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POSITIVE SOLUTIONS OF HIGHER ORDER QUASILINEAR ELLIPTIC EQUATIONS

MARCELO MONTENEGRO Received 25 February 2002

The higher order quasilinear elliptic equation∆(∆p(∆u))= f(x, u) subject to Dirichlet boundary conditions may have unique and regular positive solution.

If the domain is a ball, we obtain a priori estimate to the radial solutions via blowup. Extensions to systems and general domains are also presented. The basic ingredients are the maximum principle, Moser iterative scheme, an eigenvalue problem, a priori estimates by rescalings, sub/supersolutions, and Krasnosel’ski˘ı fixed point theorem.

1. Introduction

We are interested in studying the higher order quasilinear elliptic equation

p(∆u)= f(x, u) inΩ, u=0 on, (1.1) whereΩRN,N2, is a smooth bounded domain and∆pu=div(|∇u|p2u), p >1. Throughout the paper, it is useful to split (1.1) as a system of three equa- tions

∆u1=u2,

pu2=u3 inΩ,

∆u3=fx, u1 , u1=u2=u3=0 on.

(1.2)

There has been some interest in the study of polyharmonic operators, cor- responding to p=2 here, see [4,6,7,9,15]. These references testify the wide range of applications of higher order elliptic operators. A critical exponent prob- lem involving∆(|u|p2u) was studied in [14], see also [11] for an account on these issues involving polyharmonic operators. Systems dealing with quasilinear equations in radial form were treated in [2,3]. They used a blowup method to

Copyright©2002 Hindawi Publishing Corporation Abstract and Applied Analysis 7:8 (2002) 423–452

2000 Mathematics Subject Classification: 35J55, 35A05, 35J60 URL:http://dx.doi.org/10.1155/S1085337502204030

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obtain a priori estimates and proved the existence of a solution by degree the- oretical arguments. We also take advantage of this general strategy. Here we are concerned with the existence, nonexistence, uniqueness, and regularity of posi- tive solutions to (1.1) wheneverp >1 andp=2. Another goal is to treat systems which are, roughly speaking, a perturbation of (1.2). In this introductory part, we give some examples of our main results, technical assumptions for dealing with general situations are left to other sections.

Problem (1.1) has a variational formulation, so that weak solutions corre- spond to critical points of the functional

I(u)= 1 p

(∆u)pdx

F(x, u)dx (1.3)

defined in the Sobolev space Ᏹp(Ω)=

uW2,p(Ω)W01,p(Ω) :∆uW01,p(Ω),1< p <

, (1.4) whereF(x, s)=s

0 f(x, t)dt.

InTheorem 2.2, we employ the so-called Moser iterative scheme to (1.2), in order to regularize the weak solutions of (1.1).

The eigenvalue problem

p(∆u)=Λρ(x)|u|p2u inΩ, u=0 on∂Ω (1.5) will help to formulate conditions under which solutions of (1.1) appear. There is a first, positive isolated eigenvalueΛρ1of the weighted problem (1.5), this is the content ofProposition 3.2.

The radial form of problem (1.1) is interesting because it is possible to obtain an a priori bound for solutions by means of a blowup process, the key step is a Pohozaev identity in the wholeRN, seeTheorem 4.1. Notice that the radial ground states of

p(∆u)=uq inRN (1.6) may fail to be sufficiently smooth atx=0, therefore, it is not possible to apply directly, for instance, the general program of [10]. We proceed by approxima- tion, writing an integral relation in the annulusAdefined by 0< R1<|x|< R2. A solution of (1.6) and some of its derivatives are bounded near 0 and exhibit rapid decay at. This fact allows to take the limitsR10 andR2→ ∞, so we obtain

RN

N q+ 1

N3p

p uq+1|x|

dx=0. (1.7)

Therefore, positive radial solutions of (1.6) defined in the whole RN cease to exist ifN >3p and p1< q < pN/(N3p)1. We use this information to

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obtain the a priori estimate for positive radial solutions of problem (1.1). In fact, it is possible to work with a class of systems of radial equations that includes (1.1), we pursue this approach inProposition 5.1. We applyTheorem 5.2due to Krasnosel’ski˘ı to obtain a positive radial solution. The following example is a consequence ofTheorem 5.3and illustrates the preceding comments, notice the relation with the spectral problem (1.5).

Example 1.1. Suppose that for i=1,2,3 each functiongi: [0, R]×[0,+) [0,+) is continuous and

gi(r, t)atβi+ 1 (1.8) forr[0, R],t0 and constantsa >0, 0< β1,β2<1, 0< β3< q, p1< q <

pN/(N3p)1, andN >3p. We also assume that a1t+g1(r, t)

a1+λt, a2t+g2(r, t)

a2+µt, a3tq+g3(r, t)a3tq+γtp1

(1.9)

forr[0, R] and 0< tδ, whereλ, µ, γ >0,ai>0, and (a1+λ)p1(a2+µ)(a3+ γ)<Λ11.

The solutions of the system

u1=a1u2+g1

r, u2

,

pu2=a2u3+g2

r, u3

inBR,

u3=a3uq1+g3

r, u1

, u1=u2=u3=0 on∂BR

(1.10)

are a priori bounded, and in fact there is aC1positive weak solution.

One of our aims is to extend results obtained for (1.1) to more general systems of the form

u1=f1

x, u1, u2, u3

,

pu2=f2

x, u1, u2, u3

inΩ,

u3=f3

x, u1, u2, u3

, u1=u2=u3=0 on∂Ω,

(1.11)

which may not have a straightforward variational structure andΩis not a ball.

For instance, if we replace the ball BR in Example 1.1 by a smooth bounded

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domainΩ, byLemma 6.1, we see that there is a nonnegative (maybe identi- cally zero) solution to the corresponding problem inΩ. Essentially, the solution comes up by reducing the problem to the verification of the homotopic in- variance of degree in cones. For that matter, we obtain a priori estimates by performing a certain scaling that resembles the blowup method used to prove Proposition 5.1.

The third equation of (1.10) behaves like q > p1 for large values of u1. A different behavior at infinity is also treated in the present paper, namely for qp1, seeExample 1.2 below. Some additional conditions taking into ac- count the monotonicity of the functions fi permit us to truncate the problem between a positive subsolution and a supersolution, and actually obtain a posi- tive solution, seeTheorem 6.2. The next example fits in the general hypotheses ofTheorem 6.2and is different, in nature, from the previous one.

Example 1.2. The system

∆u1=uα2,

pu2=uβ3 inΩ,

∆u3=uγ1,

u1=u2=u3=0 on

(1.12)

admits a positive solution, provided that 0< α,β1, 0< γp1, andαβγ <

p1.

A more general situation occurs when the nonlinearities depend onu1,u2, andu3. The following example is also a consequence ofTheorem 6.2.

Example 1.3. The system has a positive solution

∆u1=a11uα111+a12uα212+a13uα313,

pu2=a21uα121+a22uα222+a23uα323 inΩ,

u3=a31uα131+a32uα232+a33uα333, u1=u2=u3=0 on∂Ω

(1.13)

provided thatai j0,a12, a23, a31>0, 0< α11, α33<1, 0< α13<1/(p1), 0<

α21, α22, α32< p1, 0< α12, α231, 0< α31p1, andα12α23α31< p1.

The next example is an application ofTheorem 6.3, the right-hand side non- linearities have a different behavior from the previous ones. But even in this situation, it is possible to combine the ideas ofLemma 6.1in order to get a pri- ori estimate in a suitable homotopy path, similarly toTheorem 5.3. We finalize by applyingTheorem 5.2.

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Example 1.4. Letgi:Ω×[0,+)[0,+),i=1,2,3, be bounded continuous functions such that

lim sup

t0+

g1(x, t)< λ <lim inf

t+ g1(x, t), lim sup

t0+

g2(x, t)< µ <lim inf

t+ g2(x, t), lim sup

t0+

g3(x, t)< γ <lim inf

t+ g3(x, t),

(1.14)

uniformly forxΩ. Ifλp1µγ=Λρ1, then the system

∆u1=g1

x, u2

u2,

pu2=g2

x, u3

u3 inΩ,

u3=g3

x, u1

ρ(x)up11, u1=u2=u3=0 on∂Ω

(1.15)

possesses a positive weak solution.

It follows fromTheorem 7.1that the systems (1.12) and (1.13) have a unique positive weak solution.

2. Regularity of weak solutions

The space Ᏹp(Ω) is normed by up()=(|∇(∆u)|pdx)1/ p. In what fol- lows, we obtain embeddings which follow from the continuity of the mappings

∆:Ᏹp(Ω)W01,p(Ω) and∆1:Lν(Ω)W2,ν(Ω) for 1< ν <+and from the classical Sobolev embeddingsW01,p(Ω)Lν(Ω) andW2,ν(Ω)Lτ(Ω).

Lemma2.1. (a)The embeddingp(Ω)W2,ν(Ω)is continuous forν[1, pN/

(Np)]if p < N, or forν[1,+)if pN and is compact forνif3p < N, or for τ[1,+)if 3pN and is compact forτ[1, p) if 3p < N, or for τ[1,+)if3pN, where p=pN/(N3p). ButᏱp(Ω)Lp(Ω)is not compact.

The already defined functionalIin (1.3) is of classC1if one assumes that f(x, t)c|t|q+ 1, (2.1) for some constantc >0 and for 0< qp1 if 3p < Nand 0< q <+if 3p N. The derivative ofIis given by

I(u)ϕ=

(∆u)p2(∆u)· ∇(∆ϕ)dx

f(x, u)ϕ dx. (2.2) We employ a variant of Moser iterative scheme to conclude that weak solu- tions of (1.1) are regular. If 3pN, a weak solution of (1.1) belongs toC3(Ω) by a simple application ofLemma 2.1andLpestimates.

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Theorem2.2. Letup(Ω)be a weak solution of (1.1). Ifq < p1and3p <

N, thenuC3(Ω).

Proof. It is convenient to rewrite (1.1) in the system form (1.2). In this way, we denoteu=u1and we claim that there areu2W01,p(Ω) andu3W01,p/(p1)(Ω) such that (u1, u2, u3) is a weak solution of the system (1.2). Indeed,u1p(Ω) is a critical point ofI, then

u1p2

u1

· ∇(∆ψ)dx=

fx, u1

ψ dx, (2.3)

for everyψp(Ω). Setu2= −u1W01,p(Ω). Then

u2p2u2· ∇(∆ψ)dx=

fx, u1

ψ dx, (2.4)

for everyψp(Ω). Since f(x, u1)Lp/(p1)(Ω), the problem

∆u3= fx, u1

inΩ, u3=0 on∂Ω (2.5)

admits a unique solutionu3W2,p/(p1)(Ω)W01,p/(p1)(Ω). Hence,

u3· ∇ψ dx=

fx, u1

ψ dx, (2.6)

for everyψW01,p(Ω), implying

u3ψ dx=

fx, u1

ψ dx, (2.7)

for everyψW2,p(Ω)W01,p(Ω). From (2.4) and (2.7), we conclude that

u2p2u2· ∇ϕ dx=

u3ϕ dx, (2.8)

for everyϕC0(Ω). Thus, (u1, u2, u3) is a weak solution of system (1.2). Now, we prove its regularity. Define the sequence

u2j(x)=

j ifu2(x)j, u2(x) ifj < u2(x)< j,

j ifu2(x)≤ −j.

(2.9)

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For any givenβ0, we have|u2j|βu2jW01,p(Ω) and

u2jβu2jpu2dxc

(∆)1(∆)1u2q+ 1u2β+1dx. (2.10)

Suppose thatu2Lpk(Ω) for somepkpN/(Np). If 2pkNor 2pk(q+ 1) Nq, it is easy to verify thatu1Lα(Ω) for everyα[1,+), so we are done. Else, we claim thatu2Lpk+1(Ω), where

pk+1= N Np

βk+p, βk=pk(q+ 1)N2pk

N . (2.11)

Indeed, since pkpN/(Np) andq < p1, it follows that βk0. There holds

u2jβku2jpu2dxcu2jβk+p

Lpk+1, (2.12)

withc >0 independent ofj, see [8]. UsingLpestimates, we obtain (∆)1(∆)1u2q

LpkN/((N2pk)q2pk)cu2q

Lpk+ 1. (2.13) Noting that (βk+ 1)/ pk+ ((N2pk)q2pk)/ pkN=1 and applying Young in- equality in (2.10), we get

(∆)1(∆)1u2qu2βk+1dxcu2q+βk+1

Lpk + 1. (2.14) Therefore,

u2jβk+p

Lpk+1cu2q+βk+1

Lpk + 1 (2.15)

withc >0 not depending onj. Thus, u2βk+p

Lpk+1 lim inf

j+

u2jβk+p

Lpk+1cu2q+βk+1

Lpk + 1, (2.16) proving the claim. Letp0=pN/(Np), we are going to show that 2pkNor 2pk(q+ 1)Nqfor somekN. Observe thatpkp0for everykNarguing

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by induction, since pkp0 impliesβk0. Note also that, pk is an increasing sequence, by induction and because

pk+2pk+1=N+ 2(q+ 1) Np

pk+1pk. (2.17)

Suppose on the contrary that 2pk< N and 2pk(q+ 1)< Nq for everykN. Thenpkconverges toLp0. Using (2.11) and taking the limit

L= lim

k+pk+1= N Np lim

k+βk+ pN Np

= N Np

LN2L N (q+ 1)

+ pN

Np,

(2.18)

we see thatL=N(q+ 1p)/(p+ 2(q+ 1))pN/(Np), implying thatq+ 1

p, a contradiction.

3. Eigenvalue problem

We investigate the eigenvalue problem (1.5). Assume thatρis a nonnegative and nontrivial function belonging toL(Ω). Define the functionalsA, B:Ᏹp(Ω) Rby

A(u)= 1

pupp(Ω), B(u)= 1 p

ρ(x)u+pdx, (3.1) whereu+=max{u,0}. It is easy to verify thatAandBareC1. Define

Λρ1= inf

B(u)=1A(u). (3.2)

Clearly,Λρ1is a positive number attained by someup(Ω). Also, there exists η >0 such thatA(u)ϕ=ηB(u)ϕfor everyϕp(Ω). Takingϕ=u, we obtain A(u)=ηB(u). Thus,η=Λρ1anduis a critical point of the functional

J(u)=1 p

(∆u)pdxΛρ1

p

ρ(x)u+pdx. (3.3)

The next comparison lemma is borrowed from [12].

Lemma3.1. Letu, vC1(Ω)be functions satisfyingpu≤ −pvinandu von in the weak sense, thenuv inΩ. Furthermore, assume thatv0 on∂and letη >0 be small enough, such that the setΓ= {xΩ:|∇v(x)|>

η,dist(x, ∂Ω)< η}is nonempty and open. Then eitheruvinΓoru < vinΓand for eachxΓwithu(x)=v(x), we have∂u(x)/∂ν > ∂v(x)/∂ν.

There is a first eigenvalue associated to problem (1.5), which is isolated from above and from below.

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Proposition3.2. (i)IfΛ=Λρ1, then (1.5) admits a positive weak solution;

(ii)ifΛ<Λρ1, then (1.5) does not admit a positive weak subsolution;

(iii)ifΛ>Λρ1, then (1.5) does not admit a positive weak supersolution;

(iv)Λρ1is isolated.

Proof. It is useful to rewrite the eigenvalue problem in the following way:

u1=λu2,

pu2=µu3 inΩ,

u3=γρ(x)u1p2u1, u1=u2=u3=0 on∂Ω.

(3.4)

We reformulate items (i), (ii), and (iii) in terms of a surface in three parameters λ, µ, γ >0:

(i)ifλp1µγ=Λρ1, then the system (3.4) admits a positive weak solution;

(ii)ifλp1µγ <Λρ1, then the system (3.4) does not admit a nonnegative weak subsolution with a positive component inΩ;

(iii)if λp1µγ >Λρ1, then the system (3.4) does not admit a positive weak supersolution.

Sinceu1is a nontrivial critical point ofJandρis a nonnegative function, (i)fol- lows from the beginning of the proof ofTheorem 2.2and the strong maximum principle of [13]. We prove (ii). Suppose on the contrary that problem (3.4) ad- mits a nonnegative weak subsolution (v1, v2, v3) with a positive component and λp1µγ <Λρ1. Chooseλ0=λ,µ0=µ, andγ0> γsuch thatλ0p1µ0γ0=Λρ1. Accord- ing to part (i), we can take a positive eigenfunction (u1, u2, u3) corresponding to (λ0, µ0, γ0). LetΓ2be the set associated to functionu2given inLemma 3.1, that is,Γ2= {xΩ:|∇u2(x)|> η}. Define the setS= {s >0 :u1> sv1, u2> sv2,and u3> sp1v3inΓ2}. By the strong maximum principle,S= ∅and since one of the components of (v1, v2, v3) is positive,Sis bounded. Lets=supS. Since

u3sp1v3

γ0ρ(x)u1p1sp1γρ(x)v1p1

γ0γρ(x)up11 inΓ2, (3.5) by the strong maximum principle,u3>(s+ε)p1v3inΓ2forε >0 small enough.

Thus,

pu2+sp1pv2µ0u3sp1µ0v3

µ0

1

s s+ε

p1

u3 inΓ2

(3.6)

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implies, byLemma 3.1, thatu2>(s+ε)v2inΓ2forε >0 small enough. Finally, from

u1sv1

λ0u2sλ0v2λ0

1 s

s+ε u2 inΓ2, (3.7) it follows thatu1>(s+ε)v1inΓ2forε >0 is small enough, contradicting the definition ofs. Suppose, on the contrary, that problem (3.4) possesses a positive supersolution (v1, v2, v3). Part (iii)follows similarly. Letλ0=λ,µ0=µ, andγ0<

γbe such thatλ0p1µ0γ0=Λρ1. Denote (u1, u2, u3) a positive eigenfunction related to (λ0, µ0, γ0) and Γ2 the set associated tov2 as inLemma 3.1. Define the set S= {s >0 :v1> su1, v2> su2,andv3> sp1u3inΓ2}. Item (iii)follows by the same steps of (ii). We sketch the proof of item (iv), the details follow from the ideas in [1]. Ifvis another eigenfunction corresponding to an eigenvalueΛ, we haveΛΛρ1, by (3.2) and (3.3). Hence Λρ1 is isolated to the left. LetΛn>Λρ1

be a sequence of eigenvalues corresponding to the eigenfunctionsvn. Item (iii) implies that eachvnmust change sign. The sequencevnconverges uniformly in a set of positive measure to the first eigenfunction of (1.5), a contradiction.

4. Nonexistence of radial solutions inRN

In this section, we prove a result of Liouville type for (1.6). It is a fundamental step for obtaining a priori estimates inSection 5.

Theorem4.1. Let f(t)= |t|q1twithp1< q < p1andN >3p. Then (1.7) has no positive solution inC3(RN).

Proof. We rewrite (1.6) as a system of radial equations and proceed by approxi- mation. Suppose thatuis a positive solution, (1.6) transforms into

rN1u1(r)=rN1u2(r),

rN1u2(r)p2u2(r)=rN1u3(r) forr >0,

rN1u3(r)=rN1fu1

,

(4.1)

whereu=u1. The existence of positiveu2andu3 is treated inTheorem 2.2. A solution (u1, u2, u3)(C1[0,+))3of the system (4.1) satisfies the integral rela- tions

rN1u1(r)= r

0sN1u2(s)ds,

rN1u2(r)p2u2(r)= r

0sN1u3(s)ds forr >0,

rN1u3(r)= r

0sN1fu1(s)ds,

(4.2)

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and the following Pohozaev type identity for every constantaand 0< R1< R2: R2

R1

NFu1(r)au1(r)fu1(r)+

a+3pN

p u2(r)p

rN1dr

= 2 i=1

(1)iφRi, a, u1 Ri

, u2 Ri

, u3 Ri

, u1Ri , u2Ri

, u3Ri)RNi 1. (4.3) We need to detail the expression ofφin order to verify thatφ(·)RNi 1goes to 0 asR10 andR2+.

Consider the functionalᏴ=Ᏼ(x, u1, s) depending onx,u1, and the third derivatives ofu1formally represented bys,

= 1 p

u1

|x|pFu1

|x|

forxRN− {0}, (4.4) where F is the primitive of f. By relations (4.2) and a bootstrap argument, we conclude that (u1, u2, u3)(C1[0,+)C(0,+))3, soᏴis well defined.

Noting thatsi jl=0 if j=l, we obtain

A

NᏴau1u1(a+ 3)Di j ju1si j j

dx

=

∂A

xi

N j,l=1

xlDlu1+au1

Dj jsi j j+DjxlDlu1+au1

Djsi j j

Dj jxlDlu1+au1

si j j

νids,

(4.5) whereνis the unit outward normal vector to the boundary∂A. Since,u1u1=

u1f(u1) andNi, j=1Di j ju1si j j=|∇(∆u1)|p, the left-hand side of (4.5) reduces to

A

NFu1(r)au1(r)fu1(r)+

a+3pN

p u2(r)p

dx

=ωN

R2

R1

NFu1(r)au1(r)fu1(r)+

a+3pN

p u2(r)p

rN1dr,

(4.6) whereωNis the area of the unit (N1)-sphere.

We obtain (4.3) after passing to radial coordinates and replacingu2andu3in (4.5). We also use the fact that (u1, u2, u3) is a solution of (4.1), translated in the integral relations (4.2). Write each term of the right-hand side integral of (4.5)

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φ1=xixi r =

1

pu2(r)pFu1(r)x2i r , φ2= −

xlDlu1+au1

= −u1(r)x2l

r au1(r), φ3=Dj jsi j j

xi

r =Dj j

u2(r)p2u2(r)xi

r xi

r

= −

Dj j

u2(r)p2u2(r)xi r + 2Dj

u2(r)p2u2(r)Djxi r +u2(r)p2u2(r)Dj jxi

r xi

r,

(4.7)

where

Dju2(r)p2u2(r)=

u3(r) + (N1)rN r

0sN1u3(s)ds xj

r , Dj j

u2(r)p2u2(r)=

u3(r)xj

r N(N1)rN1xj

r r

0sN1u3(s)ds + (N1)r1u3(r)xj

r xj

r +

u3(r) + (N1)rN r

0sN1u3(s)ds

Dj

xj

r , φ4=DjxlDlu1+au1

=Dju1(r)r+aDju1(r)

= −u2(r)xj(N2)u1(r)xj

r +au1(r)xj

r, φ5=Djsi j j

xi

r =Dj

u2(r)p2u2(r)xi

r xi

r

=−

Dj

u2(r)p2u2(r)xi

r +u2(r)p2u2(r)Djxi r

xi r, φ6= −Dj jxlDlu1+au1

= −Dj j

u1(r)x2l r

aDj ju1(r), (4.8) where

Dj ju1(r)r=N(N2)u1(r)x2j

r3+ (N2)u2(r)x2j r2

(N2)u1(r)

r u2(r)x2j r , Dj ju1(r)= −Nu1(r)x2j

r3 +u1(r)

r u2(r)x2j r2, φ7=si j j

xi

r = −u2(r)p2u2(r)xi2 r2.

(4.9)

Henceφ=φ1+φ2φ3+φ4φ5+φ6φ7.

参照

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