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A FIBERING METHOD APPROACH TO A SYSTEM OF QUASILINEAR EQUATIONS WITH NONLINEAR

BOUNDARY CONDITIONS

Dimitrios A. Kandilakis Department of Sciences Technical University of Crete

73100 Chania, Greece and

Manolis Magiropoulos Science Department

Technological and Educational Institute of Crete 71500 Heraklion, Greece

e-mail: mageir@stef.teiher.gr

Abstract

We provide an existence result for a system of quasilinear equations subject to nonlinear boundary conditions on a bounded domain by using the fibering method.

Keywords: quasilinear system, nonlinear boundary condition, fiber- ing method, principal eigenvalue.

2000 Mathematics Subject Classification: 35B38, 35D05, 35J50.

1. Introduction

In this paper, we study the following quasilinear system

(1)

( ∆ p u = |u| p−2 u

q v = |v| q−2 v

in Ω

in Ω ,

(2)

subject to the nonlinear boundary conditions

(2)

( |∇u| p−2 ∇u · η = λa(x)|u| p−2 u + c(x)|u| α−1 u|v| β+1

|∇v| q−2 ∇v · η = µb(x)|v| q−2 v + c(x)|u| α+1 |v| β−1 v

on ∂Ω on ∂Ω

Here Ω is a bounded domain in R N , N ≥ 2, with a smooth boundary ∂Ω, α, β, λ, µ, p, q are real numbers, ∆ p and ∆ q are the p- and q-Laplace opera- tors, a(.) and b(.) are nonnegative weights and c(.) is an integrable function.

The system (1)–(2) is related to the eigenvalue problem for the p-Laplacian

(3)

( ∆ p u = |u| p−2 u

|∇u| p−2 ∇u · η = λa(x)|u| p−2 u

in Ω on ∂Ω ,

which, in the case p = 2, is known as the Steklov problem, [1]. Our main tool in the study of this system is the fibering method which was introduced by Pohozaev, [4, 5], for a single equation and developed for systems by Bozhkov and Mitidieri [3].

The main result of this work is the following theorem. For the related definitions and hypotheses we refer to Section 2.

Theorem 1. Assume that hypotheses (H)–H(c) are satisfied, 0 ≤ λ < λ 1 and 0 ≤ µ < µ 1 . Then the system (1)–(2) admits at least one weak solution (u , v ) ∈ E with u , v > 0 on Ω.

2. Notation and preliminaries

Let Ω be a bounded domain in R N with a smooth boundary ∂Ω, and p > 1, q > 1. We assume that the Sobolev spaces X = W 1,p (Ω) and Y = W 1,q (Ω) are supplied with the norms

||u|| 1,p =

Z

|∇u| p dx + Z

|u| p dx



1p

, ||v|| 1,q =

Z

|∇v| q dx + Z

|v| q dx



1q

,

respectively. We denote E = X × Y and for (u, v) ∈ E,

||(u, v)|| = ||u|| 1,p + ||v|| 1,q .

(3)

We state the hypotheses that we shall use throughout this paper.

(H) α, β, p > 1, q > 1 are positive real numbers such that α + 1 < p, β + 1 < q and δ := pq − q(α + 1) − p(β + 1) > 0.

(Ha) a(.) ∈ L s (∂Ω) with a ≥ 0 on ∂Ω and m{x ∈ ∂Ω : a(x) > 0} > 0, where s > (N − 1)/(p − 1) if 1 < p ≤ N and s ≥ 1 if p ≥ N.

(Hb) b(.) ∈ L t (∂Ω) with b ≥ 0 on ∂Ω and m{x ∈ ∂Ω : b(x) > 0} > 0, where t > (N − 1)/(q − 1) if 1 < q ≤ N and t ≥ 1 if q ≥ N.

(Hc) c(.)

a(.)

α+1p

b(.)

β+1 q

∈ L pq/δ (∂Ω) and c + 6= 0 on ∂Ω.

Remark 2. Since δ > 0, we have that α + 1

p + β + 1 q < 1.

The proof of the following Lemma can be found in ([2]).

Lemma 3. Suppose that a(.) satisfies (Ha). Then

(i) there exists a real number λ 1 , the first eigenvalue of (3), such that

(4) 1

λ 1 = sup

C∈C

1

min u∈C

R

∂Ω a|u| p dx R

Ω |∇u| p dx + R

Ω |u| p dx ,

where C 1 = {C ⊂ W 1,p (Ω) : C is compact, symmetric and γ(C) ≥ 1}, γ(.) being the genus function.

(ii) λ 1 is simple and isolated.

(iii) if u is an eigenfunction corresponding to λ 1 then u ∈ C 1,α (Ω) and does not change sign in Ω.

Remark 4. As a consequence of (4) we have (5)

Z

|∇u| p dx + Z

|u| p dx ≥ λ 1 Z

∂Ω

a|u| p dx

for every u ∈ X.

(4)

Consider the functionalI Φ(·, ·) defined on E by

(6) Φ(u, v) = α + 1 p

Z

|∇u| p dx + Z

|u| p dx − λ Z

∂Ω

a|u| p dx



+ β + 1 q

Z

|∇v| q dx + Z

|v| q dx − µ Z

∂Ω

b|v| q dx



− Z

∂Ω

c|u| α+1 |v| β+1 dx

Then Φ(·, ·) is of class C 1 and its critical points give rise to weak solutions of (1)–(2).

3. The fibering method

In this Section, we give a brief description of the fibering method. Let L : E → R be a C 1 -functional. We express (z, w) ∈ E in the form

(7) z = ru, w = sv

where r, s ∈ R and u, v ∈ E.If (z, w) = (ru, sv) is a critical point of L(·, ·) then

(8) ∂L(ru, sv)

∂r = 0 and ∂L(ru, sv)

∂s = 0.

Assume that (8) can be uniquely solved for r = r(u) and s = s(v) and that the functions r(·) and s(·) are continuously differentiable. In addition, let H : E → R and F : E → R be continuously differentiable functions such that if

(9) H(u, v) = c 1 , F (u, v) = c 2 ,

for some c 1 , c 2 ∈ R, then their Gateaux derivatives H 0 and F 0 at (u, v) ∈ E satisfy

(10) det H 0 (u, v)(u, 0) F 0 (u, v)(u, 0) H 0 (u, v)(0, v) F 0 (u, v)(0, v)

! 6= 0.

We have the following:

Proposition 5 ([3, Lemma 4]). Let b L(u, v) := L(r(u)u, s(v)v) and assume

that (10) holds f or u, v satisfying (9). If (u, v) is a conditional critical point

of b L(·, ·) with the conditions (9), then (r(u)u, s(v)v) is a critical point of

L(·, ·).

(5)

4. Proof of Theorem 1

We apply the fibering method to the functional Φ defined in (6). Combining (7) and (6) we get that

(11)

Φ(ru, sv) = α + 1 p |r| p

Z

|∇u| p dx + Z

|u| p dx − λ Z

∂Ω

a|u| p dx



+ β + 1 q |s| q

Z

|∇v| q dx + Z

|v| q dx − µ Z

∂Ω

b|v| q dx



− |r| α+1 |s| β+1 Z

∂Ω

c|u| α+1 |v| β+1 dx.

If (z, w) = (ru, sv) is a critical point of Φ(·, ·), then by (8)

(12)

0 = |r| p−2 r

Z

|∇u| p dx + Z

|u| p dx − λ Z

∂Ω

a|u| p dx



− |r| α−1 r|s| β+1 Z

∂Ω

c|u| α+1 |v| β+1 dx and

(13)

0 = |s| q−2 s

Z

|∇v| q dx + Z

|v| q dx − µ Z

∂Ω

b|v| q dx



− |r| α+1 |s| β−1 s Z

∂Ω

c|u| α+1 |v| β+1 dx.

Let

(14) H(u) :=

Z

|∇u| p dx + Z

|u| p dx − λ Z

∂Ω

a|u| p dx

 ,

(15) F (v) :=

Z

|∇v| q dx + Z

|v| q dx − µ Z

∂Ω

b|v| q dx



and

(16) C(u, v) :=

Z

∂Ω

c|u| α+1 |v| β+1 dx.

(6)

The equations (12) and (13) in view of (14)–(16), become

(17)

( |r| p−α−1 H(u) − |s| β+1 C(u, v) = 0

|s| q−β−1 F (v) − |r| α+1 C(u, v) = 0.

It is clear that H(u), F (v) and C(u, v) must have the same sign. In view of Remark 4, H(u), F (v) > 0, thus C(u, v) > 0.

It is not difficult to see that the solution to (17) is

(18)

 

 

|r| = C(u, v) q δ F (v)

β+1δ

H(u) β+1−q δ

|s| = C(u, v) p δ H(u) α+1 δ F (v) α+1−p δ

where δ is defined in (H). For (u, v) ∈ E with u 6= 0, v 6= 0, let r = r(u) >

0 and s = s(v) > 0 be the positive solutions of (18). Combining (11) and (18), we conclude that

(19) Φ(u, v) := Φ(ru, sv) = ζC(u, v) b pq δ H(u)

q(α+1) δ F (v)

p(β+1) δ

where ζ = α+1 p + β+1 q . Clearly, any solution to the problem

max C(u, v) with the restrictions

H(u) = 1 and F (v) = 1,

is a conditional critical point of b Φ, providing this way a solution to (1)–(2) by Proposition 5, since (10) is satisfied on

(20) G := {(u, v) : H(u) = 1 and F (v) = 1}.

We show next that C : E → R is compact. To this end let {(u n , v n )},

n ∈ N , be a bounded sequence in E. Without loss of generality we may

assume that u n → u weakly in X and v n → v weakly in Y. Due to the

compactness of the embeddings X ⊆ L p (a, ∂Ω) and Y ⊆ L q (b, ∂Ω) we have

that u n → u and v n → v strongly in L p (a, ∂Ω) and L q (b, ∂Ω) respectively.

(7)

By (16),

|C(u n , v n ) − C(u, v)| = Z

∂Ω

c|u n | α+1 |v n | β+1 dx − Z

∂Ω

c|u| α+1 |v| β+1 dx

≤ Z

∂Ω

|c||u n | α+1 |v n | β+1 − |v| β+1 dx + Z

∂Ω

|c||v| β+1

|u n | α+1 − |u| α+1 dx.

By the Lebesgue dominated convergence theorem, Z

∂Ω

|c||u n | α+1 |v n | β+1 − |v| β+1 dx

= Z

∂Ω

|c|

a

α+1p

b

β+1q

a

α+1p

u α+1 n

b

β+1q

|v n | β+1 − |v| β+1 dx

c a

α+1p

b

β+1q

pq

δ

ku n k α+1 a,p

Z

∂Ω

b |v n | β+1 − |v| β+1

q β+1

dx



β+1q

→ 0.

Similarly, Z

∂Ω

|c||v| β+1

|u n | α+1 − |u| α+1

dx → 0.

Thus C is compact.

If (u, v) ∈ G, then Z

|∇u| p dx + Z

|u| p dx = λ Z

∂Ω

a|u| p dx + 1

≤ λ λ 1

Z

|∇u| p dx + Z

|u| p dx

 + 1, so

||u|| p 1,p = Z

|∇u| p dx + Z

|u| p dx ≤ λ 1 λ 1 − λ . Similarly, ||v|| 1,qµ

1

1

− µ . Consequently, C(·, ·) is bounded on G. Let {(u n , v n )} n∈N be a maximizing sequence in G, that is, |C(u n , v n )| → M :=

sup{|C(u, v)| : (u, v) ∈ G} > 0. We may assume that u n → u 0 weakly in X

(8)

and v n → v 0 weakly in Y. Since C is compact |C(u 0 , v 0 )| = M. It remains to show that (u 0 , v 0 ) ∈ G. Note that, by (20), H(u 0 ) ≤ 1 and F (v 0 ) ≤ 1. If one or both of these two inequalities were strict, there would exist t 1 , t 2 ∈ R with max{t 1 , t 2 } > 1, such that H(t 1 u 0 ) = 1 and F (t 2 v 0 ) = c. But then (t 1 u 0 , t 2 v 0 ) ∈ G and |C(t 1 u 0 , t 2 v 0 )| > M, a contradiction. Thus (u 0 , v 0 ) is a conditional critical point of b Φ. Since (|u 0 |, |v 0 |) is also a conditional critical point of b Φ, we may assume that u 0 ≥ 0 and v 0 ≥ 0 in Ω. Proposition 5, guarantees that (u , v ) := (r(u 0 )u 0 , s(v 0 )v 0 ) is a critical point of Φ(.). By standard arguments, we can show that u , v ∈ C 1,α (Ω) for some α ∈ (0, 1), and so u , v > 0 in Ω due to the Harnack inequality.

Remark 6.

(i) If u , v ∈ C 1,α (Ω), then u , v > 0 on Ω. Indeed, if we assume that u (x 0 ) = 0 for some x 0 ∈ ∂Ω then by Theorem 5 in [6], ∇u (x 0 )·η(x 0 ) <

0, contradicting (2). Thus u > 0 on Ω. Similarly v > 0 on Ω.

(ii) The fibering method is a powerful tool in proving that an equation or a system admits a solution. However, at least in the case where the system (8) has a unique solution, it cannot provide more than one solution. This is a consequence of the fact that the maximum or the minimum of L in Proposition 5 is independent of the choice of H and F .

Acknowledgement

The first author is supported by the Greek Ministry of Education at the University of the Aegean under the project EPEAEK II-PYTHAGORAS with title ”Theoretical and numerical study of evolutionary and stationary PDEs arising as mathematical models in physics and industry”.

References

[1] I. Babuska and J. Osborn, Eigenvalue problems, in: ”Handbook of Numerical Analysis”, vol. II, North-Holland, Amsterdam, 641–787 (1991).

[2] J. Fernandez Bonder and J. Rossi, A nonlinear eigenvalue problem with indef- inite weights related to the Sobolev trace embedding, Publ. Mat. 46 (1) (2002), 221–235.

[3] Y. Bozhkov and E. Mitidieri, Existence of multiple solutions for quasilinear

systems via fibering method, J. Diff. Eq. 190 (2003), 239–267.

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[4] S.I. Pohozaev, On a constructive method in calculus of variations, Dokl. Akad.

Nauk 298 (1988) 1330–1333 (in Russian) and 37 (1988), 274–277 (in English).

[5] S.I. Pohozaev, On fibering method for the solutions of nonlinear boundary value problems, Trudy Mat. Inst. Steklov 192 (1990), 146–163 (in Russian).

[6] J.L. V´ azquez, A Strong Maximum Principle for some Quasilinear Elliptic Equations, Appl. Math. Optim. 12 (1984), 191–202.

Received 3 August 2005

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