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Calculus of Variations
Marcello Lucia
u H01 ().
u H01 (),
(1.1)
314
M. Lucia
(1.2)
u =
u H01 ().
(1.3)
They also proved that (1.3) has a solution for each < 8, while uniqueness of
solutions on simply connected domains was derived by Suzuki for each < 8
in [25] and by Chang et al. for = 8 in [7].
The PDE in (1.1) has been studied with several boundary conditions. In [24],
in connection with the asymptotical behavior of some solutions derived in the
framework of the Chern-Simons theory (see [26]), Struwe and Tarantello proved
existence of periodic solutions. In biology, PDE of the type (1.1) with Neumann
boundary conditions are connected to some models of chemotaxis (see for example [27]). If we consider homogenous Dirichlet boundary conditions, Problem (1.1) has also some very interesting applications in the theory of plasma or
point-vortex gas. For example, in the study of the thermal equilibrium of a twodimensional plasma confined by a magnetic field in a cylinder, Smith and ONeil
[23] analyzed the following equation:
eu
,
u
e
u =
u H01 (),
(1.4)
2
u
I (, u) =
|u| log
e +
u, u H01 (). (1.5)
2
||
||
315
(where is a non-prescribed constant). In this space let us consider the least eigenvalue of the Laplacian :
() := inf
|| :
2
Hc1 (),
=1 .
2
(1.7)
(,u)S ,8
u L 2 = .
(1.8)
This paper is organized in the following way. In Sect. 2, we state the two main
ingredients that will be used to derive our existence result. The first is a deformation Lemma that has been introduced in [19]. The second tool is a compactness
result for sequences of solutions to (1.1). In Sect. 3, we prove a Faber-Krahn type
inequality for the value and show that || 2 j02 > 8. In Sect. 4, we show
that in the range (8, ||) the functional exhibits a Mountain Pass geometry.
This fact together with our Deformation Lemma allow to conclude in Sect. 4 the
existence of a non-trivial critical point for almost all (8, ||). Using then
some a priori estimates derived from a blow-up analysis, we conclude the proof
of Theorem 1.1.
316
M. Lucia
n (0, ],
n ;
J:
H01 ()
R,
1
u
log
||
and
I : H01 () R,
1
2
||
u,
|u|2 J (u).
Then, up to some minor modifications, we can follow the proof of the deformation
Lemma given in [18] (a more general version is given in [19]).
Above deformation lemma will allow to construct solution for a dense set of
value of the parameter belonging to some interval of R. For C 2 domain, existence
in the full set will be a consequence of the following a priori estimate.
317
n .
and
n N.
(2.2)
Proof We first consider the a priori estimates near the boundary. Let h n be the
solution of
n
h n =
(2.3)
, h n H01 ().
||
By setting
vn := u n + h n
and
n h n (x)
e
,
un
e
K n (x) :=
vn H01 ().
(2.4)
Since is of class C 2 , we have h n W 2,2 () [Thm 8.12, [12]]. From Sobolev
embedding [Thm. 7.26, [12]], we derive h n C 1 () and also that
|h n | + |h n | C0 |n |,
(2.5)
(2.6)
n N.
x
(2.8)
We are left with the problem of obtaining interior a priori estimates. To do this,
we consider again the function h n defined by (2.3) and we set
un
e
(2.9)
wn := u n + h n log
and Vn (x) := n eh n .
318
M. Lucia
wn
on ,
n = Vn (x)e
w
Vn (x)ewn = n .
n N
and
\
Therefore, since 0 < C1 Vn C2 , we may use the main result of Brezis (i = 1, . . . , m) such
Merle [5] and find m disjoint balls Bi = B(ai , r ) \
that
sup{wn } + and sup{wn } ,
Bi
Therefore, we derive
Vn ewn =
m B
i=1
i
Vn ewn 8 N .
Bi
Vn ewn +
Vn ewn +
K
Vn ewn ,
that is
|).
n = 8 N + o(1) + O(|
|). Since |
| is arbitrarily small, we
By taking n , we get = 8 N + O(|
actually obtain = 8 N .
We can now say more by using the refined blow-up analysis that has been done
in [9]. Indeed, let h n be defined by (2.3) and vn := u n + h n . Then,
vn = n
eh n evn
,
eh n evn
vn H01 (),
n 8 N .
e
vn
vn
e
(2.10)
and using
n
> 0,
||
the results of [9] show that n 8 N > 0. In other words, blow-up can hap the
pen only for n approaching 8 N from the right. Since we assume n ,
proposition is proved.
We finally point out the following result which will be used in the last section.
319
in H01 ()
and
eu n
eu
un
u
e
e
un
||
e
in L 2 ().
H01 (),
(2.11)
(2.12)
|u n |
|u n | C
1/2
|u n |
3 A Faber-Krahn inequality
In order to prove in the following section that the functional exhibits some mountain pass geometry, we need to estimate the range of the parameter where the
quadratic form D 2 I(,0) is positive definite. By calculating explicitly D 2 I(,0) (see
Prop. 4.1), we are led to consider the value defined by (1.7) and to find a bound
from below for . The goal of this section is to show :
|| 2 j02 ,
(3.1)
where here and in the sequel jn denotes the first zero of the Bessel function Jn
whose definition and properties can be found in [28]. In particular, from (3.1), we
see that the interval (8, ||) is never empty.
The difficulty here is that we deal with function in the space Hc1 () (defined
by (1.6)) for which the boundary value is not prescribed. If we were working
in the space H01 () then we would be able to apply directly results obtained
already by Krahn [15]. More precisely, given any R2 , let us denote by
1 () 2 () . . . the eigenvalues of the Laplacian in H01 (). The FaberKrahn inequality states that :
1 ()|| j02 ,
(3.2)
320
M. Lucia
(see for example [3] or [8]). By applying this inequality on the nodal domains of
the second eigenfunction, Krahn [15] also gave a bound from below of the second
eigenvalue :
2 ()|| 2 j02 .
(3.3)
Here, though we may not apply directly the results (3.2) and (3.3), we are nevertheless able to derive a similar conclusion for the value ().
We start by noting that from classical results of variational theory the minimization problem associated with (1.7) admits always a solution. More precisely,
there exists Hc1 () satisfying
||2 with
2 = 1.
(3.4)
() =
Hc1 (),
0.
(3.5)
In the case of a ball B, the first eigenvalue (B) of Problem (3.5) can be calculated
explicitly and we have :
Proposition 3.1 Let B(0, R) be a ball of R2 . Then,
2
j1
(B) = 2 (B) =
,
R
(3.6)
(3.7)
Proof To simplify the notation we will write instead of (B). We first study
Problem (3.5) in the space of radial functions. If the eigenfunction solving (3.5)
is radial, it has to solve the ODE Problem:
(r )
Rr
(3.8)
(r )r dr = 0,
(0) = 0, 0.
0
By integrating the left and right hand-side of above ODE on (0, R), we see that
Problem (3.8) can be reformulated as
(r )
= (r ),
r (0, R),
(3.9)
r
(0) = (R) = 0, 0.
Therefore, since is the least eigenvalue of (3.5) it has to coincide with the
first positive eigenvalue of the Neumann-Laplacian restricted to the class of ra
dial function. Denoting by j the first zero of J0 and using well-known properties
of the Bessel functions, we deduce that:
2
j
j
(r ) = C J0
.
r
(C = 0), =
R
R
321
Since on the one hand j coincides with the first zero j1 of J1 and on the other
hand ( Rj1 )2 = 2 (B), we actually have :
(r ) = C J0
j1
r
R
and
=
j1
R
2
= 2 (B).
This concludes the case when is radial. Assume now that is not radial. Differentiate now Eq. (3.5) with respect to the angle variable . We get :
=
on B,
= 0 on B.
x
(x a1 ) is radial ,
x
(x a2 ) is radial ,
(3.10)
(3.11)
and define
1
(B1 B2 ) := { Hc1 (B1 B2 ) : satisfies (3.10) and (3.11)}.
Hc,rad
1
(B1 B2 ) and 0 on B2 .
Case 1: Hc,rad
In this case we have
= on B1
= 0,
( a1 ) radial .
B1
Hence, we are reduced to the first part of the proof of Prop. 3.1 and we deduce
= ( Rj11 )2 . Therefore,
|B1 B2 | = j12
R12 + R22
R12
j12 .
(3.12)
322
M. Lucia
1
Case 2: Hc,rad
(B1 B2 ), 0 on B1 and 0 on B2 .
We see in this case that is equal to
x B(a1 , R1 ),
(x a1 ) = J0 ( |x a1 |)
J0 ( R1 ) = A J0 ( R2 ),
R2
R1
J0 ( r )r dr +
A J0 ( r )r dr = 0.
(3.13)
(3.14)
J0 ( R2 )
R1
J0 (t)t dt + J0 ( R1 )
R2
J0 (t)t dt = 0.
(3.15)
1 J0 ( R1 )
1 J0 ( R2 )
+
= 0.
(3.16)
(x, y)
1 J0 (x) 1 J0 (y)
+
.
x J0 (x)
y J0 (y)
(3.17)
In Prop. .2 of the appendix, we give a proof that any (x, y) zero of (3.17) has the
property x 2 + y 2 2 j02 . By applying this result to (3.16), we obtain :
R12 + R22 2 j02 .
Therefore,
|B1 B2 | = R12 + R22 2 j02 .
(3.18)
1
Case 3: Hc,rad
(B1 B2 ).
In this case up to translation we may assume that B1 is centered at the origin and
that is not radial on B1 . By considering the derivative of with respect to the
angular variable , we get :
=
,
= 0 on B1 ,
0 on B1 .
323
and
and
|B | := | |.
and
: B R
of the functions |+ and ()| (for the definition and property of the
Schwarz symmetrization, we refer to [13]). Let us finally set :
+
(x)
x B +;
: B B R, x
(3.20)
(x) x B .
The crucial point is that the sets {|+ > t} (respectively {| > t}) do not
touch the boundary of + (respectively ). Hence, the same arguments used to
derive the classical Faber-Krahn inequality give:
2
2
2
||
+|| + ||
() =
=
2
2
2
+ +
+ 2
2
+ | | + B | |
B
+ 2
2
+ | | + B | |
B
2
+
| |
= B B
2
B + B | |
(B + B ).
(3.21)
In the case | | = 0, we have |B | = 0 and Hc1 (B + ). Hence, relation (3.21) together with Prop. 3.1 give
()|| (B + )|| = (B + )|B + | = j12 .
(3.22)
(3.23)
324
M. Lucia
To conclude this section, we emphasize that the value of || may be very
large. More precisely, given M > 0, we can always find a domain that has the
property ()|| M. This can be justified easily by considering rectangles.
Proposition 3.4 Let R = (0, a) (0, b) with a b 1. Then,
(R)|R| = 2
1
4
+
ab.
a2
b2
(3.24)
Proof We will set := (R). Let be defined by (3.4) and differentiate (3.5)
with respect to the variable y. We see that the function :=
y satisfies the
following eigenvalue problem with mixed boundary conditions :
= ,
(0, y) = (a, y) = 0
(x, 0) = (x, b) = 0
n
n
y (0, b),
(3.25)
x (0, a).
m
n
= Cm,n sin
x cos
y
m = 1, 2, 3, . . .
y
a
b
n = 0, 1, 2 . . .
(3.26)
must change sign.
Due to the boundary condition satisfied by , we see that
Hence, we cannot have n = 0 in (3.26). Therefore, has to be of the form :
m
n
= Cm,n sin
x sin
y + f (y) m, n = 1, 2, 3, . . .
a
b
Using the boundary conditions, we deduce that f 0, which gives :
= Cm,n sin
m
n
x sin
y
m, n = 1, 2, 3, . . .
a
b
(3.27)
If (m, n) = (1, 1), we check easily that the function (3.27) cannot satisfy our
initial problem (3.5). For (m, n) = (2, 1), the function (3.27) is of mean zero and
satisfies then the Problem (3.5). Hence, we deduce
2
= Cm,n sin
x sin
y
a
b
and
=
2
a
2
2
+
.
b
325
4 Existence result
The following proposition shows that the functional (1.5) has a mountain pass
geometry for each (8, ||), where is defined by (1.7).
Proposition 4.1 Let (8, ||). Then, there exist , > 0 such that
I (, u)
Moreover, there exists u 0
H01 ()
(4.1)
such that
u 0 L 2 >
Proof We check easily that
u = .
and
I (, u 0 ) < 0.
(4.2)
1
2
2
| |
)
(
D I(0) (, ) =
||
||
2
1
2
=
| |
||
||
1
| |2 .
||
Therefore, when < ||, the point u 0 is a strict local minimum of the
functional (1.5). The first assertion of the Proposition follows.
Let us now prove the second statement. Given (a, ) (0, ), consider
the function :
82
(x) = log
x IR2 ,
(4.3)
(1 + 2 |x a|2 )2
which is solution of the problem
u
2
u = e on IR ,
eu < .
(4.4)
IR2
Fix then a ball B := B(a, R) and consider the projection on H01 (B) of
defined by
= , H01 (B).
2
8
We see easily that = log( (1+
2 R 2 )2 ), that is
82
(x) = (x) log
(1 + 2 R 2 )2
x B.
log
e = log(2 ) + O(1),
B
= O(1).
B
(4.5)
(4.6)
(4.7)
(4.8)
326
M. Lucia
(x)
0
if x B,
if x \ B.
(4.9)
(4.10)
Hence, on the one hand L 2 (by 4.6) and on the other hand for each
> 8, we have I (, ) as (by 4.10). This proves the second
assertion of the proposition.
We are now able to prove that Problem (1.1) has a non-trivial solution when
the parameter E := (8, ||)
Proof of Theorem 1.1 The proof is divided in three parts. Based on the Deformation Lemma given in Sect. 2, we first prove existence of non-trivial critical points
for a dense set of value of E. In a second part, by assuming to be of class
C 2 , existence is obtained for the full set E by using the a priori estimates given in
Prop. 2.3 (following the idea of [24]). Finally we prove that the set of solutions is
unbounded in H01 when tends to 8.
1) Existence for a dense set.
Given (8, ||), choose , > 0 and u 0 H01 () given by Prop. 4.1. Let
us consider the set of continuous curve in H01 () connecting u 0 to u 0 :
:= { C([0, 1], H01 ()) : (0) = 0, (1) = u 0 },
and consider also the minmax value :
c := inf max I (, (t)).
t[0,1]
(4.11)
If the Palais-Smale condition would hold, the arguments of [1] would show that
this minmax value c is a critical value for the functional I (, ). Here, without this
compactness condition, we prove a slightly different result. We first note that since
u 0 L 2 and > 0, we have
c > 0.
(4.12)
n ,
c
with = .
2
(4.13)
and
I c := {u : I (, u) < c }.
Since u 0 , 0 I c , for each and t [0, 1], we note that the deformed
curve
t : [0, 1] H01 (), s
(t, (s)),
327
(4.14)
(such curve exists by the definition of the minmax value c). Then, we have
inf max I ( (s)) max I ((t, 0 (s)))
s[0,1]
s[0,1]
t [0, 1];
but at t = 1, the right hand-side is less than c due to (4.14) and the fact that
is a deformation retract. A contradiction with the definition of c. Hence, the
property (4.13) must hold.
2) Existence on (8, ||) when is of class C 2 .
Let (8, ||) Consider a sequence (n , u n ) satisfying (4.13). Using
Prop. 2.3 and Prop. 2.4, we deduce that (up to a subsequence) (n , u n ) converges
u)
strongly in R H01 () to a (,
solution of Problem (1.1). Moreover, from (4.13)
we also derive
u)
0 < c < I (,
< c + .
As a consequence, we deduce that u 0.
3) Proof of Property (1.8).
If (1.8) does not hold, then there exists a sequence (n , u n ) S such that
n 8
and
u n 2L 2 C.
eu
,
u
e
u
is of class C 1 with
1
1
D F(0) ( ) =
.
||
||
Using (4.15) and (n , u n L 2 ) (8, 0), we deduce easily that
u 0 solving :
verges weakly in H01 () to some
8
1
u=
u
u ,
u H01 ().
||
||
(4.15)
un
u n L 2
con-
(4.16)
But (4.16) is a contradiction since the Faber-Krahn inequality proved in Proposition 3.3 says that actually ()|| > 8. This shows that (1.8) must hold.
328
M. Lucia
Acknowledgements The author is grateful to Prof. A. Bahri, Prof. M. Kiessling, Prof. Y.Y. Li
for very fruitful discussions and to Prof. C.S. Lin for bringing [9] to his attention. He also
thanks Prof. Cao Daomin for his warm hospitality and his support at the Institute of Applied
Mathematics (CAS, Beijing) where this paper was accomplished.
1 J0 (x)
x J0 (x)
Appendix A: Zeros of
1 J0 ( y)
y J0 ( y)
Let Jn be the Bessel function of the first kind of order n and denote by jn the first zero of Jn . We
note for the sequel that j1 coincides with the first zero of J0 (see [28]). The goal of this appendix
is to locate the zeros of the problem:
1 J0 (y)
1 J0 (x)
+
= 0,
x J0 (x)
y J0 (y)
(A.1)
1 J0 (s)
.
s J0 (s)
(A.2)
(A.3)
Using the well-known properties of the Bessel functions [28], we check easily
( j0 ) = 0,
lim (s) = ,
s0
(A.4)
lim (s) = +,
s j1
(A.5)
1
(A.6)
+ s|(s)|2 > 0 s (0, j1 ).
s
From (A.4), we have ( j0 , j0 ) Z and the relation (A.6) shows that the function is strictly
monotone. In particular, we deduce :
(s) =
y
(x) + (y) strictly monotone x (0, j1 ),
x
(x) + (y) strictly monotone y (0, j1 ).
(A.7)
(A.8)
2 j0 ) R,
x (x) +
2
2 j0 x 2 ,
(A.9)
329
( j0 ) = 0,
(A.11)
4
< 0.
j02
(A.12)
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