VonlinearAnalwir. Theon. Merho& & ~,$~monr. Vol 10. No. 9. pp. 7%-7%. 1986 036?

-JlaXY6 S3 00 - CC
Pnnted 1” Great Bnta~n. Pergamon Journals Ltd.

EMDEN-FOWLER EQUATIONS INVOLVING CRITICAL

EXPONENTS

F. V. ATKINSOX
University of Toronto. Toronto. Ontario. Canada MS 1A-l

and

L. A. PELETIER
University of Leiden. Leiden. The Netherlands

(Received 20 December 1984: received for publicarion 19 Jr+ 1985)

Key words and phrases: Emden-Fowler equation. Dirichlet problem. semilinear elliptic equation.
nonlinear eipenvalue problem.

1. INTRODUCTION
IN THIS paper we consider the problem
Y” + [_“(AYY+ Y”‘‘-3) = 0
t<x:
(I) r(t) ’ 0 t<= (1.1)
1 limY(t) = y
I-X
in which k > 2.0 < 4 < 2k - 3, A 2 0 and y > 0. Since k > 2. the existence of a unique positive
solution yA(t, y) is ensured for t large. When k = 0 it is known as the Emden solrlriotz [-4.5]:
-l/(1-2)
P-’
_vo(t,y) =yt ti-? +- (1.2)
( k-l 1 ’

It is clear from (1.2) that if A = 0, the solution Yo(t, y) can be continued back to f = 0,
regardless of the shooting height y. One can ask the question as to whether this is still possible
when a lower order perturbation is introduced, i.e. when A > 0. We shall find that this is not
so: more precisely, let
T,(y) = inf{t > 0: yi(. , y) > 0 on (t, =} (1.3)
then 7’,(y) > 0 for every y > 0.
Our main objective will be to investigate how the position T,(y) of this first zero of y;,(t. y)
varies with y, and how this dependence is influenced by the other parameters 4. k and 1. It
turns out that this dependence changes critically if 4 changes from q = 1 to q > 1 and k from
k E (2,3] to k > 3. On the other hand, by scaling the variables one can reduce Tj. to T, by
means of the expression
T,(y) = c-‘T,(cy) c= A-'&k-3-q)
(1.4)
We shall give here two of the main results, one for q = 1 and one for q > 1.
755
7% F. V. ATKINSON and L. X. PELETIER

THEOREM A. Suppose 4 = 1. Let y(t, :/) be the solution of problem 1 in which i. = 1, and let
T(y) be its first zero. Then
(i) if k > 2, the re exists a number To > 0 such that

T(Y) ’ T” for all y > 0 (1.5)

and

lim T(;/) = r,, : (1.6)

y-iI

(ii) if 2 < k S 3,
lim T(y) = “: (1.7)
]I-.r
(iii) if k > 3 there exists a number T, > r,, such that
T(y) < 7, for all ‘/ > 0 (1.8)
and
lim T(y) =
II- I
ir, (1.9

THEOREM B. Suppose 1 < 4 < 2k - 3. Let ,~(r, y) be the solution of problem I in which
A = 1. and let T(;/) be its first zero. Then
(i) if k > 2
!im T(y) = 0: (1.10)
:,-Cl

(ii) if 2 < k $ 3
lim T(y) = xc: (1.11)
.I_ I
(iii) if k > 3
0 when 1 <q<2k - 5 (1.12a)
lim T(y) =
;I-+f x: when 2k- 5cqc2k- 3 (1.12b)

and r( ;/) remains bounded as y --, = when q = 2k - 5.

These results are relevant for the study of solutions of the elliptic boundary value problem
-Au = /luq + up in 5!

(11) u>o in Q
; u=o on aR
when R is a ball in Rv, N > 2 and p is equal to the critical Sobolev exponent (N -t- 2)/(N - 2).
Such solutions have radial symmetry [6], and if we set
u(x) = YA(Q, [= (N - g+?l4-(3-?) (1.13)
 Emden-Fowler equations involving critical exponents 757

we find that y, is a solution of problem I in which

k=2 E and ‘J = u(0) (1.14)

and that
7+(O)) = (N - 2),Y-’ (1.15)

when we assume that Q = {x E R”: I_ri< 1).

In a recent paper [2] Brezis and Kirenberg established the following properties of problem
II.

Case I: q = 1. If N Z 4 problem II has a solution if and only if A E (0, A,), but if N = 3, it has
one if and only if ?, E (&, &). Here A0 denotes the principal eigenvalue of -A on the unit
ball.

Case II: q > 1. If N 2 4 problem II has a solution for every A > 0, but if N = 3 there are two
cases:
(a) if 3 < q < 5, th ere exists a solution for every J. > 0;
(b) if 1 < q 5 3, there exists a solution if and only if h is sufficiently large.

In addition they made the conjecture, based on numerical evidence, that when .V = 3 then
(a) if q = 3, there is some i such that
(i) for A > 4, there is a unique solution of (II);
(ii) for A s A, there is no so!ution of (II);
(b) if 1 < q < 3,>here is some A such that
(i) for A > 4 there are two solutions of (II);
(ii) for A = A there is one solution of (II);
(iii) for A < A0 there is no solution of (II).
By means of theorem 1 we shall give another-ODE-proof of the results for q = 1, and
discuss the behaviour of the solution Us of problem II as A-, Aa and A,,/4. Since \ve are not
restricted to integral values of N, we can place these results in a somewhat more general
perspective.
By means of theorem 2 we shall give another proof of the properties established for q > 1,
but in addition we shall prove the nonuniqueness of solutions conjectured by Brezis and
Nirenberg for N = 3 and 1 < q < 3. Not restricting ourselves to integer values of iv. we prove:

THEOREM C. Suppose 2 < N c 4 and

6-N
lCq<----
N- 2’

Then there exists a constant i > 0 such that

(i) if A > 4, p ro bl em II has at least two solutions;
(ii) if L < A, problem II has no solutions.

The organization of the paper is the following. We begin, in Section 2, by proving a few
758 F. V. ATKINSON and L. A. PELETIER

basic inequalities. In particular. an upper bound for the solution YAof problem I will be
established, which will serve throughout the paper. Then we discuss the cases q = 1 and q > 1
in respectively Sections 3 and 4, and finally in Section 5 we apply the results obtained for
problem I to problem II.

2. BASIC INEQUALITIES

We start by considering the solution y(t, y) of the slightly more general equation
y” + r-kf(y) = 0 (2.1)
which has the property
lim y(t, y) = y,
F-.x
where k > 2 and y > 0 and f satisfies the hypothesis.
(H) f E CI([O, x)), f(u) > 0 if u > 0.
Since k > 2, there will be a T = T(y) Z 0 such that
Y(T) = 0 and Y> 0 on (T, 2).

LEMMA 1. Let k > 2 and let f satisfy in addition to (H):

uf’(u) 5 (2k - 3)f(u) for all u > 0. (2.2)
Then, for t > T(y):
(i) (y’tk-‘y’-k)’ d 0, (2.3)

(ii) y'tk-'yl-k 2 & Y’-kf(Y)> (2.4)

(iii) y(', y) $ y2-k + -& r2-kyl-kf(y))-"~k-2). (2.5)

Proof. Carrying out the differentiation (2.3) we get

y,,rk- ‘Y’-k + (k - l)y’tk-2y’-k - (k - l)~‘~y~-‘y-~.

We write this, using (2.1), in the form

-2(k - l)tk-2y-kH, (t), (2.6)
where

H,(t) = &‘2 - $yy’ + &j r’ - kYf(Y).

It will be seen that the first two terms in Hi are the same as in the standard Pohoiaev functional
also used by Nehari [7] and others [3, 11.
Observe that

Y’(‘> - -k f. 1 +-“f(Y(a as t--+x, (2.7)

 Emden-Fowler equations involving critical exponents 759

so that

H,(r)-+ 0 as t--,x. (2.8)

We shall show that
H; (t) 5 0 (2.9)
so that, by (2.8), we shall have

H,(t) Z 0.

In view of the form (2.6) for the left-hand side of (2.3) this will prove part (i).
It is easily verified, using (2.1), that

H;(t) = A2 +-k r’(t) [Yf ‘(Y) - (2k - 3)f(Y)).

Since y’ > 0 for t > T this, together with our hypothesis (H) about f, proves (2.9) and so (2.3).
Part (ii) can immediately be deduced from part (i) since the right-hand side of (2.4) is the
limit of the left-hand side by (2.7).
Finally, writing (2.4) in the form

1
y'y'-k 2 --gyyl-kf(y)

we integrate over (f, a) to get

~?-~(t) - y2-k 2 j-$ Pkyy-(y),

which is equivalent to (2.5). This proves the lemma.

Remark 1. In what follows we shall denote the right-hand side of (2.5) by z(t, y):

(2.10)

throughout the paper it will play an important role. Note that z has the following properties
(i) lim z(t, y) = y,
(ii) s; t-ky3-2kf(y)zZk-3 =O.
(2.11)
Thus z satisfies a classical Emden-Fowler type equation.

Remark 2. It is easily verified that the functions f of the form

f(u) = AL44+ u=-3

all satisfy hypothesis (H) if q 5 2k - 3.

3. THE CASE q = 1
In this section we set q = 1 in problem I and thus consider a linear perturbation of the
760 F. V. ATKIMON and L. A. PELETIER

classical Emden-Fowler equation. In addition we set A = 1, for if yA is the solution of problem

I for any A > 0. then it can be obtained from y, by scaling the variables

1
YA(f, Y) = $c+, cy), c = A-1 (X-l),

Thus, we shall consider the problem

y” + t-y,. + yy = 0 T<t<x (3.1)

r(t) ’ 0 T<t<x (3.2)

(W
lim y(t) = y
r-x

where k > 2, y > 0 and T is defined in (1.3). We shall denote the solution again by y(t, y) or
just by y(r).
We begin with an upper and a lower bound for y.

LEMMA 2. (i) If k > 2, then

r(t, Y) < Z(f, Y). (3.3)

(ii) If k > 3, then

Y(f, Y> ’ 4fT Y) [ 1 +

, - ;);;_3)]
,;1_x (k _ (3.4)

Here z is defined by (2.10) with f(Y) = Y + fkT3.

COROLLARY 1. (a) When k > 2

y(r, y/>< miniy, k, yr, k, y-‘4 for rZ T(y),

where k, = (k - l)l,“(k-?).
(b) When k > 3
1 (t/Y?)?-k
0 < Z(f, y) - y(t, y) < y4-2kZ(f,y)
1 + Y’-zk + (k - 2)(k - 3)

Proof. Part (i) is an immediate consequence of lemma 1 and remark 2.

To prove part (ii), we integrate (3.1) twice and use (3.2). This yields,
z
Y(f) = Y - (5 - t)s-Q(S) + y?k-+)} dr
II

Zy-- (s - t)s-k{.?(S) + P-j(s)} d.s,

 Emden-Fowler equations involving critical exponents 761

where we have used (3.3). Integrating (2.11) twice we find that

r

z(t) = y -
J-
r
(s - r)s-kZ2k-3(s)ds. (1 + y4-2k)

and so 40
r(t) 2 1 + yl-2k -
IIx (s - t)S-kZ(a)ds.

We estimate the last integral using the bound

z(s) 5 z(t) -; S>f

and so get-since k > 3-

y(‘) z ‘(‘) ( I + :,_Zk - (k _ :‘,(; _ 3)}

which is the desired lower bound

Remark 3. Part (ii) of lemma 2 shows that

4 2k I/(k - 2)

‘(y) ’ [ (,!‘;,);,_ 3) (3.5)

so that T(y) remains bounded as y-+ =. This will be shown later in another way.

To formulate and discuss the behaviour of T(y) as y -+ 0 and as my+ YJ,we need to introduce
two solutions of the linear equation
VI’+ t-%j = 0 t>o, (3.6)
namely m(t), defined by
lim f-~(t)= 1 (3.7)
f-z
and /3(t), defined by
lim {P(t) - t} = 0. (3.8)
t--t=
The existence and uniqueness of the solution a, when k > 2, is standard. The existence and
uniqueness, of p, when k > 3, is probably also standard, but we shall demonstrate it briefly
for convenience. We write

P(t) = f - O(t),
so that we must have
8’= tl-k _ [-k,g t>O
and
e(t) -+ 0 as t+*.
762 F. V. ATKISO~ and L. A. PELETIER

This leads to the integral equation

[3-k ?4
e(r) = (k _ 2)(k _ 3) - I (1 - WkW d.s
I

The usual contraction-mapping argument shows that it has a unique solution /3 for large t such
that

s(t) - (k _ 2) (k _ 3) as f- %. (3.9)

Using (3.9) in differentiated form we also find that

-1 ‘-k
O’(r) as r-~ -2. (3.10)
- k-2 . l-

This establishes the existence and uniqueness of p(t) for large t; it can of course be continued
backwards throughout (0, z).
The solutions LYand p will be oscillatory near t = 0. We write

To = inf{t > 0: (Y> 0 on (t, -z-)}

Tl = inf{r > 0: /3 > 0: (t, x)}.

By the equation (3.6), d’ < 0 and /Y’ < 0 on respectively (To, 1~)and (T,, =) so that CY’decreases
to the limit 0 and 8’ to the limit 1 as t + %. We deduce that

a(t)<1 on (T,,,z);fi(r)<t on (T,,x).

Remark 4. If k = 2(N - l)/(N - 2) and N is an integer, the function a(t) is related to the first
eigenfunction of -A on the unit ball. For using the transformation (1.13) we find that N
satisfies

f-Acu = CY in BR,,
I a=0 on dB,,),

where BRo = {x E F?‘: 1x1< Ro} and R(, = (N - 2)T,7 ‘~(,“-‘) If A.,,is the first eigenvalue on the
unit ball, then Ri = A, and hence
To = (N _ 2):v-?@v-21.7,

Thus in this case it is possible to express a(t), and therefore also P(t), in terms of known
functions. In particular, if N = 3 we obtain

a(t) = t sin f1 , P(r) = t cos +

0 (i

and
 Emden-Fowler equations involving critical exponents 763

THEOREM 1. Let y(r, y) be the solution of problem III, and let T(;/) be its first zero
(i) If k > 2, then:
T(y) > T, for all y > 0. (3.11)
liio T(y) = 2-o. (3.12)

(ii) If k > 3, then:

T(y) < Ti for all y > 0. (3.13)
lim T(y) = T, . (3.14)
y-+r

Remark 5. Part (i) is easily proved, and is not particularly linked to the power 3k - 3 appearing
in the nonlinear term in (3.1).

Proof. (i) We introduce the Wronksian

W(Y, 4 (0 = Y’(MG - Y(WCd (3.15)
and note that
W’(y, (U)(t) = -t-“cY(t)y’k-j(f).
so that

W(y, a)(t) = ~xr-“h(s)y?‘-‘(s) dr. (3.16)

f
Suppose now that y(t) 2 0 for t Z T,. Then by (3.15)
W(y, a)(T,) = -Y(T,b’(T,) 5 0.

This contradicts (3.16) and so (3.11) is established.

We next prove (3.12). Clearly we may suppose that y < 1. In view of (3.11). a(T(y)) is well
defined and it will be enough to prove that a(T(y)) + 0 as y+ 0. By (3.15) and (3.16) we
have

y’(T)&(T) = jx
T
~-~a(s)y'~-~(s) ds 5 & y2k-3T:-k,

where we have used (3.11). Thus it remains to find a lower bound for y’( 7). Since 0 < y(r) < y,
we obtain by integrating (3.1)
‘k-3

r(t) 2 Y - (kq;k _ 3) . Pk for I > T.

In particular, if we set t = 2, we find

y(Z)2 y - 8.22-k >$y

_*
764 F. V. ATKISSOZand L. A. PELETIER

whence T < 2 and. since y” < 0.

Thus

and hence CY(T( 7)) - 0 as 7 -+ 0.

(ii) To prove (3.13) we suppose that T Z T,. We now use the Wronksian W(y. /3) and note
that

W’(J, /3)(f) = -r-“@(r)JP -j(r)

and that

because when t--, x. y(t)- y and y’(f) = O(t’-“) by (2.7), and also [j(r) -- t and /J’(t) =
1 + U(tzmk) by (3.10). Hence

W(y, P)(t) = i; s-k/3(s)y2k-i(~) ds - :I. (3.17)

,
Our supposition that T 2 T, implies that

W(y./q(T) = y'(T){%T) 20

and hence, by (3.17)? that

1-~/3(s)y’~-j(s) ds 2 ‘/ (3.18)

Remembering that y(f) d z(t) and /3(t) < t on (T,, x) we conclude that
r
J'-~$-~(s)~J > ;/. (3.19)
IT

On the other hand, by (2.11)

z

x’-~z’~-~(s) ds = - 1 + ;4_2, \.C sz”(s) ds

i T , T

1
=-- [sz’(s) - z(s)];
1 + yJ-‘k

1
= 1 + ;,A-?k
{y + Tz’(T) - z(T)}
 Emden-Fowler equations involving critical exponents 765

because Z(S) -+ ;/ and Z’(S) = 0(x’-“) as s- x. But

Z-z’( 7’) - z(T) = j- * r=“(r) dr < 0

0
and hence we conclude that

This contradicts (3.19) and thus proves (3.13).

It remains to prove (3.14) Since T E (T,. T,) we have

W(_v. p)(r) =_Y’(T)P(T) < 0.

As in part (i) we shall prove that /3(7(1/)) -+ 0 as ;/- x. This will be done by showing first
that

y’(T) 2 constant y-’ > 0 (3.20)

and then that W(J-, P)(T) is bounded below of order o(:/-i).

To prove (3.20) note that

v(y)
y’(T) > -
y - T

so that (3.20) will be proved if we can show that ?(;I) is bounded away from zero if ;J-+ r.
But this follows from lemma 2:

y(;/) = ~(;l)[l + O(yzek)] as l/--f x

= k, + q;,‘-“) as -t+
i x.

To obtain the lower bound for CV(y. p)(7) we write for :/ > T,:

W(y,P)(T) = ys-4p(s)y’“-‘(s) ds + W(_v. /3)(y)

Jr (3.21)
TI
>
1T
s-“p(s)_G-~(s) d.s + W(_Y. P)(v)

since p(s) > 0 for s > T,. By corollary 1. the first term on the right-hand side of (3.21) is
O(y’-‘k) = o(y-‘) so it remains to show that W(J. /3)(;/) is bounded below by an expression
of this order.
Using lemma l(ii) we have

W(y, P)(Y) 2 -& yk-’ (y)(y' + y’-‘“)/j(y) - L.(y)/?‘(y). (3.22)

We can estimate y(y) by means of (3.21) and /3 and p’ by means of (3.9) and (3.10):

P(u) = ‘/ + O(;W) and p’(:/) = 1 + O(;/‘-k).

Remembering that k:-‘/(k - 1) = k, we find that the terms of O(1) in the right-hand side of
766 F. V. ATKINSONand L. A. PELETIER

(3.22) cancel. and that

W(y. b)(y) 2 O(y’-k) = o(y-1)

as required. This completes the proof of (3.1-t) and thus of theorem 1.

-1. THE CASE q > 0

In this section we consider the problem
y” + t-“(yY + ).2x-i) = 0 T<t<=
(IV) ).(I) ’ 0 T<t<x
lim y(f) = y
( r-x
in which k > 2.0 < CJ< 2k - 3 and y > 0. and (T(y), =) the maximal neighbourhood oft = 3~
in which y(. . y) > 0. We denote the solution by y(r, y). As before, any solution J;. of problem
I can be obtained from a solution of problem IV by a suitable scaling of the variables:

_vi(f. y) = ;y(c’i.
cy) c = j*-I’(lk-3-q),

We begin with the observation that, in contrast to the Emden solution y( -. 1’) cannot be
positive for all I > 0 whatever the value of q or y.

LEMMA 3. If k > 2 and 0 < 4 < Zk - 3, then T(y) > 0 for all y > 0

Proof. We must dispose of the possibility that y(f, y) > 0 for some y > 0 and all t E (0, x).
Since k > 2. y(t) cannot decrease to a positive limit as f decreases to zero, and so we have
~(0) = 0. It then follows that y(t) 2 Kt for some K > 0 and small I, and so that
):” 2 -K~4t’--k for t small.

If 4 5 k - 2 this implies, by two integrations, that y(r)-+ - 3~ as t-+ 0, and so we have a

contradiction.
Next suppose that 4 > k - 2. We now use the Pohoiaev functional

~(q = &QJ’? - iyy’ + t’-k

We have
H(r) -+ 0 as t-+x (4.2)

and

q + 3 - 2kf-k,,q+l(f) < 0,
H’(f) = (4.3)
2q+2 ’

Hence

H(r) > 0 for T(y) 5 r < x. (4.4)

By lemma 1 and remark 2

y(f) 5 z(f) for t 2 T(y)
 Emden-Fowler equations involving critical exponents 761

and hence if T(y) = 0,

y’(0) d z’(0) < kl

and
y(t) s k,r.
This would mean that H(0) = 0, which contradicts (4.4).
We now turn to a discussion of the behaviour of T(y) as y+ 0 and y-’ =. For y small it is
easily given.

THEOREM 2. Suppose k > 2 and q > 0. Then

T(y) = 0(y(4-1)l(k-2)) as y+ 0. (4.5)

Proof. Writing f(y) = yq + yzk-‘, we have

y(r) = y - x (s - t)s_kf(y(x)) d.s.

iI

Hence for t 2 T(y):

f(Y)
y(‘) ’ Y - (k _ l)(k _ 2) f’-k7

which shows that

r-‘f(Y)
T”-‘(Y) ’ (k _ l)(k _ 2)’ (4.6)

from which the result follows.

Estimates for the behaviour of T(y) as y ---, CCare more delicate, and depend critically on
the value of the parameters k and q. They are given in the next theorem.

THEOREM 3. Suppose k > 2. Then there exist positive constants A, B and yo, kvhich only
depend on k and q, such that the following inequalities hold for y 2 yo.
I. If 0 < q < k - 2:
Ay-((4-r)‘(k-q-l)) < T(~) < ~y-(kr-N(k-q-l)). (4.7)
II. If q = k - 2:
AY3-k log y< T(y) < By’-” log y. (4.8)
III. If k - 2 < q < 2k - 3:
Ayqi-j-2k < T(y) < Byqij-2k. (4.9)
Before proving theorem 3, we need some auxiliary estimates.

LEMMA 4. Suppose k > 2 and 0 < q < 2k - 3. Then

T(y) = o(y2) as y-+ =.

768 F. V. ATKINSONand L. A. PELETIER

Proof. It will be enough to show that for any a > 0. y(ay’) will be positive for sufficiently
large values of y. Strictly speakin g we shall show that for any a > 0,
y(r)>0 for r>ay’
when y is large enough.
Integrating equation (4.1) twice, we obtain for t Z T(y):
*
v(t) = y - (s - f)&j+) + ,v’k_3(s)} d.s
II
5
‘Y- (s - t)s-k{ZQ) + z*k-+)} d.5
iI

because by lemma 1 and remark 2, y < z. This yields, in view of the differential equation
(2.11) for 2,

40
v(t) > 1 + yq+3-2k -
(s - t)s-kZqS) dx (4.10)

Since the right-hand side of (4.10) is an increasing function of t, it is enough to show that it is
positive when t = uy? and y suitably large.
It follows from the expression for z that for each a > 0 there exists a number b(u) such that
z(uy2) > by. (4.11)

To estimate the second term on the right of (4.10) we use the trivial bounds 0 s z(s) < y.
This yields
I
1
(s - t)s-kZqS) d.s -=c (k _ l)(k _ 2) u2-kYq+4-2k. (4.12)
i ayz

Because q + 4 - 2k < 1, this term is dominated by the first one in the right of (1.10) as y-, z.
This proves the lemma.

In the proof of theorem 3 we shall use estimates for y and y’ at and between the intermediate
points f = 22(y) and t = y2. They are listed and proved in the following lemma.

LEMMA 5. Suppose k > 2 an/d 0 < q < 2k - 3. Then

(a) r(t, Y) < k,y-‘rfor t > T(y),

(b) Y(~T(Y), y> = o(y) as Y-, 3;t
(c) y(y’, y) > KY for y large,
(d) Ky-’ < y’(2T(y), y) < Ly-’ for y large,
(ej Ky-‘(1 - T(y)} S y(r, y) 5 Ly-‘{t - T(y)} for 2T(y) 5 t ~5 y’ and y sufficiently large.
Here K and L are positive constants which depend on k and q only.

Proof. Part (a) follows from the observation that

Y(t, y) < z(t, y) < k,Y-‘r for tI T (4.13)

 Emden-Fowler equations involving critical exponents 769

also made in corollary 1. It implies in particular that

y(2T(y), y) < 2k,y_‘T(y)

= 2k,{y -‘T(y)}y for tZ T

from which, by lemma 4, part (b) follows.

Part (c) can be deduced from the lower bounds (4.10) and (4.11) in which we set a = 1, and
the estimate (4.12).
To prove part (d) we choose to begin with y so large that 2?(y) < y’. This is possible by
lemma 4. Then by concavity of y(t) we have on the one hand

Y(2T) Y(T)
(4.14)
-

Y’PT) < T

and on the other hand

y’(2T) > Y(V’) - Y(27-) (4.15)

y? -2T

For y large enough, (4.14) implies, in view of (a), that y’(2T) < 2k,y-’ and (4.15). by parts
(b) and (c) and lemma 4, that y’(2T) > Ky-’ for some positive constant K.
Finally, as to part (e), the right-hand inequality follows at once from part (a), whilst the
left-hand one follows again from the concavity of y(t):

by part (c). Since T(y) = o(y’) by lemma 4, the result follows.

Proof of theorem 3. We shall first prove the upper bounds and then the lower bounds.
Throughout we assume that y > 1 and that y is so large that 2ir(y) < y?.
(1) Upper bounds. In the proof of lemma 4 we showed that

40 (s - t)s -kzq(s) ds (4.10)

Y(f) ’ 1 + yq+3-?k -

for t 2 T(y). Hence, since

z(t) > /coy-‘t for 0 < t < y’, (4.16)

where ka = {(k - l)/(k + l)}1!(k-2), we find that

y(r) > &y-Q - rl (s - t)s-%q(S) d.s (4.17)

I

for T(y) 5 t 5 y’. Thus we shall have as an upper bound for T(y), any t-value which makes
the right-hand side of (4.17) nonnegative.
770 F. L’. ATKINSO.S and L. A PELETIER

We distinguish three cases: (a) 0 < cl < A-- 2. (b) q = k - 2. (c) = k - 2 < 4 < 2k - 3
(a) 0 < q < k - 2. Using (1.13) in the integral in (4.17) we obtain

-* (3 - g-“cY(S) & s x_;‘;,/-” -* (J - f)y”-‘l &

II i:
< C(k . q),.,-‘/pi-2-,:
= ( for t 2 T.

where c(k. (7) = k:(q + 1 - k)-‘(q + 2 - X-)-l. Thus

y(r) > $-,,y-‘r - c(x_. &-(y+: for T s r 5 y’

from which we conclude that

T(;,,) 5 B;,-“‘-“‘“-‘/-I).

vvhere B = {7c(k, q)/k,}’ i’-‘i-“.

(b) 4 = k - 2. To estimate the integral in (4.17) we now split it up at f = ;I’:

(s - ~)s-~?/(s) ds = (s - f)s-hI?(.s) ds = I, i- I,.

i

Estimating 2 by means of (4.13) in I, we obtain

I, 5 (x- - 1)y’-” log(+)

and by z < ;.’ in I,:

Thus. the right-hand side of (1.17) will be positive when t > Bymk log y, where B = B(k) is a
sufficiently large positive constant. This means that

T(y) 5 BY~-~ log y, y large.

(c) k - 2 < ~,7< 2k - 3. W’e proceed as in the previous case. Now

and hence

where B = B(k, q) is some positive constant.

(2) Lower bounds. We discuss the cases q < k - 2, (I = k - 2 and q > k - 2 in succession.
(a) 0 < q < k - 2. Integrating the equation we obtain
7

y’(2T) > -?- S+yS) (I.5

i 2T
 Emden-Fowler equations involving critical exponents 771

and so. by parts (d) and (e) of lemma 3.

,

~~-1 > ~q;,-q -I’- yk(* - T)q &

i
1T
..,.1 T
= /p;,-qTq+‘-k t-“(t - 1)q dr.
J?

Since the integral tends to a finite limit as 7’ % and hence $/T* %, we can conclude that
TX-l-4(y) < K’;,l-q (4.18)
for some positive constant K’, as asserted.

Rrrnark 6. The argument establishins (4.18) continues to be valid when k - 2 5 (I < k - 1,

and so (4.18) yields a lower bound for T(y) in this range as well. However. below vve shall
obtain a sharper bound for T(y).

To handle the cases (I = k - 2 and (I > k - 2 we estimate H(2T) from below and above.
It follows from (4.2) and (4.3) that
;I?
W(2T) > Kr s+yq+‘(s) ds,
I ZT

where K, = (2k - 3 - 4)/(2q + 2). Using parts (d) and (e) of lemma 5 again we obtain

H(2T) > K,Kq-‘y-q-’ :‘I s-k(s - 739+1 &

I
?T (4.19)
y2.T
= K,K‘,-l ,,,-q-l Ty”-k T-~(T - l)“-’ dt.

On the other hand, by (4.1)

Thus, using the estimates of lemma 5 once more we find that

H(2T) < K, {-$ + c-$*’ + ($,9-L :/Wk},

where Kz is a positive constant depending on k and q only. Remembering that by assumption

T < fr’, that k > 2 and that q < 3-k - 3, we conclude that

T( 7)
H(2T) 5 3Kz y’. (4.20)

Putting (4.19) and (4.20) together we arrive at the bound

:,:,,r
,1-9T9-‘-k
t-k(t - 1) 9+’ dr CM,; (3.21)

where M, = 3K2/(KlK9+‘).
772 F. \‘. ATKNOX and L. A. PELETIER

(b) q = k - 7. Because f/‘T-+ x as ;/- %. (1.21) now implies that

;J;-~T-I log gT< ,\I,.

where .\I, = ?‘-‘;CII. Thus

7-(y) > iCf;‘y3-’ {log ;/? - log7T(y)}. (-1.22)

Suppose no constant .4 can be found so that

T(y) > A:+1 log y (4.23)

for ;J large enough. Then for every E > 0 there exists a sequence {y,} such that ;.‘,-+ xasj+r
and

T(yI) 5 .5:/j-’ log ;/, for all j 2 1.

This would imply that

&log y, > 41;‘{(k - l)lo, 0 ‘/, , - log 2.c - log log y,}

for all j 2 1. This is impossible and hence a constant .-I exists so that (-1.23) is satisfied for ;.’
sufficiently large.
(c) X-- 2 < q < 2k - 3. In this case (3.21) implies that
1 y_‘-k
,,I-qTq+l-k z < AI,.
#’
i T1

where .M; = 2”-‘(q + 2 - k)M,. Therefore

T(y) > JJ;‘yV-‘y

This completes the proof of theorem 3.

Theorem 3 enables us to give a complete description of the behaviour of T(:J) as y-2 % for
different values of k and q, For convenience we have given it graphically (Fig. 1).

Fig. 1. Thz sets &\‘I.

 Emden-Fowler equations involving critical exponents 773

Set
I = {k > 2,0 < q < I},
II = {k > 3, q = l},
III = {k > 3, 1 < q < 2k - 5},
IV = {k > 3, q = 2k - 5},
V = {k > 2, q 2 1.2k - 5 c q < 2k - 3),
VI = {k = 3, q = 1).
Then it is easily verified by means of theorem 3 that as y-+ x:
if (k, q) E I U V U VI then T(y)- 3~;
if (k, q) E III then T(y) ---, 0;
if (k, q) E II U IV then T(y) remains bounded away from 0 and X.

5. AN ELLIPTIC BOUNDARY VALUE PROBLEM

We now return to the eigenvalue problem studied by Brezis and Nirenberg [2]:

-Arc = AKq+ KP in R
(II) 11 > 0 in R
11= 0 0naR
!
in which R is a bounded domain in A”, iV > 2, 1 5 q <p and p = (N + 2)/(N - 2).
We consider the situation when B is the unit ball in R?v, and we ask the question for which
values of h there exists a solution of problem II and how many.
Let K be a solution of problem II. Then it is known [6] that K = K(T), where r = ix\, and it
is readily verified that the function
y(t) = IL((N - 2)r-i!(N-9) (5.1)

is a solution of problem I if we set

N-l
k=2---- lv _ 2 and Y= 4% (5.2)

Thus
Y(t) = Y& K(O)),
and the first zero TA of y, is given by

Ti (u(0)) = N,,
where N, = (N - 2)“-?.
On the other hand, if yi,(t, y) is a solution of problem I and T,(y) = N,, then the function
K(X) = yi(N1 /x/-(“-~), y) (5.3)
is a radial solution of problem II.
However solutions yA of problem I and solutions y of problems III and IV are related
according to

Yi(f> y) = f y(c’r, cy) c = /I* - l.l(P- 4) (5.4)

77-I F. V. ATKIXSOS and L. A. PELETIER

where p = (111’T 3)/(S - 2). Thu s. summarizing. we have:

If y is a solution of problem III or IV then

1
U(5) = -- y( iv, c’/xi -(.v-2) , cy) (5.5)

is a solution of problem II, provided

N,c? = T(cy), (3.61

where T(;/) is the first zero of y(t, r) and c = L-’ (P-Y).

Thus the solutions of problem III and problem IV yield solutions of problem II. and it is seen
from (5.1) that every solution of problem II can be so constructed.
The problem of finding solutions of problem II has now been reduced to finding values of
2. and y such that (5.6) is satisfied. For later use, we write (5.6) as

Case I: 4 = 1. We can write (5.7) now as

>. = (N _ 2)?{T(j,-~.~-“‘Jy)}-:‘.v-?), (5.8)
In addition we define the numbers
j., = (N _ 2)2 ~;?m-" i=o, 1. (5.9)

When N = 3, and To = l/z and T, = 3,/x they become

i.,, = X2 and i., = !x’,

and more generally, A0 is the principal eigenvalue of -A on the unit ball in 2’ (see remark
4).
By theorem 1, if k > 3 the function T maps (0, x) onto CT,,, T,) and hence, if .V = 3 and k =
4, it follows that there exists a 7 > 0 for which (5.8) is satisfied if and only if i. E (SX’. ;d’). In
addition it follows that y-+0 if 1.3 n’ and ;J-+ x if k-+ $,?. Thus, we hav,e proved the
following theorem.

THEOREM 4. Suppose (I = 1 and N = 3. Then problem II has a solution if and only if

i;r’ < ;. < ,$.

If 1~; is a solution of problem II then

lim U;.(O) = 0 and lim ~~(0) = x.

E.i 3’ L . x-,u

The first part of this theorem was proved in [2] by means of variational arguments and a
modified Pohozaev inequality.
Next we consider the case 2 < k 5 3, or N 2 4. Then, by theorems 1, 2 and 3. the function
T maps (0, r-) onto (0, To) and hence there exists a ‘/ > 0 for which (5.8) is satisfied if and or114
if /! E (0, &).
 Emden-Fowler equations involving critical exponents 779

THEOREM 5. Suppose 4 = 1 and N Z 4. Then problem II has a solution if and only if

where A0 is the principal eigenvalue of -A on the unit ball. If ~1~is a solution of problem II,
then
j\mO ~~(0) = 0 and lim u,(O) = x.
A. 0

The first part of this theorem was also proved in [2]. The second part is an immediate
consequence of our estimates for T(y) as y+ 0 and as y+ =.

Case II: q > 1. In this case it follows from theorems 2 and 3 that if 2 < k 5 3, i.e. .V 2 4, the
function T maps (0, xc>onto (0, xc), which means that for any A > 0 there exists a y > 0 so that
(5.8) is satisfied. Therefore, if N 2 4, we have the following existence theorem.

THEOREM 6. Suppose 1 < q < (N + 2)/(iV - 2) and NE 4. Then problem II has a solution for
any i > 0.

If k > 3, i.e. N < 4, the situation is more complicated, and we need to distinguish three
cases: (a) 1 < q < 2k - 5, (b) q = 2k - 5, (c) 2k - 5 < q < 2k - 3.
In case (c), theorems 2 and 3 guarantee that T maps (0, r-) onto (0, =) whence there exists
a solution of (II) for every k > 0.
In case (b), theorems 2 and 3 imply that T maps (0. =) onto a bounded interval (0, ?‘) or
(0, i], and hence that (II) has a solution if and only if L > A, respectively L Zz E.. where by
(5.7)
i = (i‘/N,)-(P-4),2, (5.10)
Finally, in case (a), T maps (0,x) onto a bounded interval (0, i‘] in which L?is now included
because T(y) + 0 both when y-, 0 and when y --, x. Thus, (II) has a solution if and only if
A Z A. Thus we have proved

THEOREM 7. Suppose N = 3 and 1 < q < 5. Then problem II has a solution in the following
cases.
(i) 3 < q < 5 and any A > 0;
(ii) 1< q S 3 and L Z i ( possibly 1. > /? if q = 3). where ,i is some positive constant.

Remark 6. If we drop the requirement that N be an integer, the conditions in theorem 7

become

(i)’ 2<N<4,z<q<E,A>O;

(ii)‘2<N<4, l<qS E, A E i (possibly A > i if q = (6 - N)/(N - 2)).

The property of T(y) in case (a) that T(y) -+ 0 as y-, 0 and as y+ = also implies a
nonuniqueness theorem.
776 F. V. XXINSON and L. A. PELETIER

THEOREM 8. Suppose
.V = 3 and 1 <q < 3. (5.11)

Then. if j. > j., problem II has at least two solutions.

For noninteger values of N, (5.11) becomes

6 - iV
2<.V<3 and l<q<-
.V- 2’

After this manuscript was completed we learned from J. B. McLeod that he and a collaborator
had recently obtained results similar to the ones derived in this paper, by a different method.

Acknowledgemenrs-The authors acknowledge support of the National Sciences and Engineering Research Council
of Canada under grant $0. A-3979.

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Mech. Analysis (to appear).
2. BREZIS H. & XIRESBERG L., Positive solutions of nonlinear elliptic equations involving critical Sobolev exponents.
Comm~tns pure appi. .I-lath. XXXVI. 137477 (1983).
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