Chapter 1 - Semilinear Elliptic Systems: Existence, Multiplicity, Symmetry of Solutions

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Introduction

Semilinear elliptic systems of the type Δu=f(x,u,v),Δv=g(x,u,v)inΩ,and the more general one, where the nonlinearities depend also on the gradients, namely Δu=f(x,u,v,u,v),Δv=f(x,u,v,u,v)inΩ,have been object of intensive research recently. In this work we shall discuss some aspects of this research. For the sake of the interested reader we give in Section 10 some references to other topics that are not treated here.

On the above equations u and v are real-valued functions u,v:Ω¯, where Ω is some domain in RN, N ≥ 3, and Ω¯ its closure. There is also an extensive literature on the case of N = 2, but in the present notes we omit the study of this interesting case; only on Section 4 we make some remarks about this case.

We shall discuss mainly the following questions pertaining to the above systems:

  • Existence of solutions for the Dirichlet problem for the above systems, when Ω is some bounded domain in RN.

  • Systems with nonlinearities of arbitrary growth.

  • Multiplicity of solutions for problems exhibiting some symmetry.

  • Behavior of solutions at ∞ in the case that Ω is the whole of RN.

  • Monotonicity and symmetry of positive solutions.

Although we concentrate in the case of the Laplacian differential operator Δ=j=1N2xj2, many results stated here can be extended to general second order elliptic operators. Of course, there is the problem of Maximum Principles for systems, which poses interesting questions. See some references on Section 10.

The nonlinearity of the problems appears only in the real-valued functions f, g : Ω¯ × ℝ × ℝ → ℝ. For that matter, problems involving the p-Laplacian are not studied here. Some references are given in section 10.

Here we treat only the Dirichlet problem for the above systems. Other boundary value problems like the Neumann and some nonlinear boundary conditions have been also discussed elsewhere, see Section 10.

Some systems of the type (1.1) can be treated by Variational Methods. In Sections 2 and 3 we study two special classes of such systems, the Gradient systems and the Hamiltonian systems. We say that the system (1.1) above is of the Gradient type if there exists a function F : Ω¯ × ℝ × ℝ → ℝ of class C1 such that Fu=f,Fv=g,and it is said to be of the Hamiltonian type if there exists a function H : Ω¯ × ℝ × ℝ → ℝ of class C1 such that Hu=f,Hu=g.

In Section 2, associated to Gradient systems we have the functional Φ(u,v)=12Ω|u|2+12Ω|v|2ΩF(x,u,v).which is defined in the Cartesian product H01 (Ω) × H01 (Ω) provided F(x,u,v)|u|p+|v|q,xΩ,u,vwith p,q2NN2, if the dimension N ≥ 3.

In Section 3, associated to Hamiltonian systems we will first consider the functional Φ(u,v)=Ωu.vΩH(x,u,v),which is defined in the Cartesian product H01(Ω) × H01(Ω) provided again that H(x,u,v)|u|p+|v|p,xΩ,u,vwith p,q2NN2, if the dimension N ≥ 3. However, as we shall see, the restriction on the powers of u and v as above it is too restrictive, in the case of Hamiltonian systems. We shall allow different values of p, q, as observed first in [26] and [84].

In Section 4 we discuss some Hamiltonian systems when one of the nonlinearities may have arbitrary growth following [44].

In Section 5 we present results on the multiplicity of solutions for Hamiltonian systems (1.1) exhibiting some sort of symmetry, we follow [9]. Also in Section 5, following [34], we present a third class of systems which can also be treated by variational methods, namely Δu=Hu(x,u,v)inΩ,Δv=Hv(x,u,v)inΩ,u(x)=v(x)=0onΩ.In this form some supercritical systems can be treated, see [34].

In Section 6 we discuss classes of nonvariational systems, which are then treated by Topological Methods. The difficulty here is obtaining a priori bounds for the solutions. There are several methods to tackle this question. We will comment some of them, including the use of Moving Planes and Hardy type inequalities. However the most successful one in our framework seems to be the blow-up method. Here we follow [42]. This method leads naturally to Liouville-type theorems, that is, theorems asserting that certain systems have no nontrivial solution in the whole space RN or in a half-space RN+.

In Section 7, we present some results on Liouville theorems for systems.

In Section 8, systems defined in the whole of RN are considered again and the behavior of their solutions is presented.

In Section 9 we discuss symmetry and monotonicity of solutions.

And finally in Section 10 we give references to other topics that are not treated here.

Section snippets

Gradient systems

The theory of gradient systems is sort of similar to that of scalar equations Δu=f(x,u)inΩ.This theory has also been considered by several authors in the framework of p-Laplacians, Δpu=div(|u|p2u),p>1.

We consider the system of equations Δu=Fu(x,u,v),Δv=Fv(x,u,v)subjected to Dirichlet boundary conditions, that is u = v = 0 on ∂Ω. In the context of the Variational Method, here we look for weak solutions, namely solutions in the Sobolev space H01(Ω). So the variational

Hamiltonian systems

In this section we study elliptic systems of the form Δu=Hv(x,u,v),Δv=Hu(x,u,v)inΩ,where H : Ω¯ × ℝ × ℝ → ℝ is a C1-function and Ω ⊂ RN, N ≥ 3, is a smooth bounded domain. We shall later consider also the case when Ω = RN, and in this latter case, the system takes the form Δu+u=Hv(x,u,v),Δv+v=Hu(x,u,v),and existence and multiplicity of solutions will be discussed in Section 5.

In the bounded case, we look for solutions of (3.1) subject to Dirichlet boundary

Nonlinearities of arbitrary growth

In the previous section we discussed subcritical systems that include the simpler one below {Δu=g(v),inΩ,Δv=f(u),inΩ,u|Ω=v|Ω=0with f(s)sq,q>1,andg(s)sp,p>1ass+.Existence was proved under the condition (3.11).

We should observe that under the hypothesis p, q > 1 we are leaving out a region below the critical hyperbola and still in the first quadrant, that is p, q > 0. One may guess that existence of solutions should still persist in this case. This section

Multiplicity of solutions for elliptic systems

In this section we discuss the multiplicity of solutions for elliptic systems of the form studied previously. Namely {Δu=Hv(x,u,v)inΩ,Δv=Hu(x,u,v)inΩ,where Ω ⊂ RN, N ≥ 3, is a smooth bounded domain and H : Ω¯ × ℝ × ℝ → ℝ is a C1-function. We shall also consider here the case when Ω = RN, and in this case the system takes the form {Δu+u=Hv(x,u,v)inRN,Δv+v=Hu(x,u,v)inRN,

As before we look for solutions of (5.1) subjected to Dirichlet boundary

Nonvariational elliptic systems

In this section we study some systems of the general form (1.1) that do not fall in the categories of the systems studied in the previous sections. That is, they are not variational systems. So we shall treat them by Topological Methods. We will discuss here the existence of positive solutions. The main tool is the following result, due to Krasnoselski i [72], see also [[2], [12], [31], [39]].

(Krasnoselski i). Let C be a cone in a Banach space × and T : CC a compact mapping

Liouville theorems

The classical Liouville theorem from Function Theory says that every bounded entire function is constant. In terms of a differential equation one has: if (/z¯)f(z)=0 and |f(z)|C for all z ∈ ℂ then f(z) = const. Hence results with a similar contents are nowadays called Liouville theorems. For instance, a superharmonic function defined in the whole plane R2, which is bounded below, is constant. Also, all results discussed in this section have this nature. For completeness, we

Decay at infinite

In this section we consider solutions of Hamiltonian systems and study their behavior as |x| → ∞. Let us consider the system {Δu+u=g(x,v)inRN,Δv+v=f(x,u)inRN,The functions f, g satisfy the following conditions:

  • (H1)

    f, g : RN × ℝ → ℝ are continuous, with the property that there is an ε > 0 such that tf(x,t)0,tg(x,t)0,forall|t|<ε.

  • (H2)

    There exists a constant c1 > 0 such that |f(x,t)|c1(|t|p+1),|g(x,t)|c1(|t|p+1)forallt,where p, q > 1 and they are below

Symmetry properties of the solutions

In [63], Gidas–Ni–Nirenberg proved the symmetry of positive solutions for positive solutions of Δu=f(u)inΩ,u=0onΩ.The question for systems was considered by Troy in [95]. Here we review the results obtained in [33]. Some more general results have been proved in [[19], [52]]. Although the results are valid for general linear second order elliptic operators and systems with more than two equations, we consider the simpler case {Δu1=f1(u1,u2),Δu2=f2(u1,u2),inΩ,where Ω is

Some references to other questions

As mentioned in the Introduction there has been recently an ever-increasing interest in systems of nonlinear elliptic equations. Many aspects of this recent research has not been discussed above. For the benefit of the reader we give some references to other questions not considered here. Of course these references are not exhausting, and eventually some important work has been overlooked.

  • (1)

    Systems involving p-Laplacians: [[6], [49], [81], [58], [67]].

  • (2)

    For singular equations and solutions, see [

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