A bifurcation problem for a quasi-linear elliptic boundary value problem

A bifurcation problem for a quasi-linear elliptic boundary value problem

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V

M. NAKAO

252

A, . g is a smooth (C’- class is sufficient), positive and bounded function on [O, to), satisfying 2g’(p2)p -I- g(p’) > 0. We assume g(0) = 1 without loss of generality. In order to get a preciser result (for the case N = 1) we shall make a further assumption. Bifurcation problems of positive solutions for semilinear elliptic equations have been considered by many authors (cf. Lions [5], Nishiura [6], Keller and Cohen [4] etc.). But, there seems to be very little result for quasi-linear equations (see Kaper and Man Kam Kwong (31, Concus and Finn [l], Serrin [8] etc. for related topics). 2. A GENERAL

RESULT

FOR

THE

CASE

Nr

1

Let I, is the least eigenvalue of - A and &,(x) be the positive normalized (I/&, llLz = 1) eigenfunction, i.e. - A&, =

in Q

A,&,

(2.1)

&Ian = 0. We introduce,

for (Y> 0, classical Banach spaces c,‘+*@> = (U E C2f”(Q)lulan c;;“(Q

and

= 0)

= (U E c;+“(Q)l(U, $0) = 0)

equipped with the usual norm, where ( , ) denotes the L2 inner product. Similar notation will be used freely if necessary. Our first result is the following. THEOREM2.1. (Local existence and uniqueness.) Q(s), u(s)) belonging to C’((-s,,

There exists a,, > 0 and a pair of functions

6,)) X C2((-s,,

6,) : C,““@>>,

satisfying = A(s)u(s),

(2.2)

u(s) = GO0 + w(s))

(2.3)

- v]g(lv~(s)lz)v~(~)l 1(O) = 10

and

for - 6, < s < 6,) where w(s) is a function in C2(( - &, 6,) : C$a(n)) w(0) = 0 Moreover, any solution I(A(s)*~(s))I-60
and

(A, u,) of the problem

w(-s)

= w(s).

(lS)-(1.6)

such that (2.4)

near (&,, 0) is on the branch

Proof. The proof is essentially included in Rabinowitz [7]. However, we shall give a slightly simpler proof of the main part by a direct use of the implicit function theorem. Set F(s, w) = s-l] - V(g(lVu J2)VU)- AU) =

-V(g(lVu12)V(~,+ w)> - UC4 + w)

(2.5)

Quasi-linear

elliptic boundary

253

value problem

with U = s(& + w)

and

I = &s, w) = iR

g(lV42)V(&l

+ w)V&l dx.

(2.6)

Then, it is immediately seen that I(0, 0) = A,

and

F(0, 0) = 0.

(2.7)

Further we have FE C2(R x C,$+m(sl)).

(2.8)

Indeed, we see F(s + h, w + W) - F(s, w) = D,F(s,

w)W + D,F(s,

w)h + o (h + I(WIIcz+a),

where D,F(s, w)h = -V(2g’(s21V(& -2

in

+ w)12)slV(+, + w)t’V(&, + w)Jh

g’(lv42m#b + W4J,dxh

(2.9)

and D,F(s,

w)W = - V (2g’(lVu12)?(V(&, + w) * VW)V(&

-v(g(lvUIz)vW) -2

+ w))

- Ilw

g’(lVL412)s2(V(4, + w) * vw(w$,

+ w) * V&J) d.e#Jo + w)

\ .n -

~ng(lv42w--bo~ i

for s, h E R and w, WE Cj,‘“(fi). From this we see easily (2.8). In particular, D,,F(O,O)W=

-AW-

(2.10)

we have by (2.10)

I,Wi .R

= -AW

g(O)V WV&l d-x

(g(O) = 1)

(2.11)

- &W.

Hence, by a standard theory of elliptic equations, D,F(O, 0) is an isomorphism from Ci,‘a(fi) to C,4(n) for any 0 < cx < 1. Thus, applying the implicit function theorem we conclude that there exists a0 > 0 and w E C2(( -a,,, 6,); CiJU(&3)) such that w(0) = 0

and

F(s, w(s)) = 0

for -6,

< s < 6,.

Defining U(S) and A(s) = A(s, w(s)) through (2.6) we obtain the desired set of solutions (4s), NJ. Moreover, we can show that there exists a neighbourhood (2, - E,, ,I, + E,,) x U of (A,,, 0) in R x Ciofa(S1) such that for each A E (A0 - E,,) the problem (2.5)-(2.6) admits a unique positive solution ux E U. This fact is proved quite similarly as in Rabiniwitz [7] and omitted. From this local uniqueness and the fact that A(s) = A( --s) we see - U( --s) = U(S) and consequently w( --s) = w(s). A(s) has the following convexity property (cf. [2]).

M.

254

PROPOSITION 2.1. Let (A(S), U(S)), -6, A’(0) = 0

< s < a,, be the solution

in theorem

2.1. Then,

we have

and

(Note that 2g’(O) = - 1 < 0 for the mean Proof.

NAKAO

curvature

equation.)

A(s) is given by n

A(s) =

I g(~*lw#%+ w(ml*)wo +

w)V&~.

,fl

Therefore,

(2.13)

which implies n

A’(0) =

$

I

Vw(s)V&

dx = 0.

.R

Moreover,

by (2.13), A”(S) = 2

g’(ln412)lV(&

1 .fi

+

w)12V(4, + w). Vdkl~

(2.14)

and hence A”(0) = 2

I .Q

g’(O)lVq&)I4dx +

, !

*fl

a* g(O)V 2 w(s) . v4, d.x

1

.=

!

2gf(o), R I~+, 14dx + g(o)

= 2g’(O)

!’

(VI& I4dx.

$ .fi[

VW(S) * V& dx

w

.fl

Concerning

the global

structure

of the bifurcating

solutions

we have the following.

THEOREM 2.2. Assume that the condition A, is satisfied and let e +(-) be the maximal consolutions of (1.5)-(1.6) containing (I,(S), U(S)), tinuum in R x C*+” (a) of the nontrivial O
Quasi-linear elliptic boundary value problem

255

and s+(-)

= (U E c2+*(n)l(A, U) E ,+(-)].

Then, it holds that (i) A C (0, A0 ;zp, g(h% (ii) S+(S-) (lS)-(1.6).

is unbounded

in C2’“(@

and consists of positive

(negative) solutions

of

Proof. It is clear that (.?- = ((A, u)j(A, -u) E tL?‘J and S- = (u] -U E S+]. For the proof we _ rely on Rabinowitz [7]. Suppose that (3 + were bounded in R x C”“(Q) and

Ilullcz+Y5 M

if (A,u) E (3

with some M > 0. Then, considering a smooth positive function gM on 10, 00) such that if IpI 5 2M gM(P2)

=

if Ipl 2 2M + 1,

(A, U) E (9 satisfies the modified problem - v{g,(pu12)vuJ

= Au

ulan = 0.

i

(2.15)

Since (2.15) is uniformly elliptic equation we can apply Rabinowitz [7] to see that (2.15) has a unbounded maximal continuum C,$ ((3,) in R x C”m(n), hence in R x C2’*(0), of nontrivial solutions bifurcating from &, 0). Moreover, it is shown in [7] that e$ consists of positive solutions. Since (3 + C C,$ by (2.15) and gM((Vul’) = g(lVu12) as long as Iu] I 2Mit must follow that A is unbounded and S’ = S,$ = ]u/(A, U) E CL]. However, since S’ = S,& consists of positive solutions, we have for any (A, ux) E e + , m

1

A = min BE& .a 5 SuPgoT) 720

=

IO

g(lV~,12)lv12~mllt~

i .n

I v4J12 d-dldl:~

sup g(g) < a. 720

This is a contradiction. Thus, S+ must be unbounded in C2+a (a). Moreover, repeating almost the same argument as in the above we see that S+ consists of positive solutions and also 0 < A 5 A, sup g(q) if 1 E A. W n>O Remark.

It is easy to see that if g(p’)

< g(0) = 1 for p > 0, then A C (0, Ao).

M.

256 3. GLOBAL

STRUCTURE

OF

THE

NAKAO

BRANCH

OF N=

In this section

we consider

POSITIVE

SOLUTIONS

FOR

THE

CASE

I

the one dimensional

equation

--j-(g(~~~z)~)=i~

on-l
i U(- 1) = U(1) = 0. We make the following assumptions AZ. A,. g E C’([O, CD)), d/dp[g(p2)p) > 0 on [0, co) and

lim g(p’)p = + a0 (possibily a, = a). p- *cO Let us denote the inverse function of the mapping: p + g(p2)p byf, which is strictly increaslim f(u) = fm. By setting u = g(ju’I’)u’, i.e. U’ =f(u) the ing function on (-a,,~,) and v* *a” problem (3.1) is equivalent to 2 -

-$

u

=

Af(v)

(3.2)

i

(uyThe equivalence

relation

1) = v’(1) = 0.

is given by 1X li= I

To solve (3.2) we consider

-1

(3.3)

f(v (x)) dx*

the initial value problem -

$

u = Af(u)

on -1


1 (3.4)

i

(

and

u(-l)=a>O

t”( - 1) = 0

for 0 < a < a,. Note that by (3.4) we have + S(u) where we set

= const.

sL’ F(u) = , ,f(v) \

It is easy to see that (3.1) admits x0 E (- 1, 1) such that u = g(lu’I’)u’

= H(a)

drl.

a positive solution u if and only if there satisfies (3.2) (see also (3.3)) and

u(x) > 0

exists unique

for - 1 < x < x0,

u(xo) = 0, u(x) < 0

(3.5)

(3.6) forx,
1.

257

Quasi-linear elliptic boundary value problem

Using (3.5) and (3.6), u = l?, f(v(x)) dx is a positive solution of (3.1) if and only if nil

dv

‘I

= AI(x

U(X) JR@ - F(u) “a dv

G(u(x)) =

1o

JF(4

0

-

=%5(x,+

1)

if -1
(3.7)

F(v)

dv

k i v(X)JF(a)

+ 1)

= JZ(x

- x0)

ifx,
1

- F(u)

and the additional condition u’(1) = 0 hold. Since v’(l) = 0 is equivalent to F(u(1)) = F(a) by (3.5), that is, to U(1) = -a we see from (3.7) and (3.8) 0

o JF(a)

a < a, such that a

Ha) =

dv

i

c o JW4

-

= JZ,

and in this case u(x) is determined by (3.7) with x0 = 0 and u(x) = I”_1f(v(x))

PROPOSITION

(3.9)

F(v)

dx. We claim:

3.1. 4(a) is continuous function on (0, a,) and lim 4(a) = Jg(O)/2n

= n/42.

a++0

(3.10)

Proof. The former assertion is almost trivial and the proof is omitted.

Since A, = 7rL/4 in our situation (3.10) follows from (3.9) and theorem 2.1 (see (2.3)). But, we can prove it directly as follows. Setting F(r)/F(a) = x we see JxFW du * ‘(xF(a))

‘(a)= .i:x&h h f(F-

(3.11)

We shall show that dxF(a) O-of(F-l(xF(a)) -

lim

=

g(0) . 2 umformly in x E (0, 1). J-

(3.12)

M. NAKAO

258 For this it suffices

to show

l/v5 which is proved

as f(O) = 1/2f ‘(0) = g(O)/2. = lim e-+0 2f(0)f ‘(0)

/ilof$ It follows

(3.13)

from (3.11) and (3.12) that

o-+0 lim

$0)

Now let us make a further

“1

-1

Jg(0)/2

=

1

du = Jg(o)/2

ON

assumption

TC. n

on g.

A,. 2f’ (WW where we recall that f is the inverse

LEMMA 3.1. The assumption

> f’(u) function

A, is satisfied

on 0 < a < a,, of k(p)

and F(u) = 10” f(q)

= g(p2)p

dq.

if

A;. f”(U) > 0 In particular, Proof.

if g(x’)

= l/J-

the condition

Y(u) = 2f ‘(u)F(u)

Setting

onO~u
= u/d-i-?,

= 3~(1 - u~)-~'~ > 0 if 0 < u < 1.

PROPOSITION 3.2. Under the assumptions decreasing

on (0, uo) and we can define G

Proof. Sincefand that

Fare

decreasing.

= ;ilo@(a)

strictly increasing

n @(a) defined

on (0, q,) it suffices

by the formula

0 < a < a,,

the above

- 2F(u)f ‘WI/f 3(u) < 0

arguments

we arrive at the following

in (3.9) is strictly

(3.14)

= o Jim ““HO).

But, w’(a) = if’(u)

Summarizing

O
A2 and A,, the function ,I* by

w(a) = F(u)/f’(u), is strictly

on (0, uo) by A;,

Y(u) > 0, i.e. A3. = l/m it is easy to see that a, = 1 and f(u)

Thus, f”(u)

holds.

- f2(u), we see Y(0) = 0 and

Y’(u) = 2f “(u)F(u) > 0 which implies When g(g)

and hence A,,

by A,. theorem.

n

(3.11) to prove

Quasi-linear

elliptic boundary

259

value problem

3.1. Under the assumptions A2 and A,, the problem (3.1) has a unique positive solution ux for each J E (A*, &,), 13, = n*/4, and the set (u, Jx*
THEOREM

Fig. 1.

Finally we give a condition which assures I* > 0. 3.3. If lim a/a (1.3)-(1.4) we have a--rao

> 0, then we have I* > 0. In particular,

PROPOSITION

for the problem

57//z -de

(3.15)

> 0.

s0 Proof. Under the assumption we see i0 1 dv lim 4(a) = lim ll-il0 a+(10JJ0 F(a) - F(u) (I

rlim

When g(p*)p = p/m

a-a0 i 0 we see a, = F(u)

=

Hence, @(a) =

-

dv = hm a/JF(a) o-(10

l/JF(;;r 1, f(x)

“f(q)dq i0

= x/m =

LI l/J-

1 -

> 0.

and m.

- &--?dv.

i0

Thus, we have */2

1

(1 - v2)-1’4dU = lim &a) = 0-l s 0 i0 Example with I* = 0. Let f(x) = x/(1 - g)*, - 1 < x off. Define g(q) by g(V) = k(G)/\l;j

ifq > 0,

-de. <

1,

g(0) = 1

Then, g is a smooth function on [0, 00) and for this we have F(u)=

%(A-1)

n

and k(p) be the inverse function ifq = 0.

(3.16)

260

M. NAKAO

and

-a @J(a)= 42 d-i-2

m/md,+O

as a -) 1.

! .0 This is a simple example with A* = 0. Finally, using theorem 3.1 we shall determine Our result reads as follows. THEOREM

positive

the structure

of all nontrivial

solutions

of (3.1).

3.2. Assume A, and A,. Let n21* < A < n2Ao, n = 1, 2, 3, ... , and let uX,,,z be the solution of the problem (3.1) with ,I replaced by I./n’. Define u,,~ on (- 1, 1) by uX,nz(nx + n - 2i +x(x)

1)

5 i I n -

ifiisevenando

1, (3.17)

=

UX,n2( - nx - n + 2i + 1)

ifiisoddand

1 5 i 5 n

for - 1 < x < 1 with - 1 + 2i/n < x < - 1 + 2(i + 1)/n. Then, u,,,(x) is a nontrivial solution of (3.1) with n - 1 zeros on (- 1, 1). Conversely, if (A, U) is a nontrivial solution of (3.1), then it must hold that n2A* < A < n2Ao for some n > 1 and U = fU, x. Proof. It is clear from the definition of ux (see (3.3) and (3.7)) that u,,~ is a solution of the problem (3.1) with n - 1 zeros in (- 1, 1). Suppose that (,I, u) is a nontrivial solution of (3.1). Then, there exist - 1 = x0 < x, < x2 < . . . < x, = 1 such that U(Xj) = 0 Of course,

we assume

and

u(x) +V0 if x f xi. Further, and hence

u’(x0) > 0

i = 0, 1, ... n.

u’(x;) + 0,

we may assume

u(x) > 0

on x0 < x < x, .

We shall show that i = 1, 2, ..., n.

x, - xi-1 = x, - x0 = 2/n, Indeed,

setting

(3.18)

g( lu’12)u’ = u we have - v”(x) = Af(u(x))

onx,
V(X,) = g((u’(From

this we conclude

Since u should

satisfy

1)12)u’(-

and

1) = a > 0

(see (3.4) and (3.7)) that v(x,) -a

1

L\ 0 JF(a)

- F(v)

and

du = (x, - x,,m.

-

v’(x) = Mu(x)),

u(x,) = -a

= -a

U’(Xo) = u’(x,) = 0.

and

x,
u’(xJ = u’(x2) = 0,

(3.20)

Quasi-linear

elliptic boundary

261

value problem

we have again as in (3.4) and (3.7) that u(x,) = CIand -lI

!

1

0 v’F(a) - F(v)

(3.21)

dv = (xz - x,)v%%

(Note that there is nothing to prove if n = 1 and we assume n 5: 2.) It follows from (3.20) and (3.21) that x2 - x1 = x, - x0. Repeating this argument we get (3.18) and consequently u(x) coincides with unVxdefined by (3.17). n Set and e,

= [(A, -&JA*

< A < A,).

Then, by theorem 3.2 (?,‘((I?,) is the maxima1 continuum of the nontrivial solutions which bifurcates from (n21,, 0). COROLLARY 3.1.Let k 5 0 be any integer and take 3Lsuch that n’/E* -C A < (n - k)‘A,, which is possible if n is sufficiently large. Then, the problem (3.1) admits k + 1 pairs of nontrivial solutions f u,,~~ m = n - k, n - k + 1, . . . . n. In particular, if A* = 0 the problem has infinitely many pairs of nontrivial solutions f u,, h (n > [a]) for any A > 0. (See Fig. 2.)

Acknowle&en?enr-The

author

would like to thank Prof.

J. Serrin for useful comments

on the manuscript.

REFERENCES 1. CONCUS P. & FINAN R., On capillary free surfaces in the absence of gravity, 2. CRANDALL M. G. & RAB~NOWITZ P. H., Bifurcation, perturbation of simple

Arch. RationalMeck.

Anal. 43, 161-180 (1973).

Acta Mark. eigenvalues

f32,

177-198

and linearized

(1974).

stability,

262

M. NAKAO

3. KAPER H. G. & MAN KAM KWONG, Uniqueness results for some nonlinear initial and boundary value problems, Arch. Rational Mech. Anal. 102, 45-56 (1988). 4. KELLER H. B. & COHEN D. S., Some positone problems suggested by nonlinear heat generatior, .I. Morh. Mech. 16, 1361-1376 (1967). 5. LIONS P. L., On the existence of positive solutions of semilinear elliptic equations, SIAM Rev. 24, 441-467 (1982). 6. NISHIURA Y ., Global structure of bifurcating solutions of some reaction diffusion systems, SIAM J. Morh. Analysis 13, 555-593 (1982). 7. RABINOWITZ P. H., Some global results for nonlinear eigenvalue problems, J. Functional And. 7, 487-513 (1971). 8. SERRIN J., Positive solution of a prescribed mean curvature problem, Lecrure Nores in Mofhemorics 1340, 248-255. Springer, Berlin (1988).