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Energy asymptotics in the Brezis–Nirenberg problem: The higher-dimensional case

  • For dimensions N4, we consider the Brézis-Nirenberg variational problem of finding S(ϵV):=inf0uH10(Ω)Ω|u|2dx+ϵΩV|u|2dx(Ω|u|qdx)2/q, where q=2NN2 is the critical Sobolev exponent, ΩRN is a bounded open set and V:¯ΩR is a continuous function. We compute the asymptotics of S(0)S(ϵV) to leading order as ϵ0+. We give a precise description of the blow-up profile of (almost) minimizing sequences and, in particular, we characterize the concentration points as being extrema of a quotient involving the Robin function. This complements the results from our recent paper in the case N=3.

    Citation: Rupert L. Frank, Tobias König, Hynek Kovařík. Energy asymptotics in the Brezis–Nirenberg problem: The higher-dimensional case[J]. Mathematics in Engineering, 2020, 2(1): 119-140. doi: 10.3934/mine.2020007

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  • For dimensions N4, we consider the Brézis-Nirenberg variational problem of finding S(ϵV):=inf0uH10(Ω)Ω|u|2dx+ϵΩV|u|2dx(Ω|u|qdx)2/q, where q=2NN2 is the critical Sobolev exponent, ΩRN is a bounded open set and V:¯ΩR is a continuous function. We compute the asymptotics of S(0)S(ϵV) to leading order as ϵ0+. We give a precise description of the blow-up profile of (almost) minimizing sequences and, in particular, we characterize the concentration points as being extrema of a quotient involving the Robin function. This complements the results from our recent paper in the case N=3.


    Let N4 and let ΩRN be a bounded open set. For ϵ>0 and a function VC(¯Ω), Brézis and Nirenberg study in their famous paper [3] the quotient functional

    SϵV[u]:=Ω|u|2dx+ϵΩV|u|2dx(Ω|u|qdx)2/q,q=2NN2, (1.1)

    and the corresponding variational problem of finding

    S(ϵV):=inf0uH10(Ω)SϵV[u]. (1.2)

    This number is to be compared with

    SN=πN(N2)(Γ(N/2)Γ(N))2/N,

    the sharp constant [1,11,12,14] in the Sobolev inequality. Indeed, in [3] it is shown that S(ϵV)<SN as soon as

    N(V):={xΩ:V(x)<0} (1.3)

    is non-empty. This behavior is in stark contrast to the case N=3 also treated in [3], where there is an ϵV>0 such that S(ϵV)=SN for all ϵ(0,ϵV] even if N(V) is non-empty.

    The purpose of this paper is, for N4, to describe the asymptotics of SNS(ϵV) to leading order as ϵ0, as well as the asymptotic behavior of corresponding (almost) minimizing sequences and, in particular, their concentration behavior. This is the higher-dimensional complement to our recent paper [6], where analogous results are shown in the more difficult case N=3.

    Notation. To prepare the statement of our main results, we now introduce some key objects for the following analysis. An important role is played by the Green's function of the Dirichlet Laplacian on Ω, which, in the normalization of [10], satisfies in the sense of distributions

    {ΔxG(x,y)=(N2)ωNδyin  Ω,G(x,y)=0on  Ω, (1.4)

    where ωN is the surface of the unit sphere in RN, and δy denotes the Dirac delta function centered at y. We denote by

    H(x,y)=1|xy|N2G(x,y) (1.5)

    the regular part of G. The function H(x,), defined on Ω{x}, extends to a continuous function on Ω and we may define the Robin function

    ϕ(x):=H(x,x). (1.6)

    Using this function, we define the numbers

    σN(Ω,V):=supxN(V)(ϕ(x)2N4 |V(x)|N2N4),N5,σ4(Ω,V):=supxN(V)(ϕ(x)1|V(x)|),N=4,

    which will turn out to essentially be the coefficients of the leading order term in SNS(ϵV).

    Another central role is played by the family of functions

    Ux,λ(y)=λ(N2)/2(1+λ2|xy|2)(N2)/2xRN,λ>0. (1.7)

    It is well-known that the Ux,λ are exactly the optimizers of the Sobolev inequality on RN.

    Since (1.1) is a perturbation of the Sobolev quotient, it is reasonable to expect the Ux,λ to be nearly optimal functions for (1.2). However, since (1.2) is set on H10(Ω), we consider, as in [2], the functions PUx,λH10(Ω) uniquely determined by the properties

    ΔPUx,λ=ΔUx,λ    in Ω,PUx,λ=0    on Ω. (1.8)

    Moreover, let

    Tx,λ:= span{PUx,λ,λPUx,λ,xiPUx,λ(i=1,2,,N)}

    and let Tx,λ be the orthogonal complement of Tx,λ in H10(Ω) with respect to the inner product Ωuvdy.

    In what follows we denote by the L2norm on Ω. Finally, given a set X and two functions f1,f2:XR, we write f1f2 if there exists a numerical constant c such that f1(x)cf2(x) for all xX.

    Throughout this paper and without further mention we assume that the following properties are satisfied.

    Assumption 1.1. The set ΩRN, N4, is open and bounded and has a C2 boundary. Moreover, VC(¯Ω) and N(V), with N(V) defined in (1.3).

    Here is our first main result. It gives the asymptotics of SNS(ϵV) to leading order in ϵ.

    Theorem 1.2. As ϵ0+, we have

    S(ϵV)=SNCNσN(Ω,V) ϵN2N4+o(ϵN2N4) if N5 (1.9)

    and

    S(ϵV)=S4exp(4ϵ(1+o(1))σ4(Ω,V)1)if N=4. (1.10)

    The constants CN are defined in equation (1.14) below.

    Our second main result shows that the blow-up profile of an arbitrary almost minimizing sequence (uϵ) is given to leading order by the family of functions PUx,λ. Moreover, we give a precise characterization of the blow-up speed λ=λϵ and of the point x0 around which the uϵ concentrate.

    Theorem 1.3. Let (uϵ)H10(Ω) be a family of functions such that

    limϵ0SϵV[uϵ]S(ϵV)SNS(ϵV)=0andΩ|uϵ|qdx=(SNN(N2))qq2. (1.11)

    Then there are (xϵ)Ω, (λϵ)(0,), (αϵ)R and (wϵ)H10(Ω) with wϵTxϵ,λϵ such that

    uϵ=αϵ(PUxϵ,λϵ+wϵ) (1.12)

    and, along a subsequence, xϵx0 for some x0N(V). Moreover,

    {ϕ(x0)2N4 |V(x0)|N2N4=σN(Ω,V),N5,ϕ(x0)1|V(x0)|=σ4(Ω,V),N=4,{wϵ=o(ϵN22N8),N5,wϵexp(2ϵ(1+o(1))σ4(Ω,V)1),N=4,{limϵ0ϵλN4ϵ=N(N2)2aNϕ(x0)2bN|V(x0)|,N5,limϵ0ϵlnλϵ=2ϕ(x0)|V(x0)|,N=4,{αϵ=s(1+DNϵN2N4+o(ϵN2N4)),N5,αϵ=s(1+exp(4ϵ(1+o(1))σ4(Ω,V)1)),N=4,for some s{±1}.

    The constants aN, bN and DN are defined in equations (1.13) and (1.15) below.

    The coefficients appearing in Theorems 1.2 and 1.3 are

    aN:=RNdz(1+z2)(N+2)/2,bN:={RNdz(1+z2)N2,N5,ω4,N=4, (1.13)

    as well as

    CN:=S2N2N(N(N2))N22 N4N2(N(N2)22)24Na2N4NbN2N4N,N5, (1.14)

    and

    DN:=a2N4NbN2N4NSN2N(N(N2))N2N2N4(N22)N2N4,N5. (1.15)

    A simple computation using beta functions yields the numerical values

    aN=ωNN,N4, and bN=ωNΓ(N2)Γ(N22)2Γ(N2),N5.

    Let us put our main results, Theorems 1.2 and 1.3, into perspective with respect to existing results in the literature.

    Of course, minimizers of the variational problem (1.2) satisfy the corresponding Euler–Lagrange equation. It is natural to study general positive solutions of this equation, even if they do not arise as minimizers of (1.2). In the special case where V is a negative constant, Brézis and Peletier [4] discussed the concentration behavior of such general solutions and made some conjectures, which were later proved by Han [7] and Rey [9]. Probably one can use their precise concentration results to give an alternative proof of our main results in the special case where V is constant and probably one can even extend the analysis of Han and Rey to the case of non-constant V.

    Our approach here is different and, we believe, simpler for the problem at hand. We work directly with the variational problem (1.2) and not with the Euler–Lagrange equation. Therefore, our concentration results are not only true for minimizers but even for 'almost minimizers' in the sense of (1.11). We believe that this is interesting in its own right. On the other hand, a disadvantage of our method compared to the Han–Rey method is that it gives concentration results only in H1 norm and not in L norm and that it is restricted to energy minimizing solutions of the Euler–Lagrange equation.

    In the special case where V is a negative constant, our results are very similar to results obtained by Takahashi [13], who combined elements from the Han–Rey analysis (see, e.g., [13, Equation (2.4) and Lemma 2.6]) with variational ideas adapted from Wei's treatment [15] of a closely related problem; see also [5]. Takahashi obtains the energy asymptotics in Theorem 1.2 as well as the characterization of the concentration point and the concentration scale in Theorem 1.3 under the assumption that uϵ is a minimizer for (1.2). Thus, in our paper we generalize Takahashi's results to non-constant V and to almost minimizing sequences and we give an alternative, self-contained proof which does not rely on the works of Han and Rey.

    In dimensions N5, the function ϕ2/(N4)|V|(N2)/(N4), which enters into the definition of σN(Ω,V), has appeared earlier in the work [8] by Molle and Pistoia. Their setting, however, is different from ours. On the one hand, they consider general positive solutions of the corresponding Euler–Lagrange equation, not necessarily energy minimizers. On the other hand, they assume that the blow-up point lies in the interior and they seem to assume that the blow-up scale satisfies λϵϵ1/(N4) (see [8, Theorem 4.4]). In our energy minimizing setting we show that these assumptions are satisfied for minimizers and, moreover, that the blow-up point is not only a critical point, but a maximum point of the function ϕ2/(N4)|V|(N2)/(N4).

    The present work is a companion paper to [6] relying on the techniques developed there in the three dimensional case. In particular, Theorems 1.2 and 1.3 should be compared with [6, Theorems 1.3 and 1.7], respectively. Although the expansions for N4 have the same structure as in the case N=3, the latter case is more involved. In fact, when N=3, the coefficient of the leading order term, namely the term of order ϵ, vanishes and one has to expand the energy to the next order, namely ϵ2.

    Besides the extensions of known results that we achieve here, we also think it is worthwhile from a methodological point of view to present our arguments again in the conceptually easier case N4. In the three-dimensional case the basic technique is iterated twice, which to some extent obscures the underlying simple idea. Moreover, we hope our work sheds some new light on the similarities and differencies between the two cases.

    The structure of this paper is as follows. In Section 2 we prove the upper bound from Theorem 1.2 by inserting the PUx,λ as test functions. The proof of the corresponding lower bound is prepared in Sections 3 and 4, where we derive a crude asymptotic expansion for a general almost minimizing sequence (uϵ) and the corresponding expansion of SϵV[uϵ]. Section 5 contains the proof of Theorems 1.2 and 1.3. A crucial ingredient there is the coercivity inequality (5.1) from [10], which allows us to estimate the remainder terms and to refine the aforementioned expansion of uϵ. Finally, an appendix contains two auxiliary technical results.

    The computation of the upper bound to S(ϵV) uses the functions PUx,λ, with suitably chosen x and λ, as test functions. The following theorem gives a precise expansion of the value SϵV[PUx,λ]. To state it, we introduce the distance to the boundary of Ω as

    d(x)=dist(x,Ω),xΩ.

    Theorem 2.1. Let x=xλ be a sequence of points such that d(x)λ. Then as λ, we have

    Ω|PUx,λ|2dy=N(N2)(SNN(N2))qq2+N(N2)aNλ2Nϕ(x)+O((d(x)λ)43N), (2.1)
    ΩVPU2x,λdy={λ2bNV(x)+O((d(x)λ)2N)+o(λ2),N5,logλλ2 b4V(x)+O((d(x)λ)2)+o(logλλ2)N=4, (2.2)

    and

    Ω|PUx,λ|qdy=(SNN(N2))qq2qaNλ2Nϕ(x)+o((d(x)λ)2N). (2.3)

    In particular, as λ,

    SϵV[PUx,λ]={SN+(SNN(N2))22q(N(N2)aNϕ(x)λN2+bNϵV(x)λ2)+o((d(x)λ)2N)+o(ϵλ2),N5,S4+8S4(8a4ϕ(x)λ2+b4ϵV(x)logλλ2)+o((d(x)λ)2)+o(ϵlogλλ2),N=4. (2.4)

    In view of Proposition 3.1 below, the assumption d(x)λ in Theorem 2.1 is no restriction, even when dealing with general almost minimizing sequences.

    Corollary 2.2. As ϵ0+, we have

    S(ϵV)SNCNσN(Ω,V) ϵN2N4+o(ϵN2N4) if N5 (2.5)

    and

    S(ϵV)S4exp(4ϵ(1+o(1))σ4(Ω,V)1)if N=4. (2.6)

    Proof of Corollary 2.2. By [10, (2.8)], we have

    d(x)2Nϕ(x)d(x)2N. (2.7)

    (Note that this bound uses the C2 assumption on Ω.) First, let N5. Since, moreover, V=0 on N(V)Ω, the function ϕ2N4 |V|N2N4 can be extended to a continuous function on ¯N(V) which vanishes on N(V). Thus there is z0N(V) such that

    σN(Ω,V)=ϕ(z0)2N4 |V(z0)|N2N4,N5. (2.8)

    The corollary for N5 now follows by choosing x=z0 in (2.4) and optimizing the quantity N(N2)aNϕ(z0)λN2+bNϵV(z0)λ2 in λ. The optimal choice is

    λ(ϵ)=(N(N2)2aNϕ(z0)2bN|V(z0)|)1N4ϵ1N4, (2.9)

    and (2.5) follows from a straightforward computation.

    Similarly, if N=4, since |V(y)|ϕ(y) is a positive continuous function on N(V) which goes to 0 as yN(V), we find some z0N(V) such that

    σ4(Ω,V)=|V(z0)|ϕ(z0). (2.10)

    Thus we may choose x=z0 in (2.4) and optimize the quantity Aλ2Bϵλ2logλ in λ>0, where A=8a4ϕ(z0)+o(1) and B=b4|V(z0)|+o(1). The optimal choice is

    λ(ϵ)=eexp(ABϵ). (2.11)

    Inserting this into (2.4), we get

    S(ϵV)SϵV[PUx,λ(ϵ)]=S44b4eS4ϵ|V(z0)|exp(16a4(ϕ(z0)+o(1))b4ϵ|V(z0)|+o(1))=S4exp(4ϵ(1+o(1))infxN(V)ϕ(x)|V(x)|),

    where we have used the fact that

    ϵbexp(aϵ)=exp(aϵ+o(1ϵ)),ϵ0+, (2.12)

    holds for all a0 and all b>0. This completes the proof of (2.6), and thus of Corollary 2.2.

    Proof of Theorem 2.1. We prove Eqs. (2.1)–(2.3) separately. Then expansion (2.4) follows by a straightforward Taylor expansion of the quotient functional SϵV[PUx,λ].

    Proof of (2.1). Since the Ux,λ satisfy the equation

    ΔyUx,λ(y)=N(N2)Ux,λ(y)q1,yRN, (2.13)

    it follows using integration by parts that

    Ω|PUx,λ|2dy=N(N2)ΩUq1x,λPUx,λdy.

    On the other hand, by [10, Prop. 1] we know that

    PUx,λ=Ux,λφx,λ,φx,λ=H(x,)λ(N2)/2+fx,λ, (2.14)

    where

    fx,λL(Ω)=O(λ(N+2)/2d(x)N),λ. (2.15)

    By putting the above equations together we obtain

    Ω|PUx,λ|2dy=N(N2)(ΩUqx,λdyλ2N2ΩUq1x,λH(x,)dyΩUq1x,λfx,λdy). (2.16)

    A direct calculation shows that

    ΩUqx,λdy=RNUqx,λdy+O((d(x)λ)N)=(SNN(N2))qq2+O((d(x)λ)N). (2.17)

    Moreover, for any xΩ we have

    d(x)2N  H(x,)L(Ω)  d(x)2N (2.18)

    and

    supyΩ|yH(x,y)|  d(x)1N, (2.19)

    by the maximum principle, compare [10, Sec. 2 and Appendix]. Now let ρ(0,d(x)2). A direct calculation using (1.7), (2.18) and (2.19) shows that

    Bρ(x)Uq1x,λH(x,)dy=λ1+N2(ϕ(x)+O(ρd(x)1N))Bρ(x)dy(1+λ2|xy|2)(N+2)/2=λ1N2aN(ϕ(x)+O(ρd(x)1N))(1+O((λρ)2))

    and

    ΩBρ(x)Uq1x,λH(x,)dy=λ1+N2O(d(x)2N)ρrN1dr(1+λ2r2)N+22=λ1N2O(d(x)2N)ρλtN1dt(1+t2)N+22=λ1N2O(d(x)2N(λρ)2).

    Hence for the second term on the right hand side of (2.16) we get

    λ2N2ΩUq1x,λH(x,)dy=λ2NaNϕ(x)+λ2NO(ρd(x)1N)+λ2NO(d(x)2N(λρ)2). (2.20)

    As for the last term on the right hand side of (2.16), we note that in view of (2.15)

    |ΩUq1x,λfx,λdy|fx,λL(Ω)RNUq1x,λdy=fx,λL(Ω)aNλ1N2=O((λd(x))N).

    The claim thus follows from (2.16) by choosing ρ=d(x)1/3λ2/3 in (2.20). (Notice that ρ=d(x)(d(x)λ)2/3d(x)2 for λ large enough.)

    Proof of (2.2). We have

    ΩVPU2x,λdy=ΩVU2x,λdy+ΩV(φ2x,λ2 Ux,λφx,λ)dy. (2.21)

    Since by [10, Prop. 1],

    0φx,λ(y)Ux,λ(y) yΩ, (2.22)

    together with (2.14), (2.15) and (2.18) we obtain the following upper bound on the last integral in (2.21),

    |ΩV(φ2x,λ2 Ux,λφx,λ)dy|2VL(Ω)φx,λL(Ω)ΩUx,λdy=O((d(x)λ)2N).

    To treat the first term on the right hand side of (2.21), first assume N5. Choose a sequence ρ=ρλ such that ρd(x), ρ0 and ρλ as λ. (This is always possible, whether or not d(x)0.) Then, by continuity of V,

    ΩVU2x,λdy=(V(x)+o(1))Bρ(x)U2x,λdy+ΩBρ(x)VU2x,λdy=λ2bNV(x)+o(λ2)+O(ΩBρ(x)U2x,λdy)=λ2bNV(x)+o(λ2)+O(λ2(ρλ)N+4)=λ2bNV(x)+o(λ2).

    Similarly, in the case N=4 we let Bτ(x) and BR(x) be two balls centered at x with radii τ and R chosen such that Bτ(x)ΩBR(x) and split the last integration in two parts as follows. Extending V by zero to BR(x)Ω we get

    ΩBτ(x)VU2x,λdy=BR(x)Bτ(x)VU2x,λdyω4VL(Ω)Rτλ2(1+λ2|xy|2)2 r3dr=ω4VL(Ω)λ2Rλτλt3(1+t2)2 dt=O(λ2log(R/τ)). (2.23)

    On the other hand, denoting by oτ(1) a quantity that vanishes as τ0 and assuming that τλ we get

    Bτ(x)VU2x,λdy=b4V(x) τ0λ2r3dr(1+λ2|xy|2)2 +oτ(1)τ0λ2r3dr(1+λ2|xy|2)2=b4λ2V(x)τλ0t3dt(1+t2)2+λ2oτ(1)τλ0t3dt(1+t2)2=b4logλλ2 V(x)+oτ(1)O(logλλ2)+O(logτλ2).

    By choosing τ=1logλ and taking into account (2.23) we arrive at (2.2) in case N=4.

    Proof of (2.3). Recall that q>2. Hence from the Taylor expansion of the function ttq on an interval [0,b] it follows that for any a[0,b] we have

    |bq(ba)qqbq1a|q(q1)2 bq2a2. (2.24)

    Because of (2.22) and (2.14) we can apply (2.24) with b=Ux,λ(y) and a=φx,λ(y) to obtain the following point-wise upper bound:

    |PUqx,λUqx,λ+qUq1x,λφx,λ|  q(q1)2 Uq2x,λφ2x,λ. (2.25)

    Together with estimate (A.2) this gives

    |Ω(PUqx,λUqx,λ+qUq1x,λφx,λ)dy|=O((d(x)λ)N). (2.26)

    On the other hand, the calculations in the proof of (2.1) show that

    ΩUq1x,λφx,λdy=λ2NaNϕ(x)+O((d(x)λ)43N)=λ2NaNϕ(x)+o((d(x)λ)2N).

    In view of (2.17) and (2.26) this completes the proof.

    As a starting point for the proof of the lower bound on S(ϵV), we derive a crude asymptotic form of almost minimizers of SϵV. The following result is essentially well-known. We have recalled the proof in [6, Appendix B] in the case N=3, but the same argument carries over to N4.

    Proposition 3.1. Let (uϵ)H10(Ω) be a sequence of functions satisfying

    SϵV[uϵ]=SN+o(1),Ω|uϵ|qdx=(SNN(N2))qq2. (3.1)

    Then, along a subsequence,

    uϵ=αϵ(PUxϵ,λϵ+wϵ), (3.2)

    where

    αϵsfor some s{1,+1},xϵx0for some x0¯Ω,λϵdϵ,wϵ0andwϵTxϵ,λϵ. (3.3)

    Here dϵ=dist(xϵ,Ω).

    Convention:

    From now on we will assume that (uϵ) satisfies (1.11). In particular, assumption (3.1) is satisfied. We will always work with a sequence of ϵ's for which the conclusions of Proposition 3.1 hold. To enhance readability, we will drop the index ϵ from αϵ, xϵ, λϵ, dϵ and wϵ.

    In this section we expand SϵV[uϵ] by using the decomposition (3.2) of uϵ. We shall show the following result.

    Proposition 4.1. Let (uϵ)H10(Ω) satisfy (3.2) and (3.3). Then

    |α|2Ω|uϵ|2dy=Ω|PUx,λ|2dy+Ω|w|2dy, (4.1)
    |α|qΩ|uϵ|qdy=ΩPUqx,λdy+q(q1)2ΩUq2x,λw2dy+o(Ω|w|2+(λd)2N), (4.2)
    |α|2ϵΩVu2ϵdy=ϵΩVPU2x,λdy+O(ϵΩ|w|2dy+ϵΩ|w|2dyΩ|V|PU2x,λdy). (4.3)

    In particular,

    SϵV[uϵ]=SϵV[PUx,λ]+I[w]+O(ϵΩ|w|2dy Ω|V|PU2x,λdy)+o(Ω|w|2dy+(λd)2N), (4.4)

    where

    I[w]:=(ΩUqx,λdy)2q(Ω|w|2dyN(N+2)ΩUq2x,λw2dy). (4.5)

    Proof. We prove Eqs. (4.1)–(4.3) separately. Then the expansion (4.4) follows by a straightforward Taylor expansion of the quotient functional SϵV, using SϵV[uϵ]=SϵV[|α|1uϵ].

    In the sequel we denote by c1,c2, various positive constants which are independent of ϵ.

    Proof of (4.1). This follows by (3.2) and wTx,λ.

    Proof of (4.2). Recall that α1uϵ=Ux,λ+(wφx,λ) by (2.14) and (3.2). We use the associated pointwise estimate

    ||α|q|uϵ|qUqx,λqUq1x,λ(wφx,λ)q(q1)2Uq2x,λ(wφx,λ)2|c1(|wφx,λ|q+|wφx,λ|q(q3)+U(q3)+x,λ),

    where (q3)+=max{q3,0}. Using (2.25), it follows that

    ||α|q|uϵ|qPUqx,λqUq1x,λwq(q1)2Uq2x,λw2|c2(|wφx,λ|q+|wφx,λ|q(q3)+U(q3)+x,λ+Uq2x,λφx,λ|w|+Uq2x,λφ2x,λ)c3(|w|q+φqx,λ+|w|q(q3)+U(q3)+x,λ+φq(q3)+x,λU(q3)+x,λ+Uq2x,λφx,λ|w|+Uq2x,λφ2x,λ)c4(|w|q+|w|q(q3)+U(q3)+x,λ+Uq2x,λφx,λ|w|+Uq2x,λφ2x,λ).

    In the last inequality we used (2.22) to simplify the form of the remainder terms. Now we use the identity

    N(N2)ΩUq1x,λwdy=ΩUx,λwdy=ΩPUx,λwdy=0,

    which follows from (1.8), (2.13) and wTx,λ. Therefore, with the help of the Hölder inequality, we find

    |Ω(|α|q|uϵ|qPUqx,λq(q1)2Uq2x,λw2)dy|c4[Ω|w|qdy+(Ω|w|qdy)q(q3)+q(ΩUqx,λdy)(q3)+q+(ΩUq(q2)q1x,λφqq1x,λdy)q1q(Ω|w|qdy)1q+ΩUq2x,λφ2x,λdy]c5[(Ω|w|2dy)q(q3)+2+(ΩUq(q2)q1x,λφqq1x,λdy)q1q(Ω|w|2dy)12+ΩUq2x,λφ2x,λdy].

    In the last step, we used the Sobolev inequality and the equation (3.3) for w, together with

    ΩUqx,λdy  RNUqx,λdy = (SNN(N2))qq2.

    It follows from Lemma A.1 and (3.3) that

    (ΩUq(q2)q1x,λφqq1x,λdy)q1q = o((dλ)2N2),ΩUq2x,λφ2x,λdy = o((dλ)2N).

    Thus, we conclude that, as ϵ0,

    |Ω(|α|q|uϵ|qPUqx,λq(q1)2Uq2x,λw2)dy|=o(Ω|w|2dy+(λd)2N).

    Proof of (4.3). We write

    |α|2ΩVu2ϵdy=ΩVPU2x,λdy+2ΩVPUx,λwdy+ΩVw2dy. (4.6)

    By the Hölder and Sobolev inequalities we have

    |ΩVw2dy|(Ω|V|N2dy)2N(Ω|w|qdy)2qS1N(Ω|V|N2dy)2NΩ|w|2dy,

    and

    \begin{array}{l} \left |\, \int_\Omega V P U_{x, \lambda}\, w \, dy \, \right |& \leq \left( \int_\Omega |V| \, P U_{x, \lambda}^2 \, dy \right)^{\frac 12}\, \left(\int_\Omega |V|\, w^2 \, dy \right)^{\frac 12} \\ & \leq S_N^{-1/2} \left( \int_\Omega |V| \, P U_{x, \lambda}^2 \, dy \right)^{\frac 12}\, \left(\int_\Omega |V|^{\frac N2} \, dy \right)^{\frac 1n} \left (\int_\Omega |\nabla w|^2 \, dy \right)^{\frac 12}. \end{array}

    Hence (4.3) follows by inserting these estimates into (4.6).

    We now deduce Theorems 1.2 and 1.3 from Proposition 4.1. To do so, we make crucial use of the following coercivity bound proved in [10, Appendix D].

    Proposition 5.1. For all x \in \Omega , \lambda > 0 and v \in T_{x, \lambda}^\perp , one has

    \begin{equation} \int_\Omega |\nabla v|^2 \, dy - N(N+2) \, \int_\Omega U_{x, \lambda}^{q-2}\, v^2 \, dy \ \geq \, \frac{4}{N+4} \int_\Omega |\nabla v|^2\, dy \, . \end{equation} (5.1)

    Corollary 5.2. For all \epsilon > 0 small enough, we have, if N\geq 5 ,

    \begin{align} 0 \geq (1 + o(1)) (S_N - S(\epsilon V)) &+ \left( \frac{S_N}{N(N-2)}\right)^{\frac{2}{2-q}} \left( \frac{N(N-2)\, a_N \, \phi(x)}{\lambda^{N-2}} +b_N\, \epsilon\, \frac{V(x)}{\lambda^{2}} \right) \\ & + c \int_\Omega |\nabla w|^2 \, dy + o((\lambda d)^{2-N}) + o(\epsilon \lambda^{-2}) \end{align} (5.2)

    and, if N = 4 ,

    \begin{align} 0 \geq (1 + o(1)) (S_4 - S(\epsilon V)) &+ \frac{8}{S_4} \left( \frac{8 a_4 \phi(x)}{\lambda^{2}} + b_4 V(x) \frac{ \epsilon \log \lambda }{\lambda^2} \right) \\ & + c \int_\Omega |\nabla w|^2 \, dy + o((\lambda d)^{-2}) + o(\epsilon \lambda^{-2} \log \lambda) \, . \end{align} (5.3)

    Proof. Firstly, it follows directly from (5.1) and the definition of I[w] in (4.5) that there is a c > 0 such that for all \epsilon > 0 small enough, we have

    \begin{equation} I[w] \geq 4c \int_\Omega |\nabla w|^2 \, dy \, . \end{equation} (5.4)

    Using Proposition 4.1 and (5.4) it follows that for \epsilon small enough one has

    \begin{array}{l} \mathcal S_{\epsilon V} [u_\epsilon ] \geq \mathcal S_{\epsilon V} [PU_{x, \lambda}] + 2c \int_\Omega |\nabla w|^2 \, dy + \mathcal{O}\left(\epsilon\, \sqrt{\int_\Omega |\nabla w|^2\, dy }\ \sqrt{ \int_\Omega |V|\, P U_{x, \lambda}^2\, dy } \ \right) + o\left( (\lambda d)^{2-N}\right). \end{array}

    Since

    \epsilon\, \sqrt{\int_\Omega |\nabla w|^2\, dy }\ \sqrt{ \int_\Omega |V| \, P U_{x, \lambda}^2\, dy } \ \leq \ c \int_\Omega |\nabla w|^2\, dy + \frac{ \epsilon^2}{4c}\, \int_\Omega |V|\, P U_{x, \lambda}^2\, dy \, ,

    this further implies that for \epsilon > 0 small enough

    \begin{array}{l} \mathcal S_{\epsilon V} [u_\epsilon ] & \geq \mathcal S_{\epsilon V} [PU_{x, \lambda}] + c \int_\Omega |\nabla w|^2 \, dy + \mathcal{O}\left(\epsilon^2 \int_\Omega |V|\, P U_{x, \lambda}^2 \, dy \right) + o\left( (\lambda d)^{2-N}\right). \end{array}

    Using (2.2) for the potential term and recalling (3.3), we obtain

    \begin{array}{l} \mathcal S_{\epsilon V} [u_\epsilon ] \geq \begin{cases} \mathcal S_{\epsilon V} [PU_{x, \lambda}] + c \int_\Omega |\nabla w|^2 \, dy + o (\epsilon \lambda^{-2}) + o((\lambda d)^{2-N}), & N \geq 5, \\ \mathcal S_{\epsilon V} [PU_{x, \lambda}] + c \int_\Omega |\nabla w|^2 \, dy + o (\epsilon \lambda^{-2} \log \lambda) + o((\lambda d)^{-2}), & N = 4. \end{cases} \end{array}

    Now the fact that S_N - \mathcal S_{\epsilon V} [u_\epsilon] = (1 + o(1)) (S_N - S(\epsilon V)) by (1.11), together with the expansion of \mathcal S_{\epsilon V} [PU_{x, \lambda}] from Theorem 2.1, implies the claimed bounds (5.2) and (5.3).

    In the next lemma, we prove that the limit point x_0 lies in the set \mathcal N(V) .

    Lemma 5.3. We have x_0 \in \mathcal N(V) . In particular, d^{-1} = \mathcal O(1) as \epsilon \to 0 and x \in \mathcal N(V) for \epsilon small enough.

    Proof. We first treat the case N \geq 5 . In (5.2), we drop the non-negative gradient term and write the remaining lower order terms as

    \begin{array}{l} & \quad \left( \frac{S_N}{N(N-2)}\right)^{\frac{2}{2-q}} \left( \frac{N(N-2)\, a_N \, \phi(x)}{\lambda^{N-2}} +b_N\, \epsilon\, \frac{V(x)}{\lambda^{2}} \right) + o((\lambda d)^{2-N}) + o(\epsilon \lambda^{-2}) \\ & = \left( \frac{S_N}{N(N-2)}\right)^{\frac{2}{2-q}} \left( A (d\lambda)^{2-N} - B \epsilon (d \lambda)^{-2} \right), \end{array}

    where

    \begin{equation} A = N(N-2)\, a_N \, \phi(x) d^{N-2} + o(1), \qquad B = - b_N V(x_0) d^2 + o(1). \end{equation} (5.5)

    Notice that since \phi(x) \gtrsim d^{2-N} by (2.7), the quantity A is positive and bounded away from zero. Moreover, by (5.2) and the fact that S(\epsilon V) < S_N , which follows from Corollary 2.2, we must have B > 0 . Optimizing in d\lambda yields the lower bound

    \begin{equation} A (d\lambda)^{2-N} - B \epsilon (d \lambda)^{-2} \geq - c A^{-\frac{2}{N-4}} B^\frac{N-2}{N-4} \epsilon ^\frac{N-2}{N-4}, \end{equation} (5.6)

    for some explicit constant c > 0 independent of \epsilon . On the other hand, by Corollary 2.2, there is \rho > 0 such that the leading term in (5.2) is bounded by

    \begin{equation} (1 + o(1)) (S_N - S(\epsilon V)) \geq \rho\, \epsilon ^\frac{N-2}{N-4} \end{equation} (5.7)

    for all \epsilon > 0 small enough. Plugging (5.6) and (5.7) into (5.2) and rearranging terms, we thus deduce that

    \begin{equation} B \geq \rho^\frac{N-4}{N-2} A^\frac{2}{N-2} c^{-\frac{N-4}{N-2}}. \end{equation} (5.8)

    As observed above, the quantity A is bounded away from zero and therefore (5.8) implies that B is bounded away from zero. Hence, in view of (5.5), d is bounded away from zero and V(x_0) < 0 . The fact that x \in \mathcal N(V) for \epsilon small enough is a consequence of the continuity of V . This completes the proof in case N \geq 5 .

    Now we consider the case N = 4 in a similar way. In (5.3), we drop the non-negative gradient term and write the remaining lower order terms as

    \begin{align} & \quad \frac{8}{S_4} \left( \frac{8 a_4 \phi(x)}{\lambda^{2}} + b_4 V(x) \frac{ \epsilon \log \lambda }{\lambda^2} \right) + o((\lambda d)^{-2}) + o(\epsilon \lambda^{-2} \log \lambda) \\ & = \frac{8}{S_4} \left( A (d\lambda)^{-2} - B \epsilon (d\lambda)^{-2} \log (d\lambda) \right) , \end{align} (5.9)

    where

    \begin{equation} A = 8 a_4 \phi(x) d^{2} + o(1), \qquad B = - b_4 (V(x_0)+o(1)) d^2 (1 - \frac{\log d}{\log d\lambda}) . \end{equation} (5.10)

    Since \phi(x) \gtrsim d(x)^{-2} by (2.7), the quantity A is positive and bounded away from zero. Moreover, by (5.3) and the fact that S(\epsilon V) < S_4 , we must have B > 0 . Optimizing (5.9) in d \lambda yields the lower bound

    \begin{equation} A (d\lambda)^{-2} - B \epsilon (d\lambda)^{-2} \log (d\lambda) \geq - \frac{B \epsilon }{2e } \exp \left( -\frac{2A}{B \epsilon } \right) = - \exp \left( -\frac{2A}{B \epsilon } + \log(\frac{B \epsilon }{2e}) \right) . \end{equation} (5.11)

    On the other hand, by Corollary 2.2, there is \rho > 0 such that the leading term in (5.3) is bounded by

    \begin{equation} (1 + o(1)) (S_4 - S(\epsilon V)) \geq \exp(-\frac{\rho}{\epsilon }). \end{equation} (5.12)

    Plugging (5.11) and (5.12) into (5.3), we thus deduce that

    0 \geq \exp(-\frac{\rho}{\epsilon }) - \exp \left( -\frac{2A}{B \epsilon } + \log(\frac{B \epsilon }{2e}) \right)\, ,

    which leads to

    \begin{equation} -\frac{2A}{B} + \epsilon \log(\frac{B \epsilon }{2e}) \geq - \rho . \end{equation} (5.13)

    Since \phi(x) \gtrsim d^{-2} by (2.7), the quantity A is bounded away from zero and moreover B is bounded. Using this fact, the left hand side of (5.13) can be written as

    -\frac{2A}{B} (1 - \frac{B \epsilon \log B}{2 A}) + \epsilon \log \frac{\epsilon }{2e} = - \frac{2A}{B} \left(1 + o(1)\right) + o(1).

    Together with (5.13), this easily implies, if \epsilon > 0 is small enough, that

    B \geq \frac{A}{\rho}.

    As before, in view of (5.10), we deduce that d is bounded away from zero and that V(x_0) < 0 . The fact that x \in \mathcal N(V) for \epsilon small enough is again a consequence of the continuity of V .

    Proof of Theorem 1.2. We first treat the case N \geq 5 . In view of Lemma 5.3, the lower bound (5.2) can be written as (upon dropping the non-negative gradient term)

    \begin{array}{l} 0 & \geq (1 + o(1)) (S_N - S(\epsilon V)) + \!\left( \frac{S_N}{N(N-2)}\right)^{\frac{2}{2-q}} \!\!\left( \!\frac{N(N-2)\, a_N \, (\phi(x_0)+ o(1))}{\lambda^{N-2}} +b_N\, \epsilon\, \frac{V(x_0)+o(1)}{\lambda^{2}} \! \right) \\ & \geq (1 + o(1)) (S_N - S(\epsilon V)) - C_N (\phi(x_0)+o(1))^{-\frac{2}{N-4}}\ |V(x_0) + o(1)|^{\frac{N-2}{N-4}} \epsilon^\frac{N-2}{N-4} \end{array}

    by optimization in \lambda . Therefore

    S(\epsilon V) \geq S_N - C_N \phi(x_0)^{-\frac{2}{N-4}}\ |V(x_0)|^{\frac{N-2}{N-4}} \epsilon^\frac{N-2}{N-4} + o(\epsilon^\frac{N-2}{N-4}) \geq S_N - C_N \sigma_N(\Omega, V) \epsilon^\frac{N-2}{N-4} + o(\epsilon^\frac{N-2}{N-4}),

    where the last inequality uses the fact that x_0 \in \mathcal N(V) by Lemma 5.3. Since the matching upper bound has already been proved in Theorem 2.1, the proof in case N \geq 5 is complete.

    Similarly, we can handle the case N = 4 . In view of Lemma 5.3, the lower bound (5.3) can be written as (upon dropping the non-negative gradient term)

    \begin{array}{l} 0 &\geq (1 + o(1)) (S_4 - S(\epsilon V)) + \frac{8}{S_4} \left( \frac{8 a_4 (\phi(x_0)+o(1))}{\lambda^{2}} + b_4 (V(x_0) + o(1)) \frac{ \epsilon \log \lambda }{\lambda^2} \right) \\ & \geq (1 + o(1)) (S_4 - S(\epsilon V)) - \frac{4 b_4}{e S_4} \epsilon |V(x_0) + o(1)| \exp \left(- \frac{4 (\phi(x_0) + o(1))}{\epsilon |V(x_0) + o(1)|} \right) \end{array}

    by optimization in \lambda . Therefore

    S(\epsilon V) \geq S_4 - \exp\left( - \frac 4\epsilon \left(1 +o(1)\right) \frac{\phi(x_0)}{|V(x_0)|} \right) \geq S_4 - \exp\left( - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right)\, ,

    where the last inequality uses the fact that x_0 \in \mathcal N(V) by Lemma 5.3. Since the matching upper bound has already been proved in Theorem 2.1, the proof in case N = 4 is complete.

    Proof of Theorem 1.3. We start again with the bounds from Corollary 5.2, but this time we need to take into account the various nonnegative remainder terms more carefully.

    Proof for N \geq 5 . We rewrite (5.2), using Lemma 5.3, as

    \begin{equation} 0 \geq (1 + o(1)) (S_N - S(\epsilon V)) - C_N (\phi(x_0)+o(1))^{-\frac{2}{N-4}}\ |V(x_0)+o(1)|^{\frac{N-2}{N-4}} \epsilon^\frac{N-2}{N-4} + \mathcal R \end{equation} (5.14)

    with

    \mathcal R = \left( \frac{A_\epsilon}{\lambda^{N-2}} - B_\epsilon \frac{\epsilon }{\lambda^2} + C_N A_\epsilon^{-\frac{2}{N-4}} B_\epsilon^\frac{N-2}{N-4} \epsilon ^\frac{N-2}{N-4} \right) + c \int_\Omega |\nabla w|^2 \, dy \, ,

    where we have set

    A_\epsilon = \left( \frac{S_N}{N(N-2)}\right)^{\frac{2}{2-q}} \left( N(N-2)\, a_N \, (\phi(x_0)+ o(1)) \right) , \quad B_\epsilon = \left( \frac{S_N}{N(N-2)}\right)^{\frac{2}{2-q}} b_N\, ( V(x_0)+o(1) ) \, .

    Notice that both summands of \mathcal R are separately nonnegative. Inserting the upper bound from Corollary 2.2 into (5.14), we get

    0 \geq C_N \left(\sigma_N(\Omega, V) - \phi(x_0)^{-\frac{2}{N-4}}\ |V(x_0)|^{\frac{N-2}{N-4}} \right) \epsilon ^\frac{N-2}{N-4} + \mathcal R + o(\epsilon ^\frac{N-2}{N-4})\, .

    Since each one of the first two summands on the right hand side is nonnegative, we deduce that

    \phi(x_0)^{-\frac{2}{N-4}}\ |V(x_0)|^{\frac{N-2}{N-4}} = \sup\limits_{x \in \mathcal N(V)} \phi(x)^{-\frac{2}{N-4}}\ |V(x)|^{\frac{N-2}{N-4}} = \sigma_N(\Omega, V)

    and

    \begin{equation} \mathcal R = o(\epsilon ^\frac{N-2}{N-4}). \end{equation} (5.15)

    In particular, (5.15) implies that

    \begin{equation} \|\nabla w\|_2^2 = o(\epsilon ^\frac{N-2}{N-4}). \end{equation} (5.16)

    Denote by

    \lambda_0(\epsilon) = \left(\frac{(N-2)A_\epsilon}{2B_\epsilon } \right)^\frac{1}{N-4} \epsilon^{\frac{1}{4-N}}

    the unique value of \lambda for which the first summand of \mathcal R vanishes. Using Lemma A.2, the bound (5.15) implies that

    \epsilon (\lambda^{-1} - \lambda_0(\epsilon)^{-1})^2 = o(\epsilon ^\frac{N-2}{N-4}),

    which is equivalent to

    \begin{equation} \lambda = \lambda_0(\epsilon) + o(\epsilon^{-\frac{1}{N-4}}) = \left(\frac{N\, (N-2)^2\, a_N \, \phi(x_0)}{2 \, b_N\, |V(x_0)|}\right)^{\frac{1}{N-4}}\, \epsilon^{-\frac{1}{N-4}} + o(\epsilon^{-\frac{1}{N-4}}) . \end{equation} (5.17)

    Finally, to obtain the asymptotics of \alpha , by (4.2), (1.11), (2.3) and (5.16), we have that

    \begin{equation} |\alpha|^{-q} \left( \frac{S_N}{N(N-2)}\right)^{\frac{q}{q-2}} = \left( \frac{S_N}{N(N-2)}\right)^{\frac{q}{q-2}} - q a_N \lambda^{2-N} \phi(x_0) +\frac{q(q-1)}{2}\, \int_\Omega U_{x, \lambda}^{q-2}\, w^2 \, dy + o(\lambda^{2-N})\, . \end{equation} (5.18)

    Moreover, by Hölder and Sobolev inequalities,

    \begin{equation} \int_\Omega U_{x, \lambda}^{q-2} w^2 \, dy \lesssim \|\nabla w\|^2. \end{equation} (5.19)

    We easily conclude from (5.16)–(5.19) that

    |\alpha| = 1 + D_N \sigma_N(\Omega, V) \epsilon^\frac{N-2}{N-4} + o(\epsilon^\frac{N-2}{N-4})

    with D_N given in (1.15). This completes the proof of Theorem 1.3 in the case N \geq 5 .

    Proof for N = 4 . We rewrite (5.3), using Lemma 5.3, as

    \begin{equation} 0 \geq (1 + o(1)) (S_4 - S(\epsilon V)) - \frac{B_\epsilon \epsilon }{2 e} \exp\left(- \frac{2A_\epsilon}{B_\epsilon \epsilon } \right) + \mathcal R \end{equation} (5.20)

    with

    \mathcal R = \left( \frac{A_\epsilon}{\lambda^{2}} - B_\epsilon \frac{\epsilon \log \lambda}{\lambda^2} + \frac{B_\epsilon \epsilon }{2 e} \exp\left(- \frac{2A_\epsilon}{B_\epsilon \epsilon } \right) \right) + c \int_\Omega |\nabla w|^2 \, dy,

    where we have set

    A_\epsilon = \frac{64}{S_4} a_4 (\phi(x_0) +o(1)), \qquad B_\epsilon = \frac{8}{S_4} b_4 |V(x_0)+o(1)| \, .

    Notice that both summands of \mathcal R are separately nonnegative. Inserting the upper bound from Corollary 2.2 into (5.20), we get

    \begin{equation} 0 \geq (1 + o(1))\exp\left( - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right) - \frac{B_\epsilon \epsilon }{2 e} \exp\left(- \frac{2A_\epsilon}{B_\epsilon \epsilon } \right) + \mathcal R \, . \end{equation} (5.21)

    Dropping the nonnegative term \mathcal R from the right side and taking the logarithm of the resulting inequality, we obtain

    - \frac{2A_\epsilon}{B_\epsilon \epsilon } + \log\frac{B_\epsilon \epsilon }{2 e} \geq - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} + \log(1+o(1)) \, .

    Multiplying by \epsilon and passing to the limit we infer, since a_4/b_4 = 1/4 ,

    - \frac{\phi(x_0)}{|V(x_0)|} \geq - \sigma_4(\Omega, V)^{-1} \, .

    By definition of \sigma_4(\Omega, V) , this implies

    \begin{equation} \frac{|V(x_0)|}{\phi(x_0)} = \sigma_4(\Omega, V) \, , \end{equation} (5.22)

    as claimed. With this information at hand, we return to (5.21) and drop the nonnegative first term on the right side to infer that

    \mathcal R \leq \frac{B_\epsilon \epsilon }{2 e} \exp\left(- \frac{2A_\epsilon}{B_\epsilon \epsilon } \right).

    Keeping only the second term in the definition of \mathcal R and using (5.22) we deduce, in particular, that

    \begin{equation} \|\nabla w \|_2^2 \leq \exp\left( - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right). \end{equation} (5.23)

    We now keep only the first term in the definition of \mathcal R and obtain from (5.21), multiplied by (2e/(B_\epsilon \epsilon))\exp(2A_\epsilon /(B_\epsilon \epsilon)) ,

    \begin{array}{l} 1 - (1+o(1)) \frac{2 e}{B_\epsilon \epsilon } \exp\left( \frac{2A_\epsilon}{B_\epsilon \epsilon } - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right) & \geq \frac{2 e}{B_\epsilon \epsilon } \exp\left(\frac{2A_\epsilon}{B_\epsilon \epsilon } \right) \mathcal R \\ & \geq \frac{2 e}{B_\epsilon \epsilon } \exp\left(\frac{2A_\epsilon}{B_\epsilon \epsilon } \right) \left( \frac{A_\epsilon }{\lambda^2} - B_\epsilon \frac{\epsilon \log\lambda}{\lambda^2} \right) + 1 \\ & = 1+ y\, e^{y+1} \end{array}

    with y = \frac{2}{B_\epsilon \epsilon } (A_\epsilon - \epsilon B_\epsilon \log \lambda) . In view of (5.22) and (2.12) we have

    (1+o(1)) \frac{2 e}{B_\epsilon \epsilon } \exp\left( \frac{2A_\epsilon}{B_\epsilon \epsilon } - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right) = \exp \left( o \left( \frac{1}{\epsilon } \right)\right),

    and therefore

    - \exp \left( o \left( \frac{1}{\epsilon } \right)\right) \geq y \, e^{y+1} \, .

    This implies

    0 \lt -y \leq o \left( \frac{1}{\epsilon } \right),

    which is the same as

    \frac{A_\epsilon }{B_\epsilon \epsilon } \lt \log \lambda \leq \frac{A_\epsilon }{B_\epsilon \epsilon } + o \left( \frac{1}{\epsilon } \right).

    Recalling (5.22) we obtain

    \begin{equation} \lambda = \exp\left( - \frac 2\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right), \end{equation} (5.24)

    as claimed. Finally, to obtain the asymptotics of \alpha , we deduce from (5.18) and (5.19), together with the bounds (5.23) and (5.24), that

    |\alpha| = 1 + \exp\left( - \frac 4\epsilon \left(1 +o(1)\right) \sigma_4(\Omega, V)^{-1} \right).

    This completes the proof of Theorem 1.3 in the case N = 4 .

    Partial support through US National Science Foundation grant DMS-1363432 (R. L. F.) and Studienstiftung des deutschen Volkes (T. K.) is acknowledged. H. K. has been partially supported by Gruppo Nazionale per Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA) of the Istituto Nazionale di Alta Matematica (INdAM).

    The authors declare no conflict of interest.

    The proof of the following lemma is similar to the computation in [10, Appendix A]. We provide here details for the sake of completeness.

    Lemma A.1. Let x = x_\lambda be a sequence of points in \Omega such that d(x) \lambda \to\infty. Then

    \begin{equation} \label{eq-a} \left( \int_\Omega U_{x, \lambda}^{\frac{q(q-2)}{q-1}}\, \varphi_{x, \lambda}^{\frac{q}{q-1}} \, dy \right)^{\frac{q-1}{q}} \ = \begin{cases} \mathcal{O}\left((d(x)\, \lambda)^{\frac{-2-N}{2}}\right) & { if } ~~N \gt 6, \\ \mathcal{O}\left((d(x)\, \lambda)^{-4} \log(d(x)\lambda)\right) & { if }~~ N = 6, \\ \mathcal{O}\left((d(x)\, \lambda)^{2-N}\right) & { if }~~ N = 4, 5 \end{cases} \end{equation} (A.1)

    and

    \begin{equation} \label{eq-b} \int_\Omega U_{x, \lambda}^{q-2}\, \varphi_{x, \lambda}^2 \, dy \ = \mathcal{O}\left((d(x)\, \lambda)^{-N}\right) \, . \end{equation} (A.2)

    Proof. We write d = d(x) for short in the following proof.

    Proof of (A.1). By Eqs. (2.14), (2.15) and (2.18),

    \begin{equation} \label{holder-in} \int_{B_d(x)} U_{x, \lambda}^{\frac{q(q-2)}{q-1}}\, \varphi_{x, \lambda}^{\frac{q}{q-1}}\, dy \, \leq \|\varphi_{x, \lambda}\|^{\frac{q}{q-1}}_{L^\infty(\Omega)}\, \int_{B_d(x)} U_{x, \lambda}^{\frac{q(q-2)}{q-1}} \, dy = \mathcal{O}\left( (d^{2-N}\, \lambda^{\frac{2-N}{2}})^{\frac{q}{q-1}}\right) \, \int_{B_d(x)} U_{x, \lambda}^{\frac{q(q-2)}{q-1}} \, dy \, . \end{equation} (A.3)

    Moreover, since \frac{q(q-2)}{q-1}\, \frac{N-2}{2} = \frac{4N}{N+2}, from (1.7) we obtain

    \begin{align} \int_{B_d(x)} U_{x, \lambda}^{\frac{q(q-2)}{q-1}} \, dy & = \mathcal{O}\left( \lambda^{\frac{4N}{N+2}}\right)\, \int_0^d \frac{r^{N-1}\, dr}{(1+\lambda^2\, r^2)^{\frac{4N}{N+2}}} = \mathcal{O}\left( \lambda^{\frac{2N-N^2}{N+2}}\right)\, \int_0^{\lambda d} \frac{t^{N-1}\, dr}{(1+ t^2)^{\frac{4N}{N+2}}} \nonumber \\ & = \mathcal{O}\left( \lambda^{\frac{2N-N^2}{N+2}}\right)\, \left(\int_1^{\lambda d} t^{\frac{N(N-6)}{N+2}} \, t^{-1} \, dt +\mathcal{O}(1)\right). \label{1-ball-in} \end{align} (A.4)

    If N>6, then

    \int_1^{\lambda d} t^{\frac{N(N-6)}{N+2}} \, t^{-1} \, dt = \mathcal{O}\left( ( d\, \lambda)^{\frac{N(N-6)}{N+2}} \right).

    If N = 6, then

    \int_1^{\lambda d} t^{\frac{N(N-6)}{N+2}} \, t^{-1} \, dt = \mathcal{O}\left( \log ( d\, \lambda) \right)

    and if N = 4, 5, then

    \int_1^{\lambda d} t^{\frac{N(N-6)}{N+2}} \, t^{-1} \, dt = \mathcal{O}\left(1 \right)

    This gives the bound claimed in (A.1) in each case, provided we can bound the integral on the complement \Omega \setminus B_d(x). On this region, we have by Hölder

    \begin{align*} \left( \int_{\Omega \setminus B_d(x)} U_{x, \lambda}^{\frac{q(q-2)}{q-1}}\, \varphi_{x, \lambda}^{\frac{q}{q-1}}\, dy \right)^{\frac{q-1}{q}} & \leq \, \left( \int_\Omega \varphi_{x, \lambda}^{\frac{2N}{N-2}} \, dy \right)^{\frac{N-2}{2N}}\, \left( \int_{\mathbb{R}^N\setminus B_ d(x)} U_{x, \lambda}^{\frac{2N}{N-2}} \, dy \right)^{\frac 2N} \\ & = \mathcal{O}\left((d\, \lambda)^{\frac{2-N}{2}} \right)\, \left( \int_{\mathbb{R}^N\setminus B_ d(x)} U_{x, \lambda}^{\frac{2N}{N-2}} \, dy \right)^{\frac 2N} \\ & = \mathcal{O}\left((d\, \lambda)^{\frac{2-N}{2}} \right)\, \left( \int_{ d \lambda}^\infty \frac{dt}{t^{N+1}} \right)^{\frac 2N} \\ & = \mathcal{O}\left((d\, \lambda)^{\frac{2-N}{2}}\right) \, \mathcal{O}\left(( d\, \lambda)^{-2}\right), \end{align*}

    where we have used (1.7) and the fact that

    \begin{equation} \label{rey-pr1} \left( \int_\Omega \varphi_{x, \lambda}^{\frac{2N}{N-2}} \, dy \right)^{\frac{N-2}{2N}}\, = \mathcal{O}\left((d\, \lambda)^{\frac{2-N}{2}} \right) \end{equation} (A.5)

    by [10, Prop. 1(c)]. Combining all the estimates, we deduce (A.1).

    Proof of (A.2). We split the domain of integration \Omega again into B_d(x) and \Omega \setminus B_d(x). On B_d(x), by (2.14),

    \begin{align} &\qquad \int_{B_d(x)} U_{x, \lambda}^{q-2}\, \varphi_{x, \lambda}^2 \, dy \leq \|\varphi_{x, \lambda}\|^2_{L^\infty(\Omega)} \left( \int_{B_ d(x)} U_{x, \lambda}^{q-2} \, dy \right) \nonumber \\ & = \ \mathcal{O}\left( d(x)^{4-2N}\, \lambda^{2-N}\right) \left( \lambda^{2-N} \int_0^{ d \lambda} \frac{t^{N-1}\, dt}{(1+t^2)^2} \right) = \mathcal O ((d\lambda)^{-N}). \label{b-ball} \end{align} (A.6)

    On \Omega \setminus B_d(x), by Hölder and (A.5),

    \begin{align} \label{b-out} \int_{\Omega \setminus B_d(x)} U_{x, \lambda}^{q-2}\, \varphi_{x, \lambda}^2 \, dy \leq \left( \int_{\Omega} \varphi_{x, \lambda}^q \, dy \right)^\frac{2}{q} \left( \int_{\mathbb{R}^N\setminus B_ d(x)} U_{x, \lambda}^q \, dy \right)^{\frac{q-2}{q}} = \mathcal{O}\left((d(x)\, \lambda)^{2-N}\right) \, \mathcal{O}\left(( d\, \lambda)^{-2} \right). \end{align} (A.7)

    Combining (A.6) and (A.7), we obtain (A.2).

    Lemma A.2. Let f_\epsilon: (0, \infty) \to \mathbb{R} be given by

    f_\epsilon(\lambda) = \frac{A_\epsilon }{\lambda^{N-2}} - B_\epsilon \frac{\epsilon }{\lambda^2}

    with A_\epsilon, B_\epsilon > 0 uniformly bounded away from 0 and \infty. Denote by

    \lambda_0 = \lambda_0(\epsilon) = \left(\frac{(N-2)A_\epsilon}{2B_\epsilon } \right)^\frac{1}{N-4} \epsilon^{\frac{1}{4-N}}

    the unique global minimum of f_\epsilon. Then there is a c_0 > 0 such that for all \epsilon > 0 we have

    f_\epsilon(\lambda) - f_\epsilon(\lambda_0) \geq \begin{cases} c_0 \epsilon \left( \lambda^{-1} - \lambda_0(\epsilon)^{-1}\right)^2 & { if } \quad (\frac{A_\epsilon }{B_\epsilon})^{\frac{1}{N-4}} \epsilon^{-\frac{1}{N-4}} \lambda^{-1} \leq 2 (\frac{2}{N-2})^\frac{1}{N-4} , \\ c_0 \epsilon ^\frac{N-2}{N-4} & { if } \quad (\frac{A_\epsilon }{B_\epsilon})^{\frac{1}{N-4}} \epsilon^{-\frac{1}{N-4}} \lambda^{-1} \gt 2 (\frac{2}{N-2})^\frac{1}{N-4}. \end{cases}

    Proof Let F(t): = t^{N-2} - t^2 and denote by t_0 : = (\frac{2}{N-2})^\frac{1}{N-4} the unique global minimum on (0, \infty) of F. Then it is easy to see that there is c > 0 such that

    F(t) - F(t_0) \geq \begin{cases} c(t - t_0)^2 & \text{ if } \quad 0 \lt t \leq 2 t_0, \\ c t_0^{N-2} & \text{ if } \quad t \gt 2 t_0. \end{cases}

    The assertion of the lemma now follows by rescaling. Indeed, it suffices to observe that

    f_\epsilon(\lambda) = A_\epsilon^{-\frac{2}{N-4}} B_\epsilon^\frac{N-2}{N-4} \epsilon^\frac{N-2}{N-4} F\left( (\frac{A_\epsilon }{B_\epsilon})^{\frac{1}{N-4}} \epsilon^{-\frac{1}{N-4}} \lambda^{-1} \right)

    and to use the boundedness of A_\epsilon and B_\epsilon.



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