
We study the asymptotic behavior as p→∞ of the Gelfand problem
{−Δpu=λeuin Ω⊂Rnu=0on ∂Ω.
Under an appropriate rescaling on u and λ, we prove uniform convergence of solutions of the Gelfand problem to solutions of
{min{|∇u|−Λeu,−Δ∞u}=0in Ω,u=0 on ∂Ω.
We discuss existence, non-existence, and multiplicity of solutions of the limit problem in terms of Λ.
Citation: Fernando Charro, Byungjae Son, Peiyong Wang. The Gelfand problem for the Infinity Laplacian[J]. Mathematics in Engineering, 2023, 5(2): 1-28. doi: 10.3934/mine.2023022
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We study the asymptotic behavior as p→∞ of the Gelfand problem
{−Δpu=λeuin Ω⊂Rnu=0on ∂Ω.
Under an appropriate rescaling on u and λ, we prove uniform convergence of solutions of the Gelfand problem to solutions of
{min{|∇u|−Λeu,−Δ∞u}=0in Ω,u=0 on ∂Ω.
We discuss existence, non-existence, and multiplicity of solutions of the limit problem in terms of Λ.
Dedicated to the memory of Ireneo Peral, with love and admiration.
We are interested in the asymptotic behavior as p→∞ of sequences of solutions of the problem
{−Δpu=λeuin Ω⊂Rnu=0on ∂Ω. | (1.1) |
In the case p=2, problem (1.1) is known as the Liouville-Bratu-Gelfand problem [5,22,37]; see also [15,26]. It appears in connection with prescribed Gaussian curvature problems [9,37], emission of electricity from hot bodies [40], and the equilibrium of gas spheres and the structure of stars [8,17,42]. Problem (1.1) with p=2 was also studied by Barenblatt in relation to combustion theory in a volume edited by Gelfand [22]. For general p, problem (1.1) is often known in the literature as the "Gelfand problem" or a "Gelfand-type problem". It was studied by García-Azorero, Peral, and Puel in [20,21]; see also [7,24,41] and the references therein.
The asymptotic study of p-Laplacian problems as p→∞ offers a qualitative and quantitative understanding of their solution sets for large p, see [4,10,11,12,13,18,30]. Additionally, they have been used in [23] to obtain optimal bounds for the diameter of manifolds in terms of their curvature.
In [4,10,11,12,13,18,30], the authors study limits of p-Laplacian equations with power-type right-hand sides and combinations of these. In all these cases, the parameter λ is allowed to vary with p in order to get nontrivial limits of sequences {uλ,p}p of solutions to the corresponding p-Laplacian problem; namely,
λ1/pp→Λanduλp,p→uas p→∞. |
With an exponential right-hand side, the solution sets change more drastically as p→∞ and more severe rescalings become necessary. To take limits in (1.1), we consider
{−Δpuλp,p=λpeuλp,pin Ωuλp,p=0on ∂Ω, | (1.2) |
with the rescaling
λ1/ppp→Λas p→∞. | (1.3) |
Under this normalization, we prove that any uniform limit
uλp,pp→uas p→∞ | (1.4) |
is a viscosity solution of the limit problem
{min{|∇u|−Λeu,−Δ∞u}=0in Ω,u=0on ∂Ω. | (1.5) |
It is worth noting that in [38], the authors consider problem (1.1) without the rescalings (1.3) and (1.4). They obtain that, regardless of λ, the solutions up converge uniformly as p→∞ to the unique viscosity solution of
{min{|∇u|−1,−Δ∞u}=0in Ω,u=0on ∂Ω, |
which is the distance function to the boundary of the domain. As the authors of [38] acknowledge in their paper, this result is not unexpected since for each nonnegative function f∈L∞(Ω)∖{0}, the sequence of unique solutions of
{−Δpvp=f(x)in Ωvp=0on ∂Ω, |
converges uniformly in Ω to the distance function to the boundary of the domain; see [3,27,31]. This highlights a critical feature of these problems, a precise scaling between u and λ that balances reaction and diffusion and produces a nontrivial limit problem.
Therefore, in this paper, we prove passage to the limit of the sequence of minimal solutions of problem (1.2) under the rescaling (1.3), (1.4). Furthermore, we show that the resulting limit is a minimal solution of (1.5). Note that the fact that the limit solution is minimal is nontrivial; in principle, limit and minimal solutions could differ. To prove this, we use a comparison principle for "small solutions" of problem (1.5), which we prove in Section 4. As it turns out, minimal solutions to problem (1.5) are "small" in the sense of this comparison principle. To the best of our knowledge, no corresponding comparison and uniqueness results for small solutions were known in the literature for p<∞.
In Section 8, we find a second solution to the limit problem (1.5) under certain geometric assumptions on the domain Ω. Furthermore, we show that both solutions lie on an explicit curve of solutions. Some examples of domains satisfying the geometric condition are the ball, the annulus, and the stadium (convex hull of two balls of the same radius); squares or ellipses do not verify the condition. We conjecture that this second solution is a limit of appropriately rescaled mountain-pass solutions of (1.2).
The paper is organized as follows. In Section 2, we provide some necessary preliminaries, and Section 3 formally introduces the limit problem. We have chosen to introduce the limit problem before proving any convergence results to streamline the presentation. In Section 4, we prove the comparison principle for small solutions of the limit equation (1.5). Section 5 concerns non-existence of solutions to (1.5) for large values of Λ. In Section 6, we find a branch of minimal solutions to (1.5) up to a maximal Λ. Section 7 discusses uniform convergence as p→∞ of p-minimal solutions to minimal solutions of (1.5). Finally, in Section 8, we show the multiplicity result and exhibit a curve of explicit solutions under a geometric condition on the domain.
In this section, we state some necessary preliminaries and notation. First, let us recall that weak solutions of problem (1.1) are also viscosity solutions. The proof, which we omit here, follows [30,Lemma 1.8]; see also [3].
Lemma 2.1. If u is a continuous weak solution of (1.1), then it is a viscosity solution of the same problem, rewritten as
{Fp(∇u,D2u)=λeuin Ωu=0on ∂Ω, |
where
Fp(ξ,X)=−|ξ|p−2⋅trace((I+(p−2)ξ⊗ξ|ξ|2)X). | (2.1) |
The divergence form of the p-Laplacian, i.e., div(|∇u|p−2∇u), is better suited for variational techniques, while the expanded form (2.1) is preferable in the viscosity framework. In the sequel, we will always consider the most suitable form without further mention.
In [31] the problem
{−Δpvp=1in Ωvp∈W1,p0(Ω) |
is studied in connection with torsional creep problems when Ω is a general bounded domain. Since we are interested in the case p→∞, we can assume p>n without loss of generality. Then every function in vp∈W1,p0(Ω) can be considered continuous in ¯Ω and 0 on the boundary in the classical sense. The existence result we will need below is the following. We refer the interested reader to [31] and [27,Theorem 3.11 and Remark 4.23] for the proof.
Proposition 2.2. Let Ω be a bounded domain and n<p<∞. Then, there exists a unique solution vp∈W1,p0(Ω)∩C(¯Ω) of the p-torsion problem
{−Δpvp=1in Ωvp=0on ∂Ω, | (2.2) |
and vp converge uniformly as p→∞ to the unique viscosity solution to
{min{|∇v|−1,−Δ∞v}=0in Ω,v=0on ∂Ω. |
Moreover, v(x)=dist(x,∂Ω).
The uniqueness of the solution in Proposition 2.2 follows from the following comparison principle.
Lemma 2.3. Let f:Ω→R be a continuous, bounded, and positive function. Suppose that u,v:¯Ω→R are bounded, u is upper semicontinuous and v is lower semicontinuous in ¯Ω. If u and v are, respectively, a viscosity sub- and supersolution of
min{|∇w|−f(x),−Δ∞w}=0in Ω, |
and u≤v on ∂Ω, then u≤v in Ω.
We refer the interested reader for instance to [27,Theorem 4.18 and Remark 4.23] and also [25,Theorem 2.1] (for the proof of [27,Theorem 4.18], notice that every ∞-superharmonic function is Lipschitz continuous, see [35]).
We also need some facts about first eigenvalues and eigenfunctions of the p-Laplacian. Let us recall that the first eigenvalue λ1(p;Ω) is characterized by the nonlinear Rayleigh quotient
λ1(p;Ω)=infϕ∈W1,p0(Ω)∫Ω|∇ϕ|pdx∫Ω|ϕ|pdx. |
In [32] (see also [33]), it is proved that the first eigenvalue of the p-Laplacian is simple (that is, the first eigenfunction is unique up to multiplication by constants) when Ω is a bounded domain; see also [2,19,39] and the references in [32]. Moreover, it is also proved in [32] that in a bounded domain, only the first eigenfunction is positive and that the first eigenvalue is isolated (there exists ϵ>0 such that there are no eigenvalues in (λ1,λ1+ϵ]).
Proposition 2.4 ([32]). Let Ω be a bounded domain and n<p<∞. Then, there exists a solution ψp∈W1,p0(Ω)∩C(¯Ω) of
{−Δpψp=λ1(p;Ω)|ψp|p−2ψpin Ωψp=0on ∂Ω. |
Moreover, λ1(p;Ω) is simple and isolated.
Lastly, we recall the behavior as p→∞ of the first eigenvalue of the p-Laplacian, see [30] for the proof.
Lemma 2.5. limp→∞λ1(p,Ω)1/p=Λ1(Ω)=‖dist(⋅,∂Ω)‖−1∞.
We denote the first ∞-eigenvalue by Λ1(Ω), see [30].
In the present section, we characterize uniform limits of appropriate rescalings of solutions of (1.2) as solutions of a PDE. See [4,10,11,12,13,18,30] for related results.
Proposition 3.1. Consider a sequence {(λp,uλp,p)}p of solutions of (1.2) and assume
limp→∞λ1/ppp=Λ. |
Then, any uniform limit
uΛ=limp→∞uλp,pp |
is a viscosity solution of the problem
{min{|∇u|−Λeu,−Δ∞u}=0in Ω,u=0on ∂Ω. | (3.1) |
Proof. Consider a point x0∈Ω and a function ϕ∈C2(Ω) such that uΛ−ϕ has a strict local minimum at x0. As uΛ is the uniform limit of uλp,p/p, there exists a sequence of points xp→x0 such that uλp,p−pϕ attains a local minimum at xp for each p. As uλp,p is a continuous weak solution of (1.2), it is also a viscosity solution and a supersolution. Then, we get
−(p−2)pp−1|∇ϕ(xp)|p−4{|∇ϕ(xp)|2p−2Δϕ(xp)+⟨D2ϕ(xp)∇ϕ(xp),∇ϕ(xp)⟩}=−pp−1Δpϕ(xp)≥λpeuλ,p(xp). |
Rearranging terms, we obtain
−(p−2)[|∇ϕ(xp)|(λppp−1euλ,p(xp))1p−4]p−4{|∇ϕ(xp)|2p−2Δϕ(xp)+⟨D2ϕ(xp)∇ϕ(xp),∇ϕ(xp)⟩}≥1. |
If we suppose that |∇ϕ(x0)|<ΛeuΛ(x0) we obtain a contradiction letting p→∞ in the previous inequality. Thus, it must be
|∇ϕ(x0)|−ΛeuΛ(x0)≥0. | (3.2) |
We also have that
−Δ∞ϕ(x0)=−⟨D2ϕ(x0)∇ϕ(x0),∇ϕ(x0)⟩≥0, | (3.3) |
because we would get a contradiction otherwise. Therefore, we can put together (3.2) and (3.3) writing
min{|∇ϕ(x0)|−ΛeuΛ(x0),−Δ∞ϕ(x0)}≥0, |
and conclude that uΛ is a viscosity supersolution of (3.1).
It remains to show that uΛ is a viscosity subsolution of the limit equation (3.1). More precisely, we have to show that, for each x0∈Ω and ϕ∈C2(Ω) such that uΛ−ϕ attains a strict local maximum at x0 (note that x0 and ϕ are not the same than before) we have
min{|∇ϕ(x0)|−ΛeuΛ(x0),−Δ∞ϕ(x0)}≤0. |
We can suppose that
|∇ϕ(x0)|>ΛeuΛ(x0), |
since we are done otherwise. Again, the uniform convergence of uλ,p/p to uΛ provides a sequence of points xp→x0 which are local maxima of uλ,p−pϕ. Recalling the definition of viscosity subsolution we have
−(p−2)[|∇ϕ(xp)|(λppp−1euλ,p(xp))1p−4]p−4{|∇ϕ(xp)|2p−2Δϕ(xp)+⟨D2ϕ(xp)∇ϕ(xp),∇ϕ(xp)⟩}≤1, |
for each p. Letting p→∞, we find −Δ∞ϕ(x0)≤0, or else we get a contradiction.
In the previous argument, the fact that euΛ(x0) is strictly positive independently of the value of uΛ(x0) makes a difference with the case with a power-type right-hand side (see [10,11,12,13,18,30]), where one needs to make sure that uΛ>0 in Ω. Furthermore, in the power-type right-hand side case, one can consider sign-changing solutions, see [10,29] and get a more involved limit equation that takes into account sign changes. In the next result, we show that all solutions to the limit problem (3.1) are positive. Moreover, we show that solutions cannot be arbitrarily small for every given Λ and must grow (at least) linearly from the boundary.
Proposition 3.2. Let Ω⊂Rn be a bounded domain and Λ>0. Then, every solution uΛ of (3.1) verifies
uΛ≥Λdist(⋅,∂Ω)in Ω. |
In particular, every solution of (3.1) is strictly positive and satisfies the estimate
‖uΛ‖L∞(Ω)≥ΛΛ1(Ω)−1. |
Proof. Let uΛ be a solution of (3.1). Then, uΛ≥0 in Ω by Lemma 2.3. Let us show that
min{|∇uΛ|−Λ,−Δ∞uΛ}≥0in Ω |
in the viscosity sense. To see this, consider x0∈Ω and ϕ∈C2 such that uΛ−ϕ has a minimum at x0. Since uΛ(x) is a solution of (3.1), we have
min{|∇ϕ(x0)|−ΛeuΛ(x0),−Δ∞ϕ(x0)}≥0in Ω. |
We deduce −Δ∞ϕ(x0)≥0 and |∇ϕ(x0)|≥ΛeuΛ(x0)≥Λ and we get
min{|∇ϕ(x0)|−Λ,−Δ∞ϕ(x0)}≥0in Ω |
as desired.
On the other hand, vΛ(x)=Λdist(x,∂Ω) is the unique viscosity solution of
min{|∇vΛ|−Λ,−Δ∞vΛ}=0in Ω. |
Then, one gets uΛ≥vΛ=Λdist(⋅,∂Ω) by comparison, see Lemma 2.3.
In this section, we prove a comparison principle for small solutions of the limit equation (1.5). This result is interesting for two main reasons. Firstly, Eq (1.5) is not proper in the terminology of [14], a basic requirement for comparison. Secondly, based on the multiplicity results for the p-Laplacian equation (1.2), see [20,21], one cannot expect comparison to hold in general. The key idea is a change of variables that allows us to obtain a proper equation for solutions with ‖u‖∞<1. Remarkably, minimal solutions of (1.5) verify this condition (see Section 6 below), and we can conclude they are the only ones with ‖u‖∞<1. The change of variables we use here is the same that was used to prove comparison for the limit problem with concave right-hand side in [12].
We prove a more general result with a "right-hand" side f(u) that satisfies a hypothesis reminiscent of the celebrated Brezis-Oswald condition, see [6] and Remark 4.2 below.
Theorem 4.1. Let f:R→R be a continuous function for which there exist c∈(0,∞] and q∈(0,1) such that
f(t)tqispositiveandnon−increasingforall t∈(0,c). | (4.1) |
Let Ω⊂Rn be a bounded domain and let u,v∈C(¯Ω) with max{‖u‖∞,‖v‖∞}<c be, respectively, a positive viscosity sub- and supersolution of
min{|∇w|−f(w),−Δ∞w}=0in Ω. | (4.2) |
Then, whenever u≤v on ∂Ω, we have u≤v in ¯Ω.
Remark 4.2. It is possible to prove a comparison principle for Eq (4.2) under the Brezis-Oswald [6] condition
f(t)tis decreasing for all t>0. |
Under this condition, the power-type change of variables used in [12] and in the proof of Theorem 4.1 no longer applies. Instead, we need a logarithmic change of variables, similarly to the comparison principle for the eigenvalue problem for the infinity Laplacian in [30]. However, a viscosity comparison principle obtained through a logarithmic change of variables requires that either the sub- or the supersolution are strictly positive in ¯Ω and does not allow us to conclude uniqueness of solutions for the Dirichlet problem with homogeneous boundary data, which our result does.
Before going into the proof of Theorem 4.1, let us discuss an important consequence of Theorem 4.1, the uniqueness of "small" solutions of problem (3.1).
Corollary 4.3. Let Ω⊂Rn be a bounded domain. For every Λ>0, the problem
{min{|∇u|−Λeu,−Δ∞u}=0in Ω,u=0on ∂Ω, | (4.3) |
has at most one viscosity solution with ‖u‖∞<1.
Proof of Corollary 4.3. Suppose for the sake of contradiction that there are two viscosity solutions, u,v of (4.3) with max{‖u‖∞,‖v‖∞}<1. Notice that both u and v are strictly positive in Ω by Proposition 3.2. In this case we have f(t)=Λet and (4.1) is satisfied with c=q for every q∈(0,1). Then, we can choose q∈(0,1) such that max{‖u‖∞,‖v‖∞}<q<1, and all the hypotheses of Theorem 4.1 are satisfied. Because u=v on ∂Ω, we conclude u≡v.
We devote the rest of the section to the proof of Theorem 4.1. In the next lemma we apply a change of variables to Eq (4.2) to obtain a proper equation for small solutions.
Lemma 4.4. Let q∈(0,1) and let v be a positive viscosity supersolution (respectively, subsolution) of (4.2) in Ω. Then, ˜v(x)=v1−q(x) is a viscosity supersolution (subsolution) of
min{|∇˜w(x)|−(1−q)f(˜w(x)11−q)˜w(x)q1−q,−Δ∞˜w(x)−q1−q|∇˜w(x)|4˜w(x)}=0 | (4.4) |
in every subdomain U compactly contained in Ω.
Proof. Let ˜ϕ∈C2(Ω) touch ˜v from below at x0∈Ω. If we define ϕ(x)=˜ϕ(x)11−q, then ϕ touches v from below at x0. Note that ϕ(x) is C2 in a neighborhood of x0, since v>0 in Ω implies ˜ϕ(x)>0 around x0. Then
∇ϕ(x0)=11−q˜ϕ(x0)q1−q∇˜ϕ(x0),D2ϕ(x0)=11−q˜ϕ(x0)q1−qD2˜ϕ(x0)+q(1−q)2˜ϕ(x0)2q−11−q∇˜ϕ(x0)⊗∇˜ϕ(x0). |
Because v is a viscosity supersolution of (4.2) and ϕ(x0)=v(x0)>0, we have
0≤min{|∇ϕ(x0)|−f(ϕ(x0)),−⟨D2ϕ(x0)∇ϕ(x0),∇ϕ(x0)⟩}=min{11−q˜ϕ(x0)q1−q(|∇˜ϕ(x0)|−(1−q)f(˜ϕ(x0)11−q)˜ϕ(x0)q1−q),−(11−q˜ϕ(x0)q1−q)3(Δ∞˜ϕ(x0)+q1−q|∇˜ϕ(x0)|4˜ϕ(x0))}. |
Therefore,
min{|∇˜ϕ(x0)|−(1−q)f(˜ϕ(x0)11−q)˜ϕ(x0)q1−q,−Δ∞˜ϕ(x0)−q1−q|∇˜ϕ(x0)|4˜ϕ(x0)}≥0, |
that is, ˜v is a viscosity supersolution of (4.4). The subsolution case is analogous.
Equation (4.4) is given by the functional
F:R+×Rn×Sn⟶R(t,p,X)⟶min{|p|−(1−q)f(t11−q)t−q1−q,−⟨Xp,p⟩−q1−q|p|4t}, |
which is degenerate elliptic and non-decreasing in t for 0<t<c1−q by hypothesis (4.1). Under these conditions, it is well-known (see [14,Section 5.C]) that it is possible to establish a comparison principle when the supersolution or the subsolution are strict. In the next lemma we show that we can find a perturbation of the supersolution that is a strict supersolution, see [12,27,30] for related constructions.
Lemma 4.5. Consider a subdomain U compactly contained in Ω, and q∈(0,1),c>0 as in (4.1). Let ˜v>0 with ‖˜v‖∞<c1−q be a viscosity supersolution of (4.4) in U. Define
˜vϵ(x)=(1+ϵ)(˜v(x)+ϵ). | (4.5) |
Then, ˜vϵ→˜v uniformly in ¯U as ϵ→0, and for every ϵ>0 small enough, there exists a positive constant C=C(ϵ,q,‖˜v‖∞) such that
min{|∇˜vϵ(x)|−(1−q)f(˜vϵ(x)11−q)˜vϵ(x)q1−q,−Δ∞˜vϵ(x)−q1−q|∇˜vϵ(x)|4˜vϵ(x)}≥C>0in U, | (4.6) |
in the viscosity sense, that is, ˜vϵ is a strict viscosity supersolution of (4.4) in U with ‖˜vϵ‖∞<c1−q.
Proof. Let ˜ϕϵ∈C2 touch ˜vϵ(x) from below at x0∈U. Define
˜ϕ(x)=11+ϵ˜ϕϵ(x)−ϵ, |
which clearly touches ˜v(x) from below at x0. Then,
∇˜ϕ(x0)=(1+ϵ)−1∇˜ϕϵ(x0)andD2˜ϕ(x0)=(1+ϵ)−1D2˜ϕϵ(x0). | (4.7) |
Since ˜v(x) is a viscosity supersolution of (4.4) in U, we deduce
|∇˜ϕ(x0)|≥(1−q)f(˜v(x0)11−q)˜v(x0)q1−q, | (4.8) |
and
−⟨D2˜ϕ(x0)∇˜ϕ(x0),∇˜ϕ(x0)⟩−q1−q|∇˜ϕ(x0)|4˜v(x0)≥0. | (4.9) |
In the sequel we assume ϵ small enough so that ‖˜v‖∞<‖˜vϵ‖∞=(1+ϵ)(‖˜v‖∞+ϵ)<c1−q. Then, from (4.1), (4.5), (4.7) and (4.8), we obtain
|∇˜ϕϵ(x0)|−(1−q)f(˜vϵ(x0)11−q)˜vϵ(x0)q1−q≥ϵ(1−q)f(˜v(x0)11−q)˜v(x0)q1−q+(1−q)(f(˜v(x0)11−q)˜v(x0)q1−q−f(˜vϵ(x0)11−q)˜vϵ(x0)q1−q)≥ϵ(1−q)f(‖˜v‖11−q∞)‖˜v‖q1−q∞. | (4.10) |
Similarly, from (4.1), (4.5), (4.7), (4.8), and (4.9) we arrive at
−⟨D2˜ϕϵ(x0)∇˜ϕϵ(x0),∇˜ϕϵ(x0)⟩−q1−q|∇˜ϕϵ(x0)|4˜vϵ(x0)≥(1+ϵ)3q1−q(1˜v(x0)−1˜v(x0)+ϵ)|∇˜ϕ(x0)|4≥ϵ(1+ϵ)3q(1−q)3‖˜v‖∞(‖˜v‖∞+ϵ)(f(˜v(x0)11−q)˜v(x0)q1−q)4≥ϵ(1+ϵ)3q(1−q)3‖˜v‖∞(‖˜v‖∞+ϵ)(f(‖˜v‖11−q∞)‖˜v‖q1−q∞)4. | (4.11) |
Finally, we get (4.6) from (4.10) and (4.11) as desired, which concludes the proof.
Proof of Theorem 4.1. Since u−v∈C(¯Ω) and ¯Ω is compact, u−v attains its maximum in ¯Ω. Suppose, for the sake of contradiction, that max¯Ω(u−v)>0. Let
˜u(x)=u(x)1−q,˜v(x)=v(x)1−q, |
and define ˜vϵ(x) as in (4.5). Notice that u−v≤0 on ∂Ω gives
˜u−˜vϵ=˜u−(1+ϵ)˜v−(1+ϵ)ϵ<0on ∂Ω. |
Moreover, by uniform convergence, we have max¯Ω(˜u−˜vϵ)>0 for ϵ small enough. Therefore, we can fix ϵ>0 small as in Lemma 4.5 for the rest of the proof and assume there exists U compactly contained in Ω that contains all maximum points of ˜u−˜vϵ. We have proved in Lemmas 4.4 and 4.5 that ˜u and ˜vϵ are, respectively, a viscosity subsolution and strict supersolution of (4.4) in U.
For every τ>0, let (xτ,yτ) be a maximum point of ˜u(x)−˜vϵ(y)−τ2|x−y|2 in ¯ΩׯΩ. By the compactness of ¯Ω, we can assume that xτ→ˆx as τ→∞ for some ˆx∈¯Ω (notice that also yτ→ˆx). Then, [14,Proposition 3.7] implies that ˆx is a maximum point of ˜u−˜vϵ and, therefore, an interior point of U. We also have that
limτ→∞(˜u(xτ)−˜vϵ(yτ)−τ2|xτ−yτ|2)=˜u(ˆx)−˜vϵ(ˆx)>0, |
and, consequently, both xτ and yτ are interior points of U for τ large enough and
˜u(xτ)−˜vϵ(yτ)−τ2|xτ−yτ|2>0. | (4.12) |
The definition of viscosity solution and the maximum principle for semicontinuous functions, see [14], imply that there exist symmetric matrices Xτ, Yτ with Xτ≤Yτ such that
min{τ|xτ−yτ|−(1−q)f(˜u(xτ)11−q)˜u(xτ)q1−q,−τ2⟨Xτ(xτ−yτ),(xτ−yτ)⟩−q1−qτ4|xτ−yτ|4˜u(xτ)}≤0, |
and
min{τ|xτ−yτ|−(1−q)f(˜vϵ(yτ)11−q)˜vϵ(yτ)q1−q,−τ2⟨Yτ(xτ−yτ),(xτ−yτ)⟩−q1−qτ4|xτ−yτ|4˜vϵ(yτ)}≥C(ϵ,q,‖˜v‖∞)>0. |
Subtracting both equations, we get
0<C(ϵ,q,‖˜v‖∞)≤min{τ|xτ−yτ|−(1−q)f(˜vϵ(yτ)11−q)˜vϵ(yτ)q1−q,−τ2⟨Yτ(xτ−yτ),(xτ−yτ)⟩−q1−qτ4|xτ−yτ|4˜vϵ(yτ)} | (4.13) |
−min{τ|xτ−yτ|−(1−q)f(˜u(xτ)11−q)˜u(xτ)q1−q,−τ2⟨Xτ(xτ−yτ),(xτ−yτ)⟩−q1−qτ4|xτ−yτ|4˜u(xτ)}. | (4.14) |
We consider four cases, depending on the values where the minima in (4.13) and (4.14) are attained. In all cases we obtain a contradiction using that Xτ≤Yτ and ˜vϵ(yτ)≤˜u(xτ), which follows from (4.12).
1) Both minima are attained by the first terms and (4.1) implies a contradiction, i.e.,
0<C(ϵ,q,‖˜v‖∞)≤(1−q)(f(˜u(xτ)11−q)˜u(xτ)q1−q−f(˜vϵ(yτ)11−q)˜vϵ(yτ)q1−q)≤0. |
2) Both minima are attained by the second terms. Then,
0<C(ϵ,q,‖˜v‖∞)≤−τ2⟨(Yτ−Xτ)(xτ−yτ),(xτ−yτ)⟩+q1−qτ4|xτ−yτ|4(1˜u(xτ)−1˜vϵ(yτ))≤0, |
a contradiction.
3) The minima in (4.13) and (4.14) are attained by the second and first term, respectively. This case can be reduced to case (1) above and we again obtain a contradiction. Namely,
0<C(ϵ,q,‖˜v‖∞)≤−τ2⟨Yτ(xτ−yτ),(xτ−yτ)⟩−q1−qτ4|xτ−yτ|4˜vϵ(yτ)−τ|xτ−yτ|+(1−q)f(˜u(xτ)11−q)˜u(xτ)q1−q≤(1−q)(f(˜u(xτ)11−q)˜u(xτ)q1−q−f(˜vϵ(yτ)11−q)˜vϵ(yτ)q1−q)≤0. |
4) Finally, if the minima in (4.13) and (4.14) are respectively attained by the first and second term, we obtain a contradiction as in case (2) above, i.e.,
0<C(ϵ,q,‖˜v‖∞)≤τ|xτ−yτ|−(1−q)f(˜vϵ(yτ)11−q)˜vϵ(yτ)q1−q+τ2⟨Xτ(xτ−yτ),(xτ−yτ)⟩+q1−qτ4|xτ−yτ|4˜u(xτ)≤−τ2⟨(Yτ−Xτ)(xτ−yτ),(xτ−yτ)⟩+q1−qτ4|xτ−yτ|4(1˜u(xτ)−1˜vϵ(yτ))≤0. |
{}Since all the alternatives lead to a contradiction, the proof is complete.
We show here that due to the structure of the limit problem (3.1), there exists a threshold Λmax beyond which the problem has no solutions.
Proposition 5.1. Let Ω⊂Rn be a bounded domain. Problem (3.1) has no solutions for Λ>Λmax, where
Λmax=e−1Λ1(Ω), | (5.1) |
and Λ1(Ω)=‖dist(⋅,∂Ω)‖∞−1 is the first ∞-eigenvalue, see [30].
Proof. Define μ=Λ1(Ω)+ϵ with ϵ>0. Suppose for contradiction that problem (3.1) has a solution uΛ for some Λ>e−1μ.
First we are going to use this uΛ to construct a supersolution to the eigenvalue problem with parameter μ. More precisely, we are going to show that
min{|∇uΛ|−μuΛ,−Δ∞uΛ}≥0in Ω | (5.2) |
in the viscosity sense. To this aim, let x0∈Ω and ϕ∈C2 such that uΛ−ϕ has a minimum in x0. Since uΛ(x) is a solution of problem (3.1) we have
min{|∇ϕ(x0)|−ΛeuΛ(x0),−Δ∞ϕ(x0)}≥0in Ω. |
We deduce that −Δ∞ϕ(x0)≥0 and |∇ϕ(x0)|≥ΛeuΛ(x0). Hence,
|∇ϕ(x0)|−μuΛ(x0)≥ΛeuΛ(x0)−μuΛ(x0). |
To deduce (5.2) it is enough to show that
mint∈RΦΛ(t)≥0whereΦΛ(t)=Λet−μt. |
It is elementary to check that the function ΦΛ is convex and has a unique minimum point at tmin=log(μΛ−1). Notice that limt→±∞ΦΛ(t)=+∞, and hence tmin is a global minimum. Then, it is easy to check that Λ>e−1μ implies ΦΛ(tmin)≥0.
Next, we notice that any first ∞-eigenfunction is a subsolution of the eigenvalue problem with parameter μ. So, let v be a first ∞−eigenfunction, that is, a solution of
{min{|∇v|−Λ1(Ω)v,−Δ∞v}=0in Ω,v>0in Ωv=0on ∂Ω |
normalized in such a way that ‖v‖∞<e−1. Clearly, by definition of μ,
min{|∇v|−μv,−Δ∞v}≤0in Ω. |
Now, we have to show that uΛ and v are ordered, namely, that 0<v≤uΛ in Ω. Indeed, using that ‖v‖∞<e−1 and Λ1(Ω)<μ<Λe, it is easy to see that
min{|∇v|−Λ,−Δ∞v}≤0in Ω, |
and using that euΛ(x)≥1 in Ω one gets
min{|∇uΛ|−Λ,−Δ∞uΛ}≥0in Ω. |
As v=uΛ=0 on ∂Ω, we get 0<v≤uΛ by comparison, see Lemma 2.3.
So far, we have a subsolution v and a supersolution uΛ of the eigenvalue problem
min{|∇w|−μw,−Δ∞w}=0in Ω | (5.3) |
which verify 0<v≤uΛ. Next we claim that it is possible to construct a solution of (5.3) iterating between v and uΛ. The argument finishes noticing that we have constructed a positive ∞−eigenfunction associated to μ=Λ1+ϵ, which is a contradiction with the fact that Λ1 is isolated (see [29,Theorem 8.1] and [30,Theorem 3.1]). Since the argument above works for every ϵ>0, we conclude that there is no solution of (3.1) for Λ>Λmax.
We conclude by proving the claim. First, define w1(x), viscosity solution of
{min{|∇w1|−μv,−Δ∞w1}=0in Ωw1=0on ∂Ω. |
To prove that such a w1 exists, notice that v is a subsolution of the problem and that uΛ is a supersolution, since, from (5.2) and v≤uΛ we deduce
min{|∇uΛ|−μv,−Δ∞uΛ}≥0. |
Then, we can apply the comparison principle in Lemma 2.3 as above and apply the Perron method ([14,Theorem 4.1]), to get a unique w1 such that
v≤w1≤uΛin Ω. |
Then, we define w2, the solution of
{min{|∇w2|−μw1,−Δ∞w2}=0in Ωw2=0on ∂Ω. |
In this case, w1 is a subsolution and uΛ is a supersolution, since
min{|∇w1|−μv,−Δ∞w1}=0⇒min{|∇w1|−μw1,−Δ∞w1}≤0, |
while
min{|∇uΛ|−μuΛ,−Δ∞uΛ}≥0⇒min{|∇uΛ|−μw1,−Δ∞uΛ}≥0. |
As w1=uΛ=0 on ∂Ω, by comparison and the Perron method, we obtain that there exists a unique w2 satisfying
v≤w1≤w2≤uΛin Ω. |
Iterating this procedure, we construct a non-decreasing sequence
v≤w1≤w2≤…≤wk−1≤wk≤uΛ |
of solutions of
{min{|∇wk|−μwk−1,−Δ∞wk}=0in Ωwk=0on ∂Ω. | (5.4) |
Notice that ‖wk‖∞ is uniformly bounded by construction. On the other hand, as −Δ∞wk≥0 in Ω, we have (see [34,35] and also [28] for a related construction) that
|∇wk(x)|≤wk(x)dist(x,∂Ω)≤uΛ(x)dist(x,∂Ω)a.e. x∈Ω, |
for all k>1. From there, both ‖wk‖∞ and ‖∇wk‖∞ are uniformly bounded in compact subsets of Ω. We observe that v,uΛ are barriers in ∂Ω for each wk. Hence by the Ascoli-Arzela theorem and the monotonicity of the sequence {wk}, the whole sequence converges uniformly in Ω to some w∈C(Ω) which verifies w=0 on ∂Ω. Then, we can take limits in the viscosity sense in (5.4) and obtain that the limit w is a viscosity solution of (5.3), which proves the claim.
In this section we show that for every Λ∈(0,Λmax] there is a minimal solution of the problem
{min{|∇u|−Λeu,−Δ∞u}=0in Ω,u=0on ∂Ω. | (6.1) |
The proof is based on the ideas in [20], although our construction is different in order to take advantage of Corollary 4.3, our result of uniqueness for small solutions (the construction in [20] would only allow us to conclude that the minimal solution satisfies ‖u‖∞≤‖uΛmax‖∞=1, and Corollary 4.3 requires a strict inequality).
Theorem 6.1. Let Ω⊂Rn be a bounded domain. Then, problem (6.1) has a minimal solution uΛ for every Λ∈(0,Λmax], where Λmax is given by (5.1). Moreover,
1) We have the estimate
Λdist(x,∂Ω)≤uΛ(x)≤eΛdist(x,∂Ω). |
In particular, ‖uΛ‖∞≤eΛΛ1(Ω)−1<1 for Λ∈(0,Λmax).
2) For every Λ∈(0,Λmax), uΛ is the only solution of (6.1) with ‖u‖∞<1.
3) The branch of minimal solutions is a non-decreasing continuum, in the sense that if 0<Λ<Υ<Λmax, then uΛ≤uΥ and whenever Υ→Λ∈(0,Λmax), then uΥ→uΛ uniformly.
Proof. 1) Let u_ and ¯u be the unique viscosity solutions of
{min{|∇u_|−Λ,−Δ∞u_}=0in Ωu_=0on ∂Ω | (6.2) |
and
{min{|∇¯u|−eΛ,−Δ∞¯u}=0in Ω¯u=0on ∂Ω, | (6.3) |
respectively. By Proposition 2.2, we have the explicit expressions
u_(x)=Λdist(x,∂Ω)and¯u(x)=eΛdist(x,∂Ω) | (6.4) |
and u_≤¯u follows trivially (alternatively, this can be proved by comparison, Lemma 2.3, using that ¯u is a viscosity supersolution of (6.2)).
2) Define now u1, viscosity solution of
{min{|∇u1|−Λeu_,−Δ∞u1}=0in Ωu1=0on ∂Ω. | (6.5) |
Let us show that
u_≤u1≤¯uin Ω. | (6.6) |
First, we prove u1≤¯u. We aim to show that min{|∇u1|−eΛ,−Δ∞u1}≤0 in the viscosity sense and then apply comparison for Eq (6.3), see Lemma 2.3. Therefore, let x0∈Ω and ϕ∈C2(Ω) such that u1−ϕ attains a local maximum at x0. We can assume that −Δ∞ϕ(x0)>0 because we are done otherwise. Then, from (6.5), (6.4), and (5.1), we have
|∇ϕ(x0)|≤Λeu_(x0)≤ΛeΛmaxΛ1(Ω)−1<eΛ. |
In order to show that u1≥u_, we prove that min{|∇u1|−Λ,−Δ∞u1}≥0 in the viscosity sense and then proceed by comparison for Eq (6.2). Indeed, since u1 is a supersolution of (6.5), we have −Δ∞u1≥0 and |∇u1|≥Λeu_≥Λ in the viscosity sense, as desired.
3) For each k≥0, we define uk+1 as the viscosity solution of
{min{|∇uk+1|−Λeuk,−Δ∞uk+1}=0in Ωuk+1=0on ∂Ω | (6.7) |
with u0=u_ and u1 given by (6.5). Let us show that for all k≥0
u_≤uk≤uk+1≤¯uin Ω, | (6.8) |
that is, the sequence {uk}k≥0 is non-decreasing and uniformly bounded.
We prove (6.8) by induction. First, notice that (6.6) proves the case when k=0. Assume (6.8) holds true for k−1 and let us prove that uk≤uk+1. Since uk+1 is, by definition, a viscosity supersolution of (6.7), we have −Δ∞uk+1≥0 and |∇uk+1|≥Λeuk≥Λeuk−1 in the viscosity sense by the induction hypothesis. Therefore, uk+1 is a viscosity solution of
min{|∇uk+1|−Λeuk−1,−Δ∞uk+1}≥0in Ω. |
By definition, we have min{|∇uk|−Λeuk−1,−Δ∞uk}=0 and uk≤uk+1 follows by comparison, see Lemma 2.3 (notice that euk−1 is bounded, positive, and continuous, since the ∞-superharmonicity of uk−1 imply its Lipschitz continuity, see [35]).
To prove that uk+1≤¯u, we show that
min{|∇uk+1|−eΛ,−Δ∞uk+1}≤0in Ω |
and use comparison for Eq (6.3) (see Lemma 2.3). Therefore, let x0∈Ω and ϕ∈C2(Ω) such that uk+1−ϕ attains a local maximum at x0. Assume that −Δ∞ϕ(x0)>0 since we are done otherwise. Then, from (6.7), (6.4), (5.1), and the induction hypothesis we get
|∇ϕ(x0)|≤Λeuk(x0)≤Λe‖¯u‖∞≤eΛ. |
4) We have obtained a non-decreasing sequence {uk}k≥0, uniformly bounded by u_ and ¯u given by (6.4). Therefore, we can pass to the limit in the viscosity sense in the same way as in Proposition 5.1 and get a viscosity solution uΛ of problem (6.1) as intended. It is also clear that the solution uΛ we just found is minimal for every Λ∈(0,Λmax], because any solution of (6.1) could be taken as ¯u in the iteration (note that the function uΛ does not depend on ¯u). Moreover, by (6.4) and (6.8), we have
Λdist(x,∂Ω)≤uΛ(x)≤eΛdist(x,∂Ω)in Ω. |
Therefore, by Corollary 4.3, for every Λ∈(0,Λmax), uΛ is the only solution of (6.1) with ‖u‖∞<1.
5) Let us prove that the branch of minimal solutions is non-decreasing, i.e., uΛ≤uΥ whenever 0<Λ<Υ<Λmax. To this aim, let us just observe that we can repeat the above construction taking ¯u=uΥ and keeping u_(x)=Λdist(x,∂Ω) as before. In this way, we recover the minimal solution uΛ with the estimate uΛ≤uΥ<1.
We conclude by showing that the branch of minimal solutions is a continuum. Arguing again as in the proof of Proposition 5.1, we see that, for every Λ∈(0,Λmax), the uniform limits
ˆuΛ=limΥ→Λ+uΥ,andˇuΛ=limΥ→Λ−uΥ |
are both viscosity solutions of (6.1) with max{‖ˆuΛ‖∞,‖ˇuΛ‖∞}<1. Therefore ˆuΛ≡ˇuΛ by Corollary 4.3, as desired.
This section shows that uniform limits of appropriately scaled, minimal solutions of
{−Δpu=λeuin Ω⊂Rnu=0on ∂Ω | (7.1) |
converge to the minimal solutions of the limit problem (6.1), found in Section 6. Observe that the fact that the limit solution is minimal is nontrivial; in principle, a limit solution could be different from the minimal one. Here is where we use the uniqueness results from Section 4. We prove the following.
Theorem 7.1. Let Λ∈(0,Λmax), and {λp}p be a sequence such that
limp→∞λ1/ppp=Λ. |
For each λp, consider uλp,p, the minimal solution of (7.1) for λ=λp. Then,
uλp,pp→uΛ,uniformlyas p→∞, |
where uΛ is the minimal solution of the limit problem (6.1).
We devote the rest of the section to the proof of Theorem 7.1. In order to obtain estimates that allow us to pass to the limit, we provide an explicit construction of the branch of minimal solutions of (7.1). Although these are rather classic facts, see [20,21], some of our results appear to be new. Additionally, we provide a modified, more streamlined, and systematic construction that exhibits the dependences on p at each step, which is necessary in order to pass to the limit.
First, we show that problem (7.1) has a minimal solution up to a certain, explicit ˇλp.
Proposition 7.2. Let Ω⊂Rn be a bounded domain and p>n. Then, problem (7.1) has a minimal solution uλ,p(x) for every λ∈(0,ˇλp], where
ˇλp=(p−1e‖vp‖∞)p−1 | (7.2) |
and vp is given by (2.2). Moreover,
1) For every λ≤ˇλp, we have the estimate
λ1p−1vp(x)≤uλ,p(x)≤eλ1p−1vp(x)in ¯Ω. | (7.3) |
2) For every λ≤ˇλp, the minimal solution uλ,p is the only solution of (7.1) with ‖u‖∞≤p−1.
3) The branch of minimal solutions is non-decreasing, in the sense that if 0<λ<μ≤ˇλp, then uλ,p≤uμ,p in Ω.
The uniqueness result in part 2 of Proposition 7.2 appears to be new. For the proof, we use the following comparison principle, an adaptation of [1,Lemma 4.1] to problems that are proper (in the sense of [14]) only for "small" sub- and supersolutions.
Lemma 7.3. Let p>1 and f:R→R be a non-negative continuous function for which there exists c∈(0,∞] such that
f(t)tp−1isnon−increasingforall t∈(0,c). |
Assume that u,v∈W1,p0(Ω)∩C1(Ω) are positive in Ω, max{‖u‖∞,‖v‖∞}≤c and
−Δpu≤f(u)and−Δpv≥f(v)in Ω. |
Then u≤v in Ω.
We omit the proof of the lemma since it is a straightforward modification of [1,Lemma 4.1] (note that c=∞ in [1]). We proceed now with the proof of Proposition 7.2.
Proof of Proposition 7.2. 1) Consider u_ and ¯u, the respective solutions of
{−Δpu_=λin Ωu_=0on ∂Ω |
and
{−Δp¯u=λep−1in Ω¯u=0on ∂Ω. |
By the weak comparison principle for the p-Laplacian, we have that 0≤u_≤¯u in ¯Ω. Define now u1, solution of
{−Δpu1=λeu_in Ωu1=0on ∂Ω. | (7.4) |
We clearly have −Δpu1≥λ=−Δpu_. On the other hand, we find u_=λ1p−1vp by rescaling, which together with (7.2) yields
−Δpu1≤λe‖u_‖∞≤λe(ˇλp)1/(p−1)‖vp‖∞=λe(p−1)/e≤−Δp¯u. |
Then, by the weak comparison principle we have u_≤u1≤¯u in ¯Ω.
2) Now, for each k≥1 define uk+1, solution of
{−Δpuk+1=λeukin Ωuk+1=0on ∂Ω |
with u1 defined by (7.4). Let us show by induction that
u_≤uk≤uk+1≤¯uin ¯Ω |
for all k≥1. It is easy to see that u_≤uk≤uk+1 by comparison. To prove uk+1≤¯u, notice that the induction hypothesis, the rescaling ¯u=λ1p−1evp, and (7.2) yield
−Δpuk+1=λeuk≤λe‖¯u‖∞≤λe(ˇλp)1/(p−1)e‖vp‖∞=λep−1=−Δp¯u. |
Then, uk+1≤¯u follows by comparison.
3) We have obtained an increasing sequence {uk}k≥0, uniformly bounded by u_ and ¯u. Therefore, we can pass to the limit and get a solution uλ,p that satisfies the bounds (7.3). It is also clear that uλ,p is minimal, because any solution of (7.1) could be taken as ¯u in the iterative scheme (note that each uk does not depend on ¯u). Similarly, we see that the branch of minimal solutions is non-decreasing, since whenever λ<μ, we can take ¯u=uμ,p in the construction of uλ,p and obtain uλ,p≤uμ,p.
4) Finally, let us denote f(t)=λet. It is elementary to see that f(t)/tp−1 is non-increasing for 0<t<p−1. Moreover, by (7.2) and (7.3) we have that ‖uλ,p‖∞≤p−1. Therefore, we can apply Lemma 7.3 with c=p−1 and conclude that uλ,p is the only solution of (7.1) with ‖u‖∞≤p−1 for every λ∈(0,ˇλp].
The next result states that problem (7.1) has no solution for large λ; that is, there is a value ˆλp>0 such that (7.1) has no weak solution with λ>ˆλp.
Proposition 7.4 ([20,Theorem 2.1]). Problem (7.1) does not have a solution for λ>ˆλp, where
ˆλp=λ1(p,Ω)⋅max{1,(p−1e)p−1}. | (7.5) |
At this point we can define
λmax,p=sup{λ>0 : problem (7.1) has a solution}. | (7.6) |
In the next result we show that λmax,p is well-defined, find its asymptotic behavior as p→∞, and complete the construction of the branch of minimal solutions.
Proposition 7.5. Let Ω⊂Rn be a bounded domain and p>n. Then, λmax,p given by (7.6) is well-defined (in the sense that it is positive and finite). Moreover, (7.1) has a minimal solution uλ,p(x) for every λ∈(0,λmax,p) and no solution for λ>λmax,p. In addition,
ˇλp≤λmax,p≤ˆλp, | (7.7) |
where ˇλp and ˆλp are respectively given by (7.2), (7.5), and
limp→∞λ1/pmax,pp=Λmax |
for Λmax defined by (5.1).
Proof. By Propositions 7.2 and 7.4, we have that 0<ˇλp≤λmax,p≤ˆλp<∞. Moreover, although we do not know λmax,p explicitly, (7.2), (7.5), and (7.7), along with Proposition 2.2 and Lemma 2.5 provide its asymptotic behavior, namely,
limp→∞λ1/pmax,pp=limp→∞ˇλ1/ppp=limp→∞ˆλ1/ppp=e−1Λ1(Ω)=Λmax. |
Let us now complete the construction of the branch of minimal solutions. Since λmax,p<∞ we can take μ arbitrarily close to λmax,p and uμ solution of
{−Δpuμ=μeuμin Ω,uμ=0on ∂Ω. |
Then, for every λ∈(ˇλp,μ] we can produce a minimal solution as in Proposition 7.2, taking ¯u=uμ in the iteration.
We are now ready to prove Theorem 7.1.
Proof of Theorem 7.1. 1) We have that
{−Δpuλp,p=λpeuλp,pin Ωuλp,p=0on ∂Ω. |
Multiplying the equation by uλp,p and integrating by parts, we get
∫Ω|∇uλp,p(x)|pdx=λp∫Ωuλp,p(x)euλp,p(x)dx. |
Let us fix p>n+1. Then, for every x,y∈Ω, there exists a positive constant C independent of p (see [10,Lemma 3.3]) such that
|uλp,p(x)−uλp,p(y)||x−y|1−nn+1≤C(∫Ω|∇uλp,p|n+1dx)1/(n+1)≤C|Ω|1n+1−1p(∫Ω|∇uλp,p|pdx)1/p=C|Ω|1n+1−1p(λp∫Ωuλp,peuλp,pdx)1/p≤C|Ω|1n+1(λp‖uλp,p‖∞e‖uλp,p‖∞)1/p. | (7.8) |
Let us now find estimates for ‖uλp,p‖∞.
2) Consider ˇλp, given by (7.2). Since
limp→∞ˇλ1/ppp=Λmax>Λ=limp→∞λ1/ppp, |
there exists p0 such that λp<ˇλp for all p≥p0. Then, by estimate (7.3), we have
λ1p−1ppvp(x)≤uλp,p(x)p≤λ1p−1ppevp(x)in ¯Ω, |
where vp is given by (2.2). Take ϵ>0 such that (1+ϵ)Λ<Λmax. By Proposition 2.2, we know that vp→dist(⋅,∂Ω) uniformly as p→∞ and we deduce that
‖uλp,p‖∞p≤(1+ϵ)Λe‖dist(⋅,∂Ω)‖∞=(1+ϵ)ΛΛ−1max<1 | (7.9) |
for p large enough. Then, from (7.8) and the Arzelà-Ascoli theorem, we find that there exists a subsequence p′ and a limit function uΛ such that
uλp′,p′p′→uΛ,uniformly as p′→∞. |
3) By Proposition 3.1, we have that uΛ is a viscosity solution of the limit problem (6.1). Additionally, from estimate (7.9) we deduce ‖uΛ‖∞≤ΛΛ−1max<1, and then Theorem 6.1 implies that uΛ must be the minimal solution of the limit problem (6.1). Therefore, the whole sequence uλp,p converges, and not only a subsequence, which concludes the proof.
This section proves that, under certain geometric assumptions on the domain Ω, it is possible to compute an explicit curve of solutions. Moreover, we establish a further non-existence result with the aid of this curve of solutions. To this aim, we consider the ridge set of Ω,
R={x∈Ω:dist(x,∂Ω) is not differentiable at x}={x∈Ω: ∃x1,x2∈∂Ω, x1≠x2, s.t. |x−x1|=|x−x2|=dist(x,∂Ω)} |
and its subset M, the set of maximal distance to the boundary,
M={x∈Ω:dist(x,∂Ω)=‖dist(⋅,∂Ω)‖∞}. |
We have proved in Theorem 6.1 the existence of minimal solutions for the limit problem (1.5), as well as several non-existence results in Propositions 3.2 and 5.1. These results hold for general bounded domains Ω. In this section, we find a second solution to the limit problem (1.5) under the additional assumption M≡R. Furthermore, both solutions lie on an explicit curve of solutions (see Figure 1). Some examples of domains satisfying M≡R are the ball, the annulus, and the stadium (convex hull of two balls of the same radius). A square or an ellipse does not verify the condition.
We have the following result.
Theorem 8.1. Let Λ>0 and Λmax given by (5.1). Assume that Ω⊂Rn is a bounded domain that satisfies M≡R. Let us consider solutions of the form
u(x)=α⋅dist(x,∂Ω),α>0 | (8.1) |
for the problem
{min{|∇u(x)|−Λeu(x),−Δ∞u(x)}=0in Ω,u=0on ∂Ω. | (8.2) |
Then, problem (8.2)
i) Has two solutions of the form (8.1) if 0<Λ<Λmax, corresponding to the two roots of
α−Λeα‖dist(⋅,∂Ω)‖∞=0. | (8.3) |
ii) Has one solution of the form (8.1) for Λ=Λmax, with α=‖dist(⋅,∂Ω)‖−1∞.
iii) Has no solutions for Λ>Λmax, and only the trivial solution for Λ=0.
Remark 8.2. By Theorem 6.1, for 0<Λ<Λmax the solution of the form (8.1) with smallest α is the minimal solution of (8.2).
Proof. First of all, we are going to check that
−Δ∞u(x)=0in Ω∖R |
in the viscosity sense. Let ϕ∈C2 and x0∈Ω∖R such that u−ϕ has a local maximum at x0. We can assume u(x0)=ϕ(x0) and ∇ϕ(x0)≠0. A Taylor expansion, and the fact that ϕ touches u from above at x0 yield
−Δ∞ϕ(x0)|∇ϕ(x0)|2+o(1)≤1ϵ2(2u(x0)−maxy∈Bϵ(x0)u(y)−miny∈Bϵ(x0)u(y)) |
as ϵ→0. From (8.1) we have that
maxy∈Bϵ(x0)u(y)=u(x0)+αϵ,miny∈Bϵ(x0)u(y)=u(x0)−αϵ |
and we deduce that u is ∞-subharmonic in Ω∖R. The proof that it is also ∞-superharmonic is analogous. Hence, we need make sure that
|∇u(x)|−Λeu(x)≥0∀x∈Ω∖R. |
Indeed, we find that
|∇u(x)|−Λeu(x)=α−Λeα⋅dist(x,∂Ω) |
(recall that x∉R and the derivatives are classical). Since we can choose points x∉R≡M arbitrarily close to M, we find the necessary condition
α−Λeα⋅‖dist(⋅,∂Ω)‖∞≥0. | (8.4) |
Next, we turn our attention to the ridge set R. First, observe that cones as in (8.1) are always supersolutions of (8.2) in the ridge set, since they cannot be touched from below with C2 functions at those points. Hence, we only have to consider the subsolution case. So, let x0∈R and ϕ∈C2 such that u−ϕ has a local maximum point at x0. We aim to prove that
min{|∇ϕ(x0)|−Λeu(x0),−Δ∞ϕ(x0)}≤0. | (8.5) |
It is well-known (see for instance [27,Lemma 6.10]) that
min{|∇u(x)|−α,−Δ∞u(x)}=0 |
in the viscosity sense. Thus, by definition of viscosity subsolution we have that either |∇ϕ(x0)|≤α or −Δ∞ϕ(x0)≤0. In the latter case, (8.5) holds and there is nothing to prove. Thus, we can assume in the sequel that −Δ∞ϕ(x0)>0 and |∇ϕ(x0)|≤α. Then, since x0∈R≡M, we have u(x0)=α‖dist(⋅,∂Ω)‖∞ and
|∇ϕ(x0)|−Λeu(x0)≤α−Λeα‖dist(⋅,∂Ω)‖∞. |
Recalling (8.4), we discover that the only possibility is that (8.3) holds. The rest of the proof is devoted to study the number of positive solutions of equation (8.3).
Consider ΦΛ(α)=Λeα‖dist(⋅,∂Ω)‖∞−α. It is elementary to show that ΦΛ is convex and has a global minimum at
αmin=−‖dist(⋅,∂Ω)‖−1∞log(Λ‖dist(⋅,∂Ω)‖∞). |
This minimum value is
minα∈RΦΛ(α)=ΦΛ(αmin)=‖dist(⋅,∂Ω)‖−1∞(1+log(Λ‖dist(⋅,∂Ω)‖∞)). |
Whenever this minimum is strictly positive, Eq (8.3) has no solution. This happens when Λ>Λmax (in fact, Proposition 5.1 gives a stronger result in this case). Furthermore, notice that if Λ=0, then necessarily α=0. These facts amount to (iii). When the minimum equals 0, that is, when Λ=Λmax, then there exists a unique solution with α=‖dist(⋅,∂Ω)‖−1∞. This is part (ii). And finally, for part (i), notice that when the minimum is strictly negative (0<Λ<Λmax), equation (8.3) has two roots.
Remark 8.3. Theorem 8.1 yields the following implicit curve of cone solutions
Λ1(Ω)‖uΛ‖∞−Λe‖uΛ‖∞=0, |
where Λ1(Ω)=‖dist(⋅,∂Ω)‖−1∞ is the first ∞-eigenvalue, see [30]. The same curve was deduced heuristically by Lions in the context of the Gelfand problem for the Laplacian in [36,p. 465,item (h) and Remark 2.4]. Unfortunately, Lions uses this example to caution against the heuristic reasoning since the bifurcation diagram is of corkscrew-type for dimensions 3≤n≤9. One could wonder why we do not see a similar situation in Theorem 8.1. However, according to [16,Lemma 2.3], the corresponding corkscrew-type diagram for the p-Laplacian in the radial case occurs in the range
p<n<p(p+3)p−1, |
which cannot happen as p→∞.
The following result shows that we can enlarge the region of nonexistence of solutions for certain domains by taking advantage of the curve of explicit solutions.
Theorem 8.4. Let Ω be a bounded domain such that M≡R, and assume M is Lipschitz connected. Then, for every Λ>0, the only solutions of the problem
{min{|∇uΛ(x)|−ΛeuΛ(x),−Δ∞uΛ(x)}=0in Ω,uΛ=0on ∂Ω | (8.6) |
satisfying
Λ1(Ω)‖uΛ‖∞−Λe‖uΛ‖∞≥0, | (8.7) |
are the explicit solutions found in Theorem 8.1, which satisfy (8.7) with an equality.
The idea of the proof of Theorem 8.4 is to show that any solution uΛ satisfying (8.7) must necessarily be a cone and therefore belong to the curve of solutions given by Theorem 8.1. First, we show that solutions of (8.6) that satisfy (8.7) must lie below a cone with their same height.
Lemma 8.5. Let Ω be a bounded domain and uΛ be a viscosity solution of (8.6) satisfying (8.7). Then,
uΛ≤‖uΛ‖∞‖dist(⋅,∂Ω)‖∞dist(⋅,∂Ω)in Ω. |
Proof. It is enough to prove that
min{|∇uΛ(x)|−Λ1(Ω)‖uΛ‖∞,−Δ∞uΛ(x)}≤0in Ω | (8.8) |
in the viscosity sense. Then one gets uΛ(x)≤‖uΛ‖∞‖dist(⋅,∂Ω)‖−1∞dist(x,∂Ω) in Ω by comparison (Lemma 2.3), and the result follows.
To prove (8.8), let ϕ∈C2 such that uΛ−ϕ has a maximum at x0∈Ω. As uΛ is a viscosity solution of (8.6), it satisfies
min{|∇ϕ(x0)|−ΛeuΛ(x0),−Δ∞ϕ(x0)}≤0in Ω. |
If −Δ∞ϕ(x0)≤0 we are done, so assume −Δ∞ϕ(x0)>0 and |∇ϕ(x0)|−ΛeuΛ(x0)≤0. Using (8.7), we have
|∇ϕ(x0)|−Λ1(Ω)‖uΛ‖∞≤ΛeuΛ(x0)−Λ1(Ω)‖uΛ‖∞≤0, |
and then
min{|∇ϕ(x0)|−Λ1(Ω)‖uΛ‖∞,−Δ∞ϕ(x0)}≤0in Ω |
as desired.
Remark 8.6. Lemma 8.5 holds for any bounded domain Ω without the assumption M≡R.
Next, we recall the following result from [43,Theorem 2.4,(i)], which is a crucial point in the proof of Theorem 8.4.
Lemma 8.7. Let Ω be a bounded domain such that M is Lipschitz connected. If u is ∞-superharmonic (see [34,35]) then,
{x∈Ω: u(x)=‖u‖L∞(Ω)}≡M. |
Now, we can complete the proof of Theorem 8.4.
Proof of Theorem 8.4. Consider uΛ solution of (8.6) satisfying (8.7). Notice that
v(x)=‖uΛ‖∞‖dist(⋅,∂Ω)‖∞dist(⋅,∂Ω) |
is the unique (see [25]) viscosity solution of the problem
{−Δ∞v(x)=0in Ω∖Mv(x)=‖uΛ‖∞on Mv(x)=0on ∂Ω. | (8.9) |
Since uΛ is ∞-superharmonic, it is also a viscosity supersolution of (8.9) by Lemma 8.7. Then, we get v≤uΛ by comparison (see [25]), and Lemma 8.5 yields uΛ≡v. That is, uΛ is of the form (8.1). Since all the solutions of (8.6) of the form (8.1) are given by Theorem 8.1, we find that there are no solutions with
Λ1(Ω)‖uΛ‖∞−Λe‖uΛ‖∞>0. |
Furthermore, if Λ1(Ω)‖uΛ‖∞−Λe‖uΛ‖∞=0, then uΛ must be one of the explicit solutions in Theorem 8.1.
F. C. partially supported by a Wayne State University 2021-22 University Research Grant, and grants MTM2017-84214-C2-1-P and PID2019-110712GB-I100 funded by MCIN/AEI/10.13039/ 501100011033 and by "ERDF A way of making Europe".
The authors declare no conflict of interest.
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