Topological Methods in Nonlinear Analysis

Journal of the Juliusz Schauder Center

Volume 14, 1999, 5980
CRITICAL SUPERLINEAR AMBROSETTIPRODI PROBLEMS
Djairo G. De Figueiredo Yang Jianfu
Abstract. We consider the existence of multiple solutions for problem
(1.1) below with either = or =
1
, where
k
, k = 1, 2, . . . are
eigenvalues of (, H
1
0
()). The local bifurcation from =
k
is also
investigated.
1. Introduction
The main purpose of this work is to investigate the existence of multiple
solutions of the critical superlinear problem
(1.1) u = u + u
2

1
+
+ f(x) in , u = 0 on ,
where 2

= 2N/(N 2), N 3 is the critical Sobolev exponent, and > 0 is

a constant. u
+
denotes the positive part of u : u
+
(x) = maxu(x), 0.
This problem belongs to a class of problems which are known as the Ambro-
settiProdi type. Due to the important role of the AmbrosettiProdi result [2]
in subsequent research and for completeness we state it next. Let g : R R be
a C
2
-function such that g

(s) > 0 for all s R and

0 < lim
s
g

(s) <
1
< lim
s
g

(s) <
2
,
1991 Mathematics Subject Classication. 35J20, 35J25.
Key words and phrases. Elliptic dierential equations, variational methods, multiplicity
of solutions.
The work was partially supported by CNPq.
c 1999 Juliusz Schauder Center for Nonlinear Studies
59
60 D. G. De Figueiredo Y. Jianfu
where
1
and
2
are the rst and second eigenvalues of (, H
1
0
()). They
consider the following boundary value problem
(1.2) u = g(u) + f(x) in , u = 0 on ,
where is a bounded domain in R
N
with a C
2,
boundary . Then, there is
a C
1
manifold M in C
0,
(), which splits the space into two open sets O
0
and
O
2
with the following properties
(i) if f O
0
, problem (1.2) has no solution,
(ii) if f M, problem (1.2) has exactly one solution,
(iii) if f O
2
, problem (1.2) has exactly two solutions.
A solution here means a function u C
2,
().
After this work, several authors have extended this result in dierent di-
rections. The literature on this problem is quite extensive; even risking the
possibility of omitting some important work, we mention the following papers
[1], [3], [4], [12], [17], [18], etc.
The above result shows the role that the location of the limits
(1.3) g

= lim
s
g(s)
s
, g
+
= lim
s
g(s)
s
with respect to the spectrum of (, H
1
0
()) plays in the question of existence
of solutions for problem (1.2). Indeed, the AmbrosettiProdis result contrasts
with the well-known fact that if g

are strictly between two consecutive eigen-

values, or both g

are strictly less than

1
, then problem (1.2) is solvable for
all f. (We are assuming that f is locally Lipschizian, and then solutions are in
C
2,
()C
0
()). So the interesting cases are when the interval (g

, g
+
) contains
eigenvalues. Problems with this feature are called problems of the Ambrosetti
Prodi type, or problems with jumping nonlinearities in a terminology introduced
by Fucik, see [17]. These AmbrosettiProdi type problems can be seen as a ques-
tion of characterizing (or at least, describing part of) the range of a perturbation
of a linear operator (say, ) by some nonlinear operator (say Nu := g(x, u),
which in our case is g(x, u) := u + u
2

1
+
). We can distinguish three dierent
types of AmbrosettiProdi problems.
In type I, we have g

<
1
< g
+
, where g

could be , and g
+
could be .
We write f = t
1
+ h, where t R,
1
is a rst eigenfunction of (, H
1
0
())
with
1
> 0 and
_

2
1
dx = 1, and
_

h
1
dx = 0. Then we can prove that in
this case there is a t
0
such that if t < t
0
, problem (1.2) has at least one solution.
Such a result holds under more general assumptions. Namely g can depend also
on x, and the rst limit in (1.3) can be replaced by limsup. Similarly the second
limit can be replaced by liminf. See, for instance, the survey paper [16].
Type II is when g

and g
+
are nite, with the interval (g

, g
+
) containing
eigenvalues. These problems are called asymptotically linear. They have been
Critical Superlinear AmbrosettiProdi Problems 61
extensively studied by LazerMcKenna, see for instance [20]. In the treatment
of this problem, via Topological and Variational Methods, it has appeared in
an essential way the so-called Fucik spectrum [17].
Type III is when g

is between two consecutive eigenvalues and g

+
= .
These are superlinear problems with a crossing of all but a nite number of eigen-
values. In this case one can prove that there is a t
0
R such that problem (1.2)
with f = t
1
+ h has a negative solution for t > t
0
. These problems have been
treated in [25], and [15].
We remark that existence of a rst solution for problems of type I and III
does not require any growth at . So subcritical, critical or supercritical
problems are treated. Observe that the reason is that: (i) in type I, one can nd
a subsolution and a supersolution, and then a solution of problem (1.2) comes
either by the Monotone Iteration Method if, for instance, the derivative of g is
bounded, or by some Variational Methods after an appropriate truncation of the
nonlinearity; (ii) in the case of type III we truncate the nonlinearity g for s > 0,
getting a function g in such a way that g

and lim
s
g(s)/s are between the
same pair of consecutive eigenvalues.
The importance of the growth of g at innite comes when one tries to get
a second solution. The reason being that in order to have the functional associ-
ated to Equation (1.2)
I(u) =
1
2
_

[u[
2
dx
_

G(u) dx
_

fudx
well dened in H
1
0
(), one has to require that
[g(s)[ C[s[
p
+C,
where 1 p 2

1. The subcritical case p < 2

1 has been discussed by

several authors mentioned before. Recently, Deng [13] considered problem (1.2)
with a nonlinearity of the type g(u) = [u[
2

1
+ k(u), where k is a lower per-
turbation of the expression with the critical exponent. This problem belongs to
an AmbrosettiProdi problem of type I. In this case, the variational tool is the
Mountain Pass Theorem.
Our problem stated in the beginning of this Introduction is of type I if <
1
and of type III if >
1
. In order to get a second solution, we have to recourse
to a Linking Theorem. Both the geometry of functional associated to equa-
tion (1.2) and the determination of the levels where a (PS) condition fails are
much more involved in type III than in type I. All along this paper we write the
non-homogeneous term in the form f = t
1
+ h, where h
1
in the L
2
-sense.
Let (0 <)
1
<
2

3
. . . be the eigenvalues of subject to Dirich-
let data, with corresponding eigenfunctions
1
,
2
, . . . . In Section 2, we prove
the following result.
62 D. G. De Figueiredo Y. Jianfu
Theorem 1.1 (I. Existence of a negative solution).
(i) If 0 < <
1
and given h L
2
, then there exists a t
0
= t
0
(h) < 0 such
that if t < t
0
, Problem (1.1) has a negative solution u
t
.
(ii) If >
1
, and given h L
2
, such that h ker( )

in the case
that is an eigenvalue, then there exists t
0
= t
0
(h) > 0 such that if
t > t
0
, Problem (1.1) has a negative solution u
t
.
(II. Existence of a second solution). If, in addition to either of the hypotheses
above, one assumes that is not an eigenvalue of (, H
1
0
()) and the dimen-
sion N > 6, Problem (1.1) has a second solution.
Although the methods used here are essentially the same as for problems of
BrezisNirenberg type, namely
(1.4) u = [u[
2

2
u + g(x, u) in , u = 0 on ,
where g(x, 0) = 0 and g is some perturbation of lower order of the critical power,
the technicalities have some new features. Indeed, for problem (1.4) the rst
solution is u 0, and from there one builds up the variational approach. In
case of (1.2), the rst solution u
t
,= 0 and the translation of the functional to be
centered at u
t
introduces nonhomogeneities which are delicate to handle.
When one of the limits g

or g
+
is equal to an eigenvalue, we have a res-
onant problem. The solvability of (1.2) in this situation requires usually some
additional conditions on g, like the LandesmanLazer condition, see [20]. In
Section 3 we discuss a case of resonance at =
1
, where such a condition does
not hold. Namely, the following result is proved.
Theorem 1.2. Suppose =
1
. Then there is an > 0 such that if |f|
L
2 <
, then (1.1) has a solution.
Finally in Section 4, we discuss local bifurcation at =
k
, k > 1. Using
the theory of bifurcation for variational problems as developed by Bohme [5] and
Marino [21], we can handle eigenvalues of any algebraic multiplicity, and prove
the next result.
Theorem 1.3. Let h ker(
k
)

with k > 1. In the space RH

1
0
(),
let (, u
t
()) for near
k
be the line of negative solutions of (1.1) obtained in
Theorem 1.1. Then (
k
, u
t
(
k
)) is a point of bifurcation.
2. The proof of Theorem 1.1
We write f(x) = t
1
(x) + h(x), where
1
is the rst eigenfunction of ,

1
h in L
2
-sense. We rst prove that (1.1) has a negative solution u
t
. Indeed,
all negative solutions of (1.1) satises
(2.1) u = u + t
1
+h.
Critical Superlinear AmbrosettiProdi Problems 63
If is an eigenvalue of (, H
1
0
()), we suppose that h ker()

. Then
the problem
(2.2) u = u + h in , u = 0 on
has a solution u
0
. Consequently, the function w = u
t
u
0
, where u
t
is some
solution of (2.1), is a solution of
(2.3) w = w + t
1
in , w = 0 on .
Problem (2.3) has a unique solution w =
1
where = t/(
1
). Since we
look for u
t
0, it follows that: (i) for <
1
, we obtain such u
t
for t < 0 and
large, which comes from a negative ; (ii) for >
1
, we obtain such u
t
for t > 0
and large, which comes also from a negative . So u
t
= w + u
0
is the solution
of (2.1) which we are looking for.
To nd a second solution u of (1.1), we set u = v + u
t
, and then v satises
(2.4) v = v + (v + u
t
)
2

1
+
in , v = 0 on .
So the second solution of (1.1) is obtained by nding a nontrivial solution v
of (2.4). Using variational methods we look for a critical point of the functional
I(v) =
1
2
_

([v[
2
v
2
) dx
1
2

(v + u
t
)
2

+
dx
dened in E = H
1
0
(). We use a Linking Theorem without PalaisSmale condi-
tion, see Theorem 4.3 in [22], or Theorem 5.1 in [14].
Suppose > 0 is not an eigenvalue of (, H
1
0
()). We assume
(
k
,
k+1
) from now on. The other case 0 < <
1
can be treated in a similar
and simpler way, using the Mountain Pass Theorem. Let us denote
E

=
_
if (0,
1
),
span
1
, . . . ,
k
, otherwise,
and E
+
= (E

.
Let S

= B

E
+
and Q = [0, Re] (B
r
E

), e E
+
, where > 0,
R > 0 and r > 0 will be determined later and in a way that
I [
S

> 0, < R, (2.5)

I [
Q
< , (2.6)
max
Q
I <
1
N
S
N/2
, (2.7)
where S is the best Sobolev constant. Inequalities (2.5)(2.6) will give the ge-
ometry of the functional I required by the Linking Theorem of Rabinowitz [24].
We will use it in the version without the assumption of PalaisSmale, see Theo-
rem 4.3 in [22] or Theorem 5.1 in [14]. For that matter, condition (2.7) is used
64 D. G. De Figueiredo Y. Jianfu
to prove that the solution obtained as a weak limit of a (PS)-sequence at the
minimax level is not a trivial one.
Lemma 2.1. There exist
0
> 0 and a function > 0, : [0,
0
] R such
that
I(v) () for all v S

= B

E
+
.
Explicitly, we have

0
=
_
S
N/(N2)
_
1

k+1
__
(N2)/4
,
() =
1
2
_
1

k+1
_

1
2

S
N/(N2)

and the maximum value of ()

=
1
N
S
N/2
_
1

k+1
_
N/2
is assumed at
=
_
1

k+1
_
(N2)/4
S
N/4
.
Proof. Using the fact that u
t
< 0 and the variational characterization of

k+1
we get
I(v)
1
2
_
1

k+1
__

[v[
2
dx
1
2

v
2

+
dx.
By Sobolev imbedding we obtain
I(v)
1
2
_
1

k+1
__

[v[
2
dx
1
2

S
N/(N2)
__

[v[
2
dx
_
2

/2
=
1
2
_
1

k+1
_

1
2

S
N/(N2)

.
The result follows by maximizing the function dened by the last equality.
The best Sobolev constant S used above is dened by
(2.8) S = inf|u|
2
2
/|u|
2
2
: u ,= 0, u H
1
(R
N
)
which is assumed by the functions
(2.9)

(x) =
_

_
N(N 2)

2
+[x[
2
_
(N2)/2
, > 0.
Let C
1
c
(R
N
) be a function such that (x) = 1 on B
1/2
(0), (x) = 0 on
R
N
B
1
(0) and 0 (x) 1 on R
N
. We may assume B
1
(0) . Let

(x) =
(x)

(x), then we have following estimates.

Critical Superlinear AmbrosettiProdi Problems 65
Lemma 2.2. ([8])
|

|
2
2
= S
N/2
+o(
N2
), (2.10)
|

|
2

2
= S
N/2
+o(
N
), (2.11)
|

|
2
2
=
_
K
1

2
+o(
N2
) if N 5,
K
1

2
[ log
2
[ +o(
2
) if N = 4,
(2.12)
|

|
1
K
2

(N+2)/2
, (2.13)
and
|

|
2

1
2

1
K
3

(N2)/2
, (2.14)
where K
1
> 0, K
2
> 0 and K
3
> 0 are constants.
Denote by P

the orthogonal projections of E onto E

respectively. Using
arguments as in [11], we can prove the following lemma.
Lemma 2.3.

[(P
+

)
2

] dx

C
N2
, (2.15)

([

[
2
[(P
+

)[
2
) dx

C
N2
, (2.16)
|P
+

|
2

1
2

1
C
(N2)/2
, (2.17)
|P
+

|
1
C
(N+2)/2
, (2.18)
and
|P

C
(N2)/2
. (2.19)
Dene for any xed K > 0 the set
,K
= x : P
+

(x) > K. By (2.19)

we know that
P
+

(0) =

(0) C
(N2)/2
|P

C
(N2)/2
which implies P
+

(0) as 0. By the continuity of P

+

, there exists
> 0 such that B

(0)
,K
. Therefore we have a result as follows.
Lemma 2.4.
_

,K
[P
+

[
2

dx =
_

dx + O(
N2
), (2.20)
_

,K
[P
+

[
2

1
dx =
_

dx +O(
(N+2)/2
), (2.21)
and
_

,K
[P
+

[ dx =
_

dx +O(
N
). (2.22)
66 D. G. De Figueiredo Y. Jianfu
Lemma 2.5. Let u, v L
p
() with 2 p 2

. If and u + v > 0
on , then
(2.23)

(u+v)
p
dx
_

[u[
p
dx
_

[v[
p
dx

C
_

([u[
p1
[v[ +[u[[v[
p1
) dx,
where C depends only on p.
Proof. By the Fundamental Theorem of Calculus the left side of (2.23) is
equal to

p
_
1
0
d
_

[[v + u[
p2
(v + u) [u[
p2
u]udx

,
which by its turn is equal to, using the mean value theorem
p(p 1)

_
1
0
d
_
[u +v(x)[
p2
uv dx

, 0 < (x) < 1.

This last expression can be estimated by
C
_
1
0
d
_

(
p2
[u[
p1
[v[ +[u[[v[
p1
) dx C
_

([u[
p2
[v[ +[u[[v[
p1
) dx.
Lemma 2.6. Let A, B, C and be positive numbers. Consider the function

(s) =
1
2
s
2
A
1
2

s
2

B +s
2

C, s > 0.
Then
s

=
_
A
B 2

C
_
1/(2

2)
is the point where

achieves its maximum. Write s

= (1 + t

)s
0
, where s
0
=
(A/B)
1/(2

2)
is the point at which
0
achieves its maximum. Then t

= O(

),
and

(s)

(s

) =
1
2
_
A
N
B
N2
_
1/2
+O(

).
Proof. It is clear that

achieves its maximum at s

and s

satises
(2.24) s

As
2

B + 2

s
2

= 0.
This implies
(2.25) s

s
0
.
Writing s

= (1 +t

)s
0
, we derive from (2.24) that
(2.26) s

s
0
, t

0 as 0
and
(2.27) (1 + t

)s
0
A(1 + t

)
2

1
s
2

1
0
B + 2

(1 + t

)
2

1
s
2

1
0
= 0.
Critical Superlinear AmbrosettiProdi Problems 67
That is
_
A
2

1
B
_
1/(2

2)
[(1 +t

) (1 + t

)
2

1
] + 2

(1 + t

)
2

1
s
2

1
0
= 0.
Expanding for t

we obtain
(2.28)
_
4
N 2
t

+o(t

)
__
A
2

1
B
_
1/(2

2)
= 2

(1 + t

)
2

1
s
2

1
0
.
Hence
(2.29) t

= O(

).
Our aim is to choose Q and such that (2.5), (2.6) and (2.7) hold. So
choose e as a function of : e

= P
+

.
Lemma 2.7. There exist r
0
> 0, R
0
> 0, and
0
> 0 such that for r r
0
,
R R
0
and 0 <
0
we have
I[
Q
< ,
where > 0 is determined in Lemma 2.1.
Proof. We may write Q =
1

2

3
with

1
= B
r
E

2
= v E : v = w + se

, w E

, |w| = r, 0 s R,

3
= v E : v = w + Re

, w E

B
r
(0).
We will show that on each
i
, we have I[

i
< , i = 1, 2, 3.
For any v E

we have
(2.30)
_

[v[
2
dx
k
_

v
2
dx.
So, for v
1
,
I(v) =
1
2
_
1

k
__

[v[
2
dx
1
2

(v +u
t
)
2

+
dx 0.
For v
2
, we distinguish two cases.
Dene
2
= sup
0<1
_

[e

[
2
dx. If 0 s s
0
:=

2 /, then
I(v)
1
2
_
1

k
_
r
2
+
1
2
s
2
_

[e

[
2
dx
1
2

(w + se

+ u
t
)
2

+
dx

1
2
s
2

2
< .
If s s
0
=

2 /, denote
K = sup
__
_
_
_
w + u
t
s
_
_
_
_
L

: s
0
s R, |w|
E
= r, w E

_
.
68 D. G. De Figueiredo Y. Jianfu
K is independent of R. Since P
+

(0) as 0, there exists

0
> 0 such
that for all , 0 < <

0
and s s
0

= x : e

(x) > K , = .
Whence by Lemma 2.5
(2.31)
_

_
e

+
w +u
t
s
_
2

+
dx
_

_
e

+
w + u
t
s
_
2

dx

[e

[
2

dx +
_

w +u
t
s

dx
C
_

_
[e

[
2

w +u
t
s

+[e

w +u
t
s

1
_
dx

[e

[
2

dx +
_

w +u
t
s

dx C(|e

|
2

1
L
2

1
(

)
+|e

|
L
1
(

)
).
By Lemmas 2.2, 2.3 and 2.4 and (2.31) we obtain
(2.32) I(v)
1
2
_
1

k
_
r
2
+
1
2
s
2
S
N/2

s
2

S
N/2
+ Cs
2

(N2)/2
:=
1
2
_
1

k
_
r
2
+

(s).
Applying Lemma 2.6 to

(s), we obtain
I(v)
1
2
_
1

k
_
r
2
+
1
N
S
N/2
+O(
(N2)/2
).
We may choose r > 0 such that I(v) < 0. This determines r
0
.
For v
3
we have v = w +Re

, w E

B
r
(0) and
I(v)
1
2
_
1

k
_
|w|
2
E
+
1
2
R
2
_

[e

[
2
dx
1
2

R
2

_
e

+
u
t
+ w
R
_
2

+
dx.
By the boundedness of w and u
t
, there exists K > 0 such that
|w +u
t
|
L

()
K.
Again since P
+

(0) as 0, there exists

0
> 0 (take
0
<

0
) such that
if 0 < <
0
, P
+

(0) > 2K. Given > 0, 0 < <

0
, there exist R
0
= R
0
(),
= () such that

_
x : e

+
w + u
t
R
> 1
_

> 0
for all R > R
0
. Hence we nd
0
, R
0
> 0 such that if <
0
, and R > R
0
, we
have I(v) 0 for v
3
.
Critical Superlinear AmbrosettiProdi Problems 69
Lemma 2.8.
(2.33) max
Q
I <
1
N
S
N/2
.
Proof. Let us x <
0
, so that the geometry of the Linking Theorem
holds. For w + se

Q, we have
(2.34) I(w +se

) =
1
2
_

([w[
2
w
2
) dx
+
1
2
s
2
_

([e

[
2
e
2

) dx
1
2

(w + se

+u
t
)
2

+
dx.
With the same notations and arguments as in the proof of Lemma 2.7, if s < s
0
we have
(2.35) I(w +se

)
1
2
s
2
_

[e

[
2
dx =
1
2
s
2

2
<
1
N
S
N/2
.
If s s
0
, using (2.31), we deduce as (2.32) that
(2.36) I(w + se

)
1
2
s
2
_

([e

[
2
e
2

) dx

1
2

s
2

e
2

dx + Cs
2

(N2)/2
:=

(s).
An application of Lemma 2.6 to

(s) yields
I(w+se

) =
1
N
_ _

([e

[
2
e
2

) dx
_
N/2
__

e
2

dx
_
(N2)/2
+O(
(N2)/2
).
Using the estimates in Lemmas 2.2, 2.3 and 2.4 on e

we get
I(w +se

)
1
N
S
N/2

1
2

_
O(
2
) if N 5
O(
2
[ log
2
[) if N = 4
+ O(
(N2)/2
).
If N > 6, i.e. 2 < (N 2)/2, the result follows by choosing > 0 suciently
small.
Proof of Theorem 1.1. It remains to prove the existence of a second
solution of (1.1), i.e. a nontrivial solution of (2.4). Using the Linking Theorem,
Lemmas 2.1 and 2.7, there exists v
n
E such that
I(v
n
) =
1
2
_

([v
n
[
2
v
2
n
) dx
1
2

(v
n
+ u
t
)
2

+
dx = c +o(1), (2.37)
(2.38) I

(v
n
), ) =
_

(v
n
v
n
) dx
_

(v
n
+u
t
)
2

1
+
dx = o(1)||
E
,
for all H
1
0
(), where c is the minimax level in the Linking Theorem with e

=
P
+

, and <
0
sucientlly small in order to have the validity of Lemmas 2.7
and 2.8, and Q as above.
70 D. G. De Figueiredo Y. Jianfu
First we prove that v
n
is bounded in E. It follows from (2.37) and (2.38)
1
N
_

(v
n
+u
t
)
2

+
dx
1
2
_

(v
n
+ u
t
)
2

1
+
u
t
dx c +
n
|v
n
|
E
+ o(1)
where
n
as n . It implies
(2.39)
_

(v
n
+u
t
)
2

+
c +
n
|v
n
|
E
+o(1)
since u
t
0. Writing v
n
= v
+
n
+ v

n
, with v

n
E

we get from (2.37)(2.38),

using Holder and Young inequalies that
_
1

k+1
_
|v
+
n
|
2
E

_

(v
n
+ u
t
)
2

1
+
v
+
n
dx +|v
+
n
|

__

[v
+
n
[
2

dx
_
2/2

+ C

__

(v
n
+ u
t
)
2

+
dx
_
2(2

1)/2

+
n
|v
+
n
|
E

__

[v
+
n
[
2

dx
_
2/2

+ C

+
n
(|v
n
|
(N+2)/N
E
+|v
+
n
|
E
).
So we obtain
|v
+
n
|
2
E
C +
n
(|v
n
|
(N+2)/N
E
+|v
+
n
|
E
).
In the same way, we have
|v

n
|
2
E
C +
n
(|v
n
|
(N+2)/N
E
+|v

n
|
E
).
Consequently, |v
n
|
E
C. Hence we may assume
(2.40)
v
n
v weakly in H
1
0
(),
v
n
v in L
q
(), 2 q < 2

,
v
n
v a.e. in ,
as n . It follows that v is a weak solution of
(2.41) v = v + (v + u
t
)
2

1
+
which implies
(2.42)
_

([v[
2
v
2
) dx
_

(v + u
t
)
2

+
dx +
_

(v +u
t
)
2

1
+
u
t
dx = 0.
By BrezisLieb Lemma [7]
(2.43)
_

(v
n
+ u
t
)
2

+
dx =
_

(v
n
v)
2

+
dx +
_

(v + u
t
)
2

+
dx +o(1).
Hence, using (2.43),
(2.44) I(v
n
) = I(v) +
1
2
_

[(v
n
v)[
2
dx
1
2

(v
n
v)
2

+
dx +o(1),
Critical Superlinear AmbrosettiProdi Problems 71
and similarly, by (2.41),
I

(v
n
), v
n
) =
_

[(v
n
v)[
2
dx
_

(v
n
v)
2

+
dx (2.45)

(v
n
v)
2

1
+
u
t
dx + o(1).
Since
_

(v
n
v)
2

1
+
u
t
dx 0 as n , it yields
(2.46)
_

[(v
n
v)[
2
dx =
_

(v
n
v)
2

+
dx + o(1).
Let w
n
= v
n
v and
(2.47) lim
n
_

[w
n
[
2
= k 0.
If k = 0, then v
n
v strongly in H
1
0
() as n , then c = I(v), v is
a nontrivial solution of (2.4).
If k > 0, we claim that v ,= 0. Indeed, using (2.46) and the Sobolev inequality
we obtain
(2.48) |w
n
|
2
H
1
0
S
__

[w
n
[
2

dx
_
2/2

S
__

(w
n
)
2

+
dx
_
2/2

S
_ _

[w
n
[
2
dx +o(1)
_
2/2

which gives
(2.49) k Sk
(N2)/N
i.e. k S
N/2
.
From (2.44), (2.46) and (2.49), if v 0 we have
c +o(1) =
k
N

1
N
S
N/2
.
It contradicts to the statement of Lemma 2.8. Therefore v , 0. By (2.41) we
know v is not negative.
3. Existence of solutions for the case =
1
We consider
(3.1)
_
u =
1
u +u
2

1
+
+f in ,
u = 0 on .
A necessary condition for the solvability of (3.1) is given by
(3.2)
_

f
1
dx < 0,
where
1
is the rst eigenfunction of . Although one expects that (3.2)
would be a sucient condition for the solvability of (3.1), we have not been
72 D. G. De Figueiredo Y. Jianfu
able to prove it. Indeed, we require in addition that f has small L
2
-norm. Let
E

= span
1
and E
+
= (E

. For any u E there are t R and v E

such that u = t
1
+v. The functional I : E R associated with equation (3.1)
can be written as
I(u) =
1
2
_

[[v[
2

1
v
2
] dx
1
2

(v +t
1
)
2

+
dx
_

f(v + t
1
) dx,
where u = v +t
1
, t =
_

u
1
dx.
Lemma 3.1. For any given v E
+
, the functional I is bounded above in E

.
Proof. Given v E
+
, let us dene the real-valued function
(3.3) g(t) = I(v +t
1
).
For t < 0 we have
g(t)
1
2
_

[[v[
2

1
v
2
] dx +|f|
L
2|v|
L
2.
For t > 0, we claim
(3.4) lim
t
_
1
2

(v + t
1
)
2

+
dx +
_

f(v + t
1
) dx
_
=
which completes the proof, since g is continuous.
To prove (3.4) we proceed as follows: let a = max
1
(x) : x . Choose

0
such that
1
(x) > a/2 for x
0
. By Lusins theorem, given any
> 0 (choose = [
0
[/2) there exists a continuous function h(x) in
0
such
that
measx : h(x) ,= v(x) < .
So the set G = x : h(x) = v(x) has measure greater than [
0
[ . Let
M = sup[v(x)[ : x G. Then, for x G we have

1
(x) +
v(x)
t

a
2

M
t

a
4
if t t
0
:= 4M/a. So there is > 0 such that
_

1
+
v
t
_
2

+
dx for t t
0
.
Then the rst term in (3.4) is larger than Ct
2

which proves the claim.

Next we claim that, for each v E
+
, there is a unique t(v) such that
(3.5) g(t(v)) = maxg(t) : t R.
At a point t
0
of maximum we have g

(t
0
) = 0, i.e.
(3.6) g

(t
0
) =
_

(t
0

1
+ v)
2

1
+

1
dx
_

f
1
dx = 0.
Critical Superlinear AmbrosettiProdi Problems 73
If t t
0
, g

(t) g

(t
0
) and if t t
0
, g

(t) g

(t
0
), hence
g(t
0
) = max
{tR}
g(t), i.e. I(t
1
+ v) I(t
0

1
+ v).
The second derivative of g is given by
g

(t) =
_

(t
1
+v)
2

2
+

2
1
dx 0
which says that g is concave. So the set of maxima is a closed interval, and we
show it is a single point. At a point t
0
of maximum g

(t
0
) cannot be 0. Indeed,
if this were the case, then (t
0

1
+ v)
+
= 0, which would imply by (3.6) that
_

f
1
dx = 0, a contradiction. So g is strictly concave at t
0
. This also proves,
as a consequence of the Implicit Function Theorem that the mapping
v E
+
t(v) R
is continuous and dierentiable. Therefore
(3.7) I(t
1
+ v) I(t(v)
1
+ v) if t ,= t(v)
and from (3.6) we have
(3.8)
_

(v +t(v)
1
)
2

1
+

1
+
_

f
1
= 0, for all v E
+
.
The relation (3.6) for v = 0 gives
(3.9)
_

(t(0)
1
)
2

1
+

1
dx =
_

f
1
dx
and the function g(t) in this case is
(3.10)
1
2

(t
1
)
2

+
dx t
_

f
1
dx
which shows that t(0) has to be greater than 0. So the relation (3.9) can be
written as
(3.11) t(0)
2

1
_

1
dx =
_

f
1
dx.
Let us introduce the notations
(3.12) A =
_

f
1
dx, B =
_

1
dx.
Our next step is to show that the functional F : E
+
R given by
F(v) = I(v +t(v)
1
)
has a minimum in the interior of certain ball B

centered at the origin.

It is easy to see that
(3.13) F(0) =
N + 2
2N
A
2N/(N+2)
B
(N2)/(N+2)
,
74 D. G. De Figueiredo Y. Jianfu
and next we estimate F(v):
F(v) =
1
2
_

[[v[
2

1
v
2
] dx (3.14)

1
2

(v + t(v)
1
)
2

+
dx
_

f(v + t(v)
1
) dx.
Let
(3.15) M
1
=
1
N + 1

N/4
2
S
N/4
_
N
N + 2
_
(N2)/4
(
2

1
)
(N+2)/4
,
(3.16) M
2
= min
__
2
N + 2
_
(N+2)/2N
S
(N+2)/4
,
_
2
N + 2
_
(N+2)/2N
|
1
|
2

_
N
N + 2
_
1

1

2
_
S
_
(N+2)/4
_
.
In addition to (3.2), we suppose that f satises
(3.17) |f|
2
M
1
and
_

f
1
dx < M
2
.
Lemma 3.2. Suppose (3.2) and (3.17), there is an > 0 such that
(3.18) F(v) > F(0)
provided that |v|
E
=
0
with
0
= [
N
N+2
(1

1

2
)]
(N2)/4
S
N/4
.
Proof. It follows from (3.6) and the inequality
_

[v[
2
dx
2
_

v
2
dx, for all v E
+
that
(3.19) F(v) I(v) =
1
2
_

([v[
2

1
v
2
) dx
1
2

v
2

+
dx
_

fv dx

1
2
_
1

1

2
__

[v[
2
dx
1
2

[v[
2

dx |f|
2
|v|
2
.
Using Sobolev inequality and (3.19) we obtain
(3.20) F(v)
1
2
_
1

1

2
_

1
2

S
N/(N2)

|f|
2

1/2
2
,
where S is the best Sobolev constant and = (
_

[v[
2
dx)
1/2
. Consider the
real function
k() =
1
2
a
2

1
2

b
2

c := j().
The maximum point of j() on R
+
satises
j

(
0
) =
1
2
a
2

1
2

b
2

2
0
= 0.
Critical Superlinear AmbrosettiProdi Problems 75
Then we have

0
=
_
N
N + 2
_
1

1

2
__
(N2)/4
S
N/4
and
(3.21) k(
0
) =
0
_
2
N + 2
_
N
(N + 2)b
_
(N2)/4
a
(N+2)/4
c
_
.
With a = 1
1
/
2
, b = S
N/(N2)
and c = |f|
2

1/2
2
in (3.21) and by the
assumption (3.17) we obtain
(3.22) F(v)

0
N + 2
_
N
(N + 2)b
_
(N2)/4
a
(N+2)/4
if |v|
E
=
0
. (3.22) and (3.17) imply F(v) > F(0) provided that |v|
E
=
0
.
The proof is complete.
It follows from (3.17) that
(3.23) F(0) <
1
N
S
N/2
.
We consider the problem
(3.24) m := minF(v) : v B

0
.
Lemma 3.3. Problem (3.1) has a nontrivial solution v
0
B

0
.
Proof. By (3.23) we have
(3.25) m <
1
N
S
N/2
.
Let v
n
be a minimizing sequence of (3.24). Since |v
n
|
E

0
we may
assume
(3.26)
v
n
v
0
weakly in E,
v
n
v
0
in L
q
(), 2 q < 2

,
v
n
v
0
a.e. in ,
as n . The weak continuity of norm gives
(3.27) |v
0
|
E
lim
n
|v
n
|
E

0
.
By the Ekelands variational principle, we may assume that
(3.28) F(v
n
) m, F

(v
n
) 0
as n . Because of
(3.29) F

(v
n
) 0 J

(v
n
+ t(v
n
)
1
) 0
76 D. G. De Figueiredo Y. Jianfu
as n , we have
(3.30)
1
2
_

([v
n
[
2

1
v
2
n
) dx
1
2

(v + t(v
n
)
1
)
2

+
dx

f(v
n
+ t(v
n
)
1
) dx = m + o(1)
and
(3.31)
_

([v
n
[
2

1
v
2
n
) dx
_

(v
n
+t(v
n
)
1
)
2

1
+
v
n
dx
_

fv
n
dx = o(1).
By the weak convergence we know that v
0
satises
(3.32) v =
1
v + (v +t(v)
1
)
2

1
+
+ f,
and then
(3.33)
_

([v
0
[
2

1
v
2
0
(v
0
+ t(v
0
)
1
)
2

1
+
v
0
fv
0
) dx = 0,
(3.34)
_

[(v
0
+t(v
0
)
1
)
2

1
+

1
+f
1
] dx = 0.
The proof will be complete if we may show v
0
, 0. First we claim that
(3.35) lim
n
t(v
n
) = t(v
0
).
If not, we would have lim
n
t(v
n
) = t
1
,= t(v
0
). By (3.6)
_

(v
n
+t(v
n
)
1
)
2

1
+

1
dx =
_

f
1
dx =
_

(v
0
+ t(v
0
)
1
)
2

1
+

1
dx,
it follows
_

(v
0
+ t
1

1
)
2

1
+

1
dx =
_

(v
0
+ t(v
0
)
1
)
2

1
+

1
dx
giving a contradiction. Letting w
n
= v
n
v
0
. By (3.30), (3.31) and BrezisLieb
Lemma, we obtain
(3.36)
1
2
_

[w
n
[
2
dx
1
2

(w
n
)
2

+
dx +
1
2
_

([v
0
[
2

1
v
2
0
) dx

1
2

(v
0
+ t(v
0
)
1
)
2

+
dx
_

f(v
0
+ t(v
0
)
1
) dx = m + o(1),
i.e.
(3.37) F(v
0
) +
1
2
_

[w
n
[
2
dx
1
2

(w
n
)
2

+
dx = m +o(1).
Similarly by (3.31), (3.34) and BrezisLieb Lemma we deduce
_

[w
n
[
2
dx
_

(w
n
)
2

+
dx
_

(v
0
+t(v
0
)
1
)
2

+
dx
+
_

([v
0
[
2

1
v
2
0
) dx
_

f(v
0
+ t(v
0
)
1
) dx = o(1),
Critical Superlinear AmbrosettiProdi Problems 77
namely
(3.38)
_

[w
n
[
2
dx
_

(w
n
)
2

+
dx = o(1).
Let lim
n
_

[w
n
[
2
dx = k 0. If k = 0, we have done. If k > 0, by the
Sobolev inequality
(3.39)
_

[w
n
[
2
dx S
__

(w
n
)
2

+
dx
_
2/2

.
Taking the limit in (3.39) we obtain by (3.38) and (3.39) that
k Sk
(N2)/N
,
i.e.
(3.40) k S
N/2
.
It yields by (3.37), (3.39) and (3.40)
1
N
S
N/2
> m F(v
0
) +
1
N
k F(v
0
) +
1
N
S
N/2
.
So F(v
0
) < 0 and v
0
, 0. Since F(v) > 0 if |v|
E
=
0
, we have v
0
B

0
.
The proof is complete.
4. Bifurcations at =
k
In this section we discuss the bifurcation of the set of solutions of (1.1). Let
u
t
() = u
t
be the negative solution obtained in Section 2. If f = t
1
+ h and
h ker()

, u
t
() is well dened for all ,=
1
. In the case =
k
, k ,= 1,
the set of solutions of (1.1) bifurcating from (
k
, u
t
(
k
)) is equivalent to the set
of solutions of (2.4) bifurcating from (
k
, 0). Let
E

= span
1
, . . . ,
k
, E
+
= (E

.
Now we state a bifurcation result.
Proposition 4.1. Every eigenvalue
k
of gives rise to a bifurcation
point of (
k
, 0) of (2.4). As a result, we obtain Theorem 1.3.
Proof. The conclusion follows from an abstract bifurcation theorem due to
Bohme [5] and Marino [21], see also Theorem 11.4 in [24]. Let () C

(R, R)
satisfy () = 1 for [[ 1, () = 0 and [[ 2, and 0 () 1 for all .
Dene
g(, ) = ()( + u
t
())
2

1
+
+ (1 ()).
Then g C
1
, and g(, ) = o([[) for bounded. Set
(v) =
1
2
_

[v[
2
dx
_

G(, v) dx
78 D. G. De Figueiredo Y. Jianfu
with u E := W
1,2
0
(), where G(, v) =
_
v
0
g(, t) dt. It is standard to show that
C
2
. A critical point u of on the manifold M := u E :
_

[u[
2
dx = r
2

is a weak solution of
u g(, u) = u
for some Lagrange multiplier . Dene the operator L by
(Lv, ) =
_

vdx
and H by
H(v) =
_

g(, v)dx
for E. For any satises 2 < < 2

and := x : v(x) 2 with

v E, we have
_

[v[

dx 2

meas .
Hence
[ H(v) [
_
/
[v[
2

1
[[ dx +
_

[[ dx C|v|

||
E
.
It concludes
|H(v)| = o(|v|).
So by Theorem 11.4 in [24], each eigenvalue of provides a bifurcation point of
(4.1) v g(, v) = v.
Since g(, v) = o([v[) and is bounded, it follows from (4.1) that
|v|
E
C|v|
L
2
()
= Cr.
Arguments from elliptic regularity theory [6] show if r is small enough,
|v|
L

()
< 1 and g(, v) = (v + u
t
())
2

1
+
.
The proof is complete.
Next, we show that the bifurcation branch bends locally to the left.
Proposition 4.2. If (, v()), v() ,= 0, is a solution of (2.4) such that

k
, k ,= 1, v() 0, then <
k
. Consequently, if h ker(
k
)

and (, u()), u() ,= 0, is a solution of (1.1) such that

k
, k ,= 1 and
u() u
t
(
k
), then <
k
.
Proof. Let u = v + w be a solution of (2.4) with v E

and w E
+
.
Multiplying (2.4) by w v and integrating by part, we obtain
(4.2)
_
R
N
([w[
2
[v[
2
) dx =
_
R
N
[u + (u + u
t
())
2

1
+
] dx
=
_
R
N
[(w
2
v
2
) + (v + w + u
t
())
2

1
+
] dx.
Critical Superlinear AmbrosettiProdi Problems 79
It follows
(4.3)
_
1

k+1
__
R
N
[w[
2
dx
_
1

k
__
R
N
[v[
2
dx

_
R
N
(v + w + u
t
())
2

1
+
(w v) dx.
By the convexity of the function (v +w +u
t
())
2

1
+
and since u
t
is negative
_
R
N
(v+w +u
t
())
2

1
+
(w v) dx (4.4)
=
_
R
N
(v + w + u
t
())
2

1
+
(2w u) dx

_
R
N
(2w + u
t
())
2

+
dx
_
R
N
(u +u
t
())
2

+
dx

_
R
N
(2w + u
t
())
2

+
dx
_
R
N
[2w[
2

dx C|w|
2

E
.
(4.3) and (4.4) imply
(4.5)
__
1

k+1
_
C|w|
2

2
E
_
|w|
2
E

_
1

k
_
|v|
2
E
0.
Suppose by contradiction that
k
. Since /
k
1 > 0 and u = v + w ,= 0
we must have w ,= 0. Hence
(4.6)
_
1

k+1
_
C|w|
2

2
E
C|u|
2

2
E
.
It yields a contradition when we let
k
.
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Manuscript received July 25, 1999
Djairo G. De Figueiredo and Yang Jianfu
IMECCUNICAMP
Caixa Postal 6065
13083-970 Campinas, S.P., BRAZIL
E-mail address: djairo@ime.unicamp.br, jfuang@ime.inicamp.br
TMNA : Volume 14 1999 N
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