A NNALES DE L ’I. H. P., SECTION C
C ATHERINE B ANDLE M OSHE M ARCUS
Asymptotic behaviour of solutions and their derivatives, for semilinear elliptic problems with blowup on the boundary
Annales de l’I. H. P., section C, tome 12, n
o2 (1995), p. 155-171
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Asymptotic behaviour of solutions and their derivatives,
for semilinear elliptic problems
with blowup
onthe boundary
Catherine BANDLE
Moshe MARCUS
Mathematisches Institut, Universitat Basel, Rheinsprung 21,
CH-4051 Basel, Switzerland.
Department of Mathematics, Technion I.I.T., 32 000 Haifa, Israel.
Vol. 12, nO 2, 1995, p. 155-171 Analyse non linéaire
ABSTRACT. -
By
means ofcomparison
functions theasymptotic
behaviourof solutions of semilinear
elliptic equations
which blow up at theboundary
is established. The results
depend only
on theprincipal part
of the second orderoperator
and can beexpressed
in asimple
way in terms of the associated Riemannian metric. In order to discuss theasymptotic
behaviourof the derivatives a
blowup technique together
with ascaling argument
is used.Key words: Comparison principle, blowup techniques.
On utilise des fonctions de
comparaison
afin d’établir lecomportement asymptotique
des solutions deproblemes elliptiques
semilineaires
qui explosent
au bord. Les resultatss’ expriment
de maniereA.M.S. Classification: 35 J 65, 35 J 60.
Annales de l’Institut Henri Poincaré - Analyse non linéaire - 0294-1449 Vol. 12/95/02/$ 4.00/© Gauthier-Villars
simple
a l’ aide de lametrique
de Riemann associee a cetoperateur.
L’étudedes derivees repose sur une
technique
deblowup
et utilise une invariancede groupe des solutions.
1. INTRODUCTION
Let D C
IRN
be a bounded domain and suppose that itsboundary
9D ispartitioned
into twoparts Fo
and F where F isrelatively
open withrespect
to c~D and satisfies an interior and exterior
sphere
condition.In this paper we consider solutions to
quasilinear problems
of the formwhere
is a
uniformly elliptic operator
with = andaij, bi
EWe are interested in the
precise
behaviour ofu(x)
as xapproaches
r.The existence of such solutions under the
assumptions
listed below can beestablished
by
the method of upper and lower solutionstogether
with(an
extensionof)
the uniform estimates of[4].
For anargument
of thistype
see for instance[2].
The functiong(x, t)
issupposed
to growsufficiently
fastas t ---~ oo in the
following
sense.where
h(x)
is anarbitrary
continuous andpositive
function in D andf (t,)
is
subject
to the conditions(F-l)-(F-3)
listed below.Denote
by
F theprimitive
off
such thatF(to)
= 0where, to
=t’ :
f (t) f (T)
forevery t 7-}.
Thenlinéaire
Typical examples
aref (t)
=tP ,
p > 1 andf (t)
=et.
Conditions(F-l)
and(F-2) imply
thatf
issuperlinear
atinfinity (cf. Appendix).
The
special
case L = A was treated in a series of papers([4], [5], [6], [1], [2]).
Inparticular
it has been shown thatHere
~(~)
is the inverse of~(t)
and6(:~) :
=dist(x,
It should be notedthat §
is a solution to the 1-dim.problem
In the first
part
we extend(1.2)
to solutions of(1.1).
It turns out that theasymptotic
behaviour doesn’tdepend
on the first order terms of L. The result isexpressed
in the mosttransparent
way if we introduce in D aRiemannian metric of the form
where
bz~ (x)
is the inverse matrix of aij(x)
andrepeated
indices are to besummed up from 1 to N. In this metric the distance between two
points
Pand
Q
isgiven by
infJ ds, 1
C Dbeing
an arcconnecting
P andQ.
Let7
~~
8r(x)
be the distance from x to F in the metric(1.4).
With this notationwe can state the
following
result.THEOREM 1.1. - The solutions
of (l.l) satisfy (1.2)
with6(~~ replaced by br~~).
In view of condition
(F-l)
this theorem holds also if L isreplaced by
L +
A(x)
whereÀ (x)
is anarbitrary
function inC°(D).
The result
applies
also toproblems
on Riemannian manifolds. If L is theLaplace-Beltrami operator
with
respect
to the metricds2 == bij dxz dxj [bij
is the inverse of thencorresponds
to the distance in the metric ds.If r =
~D, u
is called alarge
solution of( 1.1 ).
Aparticular large
solutionis the maximal solution
U(x)
characterizedby
This solution has been the
object
of many studies([4], [5], [2]).
Itplays
an
important
role ingeometry [5]
andprobability theory [3].
Ifg(x, t)/t
isVol. 12, n ° 2-1995.
monotone
increasing
in t for every fixed x eD,
it turns out that it is theonly
solution such that 9D
([5], [2], [6]).
This is asimple
consequence of the
asymptotic
behaviour and the maximumprinciple.
Similar results were obtained
by
Veron[7] by
a different method in thespecial
case where L containsonly
second order termsand g
=h( x)
tP.In the second
part
we derive theasymptotic
behaviour of the derivatives ofu( x)
near F and extend results of[2].
In thispart
we shall assume that aij is inC1°‘k(D).
Here we use ablowup technique
introduced in[1]
anda
scaling argument.
For this purpose we have to restrict(1.1)
to the casewhere
g(x, t)
satisfies(G-l)
withf
=tP,
p > 1. If the mainpart
of L isthe
Laplacian
andh(~) -
1 weobtain,
(1.6)
- 1locally uniformly
as x - F withIn the
general
case weget
Higher
derivatives are also studied and it is shown that theirasymptotic
behaviour can be
completely
described in termsof §
and its derivativesonly.
2. ASYMPTOTIC BEHAVIOUR OF THE SOLUTIONS 2.1. -
Throughout
this section we shall use thefollowing
notation.A(x)
is the
symmetric
matrix( ai~ ( ~ ) )
andS ( x )
is anorthogonal
matrix such that=
C(x)
is ofdiagonal
form. Since L isuniformly elliptic,
A has an inverse and
C1~2 (x)
andC-1~2 (x)
are well-defined. Let(x, y)
be the scalar
product
in(~~
and(x, y)z
=(x, A-1 (z)~).
Moreoverput
=
(x, x) z’
Let x besufficiently
near r so that there is aunique z
EF
such
that ~x - z~z
= Denote this infimumby 03B40393(x)
andthe
point z by z ( ~ ) .
Note that 1 as z -F, although
thetwo notions of distance do not coincide. If vz stands for the outer normal at z, then z - x has the direction of
A (z ) y z.
Denoteby
U aneighborhood
of rwhich has the
property
that for every x E U thepoint z(x)
is well-defined.For every
Xo E U n D,
letE(xo) : _ {x: ~~x -
be thelargest ellipsoid
contained in D.linéaire
Let us introduce in
E(xo)
new coordinatesE(xo)
is then transformed into the ballB(~o) := By
thechain rule
.
Putting /(y)
= for any functionf
inE(xo),
weget
Observe that
Thus if u is a solution of
(1.1)
we havefor every Xo E U.
Note that
by (G-l),
for any e > 0 there exists a numbert(e)
such thatTherefore
by (F-1 )
and the maximumprinciple
thefollowing
lemma holds.LEMMA 2.1. - Let u
satisfy
Lu(1 -
or Lu >(1-f-~)h(x) f (~c)
in a subdomainD’
C D.Suppose
in addition that u(resp. u)
is bounded
from
belowby max~to, t(~) ~. Suppose
that u is a solutionof equation (l.l)
such that u >max{t0, t(~)}. If u
> u(u u)
onthen ~c > u
(u u)
in D’.2.2. - Next we shall construct an upper bound for
u(x)
near r. For everyVol. 12, nO 2-1995.
Let r’ be a
compact
subset of r. Given c >0,
letp( c)
> 0 besufficiently
small so that c U and
and
The second
inequality
follows from thecontinuity
of the coefficients of L.Fix Xo E
rP~~~
and consider theproblem
where =
1 - ~ 1 + ~
andh *
=infE(xo)
This
problem
possesses a maximal solution Y which isradially symmetric.
By
the maximumprinciple,
Y is monotoneincreasing
in(o, p(xo)).
Therefore
Multiplication by
V’ andintegration yields
This estimate shows that
V(0) -
oo as p -~ 0.In addition to the
previous assumptions
onp( E)
we shall assume that itis
sufficiently
small so thatwhere
V(r)
is the maximal solution of(2.3)
with Xo Estraightforward computation yields ( r : _ ~ ~ ( )
From
(2.3), (iii)
and(F-l)
it follows thatAnnales de l’Institut Henri Poincaré - Analyse linéaire
whence
Furthermore we have
From
(2.4)-(2.6)
weget
By (ii)
and the definitionof JL
By
Lemma2.1,
thisinequality together
with(2.1) implies
thatû(y) :::;
V(y)
inB(xo). (Here
we use of course conditions(i)
and(iii).) By (1.2)
Observe that for any x
lying
on thesegment w
with z =z(xo),
p - r - Moreover
From
(2.9),
we have for x as abovewhere 7]1 ~ 0 as x z and 7]2 --~ 0 as xo z
uniformly
withrespect
toxo in
rP~~~ . By (F-3)
we deduce(cf. Appendix,
LemmaC)
that forgiven
c > 0 there exists
b ( ~ )
such that2.3. - Next we shall construct a lower bound for
u(x)
near r. Here we usea variant of a localization
technique
introduced in[6].
Denoteby Er(x)
theellipsoid {~x - x~z(x) r}.
For x E U nDC,
letro (x)
= and denoteVol. 12, n° 2-1995.
E*(x)
= For any 7-1 >ro(x),
setAr1 (x)
=Erl (x) - E*(x).
Let as before f’ be a
compact
subset of F. In what follows we shallassume that x is such that
z (x)
E r’ and that ri issufficiently
small sothat
Arl (~)
n c~D is a connected subset of r’ andDrl (x)
=Arl (x)
n Dis a connected subset of D.
Let
Txx
be the linear transformation(*)
defined in subsection 2.1. This transformation mapsAT1 (x)
into aspherical
annulusIf u is a solution of
problem (1.1),
then ic satisfies(2.1)
inDrl (x)
=Given 6’ >
0,
there exists >ro (3f)
such thatifri
E(ro, then,
for every x E U n
DC
such that EF’.
Let ri be a number in this interval such that ri
2ro.
Denoteby v
theradially symmetric
solution of theproblem
where
= 1 + ~ 1 - 2~
and h* =supDr1
(x) h.By
the maximumprinciple, v
has no local maximum in
(r0(x), rl ).
If v has a local minimum at thepoint
rmzn in this
interval,
we shallreplace
7-1by
the numberri
E(ro(x),
where =
v (rl ) .
Note that the value ofri depends only
onTO(X)
andri. Thus we may assume that ri has been so chosen that v is monotone
decreasing
in(ro(3f), ri).
Sinceit follows that v" is
positive
and hence v’ is monotoneincreasing.
Consequently v’2
is monotonedecreasing
in(ro (x), rl ) .
ThusAnnales de l’Institut Henri Poincaré - Analyse linéaire
Let ri be so close to
ro(.r)
thatlog
~4 Nl- 1 . 4~V20141;
ThenSince
v(ri)
>inf Drl (x) U
>2to
it follows thatTherefore the
previous inequality implies
that there exists apositive
number c* such that
( For
instance we mayput c*
= + On the other handour
assumptions
onf imply
that(See
Lemma B of theAppendix). Consequently,
forevery E’
> 0 thereexists
s (~’ )
such thatFrom this
inequality
and(2.11 )
weobtain,
Now
Ly
can becomputed
as in(2.4)
withh*
and Xoreplaced by
h* and xrespectively. Assuming
that ri issufficiently
small(so
that the coefficients~kl in
(2.4)
aresmall),
andthat é’
has been chosensufficiently
small weobtain from
(2.12)
and(2.13)
The value
of E’
isindependent
of the choice or ri(as long
as2ro).
We shall assume that ri has been chosen
sufficiently
near to ro so thatHence, by (2.14)
Vol. 12, n 2-1995.
Therefore,
in view of the factthat v
ic on theboundary
ofDr! (x),
Lemma 1.21
implies
that v u inDrl (x).
Nowproceeding
as in subsection 2.2 we conclude thatfor every x in
DTl (~)
which is colinear with :~ and z =z(x). Using again
Lemma C of the
Appendix
we concludethat,
for every c > 0 there exists such thatwhere z =
z(x).
Combining
estimates(2.10)
and(2.15)
we obtainprovided
that x - z isparallel
toA(z )Yz,
Furthermore the convergence is uniform withrespect
to z incompact
subsets of F. In thefollowing
theoremwe restate this result in a form which does not
explicitly
involve thepoint
z.THEOREM 2.1. - Let r’ be a
compact
subsetof
F. Then there exists apositive ~
such that3. ASYMPTOTIC BEHAVIOUR OF THE DERIVATIVES In this section we
study
theasymptotic
behaviour of thegradient
andhigher
derivatives of solutions ofproblem (1.1), assuming that g
satisfiescondition
(G-l)
withf (t)
= First we shall discuss in detail the caseAfter that we shall
point
out the modifications needed for the moregeneral
case. Our method combines the localization
arguments
of theprevious
sections with a
blowup technique
introduced in[1].
With the notation of section
2.1,
let xo be apoint
in U n D and sety’
=Tx0(z(x0)). Let O denote the center of the ball B(x0) = {|y| 03C1(x0)}
and let yo be a
point
in the interior of thesegment Oy’.
Recall thatB(xo)
is a ball in the y-spacewhere y
=Txo (x).
Denote,~
_Analyse linéaire
~’ _ O~
=p(x~) -,(3. Let 7]
be a set of Cartesian coordinates centeredat yo such that the
positive
7]1 axis is in the directiony0O
and denoteby T’x0
the linear
transformation x ~ ~.
Choose a number 6 E(0, 1/2)
anddenote,
Clearly
is contained inB(xo)
for all/3
E(0, p(xo)). Denote,
where M is any set in Let
r~’
==( r~2 ,
...,7]N) and £’
== Astraightforward computation yields,
From this and the fact that
~r~~
==(31-8
on -y2"j weobtain,
Let u be a solution of
(1.1).
If u denotes this function in terms ofthe ~
coordinates in
B(xo),
then(2.1)
can be rewritten in the formLet § =
be defined as in section 2 withrespect
tof (t)
= tP :Setting
we obtain
where
Vol. 12, nO 2-1995 .
Now let
r’
be acompact
subset of F. Given ~o > 0 choose o-osufficiently
small so that C U and
(By Theorem
2.1 such a choice of ao ispossible.) Assume
that Xo EThen if
,~
issufficiently small,
0where
x(r~) _ ~T~o~ 1(~).
Henceby (3.8),
for all
sufficiently
small,~ (uniformly
withrespect
to :~o asabove).
Next, let
> 0 and consider apoint 7]
E such that 7/1 Thenand
by (3.3),
By (3.9) 6r(:c(r~)) --3
0 asj3
- 0. Henceby
Theorem2.1,
where
op(1)
is aquantity
which tends to zero asj3
-0, uniformly
withrespect to ~
inD(/3).
From(3.11)
and(3.12)
weobtain,
Therefore,
for every c > 0 there existpositive
numbers,~~
and suchthat for
every {3
E(0,
Further, by (3.3),
Annales de l’Institut Henri Poincaré - Analyse
Therefore, by (3.11)
and(3.13),
Next
let f1
> 0 and consider apoint 7]
in such that 7yi >For such a
point,
Hence,
forsufficiently
smallj3,
and
consequently, by (3.12),
Therefore,
for every c > 0 there exists~c~
such thatfor all
sufficiently
small,~ (independent
of~).
Let K be a
compact
subset of the upper halfspace (£1
>0 ~ .
For allsufficiently
smallpositive /3,
K cD(/3)
and(by (3.10))
vj3 is boundedby
abound
independent
of,~.
Therefore as satisfies(3.7),
local estimates for solutions of linearelliptic equations imply that,
for every cx E(0, 1),
isbounded in
by
a boundindependent
of~3,
for allsufficiently
small,~.
Hence there exists a sequence{3n
-~ 0 such that~v~n ~
convergeslocally
in
C2
in the upper half space~1
> 0 to a function v* whichsatisfies,
Here we use the fact that
(by (3.3))
is contained in aball ~~-y’ (
with
r(/3)
- 0 as~3
- 0.Consequently
and of course the same statement holds w.r. to
~~,r. Further, by (3.13)
and
(3.15),
’
Vol. 12, n ° 2-1995.
It is
readily
seen thatproblem (3.16), (3.17)
possesses aunique solution, namely,
Therefore it follows that
locally
inCZ( f ~1
>0}). By repeated
differentiation of(3.7)
it also follows that v,3 -> v*locally
inC"’ ( f ~1
>0}) provided
that the coefficients of L are inConsider a
point 7]
=0,
...,0)
where ~c is a fixedpositive
number.Then, for 03B2
E(0,
so that
Hence, by (3.20),
Since ~~ ic ~ = (3.22) implies,
for x =
with 7]
=0,
...,0). But,
forsufficiently
small aany
point x
EI‘~
can be written in the above form withrespect
to anappropriately
chosen Xo in Indeed Xo can be anypoint
inT~o
suchthat
z(x)
=z(xo)
and x lies on thesegment
Furthermore the convergence is uniform withrespect
tozo in
Thus(3.23)
holdsuniformly
withrespect
to Xo EWe also note that the
argument
is localinvolving only
values of u ina small
neighborhood
ofr’ .
Therefore if we considerequation ( 1.1 )
witha more
general function, only
the behaviour of g forlarge
values of t isrelevant.
Consequently (3.23), appropriately modified,
remains valid for gsatisfying {G-1 )
withf (t)
= tP. Thus weobtain,
THEOREM 3.1. - Assume that g
satisfies (G-1)
withf (t)
= tp. LetT’
bea
compact
subsetof
T and letr~
denote aa-neighborhood of r’. If a
issufficiently
smallthen, for
x Er~,
Remarks. -
(1)
From(3.21a)
we conclude thatfor any
tangential
direction t atz(x).
As before the convergence holdsuniformly
withrespect
to x E(2)
Thearguments apply
also tohigher
order derivatives of u ifthey
exist. For the
special
casewe
get
Here n = vz is the outer normal at
z(x)
and6r(~)
is measured in the Euclidean metric.In the
general
case n has to bereplaced by A(z)vz
=: ra(cf.
Section2.1)
and the left hand side has to be
multiplied by
APPENDIX
LEMMA
A (1). -
Letf(t) satisfy (F-1)
and(F-2).
Then(1)
We are indebted to Prof. M. Essen for this lemma.Vol. 12, n° 2-1995.
Proof - By (F-l), F(t)
is convex fort, > to. Suppose
thatSince 03C8
exists we must have limF ( t) / t2
= oo. Hence there is a sequencetk
~ oo as k - oo such that for b = v +1, F(tk)
=bt2k. By
theconvexity
we have
Observe that
Since
p(t)
x, the series~ t~+1 - t~
converges. Thus for k +tk
sufficiently large, t~" 1~2
andtk+1 3t~.
tk+1
+tk
But then +
tk) O tk)/4tk
andThis contradiction shows that
(1)
is false. Theproof
is thuscompleted.
In view of
(F-l)
we haveThis
together
with Lemma Ayields,
LEMMA B. - Assume
(F-1 )
and(F-2).
ThenFrom the
monotonicity of cjJ
we infer thatfor q
> 080
(F-3) implies
apartially
converseinequality.
Annales de l’Institut Henri Poincaré - linéaire
LEMMA C. -
Let 03C8
EC[to, 00). Suppose that 03C8
isstrictly
monotonedecreasing
andsatisfies (F-3). ~-l.
Thenfor
every ~y > 1 there existpositive
numbersb.~
suchthat,
The
proof
isstraightforward
and will be omitted.REFERENCES
[1] C. BANDLE and M. ESSÈN, On the Solutions of Quasilinear Elliptic problems with Boundary Blow-up, Symposia Matematica, Vol. 35, 1994, pp. 93-111.
[2] C. BANDLE C. and M. MARCUS M., Large solutions of semilinear elliptic equations: existence, uniqueness and asymptotic behaviour, J. d’ Anal. Mathém., Vol. 58, 1992, pp. 9-24.
[3] E. B. DYNKIN, A probabilistic approach to one class of nonlinear differential equations,
Probab. Theory Rel. Fields, Vol. 90, 1991, pp. 89-115.
[4] J. B. KELLER, On solutions of 0394u =
f(u),
Comm. Pure Appl. Math., Vol. 10, 1957, pp. 503-510.[5] C. LOEWNER and L. NIRENBERG, Partial differential invariant under conformal or projective transformations, Contributions to Analysis (L. Ahlfors ed.), Acad. Press N. Y., 1974, pp. 245-272.
[6] M. MARCUS, On solutions with blow-up at the boundary for a class of semilinear elliptic equations, Developments in Partial Differential Equations and Applications (Buttazzo et
al ed.), Plenum Press, 1992, pp. 65-79.
[7] L. VÉRON, Semilinear elliptic equations with uniform blow-up on the boundary, J. d’ Anal.
Mathém., Vol. 58, 1992.
(Manuscript received November 23, 1993;
accepted May 2, 1994. )
Vol. 12, n° 2-1995.