A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
H. B RÉZIS
F. E. B ROWDER
Strongly nonlinear elliptic boundary value problems
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 5, n
o3 (1978), p. 587-603
<http://www.numdam.org/item?id=ASNSP_1978_4_5_3_587_0>
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H.
BRÉZIS (*) -
F. E. BROWDER(**)
dedicated to Hans
Lewy
Let Q be an open subset of Rn. We consider a nonlinear
elliptic
par- tial differentialequation
of order2m, (m ~ 1 ),
on S2 of the formwhere the
principal
term of order 2m isgiven
in thegeneralized divergence
form
and the lower-order
perturbing
termg(x, u)
isstrongly
nonlinear in thesense that we
impose relatively
weaksign
conditions but not an over-allgrowth
condition on the size ofg(x, u)
as a function of u. In thepresent discussion,
y we obtain existence anduniqueness
theorems for the solution of theequation (1)
under null Dirichletboundary
conditions(as
well as othervariational
boundary conditions).
We also obtain related results on existence anduniqueness
forgeneral
classes of variationalinequalities involving
theelliptic operator A(u) -f- g(x, ~).
These resultsgive
a considerablesharp- ening
to earlier results on the existence of solutions for this class ofproblems
obtained in
Browder [3],
Hess[6], [7], [8],
Edmunds-Moscatelli-Webb[5], Webb [11],
andSimader [10].
Our treatment includes the case of un-bounded domains which
previously required
aspecial
treatment. Unlike many of the discussionsjust mentioned,
it does not rest upon ageneralized
(*) D6partement
deMath6matiques,
Universit6 de Paris VI, Paris, Cedex.(**) Department
of Mathematics,University
ofChicago, Chicago,
Illinois.Pervenuto alla Redazione il 17 Settembre 1977.
theory
ofpseudo-monotone operators,
nor uponsingular perturbation
tech-niques.
Weemploy
instead the standardtheory
ofpseudomonotone
opera- tors from a reflexive Banach space V to itsconjugate
space V* which weapply
to the truncatedoperator A(u)
=gn(x, ~)
and pass to the limit in n, upon theresulting approximate
solutions.We
begin by remarking
upon our use of the standard notation in thisarea of discussion. The
points
of ,~ are denoted ...,xn)
andintegration
withrespect
toLebesgue
n-measure on is writtenjdm.
Thespace LP for
p ~ 1
denotes thecorresponding Lebesgue
space ofp-th
power summable functions on S~. We use the conventional notation for differ- entialoperators
in which a is then-tuple
ofnon-negative integers (exl,
...,an),
n
Da is the
elementary
differentialoperator
Da and its ordern i=l
oej.
Let .RN be the vector space ofm-jets
on Rn whose elements;=1
are denoted
{9: IPI m. Each corresponds
to apair (i, q)
where~
=f~,6: 1 # == m} and q = lq,6: ~ ~ c m -1~ . The ~
form a vector spaceRNI,
the q
a vector space RN. with N =-E- N2.
We denote
by
the Sobolev space of functions u in Lp onS2,
all of whose distribution derivatives Zu lie in Lp
for
is areflexive, separable, uniformly
convex Banach space withrespect
to theusual norm
is the space of elements u from
Wm.V(Q)
whichsatisfy
the Dirichletnull-boundary’
conditions of order m - 1 on theboundary
of Q in thegeneralized
sense, where is defined to be the closure inof the
testing
functions withcompact support
in Q.To define the
representation
of theoperator A(u)
in(2)
moreprecisely,
we introduce a more
precise
definition of the functionsAa
involved in thatrepresentation.
EachAa
is a function from Q X RN toR,
thereals,
andthe
family ~)}
satisfies thefollowing assumptions : Assumptions
onA(u) :
(1)
EachA,,(x, E)
is measurable in xfor fixed ~,
continuousfor f ixed
x..I’or agiven
real number p >1,
there exists a constant C1 and afunc-
tion
k1
inLp’,
withp’ = p(p -1)-1,
such that(II)
For each x inQ, each n
inRl,,,
and anypair of
distinctelements ~
and
~1) o f RNl,
we have(III)
There exists a constant C2 > 0 and afixed function l~2
in El suchthat
for
in Qand ~
inRN,
In Section
1,
we treat the Dirichletproblem
for theequation (1)
withf
in the
conjugate
space of V’ = under verygeneral assumptions
upon the
strongly
nonlinearperturbation g(x, u).
This set ofassumptions
is as follows:
Assumptions
upong(x, u) :
(1)
Thefunction g(x, r)
is measurable in x on Qfor f ixed
r inR,
con-tinuous in r
for fixed
x. For each x inQ, g(x, 0)
=0,
whilefor
all r inR,
x in
D7
(2)
There exists acontinuous, nondecreasing f unction
hfrom
R to .Rwith
h(O)
=0,
such thatfor
agiven
constantC,
haveand
f or
att x in ,~ and att r in .R.Let us note that the second
assumption
will hold for a functiong(x, r)
==
g(r) independent
of x if for anypair
ofarguments
0 r swith a similar
assumption
fornegative arguments.
Inparticular,
it holdsif
g(x, r)
=h(r)
isincreasing
in r andindependent
of x. Theinequalities
of
(2)
wheng(x, r)
is notindependent
of x express acomparison
of thegrowth
rates of theg(x, r)
as x varies over S~.Our basic result in Section 1 is
given
in thefollowing
theorem:38 - Annali della Scuola Norm. Sup. di Pisa
THEOREM 1. Let S~ be a bounded open
set, A(u)
adifferential operator of
the
form (2)
whichsatisfies
theAssumptions (I), (II),
and(III) given
above.Let
g(x, r) satisfy
theAssumptions (1)
and(2) given
above.If
V‘ =then
for
eachf
inV*,
theconjugate
spaceof V,
there exists u in V withg(x, u)
in
L’, u)
in Ll such thaton Q
(in
the senseof distributions)
while(Here (w, u)
denotes thepairing
between an element of V* and an ele- ment u ofV.)
In Section
2,
we extend the result of Section 1 to avoid theassumption
that the domain ,S~ is bounded and to cover more
general boundary
valueproblems
of variationaltype
as well as a rathergeneral
class of variationalinequalities.
This discussion is based uponreplacing
theassumption (2)
on the
strongly
nonlinear termg(x, u) by
anotherassumption
in whichg(x, r)
isnon-decreasing in r, namely:
Alternative
Assurrzption
ong(x, u):
(2)’
Thefunction g(x, r)
isnon-decreasing in r
on .R. For each r,g~(x)
=g(x, r) yields
af unction
g, inZ1 (S2).
Note that in this alternative
assumption,
nocomparison
is made of the rate ofgrowth
ofg(x, r)
as a function of r for different values of x in Q.Under this
assumption,
we may define :This function
G,
theprimitive
of g withrespect to r,
iscontinuous,
convexin r, and is
non-negative
for allarguments
withG(x, 0)
= 0. Its derivative withrespect
to r is of courseg(x, r).
THEOREM 3. Let Q be an
arbitrary
open set inRn, A(u)
adifferential
operator of
thef orm (2)
whichsatisfies
theAssumptions (I), (II),
and(III).
Let
satisfy
theAssumptions (1)
and(2)’, G(x, r)
itsprimitive
withrespect
to r as
defined
above. Let V be any closedsubspace of -W’*"(Q),
K a closedconvex subset
of V, (0
EK),
7f
agiven
elementof
V*.Then there in K such that
g(x, u)
lies inL’(Q), g(x, u)
u lies inin and
u) +
00, while usatis f ies
bothof
thefollowing
varia-tional
inequalities : (i)
For each v in(ii)
For each v inK,
(By (A(u),
v -u)
forgeneral V,
we meana(u,
v -u)
as defined in the discussion of Section1.)
THEOREM 4.
Suppose
that thehypotheses of
Theorem 3 hold while in addition A ismonotone, i.e.,
for
all u and v in V. Thenfor
two solutions U1 and U2of
theproblem
con-sidered in Theorem 3
for
agiven f,
haveand
If
these two conditionsimply
that Ul = u2, then the solution uof
Theorem 3is
unique.
- The relation between the two classes of
problems
considered in Sec- tions 1 and 3 is clarified in Section 4by
thefollowing
result :THEOREM 5.
Suppose g(x, r) satisfies
theassumptions (1)
and(2) of
The-orem 1 on ac bounded open set Q
of
.Rn and thatg(x, r)
is alsonon-decreasing
in r
for
eachfixed
x.Suppose
that u is a solutionof
for
agiven f
in V* with u in V =Wo ~~(S2), g(x, u)
andg{x, u) u
inLl,
andthat we have the
equality
Then u is a solutions
of
the variationalinequalitieg (i)
and(ii) of
Theorem 4= V.
In
particular, u is unique
under thehypotheses of
Theorem 4.As we show in a paper to follow the
present
one, the methods whichwe have
applied
toelliptic problems
can beadapted
in asuitably
modifiedform to the treatment of a
corresponding
broad class ofstrongly
nonlinearparabolic initial-boundary
valueproblems
of variationaltype.
§
1. - We nowproceed
to theproof
of Theorem 1. Webegin by noting
that for u in
1Vo ~~ ( S~ )
and v inO;(Q),
if we denoteby (w, w1)
thepairing
between elements of IP spaces
given by
and
similarly
for thepairing
between a distribution and atesting function,
then
where
Em(u)
is the function from Q to RNgiven by
By part (I)
of theAssumptions
onA(u),
it follows that for each u in Tr =TV--’(D), (and
indeed for each u in lies in the spaceL2",
theconjugate
space to the space Lp for the p described in thatAssumption.
It followsby
the Holderinequality
thatand that for each fixed u in
V, a(u, v)
is a well-defined bounded linear functional of v in V. This functional we denote once moreby A(u),
sothat
A(u)
is an element of V‘* and also is a distribution on Q. It followsby
the standardarguments
that as amapping
from V toV*,
A is a con-tinuous
mapping
which maps bounded sets of V into bounded sets of V*.If Y’ is a
general subspace
of we defineA(u)
as the elementof V* such that
Here, A(u)
is nolonger
a distribution.We recall that a
mapping
T of V into V* is said to bepseudo-monotone
if it is continuous from finite dimensional
subspaces
of V to the weaktopology
of V* and satisfies thefollowing
condition:(p-m)
For any sequence in V which convergesweakly
to u in Vand for which lim sup
u~ -- ~) c o,
convergesweakly
toT(u)
in V* and converges to
(T(u), u).
We recall that T is said to be coercive if
’11,)
-+
oo as11 u 11 --* +
co,i.e.,
if there exists a function c fromR+
to R withe(r)
-+
o0as r -
+
oo such that for all uPROPOSITION 1. be any open subset
of Rn,
V a closedsubspace of
A an
operator
whichsatisfies
theAssumptions (I), (II), (III) given
above. Then A is a continuous coercive
mapping of
V into V* which maps bounded setsof
V into bounded setsof
V*.Moreover,
A ispseudo-monotone from
V to V*.PROOF TO PROPOSITION 1. The
coercivity
of A follows from thehypoth-
esized
inequality (III) by integration.
Thecontinuity
and boundedness of A followby
standardarguments
asalready
noted.The
pseudo-monotonicity
of A from V to V* isproved
in Browder[4].
Q.E.D.
We now introduce the truncated functions
gn(x, r)
in the usual wayby setting
PROPOSITION 2. Let Q be a bounded open set in
.Rn,
afunction from
to R which
satisfies
theAssumptions (1)
and(2)
above. Thenfor
each nthe
mapping
whichassigns
to each u, the elementA(u) + gn(x, u) of
V* is acontinuous
coercive, pseudomonotone map ping of
V into V*.PROOF OF PROPOSITION 2. If ,S2 is bounded and g satisfies the condi- tions
(1)
and(2),
then theoperator A(u) + gn(x, u)
willsatisfy
theAssump-
tions
(I), (II),
and(III)
ifA(u)
does.Hence,
the conclusion ofProposition
2 follows from that ofProposition
1.Q.E.D.
PROPOSITION 3. Let V be a
reflexive
Banach space, T acoercive,
boundedpseudo-monotone mapping of
V into V*. Then T issurjective.
PROOF. OF PROPOSITION 3. This is a standard result of the
theory
ofpseudo-monotone mappings [1].
Using Propositions
1 and2,
we see that the result of Theorem 1 fol- lows from the semi-abstract statement which we formulate as Theorem 2:THEOREM 2. Let V =
W’,v(S2),
where Q is a bounded open subsetof Rn,
g a
function f rom
Q xR into R whichsatisfies
theAssumptions (1)
and(2)
stated above.
Suppose
that A is a coercivepseudo-monotone mapping of
Vinto V* which maps bounded sets
o f
V into bounded sets in V*. Thenfor
each
f
inV*,
there exists u in V such thatwith
g(x, u)
in.L1, g(x, u) u
inL",
andPROOF OF THEOREM 2.
By Proposition 3,
for eachpositive integer n
and for the
given
elementf
ofV*,
there exists anelement u,
of V such thatSince
gn(x, un)
= wn isautomatically
an element ofV*,
we know moreoverthat
From the definition of the truncation and the
assumption
thatg(x, r) r > 0,
it follows
immediately
that 0. HenceHence Since
c(~)2013~-j-
oo as r --~ oo, it follows that there existsa constant M such that for all n. Since A maps bounded sets into bounded
sets,
it follows that for all n for a suitableconstant
.M-1. Using
thereflexivity
ofV,
it follows that for an infinitesubsequence
of theintegers n (which
we denote without loss ofgenerality
as the
original sequence)
convergesweakly
in V to anelement ’111,
whileconverges
weakly
in V* to an element w.On the other
hand,
we also know thatfor all n. For each
positive integer
I~ and all n, we havesince
if while
t1,) == I
for allpoints
of SZ. Hence forany subset B of
S~,
we havemeas
(B) R-llVl2 -E- JI3(R)
meas(B) .
B
Hence
by choosing
R-sufficiently large,
and thenmaking
meas(B )
sum-ciently small,
we find that the sequence{g,~(x,
of .L1 isequi-uniformly integrable. (This type
ofargument
is some-times referred to as theprinciple
of De La Vallee Poussin
[9],
p.159.)
We may choose an infinite
subsequence
of theoriginal
sequence(which
we denote once more for
simplicity
of notation as~~cn~)
such that un con-verges to u almost
everywhere
to u in Q.It follows
immediately
for this new sequenceby
thecontinuity
ofg(x, r)
in r and the definition of truncation that
~c~(x))
converges almost every- where tog(x, u(x)j
and furthermore that converges almost ever- where tog(x, u(x)j
in Q.By
Fatou’sLemma,
it follows thati.e., g(x, u)u
lies in .L1.Moreover, by
theequi-uniform integrability
of{g.,,(x, u,))
and their convergence tog(x, u)
a.e., it follows from Vitali’s Theorem thatgn(x, un)
converges tog(x, u)
inL",
whereg(x, u)
is itself anelement of
To continue our
argument,
we shall need toapply
thefollowing
result :PROPOSITION 4. Let H be a continuous convex
f unctions
on the reals withH(O)
= 0. Let u be an elementof
V withH(u)
in Ll. Then there exists a sequence in such that vj converges to u inV,
v j converges to u almosteverywhere
inQ,
and is boundedfor all j by
afixed functions
in Ll.PROOF OF PROPOSITION 4. This is Lemma
3,
p.11,
of Br6zis[2].
PROOF oF THEOREM 2 CONTINUED. We consider the infinite
subsequence
at which we had arrived
during
the course of theargument,
y and in order toapply
thepseudo-monotonicity
of themapping A,
we seek to showthat lim sup
(A (un) ~ u)
0. For any v in V r’1LCB
we haveBy
Fatou’sLemma,
II
By
the Z1 convergence ofgn(x, un)
tog(x, u),
Hence
In
particular,
we may choose v = vj for any element of the sequence de- scribed inProposition
4 where we choose for H the convex functiong is continuous and convex, while
by
construction = 0. Moreoverwhere the function on the
right-hand
side of theinequality
lies in Ll. HenceH(u)
lies inL1,
and the sequence~v~~ converging
to t1 in the sense of Pro-position
4 may be constructed.We remark in addition that since
h(r)
is the derivative of Hat r,
Therefore,
Moreover, by
theinequality I
and thesign
conditions on the twoquantities g(x, r)
andh(r),
we see that(Indeed,
if t1 and v have the samesign,
this is a consequence of the fact that =h(u)v.
In the other case,g(x, u)v
isnegative,
andthe
right
side of theinequality
ispositive.)
For each
j,
where
(g(x,
denotes thenon-negative part
of the function.By
theinequality
we havejust
derivedThe term on the
right by Proposition
4 is dominatedby
an Li function.The sequence of function
(g(x, u)v;)+
converges almosteverywhere
to(g(x, u)u)+
=g(x, u)u.
Henceby
theLebesgue
dominated convergence the- orem,On the other hand
where while
where the difference of the
integrals
on theright approaches
0as j
~+
oo.Hence,
Since A is
pseudo-monotone,
it follows that w =A(u)
and that-~ 0. Since converges to
A(u)
in V* and hence in the senseof distributions while
in the sense of
distributions,
it follows thatFrom the
equality,
yit follows
by
Fatou’s Lemma thatTo
complete
theproof
of Theorem2,
we wish to show the reverse of thislast
inequality.
For each element of the sequence constructed as aboveusing Proposition 4,
we haveThus,
Since
in LI as
above,
it follows thatCombining
this fact with thepreviously
establishedinequality
we see that§
2. - PROOF OF THEOREM 3. We shallemploy
thegeneral procedure
used in the
proof
of Theorems 1 and 2.By
thetheory
of variationalinequal-
ities for
pseudo-monotone mappings
on reflexive Banach spaces[1],
for eachpositive integer n,
there exists a solution Un in .~ of the variational ine-quality
Since A is assumed to be coercive and 0 lies in
K,
we know thatHence,
it follows as before that the sequence is bounded inV,
andthat the sequence
~A(un)~
is bounded in V*.Therefore,
we may assumeby passing
to an infinitesubsequence
that Un convergesweakly
in V to anelement u of
K,
and convergesweakly
in Y’* to an element w of V*.We shall show that u is a solution of the
problem posed
in Theorem3,
andthat w =
A(u). By
the sameargument
as in theproof
of Theorem2,
is
uniformly
bounded for all n.We now deduce the
equi-uniform integrability
of the sequenceon the
(possibly)
unbounded open set S~by
a variant of the De La Valle Poussinprinciple applied
in thepreceding
case. For eachpositive integer R,
Hence,
for each set B with meas(B) sufficiently I
may beB
made small
uniformly
in n. Inaddition, for
eachgiven 6
>0,
there existsa subset
Be
of finite measure in Q such Thus the11-B
hypotheses
of the Vitali convergence theorem hold since we can showusing
the local form of the Sobolev
imbedding
theorem that for a suitable infinitesubsequence 9-(X, un)
converges almosteverywhere
in S~ tog(x, u).
It fol-lows as in the
proof
of Theorem 2 thatg(x, u)
lies inL1,
thatg(x, u) u
liesin Ll
by
the FatouLemma,
and thatgn(x,
converges tog(x, ~c) strongly
in
Let v be any element of .K and set
Each
Gn
is a convex,non-negative,
differentiable function on .R for fixed x.Hence for any
pair
ofarguments r
and sIf we substitute
for r and s, v(x)
andrespectively,
y we obtainWe now
integrate
over ,~ and obtain theinequality
Suppose
thatThen
implies
thatSince
un)
converges almosteverywhere
toG(x, u)
it follows thatfor every v in K such that
v) +
oo.Setting v
= u,however,
weobtain
By
thepseudo-monotonicity
of themapping A
from V toV*,
it fol-lows that w =
A(u), i.e., A(un)
convergesweakly
toA(u)
in V* whileHence,
for any v in ~ withv) +
oo, we haveby
apreceding
ine-quality
Thus the variational
inequality (ii)
of the conclusion of Theorem 3 has been established.To
complete
theproof
of Theorem3,
it suffices to establish the variationalinequality (i)
for the case in which v lies in IT r1 Loo. To obtain this con-clusion, however,
it suffices to take theinequality
Using
Fatou’s Lemma and thestrong
convergence ofgn(x, un)
tog(x, u),
we obtain
as desired.
PROOF OF THEOREM 4.
Suppose
that tliand u, satisfy
the conclusions fo Theorem 3 forf
agiven
element of V* and K agiven
convex subset of K.Suppose
that A is monotone. For any element v of .K withv) +
oo,and
Since
G(x, r)
is convexin r,
if we setthen v is a
permissible element,
and we haveTherefore
Adding,
we obtain theinequality
The conclusion then follows from the
monotonicity
of A and the con-vexity
ofG(x, r)
in r.Q.E.D.
§
3. - We nowgive
theproof
of Theorem 5 on the relation of theprocedures
of Sections 1 and 2.PROOF oF THEOREM 5.
Suppose
that is a solution in Tr = of the differentialequation
with
g(x, ~)
andg(x,
inL’,
and withFor any
testing
function v inQ,
we haveHence
implies
thatSuppose
that v is an element of V withv) +
oo. We know thatH(v)
ELI sinceand therefore
by Proposition
4 we may construct a sequence oftesting
func-tions vj converging
to v in V such that is dominatedby
a fixed .L1function;
thus converges toG(x, v)
in Ll.Taking
the limit of theinequality
for v = vjgiven above,
y we see thatso that the
inequality (ii)
holds for u.To obtain the
inequality (i),
we consider v in and choose asequence of
testing
functions in Vconverging
a.e. andboundedly
to v.If we consider the
inequality
and take the
limit,
we obtain theequality
Q.E.D.
BIBLIOGRAPHY
[1]
H. BRÉZIS,Equations
etinéquations
non linéaires dans les espaces vectoriels endualité,
Ann. Institut Fourier(Grenoble),
18(1968),
pp. 115-175.[2] H.
BRÉZIS, Integrates
convexes dans les espaces de Sobolev, Israel Jour. Math., 13 (1972), pp. 9-23.[3]
F. E. BROWDER, Existencetheory for boundary
valueproblems for quasilinear elliptic
systems withstrongly
lower order terms, Proc.Symposia
in Pure Mathe- matics, vol. 23, American MathematicalSociety,
Providence, R. I. (1971),pp. 269-286.
[4]
F. E. BROWDER, Pseudo-monotone’ operators and nonlinearelliptic boundary
value
problems
on unbounded domains, Proc. Nat. Acad. Sci., 74 (1977), pp. 2659-2661.[5] D. E. EDMUNDS - V. B. MOSCATELLI - J. L. R. WEBB,
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