A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
R ÜDIGER L ANDES
On the angle condition for the perturbation of elliptic systems
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 29, n
o2 (2000), p. 253-268
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On the Angle Condition for the Perturbation of Elliptic Systems
RÜDIGER
LANDES (2000),Abstract. For perturbed elliptic systems with critical growth we discuss conver-
gence properties of an approximating sequence. We show the strong convergence in the relevant
Soblovespace,
if a-priori bounds depending on the "angle condition"are available for the L 00 - norm of the approximations. This condition restricts the
angle between the perturbation and the solution as vectors in the target space JRM.
Our main tools are testfunctions constructed by projections onto convex sets in
the target space. Finally, we present conditions on the inhomogeneity, providing
those bounds and
consequently
the existence of weak solutions.Mathematics Subject Classification (1991): 35J60, 35A35, 49A22..
Introduction
On bounded domains Q C
R N
we consider weak solutions u : S2 -~Rm
of the Dirichlet
problem
forelliptic systems
We are interested in the convergence
properties
ofapproximating
sequencesassuming
that theperturbation B(u)
is of "critical"growth
in thegradient,
i.e.:the
growth exponent
is of the same order as theintegration
exponent of the relevant SobolevSpace.
For two reasons theseproblems
are ofparticular
interest.Firstly,
theEuler-Lagrange
systems of variationalproblems
for vector valuedfunctions are of this
type,
in the cases where the functional isdepending
notonly
on thegradient
but alsoexplicitly
on the solution. Because of this relation thisgrowth
ofB(u)
is often called"natural",
too.Secondly,
with thisgrowth
the usual
positivity
conditionsonly provide for the perturbations
and
heAce
there are nocompactness
results from FunctionalAnalysis
availableThis work was
partially
supported by SFB 256 Bonn, and by the Research Council of the Universityof Oklahoma.
Pervenuto alla Redazione il 18 febbraio 1999.
to
justify
the limitprocedure ("lack
ofcompactness",
cf. e.g.:[E]).
For theabundance of literature on this
type
ofsystems
we refer the reader to[Ga], [Gi], [H]
and the references cited therein.In the
special
situation ofEuler-Lagrange equations,
the existence of weak solutions can beprovided by
lowersemicontinuity
arguments, once lower bounds for the functionals are established. But thesearguments
do notprovide
additionalinformation for the
approximating
sequence, such aspointwise
convergence oreven norm convergence of the
gradients.
Thoseproperties
are ofimportance
also in order to deal with the related
parabolic problems,
cf. e.g.:[LM],
wherewe considered the heat
equation
forperturbations
with criticalgrowth.
Sincethe variational structure is not needed in our
approach,
we can deal with amuch
larger
class ofsystems, including
systems such asQuite
often the lack ofcompactness requires
to overcome the difficultiesarising
from a
possible
oscillation of thegradients
of aweakly convergent
sequence.Even
though this
is notquite
trivial to deal with in oursituation,
the maindifficulty
is that nonequi-integrable singularities,
like theapproximation
of theDirac
8-function,
coulddevelop
in the sequence of theperturbations.
However,
we are able to show thestrong
convergence of anapproximating
sequence in the Sobolev
Space
and hence the existence of weak solutionsprovided
uniform L °° -bounds are availabledepending
on the maximalangle
between the direction vector of theperturbation
and direction vector of the solution. Theproof
is based on the use of test functions introduced in[Ll].
We demonstrate
firstly
that nonequi-integrable singularities
do notdevelop
aslong
as the values of theapproximations
are not in certain convex sets.By
afinite induction we are able to make those sets
arbitrarily small,
which allowsus to establish the
strong
convergence of the sequence.1. -
Assumptions
and Main ResultAs usual we denote
by
thecompletion
of the smooth function withrespect
to the normWe consider
elliptic operators A (u)
of the formwith
perturbations
and
inhomogeneities f
E( Wo ~ p ( S2) ) * .
A weak solution of theboundary
valueproblem (0.1)
is a function u E such that the coefficient functionsu,
Du),
andbk (x,
u,Du)
are inLP’(0)
andL1(Q), respectively, p’ =
,
and u issatiesfying
theequation
i.e.: ~
for all
(vector-valued) functions 0
nOn the
operator A(u)
weimpose
the usualgrowth condition,
which allows to considerA (u)
as amapping
from into its dual space, further weimpose
a strictmonotonicity condition,
a coerciveness condition and a structurecondition which for
example
is satisfiedby systems
indiagonal
form. Moreprecisely
we assume that theelliptic operator
issubject
to thehypothesis (A),
which
specifies:
(A,i)
The coefficient functionsyy, ~) satisfy
theCarath6odory
condition(i.e.: Ak
is measurable in x for all(77, ~)
EJRM
x and continuous in(q, ~)
for xa.e.)
andthey
aresubject
to thegrowth
condition(A,ii) For ~ ~ ~
we have(A,iii)
There is a number v > 0 such that(A,iv)
For all ~ ERm
we haveThe
hypothesis (B)
for theperturbation
consists of thegrowth
conditionand the
angle
condition:(B,i)
The coefficient functions ofB(u) satisfy
theCarath£odory
conditionand the
(critical) growth
condition(B,ii)
There is a number y,0
y2
such thatAs an
example
we are able to deal with theoperators
where T :
Rm
is amapping satisfying
In Section 5 of
[LI]
wepointed
out that(A,iv)
is not muchstronger
than condition(A5)
of[L2]:
and our statements are valid for the
examples
ofelliptic operators A (u )
in thatnote. In
particular
we are able to deal withoperators
satisfying
the usualellipticity
conditionWe refer to those
operators
asoperators
in strictdiagonal
form.They satisfy
the structure condition
(A,iv).
Both aboveexamples
areoperators
of this kind.In order not to overburden the
presentation
withdistracting
technicaldetails,
we have not
incorporated
"lower order"dependence
in(A,iii), (B,i)
and(B,ii).
This is
possible
in a similar manner as in[L2].
Our main
existence
result is thefollowing
THEOREM l.1.
Suppose
that thehypotheses (A)
and(B)
aresatisfied,
then thereis a weak solution
of (0.1 ) provided
theapproximating
sequencedefined
in the nextsection is
subject
to the boundI I U n II 00
Mv (a exp(-y
coty)
siny)-1.
If
p > - 2 thenfor f
ELq,
q> P
p this bound can be establishedif || f 11 q
issmall
enough
and theelliptic
operatorA(u)
isof
the kind(1.2).
Indeedsuffices,
whereCo
is the best Sobolev constant such thatfor
all u E with||
u||
N _ CII
Du||p
and eIlull Np P
N ( -1).N-p q P
REMARKS.
i)
Note that the bound becomes lessthan §
as y raisesto 2
and tendsto
infinity
as y falls to zero.Fig.
1 shows the "Mathematica" renderedgraph
ofh ( y )
= sin yexp ( - y
coty ) .
ii)
In[L3]
wepointed
out thatL°°-a-priori
bounds for systems indiagonal
form of type
(1.2)
can be obtained if p >2,
cf.: Section5,
too. But forp 2 those bounds seem not to be
available, (yet?).
2. -
Convergence properties
of anapproximating
sequenceFor each
approximation step
in ourarguments
below we need the full test space and uniform L°°-bounds,
hence our choices forapproximation
schemes are limited. In
particular
we do not know how to obtain the resultusing
Galerkinapproximations.
Here we work with the solutions of thesystem
with truncatedperturbations,
i.e. we define the sequence ofapproximations {un }
as weak solutions of the
problem
where the
perturbation operator
is definedby
It is
straight
forward to check thatA (u )
+Bn (u )
defines abounded, coercive, pseudomonotone operator
from into(Wol, P (0)) *.
Hence the weaksolutions un exist. As in
[L2] (cf.: [Z] also)
we establish thefollowing
conver-gence
properties
of this sequence ofapproximations (or possibly
asubsequence thereof):
There is a function u E such that
Here and thereafter all
pointwise
statements are to be understood to holda.e. with
respect
to theLebesgue
measure of S2.Because of these
properties
of}un }
we havefor
all 0
E Since thepointwise
convergence ofbn (x, un, Dun)
to
b(x,
u,Du)
follows from3),
the existence result isestablished,
once we areable to
provide
theequi-integrability
of this sequence.3. -
Equi-integrability of bn (x ,
Un,Because of the
growth
condition(B,ii)
we obtain therequired property
fromTHEOREM 3.1.
Suppose
that thedifferential
operatorssatisfy (A)
and(B), respectively.
Let{un }
C be a sequence such thatand
then IDunlP - L 1 (0). (We
use thesymbol for
a sequencetending
to zero as n tends to
00.)
To prove this result we need to construct several different test functions
by projections
onto convex sets. We shallemploy
rotationalsymmetric
sets withboundary
of classC2
such as:(Sl)
BallsB(x, R)
of radius R and center at x.(S2)
SetsKe (x)
with cross-sectionsQ,
described in the Xl, X2-plane,
say, as follows:i) Q,
contains the curve with theproperties
that issymmetric
tothe
xl-axis
and consists above thexl-axis
of two connected curves£i
1and
,C2 . £1
1 ispart
of alogarithmic spiral given by
7r
=
e-t
cot Y(cos
t, sint),
for 0 t 2’- y ,
and,C2
is the vertical lineconnecting
thepoint
with
ii) 2 dist}x,
E, for all X E ,C.iii) 8 Qe
is of classC2,
the minimalprincipal
curvature of8 Qe
isstrictly positive
and theangle
between theposition
vector of apoint
of aQ,
and its outer normal is less or
equal to 2 - y .
(S3)
SetsSa
to bespecified
later.REMARKS.
The
angle
between theposition
vector of apoint
on ,C and its outer normalis less or
equal to 2 -
yby
the definition of the curve. The valueh(y)
is themaximal
x2-value
of the curve ,C.Fig.
2depicts
,C for y =!1l’.
The size and
position
of these sets in thetarget
space willdepend
on theweak limit u. For convex sets K we define the sets
K (u (x ) )
as follows:where
is a matrix ofrotation, mapping
the first standard basic vector e 1 onto andleaving
the vectorsorthogonal
tou (x )
and ei 1unchanged.
Then we introduce modified functions for the sequence of weak solutions
by
where
P (u n (x ) )
is theprojection
inRm
ofun(x)
ontoK(u(x)).
For the
projection
P asmapping
fromRm
x(un, u)
-P (u n )
we cannot determine the derivatives in astraightforward
manner. In[Ll]
however,
weshowed,
that for convex sets K of classC2
the first derivatives canbe determined in terms of
P(un)
and theprincipal
curvatures atP(un).
(Note, usually
we do not write the secondargument
of Pexplicitly.)
If the set K contains the
origin,
and if theprincipal
curvatures of itsboundary
have astrictly positive
lowerbound,
then we have Eprovided
un and u are in this space.Considering (A(v),
weget
fromp n
[L 1]
Sections2,
3 and 4:where the function ,~4
depends
on the values of un and u in thefollowing
manner:
If
u (x) =,A
0 and u n(x ) ~ K (u (x))
thenif
u (x ) ~ ~
andu n (x )
EK (u (x))
thenand
,,4.(x)
=0,
ifu(x)
= 0.Here i =
l, 2
denote the(M
xM)-Jacobi-matrices
withrespect
to thefirst, respectively,
the second vector variable of themapping
P :(un, u)
-from x into
From
[L 1 ],
c.f.:(3.2) below,
too, we invoke thefollowing pointwise
esti-mate
where it
is the minimalprincipal
curvature at thepoint P (v)
of theboundary
of the convex set. Note that the function
a (t) = 1+t
is anincreasing
functionon
[0, oo).
The
following
Lemma shows that this constructions fits well with the mainelliptic
operatorA(u):
LEMMA 3.1.
Suppose
that the open and convex set K contains theorigin, further
suppose that its
boundary
isof class C2
and itsprincipal
curvatures have astrictly positive
lower bound.If
a sequence Vn is bounded in and v EWJ’P(Q)
then we have
provided
=w (n);
where the setQn
=f x
EQ K (v (x)) }
andX (on)
is its characteristic
function.
PROOF.
Because I Qn I = w (n)
it remains toverify
that the sequence of theintegrands
isequi-integrable.
This follows from the facts that the functionsl are in
LP(Q)
and the sequences vn, are bounded inLP’ (Q).
Note in[Ll]
we havepointed
out that the matrixD2 P
consists of boundedfunctions, provided
there is astrictly positive
lower bound for theprincipal
curvatures on theboundary
of the set K.Step by
step, we now areverifying
theequi-integrability
of the sequenceprovided
the values of Un are in certainincreasing
subsets ofActually
our first two results hold for thegeneral positivity
condition and without the L°°-bounds.LEMMA 3.2.
If the inhomogeneity f
is in( W 1 ~ p (S2) ) *
and Un is the sequenceof approximations,
thenfor
3 > 0 there is a a > 0 such that:where
PROOF.
Suppose
that 3 > 0 isgiven
and let = Since ~ u,for 8 - oo, there is a
8o
such thatf (un - = v 2 -~ c~(n),
for80.
With the estimate
(3.1 ),
weget
From which the result follows with a = 20.
LEMMA 3.3. For the sequence
of approximations
Un we havefor
all 3 > 0 theestimate -
where
03 n
={x
EI
>I u I ( 1
+6)).
PROOF. As the convex sets for
projection
we now choose ballsBp
centeredat the
origin with
radius p =( 1+ 2. 8)
For = >we
get Un-UP-0
2 n n n
and
using
the estimate(3.1 )
and Lemma 3.1.Combining
the results from the last two Lemmas we also haveCOROLLARY 3.1. The sequence is
equi-integrable for all
a >0,
whereFor the next result we need the
angle
condition._
LEMMA 3.4.
If
K is any convex open setcontaining
the closureof
at leastone
of
the sets described in(S2),
sayKEo’
then the sequenceX (Qn) I Dun I P
isequi- integrable,
wherePROOF. We are
testing
with un - for E =4Eo,
andget
where =
{jc
EQ I
p = and 03B4is the minimal
principal
curvature of theboundary
ofNote that
p6 = 80
> 0 for x ES2n
and that(B(un), un -
0. To
verify
this lastinequality
observe that is a convex setcontaining
theorigin
and that(un -
has normal direction atE The
angle
between +and
(u n -
isincreasing
withdecreasing
h.Consequently,
theangle
between un and
(un -
is lessthan 2 -
y. .Obviously Qn
c hence the result.For the next step we first introduce sets
Z(r, a).
A setZ(r, a)
consists ofa
cylinder
with a half ball of the same radius r attached to one of its faces.The axis is
coinciding
with thexl-axis
from a to 2 + r, and the half ball is attached to the faceintersecting
thexi-axis
at a. Also let ao be the minimalxi-value
of the curve £, i.e. : ao = + +y )
0. Withthese notations our results so far
imply
COROLLARY 3. 2. Let N =
exp (- y cot y ) sin y
and E= 4 ( a~ - N). If the
sequence un also
satisfies the L°°-bound form
Theorem3.1, then for
all a witha ao
+ N
+ 2E and all r > N we have that the sequenceequi-integrable,
where ={x Z(r, a)(M(~))}.
We intend to show that the above statement is true for all a 1
+.V+26.
The sets
Z(r, a), however,
are not suited for the construction of test functions.Consequently
we choose setsSa
which arebounded,
convex sets of classC2
such that the minimal
principal
curvature isstrictly positive. Furthermore,
a setSa
containsZ(N
+2E, a)
in such a manner that their boundaries coincide at the half ball aslong
as the distance of thepoints
to the axis ofZ(N + 2E, a)
is less than or
equal
to N + 6. We also denote withQ
the infinitecylinder
with radius
N +
E and axiscoinciding
with thexl-axis
ofI1~M,
then weget
LEMMA 3.5.
For p
E R letQ~
={x
ESp (u (x))
n6(M(jc))}
and let 0
~8
E. Thenequi-integrable sequence for
a ao + N + 26.
PROOF. First we note that for x e
(Q~+2,8 B S2n )
we havefor some 8 >
0,
r = N + 2E . IndeedThe curvature of at
P (un (x )
is1
.Testing (2.1 ) with 0
=we get
riul
Since
n isequi-integrable
q and un - on03A903A9na +203B2
n wehave I
--
Utilizing
the aboveinequalities
once more weget
On the other hand for x E
(S2n+~ B S2n )
there is a a > 0 such thatproviding
the result.Now we get that is
equi-integrable
for vN + 2E by
a finite induction. Indeed
assuming
that isequi-integrable,
we test to the
equation with
and obtain the.. b.l.
ofwe test to the
equation
with and obtain theequi-integrability
ofUnfortunately
we can notimmediately
deal with setsSv
for v > N +2E,
because these sets do not contain theorigin
and theresulting
testfunctions do not vanish at theboundary.
Instead we test withif>
= vn -where vn
= un - ustarting
with some v2013l+~V+26.
LetOn
=supp(vn -
then~
0. From Lemma 3.1 weget
On the other hand
(Ð1P(Vn»f
=~r-1 Ark1:rAr¡,
where the row vectors Pr of the matrix are the outernormal, respectively
theprincipal
directionsat
P(vn);
1:1 = 0and 1:r
= 1 - where Ar, r =2,..., M,
are the
principal
curvatures atP(vn).
Hence onOn
weget,
cf.:[L I ],
too:
where it
is the minimalprincipal
curvatureof Sv
atP (vn ) .
IfP (vn )
is on thepart
ofboundary
ofcoinciding
with the half ball ofZ (jV + 2E, v)
wehave
where
gn (x )
are functions with =and it
= .Now we can continue with the the finite induction as far as needed. To-
gether
with theprevious
results we getCOROLLARY 3.3. > 0 the
sequence
isequi-integrable,
where
Theorem 2.1 now is an immediate consequence of our last Lemma in this section
LEMMA 3.6. The
sequence I Du,, ( p
isequi-integrable.
PROOF. To
verify
theequi-integrability,
weonly
need to control thelarge
values of Hence let
0:
={x
EQ I IDUnlp
> For h small andm
big
weget
choosing k
smallenough gives
the result.4. - L °° -estimates
Of course for
elliptic systems
L°°-estimates are not available ingeneral.
In
[L3] however,
we showed that for systems of thetype (1.2)
it ispossible
to establish
L°°-bounds,
with similar arguments as those used forequations
in[LU], provided
p > 2 andf
ELq ,
q >p . However,
thedependence
of theLll- norm of the solution on the Lq-norm of
f
cannot be obtaineddirectly
fromthese
results,
because the estimates are made forlarge
value of the solutionrespectively
for valuesbigger
than 1 at certainsteps
in theproof.
We outline some
changes
in thearguments
whichprovide
such adepen- dence,
thusestablishing
Theorem 1.1.LEMMA 4. l. Let
Pk (u)
be theprojection of
u onto thesphere
with radius k and centered at theorigin. Suppose
thatj’Ak lu - YIAkI1+EkCl for Ak
={x
EQ k),
thenPROOF. We have
fAk ’U - Pk(u)ldx
=fAk (Iul - k)dx
and definef (k) _
fAk(luj) Ilul
Thenarguing
as in[LU], Capter 2,
Lemma 5.1 weverify
the statement.
LEMMA 4.2.
Suppose
that Q C is bounded and thatThen
where
Co
is the best Sobolevconstant for
PROOF. We estimate
with E =
8,
p a= 03B2
p the result follows from theprevious
Lemma.So far we followed the
proof
of[LU],
but now we arearguing
somewhatdifferently.
We also do not assume that the solution is known to be boundeda-priori,
but suppose that it can be used as a test function in( 1.1 ).
A fact whichmost often is
provided by
existenceproofs using approximating
sequences, as for instance a Galerkinapproximations
for(2.1).
THEOREM 4.1.
Suppose (A I - A3)
and(B1 )
aresatisfied
and a weak solutionu E
W.1, P (0),
p >2,
can be used as a testfunction
in(1. 1),
where the operator(A(u))
isof strict diagonal form (c.f.: (1.2))
thenwith,e =
p2q-Np
with e= p2q-Np/Nq(p1)
REMARK. The conditions of Theorem 4.1 are met
by
weak solutions of theproblem
with truncatedperturbations (2.1).
PROOF OF THE THEOREM. From
[L3]
for p > 2 we invoke theinequality
where is the test function obtained
by projecting
onto the ball centered atthe
origin
and radius k. Hencewith
p*
=Np/N-P
Pand 1/r =
r 1 -[ N-p/Np + 1/q]
P q =Npq-q(N-p)-NP.
Npq Weget
firstand then
with e =
p 2q-Np .
Nq(p-1) ° From Lemma 4.2 we deduce that the solution isuniformly
"bounded and
get
c E
Now we can
estimate yielding
the result.REFERENCES
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[E] L. C. EVANS, "Weak Convergence Methods for Nonlinerar Partial Differential
Equations",
AMS CBMS Regional conference series in Mathematics, Providence, Rhode Island, 1990.
[Ga] M. GIAQUINTA, "Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems", Princeton
University
Press, Princeton, NJ, 1983.[Gi] E. GIUSTI, "Metodi Diretti nel Calcolo delle Variazioni", Unione Matematica Italiana, Bologna, 1994.
[GT] D. GILBARG - N. S. TRUDINGER, "Elliptic Partial Differential Equations of Second Order", Springer-Verlag, New York-Berlin-Heidelberg, 1977.
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Symp. on Diff. Geom. and Diff. Equ. Sci. Sience Press, Beijing, 1980.[LU] O. A. LADYSHENSKAYA - N. N. URAL’CEVA, "Linear and Quasilinear Elliptic Equations",
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[L1] R. LANDES, Testfunctions for elliptic systems and maximum principles, To appear in Forum Mathematicum.
[L2] R. LANDES, On the existence of weak solutions ofperturbed systems with critical growth,
J. Reine Angew. Math. 393 (1989), 21-38.
[L3] R. LANDES, Some remarks on bounded and unbounded solutions of elliptic systems,
Manuscripta Math. 64 (1989), 227-234.
[LM] R. LANDES - V. MUSTONEN, On parabolic initial-boundary value problems with critical
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Department of Mathematics The University of Oklahoma Norman, OK 73019, USA