Morse Theory for Indefinite Nonlinear Elliptic Problems

Morse theory for indefinite nonlinear elliptic problems

Kung-Ching Chang, Mei-Yue Jiang

LMAM, School of Mathematical Sciences, Peking University, Beijing, 100871, PR China Received 22 February 2007; accepted 22 August 2007

Available online 3 December 2007

Abstract

Using the heat flow as a deformation, a Morse theory for the solutions of the nonlinear elliptic equation:

−u−λu=a₊(x)|u|^q−1u−a₋(x)|u|^p−1u+h(x, u)

in a bounded domainΩ⊂R^N with the Dirichlet boundary condition is established, wherea_±0, supp(a₋)∩supp(a₊)= ∅, supp(a₊)= ∅, 1< q <2^∗−1 andp >1. Various existence and multiplicity results of solutions are presented.

©2007 Elsevier Masson SAS. All rights reserved.

1. Introduction

We study the nonlinear elliptic equations with indefinite nonlinearities. Arising from differential geometry and biology, the problem has been received much attention in recent years, see [1–5,8,9,16–18,21,22,24,26].

One of the modelling problems can be stated as follows: LetΩbe a bounded domain inR^Nwith smooth boundary, we study the existence and multiplicity of positive, negative and sign-changing solutions of the following elliptic boundary value problem:

−u=λu+a₊(x)|u|^q−1u−a₋(x)|u|^p−1u+h(x, u) inΩ,

u=0 on∂Ω, (1.1)

wherea_±:Ω→Rare continuous functions andh:Ω×R→Ris aC¹function, andλis a real parameter. We assume (A1) a_±0,Ω₊∩Ω₋= ∅andΩ₊= ∅, whereΩ_±=supp(a_±),

(A2) 1< q <2^∗−1=^N_N⁺₋²₂,p >1, (A3) there exists a constantC >0 such that

h(x, ξ )C 1+ |ξ|

, ξ∈R.

The case 1< pq <2^∗−1 has been studied by many of the previous papers, while the case 1< q < p and q <2^∗−1 by [5], but only for positive solutions.

✩ This work was supported by NSFC, RFDP of the Ministry of Education of China.

* Corresponding author.

E-mail address:mjiang@math.pku.edu.cn (M.-Y. Jiang).

0294-1449/$ – see front matter ©2007 Elsevier Masson SAS. All rights reserved.

doi:10.1016/j.anihpc.2007.08.004

The paper is a continuation of our previous paper [16]. The simple decomposition lemma in [16], on which the computation of the critical groups at infinity of the associated functionalI (see below) relies, plays an important role in dealing with this kind of indefinite nonlinearities.

In [14], the first author observed that there are several advantages if we use the heat flow for Eq. (1.1) to establish the Morse theory for isolated critical points, i.e., instead of the gradient flow:

∂_tv(t )=v(t )−(−)⁻¹

λv+a₊(x)|v|^q−1v−a₋(x)|v|^p−1v+h(x, v) for the associated functional of (1.1):

I (u)=

Ω

1 2

|∇u|²−λu²

−a₊(x)

q+1|u|^q+1+a₋(x)

p+1|u|^p+1−H (x, u)

dx,

whereH (x, u)=u

0 h(x, s) ds, inR×H₀¹(Ω), the following heat semi-flow:

∂_tv(t, x)=(+λ)v+a₊(x)|v|^q−1v−a₋(x)|v|^p−1v+h(x, v), (t, x)∈R⁺×Ω

inR⁺×C₀¹(Ω)is considered. The heat semi-flow is theL²gradient flow ofI and can be used as deformation of the level sets ofI as the gradient flow.

The disadvantage of this method, to our knowledge, is that a more restrictive exponent on the nonlinear term

|u|^q−1u is needed, i.e.,q < p^∗₁<2^∗−1, where p^∗₁ is defined in Section 3. But one of the advantages of the heat semi-flow is the positive invariance of the cones± ˜P, whereP˜= {u∈C₀¹(Ω)|u(x)0, x∈Ω}. This was observed in [1] and plays an important role in the existence of sign-changing solutions of (1.1).

Recall the case of definite nonlinearity, i.e.,a₋=0,Ω₊=Ω, if there is a positive invariant setDfor the gradient flow, then one can estimate the number of solutions inside and outside of D, separately. Few abstract critical point theorems can be applied in the study of multiple solutions, see [13]. In this paper, we shall extend these results to fit the indefinite nonlinearity by the above two ingredients. Our main purpose is to develop the above tools in dealing with the multiple solution problems for indefinite nonlinearities. The main results are stated in Section 5, among other things, the following theorem will be proved:

Theorem.Under the assumption(A1), (A2), (A3), (A4)and (A6), to Eq. (0.1)λ,γ there existsγ^∗>0 such that

∀γ > γ^∗,∃ − ∞< λ₋(γ ) < λ₁< λ₊(γ )such that:

(1) For0< λ < λ₋(γ ), there exist at least one positive, one negative and one sign-changing solutions.

(2) Forλ₋(γ ) < λ < λ₁, there exist at least three positive, three negative and one sign-changing solutions.

(3) Forλ₁< λ < λ₊(γ ), there exist at least two positive, two negative and one sign-changing solutions.

(4) Forλ2< λ < λ₊(γ ), there exist at least two positive, two negative and three sign-changing solutions.

Results in [1,4,5,16,22] are extended.

2. A decomposition lemma and the critical groups at infinity

We extend the decomposition lemma in [16] to the problem (1.1). The main difference is that the exponentpmay be greater than 2^∗−1. For Eq. (1.1), the associated functional is defined on the Banach spaceE=H₀¹(Ω)∩L^p_a−⁺¹(Ω), where

L^p_a−⁺¹(Ω)= u∈D(Ω)

Ω

a₋(x)u(x)^p+1dx <∞

.

ThusE=H₀¹(Ω)ifΩ₋= ∅andp >2^∗−1, andE=H₀¹(Ω)ifp2^∗−1 by the embedding theorem. The norm onEis defined byu =(∇u²₂+ u²

L^p+1_a− )². The space is the closed subspace

E=

(u1, u2)∈H₀¹(Ω)×L^p_a−⁺¹(Ω)|u1=u2

ofH₀¹(Ω)×L^p_a−⁺¹(Ω), and bothH₀¹(Ω)andL^p_a−⁺¹(Ω)are reflexive, according to Pettis Theorem, we have

Lemma 2.1.The Banach spaceEis reflexive.

The following decomposition lemma was proved in [16] ifp2^∗−1. Let E₁=H₀¹(Ω₀∪Ω₋)∩L^p_a−⁺¹(Ω₀∪Ω₋)

and

E₂=

u∈H₀¹(Ω₀∪Ω₊)|u(x)=0∀x∈Ω₀ .

Theorem 2.2.

E=E₁⊕E₂.

Proof. (1)∀u∈E, let

v(x)= u(x), x∈Ω₋, u(x)−w₀(x), x∈Ω₀ and

w(x)= w₀(x), x∈Ω₀, u(x), x∈Ω₊, wherew₀∈H¹(Ω₀)is given by

w0=0, x∈Ω0,

w0(x)=0, x∈∂Ω0∩∂Ω₋, w0(x)=u(x), x∈∂Ω0∩∂Ω₊. Thenv∈E₁andw∈E₂, andu=v+w.

(2) The decomposition is unique, i.e., ifu=v+w=0 forv∈E₁andw∈E₂, thenv=w=0.

Indeed we havev(x)=u(x)=0∀x∈Ω₋andw(x)=u(x)=0∀x∈Ω₊, thenw₀|∂Ω₀=0, hencew₀=0 by the maximum principle, andv=w=0.

(3) Define the mappingπ:u→(v, w)fromEtoE₁⊕E₂. It is linear and bounded. Moreover, it is also surjective.

Indeed, for(v, w)∈E₁⊕E₂, let u(x)=

v(x), x∈Ω₋, v(x)+w(x), x∈Ω0, w(x), x∈Ω₊,

thenu∈Eandπ(u)=(v, w). ThereforeEis isomorphic toE₁⊕E₂by Banach Theorem. 2 Again, the spacesE₁andE₂are decomposable. Indeed, let

E3= v3∈E1

Ω

∇v3· ∇φ dx=0, ∀φ∈H₀¹(Ω0)∪H₀¹(Ω₋)

and

E₄= v₄∈E₂

Ω

∇v₄· ∇φ dx=0, ∀φ∈H₀¹(Ω₊)

.

It is easy to verify that E₁=

H₀¹(Ω₋)∩L^p_a−⁺¹(Ω₋)

⊕H₀¹(Ω₀)⊕E₃ and

E₂=H₀¹(Ω₊)⊕E₄.

These decompositions were used in [16] in the computation of the critical groups ofI at infinity. In order to compute these groups, we follow the method in Section 4 of [16], by introducing a family of functionalsI_s,s∈ [0,1], as follows:

I_s(u)=1 2

Ω

|∇v|²+2s∇v· ∇w+ |∇w|²−λ

v²+2sv·w+w² dx

−

Ω

a₊(x)

q+1|w|^q+1−a₋(x)

p+1|v|^p+1+sH (x, v+w)

dx

for(v, w)∈E1×E2.

We note thatI₁(v, w)=I (v+w)=I (u)and thatI₀(v, w)=J₋(v)+J₊(w)is of separable variables, where J₋(v)=

Ω

1 2

|∇v|²−λv²

+a₋(x) p+1|v|^p+1

dx

and

J₊(w)=

Ω

1 2

|∇w|²−λw²

−a₊(x) q+1|w|^q+1

dx.

We shall compute the critical groups ofIat infinity via those ofI0. One can easily figure out the critical groups forJ_± and so does forI0. Thus it remains to show that the critical groups forIs are invariant alongs∈ [0,1].

Definition 2.3.LetCbe a constant. A sequence{u_k} = {(v_k, w_k)} ⊂E₁⊕E₂is said a weak Palais–Smale sequence forI_s, if

I_s(v_k, w_k)C and I_s(v_k, w_k)

E^∗=o u_kE

=o

v_kE1+ w_kE2

.

Obviously, a Palais–Smale sequence is a weak Palais–Smale sequence.

Lemma 2.4.Assume(A1), (A2),

(A3) h(x, ξ )=o(|ξ|)as|ξ| → +∞uniformly inx, (A4) λ /∈σ (Ω₀).

Then any weak Palais–Smale sequence forIsis bounded inE.

Proof. From the definition

I_s(v_k, w_k)C and I_s(v_k, w_k)

E^∗=o

v_kE₁+ w_kE₂

, we have

I_s(v_k, w_k)=1 2

Ω

|∇v_k|²+2s∇v_k· ∇w_k+ |∇w_k|²−λ

v_k²+2svk·w_k+w_k² dx

−

Ω

a₊(x)

q+1|w_k|^q+1−a₋(x)

p+1|v_k|^p+1+sH (x, v_k+w_k)

dxC and

I_s(v_k, w_k), (v_k, w_k)

=

Ω

|∇v_k|²+2s∇v_k· ∇w_k+ |∇w_k|²−λ

v_k²+2svk·w_k+w_k² dx

−

Ω

a₊(x)|w_k|^q+1−a₋(x)|v_k|^p+1+sh(x, v_k+w_k)(v_k+w_k) dx

=o

v_k²_E1+ w_k²_E2 .

These imply 1

2− 1 q+1

Ω

a₊(x)|w_k|^q+1dx− 1

2− 1

p+1

Ω

a₋(x)|v_k|^p+1dxC+o

v_k²_E1+ w_k²_E2

. (2.1) Now letη∈C^∞(Ω)satisfy

η(x)= 1, x∈Ω₋, 0, x∈Ω₊, again, we have

I_s(v_k, w_k), (ηv_k, ηw_k)

=

Ω

∇v_k· ∇(ηv_k)+s∇(ηv_k)· ∇w_k+s∇(ηw_k)· ∇v_k+ ∇w_k· ∇(ηw_k) dx

+

Ω

a₋(x)|v_k|^p+1dx+O u_k²₂

=o ukE

ηukE=o uk²E

. (2.2)

The first integral on the right-hand side of (2.2) equals

Ω

1

2∇v²_k· ∇η+η|∇v_k|²+sη∇v_k· ∇w_k

dx

+

Ω

sη∇v_k· ∇w_k+s∇η· ∇(v_kw_k)+1

2∇w²_k· ∇η+η|∇w_k|²

dx

=

Ω

(1−s)

|∇vk|²+ |∇wk|²

+s∇(vk+wk)²

η dx−1 2

Ω

|vk|²+ |wk|²+2svkwk

η dx. (2.3)

Substituting (2.3) into (2.2) it follows

Ω

a₋(x)|vk|^p+1dxO uk²2

+o uk²E

. (2.4)

Combining (2.4) with (2.1) we get

Ω

a₊(x)|wk|^q+1dxC+O uk²2

+o uk²E

. (2.5)

The assumptionI_s(v_k, w_k)Cand (2.5) imply 1

2

Ω

|∇vk|²+2s∇vk· ∇wk+ |∇wk|² dx+

Ω

a₋(x)|vk|^p+1dxC+O uk²2

+o uk²E

. (2.6)

However, there is a constantC1such that

Ω

|∇v|²+2s∇v· ∇w+ |∇w|²

dx(1−s)

Ω

|∇v|²+ |∇w|² dx+s

Ω

|∇u|²dx C₁

Ω

|∇v|²+ |∇w|²

dx. (2.7)

Inserting (2.7) into (2.6) we have

Ω

|∇v_k|²+ |∇w_k|² dx+

Ω

a₋(x)|v_k|^p+1dxC+O u_k²₂

+o u_k²_E

. (2.8)

Therefore

u_k²_EC

1+ u_k²₂

(2.9) for some constantC.

In view of (2.9), it remains to prove thatv_k2+ w_k2is bounded. This is proved by contradiction. Suppose not, we have a weak Palais–Smale sequence{(v_k, w_k)}satisfyingv_k2+ w_k2→ +∞ask→ ∞. Define

˜

u_k= u_k vk2+ wk2

, v˜_k= v_k vk2+ wk2

, w˜_k= w_k vk2+ wk2

,

(2.8) implies that{˜v_k},{ ˜w_k}, and{ ˜u_k}are bounded. By Lemma 2.1,Eis reflexive, so we may assume, after a subse- quence that

˜

v_k v0, w˜_k w0, u˜_k u0 weakly inH₀¹(Ω) and

˜

v_k→v₀, w˜_k→w₀, u˜_k→u₀ strongly inL²(Ω)

withu₀=v₀+w₀. Thenu₀=0 asv₀2+ w₀2=1. Settingz_k=∂_vI_s(v_k, w_k)andφ=_(v ^vk

k2+wk2)² we have zk, φ =

Ω

|∇ ˜vk|²−λv˜²_k dx+s

Ω

(∇ ˜vk· ∇ ˜wk−sλv˜k· ˜wk) dx +

v_k2+ w_k2

p−1

Ω

a₋(x)|˜v_k|^p+1dx+o(1).

Therefore

vk2+ wk2

p−1

Ω

a₋(x)|˜vk|^p+1dxC

and

Ω

a₋(x)|˜v_k|^p+1dx→0

byp >1 andv_k2+ w_k2→ +∞.It follows fromv˜_k v₀that

Ω

a₋(x)|v0|^p+1dx lim

k→∞

Ω

a₋(x)|˜vk|^p+1=0 and then supp(v0)⊂Ω0.

Similarly, we have

Ω

a₊(x)|w₀|^q+1dx=0

and supp(w0)⊂Ω₀by computing∂_wI_s(v_k, w_k), ^wk

(v_k2+w_k2)². Hencew₀=0 provided byw₀=0 inΩ₀and then supp(u0)⊂Ω₀.

Let us chooseφ∈H₀¹(Ω₀)as an element inE, then we have 1

v_k2+ w_k2

I_s(vk, wk), φ

=

Ω

(∇ ˜vk· ∇φ−λv˜kφ) dx+s

Ω

(∇ ˜wk· ∇φ−λw˜kφ) dx

=

Ω

(∇ ˜u_k· ∇φ−λu˜_kφ) dx+s

Ω

(∇ ˜w_k· ∇φ−λw˜_kφ) dx=o(1).

Thus

Ω

(∇u0· ∇φ−λu0φ) dx=0 ∀φ∈H₀¹(Ω0)

byw˜k0. According to the assumptionλ /∈σ (Ω0),u0=0 inΩ0andu0=0 inE. This is a contradiction. 2 Lemma 2.5.Under the assumption of Lemma2.4, every weak Palais–Smale sequence ofIs contains a convergent subsequence inE.

Proof. (1) Let{u_k} = {(v_k, w_k)}be a weak Palais–Smale sequence ofI_sfor somes∈ [0,1]. According to Lemma 2.4, {u_k}is bounded inE.

(2) Applying Lemma 2.1, there is au^∗∈Esuch thatu_k u^∗inE. After a subsequence we have u_k(x)→u^∗(x) a.e. inΩ

and

u_k→u^∗ inL²(Ω)and inL^q+1(Ω).

(3) By the definition of weak Palais–Smale sequence, we have I_s(u_k)−I_s(u^∗), u_k−u^∗

=o u_kE

u_k−u^∗E+o(1)=o(1) (2.10)

provided by the boundedness of{u_k}inE. On the other hand, there holds I_s(u_k)−I_s(u^∗), u_k−u^∗

= u_k−u^∗2_s +

Ω

a₋

|u_k|^p−1u_k− |u^∗|^p−1u^∗

(u_k−u^∗) dx+o(1), (2.11) where

u²_s =

Ω

|∇v|²+2s∇v· ∇w+ |∇w|² dx

is an equivalent norm ofu_H¹

0 =(

Ω|∇u|²dx)^1/2by (2.7). From an elementary inequality, there is a constantC such that

C

Ω

a₋|u_k−u^∗|^p+1dx

Ω

a₋

|u_k|^p−1u_k− |u^∗|^p−1u^∗

(u_k−u^∗) dx. (2.12)

Combining (2.10)–(2.12) we getuk→u^∗inE. 2 As a consequence of Lemmas 2.4 and 2.5 we have

Corollary 2.6.Under the assumptions of Lemma2.5, the functionalI satisfies the Palais–Smale condition onE.

The proofs of Lemmas 2.4 and 2.5 also yield (see Proposition 3.3 in [16]).

Theorem 2.7.Under the assumptions of (A1), (A2), (A3)and (A4), there are constants Aand δ >0 such that

∀s∈ [0,1], I_s(u)

E^∗δuE ifI_s(u)A.

Using the deformationI_s we have the following theorem on the critical groups at infinity, its proof is referred to Theorem 4.1 in [16].

Theorem 2.8.Under the assumptions of (A1), (A2), (A3)and(A4), all critical groups ofI at infinity are trivial, i.e., C_∗(I,∞):=H_∗

E, I^a

= {0}, ∗ =0,1,2, . . .

foraA, whereAis the constant in Theorem2.7andI^a= {u∈E|I (u)a}.

Also one defines I_±(u)=

Ω

1 2

|∇u|²−λu²_±

−a₊(x)

q+1|u_±|^q+1+a₋(x)

p+1|u_±|^p+1−H_±(x, u)

dx,

whereu_±=max{±u,0},H_±(x, ξ )is the primitive ofh_±(x, ξ )and h_±(x, ξ )= h(x, ξ ), ±ξ 0,

0, otherwise.

We have the following facts forI_±: (1)I_±(u)=I (u)if±u0;

(2) LetK andK_±be the critical sets ofI andI_±, respectively, thenK_±=K∩(±P ), whereP = {u∈H₀¹(Ω)| u(x)0 a.e.x∈Ω}.

As we proved in [16], the following theorem holds.

Theorem 2.9. Under the assumptions of (A1), (A2), (A3)and (A4), the critical groups ofI_± at infinity are well defined and trivial, i.e.,

C_∗(I_±,∞)= {0}, ∗ =0,1,2, . . . .

Remark 2.10.In the following sections we shall consider the functional on the spaceC₀¹(Ω)rather than the spaceE.

LetI˜=I|_C¹

0(Ω)andI˜_±=I_±|_C¹

0(Ω). It is well known [25] that H_∗

C₀¹(Ω),I˜^a

=H_∗ E, I^a

= {0}, ∗ =0,1,2, . . . , and

H_∗

C₀¹(Ω),I˜_±^a

=H_∗ E, I_±^a

= {0}, ∗ =0,1,2, . . . .

This means that the critical groups at infinity for bothIandI˜are trivial.

Remark 2.11.The results in this section hold if the term|u|^q−1uis replaced byg(u)satisfying:

(g1) |g(u)|C(1+ |u|^q) u∈R,

(g2) there are constantsθ >2 andR >0 such that g(u)uθ G(u) >0, |u|R

whereG(u)=_u

0 g(s) ds.

3. The heat flow

LetT >0 andΩ^T =(0, T )×Ωandφ∈C₀¹(Ω), in this section we study theL^∞a priori estimate for the solution v∈C¹(Ω^T)of the nonlinear heat equation:

∂_tv(t, x)=(+λ)v+a₊(x)|v|^q−1v−a₋(x)|v|^p−1v+h(x, v), (t, x)∈Ω^T, v(t, x)=0, (t, x)∈ [0, T )×∂Ω,

v(0, x)=φ(x), x∈Ω, (3.1)

and explain how the heat flow can be used in Morse theory for the associated functional. It is well known that the solutionvmay blow up at finite time. However, if one adds a finite energy condition, the blow up phenomena can be ruled out, see Ackermann, Bartsch, Kaplicky and Quittner [1], Cazenave and Lions [11], Chang [14], Giga [19] and Quittner [27]. For technical reasons we assume

(A2) q < p^∗₁:=

⎧⎪

⎪⎪

⎨

⎪⎪

⎪⎩

+∞, n=1,

7, n=2,

18

5, n=3,

9n²−4n+16√ n(n−1)

(3n−4)² , n >3

andp >1. We shall prove

Theorem 3.1. Assume(A1), (A2)and (A3). If v is a solution of (3.1)which blows up at a finite time T, then I (v(t,·))→ −∞ast→T −0.

Theorem 3.2.Assume(A1), (A2)and

(A3) h(x, ξ )=o(|ξ|)as|ξ| → ∞uniformly inx, (A4) λ /∈σ (Ω₀),

whereΩ₀=Ω\(Ω₊∪Ω₋)andσ (Ω₀)is the spectrum of−onΩ₀with Dirichlet boundary condition. Ifvis a global solution of (3.1)satisfyingI (v(t,·))−C₀for some constantC₀, then theω-limit setω(φ)= ∅and contains critical points ofI.

Combining Theorems 3.1 and 3.2 we have

Theorem 3.3.Assume(A1), (A2), (A3)and (A4), the Morse theory for isolated critical points of the functionalI holds in the Banach spaceC₀¹(Ω). The Morse theory is related to the order preserving parabolic semi-flow.

In the remaining of this section we give details of the proofs.

Lemma 3.4.Ifv∈C¹(Ω^T)is a solution of(3.1)and ifI (v(t,·))−C₀∀t∈ [0, T]for some constantC₀, then there is a constantC_T(φ, C₀)depending only onφandC₀such that

v(t,·)

2CT(φ, C0).

Proof. It follows from the Hölder inequality that v(t,·)−φ

2= t 0

∂_sv(s,·) ds 2

T^1/2 T

0

∂_sv(s,·)²

2ds 1/2

T

I (φ)−I

v(T ,·)1/2

provided by T 0

∂_sv(s,·)²

2ds= − T 0

d dtI

v(t,·)

dt=I (φ)−I v(T ,·)

.

Now the conclusion follows easily. 2

Lemma 3.5.Under the assumptions of(A1), (A2), (A3)and(A4), ifv∈C¹(Ω^T)is a global solution of (3.1)and if I (v(t,·))−C0∀t∈ [0,+∞)for some constantC0, then there is a constantC1such that

v(t,·)

2C₁, t∈ [0,∞).

Proof. We prove it by contradiction. Suppose not, there exists a sequence{t_k}such thatv(t_k,·)2k. According to Lemma 3.4,t_k→ +∞and we may assumet_k+1−t_k>1. By Lemma 2.4, a contradiction follows if we can construct a weak Palais–Smale sequence ofIclose to{v(t_k,·)}.

(1) Claim:∃η >0 such that v(t,·)

2k

2, ∀t∈ [tk−η, tk]. Indeed,∀s < t_k

v(s,·)²

2−v(t_k,·)²

2=2

t_k

s

Ω

v∂_tv(t, x) dx dt

2

t_k s

v(t,·)²

2dt

t_k

s

∂_tv(t,·)²

2dt 1/2

I (φ)+C0

+

tk

s

v(t,·)²

2dt.

From the Gronwall inequality v(t_k,·)²

2v(s,·)²

2+C₁

e^(tk−s), st_k, whereC1=I (φ)+C0. Thus we can find anη >0 satisfying

v(t,·)

2k

2, t∈ [t_k−η, t_k]andk1.

(2) Claim:∃s_k∈ [t_k−η, t_k]such that

Ω

∂tv(sk, x)²dxI (φ)+C₀

η .

This is due to the fact:

+∞

0

Ω

∂_tv(t, x)²dx dtI (φ)+C₀.

(3) Now letu_k=v(s_k,·), then I (uk)=I

v(sk,·) I (φ) and∀ψ∈E,

I(u_k), ψ=

Ω

∂_tv(s_k, x)ψ dx

Ω

∂_tv(s_k, x)²dx 1/2

ψ2

η^−1/2

I (φ)+C0

1/2

ψE. That is,

I(u_k)

E^∗η^−1/2

I (φ)+C₀1/2

=o u_k2

=o u_kE

.

Therefore,{u_k}is a weak Palais–Smale sequence and is bounded by Lemma 2.4. This is a contradiction. 2 Having Lemmas 3.4 and 3.5, now we can prove the main estimate.

Lemma 3.6.LetJ= [0, T]. Assume(A1), (A2)and(A3), ifv∈C¹(Ω^T)is a solution of (3.1)satisfying v(t,·)

2CJ, t∈ [0, T],

whereT is either finite or infinite, thenv(t,·)_∞is bounded onJ. Proof. We estimatev(t,·)_∞in various subdomains ofΩ separately.

(1) For >0, letΩ₊, be the-neighborhood ofΩ₊ inΩ. SinceΩ₊∩Ω₋= ∅, there exists >0 such that Ω₊,∩Ω₋= ∅, then∂Ω₊,\∂Ω⊂Ω0and(∂Ω₊,\∂Ω)∩Ω₊= ∅.We fixfrom now on and∀(t0, x0)∈Ω^T and

∀R >0, denoteQR(t0, x0)=(t0−R², t0+R₀²)×BR(x0). Nowvsatisfies

∂_tv=v+λv+h(x, v), (t, x)∈ [0, T] ×Ω₀.

In case Q_R(t₀, x₀)⊂Ω₀^T, according to Moser’s iteration on the local boundedness of the weak solutionv onΩ₀, see [23], there existR₀andC >0 such that∀R∈(0, R0], there holds:

sup

Q_R

2

(t₀,x₀)

v(t, x) C

Rⁿ⁺²

QR(t0,x0)

v(t, x)²dx dt 1/2

+C.

In casex₀∈∂Ω∩Ω₀andt₀>0 we also have sup

Q_R

2

(t₀,x₀)∩Ω^T

v(t, x) C

Rⁿ⁺²

QR(t0,x0)∩Ω^T

v(t, x)²dx dt 1/2

+C.

IfT is finite, one fixesR >0, then[^R₄², T] ×(∂Ω_+,\∂Ω)is covered by finitely many, sayM, cylinders in the family{QR

2

(t₀, x₀)|(t₀, x₀)∈ [^R₄², T] ×(∂Ω_+,\∂Ω)}. Thus sup

[^R₄²,T]×(∂Ω_+,\∂Ω)

v(t, x)M C

Rⁿ⁺²

Ω^T

v(t, x)²dx dt 1/2

+C

. (3.2)

IfT = +∞, applying the same arguments to the domains[k−1, k+1] ×Ω₀,k=2,3, . . ., we get sup

[k−1,k+1]×(∂Ω₊,\∂Ω)

v(t, x)M C

Rⁿ⁺²

QR(t0,x0)∩Ω^T

v(t, x)²dx dt 1/2

+C

.

The numberMand all constants are independent ofk, so we have sup

[^R₄²,+∞)×(∂Ω₊,\∂Ω)

v(t, x)M C

Rⁿ⁺²

QR(t0,x0)∩Ω^T

v(t, x)²dx dt 1/2

+C

. (3.3)

According to the assumption:

v(t,·)

2CJ, t∈ [0, T],

the right-hand sides of (3.2) and (3.3) are bounded byM[C+( ^C

Rⁿ⁺²)^1/2CJ], and thenv is bounded on [^R₄², T] × (∂Ω₊,\∂Ω).

(2) By a standard argument of the variation of constant formula, we have sup

[0,^R₂²]×Ω

v(t, x)C₁sup

Ω

φ(x). (3.4)

Combining (3.4) with the estimates in the last step we obtain

v(t, x)C₂, (t, x)∈J×(∂Ω_+,\∂Ω), (3.5) whereC₂is a constant depending onC_J.

(3) Let us consider Eq. (3.1) on the subdomainΩ\Ω_+,:

∂_tv₁(t, x)=(+λ)v₁−a₋(x)|v₁|^p−1v₁+h(x, v₁), ∀(t, x)∈J×(Ω\Ω_+,), v₁(t, x)=v(t, x), ∀(t, x)∈J×(∂Ω_+,\∂Ω),

v₁(t, x)=0, ∀(t, x)∈J×

∂Ω∩(Ω\Ω_+,) , v₁(0, x)=φ(x), ∀x∈Ω\Ω_+,.

By the uniqueness,

v(t, x)=v1(t, x), ∀(t, x)∈J×(Ω\Ω₊,).

We apply the weak maximum principle due to De Giorgi’s iteration [23], it follows

vL^∞(J×(Ω\Ω_+,))= v₁L^∞(J×(Ω\Ω_+,))C₃ (3.6)

for a constant depending onC₂,φ,λ,handC_J.

(4) Finally, we consider Eq. (3.1) on the subdomainΩ_+,:

∂_tv₂(t, x)=(+λ)v₂+a₊(x)|v₂|^q−1v₂+h(x, v₂), ∀(t, x)∈J×Ω_+,, v₂(t, x)=v(t, x), ∀(t, x)∈J×(∂Ω_+,\∂Ω),

v₂(t, x)=0, ∀(t, x)∈J×(∂Ω∩Ω_+,), v2(0, x)=φ(x), ∀x∈Ω_+,.

Sinceq < p₁^∗is assumed, after the iteration estimate due to Quittner, see [1], and (3.6), we have

vL^∞(J×Ω_+,)= v2L^∞(J×Ω_+,)C4. (3.7)

In summary we have proved the boundedness of sup_t∈Jv(t,·)∞. 2

Proof of Theorem 3.1. This follows from Lemmas 3.4 and 3.6. In fact, ifI (v(t,·))−C₀for some constantC₀>0, thenv(t,·)2C_T. By Lemma 3.6,v(t,·)_∞is bounded on[0, T]. This contradicts with the assumption thatT is the blow up time. 2

Proof of Theorem 3.2. Letv be the global solution of (3.1). After Lemma 3.6 we havev(t,·)_∞C₂ ∀t. Then by a standard argument, see [10], Theorem 9.4.2, ω(φ)= ∅and∀u∈ω(φ), it is a critical point ofI withI (u)= limt→+∞I (v(t,·))−C0. According to the regularity theory, the topology can be taken onC₀¹(Ω). 2

Proof of Theorem 3.3. Assume now that the functionalI has only isolated critical points. If the global orbitO(φ)= {v(t,·)|t∈R⁺}exists and satisfiesI (v(t,·))−C0, again by Lemma 3.6 and Theorem 9.4.2 in [10], the limit set ω(φ)must be a singleton. Moreover, the limit exists inC₀¹(Ω)topology. 2

The heat flow v(t, φ)with initial value φ is used to replace the pseudo-gradient flow. In order to establish the Morse theory for the isolated critical points, it is sufficient to prove the following deformation lemma via the heat flow: LetKbe the critical set ofI˜,a < d, ifK∩ ˜I⁻¹(a, d] = ∅and ifK_a=K∩ ˜I⁻¹(a)is isolated, thenI˜^ais a strong deformation retract ofI˜^b, whereI˜=I|_C¹

0(Ω).

Indeed,∀φ∈ ˜I⁻¹(a, d], letT_φ>0 be the maximal existence time ofv(t, φ), and letO(φ)= {v(t, φ)|t∈ [0, Tφ)} be its orbit. Lett_φ be the arriving time of the orbitO(φ) at the levelI˜⁻¹(a). According to Theorems 3.1 and 3.2, t_φ>0 is either finite,t_φ< T_φifI (ω(φ)) < a, or˜ t_φ= +∞andω(φ)∈ ˜I⁻¹(a). In both cases, we can rescale the time variable as follows: Let

τ =τ (t )=I (φ)˜ − ˜I (v(t, φ))

I (φ)˜ −a , ∀φ∈ ˜I¹(a, d]. Then we have

τ (0)=0,

τ (+∞)=1 ifω(φ)∈ ˜I⁻¹(a), τ (+∞) >1 ifI (ω(φ)) < a.˜