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Nonlinear Analysis 66 (2007) 639–662

www.elsevier.com/locate/na

Quasilinear parabolic and elliptic equations with


nonlinear boundary conditions
C.V. Pao ∗
Department of Mathematics, North Carolina State University, Raleigh, NC 27695-8205, United States

Received 10 October 2005; accepted 6 December 2005

Abstract

This paper is concerned with a class of quasilinear parabolic and elliptic equations in a bounded domain
with both Dirichlet and nonlinear Neumann boundary conditions. The equation under consideration may be
degenerate or singular depending on the property of the diffusion coefficient. The consideration of the class
of equations is motivated by some heat-transfer problems where the heat capacity and thermal conductivity
are both temperature dependent. The aim of the paper is to show the existence and uniqueness of a global
time-dependent solution of the parabolic problem, existence of maximal and minimal steady-state solutions
of the elliptic problem, including conditions for the uniqueness of a solution, and the asymptotic behavior
of the time-dependent solution in relation to the steady-state solutions. Applications are given to some
heat-transfer problems and an extended logistic reaction–diffusion equation.
c 2006 Elsevier Ltd. All rights reserved.

MSC: 35K57; 35B40; 35J70

Keywords: Quasilinear parabolic and elliptic equations; Existence and uniqueness; Maximal and minimal solutions;
Asymptotic behavior; Upper and lower solutions; Heat-transfer problems

1. Introduction

In the theory of heat transfer if the thermal conductivity and the heat capacity of the
conducting medium are both temperature dependent and if there is an internal source that is
also temperature dependent then the temperature distribution u ≡ u(t, x) is governed by the

∗ Tel.: +1 919 515 2382; fax: +1 919 515 3798.


E-mail address: cvpao@math.ncsu.edu.

0362-546X/$ - see front matter 


c 2006 Elsevier Ltd. All rights reserved.
doi:10.1016/j.na.2005.12.007
640 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

energy equation
∂u
ρ(t, x, u) − ∇ · (K (t, x, u)∇u) = f 0 (t, x, u) (t > 0, x ∈ Ω ),
∂t
where Ω is a bounded domain in Rn (n = 1, 2, . . .) representing the conduction medium,
ρ(t, x, u) is the heat capacity, K (t, x, u) is the thermal conductivity, and f 0 (t, x, u) is the internal
source (cf. [2,12,20]). On the boundary surface ∂Ω of Ω , the temperature u is required to satisfy
either the Neumann boundary condition (in general, nonlinear)
∂u
K (t, x, u) = g0 (t, x, u) (t > 0, x ∈ ∂Ω )
∂ν
or the Dirichlet boundary condition
u(t, x) = g0 (t, x) (t > 0, x ∈ ∂Ω ),
where ∂/∂ν denotes the outward normal derivative on ∂Ω , g0 (t, x, u) is, in general, a nonlinear
function of u, and g0 (t, x) is a prescribed function. Assume that the heat capacity and thermal
conductivity are given in the form
ρ(t, x, u) = ρ0 (t, x)D(u), K (t, x, u) = K 0 (t, x)D(u)
for some positive functions ρ0 (t, x) and K 0 (t, x), where D(u) is a positive function of u for
u = 0. Then the energy equation and the Neumann boundary condition are reduced to
∂u
D(u) − ρ0−1 (t, x)∇ · (K 0 (t, x)D(u)∇u) = f (t, x, u), (t > 0, x ∈ Ω )
∂t (1.0)
∂u
D(u) = g(t, x, u) (t > 0, x ∈ ∂Ω )
∂ν
where f (t, x, u) = ρ0−1 (t, x) f 0 (t, x, u), g(t, x, u) = ρ0−1 (t, x)g0(t, x, u).
Motivated by the above heat-transfer problem we consider a class of quasilinear parabolic
boundary problems in the form
∂u
D(u) − [a∇ · (D(u)∇u) + c · (D(u)∇u)] = f (t, x, u), (t > 0, x ∈ Ω )
∂t
∂u (1.1)
D(u) = g(t, x, u) (t > 0, x ∈ ∂Ω )
∂ν
u(0, x) = u 0 (x) (x ∈ Ω ),
where a ≡ a(t, x), c(t, x) = (c1 (t, x), . . . , cn (t, x)) and u 0 (x) are given continuous functions
of their respective arguments, a(t, x) is strictly positive on [0, ∞) × Ω , and D(u), f (·, u) and
g(·, u) are, in general, nonlinear functions of u satisfying the hypothesis (H1) in Section 2. It
is obvious that problem (1.0) is a special case of (1.1) with a = K 0 /ρ0 and c = ∇ K 0 /ρ0 .
The consideration of the boundary condition in (1.1) includes the standard Neumann or Robin
boundary condition
∂u
+ β(t, x)u = h(t, x, u)
∂ν
by taking g(t, x, u) = D(u) (h(t, x, u) − β(t, x)u). To include a larger class of boundary
problems, particularly in relation to degenerate and singular equations, we also consider the
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 641

Dirichlet boundary condition


u(t, x) = g(t, x) (t > 0, x ∈ ∂Ω ). (1.1a)
For convenience of discussion we refer to problem (1.1) where the boundary condition is replaced
by (1.1a) as problem (1.1a).
In addition to the boundary problems (1.1) and (1.1a) we also treat the corresponding
quasilinear elliptic boundary problem
−a∇ · (D(u)∇u) + c · (D(u)∇u) = f (x, u) (x ∈ Ω )
∂u (1.2)
D(u) = g(x, u), (x ∈ ∂Ω ),
∂ν
where a ≡ a(x), c ≡ c(x) are independent of t. For the corresponding Dirichlet boundary
problem the boundary condition in (1.2) is replaced by
u(x) = g(x), (x ∈ ∂Ω ) (1.2a)
and is referred to as problem (1.2a). In both the parabolic and the elliptic boundary problems
we assume that D(u) > 0 for u = 0 but allow either D(0) = 0 or D(0) = ∞, where
D(0) = lim D(u) as u → 0+ . This consideration implies that the above problems may be
degenerate or singular at u = 0.
The purpose of this paper is to investigate: (i) the existence and uniqueness of a global
classical solution to problems (1.1) and (1.1a), (ii) the existence of maximal and minimal
solutions, including the uniqueness of a classical solution, to problems (1.2) (1.2a), and (iii)
the asymptotic behavior of the solutions of (1.1) and (1.1a) in relation to the solutions of (1.2)
and (1.2a), respectively. Special attention is given to the degenerate problem where D(0) = 0
(and g(x) = 0).
Quasilinear parabolic equations have been investigated extensively in the literature, and most
of the discussions are devoted to the existence of generalized solutions and their regularity
properties, especially in relation to degenerate and singular equations (cf. [11,16,19] and the
references therein). The works in [3,8,27] are concerned with the existence of a global weak
solution for some Dirichlet boundary problems, those in [4,13,17,26] are for the asymptotic
behavior and approximations of solutions, and those in [1,9,15,21,24] are for some numerical
aspects of the problem. The existence problem of classical solutions has been investigated in
[28] by the method of upper and lower solutions and its associated monotone iterations. This
approach has also been used in [8,24,29] for numerical solutions of similar problems. In the
above papers, the parabolic equations under consideration are nondegenerate in the sense that
D(u) ≥ D0 for some positive constant D0 . Equations in the special form (1.1) have been treated
in [6,30] for the identification of the diffusion coefficient D(u) in some inverse heat-conduction
problem, and in [9] for numerical solutions. In these papers it is assumed that problem (1.1) has
a unique global solution.
On the other hand, literature dealing with quasilinear elliptic boundary problems is also
extensive, and various methods for addressing the existence and uniqueness of a solution have
been proposed (cf. [2,5,7,10,14,18,23,25]). Many of these works are concerned with specific
models such as problems in heat conduction [5,10], population growth [7,14] and porous media
[4]. The work in [18] deals with the existence of a weak solution for a coupled system of
two equations under a Dirichlet boundary condition which is motivated by an ecological model
problem. The method of upper and lower solutions has been used recently in [23] to investigate
642 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

the existence of a classical solution for a general class of strongly coupled elliptic systems,
including reaction–diffusion systems with cross-diffusion and applications to some ecological
problems. However, the equations considered in [18,23] are in some different forms and therefore
yield different conditions on the various nonlinear functions. The existence and uniqueness
conditions of the present paper are given in relation to the nonlinear functions D(u), f (·, u)
and g(·, u), and are more directly applicable to various reaction–diffusion types of problems.
The plan of the paper is as follows. In Section 2, we show the existence and uniqueness of a
classical solution to (1.1) and (1.1a) by the method of upper and lower solutions. For degenerate
parabolic equations, some sufficient conditions for the uniqueness of the solution and examples
for nonuniqueness of solutions are given. Section 3 is concerned with the existence of maximal
and minimal solutions of the elliptic boundary problems (1.2) and (1.2a), and the main concern
here is to obtain sufficient conditions for the existence of positive upper and lower solutions
as well as the uniqueness of the positive solution. In Section 4, we investigate the asymptotic
behavior of the time-dependent solution in relation to the maximal and minimal solutions,
including the convergence of the time-dependent solution to the unique steady-state solution.
Finally, in Section 5 we give applications of the above results to some heat-transfer problems
and an extended logistic reaction–diffusion equation. In both model problems the diffusion
coefficient may be degenerate or singular, and for the logistic model it leads to distinct behavior
of the solution when compared with the standard equation with constant diffusion coefficient.

2. Parabolic boundary problems

Let DT = (0, T ] × Ω , D T = [0, T ] × Ω and ST = (0, T ] × ∂Ω , and let C α (Q) be the


space of Hölder continuous functions in Q with exponent α ∈ (0, 1), where T is an arbitrary
positive constant and Q is any domain in Rn or Rn+1 . Denote by C m (Ω ) the set of functions
that are m-times continuously differentiable in Ω , and by C 1,2 (DT ) the set of functions that are
once continuously differentiable in t and twice continuously differentiable in x for (t, x) ∈ DT .
Similar notation is used for other function spaces. It is assumed that the domain Ω is of class
C 1+α for some α ∈ (0, 1), and the initial function u 0 (x) in (1.1a) is in C 2+α and satisfies the
compactivity condition u 0 (x) = g(0, x) on ∂Ω . Throughout the paper we make the following
basic hypothesis on the various functions in (1.1).
(H1) (i) The functions a(t, x), c(t, x) and f (t, x, ·) are in C α (D T ), g(t, x, ·) is in C α (ST ) and
a(t, x) ≥ a0 > 0 in D T .
(ii) D(u) is a positive C 1 -function of u for u ∈ S and u = 0, and the integral
u
I (u) ≡ 0 D(s)ds exists for u ∈ S
(iii) f (·, u) and g(·, u) are C 1 -functions of u for u ∈ S, and there exist nonnegative
functions γ (l) (t, x), l = 1, 2, such that
γ (1) (t, x)D(u) + fu (t, x, u) ≥ 0 for u ∈ S, (t, x) ∈ DT
(2.1)
γ (2) (t, x)D(u) + gu (t, x, u) ≥ 0 for u ∈ S, (t, x) ∈ ST
The subset S in the above hypothesis is the sector between a pair of ordered upper and lower
solutions given by (2.4) below.
In the hypothesis (ii) of (H1 ) we allow D(0) = 0 or D(0) = ∞ where D(0) = lim D(u)
as u → 0+ . Hence if S contains functions that vanish at some point in D T then the parabolic
problems (1.1), (1.1a) are degenerate if D(0) = 0, and are singular if D(0) = ∞. The same is
true for the elliptic problems (1.2) and (1.2a). It is to be noted that condition (2.1) is satisfied
with γ (1) = γ (2) = 0 if f (·, u) and g(·, u) are nondecreasing in u for u ∈ S, and it is required
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 643

only if D(0) = 0. This is because if D(0) > 0 (or D(0) = ∞) then condition (2.1) holds for any
γ (1) , γ (2) satisfying
γ (1) (t, x) ≥ − f u (t, x, u)/D(u), γ (2) (t, x) ≥ −gu (t, x, u)/D(u) for u ∈ S (2.2)
To show the existence of a solution to (1.1) we need a pair of ordered upper and lower solutions
which are defined by the following.

Definition 2.1. A pair of functions ũ, û in C 1,2 (DT )∩C(D T ) are called ordered upper and lower
solutions of (1.1) if ũ ≥ û and if ũ satisfies
D(ũ)ũ t − a∇ · (D(ũ)∇ ũ) + c · (D(ũ)∇ ũ) ≥ f (t, x, ũ) ((t, x) ∈ DT )
D(ũ)∂ ũ/∂ν ≥ g(t, x, ũ) ((t, x) ∈ ST ) (2.3)
ũ(0, x) ≥ u 0 (x), (x ∈ Ω )
and û satisfies the above inequalities in reversed order.
For the Dirichlet boundary problem (1.1a), the boundary requirements for ũ, û in the above
definition are replaced by
û(t, x) ≤ g(t, x) ≤ ũ(t, x), ((t, x) ∈ ST ). (2.3a)
It is clear from the above definition that every solution of (1.1) or (1.1a) is an upper solution as
well as a lower solution of the corresponding problem. For a given pair of ordered upper and
lower solutions ũ, û we set
S ≡ {u ∈ C(D T ); û ≤ u ≤ ũ}. (2.4)
To treat the problem (1.1) or (1.1a), we first reduce it as a coupled system of a semilinear
equation and an algebraic equation. Define
 u
w ≡ I (u) ≡ D(s)ds for u ∈ S. (2.5)
0
Since dw/du = D(u) > 0, the inverse function of (2.5), denoted by u = q(w), exists and is an
increasing function of w. In view of
wt = D(u)u t , ∇w = D(u)∇u, ∂w/∂ν = D(u)∂u/∂ν (2.6)
we may write (1.1) as a coupled system in the form
wt − a∇ 2 w + c · ∇w = f (t, x, u) ((t, x) ∈ DT )
∂w/∂ν = g(t, x, u) ((t, x) ∈ ST )
(2.7)
w(0, x) = w0 (x) (x ∈ Ω )
u = q(w) ((t, x) ∈ D T ),
where w0 (x) = I (u 0 (x)). Define
Lw ≡ a∇ 2 w − c · ∇w − γ (1) w
Bw ≡ ∂w/∂ν + γ (2)w
(2.8)
F(t, x, u) ≡ γ (1) I (u) + f (t, x, u)
G(t, x, u) ≡ γ (2) I (u) + g(t, x, u),
644 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

where γ (1) and γ (2) are the functions in (2.1). Then problem (1.1) (or (2.7)) may be written in
the equivalent form
wt − Lw = F(t, x, u) in DT
Bw = G(t, x, u) on ST
(2.9)
w(0, x) = w0 (x) in Ω
u = q(w) in D T .
Similarly, problem (1.1a) may be written in the form (2.9) except with the boundary condition
replaced by
w(t, x) = h(t, x) on ST , (2.9a)
where h(t, x) = I (g(t, x)). We refer to this problem as problem (2.9a). It is clear that (u, w)
is a solution of (2.9) (resp. (2.9a)) if and only if u is a solution of (1.1) (resp. (1.1a)). Although
problem (2.9) (or (2.9a)) may be formulated as a semilinear parabolic problem we find it more
convenient to treat it in its present form.
To show the existence and uniqueness of a solution to (2.9) we use the method of monotone
iterations which is rather useful for obtaining numerical solutions of the problem (cf. [21,24]).
As in standard semilinear parabolic and elliptic problems, condition (2.1) implies that F(·, u)
and G(·, u) are nondecreasing in u which is crucial for the construction of monotone sequences.
Specifically, by starting from any initial iteration u (0) ∈ C α (DT ) ∩ C(D T ) we can construct a
sequence {u (m) , w(m) } from the linear iteration process
(m)
wt − Lw(m) = F(t, x, u (m−1) ) in DT
(m) (m−1)
Bw = g(t, x, u ) on ST
(2.10)
(m)
w (0, x) = w0 (x) in Ω
u (m) = q(w(m) ) on D T , m = 1, 2, . . . .
For the Dirichlet boundary problem (2.9a) we replace the boundary condition in (2.10) by
w(m) (t, x) = h(t, x) on ST . (2.10a)
It is clear that the sequence governed by (2.10) (or by (2.10a)) is well defined and can be obtained
by solving a linear initial boundary value problem. Denote the sequence by {u (m) , w(m) } if
u (0) = ũ, and by {u (m) , w(m) } if u (0) = û, and refer to them as maximal and minimal sequences,
respectively. Define w̃ = I (ũ), ŵ = I (û) and set
S × S ∗ ≡ {(u, w) ∈ C(D T ) × C(D T ); (û, ŵ) ≤ (u, v) ≤ (ũ, w̃)}. (2.11)
The following lemma gives the monotone property of the maximal and minimal sequences.

Lemma 2.1. The sequences {u (m) , w (m) }, {u (m) , w(m) } possess the monotone property
(û, ŵ) ≤ (u (m) , w(m) ) ≤ (u (m+1) , w (m+1) ) ≤ (u (m+1) , w (m+1) )
≤ (u (m) , w (m) ) ≤ (ũ, w̃) in D T
for every m = 1, 2, . . ..
Proof. The proof is similar to that for semilinear parabolic boundary problems and we give a
sketch of the proof for the nonlinear Neumann problem (2.10). Let z (0) = w (1) −ŵ = w(1) −I (û).
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 645

Since by (2.6), ŵt = D(û)û t and ∇ ŵ = D(û)∇ û, we see from (2.10), (2.8) and the definition of
û that
z (0)
t − Lz
(0)
= F(t, x, u (0) ) − (ŵt − L ŵ) = (γ (1) I (û) + f (t, x, û))
− (ŵt − a∇ 2 ŵ + c · ∇ ŵ + γ (1)ŵ) = f (t, x, û)−
[D(û)û t − a∇ · (D(û)∇ û) + c · (D(û)∇ û)] ≥ 0 in DT
 
(0) (0) ∂ ŵ
Bz = G(t, x, u ) − + γ ŵ = (γ (2) I (û) + g(t, x, û))
(2)
 ∂ν 
∂ û ∂ û
− D(û) + γ (2) I (û) = g(t, x, û) − D(û) ≥ 0 on ST
∂ν ∂ν
z (0) (0, x) = w0 (x) − I (û 0 (x)) = I (u 0 (x)) − I (û(0, x)) ≥ 0 in Ω .
By the positivity lemma for linear parabolic boundary problems, z (0) ≥ 0 on D T which yields
w(1) ≥ w (0) (cf. [22]). This implies that u (1) − u (0) = q(w(1) ) − q(w(0) ) ≥ 0 and therefore
(u (1) , w(1) ) ≥ (u (0) , w (0)). A similar argument using the property of an upper solution gives
(u (1) , w(1) ) ≤ (u (0) , w (0)). Moreover, by the nondecreasing property of F(·, u) and G(·, u) for
u ∈ S, the iteration process (2.10) (with m = 1) implies that z (1) ≡ w(1) − w(1) satisfies

z t(1) − Lz (1) = F(t, x, u (0) ) − F(t, x, u (0) ) ≥ 0 in DT


Bz (1) = G(t, x, u (0)) − G(t, x, u (0)) ≥ 0 on ST
z (1) (0, x) = w0 (x) − w0 (x) = 0 in Ω .
This leads to z (1) ≥ 0 on D T which gives w (1) ≥ w (1). It follows from the nondecreasing
property of q(w) that u (1) ≥ u (1) . The above conclusions show that (u (0) , w (0)) ≤ (u (1) , w (1)) ≤
(u (1) , w(1) ) ≤ (u (0) , w(0) ). The monotone property of the lemma follows by an induction
argument. 
Based on the monotone property of Lemma 2.1 we have the following existence theorem for
problem (1.1).

Theorem 2.1. Let ũ, û be a pair of ordered upper and lower solutions of (1.1), and let
Hypothesis (H1 ) hold. Then the sequences {u (m) , w (m) }, {u (m) , w (m) } given by (2.10) with
u (0) = ũ, u (0) = û converge monotonically to a maximal solution (u, w) and a minimal solution
(u, w) of (2.9), respectively. Moreover,
(û, ŵ) ≤ (u (m) , w (m) ) ≤ (u (m+1) , w (m+1) ) ≤ (u, w) ≤ (u, w)
(2.12)
≤ (u (m+1) , w(m+1) ) ≤ (u (m) , w (m) ) ≤ (ũ, w̃), m = 1, 2, . . . .
and if (u, w) = (u, w) (≡ (u ∗ , w∗ )) then (u ∗ , w∗ ) is the unique solution of (2.9) in S × S ∗ and
u ∗ is the unique solution of (1.1) in S.
Proof. By Lemma 2.1, the pointwise limits
lim (u (m) , w (m) ) = (u, w), lim (u (m) , w (m) ) = (u, w) (2.13)
m→∞ m→∞

exist and satisfy relation (2.12). Using the integral representation for the solution w(m) of (2.10),
the argument in [22] (see Theorem 4.1.1 on p. 142) shows that (u, w) and (u, w) are solutions
of (2.9). Moreover, if (u, w) is a solution of (2.9) in S × S ∗ then the argument in the proof of
Lemma 2.1 implies that (u (m) , w (m) ) ≤ (u, w) ≤ (u (m) , w (m) ) for every m. Letting m → ∞
646 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

leads to the maximal and minimal property of (u, w) and (u, w). This property implies that
(u ∗ , w∗ ) is the unique solution of (2.9) in S × S ∗ and u ∗ is the unique solution of (1.1) in S if
(u, w) = (u, w) (≡ (u ∗ , w∗ )). 
Unlike the case for the standard semilinear parabolic problem, the conditions in Theorem 2.1
are not sufficient to guarantee the uniqueness of the solution even if D(u), f (·, u) and g(·, u) are
very smooth functions of u. Some examples of the existence of multiple time-dependent solutions
for both Neumann and Dirichlet boundary problems are given at the end of this section. To
ensure the uniqueness of the solution we need one of the three conditions given in the following
hypothesis.
(H2) Either
(a) the sector S contains only positive (or negative) functions, or
(b) D(0) = 0, or
(c) D(0) = 0 and there exist bounded functions K (l) (t, x), l = 1, 2, in D T such that
lim [ f u (·, u)/D(u)] ≤ K (1)(t, x) ((t, x) ∈ DT )
u→0
(2.14)
lim [gu (·, u)/D(u)] ≤ K (2) (t, x) ((t, x) ∈ ST ).
u→0

Theorem 2.2. Let the conditions in Theorem 2.1 hold, and let one of the conditions
(a), (b) and (c) in (H2) be satisfied. Then (u, w) = (u, w) (≡ (u ∗ , w∗ )), and (u ∗ , w∗ ) is the
unique solution of (2.9) in S × S ∗ while u ∗ is the unique solution of (1.1) in S.
Proof. By (2.8) and u = q(w) we may write F(·, u) and G(·, u) as functions of w in the
composite form
F(·, u) = γ (1) w + ( f ◦ q)(·, w) ≡ (F ◦ q)(·, w)
(2.15)
G(·, u) = γ (2) w + (g ◦ q)(·, w) ≡ (G ◦ q)(·, w).
Using the above form in (2.9) leads to a semilinear parabolic boundary problem for w. It is clear
from Definition 2.1 that the pair w̃ = I (ũ) and û = I (û) are ordered upper and lower solutions
of this semilinear problem. Since q  (w) = du/dw = 1/D(u) and

(F ◦ q)(·, w) = γ (1) + f u (·, q(w))q  (w) = γ (1) + fu (·, u)/D(u)
∂w (2.16)

(G ◦ q)(·, w) = γ (2) + gu (·, q(w))q  (w) = γ (2) + gu (·, u)/D(u),
∂w
we see that both F ◦ q and G ◦ q satisfy some Lipschitz condition in S ∗ if either condition (a) or
condition (b) in (H2) holds. The same is true if condition (c) in (H2) is satisfied. To see this, we
(l)
observe from (2.14) that there exist bounded functions K ≥ K (l) , l = 1, 2, such that
(1) (2)
f u (t, x, u)/D(u) ≤ K (t, x), gu (t, x, u)/D(u) ≤ K (t, x) for u ∈ S. (2.17)
These bounds together with condition (2.1) imply that | f u (t, x, u)/D(u)| and |gu (t, x, u)/D(u)|
are bounded on D T × S. In view of (2.16), (F ◦ q)(·, w) and (G ◦ q)(w) are Lipschitz continuous
on S ∗ . It follows from Theorem 4.1.1 of [22] (see p. 142) that w = w (≡ w∗ ) and w∗ is the
unique solution of the semilinear problem. The conclusion of the theorem follows by letting
u ∗ = q(w∗ ). 
For the Dirichlet boundary problem (1.1a) and (2.9a) we have the following analogous
conclusion.
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 647

Theorem 2.3. Let ũ, û be a pair of ordered upper and lower solutions of (1.1a), and let
Hypothesis (H1) hold with g(t, x, u) replaced by g(t, x). Then all the conclusions in Theorem 2.1
hold true for the sequences {u (m) , w (m) }, {u (m) , w (m) } governed by (2.10), and (2.10a). Moreover,
if one of the conditions (a), (b) and (c) (with gu (t, x) = 0) in (H2) is satisfied then the uniqueness
result in Theorem 2.2 holds true for problems (1.1a), (2.9a).
Proof. The proof for the monotone convergence of the maximal and minimal sequences follows
from the same reasoning as that in the proof of Theorem 2.1. The uniqueness results follows from
the argument in the proof of Theorem 2.2 using Theorem 2.4.1 of [22] (see p. 64) for Dirichlet
parabolic boundary problems. Details are omitted. 

Examples of multiple solutions of parabolic problems

To demonstrate the nonuniqueness of solutions for the parabolic boundary problems (1.1),
(1.1a) we consider two examples with some specific functions D(u), f (·, u) and g(·, u). Our
first example is for the Neumann parabolic problem given in the form
u k−1 u t − ∇ · (u k−1 ∇u) = σ u p (t > 0, x ∈ Ω )
∂u/∂ν = 0 (t > 0, x ∈ ∂Ω ) (2.18)
u(0, x) = 0 (x ∈ Ω ),
where k, p and σ are positive constants with p < k < p + 1. This problem is degenerate if k > 1
and is singular if 0 < k < 1, and it is a special case of (1.1) with a(x) = 1, c(x) ≡ 0 and
D(u) = u k−1 , f (x, u) = σ u p , g(x, u) ≡ 0.
It is obvious that the above functions satisfy all the conditions in (H1 ) with γ (1) = γ (2) = 0.
Moreover, for any constant β ≥ σ the pair ũ = eβt and û = 0 are ordered upper and lower
solutions. Hence all the conditions in Theorem 2.1 are satisfied. However, it is easy to verify that
for every constant c > 0 the function u c (t) given by

0 if 0 ≤ t ≤ c/σ ∗
u c (t) = ∗ (2.19)
(σ t − c) 1/(k− p)
if t ≥ c/σ ∗
is a solution of (2.18), where σ ∗ = σ (k − p). This example demonstrates that if p < k < p + 1
then for any constant σ > 0 the Neumann parabolic problem (2.18) has an infinite number of
solutions.
We next consider an example for the Dirichlet boundary problem which is given by
(u k )t − ∇ 2 u k = λ0 u k + b(x)u p (t > 0, x ∈ Ω )
u(t, x) = 0 (t > 0, x ∈ ∂Ω ) (2.20)
u(0, x) = 0 (x ∈ Ω ),

where k and p are positive constants with p < k < p + 1, b(x) = kσ (φ0 (x))(k− p)/ k , and λ0 and
φ0 (x) are the smallest eigenvalue and its corresponding positive eigenfunction of the Laplacian
under Dirichlet boundary condition. This example is a special case of (1.1a) with
D(u) = ku (k−1) , f (x, u) = λ0 u k + b(x)u p , g(x) = 0. (2.21)
Clearly, all the conditions in (H1) are satisfied with γ (1) = γ (2) = 0. Moreover, for a sufficiently
large constant β > 0, the pair ũ = eβt and û = 0 are ordered upper and lower solutions of (1.1a).
648 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

Hence the conditions for the existence problem in Theorem 2.3 are satisfied. However, for each
constant c > 0 problem (2.20) has a positive solution in the form Uc (t, x) = u c (t, x)(φ0 (x))1/ k ,
where u c (t) is the function given by (2.19). Indeed since Uck = u kc φ0 we see from the previous
example that
 p p
(Uck )t = φ0 (ku k−1
c u c (t)) = φ0 k(σ u c ) = b(x)Uc
∇ 2 Uck = u kc ∇ 2 φ0 = −λ0Uck .
This implies that
p
(Uck )t − ∇ 2 Uck = λ0 Uck + b(x)Uc .
In view of Uc (t, x) = 0 on ST and Uc (0, x) = 0 in Ω we see that Uc is a solution of (2.20) for
every c > 0. This shows that for both the degenerate case k > 1 and the singular case 0 < k < 1
problem (2.20) has an infinite number of solutions whenever p < k < p + 1.

3. Elliptic boundary problems

For the elliptic boundary problems (1.2) and (2a) we make the following hypothesis.
(H3) The functions a = a(x), c ≡ c(x), f ≡ f (x, u), g ≡ g(x, u) and γ (l) ≡ γ (l) (x), l = 1, 2
in Hypothesis (H1) are all independent of t.
To show the existence of a solution we again use the method of upper and lower solutions.
Here, upper and lower solutions, denoted by ũ s and û s , are required to be in C 2 (Ω ) ∩ C(Ω ) and
ũ s satisfies
−a(x)∇ · (D(ũ s )∇ ũ s ) + c(x) · (D(ũ s )∇ ũ s ) ≥ f (x, ũ s ), (x ∈ Ω )
(3.1)
D(ũ s )∂ ũ s /∂ν ≥ g(x, ũ s ) (x ∈ ∂Ω )
while û s satisfies (3.1) in reversed order. For the Dirichlet boundary problem (1.2a) the
requirements on ũ s , û s are the same except with the boundary inequalities in (3.1) replaced
by
ũ s (x) ≥ g(x) ≥ û s (x) (x ∈ ∂Ω ). (3.1a)
It is obvious from the above requirement and Definition 2.1 that ũ s and û s are also upper and
lower solutions of (1.1) (resp. (1.1a)) whenever û s (x) ≤ u 0 (x) ≤ ũ s (x). For a given pair of
ordered upper and lower solutions ũ s , û s we set
S0 ≡ û s , ũ s  ≡ {u ∈ C(Ω ); û s ≤ u ≤ ũ s }. (3.2)
Like the parabolic boundary problem (1.1) the elliptic boundary problem (1.2) is equivalent
to the coupled system
−a∇ 2 w + c · ∇w = f (x, u) (x ∈ Ω )
∂w/∂ν = g(x, u) (x ∈ ∂Ω ) (3.3)
u = g(w) (x ∈ Ω ).
Define Lw, Bw, F(x, u) and G(x, u) as those in (2.8), and note that the coefficients of L and the
functions γ (1) and γ (2) are all independent of t. By using either ũ s or û s as the initial iteration
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 649

u (0) we can construct a sequence {u (m) , w(m) } from the linear iteration process
−Lw(m) = F(x, u (m−1) ) (x ∈ Ω )
(m) (m−1)
Bw = G(x, u ) (x ∈ ∂Ω ) (3.4)
(m) (m)
u = q(w ) (x ∈ Ω ),
where m = 1, 2, . . .. For the Dirichlet boundary problem (1.2a) the boundary condition in (3.4)
is replaced by
w(m) (x) = h(x) (x ∈ ∂Ω ), (3.4a)
where h(x) = I (g(x)). Denote the sequence again by {u (m) , w (m) } if u (0) = ũ s , and by
{u (m) , w (m) } if u (0) = û s , and refer to them as maximal and minimal sequences, respectively.
The following theorem gives the monotone convergence of these sequences.

Theorem 3.1. Let ũ s , û s be a pair of ordered upper and lower solutions of (1.2), and let
hypotheses (H1) and (H3) hold. Then the sequences {u (m) , w (m) }, {u (m) , w(m) } governed by (3.4)
with u (0) = ũ s and u (0) = û s converge monotonically to their respective maximal and minimal
solutions (u s , w s ), (u s , w s ) of (3.3) and possess the property
(û s , ŵs ) ≤ (u (m) , w (m) ) ≤ (u (m+1) , w(m+1) ) ≤ (u s , ws ) ≤ (u s , w s )
(3.5)
≤ (u (m+1) , w (m+1) ) ≤ (u (m) , w (m) ) ≤ (ũ s , w̃s ), m = 1, 2, . . . ,
where w s = I (u s ) and ws = I (u s ). Moreover, if u s = u s (≡ u ∗s ) then (u ∗ , w∗ ), where
ws∗ = I (u ∗s ), is the unique solution of (3.3) and u ∗s is the unique solution of (1.2) in S0 . The
same conclusions hold true for the sequences governed by (3.4) and (3.4a) in relation to the
Dirichlet boundary problem (1.2a).
Proof. The proof follows from the same argument as in the proofs of Lemma 2.1 and
Theorem 2.1 (see also [23]). Details are omitted. 
Theorem 3.1 implies that under the conditions in (H1 ) and (H3), the existence of a solution to
(1.2) (or (1.2a)) is ensured if there exist a pair of ordered upper and lower solutions. To construct
these functions we often make use of the positive eigenfunction φ corresponding to the smallest
eigenvalue λ of the eigenvalue problem
−a∇ 2 φ + c · ∇φ = λ φ (x ∈ Ω )
(3.6)
∂φ/∂ν + (x)φ = 0 (x ∈ ∂Ω )

where (x) ≥ 0 is a smooth function on Ω. It is well known that λ = 0 and φ is a constant if


(x) ≡ 0, and λ > 0 and φ may be chosen strictly positive in Ω if (x) ≡ 0 (e.g. see [22]).
In each case, we normalized φ so that max[φ (x)] = 1 in Ω . The following lemma gives some
sufficient conditions for the existence of a positive upper solution of the Neumann boundary
problem (1.2).

Lemma 3.1. Let hypotheses (H1) and (H3) be satisfied. Then problem (1.2) has a positive upper
solution ũ s if one of the following conditions holds:
(a) There exists a positive constant M such that
f (x, M) ≤ 0, g(x  , M) ≤ 0 (x ∈ Ω , x  ∈ ∂Ω ). (3.7)
650 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

(b) There exist continuous functions β (l) (x) ≥ 0, p(l) (x) ≥ 0, l = 1, 2, with β (l) (x)+ p(l)(x) = 0
and β (1)(x) + β (2)(x) = 0 such that
f (x, u) + β (1) (x)I (u) ≤ p(1) (x) for u > 0, x ∈ Ω
(3.8)
g(x, u) + β (2)(x)I (u) ≤ p(2) (x) for u > 0, x ∈ ∂Ω .
(c) g(x, u) grows unboundedly as u → ∞ and there exists a continuous function (x) ≥ 0 with
(x) = 0 such that
f u (x, u) gu (x, u)
lim < λ , lim < − (x) (3.9)
u→∞ D(u) u→∞ D(u)

Proof. (a) It is obvious that under the condition (3.7), ũ s = M is a positive upper solution.
(b) Without any loss of generality we may assume that p(l) and β (l) are Hölder continuous in
their respective domains. By the hypothesis β (1) + β (2) = 0, a unique solution W to the linear
problem
−a∇ 2 W + c · ∇W + β (1) W = p (1) (x ∈ Ω )
(2) (2)
(3.10)
∂ W/∂ν + β W = p (x ∈ ∂Ω )
exists and is positive in Ω . Define ũ s = q(W ). Then
W = I (ũ s ), ∇W = D(ũ s )∇ ũ s , ∂ W/∂ν = D(ũ s )∂ ũ s ∂/ν.
Substituting the above relation in (3.10) and using condition (3.8) leads to
−a∇ · (D(ũ s )∇ ũ s ) + c · (D(ũ s )∇ ũ s ) = −β (1) I (ũ s ) + p(1) ≥ f (x, ũ s )
D(ũ s )∂ ũ s /∂ν = −β (2) I (ũ s ) + p (2) ≥ g(x, ũ s ).
This shows that ũ s is a positive upper solution. (c) We seek a positive upper solution in the form
ũ s = q(ρφ ) for a sufficiently large ρ, where φ is the normalized positive eigenfunction of (3.6)
corresponding to λ . It is clear from ρφ = I (ũ s ) that
∇(ρφ ) = D(ũ s )∇ ũ s , ∂(ρφ )/∂ν = D(ũ s )∂ ũ s /∂ν. (3.11)
This relation and (3.6) yield
−a∇ · (D(ũ s )∇ ũ s ) + c · (D(ũ s )∇ ũ s ) = −a∇ · (∇(ρφ ))
+c · ∇(ρφ ) = λ ρφ
D(ũ s )∂ ũ s /∂ν = ρ∂φ /φν = − (x)ρφ .
Hence ũ s satisfies (3.1) if
f (x, q(ρφ ))/ρφ ≤ λ (x ∈ Ω )
(3.12)
G(x, q(ρφ ))/ρφ ≤ − (x) (x ∈ ∂Ω ).
It is obvious that the first inequality in (3.12) is satisfied by a sufficiently large constant ρ if
f (x, u) is bounded as u → ∞. If f (x, u) grows unboundedly as u → ∞, then by the L’Hopital
rule and (3.9),
 
f (x, q(w)) dq
lim = lim f w (x, q(w)) = lim f u (x, u)
w→∞ w w→∞ u→∞ dw
f u (x, u)
= lim < λ .
u→∞ D(u)
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 651

Since by hypothesis, g(x, u) grows unboundedly we have


g(x, q(w)) gu (x, u)
lim = lim < − (x).
w→∞ w u→∞ D(u)

This implies that there exists a constant ρ0 > 0 such that (3.12) holds for all ρ ≥ ρ0 . Hence for
any choice of ρ ≥ ρ0 , ũ s = q(ρφ ) is a positive upper solution. 

Lemma 3.2. Let hypotheses (H1) and (H3 ) be satisfied. Then problem (1.2) has a positive lower
solution if one of the following conditions holds:
(a ) f (x, 0) ≥ 0, g(x, 0) ≥ 0 and either f (x, 0) ≡ 0 or g(x, 0) ≡ 0.
(b ) f (x, 0) = g(x, 0) = 0 and there exists a continuous function (x) ≥ 0 with (x) ≡ 0 such
that
f u (x, u) gu (x, u)
lim > λ , lim > − (x). (3.13)
u→0 + D(u) u→0 + D(u)
(c ) f (x, 0) = g(x, 0) = 0, D  (u), f uu (·, u) and guu (·, u) exist, and as u → 0+ either
D(u), Fu (·, u) and gu (·, u) all converge to 0 or all diverge to ∞. Moreover, there exists
a continuous function (x) ≥ 0 with (x) ≡ 0 such that
f uu (x, u) guu (x, u)
lim > λ , lim > − (x). (3.14)
u→0+ D  (u) u→0+ D  (u)

Proof. (a ) It is obvious from the definition that û s = 0 is a lower solution and is not a true
solution. To seek a positive lower solution we let v be the solution of the linear boundary problem
−Lv = f (x, 0) in Ω , Bv = g(x, 0) on ∂Ω (3.15)
where L and B are the operators in (2.8) with γ (1)(x)+γ (2) (x)
≡ 0. By the nonnegative property
of f (x, 0) and g(x, 0), v(x) > 0 in Ω . Define û s = q(v). Then û s > 0 and v = I (û s ). Since by
(2.1) the functions
F(x, u) = γ (1) I (u) + f (x, u) and G(x, u) = γ (2) I (u) + g(x, u)
are nondecreasing in u > 0, and since F(x, 0) = f (x, 0) and G(x, 0) = g(x, 0), we see that
f (x, 0) ≤ F(x, û s ) = γ (1) I (û s ) + f (x, û s )
g(x, 0) ≤ G(x, û s ) = γ (2) I (û s ) + g(x, û s ).
It follows from (2.8), (3.15) and a relation similar to that in (3.11) that
−a∇ · (D(û s )∇ û s ) + c · (D(û s )∇ û s ) = −γ (1) v + f (x, 0) ≤ f (x, û s )
D(û s )∂ û s /∂ν = −γ (2) v + g(x, 0) ≤ g(x, û s ).
This shows that û s = q(v) is a positive lower solution.
(b ) Let û s = q(δφ ) for a sufficiently small constant δ > 0, where φ is the positive
eigenfunction of (3.6). By (3.11) with (ρ, ũ s ) replaced by (δ, û s ), û s is a lower solution if
−a∇ · ∇(δφ ) + c · ∇(δφ ) ≤ f (x, q(δφ )) (x ∈ Ω )
∂(δφ )/∂ν ≤ g(x, q(δφ )) (x ∈ ∂Ω ).
In view of (3.6) the above inequalities hold if
f (x, q(δφ ))/(δφ ) ≥ λ (x ∈ Ω )
(3.16)
g(x, q(δφ ))/(δφ ) ≥ − , (x ∈ ∂Ω ).
652 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

Since by (3.13),
f (x, q(w))
f u (x, u)
lim = lim f u (x, q(w))q  (w) = lim > λ
w→0+ w w→0+ u→0+ D(u)
g(x, q(w))
gu (x, u)
lim = lim gu (x, q(w))q  (w) = lim > − (x)
w→0 + w w→0 + u→0 + D(u)
there exists a constant δ0 > 0 such that (3.16) holds for all δ ≤ δ0 . This shows that for a
sufficiently small δ > 0 û s = q(δφ ) is a positive lower solution.
(c ) We again seek a lower solution in the form û s = q(δφ ). It is easily seen from the discussion
in part (b ) that û s is a lower solution if (3.16) holds. Since by the hypothesis in (c ),
f (x, q(w)) fu (x, u) f uu (x, u)
lim = lim = lim > λ
w→0+ w u→0+ D(u) u→0+ D  (u)
g(x, q(w)) gu (x, u) guu (x, u)
lim = lim = lim > − (x)
w→0 + w u→0 + D(u) u→0 + D  (u)
the requirements in (3.16) are fulfilled by a sufficiently small δ > 0. This completes the proof of
the lemma. 
As a consequence of Theorem 3.1 and Lemmas 3.1 and 3.2 we have the following existence
theorem for the Neumann boundary problem (1.2).

Theorem 3.2. Let hypotheses (H1) and (H3) hold, and let one of the conditions
in (a), (b) and (c) of Lemma 3.1 and one of the conditions in (a ), (b ) and (c ) of Lemma 3.2
be satisfied. Then problem (1.2) has a maximal solution u s and a minimal solution u s such that
u s ≥ u s > 0 in Ω . If u s = u s (≡ u ∗s ) then u ∗s is the unique solution of (1.2) in S0 .
It should be mentioned that the existence and uniqueness results in Theorems 3.1 and 3.2
hold true for any D(0) ≥ 0, including the degenerate case D(0) = 0 and the singular case
D(0) = ∞ whenever D(u) satisfies the conditions in (H1). The subset S0 for the uniqueness
result in Theorem 3.2 is given by (3.2) with respect to the positive upper and lower solutions
obtained in Lemmas 3.1 and 3.2. It does not rule out the existence of other solutions outside
the sector S0 . In the following theorem we give some more precise sufficient conditions for the
uniqueness of a positive solution.

Theorem 3.3. Let the conditions in Theorem 3.2 be satisfied, and let one of the following
conditions hold:
(a ) f u (x, u) ≤ 0, gu (x  , u) ≤ 0 and fu (x, u) + gu (x  , u) < 0 for u 0 ∈ S0 , x ∈ Ω and x  ∈ ∂Ω .
(b ) c = 0, f (x, u)/I (u) is decreasing and g(x, u)/I (u) is nonincreasing (or vice versa) in u
for u ∈ S0 .
(c ) c = 0, f (x, u)/I (u) is increasing and g(x, u)/I (u) is nondecreasing (or vice versa) in u
for u ∈ S0 .
Then u s = u s (≡ u ∗s ) and u ∗s is the unique solution of (1.2) in S0 .
Proof. (a ) Let w s = I (u s ), ws = I (u s ). Then w s ≥ ws and by the equivalence relation
between (1.2) and (3.3), (u s , w s ) and (u s , w s ) are solutions of (3.3). This implies that
−a∇ 2 ws + c · ∇w s = f (x, u s ), ∂ws /∂ν = g(x, u s )
2
(3.17)
−a∇ ws + c · ∇w s = f (x, u s ), ∂ws /∂ν = g(x, u s ).
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 653

Subtraction of the above equations and applying the conditions in (a ) shows that w ≡ ws − w s
satisfies the relation
−a∇ 2 w + c · ∇w = f (x, u s ) − f (x, u s ) ≥ 0
∂w/∂ν = g(x, u s ) − g(x, u s ) ≥ 0.
By the maximum principle, w ≥ 0 which gives ws = ws . Hence u s = u s (≡ u ∗s ) and by
Theorem 3.2, u ∗s is the unique solution of (1.2).
(b ) By (3.17) and c = 0 we have
−aws ∇ 2 ws = ws f (x, u s )
−aws ∇ 2 ws = ws f (x, u s ).
Subtraction of the above equations and integration over Ω yield
    
ws ws f (x, u s ) f (x, u s )
(ws ∇ 2 ws − w s ∇ 2 ws )dx = − dS.
Ω Ω a I (u s ) I (u s )
Since by the Green’s theorem and the boundary condition in (3.17),
   
2 2 ∂ws ∂w s
(ws ∇ ws − w s ∇ ws )dx = ws − ws dS
Ω ∂Ω ∂ν ∂ν
  
g(x, u s ) g(x, u s )
= ws ws − dS
∂Ω I (u s ) I (u s )
we obtain the relation
      
g(x, u s ) g(x, u s ) ws ws f (x, u s ) f (x, u s )
ws ws − dS = − dx. (3.18)
∂Ω I (u s ) I (u s ) Ω a I (u s ) I (u s )
It follows from condition (b ) and the positive property of ws , w s and a(x) that the above relation
can hold only if u s = u s .
(c ) The conclusion u s = u s follows from (3.18) and the conditions in (c ). 

We next consider the Dirichlet boundary problem (1.2a) and its corresponding eigenvalue
problem
−a∇ 2 φ + c · ∇φ = λφ in Ω , φ=0 on ∂Ω . (3.19)
Denote by λ0 the smallest eigenvalue and φ0 its corresponding (normalized) positive
eigenfunction of (3.19). The following two lemmas give some results analogous to Lemmas 3.1
and 3.2.

Lemma 3.3. Let hypotheses (H1) and (H3) be satisfied with g(x, u) ≡ g(x) ≥ 0. Then problem
(1.2a) has a positive upper solution if one of the following conditions holds:
(a) There exists a constant M ≥ g(x) such that f (x, M) ≤ 0 for x ∈ Ω .
(b) There exists a continuous function p(x) ≥ 0 such that f (x, u) ≤ p(x) for (x, u) ∈ Ω × R+ .
(c)
lim [ f u (x, u)/D(u)] < λ0 , (x ∈ Ω ). (3.20)
u→∞
654 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

Proof. (a) It is obvious that ũ s = M is an upper solution. (b) Let W be the positive solution of
the linear Dirichlet boundary problem
−a∇ 2 W + c · ∇W = p(x) in Ω , W = h(x) on ∂Ω . (3.21)
It is easy to show from the argument in the proof of Lemma 3.1 that ũ s ≡ q(W ) is a positive
upper solution of (1.2a). (c) Let Ω  be a larger domain containing Ω , and let λ0 and φ0 be
the smallest eigenvalue and its corresponding positive eigenfunction of (3.19) in Ω  . Then
φ0 ≥ δ > 0 in Ω . By taking Ω  sufficiently close to Ω we may assume that (3.20) holds when λ0
is replaced by λ0 . By the argument in the proof of Lemma 3.1, ũ s = q(ρφ0 ) is a positive upper
solution if
f (x, q(ρφ0 ))/q(ρφ0 ) ≤ λ0 in Ω
ρφ0 ≥ h(x) on ∂Ω .
In view of (3.20) (with λ0 replaced by λ0 ) and the strict positive property φ0 in Ω the argument
in the proof of Lemma 3.1 shows that the above inequalities are satisfied by a sufficiently large
ρ. This proves the lemma. 

Lemma 3.4. Let hypotheses (H1 ) and (H3) be satisfied with g(x, u) = g(x) ≥ 0. Then problem
(1.2a) has a positive lower solution if one of the following conditions holds:
(a ) f (x, 0) ≥ 0, and either f (x, 0) ≡ 0 or g(x) ≡ 0.
(b ) f (x, 0) = g(x) ≡ 0 and
lim [ f u (x, u)/D(u)] > λ0 . (3.22)
u→0+

(c ) f (x, 0) = g(x) ≡ 0, and D(u) → ∞ and f u (x, u) → ∞ as u → o+ . Moreover, D  (u)


and fuu (x, u) exist near u = 0, and
lim [ f uu (x, u)/D  (u)] > λ0 (x ∈ Ω ). (3.23)
u→0+

Proof. (a ) It is obvious that u s = 0 is a lower solution and is not a true solution. Let v be the
positive solution of (3.15) where the boundary condition is replaced by v(x) = g(x) on ∂Ω . Then
the argument in the proof of part (a ) of Lemma 3.2 shows that û s = q(v) is a positive lower
solution. (b ) Let û s = q(δφ0) with a sufficiently small constant δ > 0. Since the boundary
requirement û s ≤ g is trivially satisfied the reasoning in the proof of part (b ) of Lemma 3.2
(with φ replaced by φ0 ) implies that û s is a lower solution. (c ) The proof follows from the
reasoning in the proof of part (c ) of Lemma 3.2 and is omitted. 
As a consequence of Theorem 3.2, Lemmas 3.3 and 3.4 we have the following theorem for
the Dirichlet problem (1.2a).

Theorem 3.4. Let hypotheses (H1) and (H3) be satisfied, and let one of the conditions
in (a), (b) and (c) of Lemma 3.3 and one of the conditions in (a ), (b ) and (c ) of Lemma 3.4
hold. Then all the conclusions in Theorem 3.2 hold true for the Dirichlet boundary problem
(1.2a).
For the uniqueness of a positive solution we have the following analogous result.

Theorem 3.5. Let the conditions in Theorem 3.4 be satisfied, and let one of the following
conditions hold:
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 655

(a ) f u (x, u) ≤ 0 for u ∈ S0


(b ) c = 0, D  (u) ≥ 0 and f (x, u)/I (u) is increasing or decreasing in u for u ∈ S0
Then u s = u s (≡ u ∗s ) and u ∗s is the unique solution of (1.2a) in S0 .
Proof. The proof follows from the same argument as that for Theorem 3.3 and is omitted. 

4. Asymptotic behavior of time-dependent solutions

It is easy to see that every pair of ordered upper and lower solutions ũ s , û s of (1.2) (resp.,
(1.2a)) are also ordered upper and lower solutions of (1.1) (resp. (1.1a)) when û s ≤ u 0 ≤ ũ s . In
view of Theorem 2.1 the solution u(t, x) of (1.1) or (1.1a) satisfies the relation û s (x) ≤ u(t, x) ≤
ũ s (x) for all t > 0 whenever it holds at t = 0. This implies that the sector û s , ũ s  (that is, S0 )
given by (3.2) is an invariant set of the time-dependent problem. In this section, we show the
convergence of the time-dependent solution u(t, x) to a steady-state solution as t → ∞. The
limit of u(t, x) may be the maximal solution u s (x) or the minimal solution u s (x) depending
on the initial function u 0 (x), and if u s (x) = u s (x) = u ∗s (x) then the limit is u ∗s (x) for every
u 0 ∈ û s , ũ s . To achieve this goal, we first show the monotone property of the time-dependent
solution when the initial function is either an upper solution or a lower solution of the steady-state
problem.

Lemma 4.1. Let the conditions in Theorem 3.1 be satisfied, and let (H2) hold with S ≡ S0 .
Denote by u(t, x), u(t, x) and u(t, x) the solutions of (1.1) (or (1.1a)) with u 0 = û s , u 0 = ũ s ,
and an arbitrary u 0 in S0 , respectively. Then for each x ∈ Ω , u(t, x) is nondecreasing in t,
u(t, x) is nonincreasing in t, and u(t, x) satisfies the relation
û s (x) ≤ u(t, x) ≤ u(t, x) ≤ u(t, x) ≤ ũ s (x) (t > 0, x ∈ Ω ). (4.1)
Proof. We prove the lemma for the Neumann boundary problem (1.1) since the proof for the
Dirichlet boundary problem (1.1a) is similar. It is clear from Theorem 2.1 that the solutions
u(t, x), u(t, x) and u(t, x) are all in S0 for every t ≥ 0. To show the nondecreasing property of
u(t, x) in t we let w(t, x) = I (u(t, x)). Then u(t, x) = q(w(t, x)) and (u, w) is the solution of
(2.7) with w0 = I (û s ). Define
U (t, x) = u(t + δ, x) − u(t, x), W (t, x) = w(t + δ, x) − w(t, x), (4.2)
where δ is an arbitrary positive constant. Then by (2.7), (U, W ) satisfies the relation
Wt − a∇ 2 W + c · ∇W = f (x, u(t + δ, x)) − f (x, u(t, x))
∂ W/∂ν = g(x, u(t + δ, x)) − g(x, u(t, x))
(4.3)
W (0, x) = I (u(δ, x)) − I (u(0, x))
U = q(w(t + δ, x)) − q(w(t, x)).
By the relation (2.16) (with (F, G) replaced by ( f, g)) and the mean-value theorem we have
f (x, u(t + δ, x)) − f (x, u(t, x)) = ( f ◦ q)(x, w(t + δ, x)) − ( f ◦ q)(x, w(t, x))
= [ f u (x, ξ )/D(ξ )]W (t, x) ≡ b f (x, ξ )W (t, x)
and similarly
g(x, u(t + δ, x)) − g(x, u(t, x)) = [gu (x, ξ  )/D(ξ  )]W (t, x) ≡ bg (x, ξ  )W (t, x)
656 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

where ξ = ξ(t, x) and ξ  ≡ ξ  (t, x) are some intermediate values between u(t, x) and u(t +δ, x),
and therefore are in S0 . Using the above relation in (4.3) and u(0, x) = û s (x) leads to
Wt − a∇ 2 W + c · ∇W − b f W = 0 in DT
∂ W/∂ν = bg W on ST (4.4)
W (0, x) = I (u(δ, x)) − I (û s (x)) in Ω .
Since ξ(t, x) and ξ  (t, x) are in S0 , condition (2.1) implies that
−b f (x, ξ ) ≡ − f u (x, ξ )/D(ξ ) ≤ γ (1) (x)
−bg (x, ξ ) ≡ −gu (x, ξ )/D(ξ ) ≤ γ (2) (x),

where γ (1) and γ (2) are bounded on Ω . In view of W (0, x) = I (u(δ, x)) − I (û s (x)) ≥ 0 the
maximum principle (see also Theorem 4.2.1 of [22]) implies that W (t, x) ≥ 0 in D T . This gives
w(t + δ, x) ≥ w(t, x), and therefore u(t + δ, x) ≥ u(t, x). The arbitrariness of δ > 0 ensures
that u(t, x) is nondecreasing in t. The proof for the nonincreasing property of u(t, x) is similar.
To show the relation (4.1) we observe that the functions
U (t, x) = u(t, x) − u(t, x), W (t, x) = I (u(t, x)) − I (u(t, x))
satisfy the relation (4.4) with possibly some different values of ξ(t, x) and ξ  (t, x) in S0 . Since
W (0, x) = I (u 0 (x)) − I (û s (x)) ≥ 0 the above argument for W (t, x) shows that W (t, x) ≥ 0
on D T . This yields I (u(t, x)) ≥ I (u(t, x)) which is equivalent to u(t, x) ≥ u(t, x). A similar
argument gives u(t, x) ≥ u(t, x) which proves the lemma for the Neumann problem (1.1). 

Based on the monotone property of u(t, x) and u(t, x) in t we have the following convergence
result.

Theorem 4.1. Let ũ s , û s be a pair of ordered upper and lower solutions of (1.2), and let
hypotheses (H1), (H2) and (H3) hold with S ≡ S0 . Let also u s (x), u s (x) be the respective
maximal and minimal solutions of (1.2) in S0 . Then the solutions u(t, x), u(t, x) of (1.1) with
u(0, x) = ũ s (x) and u(0, x) = û s (x) possess the convergence property

lim u(t, x) = u s (x), lim u(t, x) = u s (x) (x ∈ Ω ). (4.5)


t →∞ t →∞

Proof. By (4.1) and the nondecreasing and nonincreasing property of u(t, x) and u(t, x) in t, the
limits
lim u(t, x) = u(x), lim u(t, x) = u(x) (4.6)
t →∞ t →∞

exist and u(x) ≥ u(x). We show that u(x) = u s (x) and u(x) = u s (x). Let w(t, x) = I (u(t, x))
and w(t, x) = I (u(t, x)). In view of (4.6), w(t, x) → w(x) and w(t, x) → w(x) as
t → ∞, where w(x) = I (u(x)), w(x) = I (u(x)). Moreover, both (u(t, x), w(t, x)) and
(u(t, x), w(t, x)) are solutions of (2.9) where F ≡ F(x, u) and G ≡ G(x, u) are independent of
t. Using the relation
F(x, u) = (G ◦ q)(x, w), G(x, u) = (G ◦ q)(x, w)
as that in (2.15), any one of the conditions in (H2) implies that F ◦ q and G ◦ q are Lipschitz
continuous in w for w ∈ S0∗ , where S0∗ is the sector between q(û s ) and q(ũ s ). By an application
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 657

of Theorem 5.6.5 of [22] we conclude that w(x) = w s (x) and w(x) = ws (x), where w s (x) and
ws (x) are the respective maximal and minimal solutions of the elliptic boundary problem
−Lw = (F ◦ q)(x, w) in Ω , Bw = (G ◦ q)(x, w) on ∂Ω . (4.7)
This implies that u s ≡ q(ws ) and u s ≡ q(ws ) are the respective maximal and minimal solutions
of (1.2). In view of u(x) = q(w(x)) = q(ws (x)) and u(x) = q(w(x)) = q(ws (x)) we conclude
that u(x) = u s (x) and u(x) = u s (x) which leads to the relation (4.5). 

Theorem 4.1 gives the convergence of the time-dependent solution to the maximal or minimal
solution of the corresponding steady-state problem when the initial function u 0 (x) is either an
upper solution or a lower solution of the steady-state problem. The following theorem gives a
similar result for a larger class of initial functions.

Theorem 4.2. Let the conditions in Theorem 4.1 be satisfied and let u(t, x) be the solution of
(1.1) with u 0 ∈ S0 . Then

u (x) if û s ≤ u 0 ≤ u s
lim u(t, x) = s (4.8)
t →∞ u s (x) if u s ≤ u 0 ≤ ũ s .
Moreover, if u s = u s ≡ u ∗s then for any u 0 ∈ û s , ũ s 
lim u(t, x) = u ∗s (x) (x ∈ Ω ). (4.9)
t →∞

Proof. Consider the case u s = u s ≡ u ∗s . By Theorem 4.1, the solutions u(t, x) and u(t, x) both
converge to u ∗s (x) as t → ∞. In view of the relation in (4.1) we conclude that u(t, x) → u ∗s (x)
as t → ∞. This proves (4.9). To show the relation (4.8) we consider u s and û s as a pair of
ordered upper and lower solutions of (1.2). The minimal property of u s implies that it is the
unique solution in the sector û s , u s . Similarly, on considering ũ s and u s as a pair of ordered
upper and lower solutions the maximal property of u s implies that it is the unique solution in the
sector u s , ũ s . The result in (4.8) follows from the same reasoning as that for (4.9). 
Using the reasoning in the proof for Theorems 4.1 and 4.2 we have the following analogous
results for the Dirichlet boundary problem (1.1a).

Theorem 4.3. Let ũ s , û s be a pair of ordered upper and lower solutions of (1.2a), and let
hypotheses (H1), (H2 ) and (H3) be satisfied with g(x, u) ≡ g(x). Then all the conclusions
in Theorems 4.1 and 4.2 hold true for the solutions u(t, x), u(t, x) and u(t, x) of problem (1.1a),
where u(0, x) = ũ s (x), u(0, x) = û s (x) and u(0, x) = u 0 (x) for an arbitrary u 0 ∈ û s , ũ s .
Theorem 4.1, 4.2 and 4.3 imply that for both problems (1.1) and (1.1a) the maximal solution
u s and the minimal solution u s are one-sided asymptotically stable, and if u s = u s ≡ u ∗s then
u ∗s is globally asymptotically stable relative to the sector û s , ũ s . This conclusion extends the
known result for semilinear parabolic boundary problems to a class of quasilinear parabolic
boundary problems, including degenerate and singular parabolic equations (cf. [22,25]).

5. Applications

It is seen from the theorems in sections 3 and 4 that the existence of a steady-state solution
and the asymptotic behavior of the time-dependent solution can be determined for a certain class
of initial functions if we can find a pair of ordered upper and lower solutions of the steady-state
658 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

problem. The existence and construction of positive upper and lower solutions are ensured by
any one of the conditions in Lemmas 3.1 and 3.2 for Neumann boundary problems and by those
in Lemmas 3.3 and 3.4 for Dirichlet boundary problems. In this section, we apply the results of
these theorems to two physical model problems arising from heat-transfer and population growth
problems where the diffusion coefficient is density (temperature or population) dependent and
the equation can be degenerate or singular. This degeneracy may lead to distinct properties of
the steady-state problem as well as the asymptotic behavior of the time-dependent solution when
compared with constant diffusion.
(A) Some heat-transfer problems
In the theory of heat transfer the energy equation for simultaneous conduction and radiation
in a participating medium with a known function S(x) is given by
∂u
ρ(x)cρ (u) − ∇ · (D(u)∇u) = S(x) (t > 0, x ∈ Ω ), (5.1)
∂t
where u ≡ u(t, x) is the temperature distribution, ρ(x) and cρ (u) are the respective density and
specific heat of the medium, and
D(u) = kc + kr u 3 (5.2)
(cf. [20,21]). The constant kc > 0 in (5.2) is the thermal conductivity due to conduction and
kr > 0 is a physical constant due to radiation. According to the Boltzmann fourth-power law, the
boundary condition is given by the nonlinear radiation condition
∂u
D(u) = σ (a 4 − u 4 ) (x ∈ ∂Ω ), (5.3)
∂ν
where σ and a are some positive constants (cf. [21,22]). Assume that cρ (u) = c0 D(u)
for some constant c0 > 0. Then problem (5.1)–(5.3) becomes a special case of (1.1) with
a(x) = (c0 ρ(x))−1 , c = 0 and
f (x, u) = S(x)/c0 ρ(x) ≡ f (x), g(x, u) = σ (a 4 − u 4 ). (5.4)
It is easily seen from (5.2) and (5.4) that all the conditions in the hypotheses (H1 ), (H2 ) and (H3)
are satisfied, and
 u
I (u) = (kc s + kr s 3 )ds = kc u + (kr /4)u 4 . (5.5)
0
Hence to show the existence and uniqueness of a solution to (1.1) or the existence of a solution
to (1.2) it suffices to find a pair of ordered upper and lower solutions for the steady-state problem
(5.1)–(5.3).
Consider the case S(x) ≡ 0. It is easy to verify that for any constant M ≥ a the functions
in (5.4) satisfy the conditions in part (a) of Lemma 3.1 and part (a ) in Lemma 3.2. This implies
that ũ s = M and û s = q(v) are ordered positive upper and lower solutions. Since f (x) = 0 and
gu (x, u) = −4σ u 3 < 0 for u > 0, the condition in part (a ) of Theorem 3.3 is also satisfied.
This ensures that the steady-state problem (5.1)–(5.3) has a unique positive solution u ∗s in (0, M].
The arbitrariness of M ≥ a shows that u ∗s is the unique positive solution in (0, ∞).
In the case S(x) ≥ 0 and S(x) ≡ 0, part (a ) of Lemma 3.2 remains true. Moreover, part (b)
of Lemma 3.1 is also satisfied (with β (1) ≡ 0, p (1)(x) = S(x)) if there exist positive functions
β (2)(x), p(2)(x) such that
σ (a 4 − u 4 ) + β (2)(x)[kc u + (kr /4)u 4 ] ≤ p (2)(x) for u > 0.
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 659

The above inequality is equivalent to


(kc β (2) u + σ a 4 ) − (σ − β (2)kr /4)u 4 ≤ ρ (2) (x) for u > 0. (5.6)
It is obvious by choosing β (2) < 4σ/kr that (5.6) is satisfied by a suitable positive function
p(2)(x). This ensures the existence of a positive function W (x) (governed by (3.10) with
β (1) = 0, p (1) (x) = S(x)) such that ũ s = q(W ) and û s = 0 (or û s = q(v)) are a pair of
ordered upper and lower solutions. In this situation problem (5.1)–(5.3) has also a unique positive
solution u ∗s (x).
On the other hand, if the energy equation (5.1) is due to radiation without conduction then
kc = 0 and D(u) = kr u 3 . This yields a degenerate parabolic equation. It is easily seen from
f (x, u) = f (x) and
gu (x, u)/D(u) = −4σ u 3 /kr u 3 = −4σ/kr
that all the conditions in (H1), (H2 ) and (H3) are satisfied (with γ (1) = K (1) ≡ 0, γ (2) = K (2) =
4σ/kr ). Moreover, the above construction of upper and lower solutions and the uniqueness
condition for the positive steady-state solution remain the same for the present case D(0) = 0.
This implies that the degenerate steady-state problem (5.1)–(5.3), where D(u) = kr u 3 , has a
unique positive solution u ∗s (x). By an application of Theorems 3.3, 4.1 and 4.2 we have the
following results.

Theorem 5.1. Let D(u) be given by (5.2) and S(x) ≥ 0, and assume that cρ (u) = c0 D(u) for
some constant c0 > 0. Then the following statements hold true:
(i) For any u 0 (x) ≥ 0, problem (5.1)–(5.3) has a unique global positive solution u ∗ (t, x).
(ii) The steady-state problem of (5.1)–(5.3) has also a unique positive solution u ∗s (x).
(iii) u ∗ (t, x) converges to u ∗s (x) as t → ∞.
(iv) The conclusions of (i),(ii) and(iii) hold true for the degenerate case D(u) = kr u 3 .
If the Boltzmann fourth-power law is applied to the energy equation while the boundary
condition involves a known source S(x) ≥ 0, then the temperature distribution is governed by
(1.1) with
f (x, u) = σ (a 4 − u 4 ), g(x, u) = S(x). (5.7)
It is easy to see by interchanging the roles between f (x, u) and g(x, u) in the above discussion
that all the conditions in (H1), (H2) and (H3) and the conditions in part (b) of Lemma 3.1,
part (a ) of Lemma 3.2 and part (a ) of Theorem 3.3 are satisfied. This observation leads to the
following conclusion.

Theorem 5.2. Let a(x) = (c0 ρ(x))−1 , c = 0 and D(u) be given by (5.2) with kr > 0 and
kc ≥ 0, including the degenerate case kc = 0, and let f (x, u), g(x, u) be given by (5.7). Then
all the conclusions in (i) to (iv) of Theorem 5.1 hold true for problems (1.1) and (1.2).
(B) An extended logistic equation
We next investigate an extended logistic reaction–diffusion equation in the form (1.1) and
(1.1a) with a(x) = 1, c = 0, D(u) satisfying (H1), and
f (x, u) = u γ (a − bu μ ), g(x, u) = g(x) ≥ 0, (5.8)
where a, b, γ and μ are positive constants and g(x) is a smooth nonnegative function on ∂Ω .
The steady-state problem of this model has been treated in [7,14] for the case γ = 1 and constant
660 C.V. Pao / Nonlinear Analysis 66 (2007) 639–662

diffusion coefficient D(u) ≡ D0 and in [10] for the case γ ≤ 1 and density-dependent D(u) with
D(u) ≥ D0 > 0. It is clear that the functions f (x, u), g(x, u) in (5.8) satisfy the hypotheses
(H1), (H2) and (H3), except possibly condition (2.1). To show the existence of a steady-state
solution and the asymptotic behavior of the time-dependent solution we need to seek a pair of
ordered upper and lower solutions for (1.2) or (1.2a).
Consider first the Neumann boundary problem (1.2). It is obvious from (5.8) that if g(x) ≡ 0
then for any positive constants M, δ satisfying M ≥ a ∗ ≥ δ > 0, where a ∗ = (a/b)1/μ, the
pair ũ s = M and û s = δ are ordered upper and lower solutions. In the case g(x) ≡ 0, û s = δ
(including û s = 0) remains as a lower solution. To find a positive upper solution for this case we
consider the linear Neumann boundary problem
∇ 2 v = h ∗ (x) in Ω , ∂v/∂ν = g(x) on ∂Ω , (5.9)
where h ∗ (x) is a function satisfying the consistency condition
 
h ∗ (x)dx = g(x)dx.
Ω ∂Ω
This implies that a solution v(x) to (5.9) exists and for any constant C, vc (x) ≡ v(x) + C is
also a solution. We seek a positive upper solution in the form ũ s (x) = vc (x) for a suitably large
constant C ≥ δ − v(x). Indeed by (5.9), ũ s is an upper solution if
γ
−h ∗ (x) ≥ vc (a − bvcμ ).
Since this relation is equivalent to
μ+γ
b ≥ a/vcμ + h ∗ /vc (x ∈ Ω )
it is satisfied by a sufficiently large constant C. With a suitable choice of C the pair ũ s = vc
and û s = δ are ordered positive upper and lower solutions of (1.2). Moreover since S0 = δ, vc 
contains only positive functions, condition (2.1) is satisfied by some functions γ (1) and γ (2) even
if D(0) = 0. Hence for both cases g(x) = 0 and g(x) ≡ 0, Theorem 3.1 ensures that problem
(1.2) has a maximal solution u s and a minimal solution u s such that δ ≤ u s ≤ u s ≤ vc on Ω .
We next show that if μ ≤ 1 < γ +μ and D  (u) ≥ 0 for u > 0 then f (x, u)/I (u) is decreasing
in u for 0 < u ≤ a ∗ . Define h(x, u) = f (x, u)/u and ρ(u) = I (u)/u for u > 0. Then
   
∂ f (x, u) ∂ h(u)

= = (ρ(u))−2 ρ(u)h u (x, u) − h(x, u)ρ  (u) .


∂u I (u) ∂u ρ(u)
Since ρ(u) > 0 and h(x, u) = u γ −1 (a − bu μ ) ≥ 0 for 0 < u ≤ a ∗ and since for γ ≤ 1 < γ + μ
h u (x, u) = −u γ −2 [(1 − γ )a ∗ + b(γ + μ − 1)u μ ] < 0
 u
 −2
ρ (u) = u [D(u) − D(s)]ds ≥ 0 for 0 < u ≤ a ∗
0

we see that (∂/∂u)[ f (x, u)/I (u)] < 0 for 0 < u ≤ a ∗ . This shows that f (x, u)/I (u)
is decreasing in u. In view of gu (x, u) = 0 we conclude from Theorem 3.3 that u s (x) =
u s (x) ≡ u ∗s (x) and u ∗s (x) is the unique positive solution of (1.2) in 0, a ∗ . By an application of
Theorems 4.2 and 4.3 we have the following conclusion for the Neumann boundary problem.

Theorem 5.3. Let a(x) = 1, c = o and D(u) satisfy (H1)-(ii), and let f (x, u), g(x, u) be given
by (5.8). Then for both D(0) > 0 and D(0) = 0 the following statements hold:
C.V. Pao / Nonlinear Analysis 66 (2007) 639–662 661

(i) For any nontrivial u 0 ≥ 0 problem (1.1) has a unique positive solution u(t, x) in R+ × Ω .
(ii) Problem (1.2) has a maximal solution u s (x) and a minimal solution u s (x) such that
u s (x) ≥ u s (x) > 0 in Ω.
(iii) u(t, x) → u s (x) as t → ∞ if 0 ≤ u 0 (x) ≤ u s (x) and u 0 (x) ≡ 0, and u(t, x) → u s (x) as
t → ∞ if u 0 (x) ≥ u s (x).
(iv) If γ ≤ 1 < γ + μ and D  (u) ≥ 0 for 0 < u ≤ a ∗ then u s (x) = u s (x) (≡ u ∗s (x)) and u ∗s (x)
is the unique positive solution in 0, a ∗ . Moreover, for any u 0 ∈ 0, a ∗  the corresponding
solution u(t, x) converges to u ∗s (x) as t → ∞.
Finally, we consider the Dirichlet problems (1a) and (2a) with the same functions f (x, u),
g(x) as in (5.8). It is easy to verify that condition (a) of Lemma 3.3 is satisfied by any constant
M satisfying M ≥ max{a ∗ , g}, and if g = 0 then condition (a ) of Lemma 3.4 is also satisfied,
where g = maximal[g(x)] on ∂Ω . By Theorem 3.4, problem (1.2a) has a maximal solution
u s (x) and a minimal solution u s (x) such that u s (x) ≥ u s (x) > 0 in Ω if g(x) ≡ 0. However, if
g(x) ≡ 0 then u s = 0 is a lower solution as well as a true solution. To rule out the trivial case
u s = u s = 0 we assume that γ ≤ 1 and seek a nontrivial lower solution by using Lemma 3.4.
Indeed, since f (x, 0) = g(x) = 0 and
lim [ f u (x, u)/D(u)] = lim [(γ a − b(γ + μ)u μ )/u 1−γ D(u)]
u→0+ u→0+

we see that condition (b ) of Lemma 3.4 is satisfied if either γ < 1 or D(0) = 0. It is also
satisfied for the case γ = 1 and D(0) > 0 if a > λ0 D(0). In each case Lemma 3.4 ensures
that problem (1.2a) has a positive lower solution. Since condition (b ) implies condition (2.1)
we conclude from Theorem 3.4 that problem (1.2a) has positive maximal and minimal solutions
u s (x) and u s (x). Moreover, if γ ≤ 1 < γ +μ, g(x) ≤ a ∗ and D  (u) ≥ 0 for 0 ≤ u ≤ a ∗ , then the
argument for the Neumann problem shows that f (x, u)/I (u) is decreasing in u for 0 < u ≤ a ∗ .
By Theorem 3.5, u s (x) = u s (x) and u s (x) is the unique positive solution in 0, a ∗ . The above
conclusions and Theorem 4.3 yield the following theorem for the Dirichlet boundary problem.

Theorem 5.4. Let the conditions in Theorem 5.3 be satisfied, and let either γ < 1, D(0) ≥ 0
or γ ≤ 1, D(0) = 0. Then the statements in (i), (ii) and (iii) of Theorem 5.3 hold for problems
(1.1a) and (1.2a). The same is true for the case γ = 1 and D(0) > 0 provided that a > λ0 D(0).
Moreover, under the above conditions, the results in (iv) of Theorem 5.3 also hold if
λ ≤ 1 < γ + μ, g(x) ≤ a ∗ and D  (u) ≥ 0 for 0 < u ≤ a ∗ .

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