Critical Point Methods For Indefinite Nonlinear El

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CRITICAL POINT METHODS FOR INDEFINITE NONLINEAR ELLIPTIC EQUATIONS

AND HAMILTONIAN SYSTEMS
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UNIVERSITÁ DEGLI STUDI DI ROMA
”TOR VERGATA”
Dottorato di Ricerca in Matematica
XIII ciclo
CRITICAL POINT METHODS FOR

INDEFINITE NONLINEAR ELLIPTIC
EQUATIONS
AND HAMILTONIAN SYSTEMS
Paola Magrone
Anno Accademico 2000-2001

a Gianfranco e Giulio
Contents
Introduction v
1 Preliminaries 1
2 Superlinear nonlinearities 3
2.1 Introduction and main results . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 The case λ ≤ λ1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 The case λ > λ1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.4 PS sequences in the critical case . . . . . . . . . . . . . . . . . . . . . . 19
2.5 Estimate of the critical level . . . . . . . . . . . . . . . . . . . . . . . . 23
3 Asymptotically linear nonlinearities 31

3.1 Introduction and main results . . . . . . . . . . . . . . . . . . . . . . 31
3.2 The Principal Eigenvalue . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.3 Mountain Pass Structure . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.4 Palais–Smale Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.5 Existence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
3.6 Some Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4 Hamiltonian Systems 49
4.1 Introduction and main results . . . . . . . . . . . . . . . . . . . . . . . 49
4.2 Proof of the Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
Bibliography 63
ii CONTENTS
Aknowledgments
My gratitude goes first of all to my advisor, Prof. Michele Matzeu, for the availability
and for always encouraging me, since when I was a student. The results contained in
the first chapter were obtained in collaboration with my advisor and Prof. Massimo
Grossi. I thank Massimo for spending with me a lot of time doing the computations
involving the critical exponent, he taught me that calculations must be done with all
details (”up to death” he said!). The second chapter shows results obtained with Dott.
Marcello Lucia and Prof. Huan-Song Zhou in Lousanne, working with them was very
stimulating and was for me the first experience out of the ”familiar” environment of my
university. The third chapter contains a result obtained with Dott. Flavia Antonacci,
with whom I share mathematical matters and also a sincere friendship.
I wish to thank Prof. Gabriella Tarantello for bringing to my attention some references
about applications to mathematical biology.
I thank my family for the everlasting support and, during the latest months, for the
babysitting service.
I am grateful to all my old and new friends.
Finally I thank my husband Gianfranco for being always on my side, and my son
Giulio, who represents the most ”striking result” I ever obtained.
Introduction
There is much current interest in nonlinear indefinite problems: by searching (possi-

bly positive) solutions to equations of the kind Lu = p(x, u) in the suitable Sobolev
space, depending on the boundary conditions, one can treat several problems arising
in differential geometry and mathematical biology. Also in the study of Hamiltonian
Systems there is a rich literature dealing with indefinite problems.
We will deal at first with elliptic equations of the type

 −∆u(x) − λu(x) = p(x, u) in Ω ⊂ IRN ,
(P )

u(x)|∂Ω = 0
and discuss some results obtained via variational methods, in particular minimax theo-
rems, in case that p is superlinear, up to the critical exponent, as well as asymptotically
linear.
The variational approach consists of finding the solutions of (P ) by searching the
critical points of a suitable associated functional. More precisely the natural energy
functional for (P ) is given by
Z Z Z
1 2 λ 2
I(u) = |∇u| − u − P (x, u) u ∈ H01 (Ω) (0.1)
2 Ω 2 Ω Ω
Ru
where P (x, u) = 0 p(x, ξ)dξ. The Sobolev space where the functional lives is chosen
according to the boundary conditions, in the present case the Dirichlet boundary con-
dition suggests the space H01 (Ω). We are dealing with a functional which is neither
bounded from below nor from above, so the main goal is to prove that I satisfies a
minimax theorem, i.e. it has a critical point of minimax kind (neither a minimum,
nor a maximum). Usually one has to show that the functional has a certain geomet-
ric structure and that the set of critical points has a kind of compactness property,
vi INTRODUCTION
which is often the main difficulty to overcome. This is summarized in the following
Palais–Smale (PS) condition:
The functional I ∈ E satisfies the Palais–Smale condition if

any sequence un ∈ E such that I(un ) < C and ||I 0 (un )|| → 0
admits a strongly converging subsequence.
The nonlinearities we will treat, neither homogeneous nor positive, hide a range of
difficulties. First of all let us remark that, when dealing with homogeneous functions,
even changing sign, it is very simple to relate the functional to its derivative, so the
proof of the PS condition becomes easier. If p is not homogeneous and changes sign,
it is necessary to decompose it as the sum of its positive and negative part, then treat
them separately. To show that the functional has the right geometric structure re-
quires some additional hypotheses, with respect to the case of homogeneous functions.
Another difficulty arises if one considers an arbitrary choice of λ. Indeed, if λ < λ1 ,
where λ1 is the first eigenvalue of the Laplacian in H01 (Ω), the quadratic part of the
functional is coercive and it is easy to prove that the functional possesses a Mountain
Pass structure (see Section 2.2), independently of the change of sign of the nonlinear-
ity. Everything changes if λ ≥ λ1 : as it will be shown with details in Section 2.3, if
λ ∈ [λk , λk+1 [ with k > 1, one has to exploit the variational characterization of the
eigenvalues of the Laplacian in order to show that the functional has a Linking struc-
ture. The case λ = λ1 is very interesting because one can prove that I either possesses
a Mountain Pass or a Linking structure, according to the hypotheses required on the
function p. The solution found by means of Mountain Pass theorem are positive, while
those of Linking type may change sign.
A meaningful example of an application of indefinite problems to some problems

arising in biology, in particular population dynamics, is the following (for further details
see [32, 29] and the references therein):
vii
let us consider the parabolic model



 ut − ∆u = λu + a(x)|u|p u (x, t) ∈ Ω × (0, ∞),



(P M ) u(·, t)|Ω = 0 t > 0,





u(·, 0) = u0 ≥ 0 in Ω
One is interested in the equilibrium states of (P M ), which are provided by the solution
to the elliptic equation
(EE) − ∆u = λu + a(x)|u|p u
with Dirichlet boundary conditions. In mathematical biology the weight function a

is usually taken to be positive, but it has a biological meaning even in the indefinite
case. The density of a single species inhabiting Ω at time t is given by the function
u(·, t), λ is the growth rate, u0 is the initial population density and a represents the
effects of crowding in the species in Ω− and the symbiosis effects due to the intraspecific
cooperation in Ω+ , where Ω± = {x ∈ Ω: a± (x) > 0}. In other words the growth of
a population has a positive aspect, which is symbiosis, and a negative one, that is
an excess of crowding which could lead to a lack of the resources necessary to the
population to survive. Observe that we are dealing with a single specie, so it could
sound strange to talk about symbiosis, which occurs when there are two or more
species in the same domain. In this case we can think of cooperation, i.e. symbiosis,
for example between the old and the young individuals.
Results about existence, multiplicity and stability of positive solutions can be found in
[2, 3, 16, 17, 48, 49] and the references therein. From the mathematical results carried
out in the above papers it can be shown that (P M ) possesses a stable positive steady
state if and only if
Z
aep+2
1 < 0,
Ω
where e1 is a positive eigenfunction related to λ1 , and that (EE) does not admit a
stable positive solution if λ ≤ λ1 . From the biological point of view this means that, if
λ ≤ 0 or λ > 0 but the habitat is not sufficiently large so that λ > λ1 , then the species
viii INTRODUCTION
u does not have enough room to avoid extinction (as a consequence of its variational
characterization, see page 3, λ1 is smaller as the domain Ω becomes bigger). In [32]
it was proved that the positive stable solution is unique for λ ∈ (λ1 , Λ∗ ], and this
is surprising because for each λ ∈ (λ1 , Λ∗ ) there are at least two positive solutions,
so only one is stable. The uniqueness of the stable solution is a universal property
independent of the shape of Ω and of the nodal behaviour of a. So, if λ ≤ λ1 , the
unique non-negative stable solution will be the trivial one. Therefore the species will
go towards extinction, and this can be avoided if the initial population lies on the
stable manifold of some of these positive states.
On the other hand a suitable model for the case of two or more different species living in
the same domain could be a Hamiltonian system. The existence of a periodic solution
is meaningful in mathematical biology for it represents a kind of clock : like seasons,
many natural phenomena are periodic (see Chapter 4 for Hamiltonian Systems and
periodic solutions).
It is well known that, under a suitable assumption of superlinear subcritical growth at

Rξ
infinity for p in the u variable, and in case that P (x, ξ) = 0 p(x, s)ds is positive, (P )
has positive solutions if λ < λ1 . These solutions are found through the Mountain-Pass
Theorem by Ambrosetti-Rabinowitz [8], while, for λ ≥ λ1 , Rabinowitz proved (see [51])
the existence of Linking type solutions, which in general may change sign. Always in
the case that P is positive, an extensive literature has been developed if the growth
β of P is critical, that is the exponent of its superquadratic behaviour at zero and at
2N
infinity is given by the Sobolev critical exponent β = 2∗ = N −2
(N ≥ 3).
The motivation which led to investigate elliptic problems involving the critical ex-
ponent comes from the fact that problems with lack of compactness can be easily
found in geometry and physics. The problem of describing the possible scalar curva-
tures associated with Riemannian metrics on a given manifold (in particular Yamabe’s
problem) is a very famous example:
let (M, g) be a Riemannian manifold of dimension ≥ 3 with scalar curvature k and let
ix
K be a given function on M. The problem of the scalar curvature consists in finding

a new metric g ∗ on M such that K is the scalar curvature of g ∗ and g ∗ is pointwise
4
conformal to g (i.e. g ∗ = u N −2 g for some u > 0 on M ). The equation generated by
this problem is
4(N − 1) N +2
∆u − ku + Ku N −2 = 0 (0.2)
N −2
In [48, 49] the author treats the more general equation ∆u + λu + hup = 0, either in
case that h ≥ 0 or it can change sign on M, and searches positive solutions. So after
constructing the equation, which requires a deep knowledge of differential geometry,
one can free the problem from geometry and treat it only from the analytical point
of view. In other words one can consider the general nonlinear equation (P ) on a
Riemannian manifold M, with p(x, u) = −hup and find positive solutions with Dirichlet
or Neumann boundary conditions.
Other results concerning the analysis on manifolds and the problem of scalar curvature
can be found in [12],[30],[41]. Moreover a very strong dependence on the shape of the
domain, a kind of ”sensibility” with respect to very small changes of the domain, is
a peculiarity of the critical exponent, and some physical phenomena show this aspect
too. Always in the setting of the critical exponent we recall the pioneering paper by
Brezis and Nirenberg (see [21]) where it was proved that there exists λ∗ ≥ 0 such that,
if λ∗ < λ < λ1 , then there exists a positive solution to (P ). Some existence results, for
∗
λ > λ1 , were established in [23],[24], where P (x, ξ) = |ξ|2 . When we start considering
∗
indefinite nonlinearities of the kind P (x, ξ) = W (x)|ξ|2 , with W changing sign, the
only results at our knowledge are due to Alama and Tarantello (see Theorem 4.1 of
[2]).
As it will be shown in Sections 2.4, 2.5 we are able to treat the case P (x, ξ) = W (x)F (ξ)
with F having critical growth both at 0 and at infinity.
On the other hand, in the framework of the subcritical growth (i.e. β < 2∗ ), some
important results were obtained in [16],[17], in case that P (x, ξ) = W (x)F (ξ), with
W changing sign, F (ξ) = |ξ|β as well as for more general elliptic operators including
x INTRODUCTION
the Laplacian, and for more general choices than the power function |ξ|β .For a general
elliptic operator a problem like (P ) cannot be attacked with variational techniques, so
in [17] the authors used degree theory.
In the same period Alama and Tarantello stated in [2] some more general results
(always for the pure Laplacian case) in order to find positive solutions of (P ) in case
that λ1 < λ < Λ∗ , with Λ∗ suitably near to λ1 , possibly changing sign solutions for any
λ 6= λk and multiplicity results. In [16] the authors found a necessary and sufficient
condition for the solvability of (P ) with F (ξ) = |ξ|p . This condition will appear when
we will treat the main results of this thesis. In the following, many other interesting
papers were devoted to the existence or nonexistence of (possibly infinitely many)
solutions of problem (P ), either in the case that λ ∈ [λ1 , Λ∗ ], or also for every λ, in
case the nonlinear term satisfies some oddness assumption (see [3],[1], [14],[2],[13]).
A recent result concerning all the possible choices of λ different from any eigenvalue
of the Laplacian, under some rather general assumptions, has been stated in [53].The
main idea is to consider a sequence of truncated problems and apply a local Linking
Theorem. Following the line of [53], and assuming that W is a changing sign homoge-
neous polynomial function of degree two, a result of existence of a nonzero solution is
given in [28] in case λ 6= λk , ∀k. An existence result result concerning a more general
equation where the linear term λu is multiplied by a changing sign weight function can
be found in
There is a rich literature dealing with asymptotically linear problems too, either
with nonlinearities which are indefinite or definite in sign. We first recall the paper of
Amann and Laetsch [4], in which the positivity is essential in order to apply the theory
of ordered Banach spaces. If f is allowed to change sign we find in the papers of Hess
[38], Ambrosetti-Hess [6] and Hess-Kato [39] some results of existence via topological
degree arguments.
Firstly we point out that the condition
0 < θF (x, s) ≤ f (x, s)s for θ > 2, |s| > M sufficiently large, (0.3)
xi
obviously does not hold when dealing with asymptotically linear nonlinearities, for
it implies that f is superlinear. On the other hand (0.3) is crucial, because it is
known that it guarantees that every (PS) sequence is bounded. When dealing with
asymptotically linear functions, the existence of unbounded Palais–Smale sequences
cannot be excluded (for more details see section 3.4).
Existence results on bounded domains, of (not necessarily positive) solutions have been
obtained via variational methods in [26]. Let us finally mention that problem (P ) has
been recently studied also on IRN in [62],[58],[40],[43], assuming in an essential way
that f has to be positive.
One of the physical motivations for considering asymptotically linear problems
arises from the study of guided modes of an electromagnetic field in a nonlinear
medium, satisfying some suitable constitutive assumptions (see, for example [56], [57]).
For example, nonlinearities of the form
|s|2
f (s) = s, γ>0 (0.4)
1 + γ|s|2
were found to describe the variation of the dielectric constant of gas vapors where a
laser beam propagates, and those of the form
µ ¶
1
f (s) = 1 − γ|s|2 s (0.5)
e
were used in the context of laser beams in plasma (see [59] and the references therein).
On the other hand, the change of sign of the nonlinearity is meaningful for example in
selection–migration models in population genetics (see [31, 22, 32, 29]).
Variational methods are very diffused also when searching periodic solutions to
Hamiltonian Systems and this kind of approach was introduced by Rabinowitz in a
famous paper of 1978 (cfr. [50]). In case of second order Systems, that is equa-
tions of the kind ẍ + U 0 (x) = 0, periodic solutions can be found by searching the
critical points of the natural associated functional in the Sobolev space HT1 = {v ∈
H 1 ([0, T ]; IRN ) : v(0) = v(T )}. We are interested in the system
(HS) ẍ + A(t)x + b(t)V 0 (x) = 0,

xii INTRODUCTION
where A(t) is a continuous T –periodic (for some fixed T > 0) matrix valued function,
b(t) is a continuous T –periodic real function and V ∈ C 2 (IRN , IR). Recently many
authors have studied the problem of existence and multiplicity for periodic and sub-
harmonic solutions of (HS) either in case that the quadratic term is identically zero
or in case that it is definite in sign . However there is no general result when A(t) is
indefinite in sign : as far as the author knows, the only existence results have been
stated in [10], in case that the matrix A satisfies the integral condition
Z T
hA(t)ξ, ξi dt > 0 ∀ξ ∈ IRN , |ξ| = 1
0
RT
and b(t) is such that 0
b(t) dt > 0 . The case A(t) ≡ 0 and B changing sign presents
already some difficulties, above all a lack of compactness. Only at the end of 80’s
there were found some results assuring existence of T -periodic solutions under some
suitable conditions on the negative part of B (see [15, 33, 42, 50]). In some cases, as
in [42], imposing some homogeneity and convexity assumptions on the potential V, the
method used is the well–known duality principle by Clarke and Ekeland, introduced at
the end of 70’s for first order Systems. Also homogeneity helps to simplify proofs: if V is
homogeneous, under the only hypotheses that b has zero mean on [0, T ], and considering
a superquadratic U, Palais–Smale condition becomes an almost trivial matter. Adding
a positive quadratic term A(t)x some existence results were obtained in [9, 27, 34].
In Chapter 4 we will present a result of existence of subharmonic solutions (i.e. kT –
periodic with minimal period kT ) under some evenness condition imposed on V.
In Chapter 2 we will show some existence results for problem (P ) in case that
the nonlinearity is superlinear, including the critical exponent. In the spirit of [2],
for λ ≤ λ1 , we find a positive solution of Mountain Pass type without homogeneity
assumption at infinity on f. We exploit a technique introduced by Girardi and Matzeu
in [33] for Hamiltonian Systems to prove the Palais Smale condition. The major idea
appearing in [33] was to weak the homogeneity assumption on f by requiring that
the potential related to f should differ from a homogeneous function by a quadratic
term which is in some sense controlled by the negative part of W. Furthermore, when
xiii
λ ≥ λ1 , we extend the results by Rabinowitz for Linking type solutions of (P ) in

case that P (x, ξ) = W (x)F (ξ) with W changing sign and F having superquadratic
growth β < 2∗ . On the other hand we also consider, for the same choice of W changing
sign, the case of critical growth. Suitably reinforcing the assumptions given for the
subcritical growth, we obtain some existence results for any λ ≥ λ1 . In this case we are
able to prove, as well as in the subcritical case, the boundedness of the Palais–Smale
sequences {un }, but it is well known that the lack of compactness of the embedding of
∗
H01 into L2 does not allow to prove the compactness of {un } in the critical case.
However, using some known techniques, it is possible to estimate the level c of the
associated functional I where the Palais–Smale condition fails. Indeed we will prove
that, under a suitable level, the PS condition is restored (see Section 2.4). At this
stage, using the same Linking structure of the subcritical case, we are able to deduce
the existence of at least one solution if we show that its energy level is less than some
suitable constant c∗ . In order to prove this estimate we were inspired by the arguments
carried out in [23]. We point out that the same geometrical conditions which provide
a ”Linking structure” for the associated functional I play a crucial role to show that
I is actually controlled from above by the level c∗ .
In Chapter 3 we will treat the asymptotically linear case, with λ = 0, and we

extend a result obtained in [61]. Here we are able to treat more general nonlineari-
ties, and our main improvement consists of allowing p to change sign. Moreover, if
p(x, s) ≥ 0 for s ≥ 0 and p(x, s) ≡ 0 for s ≤ 0, the result of [61] is included in
our present result. While in [61] the results are derived using a particular version of
the Mountain Pass Theorem, for our result we are able to prove, using the classical
Theorem of Ambrosetti–Rabinowitz (see [8]), that problem (P ) has always a positive
solution under the required assumptions. We used some fundamental properties of the
principal eigenvalues of a linear operator with indefinite weight function due to Hess
and Kato [39] in order to prove that, under some suitable assumptions, we are able
to exclude the presence of unbounded Palais–Smale sequences, and thus to obtain an
existence result for (P ). While in the superquadratic case (i.e. when (0.3) is satisfied)
xiv INTRODUCTION
all the Palais–Smale sequences are bounded, this fact is not anymore true when the
nonlinearity is asymptotically linear. So we establish a relationship between the exis-
tence of unbounded Palais–Smale sequences and of positive solutions to an eigenvalue
problem Finally, in section 3.6, in order to illustrate the meaning of our assumptions,
we give some examples of nonlinearities for which the existence result in section 3.5
applies.
Chapter 4 will be devoted to a result of existence of periodic solutions in case of

a changing sign potential Hamiltonian System. The technique used is based on the
consideration of the Nehari’ s manifold M , suitably connected to the functional I
associated with problem (P) (see also [7], where the manifold M was used for the first
time in the variational approach to Hamiltonian systems). Precisely the symmetry
assumptions on the potential allow to use some constrained minimum arguments and
a result of the Ljusternik-Schrinelmann cathegory theory, in order to find periodic
solutions, subharmonic and homoclinic solutions to (P), starting by the critical points
of I on M . In the particular case that A(t) is negative definite, we also find the existence
of subharmonic solutions, which have some symmetry properties, and of an homoclinic
solution, obtained by a limit procedure starting from a suitable translation of these
subharmonics. A future extension of this result will be the existence for periodic
solutions for the system ẍ(t) + λx + b(t)V 0 (x) = 0, where λ is a real parameter.
Chapter 1
Preliminaries
We briefly introduce the most significant tools that will be used.
Theorem 0.1 (The Mountain Pass Theorem [8],[51])

Let E be a real Banach space and J ∈ C 1 (E, IR). Suppose J satisfies (PS) condition,
J(0) = 0 and the following assumptions
(J1) there exist constants ρ, α > 0 such that J|∂Bρ ≥ α, and
(J2) there exists an e ∈ E \ ∂Bρ such that J(e) ≤ 0.
Then J possesses a critical value c ≥ α which can be characterized as
c = inf max J(u),

g∈Γ u∈g[0,1]
where
Γ = {g ∈ C([0, 1], E): g(0) = 0, g(1) = e}.
Actually the above version, which is the standard one, of the Mountain Pass Theorem
will be used in Chapter 3 in order to prove the existence result for equations with
asymptotically linear nonlinearities, while, in Chapter 2, Section 2.2, we shall use a
slightly different version of the Mountain Pass Theorem, which generalizes the standard
one by weakening condition (J1). To be more precise, setting
X = {D ⊂ E: D is open, 0 ∈ D, e 6∈ D}
if one requires :
2 CHAPTER 1. PRELIMINARIES
(J1*) there exists B ∈ X such that J|∂B ≥ 0, and
(J2*) there exists an e ∈ E \ B such that J(e) ≤ 0.
Then c defined in theorem (0.1) is a critical value of J with c ≥ 0. If c = 0 there exists

a critical value of J on ∂B.
Condition (J1∗ ) requires that 0 is a (not strict) local minimum for our functional, but
not that the functional must be strictly positive on the boundary of a ball B. It is
actually a weaker condition with respect to (J1), indeed let us look at the following
example:
P+∞ |vn |
Let v ∈ l1 , v = {vn }n∈N , and let J be the functional J(v) = n=1 n
. Then J
is always positive, but inf kvk=ε J(v) = 0, for any ε > 0. Taking v = εek , one gets
ε
J(εek ) = k
→ 0 as k → +∞. So we cannot say that J|∂Bε > α > 0 for no choice of a
ball Bε of radius ε > 0.
Theorem 0.2 (The Linking Theorem [51]) Let E be a real Banach space with
E = E1 ⊕ E2 , where E2 is finite dimensional. Suppose J ∈ C 1 (E; IR) satisfies the
Palais Smale condition and the further assumptions
(J3) ∃ρ, α > 0 such that J(v) ≥ α ∀v ∈ E1 : kvk = ρ,
(J4) J(v) ≤ 0 ∀v ∈ E2 ,
(J5) ∃ṽ ∈ E1 and R > ρ such that J(v) ≤ 0 ∀ v ∈ E2 ⊕ span{ṽ} with kvk ≥ R.
Then J possesses a critical point u 6≡ 0 such that
c = J(u) = inf max J(h(v)) (0.1)

h∈Γ v∈Q
where
© ª
Q ≡ (BR ∩ E2 ) ⊕ rṽ: 0 < r < R
and
© ª
Γ = h ∈ C(Q, E): h = id on ∂Q .
Chapter 2
Superlinear nonlinearities
2.1 Introduction and main results
Let us consider a semilinear Dirichlet problem of the kind


 −∆u(x) − λu(x) = W (x)F (u) in Ω ⊂ IRN ,
(Pλ )

u(x)|∂Ω = 0
where λ is a real parameter, F is a sufficiently regular function on Ω × IR, W ∈ C(Ω)

is a changing sign function and Ω is a bounded domain of IRN , (N ≥ 2) with a smooth
boundary ∂Ω.
Let 0 < λ1 < λ2 ≤ ..... ≤ λk ≤ λk+1 ≤ ... be the sequence of eigenvalues of
the operator −∆ with respect to the zero boundary conditions on Ω. Each eigenvalue
λk has a finite multiplicity, which we choose to be coinciding with the number of its
different indexes. So let us call Xk the (k-dimensional) subspace of the Sobolev space
H01 (Ω) spanned by the eigenfunctions related to {λ1 ... λk } with λk < λk+1 . As it is
well-known, these eigenvalues have a variational characterization, that is:
R
|∇v|2 dx
ΩR
λk+1 = min (1.1)
v∈Xk⊥ \{0} Ω
v 2 dx
Finally f ∈ C 0 (IR) and put
Z t
F (t) = f (ξ)dξ ∀t ∈ IR .
0
2N
and, for N ≥ 3 , 2∗ = N −2
. In Section 2.2 we will prove Theorem 1.1, which
shows an existence result, contained in [47], of a positive solution in case that λ ≤ λ1 ;
4 CHAPTER 2. SUPERLINEAR NONLINEARITIES
Section 2.3 is devoted to an existence result of possibly changing sign solutions when
λ ∈ [λk λk+1 [, obtained in [37]. Finally Sections 2.4, 2.5 deal with the critical case;
more precisely one must show that the Palais-Smale condition holds below a certain
level and then estimate the Linking type critical level of the functional. The result
obtained in theorem 1.7 (see [37]) concerns the existence of possibly changing sign
solutions.
Theorem 1.1 [47] Let f be a continuous real valued function on IR such that the
following conditions hold
f (t)t ≥ βF (t) ∀t ∈ IR . (1.2)
|f (t)| ≤ C |t|β−1 ∀t ∈ IR, for some β ∈ (2, 2∗ ). (1.3)
f (u)
lim =a>0 (1.4)
u→0 |u|β−2 · u
W − (f (u)u − βF (u)) ≤ γ|u|2 , |u| ≥ R, (1.5)

µ µ ¶ ¶
β
for some γ ∈ 0, − 1 (λ2 − λ1 ) (1.6)
2
where λ2 is the second eigenvalue of −∆ in H01 , and W − (x) = − min{W (x), 0},
W − = max W − (x),
x∈Ω
−
where W = max{W − (x) : x ∈ Ω}.
Furthermore let us assume
meas{x ∈ Ω: W (x) = 0} = 0, (1.7)
W + (x) 6≡ 0, (1.8)
Z
W (x)eβ1 < 0 (1.9)
Ω
2.1. INTRODUCTION AND MAIN RESULTS 5
where e1 is a positive eigenfunction related to λ1 . Then (Pλ ) has a positive solution uλ
for any λ ∈ (0, λ1 ].
Remark 1.2 The exponent β appearing in (1.3), (1.4), (1.9) can be different from the
one appearing in (1.2), (1.5), (1.6), but in order to simplify the reading of calculations
we will assume all the exponents to be equal to β.
Remark 1.3 A condition similar to (1.5) was introduced in [33] in the context of
periodic solutions of Hamiltonian Systems and plays a crucial role in the proof of
Palais Smale condition. Indeed in case that W − and (F 0 (u)u − βF (u)) are both strictly
positive (otherwise (1.5) is trivially verified) the inequality gives a relation between the
negative part of W and the difference in homogeneity at infinity of the function F. For
example one can choose F (u) = a1 |u|β + a2 |u|θ , where here a1 > 0 can be chosen as
an arbitrary positive number, while a2 > 0 still can be taken as an arbitrary positive
number if θ < 2 or as γ in (1.5) in case θ = 2.
Remark 1.4 Note that (1.2) implies , for β ∈ (2, 2∗ ]
F (t) ≥ C|t|β for |t| > R sufficiently large. (1.10)
Theorem 1.5 [37] Let f, W verify assumptions (1.2),(1.3),(1.7),(1.8) and (1.5) with
µ µ ¶ ¶
β
γ ∈ 0, − 1 (λk+1 − λ) (1.11)
2
Furthermore let us assume that

Z
W (x)F (v(x))dx ≥ 0 ∀ v ∈ Xk , (1.12)
Ω
Z Z
∃v ∈ Xk⊥ \ {0} : W (x)F (v(x))dx ≥ C0 |v(x)|β dx, ∀v ∈ Xk ⊕ span{v}, (1.13)
Ω Ω
with kvk ≥ R.
Then problem (Pλ ) admits a nontrivial solution u for any λ ≥ λ1 .

Remark 1.6 It has been proved in [2] and in [16] that, in case f (u) = u|u|β−2 , (1.9)
is a necessary and sufficient condition for the existence of a positive solution to (Pλ ).
So in our case we can state that the solution found in Theorem 1.5 is surely not always
positive because (1.9) does not hold.
Theorem 1.7 [37] Let all the assumptions of Theorem 1.5 be satisfied with β = 2∗ ,
and let N ≥ 5. Let F be convex and let us require that
W ∈ C 3 (Ω), (1.14)
N +2
³ 2−N ´ ∗
lim ε 2 f sε 2 = |s|2 −2 s, uniformly w.r. to s ∈ IR, (1.15)
ε→0
Z " Ã ! #
√1 2−N N +2
N −2 µ ρ2 − 1 µ 4 µ− 4
lim µ 4
N f N −2 − N +2 ρN −1 dρ = 0. (1.16)
µ→0 0 (1 + ρ2 ) 2 (1 + ρ2 ) 2 (1 + ρ2 ) 2
Then problem (Pλ ) admits a nontrivial solution u.
Remark 1.8 Let us point out that, in general, one cannot exclude that the solution u
in Theorems 1.5, 1.7 can change its sign, differently from the case of Mountain Pass
solutions.
∗ −2
Remark 1.9 If one chooses f (t) = t|t|2 then the ”technical” conditions (1.15),
(1.16) as well as, obviously, all the other conditions (1.2)-(1.5) (even in case that 2∗
is replaced by β ∈ (2, 2∗ )), are indeed satisfied.
Remark 1.10 A condition of the same kind as (1.16) appeared in [21], section 2
(2.44).
We are going to find the solution to problem (Pλ ) by looking for (nontrivial) critical
points of the functional
Z Z Z
1 2 λ 2
I(u) = |∇u| dx − u dx − W (x)F (u)dx u ∈ H01 (Ω). (1.17)
2 Ω 2 Ω Ω
2.2. THE CASE λ ≤ λ1 7
2.2 The case λ ≤ λ1
We will prove Theorem 1.1 and the idea is to apply to the functional I the Mountain
Pass Theorem (cfr. Chapter ”Preliminaries”, and [8]). In the following proof f (u) will
be considered only for u ≥ 0 and extended as an odd function for u < 0. It is not
restrictive, since the solution found will be actually positive. A basic proposition is the
following result, in which we consider the case λ = λ1 , because if λ < λ1 the argument
is the same.
Proposition 2.1 Under assumptions (1.2), (1.3), (1.5), (1.7), the functional I(u)
satisfies the Palais Smale condition on H01 , that is
any {un } ⊂ H01 , such that {I(un )} is bounded and {I 0 (un )} → 0, (2.1)
possesses a converging subsequence.
Remark 2.2 Observe that, for the proof of the Palais-Smale condition, assumption
(1.9) is not necessary.
Proof
Let {un } ⊂ H01 be a Palais Smale sequence, namely
Z
1¡ 2 2
¢
∃c1 , c2 : c1 ≤ k∇un k2 − λ1 kun k2 − W (x)F (un ) ≤ c2 ∀n ∈ N (2.2)
2 Ω
½Z Z Z ¾
sup ∇un ∇ϕ − λ1 un ϕ − W (x)f (un )ϕ → 0 as n → ∞ (2.3)
ϕ∈H01 , kϕk=1 Ω Ω Ω
We are going to prove that un is bounded in H01 . By assumption (1.2) from (2.2) and
(2.3) we have, for some constant cR > 0 depending on the number R appearing in
(1.5),
Z Z Z
2
|∇un | = λ1 u2n
+ W (x)f (un )un − εn (k∇un k2 ) ≥ (2.4)
Ω Ω Ω
Z Z Z
2 +
≥ λ1 un + β W (x)F (un ) − γ u2n +
Ω Ω Ω∩{|u|>R}
Z
−β W − (x)F (un ) + cR − εn (k∇un k2 ) ≥
Ω∩{|u|>R}
Z Z Z
≥ λ1 u2n +β W (x)F (un ) − γ u2n + cR − εn (k∇un k2 ) ≥
Ω Ω Ω
Z µ Z Z ¶ Z
2 1 2 λ1
≥ λ1 un + β |∇un | − un − c2 − γ u2n + cR − εn (k∇un k2 ) ,
2
Ω 2 Ω 2 Ω Ω
where εn is an infinitesimal sequence of positive numbers. So we get
µ ¶ µZ Z ¶ Z
β
−1 |∇un | − λ1 un − γ u2n − εn (k∇un k2 ) ≤ βc2 − cR .
2 2
(2.5)
2 Ω Ω Ω
Let us split now un into the sum un = kn e1 + ũn , where ũn ∈ (X1 )⊥ , and X1 ≡ [e1 ].
Observe that, by the definition of λ1 and by the variational characterization of λ2 ,
Z Z Z Z Z
2
¡ ¢
|∇un | − λ1 u2n = 2
|∇ũn | − λ1 ũ2n + kn2 k∇e1 k2 − λ1 e21 (2.6)
Ω Ω Ω Ω Ω
Z Z µ ¶Z
2 λ1
= |∇ũn | − λ1 ũ2n ≥ 1− |∇ũn |2 .
Ω Ω λ2 Ω
So (2.5), (2.6) yield

µ ¶µ ¶Z Z
β λ1
−1 1− |∇ũn | − εn (k∇un k2 ) ≤ γ (kn e1 + ũn )2 + C
2
2 λ2 Ω Ω
By the variational characterization of λ1 , it follows
·µ ¶µ ¶ ¸Z
β λ1 γ
−1 1− − |∇ũn |2 − εn (k∇un k2 ) ≤
2 λ2 λ2 Ω
Z
≤C+ γkn2 e21 .
Ω
By assumption (1.6) and taking into account that εn → 0, we can conclude that
Z
|∇ũn |2 ≤ const(1 + kn2 ), (2.7)
Ω
One can prove that (a subsequence of) { |kũnn| } weakly converges in H01 to some h and
that
h(x) + e1 (x) does not coincide with 0 a.e. in Ω. (2.8)

2.2. THE CASE λ ≤ λ1 9
Let us prove (2.8). The weak convergence of { |kũnn| } implies that { |kũnn| } → h strongly in
Lp , p ∈ [2, 2∗ ). If, by contradiction, h ≡ e1 a.e. in Ω, then
Z Z
ũn e1 = 0 =⇒ he1 = 0
Ω Ω
so taking h = −e1 we get a contradiction. It remains to prove that {|kn |} is bounded.

For this purpose let us rewrite (2.3) in the form
−∆(kn e1 + ũn ) − λ1 (kn e1 + ũn ) = W (x)f (kn e1 + ũn ) + gn , (2.9)
with gn → 0 in H −1 and, by contradiction, suppose that |kn | → ∞, so we can divide

(2.9) by |kn |, for n large enough, and find that
∆ũn λ1 ũn f (kn e1 + ũn ) gn

− − = W (x) + , for n large enough. (2.10)
|kn | |kn | |kn | |kn |
Multiplying (2.10) by ψn = (kn e1 + ũn )|kn |−1 ψ, where ψ is a regular function with
compact support in Ω, and integrating by parts, we get

Z Z Z
1 1 1
∇ũn ∇ψn − λ1 ũn ψn = W (x)f (kn e1 + ũn )ψn + o(1) (2.11)
|kn | Ω |kn | Ω |kn | Ω
for n large enough. At this point, the Holder inequality and (2.7) yield that
Z
1 1 |kn |
∇ũn ∇ψn ≤ k∇ũn k2 k∇ψn k2 ≤ const k∇ψn k2 ≤ const
|kn | Ω |kn | |kn |
and
Z
λ1 λ1 λ1
ũn ψn ≤ kũn k2 kψn k2 ≤ k∇ũn k2 kψn k2 ≤
|kn | Ω |kn | λ2 |kn |
λ1 |kn |
≤ kψn k2 ≤ const.
λ2 |kn |
On the other side, from (1.7) and (2.8) it follows that either
Z Z
β
|h(x) + e1 (x)| > 0, or |h(x) + e1 (x)|β > 0.
supp W + supp W −
In the first case one chooses ψ as a regular nonnegative function with supp ψ ⊂
supp W + such that
Z
W + (x)ψ(x)|h(x) + e1 (x)|β > 0, (2.12)
supp W +
Then, by (1.5), (2.12) :

Z Z
1 1
W (x)f (kn e1 + ũn )ψn ≥ W + (x)|kn e1 + ũn |β ψn − C =
|kn | Ω |kn | suppW +
Z
ũn β
= knβ−2 W + (x)|e1 +
| ψ − C −→ +∞
suppW + kn
R R
which yields a contradiction with the boundedness of |k1n | Ω ∇ũn ∇ψn and 1
|kn | Ω
λ1 ũn ψn .
R
In the second case, supp W −
|h(x) + e1 (x)|β > 0, the argument is quite similar: one has
to replace W + by W − and the previous ψ by a nonnegative function ψ̃ such that

R
supp ψ̃ ⊂ suppW − and such that supp W − W − (x)ψ̃(x)|h(x) + e1 (x)|β > 0. Thus we
R
have proved that Ω |∇un |2 ≤ C, so there exists a weakly converging subsequence,
i.e. un * w in H01 (Ω). The weak convergence in H01 yields strong convergence in
Lp ∀p ∈ [2, 2∗ ), so by (2.3) and by (1.3) we have
Z Z Z
2 2
|∇un | → λ1 w + W (x)f (w)w, (2.13)
Ω Ω Ω
while the definition of weak convergence yields

Z Z
∇un ∇w → |∇w|2 . (2.14)
Ω Ω
Furthermore
Z Z Z
2
∇un ∇w → λ1 w + W (x)f (w)w, (2.15)
Ω Ω Ω
by uniqueness property of the limit we conclude that

Z Z
2
|∇un | → |∇w|2
Ω Ω
so un converges strongly to w in H01 (Ω).

u
t
We are going to prove that 0 is a strict local minimum for the above functional (see
Preliminaries, page 2). Observe that, if λ < λ1 , it can be easily proved that the
functional has a Mountain Pass structure, so in the following we will consider only the
case λ = λ1 . Actually the argument is the same one used in [2], but we prefer to show
2.2. THE CASE λ ≤ λ1 11
all the details for reader’s convenience. Observe that each u ∈ H01 (Ω) can be written
as u = te1 + v, where t ∈ IR, e1 is a positive eigenfunction related to the first eigenvalue
R
of −∆ and v is such that Ω ve1 = 0. Directly from this decomposition we have
Z Z Z
2 2
|∇u| = t λ1 e21 + v2.
Ω Ω Ω
R 1 1
Choosing e1 such that e2
Ω 1
= one gets, for all u such that k∇uk2 <
λ1 2ke1 k∞
,
Z
2 1
t < |∇u|2 < . (2.16)
Ω 4ke1 k2∞
Then, by the variational characterization of the eigenvalues of the Laplacian one has,
for a suitable function R(t, v)
µ ¶ Z
1 λ1 2
I(u) ≥ 1− k∇vk2 − W (x)F (te1 + v) ≥ (2.17)
2 λ2 Ω
µ ¶ Z
1 λ1
≥ 1− k∇vk22 − |t|β W (x)eβ1 + R(t, v)
2 λ2 Ω
where, by (1.4),
Z Z
£ β
¤
R(t, v) = W (x) |te1 | − F (te1 ) + W (x) [F (te1 ) − F (te1 + v)] = (2.18)
Ω Ω
Z
= W (x) [F (te1 ) − F (te1 + v)] + o(|t|β ).
Ω
Let us find an estimate for R(t, v).

Let θ = θ(v, t, x) be a number such that
|F (te1 ) − F (te1 + v)| = |f (te1 + θv(x))v(x)|,
In case that |te1 + θv(x)| ≥ 1, then
|θv(x)| ≥ 2|t|ke1 k∞ − |t|ke1 k∞ ≥ |t|ke1 k∞ ,
so, by (1.3),
|f (te1 + θv(x))| ≤ C|te1 + θv(x)|β−1 |v(x)| ≤ (2.19)
≤ 2β−2 C|θv(x)|β−1 |v(x)| ≤ 2β−1 C|v(x)|β ,
while, if |te1 + θv(x)| ≤ 1, using again (1.3), one gets

|W (x)||f (te1 + θv(x))v(x)| ≤ C|te1 + θv(x)|β−1 |v(x)| ≤ (2.20)

£ ¤
≤ C |te1 |β−1 + |v(x)|β ≤ ε|te1 |β + Cε |v(x)|β ,
R
where ε, Cε are positive suitable constant numbers. Set A = − Ω
W (x)eβ1 > 0.Putting
together (2.19) and (2.20) , and using (1.9), (2.17) becomes:

µ ¶ Z
1 λ1
I(u) ≥ 1− 2
k∇vk2 − t β
W (x)eβ1 − |R(t, v)| ≥
2 λ2 Ω
µ ¶ Z
1 λ1
≥ 1− k∇vk22 + tβ A − 2C |W (x)||v(x)|β +
2 λ2 Ω∩{|u|>1}
Z
£ ¤
− ε|te1 |β + Cε |v(x)|β + o(|t|β ) ≥
Ω∩{|u|≤1}
µ ¶
1 λ1
≥ 1− k∇vk22 + tβ (A − Cε) − const kv(x)kββ + o(|t|β ). (2.21)
2 λ2
A
Then, by the Sobolev embedding theorem, we deduce, for ε < C
,
µ ¶
1 λ1
I(u) ≥ 1− k∇vk22 + const · |t|β − const · k∇vkβ2 + o(|t|β ).
2 λ2
For β > 2 the last expression is strictly positive when k∇vk2 is close to 0. Now
let us verify, by a standard argument, that there exists u ∈ H01 , with kuk > ρ, ρ
large enough, such that I(u) < 0.Let u = tφ , t ∈ IR , φ ∈ C0∞ (suppW + (x)), where
W + (x) = max{W (x), 0} (note that φ is well defined thanks to (1.8)).

Using (1.4) one gets
Z
t2 2 2
I(tφ) = (k∇φk2 − λ1 kφk2 ) − W (x)F (tφ) ≤
2 Ω
Z
t2
≤ k∇φk22 − W + F (tφ) ≤
2 suppW +
2 Z
t 2 β
≤ k∇φk2 − C t W + |φ|β .
2 suppW +
For β > 2, the last expression goes to −∞ as t → +∞.

Finally one has to show that the solution of mountain Pass type is positive (the argu-
ment is the same of [2], theorem 1.6). The critical value
c = inf max I(g(t)),

g∈Γ t∈[0,1]
2.3. THE CASE λ > λ1 13
where
Γ = {g ∈ C([0, 1], H01 (Ω)): g(0) = 0, I(g(1)) < 0}
admits at least one corresponding positive critical point. Indeed if g ∈ Γ, then |g| ∈ Γ
and I(g) = I(|g|), because F (u) = F (|u|). So, for any n ∈ N there exists gn ∈ Γ,
gn (t) ≥ 0 (a. e. in Ω) ∀t ∈ Ω, such that (by definition of infimum)
1
c ≤ max I(gn (t)) < c + .
t∈[0,1] n
Now, by Ekeland’s variational principle (see [55]), it follows that there exists gn∗ ∈ Γ
such that:
• c ≤ maxt∈[0,1] I(gn∗ (t)) ≤ maxt∈[0,1] I(gn∗ (t)) < c + n1 ,
• maxt∈[0,1] kgn (t) − gn∗ (t)k < √1 ,

n
• ∃tn ∈ [0, 1] : vn = gn∗ (tn ) satisfies:
• I(vn ) = maxt∈[0,1] I(gn∗ (t)) and kI 0 (vn )k ≤ √1 .

n
Furthermore, up to subsequences, vn → v in H01 (Ω) and gn (t) → v in H01 (Ω). Since

gn (t) ≥ 0 (a. e. in Ω) we conclude that v ≥ 0 (a. e. in Ω). By the regularity of F,
knowing that F (0) = 0 and applying Lagrange’s Theorem one gets
−∆u = λ1 u + W (x)F (u) = λ1 u + W (x)F 0 (ξ)u = λ1 u + c(x)u = c(x)u.
So u ≥ 0 verifies a linear equation of the kind −∆u + c(x)u = 0 where c(x) ∈ L∞ ,

by the strong maximum principle (see [36]) u > 0 or u ≡ 0, but the Mountain Pass
Theorem assures that u is not the trivial solution.
u
t
2.3 The case λ > λ1
In order to prove Theorem 1.5, we will first state that I satisfies the Palais–Smale
condition. This proof follows the same arguments showed when proving PS condition
for theorem 1.1, but in this case we need some additional hypotheses and calculations
are more technical, so we will show the details of this proof too. On the other hand,
in the case β = 2∗ , it can be shown that there exist some levels of I where the Palais–
Smale condition does not hold. Nevertheless, for all β ∈ (2, 2∗ ] the boundedness of
Palais–Smale sequences is guaranteed. Now one can state the following
Proposition 3.1 Under assumptions (1.2),(1.5),(1.7) and (1.11), any Palais–Smale

sequence for the functional I is bounded.
Proof
Arguing as in the proof of Theorem 1.1, one has that
Z Z Z
2
|∇un | dx = λ u2n dx + W (x)f (un )un dx − εn (k∇un k2 ) ≥ (3.1)
Ω Ω Ω
Z µ Z Z ¶
1 λ
≥λ u2n dx +β 2
|∇un | dx − u2n dx − C2 −
Ω 2 Ω 2 Ω
Z
−γ u2n dx + CR − εn (k∇un k2 ) .
Ω
Let us split now un into the sum
un = v n + w n with vn ∈ Xk , wn ∈ Xk⊥ . (3.2)
Thus, if {e1 , . . . , ek } is an (orthogonal) basis for Xk , one has

k
X
vn = tin ei for some tin ∈ IR, i = 1, . . . , k, (3.3)
i=1
so, by the variational characterization of λk+1 , (see 1.1),
Z Z Xk Z µ ¶Z
2 λ
|∇un | dx − λ u2n ≥ i 2
(λ − λi )(tn ) 2
ei dx + 1 − |∇wn |2 . (3.4)
Ω Ω i=1 Ω λ k+1 Ω
Then (3.1)–(3.4)yield,
· µ ¶¸ Z
λ
εn + (β/2 − 1) 1 − |∇wn |2 dx ≤ (3.5)
λk+1 Ω
k
X Z Z
i 2
≤ (β/2 − 1) (λ − λi )(tn ) ei dx + γ u2n dx + C.
2
i=1 Ω Ω
2.3. THE CASE λ > λ1 15
Observe that
Z Z k
X Z
γ u2n dx =γ (tin ei )2 dx +γ wn2 dx ≤ (3.6)
Ω Ω i=1 Ω
Z Xk Z
i 2 γ
≤γ (tn ei ) dx + |∇wn |2 dx.
Ω i=1
λ k+1 Ω
At this point,
· µ ¶ ¸Z
λ γ
εn + (β/2 − 1) 1 − − |∇wn |2 dx ≤ (3.7)
λk+1 λk+1 Ω
k
X Z k
X Z
i 2 2 i 2
≤ (β/2 − 1) (λ − λi )(tn ) ei dx + γ (tn ) (ei )2 dx + C.
i=1 Ω i=1 Ω
Taking into account the choice of γ in (1.11), one easily deduces from (3.7) the relation
Z k
X k
X
2 i 2
|∇wn | dx ≤ K1 (tn ) (λ − λi ) + K2 (tin )2 + K3 , (3.8)
Ω i=1 i=1
for some positive constant numbers K1 , K2 , K3 .
Let us prove now that {tin }n is a bounded sequence for i = 1, . . . , k. By contradiction,

let us suppose that, putting
Tn = max |tin | ∀ n ∈ N,
{i=1,...,k}
the sequence Tn is unbounded, so , at least for a subsequence, {Tn } → +∞ as n → ∞.

Therefore the sequence {wn /Tn } is bounded in H01 (Ω), so a subsequence, also named
{wn /Tn }, weakly converges in H01 (Ω). Let us put
h(x) = lim (Tn )−1 wn weakly in H01 (Ω). (3.9)

n→∞
On the other side there exists an index l ∈ {1, . . . , k} such that |tln | = Tn for infinite
indexes n ∈ N. So, up to a subsequence,
k
X k
X
i −1
(tn )(Tn ) ei → τi ei in H01 (Ω)
i=1 i=1
with |τl | = 1. We claim that

¯ ¯β
¯ k
X ¯
¯ ¯
¯h(x) + τi ei (x)¯ 6= 0 on a subset of Ω with positive measure. (3.10)
¯ ¯
i=1
Indeed, if (3.10) did not hold, taking into account that

Z
∇wn ∇ei dx = 0 ∀n ∈ N , ∀ i = 1, . . . , k (3.11)
Ω
one would get from (3.9),(3.11), the relation

k
X Z Z Z k
2 2 2 ∇wn X
(τi ) |∇ei | dx = − |∇h| dx = lim τi ∇ei = 0,
i=1 Ω Ω Ω n→∞ Tn i=1
which would imply τi = 0 for i = 1, . . . , k, which is a contradiction with the fact that
|τl | = 1. Thus (3.10) is proved.
Let us choose now a sequence {ψn } in H01 (Ω) defined as

k
X
−1
ψn = (Tn ) (tin ei + wn )ψ (3.12)
i=1
where ψ is a suitable non-zero regular function with a compact support in Ω which will
be better specified in the following. Since {ψn } is bounded in H01 (Ω), from {I 0 (un )} → 0
and (3.11), one gets in H −1 (Ω),
Z Z
−1 −1
(Tn ) ∇wn ∇ψn dx − λ(Tn ) wn ψn dx = (3.13)
Ω Ω
Z Ã k !
1 X
= W (x)f tin ei + wn ψn dx + ηn with ηn → 0 in IR .
Tn Ω i=1
Let us note that (1.7) implies that at least one of the relations
¯ ¯β
¯ Xk ¯
¯ ¯
¯h(x) + τi ei (x)¯ W + (x) > 0 on a subset of supp W + with positive measure
¯ ¯
i=1
(3.14)
¯ ¯β
¯ Xk ¯
¯ ¯
¯h(x) + τi ei (x)¯ W − (x) > 0 on a subset of supp W − with positive measure
¯ ¯
i=1
(3.15)
must hold.
2.3. THE CASE λ > λ1 17
If, for example, (3.14) holds, one chooses ψ 6≡ 0 in (3.12) as a regular non negative
function, with supp ψ ⊂ supp W + such that one has
Z ¯ ¯β
¯ Xk ¯
¯ ¯
W + (x)ψ(x) ¯h(x) + τi ei (x)¯ dx > 0. (3.16)
supp W + ¯ ¯
i=1
Then (1.10) and the very definition of ψn yield, for some positive constant numbers
K3 , K4 , Ã k !
Z X
(Tn )−1 W (x)f tin ei + wn ψn dx = (3.17)
Ω i=1
Z ³X ´ ³X ´
−2
= (Tn ) W + (x)f tin ei + wn tin ei + wn ψ(x) dx ≥
supp W+
Z ¯ k ¯β
¯X ¯
−2 + ¯ i ¯
≥ K3 (Tn ) W (x)ψ(x) ¯ tn ei + wn ¯ dx − K4 =
supp W + ¯ ¯
i=1
Z ¯ k ¯β
¯X ti w ¯
¯ n n¯
= K3 (Tn )β−2 W + (x)ψ(x) ¯ ei + ¯ dx − K4 ,
supp W + ¯ T n T n ¯
i=1
where, by (3.16)
Z ¯ k ¯β
¯X ti w ¯
¯ n n¯
bn = W + (x)ψ(x) ¯ ei + ¯ dx → K5 > 0 as n → +∞ (3.18)
supp W + ¯ T n T n ¯
i=1
On the other hand, all the terms of the first member of (3.13) are bounded as n → ∞,
which is a contradiction with (3.18) since β > 2 in (3.17) and (Tn )β−2 → ∞ as n → ∞.
In case that (3.15) holds, the argument is quite similar: only one has to replace W +
with W − and ψ as in (3.16) with a non–zero regular non positive function ψ̃ with supp
ψ̃ ⊂ supp W − and such that
Z ¯ ¯β
¯ Xk ¯
¯ ¯
W − (x)ψ̃(x) ¯h(x) + τi ei (x)¯ dx < 0.
supp W − ¯ ¯
i=1
Therefore {tin }n is a bounded sequence for i = 1, . . . , k, hence {wn } is bounded in
H01 (Ω) by (3.8), then {un } given by (3.2),(3.3) is a bounded sequence in H01 (Ω). u
t
The proof of Theorem 1.5 relies on the Linking Theorem by Rabinowitz (see Prelimi-
naries or [51]).
Remark 3.2 Actually the precise characterization of c given by
c = J(u) = inf max J(h(v)) (3.19)

h∈Γ v∈Q
where
© ª
Q ≡ (BR ∩ E2 ) ⊕ rṽ: 0 < r < R
and
© ª
Γ = h ∈ C(Q, E): h = id on ∂Q .
is not relevant when dealing with the subcritical case (except for the fact that it guar-
antees the nontriviality of the solution).
On the contrary, in the critical case (see Proposition 5.6), this characterization plays
a crucial role. Indeed one can prove that Theorem 0.2 still holds if the PS condition
is verified only in a neighborhood of the critical level c. This fact will allow us to apply
Theorem 0.2 after estimating level c.
At this point one can state the
Proof of Theorem 1.5
First of all one has to prove that the functional I verifies the Palais-Smale condition on
H01 (Ω). As β < 2∗ , this is a consequence of Proposition 3.1 and the strong convergence
of a subsequence of a Palais-Smale sequence. At this point one applies Theorem 0.2.
Precisely let us take J = I, E = H01 (Ω), E1 = (Xk )⊥ , E2 = Xk . As for (J3), it is easy
to conclude that (1.2),(1.3),(1.1) imply
µ ¶
1 λ
I(v) ≥ 1− ρ2 − Cρβ ∀ v ∈ E1 , kvk = ρ,
2 λk+1
then, as β > 2 one gets
I(v) ≥ α > 0 ∀ v ∈ E1 , kvk = ρ > 0 sufficiently small.
As for the proof of (J4), it is an obvious consequence of (1.9). Finally, let us verify
(J5). Let us choose ṽ as the function v as in (1.13). From the equivalence of all the
2.4. PS SEQUENCES IN THE CRITICAL CASE 19
norms in the finite-dimensional space E2 ⊕ {ṽ}, one obtains, for some C > 0,
I(v) ≤ C (kvk2 − kvkβ ) ∀ v ∈ E2 ⊕ {ṽ}, kvk ≥ R
which yields (J3) for R > R and β > 2. u

t
2.4 The behaviour of Palais–Smale sequences in the

critical case.
2N
In this section we consider the case β = 2∗ = N −2
and N ≥ 5.
∗
It is well known that, since the embedding of H01 (Ω) in L2 (Ω) is not compact, the
Palais–Smale condition for the functional I does not hold in general. In the next re-
mark we state this more precisely.
Remark 4.1 Let us consider the sequence

N −2
[N (N − 2)] 4 1 1
un (x) = φ(x) N −2 · N −2 · N −2 (4.1)
( n12 + |x − x0 |2 ) 2 n 2 W (x0 ) 4
with x0 ∈ supp(W + ), φ ∈ C0∞ (Ω) and φ ≡ 1 in B(x0 , r) where 0 < r < dist (x0 , ∂Ω).
1 N 1
It is easy to verify that I(un ) → N
S2 N −2 (here S denotes the best Sobolev con-
W (x0 ) 2
stant), I 0 (un ) → 0 in H −1 and un does not admit any strongly converging subsequence
in H01 (Ω), for it converges to 0 almost everywhere and weakly to a constant. This
shows that the Palais–Smale condition does not hold for the functional I at the level
1 N 1
c= N
S2 N −2 for any x0 ∈ supp(W + ).
W (x0 ) 2
In the next proposition, which is an easy generalization of some known results in

literature (see e.g, [18], [44],[45],[54]), we prove that below the levels c considered in
Remark 3.2, the Palais–Smale condition holds for I.
Proposition 4.2 Let us assume the same assumptions of Proposition 3.1. Suppose
that F is convex and (1.15) holds. If
1 N 1 ∗
c < S2 N −2 + I(u) = c + I(u), (4.2)
N kW + k 2 ∞
for any solution u of (Pλ ), then the Palais–Smale condition holds at level c, i.e. any
PS sequence {un } s.t. I(un ) → c admits a strongly converging subsequence in H01 (Ω).
Proof
We will prove that, if {un } is a Palais–Smale sequence with I(un ) → c, which does not
admit any subsequence strongly converging in H01 (Ω), then
1 N 1
c ≥ I(u0 ) + S2 N −2 , (4.3)
N kW + k 2
∞
for some u0 solution of (Pλ ). We follow the same argument of [18], section 1. By
Proposition 3.1 we have that
¯Z ¯
¯ ¯
kun kH01 (Ω) ≤ C and ¯¯ W (x)F (un )dx¯¯ ≤ C, ∀n ∈ N. (4.4)
Ω
So there exists u0 ∈ H01 (Ω) such that, up to subsequences,


 un * u0 weakly in H01 (Ω)





un → u0 strongly in Lq (Ω), for any q ∈ [2, 2∗ [ (4.5)





 un → u0 almost everywhere in Ω.
Therefore u0 is a solution of (Pλ ). Let vn = un −u0 . Since, by contradiction, {un } does

R
not admit any subsequence which converges strongly to u0 , we have that Ω
|∇vn |2 dx ≥
α > 0. At this point, proceeding as in [18], we can find two sequences an ∈ Ω and
εn & 0 such that
dist(an , ∂Ω)
lim = +∞ (4.6)
n→∞ εn
and
Z
|∇vn |2 dx ≥ α > 0 (4.7)
an +εn Ω
2.4. PS SEQUENCES IN THE CRITICAL CASE 21
N −2
Ω−an
Set ṽn (x) = εn 2 vn (an + εn x) and Ωn = εn
. From (4.6) we obtain that, for any
compact set K ⊂ IRN , there exists n0 ∈ N such that for any n ≥ n0 we have K ⊂ Ω−an
εn
.
By standard computations we get, for any compact K ⊂ IRN ,
Ã !
N +2 ṽn
−∆ṽn = W (εn x + an )εn 2 f N −2 + gn , with gn → 0 in H −1 (K) (4.8)
εn 2
Since
Z ¶ Z µ
2 z − an 2 1
|∇ṽn | dx = |∇ṽn εN
n | N dz =
Ωn Ω εn εn
Z µ µ ¶ ¶ Z
z − an
= |∇vn εn + an |2 dz = |∇vn |2 dz
Ω εn Ω
one has
Z Z Z
2 2
|∇ṽn | dx ≤ |∇un | dx + |∇u0 |2 dx ≤ C,
Ωn Ω Ω
so we deduce that
½ Z ¾
1,2 2∗ N N 2
ṽn * U weakly in D (IR ) = u ∈ L (IR ) : |∇u| dx < +∞ . (4.9)
IRN
Finally, from (1.15) we can pass to the limit in (4.8) and so U solves the problem
∗ −2
−∆U = W (a0 )|U |2 U in IRN , U ∈ D1,2 (IRN ) (4.10)
with a0 = limn→∞ an , a0 ∈ Ω.
1
Arguing as in [18] it is possible to deduce that ṽn → U strongly in HLoc (IRN ). From
this and (4.7) we get that U 6≡ 0.
Now we claim that W (a0 ) > 0. By contradiction, if W (a0 ) ≤ 0, let a0 be a maximum
point for U, so −∆U (a0 ) ≥ 0. From (4.10) we deduce U (a0 ) ≤ 0. On the other hand
1
U (x) = − N −2
(1 + |x|2 ) 2
and integration by parts yields

Z Z
N (N −2) ∗
− ∆U U = W (a0 ) − |u|2
IRN IRN
which leads to a contradiction. If W (a0 ) = 0, U is a harmonic function in IRN thus

it does not admit any maximum or minimum in IRN . But this yields a contradiction
with U ∈ D1,2 (IRN ), for on every compact set of IRN U admits maxima and minima
(U is continuous by [19]). Let us set
N −2
U = W (a0 ) 4 U (4.11)
which verifies  4
 −∆u = |u| N −2 u in IRN
(4.12)
 1,2 N
u ∈ D (IR )
Since ṽn * U
N −2 weakly in D1,2 (IRN ), we have
W (a0 ) 4
Z Z
2 1
lim inf |∇ṽn | dx ≥ N −2 |∇U |2 dx, (4.13)
n→∞ Ωn W (a0 ) 2 IRN
then
·Z ¸ Z Z Z
¡ 2
¢
lim inf |∇un | − λu2n dx ≥ lim inf |∇vn | dx +2 2
|∇u0 | dx − λ u20 dx ≥
n→∞ n→∞
(4.14)
Z Z Z
1
≥ |∇u0 |2 dx − λ u20 dx + N −2 |∇U |2 dx.
W (a0 ) 2
Moreover, by Brezis-Lieb Lemma (see [20]), by the convexity of F, one has
Z Z Z
W (x)F (un )dx = W (x)F (vn )dx + W (x)F (u0 )dx + o(1). (4.15)
Ω Ω Ω
Finally, using again (1.5) and by (2.3)

Z Z Z
N −2 N −2
W (x)F (vn )dx = W (x)f (vn )vn dx + o(1) = |∇vn |2 dx + o(1).
Ω 2N Ω 2N Ω
(4.16)
Hence, by (4.13)-(4.16) we get
Z Z Z
1 λ 2 2
c= |∇un | dx − u dx − W (x)F (un )dx = (4.17)
Ω2 2 Ω n Ω
Z Z Z Z
1 2 1 2 1 λ
= |∇vn | dx + |∇u0 | dx + ∇vn ∇u0 dx − vn2 dx−
2 Ω 2 Ω 2 Ω 2 Ω
Z Z Z Z
λ λ
− u20 dx − vn u0 dx − W (x)F (vn )dx − W (x)F (u0 )dx + o(1) ≥
2 Ω 2 Ω Ω Ω
Z Z
1 2 N −2
≥ I(u0 ) + |∇vn | dx − |∇vn |2 dx + o(1) ≥
2 Ω 2N Ω
2.5. ESTIMATE OF THE CRITICAL LEVEL 23
Z Z
1 1 2 1 1
≥ I(u0 ) + N −2 |∇U | dx ≥ I(u0 ) + N −2 |∇U0 |2 dx
kW + k 2 N IRN kW + k 2 N IRN
where U0 is the unique positive solution of (4.12). The last inequality follows by the
known fact that

µ Z Z ¶
1 2 1 2∗
inf |∇u| dx − ∗ |u| dx
u∈C 2 IRN 2 IRN
where C = {u is a solution of (4.12)} is achieved at u = U0 .
R N
Since IRN
|∇U0 |2 dx = S 2 , then (4.3) follows. u
t
2.5 Estimate of the critical level and proof of The-

orem 1.7
In this section we will prove Theorem 1.7, starting by estimating the critical level of
the functional (1.17), page 6, obtained via the Linking theorem.
Let us assume that kW k∞ = W (0) and B(0, 2) ⊂ supp W + ∩ Ω. Let us denote by
N −2
|N (N − 2)µ| 4
Uµ (x) = 1 N −2
, µ > 0,
W (0) 2∗ −1 |µ + |x|2 | 2
and Ψ̃µ (x) = φ(x)Uµ (x) where φ ∈ C0∞ (B(0, 2)), φ ≡ 1 in B(0, 1).
In this section we assume N ≥ 5. Let Xk be the k-dimensional vector space considered
in Theorem 1.5 and Pk the projector on Xk⊥ and set
Ψµ = Pk Ψ̃µ . (5.1)
One can get the following
Lemma 5.1 The following estimates hold

Z N
S2 N −2
|∇Ψ̃µ |2 dx = N −2 + O(µ 2 ), (5.2)
Ω W (0) 2
Z Z
∗ ∗ N −2
W (x)Ψ2µ dx = W (x)Ψ̃2µ dx + O(µ 2 ), (5.3)
Ω Ω
Z
∗ −1 N −2
|Ψ̃µ |2 dx = O(µ 4 ), (5.4)
Ω
Z
N −2
|Ψ̃µ |dx = O(µ 4 ), (5.5)
Ω
Z
N −2
Ψ̃2µ dx = k1 µ + O(µ 2 ). (5.6)
Ω
Proof
See [23], Remark 2.4. u
t
Lemma 5.2 Let us assume (1.4), (1.16) and let W ∈ C 3 (Ω). Then the following
relation holds
Z ∗
t2 N
W (x)F (tΨ̃µ )dx = N −2 S 2 + c(N )∆W (0)µ + o(µ). (5.7)
Ω 2∗ W (0) 2
Proof
Let us look at the identity
Z ∗ Z Z ∗ ¶ µ
t2 ∗ t2 2∗
W (x)F (tΨ̃µ )dx = ∗ W (x)Ψ̃2µ dx + W (x) F (tΨ̃µ ) − ∗ Ψ̃µ dx. (5.8)
Ω 2 Ω Ω 2
N
Set CN = (N (N − 2)) 2 . Then, by Taylor’s formula (recalling that 0 is the maximum
point for W ), one has
Z Z
N ∗ N W (x)
W (0) 2 W (x)Ψ̃2µ dx = µ CN 2 dx = (5.9)
Ω B(0,1) (µ + |x|2 )N
Z N
X N Z
N 1 µ2 ∂ 2 W (0) xi xj
W (0)µ CN2
2 N
dx + CN 2 )N
dx +
B(0,1) (µ + |x| ) 2 i,j=1
∂x i ∂x j B(0,1) (µ + |x|
N Z
µ2 X
N
∂ 3 W (ξ) xi xj xk
+ dx
3! i,j,k=1 B(0,1) ∂xi ∂xj ∂xk (µ + |x|2 )N
for a suitable ξ belonging to the segment joining 0 and x. We have the following
asymptotic estimates
Z Z
N 1 1 N
µ 2 dx = CN dx + O(µ 2 ), (5.10)
B(0,1) (µ + |x|2 )N IRN
2
(µ + |x| )N
N Z
µ 2 X ∂ 2 W (0)
N
xi xj
dx = (5.11)
2 i,j=1 ∂xi ∂xj B(0,1) (µ + |x|2 )N
Z
N x21
= ∆W (0)ωN µdx + o(µ),
2 IRN (µ + |x|2 )N
where ωN is the (N − 1)-dimensional measure of S N −1 , and
N Z
µ2 X
N
∂ 3 W (ξ) xi xj xk 3
dx = O(µ 2 ). (5.12)
3! i,j,k=1 B(0,1) ∂xi ∂xj ∂xk (µ + |x|2 )N
So (5.9) becomes
Z Z
∗ CN 1 ∆W (0)
W (x)Ψ̃2µ dx = 2 N N −2 dx + C(N ) N µ + o(µ) = (5.13)
Ω IRN (1 + |x| ) W (0) 2 W (0) 2
1 N ∆W (0)
= N −2 S 2 + C(N ) N µ + o(µ).
W (0) 2 W (0) 2
Now, by (1.3)
Z µ ∗ ¶ Z µ ∗ ¶
t2 2∗ t2 2∗
W (x) F (Ψ̃µ ) − ∗ Ψ̃µ dx = W (x) F (Ψ̃µ ) − ∗ Ψ̃µ dx. (5.14)
Ω 2 B(0,1) 2
Let us prove now that

R ³ ∗
´
t2 ∗
B(0,1)
W (x) F (Ψ̃µ ) − 2∗
Ψ̃2µ dx
lim = 0. (5.15)
µ→0 µ
R ³ ∗
´
t2 ∗
By (1.15) we have that B(0,1)
W (x) F (Ψ̃µ ) − 2∗
Ψ̃2µ dx → 0 as µ → 0. Hence, by
De l’Hopital rule ³ ´
R ∗
t2 ∗
B(0,1)
W (x) F (Ψ̃µ ) − 2∗
Ψ̃2µ dx
lim =
µ→0 µ
Z " Ã µ ¶ N4−2 ! µ ¶ N4−2
N −2
CN CN µ 2
= lim W (x) f t N −2 t
µ→0 B(0,1) W (0) (µ + |x|2 ) 2 W (0)
∗ µ ¶ N2 #
N − 2 N −6 |x|2 − µ t2 CN N N −2 |x|2 − µ
µ 4 N − ∗ µ 2 dx =
4 (µ + |x|2 ) 2 2 W (0) 2 (µ + |x|2 )N +1
µ ¶ N4−2 Z √1
CN N −2 µ √ √ ρ2 − 1
= t lim µ 4 W ( µρ, µθ) N
W (0) µ→0 0 (1 + ρ2 ) 2
" Ã µ ¶ N4−2 2−N
! µ ¶ N4+2 N +2
#
CN µ 4 N +2 CN µ− 4
f t N −2 − t N −2 · N +2 ρN −1 dx.
W (0) (1 + ρ2 ) 2 W (0) 2
(1 + ρ ) 2
³ ´ N4−2
CN
Setting b0 = t W (0)
, by (1.16) we obtain (5.15).
Then, by (5.8)–(5.13) and (5.15), we deduce

Z ∗
t2 N
W (x)F (Ψ̃µ )dx = N −2 S 2 + C(N )∆W (0)µ + o(µ). (5.16)
Ω 2∗ W (0) 2
In order to get (5.7) we have to evaluate

¯Z ³ ´ ¯¯ Z µZ ¶
¯ 1
¯ F (Ψµ ) − F (Ψ̃µ ) dx¯¯ ≤ f (Ψµ − τ Pk Ψµ ))Pk Ψµ dτ dx ≤
¯
Ω Ω 0
Z 1 Z
∗ −1 ∗ −1 ∗ −1
≤ c dτ (|Ψµ |2 + τ2 |Pk Ψµ |2 )|Pk Ψµ |dx
0 Ω
Z Z
2∗ −1 ∗
≤c |Ψµ | kPk Ψµ k∞ dx + |Pk Ψµ |2 dx.
Ω Ω
Recalling that
N −2
kPk Ψµ k∞ ≤ Cµ 4
(see [23] formulae (2.14), and (5.4) of the present paper) one gets
¯Z ¯
¯ ¯
¯ F (Ψµ ) − F (Ψ̃µ )dx¯ ≤ cµ N2−2 . (5.17)
¯ ¯
Ω
From (5.16) and (5.17) we deduce (5.7). u

t
Lemma 5.3 If µ is sufficiently small, then, for t ≤ const and N ≥ 5, one has
Z Z
1 2 2
I(tΨµ ) = (|∇(tΨµ )| − λ|tΨµ | )dx − W (x)F (Ψµ )dx = (5.18)
2 Ω Ω
1 1 N
N −2 S 2 + (C(N )∆W (0) − λk1 )µ + o(µ).
kW + k∞ 2 N
Proof
We recall that W (0) = kW + k∞ . From (5.2),(5.6) and (5.7) we get for N ≥ 4
N ∗ N
t2 S 2 t2 S2
I(tΨµ ) = N −2 − + (C(N )∆W (0) − λk1 )µ + o(µ).
2 W (0) 2 2∗ W (0) N2−2
∗
t2 t2 1
Since 2
− 2∗
≤ N
and ∆W (0) ≤ 0, we get (5.18). u
t
Lemma 5.4 Let u ∈ Xk ⊕ tΨµ and µ ≤ const. If u = uk + tΨµ , uk ∈ Xk , then
lim I(uk + tΨµ ) = −∞ uniformly w.r. to µ. (5.19)

t→∞
Proof
Pk
Let u = i=1 ai ei + tΨµ with ai ∈ IR . Arguing as in the proof of Theorem 1.5, by
(1.13) we get
Z ³ X X ´
1
I(u) = |∇( ai ei + tΨµ )|2 − λ| ai ei + tΨµ |2 dx− (5.20)
2 Ω
X Z
−
W (x)F ( ai ei + tΨµ )dx ≤
Ω
³X ´ Z X
2 2 ∗
≤ cλ ai + t − c | ai ei + tΨµ |2 dx ≤
Ω
³X ´ ³X ´ 22∗
≤ cλ a2i +t 2
−c a2i +t 2
→ −∞ as t → ∞.
u
t
Lemma 5.5 Let u = uk + tΨµ ∈ Xk ⊕ tΨµ . Then, for µ small and for any t ∈ IR
Z Z Z
C0 ∗ N (N −2)
W (x)F (u)dx ≥ W (x)F (tΨµ )dx + W (x)F (uk )dx − c1 t2 µ 2N +4 . (5.21)
Ω Ω 2 Ω
Proof
We closely follow the argument of the proof of Lemma 2.2 in [23].
¯Z Z Z ¯
¯ ¯
¯ W (x)F (u)dx − W (x)F (tΨµ )dx − W (x)F (uk )dx¯¯ =
¯
Ω Ω Ω
¯Z Z Z Z Z Z ¯
¯ uk +tΨµ tΨµ uk ¯
¯ W (x)dx f (s)ds − W (x)dx f (s)ds − W (x)dx f (s)ds¯¯ =
¯
Ω 0 Ω 0 Ω 0
¯Z Z uk +tΨµ Z Z uk ¯
¯ ¯
¯ ¯
= ¯ W (x)dx f (s)ds − W (x)dx f (s)ds¯ .
¯ Ω tΨµ Ω 0 ¯
Changing the variables as s = τ 0 + tΨµ , and for some θ ∈ [0, 1],
¯Z Z Z ¯
¯ ¯
¯ W (x)F (u)dx − W (x)F (tΨ )dx − W (x)F (u )dx ¯= (5.22)
¯ µ k ¯
Ω Ω Ω
¯Z Z ¯
¯ uk ¯
¯
= ¯ W (x)dx 0
f (τ + tΨµ ) − f (τ )dτ ¯ = 0 0¯
Ω 0
¯Z Z 1 ¯
¯ ¯
¯
= ¯ W (x)dx [f (τ uk + tΨµ ) − f (τ uk )] uk dτ ¯¯ ≤
Ω 0
Z 1 Z
∗
≤ kW k∞ dτ |τ uk + θtΨµ|2 −2 tΨµ|uk |dx ≤
0 Ω
µ Z Z ¶
2∗ −1 ∗
≤ c kuk k∞ |tΨµ| dx + kuk k2∞−1 |tΨµ|dx ≤
Ω Ω
ÃµZ ¶ 21 Z µZ ¶ 2∗2−1 Z !
∗
2∗ −1 2∗
≤ c u2k dx |tΨµ| dx + uk dx |tΨµ|dx ≤ (by (5.4) and (5.5))
Ω Ω Ω Ω
ÃµZ ¶ 12 µZ ¶ 2∗2−1 !
∗
N −2 N −2
2∗ −1 2∗
≤ c u2k dx t µ 4 + uk dx tµ 4 ≤
Ω Ω
µZ ¶ 12 Z
C0 2∗ −1 N −2 C0 ∗ ∗ N
(∗) ≤ u2k dx t µ 4 + u2k dx + C̃0 t2 µ 2 ≤
2 Ω 4 Ω
Z
C0 ∗ ∗ N (N −2)
≤ u2k dx + c1 t2 µ 2N +4 .
2 Ω
Here C0 is the same constant appearing in (1.13). Then we have

Z Z Z
W (x)F (u)dx ≥ W (x)F (tΨµ )dx + W (x)F (uk )dx− (5.23)
Ω Ω Ω
Z
C0 ∗ ∗ N (N −2)
− u2k dx − c1 t2 µ 2N +4
2 Ω
and (5.21) follows by (1.9). u

t
Now we can prove the above mentioned estimate for I
Proposition 5.6 For µ small enough we have, for N ≥ 4
1 1 N
sup I(v) < N −2 S2. (5.24)
v∈Xk ⊕ [Ψµ ] kW + k 2 N
∞
Proof
As in Lemma 2.5 of [23] let us first consider the case λ 6= λk . Let us split u = uk + tΨµ
with uk ∈ Xk and let λ = max{λk such that λk < λ}. By Lemma 5.4 we can suppose
that t is bounded. Using (2.21) of [23] we have
Z Z
λ−λ 2 1 2 ¡ ¢
I(u) ≤ uk dx + t |∇Ψµ |2 − λΨ2µ dx − (5.25)
2 Ω 2 Ω
Z µZ ¶ 21
N −2
W (x)F (uk + tΨµ )dx + c2 ( u2k dx µ 4 .
Ω Ω
(λ−λ) R 2
¡R 2 ¢ 21 N −2
Let us set A(uk , µ, c2 ) = 2
u
Ω k
dx + c2 ( u dx µ 4 and point out that
Ω k
c22 N −2
A(uk , µ, c2 ) ≤ µ 2 .
2(λ − λ)
C0
R ∗ N (N −2)
If 2 Ω
W (x)F (uk )dx > c1 t2 µ 2N +4 , by Lemma 5.5 we get
Z Z
W (x)F (uk + tΨµ )dx > W (x)F (tΨµ )dx
Ω Ω
and then, by (5.18), (5.25) becomes

Z Z
1 ¡ ¢ c22 N −2
I(u) ≤ t2 |∇Ψµ | − 2
λΨ2µ dx − W (x)F (tΨµ )dx + µ 2 = (5.26)
2 Ω Ω 2(λ − λ)
1 1 N 1 1 N
= N −2 S 2 + (C(N )∆W (0) − λ)µ + o(µ) < N −2 S2.
kW + k∞ 2 N kW + k∞2 N
C0
R ∗ N (N −2)
On the other hand if 2 Ω
W (x)F (uk )dx ≤ c1 t2 µ 2N +4 we have, by (*) of (5.22)
Z Z Z µZ ¶ 21
∗ −1 N −2
W (x)F (tΨµ )dx ≤ W (x)F (u)dx− W (x)F (uk )dx+C0 u2k dx t2 µ 4 +
Ω Ω Ω Ω
Z
C0 ∗ ∗ N
u2k dx + C̃0 t2 µ 2 ≤ (5.27)
4 Ω
Z Z µZ ¶ 21
3 ∗ N −2 ∗ N
≤ W (x)F (u)dx − W (x)F (uk )dx + C0 2
uk dx t2 −1 µ 4 + C̃0 t2 µ 2 ≤
Ω 4 Ω Ω
Z µZ ¶ 21
N −2 N
2
≤ W (x)F (u)dx + C0 uk dx µ 4 + cµ 2 ≤
Ω Ω
µZ ¶ Z
N 2 −2N N
≤ W (x)F (u)dx + cµ 2N +4 +µ 2 = W (x)F (u)dx + o(µ).
Ω Ω
Hence (5.25) becomes

Z Z
1 ¡ ¢
I(u) ≤ t2 |∇Ψµ | − 2
λΨ2µ dx − W (x)F (uk + tΨµ )dx + A(uk , µ, c2 ) ≤ (5.28)
2 Ω Ω
1 1 N
≤ I(tΨµ ) + o(µ) < N −2 S2.
kW + k∞ 2 N
If λ = λk the claim follows in an analogous way (see [23]). u

t
Now we are in the position to give the
Proof of Theorem 1.7 We will apply Proposition 0.2 with the choices E1 = Xk ⊕ [Ψµ ]
and E2 = E1⊥ . Actually one has two possibilities.
The first one is that c given by (3.19) is a critical value of the functional I, i.e. there
exists u such that I(u) = c and u is a nontrivial solution of (Pλ ), thus Theorem 1.7 is
proved.
Otherwise, if c is not a critical value one would have the following statement
∃u0 6≡ 0, with I(u0 ) 6= c s.t. u0 solves (Pλ ), (5.29)
thus still Theorem 1.7 would be proved.

Actually, if (5.29) was false, then by Proposition 4.2 (where u in (4.2) would be given
by the only trivial solution u = 0, so I(u) = 0) one would get c given by (3.19) as a level
where any PS sequence admits strongly converging subsequences, since, by definition,
c ≤ sup{I(v) : v ∈ Xk ⊕ [Ψµ ]}
and (5.24) holds. Therefore, as a consequence of Proposition 4.2 (see Remark 3.2, page
18), u would be a solution of (Pλ ) which contradicts the hypothesis we started by.
u
t
Chapter 3
Asymptotically linear nonlinearities
We discuss the existence of positive solutions to the problem


 −∆u = f (x, u) u ∈ H01 (Ω)
(P0 )

u|∂Ω = 0
where Ω is a bounded domain of IRN with smooth boundary ∂Ω, f (x, s) is allowed to
change sign and has an asymptotically linear behaviour w.r. to s at infinity. More
Rs
precisely, setting the usual notation F (s) = 0 f (x, ξ)dξ, we assume that f satisfies
the following hypotheses:
f : Ω × IR → IR is a Caratheodory function, f (x, 0) = 0 a.e. x ∈ Ω. (1.1)
There exists a constant C ∈ IR such that
¯ ¯
¯ f (x, s) ¯
¯ ¯
¯ s ¯ ≤ C a.e. x ∈ Ω, ∀s ∈ (0, +∞). (1.2)
Setting F + = max{F, 0}, there exists α ∈ L∞ (Ω) such that (1.3)
½ ¾
α(x) F + (x, s)
(i) = lim sup uniformly a.e. x ∈ Ω,
2 s→0+ s2
R
|∇u|2 dx
(ii) Λα : = inf1 R
Ω
> 1.
u∈H0 (Ω) Ω
αu2 dx
32 CHAPTER 3. ASYMPTOTICALLY LINEAR NONLINEARITIES
The function f is “asymptotically linear” in s at infinity in the sense (1.4)
f (x, s)
(i) there exists β ∈ C(Ω) such that β(x) = lim
s→∞ s
uniformly a.e. x ∈ Ω,
(ii) ∃ x0 ∈ Ω such thatβ(x0 ) > 0,
(iii) setting Ωβ : = {x ∈ Ω : β(x) > 0}, we assume
R
Ωβ
|∇u|2 dx
Λβ : = inf R < 1.
u∈H01 (Ωβ ) Ωβ
βu2 dx
Assumption (1.1) implies that u ≡ 0 is a solution of problem (P0 ). We are interested
in the existence of nontrivial solutions.
Remark 1.1 We point out that Λα = +∞ is allowed and this fact is equivalent to say
that α(x) = 0 a.e. x ∈ Ω. So when F + has a “superquadratic” behaviour at the origin,
assumption (1.3) is trivially satisfied.
λ1
Remark 1.2 Let us note that Λα ≥ kαk∞
. In particular, if
λ1 > kαk∞ , (1.5)
we always have Λα > 1. Condition (1.5) was assumed in [61] for positive nonlinearities.
If β(x) > 0 a.e. in Ω, then by [61] Λβ is achieved in H01 (Ω) and the assumption Λβ < 1
is also used in [61]. In this chapter we show a result contained in [46], obtained by
extending the case treated by Zhou in [61]. Here we are able to treat more general
nonlinearities, and our main improvement consists of allowing f to change sign. More-
over if f (x, s) ≥ 0 for s ≥ 0 and f (x, s) ≡ 0 for s ≤ 0, the result of [61] is included
by our present result. We first remark that, without loss of generality, we can assume
that f (x, s) = 0 for all s ≤ 0. Indeed, by setting
(
f (x, s) s > 0
g(x, s) = (1.6)
0 s≤0
we will easily verify in section 3.5 that every solution of

 −∆u = g(x, u)
(1.7)

u∈ H01 (Ω)
is in fact positive and thus a solution of (P0 ). So in the sequel we restrict our attention
to problem (1.7) with g defined by (1.6) and f satisfying (1.1–1.4).
Nontrivial solutions of (P0 ) are obtained via variational methods. In other words
we look for nontrivial critical points of the associated functional
Z Z
1 2
I(u) = |∇u| dx − G(x, u)dx u ∈ H01 (Ω), (1.8)
2 Ω Ω
Rs
where G(x, s) = 0
g(x, ξ)dξ. By the growth assumptions on f, and the fact that
s 7→ g(x, s) is continuous, the functional I is well defined, of class C 1 , and one can
easily verify that its critical points are solutions of problem (1.7). While in [61] the
results are derived using a particular version of the Mountain Pass Theorem, in the
present paper we are able to prove, using the classical Mountain Pass Theorem of
Ambrosetti–Rabinowitz (see [8]), that problem (P0 ) has always a positive solution
under assumptions (1.1)–(1.4).
This chapter is organized as follows.

Section 3.2 provides some basic properties on the principal eigenvalues of a linear oper-
ator with indefinte weight function due to Hess and Kato [39]. In Section 3.3 we show
that, under conditions (1.3)-(1.4), the functional I exhibits a Mountain Pass structure.
Section 3.4 is devoted to the study of unbounded Palais–Smale sequences. While in
the superquadratic case (i.e. when (0.3) is satisfied) all the Palais–Smale sequences
are bounded, this fact is not anymore true when the nonlinearity is asymptotically lin-
ear. So we establish a relationship between the existence of unbounded Palais–Smale
sequences and of positive solutions to the following eigenvalue problem
(
−∆u = β(x)u
(1.9)
u>0
In Section 3.5, by showing that (1.4) implies the nonexistence of solutions to (1.9), we
are able to exclude the presence of unbounded Palais–Smale sequences, and thus to
obtain an existence result for (1.7), and so for (P0 ). Finally, in Section 3.6, in order to
illustrate the meaning of our assumptions, we give some examples of nonlinearities for
which the existence result in section 3.5 applies.
Notations: u+ = max{u, 0}, u− = max{−u, 0}, u = u+ − u− ,

¡R ¢1
kuk = Ω |∇u|2 dx 2 .
3.2 The Principal Eigenvalue
In this section we show some properties of principal eigenvalues and we recall a well-
known result by Hess and Kato [39].
Definition 2.1 Let D be a bounded smooth domain of IRN , h ∈ L∞ (D). We say that
Λ ∈ IR is a principal eigenvalue for the problem

 −∆u = Λh(x)u
(2.1)

u ∈ H01 (D)
if there exists u ∈ H01 (D), u > 0, solving (2.1).
Proposition 2.2 Let D be a bounded smooth domain of IRN such that
h ∈ L∞ (D), D+ : = {x ∈ D: h(x) > 0} is an open set,

3.2. THE PRINCIPAL EIGENVALUE 35
and let
½Z Z ¾
2 2
Λ: = inf |∇u| dx : h(x)u dx = 1 .
u∈H01 (D) D D
Then one has

½ Z ¾
1 2
(1) S: = u ∈ H0 (D): h(x)u dx = 1 6= ∅,
D
Z
(2) ∃ û ∈ S such that |∇û|2 dx = Λ,
D
(3) |û| > 0.
So Λ is a principal eigenvalue of (2.1).
Proof
Let us divide the proof in steps.
Step 1
Let u ∈ H01 (D+ ) (well defined since D+ is open), u 6≡ 0, then
Z
h(x)u2 dx > 0 (since meas(D+ ) > 0). (2.2)
D+
Choose u ∈ H01 (D) as  u(x)

 √R x ∈ D+
D+ h(x)u2 dx
u(x) = (2.3)
 +
0 x∈D\D
Then
Z Z
2 u2
h(x)u dx = h(x) R dx = 1. (2.4)
D+ D+ D+
h(x)u2 dx
Step 2
Let {un } ∈ H01 (D) be a minimizing sequence, i.e.
Z Z
2
|∇un | dx → Λ and h(x)u2n dx = 1, (2.5)
D D
so {un } is bounded in H01 (D). Then
un * û in H01 (D) and un → û in L2 (D). (2.6)

We have û ∈ S, indeed
Z Z
1 = lim h(x)u2n dx = h(x)û2 dx (2.7)
n→∞ D D
R
(from h ∈ L∞ we deduce h(x)[u2n − û2 ]dx → 0). Then, by the minimizing properties
D
R
of {un } and by the lower semicontinuity of the functional D |∇u|2 dx, one has
Z Z
2
Λ = lim inf |∇un | dx ≥ |∇û|2 dx ≥ Λ. (2.8)
n→∞ D D
R
So one gets Λ = D
|∇û|2 dx.
Step 3
Let û be a minimizer of
½Z Z ¾
2 2
|∇u| dx : h(x)u dx = 1 .
D D
We show that |û| is a minimizer too. If û ∈ H01 (D), then |û| ∈ H01 (D) (see Lemma 7.6,
p 145, of [36]). Moreover
Z Z
2
h(x)û dx = h(x)|û|2 dx,
D D
so |û| ∈ S. Finally
Z Z
2
Λ= |∇û| dx = |∇|û||2 dx,
D D
so |û| is a minimizer. By the strong maximum principle (see [36] Thm. 8.19, p. 198),
û > 0. u
t
Finally let us recall the following result by Hess and Kato [39]:
Theorem 2.3 Let h ∈ C(Ω) be such that h(x0 ) > 0 for some x0 ∈ Ω. Then the
problem (
−∆u = λh(x)u in Ω
(2.9)
u = 0 on ∂Ω
admits a principal eigenvalue λ1 (h) > 0. Moreover, assume (2.9) holds with λ ≥ λ1 (h).
Then u > 0 only if λ = λ1 (h).
From this result we derive the following corollary

3.3. MOUNTAIN PASS STRUCTURE 37
Corollary 2.4 Let h ∈ C(D), and Λ be defined as in Proposition 2.2. Let (λ, u) ∈
(0, +∞) × H01 (D) be such that
(
−∆u = λh(x)u
(2.10)
u>0
Then λ = Λ.
3.3 Mountain Pass Structure
In this section we will prove that the functional I has a Mountain Pass structure.
Lemma 3.1 Let δ > 0. For each u ∈ H01 (Ω) let us define
Ωδ = {x ∈ Ω: 0 < u(x) < δ}.
Then, assuming (1.1), (1.2), there exists a constant C = C(δ) such that
R
Ω\Ωδ
G(x, u)dx
R
2 dx
≤ Ckukp−2 . (3.1)
Ω
|∇u|
Proof
Let us choose p ∈ (2, 2∗ ). From (1.2) we deduce the existence of a constant C: = C(δ)
such that
|G(x, s)| ≤ Csp ∀ |s| > δ. (3.2)
From this inequality and the Sobolev embedding H01 (Ω) ,→ Lp (Ω), one gets
R R ¡R ¢ p2
Ω\Ωδ
|G(x, u)|dx Ω\Ωδ
|u|p dx |∇u| 2
dx
R ≤CR ≤ C RΩ = (3.3)
|∇u| 2 dx |∇u| 2 dx |∇u|2 dx
Ω Ω Ω
= Ckukp−2 .
u
t
Remark 3.2 If G is superquadratic near s = 0, then the conclusion of Lemma 3.1

holds also with δ = 0. On the contrary, when G has quadratic growth near the origin,
the above Lemma is no longer true with δ = 0, as the following example shows: choose
G(x, s) = s2 , let ψ be an eigenfunction related to the first eigenvalue of −∆ in H01 (Ω),
then R
|εψ|2 dx 1
R Ω
= > 0.
Ω
2
|∇(εψ)| dx λ1
Proposition 3.3 Under assumption (1.3) ∃ρ, M > 0 such that I|∂Bρ > 0.
Proof
Let ε > 0. By (1.3), there exists δ > 0 such that
½ + ¾
G (x, s) α(x)
0 ≤ sup 2
− < ε a.e. x ∈ Ω. (3.4)
0<s<δ s 2
For each u ∈ H01 (Ω), let Ωδ be defined as in Lemma 3.1. Then one gets
Z Z Z
1 2
I(u) = |∇u| dx − G(x, u)dx − G(x, u)dx ≥
2 Ω Ωδ Ω\Ωδ
Z Z Z
1 2 1 +
≥ |∇u| dx − G (x, u)dx − G(x, u)dx ≥ (3.5)
2 Ω 2 Ωδ Ω\Ωδ
Z Z ½ + ¾ Z
1 2 2 G (x, s)
≥ |∇u| dx − u sup dx − G(x, u)dx =
2 Ω Ωδ 0<s<δ s2 Ω\Ωδ
Z Z Z · ½ + ¾ ¸ Z
1 2 α 2 G (x, s) α 2
= |∇u| dx − u dx − sup − u dx − G(x, u)dx.
2 Ω Ωδ 2 Ωδ 0<s<δ s2 2 Ω\Ωδ
From the following inequalities,

Z Z
α 2 α 2
u dx ≤ u dx, (observe that, by definition, α(x) ≥ 0), (3.6)
Ωδ 2 Ω 2
Z · ½ + ¾ ¸ Z Z
G (x, s) α 2 2
sup 2
− u dx ≤ ε u dx ≤ u2 dx, (3.7)
Ωδ 0<s<δ s 2 Ωδ Ω
we deduce
Z Z Z Z
1 2 1 2 2
I(u) ≥ |∇u| dx − αu dx − ε u dx − G(x, u)dx. (3.8)
2 Ω 2 Ω Ω Ω\Ωδ
So, from the definition of Λα , the characterization of λ1 and Lemma 3.1, we get
R R 2 R
I(u) 1 1 Ω αu2 dx u dx Ω\Ωδ
G(x, u)dx
R ≥ − R − ε R Ω − R ≥ (3.9)
Ω
|∇u|2 dx 2 2 Ω |∇u|2 dx Ω
|∇u|2 dx Ω
|∇u|2 dx
1 1 1
≥ − − ε − Ckukp−2 .
2 2Λα λ1
3.4. PALAIS–SMALE SEQUENCES 39
By (1.3), since ε is arbitary, we deduce the existence of ρ, M > 0 such that
I(u) ≥ M ∀ kuk = ρ. (3.10)
u
t
Proposition 3.4 Assuming (1.1), (1.2), (1.4) one gets
∃u0 ∈ H01 (Ω) such that I(u0 ) < 0. (3.11)
Proof
Let Ωβ be defined as in (1.4). From Prop. 2.2, there exists φ ∈ H01 (Ωβ ) such that
Z Z
2
|∇φ| dx = Λ , β(x)φ2 dx = 1, and φ > 0. (3.12)
Ωβ Ωβ
Let φ be estended by 0 in Ω \ Ωβ . We have

Z Z
I(tφ) 1 2 G(x, tφ) 2
2
= |∇φ| dx − φ dx. (3.13)
t 2 Ωβ Ωβ t2 φ2
Then by Fatou’s Lemma
Z Z
I(tφ) 1 2 G(x, tφ) 2
lim inf 2 ≤ |∇φ| dx − lim inf φ dx =
t→∞ t 2 Ωβ Ωβ n→∞ t2 φ2
Z Z · ¸
1 2 G(x, tφ) β(x) 2 β(x) 2
= |∇φ| dx − lim inf − u − φ dx = (3.14)
2 Ωβ Ωβ t→∞ t2 φ2 2 2
Z Z · ¸ Z
1 2 G(x, s) β(x) 2 β(x) 2
= |∇φ| dx − lim inf 2
− φ dx − φ dx =
2 Ωβ Ωβ s→∞ s 2 Ωβ 2
Z Z
1 2 1 1
= |∇φ| dx − β(x)φ2 = (Λ − 1).
2 Ωβ 2 Ωβ 2
I(tφ)
By (1.4) Λ < 1, so lim inf t→∞ t2
< 0 and I(tφ) → −∞ as t → ∞. u
t
3.4 Palais–Smale Sequences
Proposition 4.1 Assume (1.1) and (1.2). Let {un } be a Palais–Smale (PS) sequence
for the functional (1.8), i.e.
I(un ) → c, kI 0 (un )k → 0, as n → ∞. (4.1)
un
If {un } is unbounded (kun k → ∞), then, putting wn : = kun k
, one has that wn * w in
H01 (Ω), with w satisfying
(1) w 6≡ 0
(2) w > 0
(3) −∆w = β(x)w in Ω.
Proof
We have kwn k = 1, so the sequence {wn } is bounded in H01 (Ω), then
wn * w in H01 (Ω),
wn → w in L2 (Ω),
wn → w a.e. in Ω.
Let us divide the proof in steps.

Step 1: w 6≡ 0
Arguing by contradiction, if w ≡ 0, then wn → 0 in L2 , and
DI(un ) (un )
→ 0 (from definition of (PS) sequence). (4.2)
kun k
So, a fortiori,
DI(un ) (un )
→ 0. (4.3)
kun k2
This yields
Z Z
2 g(x, un ) 2
|∇wn | dx − wn dx → 0, (4.4)
Ω Ω un
Z
g(x, un ) 2
1− wn dx → 0.
Ω un
g(x,un )
Since un
is bounded and wn → 0 in L2 , we get the relation
1 = 0,
hence we must have w 6≡ 0.

Step 2: w > 0.
Knowing that
DI(un ) (un )
→ 0, ∀ φ ∈ H01 (Ω)
kφkkun k
we deduce R R
Ω
h∇un , ∇φidx − Ω g(x, un )φdx
→ 0.
kun k
Since g(x, s) = 0 for s ≤ 0,
R R
Ω
h∇u n , ∇φidx − Ω
g(x, u+
n )φdx
→ 0,
kun k
Z Z
g(x, u+
n ) un
+
h∇wn , ∇φidx − φdx → 0.
Ω Ω (u+ +
n ) kun k
g(x,u+
n)
Since (u+
is bounded, it converges weakly in L2 to some function γ ∈ L∞ . Then,
n)
Z Z
g(x, u+
n) +
h∇wn , ∇φidx − +
wn φdx → 0,
Ω Ω (un )
Z Z
h∇w, ∇φidx − γ(x)w+ φdx = 0 ∀ φ ∈ H01 (Ω).
Ω Ω
Choosing φ = w− , one gets

Z Z
h∇w, ∇widx − γ(x)w+ w− dx = 0,
Ω Ω
Z
|∇w− |2 dx = 0,
Ω
which implies
w− = 0, then w ≥ 0.
So w ≥ 0 satisfies the equation
−∆w = γ(x)w in Ω. (4.5)
Splitting γ(x) yields

−∆w + γ + (x)w = γ − (x)w. (4.6)
By the strong maximum principle one has that either w > 0 or w ≡ 0. But, by Step 1,
w 6≡ 0. Then we can conclude that w > 0.
Step 3: w satisfies the equation −∆w = β(x)w.

Since w > 0, un → +∞ a.e.. So
g(x, un )
→ β(x) a.e., (4.7)
un
g(x, un )
→ γ(x) in L2 . (4.8)
un
this yields β(x) = γ(x), then w verifies the equation
Z Z
∇w∇φdx = β(x)wφdx,
Ω Ω
so
−∆w = β(x)w.
u
t
Proposition 4.2 Assume (1.1) and (1.2) and let {un } be an unbounded (PS) se-
quence. Then,
½Z Z ¾
2 2
Λ(Ω) = inf |∇u| dx: β(x)u dx = 1 = 1. (4.9)
u∈H01 (Ω) Ω Ω
Proof
un
By Proposition 4.1, wn : = kun k
* w with

 −∆w = β(x)w



w ∈ H01 (Ω) (4.10)




w>0
So λ = 1 is a positive principal eigenvalue. By Proposition 2.2, Λ(Ω) is also a pos-
itive principal eigenvalue. By Theorem 2.4, there exits a unique positive principal
eigenvalue. Thus
Λ(Ω) = 1.
u
t
Proposition 4.2 implies that, if Λ(Ω) 6= 1, then every (PS) sequence is bounded. In
particular one has the following
Corollary 4.3 Assume (1.1) and (1.2). If Λβ < 1, then every (PS) sequence is
bounded.
Proof
Λ(Ω) ≤ Λβ < 1.
u
t
Remark 4.4 For nonlinearities satisfying condition (0.3), it is known that every (PS)
sequence is bounded. Under assumptions (1.1), (1.2), the existence of unbounded (PS)
sequences cannot be excluded. This can be shown by considering

 λ1 s22 s≥0
G(s) = (4.11)

0 s<0
Taking ψ1 a positive eigenfunction of −∆ related to λ1 , we see that the sequence un =
nψ1 is an unbounded (PS) sequence for the functional
Z Z
1 2
I(u) = |∇u| dx − G(u)dx.
2 Ω Ω
Remark 4.5 When f (x, s) 6= 0 for s ≤ 0, the analysis of unbounded (PS) sequence
is more complicated. In particular the assumption that Λ(Ω) 6= 1 in Proposition 4.2 is
not sufficient to ensure the (PS) condition. To see this, one can consider the functional
Z Z
1 2
I(u) = |∇u| dx − λk u2 dx,
2 Ω Ω
where λk is any eigenvalue of (−∆, H01 (Ω)).
Example
For a nonlinearity of the kind
(
λs + r(s) s>0
f (x, s) =
0 s≤0
λ
with r ∈ L∞ (Ω), we have Λβ = λ1
. In this case Corollary 4.3 asserts that for any
λ < λ1 every (PS) sequence of the functional (1.8) is bounded.
3.5 Existence Theorem
Our existence result will be based on the classical Mountain Pass Theorem (see [8, 51]
and Preliminaries).
Theorem 5.1 [46] Under assumptions (1.1)–(1.4), problem (P0 ) admits a positive
solution.
Proof
By Propositions 3.3, 3.4, and Corollary 4.3, the functional
Z Z
1 2
I(u) = |∇u| dx − G(x, u)dx
2 Ω Ω
satisfies the assumptions of the Mountain Pass Theorem. So there exists u ∈ H01 (Ω),
u 6≡ 0, such that
Z Z
∇u∇φdx = g(x, u)φdx ∀ φ ∈ H01 (Ω).
Ω Ω
Taking φ = u− , and since g(x, u) = 0 for s ≤ 0, we get

Z
|∇u− |2 dx = 0.
Ω
So u ≥ 0, and, in particular, u is a solution of problem (P0 ). By strong maximum

principle we have u > 0. u
t
Remark 5.2 When Λβ ≥ 1, without other restrictions on the nonlinearity f , we can-

not ensure the existence of solutions to problem (P0 ). Actually, consider a nonlinearity
satisfying (1.1)-(1.3) and
0 ≤ f (x, s) ≤ β(x).
Then, any solution of problem (P0 ) satisfies

Z Z Z
2
|∇u| dx = f (x, u)udx ≤ β(x)u2 dx.
Ω Ω Ω
So, Λβ ≤ 1.
3.6. SOME EXAMPLES 45
3.6 Some Examples
This section provides some examples for which Theorem 5.1 applies.
Example 1. Let us consider a nonlinearity f satisfying (1.1),(1.2) and is such that

the functions α and β are independent of x ∈ Ω, i.e.:
F + (x, s) f (x, s)
lim sup =α and lim = β,
s→0+ s2 s→∞ s
with β > α ≥ 0. In this case, we have:


 +∞ if α = 0 λ1
Λα = Λβ =
 λ1 if α > 0 , β
α
and Theorem 5.1 gives: problem (P0 ) has a positive solution if
λ1 ∈ (α, β). (6.1)
As a particular case, let us consider the nonlinearities (0.4) and (0.5) given in the
introduction. Those nonlinearities clearly satisfy (1.1) and (1.2). For
|s|2
f (s) = s, γ > 0,
1 + γ|s|2
we find that
1
α=0 and β= ,
γ
and condition (6.1) in this case is equivalent to
µ ¶
1
λ1 ∈ 0, . (6.2)
γ
For the nonlinearity

µ ¶
1
f (s) = 1 − s,
eγ|s|2
one has
α=0 and β = 1,
and so condition (6.1) is equivalent to
λ1 ∈ (0, 1). (6.3)

Let us note that conditions (6.2) and (6.3) are always satisfied if the domain Ω is
sufficiently large.
Example 2. Let us now consider a kind of nonlinearity f which has been considered
by Hess [38] and Ambrosetti-Hess [6]:
f (x, s) = λ(m∞ s + r(s))
satisfying:
1) m∞ , λ > 0;
2) r : IR → IR is continuous, r(0) = 0;
¯ ¯
¯ ¯
3) ¯ r(s)
s ¯
≤ C ∀s ≥ 0;
0 r(s) 0
4) r+ (0) = lims→0+ s
exists and r+ (0) < 0.
In this case,
( 0 0
λ(m∞ + r+ (0)) if m∞ + r+ (0) > 0
α= and β = λm∞ .
0 otherwise
From condition (6.1) found in example 1, we have that problem (P0 ) has a positive
solution if
¡ 0
¢
λ1 ∈ λ[m∞ + r+ (0)], λm∞ .
In other words, setting

( λ1 0
m∞ +r+0 (0) if m∞ + r+ (0) > 0
λ∞ =
∞ otherwise
we see that problem (P0 ) has a positive solution if λ ∈ ( mλ∞
1
, λ∞ ).
In [38], using the Leray-Schauder degree, Hess already established this result assuming
r(s)
r bounded. Actually, the existence result still holds if we just have that s
is bounded
(for s ≥ 0). In particular, nonlinearities of the kind:
f (s) = λ(m∞ s − ln(1 + s))

3.6. SOME EXAMPLES 47
are allowed.
Example 3. Consider a nonlinearity of the kind:
f (x, s) = λs + r(x, s)
where r satisfies:
1) r : Ω × IR → IR is Caratheodory (for example continuous) and r(x, 0) = 0 a.e.

x ∈ Ω;
¯ ¯
¯ ¯
2) ¯ r(x,s)
s ¯
≤ C ∀ s ≥ 0;
3) The following limits exist:
r(x, s) r(x, s)
r0 := lim , r∞ := lim ,
s→0+ s s→∞ s
and r0 < r∞ .
In this case,
(
λ + r0 if λ + r0 > 0
α= and β = λ + r∞ .
0 otherwise
So condition (6.1) becomes λ1 ∈ (λ + r0 , λ + r∞ ). Thus, for this example, problem (P0 )
has a positive solution if λ ∈ (λ1 − r∞ , λ1 − r0 ).
We end this section by giving an explicit example where the function β changes sign.
Example 4. Let us consider the nonlinearity:
f : (−π, π) × IR → IR, (x, s) 7→ λ sin x r(s)
where λ > 0 and r : IR → IR is any continuous function satisfying:
r(s) r(s)
lim = 0, lim = 1.
s→0+ s s→∞ s
Then, we see easily that
Λα = ∞, β(x) = λ sin x, Ωβ = (0, π)

and
½ Rπ 0 2 ¾
1 0
|u | dx
Λβ = inf Rπ .
λ u∈H01 (0,π) 0
sin x u2 dx
For λ big enough, this quantity is strictly less than 1. By taking the test function
3π 1
u(x) = sin x, we see that Λβ ≤ 8 λ
. Thus, for this example of nonlinearity, problem
3π
(P0 ) has certainly a positive solution if λ > 8
.
Chapter 4
Hamiltonian Systems
Let us consider the second order Hamiltonian system
ẍ + A(t)x + b(t)V 0 (x) = 0 (1.1)
where A(t) is a continuous T –periodic (for some fixed T > 0) matrix valued function,
b(t) is a continuous T –periodic real function and V ∈ C 2 (IRN , IR) . We deal with
a potential, indefinite in sign, that satisfies some suitable evenness conditions and
we prove a multiplicity result (see [11]) for T –periodic solutions of (1.1). If A(t) is
negative definite, we also find the existence of subharmonic solutions, which have some
symmetry properties, and of a homoclinic solution, obtained by a limit procedure
starting from a suitable translation of these subharmonics. The techniques of the
proofs are based on the consideration of the Nehari’ s manifold M , suitably connected
to the functional I associated with problem (1.1) and the symmetry of the potential
allows to use some constrained minimum arguments and a result of the Ljusternik-
Schrinelmann category theory. Let us assume the following conditions:
A(t) is a symmetric continuous T –periodic N × N matrix valued function,
b(t) is a continuous T –periodic real function such that :
∃t0 ∈ [0, T ] such that b(t0 ) > 0, (1.2)
V ∈ C 2 (IRN , IR) and there exists a constant β > 2 for which :
∃a1 > 0 : V (x) ≥ a1 |x|β ∀x ∈ IRN (1.3)

50 CHAPTER 4. HAMILTONIAN SYSTEMS
∃a2 > 0 : |V 0 (x)| ≤ a2 |x|β−1 ∀x ∈ IRN (1.4)
V 0 (x) · x ≥ βV (x) ∀x ∈ IRN (1.5)
V 00 (x)x · x ≥ (β − 1)V 0 (x) · x ∀x ∈ IRN (1.6)
V (x) = V (−x) ∀x ∈ IRN . (1.7)
Remark 1.1 It is well known that any given square symmetric matrix A(t) can be
written as the sum of two matrices, i.e.
A = A+ + A− (1.8)
where A+ and A− are positive semidefinite and negative semidefinite respectively, more
precisely the positive (negative) eigenvalues of A coincide with the eigenvalues of A+
(A− ) different from zero.
For any fixed t ∈ IR let us put

³ ´ µ ³ ´¶
+
Λ +
= max max λi (t) Λ−
= max max λ−
i (t) (1.9)
t∈[0,T ] i t∈[0,T ] i
where λ+ − + −
i (t) (λi (t)) are the eigenvalues of the matrix A (t) (resp. A (t)) ( i =
1, . . . , N ) for T ∈ [0, T ] (observe that, in general, we can’t assure that Λ+ and Λ− are
different from zero). We will prove the following theorem:
Theorem 1.2 [11] Let b(t) ∈ C 0 ([0, T ], IR) be a T –periodic function satisfying (1.2),
A(t) = [aij (t)] be a N × N symmetric matrix , where aij is a T –periodic continuous
function, for i, j = 1, . . . , n, and such that:
4
Λ+ < (1.10)
T2
where Λ+ is given by (1.8) and V ∈ C 2 (IRN , IR) be satisfying (1.3)–(1.7).

If we assume that b(t), A(t) and V (x) verify the following further conditions:
· ¸
T
b(t) = b(T − t) ∀t ∈ 0, , (1.11)
2
· ¸
T
A(t) = A(T − t) ∀t ∈ 0, , (1.12)
2
B − [V 0 (x) · x − βV (x)] ≤ c|x|2 , ∀x ∈ IRN (1.13)
and
B − [V 00 (x)x · x − (β − 1)V 0 (x) · x] ≤ d |x|2 ∀x ∈ IRN (1.14)
where the positive constants c and d are such that
T2 + 4
max{2c, d} < (β − 2)(1 − Λ ) 2, (1.15)
4 T
and B − = max b− (t) , with b− (t) = − min{ 0, b(t) }.

t∈[0,T ]
Then there exist infinitely many pairs of distinct T –periodic solutions x(t) of (1.1),
which verify
µ ¶ µ ¶ · ¸
T T T
x t+ = −x −t for any t ∈ 0, . (1.16)
2 2 2
On the other hand, replacing (1.11), (1.12) and (1.15) respectively with
· ¸
T T
b(t) = b(t + ) ∀t ∈ 0, , (1.17)
2 2
· ¸
T T
A(t) = A(t + ) ∀t ∈ 0, , (1.18)
2 2
T 2 + 4π
max{2c, d} < (β − 2)(1 − Λ ) 2, (1.19)
4π T
the solutions x(t) verify another kind of property, i.e.
·¸
T T
x(t) = −x(t + ) ∀t ∈ 0, . (1.20)
2 2
Remark 1.3 Let us observe that condition (1.15) implies (1.19), but they must be
considered separately because they come from different symmetry conditions.
Remark 1.4 If A(t) ≡ 0, first part of Theorem 1.2 yields Theorem 3 of [33] as a
particular case.
£ ¤
Starting from the critical points of the functional I: H01 0, T2 7−→ IR defined by
Z T Z T Z T
1 2
2 1 2 2
I(x) = |ẋ| − hA(t)x, xi − b(t)V (x),
2 0 2 0 0
we get the solutions of the problem


 ẍ + A(t)x + b(t)V 0 (x) = 0
(1.21)

x(0) = x( T2 ) = 0
Precisely, putting  £ ¤
 x(t) t ∈ 0, T2
x̃(t) = £T ¤

−x(T − t) t∈ 2
,T
one can easily check that if x solves (1.21), x̃ is a T -periodic solution of (1.1). Observe
that the expression
"Z T Z T
# 12 µ· ¸ ¶
2
2
2
− T N
kxkA = |ẋ| − hA (t)x, xi ∀x ∈ H01 = H01 0, ; IR
0 0 2
defines a norm in H01 which is equivalent to the usual norm

ÃZ T ! 21
2
kxkH01 = |ẋ|2 .
0
Thus the functional I can be written in the form:

Z T Z T
1 2 1 2 + 2
I(x) = kxkA − hA (t)x, xi − b(t)V (x).
2 2 0 0
1
On the other hand, if we consider the space H0,k = H01 ([0, kT ]; IRN ) endowed with the
norm of Hk1 = { x ∈ H 1 (0, kT ; IRN ) : x(0) = x(kT )}, provided Λ− defined in (1.9) is
strictly negative, we obtain that
1
kxkL2k ≤ kxkA , with λ = min{1, −Λ− }, (1.22)
λ
where k · kL2k is the usual L2 ([0, kT ]) norm. Taking these notations one can state the
following existence result for subharmonic solutions:
Theorem 1.5 [11] Let b(t) ∈ C 0 ([0, T ], IR) be a T –periodic real function verifying
(1.2) and (1.11) and A(t) ≡ A− (t), with A− (t) negative definite, satisfying (1.12).
Moreover let V ∈ C 2 (IRN , IR) verify (1.3)–(1.14) where
max{2c, d} < (β − 2)λ,

4.2. PROOF OF THE THEOREMS 53
with λ given by (1.22). Then for all k ∈ N there exists a kT - periodic solution xk of
(1.1), having minimal period kT and verifying
µ ¶ µ ¶ · ¸
kT kT kT
xk t+ = −xk −t for any t ∈ 0, .
2 2 2
In particular, for each couple of numbers k, h, with k 6= h, the solutions xh and xk are
geometrically distinct.
Starting from Theorem 1.5, the following result holds:
Theorem 1.6 [11] Under the same hypothesis of Theorem 1.5 there exists at least one
homoclinic solution of (1.1), i.e. a nontrivial solution x ∈ C 2 (IR, IRN ) of (1.1) which
satisfies
lim x(t) = 0 and lim ẋ(t) = 0.
|t|→+∞ |t|→+∞
4.2 Proof of the Theorems
Theorem 1.2 is obtained as application of the following proposition, based on the theory
of Ljusternik- Schrinelmann category :
Proposition 2.1 [5] Let X be a closed C 1 manifold of a Hilbert space E, symmetric

with respect to the origin 0 of E and such that 0 6∈ X. Let there exist a closed infinite
dimensional subspace Ẽ of E such that the manifold X̃ = X ∩ Ẽ is homeomorphic to
the unit sphere S∞ of Ẽ, through an even homeomorphism. Suppose j ∈ C 1 (X, IR)
satisfies the Palais-Smale condition and
J is bounded from below on X (2.1)
J is even . (2.2)
Then J has infinitely many pairs of critical points.

Let us introduce the set

( Z T Z T
)
2 2
M= x ∈ H01 \ {0} : kxk2A = hA+ (t)x, xi + b(t)V 0 (x) · x . (2.3)
0 0
Taking
Z T Z T
2 2
h(x) = kxk2A − +
hA (t)x, xi − b(t)V 0 (x) · x,
0 0
we can write
© ª
M = x ∈ H01 \ {0} : h(x) = 0 .
Let us prove that M has the following properties:
(m.1) M 6= ∅
(m.2) M is a closed C 1 -manifold.
Indeed if one considers an element x ∈ H01 \ {0} , with kxkA = 1 such that supp (x) ⊂
supp (b+ ) , (observe that (1.2) implies supp (b+ ) 6= ∅ ) , then from (1.4) it follows that
for any constant r > 0
Z T
2
2
h(rx) ≥ r kxk2A −Λ r + 2
kxk2L2 − a2 r β
b+ (t)|x|β .
0
Putting B + = max b+ (t), by the continuous embedding of H01 in Lβ we obtain

t∈[0,T ]
µ 2
¶
2 +T
h(rx) ≥ r 1−Λ − a2 B + rβ · const (2.4)
4
As (1.10) holds and β > 2, h(rx) ≥ 0 for r sufficiently small.

On the other hand, by (1.3), (1.5) and the positivity property of A+ , we have:
Z T Z T
2 2
2 + 2 β
h(rx) ≤ r − β b (t)V (rx) ≤ r − a1 βr b+ (t)|x|β := α.
0 0
As β > 2, for r sufficiently large, α is negative, so h(rx) ≤ 0, and, together with (2.4),
this proves (m.1). Let us show now (m.2). By the continuous embedding of H01 in Lβ
and (1.4), for any x in M we have:
Z T Z T
2 2
0 = kxk2A − +
hA (t)x, xi − b(t)V 0 (x) · x ≥
0 0
µ 2
¶
+T
≥ kxk2A 1−Λ − const · B + a2 kxkβA
4
So
µ 2
¶
+T 1
kxkβ−2
A ≥ 1−Λ · const · := γ, (2.5)
4 a2 B +
where γ is positive as (1.10) holds.
Moreover (1.6) and (1.14) imply that, for any x ∈ M :
Z T Z T
2 2
0
hh (x), xi = kxk2A − +
hA (t)x, xi − b(t)V 00 (x)x · x ≤
0 0
Z T Z T
2 2
≤ kxk2A − +
hA (t)x, xi − (β − 1) b+ (t)V 0 (x) · x +
0 0
(2.6)
Z T · 2
¸
2
− 00 +T T2
+ b (t)V (x)x · x ≤ 2 − β + (β − 2)Λ +d kxk2A .
0 4 4
Therefore, by (1.15), one has hh0 (x), xi ≤ c1 kxk2A , with
· 2
¸
+T T2
c1 = 2 − β + (β − 2)Λ +d < 0,
4 4
so (2.5) and (2.6) imply the C 1 –regularity of M. Finally, in order to prove that M is
closed, let us take a sequence xn ⊂ M strongly converging to some x, knowing that
the convergence in H 1 implies uniform convergence, one has
Z T Z T Z T Z T
2 2 2 2
2 − +
h(xn ) = |ẋn | − hA (t)xn , xn i − hA (t)xn , xn i − b(t)V 0 (xn )xn →
0 0 0 0
Z T Z T Z T Z T
2 2 2 2
2 − +
→ |ẋ| − hA (t)x, xi − hA (t)x, xi − b(t)V 0 (x)x = h(x)
0 0 0 0
so x ∈ M.
At this point, taking X = M and Ẽ = {u ∈ E : supp (u) ⊂ supp (b+ )}, we can
apply Proposition 2.1 to the functional I after verifying that it is bounded from below
and verifies Palais-Smale condition on M . If we denote with IM the restriction of I to

M , (1.5) and (1.13) imply that, for any x ∈ M,
Z T Z T
1 1 2 2
IM (x) = kxk2A − +
hA (t)x, xi − b(t)V (x) ≥
2 2 0 0
Z T Z T Z T
1 1 2 1 2 1 2 − 0
≥ kxk2A − +
hA (t)x, xi − b(t)V (x) · x − 0
B [V (x) · x − βV (x)] ≥
2 2 0 0 β β 0
Z T
β−2 2 β−2 2 + c T2
≥ kxkA − hA (t)x, xi − kxk2A ≥ (2.7)
2β 2β 0 β 4
· µ 2
¶ ¸
β−2 +T c T2
≥ 1−Λ − kxk2A ,
2β 4 β 4
where, by hypothesis (1.15),
µ 2
¶
+T 2
c < (β − 2) 1 − Λ .
4 T2
Therefore
IM (x) ≥ constkxk2A > 0, (2.8)
i.e IM is coercive; in particular it is bounded from below.

The Palais–Smale condition for the functional IM is given by the following lemma:
Lemma 2.2 The functional

Z T Z T
1 1 2 2
IM (x) = kxk2A − +
hA (t)x, xi − b(t)V (x)
2 2 0 0
verifies Palais–Smale condition.
Proof
0
Let {xn } ⊂ M be a PS sequence, i.e. {IM (xn )} < K and {IM (xn )} → 0, in other
words, there exists an ∈ IR such that
I 0 (xn ) + an h0 (xn ) = wn → 0 in E 0 .
The boundedness of IM (xn ) and (2.8) imply the boundedness of xn , so
hI 0 (xn ), xn i + an hh0 (xn ), xn i → 0. (2.9)

For xn ∈ M, it follows that hI 0 (xn ), xn i = 0 ∀n ∈ N, so an → 0. By (2.9) and the

boundedness of h0 (x) we conclude that
I 0 (xn ) → 0. (2.10)
Now let us prove that xn admits a strongly converging subsequence. Let xnk (for the
sake of simplicity xnk = xn ) be a subsequence of xn which weakly converges to some
x̃ ∈ E. By (2.10) and the boundedness of xn we get
Z T Z T
2 2
kxn k2A + +
hA (t)xn , xn i − b(t)V 0 (xn )xn → 0 (2.11)
0 0
which yields
Z T Z T
2 2
kxn k2A → − +
hA (t)x̃, x̃i + b(t)V 0 (x̃)x̃. (2.12)
0 0
On the other hand

Z T Z T
2 2
+
hxn , x̃i → − hA (t)x̃, x̃i + b(t)V 0 (x̃)x̃. (2.13)
0 0
By (2.12), (2.13) and the definition of weak convergence we can conclude that xn
converges strongly to x̃.
u
t
For the second statement of Theorem 1.2 we will search the solutions of (1.1) in the
space
( µ ¶ µ ¶
X (1) 2kπt (2) 2kπt
1 1 N
Hodd = v ∈ H (0, T ; IR ) : v = vk cos + vk sin ,
k=2h−1
T T
o
(1) (2) N
vk , vk ∈ IR , h ∈ Z
1 T
In fact the functions belonging to Hodd are T –periodic, 2
antiperiodic (i.e. satisfy a
property of type (1.20)), with zero mean and verify the Wirtinger inequality. Moreover
they don’t necessarily satisfy (1.16), but in some particular cases, if b, A verify a
1
suitable condition of symmetry, the solutions found in Hodd could coincide with those
found in H01 .
Arguing as in the first part of this proof, we can apply Proposition 2.1 and find out
1
that there exist infinitely many pairs of distinct T –periodic solutions in Hodd . In order
1
to end the proof we need to show that the critical points of the functional I on Hodd
are critical on HT1 too. Indeed, let us consider the decomposition of HT1 given by
1
HT1 = Hodd 1
⊕ Heven
1
where Heven is the subspace of HT1 of functions which have only even terms in their
Fourier expansion. Since (1.7) implies that V 0 (x) = −V 0 (−x) it is easy to check that,
1
if x ∈ Hodd ,
hf 0 (x), yi = 0 1
∀y ∈ Heven .
u
t
In order to prove Theorem 1.5 we will use a standard minimizing argument, i.e. the
following
Proposition 2.2 Let X be a reflexive space and K ⊂ X a closed subset. Let G be a

continuous functional on X, bounded from below on K and satisfying the Palais-Smale
condition on K. Then F admits a minimum value on K.

Putting
( µ ¶ Z kT
kT 2
Mk = x∈ H01 0, ; IRN \ {0} : kxk2A − hA+ (t)x, xi +
2 0
Z kT
)
2
+ b(t)V 0 (x) · x = 0
0
we can verify that G = IMk is bounded from below and satisfies the Palais-Smale
condition on Mk . Moreover, since the H 1 –convergence implies the uniform convergence
we can take the limit under the integral sign and obtain that IMk is continuous. So we
can apply Proposition 2.2 and find out that IMk has a minimum xk .
Now one has to show that the solution corresponding to xk has minimal period kT.
Suppose, by contradiction, that for some h ∈ N h ≥ 2, kT h
is the minimal period of xk .
£ ¤
Then there would exists t0 ∈ 0, kTh
such that xk (t0 ) = 0, indeed if xk had constant
£ kT ¤ £ 2kT ¤
sign on the interval 0, h it would have the opposite sign in kt h
, h , so xk could
kt
not be h
− periodic. Then we consider the function

 xk (t) t ∈ [0, t0 ]
xk (t) = £ ¤

0 t ∈ t0 , kT
2
,
it is easy to verify that xk belongs to Mk , because it verifies the relation hI 0 (xk ), xk i = 0
£ ¤
in the interval [0, t0 ], and trivially in the interval t0 , kT
2
. So one has
IMk (xk ) = IMk (xk ) + IMk (t>t0 ) (xk ) > IMk (xk ),
which contradicts the minimality property of xk .

u
t
First of all observe that condition (1.2) implies that there exists an interval [t1 , t2 ] ⊂
[0, T2 ] such that b(t) > 0, for any t ∈ [t1 , t2 ]. Let us consider th e function
 h i
 η sin (t 2π (t − t 1 ) if t ∈ [t1 , t2 ]
2 −t1 )
φ̃(t) =

0 if t ∈ [0, T ] \ [t1 , t2 ]
where η ∈ IRN , and |η| = 1.
By construction φ̃ belongs to H01 (0, T2 ; IRN ). Arguing as in the proof of the nonemp-
tyness of M , we claim that there exists a constant r > 0 such that φ = r kφ̃φ̃k belongs
to M.
If we consider the element ψ ∈ H01 (0, kT ; IRN ) given by:

 φ(t) if t ∈ [0, T ]
ψ(t) =

0 if t ∈ [T, kT ]
then, by Theorem 1.5 and (2.7), we can construct a sequence {xk } of subharmonics of
(1.1) (corresponding to the minima of IM ) such that
Z t2
2 1 2
0 < αkxk kA ≤ f (xk ) ≤ kψkA − b(t)V (ψ) = L, (2.14)
2 t1
where L is a constant independent of k.

Now let us prove that the sequence of subharmonics converge to a homoclinic
solution of (1.1), i.e. a nontrivial solution x of (1.1) which satisfies
x(t) → 0 and ẋ(t) → 0 as |t| → +∞.
Let us consider the sequence of subharmonics we just constructed. By (2.14) and

considering that hI 0 (xk ), xk i = 0, putting k · kk = k · kHkT
1 , one has
Z kT
1 β−2 1
L ≥ I(xk ) = I(xk ) + hI 0 (xk ), xk i ≥ kxk k2k − B − [V 0 (xk )xk +
β 2β β 0
Z kT · ¸
β−2 1 β − 2 const
−βV (xk )] ≥ kxk k2k − 2
c|xk | = − kxk k2k
2β β 0 2β β
that is
µ ¶ 12
2βL
kxk kk ≤ ≡ L̃ (2.15)
β − 2 − const
with L̃ independent of k. With the following lemmas we prove that the sequence {xk } is
bounded from above and from below, and this fact will assure that the limit procedure
necessary to find the homoclinic solution, will lead neither to the trivial solution nor
to an unbounded solution.
Lemma 2.2 There exists a constant η > 0, independent of k such that
kxk kL∞ ≥ η1 ∀k ∈ N. (2.16)
Proof
As xk is kT − periodic solution of (1.1), thanks to (1.4) and to the estimate
kukLpk ≤ Cp kukk = Cp kukHkT

1 (2.17)
(for the proof see [27]) one has, if kxk kL∞ is small enough,
Z kT Z kT
kxk k2k ≤ Bk+ 0
V (xk )xk ≤ Bk+ a2 |xk |β−2 |xk |2 ≤
0 0
≤ Bk+ a2 C22 kxk kβ−2 2

L∞ kxk kk
where Bk+ = maxt∈[0,kT ] b(t) > 0.

This implies
µ ¶ β−2
1
1
kxk kL∞ ≥ ≡ η1 .
a2 Bk+ C22
u
t
Lemma 2.3 There exists η2 > 0, independent of k, such that
kxk kC 2 [0,kT ] ≤ η2 ∀k ∈ N. (2.18)
Proof
It follows by (2.15) and by the fact that xk solves (1.1).
u
t
By the properties of xk , as k varies in N, one can construct a sequence {x̃k } ⊂ Hk1
which which verifies x̃k (t) = xk (t + rk T ), where the sequence rk ⊂ N is such that
−∞ < max |xk (t + rk T )| = max |xk (t)| < +∞.

t∈[0,T ] t∈IR
By construction the functions x̃k satisfy the same estimates of xk , so, applying Ascoli’s
Theorem we obtain that, up to subsequences, x̃k converges to a solution x of (1.1) in
2
Cloc .
One has to verify that x is a homoclinic solution, which means that x is a nontrivial
solution of (1.1) such that x → 0 and ẋ → 0 as |t| → +∞.
First of all observe that x is not identically zero as it is the limit of functions whose
maxima are greater that some positive number. Furthermore x ∈ W 1,2 : indeed for any
1
D > 0, as xk is bounded in HkT ,
Z D Z D
2
[|ẋ| + hA(t)x, xi] = lim [|ẋk |2 + hA(t)xk , xk i] ≤ lim sup kxk k2k ≤ L̃2 ,
−D k→+∞ −D k→+∞
so
Z
[|ẋ|2 + hA(t)x, xi] < +∞. (2.19)
IR
This implies that

Z
(|ẋ|2 + |x|2 ) → 0 as m → +∞. (2.20)
|t|≥m
1
On the other side, in [52] it was proved that, for any v ∈ W 2 ,
"Z # 21
t+ 12
|v(t)| ≤ 2 (|v̇|2 + |v|2 ) . (2.21)
t− 12
Therefore
x(t) → 0 as |t| → +∞. (2.22)
By (1.4) one gets V 0 (0) = 0, which, together with (2.22) yields

Z m+1
|b(t)V 0 (u)| → 0 as m → +∞.
m
Consequently, as x is a solution of (1.1) and satisfies (2.20), one has

Z m+1
|ẍ| → 0 as m → +∞.
m
Therefore, replacing x by ẋ in (2.21) one obtains
ẋ(t) → 0 as |t| → +∞.
u
t
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CRITICAL POINT METHODS FOR INDEFINITE NONLINEAR ELLIPTIC EQUATIONS

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CRITICAL POINT METHODS FOR

Anno Accademico 2000-2001

3 Asymptotically linear nonlinearities 31

There is much current interest in nonlinear indefinite problems: by searching (possi-

The functional I ∈ E satisfies the Palais–Smale condition if

A meaningful example of an application of indefinite problems to some problems

let us consider the parabolic model

with Dirichlet boundary conditions. In mathematical biology the weight function a

It is well known that, under a suitable assumption of superlinear subcritical growth at

K be a given function on M. The problem of the scalar curvature consists in finding

Firstly we point out that the condition

(HS) ẍ + A(t)x + b(t)V 0 (x) = 0,

λ ≥ λ1 , we extend the results by Rabinowitz for Linking type solutions of (P ) in

In Chapter 3 we will treat the asymptotically linear case, with λ = 0, and we

Chapter 4 will be devoted to a result of existence of periodic solutions in case of

We briefly introduce the most significant tools that will be used.

Theorem 0.1 (The Mountain Pass Theorem [8],[51])

(J1) there exist constants ρ, α > 0 such that J|∂Bρ ≥ α, and

(J2) there exists an e ∈ E \ ∂Bρ such that J(e) ≤ 0.

Then J possesses a critical value c ≥ α which can be characterized as

c = inf max J(u),

(J1*) there exists B ∈ X such that J|∂B ≥ 0, and

(J2*) there exists an e ∈ E \ B such that J(e) ≤ 0.

Then c defined in theorem (0.1) is a critical value of J with c ≥ 0. If c = 0 there exists

(J3) ∃ρ, α > 0 such that J(v) ≥ α ∀v ∈ E1 : kvk = ρ,

Then J possesses a critical point u 6≡ 0 such that

c = J(u) = inf max J(h(v)) (0.1)

2.1 Introduction and main results

Let us consider a semilinear Dirichlet problem of the kind

where λ is a real parameter, F is a sufficiently regular function on Ω × IR, W ∈ C(Ω)

f (t)t ≥ βF (t) ∀t ∈ IR . (1.2)

|f (t)| ≤ C |t|β−1 ∀t ∈ IR, for some β ∈ (2, 2∗ ). (1.3)

W − (f (u)u − βF (u)) ≤ γ|u|2 , |u| ≥ R, (1.5)

Furthermore let us assume

meas{x ∈ Ω: W (x) = 0} = 0, (1.7)

where e1 is a positive eigenfunction related to λ1 . Then (Pλ ) has a positive solution uλ

for any λ ∈ (0, λ1 ].

Remark 1.4 Note that (1.2) implies , for β ∈ (2, 2∗ ]

F (t) ≥ C|t|β for |t| > R sufficiently large. (1.10)

Furthermore let us assume that

Then problem (Pλ ) admits a nontrivial solution u for any λ ≥ λ1 .

Then problem (Pλ ) admits a nontrivial solution u.

2.2 The case λ ≤ λ1

possesses a converging subsequence.

where εn is an infinitesimal sequence of positive numbers. So we get

So (2.5), (2.6) yield

By the variational characterization of λ1 , it follows

h(x) + e1 (x) does not coincide with 0 a.e. in Ω. (2.8)

so taking h = −e1 we get a contradiction. It remains to prove that {|kn |} is bounded.

−∆(kn e1 + ũn ) − λ1 (kn e1 + ũn ) = W (x)f (kn e1 + ũn ) + gn , (2.9)

with gn → 0 in H −1 and, by contradiction, suppose that |kn | → ∞, so we can divide

∆ũn λ1 ũn f (kn e1 + ũn ) gn

compact support in Ω, and integrating by parts, we get

Then, by (1.5), (2.12) :