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Contemporary Mathematics

Singular elliptic systems of Lane-Emden type

Marius Ghergu

This paper is dedicated to Professor Patrizia Pucci on the occasion of her 60th anniversary

Abstract. We investigate the existence and non-existence of solutions to


−∆u = u−p f (v) in Ω, −∆v = v −q g(v) in Ω, subject to homogeneous Dirichlet
boundary conditions.

1. Introduction
Let Ω be a smooth domain in RN , N ≥ 1. We are concerned in this paper with
qualitative properties of solutions to the system
 −p
 −∆u = u f (v) , u > 0 in Ω,

(1.1) −∆v = v −q g(u) , v > 0 in Ω,

u=v=0 on ∂Ω,

where p, q ≥ 0 and f, g : (0, ∞) → (0, ∞) are positive continuous functions with


singular behavior around the origin. Solutions (u, v) to (1.1) are understood in the
classical sense, that is, u, v ∈ C 2 (Ω) ∩ C(Ω). The case f (v) = v −r and g(u) = u−s
was discussed in [G2] and [Z]. More precisely the system
 −p −r
 −∆u = u v , u > 0 in Ω,

(1.2) −∆v = v −q u−s , v > 0 in Ω,

u=v=0 on ∂Ω,

represents the singular counterpart of the standard Lane-Emden system. Also,


if p, s < 0 and q, r > 0 then (1.2) becomes the Gierer-Meinhardt system with
homogeneous Dirichlet boundary conditions (see [CM1, CM2, G1]). Due to the
presence of negative exponents, we cannot expect solutions (u, v) of (1.2) in the
class C 2 (Ω) × C 2 (Ω). However, under some assumptions on p, q, r, s solutions (u, v)
of (1.2) with u, v ∈ C 2 (Ω) ∩ C 1 (Ω) may exist (see [G2]).
Unlike the case of positive exponents, we first remark that if Ω contains the
exterior of a large ball then (1.1) has no solutions.

1991 Mathematics Subject Classification. Primary 35J57; Secondary 35B40, 35B50.


Key words and phrases. Singular elliptic systems; asymptotic behavior; Lane-Emden
equation.

0000
c (copyright holder)

1
2 MARIUS GHERGU

Theorem 1.1. Assume RN \ BR (0) ⊂ Ω for some R > 0 and there exists two
decreasing and convex functions φ, ψ : (0, ∞) → (0, ∞) such that f ≥ φ and g ≥ ψ
on (0, ∞). Then (1.1) has no solutions.
In particular, Theorem 1.1 implies that (1.2) (without the boundary condition)
has no solutions in any exterior domain of RN .
In the following we shall assume Ω ⊂ RN bounded. We first obtain:
Theorem 1.2. Assume there exists r, s > 0 such that
(1.3) lim sup tr f (t) , lim inf
+
ts g(t) ∈ (0, ∞)
t→0+ t→0

and
 
2−r 2
(1.4) min 1, ≥ .
1+p s
Then, system (1.1) has no solutions.
Corollary 1.3. Assume there exists A > 1 and r, s > 0 such that
1 −r 1 −s
(1.5) t ≤ f (t) ≤ At−r , t ≤ g(t) ≤ At−s for all t > 0
A A
and
   
2−r 2 2−q 2
(1.6) either min 1, ≥ or min 1, ≥ .
1+s s 1+r r
Then system (1.1) has no solutions.
Corollary 1.4. Assume (1.6). Then the system
 −p −r
 −∆u = u log(1 + v ) , u > 0
 in Ω,
−∆v = v −q log(1 + u−s ) , v > 0 in Ω,

u=v=0 on ∂Ω,

has no solutions.
We are next concerned with the existence of classical solutions to (1.1). To this
aim we require f and g satisfy (1.5) and
(1.7) (1 + p)(1 + q) − rs > 0.
We also introduce the quantities
   
2−s 2−r
α = p + r min 1, , β = s + q min 1, .
1+q 1+p
The value of α and β are related to the boundary behavior of the solution to some
singular elliptic problems as described in Proposition 2.3 below. Our existence
result is as follows.
Theorem 1.5. Assume (1.5) and let p, s ≥ 0, q, r > 0 satisfy (1.7) and one of
the following conditions:
(i) α ≤ 1 and s < 2;
(ii) β ≤ 1 and r < 2;
(iii) p, q ≥ 1 and r, s < 2.
Then, system (1.1) has at least one solution.
SINGULAR ELLIPTIC SYSTEMS OF LANE-EMDEN TYPE 3

The proof of the existence relies on a fixed point argument in a suitable closed
and convex subset of C(Ω) × C(Ω). Combining the results in Theorem 1.2 and
Theorem 1.5 we are able to derive necessary and sufficient conditions on the four
exponents p, q, r, s for which (1.1) has solutions. Our next result is:
Corollary 1.6. Let p, q ≥ 0, r, s > 0 satisfy (1.7).
(i) Assume p + r ≤ 1. Then system (1.1) has solutions if and only if s < 2;
(ii) Assume q + s ≤ 1. Then system (1.1) has solutions if and only if r < 2.
Finally we should mention some uniqueness results for (1.1) in the particular
case f (v) = v −r , g(u) = u−s , r, s > 0. If either (p+r < 1, s < 2) or (q+s < 1, r < 2)
it is proved in [G2] that (1.2) has a unique solution. The approach relies essentially
on the homogeneous character of (1.2). Further, in [Z], the uniqueness is obtained
in the following range of parameters
α, β > 1 , 1 − p < r < min{2, 1 + q} , 1 − q < s < min{2, 1 + p}.
The approach in [Z] exploits the exact rate of decrease of solutions to (1.2) near
the boundary.

2. Preliminary results
In the following, for two functions a, b : Ω → R we write a(x) & b(x) (resp.
a(x) . b(x)) in Ω if there exists a constant c > 0 such that a(x) ≥ cb(x) (resp.
a(x) ≤ cb(x)) for all x ∈ Ω. If a(x) & b(x) and a(x) . b(x), then we simply write
a(x) ∼ b(x) in Ω.
An important tool in the study of (1.1) is given by the single equation
(
−∆u = k(δ(x))u−p , u > 0 in Ω,
(2.1)
u=0 on ∂Ω,
where p ≥ 0 and k : (0, A) → (0, ∞), A >diam(Ω), is a continuous decreasing
function.
Proposition 2.1. (see [CRT]) There exists u ∈ C 2 (Ω) ∩ C(Ω) such that
(
−∆u = k(δ(x))u−p , u > 0 in Ω,
u=0 on ∂Ω,
if and only if
Z A
(2.2) tk(t)dt = ∞.
0

If (2.2) holds we also have:


Proposition 2.2. (see [GR, Theorem 4.1.1]) Assume (2.2) holds. Then (2.1)
has a unique solution u ∈ C 2 (Ω) ∩ C(Ω) which satisfies
(2.3) u(x) ∼ H(δ(x)) in Ω,
where H is the unique solution of the one-dimensional problem
(
−H 00 (t) = k(t)H −p (t) , u > 0 for all t ∈ (0, 1),
(2.4)
H(0) = H(1) = 0.
4 MARIUS GHERGU

Proposition 2.2(ii) emphasizes that the behaviour of the unique solution u to


(2.1) can be described in terms of the corresponding solution of the one dimensional
problem (2.4). For some particular functions k (which will be mainly combinations
of powers and logarithms in the following) we are able to accurately describe the
boundary behavior of u near the boundary, as indicated in (2.3). First, letting
k(t) = ct−r with c, r > 0 we obtain:
Proposition 2.3. Let p ≥ 0 and r > 0.
(i) If r ≥ 2 then, there are no functions u ∈ C 2 (Ω) ∩ C(Ω) such that
(
−∆u & δ(x)−r u−p , u > 0 in Ω,
(2.5)
u=0 on ∂Ω.
(ii) If 0 < r < 2, then any solution u of (2.5) satisfies
δ(x) if p + r < 1;


  
A

1

(2.6) u(x) & δ(x) log 1+p if p + r = 1 and A >diam(Ω);

 δ(x)
2−r


δ(x) 1+p if p + r > 1.
Proof. We verify that there exists m > 0 such that the function

 t if p + r < 1,


 1 A
H(t) = m t 1+p log if p + r = 1,

 t
 2−r
t 1+p if p + r > 1,

is a subsolution of (2.4). The conclusion follows by standard comparison principle


and Proposition 2.2. 
Remark 2.4. A similar result to Proposition 2.3(ii) holds for the inequality
problem (
−∆u . δ(x)−r u−p , u > 0 in Ω,
u=0 on ∂Ω,
case in which we replace ”&” with ”.” in (2.6).
We next consider the case k(t) = t−r log−a (A/t), A > 0 sufficiently large.
Proposition 2.5. Let 0 < a < 1, A >diam(Ω), p ≥ 0 and r > 0 be such that
p + r = 1. Then, the problem
 
A

 −∆u = δ(x)−r log−a u−p , u > 0 in Ω,
(2.7) δ(x)
u=0 on ∂Ω,

has a unique solution u which satisfies


 
1−a A
(2.8) u(x) ∼ δ(x) log 1+p .
δ(x)
Proof. The existence and uniqueness of the solution u to (2.7) follows directly
from Proposition 2.1 and 2.2. Also one can verify that there exist M > 1 > m > 0
such that A A
1−a 1−a
H(t) = mt log 1+p , H(t) = M t log 1+p
t t
SINGULAR ELLIPTIC SYSTEMS OF LANE-EMDEN TYPE 5

are respectively sub- and super-solutions to (2.7). By Proposition 2.2(ii) we deduce


(2.8). 
Corollary 2.6. Let a, A, p, r be as in Proposition 2.5. Then, any solution u
of  
A

 −∆u & δ(x)−r log−a u−p , u > 0 in Ω,
δ(x)
u=0 on ∂Ω,

satisfies  
1−a A
u(x) & δ(x) log 1+p in Ω.
δ(x)
Proposition 2.7. Let A > 3diam(Ω). Then, any solution u of
 
A

 −∆u & δ −1 (x) log−1 , u > 0 in Ω,
δ(x)
u=0 on ∂Ω,

satisfies
  
A
(2.9) u(x) & δ(x) log log in Ω.
δ(x)
Proposition 2.8. Let p ≥ 0, A >diam(Ω) and a > 1. Then, any solution u of
 
A

 −∆u & δ(x)−2 log−a u−p , u > 0 in Ω,
(2.10) δ(x)
u=0 on ∂Ω,

satisfies  
1−a A
u(x) & log 1+p in Ω.
δ(x)
3. Proof of Theorem 1.1
Assume that (1.1) has a solution (u, v). Adding the two equations in (1.1) we
deduce that w := u + v satisfies
(3.1) −∆w ≥ Φ(w) in RN \ BR (0),
where Φ(w) = w−p φ(w) + w−q ψ(w) is a convex and decreasing function. Let w̄(r)
be the average of w on B(0, r), r ≥ R. From (3.1) and Jensen’s inequality we obtain
h N −1 0 i
(3.2) − w̄00 (r) + w̄ (r) ≥ Φ(w̄(r)) for all r ≥ R.
r
Let now z(t) = w̄(r), t = r2−N . From (3.2) we find
1
−z 00 (t) ≥ t2(N −1)/(2−N ) Φ(z(t)),
(N − 2)2
for all 0 < t ≤ T := R2−N . Since z is concave and positive, z is bounded from
above for 0 < t ≤ T . Hence −z 00 (t) ≥ Ct2(N −1)/(2−N ) for all 0 < t ≤ T . Integrating
this inequality twice we find
Z T Z TZ T
0 0
∞> z (t) dt − T z (T ) ≥ C s2(N −1)/(2−N ) dsdt = ∞,
0 0 t
contradiction. Hence (1.1) has no solution. 
6 MARIUS GHERGU

4. Proof of Theorem 1.2


Assume there exists a solution (u, v) of system (1.1). Since both u, v are su-
perharmonic, one can easily deduce
(4.1) u(x), v(x) & δ(x) in Ω.

Case 1: p + r < 1. From (1.4) we deduce s < 2. Using estimates (4.1) in the
first equation of the system (1.1) we find
(
−∆u . δ(x)−r u−p , u > 0 in Ω,
(4.2)
u=0 on ∂Ω.
From Proposition 2.3(ii) we now deduce u(x) . δ(x) in Ω. Hence
(
−∆v & δ(x)−s v −q , v > 0 in Ω,
(4.3)
u=0 on ∂Ω,
which is impossible, by Proposition 2.3(i) since r ≥ 2.
Case 2: p + r > 1. From (1.4) we have s(2−r) 1+p ≥ 2. In the same manner as
(2−q)/(1+p)
above, u satisfies (4.2). Thus, u(x) . δ(x) in Ω. Using this estimate in
the second equation of system (1.1) we obtain
s(2−r)
(
−∆v & δ(x)− 1+p v −q , v > 0 in Ω,
u=0 on ∂Ω,
s(2−r)
which is impossible in view of Proposition 2.3, since 1+p ≥ 2.
Case 3: p + r = 1. As in the previous two cases, we easily find that u fulfills
(4.2). Using Proposition 2.3(ii), one has
 
1 A
u(x) . δ(x) log 1+p in Ω,
δ(x)
for some A > 3diam(Ω). Using this estimate in the second equation of (1.1) we
obtain
 
A

s
 −∆v & δ(x)−s log− 1+p v −q , v > 0 in Ω,
(4.4) δ(x)
u=0 on ∂Ω.

From Theorem 2.2 it follows that


Z 1  
s A
t1−s log− 1+p dt < ∞.
0 t
Since s ≥ 2, the above integral condition implies s = 2. Now, using (4.4) (with
s = 2) and Proposition 2.8, we have
 
p−1 A
(4.5) v(x) & log (1+p)(1+q) in Ω.
δ(x)
Using the estimate (4.5) in the first equation of system (1.1) we deduce
 
A
 r(1−p)
 −∆u . log (1+p)(1+q) u−p , u > 0 in Ω,
(4.6) δ(x)
u=0 on ∂Ω.

SINGULAR ELLIPTIC SYSTEMS OF LANE-EMDEN TYPE 7

Fix 0 < a < 1 − p. Then, from (4.6) we find


(
−∆u . δ(x)−a u−p , u > 0 in Ω,
u=0 on ∂Ω.
By Proposition 2.3(i) (since a + p < 1) we derive u(x) . δ(x) in Ω which combined
with the second equation of (1.1) yields (note that s = 2):
(
−∆v & δ(x)−2 v −q , v > 0 in Ω,
v=0 on ∂Ω,
which is impossible according to Proposition 2.3(i). Therefore, (1.1) has no solu-
tions. 

5. Proof of Theorem 1.5


(i) There are six distinct cases to be discussed due to different boundary be-
havior of solution to the singular elliptic problems described by Proposition 2.3(ii).
These cases are as follows:
(q + s > 1, α < 1) (q + s = 1, α < 1) (q + s < 1, α < 1)
(q + s > 1, α = 1) (q + s > 1, α = 1) (q + s > 1, α = 1).

We shall discuss here only the first case, namely q + s > 1 and α = p + r(2−s)
1+q < 1;
the interested reader may consult [G2] for a similar approach. By Proposition
2.3(ii) and (iii) there exist 0 < c1 < 1 < c2 such that:
• Any subsolution u of the problem
r(2−s)
(
−∆u = Aδ(x)− 1+q u−p in Ω,
(5.1) satisfies u(x) ≤ c2 δ(x) in Ω.
u=0 on ∂Ω,
• Any supersolution u of the problem

 −∆u = 1 δ(x)− r(2−s)
1+q u−p in Ω,
(5.2) A satisfies u(x) ≥ c1 δ(x) in Ω.
 u=0 on ∂Ω,
• Any subsolution v and any supersolution v of the problem
(
−∆v = Aδ(x)−s v −q in Ω, 2−s
(5.3) satisfies v(x) ≤ c2 δ(x) 1+q in Ω.
v=0 on ∂Ω,
• Any supersolution v of the problem

 −∆v = 1 δ(x)−s v −q in Ω, 2−s
(5.4) A satisfies v(x) ≥ c1 δ(x) 1+q in Ω.
 v=0 on ∂Ω,
We fix 0 < m1 < 1 < M1 and 0 < m2 < 1 < M2 such that
s r
(5.5) M11+q m2 ≤ c1 < c2 ≤ M1 m21+p ,
and
r s
(5.6) M21+p m1 ≤ c1 < c2 ≤ M2 m11+q .
8 MARIUS GHERGU

Note that the above choice of mi , Mi (i = 1, 2) is possible in view of (1.7). Set


m1 δ(x) ≤ u(x) ≤ M1 δ(x)
( )
in Ω
A = (u, v) ∈ C(Ω) × C(Ω) : 2−s 2−s .
m2 δ(x) 1+q ≤ v(x) ≤ M2 δ(x) 1+q in Ω
For any (u, v) ∈ A, we consider (U, V ) the unique solution of the decoupled system
 −p
 −∆U = U f (v) , U > 0 in Ω,

(5.7) −∆V = V −q g(u) , V > 0 in Ω,

U =V =0 on ∂Ω,

and define
(5.8) F : A → C(Ω) × C(Ω) by F (u, v) = (U, V ) for any (u, v) ∈ A.
Thus, the existence of a solution to system (1.1) follows once we prove that F has
a fixed point in A. To this aim, we need to prove that F satisfies the conditions:
F (A) ⊆ A, F is compact and continuous.
Then, by Schauder’s fixed point theorem we deduce that F has a fixed point in A,
which, by standard elliptic estimates, is a classical solution of (1.1). The continuity
and compactness of F follow in a standard way (see [G2]), using regularity theory
for semilinear elliptic equations. We shall focus next on the proof of F (A) ⊆ A.
Let (u, v) ∈ A. From
2−s
v(x) ≤ M2 δ(x) 1+q in Ω,
it follows that
M2−r

r(2−s)
−∆U ≥ δ(x)− 1+q U −p , U > 0 in Ω,

A
U =0 on ∂Ω.

r
1+p
Thus, u := M2 U is a supersolution of (5.2). By (5.2) and (5.6) we obtain
r r
− 1+p − 1+p
U = M2 u ≥ c1 M2 δ(x) ≥ m1 δ(x) in Ω.
2−s
From v(x) ≥ m2 δ(x) in Ω and the definition of U we deduce that
1+q

r(2−s)
(
− 1+p
−∆U ≤ Am−r
2 δ(x) U −p , U > 0 in Ω,
U =0 on ∂Ω.
r
1+p
Thus, u := m2 U is a subsolution of problem (5.1). Hence, from (5.1) and (5.5)
we obtain r r
− 1+p − 1+p
U = m2 u ≤ c2 m2 δ(x) ≤ M1 δ(x) in Ω.
We have proved that U satisfies
m1 δ(x) ≤ U ≤ M1 δ(x) in Ω.
In a similar manner, using the definition of A and the properties of the sub- and
supersolutions of problem (5.3), (5.4) we show that V satisfies
2−s 2−s
m2 δ(x) 1+q ≤ V ≤ M2 δ(x) 1+q in Ω.
Thus, (U, V ) ∈ A for all (u, v) ∈ A, that is, F (A) ⊆ A.
SINGULAR ELLIPTIC SYSTEMS OF LANE-EMDEN TYPE 9

(iii) Let
2(1 + q − r) 2(1 + p − s)
a= , b= .
(1 + p)(1 + q) − rs (1 + p)(1 + q) − rs
Then
(5.9) (1 + p)a + br = 2 as + (1 + q)b = 2
Since p + br > 1 and q + as > 1, from Proposition 2.3(ii) and (5.9) above we can
find 0 < c1 < 1 < c2 such that
• Any subsolution u of the problem
(
−∆u = Aδ(x)−br u−p , u > 0 in Ω,
satisfies u(x) ≤ c2 δ(x)a in Ω.
u=0 on ∂Ω,
• Any supersolution u of the problem

 −∆u = 1 δ(x)−br u−p , u > 0 in Ω,
A satisfies u(x) ≥ c1 δ(x)a in Ω.
 u=0 on ∂Ω,
• Any subsolution v of the problem
(
−∆v = Aδ(x)−as v −q , v > 0 in Ω,
satisfies v(x) ≤ c2 δ(x)b in Ω.
v=0 on ∂Ω,
• Any supersolution v of the problem
(
−∆v = δ(x)−as v −q , v > 0 in Ω,
satisfies v(x) ≥ c1 δ(x)b in Ω.
v=0 on ∂Ω,
As before, we next define
m1 δ(x)a ≤ u(x) ≤ M1 δ(x)a
( )
in Ω
A= (u, v) ∈ C(Ω) × C(Ω) : ,
m2 δ(x)b ≤ v(x) ≤ M2 δ(x)b in Ω
where 0 < m1 < 1 < M1 and 0 < m2 < 1 < M2 satisfy (5.5)-(5.6). 

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the classical case, Nonlinear Anal. 55 (2003), 521–541.
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nonlinearity, Commun. Partial Differ. Equations. 2 (1977), 193–222.
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School of Mathematical Sciences, University College Dublin, Belfield campus,


Dublin 4, IRELAND
E-mail address: marius.ghergu@ucd.ie

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