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ENZO MITIDIERI
Dipartimento di Scienze Matematiche
Università degli Studi di Trieste
Piazzale Europa 1, 34100 Trieste, Italy
March 31 1992
1. Introduction
where N ≥ 3 and f , g are given non-negative functions such that f (0, 0) = g(0, 0) = 0.
Recently the existence and non-existence of positive solutions for the scalar equation
has been studied by a number of authors, see for example [2],[4],[5],[9],[10], [13],[14],[16]
and the references therein. In particular in Gidas-Spruck [5] it is proved among other
things that if f (x, u) = |u|p−1 u then (1.2) has no positive classical solutions provided
1 <p<(N+2)/(N−2). An important feature of their result is that no a priori information
on the behavior of the solutions at infinity is given.
Liouville type theorems of this kind play an important role in the study of semilinear
elliptic and parabolic equations as is shown in [6],[7],[8]. Hence it is a natural question,
in view of the possible applications, to investigate when similar results continue to hold
for systems of equations. Some interesting non-existence results have for example been
obtained for systems of semilinear elliptic equations of potential type by Noussair and
Swanson [17].
1
The paper is organized as follows. In Section 2 we prove some Liouville theorems of
Gidas-Spruck type for systems of the form (1.1) and for related equations. In Section 3
we consider non-existence of positive radially symmetric solutions for a non-autonomous
system and for a related non-variational problem (see Theorem 3.3). Finally in Section 4
we discuss some results for the Dirichlet problem in a ball.
2. Non-existence results
Let u ∈ C 2 (RN ),(N ≥ 3) and consider its average on a sphere of radius r = |x|
centered at the origin, that is
Z
−1
T (u)(x) = u (x) = |SN −1 |
#
u(rω) dω,
SN −1
where ω denotes the variable on the unit sphere SN −1 . It is well known (see [23], Propo-
sition 9.2) that
(∆u)# = ∆u# . (2.1)
#
We shall call T (or ) the spherical mean operator.
For later purposes note that if f : R+ → R+ is a given convex function and
u ∈ C 2 (RN ), then a simple application of the Jensen inequality shows that
We also note that if u is nonnegative and superharmonic, then by (2.1) u# is also super-
harmonic and hence u# is non-increasing with respect to r.
Theorem 2.1. Suppose that f, g: [0, ∞) × [0, ∞) → [0, ∞) are continuous and such that
f (0, 0) = g(0, 0) = 0
where
2
then the problem
−∆u = f (u, v) , −∆v = g(u, v) in RN (2.6)
The following result will play an important role in the rest of the paper. For its proof, see
[1].
Lemma 2.1. If Ψ ∈ C 2m (RN \ {0}), N > 2m, is positive and radial and if
Remark 2.1. Note that (2.7) is equivalent to (rN −2m Ψ(r))0 ≥ 0. Hence
Proof of Theorem 2.1. Applying the spherical mean operator to (2.6) and using (2.2)
and (2.3) − (2.4) we obtain for r ∈ (0, ∞)
hence
−(rN −1 (u# (r))0 ≥ rN −1 {a11 u# (r)k + a12 v # (r)p }, (2.9)
Integrating (2.9) − (2.10) on (0, r) and taking into account that u# , v # are non-increasing,
we obtain
−ru# (r)0 ≥ Cr2 {a11 u# (r)k + a12 v # (r)p },
3
On the other hand, it follows from (2.7) with m = 1 that
Thus if ½ ¾
N −2 1 p+1 1 q+1
< max , , ,
2 k − 1 pq − 1 s − 1 pq − 1
we obtain a contradiction for large r. This concludes the proof in the case of strict inequality
in (2.5).
Next, consider the case
½ ¾
N −2 1 p+1 1 q+1
= max , , , .
2 k − 1 pq − 1 s − 1 pq − 1
N −2
Suppose that 2 = p+1
pq−1 , the other cases being similar. It follows from (2.7) and (2.9) −
(2.10) that for r > 0,
−(r(u# (r))0 + (N − 2)u# (r))0 ≥ Cr{a11 u# (r)k + a12 v # (r)p } ≥ Cr1+2p u# (r)pq . (2.12)
Integrating (2.12) on (r, t) and taking into account (2.7) and Remark 2.1, we obtain
Zt
# 0 N −2 pq
r(u ) (r) + (N − 2)u (r) ≥ C(u (r)r
# #
) ξ 1+2p+2pq(2−N ) dξ
r
1 h i
= C(u# (r)rN −2 )pq t2+2p+(2−N )pq − r2+2p+(2−N )pq . (2.13)
2 + 2p + (2 − N )pq
Proceeding to the limit t → ∞ on the right hand side of (2.13) (note that 2+2p+(2−N )pq <
0) and multiplying the resulting inequality by rN −3 , we obtain
4
Finally, integrating (2.14) on (r, t) we get
1 £ # ¤ t
(u (t)tN −2 )1−pq − (u# (r)rN −2 )1−pq ≥ C log( ). (2.15)
1 − pq r
Passing to the limit t → ∞ in (2.15) leads to a contradiction. This concludes the proof.
If in Theorem 2.1 we suppose that a11 = a22 = 0 and a12 , a21 > 0, then by the same
method we obtain, for r > 0,
which gives
N
Corollary 2.2. Suppose that N > 4 and 1 < q ≤ .Then the problem
N −4
∆2 u ≥ u q , ∆u ≤ 0 in RN (2.16)
−∆u ≥ v , −∆v ≥ uq
5
Proposition 2.1. Assume that m ≥ 2, N > 2m, and
N
1<q≤ .
N − 4m
∆2m u ≥ uq , (−1)s ∆s u ≥ 0 in RN
Applying the spherical mean operator to (2.17) and using (2.2) there results
¡ # ¢q
−∆u# #
0 = u1 , −∆u# #
1 = u2 , . . . − ∆u#
2m−1 ≥ u in RN . (2.18)
u# 2 #
i (r) ≥ Cr ui+1 (r) , i = 0, 1, 2, . . . , 2m − 1.
and
−∆u#
2m−1 ≥ Cr
2q(2m−1) #
(u2m−1 (r))q . (2.19)
Hence
−(2(2m−1)+2)/(q−1)
u#
2m−1 (r) ≤ Cr . (2.20)
0 0
−(r(u# #
2m−1 (r)) + (N − 2)u2m−1 (r)) ≥ Cr
1+2q(2m−1) #
u2m−1 (r)q . (2.21)
6
Integrating (2.21) on (r, t) and proceeding as in (2.13),we get
Zt
0
r(u# #
2m−1 (r)) + (N − 2)u2m−1 (r) ≥ C ξ 1+2q(2m−1) u#
2m−1 (ξ) dξ ≥
q
Zt
N −2 q
≥ C(u#
2m−1 (r)r ) ξ 1+2q(2m−1)+q(2−N ) dξ,
r
and by letting t → ∞,
r(u# #
2m−1 (r) + (N − 2)u2m−1 (r) ≥
C
≥ (u# (r)rN −2 )q r2+q(2−N )+2q(2m−1) .
q(N − 2) − 2 + 2q(1 − 2m) 2m−1
Thus
N −2 0
(u#
2m−1 (r)r ) ≥
C
≥ (u# (r)rN −2 )q rq(2−N )+2q(2m−1)+N −1 .
q(N − 2) − 2 + 2q(1 − 2m) 2m−1
Finally by observing that q(2 − N ) + 2q(2m − 1) + N − 1 = −1, the demonstration is
completed as in the proof of Theorem 2.1.
Remark 2.2. By employing the same methods, we can obtain non-existence results for
systems of the form
−∆ui = fi (x, u1 , u2 , . . . , uk ) in RN ,
where fi : RN × [0, ∞)k → [0, ∞), (i = 1, 2, . . . , k), are continuous functions which satisfy
X
k
pij −1
fi (x, u1 , u2 , . . . , uk ) ≥ aij |x|αij |uj | uj ,
j=1
7
where a, b, c > 0 and p, q, k > 1, and N ≥ 3. By applying the spherical mean operator to
(2.22), we obtain
p k q
−∆u# ≥ |x|a (v # ) , −∆v # ≥ |x|b (w# ) , −∆w# ≥ |x|c (u# ) in RN .
u# (r) ≤ C r−(2+a+p(2+b)+kp(2+c))/(pqk−1) ,
v # (r) ≤ C r−(2+b+k(2+c)+qk(2+a))/(pqk−1) ,
w# (r) ≤ C r−(2+c+q(2+a)+pq(2+b))/(pqk−1) .
Hence , if
(N − 2)(pqk − 1) ≤ max {A, B, C} ,
where
In case the problem under consideration possesses more structure (for example, La-
grangian structure) we can obtain much more precise information on the non-existence
problem. The following result, which is a generalization of Theorem (3.2) of [12], is an
example in this direction.
Suppose that N ≥ 3, and p, q > 1 and let a, b: [0, ∞) → [0, ∞) be functions such that
8
(i) a, b ∈ C [0, ∞) ∩ C 1 [0, ∞) and a(r), b(r) > 0 for r > 0.
Theorem 3.1. Suppose that assumptions (i)–(iii) are satisfied. Then the problem
Proof. First, we consider the asymptotic behavior of (u, v). By writing (3.1) in radial
coordinates, we obtain for r > 0,
Zt
0 N −2 p
su (s) + (N − 2)u(s) ≥ a(s)s (v(s)s
γ
) ξ 1+p(2−N )−γ dξ
s
Since u0 , v 0 < 0 and 1+p(2−N )−γ ,1+q(2−N )−γ < 0, by letting t → ∞ in (3.2)1 −(3.2)2
we see that for r ≥ r0 > 0 we have
9
Hence
u(r) ≤ C r−2(p+1)/(pq−1) a(r)−1/(pq−1) b(r)−p/(pq−1) ,
ZR ZR
0
− v (r)v (r)a(r)r dr −
p N
uq (r)u0 (r)b(r)rN dr =
0 0
ZR
= (N − 2) u0 (r)v 0 (r)rN −1 dr + RN u0 (r)v 0 (r). (3.4)
0
ZR ZR
0
− v (r)v (r)a(r)r dr −
p N
uq (r)u0 (r)b(r)rN dr
0 0
ZR ZR
1 γ 0 N −γ N −γ
= v p+1
(r)(a(r)r ) r dr + v p+1 (r)a(r)rN −1 dr
p+1 p+1
0 0
ZR ZR
1 γ 0 N −γ N −γ
+ u q+1
(r)(b(r)r ) r dr + uq+1 (r)b(r)rN −1 dr
q+1 q+1
0 0
1 1
− up+1 (R)b(R)RN − v p+1 (R)a(R)RN . (3.5)
q+1 p+1
Multiplying (3.1)1 by v , and (3.1)2 by u, and integrating by parts, we get
ZR ZR
N −1 0 0 0 N −1
R u (R)v(R) + u (r)v (r)r dr = v p+1 (r)a(r)rN −1 dr (3.6)
0 0
ZR ZR
N −1 0 0 0 N −1
R u(R)v (R) + u (r)v (r)r dr = uq+1 (r)b(r)rN −1 dr . (3.7)
0 0
ZR
u0 (r)v 0 (r)rN −1 dr = θRN −1 u0 (R)v(R) + (1 − θ)RN −1 u(R)v 0 (R)
0
10
ZR ZR
+θ v p+1 (r)a(r)rN −1 dr + (1 − θ) uq+1 (r)b(r)rN −1 dr.
0 0
ZR ZR
1 1
v p+1 (r)(a(r)rγ )0 rN −γ dr + uq+1 (r)(b(r)rγ )0 rN −γ dr
p+1 q+1
0 0
ZR
N −γ
= (θ(N − 2) − ) v p+1 (r)a(r)rN −1 dr
p+1
0
ZR
N −γ
+((1 − θ)(N − 2) − ) uq+1 (r)b(r)rN −1 dr
q+1
0
1 1
+ up+1 (R)b(R)RN + v p+1 (R)a(R)RN
q+1 p+1
+RN u0 (R)v 0 (R) + θ(N − 2)RN −1 u0 (R)v(R) + (1 − θ)(N − 2)RN −1 u(R)v 0 (R). (3.8)
N −γ
Now choosing θ = (N −2)(q+1) yields
N −γ N −γ
θ(N − 2) − = (1 − θ)(N − 2) − = 0.
p+1 q+1
1 1
up+1 (R)b(R)RN + v p+1 (R)a(R)RN + u0 (R)v 0 (R)RN
q+1 p+1
+RN u0 (R)v 0 (R) + θ(N − 2)RN −1 u0 (R)v(R) + (1 − θ)(N − 2)RN −1 u(R)v 0 (R).
Since u0 (r), v 0 (r) < 0, ru0 (r) + (N − 2)u(r) and rv 0 (r) + (N − 2)v(r) ≥ 0, and 0 < θ < 1
there results
11
Finally by using (3.3) we obtain
uq+1 (R)b(R)RN ≤
v p+1 (R)b(R)RN ≤
Hence, by (iii) the right hand side of (3.9) − (3.10) converges to 0 as R → ∞. Thus (3.8)
implies
Z∞ Z∞
1 γ 0 N −γ 1 0
v p+1 (r) (a(r)r ) r dr + uq+1 (r) (b(r)rγ ) rN −γ dr ≤ 0.
p+1 q+1
0 0
The positivity of (u, v) and (ii) now leads to a contradiction. This concludes the proof.
we obtain
12
(N +2m)−p(N −2m)
(ii) (a(r)rδ )0 ≥ 0 for r > 0, with δ = 2
m k
(−∆) u = a(|x|)up , (−∆) u ≥ 0 ,0 ≤ k ≤ m − 1 in RN
The proof is similar to that of Theorem 3.1, making use as well of the following identity
( see [12]; here we recall an equivalent ”even” version of the identity, the corresponding
”odd” case can be obtained as in [12]): If u ∈ C 4m (BR ) (m ≥ 1), then
Z
∆2m u (x, Du) dx =
BR
Z X
2m−1 Z
4m − N 2m N − 2(2m − 2k) ∂
=( ) ∆ u u dx + ( ) (∆2m−1−k u) ∆k u ds
2 2 ∂n
BR k=0 ∂BR
X
m−1 Z
∂ ∂
+ { (∆k u) (x, D(∆2m−k−1 u) + (∆2m−k−1 u) (x, D(∆k u))
∂n ∂n
k=0 ∂B
R
For the sake of brevity, the proof of Theorem 3.2 will be omitted.
The next result deals with a system which is not necessarily variational.
13
has no positive radial solutions of class C 2 (RN ).
Multiplying (3.11)1 by v, and (3.11)2 by u, and integrating by parts on (0, R), we obtain
ZR ZR
−u0 (R)v(R)RN −1 + u0 (r)v 0 (r)rN −1 dr = uk (r)v p+1 (r)rN −1 dr, (3.13)
0 0
ZR ZR
−u(R)v 0 (R)RN −1 + u0 (r)v 0 (r)rN −1 dr = uq+1 (r)v s (r)rN −1 dr. (3.14)
0 0
We claim that
lim u0 (R)v(R)RN −1 = lim u(R)v 0 (R)RN −1 = 0. (3.15)
R→∞ R→∞
Indeed, by (2.7)
and (3.15) then follows from (3.12) and the assumption (ii).
Z∞ Z∞
uk (r)v p+1 (r)rN −1 dr , uq+1 (r)v s (r)rN −1 dr < ∞.
0 0
Z∞ Z∞ Z∞
0 0 N −1 N −1
u (r)v (r)r dr = k
u (r)v p+1
(r)r dr = uq+1 (r)v s (r)rN −1 dr. (3.17)
0 0 0
ZR ZR
0
− u (r)v (r)v (r)r dr −
k p N
uq (r)v s (r)u0 (r)rN dr
0 0
14
ZR
= (N − 2) u0 (r)v 0 (r)rN −1 dr + RN u0 (R)v 0 (R) + RN −1 u0 (R)v(R) + RN −1 u(R)v 0 (R)
0
ZR
≤ (N − 2) u0 (r)v 0 (r)rN −1 dr. (3.18)
0
ZR
1 N
− v p+1 (R)uk (R)RN + uk (r)v p+1 (r)rN −1 dr
p+1 p+1
0
ZR
k 1
+ uk−1 (r)u0 (r)v p+1 (r)rN dr − uq+1 (R)v s (R)RN
p+1 q+1
0
ZR ZR
N N −1 s
+ u q+1 s
(r)v (r)r dr + uq+1 (r)v 0 (r)v s−1 (r)rN dr
q+1 q+1
0 0
ZR
≤ (N − 2) u0 (r)v 0 (r)rN −1 dr. (3.19)
0
ZR ZR
k s
≤ uk−1 (r)v p+1 (r)u0 (r)rN dr + uq+1 (r)v s−1 (r)v 0 (r)rN dr.
p+1 q+1
0 0
ZR ZR
N + k(2 − N ) N −1 N + s(2 − N )
+ k
u (r)v p+1
(r)r dr + uq+1 (r)v s (r)rN −1 dr
p+1 q+1
0 0
ZR
≤ (N − 2) u0 (r)v 0 (r)rN −1 dr. (3.20)
0
15
Passing to the limit R → ∞ in (3.20) and using (3.12) and (3.17), we finally obtain
½ ¾ Z∞
k s 1 1
0≤ (N − 2)(1 + + ) − N( + ) uk (r)v p+1 (r)rN −1 dr,
p+1 q+1 p+1 q+1
0
For related results concerning the parabolic problem associated with (3.11), see [3],[11].
In this section we shall establish some non-existence results for positive solutions of
semilinear systems of the form
where
Zy Zx
F (x, y) = f (x, s) ds and G(x, y) = g(s, y) ds, (x, y) ∈ R2 .
0 0
16
Theorem 4.1. If (i)-(iv) are satisfied , then the problem
u=v=0 on ∂Ω (4.3)
Proof. Suppose that (u, v) is a positive solution of (4.2) − (4.3). Then (u, v) satisfies
∂F ∂G
−∆u = (u, v) , −∆v = (u, v) in Ω (4.4)
∂v ∂u
u = v = 0 on ∂Ω (4.5)
Fyy (x, y) = fy (x, y) ≥ 0 , Gxx (x, y) = gx (x, y) ≥ 0 for every (x, y) ∈ R2+ ,
and (u, v) is a positive solution, then by applying the main result of Troy [24], we see that
(u, v) is radially symmetric and u0 (r), v 0 (r) < 0, 0 < r < R. Using the identity (2.5) of [12]
applied to (4.4) − (4.5), and the divergence theorem, we get
Z Z
∂u ∂v
(N − 2) (Du, Dv) dx + (x, n) ds
BR ∂BR ∂n ∂n
½Z Z ¾
=N F (u, v) dx + G(u, v) dx
BR BR
Z Z
∂F ∂G
+ (u, v)(x, Dv) dx + (u, v)(x, Du) dx. (4.6)
BR ∂v BR ∂u
Multiplying (4.4)1 by v and (4.4)2 by u and integrating by parts, it follows that
Z Z Z
∂F ∂G
(Du, Dv) dx = (u, v)v dx = (u, v) u dx .
BR BR ∂v BR ∂u
17
Z Z
∂F ∂G
+ (u, v) (x, Dv) dx + (u, v) (x, Du) dx. (4.7)
BR ∂v BR ∂u
By the maximum principle the first term of the right hand side of (4.7) is negative; similarly,
the second is negative by Troy’s result and the assumption (iii) (quasi-monotonicity of the
system). This contradicts assumption (iv) and concludes the proof.
1 1 N −2
+ ≤ , (4.9)
p+1 q+1 N
then the problem
−∆u = uk v p , −∆v = uq v s in Ω, (4.10)
u=v=0 on ∂Ω (4.11)
18
The proof is similar to that of Theorem 3.1.
Acknowledgments. A great part of this work was done while I was visiting the University
of Leiden in February 1992. I wish to thank Professor L. A. Peletier and Professor C. J.
van Duijn for their kind invitation and the generous hospitality during my stay. I am very
grateful to Professor James Serrin for suggesting some improvements in the first version
of this paper. This work is partially supported by MURST 60% .
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