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Existence of positive entire solutions of elliptic

hamiltonian systems
a a a a
Serrin James , Zou Henghui , J. Serrin & H. Eou
a
School of Mathmatics, University of Minnesota , Minnespolis

Available online: 08 May 2007

To cite this article: Serrin James, Zou Henghui, J. Serrin & H. Eou (1998): Existence of positive entire solutions of elliptic
hamiltonian systems, Communications in Partial Differential Equations, 23:3-4, 375-398

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 COMMUN. IN PARTIAL DIFFERENTIAL EQUATIONS, 23(3&4), 577-599 (1998)

EXISTENCE OF POSITIVE ENTIRE

SOLUTIONS OF ELLIPTIC HAMILTONIAN
SYSTEMS

James Serrin
School of Mathematics
University of Minnesota, Minneapolis

Henghui Zou*
Department of Mathematics
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University of Alabama at Birmingham, Birmingham

1 Introduction
In recent papers [8, 91 we have considered (component-wise) positive solutions
of the weakly coupled system

'Research supported in part by NSF grants DMS-9418779 and DMS-9622937, by a grant

from Alabama EPSCoR and by a faculty research grant from University of Alabama at
Birmingham

577

Copyright C 1998 by Marcel Dekker, Inc.

 578 SERRIN AND ZOU

where n 2 3 is the dimension of the space. When f = tp and g = t4, the

system (1.1)becomes

which is a natural extension of the well-known Lane-Emden equation (here

P > 0,4 > 0).
For the Lane-Emden equation, it is well known that the Sobolev exponent
1 = (n + 2 ) / ( n - 2 ) is the dividing number for existence and non-existence of
positive solutions on the entire space Rn. This result was generalized in 16, 8,
91 to show the non-existence of positive radial solutions for the system (1.2)
when the exponents p and q are subcritical in the sense that

Moreover, in [lo]the following complementary existence result was proved for

the system (1.2).

Theorem. Suppose that p , q > 0 and that

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T h e n there exist infinitely many pairs (J, 7 ) E R+ x R+ such that (1.2) admits
a positive radial solution (u, v) on Rn with central values

Moreover U ,v -+ 0 as 1x1 -+ GO, SO that the solution is i n fact a ground state

for (1.2).

A further result in [lo]shows that the set of points (t,7) in R+ x R+ such

that (1.2)admits a positive radial ground stat,e with central values u(0)= (,
v(0)= 7 is in fact a simple smooth curve, having the form

where c = c ( n , p ,q). This can be considered a type of uniqueness theorem

as well; that is, for each central value u(0)there is exactly one corresponding
value v(0)for which there is a radial ground state, and similarly with u(O),
'~(0)
interchanged. This is exactly analogous to the situation for the Lane-Emden
equation, where for each given central value u(0)there is exactly one radial
ground state (up to translation).
 ELLIPTIC HAMILTONIAN SYSTEMS 579

One can ask for similar existence and uniqueness results for the system
( I . ] ) ,and even for the general Hamiltonian system (see [2, 61)

Av + H,(u, v ) = 0 , x E Rn. (1.5)

Au + H,(u, v ) = 0 ,
We suppose throughout that H(0,O) = 0 (normalization) and

H ( u , v ) E C1 for u 2 0, v 2 0,

H ( u , v ) E C2 for u > 0 , v > 0;

H,(u,v) > 0 for u > 0, v 2 0,

(1.6)
H,,(u,v) >0 for u 2 0 , v > 0;
and that there exist constants a and b, with a + b = ( n - 2 ) / n , such that

when u , v 2 0. Note that there is no need to define H for values of ( u ,v )

outside the quadrant R
: x R;, since we consider only positive solutions of
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(1.5).
Then we have the following main result.

<
Theorem 1.1 For every suficiently small positive value there exists at least
one positive radial solution u = u ( r ) , u = v ( r ) of (1.5) with u ( 0 ) = E.

Since the system (1.5) and the conditions (1.6), (1.7) are invariant under
interchange of u and v , it is evident that Theorem 1.1 also shows that for
every sufficiently small positive value 7 there exists at least one positive radial
solution of (1.5) with v ( 0 ) = 7.
Theorem 1.1 can be extended further to state that, for any continuous
curve C in Rf x R+ with endpoints respectively on the positive [-axis and the
positive 17-axis, there is a t least one positive radial solution u , u of (1.5) with
u ( 0 ) = <, v ( 0 ) = 17 and (t,17) E C. See the remark after the proof of Theorem
1.1 in Section 3.
The question whether solutions exist whatever the value of [ (or 7 ) requires
a further condition. The basic conclusion is as follows.

'In a recent paper [I], Chen and Lu study a related (special) Hamiltonian system for
which (1.6) fails.
 580 SERRIN AND ZOU

Theorem 1.2 Suppose, i n addition to the previous hypotheses (1.6) and (1.7),
that for each fixed [ > 0 we have
[sup H,(zL,v ) I7 iyf H,(u, V) (1.8)
I
whenever 7 is suitably large, where
I={O<u<[, q<v<27}
Then for every positive value .$ there exists at least one positive radial sohtzon
u = u ( r ) ,v = v ( r ) of (1.5) with u ( 0 ) = [.
Remark. Note by (1.6) that infI H,(u, u ) > 0 for all [, 7 > 0 . Thus (1.8) is
equivalent to
t s u p , Hu(u, 2') < 1 ,
7infI H,(u, v ) -

Theorem 1.2 will be the main tool for the proof of our next main existence
result. We first need the following elementary proposition.
Proposition 1.1 There exist a , @ > 0 such that
N ( u ,0 ) > Pos. Constant ua+' as u -+ oo

H ( 0 , v) 2 Pos. Constant as v -+ a.
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vP+I

We can now state our second main existence result.

Theorem 1.3 Let CY, /3 > 0 be such that (1.9) holds. Suppose
Lo(~~2'~)
H,"(U, U) (1.10)
as u + v -t m. Then for every positive value E (respectively 17) there exists
at least one positive radial solution u ( r ) , v ( r ) such that u ( 0 ) = [ (respectively
4 0 ) = 7).
It is remarkable that the above results hold under such minimal assump-
tions on the Hamiltonian, especially in view of the recent work of de Figueredo
and Magalhaes [2] on the Dirichlet problem for (1.5) in a bounded domain -
see also [3].
It is also worth noting explicitly that any positive radial solution of (1.5),
e.g., as obtained i n Theorems 1.1-1.3, necessarily has the property

See Proposition 2.1 in Section 2.

The structure of the set of central values ( E , 7 ) for which a positive solution
can exist is also of interest.
 ELLIPTIC HAMILTONIAN SYSTEMS

Theorem 1.4 Assume in addition to (1.6), (1.7) that

Then for every positive value [ there exists exactly one corresponding value
7 = 7 ( J )such that (1.5) has a positive radial solution with central value ([, 7 ) .
Moreover, the mapping <* q ( f ) is continuous, strictly monotone increasing
and 1-1 (onto) from R+ to R+.

An important special case is equation (1.1),which arises from the separable

Hamiltonian
+
H ( u ,v ) = F ( u ) G ( v ) ,
where
F ( ~ ) = ~ ~ f ( s ) d sG,( v ) = l u y ( s ) d s .
In order that Hu and H, should be positive one requires that

In this case
Huu=fl(u), Hvu=gl(v), Hu,--0.

Theorem 1.5 Let f , g be continuous on [ 0 , m ) and satisfy (1.12). Assume

that there exist constants a, b such that a + b = ( a - 2 ) l n and
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<
(i) For each positive value (respectively 7 ) there exists at least one positive
<
radial solution of (1.1) with u ( 0 ) = (respectively v ( 0 ) = 7 ) .

(ii) If additionally f l ( s ) 2 0 , gl(s) 2 0 for s > 0 then there exists exactly one
value 77 = 7 ( [ ) such that (1.1) has a positive radial solution with central
value ([, 7 ) . Moreover
(iii) The function q ( [ ) is continuous, strictly monotone and 1-1 from R+ to
R+.
Theorem 1.5 is an immediate corollary of Theorems 1.3 and 1..4, since for
H =F + G it is evident that (1.7) is equivalent to (1.13).
The case f ( s ) = sP, g ( s ) = sq was considered in [6, 8, 91, as noted above.
Obviously (1.13) then requires
 SERRIN AND ZOU

that is, since a + b = ( n - 2)/n,

which is exactly the condition (1.4) given earlier. Moreover, for this case (see
the remark at the beginning of the introduction) the function q(E) takes the
particular form
q(<) = ($Q+'II(P+'I,
which of course is strictly monotone and 1-1 from Rf to R
'
.
In Section 3 we consider the non-separated Hamiltonian

where X > 0, for which not only the exponents p, q but also s, t must be
suitably restricted.
A final question of interest concerns the situation when the Hamiltonian is
symmetric, i.e., H ( u , V ) = H ( v , u). One expects that in this case any positive
radial solution would have the property u(r) 2 v(r), with
Au+Hu(u,u)=O, xERn.
This is in fact the case whenever one also has Huu 2 0, Hu, _< 0, see Theorem
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4.1.
We remark that our approach also applies when the Hamiltonian depends
on the radius 1x1. Similar conclusions can then be obtained, though with some
not entirely obvious modification of the proofs.
Theorems 1.1-1.3 will be proved in Section 3. A series of preliminary
lemmas is given in Section 2. Theorem 1.4 is proved in Section 4, while Section
5 contains the proof of a technical lemma, required in Section 2 when Hu and
: xh
H, are not Lipschitz continuous on all R '.

2 Preliminary Lemmas
With the aid of a topological argument going back to [4], we use the shooting
method and the Pohozaev-Pucci-Serrin identity to show the existence of posi-
tive radial solutions of (1.5) when (1.6), (1.7) hold. Thus one is led to consider
the ordinary differential system
n-1
+
vI1 -vl
T
+ H u ( J u l IvI)
, =0
(2.1)
n-1
d' + -ul + Hv(lul, IvI) = 0
r
 ELLIPTIC HAMILTONIAN SYSTEMS

with initial values

In particular, any positive solution of (2.1)-(2.2)defines a positive radial solu-

tion of (1.5) with central value (u(O),~ ( 0 ) ) .
We shall require several preliminary lemmas. The first is a standard local
existence and uniqueness result.

Lemma 2.1 (Local existence and uniqueness,). For each (t,7 ) E Ri x R+,
there exists a positive number p = p ( J , q ) such that (2.1)-(2.2)admits a unique
positive solution for 0 _< r 5 p.

Proof. For p > 0 and fixed ( E , 7 ) E R+ x R+,we put

where

is the usual norm. Consider the mapping F ( u , u) = ( F l ,F 2 ) ( u u, ) on X given

by
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It is clear that F : X + X for suitably small p; indeed, in view of the

estimation
0< 1' /n
dt t
Hu(u,
1
u)sn-Ids - . J r 2 ,
271
<
where

and a similar one for the second integral in (2.3) (with K > 0 corresponding
to J ) , the condition F : X + X becomes exactly

p2 < 272 min (-J1 . K)

1
. rnin((, 7 ) .
Thus we can take
1 1
p2 = n min (>, K) m i n ( t ,7 ) .
 584 SERRIN AND ZOU

Existence is then standard by the Banach fixed point theorem.

Clearly, the solution initiated by Lemma 2.1 (but no longer restricted to
be positive) can be extended to a maximal interval [O,T) with T = TE,o> p
and possibly infinite. (If either H, or H, is not Lipschitz on the closed first
quadrant R$ x &+, the uniqueness of the solution could fail a t any point r = f
where either u(?) or v(?) = 0. Consequently the value T could in this case
possibly depend on the particular solution itself, as well as on E and q. By
abuse of notation, we do not explicitly indicate this when we write T = TE,,,.)
Define

R = Re,, = sup{r E [0, T) ( u ( t ) > 0, v(t) > 0 for t E (O,r)),

again with R possibly infinite. Notice that the solution is unique on the range
[0, R], so in particular R is dependent only on the values <, q .
If R is finite, then T > R by standard continuation theorems. Moreover in
this case necessarily either u(R) = 0 or u(R) = 0, since otherwise the continu-
ation past R is certainly positive a t least for some distance, contradicting the
definition of R. Moreover, it is easy to see that R > p. Otherwise R 5 p < T,
and in turn u ( R )= 0 or v(R) = 0, contradicting the fact that the solution is
positive on [0, p ] .

Lemma 2.2 We have

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This can be proved by direct integration of the system (2.1)-(2.2), since

>
1u1, Iv/ 0 for a11 r E ( 0 , T ) and u, u > 0 on the interval (0, p).

The following result shows further that if a solution stays positive, then it
must go to zero as r -+ co.

Proposition 2.1 Let u ( r ) , v ( r ) be an entire positive solution of (2.1). Then

Proof. Suppose for contradiction that u, v +

0 as r -t rm. Without loss of
>
generality, we may assume u t 1 > 0 and v -+ m 0 (by Lemma 2.2). Then
along the solution (u, v)

lim H, ( u ( r ) ,v(r)) = H,(l, m ) > 0

T+DO

by (1.6). Integrate (2.1)1 from 0 to r > 0 to obtain

 ELLIPTIC HAMILTONIAN SYSTEMS

whence
lim u l ( r ) = -CO.
7--tm

This is impossible since v ( r ) is bounded, completing the proof.

Now define the sets

A = { ( E , 7 ) E R+ x R
' 1 RS,,,< 03 and ~ ( R s >, ~~ (~R )s , , ,=
) O),
and

The next two lemmas show that both A and B are non-empty and open in
R+ x R+.
Lemma 2.3 Let f , 17 > 0 be fixed such that (1.8) holds. Then ( f , 27) E A.
) a solution of (2.1) with u ( 0 ) =
Proof. Let u ( r ) ,~ ( rbe < and v ( 0 ) = 2r7.
B y (2.1)-(2.2)together with Lemma 2.2, we get

r2 .
U(T) < [- - inf H,(u, u )
2n 1 (2.5)
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for all r such that the pair u(T), u ( r ) is in I , say 0 < r < R I . (The set I is
defined in (1.8)').

Case 1. RI < co. B y Lemma 2.2 it is apparent that either u ( R I ) = 0

or u ( R I ) = 7 , for otherwise the solution pair u ( r ) , u ( r ) would be in I for
+
0 < r 5 RI c for some small E > 0 . In fact the case u ( R 1 ) = 0 entails
~ ( R I2 )7 , so ( f , 2 ~ E) A, and we are done.
The remaining possibility is

We assert that

Otherwise R I < r o , so from (2.6)

 586 SERRIN AND ZOU

a contradiction. Thus ro < RI. Next by ( 2 . 5 ) ,since ro < R I ,

Now let ( F , 7 ) satisfy (1.8). This gives

which is again a contradiction, since 0 < u ( R I ) < u ( r o ) Thus (2.7) does not
occur. and the proof for Case 1 is complete.
Case 2. RI = cm.Then ro < Rr automatically, and
1 21~77
u ( r o ) 5 [ - - inf Hz,(u,
0) <0
2n 1 SUP, H U ( %v) -

by (1.8). On the other hand, since RI = cc we have u ( r ) > 0 for all r . This
is a contradiction, so Case 2 also cannot occur.

Lemma 2.3'. For each d > 0 there ezist positi7~ increcl,aing fi~nctions
gj = gjd : ( 0 :d ] -t R+, = I+Y : (0, d ] -t R+ such that
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Proof. It is enough to prove the result for the set A, since the conclusion
for B can be obtained by interchanging u and v.
Define

and

D(7') = (O,d]x[q,d]H, ( u ,v) > 0

inf

< <
by (1.6). Then for 0 < E d , 0 < 7 d / 2 we have

and the right side does not exceed 1 if

 ELLIPTIC HAMILTONIAN SYSTEMS

In view of Lemma 2.3, it follows that (<, 17) E A whenever

where
rl
4(17) = 2 ( 7 m ? / 2 ) . (2.8)
This completes the proof, once we observe that D(.) is an increasing function.
Lemma 2.4 Both sets A and B are open i n R+ x R+.
Proof. It suffices to show that A is open. For any fixed (to, 170) E A, let
( u o ,uO)be the solution of (2.1)-(2.2)with initial value ( t o , 7 0 ) . Then
UO(RO)>VO(RO)=O, R o = R ~ ~ , ~ ~ < ~ ~ .
For ( E , 7 ) E R+ x R
'
, denote by (u, u ) a solution of (2.1) with initial value
( J , v), extended of course to its maximal interval.
First consider the case when H,, H, are Lipschitz continuous on R$ x R :.
Since T > Ro and vL(R0) < 0 by Lemma 2.2 it is clear that we can find c > 0
such that
+ +
uo(Ro E ) > 0 , vo(Ro C ) < 0 .
But then by continuous dependence on initial data (recall that the right hand
sides of (2.1) are Lipschitz continuous for all u , 21 when H,, H, are Lipschitz
continuous on R$ x R$)we see that
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for all ( E , 77) sufficiently near ((0,Q), say I(<, 7 )-(to,170) 1 < 6.From (2.9)2there
+
exists in ( 0 ,Ro E ) such that ~ ( 2 =) 0. At the same time, since u l ( r ) < 0
for r > 0, we get u ( R +
-) > U ( R O E ) > 0. Hence the disk /(<,v)- (<0,17~)1 < 6
is in A (with Rt,, = R). Thus A is open, proving the lemma when H,, H , are
Lipschitz continuous on R$ x R :
.
The case when either H , or H, is not Lipschitz continuous on the closed
first quadrant R : x R$ needs more attention and is delayed until Section 5 .
The following identity will be crucial in completing the proof of Theorem
1.1.
Lemma 2.5 Let u = u ( r ) , u = u ( r ) be a solution of (2.1) such that
u(r),u(r)>O f o r O L r < R , u(R)=v(R)=O
for some R E ( 0 ,c o ) . Then

where a and b are constants satisfying

 588 SERRIN AND ZOU

Proof. This is a special case of the Pohozaev-Pucci-Serrin identity [7].In

particular, the system (1.5) has variational structure with integrand
F ( u , u ) = V U. V v - H ( u , v ) .
Hence by taking h = x, a = (na,nb) in Proposition 3 of [ 6 ] ,we get after a
short calculation

Using the fact u = u = 0 when r = R, the result follows since n ( a + b) = n - 2.

(This calculation is essentially one given earlier in [8] - see also [4, 111).
The next two lemmas are not needed until Section 5, but it is convenient
to place them here.
Lemma 2.6 Suppose R = Rc,, < m. Then for any a € ( p ,R) the maximal
extension of u includes the interval 10, a + 01, where p = p 2 / 2 a > 0. Moreover

Lemma 2.6 is a local existence result, with initial data u ( a ) ,u ( a ) . u f ( u )

and v l ( a ) at r = a. The proof is essentially the same as that of Lemma 2.1,
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by using the Banach theorem again; indeed we can take

and Fl and F2 as in (2.3) - with the exception that <,7 are replaced by
) that the t integrations are carried out on the subinterval from
u ( a ) ,~ ( aand
a to r . Now 5 < R so that u ( a ) , v ( a ) > 0. But also ( ~ ( c J ) , u ( a ) ) < ( 0 ~
by)
Lemma 2.2; consequently

when (u,v) E X . Then the required estimations are

and a similar one for the remaining integral. The condition F : X -t X then
+
becomes P2 2 0 8 < 2p2, where p is given in (2.4). Then since a > p, we can
take
/3 = p2/2a. (2.11)
Note that if either H,,
or H , is not Lipschitz then one may lose the uniqueness
of the extension beyond R due to the lack of Lipschitz continuity at u = 0 or
v = 0.
 ELLIPTIC HAMILTONIAN SYSTEMS

Lemma 2.7 If R < oo then T > R + p2/2R.

Proof. If R < co then for all a E ( p , R ) we have T > a + ~ ~ 1 2 thus
0;
T 2 R + p 2 / 2 R by letting a + R.

3 Proof of the main Theorems 1.1, 1.2, 1.3

Proof of Theorem 1.1. Let d > 0 be fixed and let = &, $ = $d be the
functions in Lemma 2.3'. Then by Lemma 2.3' we have

and

On the other hand, A n B = 0 and A and B are open. Consequently for any
fixed f E ( 0 ,b) there must exist a value 7 satisfying

such that (?,$ is in neither A nor B.

This being shown, we assert that the solution of (2.1) with u ( 0 ) = f ,
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u ( 0 ) = and u l ( 0 ) = ~ ' ( 0=
) 0 is an everywhere positive radial solution of
(1.5). Since (C,$ is in neither A nor B, it follows from the definition of these
sets that either
R = co,
or else

and the two functions u and u simultaneously cross the r axis at the point R
(here we write R for R , F ~ )In
. the latter case, by Lemma 2.2

u(r), u(r)> 0 for 0 5 r < R,

u' ( r ) , u' ( r ) < 0 for 0 < r 5 R

and
u ( R ) = v ( R ) = 0.
But from Lemma 2.5 we then get
 590 SERRIN AND ZOU

The left side is positive, while the right side is non-positive by (1.7). This
being impossible, it follows that R = co,and consequently (u, v) is a positive
radial solution of (1.5) on Rnwith central value ( f ,7).
By the same argument, for any fixed ;ii E (0, vO)there must exist a corre-
sponding value f satisfying

and for which ($,$ is in neither A nor B. The corresponding solution (u, v)
is then a positive entire solution of (1.5) with central values f, ;ii.

Remark. Let C be a continuous curve in R+ x R+ with endpoints respec-

tively on the positive &axis and the positive 7-axis. We show that there must
be at least one point (f, 7) on C which is in neither A nor B. In fact, following
the proof of Theorem 1.1, let d be chosen larger than the distance from either
endpoint to t,he origin. It is then clear by (3.1) and (3.2) that the sets A and
B intersect C near the endpoints of C, and the assertion then follows since A
and B are open and disjoint.
In turn the solution of (2.1) with u(0) = f , v(0) = ;ii is a positive radial
entire solution of (1.5), as required.

<
Proof of Theorem 1.2. Let > 0 be fixed and choose d = [. Then by
Lemma 2.3' the point (c,~) E B if 77 5 min{d, $(E)). On the other hand,
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by the principal hypothesis of Theorem 1.2, condition (1.8) holds when 7 is

suitably large, say 77 2 w ( 0 . In turn (E, 277) E A by Lemma 2.3. Then since
A n B = 0 it is clear, as in the previous proof, that the interval

must contain at least one value 7 such that (J,7) is in neither A nor B. As
in the previous proof, the pair (t,?j)
then defines a ground state of (1.5) as
required.

Before proving Theorem 1.3, we first prove Proposition 1.1

Proof of Proposition 1.1. Evidently

by (1.7). By integration from 1 to A, one immediately obtains

 ELLIPTIC HAMILTONIAN SYSTEMS

It follows that, by putting u = 0 and v = 1 in the above inequality,

Consequently
H ( 0 , v) _> v l I b ~ ( O1),
provided v 2 1. Similarly, one has

for u 2 1.
Clearly, a > 0 in view of (1.7) and the fact (see (1.6)) that H, H, > 0
when u > 0, v = 0. Similarly b > 0, and therefore necessarily a , b < 1 because
+
a b = (n - 2)/n < 1. The proof is now complete by taking
1 1
a=--1>O, p=--1>0,
a b
since H(0, I ) , H(1,O) > 0.

Remark. The particular values of a and P given here may not be the
largest ones possible. The proof simply shows (by construction) that there
exist positive values a , p satisfying (1.9).
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Proof of Theorem 1.3. It is enough to show that, for each fixed value E > 0,

when 7 is sufficiently large, where I is given by (1.8)'. Using (1.10) and the
mean value theorem, there exists some 5 E (0, u)such that

In turn, for any fixed E > 0,

as -+ m. Thus it is enough to show that, for fixed E, there exists C =

C(E) > 0 such that
 592 SERRIN AND ZOU

On the other hand, for 7 sufficiently large, using (1.7) and (1.10) and the
mean value theorem again, there exists some C E (0, v) such that
bH,(u, v) 2 v-'[H(u, v) - auHu(u,w)
= v-'[H(u, v) - au(H,(u, 0) + vHu,(u, C))1
2 v-'H(u, v) - auv-'H,(~,0) + o(ua+luP).
But by (1.6) and Proposition 1.1,
U-'H(U,V)2 v - ' ~ ( 0 ,V ) 2 POS. Constant vb
for v large. Therefore
bH,(u, V) 2 POS. Const. uP - a ~ v - ~ H ~0)( u- ,o(v8)
2 Pos. Const. vP
for 0 < u < (fixed) and for v sufficiently large. It follows that
inf H,(u, v) 2 POS. Constant rlB
I

for 7 sufficiently large, which is (3.1). This completes the proof.

Example. Consider the Hamiltonian
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Clearly H, > 0 for u > 0 and H, > 0 for v > 0. It remains to consider (1.7)
and (1.9). For (1.10) we can clearly take

so that one must require

s<p+l, t<q+l.
For (1.7) we find
1 1
a>- p + l , b>-
q+l
and
a s + bt 2 1.
Hence as before
1 1 n-2
~+l+p+l<n.
while moreover the point (s, t) must lie above the line a.x+ by = 1 for some
pair (a, b) satisfying (3.3) (see Figure 1 below). This line, whatever choice
one makes for a and b, passes t,hrough the point ( n / ( n- 2), n/(n - 2)) and
has x-intercept l l a and y-intercept lib. Combining this with (3.3) one sees
easily that any point (s,t) in the shaded region can be allowed (closed on the
diagonal boundary, open on the horizontal and vertical ones).
 ELLIPTIC HAMILTONIAN SYSTEMS

+
Figure 1. Existence region for the Hamiltonim (3.2). The point (p 1, q + 1) should lie above
the hyperbola, as shown. The point ( s , t ) should lie in the shaded region.
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4 The structure of the set I?: Uniqueness and

Symmetry
Let r denote the set of points in the first quadrant of the ((,q)-plane which
are the central values for some ground state of (1.5). In this section we shall
prove Theorem 1.4 together with a symmetry result concerning the set I'.

Proof of Theorem 1.4. The existence part follows immediately from Theo-
rem 1.3 since (1.11) implies (1.10). Next, if the principal conclusion were false,
c2
there would exist &, E R+ and q 1 , E~ R+ ~ such that (1.5) has two different
positive radial solutions ( u l ,vl) and ( U Z , v ~ ) ,with

and
O<E15t2, 171>V2>0,
with at least one of the inequalities 5 and > being strict
 SERRIN AND ZOU

Case 1. 6 < c2 and vl 2 172. We claim that

(44

Otherwise, put

Then 0 < S < co since J1 < (2. B y direct integration of the system (2.1)-(2.2),
we have
q ( r ) = 7, - /
' dt t
/
- H.(u~,vi)sn-ids, i = 1.2
0 tn-l 0
It follows that for r <S
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since HU(u1,wZ) - Hu(u2,v 2 ) < 0 by (1.11). Using the mean value theorem,
there exists C = ( ( s ) between vl and u2 such that

since -Hu, 2 0 by (1.11). In turn, there exists C = C ( S )> 0 such that

b z ( ~ -) vl(r)I+ 6 c / 6 [ ~ 2 ( -~ )V I ( s ) I + d ~ .
It is standard by the Gronwall inequality that

=
[u2(r)- v l ( r ) ] + 0, e l ( r )2 v 2 ( ) r E [0,S ] . (4.3)

Therefore, for 1x1 5 S,

 ELLIPTIC HAMILTONIAN SYSTEMS 595

by (1.11) and (4.2), (4.3). Moreover, ul -u2 = 0 a t 1x1 = S . By the maximum

principle this gives 212 - ul 5 0 for 1x1 5 S,a contradiction.
Therefore (4.2) holds and it follows as in the previous argument (see (4.3))
that
vl(r)>vz(r), Osr<co.
In turn

On the other hand, ul -+ 0 and u2 -t 0 as r -+ ca, by Proposition

2.1. Therefore, again by the maximum principle, u2 <
u1 for x E Rn, a
contradiction again. This completes the proof of Case 1.

Case 2. (1 = [Z and 71 > q2. The proof is essentially the same by inter-
changing the roles of u and v.

The theorem now follows a t once, since any strictly monotone, 1-1 (onto)
mapping 7 = 7(() : R+ -+ R' must be continuous.

The next result shows the symmetry of the set r, mentioned in the intro-
duction.

Theorem 4.1 Suppose that H is symmetric, H ( u , v ) = H ( v , u), and that

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H,,, H,, 2 0, H,, 5 0. Then the set r is the diagonal line [ = rj in the first
quadrant of the ([,v) plane. Moreover, all positive radial solutions of (1.5)
satisfy u ( r ) = v ( r ) for r 2 0.

Proof. Since H ( u , v) = H ( v , u) we get

It follows that the set r is symmetric with respect to the diagonal line ( = 7
in the first quadrant of the ((,q) plane (interchanging u and v). Therefore
r must be contained in the diagonal line since it is monotonically increasing.
Consequently, I- must be the diagonal line itself since it is continuous.
Finally, the statement that u ( r ) = v ( r ) for r 2 0 follows from the unique-
ness Theorem 1.4, and the proof is complete.

5 The non-Lipschitz case

We complete the proof of Lemma 2.4 by considering the case not treated
earlier, namely, when either H, or H, is non-Lipschitz on R$ x R$ (closed).
(The difficulty here is that the right sides of (2.1) are no longer Lipschitz
continuous a t the values u = 0 or v = 0 ; thus one loses continuous dependence
 596 SERRIN AND ZOU

on the data exactly a t the critical point r = R, a fact which was used crucially
in the earlier proof.)
For the proof of Lemma 2.4 in the present case, we begin as before, with
(to,qO)E .4 and with uo,u respectively denoting solutions of the initial value
problem (2.1)-(2.2)with initial values ( ( 0 , qo) and (t,q ) We assume that uo
and u are extended to their maximal intervals of existence, and let Ro = Rc,,,,,
R = Rc,,. The argument then divides into three steps.

Step 1. There exist c > 0 and 6' E ( 0 , l ) such that when I((, q ) - (lo,
q O ) /<
6' the solutions uo and u are defined on [0,Ro + c].
By Lemma 2.7, one can extend uo to the interval [0,Ro + Po) where

and po is given by (2.4) with (t,q ) replaced by (to,

q O ) Using Lemma 2.2, we
have moreover
u)O(r)<O, v ( r ) O TE(O,&].
Fix o E ( 0 ,& - po) and 0 = Ro - a . Then po < 0 < Ro and

Obviously the system (2.1) is Lipschitz continuous in u and v in a neighbor-

hood of the rectangle [ u o ( a )to] , in '
, x [ v o ( a )qo] R x R+.Using continuous
dependence on initial data, it follows that there exists 6' > O such that when
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v) (e0,
I ( ( , - vo)j < 6' the solution u is defined and positive on 10, u ] , that is
R = R c , > 0.
We now wish to apply Lemma 2.3 to the solution u. By making 6' smaller
if necessary we can assume that p is sufficiently near po so that

where p is given by (2.4). In particular p < cr < R, so by Lemma 2.6 we can

extend u to [0,a + p], where = p 2 / 2 ~ In. particular

p2 Pi 0
,02 2
D=- >- >- = 2c for c = po/8Ro.
20 40 4Ro
Thus if we take o to satisfy also CY 5 c (which can certainly be done), then

Hence u extends to the interval [O, Ro + c]. But c < Po, so that uo also exists
+
on [0, Ro c ] , completing the proof of Step 1. (Note also c < R o / 8 , since
Po < RO.)
Step 2. We claim that there exist eo > 0 and bo E ( 0 , I ) such that
 ELLIPTIC HAMILTONIAN SYSTEMS 597

when I([, 7) - (SO,%)I < 60 and Ir - Rol L EO. We only prove (5.1)1, with
(5.2)~being obtained in the same way. For E < c and for lr - R o / 5 E we have
by integration of (2.1)

It follows that

where

We now estimate (5.2) term by term. Since IT - RoJ5 we have

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where 1 2 = (0 < u < 2[0,0 < v < 2770); and where finally we have used the
fact that

if E is sufficiently small, say E 5 EO < c. Then from (5.2) we get

3
Iu1(r)- ub(R0)I I lu1(Ro- 6) - ~ b ( R o-€)I + -Iu;(Ro)I,
8
Ir - Rol 5 E 5 €0.
Let E be fixed, say E = 60. Using continuous dependence on initial data and
the fact uo(r) 2 uo(& - E) > 0 for r 6 [0, Ro - E], we infer that there exists
6" > 0 such that also
1
lul(Ro - 6 ) - ub(Ro - €)I I gIub(Ro)l
 598 SERRIN AND ZOU

for I( - (0 1 < 6". Our claim now follows with the choice do =min(cT1,6").
In what follows we assume (without loss of generality) that

Step 3. Since vo(&) = 0 it is clear from continuity that there exists a value
a' 5 €0 satisfying
1
0 .( VO(&- a') < qlub(&)l~, (5.3)
where as before we put 6 = so. Then, again by continuous dependence on
initial data, there exists > 0 such that
1
u(& - a') > -UO 2 (Ro - a'), v (& - a') < 2u0(& - a ' ) (5.4)

when I(t,v) - (Eo,vo)I < 61.

Next, from (5.1), recalling that v' < 0, we get for I((, q) - (to,qo)l < 60 and
Ir-&l<c

But from the mean value theorem, (5.1), (5.3)-(5.5),

+ 5 u(RO- a') - min Jv'(T)I(€ + a')
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v(RO E)
IT-Rot9

1
< 2vo(&-or)- ilv;(&)lr<O

when I (<, q) - ((0, 70) 1 < min(60, hl). Similarly,

u(&+E) 2 u(&-a')- max l u l ( r ) l ( ~ + a ' )
Ir-Rol<r

1
> -uO(RO- aa') - 3jub(&)I~
2
1
> --UO(&)- 31ub(Ro)k > 0
2
when ((c,17) - (to,vo)1 < min(do, dl). Therefore (as earlier) we find that A is
open; namely, if toE A, then

and the proof is complete.

Acknowledgement. The authors wish to thank the referee for his careful
reading of the manuscript and in particular for suggesting a new proof for
Theorem 4.1.
 ELLIPTIC HAMILTONIAN SYSTEMS

References
[I] Chen, S. and G. Lu, Existence and nun-existence of positive radial solu-
tions for a class of semilinear elliptic systems, preprint.
[2] de Figueredo, D., and C.A. Magalhaes, On nonquadratic Hamiltonian
elliptic systems, Advances Differential Eqs., 1 (1996), 881-898.
[3] Hulshof, J., E. Mitidieri and R.C.A.M. van der Vorst, Strongly indefinite
systems with critical Sobolev exponents, preprint.
141 McLeod, J.B. and J . Serrin, The existence of similar solutions of some
laminar boundary layer problems, Arch. Rational Mech. Anal., 31 (1968),
288-303.
[5] Mitidieri, E., A Rellich type identity and applications, Comm. PDE, 18
(1993), 125-151.
[6] Mitidieri, E., Non-existence of positive solutions of semilinear elliptic sys-
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[B] Serrin, J. and H. Zou, Non-existence of positive solutions of semilinear

elliptic systems, Discourses in Mathematics and Its Applications, No. 3,
Department of Mathematics, Texas A&M University, College Station,
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[9] Serrin, J., and H. Zou, Non-existence of positive solutions of the Lane-
Emden system, Differential Integral Eqs., 9 (1996), 635-653.
[lo] Serrin, J . and H. Zou, Existence of positive solutions of the Lane-Emden
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Received: May 1 9 9 7
Revised: January 1998