Nonlinear Operator Theory Methods

1. Mappings on Finite-Dimensional Spaces

• In this section we study mappings f : Rn → Rn . Our goal is a better under-
standing of the problem of “n equations in n unknowns”:

(1) f (u) = a.

The inverse function theorem is a “local” result for this problem, and we desire
something stronger. As an example of what we expect, consider the following
result when n = 1.
Theorem 1. Suppose f : R → R is continuous and satisfies

(2) f (u) → ±∞ as u → ±∞.

Then, for every a ∈ R the equation

(3) f (u) = a

has a solution a ∈ R.
- Furthermore, if f is monotone increasing, then, for each a ∈ R, the set of
solutions forms a closed interval.
- If f is strictly monotone, the solution is unique.
The proof is an elementary application of the intermediate value theorem and the
definition of monotone and continuous functions.
• In order to get an analogue of this result for mappings from Rn to Rn , we
must generalize both the growth condition (2) and the definition of monotone
increasing (order preserving).
Definition. We say that a function f : Rn → Rn is coercive if
f (u) · u
(4) → ∞ as |u| → ∞.
|u|

Definition. We say that a function f : Rn → Rn is monotone if

(5) (f (u) − f (v)) · (u − v) ≥ 0 ∀u, v ∈ Rn .

We say that f is strictly monotone if the inequality in (5) is strict whenever

u 6= v.

• We first study the implications of monotonicity. We begin with the following

immediate consequence of the definition.
Theorem 2. If f : Rn → Rn is strictly monotone, then the equation

(6) f (u) = a

has at most one solution.

• To get a result when f is only monotone, we first prove the following lemma.

Typeset by AMS-TEX

1
2

Lemma 3. Let a ∈ Rn be given and let f : Rn → Rn be continuous. Then if

u ∈ Rn is a solution of the variational inequality

(7) (f (v) − a) · (v − u) ≥ 0 ∀v ∈ Rn .

it follows that u is also a solution of equation (6).

If, in addition, f is monotone, then every solution of equation (6) is also a solution
of the variational inequality (7).
Proof. Suppose f is continuous and (7) holds. Then, for every w ∈ Rn , let v =
u + tw for t > 0. This gives us (after dividing (7) by t)

(8) (f (u + tw) − a) · w ≥ 0 ∀w ∈ Rn .

Letting t → 0 gives us

(f (u) − a) · w ≥ 0 ∀w ∈ Rn .

Using w = ±(f (u) − a) gives us f (u) = a.

– Now, suppose f is monotone and (6) holds. Then

(f (v) − a) · (v − u) = (f (v) − f (u)) · (v − u) ≥ 0 ∀v ∈ Rn ,

by the definition of monotonicity. 

As an immediate consequence of this we get the following.
Theorem 4. Let a ∈ Rn and let f be continuous and monotone. Then the set K
of solutions of f (u) = a is closed and convex.
Proof. For any fixed v ∈ Rn , let

Sv = {u ∈ Rn | (f (v) − a) · (v − u) ≥ 0}.

Note that each set Sv is a closed half-space (and is hence convex). By our lemma
3 we can write the solution set as
\
K= Sv
v∈Rn

Since the arbitrary intersection of closed sets is closed and the arbitrary intersection
of convex sets is convex, our theorem is proved. 

• We now examine the consequence of coercivity.

Theorem 5. Let f : Rn → Rn be continuous and coercive. Then for every a ∈ Rn ,
the equation (6) has a solution u ∈ Rn .
In order to prove this we need the following important result.
 3

Theorem 6 (Browder fixed point theorem). Let C be a compact, convex,

nonempty subset of Rn , and suppose f is a continuous function that maps C into
C. Then f has a fixed point in C; i.e. there exists u ∈ C such that

f (u) = u.

Proof of Theorem 6. When n = 1 the proof is easy to see graphically. In this case
the hypotheses of the theorem states that we have a continuous function f which
maps an interval [a, b] into itself. The graph of the function must lie in the box
[a, b] × [a, b] in the (x, y)-plane. There are only three possibilities:
(a) f (a) = a,
(b) f (b) = b, or
(c) the graph of f starts to the left of the line x = y and ends on the right.
Since the function is continuous the graph must cross the line x = y
somewhere. A crossing gives a fixed point. 
Proof of Theorem 5. Step 1. We begin by noting that it is sufficient to show that
f (u) = 0 has a solution.
To see this, let a ∈ Rn be given and define

(13) fa (u) = f (u) − a.

We now note that fa is coercive iff f is, since

fa (u) · u f (u) · u a · u
= −
|u| |u| |u|
f (u) · u |a||u|
≥ −
|u| |u|
f (u) · u
= − |a|.
|u|

Thus, if we can show that for every coercive function f (u) = 0 has a solution, it
immediately follows that f (u) = a has one for every a ∈ Rn .
Step 2. We now convert f (u) = 0 to a fixed point problem.
(a) As a first step, we define g : Rn → Rn by

(14) g(u) := u − f (u).

Now note that

g(u) · u = |u|2 − f (u) · u.
Since f is coercive, there exists R > 0 such that

(16) g(u) · u < |u|2 whenever |u| ≥ R.

(b) We now define

(
v, |v| ≤ R
(17) r(v) := Rv
|v| |v| > R.
 4

(c) Finally, we let

h(u) := r(g(u)).
We note that h, as the composition of continuous functions, is continuous.
(d) Furthermore, if we let
B := {u ∈ Rn ||u| < R},
then h maps the closed ball B to itself. Thus, by the Browder fixed point
theorem, h has a fixed point u ∈ B.
– If u ∈ ∂B, then
R = |u| = |h(u)| = |r(g(u))|.
Thus, by the definition of r, we must have
R
≤ 1.
|g(u)|

But we now use (16) to get

R R
|u|2 = u · u = h(u) · u = g(u) · u < |u|2 < |u|2 .
|g(u)| |g(u)|
This is a contradiction. Thus, we must have

R > |u| = |h(u)| = |r(g(u))|.

Hence r(g(u)) = g(u) and so

u = h(u) = r(g(u)) = g(u) = u − f (u).

Finally, this gives us

f (u) = 0
and completes the proof. 
Corollary 7. If f : Rn → Rn is continuous, strictly monotone and coercive, then
for every a ∈ Rn , there exists a unique u ∈ Rn such that

f (u) = a.

2. Monotone Mappings on Banach Spaces

• In this section we will see that we can expand some of the ideas of the previous
section to infinite-dimensional spaces.
• We will assume X is a real, reflexive Banach space and we study mappings
T : X → X ∗.
• For an element x ∈ X ∗ , we will use the standard inner product notation and
write hg, vi for g(v).
• In the remaining sections of this chapter, we will for simplicity give proofs only
in the case where X and X ∗ are superable.
• We begin by giving a string of definitions which generalize concepts from func-
tions on finite-dimensional spaces to mappings to reflexive Banach spaces.
 5

Definition. We say that a mapping T : X → X ∗ is bounded if it maps bounded

sets in X to bounded sets in X ∗ .
- The mapping is continuous if for every u ∈ X we have

(26) kT (u) − T (v)kX ∗ → 0 whenever ku − vkX → 0.

Definition. We say that a mapping T : X → X ∗ is monotone if

(27) hT (u) − T (v), u − vi ≥ 0, ∀u, v ∈ X,

and strictly monotone if the inequality is strict whenever u 6= v.

Definition. We say that a mapping T : X → X ∗ is coercive if

hT (u), ui
(28) → ∞ as kuk → ∞.
kuk

Remark. Using the definitions above, the result of the previous section can easily
be extended to mappings T from an n-dimensional Banach space to another n-
dimensional Banach space Y .
– The only real trick here is in defining the appropriate bilinear form

X × Y 3 x, y 7→ hx, yi ∈ R

to replace the “inner product”

X × X ∗ 3 x, y 7→ hx, yi ∈ R

in the definition in this section and the dot product in the previous section.
• The proofs of Lemma 3 and Theorem 4 were based on monotonicity and were
in no way dependent on the dimension of the spaces involved. Thus, we can get
the following two analogue results using only minor changes of notation in the
previous proofs.
Lemma 8. Let g ∈ X ∗ be given and let T : X → X ∗ be continuous. Then if
u ∈ X is a solution of the variational inequality

(31) (T (v) − g, v − u) ≥ 0 ∀v ∈ X.

it follows that u is also a solution of the equation

(32) T (u) = g.

In addition, if T is monotone, then every solution of equation (32) is also a solution

of the variational inequality (31).
Theorem 9. Let g ∈ X ∗ and let T : X → X ∗ be continuous and monotone. Then
the set K of solutions of T (u) = g is closed and convex.

• Our first infinite-dimensional analogue of Theorem 5 is the following.

6

Theorem 10 (Browder-Minty). Let X be a real, reflexive Banach space and

let T : X → X ∗ be bounded, continuous, coercive and monotone. Then for every
g ∈ X ∗ there exists a solution u of the equation

(38) T (u) = g;

i.e. T (X) = x∗ .
Proof. Let {xi }∞
i=1 be a set whose span is dense in X. No let

(39) X ⊃ Xn = span {x1 , · · · , xn }.

Our plan is to approximate the problem (38) by a finite-dimensional problem

(40) Tn (un ) = gn ,

where un ∈ Xn , gn ∈ Xn∗ and Tn : Xn → Xn∗ . The idea of approximating infinite-

dimensional ones by finite-dimensional problems is known as Galerkin’s method.
– We assume g ∈ X ∗ is given and define gn ∈ Xn∗ to be the restriction

(41) gn := g .
Xn

Similarly, we define the operator Tn : Xn → Xn∗ by

(42) Tn (u) := T (u) , ∀u ∈ Xn .

Xn

Another way of saying this is that

(43) hg − gn , vi = hT (u) − Tn (u), vi = 0, ∀u, v ∈ Xn .

– The continuity, boundedness and coercivity of Tn are inherited directly from

properties of T .
Thus, using Theorem 6, we see that there exists a sequence {un }∞
n=1 such that

(44) Tn (un ) = gn .

We now use (42) to note that

hT (un ), un i hTn (un ), un i hgn , un i hg, un i kgkkunk
(45) = = = ≤ = kgk.
kun k kun k kun k kun k kun k
Thus, since T is coercive, we must have kun k bounded.
- Also, since T is bounded, we must have kT (un )k bounded.
– Thus, since X is reflexive and X ∗ is separable, we see that there exist u ∈ X,
g ∈ X ∗ and a subsequence (also labeled un ) such that
e

un * u in X

and
T (un ) * ge in X ∗
We now claim: ge = g and T (u) = g.
 7

- Indeed, we use (43) to note that for every basis vector xi ,

g − g, xi i = lim hT (un ) − g, xi i
he
n→∞

Thus e
g = g.
- The key result here is that, once again using (43), we can get

hT (un ), un i =hTn (un ), un i

=hgn , un i
=hg, un i
→hg, ui

(Since the left-hand side is the product of two weakly convergent sequences, the
result is nontrivial.) We now use this and the monotonicity of T to get that for
every v ∈ X

0 ≤ hT (un ) − T (v), un − vi → hg − T (v), u − vi = 0.

The theorem now follows immediately from Lemma 8. 

3. Applications of Monotone Operators to Nonlinear PDEs

• In this section we apply the theory of monotone operators to scalar second-order
quasilinear PDEs in divergence form. Thus, we assume Ω ⊂ Rn is a domain, and
for sufficiently smooth functions u : Ω → R, we set
X
A(u) = (−1)|α| Dα Aα (x, u(x)), ux1 (x), · · · , uxn (x))
|α|≤1
X
(46) = (−1)|α| Dα Aα (x, δ1 (u(x))),
|α|≤1

where

(47) δ1 (u(x)) := {Dα u(x)|α| ≤ 1}.

We will consider the Dirichlet problem for

1 1
(48) A(u) = f with f ∈ W −1,q (Ω), where p ∈ (1, ∞), + = 1.
p q

The “bivariate form” corresponding to A is

X Z
(49) B(u, v) := Aα (x, δ1 (u(x)))Dα v(x) dx.
|α|≤1 Ω
8

Definition. We say that u ∈ W01,p (Ω) is a weak solution of the Dirichlet problem
for the quasilinear PDE (48) if

(50) B(u, v) = hf, vi, ∀v ∈ W01,p (Ω).

• In order to get an existence theorem we make the following assumptions about

the function Aα .
H-1. For each |α| ≤ 1,

(51) x 7→ Aα (x, δ1 ) is measurable for every fixed δ1 = (xiα )|α|≤1 ∈ Rn+1 .

H-2. For each |α| ≤ 1,

(52) δ1 7→ Aα (x, δ1 ) is in C(Rn+1 ) for almost every x ∈ Ω.

1 2
H-3. For every δ11 = (xiα ) ∈ Rn+1 , δ12 = (xiα ) ∈ Rn+1 and every x ∈ Ω, we have
X 1 2
(53) (Aα (x, δ11 ) − Aα (x, δ12 ))(xiα − xiα ) ≥ 0.
|α|≤1

H-4. There exists p ∈ (1, ∞), and a constant c0 > 0, a function h ∈ L1 (Ω) such
that for every x ∈ Ω an every δ1 = (xiα )|α|≤1 ∈ Rn+1 we have
X
(54) Aα (x, δ1 )xiα ≥ c0 |δ1 |p − h(x).
|α|≤1

p
H-5. There exists a constant c1 > 0, a function g ∈ Lq (Ω), (q := p−1 ),
i n+1
such that for every x ∈ Ω an every δ1 = (xα )|α|≤1 ∈ R we have

(55) |Aα (x, δ1 )| ≤ c1 |δ1 |p−1 + g(x).

Under these assumptions we get the following result.

Theorem 11. Let Aα satisfy (H-1)-(H-5), and let p, q be as defined in the hy-
potheses (H-4) and (H5), respectively. Then, for every f ∈ W −1,q (Ω), there exists
a weak solution u ∈ W01,p (Ω) of the Dirichlet problem for the quasilinear PDE (48).

• We break the proof of this theorem into a series of lemmas, the first of which is
the following.
Lemma 12. For each fixed u ∈ W01,p (Ω), the mapping

W01,p (Ω) 3 v 7→ B(u, v) ∈ R

is a bounded linear functional. Thus, there exists a mapping

X = W01,p (Ω) 3 u 7→ T (u) ∈ W −1,q (Ω) = X ∗

such that
B(u, v) = (T (u), v), ∀u, v ∈ W01,p (Ω).
Furthermore, the nonlinear mapping T is bounded.
 9

Proof. (i) The linearity of the mapping v 7→ B(u, v) is obvious.

(ii) If u, v ∈ W01,p (Ω), then, using H-5 and Hölder’s inequality, we get the estimate
X Z
|B(u, v)| ≤ |Aα (x, δ1 (u(x)))Dα v(x)|dx
|α|≤1 Ω

X Z
≤ [c1 |δ1 (u(x))|p−1 + g(x)]|Dα v(x)| dx
|α|≤1 Ω

X Z 1/q Z 1/p
q(p−1) α p
≤ c1 |δ1 (u(x))| dx |D v| dx
|α|≤1 Ω Ω

X Z 1/q Z 1/p
q α p
+ |g| dx |D v| dx
|α|≤1 Ω Ω

≤C(kukp−1
1,p + 1)kvk1,p

This shows that for each u ∈ W01,p (Ω). the mapping v 7→ B(u, v) is bounded. This
implies the existence of the mapping T .
(iii) Furthermore, the same estimate shows that T is bounded since
kT (u)k−1,q = sup |hT (u), vi| ≤ C(kukp−1
1,p + 1).
v∈W01,p (Ω)
kvk1,p =1

Thus T maps bounded sets in W01,p (Ω) into bounded sets in W −1,q (Ω). 
Lemma 13. The operator T defined in Lemma 12 is monotone and coercive.
Proof. (i) To prove monotonicity we use H-3 to get
hT (u) − T (v), u − vi =B(u, u − v) − B(v, u − v)
X Z
= [Aα (x, δ1 (u)) − Aα (x, δ1 (v))][Dα u − Dα v] dx ≥ 0.
|α|≤1 Ω

(ii) To prove coercivity, we use H-4 to get

hT (u), ui B(u, u)
=
kuk1,p kuk1,p
X Z
−1
=kuk1,p Aα (x, δ1 (u))Dα u dx
|α|≤1 Ω
 Z Z
≥kuk−1 c
1,p 0 |δ1 (u)| p
dx − h(x) dx]
Ω Ω
≥kuk1,p c[kukp1,p
−1
− 1].
Since p > 1, we have
hT (u), ui
(65) → ∞ as kuk1,p → ∞. 
kuk1,p

• Thus, to apply the Browder-Minty theorem to the mapping T and complete the
proof of Theorem 11 we need only the following.
10

Lemma 14. The mapping T : W01,p (Ω) → W −1,q (Ω) is continuous.

In the next section we describe a tool called Nemytskii operators which we can
use to prove this lemma.
Example. Consider the second-order nonlinear partial differential operator

Xn  
∂ ∂u p−2 ∂u
(61) A(u) := − + |u|p−2 u, where p ∈ (1, ∞).
i=1
∂x i ∂x i ∂xi

(Note that the case p = 2 simply the Laplacian plus a lower-order term.) Here

A(0,0,··· ,0) =a0 (x, u, ux1 , · · · , uxn ) = |u|p−2 u,

A(0··· ,0,1,0··· ,0) =ai (x, u, ux1 , · · · , uxn ) = |uxi |p−2 uxi , i = 1, · · · , n

We wish to verify that these Aα satisfy the hypotheses H-1 to H-5.

(i) Hypotheses H-1 and H-2 obviously hold.
1 1 1 2 2 2
(ii) To verify H-3, we let δ11 = (xi0 , xi1 , · · · , xin ) and δ21 = (xi0 , xi1 , · · · , xin ) and
calculate
X 1 2
(Aα (x, δ11 ) − Aα (x, δ12 ))(xiα − xiα )
|α|≤1
n
X 1 1 2 2 1 2
= (|xii |p−2 xii − |xii |p−2 xii )(xii − xii ) ≥ 0.
i=1

(iii) To verify H-4, we let δ1 = (xi0 , xi1 , · · · , xin ) and get

X n
X n
X
Aα (x, δ1 )xiα = |xii |p−2 xii xii = |xii |p ≥ c0 |δi |p .
|α|≤1 i=1 i=1

(iv) We see that H-5 holds since

|Aα (x, δ1 )| = |ai (x, δ1 )| = |xi |p−1 ≤ |δ1 |p−1 .

Thus the following existence result follows immediately from Theorem 10.
Theorem 15. Let the nonlinear second order partial differential operator A be
defined by (61). Then for every f ∈ W −1,q (Ω), there exists a weak solution u ∈
W01,p (Ω) of the equation
A(u) = f.

4. Nemytskii Operators
In this section we state without proof some important result on the composition of
Lp (Ω) with nonlinear functions.
 11

Definition. Let Ω ⊂ Rn be a domain. We say that a function

Ω × Rm 3 (x, u) 7→ f (x, u) ∈ R

satisfies the Carathéodory conditions if

u 7→ f (x, u) is continuous for every x ∈ Ω

and
x 7→ f (x, u) is measurable for every u ∈ Ω.

Definition. Given any f satisfying the Carathéodory conditions and a function

u : Ω → Rm , we can define another function by composition

(63) F(u)(x) = f (x, u(x)).

The composition operator F is called a Nemytskii operator.

Theorem 16. Let Ω ⊂ Rn be a domain, and let

Ω × Rm 3 (x, u) 7→ f (x, u) ∈ R
1
satisfy the Carathéodory conditions. In addition, let p ∈ (1, ∞), p + 1q = 1 and
g ∈ Lq (Ω) be given, and let f satisfy

|f (x, u(x))| ≤ C|u|p−1 + g(x).

Then the Nemytskii operator F defined by (63) is a bounded and continuous map
from Lp (Ω) to Lq (Ω).

Remark. Lemma 14 follows as a corollary to this theorem. To see this we simply

need to apply Hypotheses H-1, H-2 and H-5 to see that each Aα can be used as
a Nemytskii operator satisfying the appropriate growth conditions. The continuity
of T from W 1,p (Ω) to W −1,q (Ω) follows from the continuity of

δ1 (x) 7→ Aα (x, δ1 (x))

as a map from Lp (Ω) to Lq (Ω).

5. Pseudo-Monotone Operators
• In this section we examine a somewhat more general class of nonlinear mappings,
called pseudo-monotone operators.
In applications, it often occurs that the hypotheses imposed in the previous
section are unnecessarily strong.
– In particular, the monotonicity assumption H-3 involves both the first-order
derivatives and the function itself.
– As we shall see in this section, it is really only necessary to have a monotonicity
assumption on the highest-order derivatives.
Compactness will take care of the lower-order terms.
12

Definition. Let X be a real reflexive Banach space. An operator T : X → X ∗ is

called pseudo-monotone if T is bounded and if whenever

uj * u in X

and
lim suphT (uj ), uj − ui ≤ 0.
j→∞

It follows that

lim inf hT (uj ), uj − vi ≥ hT (u), u − vi ∀v ∈ X.

j→∞

• The following can be proved using only a slight modification of the proof of the
Browder-Minty theorem.
Theorem 17. Let X be a reflexive Banach space and suppose T : X → X ∗ is
continuous, coercive and pseudo-monotone. Then for every g ∈ X ∗ there exists a
solution u ∈ X of the equation
T (u) = g.
• In practice, the following condition is easier to verify than pseudo-monotonicity.
Definition. Let X be a reflexive Banach space. An operator T : X → X ∗ is
said to be of the calculus of variations type if it is bounded, and it has the
representation
T (u) = Tb(u, u)
where the mapping
X × X 3 (u, v) 7→ Tb(u, v) ∈ X ∗
satisfies the following hypotheses.
CV-1 ∀u ∈ X, the mapping v 7→ Tb(u, v) is bounded, continuous from X to X ∗
and

(65) hTb(u, u) − Tb(u, v), u − vi ≥ 0, ∀v ∈ X.

CV-2 ∀v ∈ X, the mapping u 7→ Tb(u, v) is bounded, continuous from X to X ∗ .

CV-3 If

uj * u in X and hTb(uj , uj ) − Tb(uj , u), uj − ui → 0,

then
Tb(uj , v) * Tb(u, v) in X ∗ , ∀v ∈ X.
CV-4 If
uj * u in X and Tb(uj , v) * ψ in X ∗ ,
then
hTb(uj , v), uj i → hψ, ui.
As we indicated above, we have the following.
 13

Theorem 18. If T is of the calculus of variations type, then T is pseudo-monotone.

Proof. Let uj * u in X and suppose

(65) uj * u in X and lim suphT (uj ), uj − ui ≤ 0.

j→∞

We wish to show that

lim inf hT (uj ), uj − vi ≥ hT (u), u − vi ∀v ∈ X.

j→∞

We first claim:

(66) hTb(uj , v), uj − ui → 0, ∀v ∈ X.

and

(67) hT (uj ), uj − ui → 0.

Indeed, since Tb(uj , u) is bounded in X ∗ , we can extract a subsequence uj such that

(68) Tb(uj − u) → ψ in X ∗ , for some ψ ∈ X ∗ .

We now use CV-4 to get

(69) lim hTb(uj , u), uj i = hψ, ui.

j→∞

Thus if we define

xj = hTb(uj , uj ) − Tb(uj , u), uj − ui ∈ R,

we have

lim sup xj = lim sup[hT (uj ), uj − ui − hTb(uj , u), uj i − hTb(uj , u), ui] ≤ 0;
j→∞ j→∞

here we have used (65), (68) and (69). Since CV-1 implies that xj → 0 we get

lim xj = 0.
j→∞

Thus, we can use CV-3 to get

Tb(uj , v) * Tb(u, v) in X ∗ , ∀v ∈ X.

We now use CV-4 to get

hTb(uj , v), uj i → hTb(u, v), ui,

which is (66). We now use this and the fact that xj ≥ 0 to get

hT (uj ), uj − ui ≥ hTb(uj , u), uj − ui → 0.

Together with (65), this gives us (67).

14

We now take the inequality

hT (uj ) − Tb(uj , w), uj − wi ≥ 0, ∀w ∈ X

from CV-1, and plug in

w = (1 − θ)u + θv, for θ ∈ (0, 1).

This yields

θhT (uj ), u−vi ≥ −(1−θ)hT (uj ), uj −ui+(1−θ)hTb(uj , w), uj −ui+θhTb(uj , w), u−vi.

Dividing by θ and using (69) and (70), we get

lim inf hT (uj ), uj − vi = lim inf hT (uj ), uj − ui + lim inf hT (uj ), u − vi

j→∞ j→∞ j→∞

≥ lim inf hTb(uj , w), u − vi

j→∞

=hTb(u, w), u − vi
=hTb(u, (1 − θ)u + θv), u − vi

Letting θ & 0 we get

(70) lim inf hT (uj ), uj − vi ≥ hT (u), u − vi ∀v ∈ X.

j→∞

Since this argument holds for any subsequence of the original sequence, the inequal-
ity (70) holds for the entire original sequence. This completes the proof. 
The following is immediate from the preceeding results.
Corollary 19. Let X be a real reflexive Banach space and suppose T : X → X ∗
is continuous, coercive and of calculus of variations type. Then for every g ∈ X ∗
there exists a solution u ∈ X of the equation

T (u) = g.

6. Application to PDEs
• Let Ω ⊂ Rn be a bounded domain with smooth boundary.

Xn
∂
A(u) = − (x, u(x), ∇u(x)) + a0 (x, u(x), ∇u(x)).
i=1
∂x i

Our goal is to solve the Dirichlet problem for

(71) A(u) = f for appropriate f .

 15

Finally, we define the “bivariate form”

Z X n
∂u(x)
B(u, v) := ai (x, u(x), ∇u(x)) + a0 (x, u(x), ∇u(x))v(x) dx.
Ω i=1 ∂xi

• In order to get an existence theorem we make the following assumptions about

the functions
Ω × R × Rn 3 (x, η, y) 7→ ai (x, η, y) ∈ R, i = 0, · · · , n.
HP-1. For each i = 0, · · · , n,
x 7→ ai (x, η, y) ∈ Cb (Ω) for every fixed (η, y) ∈ Rn+1 .
HP-2. For each i = 0, · · · , n,
(η, y) 7→ ai (x, η, y) ∈ C(Rn+1 ) for every x ∈ Ω.
HP-3. There exists p ∈ (1, ∞), and a constant c0 > 0, a function k ∈ Lq (Ω)
( p1 + 1q = 1) such that for every x ∈ Ω an every (η, xii) ∈ Rn+1 we have
|ai (x, η, y| ≤ c[|η|p−1 + |y|p−1 + k(x)], for each i = 0, · · · , n.
HP-4. For every y ∈ Rn , y∗ ∈ Rn such that y 6= y∗ and every η ∈ R and x ∈ Ω,
we have n
X
|ai (x, η, y) − ai (x, η, y∗ ))](y − y∗ ) > 0.
i=1
HP-5.
|B(v, v)|
→ ∞ as kvk1,p → ∞.
kvk1,p
HP-6. For every x ∈ Ω and uniformly for |η| in bounded sets, we have
n
X 1
ai (x, η, y)y →∞ as |y| → ∞.
i=1
|y| + |y|p−1

• Note that the hypotheses HP-1, HP-2 and HP-3, the bivariate form B(u, v) is
well defined for u, v ∈ W 1,p (Ω) where p ∈ (1, ∞) is given in HP-3.
• As above, we say that u ∈ W01,p (Ω) is a weak solution of the Dirichlet problem
for the quasilinear PDE (48) if
B(u, v) = hf, vi, ∀v ∈ W01,p (Ω).
• Hypotheses HP-1, HP-2 and HP-3 also imply that for each fixed u ∈ W01,p (Ω),
the mapping
W01,p (Ω) 3 w 7→ B(u, w) ∈ R
is a bounded linear functional. Thus, there exists a mapping
W01,p (Ω) 3 u 7→ T (u) ∈ W −1,q (Ω)
such that
B(u, v) = (T (u), v), ∀u, v ∈ W01,p (Ω).
Furthermore, the nonlinear mapping T is bounded.
• We now show the following.
16

Theorem 20. Let ai satisfy hypotheses HP-1-HP-6. Then the operator T is of

the calculus of variations type.
proof Of course, one of our goals here is to separate the effects of higher and lower
derivatives; thus we define

B(u, v, w) = B1 (u, v, w) + B0 (u, w),

where Z X
n
∂w
B1 (u, v, w) := ai (x, u(x), ∇v(x)) (x)
Ω i=1 ∂xi
B0 (u, w) := a0 (x, u(x), ∇u(x))w(x) dx
Using the augment as above, we see that there exists a mapping

W01,p (Ω) × W01,p (Ω) 3 (u, v) 7→ Tb(u, v) ∈ W −1,q (Ω)

such that
B(u, v, w) = hTb(u, v), wi, ∀w ∈ W01,p (Ω).
Furthermore, we have
T (u) = Tb(u, u).
We now note that our results on Nemytskii operators and hypotheses HP-1, HP-2
and HP-3 immediately imply the following lemma.
Lemma 21. For each i = 0, · · · , n, the mapping

W 1,p (Ω) 3 u 7→ ai (x, u, ∇u(x)) ∈ Lq (Ω)

is a bounded and continuous. Furthermore, for fixed v ∈ Lp (Ω) the mapping

W 1,p (Ω) 3 u 7→ ai (x, v, ∇u(x)) ∈ Lq (Ω)

is a bounded and continuous, and for fixed v ∈ Lp (Ω) the mapping

Lp (Ω) 3 v 7→ ai (x, v, ∇w(x)) ∈ Lq (Ω)

is a bounded and continuous.

This gives the following corollary.
Corollary 22. The following hold.
(a) The operator Te is bounded and continuous.
(b) For each u ∈ W01,p (Ω) the mapping

W01,p (Ω) 3 v 7→ Tb(u, v) ∈ W −1,q (Ω)

is bounded and continuous.

(c) For each v ∈ W01,p (Ω) the mapping

W01,p (Ω) 3 u 7→ Tb(u, v) ∈ W −1,q (Ω)

is bounded and continuous.

 17

This and hypothesis HP-4 show that the conditions CV-1 and CV-2 are satisfied.
Thus, to show that Tb is of the calculus of variations type and complete the proof
of Theorem 22, we need only verify that conditions CV-3 and CV-4 are satisfied.
(i) To check the condition CV-3, we assume that uj * u in W01,p (Ω) and that

(72)
hTb(uj , uj ) − Tb(uj , u), uj − ui
= B1 (uj , uj , uj − u) − B1 (uj , u, uj − u)
Z X n
∂
= ai (x, u(x), ∇uj ) − ai (x, u(x), ∇u)) (uj − u) dx → 0,
Ω i=1 ∂x i

and we need to show that

hT (uj , v), wi =B1 (uj , v, w) + B0 (uj , w)

→B1 (u, v, w) + B0 (u, w)
=hT (u, v), wi, ∀w ∈ W01,p (Ω).

(i.1) Now by compact imbedding uj → u strongly in Lp (Ω). Thus, even without using
hypothesis (72), we have
Z X
n
∂w(x)
B1 (uj , v, w) = ai (x, u(x), ∇v(x))
Ω i=1 ∂xi
→B1 (u, v, w);

we use the result on Nemytskii operators here.

(i.2) Thus we need only show that
Z Z
(73) a0 (x, uj (x), ∇uj (x))w(x) dx → a0 (x, u(x), ∇u(x))w(x) dx.
Ω Ω

The proof of this in the general case is an exercise in measure theory which we
shall skip.
– In our example below we use a lower-order term of the form

a0 (x, u(x), ∇u(x)) = b1 (x)∇u(x) + α0 (x)|u(x)|p−2 u(x),

where b1 and α0 are bounded continuous functions. For such a term, condition
(73) can be verified directly without using (72).
(ii) To check condition CV-4 we assume that

(74) uj * u in W01,p (Ω) and Tb(uj , v) * ψ in W −1,q (Ω),

i.e.

hTb(uj , v), wi = B1 (uj , v, w) + B0 (uj , w) → hψ, wi, ∀w ∈ W01,p (Ω).

18

We need to show that

hTb(uj , v), uj i = B1 (uj , v, uj ) + B0 (uj , uj ) → hψ, ui.

To do this, we write

hTb(uj , v), uj i = hTb(uj , v), ui + hTb(uj , v), uj − ui.

Thus, by (74), we need only show that

lim hT (uj , v), uj − ui = 0. 

j→∞

• There is one more lemma to prove to get our main result on PDEs.
Lemma 23. The operator T is coercive.
• The culmination of the previous results is the following existence theorem for
quasilinear PDEs.
Theorem 24. Let ai satisfy (HP-1)-(HP-6), and let p, q be as defined in the
hypotheses (HP-3). Then, for every f ∈ W −1,q (Ω), there exists a weak solution
u ∈ W01,p (Ω) of the Dirichlet problem for the quasilinear PDE (71).

Example. Consider the second-order nonlinear partial differential operator

Xn  
∂ ∂u p−2 ∂u
(75) A(u) := − + b1 (x)∇u(x) + α0 (x)|u(x)|p−2 u(x),
i=1
∂x i ∂x i ∂xi

where p ∈ (1, ∞), and where b1 and α0 are bounded continuous functions. Note
that this is the same as the operator defined in (61) except for the difference in the
lower-order terms.
e > 0 such that if
If there exists a constant C

e
α0 (x) > −C, x ∈ Ω,

then hypotheses HP-1-HP-6 hold. By Theorem 24 we have the following existence

result.
Theorem 25. Let the nonlinear second order partial differential operator A be
defined by (75). Then for every f ∈ W −1,q (Ω), there exists a weak solution u ∈
W01,p (Ω) of the equation
A(u) = f.