Abstract
The paper deals with the equilibrium solutions of two-equation systems in which each component equation has a variational structure. Solutions are obtained that can be in one of the following generalized Nash situations: (a) one component of the solution represents a mountain pass type critical point and the other is a minimizer; (b) both components of the solution are mountain pass type; (c) both components are minimizers, that is, the solution is a proper Nash equilibrium. The simultaneous treatment of critical points of the mountain pass type and of the minimum ones is achieved by using a unifying notion of linking. The theory is applied to a system of four elliptic equations in which the subsystems formed by the first two and the last two equations, respectively, are of gradient type. An example shows that the conditions found are non-contradictory. The theory could be applied to other classes of systems.
Authors
Radu Precup
Faculty of Mathematics and Computer Science and Institute of Advanced Studies in Science and Technology, Babeş-Bolyai University, Cluj-Napoca, Romania Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy
Andrei Stan
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy
Department of Mathematics, Babeş-Bolyai University, Cluj-Napoca, Romania
Keywords
Variational method; linking; critical point; mountain pass geometry; Nash type equilibrium; monotone operator; elliptic system
Paper coordinates
R. Precup, A. Stan, Linking methods for componentwise variational systems, Results Math. 78 (2023) 246, https://doi.org/10.1007/s00025-023-02026-x
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1420-9012
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[1] Ambrosetti, A., Rabinowitz, P.H., Dual variational methods in critical point theory and applications. J. Funct. Anal. 14, 349–381 (1973)
[2] Beldinski, M., Galewski, M., Nash type equilibria for systems of non-potential equations. Appl. Math. Comput. 385, 125456 (2020)
[3] Benci, V., Rabinowitz, P.H., Critical point theorems for indefinite functionals. Invent. Math. 52, 241–273 (1979)
[4] Boureanu, M.-M., Pucci, P., Radulescu, V.D., Multiplicity of solutions for a class of anisotropic elliptic equations with variable exponent. Complex Var. Elliptic Equ. 56, 755–767 (2011)
[5] Chabrowski, J., Introduction to the theory of critical points. The mountain pass theorem. Ekeland’s variational principle. In: Instructional Workshop on Analysis and Geometry, Part III, Canberra (1995)
[6] Costa, D.G., Magalhaes, C.A., Existence results for perturbations of the p -Laplacian. Nonlinear Anal. 24, 409–418 (1995)
[7] Costea, N., Csirik, M., Varga, C., Linking-type results in nonsmooth critical point theory and applications. Set-Valued Var. Anal. 25, 333–356 (2017)
[8] De Figueiredo, D.G., Lectures on the Ekeland Variational Principle with Applications and Detours. Tata Institute of Fundamental Research, Bombay (1989)
[9] Filippucci, R., Pucci, P., Robert, F., On a p-Laplace equation with multiple critical nonlinearities. J. Math. Pures Appl. 91(2), 156–177 (2009)
[10] Galewski, M., On the mountain pass solutions to boundary value problems on the Sierpinski gasket. Results Math. 74, 167 (2019)
[11] Grossinho, M.R., Tersian, S.A., An Introduction to Minimax Theorems and Their Applications to Differential Equations. Springer, Dordrecht (2001)
[12] Jebelean, P., Moro¸sanu, Gh., Mountain pass type solutions for discontinuous perturbations of the vector p-Laplacian. Nonlinear Funct. Anal. Appl. 10(4), 591–611 (2005)
[13] Kassay, G., R˘adulescu, V.D., Equilibrium Problems and Applications. Academic Press (2019)
[14] Le Dret, H., Nonlinear Elliptic Partial Differential Equations. Springer, Berlin (2018)
[15] Motreanu, D., Motreanu, V.V., Papageorgiou, N.S., Topological and Variational Methods with Applications to Nonlinear Boundary Value Problems. Springer, New York (2014)
[16] Mugnai, D., Multiplicity of critical points in presence of a linking: application to a superlinear boundary value problem. NoDEA Nonlinear Differ. Equ. Appl. 11, 379–391 (2004)
[17] Precup, R., Critical point theorems in cones and multiple positive solutions of elliptic problems. Nonlinear Anal. 75, 834–851 (2012)
[18] Precup, R., Nash-type equilibria and periodic solutions to nonvariational systems. Adv. Nonlinear Anal. 3(4), 197–207 (2014)
[19] Precup, R., A critical point theorem in bounded convex sets and localization of Nash-type equilibria of nonvariational systems. J. Math. Anal. Appl. 463, 412–431 (2018)
[20] Precup, R., Componentwise localization of critical points for functionals defined on product spaces. Topol. Methods Nonlinear Anal. 58, 51–77 (2021)
[21] Precup, R., Stan, A., Stationary Kirchhoff equations and systems with reaction terms. AIMS Math. 7(8), 15258–15281 (2022)
[22] Pucci, P., Radulescu, V., The impact of the mountain pass theory in nonlinear analysis: a mathematical survey. Boll. Unione Mat. Ital. 9(3), 543–584 (2010)
[23] Rabinowitz, P.H., Minimax methods in critical point theory with applications to nonlinear partial differential equations. Conf. Board of Math Sci. 65, Amer. Math. Soc. (1986)
[24] Schechter, M., Linking Methods in Critical Point Theory. Birkhauser, Boston (1999)
[25] Silva, E.A.B., Existence and multiplicity of solutions for semilinear elliptic systems. Nonlinear Differ. Equ. Appl. 1, 339–363 (1994)
[26] Stan, A., Nonlinear systems with a partial Nash type equilibrium. Studia Univ. Babes-Bolyai Math. 66, 397–408 (2021)
[27] Struwe, M., Variational Methods. Springer, Berlin (1990)
Paper (preprint) in HTML form
Linking methods for componentwise variational systems
Abstract
The paper deals with the equilibrium solutions of two-equation systems in which each component equation has a variational structure. Solutions are obtained that can be in one of the following generalized Nash situations: (a) one component of the solution represents a mountain pass type critical point and the other is a minimizer; (b) both components of the solution are mountain pass type; (c) both components are minimizers, that is, the solution is a proper Nash equilibrium. The simultaneous treatment of critical points of the mountain pass type and of the minimum ones is achieved by using a unifying notion of linking. The theory is applied to a system of four elliptic equations in which the subsystems formed by the first two and the last two equations, respectively, are of gradient type. An example shows that the conditions found are non-contradictory. The theory could be applied to other classes of systems.
keywords:
variational method, linking, critical point, mountain pass geometry, Nash type equilibrium, monotone operator, elliptic system.1 Introduction and Preliminaries
Numerous models that mathematically express real-world processes are represented as systems of equations. In certain circumstances, the solutions to these systems are determined to be critical points of a functional, which is dependent on the variables present within the system. In this scenario, is said that the system possesses a variational form. Thus, in such a case, assuming for simplicity only two variables and the system reads equivalently as
where are the partial derivatives of in each of the two variables. A wide range of variational techniques that are well-established in the literature are applicable to systems of this type. These techniques can be used to determine solutions as a minimizer or as a mountain pass type point of the functional
In the present paper we are dealing with systems that do not have a variational form, but each of the component equations does. To be more precise, we examine two functionals, and , and aim to find solutions to the system
(1) |
where stands for the partial derivative of with respect to first variable and is the derivative of with respect to the second variable. It is natural to look for a solution in one of the following situations:
- (a)
-
The pair is a Nash (min-min) equilibrium of the system, that is minimizes the functional and minimizes
- (b)
-
The pair is a min-mountain pass equilibrium of the system, that is minimizes the functional and is a mountain pass type point of
- (c)
-
The pair is a mountain pass-mountain pass equilibrium of the system, that is is a mountain pass type point of and is a mountain pass type point of
To have a simple understanding of these situations, it is enough to look at the functions on by taking and
(c)
In this case is a mountain pass type point of and is a mountain pass type point of
Our aim is to treat these three situations in an unitary way. This is possible thanks to the new notion of linking recently introduced in paper (20). It allows to produce both minimizers and mountain pass type critical points of a functional through the use of the same min-max method, where the distinction between the two is solely dependent on the type of linking employed.
The linking concept in critical point theory (see (3), (5), (23), (24), (27)) has its origin in the geometric condition of the mountain pass theorem due to Ambrosetti and Rabinowitz (1), and has undergone expansions along with the generalizations given to this theorem, becoming a successful tool in the study of many classes of nonlinear problems (see, e.g., (4), (6), (7), (9), (10), (11), (12), (15), (16), (22), (25)).
Our work uses the unifying notion of linking introduced in (20) and which we present in the following.
1.1 A unifying notion of linking
Let be a Banach space, and be two subsets of with
Definition 1 ((20)).
We say that a nonempty set links a set via (in if for every with id
Note that, in virtue of the above definition, the total set links the empty set via any in particular via any singleton with As explained below, this limit case of (trivial) linking provides us with minima of a functional after applying the min-max procedure.
Assume that links in via let id and be any functional. Denote
and
Then it is easy to see that
If and then
The first equalities are obvious. To prove that observe that in this case of trivial linking, is the whole space and for any constant mapping for all with one has and then
The converse inequality being obvious, it follows that as claimed. Therefore, the adopted definition of linking allows us to treat the minimization of a functional on a set as a minimax problem and thus to make no distinction between the minimax problems and the minimization ones.
In this paper, we consider two functionals of two variables, and defined on a product space Correspondingly, we shall use one linking for the functionals with a fixed and an other linking for the functionals when is fixed in Depending on the type of the two linkings, trivial or nontrivial, we shall reach one of the above situations (a), (b), or (c).
We conclude this introductory section by some additional tools which are used.
1.2 Ekeland variational principle
The proof of our main result is essentially based on the weak form of Ekeland’s variational principle (see, e.g., (8)).
Lemma 1 (Ekeland Principle - weak form).
Let be a complete metric space and let be a lower semicontinuous and bounded below functional. Then, given any , there exists such that
and
for all
1.3 Two auxiliary results
The first lemma is used together with Ekeland’s principle in the proof of our first main result in Section 2.
Lemma 2.
Let be a Banach space, a compact and Then, for each , there exists a function such that:
for all .
Proof.
A direct consequence of the definition of the dual norm is that, for any and , there exists an that satisfies
Let . According to the previous remark, for any , there is with and Define
and note that is open in and . Since there is a finite open covering of Let be the corresponding elements, i.e.,
Let dist and Notice that is continuous, if and only if and , for all Finally, the desired function is
∎
The second lemma concerns the convergence to zero of two sequences of nonnegative numbers that satisfy a comparison inequality in matrix form.
Lemma 3.
Let be two sequences of nonnegative real numbers depending on a parameter such that
for all and where are sequences convergent to zero uniformly with respect to . If the matrix is convergent to zero and the sequence is bounded uniformly with respect to , then and as uniformly with respect to
The proof is similar to the one in (26, Lemma 2.2).
Recall that a square matrix is said to be convergent to zero if its power tends to the zero matrix as The same conclusion holds if the spectral radius of the matrix is less than one, or if the inverse of (where is the identity matrix) is both invertible and has nonnegative entries.
In particular, for a matrix is convergent to zero if and only if
Also, one can easily check that if is convergent to zero and
(2) |
then is invertible and the matrix is also convergent to zero.
The paper is structured as follows: Section 2 contains the abstract results about the existence solution of system (1) in a Hilbert space, which fall under one of the three scenarios (a), (b), or (c) depending on the linking type. The proofs make use of Ekeland’s principle, and monotonicity type properties related to the derivatives of the two functionals. Section 3 is devoted to an application to a coupled system of four elliptic equations subject to the homogeneous Dirichlet condition.
The paper substantially complements the paper (20) and expands the ideas and working techniques from (2) and our previous works (17; 18; 19; 21; 26) (see also (13, Ch. 8)). But the absolute novelty brought by this work consists in obtaining solutions of some nonlinear systems which, relative to the associated energy functionals, are generalized Nash-type equilibria, in the sense that some of the components of the solution can be mountain pass critical points, and others minimum points. The theory, although presented in the case of systems with two equations, can be extended to systems with any number of equations.
2 Main results
Let be Hilbert spaces with inner product and norm which are identified with their duals, and denote For each space , consider a linking giving by two closed sets and a compact set with and Denote
One sees that these sets are complete metric spaces together with the metric given by
for any Furthermore, for two functionals and each point we define:
As noted above, for each one has
Assume that is a functional on and denote by the partial Fréchet derivative of with respect to the th variable.
Our first result is the following theorem.
Theorem 4.
For each let links via in If
then there exist two sequences and such that
(3) |
and
(4) |
as
Proof.
We shall construct the two desired sequences by an iterative procedure working alternatively on the two functionals. We start with an arbitrary point . We follow two stages:
(a) first consider the functional
and observe that it is semi-continuous and bounded from below, since
Thus, Lemma 1 guarantees the existence of a path such that
(5) |
(6) |
for all If we consider
one can see that , since
Next we prove that there exists with To this end we apply Lemma 2 to the function
from where we deduce the existence of a function with and
(7) |
In (5) take with and
where is continuous, on and on We have and
for some Hence from (6), one has
Since
we deduce that
We may assume that as Then
Thus, also using (7) and since we have
whence
We denote
Thus we have
(8) |
(b) Now using the element we proceed to construct To this aim we follow a similar strategy for the functional
In the end we obtain an element of the form
with and
having the properties
(9) |
∎
In the subsequent, we establish further proprieties of the sequences constructed in the proof of Theorem 4.
Theorem 5.
If the sequences are convergent, i.e., there exists such that and , then
(10) |
(11) |
and
(12) |
Proof.
Clearly, relation (10) follows directly from (4). Also, if (11) holds true, then we can easily derive relation (12) from (3). Thus, it remains us to prove (11).
We provide the conclusion for , and the same can be deduced for through a similar process.
Step 1: Indeed, one has
Hence
whence passing to the limit we deduce that as claimed.
Step 2: Let be any path. Then for each there is with
Since is compact, passing to a subsequence we may assume that as Then taking the limit in the last inequality and using the conclusion from Step 1, we derive
whence taking the infimum over we obtain the desired inequality.
Step 3: From the definition of one clearly has for all Let be arbitrarily chosen. Since there exists such that for all Thus, we can assume that and so that as Then, from
letting go to infinity, we deduce
Now since is arbitrary, we must have as claimed.
Finally, the two contrary inequalities in Steps 2 and 3 show that ∎
Remark 1.
In the light of the conclusions of Theorem 5, we can distinguish the following situations:
(a) If both linkings of the spaces and are trivial, then is a minimizer of the functional and is a minimizer of the functional that is the couple is a Nash equilibrium of the functionals
(b) If only the linking of the space is the trivial one, then is a mountain pass type point of while is a minimizer of the functional
(b) If both linkings of the spaces and are nontrivial, then is a mountain pass type point of the functional and is a mountain pass type point of the functional
The next result answers the problem of convergence of sequences and It requires some monotonicity conditions related to the derivatives and
Theorem 6.
Let and be the two sequences constructed in the proof of Theorem 4. Let be a continuous operator and let be defined by
(13) |
Assume that the following conditions are satisfied:
(i) there are nonnegative constants such that
(14) | |||
(15) | |||
for all and
(ii) the matrix is convergent to zero;
(iii) the sequence (equivalently ) is bounded.
Then the sequences and are convergent.
Proof.
Since the sequences are convergent to zero, and the operators are continuous, one has that the sequences
are also convergent to zero. In terms of and formula (13) gives
Then, using the monotony conditions (14), we deduce
(16) | ||||
Similarly,
(17) | ||||
Under the notations
inequalities (16)-(17) can be put under the matrix form
(18) |
where the matrices and are those from (2). One can see that (18) is equivalent to
where the matrix is convergent to zero. Thus, Lemma 3 provides assurance that the sequences and converge to zero uniformly with respect to i.e., and are Cauchy sequences, hence convergent. ∎
Remark 2.
To proceed with the limit transition in equations (3) and (4) it is crucial to ensure the convergence of the entire sequences and and not only some of their subsequences. This is due to the phase shift of the sequence by one unit. Indeed, if a subsequence is convergent, then it is not sure that the sequence also converges and has the same limit.
Remark 3.
By using a continuous operator a continuous transformation of the derivatives is actually achieved, on which monotonicity conditions are imposed. Without such a transformation, monotony conditions seem to be impossible to fulfill given the nature of the mountain pass geometry. We mention that in our previous works devoted to Nash-type equilibria, it was possible to avoid using a special operator which there, was actually the identity operator.
It remains to give sufficient conditions to guarantee the boundedness of the sequence
Theorem 7.
The sequence is bounded in each one of the following situations:
(a) The linking in is trivial; for some
(19) |
(20) |
(b) The linking in is nontrivial; for some
(21) |
(22) |
Proof.
We note that in applications, some other more specific conditions can be invoked in order to guarantee the boundedness of such as growth and coercivity conditions, or the Ambrosetti-Rabinowitz condition.
Remark 4.
Our theory applies in particular to a single functional defined on a product space when we can take either
- (10)
-
or
- (20)
-
and
The results for case (20) will be in some sense dual to those for case (10). Thus, one can produce critical points of with one of the properties:
3 Application
We apply the results from the previous section to the Dirichlet problem
(23) |
where is a bounded open set from . These kinds of problems are widely recognized in the literature and they model real-world processes, such as stationary diffusion or wave propagation.
Throughout the section, the symbol is used to denote the Euclidean norm in . We assume the following behavior of potentials and
-
(H1)
are of class and satisfy
for all and the growth conditions
(24) for all and some positive constants where
Here we take endowed with the inner product
and the corresponding norm
for
The defining characteristic of the considered system (23) is that the first two and last two equations, coupled together, allow for a variational formulation given by the energy functionals
where .
We are interested in a weak solution of (23) such that is a mountain pass-min point for the functionals , i.e., is a mountain pass type critical point for and is a minimizer for .
Letting
the identification of with via yields to the representation
Note that under the growth conditions (24), the Nemytskii’s operators
(i=1,2), are well defined from to , continuous and bounded (map bounded sets into bounded sets). Consequently, the operators
are well-defined and continuous from to .
Let be the first eigenvalue of the Dirichlet problem in on (see, e.g., (14)). Our next hypothesis is a crossing condition of the first eigenvalue which has been used in the literature (see, e.g., (6), (12) and (25)).
-
(H2)
The inequalities
hold for all and uniformly with respect to
One can see that the first inequality of (25) guarantees
(26) | ||||
uniformly with respect to , whilst the second one implies
Given that , there exists , sufficiently small and independent of , and a constant such that
(27) |
Based on (26), we can choose such that
(28) |
In addition, one has
(29) |
Now, if we consider in the sets
then, from (27), (28), (29), we see that links via , and moreover
for all , i.e.,
Also take
which corresponds to the trivial linking. Furthermore, in order to have equivalently the functional must be bounded from below uniformly with respect to . This requirement can be satisfied by the imposition of the following unilateral growth condition on :
-
(H3)
There exists with
(30) for all
As a result of Theorem 4, it can be inferred that there exist two sequences, which satisfies (3) and (4).
In what follows, we will establish sufficient conditions for the convergence of the sequences and previously constructed. With reference to Theorem 6, we consider in this case, the operator here linear, with defined as
(31) |
for and some Thus, correspondingly, one has
and
Next we introduce some monotonicity conditions on the functions and which are involved in the above expressions of and
It is worth noting that these conditions are applied to differences and do not impose restrictions on of being quadratic, as is the case with according to (H3). Examples 1 and 2 that follow support this assertion.
-
(H4)
There are nonnegative numbers () such that
for all .
Under assumption (H4), the operators satisfy the monotonicity conditions (14) and (15) with the following coefficients:
(33) | ||||
(34) | ||||
(35) | ||||
(36) |
Indeed, for any we have
Using (H4) and the well known inequality we obtain
As both and are less or equal to from Poincaré’s inequality we infer that
Similarly, we have
which after further computation gives
Now it is clear that the first two conditions outlined in Theorem 6 are satisfied provided that
-
(H5)
The matrix is convergent to zero.
It remains to show that the sequence is bounded. To this aim we use Theorem 7 (a). First, since we clearly have for any Next, the growth condition (30) on gives
, uniformly with respect to Therefore, as all conditions outlined in Theorem 6 are fulfilled, it can be deduced that the sequences and are convergent in
Thus, based on Theorem 4, we can state the following theorem.
Theorem 8.
Assume that (H1)-(H5) hold. Then problem (23) has a mountain pass-min solution, i.e., there is a solution such that is a mountain pass type critical point of the functional and is a minimizer of the functional .
To attain a mountain pass-mountain pass solution, we follow a similar approach as in Theorem 8, with some important clarifications. Firstly, it is necessary to impose the conditions from (H2) on both and (denote this condition with (H2)’) in order to guarantee that both nontrivial linkings are fulfilled. Furthermore, it is easy to see that imposing (H3) with instead of (denote this condition with (H3)’), we guarantee the boundedness of the sequence , as indicated by Theorem 7(b).
Secondly, we must take into account a different operator than the identity, since, as noted in Remark 2, selecting results in a minimum point. For simplicity, we take , where is defined in (31). Thus, the alteration in condition (H4) is that we require monotonicity for , instead of and (denote this condition with (H4)’), with defined as . Changing the operator results in revising the coefficients and as outlined in equations and , with being equivalent to and being equivalent to , as per equations and .
Therefore, we can state the following result.
Theorem 9.
Assume that (H1), (H2)’-(H4)’, (H5) holds true. Then problem (23) has a mountain pass-mountain pass solution, i.e., there is a solution such that is a mountain pass type critical point of the functional and mountain pass type critical point of the functional .
One can easily see that the absolute value of () is upper-bounded by a fourth-degree polynomial in and
Thus condition (H1) is satisfied. Also, condition (H3) holds as
Verification of the condition (H2). Since provided simple computations yields
On the other hand,
uniformly with respect to . Thus (H2) holds.
Verification of the condition (H4). First note that
which clearly gives
Note that the function defined as is Lipschitz continuous, with a Lipschitz constant not greater than provided that , i.e.,
(38) |
From the linearity of and the Lipschitz property (38), it follows that
Hence the monotonicity conditions ((H4)) hold with
Verification of the condition (H5). Simple computations yield
Since and we can choose in (31) sufficiently small that the matrix is convergent to zero.
Thus all the hypothesis of Theorem 8 are satisfied and problem (37) has a solution where if and one has that is a mountain pass type critical point of the energy functional and is a minimizer of the energy functional
Example 2. Consider the Dirichlet problem
(39) |
We apply Theorem 9, where
Note that both and () are upper-bounded by fourth-degree polynomials in and , respectively, which ensures that (H1) is satisfied.
Verification of the condition (H2)’. Since , similar reasoning as in the verification of (H2) from Example 1 leads to the conclusion that (H2)’ holds true.
Verification of the condition (H3)’. Given that the leading term in is a fourth degree polynomial in , and that is bounded for each , there exists a positive number such that
Therefore, we can find another positive number such that for all , we have
Verification of the condition (H4)’. First note that
which gives
The linearity of and yields
Hence the monotonicity conditions ((H4)) hold with
Verification of the condition (H5). Simple computations yield
Since we can choose in (31) sufficiently small that the matrix is convergent to zero.
Acknowledgements
The authors would like to express their gratitude to the anonymous referees for their reviews and valuable remarks, which significantly improved the paper.
References
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