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.

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

About this paper

Journal

Results in Mathematics

Publisher Name

Springer

Print ISSN
1422-6383
Online ISSN

1420-9012

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Paper (preprint) in HTML form

Linking methods for componentwise variational systems

Linking methods for componentwise variational systems

Radu Precup r.precup@math.ubbcluj.ro    Andrei Stan andrei.stan@ubbcluj.ro
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 u1 and u2, the system reads equivalently as

{Eu1(u1,u2)=0Eu2(u1,u2)=0,

where Eu1,Eu2 are the partial derivatives of E(u1,u2) 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 E(u1,u2)

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, E1(u1,u2) and E2(u1,u2), and aim to find solutions to the system

{E11(u1,u2)=0E22(u1,u2)=0, (1)

where E11 stands for the partial derivative of E1 with respect to first variable and E22 is the derivative of E2 with respect to the second variable. It is natural to look for a solution (u1,u2) in one of the following situations:

(a)

The pair (u1,u2) is a Nash (min-min) equilibrium of the system, that is u1 minimizes the functional E1(,u2) and u2 minimizes E2(u1,);

(b)

The pair (u1,u2) is a min-mountain pass equilibrium of the system, that is u1 minimizes the functional E1(,u2) and u2 is a mountain pass type point of E2(u1,);

(c)

The pair (u1,u2) is a mountain pass-mountain pass equilibrium of the system, that is u1 is a mountain pass type point of E1(,u2) and u2 is a mountain pass type point of E2(u1,).

To have a simple understanding of these situations, it is enough to look at the functions on 2×2 by taking u1=(x,y) and u2=(z,w):

(a)

E1(x,y,z,w) = x2+y2+z2+w2xz,
E2(x,y,z,w) = x2+2y2+z2+w2yw.

It is easy to see that u1=(0,0) and u2=(0,0) solves (1) and that u1 minimizes E1(,u2)=x2+y2, while u2 minimizes E2(u1,)=z2+w2.

(b)

E1(x,y,z,w) = x2+y2+z2+w2xz,
E2(x,y,z,w) = x2+2y2+z2w2yw.

Here again, u1=(0,0) and u2=(0,0) solves (1), and u1 minimizes E1(,u2)=x2+y2, while u2 is a mountain pass of E2(u1,)=z2w2.

(c)

E1(x,y,z,w) = x2y2+z2+w2xz,
E2(x,y,z,w) = x2+2y2+z2w2yw.

In this case u1=(0,0) is a mountain pass type point of E1(,u2)=x2y2 and u2=(0,0) is a mountain pass type point of E2(u1,)=z2w2.

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 X be a Banach space, D and Q be two subsets of X with QD.

Definition 1 ((20)).

We say that a nonempty set AD links a set BQ via Q (in D) if γ(Q)A for every γC(Q,D) with γ|B=idB.

Note that, in virtue of the above definition, the total set A=D links the empty set B=, via any Q, in particular via any singleton Q={u¯} with u¯D. As explained below, this limit case of (trivial) linking provides us with minima of a functional after applying the min-max procedure.

Assume that A links B in D via Q, let Γ={γC(Q,D):γ|B=id}B, and E:D be any functional. Denote

m:=infvDE(v),a:=infvAE(v),b:=supvBE(v),

and

c:=infγΓsupqQE(γ(q)).

Then it is easy to see that

macand bc.

If B= and A=D, then

m=a,b=and c=m.

The first equalities are obvious. To prove that c=m, observe that in this case of trivial linking, Γ is the whole space C(Q,D) and for any constant mapping γv(q)=v for all qQ, with vD, one has supqQE(γ(q))=E(v) and then

c=infγΓsupqQE(γ(q))infvDsupqQE(γv(q))=infvDE(v)=m.

The converse inequality being obvious, it follows that c=m as claimed. Therefore, the adopted definition of linking allows us to treat the minimization of a functional E on a set D 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, E1(u1,u2) and E2(u1,u2), defined on a product space X1×X2. Correspondingly, we shall use one linking for the functionals E1(,u2) with a fixed u2X2, and an other linking for the functionals E2(u1,) when u1 is fixed in X1. 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 (X,d) be a complete metric space and let Φ:X{+} be a lower semicontinuous and bounded below functional. Then, given any ε>0, there exists uεX such that

Φ(uε)infXΦ+ε

and

Φ(uε)Φ(u)+εd(u,uε),

for all uX.

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 (X,||X) be a Banach space, K a compact and fC(K,X). Then, for each ε>0, there exists a function φC(K,X) such that:

|φ(x)|X1, and (f(x),φ(x))>|f(x)|Xε,

for all xK.

Proof.

A direct consequence of the definition of the dual norm is that, for any xX and ε>0, there exists an xεX that satisfies

|xε|X1and(x*,xε)>|xε|ε.

Let ε>0. According to the previous remark, for any x0K, there is u0X with |u0|X1 and (f(x0),u0)>|f(x0)|ε.  Define

U(x0)={xK:(f(x),u0)>|f(x)|Xε},

and note that U(x0) is open in K and x0U(x0). Since K=xKU(x), there is a finite open covering of K: U(x1),U(x2),,U(xn). Let ui (i=1,2,,n) be the corresponding elements, i.e.,

U(xi)={xK:(f(x),ui)>|f(x)|Xε}.

Let ρi(x)=dist (x,KU(xi)) and ζi(x)=ρi(x)/j=1nρj(x). Notice that ζi:KK is continuous, ζi(x)0 if and only if xU(xi) and j=1n ζi(x)=1, for all xK. Finally, the desired function is

φ(x)=j=1nζi(x)xi.

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 (xk,p)k1,(yk,p)k1 be two sequences of nonnegative real numbers depending on a parameter p such that

[xk,pyk,p]A[0yk1,p]+[zk,pwk,p],

for all k and p, where (zk,p)k1,(wk,p)k1 are sequences convergent to zero uniformly with respect to p. If the matrix A is convergent to zero and the sequence (yk,p)k1 is bounded uniformly with respect to p, then xk,p0 and yk,p0 as k uniformly with respect to p.

The proof is similar to the one in (26, Lemma 2.2).

Recall that a square matrix An×n(+) is said to be convergent to zero if its power Ak tends to the zero matrix as k. The same conclusion holds if the spectral radius of the matrix is less than one, or if the inverse of IA (where I is the identity matrix) is both invertible and has nonnegative entries.

In particular, for n=2, a matrix A2×2(+) is convergent to zero if and only if

tr(A)<min{2, 1+det(A)}.

Also, one can easily check that if  A=[aij]1i,j2 is convergent to zero and

A:=[a110a21a22],A′′:=AA=[0a1200], (2)

then  IA is invertible and the matrix  (IA)1A′′ 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 Hi (i=1,2) be Hilbert spaces with inner product (,)i and norm ||i which are identified with their duals, and denote H=H1×H2. For each space Hi, consider a linking giving by two closed sets Ai,BiHi and a compact set QiHi with Ai,Qi and BiQi. Denote

Γi:={γiC(Qi,Hi):γi(ui)=ui for all uiBi}.

One sees that these sets are complete metric spaces together with the metric di, given by

di(γi,γi¯):=maxqQi|γi(q)γi¯(q)verti,

for any γi,γi¯Γi. Furthermore, for two functionals Ei:H and each point (u1,u2)H, we define:

m1(u2):=infX1E1(,u2);m2(u1):=infX2E2(u1,);a1(u2):=infA1E1(,u2);a2(u1):=infA2E2(u1,);b1(u2):=supB1E1(,u2);b2(u1):=supB2E2(u1,);
c1(u2):=infμΓ1maxqQ1E1(μ(q),u2);
c2(u1):=infμΓ2maxqQ2E2(u1,μ(q)).

As noted above, for each i{1,2}, one has

miaici and bici.

Assume that Ei (i=1,2) is a C1 functional on H and denote by Eii the partial Fréchet derivative of Ei with respect to the ith variable.

Our first result is the following theorem.

Theorem 4.

For each i{1,2}, let Ai links Bi via Qi in Hi. If

bi<ai,i=1,2,

then there exist two sequences u1kH1 and u2kH2 such that

0E1(u1k,u2k1)c1(u2k1)0, 0E2(u1k,u2k)c2(u1k)0 (3)

and

E11(u1k,u2k1)0,E22(u1k,u2k)0, (4)

as k.

Proof.

We shall construct the two desired sequences (u1k),(u2k) by an iterative procedure working alternatively on the two functionals. We start with an arbitrary point v0H2. We follow two stages:

(a) first consider the functional 1:Γ1,

1(μ)=maxQ1E1(μ(),u2k1)(μΓ1),

and observe that it is semi-continuous and bounded from below, since

1(γ1)a1(u2k1)>b1(u2k1)

Thus, Lemma 1 guarantees the existence of a path γ1kΓ1 such that

1(γ1k)infμΓ11(μ)+1k=c1(u2k1)+1k, (5)
1(γ1k)1(μ)1kd1(γ1k,μ), (6)

for all μΓ1. If we consider

Q1k:={q1Q1:1(γ1k(q1))=E1(γ1k(q1),u2k1)},

one can see that B1Q1k=, since b1(u2k1)<a1(u2k1).

Next we prove that there exists q1kQ1k with |E11(γ1k(q1k),v0)|1<1/k.  To this end we apply Lemma 2 to the function

f(q1)=E11(γ1k(μ),u2k1),

from where we deduce the existence of a function φC(Q1,H1) with |φ(q1)|11 and

(E11(γ1k(q1),u2k1),φ(q1))1>|E11(γ1k(q1),u2k1)|11kon Q1. (7)

In (5) take η=γ1kλw with λ>0 and

w(q1)=ζ(q1)φ(q1),

where ζ:Q1[0,1] is continuous, ζ(q1)=1 on Q1k and ζ=0 on B1. We have d1(γ1k,η)=λ|w|λ and

ψ(η)=maxq1Q1E1(η(q1),u2k1)=E1(η(q1λ),u2k1),

for some q1λQ1. Hence from (6), one has

E1(η(q1λ),u2k1)maxq1Q1E1(γ1k(q1),u2k1)+λk0.

Since

E1(η(q1λ),u2k1)E1(γ1k(q1λ),u2k1)
=λ(E11(γ1k(q1λ),u2k1),w(q1λ))1+o(λ)

we deduce that

(E11(γ1k(q1λ),u2k1),w(q1λ))1+1k+1λo(λ)0.

We may assume that q1λq1kQ1k as λ0. Then

(E11(γ1k(q1k),u2k1),w(q1k))1+1k0.

Thus, also using (7) and since w(q1k)=φ(q1k), we have

|E11(γ1k(q1k),u2k1)|11k<(E11(γ1k(q1k),u2k1),w(q1k))11k,

whence

|E11(γ1k(q1k),u2k1)|1<2k.

We denote

u1k=γ1k(q1k).

Thus we have

E1(u1k,u2k1)c1(u2k1)+1k,|E11(u1k,u2k1)|1<2k. (8)

(b) Now using the element u1k, we proceed to construct u2k. To this aim we follow a similar strategy for the functional 2:Γ2,

2(μ)=maxq2Q2E2(u1k,μ(q2))(μΓ2).

In the end we obtain an element u2kH2 of the form

u2k=γ2k(q2k)

with γ2kΓ2 and

q2kQ2k={q2Q2:2(γ2k(q2))=E2(u1k,γ2k(q2))},

having the properties

E2(u1k,u2k)c2(u1k)+1k,|E22(u1k,u2k)|2<2k. (9)

Clearly, (8) and (9) imply (3) and (4).

In the subsequent, we establish further proprieties of the sequences (u1k),(u2k) constructed in the proof of Theorem 4.

Theorem 5.

If the sequences (u1k),(u2k) are convergent, i.e., there exists u,v such that u1ku and u2kv, then

E11(u,v)=0,E22(u,v)=0, (10)
c1(u2k)c1(v),c2(u1k)c2(u) (11)

and

E1(u,v)=c1(v),E2(u,v)=c2(u). (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 c1(u2k), and the same can be deduced for c2(u1k) through a similar process.

Step 1: c1(u2k1)E1(u,v). Indeed, one has

c1(u2k1) = infμΓ1maxq1Q1E1(μ(q1),u2k1)maxq1Q1E1(γ1k(q1),u2k1)
= E1(γ1k(q1k),u2k1)=E1(u1k,u2k1)c1(u2k1)+1k.

Hence

E1(u1k,u2k1)E1(u,v)1k c1(u2k1)E1(u,v)
E1(u1k,u2k1)E1(u,v),

whence passing to the limit we deduce that c1(u2k1)E1(u,v)0, as claimed.

Step 2: E1(u,v)c1(v). Let μΓ1 be any path. Then for each k, there is q¯1kQ1 with

c1(u2k1)maxq1Q1E1(μ(q1),u2k1)=E1(μ(q¯1k),u2k1).

Since Q1 is compact, passing to a subsequence we may assume that q¯1kq1μ as k. Then taking the limit in the last inequality and using the conclusion from Step 1, we derive

E1(u,v)E1(μ(q¯1μ),v)maxq1Q1E1(μ(q1),v),

whence taking the infimum over μΓ1 we obtain the desired inequality.

Step 3: E1(u,v)c1(v). From the definition of c1, one clearly has c1(v)E1(γ1k(q1k),v)=E1(u1k,v) for all k. Let ε>0 be arbitrarily chosen. Since u2kv, there exists jk such that c1(v)εE1(u1k,vj) for all jjk. Thus, we can assume that jk>jk1 and so that jk as k. Then, from

c1(v)εE1(u1k,vjk),

letting k go to infinity, we deduce

c1(v)εE1(u,v).

Now since ε is arbitrary, we must have c1(v)E1(u,v), as claimed.

Finally, the two contrary inequalities in Steps 2 and 3 show that c1(v)=E1(u,v).

Remark 1.

In the light of the conclusions of Theorem 5, we can distinguish the following situations:

(a) If both linkings of the spaces H1 and H2 are trivial, then u is a minimizer of the functional E2(,v) and v is a minimizer of the functional E2(u,), that is the couple (u,v) is a Nash equilibrium of the functionals E1,E2.

(b) If only the linking of the space H2 is the trivial one, then u is a mountain pass type point of E1(,v), while v is a minimizer of the functional E2(u,).

(b) If both linkings of the spaces H1 and H2 are nontrivial, then u is a mountain pass type point of the functional E2(,v) and v is a mountain pass type point of the functional E2(u,).

The next result answers the problem of convergence of sequences u1k and u2k. It requires some monotonicity conditions related to the derivatives E11 and E22.

Theorem 6.

Let (u1k) and (u2k) be the two sequences constructed in the proof of Theorem 4. Let L=(L1,L2):HH,Li:HHi(i=1,2) be a continuous operator and let N=(N1,N2):HH, Ni:HHi (i=1,2), be defined by

N(u)=uL(E11(u),E22(u)). (13)

Assume that the following conditions are satisfied:

(i) there are nonnegative constants aij (i,j=1,2) such that

(N1(u1,u2)N1(u¯1,u¯2),u1u¯1)1 (14)
a11|u1u¯1|12+a12|u1u¯1|1|u2u¯2|2,
(N2(u1,u2)N2(u¯1,u¯2),u2u¯2)2 (15)
a22|u2u¯2|22+a21|u1u¯1|1|u2u¯2|2,

for all u1,u¯1H1 and u2,u¯2H2;

(ii) the matrix A=[ai,j]1i,j2 is convergent to zero;

(iii) the sequence (u2k) (equivalently (u1k)) is bounded.

Then the sequences (u1k) and (u2k) are convergent.

Proof.

Since the sequences E11(u1k,u2k1),E22(u1k,u2k) are convergent to zero, and the operators L1,L2 are continuous, one has that the sequences

αk:=L1(E11(u1k,u2k1),E22(u1k,u2k),
βk:=L1(E11(u1k,u2k1),E22(u1k,u2k)

are also convergent to zero. In terms of αk and βk, formula (13) gives

u1k=αk+N1(u1k,u2k1),u2k=βk+N2(u1k,u2k).

Then, using the monotony conditions (14), we deduce

|u1ku1k+p|12 =(u1ku1k+p,αkαk+p)1 (16)
+(u1ku1k+p,N1(u1k,u2k1)N1(u1k+p,u2k+p1))1
a11|u1ku1k+p|12+a12|u1ku1k+p|1|u2k1u2k+p1|2
+|αkαk+p|1|u1ku1k+p|1.

Similarly,

|u2ku2k+p|22 a22|u2ku2k+p|22+a21|u1ku1k+p|1|u2ku2k+p|2 (17)
+|βkβk+p|2|u2ku2k+p|2.

Under the notations

xk,p:=|u1ku1k+p|1,yk,p=|u2ku2k+p|2,
zk,p:=|αkαk+p|1,wk,p:=|βkβk+p|2,

inequalities (16)-(17) can be put under the matrix form

[xk,pyk,p]A[xk,pyk,p]+A′′[0yk1,p]+[zk,pwk,p], (18)

where the matrices  A and  A′′ are those from (2). One can see that (18) is equivalent to

[xk,pyk,p]A~[0yk1,p]+(IA)1[zk,pwk,p],

where the matrix A~:=(IA)1A′′ is convergent to zero. Thus, Lemma 3 provides assurance that the sequences (xk,p)k1 and (yk,p)k1 converge to zero uniformly with respect to p, i.e., (u1k) and (u2k) 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 (u1k) and (u2k) and not only some of their subsequences. This is due to the phase shift of the sequence (u2k) by one unit. Indeed, if a subsequence (u2kj)j1 is convergent, then it is not sure that the sequence (u2kj1)j1 also converges and has the same limit.

Remark 3.

By using a continuous operator L, 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 L, which there, was actually the identity operator.

It remains to give sufficient conditions to guarantee the boundedness of the sequence (u2k).

Theorem 7.

The sequence (u2k) is bounded in each one of the following situations:

(a) The linking in H2 is trivial; for some wH2,

E2(,w)is bounded on H1;  (19)
E2(u,) is coercive uniformly with respect to u. (20)

(b) The linking in H2 is nontrivial; for some wB2,

E2(,w) is bounded on H1; (21)
E2(u,) is coercive uniformly with respect to u. (22)
Proof.

(a) The linking in H2 being trivial, one has c2(u1k)=m2(u1k) and then from (9) and (19),

E2(u1k,u2k)m2(u1k)+1kE2(u1k,w)+1C

for all k and some constant C. This, in virtue of (20), gives the conclusion.

(b) From (21), there is a constant C with CE2(u1k,w) for all k. Since wB2, one has γ2k(w)=w. Then

C E2(u1k,w)=E2(u1k,γ2k(w))maxq2Q2E2(u1k,γ2k(q2))
= E2(u1k,γ2k(q2k))=E2(u1k,u2k),

which, in virtue of (22), gives the conclusion. ∎

We note that in applications, some other more specific conditions can be invoked in order to guarantee the boundedness of (u2k), such as growth and coercivity conditions, or the Ambrosetti-Rabinowitz condition.

Remark 4.

Our theory applies in particular to a single functional E defined on a product space H1×H2, when we can take either

(10)

E1=E2=E;or

(20)

E1=E and E2=E.

The results for case (20) will be in some sense dual to those for case (10). Thus, one can produce critical points (u1,u2) of E, with one of the properties:

E(u1,u2) = minE(,u2)=maxE(u1,);
E(u1,u2) = minE(,u2)=supμΓ2minqQ2E(u1,μ(q));
E(u1,u2) = infμΓ1maxqQ1E(μ(q),u2)=maxE(u1,);
E(u1,u2) = infμΓ1maxqQ1E(μ(q),u2)=supμΓ2minqQ2E(u1,μ(q)).

3 Application

We apply the results from the previous section to the Dirichlet problem

{Δv1=v1F(v1,w1,v2,w2)Δw1=w1F(v1,w1,v2,w2)Δv2=v2G(v1,w1,v2,w2)Δw2=w2G(v1,w1,v2,w2)on Ωv1|Ω=w1|Ω=v2|Ω=w2|Ω=0, (23)

where Ω is a bounded open set from n (n3). 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 2. We assume the following behavior of potentials F and G:

  1. (H1)

    F,G:4 are of C1 class and satisfy

    F(0,x2)=0and G(x1,0)=0,

    for all x1,x22, and the growth conditions

    |F(x1,x2)| CF(|x1|p+1), (24)
    |G(x1,x2)| CG(|x2|p+1),

    for all x1,x22 and some positive constants CF,CG, where 2p2=2nn2.

Here we take H1=H2:= (H01(Ω))2=H01(Ω)×H01(Ω) endowed with the inner product

(u,u¯)H01×H01=(v,v¯)H01+(w,w¯)H01,

and the corresponding norm

|u|H01×H01=(|v|H012+|w|H012)1/2,

for u=(v,w),u¯=(v¯,w¯).

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 E1,E2:(H01(Ω))2×(H01(Ω))2,

E1(u1,u2)=12|u1|H01×H012ΩF(u1,u2),
E2(u1,u2)=12|u2|H01×H012ΩG(u1,u2),

where u1=(v1,w1),u2=(v2,w2)(H01(Ω))2.

We are interested in a weak solution (u1,u2) of (23) such that (u1,u2) is a mountain pass-min point for the functionals E1,E2, i.e., u1 is a mountain pass type critical point for E1(,u2) and u2 is a minimizer for E2(u1,).

Letting

f1(y1,z1,y2,z2)=y1F(y1,z1,y2,z2),
f2(y1,z1,y2,z2)=z1F(y1,z1,y2,z2),
g1(y1,z1,y2,z2)=y2G(y1,z1,y2,z2),
g2(y1,z1,y2,z2)=z2G(y1,z1,y2,z2),

the identification of H1(Ω) with H01(Ω) via Δ yields to the representation

E11(u1,u2) = u1((Δ)1f1(u1,u2),(Δ)1f2(u1,u2)),
E22(u1,u2) = u2((Δ)1g1(u1,u2),(Δ)1g2(u1,u2)).

Note that under the growth conditions (24), the Nemytskii’s operators

𝒩fi(u1,u2)(x):=fi(u1(x),u2(x)),𝒩gi(u1,u2)(x):=gi(u1(x),u2(x)),

(i=1,2), are well defined from (L2(Ω))4 to (L(2)(Ω))2, continuous and bounded (map bounded sets into bounded sets). Consequently, the operators

N1(u1,u2)=((Δ)1f1(u1,u2)),(Δ)1f2(u1,u2)))
N2(u1,u2)=((Δ)1g1(u1,u2)),(Δ)1g2(u1,u2)))

are well-defined and continuous from (H01(Ω))4 to (H01(Ω))2.

Let λ1 be the first eigenvalue of the Dirichlet problem Δu=λv in Ω,v=0 on Ω (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)).

  1. (H2)

    The inequalities

    lim sup|x1|0F(x1,x2)|x1|2<λ12<lim inf|y1|F((y1,0),x2)y12,

    hold for all y1 and uniformly with respect to x22.

From (24) and (H2), there are μ,τ with 0<μ<λ1<τ, and Cμ,Cτ>0 such that

τ2y12CτF((y1,0),x2) and F(x1,x2)μ2|x1|2+Cμ|x1|p, (25)

for all y1 and x1,x22.

One can see that the first inequality of (25) guarantees

E1((αϕ1,0),u2) =12|(αϕ1,0)|H01×H012ΩF((αϕ1,0),u2) (26)
12α2|ϕ1|H01212τα2|ϕ1|L22+Cτmeas(Ω)
=12(1τλ1)α2+Cτmeas(Ω), as α,

uniformly with respect to u2(H01(Ω))2, whilst the second one implies

E1(u1,u2) =12|u1|H01×H012ΩF(u1,u2)
12|u1|H01×H012μ2Ω|u1(x)|2CμΩ|u1(x)|p𝑑x
12|u1|H01×H012μ2λ1|u1|H01×H012Cμ|u1|H01×H01p
=(12μ2λ1)|u1|H01×H012Cθ|u1|H01×H01p.

Given that 12μ2λ1>0, there exists r0>0, sufficiently small and independent of u2, and a constant c>0, such that

E1(u1,u2)c>0whenever |u1|H01×H01=r0. (27)

Based on (26), we can choose α0>r0 such that

E1((α0ϕ1,0),u2)<0for all u2(H01(Ω))2. (28)

In addition, one has

E1((0,0),u2)=0. (29)

Now, if we consider in (H01(Ω))2 the sets

A1={u1(H01(Ω))2:|u1|H01×H01=r0},
Q1={s(ϕ1,0)(H01(Ω))2: 0sα0},
B1={((0,0),(s0ϕ1,0))},

then, from (27), (28), (29), we see that A1 links B1 via Q1, and moreover

infA1E1(,u2)c>supB1E1(,u2),

for all u2(H01(Ω))2, i.e., b1<a1.

Also take

A2=(H01(Ω))2,B2=and Q2={(0,0)},

which corresponds to the trivial linking. Furthermore, in order to have b2<a2, equivalently <m2, the functional E2(,u2) must be bounded from below uniformly with respect to u1. This requirement can be satisfied by the imposition of the following unilateral growth condition on G:

  • (H3)

    There exists 0σ<λ1 with

    G(x1,x2)σ2|x2|2+C, (30)

    for all x1,x22.

As a result of Theorem 4, it can be inferred that there exist two sequences, (u1k),(u2k) which satisfies (3) and (4).

In what follows, we will establish sufficient conditions for the convergence of the sequences (u1k) and (u2k) previously constructed. With reference to Theorem 6, we consider in this case, the operator L=(L1,L2), here linear, withL1,L2:(H01(Ω))2(H01(Ω))2 defined as

L1(v1,w1)=L1(u1)=β(v1w1,v1w1),L2(v2,w2)=L2(u2)=u2, (31)

for u1=(v1,w1),u2=(v2,w2)(H01(Ω))2 and some β>0. Thus, correspondingly, one has

N1(u1,u2)
=u1L1(E11(u1,u2))
=u1L1u1+L1((Δ)1f1(u1,u2)),(Δ)1f2(u1,u2)))
=((1β)v1+βw1,(1β)w1βv1)
+β((Δ)1(f1(u1,u2)f2(u1,u2)),(Δ)1(f1(u1,u2)f2(u1,u2)))

and

N2(u1,u2) =u2L2(E22(u1,u2))
=u2L2u2+L2((Δ)1g1(u1,u2)),(Δ)1g2(u1,u2)))
=((Δ)1g1(u1,u2),(Δ)1g2(u1,u2))

Next we introduce some monotonicity conditions on the functions  f~:=f1f2, g1 and g2 which are involved in the above expressions of N1 and N2.

It is worth noting that these conditions are applied to differences and do not impose restrictions on F of being quadratic, as is the case with G according to (H3). Examples 1 and 2 that follow support this assertion.

  • (H4)

    There are nonnegative numbers mij (i,j=1,4) such that

    (f~(x1,x2)f~(x¯1,x¯2))(y1y¯1)
    |y1y¯1|(m11|y1y¯1|+m12|z1z¯1|+m13|y2y¯2|+m14|z2z¯2|),
    (f~(x1,x2)f~(x¯1,x¯2))(z1z¯1)
    |z1z¯1|(m21|y1y¯1|+m22|z1z¯1|+m23|y2y¯2|+m24|z2z¯2|),
    (g1(x1,x2)g1(x¯1,x¯2))(y2y¯2)
    |y2y¯2|(m31|y1y¯1|+m32|z1z¯1|+m33|y2y¯2|+m34|z2z¯2|),
    (g2(x1,x2)g2(x¯1,x¯2))(z2z¯2)
    |z2z¯2|(m41|y1y¯1|+m42|z1z¯1|+m43|y2y¯2|+m44|z2z¯2|),

    for all x1=(y1,z1),x¯1=(y¯1,z¯1),x2=(y2,z2),x¯2=(y¯2,z¯2)2.

Under assumption (H4), the operators N1,N2 satisfy the monotonicity conditions (14) and (15) with the following coefficients:

a11 =1β+βλ1max{m11,m22}+β2λ1(m12+m21), (33)
a12 =βλ1max{m132+m232,m142+m242}, (34)
a21 =1λ1max{m312+m322,m412+m422}, (35)
a22 =m34+m432λ1+max{m33,m44}. (36)

Indeed, for any u1=(v1,w1),u2,u¯1,u¯2(H01(Ω))2, we have

(N1(u1,u2)N1(u¯1,u¯2),u1u¯1)H01×H01
=(1β)|u1u¯1|H01×H012+β(f~(u1,u2)f~(u¯1,u¯2),v1v¯1)L2
+β(f~(u1,u2)f~(u¯1,u¯2),w1w¯1)L2.

Using (H4) and the well known inequality |v|L2|w|L212(|v|L22+|w|L22), we obtain

(N1(u1,u2)N1(u¯1,u¯2),u1u¯1)H01×H01
(1β)(|v1u¯1|H012+|w1w¯1|H012)
+βm11|v1v¯1|L22+βm12|v1v¯1|L2|w1w¯1|L2
+βm22|w1w¯1|L22+βm21|v1v¯1|L2|w1w¯1|L2
+βm13|v1v¯1|L2|v2v¯2|L2+m14|v1v¯1|L2|w2w¯2|L2
+βm23|w1w¯1|L2|v2v¯2|L2+m24|w1w¯1|L2|w2w¯2|L2.

As both |v1v¯1|L2 and |w1w¯1|L2 are less or equal to |u1u¯1|L2×L2, from Poincaré’s inequality |v|L221λ1|v|H012, we infer that

(N1(u1,u2)N1(u¯1,u¯2),u1u¯1)H01×H01
a11|u1u¯1|H01×H012+a12|u1u¯1|H01×H01|u2u¯2|H01×H01.

Similarly, we have

(N2(u1,u2)N2(u¯1,u¯2),u2u¯2)H01×H01
m33|v2v¯2|H012+m44|w2w¯2|H012
+(m34+m43)|v2v¯2|L2|w2w¯2|L2
+|v1v¯1|L2(m31|v1v¯1|L2+m32|w1w¯2|L2)
+|v2v¯2|L2(m41|v1v¯1|L2+m42|w1w¯2|L2),

which after further computation gives

(N2(u1,u2)N2(u¯1,u¯2),u2u¯2)H01×H01
a22|u2u¯2|H01×H012+a21|u1u¯1|H01×H01|u2u¯2|H01×H01.

Now it is clear that the first two conditions outlined in Theorem 6 are satisfied provided that

  • (H5)

    The matrix M:=[aij]1i,j2 is convergent to zero.

It remains to show that the sequence (u2k) is bounded. To this aim we use Theorem 7 (a). First, since G(,0)=0, we clearly have E2(u1,0)=0, for any u1(H01(Ω))2. Next, the growth condition (30) on G gives

E2(u1,u2) =12|u2|H01×H012ΩG(u1,u2)
12|u2|H01×H012σ2|u2|L2(Ω)×L2(Ω)2Cmeas(Ω)
(12σ2λ1)|u2|H01×H012Cmeas(Ω),

as |u2|H01×H01, uniformly with respect to u1. Therefore, as all conditions outlined in Theorem 6 are fulfilled, it can be deduced that the sequences (u1k) and (u2k) are convergent in (H01(Ω))2.

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 (u1,u2)(H01(Ω))2×(H01(Ω))2 such that u1 is a mountain pass type critical point of the functional E1(,u2) and u2 is a minimizer of the functional E2(u1,).

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 F and G (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 G instead of G (denote this condition with (H3)’), we guarantee the boundedness of the sequence u2k, as indicated by Theorem 7(b).

Secondly, we must take into account a different operator L2 than the identity, since, as noted in Remark 2, selecting L2=Id results in a minimum point. For simplicity, we take L2:=L1, where L1 is defined in (31). Thus, the alteration in condition (H4) is that we require monotonicity for g~, instead of g1 and g2 (denote this condition with (H4)’), with g~ defined as g~=g1g2. Changing the operator L2 results in revising the coefficients a21 and a22 as outlined in equations (35) and (36), with a21 being equivalent to a12 and a22 being equivalent to a11, as per equations (33) and (34).

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 (u1,u2)(H01(Ω))2×(H01(Ω))2 such that u1 is a mountain pass type critical point of the functional E1(,u2) and u2 mountain pass type critical point of the functional E2(u1,).

Example 1. Consider the Dirichlet problem

{Δv1=a(v1+w1)3+a~v1+a(v1+w1)1v22+w22+1Δw1=a(v1+w1)3a~w1+a(v1+w1)1v22+w22+1Δv2=bv2+1v12+c2Δw2=bw2+1v22+c2 (37)

We apply Theorem 8, where

Ω3,aλ14,a~<λ12,b<1,b+4c<λ1,c>1,
F(y1,z1,y2,z2)=a4(y1+z1)4+a~2(y12z12)+a2(y1+z1)21y22+z22+1,
G(y1,z1,y2,z2)=b2(y22+z22)+y2y12+c2+z2z12+c2.

One can easily see that the absolute value of F(x1,x2) (x1,x22) is upper-bounded by a fourth-degree polynomial in |x1| and

|G(y1,z1,y2,z2)|(b2+2c)|(y2,z2)|2+2c.

Thus condition (H1) is satisfied. Also, condition (H3) holds as b2+2c<λ12.

Verification of the condition (H2). Since (y1+z1)4y12+z120 provided |y1|+|z1|0, simple computations yields

lim|y1|+|z1|0F(y1,z1,y2,z2)y1+2z12a~2+a<λ12.

On the other hand,

lim|y1|F((y1,0),x2)y12 = lim|y1|a4y14+a~2y12+a2y121y22+z22+1y12
lim|y1|a4y12=,

uniformly with respect to x2=(y2,z2)2. Thus (H2) holds.

Verification of the condition (H4). First note that

f1(y1,z1,y2,z2)=a(y1+z1)3+a~y1+a(y1+z1)1y22+z22+1,
f2(y1,z1,y2,z2)=a(y1+z1)3a~z1+a(y1+z1)1y22+z22+1,
g1(y1,z1,y2,z2)=by2+1y12+c2,
g2(y1,z1,y2,z2)=bz2+1z12+c2,

which clearly gives

f~(y1,z1,y2,z2)=a~y1+a~z1.

Note that the function h: defined as h(x)=1x2+c2 is Lipschitz continuous, with a Lipschitz constant not greater than 1c, provided that c1, i.e.,

|1x2+c21x¯2+c2|1c|xx¯|, for all x,x¯.  (38)

From the linearity of f~ and the Lipschitz property (38), it follows that

(f~(y1,z1,y2,z2)f~(y¯1,z¯1,y¯2,z¯2))(y1y¯1)
a~|y1y¯1|2+a~|y1y¯1||z1z¯1|,
(f~(y1,z1,y2,z2)f~(y¯1,z¯1,y¯2,z¯2))(z1z¯1)
a~|z1z¯1|2+a~|y1y¯1||z1z¯1|,
(g1(y1,z1,y2,z2)g1(y¯1,z¯1,y¯2,z¯2))(y2y¯2)
b|y2y¯2|2+1c|y2y¯2||y1y¯1|,
(g2(y1,z1,y2,z2)g(y¯1,z¯1,y¯2,z¯2))(z2z¯2)
b|z2z¯2|2+1c|z1z¯1||z2z¯2|.

Hence the monotonicity conditions ((H4)) hold with

m11 = a~,m12=a~,m13=0,m14=0,
m21 = a~,m22=a~,m23=0,m24=0,
m31 = 1c,m32=0,m33=b,m34=0,
m41 = 0,m42=1c,m43=0,m44=b.

Verification of the condition (H5). Simple computations yield

M=[1β(12a~λ1)01cλ1b].

Since b<1 and 12a~λ1>0, we can choose β>0 in (31) sufficiently small that the matrix M is convergent to zero.

Thus all the hypothesis of Theorem 8 are satisfied and problem (37) has a solution (v1,w1,v2,w2), where if u1:= (v1,w1) and  u2:=(v2,w2), one has that u1 is a mountain pass type critical point of the energy functional E1(,u2), and u2 is a minimizer of the energy functional E2(u1,).

Example 2. Consider the Dirichlet problem

{Δv1=a(v1+w1)3+a~v1+a(v1+w1)1v22+w22+1Δw1=a(v1+w1)3a~w1+a(v1+w1)1v22+w22+1Δv2=a(v2+w2)3+a~v2+a(v2+w2)1v12+w12+1Δw2=a(v2+w2)3a~w2+a(v2+w2)1v12+w12+1 (39)

We apply Theorem 9, where

Ω3,aλ14,a~<λ12,
F(y1,z1,y2,z2)=a4(y1+z1)4+a~2(y12z12)+a2(y1+z1)21y22+z22+1,
G(y1,z1,y2,z2)=a4(y2+z2)4+a~2(y22z22)+a2(y2+z2)21y12+z12+1.

Note that both |F(x1,x2)| and |G(x1,x2)| (x1,x22) are upper-bounded by fourth-degree polynomials in |x1| and |x2|, respectively, which ensures that (H1) is satisfied.

Verification of the condition (H2)’. Since G(x1,x2)=F(x2,x1), 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 G(x1,x2) is a fourth degree polynomial in |x2|, and that G(,x2) is bounded for each x2, there exists a positive number R such that

G(x1,x2)0, for all |x2|R.

Therefore, we can find another positive number M such that for all x1,x22, we have

G(x1,x2)Mσ2|x2|2+M.

Verification of the condition (H4)’. First note that

f1(y1,z1,y2,z2)=a(y1+z1)3+a~y1+a(y1+z1)1y22+z22+1,
f2(y1,z1,y2,z2)=a(y1+z1)3a~z1+a(y1+z1)1y22+z22+1,
g1(y1,z1,y2,z2)=a(y2+z2)3+a~y2+a(y2+z2)1y12+z12+1,
g2(y1,z1,y2,z2)=a(y2+z2)3a~z2+a(y2+z2)1y12+z12+1,

which gives

f~(y1,z1,y2,z2)=a~y1+a~z1,
g~(y1,z1,y2,z2)=a~y2+a~z2.

The linearity of f~ and g~ yields

(f~(y1,z1,y2,z2)f~(y¯1,z¯1,y¯2,z¯2))(y1y¯1)
a~|y1y¯1|2+a~|y1y¯1||z1z¯1|,
(f~(y1,z1,y2,z2)f~(y¯1,z¯1,y¯2,z¯2))(z1z¯1)
a~|z1z¯1|2+a~|y1y¯1||z1z¯1|,
(g~(y1,z1,y2,z2)g~(y¯1,z¯1,y¯2,z¯2))(y2y¯2)
a~|y2y¯2|2+a~|y2y¯2||z2z¯2|,
(g~(y1,z1,y2,z2)g~(y¯1,z¯1,y¯2,z¯2))(z2z¯2)
a~|z2z¯2|2+a~|y2y¯2||z2z¯2|.

Hence the monotonicity conditions ((H4)) hold with

m11 = a~,m12=a~,m13=0,m14=0,
m21 = a~,m22=a~,m23=0,m24=0,
m31 = 0,m32=0,m33=a~,m34=a~,
m41 = 0,m42=0,m43=a~,m44=a~.

Verification of the condition (H5). Simple computations yield

M=[1β(12a~λ1)001β(12a~λ1)].

Since 12a~λ1>0, we can choose β>0 in (31) sufficiently small that the matrix M is convergent to zero.

Thus, all the hypothesis of Theorem 9 are satisfied and problem (39) has a solution (v1,w1,v2,w2), where if u1:= (v1,w1) and  u2:=(v2,w2), one has that u1 is a mountain pass type critical point of the energy functional E1(,u2), and u2 is a mountain pass type critical point of the energy functional E2(u1,).

Acknowledgements

The authors would like to express their gratitude to the anonymous referees for their reviews and valuable remarks, which significantly improved the paper.

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