1. Introduction and Main Results
In this paper, we consider the following nonlinear Neumann equation:
where
is a smooth bounded domain in
,
,
and
K and
V are smooth positive functions defined by
.
Such equations arise in various areas of applied sciences; for example, the Keller–Segel model in chemotaxis [
1], the Gierer–Meinhardt model for biological pattern formation [
2], and stationary waves for nonlinear Schrödinger equations, see, e.g., [
3,
4,
5].
In the last few decades, equation
has been widely studied. Most of the works have been carried out when the functions
and
. In this case, it is well known that the problem
strongly depends on the constant
, the exponent
q, and the dimension
n. When
q is subcritical, that is,
, the only solution to
is the constant one for a small
[
6], whereas for a large
, non-constant solutions for
exist and blow up at interior points or at boundary points, or at mixed points (some of them in the interior and others on the boundary), see the review in [
7]. When
q is critical, that is,
, the problem
becomes more difficult. On one hand, Zhu [
8] proved that, if
is convex,
and
is small, then
has only constant solutions. On the other hand, if
and
id small,
admits non-constant solutions [
9,
10,
11]. For a large
,
also has solutions which blow up, as in the subcritical case, at boundary points as
tends to infinity [
12,
13,
14,
15]. However, in contrast with the subcritical case, at least one blow-up point has to be on the boundary [
16]. In [
17,
18], the authors considered the problem
for a fixed
when the exponent
q is close to the critical one; that is,
and
is a small positive parameter. They showed the existence of a single-boundary blow-up solution for
. They also constructed single interior blowing-up solutions when
. Recently, it has been proved that, unlike dimension three, problem
has no solution, blowing up at only interior points when
,
and
is small, positive, and real [
19]. In light of the results mentioned above, we see that problem
requires further study.
In [
20], the authors considered problem
; that is, a case in which the functions
and
and
is small, positive, and real. They constructed simple interior bubbling solutions. They also showed the presence of interior bubbling solutions with clustered bubbles. Note that, in the results of [
20], all concentration points in the interior bubbling solutions constructed (simple and clustered) converge to critical points of the function
V as
moves towards zero. The same phenomena appears in [
21] when the author studied the location of the blow up of the ground states of
in the hall space. Indeed, he proved that, under some conditions of
V, the ground-state solution concentrates at a global minimum of
V. In view of these results, a natural question arises: what happens when the function
K is not constant? In particular, do interior bubbling solutions (simple and clustered) still exist? If this is the case, do the concentration points converge, as
moves towards zero, to critical points of
V or
K? These questions motivate the present paper. We show that simple interior bubbling solutions still exist and, in contrast with problem
studied in [
20], we prove that
has no interior bubbling solutions with clustered bubbles. In addition, we show that the presence of a non-constant function
K, in equation
, excludes the role played by the function
V in determining the locations of interior concentration points. Indeed, ignoring the presence of the function
V, all the interior blow-up points converge to critical points of
K as
moves towards zero. To state our results, we need to define some notation. Throughout the remainder of this paper, we consider the following nonlinear Neumann problem:
where
is a bounded domain in
of class
,
,
is a small positive parameter,
is the critical Sobolev exponent for the embedding
, and
K (resp.,
V) is a
(resp.
) positive function defined by
.
Problem
has a variational structure. Solutions to
are the positive critical points of the functional
defined by
equipped with the norm
and its corresponding inner product given by:
Note that all solutions
to
satisfy
with a positive constant
C independent of
. Thus, the concentration compactness principle [
22,
23] implies that, if
is an energy-bounded solution to
which converges weakly to 0, then
has to blow up at a finite number
N of points of
. More precisely,
can be written as
and
are the so-called bubbles defined by
and which are, see [
24], the only solutions to the following problem
In this paper, our aim is to deal with the qualitative properties and existence of interior concentrating solutions for problem
. More precisely, we consider the case where
We first start by studying the asymptotic behavior of solutions to which blow up at interior points as moves towards zero. It should be noticed that the symmetry of the domain simplifies the choice of the blow up points and reduces the number of unknown variables. In this paper, our results are proved without any assumptions of the symmetry of domain or of the function K. We give a complete description of the interior blow-up pictures of solutions that weakly converge to zero. Namely, we prove:
Theorem 1. Let , be a (resp., ) positive function, and be the critical points of satisfying K; if , then we make following assumptionwhere Let be a sequence of solutions of having the form (2) and satisfying (3), (4), and (6). In addition if the number N of concentration points (defined in (2)) is bigger than or equal to 2, we assume that all the critical points of K are non-degenerate. Then, the following facts hold - (i)
For any , there exists , such that the concentration point converges to the critical point of K as . In addition, if , we have - (ii)
For any , we have where and - (iii)
If the number N of concentration points satisfies , then and a positive constant c exists independent of ε such that the concentration points satisfy
Remark 1. - 1
When the number N of the concentration points satisfies , the non-degeneracy assumption is used to show that two concentration points cannot converge to the same critical point of K. This shows that the presence of a Morse function K in the equation excludes the existence of interior bubbling solutions with clustered bubbles.
- 2
Theorem 1 also excludes the existence of solutions which resemble the form of a super-position of spikes centered at one point, as in the slightly super-critical problem [25]. - 3
It is easy to construct a function K satisfying (7) and (8) for any positive function V. For example, assuming, without the loss of generality, and taking a positive real γ such that . Let , we can take with R chosen to be large so that in Ω.
By easy computations, we can check that for any , and K has only three critical points which are 0,
, and . These critical points are non-degenerate. Clearly, (7) and (8) are satisfied for any positive function V.
Our next result provides a kind of converse of Theorem 1. More precisely, our aim is to construct solutions to which blow up at multiple interior points as moves towards zero.
Theorem 2. Let , be a (resp., ) positive function. Let (where m is defined in Theorem 1) and be non-degenerate critical points of K. If , we further assume that they satisfy assumption (8). Then, there exists, for ε small, a sequence of solutions to which decomposes as in (2) with the properties (3), (4), (6), and (9). In particular admits at least solutions. To prove our results, we make a refined asymptotic analysis of the gradient of the functional and we then test the equation using vector fields which make possible to obtain balancing conditions satisfied by the concentration parameters. Through a careful study of these balancing conditions, we obtain our results.
The rest of this paper is organized as follows: in
Section 2, we make a precise estimate of the infinite dimensional part of
.
Section 3 is devoted to the expansion of the gradient of the functional
. In
Section 4, we study the asymptotic behavior of the solutions to
which blow up at interior points as
moves towards zero. This allows us to provide proof for Theorem 1. In
Section 5 we construct solutions of
which blow up at multiple interior points as
moves towards zero which gives the proof for Theorem 2. Lastly, in
Section 6, we present some future perspectives.
2. Estimate of the Infinite Dimensional Part
For
, let
be a sequence with the form (
2) with the properties (3), (4), and (
6). It is well known that there is a unique way to choose
,
, and
such that
where
denotes
For the proof of this fact, see [
26,
27]. To simplify the notation, we will set, in the sequel,
,
, and
. Throughout the sequel, we assume that
is written as in (
10) and (11). To study the case of interior blowing-up solutions, we need to introduce the following set
where
is positive, small, and real.
Next, we are going to deal with the
v-part in (
10). To this end, we perform an expansion of the associated functional
defined by (
1) with respect to
satisfying
, where
is a positive small constant. Let
, taking
and
with
, we observe that
But we have
where
which implies that
Notice that the derivatives of
satisfy
Next, we are going to prove the uniform coercivity of the quadratic form .
Proposition 1. Let and . Then, there exists and such that, for , the quadratic form , defined by (16), satisfies Proof. On one hand, since
is small and
is bounded, Taylor’s expansion implies that
On the other hand, letting
, we have
But, using estimate
of [
26] and Holder’s inequality, we obtain
Thus, combining (
18)–(
21), we obtain
But, we have
and we notice that
Using the fact that
we obtain
But, according to the proof of Proposition 1 in [
20], a positive constant
c exists such that
which gives the desired result. The proof of the proposition is thereby complete. □
Next, we are going to give the estimate of the infinite dimensional variable Our result reads as follows.
Proposition 2. Let and . Then, if is small enough, a unique exists which minimizes with respect to , and is small. In particular, we have In addition, satisfies the following estimate Proof. Using estimate (
17), Proposition 1, and the implicit function theorem, we derive that, for a
small,
exists, such that
, where
is defined by (
15). Thus, we need to estimate
. To this end, letting
, we observe that
But, using (
18) and estimate
of [
26], we obtain
For
, we have
. Thus, it follows from (
18) and Lemma 6.6 of [
19] that
For the other term in right hand side of (
27), using estimate (
18), we obtain
Now, using (
6), the fact that
is small, and
, we obtain
It follows from (
30)–(
33) that
Combining (
26)–(
29) and (
34), our proposition follows. □
3. Expansion of the Gradient of the Associated Functional
In this section, we are going to perform the expansion of the gradient of the associated Euler–Lagrange functional
in
. Notice that, for
, we have
Let
. In (
35), we will take
and
with
. Thus, we need to estimate each term in (
35). We start by dealing with the last integral in the right hand side of (
35). Namely, we prove the proposition below.
Proposition 3. Let and be such that . Let us denote that and , where in defined in Proposition 2. Then, for with , the following fact holds Proof. To deal with the second integral in the right hand side of (
38), we write
For
, we have
. Using (
28), we obtain
and for
, using (
29), we obtain
For the first integral in the right hand side of (
39), we write
Using Estimate
from [
26], (
39), (
40), and (
42), we obtain
Now, we are going to estimate the first integral on the right hand side of (
38). To this end, letting
be defined by (
39), we write
For the first integral
in (
44), using (
18) and the fact that
, it holds that
Thus, using Estimate
from [
26], we obtain
For the second integral on the right hand side of (
44), using (
18), the fact that
, and Estimate
from [
26], we have
Combining (
38), (
43), (
44), (
45), and (
46), we obtain the desired result. □
Next, we deal with the linear term in Proposition 3 with respect to . Namely, we prove the following Lemma.
Lemma 1. Let and such that . Then, for the following fact holds: where is defined in Proposition 2.
Proof. Using (
18), the fact that
, (
31), and (32), we obtain
If
, since
we have
But, since
, we have
uniformly on
. Therefore we obtain
If
, using again the fact that
and
, we obtain
Lastly, if
, we obtain, in the same way,
Clearly, our lemma follows from (
47)–(
50). □
Next, we are going to make the statement in Proposition 3 more precise.
We start with the case where .
Proposition 4. Let and such that . Let us denote that , where is defined in Proposition 2. Then, for , we have Proof. Using (
38) and (
43) with
, we obtain
The second integral on the right hand side of (
51) is estimated in Lemma 1. For the first one, we write
Now, observe that, for
r positive small, using (
18) we obtain
Combining the previous estimates with Lemma 1, we easily derive our proposition. □
Next, we take in Proposition 3 and our aim is to prove the following result.
Proposition 5. Let and such that . Let us denote that , where is defined in Proposition 2. Then, for , we have where , are defined in Theorem 1 and Proof. Applying Proposition 3 with
, we need to estimate the integrals involved in (
36). For a small positive
r, since
K is a
-function on
, we have
Next, we recall the following estimate which is extracted from [
20] (see estimate (91) of [
20])
Combining estimates (
52) and (
53), we obtain
Thus, combining (
54) and (
55), we obtain
Next, we are going to estimate the second integral on the right hand side of (
36). To this end, using (
18), we obtain
But, using estimate F16 of [
26], we have
Now, in the same way, we consider the third integral in the right hand side of (
36) and we write
Combining (
56), (
61), (
62), Lemma 1, and Proposition 3, we obtain the desired result. □
Now, taking in Proposition 3, we are going to prove the following crucial result.
Proposition 6. Let and be such that . Let us denote that , where is defined in Proposition 2. Then, for , the following fact holds Proof. Taking
r positive small and denoting that
, we write
Notice that, for
, we have
We notice that the last integral is independent of the index
j. Then we obtain
Clearly, (
63), (
64), and (65) imply that
For the second integral on the right hand side of (
36), following the proof of (
57), we write
But, using estimate F11 of [
26], we have
Combining (
67) and (
68), we obtain
Lastly, in the same way, we deal with the third integral on the right hand side of (
36), and we write
Combining (
66), (
69), (
70), Lemma 1, and Proposition 3, we obtain the desired result. □
Now, we are ready to give the expansions of the gradient of the associated Euler–Lagrange functional in the set . Namely we prove the following crucial result
Proposition 7. Let be such that and Let , where is defined in Proposition 2. Then, for , the following facts hold:
- (i)
where is defined in (
83).
- (ii)
where , is defined in Proposition 5, and where , , for are defined in Theorem 1.
- (iii)
where is defined in Proposition 6 and where Proof. Claim
(i) follows from estimates (50)–(54) and (56) from [
20] and Proposition 4.
Next, we are going to prove estimate (ii). First , we know that (see Estimate (51) of [
19])
Second, taking
r positive small and using estimates (52), (53) and Lemma 6.6 of [
19], we obtain
where we have used (
26).
Combining (
71), (
72) and Proposition 5, we easily obtain Claim
(iii).
To prove Claim
(iii), we first use Proposition 3.4 of [
19] to derive
Second, taking
r positive small, we write
But, using Lemma 6.3 of [
19], we have
Furthermore, for
, it holds that
Combining estimates (
74)–(
78), we obtain
Combining estimates (
73), (
79) and Proposition 6, we easily derive estimate (iii). This completes the proof of our proposition. □
4. Asymptotic Behavior of Interior Bubbling Solutions
Our aim in this section is to study the asymptotic behavior of solutions to which blow up at interior points as moves towards zero. We begin by proving the following crucial fact:
Lemma 2. Let and be a sequence of solutions of . Then, for all , the following fact holds: Proof. Multiplying
by
and integrating over
, we obtain
First, using Lemma
of [
19] and Appendix B of [
28], we obtain
where
Second, since
and
, we observe that
where
if
and
if
.
Third, using Lemma 6.6 of [
19], we get, for
,
Next, we are going to estimate the right hand side of (
80). To this end, we write
But, using Estimate
of [
26], we have
Concerning the first integral in the right hand side of (
87), we write
The above estimates imply that
Combining estimates (
80)–(
90) and using the fact that
, we obtain
which implies that
. The proof of the Lemma is thereby complete. □
Next, we consider
a sequence of solutions to
which have the form (
2) and satisfy (3), (4), and (
6). We know that
can be written in the form (
10) where
,
,
, and
satisfy (11). Using Lemma 2, we see that
. Since
is a solution to
, we see that (
24) is satisfied with
. Thus, through its uniqueness, we obtain
, where
is defined in Proposition 2. Therefore
satisfies Estimate (
25). We start by proving Theorem 1 in the case of a single interior blow-up point, that is
. In this case estimate (
25) becomes
Combining (
91) and Proposition 7, we obtain
Putting (
92) and (95) in (93) and (94), we obtain
Using (
96) and (97), we obtain
Putting (
98) in (95), we derive that
This implies that the concentration point
a converges to a critical point
y of
K. Using this information, we see that (
96) and (97) show that (
8) and (
9) are satisfied. This completes the proof of Theorem 1 in the case of
.
Next, we are going to prove Theorem 1 in the case of multiple interior blow-up points; that is,
. Without loss of generality, we can assume that
First, using the estimate of
given by Proposition 2 and the fact that
is a solution to
, the Claims of Proposition 7 become
where
,
is defined in Theorem 1 for
and where we have used
in
and
.
Summing
, we obtain
Putting (
99) in
, we obtain
Now, for the sake of clarity, we will split the rest of the proof into three claims.
Claim 1. To prove Claim 1, we first notice that Thus, multiplying (
100) and (101) by
and summing over , we obtain Clearly, the combination of (
102) and (
103)
completes the proof of Claim 1. To proceed further, we introduce the following set Then, our second claim reads:
Claim 2. For each , there exists such that the concentration point converges to a critical point of K. In addition, we have To prove Claim 2, letting , we put Claim 1 and estimate (
99)
in .
This leads towhich implies that tends to 0. Hence, there exists such that the concentration point converges to a critical point of K. Furthermore, since is assumed to be non-degenerate, Estimate (
105)
implies that To complete the proof of Claim 2, arguing by contradiction, we assume that j, exist with satisfying .
Since j, ,
we obtain This implies thatwhich gives a contradiction to Claim 1. The proof of Claim 2 is thereby complete. Next, we state and prove the third claim.
Claim 3. The set is equal to , that is, all the rate of the concentration are of the same order.
To prove Claim 3, arguing by contradiction, we assume that
. Let
. Multiplying
by
and summing over
, we obtain
Thus, using (
102) and Claim 1, we obtain
Now, using (
106) and Claim 2, we obtain
Writing
and using (
107), Claim 1 and (
106), we obtain, for
,
which gives a contradiction. Therefore our claim follows for
. In the same way for
, using (
106) and (
107), (101), with
, implies that
In addition, using Claim 2, the concentration point
converges to a critical point
of
K. Thus estimate (
108) becomes
which gives a contradiction. This implies that our claim also follows for
.
To complete the proof of Theorem 1, it remains to be shown that Estimate (
9) holds. Combining Claims 2 and 3, we see that
Thus, for
, using (
100), for each
i, we obtain
which implies estimate (
9) for
.
For
, using again (101), we obtain
which implies estimate (
9) for
. This completes the proof of Theorem 1.
5. Construction of Interior Bubbling Solutions
The goal of this section is to prove Theorem 2; that is, we are going to construct solutions to
which blow up at
N interior point(s) as
goes to zero, with
. As the proof of the theorem is simpler in the case of one concentration interior point, we will focus on the case of multiple interior blow-up points. The proof of the theorem for one blow-up point is easily deduced from our proof by eliminating the terms which involve more than one point. We will follow [
20] (see also [
29]). Let
be non-degenerate critical points of
K satisfying (
8) if
. Inspired by Theorem 1, we introduce the following set which depends on the kind of the blow-up points we want to obtain.
where
c is a positive constant,
is defined by (
12),
if
and
if
.
Notice that such a condition imposed on the parameter
in
implies that
We also introduce the following function
Since the variable , the Euler–Lagrange multiplier theorem implies that the following proposition holds.
Proposition 8. is a critical point of if, and only if, is a critical point of ; that is, if, and only if, ts exists such that the following system holds The proof of Theorem 2 will be carried out through a careful analysis of the previous system on
. Observe that
, defined in Proposition 2, satisfies Equation (114). In the sequel, we will write
instead of
. Taking
, we see that
is a critical point of
if and only if
satisfies the following system for each
Notice that, since
, we have
The following result is a direct consequence of Proposition 7.
Lemma 3. For a small ε, the following statements hold: where , , and are defined in Propositions 7.
Next, our aim is to estimate the numbers
,
, and
which appear in Equations (
115)–(117).
Lemma 4. Let . Then, for a small ε, the following estimates hold: Proof. Applying
(see (114)) to the functions
,
and
, we obtain the following quasi-diagonal system
where
Combining Proposition 7, Lemma 3 and the fact that
, we derive that for all
we have
Thus, we obtain
where
M is the matrix defined by
and
where
c,
, and
are defined in (
118).
Hence Lemma 4 follows. □
Next, we are going to study equations
,
,
. To obtain an easy system to solve, we perform the following change of variables
where
Using this change of variables, we rewrite our system in the following simple form:
Lemma 5. For ε small, the system (115)–(117) is equivalent to the following system Proof. Using the fact that
we see that equation (
115) is equivalent to
For the second Equation (116), we start by the case where
. Using Proposition 7 and Lemmas 3 and 4, we obtain
Now, Using again Proposition 7 and Lemmas 3 and 4, we obtain
which implies the third equation in the system
. Using the fact that
is a non-degenerate critical point of
K, we deduce that
Putting the last inequality in (
120), we obtain the second equation in the system
which completes the proof of the lemma for
. In the same way, we prove the lemma in the case where
. □
To complete the proof of Theorem 2, we rewrite the system
in the following form
and we define the following linear map
where
,
and
.
We see that
L is invertible. Thus, applying Brouwer’s fixed point theorem, we deduce that the system
has at least one solution
for a small
(for more details, see [
20]). As in [
20], we prove that the constructed function
is positive. Lastly, as a straightforward consequence of this construction, we see that
admits at least
solutions provided that
is small, where
m is defined in Theorem 1. This completes the proof of Theorem 2.