\input amstex \documentstyle{amsppt} \loadmsbm \magnification=\magstephalf \hcorrection{1cm} \vcorrection{6mm} \nologo \TagsOnRight \NoBlackBoxes \headline={\ifnum\pageno=1 \hfill\else% {\tenrm\ifodd\pageno\rightheadline \else \leftheadline\fi}\fi} \def\rightheadline{EJDE--1997/05\hfil Neumann problem for the $p$-Laplacian \hfil\folio} \def\leftheadline{\folio\hfil Paul A. Binding, Pavel Dr\'abek \& Yin Xi Huang \hfil EJDE--1997/05} \def\pretitle{\vbox{\eightrm\noindent\baselineskip 9pt % Electronic Journal of Differential Equations, Vol.\ {\eightbf 1997}(1997), No.\ 05, pp.\ 1--11.\hfil\break ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.swt.edu \hfill\break ftp (login: ftp) ejde.math.swt.edu or 147.26.103.110 or 129.120.3.113 \bigskip} } \topmatter \title On Neumann boundary value problems for some quasilinear elliptic equations \endtitle \thanks \noindent {\it 1991 Mathematics Subject Classifications:} 35J65, 35J70, 35P30.\hfil\break {\it Key words and phrases:} $p$-Laplacian, positive solutions, Neumann boundary value problems. \hfil\break \copyright 1997 Southwest Texas State University and University of North Texas.\hfil\break Submitted September 11, 1996. Published January 30, 1997. \hfil\break The research of the authors was supported by NSERC of Canada and the I.W. Killam Foundation, the Grant \# 201/94/0008 of the Grant Agency of the Czech Republic, and a University of Memphis Faculty Research Grant respectively \endthanks \author Paul A. Binding\\ Pavel Dr\'abek \\ Yin Xi Huang \endauthor \address Department of Mathematics \& Statistics, University of Calgary, Calgary, Alberta, Canada, T2N 1N4 \endaddress \email binding\@acs.ucalgary.ca \endemail \address Department of Mathematics, University of West Bohemia, P.O. Box 314, 30614 Pilsen, Czech Republic \endaddress \email pdrabek\@kma.zcu.cz \endemail \address Department of Mathematical Sciences, University of Memphis, Memphis, TN 38152 USA\endaddress \email huangy\@mathsci.msci.memphis.edu \endemail \abstract We study the role played by the indefinite weight function $a(x)$ on the existence of positive solutions to the problem $$\left\{ \eqalign{ -\text{div}\,(|\nabla u|^{p-2}\nabla u)&= \lambda a(x)|u|^{p-2}u+b(x)|u|^{\gamma-2}u, \quad x\in\Omega, \cr \frac{\partial u}{\partial n}&=0, \quad x\in\partial\Omega\,,} \right. $$ where $\Omega$ is a smooth bounded domain in $\Bbb R^n$, $b$ changes sign, $11$, and $g(x, u)$ is a Caratheodory function. A host of literature exists for this type of problem when $p=2$; see, e.g., [AV], [GO1], [GO2], [G], [TA] and the references therein. Recently Li and Zhen [LZ] studied (1.1) with $p\ge2$ and obtained some interesting results. In this paper we consider a special type of function $g(x, u)$ which was excluded in [LZ]. More precisely we investigate problems of the type $$\left\{ \eqalign{ -\De_pu&=\la a(x)|u|^{p-2}u+b(x)|u|^{\ga-2}u,\quad x\in\O, \cr \frac{\pa u}{\pa n}&=0, \quad x\in\pa\O,} \right. \eqno(1.2)_\la $$ where $a(x), b(x)\in L^\infty(\O)$, and $a(x)$ and $b(x)$ both may change sign. Also $10\}$ and $\{x\in\O: f(x)<0\}$ are both positive. We study the influence of the indefinite weight function $a(x)$ on the existence of positive solutions of $(1.2)_\la$. If $c_1\ge a(x)\ge c_2>0$, then $\|u\|_{\la a}:=(\int_\O(|\na u|^p-\la a|u|^p))^{1/p}$ defines an equivalent norm on $\W$ for $\la<0$. Then a standard variational method can be used to prove the existence of positive solutions to $(1.2)_\la$ (see the proof of Theorem 1 (ii) below). The case $-c_1\le a(x)\le -c_2<0$ can be dealt with in the same way. The situation where $a(x)$ changes sign is more complicated because the related functional $$ I(u)=\frac1p\int(|\na u|^p-\la a|u|^p)-\frac1\ga\int b|u|^\ga $$ may not be coercive. Our method relies on the eigencurve theory developed in [BH1, BH2]. It turns out that the sign of the integral $\int_\O a$ plays an important role for the range of $\la$ for which $(1.2)_\la$ has a positive solution. To be more specific, we introduce some notations and recall some results. Consider the eigencurve problem $$\left\{ \eqalign{ -\De_pu&=\la a(x)|u|^{p-2}u+\mu |u|^{p-2}u,\quad x\in\O, \cr \frac{\pa u}{\pa n}&=0, \quad x\in\pa\O,} \right. \eqno(1.3) $$ where we treat the eigenvalue $\mu$ associated with a positive eigenfunction as a function of $\la$. By taking $$ \mu(\la):=\inf_{u\in\W\setminus\{0\}} \frac{\int_\O|\na u|^p-\la\int_\O a|u|^p}{\int_\O|u|^p} $$ we can establish the following (see, e.g., [BH1, BH2, H]) \proclaim{Proposition 1} Assume that $a\in L^\infty(\O)$. Then $\mu(\la)$ is continuous and concave and $\mu(0)=0$. If $a(x)>0$, then $\mu(\la)$ is decreasing, and if $a(x)<0$, then $\mu(\la)$ is increasing. Assume, now, that $a$ changes sign in $\O$. (i) If $\int_\O a<0$, there exists a unique $\la^+_1>0$ such that $\mu(\la^+_1)=0$ and $\mu(\la)>0$ for $\la\in (0, \la^+_1)$. (ii) If $\int_\O a=0$, then $\mu(0)=0$ and $\mu(\la)<0$ if $\la\ne0$. (iii) If $\int_\O a>0$, then there exists a unique $\la^-_1<0$ such that $\mu(\la^-_1)=0$ and $\mu(\la)>0$ for $\la\in (\la^-_1,0)$. \endproclaim \noindent{\smc Remark 1.1.} It follows from this proposition that when $a$ changes sign and $\int_\O a<0$, the eigenvalue problem $$\left\{ \eqalign{ -\De_pu&=\la a(x)|u|^{p-2}u,\quad x\in\O, \cr \frac{\pa u}{\pa n}&=0, \quad x\in\pa\O} \right. $$ has a positive eigenvalue $\la^+_1$ associated with a positive eigenfunction. \medskip For a given weight function $a(x)$, we define $$\la_1(a)=\cases +\infty, &\text{if $a(x)<0$},\\ \la^+_1, &\text{if $a$ changes sign and $\int_\O a<0$},\\ 0, &\text{if $\int_\O a=0$},\\ \la^-_1, &\text{if $a$ changes sign and $\int_\O a>0$},\\ -\infty, &\text{if $a(x)>0$}, \endcases $$ where $\la^+_1$ and $\la^-_1$ are given in Proposition 1. Let $\|\cdot\|$ denote the usual norm in $\W$. When $\la_1(a)$ is a finite number, we choose a fixed eigenfunction $\vp_1>0$ associated with $\la_1(a)$ and satisfying $\|\vp_1\|=1$. Note that if $\la_1(a)=0$, then we can take $\vp_1\equiv1$. With these constructions, we have \proclaim{Proposition 2} Assume that $a$ changes sign and $\int_\O a\ne0$. Then for any $\la$ strictly between 0 and $\la_1(a)$, the relation $\|u\|_{\la a}:=(\int_\O(|\na u|^p-\la a|u|^p))^{1/p}$ defines an equivalent norm on $\W$. \endproclaim \demo{Proof} Suppose the contrary. Then there exist $u_n\in \W$ such that $\|u_n\|=1$ and $\int_\O(|\na u_n|^p-\la a|u_n|^p)\to0$. The variational characterization of $\mu(\la)$ then gives $\|u_n\|_{\la a}^p\ge\mu(\la)\int_\O|u_n|^p$. Since $\la$ is between 0 and $\la_1(a)$, it follows that $\mu(\la)>0$ so $u_n\to0$ in $L^p(\O)$. This implies $\int_\O a|u_n|^p\to0$ and hence $\int_\O |\na u_n|^p\to 0$. This contradicts the fact that $\|u_n\|=1$. This proves the proposition. \qed\enddemo Now we can state our main results. From now on we assume $1<\ga0$, such that for $\la$ strictly between 0 and $\la^*$, $(1.2)_\la$ has a positive solution. \endproclaim The next result deals with the case where $\int a=0$. \proclaim{Theorem 2} Assume $\int_\O a=0$ and $\int b<0$. Then for small enough $\la\ne0$, $(1.2)_\la$ has a positive solution. \endproclaim When $\la=0$, we have \proclaim{Corollary 1} Assume $\int_\O b<0$. Then the problem $$\left\{ \eqalign{ -\De_pu&=b(x)|u|^{\ga-2}u,\quad x\in\O, \cr \frac{\pa u}{\pa n}&=0, \quad x\in\pa\O} \right. $$ has a positive solution. \endproclaim \medskip Throughout this paper we use $c$ to denote various positive constants, and the integrals are always taken on $\O$ unless otherwise specified. We will use variational methods in a similar way to those in [DH]. The proof of Theorem 1 will be divided into three situations: (i) $\la=\la_1(a)$, (ii) $0<|\la|<|\la_1(a)|$ and (iii) $|\la|>|\la_1(a)|$. The details are presented in Sections 2 and 3. We then study the case $\int a=0$ in Section 4. We conclude with some remarks in Section 5. \bigskip\goodbreak \subheading{2. The case $|\la|\le|\la_1(a)|$} We introduce the functional $I$ on the space $\W$ by $$ I(u)=\frac1p\int(|\na u|^p-\la a|u|^p)-\frac1\ga\int b|u|^\ga,\eqno(2.1) $$ and we set $$\eqalign{ \La&=\{u\in\W: (I'(u),u)=0\}\cr &=\{u\in\W: \int(|\na u|^p-\la a|u|^p)=\int b|u|^\ga\}.} $$ We can see that $\vp_1$ does not belong to $\La$ since $\int b\vp_1^\ga<0$. Note also that $\La$ is closed and for $u\in\La$, $$ I(u)=(\frac1p-\frac1\ga)\int(|\na u|^p-\la a|u|^p) =(\frac1p-\frac1\ga)\int b|u|^\ga.\eqno(2.2) $$ The following lemma is needed. \proclaim{Lemma 2.1} Under the conditions of Theorem 1 or Theorem 2, any minimizer or maximizer $z$ of the functional $I$ on $\La$ with $I(z)\ne0$ gives a solution of $(1.2)_\la$. \endproclaim \demo{Proof} If $z$ is a nonzero maximizer or a minimizer of $I$ on $\La$, then there exists $\mu\in {\Bbb R}$ such that $$\eqalign{ &\int|\na z|^{p-2}\na z\na \vp-\int\la a|z|^{p-2}z\vp-\int b|z|^{\ga-2}z\vp\cr &=\mu\Bigl(p\int|\na z|^{p-2}\na z\na \vp-p\int\la a|z|^{p-2}z\vp- \ga\int b|z|^{\ga-2}z\vp\Bigr),} $$ for any $\vp\in\W$. We claim that $\mu=0$, which proves the lemma. If $\mu\not=0$, then taking $\vp=z$ and using the fact that $z\in \La$ we get $$ (\ga-p)\int(|\na z|^p-a|z|^p)=(\ga-p)\int b|z|^{\ga}=0. $$ Since $I(z)\ne0$, we obtain a contradiction. \qed\enddemo \demo{Proof of Theorem 1} (i) Here $\la=\la_1(a)$, and we start with the case $1<\ga0$. Thus we obtain a positive solution. For the case $\ga>p$, let $\La_0:=\La\setminus\{0\}$. We note that in this case $I(u)>0$ for $u\in\La_0$. We first show that $0$ is an isolated point of $\La$. Suppose, for some $u_n\in\La_0$, $u_n\to0$. Let $v_n=u_n/\|u_n\|$. >From (2.5) and Sobolev's embedding theorem we obtain as for (2.3) that $v_n$ converges in $L^\ga(\O)$ to $k\vp_1$ for some nonzero constant $k$. It then follows that the right hand side of (2.5) is negative when $n$ is large, a contradiction. Now, since $\La$ is closed and $0$ is isolated, $\La_0$ is a closed set. Thus any minimizer of $I$ on $\La_0$ gives us a nontrivial solution. Its positivity is obtained exactly as for the case $1<\gap$. To prove that $I$ satisfies the Palais-Smale condition, we note that if $|I(u_n)|0$. The rest of the proof can be carried out in a similar manner to that of (i). \qed\enddemo \subheading{3. The case $|\la|>|\la_1(a)|$} We divide $\La$ into three subsets as follows: $$ \La^+_\la (\text{resp.}\ \La^-_\la, \La^0_\la)= \{u\in\La: \int(|\na u|^p-\la a|u|^p)>(\text{resp.}\ <, =) \frac{\ga-1}{p-1}\int b|u|^\ga\}. $$ We seek critical points of $I$ on one of these sets. Observe that $$ \La^+_\la (\text{resp.}\ \La^-_\la, \La^0_\la)= \{u\in\La:(\ga-p)\int b|u|^\ga<(\text{resp.}\ >, =) 0\}.\eqno(3.1) $$ First we have \proclaim{Lemma 3.1} Let $\ga>p$, $\int a\ne0$ and $\int b\vp_1^\ga<0$. Then there exists $|\la^*|>|\la_1(a)|$, such that for any $\la$ strictly between $\la_1(a)$ and $\la^*$, $\La^-_\la$ is closed in $\W$ and open in $\La_\la$. \endproclaim \demo{Proof} The proof is similar to that of [DH, Lemma 3.3]. Assuming this is not true, there exist $\la_n\to\la_1(a)$ and $u_n\in\La^-_{\la_n}$ such that $\int b|u_n|^\ga\to 0$. Observe that, since $u_n\in\La^-_{\la_n}$, we also have $$ 0<\int b|u_n|^\ga=\int(|\na u_n|^p-\la_n a|u_n|^p)\to0. $$ Let $v_n=u_n/\|u_n\|$. Then we have $$ 0<\int(|\na v_n|^p-\la_n a|v_n|^p)=\int b|v_n|^\ga\cdot\|u_n\|^{\ga-p} =\int b|u_n|^\ga\cdot\|u_n\|^{-p}, $$ which approaches zero regardless of whether $\|u_n\|\to\infty$ or not. We conclude, similarly to the proof of Theorem 1 (i), that $v_n\to k\vp_1$ weakly in $\W$ for some constant $k\not=0$. In particular, $$ \int b|v_n|^{\ga-2}v_n\vp\to0 $$ for all $\vp\in\W$. Taking $\vp=k\vp_1$ in the above we obtain $\int b|k\vp_1|^\ga=0$, a contradiction. Thus $\La^-_\la$ is closed. \qed\enddemo \demo{Proof of Theorem 1} (iii) Assume first that $\ga>p$. We observe that $0\not\in\La^-_\la$, and for $u\in\La^-_\la$, $$ I(u)=\frac{\ga-p}{p\ga}\int b|u|^\ga=\frac{\ga-p}{p\ga} \int(|\na u|^p-\la a|u|^p)>0. $$ Thus we look for a minimizer of $I$ on the set $\La^-_\la$ when $\ga>p$. We assume $\int a<0$, i.e. $\la^*>\la_1(a)$. The other case can be treated similarly. Next we verify that $I$ satisfies the (P-S) condition on $\La^-_\la$ when $\la$ is close enough to $\la_1(a)$. Let $\{u_n\}$ satisfy the hypotheses of the Palais-Smale condition, i.e., $\{u_n\}\subset\La^-_\la$, $|I(u_n)|\le c$ and $I'(u_n)\to0$. We first show that there exist $\si>0$ and $\la^*>\la_1(a)$ such that for $\la\in (\la_1(a), \la^*)$ and all $u\in\La_\la^-$ $$ \int|\na u|^p-\la\int a|u|^p\ge\si\|u\|^p.\eqno(3.2) $$ Otherwise there are $\la_n>0$ and $u_n\in\La_{\la_n}^-$ such that $$ \int|\na v_n|^p-\la_n\int a|v_n|^p\to0,\quad \text{and}\quad \la_n\to\la_1(a), \eqno(3.3) $$ where $v_n=u_n/\|u_n\|$. Without loss of generality we can assume that $v_n\to v_0$ weakly in $\W$ and strongly in $L^p(\O)$, for some $v_0\in\W$. Thus $\int a|v_n|^p\to\int a|v_0|^p$ so (3.3) and the variational characterization of $\la_1(a)$ yield $$ 0\le\int(|\na v_0|^p-\la_1(a)a|v_0|^p)\le \liminf_{n\to\infty}\int(|\na v_n|^p-\la_n a|v_n|^p)=0.\eqno(3.4) $$ It follows from (3.4) that either $v_0=0$ or $\la_0=\la_1(a)$ and $v_0=\vp_1$. The former case would imply that $v_n\to 0$ in $L^p(\O)$, a contradiction. In the latter case, $\|v_n\|=\|\vp_1\|=1$, so weak convergence of $v_n$ to $\vp_1$ implies that $v_n\to\vp_1$ strongly in $\W$, and hence strongly in $L^\ga(\O)$. Since $u_n\in\La_{\la_n}^-$, we get $$ 0<\int(|\na u_n|^p-\la_na|u_n|^p)<\frac{\ga-1}{p-1}\int b|u_n|^\ga, $$ and consequently $$ 0<\int b|v_n|^\ga\to\int b\vp_1^\ga<0, $$ a contradiction. Thus by (3.2) we have proved that $\{u_n\}$ is bounded. Now we can follow the proof of Theorem 1 (i, ii) to show that such $\{u_n\}$ contains a convergent subsequence. Thus we conclude that the Palais-Smale condition is satisfied. The standard procedure then implies that the functional $I$ has a minimizer, say $z$, on $\La^-_\la$. Since $0\not\in\La^-_\la$, $z\not=0$. The fact that $z$ is a positive solution of $(1.2)_\la$ then follows from Lemma 2.1 and the Harnack inequality as in the proof of Theorem 1 (i), so Theorem 1 (iii) is proved for the case $\ga>p$. For the case $\ga, =) 0\}. $$ \proclaim{Lemma 4.1} If $\int b<0$, then for sufficiently small $\la$, (i) $\La^+_\la$ is closed in $\W$ and open in $\La_\la$ when $\ga>p$, and (ii) $\La^-_\la$ is closed in $\W$ and open in $\La_\la$ when $\ga\int(|\na u_n|^p-\la_n a|u_n|^p)=\int b|u_n|^\ga\to0.\eqno(4.1) $$ Let $v_n=u_n/\|u_n\|$ and assume that $v_n\to v_0$ weakly in $\W$ and strongly $L^p(\O)$ and $L^\ga(\O)$ for some $v_0\in\W$. Dividing (4.1) by $\|u_n\|^p$ we obtain $$ 0\le\int|\na v_0|^p\le\liminf_{n\to\infty}\int(|\na v_n|^p-\la_na|v_n|^p) =\liminf_{n\to\infty}\|u_n\|^{\ga-p}\int b|v_n|^\ga.\eqno(4.2) $$ We claim that $\liminf\|u_n\|^{\ga-p}\int b|v_n|^\ga=0$. Otherwise we obtain from (4.1) and (4.2) that $$ 0\le\int b|v_n|^\ga<0\eqno(4.3) $$ for certain $n$, which is a contradiction. Now, since the right hand side of (4.2) is zero, $v_0$ must be a constant. If $v_0\ne0$, then $\int b<0$ gives $\int b|v_n|^\ga\to\int b|v_0|^\ga<0$, so again we obtain the contradiction (4.3). If $v_0=0$, we have $\int|v_n|^p\to0$ and $\int|\na v_n|^p\to0$ (for a subsequence) from (4.2), contradicting $\|v_n\|=1$. So, for $\la$ sufficiently small, $\La_\la^+$ is closed. \noindent (ii) The case $\gap$ and on $\La_\la^- $ if $\gap$ only. The other case can be dealt with in a similar way. Assume that the contention is false. Then there exist $\la_n\to 0$ with an unbounded Palais-Smale sequence in each $\La_{\la_n}^+$. Moreover (2.2) shows that we can scale the sequences so that $\|I(u)\|$ is bounded independently of n for each sequence. Thus, by a standard diagonal argument, we can find a sequence $u_n\in\La_{\la_n}^+$ such that $I(u_n)$ is bounded, $I'(u_n)\to0$ and $\|u_n\|\to\infty$. Let $v_n=u_n/\|u_n\|$. Since $I(u_n)$ is bounded, it follows that $\int b|u_n|^\ga$ is bounded and $\int b|v_n|^\ga\to0$. Thus (4.1) holds with $u_n$ replaced by $v_n$, and we obtain a contradiction as in the proof of Lemma 4.1. We then conclude that the Palais-Smale sequences are bounded for sufficiently small $\la$. The rest of the proof is similar to that of Theorem 1 (i, ii). This concludes the proof. \qed\enddemo Now we can find a nonzero maximizer of $I$ on $\La^+_\la$ if $\ga>p$ and a nonzero minimizer of $I$ on $\La^-_\la$ if $\gac$ or $g(x, u)\cdot u\le0$ for $|u|>c$, has been employed extensively in the literature (see [G] and [ZL]). 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