\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, $1
1$, 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 $1
0\}$ 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 $1<\ga
0$, 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 $1<\ga
0$. 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 $1<\ga
p$.
To prove that $I$ satisfies the Palais-Smale condition, we note that
if $|I(u_n)| , =) 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 $\ga p$ and on $\La_\la^- $ if $\ga p$ 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 $\ga c$
or $g(x, u)\cdot u\le0$ for $|u|>c$, has been employed
extensively in the literature (see [G] and [ZL]).
One easily sees that this does not hold in our case: when $a(x)\equiv0$,
which is the case studied in [LZ], $b(x)$ must change sign.
\medskip
\noindent{\smc Acknowledgment}: The authors are grateful for the referee's
valuable suggestions.
\Refs
\ref\key AV \by\quad D. Arcoya and S. Villegas \paper Nontrivial
solutions for a Neumann problem with a nonlinear term asymptotically
linear at $-\infty$ and superlinear at $+\infty$\jour Math. Z.
\vol 219 \yr 1995 \pages 499--513\endref
\ref\key BPT \by\quad C. Bandle, M.A. Pozio and A. Tesei
\paper Existence and uniqueness of solutions of nonlinear Neumann problems
\jour Math. Z. \vol199 \yr1988\pages 257--278\endref
\ref\key BCN \by\quad H. Berestycki, I. Capuzzo-Dolcetta and L. Nirenberg
\paper Probl\'emes elliptiques ind\'efinis et th\'eor\'emes de Liouville non
lin\'eaires\jour C.R. Acad. Sci. Paris \vol 317 I \yr 1993\pages 945--950
\endref
\ref\key BH1 \by\quad P.A. Binding and Y.X. Huang\paper Two parameter problems for
the $p$-Laplacian \jour Proc. First Int. Cong. Nonl.
Analysts, eds. V. Lakshmikantham, Walter de Gruyter
,New York\yr 1996. \pages 891--900\endref
\ref\key BH2 \by\quad P.A. Binding and Y.X. Huang\paper The principal eigencurve for
the $p$-Laplacian\jour Diff. Int. Eqns. \vol 8 \yr 1995\pages
405--414\endref
\ref\key DH \by\quad P. Dr\'abek and Y.X. Huang\paper Multiple positive solutions of
quasilinear elliptic equations in ${\Bbb R}^N$\jour preprint\endref
\ref\key GT \by\quad D. Gilbarg and N.S. Trudinger\book Elliptic Partial Differential
Equations of Second Order, second edition\publ Springer-Verlag
\publaddr New York\yr 1983\endref
\ref\key GO1 \by\quad J.P. Gossez and P. Omari\paper A necessary and sufficient
condition of nonresonance for a semilinear Neumann problem\jour Proc. Amer.
Math. Soc. \vol 114 \yr 1992\pages 433--442\endref
\ref\key GO2 \by\quad J.P. Gossez and P. Omari\paper On a semilinear elliptic
Neumann problem with asymmetric nonlinearities\jour Trans. Amer.
Math. Soc. \vol 347 \yr 1995\pages 2553--2562\endref
\ref\key G \by\quad C.P. Gupta\paper Perturbations of second order linear elliptic
problems by unbounded nonlinearities\jour Nonl. Anal. \vol 6 \yr 1982
\pages 919--933\endref
\ref\key H \by\quad Y.X. Huang\paper On eigenvalue problems for
the $p$-Laplacian with Neumann boundary conditions\jour
Proc. Amer. Math. Soc. \vol 109 \yr 1990\pages 177--184\endref
\ref\key HM \by\quad Y.X. Huang and G. Metzen\paper The existence of solutions to a
calss of semilinear differential equations\jour Diff. Int. Eqns. \vol 8
\yr 1995 \pages 429--452\endref
\ref\key LZ \by\quad W. Li and H. Zhen\paper The applications of sums of ranges of
accretive operators to nonlinear equations involving the $p$-Laplacian
operator\jour Nonl. Anal. \vol 24 \yr 1995\pages 185--193\endref
\ref\key OT \by\quad M. Otani and T. Teshima\paper On the first eigenvalue of some
quasilinear elliptic equations\jour Proc. Japan Acad. \vol 64 Ser. A
\yr 1988\pages 8--10\endref
\ref\key TA \by\quad G. Tarantallo\paper Multiplicity results for an inhomogeneous
Neumann Problem with critical exponent\jour Manu. Math. \vol 81 \yr 1993
\pages 57--78\endref
\ref\key TR \by\quad N.S. Trudinger\paper On Harnack type inequalities and their
application to quasilinear elliptic equations\jour Comm. Pure Appl. Math.
\vol 20 \yr 1967\pages 721--747\endref
\endRefs
\enddocument