
\documentclass[twoside]{article}
\usepackage{amssymb} % font used for R in Real numbers
\pagestyle{myheadings}
\markboth{\hfil elliptic systems of Hamiltonian type \hfil EJDE--1999/29}
{EJDE--1999/29\hfil K. Tintarev \hfil}
\begin{document}
\title{\vspace{-1in}\parbox{\linewidth}{\footnotesize\noindent
{\sc  Electronic Journal of Differential Equations},
Vol. {\bf 1999}(1999), No.~29, pp. 1--11. \newline
ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu
\newline ftp  ejde.math.swt.edu \quad ftp ejde.math.unt.edu (login: ftp)}
 \vspace{\bigskipamount} \\
%
 Solutions to elliptic systems of Hamiltonian type in ${\mathbb R}^N$ 
\thanks{ {\em 1991 Mathematics Subject Classifications:} 35J50.
\hfil\break\indent
{\em Key words and phrases:} cocentration compactness, elliptic systems, pseudogradient.
\hfil\break\indent
\copyright 1999 Southwest Texas State University  and University of
North Texas. \hfil\break\indent
Submitted December 8, 1998. Published September 9, 1999.  \hfil\break\indent
Supported by a grant from NFR. Research done while visiting the
University of Toulouse} }
\date{}

%
\author{K. Tintarev }
\maketitle

\begin{abstract} 
The paper proves existence of a solution for elliptic systems of Hamiltonian
type on ${\mathbb R}^N$ by a variational method.
We use the Benci-Rabinowitz technique, which cannot be applied here directly for
lack of compactness. However, a concentration compactness technique 
allows us to construct a finite-dimensional pseudogradient that restores the
Benci-Rabinowitz method to power also for problems on unbounded domains.

\end{abstract}

\def\O{{\cal O}^0}
\def\Q{{\cal O}}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{definition}[theorem]{Definition}
\newtheorem{proposition}[theorem]{Proposition}
\renewcommand{\theequation}{\thesection.\arabic{equation}}

\section{Introduction}

The present paper deals with a variational elliptic problem 
of Hamiltonian type,
i.e., with a functional that has a saddle-point geometry where both positive and
negative subspaces of the quadratic form are infinte-dimensional. The Benci-Rabinowitz approach
to such functionals requires the functional to 
be a sum of a quadratic form and a  weakly continuous term 
(we refer the reader to the elaborate exposition in \cite{BCF}).
To assure linking
of infinite-dimensional spheres, and thus existence of a critical sequence, 
they restrict the class of deformations to flows of vector fields 
which are sums
of a field, roughly speaking, with radial direction, and a field that over every
bounded set has a finite-dimensional span. We 
remark that inifinte-dimensional
spheres do not link even when the deformations are 
restricted to rotations and parallel
translations (\cite{Tk}). 

We construct Benci-Rabinowitz deformations
without requiring compactness for the perturbation of the 
quadratic form, using
instead the concentrated compactness on ${\mathbb R}^N$. The 
construction is isolated into
a separate lemma (Lemma \ref{L2.2}). Section 2 of the paper 
deals with the application to 
elliptic system of a Hamiltonian type (cf. \cite{DF} and 
references therein
for the case of bounded domains), while leaving the proof
of Lemma \ref{L2.2} to Section 3. The application serves merely as an example
(and follows several steps from \cite{BCF,DF} and similar work) to justify
the construction of Section 3, which can be used in further
variational problems where lack of compactness complicates
construction of deformations
that preserve linking.


\section{A semilinear elliptic system} 
\setcounter{equation}{0}

We shall study existence of a nonzero solution to the problem
\begin{eqnarray}
& -\Delta u+au=\gamma v+F_u(u,v) & \nonumber \\
& -\Delta v+bv=-\gamma u-F_v(u,v) & \label{2.1}\\
& u,v\in W^{1,2}({\mathbb R}^N)\setminus\{0\}, N\ge 3\,. & 
\end{eqnarray} 
We will use the notation $2^*=2N/(N-2)$ for the critical exponent.
We make the following assumptions:
\begin{equation}
a,b>0, \quad \gamma\neq 0, \quad F\in C^1({\mathbb R}^2); \label{2.2}
\end{equation}
\begin{eqnarray}
F(u,0)&\le& C|u|^q, \quad q>2,   \label{2.3} \\
F_v(u,v)&\le& C(|v|+|v|^r)(1+u^2),\quad  C>0, 2<r<2^*;\nonumber
\end{eqnarray}
\begin{equation}
|F_u(u,v)|+|F_v(u,v)|\le C(|u|+|v|+|u|^{p-1}+|v|^{p-1}),   \label{2.4}  
\end{equation}
where $C>0$ and $p\in (2,2^*)$;
\begin{eqnarray}
& F_u(u,v)u+F_v(u,v)v\ge \sigma F(u,v)\ge 0, \quad \sigma>2;&\label{2.5} \\
& F_u(u,v)u-F_v(u,v)v\le CF(u,v), \quad C>0\,. &\label{2.6} 
\end{eqnarray}
An example of a function satisfying all these conditions for $N=3$ is $F(u,v)=u^4+2v^4-u^2v^2$.

We denote now as $H$ the space $W^{1,2}({\mathbb R}^N\to{\mathbb R}^2)$ of 2-component
Sobolev functions with the norm
$$
\|(u,v)\|^2=\|u\|_a^2+\|v\|^2_b=\int(|\nabla u|^2+au^2)dx
+\int (|\nabla v|^2+bv^2)\,dx, 
$$
Scalar products will be denoted as $\langle x,y\rangle$ for points in $H$, 
and $\langle u, \varphi\rangle_a$ or $\langle v,\varphi\rangle_b$ for 
the $u$- (resp.  the $v$-) components of vectors in $H$. 
An open ball on $H$ of radius $R$ centered at $w$ will be denoted as $B(w,R)$.

Solutions of (\ref{2.1}) are critical points for the following $C^1$- functional 
on $H$: 
$$
G(u,v)=\int_{{\mathbb R}^N}(\frac12 |\nabla u|^2-\frac12 |\nabla v|^2
+\frac12 au^2-\frac12 bv^2-\gamma uv-F(u,v))\,dx\,. 
$$
It should be noted that under Assumption (\ref{2.4}), the derivative $G'$ is not 
only continuous, but also weak-to weak continuous on $H$, that is 
$$
x_k\stackrel{w}{\to}x\Rightarrow G'(x_k)\stackrel{w}{\to}G'(x).
$$ 
The main result of this section is

\begin{theorem} \label{T2.1} Under assumptions (\ref{2.2})-(\ref{2.6}), 
the system  (\ref{2.1}) has a  nonzero solution.
\end{theorem}

The crucial technical statement needed for the proof of this theorem is the 
following lemma.

\begin{lemma}  \label{L2.2} Assume (\ref{2.2}) and (\ref{2.4}). Let $\kappa>0$. If the set
\begin{eqnarray}
\Omega(\eta,\kappa)&=&\big\{ (u,v)\in H:\;|\langle G'(u,v),(u,0)\rangle|
\le\eta \|u\|_a^2 \mbox{ and }  \label{2.10}\\
&& \quad(|\langle G'(u,v),(0,v)\rangle |\le\eta \|v\|_b^2 \mbox{ or } \|v\|_b\le\eta,
 |G(u,v)-\kappa|\le\eta)\big\} \nonumber
\end{eqnarray} 
is bounded for some $\eta>0$, and $G'(u,v)\neq 0$ whenever 
$|G(u,v)-\kappa|\le\eta$, then there exists a finite-dimensional 
subspace $W$ of $H$, bounded Lipschitz functions $\varphi,\psi: H\to{\mathbb R}$ and 
a Lipschitz map $z: H\to W$ support in $\Omega(\eta,\kappa)$, 
such that the map
 $$Z(u,v):=(\varphi(u,v)u,\psi(u,v)v)+z(u,v)$$
satisfies the following relations
\begin{eqnarray*}
&|G(u,v)-\kappa|\ge\eta\Rightarrow Z(u,v)=0 &  \\ 
&(u,v)\in H\Rightarrow \langle G'(u,v),Z(u,v) \rangle\ge0, & \\
&|G(u,v)-\kappa|\le\eta/2\Rightarrow\langle G'(u,v),Z(u,v)\rangle \ge 1\,.&
\end{eqnarray*}
\end{lemma}

The proof of this lemma is left for Section 3 and it does not refer to any 
of the statements in this section.

\begin{lemma} \label{L2.3} Assume (\ref{2.3})-(\ref{2.6}). Then there exists an $\eta>0$ such that the 
set $\Omega(\eta,\kappa)$ is bounded. 
\end{lemma}

\paragraph{Proof.} Let us rewrite (\ref{2.10}). 
If $(u,v)\in\Omega(\eta,\kappa)$, then
\begin{eqnarray}
&-\eta \|u\|_a^2\le \|u\|_a^2-\int\gamma u v-\int F_u(u,v)u
\le\eta \|u\|_a^2, & \label{2.14} \\
&-\eta \|v\|_b^2\le \|v\|_b^2+\int\gamma uv+\int F_v(u,v)v
\le\eta \|v\|_b^2, \mbox { or } & \label{2.15a}\\ 
&\|v\|_b\le\eta, & \label{2.15b} \\
&\kappa-\eta\le \frac12 \|u\|_a^2-\frac12 \|v\|_b^2
-\int\gamma uv-\int F(u,v)\le\kappa+\eta. & \label{2.16} 
\end{eqnarray}

First, assume (\ref{2.15a}). Let us multiply (\ref{2.16}) by $\sigma$ 
from (\ref{2.5}), subtract (\ref{2.14}) and add (\ref{2.15a}).
We will have
\begin{eqnarray*}
\lefteqn{ (\sigma/2-1)(\|u\|_a^2-\|v\|_b^2-2\int\gamma uv) 
- \sigma\int F(u,v)+\int (F_u(u,v)u+ F_v(u,v)v)  }  \\
 &\le& \eta(\|u\|_a^2+\|v\|_b^2)+\sigma(\kappa+\eta). \hspace{3cm}
\end{eqnarray*}
which yields, due to (\ref{2.5}),
\begin{equation}
(\sigma/2-1)(\|u\|_a^2-\|v\|_b^2-2\int\gamma uv)\le
\eta(\|u\|_a^2+\|v\|_b^2)+\sigma(\kappa+\eta).\label{2.18})
\end{equation}
By (\ref{2.16}),
\begin{equation}
\int F(u,v)\le\frac12 \|u\|_a^2-\frac12 \|v\|_b^2-\int\gamma uv- 
\kappa+\eta. \label{2.19}
\end{equation}
If we add now (\ref{2.14}) and (\ref{2.15a}), (\ref{2.15b})
then, using (\ref{2.6}) we obtain
\begin{eqnarray*}
\|u\|_a^2+\|v\|_b^2 &\le& \int (F_u(u,v)u-F_v(u,v)v)+\eta(\|u\|_a^2+\|v\|_b^2) \\
&\le& C\int F(u,v)+\eta(\|u\|_a^2+\|v\|_b^2).
\end{eqnarray*}
We now combine this inequality with (\ref{2.19}) and (\ref{2.18}) to obtain
\begin{eqnarray*}
\|u\|_a^2+\|v\|_b^2 &\le& C(\frac12 \|u\|_a^2-\frac12 \|v\|_b^2-\int\gamma uv- 
\kappa+\eta)+\eta(\|u\|_a^2+\|v\|_b^2) \\
&&\frac{C\eta }{\sigma/2-1}(\|u\|_a^2+\|v\|_b^2)
   +\frac{C\sigma}{\sigma/2-1}(\kappa+\eta) \\
&&+C(\eta-\kappa)+\eta(\|u\|_a^2+\|v\|_b^2).
\end{eqnarray*}
This implies 
  $$(1-\frac{C\eta }{\sigma/2-1} -\eta)\|(u,v)\| ^2\le C'.$$
Therefore, if $\eta$ is sufficiently small and (\ref{2.15a}) is assumed, 
the norm of $(u,v)$  on $\Omega(\eta,\kappa)$ is bounded. 

Now assume (\ref{2.15b}). From (\ref{2.16}) follows
$$
\frac12 \|u\|_a^2-\int F(u,v)\le\kappa+\eta+ 
C\gamma\eta\|u\|+\frac12\eta^2,
$$
and therefore 
\begin{equation}
 \frac{\sigma}{2} \|u\|_a^2-\sigma\int F(u,v)\le\sigma\kappa+C\eta+ 
C\eta\|u\|^2.\label{2.24}
\end{equation}
>From (\ref{2.14}) we derive 
\begin{equation}
-C\eta \|u\|_a^2 -C\eta\le \|u\|_a^2-\int F_u(u,v)u. \label{2.25}
\end{equation}
Subtracting (\ref{2.25})  from (\ref{2.24}) we get
$$
(\frac{\sigma}{2}-1)\|u\|_a^2+\int (F_u(u,v)u-\sigma F(u,v))
\le C\kappa+2C\eta+2C\|u\|_a^2, $$
so that applying (\ref{2.5}) and (\ref{2.3}) we get
\begin{eqnarray*}
(\frac{\sigma}{2}-1-2C\eta)\|u\|_a^2
&\le& C+\int (\sigma F(u,v)-F_u(u,v)u) \\
& =& C+\int (\sigma F(u,v)-F_u(u,v)u-F_v(u,v)v)+\int F_v(u,v)v \\
&\le & C+ \int F_v(u,v)v \le C+C\eta\|u\|_a^2,
\end{eqnarray*}
which in turn implies that $\|(u,v)\|$ is bounded.\hfill $\Box$ 
\medskip

We will check now the geometric conditions for the critical point argument.

\begin{lemma}  \label{L2.4} There exist $\rho>0$, $R>0$ and $u_0\in W^{1,2}({\mathbb R}^N)$ such that 
$$\inf G(A)>0\mbox{ and }\sup G(B)=0,$$
where $A=\{(u,0)\in H: \|u\|_a=\rho)\}$
and 
$$B=[0,R]u_0\times\{v:(0,v)\in H: \|v\|_b=R\}
\bigcup\{0,Ru_0\}
\times\{(0,v)\in H: \|v\|_b\le R\}.$$
\end{lemma}

\paragraph{Proof.} To estimate the functional $G$ on $A$, we use (\ref{2.3}),
$$G(u,0)\ge \frac12  \|u\|^2_a-C\int |u|^q\ge 
\frac12 \|u\|^2_a-C\|u\|^q_a = 1/2\rho^2-C\rho^q,$$
which is a positive quantity for a certain $\rho$, which form now on will 
be fixed.

To estimate $G$ on $B$, we will consider it as a union of three subsets:
\begin{eqnarray*}
B_1&=& \{(tu_0,v): 0\le t\le R,\|v\|_b=R\},\\
B_2&=& \{(0,v): \|v\|_b\le R\}, \mbox{ and} \\
B_3&=& \{(Ru_0,v): \|v\|_b\le R\}.
\end{eqnarray*}
The functional $G$ is non-positive on $B_2$ due to (\ref{2.5}). 
On $B_1$, one can use (\ref{2.5}) to get the estimate
\begin{eqnarray*}
G(tu_0,v) &\le& -\frac12 R^2 +\frac12 R^2\|u_0\|_a^2-t\gamma\int u_0 v \,dx  \\
&\le& -\frac12 R^2 (1-\|u_0\|^2_a-C\gamma \|u_0\|_a) \le 0
\end{eqnarray*}
when $\epsilon:=\|u_0\|_a$ is sufficiently small.
Finally, on $B_3$, using the first inequality of (\ref{2.5}), we have
\begin{eqnarray*}
G(Ru_0,v) &\le& \frac12 R^2\epsilon^2 - R\gamma\int u_0 v dx -
CR^\sigma \int |u_0|^\sigma \\
&\le& \frac12 R^2\epsilon^2+CR^2\epsilon - CR^\sigma \epsilon^\sigma\\
&\le& 0
\end{eqnarray*}
for $R$ sufficiently large.
\hfill $\Box$ \medskip

Let $H_U, H_V$ be the subspaces of $H$ consisting of vectors of the form 
$(u,0)$ and $(0,v)$ respectively.

\begin{definition} We shall say that a map $S\in C([0,1]\times H;H)$
is almost radial if there is a neighborhood of the origin where 
$S(t,\cdot)$ is the identity function for all $t$, 
the subspaces $H_U$ and $H_V$ admit an orthogonal decomposition into  
spaces $Y_U, W_U$ and $Y_V, W_V$ respectively, 
$\dim W_U+\dim W_V<\infty$
and there are locally Lipschitz and uniformly bounded 
maps $\alpha, \beta: [0,1]\times H\to{\mathbb R}\setminus\{0\} $ such that 
$$ S(t,u,v)-(\alpha(t,u,v)u,\beta (t,u,v)v)\in W:=W_U\oplus W_V. $$
\end{definition}

\begin{lemma} \label{L2.6} If $A$ is as in Lemma \ref{L2.4},
$$B_0= \{(u,v)\in H: u\in [0,R]u_0, \|v\|_b\le R\}$$  
and $S$ is an almost
radial map such that $S(t,u,v)=(u,v)$ for all 
$(u,v)\in B:=\partial B_0$, then for any $t\in [0,1]$,
\begin{equation}
 S(t,B_0)\bigcap A\neq\emptyset. \label{2.37}
 \end{equation}
\end{lemma}

\paragraph{Proof.} For every $t\in[0,1]$ consider a map
$$ \Phi_t:  B_0 \to H\times {\mathbb R}, \Phi_t(x)=(P_V S(t,x), \|S(t,x)\|),
$$
where $P_V$ is the orthogonal projection $P_V(u,v)=(0,v)$. Then a point $x\in B$
contributes to the intersection set (\ref{2.37}) if and only if 
\begin{equation}
\Phi_t(x)=(0,\rho).\label{2.39}
\end{equation}
Without loss of generality we assume that $u_0\in W$. 
Since the map $S$ is almost radial, $S(t,\theta u_0,v)=(0,\beta(t,\theta u_0,v)v)$ 
modulo $W$. 
Therefore (\ref{2.39}) will be satisfied if one sets the components of $v$ 
in the complement of $W$ to zero, namely, 
$P_{V\ominus W}(0,v)=0$, and satisfies
(\ref{2.39}) restricted to $W$ and to the relative interior of $B$, namely,
$$ (P_{W\cap V} S(t,\theta u_0, v), \|S(t,x)\|)=(0_{V\cap W},\rho), $$
with $\theta\in (0,R), and 
v\in V\cap W, \|v\|_b<R$. In other words, the 
intersection set (\ref{2.37}) will be nonempty if the
set
$\Psi_t^{-1}(0, \rho)$ is nonempty, where, 
identifying points $(0,v)$ as $v$,
$$  
\Psi_t(v,\theta) = (P_V P_W S(t,\theta u_0, v), \|S(t,x)\|),
$$
where $\Psi :(B(0,R)\cap W_V) \times (0,R) \to W_V \times {mathbb R}$.
For the sake of convenience we will identify now 
points $(0,v)$ of $W_V$ as $v$. 
For $t=0$, the map has the form 
$\Psi_0(v,\theta)=(v,(\theta^2\|u_0\|^2_a +\|v\|_b^2)^\frac12) $ 
and the pre-image of $(0_{W_V},\rho)$ consists of one point 
$(0_{W_V},\rho^{-\frac12}\|u_0\|_a^{-1})$ at which $\Psi_0$ has a 
surjective derivative, so that the Brower degree of $\Psi_0$ at the 
intersection value, 
$d(\Psi_0, (B(0,R)\cap W_V) \times (0,R), (0,\rho))$ 
equals $1$ up to a sign. Note that $S(t,\cdot)$ is identity on 
the boundary $B$ of $B_0$. This immediately implies that 
$\Psi_t\ne (0,\rho)$ on the boundary 
of its domain. Consequently, the Brouwer degree is preserved and the
intersection is nonempty for all $t$.
\hfill $\Box$ \medskip

Completion of the proof of Theorem \ref{T2.1} is now standard.
We assume that $G'(u,v)\neq 0$, unless $u=v=0$. Let 
\begin{eqnarray*}
M&=&\big\{ S\in C([0,1]\times H\to H) : S(t,\cdot) \mbox{ is almost radial and }\\
&&\quad\mbox{equal to the identity near $B$ for all  $t\in[0,1]$}\big\}\,,
\end{eqnarray*} 
and let
$$\kappa:=\inf_{\Phi\in M}\sup_{(u,v)\in B_0}G(\Phi(1,u,v)).$$ 
Note that, by Lemma \ref{L2.6}, for any $\Phi\in M$ and every $t$,
$$\sup_{(u,v)\in B_0}G(\Phi(1,u,v))\ge\inf G(A)> 0
$$
and therefore $\kappa>0$. The conditions of Lemma \ref{L2.2} are now satisfied, 
due to Lemma \ref{L2.3}. 

Let $Z$ be as in Lemma \ref{L2.2}. Then the equation
$$\frac{dx(t)}{dt}=-Z(x(t)), \; x(0)=(u,v)$$
has a unique solution for all initial data and values of $t\in{mathbb R}$, and the map $S: (t,u,v)\to x(t)$
is almost radial. By Lemma 2.4, with $\eta$ sufficiently small, $Z=0$ on the set $B$. 

Let $\Phi_\eta$ be such that $ G(\Phi_\eta(u,v))\le\kappa+\eta/2$ for all 
$(u,v)\in B_0$.
Then due to Lemma \ref{L2.2}, using the standard deformation argument (eg \cite{Sm}) one has
$$G(S(t,\Phi_\eta(u,v)))\le \kappa - \eta/2, (u,v)\in B_0.
$$  
for $t$ sufficiently large. However, by Lemma \ref{L2.6}, since composition of 
almost radial maps is an almost radial map, $\kappa\le\kappa-\eta/2$, 
a contradiction.

\section{The almost radial pseudogradient}
\setcounter{equation}{0}

In this section we prove Lemma \ref{L2.2}. 
We will use the terminology of \cite{ST}, saying that a sequence 
$u_k\in W^{1,2}({\mathbb R}^N)$ converges
weakly with concentration to a point $u$, $u_k\stackrel{cw}{\to}u$ if for any 
sequence of shifts
$\alpha_k\in{\mathbb R}^N$, $(u_k-u)(\cdot+\alpha_k)\stackrel{w}{\to} 0$. As an 
immediate corollary of Lemma 6 from \cite{Le} (see also Lemma I1 from \cite{Lp}), 
$u_k\stackrel{cw}{\to}u$ implies for $N\ge 3$ that
$u_k\stackrel{L^p}{\to}u$ with $p\in(2,2^*)$. Indeed, even if all components
of $u_k$ are subject to same shifts, we reduce the problem to the scalar
case by using test functions $(\varphi,0,\dots ,0),(0,\varphi,\dots ,0),
\dots ,(0,\dots ,0,\varphi)$

\begin{definition} The following set will be called an extended 
weak limit set of a sequence $\{u_k\}\subset W^{1,2}({\mathbb R}^N)$ 
$$ 
\mathop{\rm wLim} (u_k) = \{u\in  W^{1,2}({\mathbb R}^N): \; \exists 
\alpha_j\in{\mathbb R}^N, k_j\in{\mathbb N}, u_{k_j}(\cdot+\alpha_j)\stackrel{w}{\to}u\}.
$$
\end{definition}

\begin{proposition} The extended weak limit set of every bounded sequence 
$\{u_k\}\subset  W^{1,2}({\mathbb R}^N) $ contains 0.
\end{proposition}

\paragraph{Proof.} Let $\alpha_j\in{\mathbb R}^N, |\alpha_j|\to\infty$. Let 
$v_n, n\in{\mathbb N}$, be a basis on $ W^{1,2}({\mathbb R}^N)$. Then, obviously,  
there exists a sequence $j_k^1\in{\mathbb N}$  such that 
$$|(u_k(\cdot+\alpha_j), v_1)| \le 2^{-k}\mbox{ for all } j\ge j_k^1.
$$
Similarly, there is a sequence $j_k^2\ge j_k^1$ such that
$$|(u_k(\cdot+\alpha_j), v_2)| \le 2^{-k}\mbox{ for all } j\ge j_k^2.
$$
Selecting further subsequences in a similar way, we get on the $n$th step
$$|(u_k(\cdot+\alpha_j), v_m)| \le 2^{-k}\mbox{ for all }m\le n, j\ge j_k^n.
$$
Then 
$$|(u_k(\cdot+\alpha_{j_k^k}), v_m)| \le 2^{-k}\mbox{ for all }m\le k.
$$
Therefore, $u_k(\cdot+\alpha_{j_k^k})\stackrel{w}{\to}0$. 
\hfill $\Box$ \medskip

Naturally, the statements and the definitions above extend immediately
to the space $H=W^{1,2}({\mathbb R}^N\to{\mathbb R}^2)$.


\paragraph{Proof of Lemma \ref{L2.2}.}
For the sake of convenience we will abbreviate the set  $\Omega(\eta,\kappa)$
defined in (\ref{2.10}) as $\Omega$.

\noindent{\bf 1.)} We start with an observation that if $(u_k,v_k)\in\Omega$, then 
$$\mathop{\rm wLim}\{(u_k,v_k)\}\setminus\{0\}\ne\emptyset. $$
If it were otherwise,
then $(u_k,v_k)\to 0$ in $L^p, 2<p<2^*$. Thus by (\ref{2.10}), 
$|\langle G'(u_k,v_k),(u_k,0)\rangle|\le \eta\|u_k\|^2_a$  
implies $u_k\to 0$. Then
$\limsup G(u_k,v_k)\le\limsup (-\frac12\|v_k\|^2_b-\int F(u_k,v_k))\le 0$, 
which contradicts the
condition 
$$G(u,v)\ge \kappa-\eta
$$ 
in (\ref{2.10}), when $\eta$ is small. 
This observation allows us to introduce a map 
$r$ from sequences on $\Omega$ to $H$, assigning to 
every sequence $(u_k,v_k)\in\Omega$ a point 
$r(\{(u_k,v_k)\})\in wLim\{(u_k,v_k)\}\setminus\{0\}$. 
Of course, the map is not expected to be continuous in any
sense. We will use this map to introduce a 
{\it pseudoclosure} of $\Omega$:
$$\Omega^+=\Omega\bigcup \{ r(\{(u_k,v_k)\}), (u_k,v_k)\in\Omega\}.
$$
Obviously, $0\notin\Omega^+$, so that $G'$ does not vanish on $\Omega^+$.
Therefore the set $\Omega^+$ can be covered by open sets
\begin{equation}
\Q^1_w:=\{(u,v)\in H: \langle G'(u,v), w\rangle>\delta_w\}, 
w\in C_0^\infty({\mathbb R}^N,{\mathbb R}^2)\label{3.7}
\end{equation}
with appropriate $\delta_w>0$. 
We will use instead a covering by larger sets that contain correspondent $\Q^1_w$:
$$\Q_w:=\{(u,v)\in H: \sup_{\alpha\in{\mathbb R}^N\times{\mathbb R}^N }\langle G'(u,v), 
w(\cdot+\alpha)\rangle>\delta_w\}$$
with the same $\delta_w>0$ as above.
 
\noindent{\bf 2.)} We claim that $\Omega$ can be covered by finitely many 
sets $\Q_w$. Since $H$ is separable, we assume without loss of generality 
that the covering by $\Q_w$ is countable. Let now
$$\Omega_m:=\Omega\setminus\cup_{k=1}^{m}\Q_{w_k}.
$$
If $\Omega_m\ne\emptyset$ for every $m$, then one can select a sequence 
$(u_m,v_m)\in\Omega_m$. Since 
the point $ r(\{(u_m,v_m)\})\in\Omega^+$, it belongs to one of the sets 
$\Q$, say, $\Q_{w_\mu}$ and there is
an $\alpha_\mu\in{\mathbb R}^N$ such that   
$$\langle G'(r(\{(u_m,v_m)\})), w_\mu(\cdot+\alpha_\mu)\rangle>
\delta_{w_\mu}$$
Since $G'$ is weak-to-weak continuous, there is a sequence of translations 
$\alpha_m\in{\mathbb R}^N$ such that for a renamed subsequence of $m$, 
$(u_m,v_m)(\cdot+\alpha_m)\stackrel{w}{\to} r(\{(u_m,v_m)\}$ and
$$\langle G'(u_m,v_m), w_\mu(\cdot+\alpha_m)\rangle>\delta_{w_\mu},
$$
i.e. $(u_m,v_m)\in \Q_{w_\mu}$. At the same time, 
we chose of $(u_m,v_m)$ so that for all 
$m\ge\mu$, $(u_m,v_m)\notin \Q_{w_\mu}$. The contradiction proves 
that there is a $n$ such that the set $\Omega_n$ is empty, 
which by (4.3) implies that $\{\Q_{w_m},
m=1,\dots ,n\}$ is a covering of $\Omega$.

\noindent{\bf 3.)} This implies that the sets $\{\O(m,\alpha,\delta), m=1,\dots ,n,\; \alpha\in R^N\}$, defined as 
$$\O(m,\alpha,\delta):=\{(u,v)\in H: \langle G'(u,v), w_m(\cdot+\alpha)\rangle>
\delta\},$$
with $\delta=\min\{\delta_{w_m}, m=1,..,n\}$ also cover $\Omega$. Let $R>0$ be
such that $\Omega\subset{\bar B}(0,R-2)$ and let 
$\epsilon_R>0$ be such that whenever 
$|\alpha-\beta|<\epsilon_R, m=1,\dots n$,
$$\O(m,\alpha,\delta)\cap {\bar B}(0,R)\subset \O(m,\beta,\delta/2).
$$
Let us show that $\epsilon_R>0$ exists.
Indeed, the magnitude of $\alpha-\beta$ may be defined by the requirement
\begin{eqnarray*}
&\|G'(u,v)\|\|w_m(\cdot-\alpha)-w_m(\cdot-\beta)\|\le\delta/2,& \\
&(u,v) \in \cup \O(m,\alpha,\delta/2)\cap{\bar B}(0,R),\  m=1,\dots ,n,&
\end{eqnarray*}
which can be satisfied by a uniform bound on 
$\alpha-\beta$, since $G'$ is bounded on bounded sets and 
$w_m\in C^\infty_0$ by assumption in (\ref{3.7}).
Then $\Omega$ is covered by $\O(m,\beta_j,\delta/2)$, $m=1,\dots ,n$, 
where $\beta_j$ are, say, points of a cubic lattice in ${\mathbb R}^N$.

\noindent{\bf 4.)} We shall show now that multiplicity of the 
covering $\O(m,\beta_j,\delta/2)$ does not exceed a finite 
number $M$ for any point in ${\bar B}(0,R)$. If it were not true, 
there would exist a sequence $(u_i,v_i)\in {\bar B}(0,R)$ such 
that with some lattice translations $\beta_{i,j}$,
\begin{equation}
\langle G'(u_i,v_i), w_1(\cdot-\beta_{i,j})\rangle>\delta/2, 
j=1,2,\dots j(i), j(i)\to\infty.\label{3.15}
\end{equation}
(The index $1$ in $w_1$ is of course no offense to 
generality.) It is easy to see that (\ref{3.15}) implies that
$\| G'(u_i,v_i)\|\to\infty$, which contradicts the 
assumption $(u_i,v_i)\in {\bar B}(0,R)$. 

We remark, that $\Omega$ remains covered by similar sets with 
some new lattice points $\beta_j$ and with $\delta/2$ replaced 
by $\delta/4$, since the finite multiplicity argument was carried 
out for an arbitrary $\delta$ and any lattice $\{\beta_j\}$ with
a sufficiently small step, and the covering 
remains finite on the whole ${\bar B}(0,R)$.

\noindent{\bf 5.)} Let now $y_r$ be an orthonormal basis in $H$. let
$$\|x\|_w:= \sum_r 2^{-r}\langle x,y_r\rangle^2$$
and $d_w(x,A):=\inf_{y\in A}\|x-y\|_w$.
We define now  
$$\chi_{ij}(x)=\frac{d_w(x,H\setminus\O(i,\beta_j,\delta/4))}
{ d_w(x,\O(i,\beta_j,\delta/2))+ d_w(x,H\setminus\O(i,\beta_j,\delta/4))} 
$$
and set
\begin{equation}
z_0(x)=\sum \chi_{ij}(x)w_i(\cdot-\beta_j).\label{3.17}
\end{equation}
Note that the sum in (\ref{3.17}) is uniformly finite for all 
$x\in {\bar B}(0,R)$, since $w_i$ have compact support by (\ref{3.7}), 
they are finitely many and ${\beta_j}$ is a lattice. 
Note also that the map (\ref{3.17}), restricted to ${\bar B}(0,R)$, is bounded,
 Lipschitz, weakly continuous and
$$\langle G'(u,v), z_0(u,v)\rangle\ge\delta/2\mbox { for } (u,v)\in\Omega. 
$$
Then  there is a finite-dimensional orthogonal projector $P:H\to H$, such that 
$$\langle G'(u,v), Pz_0(u,v)\rangle\ge\delta/3\mbox { for } u(u,v)\in\Omega,
$$ 
Let $\Sigma\equiv\Sigma(\eta):=\{(u,v)\in H: |G(u,v)-\kappa|\le\eta\}$.  
We shall define now subsets of $\Sigma$
where $(u,0)$ or $(v,0)$ is a pseudogradient. More precisely, we set
\begin{eqnarray*}
\Sigma_u^+&=&\{(u,v)\in\Sigma: \langle G'(u,v),(u,0)\rangle >\eta\|u\|^2\}, \\
\Sigma_u^-&=&\{(u,v)\in\Sigma: \langle G'(u,v),(u,0)\rangle<-\eta\|u\|^2\},\\
\Sigma_v^+&=&\{(u,v)\in\Sigma: \langle G'(u,v),(0,v)\rangle >\eta^4\}, 
\mbox{ and}\\
\Sigma_v^-&=&\{(u,v)\in\Sigma: \langle G'(u,v),(0,v)\rangle <-\eta^4\},
\end{eqnarray*}
Clearly,  these sets form a covering of $\Sigma\setminus\Omega$. 
Moreover, from (\ref{2.5}) one can easily conclude that if $(u,v)\in\Sigma$ , 
then $\|u\|$ is also bounded away from zero, so we can replace the right hand 
sides of the inequalities in (3.20i,ii) by constants.
This implies that  that the set $\Sigma(\eta/2)\setminus\Omega$ is covered by 
the union of
\begin{eqnarray}
\Sigma_u^{1+}&=&\{(u,v)\in int \Sigma(2\eta/3): \langle G'(u,v),(u,0)\rangle >
\delta\},\label{3.i} \\
\Sigma^{1-}_u-&=&\{(u,v)\in  int \Sigma(2\eta/3): \langle G'(u,v),(u,0)\rangle 
<- \delta \}, \\
\Sigma^{1+}_v&=&\{(u,v)\in int \Sigma(2\eta/3): \langle G'(u,v),(0,v)\rangle > 
\delta \},\mbox{ and} \\
\Sigma^{1-}_v&=&\{(u,v)\in int \Sigma(2\eta/3): \langle G'(u,v),(0,v)\rangle 
<- \delta \},\label{3.iv}
\end{eqnarray} 
with some $\delta>0$. By selecting a partition of unity 
$\chi_u^\pm,\chi_v^\pm,\chi_\Omega$, 
subordinated to the sets (\ref{3.i})-(\ref{3.iv}) together with the interior of 
$\Omega(\eta,\kappa)$, we construct the a pseudogradient on the set 
$\Sigma(\eta/2)$ in the following form: 
$$Z_0(u,v):=(\varphi(u,v)u,\psi(u,v)v)+\chi_\Omega P z_0(u,v),
$$
where $\varphi=\lambda(\chi_u^+- \chi_u^-)$, $\psi=\lambda(\chi_v^+- \chi_v^-)$
 and $\lambda>0$ is  sufficiently large. 
Let $\nu\in C^\infty({\mathbb R}\to [0,1])$, $\nu (t) =1$ for 
$t\in [-1,1]$, $\nu (t) =0$ for $t\notin [-2,2]$.  We leave to the reader to 
verify that the functional
$$Z(u,v):=\nu(6\eta^{-1}(G(u,v)-\kappa))Z_0(u,v)$$
satisfies the assertions of Lemma \ref{L2.2} with $\eta$ reduced to $\eta/3$.


\begin{thebibliography}{00}

\bibitem{BCF} Benci V., Capozzi A., Fortunato D., {\em Periodic solutions of
Hamiltonian systems with superquadratic potential}, 
Annali Mat. Pura Applicata {\bf 4}, 1-46 (1986)

\bibitem{DF} De Figuejredo D.J., Felmer, P., {\em On superquadratic elliptic
systems}, Trans. Amer. Math. Soc. {\bf 343}, 99-116 (1994)

\bibitem{Le} Lieb, E., {\em On the lowest eigenvalue of the Laplacian for 
the intersection of two domains}, Invent. Math. {\bf 74}, 441-448 (1983). 

\bibitem{Lp} Lions P. L., {\em The concentration-compactness principle in 
the calculus of variations. The locally compact case, part 2}. 
Ann. Inst. H. Poincare, Analyse Non Lineaire {\bf 1}, 223-283 (1984)

\bibitem{ST} Schindler I., Tintarev,K., {\em Abstract concentration compactness 
and elliptic equations on unbounded domains}, 
Proceedings of ASDE 98, University of Lisbon (to appear)  

\bibitem{Sm} Struwe M., {\em Variational Methods}, Springer 1990 .

\bibitem{Tk} Tintarev K., {\em Isotopic linking and critical points of 
functionals}, J. Nonlin. Anal. {\bf 30}, 4145-4149  (1997) 

\end{thebibliography}
\bigskip

{\sc K. Tintarev }\\
Uppsala University \\
Box 480, Uppsala 751 06, Sweden \\
email address: kyril@math.uu.se




\end{document}



