
\documentclass[reqno]{amsart}
\usepackage{amssymb}

\AtBeginDocument{{\noindent\small
{\em Electronic Journal of Differential Equations},
Vol. 2004(2004), No. 121, pp. 1--22.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu  (login: ftp)}
\thanks{\copyright 2004 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}

\title[\hfilneg EJDE-2004/121\hfil Concentration phenomena]
{Concentration phenomena for fourth-order elliptic equations with
critical exponent}

\author[M. Hammami\hfil EJDE-2004/121\hfilneg]
{Mokhless Hammami}

\address{Mokhless Hammami \hfill\break
D{\'e}partement de Math{\'e}matiques,
Facult{\'e} des Sciences de Sfax,
Route Soukra, 3018, Sfax, Tunisia}
\email{Mokhless.Hammami@fss.rnu.tn}

\date{}
\thanks{Submitted August 25, 2004. Published October 14, 2004.}
\subjclass[2000]{35J65, 35J40, 58E05}
\keywords{Fourth order elliptic equations; critical Sobolev exponent;
\hfill\break\indent
 blowup solution}

\begin{abstract}
 We consider the nonlinear equation
 $$
 \Delta ^2u= u^{\frac{n+4}{n-4}}-\varepsilon u
 $$
 with $u>0$ in $\Omega$ and $u=\Delta  u=0$ on $\partial\Omega$.
 Where $\Omega$ is a smooth bounded domain in $\mathbb{R}^n$, 
 $n\geq 9$, and $\varepsilon$ is a small positive parameter.
 We study the existence of solutions which
 concentrate around one or two  points of $\Omega$. 
 We show that this problem has no solutions that concentrate 
 around a  point of $\Omega$ as $\varepsilon$ approaches $0$.
 In contrast to this, we construct a domain  for which
 there exists a family of solutions which blow-up and concentrate 
 in two different points of $\Omega$ as $\varepsilon$ approaches $0$.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{thm}{Theorem}[section]
\newtheorem{pro}[thm]{Proposition}
\newtheorem{lem}[thm]{Lemma}
\newtheorem{cor}[thm]{Corollary}

\section{Introduction and  statement of results}

 This paper concerns the concentration phenomena for the following nonlinear
 equation under  Navier boundary conditions:
\begin{equation} \label{Pe}
\begin{gathered}
 \Delta  ^2 u =  u^p-\varepsilon u,\quad  u>0 \quad \mbox{in } \Omega \\
    \Delta  u= u =0   \quad \mbox{on }  \partial  \Omega ,
\end{gathered}
\end{equation}
where $\Omega$ is a smooth bounded domain in $\mathbb{R}^n$,
$n\geq 9$, $\varepsilon$ is a small positive parameter and
$p+1=2n/(n-4)$ is the critical Sobolev exponent of the embedding
$H^2(\Omega )\cap H^1_0(\Omega ) \hookrightarrow L^{p+1}(\Omega)$.

In the last decades, there have been many works in the study of
concentration phenomena for second order elliptic equations with
 critical exponent; see for example
 \cite{AP,BLR,BEGR,BP,CY,DFM1,DFM2,H,KR,MiP,MP,MMP,R1,R2,R3,R4}
and the references therein.
In sharp contrast to this, very little is known for fourth order elliptic equations.

  For $\varepsilon =0$, the situation is  complex, Van Der Vorst showed
in \cite{V1} that if $\Omega$ is starshaped  \eqref{Pe} has no
solution whereas Ebobisse and Ould Ahmedou proved in \cite{EA}
that  \eqref{Pe} has a solution provided that some homology group
of $\Omega$ is nontrivial. This topological condition is
sufficient, but not necessary, as examples of contractible domains
$\Omega$ on which a solution exists show \cite{GGS}. For
$-\lambda_1 (\Omega)<\varepsilon <0$, Van der Vost has shown in
\cite{V2} that \eqref{Pe} has a solution, generalizing to
\eqref{Pe} the famous Brezis-Nirenberg's result \cite{BN}
concerning the corresponding second order elliptic equation, where
$\lambda_1(\Omega)$ denotes the first eigenvalue of $\Delta^2$
under the Navier boundary condition. Recently, also for
$\varepsilon < 0$, El Mehdi and Selmi \cite{ES} have constructed a
solution of \eqref{Pe} which concentrates around a critical point
of Robin's function,

However, as far as the author know, the case of $\varepsilon>0$
has not been considered before and this is precisely the first aim
of the present paper. More precisely, our goal is to study the
existence of solutions of \eqref{Pe} which concentrate in
one or two points of $\Omega$. The similar problems in the case of
Laplacian have been considered by Musso and Pistoia \cite{MMP}.
Compared with the second order case, further technical problems
arise which are overcome by careful and delicate expansions of the
Euler functional associated to \eqref{Pe} and its gradient
near a neighborhood of highly concentrated functions. Such
expansions, which are of self interest, are highly nontrivial and
use the techniques developed by Bahri \cite{B} and Rey \cite{R1}
in the framework of the {\it Theory of critical points at
infinity}.

 To state our results, we  need to introduce some notations.
We denote by $G$  the Green's function of $\Delta ^2$, that is,
for all $x\in\Omega$,
\begin{gather*}
 \Delta  ^2 G(x,.) = c'_n\delta _x \quad \mbox{in } \Omega \\
    \Delta  G(x,.)= G(x,.) =0      \quad \mbox{on }  \partial  \Omega ,
\end{gather*}
where $\delta _x$ denotes the Dirac mass at $x$ and
$c'_n=(n-4)(n-2)|S^{n-1}|$. We also denote by $H$ the regular part
of $G$, that is,
$$
 H(x,y)=|x-y|^{4-n} -G(x,y),\quad \mbox{for } (x,y)\in\Omega\times\Omega.
$$
For $\lambda >0$ and $x \in \mathbb{R}^n$, let
\begin{equation}\label{e:11}
 \delta  _ {x,\lambda }(y)
 =  \frac {c_n\lambda ^{\frac{n-4}{2}}}{(1+\lambda^2|y-x|^2)^{\frac{n-4}{2}}},\quad
 c_n=[(n-4)(n-2)n(n+2)]^{(n-4)/8}\,.
\end{equation}
It is well known \cite{Lin} that $\delta _{x,\lambda}$ are
the only solutions of
\[
 \Delta ^2 u =  u^{\frac{n+4}{n-4}},\quad  u>0 \mbox{ in  } \mathbb{R}^n
\]
with $u\in L^{p+1}(\mathbb{R}^n)$ and $\Delta  u \in L^2(\mathbb{R}^n)$.
They are also the only minimizers of the Sobolev
inequality on the whole space; that is,
\begin{equation}\label{e:12}
 S =\inf\{\|\Delta  u\|^{2}_{L^2(\mathbb{R}^n)}\|u\|^{-2}_{L^{\frac{2n}{n-4}}(\mathbb{R}^n)}
: \Delta  u\in L^2 ,u\in L^{\frac{2n}{n-4}} ,u\neq 0 \}.
\end{equation}
 We denote by  $P\delta  _{x,\lambda}$ the projection of the
 $\delta_{x,\lambda}$'s onto $H^2(\Omega )\cap H^1_0(\Omega)$, defined by
$$
\Delta ^2 P\delta _{x,\lambda}=\Delta ^2\delta _{x,\lambda} \mbox{ in } \Omega
\quad \mbox{and}\quad \Delta  P\delta _{x,\lambda}=P\delta _{x,\lambda}=0\mbox{ on }
\partial \Omega,
$$
and we set
$$
\varphi_{x,\lambda} = \delta _{x,\lambda}- P\delta _{x,\lambda}.
$$
The space $\mathcal{H}(\Omega) := H^2(\Omega )\cap H^1_0(\Omega)$
is equipped with the norm $\|\cdot\|$ and its corresponding inner
product $(.,.)$ defined by
\begin{gather}
\|u\|=\Big(\int_\Omega |\Delta  u|^2\Big)^{1/2},\quad
u\in \mathcal{H}(\Omega ) \label{e:13},\\
(u,v)=\int_\Omega \Delta  u\Delta  v,\quad u,v \in
\mathcal{H}(\Omega ). \label{e:14}
\end{gather}
For $x \in \Omega$, $\lambda >0$, let
$$
E_{x,\lambda}=\{ v\in \mathcal{H}(\Omega) : (v,P\delta
_{x,\lambda})=(v,\frac{\partial P\delta
_{x,\lambda}}{\partial\lambda})=(v,\frac{\partial P\delta
_{x,\lambda}}{\partial x_j})=0,\,j=1,\dots ,n\},
$$
 where the $x_j$ is the $j$-th component of $x$.

Now we state our first result.

\begin{thm}\label{t:11}
There does not exist any  solution of \eqref{Pe}  of the
form
\begin{equation}\label{e:18}
u_\varepsilon = \alpha_\varepsilon P\delta  _{x_\varepsilon ,
\lambda _\varepsilon}+v_\varepsilon,
\end{equation}
where  \begin{equation}\label{e:19}
v_\varepsilon \in E_{x_\varepsilon, \lambda_\varepsilon},\quad
 x_\varepsilon \in \Omega \quad \mbox{and as } \varepsilon\to 0, \,\,\alpha_\varepsilon
\to 1,\,\, \|v_\varepsilon\|\to 0,\,\, \lambda_\varepsilon
d(x_\varepsilon,\partial\Omega) \to +\infty.
\end{equation}
\end{thm}

On the contrary, if $\Omega$ is a domain with small ``hole", we
prove the existence of a family of solutions which blow-up and
concentrate in two points. Namely, we have the following result.

\begin{thm}\label{t:12}
Let $D$ be a bounded smooth domain in $\mathbb{R}^n$ which
contains the origin $0$. There exists $r_0>0$ such that, if
$0<r<r_0$ is fixed and $\Omega$ is the domain given by $D
\backslash \omega$ for any smooth domain $\omega\subset B(0, r)$,
then there exists $\varepsilon_0>0$ such that problem
\eqref{Pe} has a solution $u_\varepsilon$ for any
$0<\varepsilon <\varepsilon_0$. Moreover,
 the family of solutions $u_\varepsilon$ blows-up and
concentrates at two different points of $\Omega$ in the following
sense:
$$
u_\varepsilon= \sum_{i=1}^2\alpha_i^\varepsilon P\delta
_{x_i^\varepsilon, \lambda_i^\varepsilon} + v_\varepsilon,
$$
where $\lambda_1^\varepsilon,\,\lambda_2^\varepsilon >0$,
$x_1^\varepsilon,\, x_2^\varepsilon \in \Omega$ with
$\lim_{\varepsilon\to 0}x_i^\varepsilon=x_i \in\Omega$, $x_1\ne
x_2$, $\lambda_1^\varepsilon$ and $\lambda_2^\varepsilon$ are of
order $\varepsilon^{-1/(n-8)}$, $v_\varepsilon \in
E_{x_1^\varepsilon, \lambda_1^\varepsilon}\cap
E_{x_2^\varepsilon,\lambda_2^\varepsilon}$ and as
$\varepsilon\to 0,\,\, \alpha_i^\varepsilon \to
1,\; \| v_\varepsilon\| \to 0$.
\end{thm}

Note that the construction of solutions which concentrate around
$k$ different points of $\Omega$, with $k \geq 2$ is related to
suitable critical points of the function $\Psi_k:\mathbb{R}_+^k
\times\Omega^k\to \mathbb{R}$ defined by
$$
\Psi_k (\Lambda ,x)=\frac{1}{2}(M(x)\Lambda,\Lambda)+\frac{1}{2}\sum_{i=1}^k
\Lambda_i^{\frac{8}{n-4}},
$$
where
$\Lambda=^T(\Lambda_1,\dots ,\Lambda_k)$ and $M(x)=\left(
m_{ij}(x)\right)_{1\leq i,j\leq k}$ is the matrix defined
by
\begin{equation}\label{e:20}
m_{ii}=H(x_i,x_i),\quad m_{ij}=-G(x_i,x_j) \quad \mbox{for } i\neq j.
\end{equation}
Let $\rho (x)$ be the least eigenvalue of $M(x)$ and $e(x)$ the
eigenvector corresponding to $\rho (x)$ whose norm is $1$ and
whose components are all strictly positive (see Appendix A of
\cite{BLR}). Now, we define the following subset of
$\mathcal{H}(\Omega)$
\begin{align*}
\mathcal{M}_\varepsilon=&\{ m=(\alpha,\lambda,x,v)\in \mathbb{R}^k
\times(\mathbb{R}_+^*)^k\times\Omega_{d_0}^k\times\mathcal{H}(\Omega)
:|\alpha_i-1|<\nu_0,\\
 &\lambda_i>\frac{1}{\nu_0}\,\,\forall
i,\frac{\lambda_i}{\lambda_j}<c_0,\,|x_i-x_j|>d'_0\,\, \forall
i\neq j,\,v \in E,\,\|v\|<\nu_0 \}.
\end{align*}
where $\nu_0,\,c_0,\,d_0,\,d'_0$ are some suitable positive
constants,
$\Omega_{d_0}=\{x\in\Omega : d(x,\partial \Omega)>d_0\}$ and
$E=\bigcap_{i=1}^k E_{x_i,\lambda_i}$. Then, we
have the following necessary condition.

\begin{thm}\label{t:13}
Assume that $u_\varepsilon$ is a solution of \eqref{Pe} of
the form
\begin{equation}\label{e:21}
u_\varepsilon = \sum_{i=1}^k \alpha_i^\varepsilon P\delta
_{x_i^\varepsilon , \lambda_i^\varepsilon}+ v^\varepsilon,
\end{equation}
where
$(\alpha^\varepsilon,\lambda^\varepsilon,x^\varepsilon,v^\varepsilon)
\in \mathcal{M}_\varepsilon$, then, when $\varepsilon\to 0$, $
\alpha_i^\varepsilon \to 1,\,\,\, x_i^\varepsilon \to x_i$ for
$i=1,\dots , k$ and we have either $\rho (x)=0$ and $\rho '(x)=0$ or
$\rho (x)<0$ and $(\Lambda, x )$ is a critical point of $\Psi_k$,
where $\Lambda_i=c \mu_i$, with $ \mu_i= \lim_{\varepsilon \to 0}
\varepsilon^{\frac{-1}{n-8}}\lambda_i^\varepsilon
>0 $  for $i=1,\dots , k$ and c is a positive constant.
\end{thm}

The proof of our results is inspired by the methods of
\cite{B,BLR,BE,EH, MMP}. In Section 2, we
develop the technical framework needed in the proofs of ours
results.  Section 3 is devoted to the proof of Theorems \ref{t:11}
and \ref{t:13}, while Theorem \ref{t:12} is proved in Section 4.

\section{The Technical Framework}
 First of all,
let us introduce the general setting. For $\varepsilon>0$, we
define on $\mathcal{H}(\Omega )$ the functional
\begin{equation}\label{e:201}
J_\varepsilon (u) = \frac{1}{2}\int_\Omega |\Delta  u|^2
-\frac{1}{p+1}\int_\Omega
|u|^{p+1}+\frac{\varepsilon}{2}\int_\Omega u^2.
\end{equation}
If $u$ is a positive critical point of $J_\varepsilon$, $u$
satisfies on $\Omega$ the equation \eqref{Pe}. Conversely,
we see that any
solution of \eqref{Pe} is a critical point of $J_\varepsilon$.

Let us define the functional
\begin{equation}\label{psi}
K_\varepsilon : \mathcal{M}_\varepsilon \to \mathbb{R}, \,\,
K_\varepsilon (\alpha,\lambda,x,v) = J_\varepsilon (\sum_{i=1}^k
\alpha_i P\delta _{x_i,\lambda_i} +v).
\end{equation}
Note that $(\alpha,\lambda,x,v)$ is a
critical point of $K_\varepsilon$ if and only if $u=\sum_{i=1}^{k}
\alpha_i P\delta _{x_i,\lambda_i} + v$ is a critical point of
$J_\varepsilon$, i.e. if and only if there exist $A_i$, $B_i$,
$C_{ij} \in \mathbb{R}$, $1\leq i\leq k$ and $1\leq j\leq n$, such
that
\begin{gather}
\label{Eai} %(E_{\alpha_i}):
 \frac{\partial K_\varepsilon}{\partial \alpha_i} =0\quad \forall i,\\
\label{Eli} %(E_{\lambda_i}):
\frac{\partial K_\varepsilon}{\partial \lambda_i}
 = B_i\big( \frac{\partial ^2P\delta _{x_i,\lambda_i}}{\partial\lambda_i^2}, v\big)
 + \sum_{j=1}^n C_{ij} \big( \frac{\partial ^2P\delta _{x_i,\lambda_i}}{\partial
 (x_i)_j\partial \lambda_i}, v\big)\quad\forall i, \\
\label{Exir} %(E_{(x_i)_r}):
\frac{\partial K_\varepsilon}{\partial (x_i)_r}
= B_i\big( \frac{\partial ^2P\delta _{x_i,\lambda_i}}{\partial\lambda_i\partial
(x_i)_r}, v\big) + \sum_{j=1}^n C_{ij}
 \big( \frac{\partial ^2P\delta _{x_i,\lambda_i}}{\partial (x_i)_j
 \partial (x_i)_r}, v\big)\quad\forall r,\,\forall i,\\
\label{Ev} %(E_{v}):&
\frac{\partial K_\varepsilon}{\partial v} =
\sum_{i=1}^k \Big(A_i P\delta _{x_i,\lambda_i} +
B_i\frac{\partial P\delta _{x_i,\lambda_i}}{\partial\lambda_i} +
\sum_{j=1}^n C_{ij} \frac{\partial P\delta
_{x_i,\lambda_i}}{\partial (x_i)_j}\Big),
\end{gather}
where the $(x_i)_r$ is the $r$-th component of $x_i$.
As usual in this type of problems, we first deal with the $v$-part
of $u$, in order to show that it is negligible with respect to the
concentration phenomenon. Namely, we prove the following.

\begin{pro}\label{p:21}
There exists $\varepsilon_1>0$ such that, for
$0<\varepsilon<\varepsilon_1$, there exists a $C^1$-map which to
any $(\alpha,\lambda,x)$ with $(\alpha ,\lambda,x,0)\in
\mathcal{M}_\varepsilon $, associates $v_\varepsilon=
v_{(\varepsilon,\alpha,\lambda,x)}\in E$, $\|v_\varepsilon\| <
\nu_0$, such that \eqref{Ev} is satisfied for some $(A,B,C) \in
\mathbb{R}^k\times \mathbb{R}^k\times ( \mathbb{R}^n)^k$. Such a
$v_\varepsilon$ is unique, minimizes
$K_\varepsilon(\alpha,\lambda,x,v)$ with respect to $v$ in $E$ and
we have the  estimate
\[
\|v_\varepsilon\| = O\Big(\sum_{i=1}^k
\Big(\frac{(\log\lambda_i)^{\frac{n+4}{2n}}}{\lambda_i^{\frac{n+4}{2}}}
+(\mbox{if } n\geq12)
\frac{\varepsilon(\log\lambda_i)^{\frac{n+4}{2n}}}{\lambda_i^4}
+(\mbox{if } n<12)
(\frac{\varepsilon}{\lambda_i^{\frac{n-4}{2}}}+\frac{1}{\lambda_i^{n-4}})
\Big)\Big)
\]
\end{pro}

\begin{proof}
As in \cite{B} (see also \cite{R1}) we write
\begin{equation} \label{e:203}
\begin{aligned}
&K_\varepsilon (\alpha,\lambda, x,v)\\
&=J_\varepsilon(\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}+ v)\\
&= \frac{1}{2}\|\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}
+ v\|^2-\frac{1}{p+1}\int_\Omega |\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}
+v|^{p+1}\\
&\quad +\frac{\varepsilon}{2}\int_\Omega
\Big(\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}+v\Big)^2 \\
&=K_\varepsilon(\alpha,\lambda,x,0) -(f_\varepsilon,v) +
\frac{1}{2}Q_\varepsilon(v,v) +
O\big(\|v\|^{\min(3,p+1)}+\varepsilon \|v\|^2\big),
\end{aligned}
\end{equation}
where
\begin{gather*}
(f_\varepsilon,v)= \int_\Omega |\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}|^p v
-\varepsilon \int_\Omega \Big(\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}\Big) v,\\
Q_\varepsilon(v,v)= \|v\|^2 - p \int_\Omega (\sum_{i=1}^k
\alpha_i P\delta _{x_i,\lambda_i})^{p-1}v^2= \|v\|^2 - p
\sum_{i=1}^k \int_\Omega \delta _{x_i,\lambda_i}^{p-1}v^2 + o(\|v\|^2).
\end{gather*}
According to \cite{BE1},  there exists a positive constant $c$
such that
\begin{equation}\label{e:204}
 \|v\|^2 - p \sum_{i=1}^k \int_\Omega \delta _{x_i,\lambda_i}^{p-1}v^2
 \geq c \|v\|^2,\quad \forall v\in E.
\end{equation}
Now, we will estimate $(f_\varepsilon,v)$. Using the fact that
$\left( P\delta _{x_i,\lambda_i},v\right)=0$, we obtain
\begin{equation} \label{e:205}
\begin{aligned}
&\int_\Omega |\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}|^p v\\
&=O\Big(\sum_i\int_{B_i\cup B_i^c}\delta
_{x_i,\lambda_i}^{p-1}\varphi_{x_i,\lambda_i}|v|+\sum_{j\neq
i}\int_{B_i\cup B_i^c} \chi_{P\delta _j \leq
P\delta _i}P\delta _{x_i,\lambda_i}^{p-1}P\delta _{x_j,\lambda_j}|v|\Big) \\
&=O\Big(\sum_{i,j}\Big(\frac{1}{\lambda_j^{(n-4)/2}}\int_{B_i}
\delta _{x_i,\lambda_i}^{p-1}|v|+\int_{ B_i^c} \delta
_{x_i,\lambda_i}^p|v|\Big)\Big),
\end{aligned}
\end{equation}
where $B_i=\{y :|y-x_i|<d_0/2\}$. Then
using the Holder's inequality  we have
\begin{equation} \label{e:206}
\int_\Omega |\sum_{i=1}^k \alpha_i P\delta _{x_i,\lambda_i}|^p v
=O\Big(\|v\|\sum_{i=1}^k
\Big(\frac{(\log\lambda_i)^{(n+4)/2n}}{\lambda_i^{(n+4)/2}}
+(\mbox{if } n<12)\frac{1}{\lambda_i^{n-4}}\Big)\Big).
\end{equation}
For the second integral, using the Holder's inequality we have
\begin{equation} \label{e:207}
\begin{aligned}
\int_\Omega P\delta _{x_i,\lambda_i} v
&=O\Big(\|v\|\Big(\int_\Omega \delta _{x_i,\lambda_i}^{2n/(n+4)}\Big)^{(n+4)/2n}\Big)\\
&=O\Big((\mbox{if }
n\geq12)\frac{\|v\|(\log\lambda_i)^{(n+4)/2n}}{\lambda_i^4}+(\mbox{if
} n<12)\frac{\|v\|}{\lambda_i^{(n-4)/2}}\Big).
\end{aligned}
\end{equation}
It follows from  \eqref{e:206} and \eqref{e:207} that
\begin{equation} \label{e:208}
\begin{aligned}
(f_\varepsilon,v)&= O\Big[\|v\|\sum_{i=1}^k
\Big(\frac{(\log\lambda_i)^{\frac{n+4}{2n}}}{\lambda_i^{\frac{n+4}{2}}}+(\mbox{if }
n\geq12)\frac{\varepsilon(\log\lambda_i)^{\frac{n+4}{2n}}}{\lambda_i^4}\\
&\quad +(\mbox{if }n<12)(\frac{\varepsilon}{\lambda_i^{\frac{n-4}{2}}}
+\frac{1}{\lambda_i^{n-4}})\Big)\Big].
\end{aligned}
\end{equation}
Using \eqref{e:204} and the implicit function theorem, we derive
the existence of $C^1$-map which to $(\alpha,\lambda,x)$
associates $v_\varepsilon \in E$, such that $v_\varepsilon$
minimizes $K_\varepsilon(\alpha,\lambda,x,v)$ with respect to
$v\in E$ and
$$
\|v_\varepsilon\|=O(\|f_\varepsilon\|).
$$
Thus the estimate of Proposition \ref{p:21} follows from
\eqref{e:208}.
\end{proof}

Next, we prove a useful expansion of the derivative of the
function $K_\varepsilon$ associated to \eqref{Pe}, with
respect to $\alpha_i,\,\,\lambda_i,\,\,x_i$. For sake of
simplicity, we will write $\delta _i$ instead of $\delta
_{x_i,\lambda_i}$.

\begin{lem}\label{l:21}
Assume that $(\alpha,\lambda,x,v)\in \mathcal{M}_\varepsilon$  and
let $v:=v_\varepsilon$ be the function obtained in Proposition
\ref{p:21}. Then
 the following expansions hold\\
(1)
\[
\frac{\partial K_\varepsilon}{\partial \alpha_i}(\alpha,\lambda,x,v)
=S_n\alpha_i\left(1-\alpha_i^{8/(n-4)}\right)
+O\big(\frac{\varepsilon}{\lambda_i^4}+\frac{1}{\lambda_i^{n-4}}\big),
\]
(2)
\begin{align*}
&\lambda_i\frac{\partial K_\varepsilon}{\partial \lambda_i}(\alpha,\lambda,x,v)\\
&=-2\alpha_ic_4\frac{\varepsilon}{\lambda_i^4}+\alpha_i(1-2\alpha_i^{8/(n-4)})\frac{c_2(n-4)H(x_i,x_i)}{2\lambda_i^{n-4}}\\
&\quad -c_2\sum_{j\neq
i}\frac{n-4}{2}\alpha_j\left(1-\alpha_j^{8/(n-4)}-\alpha_i^{8/(n-4)}\right)
\frac{G(x_i,x_j)}{(\lambda_i\lambda_j)^{(n-4)/2}}\\
&\quad+O\Big(\frac{\varepsilon}{\lambda_i^{n-4}}+\frac{1}{\lambda_i^{n-2}}
+(\mbox{if }n\geq12)\frac{\varepsilon^2(\log\lambda_i)^{\frac{n+4}{n}}}{\lambda_i^8}
+(\mbox{if }n<12)\frac{\varepsilon^2}{\lambda_i^{n-4}}\Big),
\end{align*}
(3)
\begin{align*}
&\frac{1}{\lambda_i}\frac{\partial K_\varepsilon}{\partial
x_i}(\alpha,\lambda,x,v)\\
&=\alpha_i(2\alpha_i^{\frac{8}{n-4}}-1)\frac{c_2}{2\lambda_i^{n-3}}\frac{\partial
H(x_i,x_i)}{\partial x_i}\\
&\quad +c_2\sum_{j\neq i}\alpha_j(1-\alpha_j^{8/(n-4)}-\alpha_i^{8/(n-4)})
\frac{1}{\lambda_i^{(n-2)/2}\lambda_j^{(n-4)/2}}\frac{\partial
G(x_i,x_j)}{\partial x_i}\\
&\quad +O \Big(\frac{\varepsilon}{\lambda_i^{n-3}}+
\frac{1}{\lambda_i^{n-2}}+(\mbox{if }
n\geq12)\frac{\varepsilon^2(\log\lambda_i)^{\frac{n+4}{n}}}{\lambda_i^8}+(\mbox{if
} n<12)\frac{\varepsilon^2}{\lambda_i^{n-4}}\Big),
\end{align*}
where
\[
S_n=\int_{\mathbb{R}^n} \delta _{o,1}^{2n/(n-4)} dy,\quad
c_2=c_n^{2n/(n-4}\int_{\mathbb{R}^n}\frac{1}{(1+|y|^2)^{(n+4)/2}} dy,\quad
c_4=\int_{\mathbb{R}^n} \delta _{o,1}^2 dy.
\]
\end{lem}

\begin{proof} To prove Claim 1, we write
\begin{align*}
&\frac{\partial K_\varepsilon}{\partial
\alpha_i}(\alpha,\lambda,x,v)\\
&= \sum \alpha_j\big(P\delta_j,P\delta_i \big)
- \int_\Omega \bigl(\sum\alpha_jP\delta_j+v\bigr)^{\frac{n+4}{n-4}}P\delta_i
+\varepsilon\int_\Omega(\sum\alpha_jP\delta_j+v)P\delta_i\\
&=\alpha_i\big(P\delta_i,P\delta_i\big)-\alpha_i^{\frac{n+4}{n-4}}\int_\Omega
 P\delta_i^{\frac{2n}{n-4}}-\frac{n+4}{n-4}\alpha_i^{\frac{8}{n-4}}\int_\Omega
 P\delta_i^{\frac{n+4}{n-4}}v\\
 &\quad+ O\Big(\sum_{j\neq
i}\int_\Omega \delta _j^{(n+4)/(n-4)} \delta _i+\sum_{j\neq
i}\varepsilon \int_\Omega \delta _i\delta
_j+\|v\|^2+\varepsilon\int_\Omega \delta
_i^2+\varepsilon\int_\Omega \delta _i |v|\Big).
\end{align*}
Using  \cite[Proposition 2.1]{BH}, we have
$\varphi_i=c_n\frac{H(x_i,.)}{\lambda_i^{(n-4)/2}}+O\left(\frac{1}{\lambda_i^{n/2}}\right)$.
A computation similar to the one performed in \cite{B} and
\cite{R1} shows that
\begin{gather}
 \big(P\delta _i,  P\delta _i\big)  =S_n-c_2
 \frac{H(x_i,x_i)}{\lambda_i^{n-4}}+O\big(\frac{1}{\lambda_i^{n-2}}\big),
 \label{e:209}\\
 \int_\Omega P\delta _i ^{\frac{2n}{n-4}}
  =S_n-\frac{2n}{n-4}c_2\frac{H(x_i,x_i)}{\lambda_i ^{n-4}}
  + O\biggl(\frac{1}{\lambda_i^{n-2}}\biggr),\label{e:2091}\\
 \big(P\delta _i,  P\delta _j\big)  =c_2
 \big(\varepsilon_{ij}-\frac{H(x_i,x_j)}{(\lambda_i\lambda_j)^{(n-4)/2}}\big)
 +O\Big(\sum_{k=i,j}\frac{1}{\lambda_k^{n-2}}\Big)\quad \mbox{for } i\neq
 j,\label{e:2092}\\
 \int_\Omega P\delta _i P\delta _j^{\frac{n+4}{n-4}}
 =\big(P\delta _i,P\delta _j\big)+O\Big(\sum_{k=i,j}\frac{1}{\lambda_k^{n-2}}\Big)
 \quad\mbox{for } i\neq  j,\label{e:2093}
\end{gather}
where
$\varepsilon_{ij}=\left(\lambda_i/\lambda_j+\lambda_j/\lambda_i+\lambda_i\lambda_j|x_i-x_j|^2\right)^{(4-n)/2}$.
Using the fact that $n\geq 9$ then
\begin{gather}\label{e:210}
 \int_\Omega \delta _i^2  =\frac{c_4}{\lambda_i^4}
 +O\big(\frac{1}{\lambda_i^{n-4}}\big),\\
 \int_\Omega \delta _i \delta _j
  =O\big(\frac{1}{(\lambda_i\lambda_j)^{(n-4)/2}}\big)
\quad \mbox{for } i\neq j\label{e:211}.
\end{gather}
 From \eqref{e:206}, \eqref{e:207}, \eqref{e:209}--\eqref{e:211}
 and Proposition \ref{p:21},  Claim $1$ follows.

Now, we prove Claim 2. As in Claim $1$ we have
\begin{equation} \label{e:212}
\begin{aligned}
&\lambda_i \frac{\partial K_\varepsilon}{\partial
\lambda_i}(\alpha,\lambda,x,v)\\
&= \sum \alpha_j\big(P\delta_j,\lambda_i\frac{\partial P\delta_i
}{\partial\lambda_i} \big) -\int_\Omega
\bigl(\sum\alpha_jP\delta_j+v\bigr)^{\frac{n+4}{n-4}}\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}\\
&\quad +\varepsilon\int_\Omega(\sum\alpha_jP\delta_j+v)\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}\\
 &=\sum
\alpha_j\big(P\delta_j,\lambda_i\frac{\partial P\delta_i
}{\partial\lambda_i} \big)-\int_\Omega
\bigl(\sum\alpha_jP\delta_j\bigr)^{\frac{n+4}{n-4}}\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}\\
&\quad -\frac{n+4}{n-4}\int_\Omega
\bigl(\sum\alpha_jP\delta_j\bigr)^{\frac{8}{n-4}}\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}v+
\varepsilon\int_\Omega(\sum\alpha_jP\delta_j+v)\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}+O(\|v\|^2).
\end{aligned}
\end{equation}
Note that
\begin{equation}\label{e:213}
\int_\Omega
\bigl(\sum\alpha_jP\delta_j\bigr)^{\frac{8}{n-4}}\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}v=\int_\Omega
\bigl(\alpha_iP\delta_i\bigr)^{\frac{8}{n-4}}\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}v+O\Big(\sum_{k\neq j}\int_{\delta
_k\leq \delta _j}\delta _j^{\frac{8}{n-4}}\delta _k |v|\Big).
\end{equation}
Using the fact that $v \in E$, we have
\begin{equation} \label{e:214}
\int_\Omega P\delta_i^{\frac{8}{n-4}}\lambda_i\frac{\partial
P\delta_i}{\partial\lambda_i}v
=O\Big(\int_\Omega\frac{\delta_i^{\frac{8}{n-4}}}{\lambda_i^{\frac{n-4}{2}}}
|v|\Big)
=O\Big(\frac{\|v\|(\log\lambda_i)^{\frac{n+4}{2n}}}{\lambda_i^{\frac{n+4}{2}}}+(\mbox{if
} n<12)\frac{\|v\|}{\lambda_i^{n-4}}\Big),
\end{equation}
and for $ n\geq 8$, we have $\frac{8}{n-4}\leq 2$, then we obtain
\begin{equation} \label{e:215}
\begin{aligned}
\int_{\delta _k\leq \delta _j}\delta _j^{\frac{8}{n-4}}\delta _k|v|
&=O\Big(\int\delta _j^{\frac{8}{n-4}} |v|^2+\int_{\delta
_k\leq \delta _j}\delta _j^{\frac{8}{n-4}}\delta _k^2\Big)\\
&=O\Big( \|v\|^2+\int_\Omega (\delta _j\delta _k)^{\frac{n}{n-4}}\Big)\\
&=O\Big(\frac{1}{(\lambda_j\lambda_k)^{(n-1)/2}}+\|v\|^2\Big)
\end{aligned}
\end{equation}
where we have used $\int_\Omega (\delta _i \delta
_j)^{\frac{n}{n-4}}=O\left(\varepsilon_{ij}^{\frac{n}{n-4}}
\log\varepsilon_{ij}^{-1}\right)$.
 Observe that
\begin{equation} \label{e:219}
\begin{aligned}
\Bigl(\sum\alpha_j P\delta_j\Bigr)^{\frac{n+4}{n-4}}
& = \sum\bigl(\alpha_jP\delta_j\bigr)^{\frac{n+4}{n-4}}+
{\frac{n+4}{n-4}}\sum_{j\ne i}\bigl(\alpha_iP\delta_i
\bigr)^{\frac{8}{n-4}}\alpha_j P\delta_j \\
&\quad+O\Big(\sum_{j\ne i}P\delta_j^{\frac{8}{n-4}}
P\delta_i\chi _{P\delta _i\leq \sum_{j\neq i}P\delta _j}\\
&\quad+\sum_{j\ne i}P\delta_i^{\frac{12-n}{n-4}}P\delta_j^2 \chi_{P\delta
_j \leq P\delta _i}+\sum_{k\ne j,k,j\ne i}P\delta_j^{\frac{8}{n-4}} P\delta_k\Big).
\end{aligned}
\end{equation}
Using \cite[Proposition 2.1]{BH}, we have $\lambda_i
\frac{\partial \varphi_i}{\partial\lambda_i}
=-c_n\frac{n-4}{2}\frac{H(x_i,.)}{\lambda_i^{(n-4)/2}}
+O\big(\frac{1}{\lambda_i^{n/2}}\big)$.
A computation similar to the one performed in \cite{B} and
\cite{R1} shows that
\begin{gather}
 \big(P\delta _i,\lambda_i \frac{\partial P\delta _i}{\partial\lambda_i}\big)
 =\frac{n-4}{2}c_2
 \frac{H(x_i,x_i)}{\lambda_i^{n-4}}+O\big(\frac{1}{\lambda_i^{n-2}}\big),
 \label{e:220}\\
 \int_\Omega P\delta  _i^{\frac{n+4}{n-4}}\lambda_i\frac{\partial P\delta _i }
 {\partial\lambda_i}  =
(n-4)c_2\frac{H(x_i,x_i)}{\lambda _i^{n-4}}+
O\big(\frac{1}{\lambda_i^{n-2}}\big).\label{e:221}
\end{gather}
 For $i\ne j$, we have
\begin{gather}\label{e:222}
\big(P\delta _j,\lambda_i\frac{\partial
P\delta _i}{\partial\lambda_i}\big)=
c_2\big(\lambda_i\frac{\partial\varepsilon_{ij}}{\partial\lambda_i}+\frac{n-4}{2}
\frac{H(x_i,x_j)}{ (\lambda_i\lambda_j)^{(n-4)/2}}\big)+
O\Big(\sum_{k=i,j} \frac{1}{\lambda_k^{n-2}}\Big), \\
 \int_\Omega P\delta _j^{\frac{n+4}{n-4}}\lambda_i\frac{\partial
P\delta _i}{
\partial\lambda_i} =\bigl(P\delta _j,\lambda_i\frac{\partial P\delta _i}{
\partial\lambda_i}\bigr)+O\Big(\sum_{k=i,j}
\frac{1}{\lambda_k^{n-2}}\Big),\label{e:223}\\
\int_\Omega P\delta _j \lambda_i\frac{\partial (P \delta
_i)^{\frac{n+4}{n-4}}} {\partial\lambda_i} = \bigl(P\delta
_j,\lambda_i\frac{\partial P\delta
_i}{\partial\lambda_i}\bigr)+O\Big(\sum_{k=i,j}
\frac{1}{\lambda_k^{n-2}}\Big).\label{e:224}
\end{gather}
We compute now the other integrals
\begin{equation} \label{e:225}
\begin{aligned}
&\int_\Omega P\delta _i\lambda_i\frac{\partial P\delta _i}{\partial \lambda_i}\\
&=\int_\Omega (\delta
_i+\varphi_i)(\lambda_i\frac{\partial \delta _i}{\partial
\lambda_i}+\lambda_i\frac{\partial \varphi_i}{\partial \lambda_i})\\
&= \int_\Omega \delta _i
\lambda_i\frac{\partial \delta _i}{\partial \lambda_i}+O\left(\int
\varphi _i\delta _i+\int \delta _i\lambda_i|\frac{\partial
\varphi_i}{
\partial\lambda_i}|\right)  \\
&=\frac{1}{2}\lambda_i \frac{\partial }{
\partial\lambda_i}\Big(\int_{\mathbb{R}^n}\delta _i^2\Big)
+O(\frac{1}{\lambda_i^{n-4}})
+O\Big(\Big(\int_{B_i}\delta _i\Big)\Big(\|\varphi
_i\|_{L^\infty}+\|\lambda_i\frac{\partial \varphi_i}{
\partial\lambda_i}\|_{L^\infty}\Big)\Big) \\
&=\frac{-2c_4}{\lambda_i^4}+O\big(\frac{1}{\lambda_i^{n-4}}\big),
\end{aligned}
\end{equation}
\begin{equation} \label{e:226}
\int_\Omega P\delta _j\lambda_i\frac{\partial P\delta _i}{\partial
\lambda_i}=O\Big(\int_\Omega \delta _i \delta
_j\Big)=O\Big(\frac{1}{(\lambda_i \lambda_j)^{(n-4)/2}}\Big)\quad
\mbox{for } i\neq j ,
\end{equation}
and as in \eqref{e:207}
\begin{align}\label{e:227}
\int_\Omega \lambda_i\frac{\partial P\delta _i}{\partial
\lambda_i} v =O\Big((\mbox{if }
n\geq12)\frac{\|v\|(\log\lambda_i)^{{(n+4)}/{2n}}}{\lambda_i^4}+(\mbox{if
} n<12)\frac{\|v\|}{\lambda_i^{(n-4)/2}}\Big).
\end{align}
Using the fact that $|x_i-x_j|>d'_0$ then
\begin{align}\label{e:228}\lambda_i\frac{\partial\varepsilon_{ij}}{\partial\lambda_i}
=-\frac{n-4}{2}\frac{1}{(\lambda_i
\lambda_j |x_i-x_j|^2)^{(n-4)/2}}+ O\Big(\sum_{k=i,j}
\frac{1}{\lambda_k^{n-2}}\Big).
\end{align}
The Claim $2$ follows from Proposition \ref{p:21} and
\eqref{e:212}--\eqref{e:228}.

Regarding Claim 3, its proof is similar to Claim $2$, so we will
omit it.
\end{proof}

\begin{lem}\label{l:23}
Assume that $(\alpha,\lambda,x,v)\in \mathcal{M}_\varepsilon$  and
let $v:=v_\varepsilon$ be the function obtained in Proposition
\ref{p:21}. Then
 the following expansion holds
\begin{align*}
&K_\varepsilon(\alpha,\lambda,x,v)\\
&=\frac{S_n}{2}
\Big(\sum_{i=1}^k\alpha_i^2-\frac{n-4}{n}\sum_{i=1}^k \alpha_i^{p+1}\Big)
 +\frac{c_2}{2}\sum_{i=1}^k\alpha_i^2\left(2\alpha_i^{p-1}-1\right)
 \frac{H(x_i,x_i)}{\lambda_i^{n-4}}\\
&\quad +\frac{c_2}{2}\sum_{j\neq i}\alpha_i\alpha_j\left(1-2\alpha_i^{p-1}\right)\frac{G(x_i,x_i)}{(\lambda_j\lambda_i)^{(n-4)/2}}
 +\frac{\varepsilon}{2}\sum_{i=1}^k\alpha_i^2\frac{c_4}{\lambda_i^4}\\
&\quad +O\Big(\sum_{i=1}^k\Big(\frac{\varepsilon}{\lambda_i^{n-4}}
+\frac{1}{\lambda_i^{n-2}}+(\mbox{if }n\geq12)
 \frac{\varepsilon^2(\log\lambda_i)^{\frac{n+4}{n}}}{\lambda_i^8}
 +(\mbox{if } n<12)\frac{\varepsilon^2}{\lambda_i^{n-4}}\Big)\Big).
\end{align*}
\end{lem}

\begin{proof} Using \eqref{e:203} and Proposition \ref{p:21},  this
lemma follows from \eqref{e:209}--\eqref{e:211}.
\end{proof}

Let
\[
 \mathcal{M}_\varepsilon^1=\{(\lambda,x)\in
(\mathbb{R}_+^*)^k\times\Omega_{d_0}^k :
\lambda_i>\frac{1}{\nu_0}\,\,\forall
i, \frac{\lambda_i}{\lambda_j}<c_0,\,|x_i-x_j|>d'_0\,\,\, \forall
i\neq j\}.
\]
For $(\lambda,x)\in\mathcal{M}_\varepsilon^1$, our aim is to study
the $\alpha$-part of $u$. Namely, we prove the following result.

\begin{pro}\label{p:22}
There exists $\varepsilon_1>0$ such that, for
$0<\varepsilon<\varepsilon_1$, there exists a $C^1$-map which to
any $ (\lambda,x)\in \mathcal{M}_\varepsilon^1 $, associates
$\alpha:= \alpha_{(\varepsilon,\lambda,x)}$, which satisfies
\eqref{Eai} for each $i$ and we have the following estimate
$$
|\alpha_i-1|=O\Big(\frac{\varepsilon}{\lambda_i^4}+\frac{1}{\lambda_i^{n-4}}\Big).
$$
\end{pro}

\begin{proof}
Let $\beta_i=1-\alpha_i$. By Lemma \ref{l:21}, we have
$$
\frac{8}{n-4}\beta_i
S_n+O(\beta_i^2)=O\Big(\frac{\varepsilon}{\lambda_i^4}
+\frac{1}{\lambda_i^{n-4}}\Big),
$$
then
$\beta_i=O\big(\frac{\varepsilon}{\lambda_i^4}+\frac{1}{\lambda_i^{n-4}}\big)$.
On the other hand, we have
\[
\frac{\partial^2 K_\varepsilon}{\partial \alpha_i \partial
\alpha_j}(\alpha,\lambda,x,v)=(1-p)S_n \delta _i^j+o(1),
\]
with $\delta _i^j$ the Kronecker symbol and $o(1)$ tends to zero
when $\varepsilon\to 0$, where we have used \eqref{e:209},
\eqref{e:2091}, Proposition \ref{p:21}, the fact that $\partial
v/\partial \alpha_i \in E$ and $\|\partial v/\partial
\alpha_i\|=o(1)$.
 Using the implicit function theorem the proposition follows.
\end{proof}

\section{Proof of Theorems \ref{t:11} and \ref{t:13}}

\begin{proof}[Proof of Theorem \ref{t:13}]
Assume that $u_\varepsilon$ is a family of solutions of \eqref{Pe} which
has the form \eqref{e:21} where
$(\alpha^\varepsilon,\lambda^\varepsilon,x^\varepsilon,v^\varepsilon)\in
\mathcal{M_\varepsilon}$. The result of the theorem  will be
obtained through a careful analysis of
\eqref{Eai}, \eqref{Eli}, \eqref{Exir} and \eqref{Ev}.
 From Proposition \ref{p:21},  there exists $v^\varepsilon$
satisfying \eqref{Ev}. We estimate now the corresponding numbers
$A_i,\,B_i,\,C_{ij}$ by taking the scalar product of \eqref{Ev} with
$P\delta _i$, $\partial P\delta _i/\partial\lambda_i$ and
$\partial P\delta _i/\partial (x_i)_r$ for $i=1,\dots ,k$ and
$r=1,\dots ,n$. Thus from the right side we get a quasi-diagonal
system whose coefficients are given by
\begin{gather*}
 \left(P\delta _i,P\delta _j\right)
 =S_n \delta _i^j+O\big( \frac{1}{{\lambda_i^{n-4}}}\big),
 \big(\frac{\partial
P\delta _j}{\partial \lambda_j}, P\delta _i \big)
=O\Big(\sum_{k=i,j}\frac{1}{{\lambda_k^{n-3}}}\Big),
\\
\big(\frac{\partial P\delta _j}{\partial (x_j)_r}, P\delta
_i\big)=O\Big(\sum_{k=i,j}\frac{1}{{\lambda_k^{n-4}}}\Big),
\big(\frac{\partial P\delta _j}{\partial\lambda_j},
\frac{\partial P\delta _i}{\partial\lambda_i}\big)
=\frac{n+4}{n-4}\frac{C_n}{\lambda_i^2}
\delta _i^j+O\Big(\sum_{k=i,j}\frac{1}{{\lambda_k^{n-2}}}\Big),
\\
 \big(\frac{\partial P\delta _j}{\partial\lambda_j}, \frac{\partial
P\delta _i}{\partial
(x_i)_r}\big)=O\Big(\sum_{k=i,j}\frac{1}{{\lambda_k^{n-3}}}\Big),
\big(\frac{\partial P\delta _i}{\partial x_i}, \frac{\partial
P\delta _j}{\partial
x_j}\big)=O\Big(\sum_{k=i,j}\frac{1}{{\lambda_k^{n-5}}}\Big)\mbox
{ for } i\neq j,
\\
\big(\frac{\partial P\delta _i}{\partial (x_i)_r}, \frac{\partial
P\delta _i}{\partial (x_i)_j}\big)=\frac{n+4}{n-4}C'_n \lambda_i^2
\delta _r^j+ O\big(\frac{1}{{\lambda_i^{n-5}}}\big),
\end{gather*}
where $\delta _i^j$ is the Kronecker symbol,
 $S_n$ is defined in Lemma \ref{l:21},
\[
C_n=\frac{(n-4)^2}{4}\int_{\mathbb{R}^n}
\frac{(1-|y|^2)^2}{(1+|y|^2)^{n+2}} dy\quad{and}\quad
C'_n=\frac{(n-4)^2}{4n}\int_{\mathbb{R}^n} \frac{|y|^2}{(1+|y|^2)^{n+2}}
dy\,.
\]
The left side is given by
$$
\big(\frac{\partial K_\varepsilon}{\partial v}, P\delta _i\big)
=\frac{\partial K_\varepsilon}{\partial \alpha_i},
 \quad \big(\frac{\partial K_\varepsilon}{\partial v}, \frac{\partial
P\delta _i}{\partial \lambda_i}\big)=
\frac{1}{\alpha_i}\frac{\partial K_\varepsilon}{\partial
\lambda_i},\quad
\big(\frac{\partial K_\varepsilon}{\partial v},
\frac{\partial P\delta _i}{\partial (x_i)_r}\big)=
\frac{1}{\alpha_i}\frac{\partial K_\varepsilon}{\partial (x_i)_r}.
$$
Let $\beta_i=1-\alpha_i$. By Lemma \ref{l:21}, we have
\begin{gather*}
\frac{\partial K_\varepsilon}{\partial
\alpha_i}(\alpha,x,\lambda,v^\varepsilon)
=O\Big(|\beta_i|+\frac{\varepsilon}{\lambda_i^4}+\frac{1}{\lambda_i^{n-4}}\Big),\\
\frac{\partial K_\varepsilon}{\partial
\lambda_i}(\alpha,x,\lambda,v^\varepsilon)
=O\Big(\frac{\varepsilon}{\lambda_i^5}+\frac{1}{ \lambda_i^{n-3}}\Big),
\end{gather*}
\begin{align*}
&\frac{\partial K_\varepsilon}{\partial
(x_i)_r}(\alpha,x,\lambda,v^\varepsilon)\\
&=O\Big(\frac{1}{\lambda_i^{n-4}}+\frac{\varepsilon}{\lambda_i^{n-4}}+
(\mbox{if } n\geq12)\frac{\varepsilon^2(\log\lambda_i)^{{(n+4)}/{n}}}{\lambda_i^7}
+(\mbox{if } n<12)\frac{\varepsilon^2}{\lambda_i^{n-5}} \Big).
\end{align*}
The solution of the system in $A_i, B_i, C_{ij}$ shows that
 \begin{gather*}
  A_i = O\big(|\beta_i|+\frac{\varepsilon}{\lambda_i^4}+\frac{1}{\lambda_i^{n-4}}
  \big) \\
  B_i =O\big(\frac{\varepsilon}{\lambda_i^3}+\frac{1}{ \lambda_i^{n-5}}\big)\\
  C_{ij}=O\big(\frac{1}{\lambda_i^{n-2}}+\frac{\varepsilon }{ \lambda_i^{n-2}}+
(\mbox {if }
n\geq12)\frac{\varepsilon^2(\log\lambda_i)^{\frac{n+4}{n}}}{\lambda_i^9}+(\mbox{if
} n<12)\frac{\varepsilon^2}{\lambda_i^{n-3}}\big).
\end{gather*}
This allows us to evaluate the right hand side in the
equations \eqref{Eai} and \eqref{Exir}, namely
\begin{equation} \label{e:25}
\begin{aligned}
&B_i\big( \frac{\partial ^2P\delta _i}{\partial\lambda_i\partial (x_i)_r},
v^\varepsilon\big) + \sum_{j=1}^n C_{ij} \big( \frac{\partial ^2P\delta _i}{\partial
(x_i)_j\partial (x_i)_r}, v^\varepsilon\big) \\
&=O\big(|B_i\||v^\varepsilon\|+\sum_{j=1}^n
 \lambda_i^2|C_{ij}\||v^\varepsilon\|\big)
=O\big(\|v^\varepsilon\|(\frac{\varepsilon}{\lambda_i^3}+
\frac{1}{ \lambda_i^{n-5}}) \big)
=O\big(\frac{1}{\lambda_i^{n-3}}+\frac{\varepsilon^2}{\lambda_i^5}\big).
\end{aligned}
\end{equation}
In the same manner, we obtain
\begin{equation} \label{e:26}
B_i\big( \frac{\partial ^2P\delta _i}{\partial\lambda_i^2},
v^\varepsilon\big)+ \sum_{j=1}^n C_{ij} \big( \frac{\partial
^2P\delta _i}{\partial (x_i)_j\partial \lambda_i},
v^\varepsilon\big)
=O\big(\frac{1}{\lambda_i^{n-1}}+\frac{\varepsilon^2}{\lambda_i^{5}}\big).
\end{equation}
 From Proposition \ref{p:22} , there exists $\alpha^\varepsilon$
satisfying \eqref{Eai} for each $i$, and we have
\begin{equation}\label{e:27}
1-\alpha_i^\varepsilon=\beta_i^\varepsilon
=O\Big(\frac{\varepsilon}{(\lambda_i^\varepsilon)^4}
+\frac{1}{(\lambda_i^\varepsilon)^{n-4}}\Big).
\end{equation}
Using \eqref{e:25}, \eqref{e:26}, \eqref{e:27} and Lemma
\ref{l:21}, we deduce that \eqref{Eli} and \eqref{Exir} are
equivalent to
\begin{equation} \label{e:28}
\begin{aligned}
&-2c_4\frac{\varepsilon}{(\lambda_i^\varepsilon)^4}
-\frac{c_2(n-4)H(x_i^\varepsilon,x_i^\varepsilon)}{2(\lambda_i^\varepsilon)^{n-4}}
+c_2\sum_{j\neq i}\frac{(n-4)G(x_i^\varepsilon,x_j^\varepsilon)}
{2(\lambda_i^\varepsilon\lambda_j^\varepsilon)^{(n-4)/2}} \\
&=O\Big(\frac{\varepsilon}{(\lambda_i^\varepsilon)^{n-4}}
+\frac{1}{(\lambda_i^\varepsilon)^{n-2}}
+\frac{\varepsilon^2}{(\lambda_i^\varepsilon)^4}\Big),
\end{aligned}
\end{equation}
\begin{equation} \label{e:29}
\begin{aligned}
&\quad-\frac{c_2(n-4)}{2(\lambda_i^\varepsilon)^{n-4}}\frac{\partial
H(x_i^\varepsilon,x_i^\varepsilon)}{\partial x_i} +c_2\sum_{j\neq
i}\frac{(n-4)}{2(\lambda_i^\varepsilon
\lambda_j^\varepsilon)^{(n-4)/2}}\frac{\partial
G(x_i^\varepsilon,x_j^\varepsilon)}{\partial x_i}\\
&=O \Big(\frac{\varepsilon}{(\lambda_i^\varepsilon)^{n-4}}
+\frac{1}{(\lambda_i^\varepsilon)^{n-3}}
+\frac{\varepsilon^2}{(\lambda_i^\varepsilon)^4}\Big).
\end{aligned}
\end{equation}
Let us perform the change of variables
\begin{align}\label{e:30}
\lambda_i^\varepsilon=(\Lambda_i^\varepsilon)^{\frac{-2}{n-4}}
\varepsilon^{\frac{-1}{n-8}}
\big(\frac{c_4}{c_2}\big)^{\frac{-1}{n-8}}.
\end{align}
Note that
\begin{equation}\label{e:m1}
\Lambda_i^\varepsilon\varepsilon^{\frac{n-4}{2(n-8)}}\to
0 \quad \mbox{as } \varepsilon \to  0,\quad
\frac{\Lambda_i^\varepsilon}{ \Lambda_j^\varepsilon}<c_0,
\end{equation}
 and that \eqref{e:28}, \eqref{e:29} read
\begin{equation}\label{e:31}
\begin{aligned}
&\frac{-4}{n-4}(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}
-H(x_i^\varepsilon,x_i^\varepsilon)\Lambda_i^\varepsilon
+\sum_{j\neq i}G(x_i^\varepsilon,x_j^\varepsilon)\Lambda_j^\varepsilon  \\
&=O\left(\varepsilon\Lambda_i^\varepsilon+(\Lambda_i^\varepsilon)^{\frac{4}{n-4}}\varepsilon^{\frac{2}{n-8}}\Lambda_i^\varepsilon+\varepsilon(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}
\right),
\end{aligned}
\end{equation}
\begin{gather}\label{e:32} -\Lambda_i^\varepsilon\frac{\partial
H(x_i^\varepsilon,x_i^\varepsilon)}{\partial x_i} +\sum_{j\neq
i}\Lambda_j^\varepsilon\frac{\partial
G(x_i^\varepsilon,x_j^\varepsilon)}{\partial
x_i}=O\left(\varepsilon\Lambda_i^\varepsilon+(\Lambda_i^\varepsilon)^{\frac{2}{n-4}}\varepsilon^{\frac{1}{n-8}}\Lambda_i^\varepsilon+
\varepsilon(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}} \right).
\end{gather}
 From \eqref{e:31}, we deduce that
\begin{equation} \label{e:33}
\begin{aligned}
&\frac{-4}{n-4}^T\left((\Lambda_1^\varepsilon)^{\frac{12-n}{n-4}},\dots ,
(\Lambda_k^\varepsilon)^{\frac{12-n}{n-4}}\right)
-M(x^\varepsilon)\Lambda^\varepsilon\\
&=O\left(\varepsilon\Lambda_i^\varepsilon+(\Lambda_i^\varepsilon)^{\frac{4}{n-4}}
\varepsilon^{\frac{2}{n-8}}\Lambda_i^\varepsilon
+\varepsilon(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}\right),
\end{aligned}
\end{equation}
where
$\Lambda^\varepsilon=^T\left(\Lambda_1^\varepsilon,\dots ,\Lambda_k^\varepsilon\right)$.
Taking the scalar product of \eqref{e:33} with $e(x^\varepsilon)$,
we obtain
\begin{equation} \label{e:34}
\begin{aligned}
&\frac{-4}{n-4}\sum_{i=1}^k(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}e_i(x^\varepsilon)-
\rho(x^\varepsilon) e(x^\varepsilon).\Lambda^\varepsilon\\
&=O\left(\varepsilon\Lambda_i^\varepsilon+(\Lambda_i^\varepsilon)^{\frac{4}{n-4}}\varepsilon^{\frac{2}{n-8}}\Lambda_i^\varepsilon+\varepsilon(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}
\right).
\end{aligned}
\end{equation}
We distinguish three cases:
\begin{enumerate}
\item $\Lambda_i^\varepsilon\to  0$, as $\varepsilon \to 0$ for all $i$.
\item $\Lambda_i^\varepsilon\to  \Lambda_i \in \mathbb{R}^*_+$,
as $\varepsilon \to 0 $ for all $i$.
\item  $\Lambda_i^\varepsilon\to  +\infty$, as $\varepsilon \to 0$ for all $i$.
\end{enumerate}
Multiplying \eqref{e:31} by $(\Lambda_i^\varepsilon)^{-1}$ and
using the fact that $n\geq 9$, we see that case (1) cannot occur.
Let us consider the second case. Denoting by $x \in
\Omega_{d_0}^k$ the limit of $x^\varepsilon$ (up to a
subsequence), from \eqref{e:31} and \eqref{e:34}, we obtain
\begin{gather*}
\frac{4}{n-4}\Lambda_i^{\frac{12-n}{n-4}}+H(x_i,x_i)\Lambda_i -\sum_{j\neq
i}G(x_i,x_j)\Lambda_j=0,\\
\frac{4}{n-4}\sum_{i=1}^k\Lambda_i^{\frac{12-n}{n-4}}e_i(x)+
\rho(x) e(x).\Lambda=0.
\end{gather*}
This means that $\rho(x)<0$ and $(\Lambda,x)$
satisfied $\frac{\partial \Psi_k}{\partial \Lambda}(\Lambda,x)=0$.
On the other hand, from \eqref{e:29} and \eqref{e:30} we deduce
that
$$
-(\Lambda_i^\varepsilon)^2 \frac{\partial H(x_i^\varepsilon,x_i^\varepsilon)}{\partial x_i} +
\sum_{j\neq i}\Lambda_j^\varepsilon\Lambda_i^\varepsilon
\frac{\partial G(x_i^\varepsilon,x_j^\varepsilon)}{\partial
x_i}=O(\varepsilon^{\frac{1}{n-8}}),
$$
then, as $\varepsilon \to 0 $, we derive
$$
-\Lambda_i^2\frac{\partial H(x_i,x_i)}{\partial x_i} + \sum_{j\neq
i}\Lambda_j\Lambda_i \frac{\partial G(x_i,x_j)}{\partial x_i}
=0.$$
This implies that $\frac{\partial \Psi_k}{\partial x}(\Lambda,x)=0$ i.e.
exactly what we want to prove.

 Let us now consider the last case. From \eqref{e:34} we have
$$  \rho(x^\varepsilon)e(x^\varepsilon).\Lambda^\varepsilon=O\left((\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}+\varepsilon\Lambda_i^\varepsilon+(\Lambda_i^\varepsilon)^{\frac{4}{n-4}}\varepsilon^{\frac{2}{n-8}}\Lambda_i^\varepsilon+\varepsilon(\Lambda_i^\varepsilon)^{\frac{12-n}{n-4}}\right)$$
and therefore, since $\Lambda_i^\varepsilon/\Lambda_j^\varepsilon
\leq c_0$ for each $i \neq j$, we obtain
$$
\rho(x^\varepsilon)=O\left((\Lambda_i^\varepsilon)^{\frac{2(8-n)}{n-4}}
+\varepsilon+(\Lambda_i^\varepsilon)^{\frac{4}{n-4}}\varepsilon^{\frac{2}{n-8}}\right).
$$
Thus, using \eqref{e:m1} we get $\rho(x)=0$.
It remains to prove that $\rho'(x)=0$. First, we claim that the
vector $\Lambda^\varepsilon$ is close to $e(x^\varepsilon)$. In
fact $\Lambda^\varepsilon$ may be written under the form
\begin{equation}\label{e:36}
\Lambda^\varepsilon=\xi^\varepsilon e(x^\varepsilon)+e'(x^\varepsilon),
\end{equation}
with $e(x^\varepsilon).e'(x^\varepsilon)=0$. It is easy to get
$\xi^\varepsilon =O \left(|\Lambda^\varepsilon|\right)$. Now,
using the fact that $ ^T\Lambda^\varepsilon M(x^\varepsilon)
\Lambda^\varepsilon=o(|\Lambda^\varepsilon|^2)$ (by \eqref{e:31}
), $\rho(x^\varepsilon) \to 0$ and the fact that zero is a simple
eigenvalue of the matrix $M(x)$ then
$e'(x^\varepsilon)=o(\xi^\varepsilon)$ and our claim follows. From
\eqref{e:32} we obtain
$$
\frac{\partial M(x^\varepsilon)}{\partial
x_i}\Lambda^\varepsilon=o\left(|\Lambda^\varepsilon|\right),
$$
using \eqref{e:36}, we obtain
\begin{equation} \label{e:37}
\xi^\varepsilon\frac{\partial M(x^\varepsilon)}{\partial
x_i}e(x^\varepsilon)+\frac{\partial M(x^\varepsilon)}{\partial
x_i}e'(x^\varepsilon)=o\left(\xi^\varepsilon\right).
\end{equation}
The matrix
$\frac{\partial M(x^\varepsilon)}{\partial x_i}$  being bounded on
the set $\{ x\in \Omega_{d_0}^k , |x_i-x_j|>d'_0\}$, we get
$$
\frac{\partial M(x^\varepsilon)}{\partial
x_i}e'(x^\varepsilon)=O(|e'(x^\varepsilon)|)=o(\xi^\varepsilon).$$
The scalar product of \eqref{e:37} with $e(x^\varepsilon)$ gives
\begin{align}\label{e:38}
^Te(x^\varepsilon)\frac{\partial M(x^\varepsilon)}{\partial
x_i}e(x^\varepsilon)=o(1).
\end{align}
Since $|e(x^\varepsilon)|^2=1$ and
$e(x^\varepsilon).\frac{\partial e(x^\varepsilon)}{\partial
x_i}=0$, therefore
\begin{align}\label{e:39}
^Te(x^\varepsilon)\frac{\partial M(x^\varepsilon)}{\partial
x_i}e(x^\varepsilon)=\frac{\partial \rho}{\partial
x_i}(x^\varepsilon).
\end{align}
 Passing to the limit in \eqref{e:38} and \eqref{e:39}, we obtain
$$
\frac{\partial \rho}{\partial x_i}(x)=0.
$$
This concludes the proof of  Theorem \ref{t:13}.
\end{proof}

\begin{proof}[Proof of Theorem \ref{t:11}]
Arguing by contradiction, suppose that \eqref{Pe} has  a solution of
the form \eqref{e:18} and satisfying \eqref{e:19}. Multiplying
\eqref{Pe} by $v_\varepsilon$ and integrating over
$\Omega$, we obtain
\begin{align}\label{e:40}
\|v_\varepsilon\|^2&= \int_\Omega |\alpha_\varepsilon P\delta _{x_\varepsilon,\lambda_\varepsilon} + v_\varepsilon|^p v_\varepsilon -\varepsilon \int_\Omega \left(\alpha_\varepsilon P\delta _{x_\varepsilon,\lambda_\varepsilon} + v_\varepsilon\right)v_\varepsilon \\
&=\alpha_\varepsilon^p\int_\Omega P\delta
_{x_\varepsilon,\lambda_\varepsilon}^p v_\varepsilon
+p\alpha_\varepsilon^{p-1}\int_\Omega P\delta
_{x_\varepsilon,\lambda_\varepsilon}^{p-1}v_\varepsilon ^2
+o(\|v_\varepsilon\|^2)+ O\Big(\varepsilon \int_\Omega \delta
_{x_\varepsilon,\lambda_\varepsilon} |v_\varepsilon|\Big).
\end{align}
 From Proposition 3.4 of \cite{BE1} and the fact that
$\alpha_\varepsilon\to1$, there exists a positive constant
$c$, such that
\begin{align}\label{e:41}
\|v_\varepsilon\|^2-  p\alpha_\varepsilon^{p-1} \int_\Omega
P\delta _{x_\varepsilon,\lambda_\varepsilon}^{p-1}v_\varepsilon^2
=\|v_\varepsilon\|^2- p\int_\Omega \delta
_{x_\varepsilon,\lambda_\varepsilon}^{p-1}v_\varepsilon^2  +
o\left(\|v_\varepsilon\|^2\right)\geq c \|v_\varepsilon\|^2.
\end{align}
On the other hand, using the fact that $v_\varepsilon \in
E_{x_\varepsilon,\lambda_\varepsilon}$, we obtain
\begin{align*}
\int_\Omega P\delta _{x_\varepsilon,\lambda_\varepsilon}^p
v_\varepsilon =O\Big(\int_{B\cup B^c}
|\varphi_{x_\varepsilon,\lambda_\varepsilon}| \delta
_{x_\varepsilon,\lambda_\varepsilon}^{p-1}|v_\varepsilon|\Big),
\end{align*}
where  $B=\{y :|y-x_\varepsilon|<d_\varepsilon\}$. Then
using the Holder's inequality we need to estimate
\begin{align}\label{e:42}
\int_{B^c} \left(\delta
_{x_\varepsilon,\lambda_\varepsilon}^{p-1}\varphi_{x_\varepsilon,\lambda_\varepsilon}\right)^{2n/(n+4)}\leq
\int_{B^c} \delta
_{x_\varepsilon,\lambda_\varepsilon}^{p+1}=O\big(\frac{1}{(\lambda_\varepsilon
d_\varepsilon)^n}\big)
\end{align}
and
\begin{equation} \label{e:43}
\begin{aligned}
&|\varphi_{x_\varepsilon,\lambda_\varepsilon}|_{L^\infty}\Big(\int_{B}
\delta_{x_\varepsilon,\lambda_\varepsilon}^{\frac{8(p+1)}{(n+4)}}
\Big)^{\frac{n+4}{2n}}\\
&=O\Big((\mbox{if} n\geq 12) \frac{(\log\lambda_\varepsilon
d_\varepsilon)^{\frac{n+4}{2n}}}{(\lambda_\varepsilon
d_\varepsilon)^{\frac{n+4}{2}}}+(\mbox{if }
n<12)\frac{1}{(\lambda_\varepsilon d_\varepsilon)^{n-4}}\Big).
\end{aligned}
\end{equation}
Combining \eqref{e:207}, \eqref{e:40}--\eqref{e:43}  we get
\begin{equation}\label{e:44}
\|v_\varepsilon\|
=O\Big(\frac{(\log\lambda_\varepsilon
d_\varepsilon)^{\frac{n+4}{2n}}}{(\lambda_\varepsilon
d_\varepsilon)^{\frac{n+4}{2}}}+\frac{\varepsilon
(\log\lambda_\varepsilon)^{\frac{n+4}{2n}}}{\lambda_\varepsilon^4}+(\mbox{if }
n<12)(\frac{\varepsilon}{\lambda_\varepsilon^{(n-4)/2}}+\frac{1}{(\lambda_\varepsilon
d_\varepsilon)^{n-4}})\Big).
\end{equation}
 Multiplying \eqref{Pe} by $\partial
P\delta
_{x_\varepsilon,\lambda_\varepsilon}/\partial\lambda_\varepsilon$
and integrating over $\Omega$, we derive that
\begin{gather*}
\alpha_\varepsilon\big(P\delta
_{x_\varepsilon,\lambda_\varepsilon}, \frac{\partial P\delta
_{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}\big)
- \int_\Omega |\alpha_\varepsilon P\delta _{x_\varepsilon,\lambda_\varepsilon}
+v_\varepsilon|^p \frac{\partial P\delta _{x_\varepsilon,
\lambda_\varepsilon}}{\partial\lambda_\varepsilon} \\
+\varepsilon\int_\Omega(\alpha_\varepsilon P\delta _{x_\varepsilon,
\lambda_\varepsilon}+v_\varepsilon )\frac{\partial P\delta
_{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}=0,
\end{gather*}
which implies
\begin{equation} \label{e:45}
\begin{aligned}
\alpha_\varepsilon\big(P\delta
_{x_\varepsilon,\lambda_\varepsilon}, \frac{\partial P\delta
_{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}\big)
- \alpha_\varepsilon^p \int_\Omega P\delta
_{x_\varepsilon,\lambda_\varepsilon}^p \frac{\partial P\delta
_{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}
 -p\alpha^{p-1}_\varepsilon\int_\Omega
P\delta _{x_\varepsilon,\lambda_\varepsilon}^{p-1}v_\varepsilon
\frac{\partial
P\delta _{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}& \\
+\varepsilon \alpha_\varepsilon \int_\Omega P\delta
_{x_\varepsilon,\lambda_\varepsilon}\frac{\partial P\delta
_{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}
+O\Big(\frac{\varepsilon}{\lambda_\varepsilon}
\int_\Omega\delta _{x_\varepsilon,\lambda_\varepsilon}
|v_\varepsilon|+\frac{\|v_\varepsilon\|^2}{\lambda_\varepsilon}\Big)=0.
\end{aligned}
\end{equation}
 According to \cite{BH}, we have
\begin{gather}
 \Big(P\delta _{x_\varepsilon,\lambda_\varepsilon},
 \frac{\partial P\delta _{x_\varepsilon,\lambda_\varepsilon}}
 {\partial\lambda_\varepsilon}\Big)
 =\frac{n-4}{2}c_2 \frac{H(x_\varepsilon,x_\varepsilon)}{\lambda_\varepsilon^{n-3}}
 +O\big(\frac{1}{\lambda_\varepsilon(\lambda_\varepsilon d_\varepsilon)^{n-2}}\big),
 \label{e:46}\\
 \int_\Omega P\delta  _{x_\varepsilon,\lambda_\varepsilon}^{\frac{n+4}{n-4}}
 \frac{\partial P\delta _{x_\varepsilon,
 \lambda_\varepsilon}}{\partial\lambda_\varepsilon}  =
(n-4)c_2\frac{H(x_\varepsilon,x_\varepsilon)}{\lambda_\varepsilon^{n-3}}+
O\big(\frac{1}{\lambda_\varepsilon(\lambda_\varepsilon
d_\varepsilon)^{n-2}}\big),\label{e:47}
\end{gather}
and as in \eqref{e:225}
\begin{equation}\label{e:48}
\int_\Omega P\delta _{x_\varepsilon,\lambda_\varepsilon}
\frac{\partial P\delta
_{x_\varepsilon,\lambda_\varepsilon}}{\partial\lambda_\varepsilon}
= -2\frac{c_4}{\lambda_\varepsilon^5} + O
\big(\frac{1}{\lambda_\varepsilon^5(\lambda_\varepsilon
d_\varepsilon)^{n-8}}\big).
\end{equation}
Taking \eqref{e:207}, \eqref{e:214}, \eqref{e:44},
\eqref{e:46}--\eqref{e:48} in \eqref{e:45} we obtain the
following relation
$$
-2\varepsilon\frac{c_4}{\lambda_\varepsilon^5} -c_2\frac{n-4}{2}
\frac{H(x_\varepsilon,x_\varepsilon)}{\lambda_\varepsilon^{n-3}} +
o\big(\frac{\varepsilon}{\lambda_\varepsilon^5}+\frac{1}{\lambda_\varepsilon(\lambda_\varepsilon
d_\varepsilon)^{n-4}}\big)=0
$$
which is a contradiction. This completes the proof of Theorem \ref{t:11}.
\end{proof}

\section{Proof of Theorem \ref{t:12}}

In this section, we construct a domain $\Omega$ for which
\eqref{Pe} has a solution which blows-up and concentrates
in two points of $\Omega$. More precisely, we will find a solution
$u_\varepsilon$ of the form
\begin{equation}\label{e:51}
u_\varepsilon = \sum_{i=1}^2
\alpha^\varepsilon_{i,(\lambda^\varepsilon,x^\varepsilon)} P\delta
_{x_i^\varepsilon , \lambda_i^\varepsilon}+
v^\varepsilon_{(\alpha^\varepsilon,\lambda^\varepsilon,x^\varepsilon)},
\end{equation}
where
$\alpha^\varepsilon_{(\lambda^\varepsilon,x^\varepsilon)},\,\,
v^\varepsilon_{(\alpha^\varepsilon,\lambda^\varepsilon,x^\varepsilon)}
$ are defined in Propositions \ref{p:21}, \ref{p:22},
$x_i^\varepsilon \in \Omega_{d_0}$,
$|x_1^\varepsilon-x_2^\varepsilon|> d'_0$ and
$\lambda_i^\varepsilon$ satisfies
$\lambda_i^\varepsilon=(\Lambda_i^\varepsilon)^{\frac{-2}{n-4}}
\varepsilon^{\frac{-1}{n-8}}(\frac{c_4}{c_2})^{\frac{-1}{n-8}}$.
 For the rest of this article, we will consider the set
\begin{equation*}
\mathcal{M}_\varepsilon^2=\{ (\Lambda,x)\in
(\mathbb{R}_+^*)^2\times\Omega_{d_0}^2  :  c<\Lambda_i<\frac{1}{c}\,
\forall i,\,|x_1-x_2|>d'_0  \}.
\end{equation*}
Let us define the functional
$$K_\varepsilon^2(\Lambda,x)=J_\varepsilon(u_\varepsilon).$$

\begin{lem}\label{l:29}
We have the expansion
\begin{align*}
 K_\varepsilon^2(\Lambda,x)
 &=\frac{4S_n}{n }+\varepsilon^{\frac{n-4}{n-8}}c_4^{\frac{n-4}{n-8}}
 c_2^{\frac{-4}{n-8}}\Big[\frac{1}{ 2} H(x_1,x_1)\Lambda_1^2
 +\frac{1}{ 2}H(x_2,x_2)\Lambda_2^2\\
 &\quad -G(x_1,x_2)\Lambda_1\Lambda_2
 +\frac{1}{ 2}\big(\Lambda_1^{\frac{8}{n-4}}+\Lambda_2^{\frac{8}{
n-4}}\big)\Big]+o(\varepsilon^{\frac{n-4}{n-8}}),
\end{align*}
in the $C^1$-norm with respect to $(\Lambda,x) \in
\mathcal{M}_\varepsilon^2$, where $c_2 \mbox {and }\,c_4$ are
defined in Lemma \ref{l:21}.
\end{lem}

The proof of this lemma follows from Propositions  \ref{p:21},
\ref{p:22} and Lemmas \eqref{l:21}, \eqref{l:23}.

To find a solution of \eqref{Pe} with two blow-up
points in $\Omega$, it is enough to find ``sufficiently stable''
critical point of the function $\Psi$ defined by
\begin{align*}
\Psi&:=\Psi_2(\Lambda,x)\\
&=\frac{1}{ 2}\left(
H(x_1,x_1)\Lambda_1^2+H(x_2,x_2)\Lambda_2^2-2G(x_1,x_2)\Lambda_1\Lambda_2\right)
+\frac{1}{2}\big(\Lambda_1^{\frac{8}{n-4}}+\Lambda_2^{\frac{8}{n-4}}\big).
\end{align*}
 Here we follow the ideas of \cite{MMP},
\cite{DFM1}. Let $D$ be a bounded domain in $\mathbb{R}^n$ with
smooth boundary which contains the origin 0. The following result
holds (see Corollary 2.1 of \cite{DFM1} which is analogue
corollary for the Laplacian).

\begin{cor}\label{c:11}
For any sufficiently small $\sigma >0$ there exists $r_0>0$ such
that if $0< r<r_0$ is fixed and $\Omega$ is a domain given by $D
\backslash\omega$ for any smooth domain $\omega\subset B(0,r)$,
then
$$
\rho(x)<0 \quad \forall x\in \mathcal{S}^2,
$$
where the manifold $\mathcal{S}$ is defined by
$\mathcal{S}=\{x_1 \in \Omega : |x_1|=\sigma \}$.
\end{cor}

Here $\rho(x)$ denotes the least eigenvalue of the matrix $M(x)$
defined in \eqref{e:20} ($\rho(x)=-\infty \mbox{ if } x_1=x_2$).
Let $e(x)$ be the eigenvector corresponding to $\rho (x)$ whose
norm is $1$ and whose all components are strictly positive.

In the following we will construct a critical point of the
 ``min-max'' type of the function $\Psi$.
 Let us introduce for $\delta >0$ and $\rho>0$ the following manifold
$$
W_\rho^\delta =\{ x\in \Omega_\delta ^2 : \rho(x)<-\rho\}.
$$
 Let $\rho_0=-\max_{x\in \mathcal{S}^2}\rho(x)$ and
$\delta _0=\mathop{\rm dist}(\mathcal{S},\partial \Omega)$. It holds
 for any $0<\rho<\rho_0$ and $0<\delta <\delta  _0$ that $\mathcal{S}^2\subset
 W_\rho^\delta $.
Since $\frac{8}{n-4}<2$,  there exist $R_0 >0$ such that
 \begin{equation}\label{m}
 b=\max_{x\in \mathcal{S}^2,0\leq R\leq R_0} \Psi(Re(x),x)>0
 \quad\mbox{ and }\quad \max_{x\in \mathcal{S}^2, R=0,R_0} \Psi(Re(x),x)=0.
\end{equation}
 Next we let $\Gamma$ be the class of continuous function
$\gamma:[0,R_0]\times\mathcal{S}^2\times [0,1]\to
\mathbb{R}_+^2\times W_\rho^\delta $, such that
\begin{enumerate}
\item $\gamma(0,x,t)=(0,x)$ and $\gamma(R_0,x,t)=(R_0e(x),x)$  for all
$x \in \mathcal{S}^2,t\in [0,1]$.
\item $\gamma(R,x,0)=(R e(x),x)$  for all $(R,x)\in [0,R_0]\times\mathcal{S}^2$.
\end{enumerate}
 For every $(R,x,t)\in [0,R_0]\times\mathcal{S}^2\times [0,1]$ we denote
$\gamma(R,x,t)=(\tilde{\Lambda}(R,x,t),\tilde{x}(R,x,t))$ and, for
$\tau>0$, we define the set
$$
\mathcal{I_\tau}=\{(R,x)\in [0,R_0]\times\mathcal{S}^2
: \tilde{\Lambda}_1(R,x,1)\tilde{\Lambda}_2(R,x,1)=\tau\}.
$$
In the following we prove that $\Psi$ has a critical level between
$a$ and $b$ where $b$ is defined in \eqref{m} and $a$ will be
defined in Corollary \ref{c:12}. The first step in this direction
is the following topological result which is similar to \cite[Lemma 7.1]{DFM1}.

\begin{lem}\label{l:30}
For every open neighborhood $\mathcal{U}$ of $\mathcal{I_\tau}$ in
$\mathbb{R}_+^2\times\mathcal{S}^2$, the projection
$g:\mathcal{U}\to  \mathcal{S}^2$ induces a
monomorphism in cohomology, that is
$g^*:H^*(\mathcal{S}^2)\to  H^*(\mathcal{U})$
is a monomorphism.
\end{lem}

\begin{cor}\label{c:12}
For $\tau>0$ small, there exist $a=a(\tau)>0$, such that
$$
\sup_{x\in\mathcal{S}^2,0 \leq R\leq R_0}\Psi(\gamma(R,x,1))\geq a
\mbox{ for all } \gamma \in \Gamma.
$$
\end{cor}

\begin{proof}
Since $\Omega$ is smooth, there is
$c_0>0$ such that if $x_1,x_2\in \Omega_\delta $ and
$|x_1-x_2|<c_0$ then the line segment $[x_1,x_2]\subset \Omega$.
Then we let $K>0$ so that $G(x_1,x_2)\geq K$ implies
$|x_1-x_2|<c_0$.
Assume, by contradiction, for each $a>0$, there exists $\gamma \in
\Gamma$ such that
$$
\Psi(\gamma(R,x,1))<a \quad \mbox{for all }
(R,x)\in [0,R_0]\times\mathcal{S}^2.
$$
This implies that, for a small neighborhood $\mathcal{U}$ of
$\mathcal{I_\tau}$ in $[0,R_0]\times\mathcal{S}^2$, we have
$$
-G(\tilde{x}(R,x,1))\tau+\tau^{4/(n-4)}\leq a,
$$
and therefore
 \begin{equation}\label{52}
G(\tilde{x}(R,x,1))\geq \frac{1}{2} \tau^{\frac{8-n}{n-4}}\geq K
\end{equation}
if we choose $2a<\tau^{4/(n-4)}$ and $\tau$ small.
Let $D_0=\mathbb{R}_+^2\times\Omega\times \Omega $ and
$\gamma_1=\gamma(.,1)$. Consider the inclusion $i_2:
\gamma_1(\mathcal{U})\to D_0$ and the maps
$p:\gamma_1(\mathcal{U})\to\mathbb{R}_+^2 \times\Omega $
and $f:\mathbb{R}_+^2\times\Omega \to D_0$ defined as
$p(\Lambda,x_1,x_2)=(\Lambda,x_1)$ and
$f(\Lambda,x_1)=(\Lambda,x_1,x_1)$. From \eqref{52} we find that
the function $h:\gamma_1(\mathcal{U})\times [0,1]\to D_0$
defined as $h(\Lambda,
x_1,x_2,t)=(\Lambda,x_1,x_2+t(x_1-x_2))$ is a homotopy between
$i_2$ and $fop$. We consider the  commutative diagram
\begin{align*}
H^*([0,R_0]\times\mathcal{S}^2)\longleftarrow^{\gamma_1^*}H^*(D_0)\\
\downarrow{i_1^*}\quad\quad\quad\quad\downarrow{i_2^*}\\
H^*(\mathcal{U})\longleftarrow^{\gamma_2^*}H^*
(\gamma_1(\mathcal{U}))
\end{align*}
where $i_1$ is the inclusion map and
$\gamma_2=\gamma_1/\mathcal{U}$. Let $u \in H^{n-1}(\mathcal{S})$
and $v \in H^{n-1}(\Omega)$ nontrivial elements such that
$i(v)=u$. If $\hat{v}\times\hat{v} \in H^{2(n-1)}(D_0)$ is the
corresponding element, then by homotopy axiom and Lemma \ref{l:30}
we have $i_1^*o\gamma_1^*(\hat{v}\times\hat{v})\neq 0$. On the
other hand we see that
$f^*(\hat{v}\times\hat{v})=\hat{v}\smallsmile\hat{v} \in
H^{2(n-1)}(\mathbb{R}^2_+\times\Omega)$ is zero, because
$H^{2(n-1)}(\Omega)=0$. Then we have
$\gamma_2^*oi_2^*(\hat{v}\times\hat{v})=0$, providing a
contradiction.
\end{proof}

Let $ T_\delta  =\{ x\in \mathcal{S}^2 : |x_1-x_2|\leq \delta \}$.
 We can choose $\delta $ small such that
\begin{equation}\label{e}
\Psi(R e(x),x)< \frac{a}{2} \quad \mbox{ for each } x\in T_\delta
\quad \mbox{and } 0\leq R\leq R_0.
\end{equation}
Let us introduce the  manifold
$$
V_\delta =\{ x\in \Omega_\delta ^2 : |x_1-x_2|>\delta \}.
$$
To prove that the function $\Psi$ constrained to
$\mathbb{R}_+^2\times(W_\rho^\delta \cap V_\delta )$ has a
critical level between $a$ and $b$ we need to care about the fact
that the domain $\mathbb{R}_+^2\times(W_\rho^\delta \cap V_\delta
)$ is not necessarily closed for the gradient flow of $\Psi$. The
following lemma, is the first step in this direction.

\begin{lem}\label{l:31}
There exists $\delta '_0>0$ such that for any $\delta \in (0,\delta '_0)$ and for any
$(\Lambda,x) \in \mathbb{R}_+^2\times (W_\rho^\delta \cap V_\delta
)$ with
$\Psi(\Lambda,x)\in[a,b],\,\,\nabla_\Lambda\Psi(\Lambda,x)=0$ and
$x=(x_1,x_2)\in
\partial V_\delta $, then there exists a vector $T$ tangent to $\mathbb{R}_+^2\times
\partial V_\delta $ at the point $(\Lambda,x)$ such that
$\nabla\Psi(\Lambda,x).T \neq 0$.
\end{lem}

\begin{proof} The proof will be given in two steps.\\
{\it Step1}. We argue by contradiction. Let $(\Lambda_\delta
,x_\delta )\in\mathbb{R}_+^2\times \Omega^2$ be such that
$\Psi(\Lambda_\delta ,x_\delta )\in[a,b]$,
$\nabla_\Lambda\Psi(\Lambda_\delta ,x_\delta )=0,\,\rho(x_\delta)
<-\rho,\,\, \mathop{\rm dist}(x_{1_\delta },\partial \Omega)=\delta
,\,\,\mathop{\rm dist}(x_{2_\delta },\partial \Omega)\geq\delta $,
$|x_{1_\delta }-x_{2_\delta }|\geq\delta $ and for any vector $T$
tangent to $\mathbb{R}_+^2\times
\partial V_\delta $ at the point $(\Lambda_\delta ,x_\delta )$ it holds
$$
\nabla\Psi(\Lambda_\delta ,x_\delta ).T=0.
$$
Set $\tilde{\Omega}_\delta
=\frac{\Omega-\tilde{x}_{1_\delta}}{\delta }$,
$y=\frac{x-\tilde{x}_{1_\delta}}{\delta }$ and $ \mu_\delta
=\delta ^{\frac{-(n-4)^2}{2(n-8)}}\Lambda_\delta $, where
$\tilde{x}_{1_\delta}\in
\partial \Omega $ satisfies $|x_{1_\delta}-\tilde{x}_{1_\delta}|=\delta $. Then
$\mathop{\rm dist}(y_{1_\delta },\partial \tilde{\Omega}_\delta )=1$,
$\mathop{\rm dist}(y_{2_\delta },\partial \tilde{\Omega}_\delta )\geq 1$
and $|y_{1_\delta }-y_{2_\delta }|\geq 1$.

After a rotation and translation we may assume  without loss of
generality that $y_{1_\delta }\to (0,1)\in
\mathbb{R}^{n-1}\times \mathbb{R}$ as $\delta $ tends to $0$ and
the domain $\tilde{\Omega}_\delta $ becomes the half-space
$\pi=\{(y',y^n)\in \mathbb{R}^{n-1}\times\mathbb{R}:y^n>0\}$.
We observe that if $\tilde{G}_\delta $ and
$\tilde{H}_\delta $ are the Green's function and its regular part
associated to the domain $\tilde{\Omega}_\delta $ then
$$
\tilde{G}_\delta (y_1,y_2)=\delta ^{n-4}G(\delta  y_1,\delta  y_2),\quad
\tilde{H}_\delta (y_1,y_2)=\delta ^{n-4}H(\delta  y_1,\delta y_2).
$$
Recall that
\begin{equation}\label{53}
\lim_\delta \tilde{H}_\delta (y_1,y_2)=H_\pi(y_1,y_2)
=\frac{1}{|y_1-\bar{y}_2|^{n-4}}  \quad C^1 \mbox{-uniformly on compact sets
of } \pi^2,
\end{equation}
and
 \begin{equation}\label{54} \lim_\delta  \tilde{G}_\delta
(y_1,y_2)=G_\pi(y_1,y_2)=\frac{1}{| y_1-y_2|^{n-4}}-\frac{1}{|
y_1-\bar{y}_2|^{n-4}}  ,
\end{equation}
$ C^1$-uniformly on compact sets of $\{(y_1,y_2)\in\pi^2 : y_1\neq
y_2\}$. Here for $y=(y',y^n)$, we denote $\bar{y}=(y',-y^n)$.
Moreover, $\tilde{\Psi}_\delta $ denotes by
$$
\tilde{\Psi}_{\delta }(\mu,y)=\frac{1}{ 2}\left(
\tilde{H}_\delta (y_1,y_1)\mu_1^2+\tilde{H}_\delta
(y_2,y_2)\mu_2^2-2\tilde{G}_{\delta
}(y_1,y_2)\mu_1\mu_2\right)+\frac{1}{ 2}\big(
\mu_1^{\frac{8}{n-4}}+\mu_2^{\frac{8}{n-4}}\big),
$$
 then
$$
\tilde{\Psi}_{\delta }(\mu,y)=\delta ^{\frac{-4(n-4)}{n-8}}\Psi(\Lambda,x)\,.
$$
 From \cite[appendix A]{MMP}, we have
$$
\nabla\Psi(\Lambda,x)=0 \mbox{ if and only if
}\nabla\tilde{\Psi}_{\delta }(\mu,y)=0.
$$
First of all, we claim that
\begin{equation}\label{55}
0<c_1\leq\Lambda_{1_\delta },\Lambda_{2_\delta }\leq c_2 \quad
\mbox{ as } \delta  \to 0.
\end{equation}
It is easy to check that $0<c_1\leq |\Lambda_\delta |\leq c_2$. In
fact, since $\nabla_\Lambda\Psi(\Lambda_\delta ,x_\delta )=0$, we
have that
$$
\Psi(\Lambda_\delta ,x_\delta )=\frac{n-8}{2(n-4)}\big(
\Lambda_{1_\delta }^{\frac{8}{n-4}}+\Lambda_{2_\delta
}^{\frac{8}{n-4}}\big)\in[a,b],
$$
and so if $|\Lambda_\delta |\to +\infty \mbox{ or }|\Lambda_\delta |\to 0$, a
contradiction arises.

 Let $\lim_\delta \Lambda_{1_\delta }=\Lambda_1 \in \mathbb{R}_+$
 and $\lim_\delta \Lambda_{2_\delta }=\Lambda_2 \in  \mathbb{R}_+$.
Since $\rho(x_\delta )<0$, there exists a positive constant
 $C$ such that $|x_{1_\delta }-x_{2_\delta }|\leq C\delta $. We obtain
 $|y_{2_\delta }|\leq C$ and then $\lim_\delta  y_{2_\delta }=\hat{y}_2$.
 Using the fact that $\nabla_\Lambda\Psi(\Lambda_\delta ,x_\delta )=0$, we have
 \begin{align*}
 0&=\delta ^{n-4}
 \Lambda_{1_\delta }\nabla_{\Lambda_1}\Psi(\Lambda_\delta ,x_\delta )\\
 &=\tilde{H}_\delta (y_{1_\delta },y_{1_\delta })\Lambda_{1_\delta }^2-
 \tilde{G}_{\delta }(y_{1_\delta },y_{2_\delta })\Lambda_{1_\delta }
 \Lambda_{2_\delta }+\frac{4}{n-4}\delta ^{n-4}\Lambda_{1_\delta }^{8/(n-4)}\\
0&=\delta ^{n-4}
 \Lambda_{2_\delta }\nabla_{\Lambda_2}\Psi(\Lambda_\delta ,x_\delta )\\
 &=\tilde{H}_\delta (y_{2_\delta },y_{2_\delta })\Lambda_{2_\delta }^2-
 \tilde{G}_{\delta }(y_{1_\delta },y_{2_\delta })\Lambda_{1_\delta }
 \Lambda_{2_\delta }+\frac{4}{n-4}\delta ^{n-4}\Lambda_{2_\delta }^{8/(n-4)}.
 \end{align*}
Passing to the limit we deduce that
 \begin{equation}\label{56}
 \lim_\delta  \tilde{G}_{\delta }(y_{1_\delta },y_{2_\delta })
 \Lambda_{1_\delta }\Lambda_{2_\delta }=H_\pi((0,1),(0,1))
 \Lambda_1^2=H_\pi(\hat{y}_2,\hat{y}_2)\Lambda_2^2.
 \end{equation}
Since $|\Lambda_\delta |$ does not tend to $0$ then
$\Lambda_1,\Lambda_2 \in \mathbb{R}^*_+$,
and \eqref{55} follows.
Second we prove that
\begin{equation} \label{58}
 \parbox{10cm}{There exist $\hat{y}=((0,1);(\hat{y}'_2,\beta))$  with
 $(0,1)\neq (\hat{y}'_2,\beta)$, $0,\hat{y}'_2 \in \mathbb{R}^{n-1}$,
 $(1,\beta) \in \mathbb{R}^2$  and
 $\hat{\mu}=(\hat{\mu}_1,\hat{\mu}_2)\in (\mathbb{R}_+^*)^2 :
 M_\pi(\hat{y}) \hat{\mu} =0$,
  $T.\nabla_y\Psi_\pi(\hat{\mu},\hat{y})=0$ for all
  $T\in \mathbb{R}^{n-1}\times \{0\}\times\mathbb{R}^n$.}
\end{equation}
Let $\lim_\delta  y_{2_\delta }=\hat{y}_2=(\hat{y}'_2,\beta)$ and
$\lim_\delta  y_{1_\delta }=\hat{y}_1=(0,1)$. Moreover, from
\eqref{55} it follows that $\lim_\delta  |\mu_\delta |=+\infty$,
then up to a subsequence we can assume that $\hat{\mu}=\lim_\delta
\frac{\mu_\delta }{|\mu_\delta |}$. It holds $|\hat{\mu}|=1$. Now,
since $\delta
^{\frac{(n-4)(n-12)}{2(n-8)}}\nabla_\Lambda\Psi(\Lambda_\delta
,x_\delta )=0$, we have
$$
\tilde{M}_\delta (y_\delta )\frac{\mu_\delta }{|\mu_\delta |}
+\frac{4}{n-4}\delta ^{n-4}
\Big(\frac{\Lambda_{1_\delta }^{(12-n)/(n-4)}}{|\Lambda_{\delta }|}+
\frac{\Lambda_{2_\delta }^{(12-n)/(n-4)}}{|\Lambda_{\delta
}|}\Big)=0,
$$
and by passing to the limit we get
$M_\pi(\hat{y})\hat{\mu}=0$. Therefore $0$ is the first eigenvalue
of the matrix $M_\pi(\hat{y})$ and $\hat{\mu}$ is the eigenvector
associated to $0$ and by \cite{BLR} it follows that
$\hat{\mu}_1,\hat{\mu}_2 \in\mathbb{R}_+^*$. From \eqref{53} and
\eqref{54} we get $\nabla_y\Psi_\pi(\hat{\mu},\hat{y})=\lim_\delta
\frac{1}{|\mu_\delta |^2}\nabla_y\tilde{\Psi}_{\delta }(\mu_\delta
,y_\delta )$
and then \eqref{58} follows.

Finally we prove that by \eqref{58} we get a contradiction. We
write now the function $\Psi_\pi$ explicitly:
$$
\Psi_\pi(\mu,y)=\frac{1}{2}\Big( \frac{1}{(2y_1^n)^{n-4}}\mu_1^2+\frac{1}{(2y_2^n)^{n-4}}
\mu_2^2-2G_\pi(y_1,y_2)\mu_1\mu_2\Big)
+\frac{1}{2}\big(\mu_1^{\frac{8}{n-4}}+
\mu_2^{\frac{8}{n-4}}\big).
$$
We have two cases:

 If $ \hat{y}'_2 \neq 0$ then
\begin{align*}
\hat{y}'_2.\nabla_{y'_2}\Psi_\pi(\hat{\mu},\hat{y})&=-\hat{y}'_2.\nabla_{y'_2}G_\pi(\hat{y}_1,\hat{y}_2)\hat{\mu}_1
\hat{\mu}_2\\
&=(n-4)|\hat{y}'_2|^2\Big(\frac{1}{|(\hat{y}'_2,\beta-1)|^{n-2}}-
\frac{1}{|(\hat{y}'_2,\beta+1)|^{n-2}}\Big)\hat{\mu}_1\hat{\mu}_2\neq
0,
\end{align*}
and a contradiction arises.

If $\hat{y}'_2 =0$ then $\beta>1$ and
$$0=\nabla_{y_2^n}\Psi_\pi(\hat{\mu},\hat{y})=(n-4)\hat{\mu}_2
\Big(\Gamma_{n-3}(\beta)\hat{\mu}_1-
\frac{1}{(2\beta)^{n-3}}\hat{\mu}_2\Big),
$$
where
$$
\Gamma_{n-3}(\beta)=\frac{1}{(\beta-1)^{n-3}}-\frac{1}{(\beta+1)^{n-3}}>0.
$$
We deduce that
\begin{equation}\label{m2}
\hat{\mu}_2=(2\beta)^{n-3}\Gamma_{n-3}(\beta)\hat{\mu}_1.
\end{equation}
On the other hand, by the condition $M_\pi(\hat{y})\hat{\mu}=0$,
we get
\begin{equation} \label{m3}
\begin{gathered}
 \frac{1}{2^{n-4}}\hat{\mu}_1-\Gamma_{n-4}(\beta)\hat{\mu}_2=0, \\
 -\Gamma_{n-4}(\beta)\hat{\mu}_1 +\frac{1}{(2\beta)^{n-4}}\hat{\mu}_2=0,
\end{gathered}
\end{equation}
where
$$
\Gamma_{n-4}(\beta)=\frac{1}{(\beta-1)^{n-4}}-\frac{1}{(\beta+1)^{n-4}}.
$$
Equations \eqref{m2} and \eqref{m3} imply
$$
\left(2\beta\Gamma_{n-3}(\beta)-\Gamma_{n-4}(\beta)\right)\hat{\mu}_1=0$$
and a contradiction arises since
$2\beta\Gamma_{n-3}(\beta)-\Gamma_{n-4}(\beta)>0$.

\noindent {\it Step2}. as in step 1, we prove the following: for
any $(\Lambda,x) \in \mathbb{R}_+^2\times \Omega^2$ with
$\Psi(\Lambda,x)\in [a,b]$, $\nabla_\Lambda\Psi(
\Lambda,x)=0,\,\,\rho(x)<-\rho,\,\,\mathop{\rm
dist}(x_1,\partial\Omega)\geq \delta ,\,\,\mathop{\rm
dist}(x_2,\partial\Omega)\geq \delta  $ and $|x_1-x_2|=\delta $,
then there exist a vector $T$ tangent to $\mathbb{R}_+^2\times
\partial V_\delta $ at the point $(\Lambda,x)$ such that
$$
\nabla\Psi(\Lambda,x).T\neq 0.
$$
The lemma follows.
\end{proof}


\begin{lem}\label{l:32}
There exist $\delta '_0>0$ and $\rho'_0>0$ such that for any
$\delta \in (0,\delta '_0)$ and $\rho\in (0,\rho'_0)$
 the function $\Psi$ satisfies the following property:
For any sequence $(\Lambda_n,x_n)\in \mathbb{R}_+^2\times
(W_\rho^\delta \cap V_\delta )$ such that
$\lim_n(\Lambda_n,x_n)=(\Lambda,x)\in\partial
(\mathbb{R}_+^2\times (W_\rho^\delta \cap V_\delta ))$ and
$\Psi(\Lambda_n,x_n)\in[a,b]$ there exists a vector $T$ tangent to
$\partial (\mathbb{R}_+^2\times
 (W_\rho^\delta \cap V_\delta ))$ at the point $(\Lambda,x)$ such that
$$
\nabla\Psi(\Lambda,x).T \neq 0.
$$
\end{lem}

\begin{proof} First, it is easy to check that
$0<c\leq  |\Lambda_n|\leq c'$. In fact we have that
$|\Lambda_n|\to +\infty$ and $|\Lambda_n|\to 0$
yield respectively to $|\Psi(\Lambda_n,x_n)|\to +\infty$
and
$|\Psi(\Lambda_n,x_n)|\to 0$, which is impossible.

Let $\Lambda= \lim_n \Lambda_n$ and  $x=\lim_n x_n$.
If $\nabla_\Lambda \Psi(\Lambda,x)\neq 0$, then $T$ can be chosen
parallel to $\nabla_\Lambda \Psi(\Lambda,x)$. In the other case we
have $\Lambda\in(\mathbb{R}_+^*)^2$. In fact if $\Lambda_2=0$, by
$$0=\nabla_{\Lambda_1}\Psi(\Lambda,x)=H(x_1,x_1)\Lambda_1+\frac{4}{n-4}\Lambda_1^{\frac{12-n}{n-4}},$$
we get a contradiction. Analogously $\Lambda_1 \neq 0$.
Thus $x\in \partial (W^\delta _\rho\cap V_\delta )$. Now we claim
that there exists $\rho'_0>0$ such that
\begin{equation}\label{59}
\rho(x)<-\rho'_0.
\end{equation}
In fact, since $\nabla_\Lambda \Psi(\Lambda,x)=0$, we have
$$
\Psi(\Lambda,x)=\frac{n-8}{2(n-4)}\big(\Lambda_1^{\frac{8}{n-4}}
+\Lambda_2^{\frac{8}{n-4}}\big)=\frac{8-n}{4}(M(x)\Lambda,\Lambda),
$$
and since $\Psi(\Lambda,x)\in [a,b]$ we deduce that
$$
|\Lambda|^2\leq \big(\frac{2(n-4)}{n-8}\big)^{\frac{n-4}{4}}
b^{ \frac{n-4}{4}} \mbox{ and } (M(x)\Lambda,\Lambda)\leq
\frac{4}{8-n}a,
$$
which implies \eqref{59} because
$(M(x)\Lambda,\Lambda)\geq \rho(x)|\Lambda|^2$.
Therefore we have that $x\in \partial V_\delta $ (if we choose
$\rho<\rho'_0$ ) and we can apply Lemma \ref{l:31} to conclude the
proof. \end{proof}

\begin{lem}\label{l:33}
The function $\Psi$ constrained to $\mathbb{R}^2_+\times
(W_\rho^\delta \cap V_\delta )$ satisfies the Palais-Smal
condition in $[a,b]$.
\end{lem}

\begin{proof}
Let $(\Lambda_n,x_n) \in \mathbb{R}_+^2\times (W_\rho^\delta \cap V_\delta )$
be such that $\lim_n\Psi(\Lambda_n,x_n)=c$ and $\lim_n \nabla
\Psi(\Lambda_n,x_n)=0$. Arguing as in the proof of Lemma
\ref{l:31} it can be shown that $\Lambda_n$ remains bounded
component-wise from above and below by a positive constant. As in
Lemma \ref{l:32}, $\Lambda \in (\mathbb{R}_+^*)^2$ and by Lemma
\ref{l:31}, $x\in (W_\rho^\delta  \cap V_\delta )$.
\end{proof}

\begin{pro}\label{p:23}
There exists a critical level for $\Psi$ between $a$ and $b$.
\end{pro}

\begin{proof}
Assume by contradiction that there
are no critical levels in the interval $[a,b]$. By Lemmas
\ref{l:31} and \ref{l:32}, We can define an appropriate negative
flow that will remain in $\mathcal{A}:=\mathbb{R}_+^2 \times
(W_\rho^\delta \cap V_\delta )$ at any level $c\in [a,b]$.
Moreover the Palais-Smale condition holds for
$\Psi_{|\mathcal{A}}$ in $[a,b]$ (see Lemma \ref{l:33} ). Hence
there exists a continuous deformation
\begin{equation*}
\eta : [0,1] \times \Psi_{|\mathcal{A}} ^b \to \Psi_{|\mathcal{A}}^b,
\end{equation*}
such that for some $a' \in (0,a)$
\begin{gather*}
\eta (0,u)=u \quad \forall u \in \Psi_{|\mathcal{A}} ^b \\
\eta (t,u)=u \quad \forall u \in \Psi_{|\mathcal{A}} ^{a'}\\
\eta (1,u) \in \Psi _{|\mathcal{A}}^{a'}.
\end{gather*}
Then there exist a continuous function $\gamma \in \Gamma$ such
that
$$
\gamma_{/[0,R_0]\times(\mathcal{S}^2\backslash T_\delta
)}=\eta_{/[0,R_0]\times(\mathcal{S}^2\backslash T_\delta )}
$$
and using \eqref{e}, we obtain $\Psi(\gamma(R,x,1))<a$ for all $(R,x)
\in [0,R_0] \times \mathcal{S}^2$, this condition provides a
contradiction with Corollary \ref{c:12}
\end{proof}

\begin{proof}[Proof of Theorem \ref{t:12}]
Arguing as in \cite{MMP} and using Proposition \ref{p:23} and
Lemma \ref{l:29}, it is possible to construct a critical point
$(\lambda^\varepsilon,x^\varepsilon)$ of the function
$K_\varepsilon^2$ for $\varepsilon$ small enough. We only need to
prove that
$(\alpha^\varepsilon_{(\lambda^\varepsilon,x^\varepsilon)},
\lambda^\varepsilon,x^\varepsilon,v^\varepsilon_{(\alpha
^\varepsilon,\lambda^\varepsilon,x^\varepsilon)})$ satisfies
\eqref{Exir} and \eqref{Eli}. Indeed, we have by easy
computation
\begin{align*}
0&=\frac{\partial K_\varepsilon}{\partial
x_i}+\big(\frac{\partial K_\varepsilon}{\partial
v},\frac{\partial v}{\partial x_i}\big)+\big(\frac{\partial
K_\varepsilon}{\partial
\alpha_i},\frac{\partial \alpha_i}{\partial x_i}\big)\\
&=\frac{\partial K_\varepsilon}{\partial x_i}+\Big(\sum_{i=1}^k
\Big(A_i P\delta _{x_i,\lambda_i} +  B_i\frac{\partial P\delta
_{x_i,\lambda_i}}{\partial\lambda_i} + \sum_{j=1}^n C_{ij}
\frac{\partial P\delta _{x_i,\lambda_i}}{\partial
(x_i)_j}\Big),\frac{\partial v}{\partial x_i}\Big).
\end{align*}
Using the fact that $v \in E$, then \eqref{Exir} is satisfied, in
the same way we proof that \eqref{Eli} is satisfied.
\end{proof}

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