\documentclass[reqno]{amsart}

\AtBeginDocument{{\noindent\small
{\em Electronic Journal of Differential Equations},
Vol. 2005(2005), No. 13, pp. 1--13.\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 2005 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2005/13\hfil Positive solutions to quasilinear equations]
{Positive solutions to quasilinear equations involving
critical exponent on perturbed annular domains}

\author[C. O. Alves\hfil EJDE-2005/13\hfilneg]
{Claudianor O. Alves}

\address{Claudianor O. Alves \hfill\break
Universidade Federal de Campina Grande \\
Departamento de Matem\'atica e Estat\'{\i}stica \\
CEP: 58109-970 Campina Grande - PB, Brazil}
\email{coalves@dme.ufcg.edu.br}


\date{}
\thanks{Submitted August 5, 2004. Published January 30, 2005.}
\thanks{Supported by Instituto do Mil\^enio  and PADCT}
\subjclass[2000]{35B33, 35H30}
\keywords{p-Laplacian operator; critical exponents; deformation lemma}

\begin{abstract}
 In this paper we study the existence of
 positive solutions for the problem
 $$
 -\Delta_{p}u=u^{p^{*}-1} \quad \hbox{in } \Omega \quad
 \hbox{and} \quad  u=0 \quad \hbox{on } \partial{\Omega}
 $$
 where $\Omega$ is a perturbed annular domain
 (see definition in the introduction) and $N>p \geq 2$.
 To prove our main results, we use the Concentration-Compactness
 Principle and variational techniques.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{corollary}[theorem]{Corollary}

\section{Introduction}

Consider the problem
\begin{equation} \label{Pl}
\begin{gathered}
-\Delta _pu= \lambda |u|^{p-2}u+| u| ^{p^{*}-2}u,
\quad\mbox{in } \Omega\\
 u > 0, \quad \mbox{in } \Omega \\
 u=0, \quad  \mbox{on }  \partial{\Omega}
\end{gathered}
\end{equation}
 where $\Omega \subset \mathbb{R}^{N}$ is a bounded domain with smooth boundary,
 $\lambda \geq 0$, $p^{*}=\frac{Np}{N-p}$,  $N>p \geq 2 $ and
$$
\Delta_{p}{u}= \sum_{j=1}^{N}\frac{\partial}{\partial x_{j}}
\Big( |\nabla u |^{p-2} \frac{\partial u}{\partial x_{j}}\Big).
$$
We recall that the weak solutions of \eqref{Pl} are critical
points, on $W^{1,p}_0(\Omega)$, of the energy functional
$$
I_{\lambda}(u)=\frac{1}{p}\int_{\Omega} ( |\nabla{u}|^{p}-\lambda (u_{+})^{p}  )dx
-\frac{1}{p^{*}}\int_{\Omega}(u_{+})^{p^{*}}dx\,,
$$
where $u_{+}(x)=\max\{u(x),0 \}$. Using Sobolev embedding it
follows that $I_{\lambda} \in
C^{1}(W^{1,p}_0(\Omega),\mathbb{R})$.

An important point related with problem \eqref{Pl} it is
Pohozaev's identity  (see \cite{GV} and \cite{P}), which implies
that \eqref{Pl} does not have a solution if $\Omega$ is strictly
star-shaped with respect to the origin in $\mathbb{R}^{N}$ and
$\lambda \leq 0$.

Since the embedding $W_0^{1}(\Omega) \hookrightarrow L^{p^{*}}
(\Omega)$ is not compact, we encounter serious difficulties in
applying standard variational techniques to problem \eqref{Pl}.
The lack of compactness can be understood by the fact that
$I_{\lambda}$ does not satisfy the so-called  Palais-Smale (PS)
condition in the whole $\mathbb{R}$.

Brezis and Nirenberg in \cite{BN} studied \eqref{Pl} for the case
$p=2$ and $\lambda >0$,they used the fact that the (PS) condition
holds in some energy range, for example in the interval $(-\infty,
\frac{1}{N}S^{N/2})$, where $S$ is the best constant of the
embedding $D^{1,p}(\mathbb{R}^{N})\hookrightarrow
L^{p^{*}}(\mathbb{R}^{N})$ given by
$$
S=\min_{u\in D^{1,p}(\mathbb{R}^N) ,\; u \neq 0}
\frac{\int_{\mathbb{R}^N}| \nabla u| ^pdx}
{\big(\int_{\mathbb{R}^N}| u| ^{p^{*}}dx\big) ^{p/p^*}}.
$$
Using the family of functions
\[
\Phi _{\delta ,y}(x)=\frac{\big[ N\big( \frac{
N-p}{p-1}\big) \delta \big] ^{\frac{N-p}{p^2}}}{\big[ \delta +|
x-y| ^{\frac p{p-1}}\big] ^{\frac{N-p}p}},\quad x,y\in \mathbb{R}^N,\;
\delta >0
\]
which satisfies
\[
\| \Phi _{\delta ,y}(x)\|_{1,p}^p=| \Phi _{\delta
,y}(x)|_{p^{*}}^{p^{*}}=S^{N/p}
\]
(see Talenti \cite{T}), where
\[
\|u\|_{1,p}=\Big( \int_{\mathbb{R}^{N}}| \nabla u |^{p}dx
\Big)^{1/p} \quad \mbox{and} \quad |u|_{p^{*}}=
\Big(\int_{\mathbb{R}^{N}} |u|^{p^{*}}dx \Big)^{1/p^*}\, ,
\]
the authors in \cite{BN} showed that the minimization problem
\[
S_{\lambda}= \min_{u \in W_0^{1,p}(\Omega) } \frac { \int_{\Omega}
(| \nabla u |^{p}dx - \lambda |u|^{p}  )dx }{ (
\int_{\Omega}|u|^{p^{*}}dx  )^{\frac{p}{p^{*}}}}
\]
has a solution, hence \eqref{Pl} has a solution.

After the results obtained in \cite{BN}, several authors have
considered \eqref{Pl}, for instance, Struwe in \cite{S}
(see also \cite{S1}) studied the behaviour of the Palais-Smale
sequence of $I_{\lambda}$ for the case $p=2$ showing a result of
Global Compactness. In his arguments, he used strongly some
estimates for the Laplacian operator proved by Lions and Magenes
in \cite{LM}. In \cite{C}, Coron used the study made in \cite{S}
and proved that $(P)_{0}$ has a solution for a class of
annular-shaped domains. In the papers of Bahri and Coron
\cite{BhC}, Benci and Cerami \cite{BC} and Willem \cite{Wi} some
results of existence of solution depending of the topology of
$\Omega$ were proved.For the case $p \geq 2$, Gueda and Veron
\cite{GV} and Garcia Azorero and Peral Alonso \cite{GA1} showed
that the results obtained in \cite{BN} are true for p-Laplacian
operator. There exists a rich literature involving the problem
\eqref{Pl} with $p \geq 2$,we refer the reader to Peral
Alonso \cite{I} and references therein.

The main purpose of the present paper is to show that the result
proved by Struwe in \cite{S} holds for the p-Laplacian operator and as
a consequence the result obtained by Coron in \cite{C} is also
true for the p-Laplacian operator with $p \geq 2 $.

To state our main result we need some definitions and notation.

An important problem in this paper is the limit problem in
$\mathbb{R}^{N}$ given by
\begin{equation} \label{Pi}
\begin{gathered}
- \Delta_{p}w=w^{p^{*}-1} \quad \mbox{in } \mathbb{R}^{N} \\
 w >0  \quad \mbox{in }  \mathbb{R}^{N} \\
 w \in D^{1,p}(\mathbb{R}^{N}).
\end{gathered}
\end{equation}
Hereafter, let us denote by $I_{\infty}:D^{1,p}(\mathbb{R}^{N})
\to \mathbb{R}$ the energy functional related to limit problem,
that is
$$
I_{\infty}(u)=\frac{1}{p}\int_{\mathbb{R}^{N}}
|\nabla{u}|^{p}dx-\frac{1}{p^{*}}\int_{\mathbb{R}^{N}}(u_{+})^{p^{*}}dx.
$$
We say that a domain $\Omega$ is a
{\it Perturbed Annular Domain} (PAD)  if  there exist
$R_{1},R_{2}>0 $ such that
\[
\Omega \supset \{ x \in \mathbb{R}^{N} : R_{1}< |x| <R_{2} \}
\quad \mbox{and} \quad  \overline{\Omega} \not\supset \{ x \in
\mathbb{R}^{N} : |x|< R_{1} \}.
\]
Our main results are stated in the following two theorems.

\begin{theorem} \label{thm1}
Let $\{u_n\}$ be a  $(PS)_{c}$ sequence to $I_{\lambda}$
 with  $ u_n \rightharpoonup u_0$ in $W_0^{1,p}(\Omega)$. Then, the
 sequence $\{u_{n} \} $ satisfies either
\begin{itemize}
\item[(a)] $u_{n} \to u_0 $ in $ W_0^{1,p}(\Omega)$, or

\item[(b)] There exist $k \in \mathbb{N}$ and non-trivial
solutions $z_1,\dots ,z_k$  for the problem \eqref{Pi} such that
\begin{gather*}
\| u_n\| ^p \to \| u_0\| ^p+\sum_{j=1}^{k}\| z_j\|_{1,p} ^p\,,\\
I_{\lambda}(u_n)\to I_{\lambda}(u_0)+
\sum_{j=1}^{k}I_{\infty}(z_j) \,.
\end{gather*}
\end{itemize}
\end{theorem}

\begin{theorem} \label{thm2} Let $\Omega$ be a (PAD) in $\mathbb{R}^{N}$.
Then, if $\frac{R_{2}}{R_{1}}$ is sufficiently
large, problem \eqref{Pl} with $\lambda=0$ has a positive solution
$u \in W^{1,p}_0(\Omega)$.
\end{theorem}

Theorem \ref{thm1} was proved by Struwe in \cite{S} in the particular case
$p=2$. To prove Theorem \ref{thm1} in the general case $p \geq 2$, we make
a similar study to the one found in \cite{S}, because here we also
need to understand the behaviour of Palais-Smale sequence of
$I_{\lambda}$. However, we will use different arguments because
some estimates explored in \cite{S} are not clear to hold for
p-Laplacian operator. Here, the main tool employed is the
Concentration-Compactness Principle by Lions \cite{L}, which
overcome in some sense the lack of estimates of the type Lions and
Magenes \cite{LM} to p-Laplacian operator and we also use
some arguments explored by the author in \cite{A1,A2}.

Theorem \ref{thm2} was studied by Coron in \cite{C} in the case
$p=2$. In this paper, we prove  Theorem \ref{thm2} as a good
application of Theorem \ref{thm1} and in its proof we use some ideas found
in \cite{C} (see also \cite{S}), that is, we use the
information obtained about the behavior of the $(PS)_{c}$
sequences, the deformation lemma on manifolds and some estimates
involving the family of functions related with the best constant
$S$.

In the what follows, we denote by $\|w \|$ the usual norm of a
function $ w \in W_0^{1,p}(\Omega)$ and by
$I_{\lambda}'(w,\Theta)$ where $\Theta$ is a bounded domain the
Frechet Derivative of $I_{\lambda}$ on $W_0^{1,p}(\Theta)$ at $w$.
Now, if $\Theta = \Omega$ we will use only $I_{\lambda}'(w)$.
Moreover, $u_{-}(x)=\max \{ -u(x),0 \}$, $B_{s}(y)$ with $s>0$ is
a ball with center at $y \in \mathbb{R}^{N}$ and radius $s$ and
$B_{s}=B_{s}(0)$. For each $a \in \mathbb{R}^{N} $ we define the
following sets: $ \{ x^{N}>a \}= \{ x=(x^{1},\dots ,x^{N}) \in
\mathbb{R}^{N}; x^{N}>a \}, \{x^{N}=a \}=\{ x=(x^{1},\dots ,x^{N})
\in \mathbb{R}^{N}; x^{N}=a \} $ and $ \{x^{N}<a\}= \{
x=(x^{1},\dots ,x^{N}) \in \mathbb{R}^{N}; x^{N}<a \}$.

\section{Preliminary Results}

In this section we will recall and show some lemmas that are
crucial in the proofs of Theorems \ref{thm1} and \ref{thm2}. We begin by recalling
the following Lemma by Lions \cite{L}.


\begin{lemma} \label{lem1}
Let $(u_n)\subset D^{1,p}(\mathbb{R}^N)$ with $u_n\rightharpoonup
u$ \, in \, $D^{1,p}(\mathbb{R}^N)$. Then, there exist
$\{y_i\}_{i\in \Lambda }\subset \mathbb{R}^N$ and $\{\nu
_i\}_{i\in \Lambda}\subset \mathbb{R}$, where $\Lambda $ is at
most a countable set such that
\[
\int_{\mathbb{R}^N}| u_n| ^{p^{*}}\phi dx \to \int_{\mathbb{R}^N}| u| ^{p^{*}}\phi
dx+ \sum_{i\in \Lambda }\phi (y_i)\nu _i\quad \forall \phi \in
C_0^\infty (\mathbb{R}^N).
\]
\end{lemma}

The next lemma was proved by Alves \cite{A2}, using
arguments found in Brezis and Lieb \cite{BL}.



\begin{lemma} \label{lem2} Let $\eta_n:\mathbb{R}^N\to \mathbb{R}^K$
($K\geq 1$) with
$\eta_n\subset L^p(\mathbb{R}^N)\times \dots \times L^p(\mathbb{R}^N)$
 $(p\geq 2)$, $\eta _n(x)\to 0$ a.e. in $\mathbb{R}^K$
and $A(y)=|y|^{p-2}y$ for all $y\in \mathbb{R}^K$.  Then, if
$| \eta _n|_{L^p(\mathbb{R}^N)}\leq C\;\forall n\in \mathbb{N}$,
we have
\[
\int_{\mathbb{R}^N}| A(\eta _n+w)-A(\eta _n)-A(w)| ^{\frac p{p-1}}dx=o_n(1)
\]
for each $w\in L^p(\mathbb{R}^N)\times \dots \times L^p(\mathbb{R}^N)$
fixed.
\end{lemma}


\begin{proposition} \label{prop1}
Let $v \in D_0^{1,p}(\{x^{N}>a \} )$  be a nonnegative solution of
the problem
$$
\begin{gathered}
- \Delta_{p}v=v^{p^{*}-1} \quad \mbox{in }  \{ x^{N}>a \}  \\
 v \geq 0 \quad \mbox{in }  \{x^{N}>a \}  \\
 v=0 \quad \mbox{on }  \{ x^{N}=a \}.
\end{gathered}
$$
Then $v=0$.
\end{proposition}


\begin{proof} By results showed by Trudinger
\cite{Tr}, Guedda and Veron \cite{GV}, DiBenedetto \cite{DB}, and
Tolksdorf \cite{To},  we have
\[
v \in D_{0}^{1,2}(\{x^{N} > 0\}) \cap C^{1}(\{x^{N} \geq 0\})
\]
and adapting the ideas explored by Li and Shusen \cite{LS}
\[
v(x) \to 0 \,\,\, \mbox{as} \,\,\, |x| \to \infty.
\]
Moreover, with suitable modifications, the arguments used by
Esteban and Lions \cite{EL} and Gueda and Veron \cite[Theorem 1.1]{GV} show that
\[
\int_{x^{N}=0}\langle x-x_0,\eta \rangle |v_{\eta}|^{p}d \sigma=0\,
\]
where $x_0$ is a point fixed in $\{x^{N}>0\}$ and $\eta$ is the
forward normal to $\{x^{N}=0\}$. Hence $v_{\eta}=0$ on
$\{x^{N}=0\}$ and by a result showed in V\`asquez \cite{V} we have
$v \equiv 0$. \end{proof}

\begin{remark} \label{rmk1} \rm
Proposition \ref{prop1} holds for  sets
of the form $\{ x^{N}<a \}$ and for more
general half-planes.
\end{remark}

Throughout this paper, we assume that all $(PS)_{c}$ sequences of
$I_{\lambda}$ are nonnegative functions, since by using the
definition of $I_{\lambda}$ it follows that
$I_{\lambda}'(u_{n})({u_{n}}_{-})\to 0$, thus
$\|{u_{n}}_{-} \| \to 0$. Consequently the sequence
$\{u_{n+}\}$ is also a $(PS)_{c}$ sequence for $I_{\lambda}$.


\begin{lemma} \label{lem3}
Suppose $\{u_{n} \}$ is a $(PS)_{c}$ sequence for $I_{0}$ in
$W^{1,p}_0(\Omega)$ such that $u_{n} \rightharpoonup 0$ weakly.
Then there exist a sequence $(x_{n})$ of points in
$\mathbb{R}^{N}$ with $x_{n} \to x_0 \in \overline{\Omega} $, a
real sequence $(\lambda_{n})$ with $\lambda_{n} \to 0 $, a
non-trivial solution $v_0$ of \eqref{Pi} and a $(PS)_{c}$ sequence
$ \{w_{n} \}$ for $I_{0}$ in $W^{1,p}_0(\Omega)$ such that for a
subsequence $\{u_{n} \}$ there holds
$$
w_{n}=u_{n}-\lambda_{n}^{\frac{p-N}{p}}v_0(\frac{1}{\lambda_{n}}(.-x_{n}))+o_{n}(1),
$$
where $o_{n}(1) \to 0$ in $D^{1,p}(\mathbb{R}^{N})$ as $m \to
\infty$. In particular, $w_{n} \rightharpoonup 0$ weakly.
Furthermore,
 $$
I_{0}(w_{n})=I_{0}(u_{n})-I_{\infty}(v_0)+o_{n}(1).
$$
Moreover,
$ \frac{1}{\lambda_{n}}\mathop{\rm dist}(x_{n}, \partial{\Omega}) \to \infty$.
\end{lemma}

\begin{proof} Without loss of generality we will
suppose that $c \geq \frac{1}{N}S^{N/p}$, because if
$ c \in (0,\frac{1}{N}S^{N/p})$, $u_{n}$ is
strongly convergent (see \cite{GA1}). Let  the L\'evy
concentration function be
\[
Q_{n}(\lambda)= \sup_{y \in \mathbb{R}^{N}}
\int_{B_{\lambda}(y)}(u_{n})^{p^{*}}dx.
\]
Note that there exists $(x_{n},\lambda_{n}) \in \mathbb{R}^{N}
\times (0, \infty )$ such that
\[
Q_{n}(\lambda_{n})=\int_{B_{\lambda_{n}}(x_{n})}(u_{n})^{p^{*}}dx=\frac{1}{2}S^{N/p}.
\]
Setting
\[
v_{n}(x)=\lambda_{n}^{\frac{N-p}{p}}u_{n}(\lambda_{n}x+x_{n}),
\]
we have
\[
\sup_{y \in \mathbb{R}^{N}}
\int_{B_{1}(y)}(v_{n})^{p^{*}}dx=\int_{B_{1}}(v_{n})^{p^{*}}dx=\frac{1}{2}S^{N/p}.
\]
Moreover,
\[
\int_{\Omega_{n}}(v_{n})^{p^{*}}dx=\int_{\Omega}(u_{n})^{p^{*}}dx
\quad \mbox{and} \quad \int_{\Omega_{n}}|\nabla v_{n}|^{p}dx
=\int_{\Omega}|\nabla u_{n}|^{p}dx
\]
where $\Omega_{n}=\frac{1}{\lambda_{n}}(\Omega - x_{n})$. Here and
in what follows, $\Omega_{\infty}$ is the limit set of
$\Omega_{n}$ when $n$ goes to infinity. For each $ \{ \Phi_{n} \}
\subset W_0^{1,p}(\Omega_{n}) $ with bounded norm in
$D^{1,p}(\mathbb{R}^{N})$, we get
\begin{equation}
\int_{\mathbb{R}^{N}}|\nabla v_{n}|^{p-2} \nabla v_{n} \nabla
\Phi_{n} dx -\int_{\mathbb{R}^{N}}(v_{n})^{p^{*}-1}\Phi_{n} dx=
o_{n}(1), \label{eq5}
\end{equation}
since by considering the sequence $
\overline{\Phi_{n}}(x)=\lambda_{n}^{\frac{p-N}{p}} \Phi_{n}(
\frac{1}{\lambda_{n}}(x-x_{n} )) $, we have that (\ref{eq5}) is
equivalent to
\[
I'_{0}(u_{n})(\overline{\Phi_{n}})=o_{n}(1).
\]
Let $v_0$ be the weak limit of $\{v_{n}\} \in
D^{1,p}(\mathbb{R}^{N})$. Now, we will show that $ v_0 \neq 0 $.
Applying Lemma \ref{lem1} for the sequence $\{ v_{n} \}$, we
conclude by arguments explored in \cite{GA1},\cite{I},\cite{GV}
and \cite{A1} that there is not $y_{i} \in
{\overline{\Omega_{\infty}}}^{c}$ and $\Lambda $ is finite or
empty. Here, we have that $\Lambda$ is empty, because if
$\nu_{i}>0$ by well known arguments we get that $ \nu_{i} \geq
S^{N/p}$. From the definition of the function $v_{n}$
\[
\frac{1}{2}S^{N/p}= \sup_{y \in \mathbb{R}^{N} }
\int_{B_{1}(y)}(v_{n})^{p^{*}}dx \geq
\int_{B_{1}(y_{i})}(v_{n})^{p^{*}}dx
\]
then passing to the limit in the above inequality and using again
Lemma \ref{lem1}, we obtain a contradiction. Thus, $ \Lambda $ is empty and
\[
\int_{\mathbb{R}^{N}}(v_{n})^{p^{*}}\Phi dx \to
\int_{\mathbb{R}^{N}}(v_0)^{p^{*}}\Phi dx  \ \ \forall \Phi \in
C_0^{\infty}(\mathbb{R}^{N}) \ \mbox{as} \ n \to \infty
\]
which implies $v_{n} \to v_0$ in $L_{\rm
loc}^{p^{*}}(\mathbb{R}^{N})$, consequently
\[
\int_{B_{1}}(v_0)^{p^{*}}dx=\frac{1}{2}S^{N/p}
\]
and $v_0 \neq 0$. Using the fact the $v_0$ is not zero we have
that $ \lambda_{n} \to 0 $, because if there exists
$\delta >0 $ such that $ \lambda_{n} \geq \delta $, we have the
following inequality
\[
\int_{\mathbb{R}^{N}}(v_{n})^{p}dx= \frac{1}{\lambda_{n}^{p}}
\int_{\mathbb{R}^{N}}(u_{n})^{p}dx  \leq C_{1} \int_{\Omega
}(u_{n})^{p}dx
\]
and by the fact that $ u_{n} \to 0 $ in $L^{p}(\Omega)$
it follows that
\[
\int_{\mathbb{R}^{N}}(v_0)^{p}dx=0,
\]
which is a contradiction. Now, using the fact that $\lambda_{n}
\to 0 $ we may assume that there exists $x_0 \in
\overline{\Omega}$ such that $ x_{n} \to x_0 \in
\overline{\Omega}$. By weak continuity of $v_{n}$ and
(\ref{eq5}), the function $v_0$ is a solution of the problem
$$
\begin{gathered}
-\Delta_{p}v=v^{p^{*}-1}, \quad \mbox{in } \Omega_{\infty} \\
v \geq 0, v \not\equiv 0 \quad \mbox{in }  \Omega_{\infty} \\
v=0, \quad \mbox{on } \partial{\Omega_{\infty}}.
\end{gathered}
$$
To determine $\Omega_{\infty}$, we have to consider two cases:
\begin{itemize}
\item[(A)] $\frac{1}{\lambda_{n}}\mathop{\rm dist}(x_{n}, \partial \Omega ) \to
\infty$ as $n \to \infty$
\item[(B)] $\frac{1}{\lambda_{n}}dist(x_{n}, \partial \Omega ) \leq \alpha$
for all $ n \in \mathbb{N}$ and some $\alpha> 0$.
\end{itemize}

\noindent\textbf{Claim:} Case (B) above does not hold. In
fact, assume by contradiction that (B) holds and that without loss
of generality $x_{n} \to 0 \in \partial{\Omega}$.
Moreover, we will suppose also that $0, \Omega$ and
$\partial{\Omega}$ are described in the following form
(see more details in Adimurthi, Pacella and Yadava \cite{AFY}):
\begin{quote}
 There exist $ \delta >0, $ an open neighborhood $\mathcal{N}$ of 0 and a
 diffeomorphism
 $ \Psi:B_{\delta}(0) \to \mathcal{N} $ which has a
 jacobian determinant at 0 equal to one, with
 $\Psi (B_{\delta}^{{+}})=\mathcal{N} \cap \Omega $ where
 $B_{\delta}^{+}=B_{\delta}(0) \cap \{x^{N}>0 \}$.
\end{quote}
Now,  let us define the  function $\xi_{n} \in
D^{1,p}(\mathbb{R}^{N})$ given by
$$
\xi_{n}(x)=\begin{cases}
\lambda_{n}^{\frac{N-p}{p}}u_{n}(\Psi(\lambda_{n}x+P_{n}))
\chi(\Psi(\lambda_{n}x+P_{n})),& x\in
B_{\frac{\delta}{\lambda_{n}}}
(-\frac{P_{n}}{\lambda_{n}})   \\
0, & x\in \mathbb{R}^{N} \setminus
B_{\frac{\delta}{\lambda_{n}}}(-{\frac{P_{n}}{\lambda_{n}}})
\end{cases}
$$
where $\Psi(P_{n})=x_{n}$, $\chi \in
C_{0}^{\infty}(\mathbb{R}^{N})$, $ 0 \leq \chi(x) \leq 1$ for all
$x \in \mathbb{R}^{N}$, $\chi(x)=1$ for all $x \in
\mathcal{O}_{\frac{\delta}{2}}$, $\chi(x)=0$ for all $x \in
\mathcal{O}_{\frac{3 \delta}{4}}$,
$\mathcal{O}_{\frac{\delta}{2}}=\Psi(B_{\frac{\delta}{2}})$, and
$\mathcal{O}_{\frac{3\delta}{4}}=\Psi(B_{\frac{3\delta}{4}})$. By
a simple computation, it is possible to show that for some
subsequence
\[
\frac{P^{N}_{n}}{\lambda_{n}} \to \alpha_{0} \quad
 \mbox{for some } \alpha_{0} \geq 0 \mbox{ as } n \to \infty
\]
and that there exists a nonnegative function
$\xi \in D_0^{1,p}(\{x^{N}>-\alpha_{0} \})$ such that
 $\xi_{n}(x) \rightharpoonup \xi$ in $D^{1,p}(\mathbb{R}^{N})$ which satisfies
\begin{equation} \label{Pa0}
\begin{gathered}
- \Delta_{p}\xi=\xi^{p^{*}-1} \quad \mbox{in } \{x^{N} > -\alpha_{0}\} \\
 \xi=0 \quad \mbox{on }   \{x^{N}=- \alpha_{0} \}.
\end{gathered}
\end{equation}
From Proposition \ref{prop1}, we have that $\xi \equiv 0$. On the
other hand,
$$
\int_{B_{1}}v_{n}^{p}dx \leq C \int_\mathcal{A}\xi_{n}^{p}dx
$$
for all large $n$ where $ \mathcal{A} \subset \{x^{N}> - \alpha_{0}
\}$ is a bounded domain. Since $\{ \xi_{n} \}$ is a bounded
sequence in $W^{1,p}( \mathcal{A })$, we obtain by Sobolev embedding
\[
 \int_{\mathcal{A} }\xi_{n}^{p}dx \to 0
\]
thus
\[
\int_{B_{1}}v_{n}^{p}dx \to 0,
\]
and so $v_0 \equiv 0$ in $B_{1}$, which is a contradiction. Thus
Case (A) holds, so $\Omega_{\infty}=\mathbb{R}^{N}$ and $v_0$ is a
solution of \eqref{Pi}.

To conclude, we consider $\Phi \in C_{0}^{\infty}(\mathbb{R}^{N})$
verifying $0 \leq \Phi(x)\leq 1$, $\Phi \equiv 1$ in $B_{1}$ and
$\Phi =0$ in $B_{2}^{c}$. Let
\[
w_{n}=u_{n}(x)-\lambda_{n}^{\frac{p-N}{p}}v_0(\frac{1}{\lambda_{n}}(x-x_{n}))
\Phi(\frac{1}{\overline{\lambda_{n}}}(x-x_{n}))
\]
where we choose $\overline{\lambda_{n}}$ verifying
$\widetilde{\lambda}_{n}=\frac{\lambda_{n}}{\overline{\lambda_{n}}} \to 0$.
Considering
\[
\widetilde{w}_{n}(x)=\lambda_{n}^{\frac{N-p}{p}}w_{n}(\lambda_{n}x+x_{n})
=v_{n}(x)-v_0(x)\Phi(\widetilde{\lambda}_{n}{x})
\]
and by repeating of the same arguments explored by Struwe in \cite{S},
we complete the proof of Lemma \ref{lem3}.
\end{proof}

\section{Proof of Theorem \ref{thm1}}

By hypothesis we have $u_{n}(x)\to u_0(x)$ a.e in $\Omega$. Thus
using standard arguments found in \cite{GA1,GV,I,A1}, we have
$I'_{\lambda}(u_0)=0$. Suppose that $u_n$ does not converge to
$u_0$ in $W^{1,p}_0(\Omega)$ and let $\{z_{n,1}\}\subset
W^{1,p}_0(\Omega)$ be given by $z_{n,1}=u_n-u_0$. Then
\[
z_{n,1} \rightharpoonup 0 \quad \mbox{but}\quad z_{n,1} \not\to
0 \mbox{ in } W_0^{1,p}(\Omega)\,.
\]
By Brezis and Lieb \cite{BL} and by Lemma \ref{lem2} it follows that
\begin{gather}
I_{0}(z_{n,1})=I_{\lambda}(u_n)-I_{\lambda}(u_0)+o_n(1)\,, \label{eq6}\\
I_{0}'(z_{n,1})=I_{\lambda}'(u_n)-I_{\lambda}'
(u_0)+o_n(1)\,. \label{eq7}
\end{gather}
From these two equations, we conclude that $\{z_{n,1}\}$ is a
$(PS)_c$ sequence for $I_{0}$. By Lemma \ref{lem3}, there exist
$(\lambda_{n,1}) \subset \mathbb{R}$, $(x_{n,1})
\subset\mathbb{R}^{N}$, $z_1 \in D^{1,p}(\mathbb{R}^N)$ a
non-trivial solution of \eqref{Pi} and a $(PS)_c$ sequence
$\{z_{n,2} \}$ in $W_0^{1,p}(\Omega)$ for $I_{0}$ given by
\[
z_{n,2}(x)=z_{n,1}(x)-\lambda_{n,1}^{\frac{p-N}{p}}z_1(\frac{1}{\lambda_{n,1}}
(x-x_{n,1}))+o_n(1).
\]
If we define
\[
v_{n,1}(x)=\lambda_{n,1}^{\frac{p-N}{p}}z_{n,1}(\lambda_{n,1}x+x_{n,1})
\]
and $\{\widetilde{z}_{n,2} \}$ by
\[
\widetilde{z}_{n,2}(x)=v_{n,1}(x)-z_{1}(x)+o_n(1),
\]
we conclude by arguments explored in the proof of Lemma \ref{lem3}
that $v_{n,1}\rightharpoonup z_1$ in $D^{1,p}(\mathbb{R}^{N})$,
\[
I_{\infty}(v_{n,1})=I_{0}(z_{n,1})
\]
and
\[
\|I_{0}'(v_{n,1},\Omega_{n,1})\|=o_n(1),
\]
where $\Omega_{n,1}=\frac{1}{\lambda_{n,1}}(\Omega -
x_{n,1})$. Using again \cite{BL} and Lemma \ref{lem2}, we conclude that
\[
I_{\infty}(\widetilde{z}_{n,2})=I_{\infty}(v_{n,1})-I_{\infty}
(z_1)+o_n(1)=I_{\lambda}(u_n)-I_{\lambda}(u_0)-I_{\infty}(z_1)+o_n(1)
\]
and
\[
\|I_{0}'(\widetilde{z}_{n,2}, \Omega_{n,1})\| \leq
\|I_{0}'(v_{n,1}, \Omega_{n,1}) \| + \| I_{\infty}'(z_1) \|+o_n(1),
\]
consequently
$\|I_{0}'(\widetilde{z}_{n,2},\Omega_{n,1})\|=o_{n}(1)$ and
$\|I_{0}'(z_{n,2})\|=o_{n}(1)$. If $z_{n,2} \to 0$ in
$W_0^{1,p}(\Omega)$ the theorem finishes. Now, if $\{ z_{n,2} \}$
does not converge to $0$ in $W_0^{1,p}(\Omega)$, we apply again
Lemma \ref{lem3} and find $(\lambda_{n,2})
\subset\mathbb{R},\;(x_{n,2}) \subset \mathbb{R}^{N},z_2\in
D^{1,p}(\mathbb{R}^N)\;$a non-trivial solution of \eqref{Pi} and a
$(PS)_c$ sequence $\{z_{n,3} \}\;$ in $W_0^{1,p}(\Omega)$ for
$I_{0}$ given by
\[
z_{n,3}(x)=\widetilde{z}_{n,2}(x)
-\lambda_{n,2}^{\frac{p-N}{p}}z_2(\frac{1}{\lambda_{n,2}}(x-x_{n,2}))+o_n(1).
\]
Considering the sequences $ \{ v_{n,2} \}$ and $ \{\widetilde{z}_{n,3} \}$
given by
\[
v_{n,2}(x)=\lambda_{n,2}^{\frac{p-N}{p}}\widetilde{z}_{n,2}
(\lambda_{n,2}x+x_{n,2})\quad
\mbox{and}\quad \widetilde{z}_{n,3}(x)=v_{n,2}(x)-z_2(x)+o_n(1)
\]
we have $v_{n,2} \rightharpoonup z_2$ in $D^{1,p}(\mathbb{R}^{N})$
and
\[
I_{\infty}(\widetilde{z}_{n,3})=I_{\infty}(\widetilde{z}_{n,2})-I_{\infty}
(z_2)+o_n(1)=I_{\lambda}(u_n)-I_{\lambda}(u_0)-I_{\infty}
(z_1)-I_{\infty}(z_2)+o_n(1)
\]
and
\[
\| I_{0}'(\widetilde{z}_{n,3}, \Omega_{n,2})\| \leq \|I_{0}'(v_{n,2}, \Omega_{n,2}) \| + \|I_{\infty}'(z_2)\|+o_n(1),
\]
whence $ \|I_{0}'(\widetilde{z}_{n,3},\Omega_{n,2})\|=o_{n}(1)$ and
$\|I_{0}'(z_{n,3})\|=o_{n}(1)$. If $z_{n,3} \to 0$ the proof is done, if not, we
repeat the arguments used, and then we will
find $z_1,\dots ,z_k$ non-trivial solutions to \eqref{Pi}
satisfying
\begin{gather}
\| \widetilde{z}_{n,k} \| ^p=\| u_n\|
^p-\| u_0\| ^p-\sum_{j=1}^{k-1}\|
z_j\|_{1,p} ^p+o_n(1)\,, \label{eq8} \\
I_{\infty}(\widetilde{z}_{n,k})=I_{\lambda}(u_n)-I_{\lambda}(u_0)
-\sum_{j=1}^{k-1}I_{\infty}(z_j)+o_n(1) \,. \label{eq9}
\end{gather}
Now, we recall that
\begin{equation}
\| z_j \|_{1,p} ^p\geq S^{\frac Np}\;\;j=1,\dots ,k\,.
\label{eq10}
\end{equation}
Combining (\ref{eq8}) and (\ref{eq10}),
\begin{equation}
0\leq \| \widetilde{z}_{n,k} \| ^p\leq \|
u_n\| ^p-\| u_0\| ^p-\sum_{j=1}^{k-1}S^{\frac
Np}=\| u_n\| ^p-\| u_0\| ^p-(k-1)S^{\frac
Np}+o_n(1). \label{eq11}
\end{equation}
Since $\{u_n\}$ is bounded, from \eqref{eq11} there exists $k\in \mathbb{N}$
such that
$\limsup_{n\to \infty }\| \widetilde{z}_{n,k} \|^p\leq 0$.
Consequently, $\widetilde{z}_{n,k} \to 0$ in $W_0^{1,p}(\Omega)$ and this
concludes the proof.
%\end{proof}

\begin{corollary} \label{coro1}
Let $\{u_n\}$ be a $(PS)_c$ sequence for $ I_{\lambda}$ with
$c\in (0,\frac 1NS^{\frac Np})$.  Then $\{u_n\}$
contains a subsequence strongly convergent in
$W_0^{1,p}(\Omega)$.
\end{corollary}

\begin{corollary} \label{coro2}
The functional $I_{\lambda}:W_0^{1,p}(\Omega) \to \mathbb{R} $
satisfies the $(PS)_{c}$ condition in the interval
$(\frac{1}{N}S^{N/p},\frac{2}{N}S^{N/p})$.
\end{corollary}

\begin{corollary} \label{coro3}
Let $\{u_n\}$ be a $(PS)_c$ sequence for
$I_{\lambda}$ with
$c\in (\frac kNS^{\frac Np},\frac{(k+1)}NS^{N/p})$ and
$k\in \mathbb{N}$. Then the weak limit $u_0$ of $\{u_n\}$
is not zero.
\end{corollary}

Hereafter we denote by $f_{\lambda}:W_0^{1,p}(\Omega)\to \mathbb{R}$
the functional
\[
f_{\lambda}(u)=\int_{\Omega}(| \nabla u|^p- \lambda (u_{+})^p)dx
\]
and by $\mathcal{M}\subset W_0^{1,p}(\Omega)$ the  manifold
\[
\mathcal{M}=\{u\in W_0^{1,p}(\Omega);\int_{\Omega}
(u_{+})^{p^{*}}dx=1\}.
\]
We remark that if $\{u_n\}\subset \mathcal{M}$ satisfies
\[
f_{\lambda}(u_n)\to c \quad\mbox{and}\quad f_{\lambda}'
| _\mathcal{M} (u_n)\to 0
\]
it follows that $\{v_n\}=\{c^{\frac{N-p}{p^2}}u_n\}\subset
W_0^{1,p}(\Omega)$ satisfies the limits
\[
I_{\lambda}(v_n)\to \frac 1Nc^{\frac Np}\quad\mbox{and}\quad
I'_{\lambda}(v_n) \to 0 .
\]

\begin{corollary} \label{coro4}
If there exist $\{u_n\}\subset \mathcal{M}$ and
$c \in (S,2^{\frac{p}{N}}S)$ such that
$f_{\lambda}(u_n)\to c$ and $f_{\lambda}'|_\mathcal{M}(u_n)\to 0$,
then $f_{\lambda}$ has a critical point $u \in \mathcal{M}$ with
$f_{\lambda}(u)=c$.
\end{corollary}


\begin{remark} \label{rmk2} \rm
 Corollary \ref{coro4} implies that
\eqref{Pl} has at least a positive solution.
\end{remark}

\section{Proof of Theorem \ref{thm2}}

Postponing the proof of Theorem \ref{thm2} for a moment, we first
fix some notations and show some technical lemmas. In this
section, we assume that $R_{1}=(4R)^{-1}<1<4R=R_{2}$ and denote by
$\Sigma$ the unit sphere on $\mathbb{R}^{N}$,
\[
\Sigma = \{ x \in \mathbb{R}^{N} : |x|=1 \}\,.
\]
For each $\sigma \in \Sigma $ and  $ t \in [0,1)$, we define the
function  $u_{t}^{\sigma} \in D^{1,p}(\mathbb{R}^{N})$ by
\[
u_{t}^{\sigma}(x)= \Big[ \frac{1-t}{(1-t)^{\frac{p}{p-1}}+|x-t
\sigma |^{\frac{p}{p-1}}} \Big]^{\frac{N-p}{p}}.
\]
Using the well known result obtained in \cite{T}, it follows that
$S$ is attained on any such function $u_{t}^{\sigma}$.Moreover,
letting $t \to 0$ we have
\[
u_{t}^{\sigma} \to u_{0}= \Big[ \frac{1}{1+|x|^{\frac{p}{p-1}}}
\Big]^{\frac{N-p}{p}} \quad \mbox{in } D^{1,p}(\mathbb{R}^{N})
\]
for any $\sigma \in \Sigma $. In the sequel $\phi \in
C_0^{\infty}(\Omega)$ is a radially symmetric function such that
$0 \leq \phi \leq 1$ on $\Omega, \phi \equiv 1 $ on the annulus
$\{ x \in \mathbb{R}^{N}: \frac{1}{2}< |x|<2 \}$ and $ \phi \equiv
0 $ outside the annulus $ \{ x \in \mathbb{R}^{N}:
\frac{1}{4}<|x|<4 \}$. Let us consider for $R \geq 1$ the
functions
\[
\phi_{R}(x)= \begin{cases}
\phi(Rx) , & 0 \leq |x| < R^{-1} \\
1,  & R^{-1} \leq |x| < R \\
\phi(\frac{x}{R}), & |x| \geq R \,.\\
\end{cases}
\]
and
$w_{t}^{\sigma}=u_{t}^{\sigma} \phi_{R}$,
$w_0=u_0 \phi_{R} \in W_0^{1,p}(\Omega)$.


\begin{lemma} \label{lem4} For each $\epsilon >0$ there exists $R>0$ such that
\[
\int_{B_{R^{-1}}}(u_{t}^{\sigma})^{p^{*}}dx,\int_{B_{R^{-1}}}|\nabla
u_{t}^{\sigma}|^{p}dx,\int_{B^{c}_{R}}(u_{t}^{\sigma})^{p^{*}}dx
, \int_{B^{c}_{R}}|\nabla u_{t}^{\sigma}|^{p}dx < \epsilon
\]
uniformly in $\sigma \in \Sigma$ and $ t \in [0,1)$.
\end{lemma}


\begin{proof} Using the definition of $u_{t}^{\sigma}$, we obtain
\[
\int_{B_{R^{-1}}}(u_{t}^{\sigma})^{p^{*}}dx = (1-t)^{N}
\int_{B_{R^{-1}}} \frac{dx}{ \big[ (1-t)^{\frac{p}{p-1}}+|x-t
\sigma |^{\frac{p}{p-1}} \big]^{N} }
\]
or equivalently
\[
\int_{B_{R^{-1}}}(u_{t}^{\sigma})^{p^{*}}dx =(1-t)^{N}
\int_{B_{R^{-1}}(-t \sigma )} \frac{dy}{ \big[
(1-t)^{\frac{p}{p-1}}+|y|^{\frac{p}{p-1}} \big]^{N} }.
\]
Thus given $ \epsilon >0 $, there exists $\delta >0$ such that
for all $t \in [1-\delta,1]$ and for all $R \geq R_0$,
we have
\begin{equation}
\int_{B_{R^{-1}}}(u_{t}^{\sigma})^{p^{*}}dx \leq
(1-t)^{N}\int_{B_{R^{-1}}(-t
\sigma)}\frac{dy}{|y|^{\frac{Np}{p-1}}}< \frac{\epsilon}{2} \
\forall \sigma \in \Sigma . \label{eq12}
\end{equation}
On the other hand, there exists $R_0>0$ such that for all $R\geq R_0 $,
\begin{equation}
\int_{B_{1/(1-t)R}(\frac{-t \sigma
}{1-t})}\frac{dw}{\big[1+|w|^{\frac{p}{p-1}} \big]^{N}}<
\frac{\epsilon}{2} \ \ \forall \sigma \in \Sigma \quad \mbox{and} \quad
\forall t \in [0,1-\delta] \label{eq13}
\end{equation}
Hence, if $R_0$ is sufficiently large, from (\ref{eq12}) and
(\ref{eq13})
\[
\int_{B_{R^{-1}}}(u_{t}^{\sigma})^{p^{*}}dx < \epsilon \ \forall t
\in [0,1) \quad \mbox{and} \quad \forall \sigma \in \Sigma \mbox{ if }
 R \geq R_0\,.
\]
 Now, we  estimate the integral $
\int_{{B_{R}}^{c}}{(u_{t}^{\sigma})}^{p^{*}}dx$:
Note that
\[
\int_{B^{c}_{R}}(u_{t}^{\sigma})^{p^{*}}dx=(1-t)^{\frac{N(p-2)}{p-1}}
\int_{\Theta^{c}_{t}}\frac{dy}{\big[ 1+|y|^{\frac{p}{p-1}}
\big]^{N} }\,,
\]
where
$\Theta_{t}={B_{\frac{R}{(1-t)}}(\frac{-t\sigma}{{1-t}})}$; thus
\[
\int_{{B^{c}_{R}}}(u_{t}^{\sigma})^{p^{*}}dx \leq
C\int_{{B^{c}_{R-1}}}\frac{dy}{\big[ 1+|y|^{\frac{p}{p-1}} \big]^{N}}
\]
then for $R$ large,
\[ \int_{B^{c}_{R}}(u_{t}^{\sigma})^{p^{*}}dx
\leq \epsilon \quad \forall \sigma \in \Sigma ,\;  \forall t
\in [0,1).
\]
The estimates for the two integrals involving gradient of
$u_{t}^{\sigma}$ follow with the same type of argument.
\end{proof}

As a consequence of the above lemma, we get the
following result


\begin{lemma} \label{lem5}
The functions $ \{ w_{t}^{\sigma }\} $ are strongly convergent in
$ D^{1,p}( \mathbb{R}^{N} ) $ to $\{u_{t}^{\sigma} \}$ as $ R \to
\infty $ uniformly in $\sigma \in \Sigma $ and $t \in [0,1] $.
Moreover, for each $R>0$ fixed, we have that $ \{ w_{t}^{\sigma }
\} $ is strongly convergent in $ D^{1,p}( \mathbb{R}^{N} ) $ to
$\{ u_{t}^{\sigma} \}$ as $t \to 1 $, uniformly in $\sigma \in
\Sigma$.
\end{lemma}

\begin{remark} \label{rmk3} \rm
Lemma \ref{lem5} also holds for the normalized functions
$v_{t}^{\sigma}=w_{t}^{\sigma}/|w_{t}^{\sigma}|_{p^*}$;
that is, $\| v_{t}^{\sigma}- \frac{u_{t}^{\sigma}}{|u_{t}^{\sigma}|_{p^{*}}}
 \|_{1,p} \to 0$ as $R \to \infty $ uniformly in $\sigma \in
\Sigma$ and $t \in [0,1)$.
\end{remark}

 Hereafter we define the function $\beta : \mathcal{M}
\to \mathbb{R}^{N}$ namely ``Barycenter'', by setting
\[
\beta(u)= \int_{\Omega}x(u_{+})^{p^{*}}dx.
\]

\begin{proposition} \label{prop2}
If $(u_{n}) \subset \mathcal{M}$ is
such that $\|u_{n}\|^{p} \to S$, then
$\mathop{\rm dist}(\beta(u_{n}),\overline{\Omega}) \to 0$.
\end{proposition}

\begin{proof} Note that the sequence
$w_{n}=S^{\frac{N-p}{p^{2}}}u_{n}$ satisfies
\[
I_{0}(w_{n}) \to \frac{1}{N}S^{N/p} \quad \mbox{and} \quad
I'_{0}(w_{n}) \to 0\,.
\]
Using the fact that $S$ is never attained in a bounded domain, we
get by Theorem \ref{thm1} that $w_{n} \rightharpoonup 0$ in
$W_0^{1,p}(\Omega)$ and that there exists $(\lambda_{n}) \subset
\mathbb{R}$, $(x_{n}) \subset \mathbb{R}^{N}$ with $x_{n} \to x_0
\in \overline{\Omega}$ and $v_0 \in \mathcal{M}$ such that
\[
u_{n}(x)=\lambda_{n}^{\frac{p-N}{p}}v_0(\frac{1}{\lambda_{n}}
(x-x_{n}))+o_{n}(1)\,.
\]
Then
\[
\beta(u_{n})=\int_{\Omega}\frac{x}{\lambda_{n}^{N}}v_0(\frac{1}{\lambda_{n}}
(x-x_{n}))^{p^{*}}dx + o_{n}(1).
\]
If $ \phi \in C_0^{\infty}(\mathbb{R}^{N},\mathbb{R}^{N})$ is a
function with $ \phi (x)=x$ for $x \in \overline{\Omega} $, we get
\[
\beta(u_{n})=\int_{\mathbb{R}^{N}}\phi
(\lambda_{n}x+x_{n})v_0^{p^{*}}dx + o_{n}(1)\,.
\]
Then by Lebesgue's Theorem,
\[
\int_{\mathbb{R}^{N}}\phi (\lambda_{n}x+x_{n})v_0^{p^{*}}dx\to
\int_{\mathbb{R}^{N}}\phi (x_0)v_0^{p^{*}}dx=x_0 \in
\overline{\Omega}
\]
whence $\mathop{\rm dist}(\beta(u_{n}),\overline{\Omega}) \to 0$.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm2}]
Observe that by Lemma \ref{lem5}
$f_{0}(v_{t}^{\sigma}) \to S$ as $R \to \infty$
uniformly in $ \sigma \in \Sigma $ and $ t \in [0,1)$. In
particular, if $R\geq 1$ is sufficiently large, we have
\[
\sup_{\sigma \in \Sigma ,\; t \in [0,1)}
f_{0}(v_{t}^{\sigma})<S_{1}<2^{\frac{p}{N}}S
\]
for some constant $S_{1} \in (0, \infty )$. Suppose by
contradiction that $(P)_{0}$ does not admit a positive solution,
this is equivalent to the fact that
\[
I_{0}(u)=\frac{1}{p} \int_{\Omega}| \nabla u |^{p}dx
-\frac{1}{p^{*}} \int_{\Omega}(u_{+})^{p^{*}}dx
\]
does not admit a critical point $u>0$. Thus, $f_0$ does not have a
critical value in the interval $(S, 2^{\frac{p}{N}}S)$. Moreover,
by  Theorem \ref{thm1},  $f_0$ verifies on $\mathcal{M}$ the $(PS)_{c}$
condition in $(S, 2^{\frac{p}{N}}S)$. Using the same arguments
explored in \cite{S1}, there exist $\delta >0$ and a flow
 $ \Phi : \mathcal{M} \times [0,1] \to \mathcal{M}$
such that
\[
\Phi ( \mathcal{M}_{S_{1}},1  ) \subset \mathcal{M}_{S+\delta
}
\]
where
\[
\mathcal{M}_{c}=\{ u \in \mathcal{M}:f_{0}(u) \leq c \},\quad
\Phi(u,t)=u \quad \forall u \in \mathcal{M}_{S + \frac{\delta}{2}}.
\]
Using Proposition \ref{prop2}, we can assume that
$\beta ( \mathcal{M}_{S+ \delta}  ) \subset U$,
where $U$ is a neighborhood of $\overline{\Omega}$ such that any
point $ p \in U$ has a unique nearest neighbor $q=\pi(p) \in
\Omega $ and such that the projection $\pi$ is continuous .

The map $ h: \Sigma \times [0,1] \to \Omega $ given by
$$
h(\sigma ,t)= \begin{cases}
\pi ( \beta ( \Phi ( v_{t}^{\sigma},1))), & t \in [0,1)  \\
\sigma  , & t=1 \end{cases}
$$
is well-defined. Furthermore, $h$ is a continuous
function in $ \Sigma \times [0,1]$, which is obvious  for $t \in
[0,1)$, now for the case  $t=1$ we use the following argument:
Note that for each $(\sigma_{n},t_{n}) \in \Sigma \times [0,1]$, we
compute
\begin{align*}
\int_{\Omega}x(u_{t_{n}}^{\sigma_{n}})^{p^{*}}dx
& = (1-t_{n})^{\frac{N(p-2)}{p-1}}t_{n}\sigma_{n}\int_{\Omega_{t_{n}}}
\frac{dx}{ \big[ 1 + |w|^{\frac{p}{p-1}} \big]^{N} }\\
&\quad +(1-t_{n})^{\frac{N(p-2)}{p-1}}(1-t_{n})\int_{\Omega_{t_{n}}}\frac{wdx}{
{\big[ 1 + |w|^{\frac{p}{p-1}} \big]}^{N} }\,,
\end{align*}
where
$\Omega_{t_{n}}=\frac{(\Omega-t_{n}\sigma_{n})}{1-t_{n}}$. Since
\[
{|u_{t_{n}}^{\sigma_{n}}|}_{p^{*}}^{p^{*}}=(1-t_{n})^{\frac{N(p-2)}
{p-1}}\int_{\mathbb{R}^{N}} \frac{dx}{\big[ 1 +
|w|^{\frac{p}{p-1}} \big]^{N} },
\]
if $(\sigma_{n},t_{n}) \to (\sigma,1)$ as $ n \to \infty $ we get
\[
\beta \Big(
\frac{u_{t_{n}}^{\sigma_{n}}}{|u_{t_{n}}^{\sigma_{n}}|_{p^{*}}}
 \Big) \to \sigma .
\]
Using the limit above together with Lemma \ref{lem5}, we conclude
that
\[
\lim_{n \to \infty}h(\sigma_{n},t_{n})= \sigma = h(\sigma,1)\,.
\]
Therefore, $h$ is a continuous functions in $\Sigma \times [0,1]$.
Also observe that
\begin{gather*}
h(\sigma,0)= \pi ( \beta ( \Phi (v_{0},1)))=x_{0} \in \Omega, \quad
\forall \sigma \in \Sigma \\
h(\sigma ,1)= \sigma, \quad \forall \sigma \in \Sigma
\end{gather*}
hence $h$ is a contraction of $ \Sigma $ in $\Omega$,
contradicting the hypotheses on $\Omega$.
\end{proof}


\subsection*{Acknowledgment:}
The author is grateful for the hospitality offered at
IMECC - UNICAMP, where he was visiting while this work
was done. Special thanks are given to professors
Djairo G. de Figueiredo, and J. V. Goncalves for their
suggestions about this manuscript.

\begin{thebibliography}{00}

\bibitem{AFY} Admurthi, F. Pacella, and S.L. Yadava;
{\it Interaction between the geometry of the boundary and positive
solutions of a semilinear Neumann problem with critical
nonlinearity}, J. funct. Analysis 113(1993),318-350.

\bibitem{A1} C. O. Alves; {\it Exist\^{e}ncia de solu\c {c}\~{a}o positiva
de equa\c {c}\~{o}es el\'{\i}pticas n\~{a}o-lineares variacionais
em $\mathbb{R}^N$,} Doct. Dissertation, UnB,1996.

\bibitem{A2} C. O. Alves; {\it Existence of positive solutions for a problem
with lack compactness involving the p-Laplacian,} Nonl. Analysis
TMA, 51(2002), 1187-1206.
\bibitem{BhC} A. Bahri and J.M. Coron;
{\it On a Nonlinear elliptic equation involving the
critical Sobolev exponent: The effect of the topology of the
domain,} Comm. Pure Appl. Math. 41 (1988), 253-294.

\bibitem{BC} V. Benci and G. Cerami; {\it The effect of the domain
topology on the number of positive solutions of nonlinear elliptic
problems,} Arch. Rat. Mech. Anal. 114 (1991),79-93.

\bibitem{BN} H. Brezis and L. Nirenberg; {\it Positive solutions of
nonlinear elliptic equations involving critical Sobolev
exponents,} Comm. Pure Appl. Math. 36(1983),486-490.

\bibitem{BL} H. Brezis and E. Lieb; {\it A Relation between pointwise convergence
of functions and convergence of functional,} Proc. Amer. Math.
Soc. 88(1983),486-490.

\bibitem{C} J. M. Coron; {\it Topologie et cas limite des injections de
Sobolev.} C.R. Acad. Sc. Paris 299, Ser. I ( 1984) 209-212.

\bibitem{DB} E. DiBenedetto; {\it $C^{1+\alpha}$ local regularity of
weak solutions of degenerate elliptic equations,} Nonl. Analysis
TMA, 7 (1983), 827-850.

\bibitem{EL} M. J. Esteban and P. L. Lions;
{\it Existence and non-existence results %
for semilinear elliptic problems in unbounded domains,} Proceding
of the Royal Society of Edinburgh, 93A ( 1982), 1-14.

\bibitem{GA1} J. Garcia Azorero and I. Peral Alonso;
{\it Multiplicity of solutions for elliptic
problems with critical exponent on with a nonsymetric term,}
Trans. Amer. Math. Society vol.323 2(1991), 877-895.

\bibitem{GV} M. Gueda and L. Veron;
{\it Quasilinear elliptic equations involving critical Sobolev
exponents,} Nonlinear Anal. TMA 13(1989),419-431.

\bibitem{L} P. L. Lions; {\it The concentration-compactness principle in
the calculus of variations:The limit case,} Rev. Mat.
Iberoamericana 1(1985), 145-201.

\bibitem{LM} J. L. Lions and E. Magenes;
{\it Non-homogeneous boundary value problems and
applications} I. Grundlehren 181, Springer, Berlin-Heedelberg-New
York (1972).

\bibitem{LS} L. Gongbao and Y. Shusen;
{\it Eigenvalue problems for
quasilinear elliptic equations on $\mathbb{R}$,} Comm. Part. Diff.
Equations, 14 (1989), 1291-1314.

\bibitem{I} I. Peral Alonso;
{\it Multiplicity of solutions for the p-Laplacian, Second School on Nonlinear
Funtional Analysis and Applications to Differential Equations,}
ICTP - Trieste ( Italy ) 1997.

\bibitem{P} S. Pohozaev; {\it Eigenfunctions of the equation $\Delta{u}+\lambda
f(u)=0$.} Soviet Math. Dokl. 6 (1965),1408-1411.

\bibitem{S} M. Struwe; {\it A global compactness result for elliptic
boundary value problem involving limiting nonlinearities}, Math.
Z. 187(1984), 511-517.

\bibitem{S1} M. Struwe;
 {\it Variational Methods. Applications to Nonlinear Partial Differential
Equations and Hamiltonian Systems,} Springer Verlag (1990).

\bibitem{T} G. Talenti; {\it Best constant in Sobolev inequality,} Ann Math. 110(1976),
353-372.

\bibitem{V} J. L. V\'asquez;
{\it A strong maximum principle for some
quasilinear elliptic,} Appl. Math. Optim, 12(1984),191-202

\bibitem{Tr} N. S. Trudinger; {\it On Harnack type inequalities and
their application to quasilinear elliptic equations,} Comm. Pura
and Appl. Math., XX (1967), 721-747.

\bibitem{To} P. Tolksdorf; {\it Regularity for a more general class of
quasilinear elliptic equations,} J. Diff. Equations, 51 (1984),
126-150.

\bibitem{Wi} W. Willem; {\it Minimax Theorems}, Birkhauser, 1986.

\end{thebibliography}

\end{document}
