\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
{\em Electronic Journal of Differential Equations},
Vol. 2005(2005), No. 85, pp. 1--12.\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-2005/85\hfil Maximum principle and existence of positive solutions]
{Maximum principle and existence of positive solutions for
 nonlinear systems  on $\mathbb{R}^N$}
\author[H. M. Serag, E. El-Zahrani\hfil EJDE-2005/85\hfilneg]
{Hassan M. Serag, Eada A. El-Zahrani}  % in alphabetical order

\address{Hassan M. Serag \hfill\break
 Mathematics Department, Faculty of Science \\
 Al-Azhar University\\
Nasr City (11884), Cairo, Egypt}
\email{serraghm@yahoo.com}

\address{Eada A. El-Zahrani \hfill\break
 Mathematics Department, Faculty of Science for Girls\\
Dammam, P. O. Box 838, Pincode 31113, Saudi Arabia}
\email{eada00@hotmail.com}

\date{}
\thanks{Submitted May 19, 2005. Published July 27, 2005.}
\subjclass[2000]{35B45, 35J55, 35P65}
\keywords{Maximum principle; nonlinear elliptic systems; $p$-Laplacian;
\hfill\break\indent sub and super solutions}

\begin{abstract}
 In this paper, we study the following non-linear system on $\mathbb{R}^N$
 \begin{gather*}
 -\Delta_pu=a(x)|u|^{p-2}u+b(x)|u|^{\alpha}|v|^{\beta}v+f\quad
  x\in \mathbb{R}^N\\
 -\Delta_qv=c(x)|u|^{\alpha}|v|^{\beta}u+d(x)|v|^{q-2}v+g \quad  x\in \mathbb{R}^N\\
 \lim_{|x|\to\infty}u(x)=\lim_{|x|\to\infty}v(x)=0,\quad
 u,v>0\quad \text{in }\mathbb{R}^N
 \end{gather*}
 where $\Delta_pu=\mathop{\rm div}|\nabla u|^{p-2}\nabla u)$ with $ p>1$ and
 $p\neq 2$ is the ``p-Laplacian", $\alpha,\beta>0$, $p,q>1$, and $f,g$
 are given functions.
 We obtain  necessary and sufficient conditions for having a
 maximum principle; then we use an approximation method to prove the
 existence of positive solution for this system.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{corollary}[theorem]{Corollary}

\section{Introduction}

The operator $-\Delta_p$ occurs in problems arising in pure
mathematics, such as the theory of quasiregular and quasiconformal
mappings and in a variety of applications, such as non-Newtonian
fluids, reaction-diffusion problems, flow through porous media,
nonlinear elasticity, glaciology, petroleum extraction, astronomy,
etc (see \cite{d8,f2}).

We are concerned with existence of positive solutions and with the
following form of the maximum principle: If $f, g\ge 0$ then $u,
v\ge 0$ for any solution $(u, v)$ of \eqref{S}.

The maximum principle for linear elliptic systems with constant
coefficients and the same differential operator in all the
equations, have been studied in \cite{d1,d3}. Systems defined on
unbounded domains and involving Schr\"odinger operators have been
considered in \cite{a1,a2,s1}. In \cite{f4,f5}, the authors
presented necessary and sufficient conditions for having the maximum
principle and  for existence of positive solutions for linear
systems involving Laplace operator with variable coefficients. These
results have been extended in \cite{f1}, to the nonlinear system
\begin{equation}
\begin{gathered}
-\Delta_pu_i=\sum^{n}_{j=1}a_{ij}|u_j|^{p-2}u_j+f_i\quad
u_i\text{ in }\Omega\\
 u_i=0\quad \text{on }\partial\Omega
\end{gathered} \label{P}
\end{equation}
In \cite{b3}, it has been proved the validity of the maximum
principle and the existence of positive solutions for the following
system defined on bounded domain $\Omega$ of $\mathbb{R}^N$, and
with cooperative constant coefficients $a, b, c, d$:
\begin{equation} \label{Z}
\begin{gathered}
-\Delta_pu=a|u|^{p-2}u+b|u|^\alpha|v|^\beta v+f,\quad \text{in } \Omega\\
-\Delta_qv=c|u|^\alpha|v|^\beta u+d|v|^{p-2}v+g,\quad \text{in } \Omega\\
u=v=0\quad \text{on }\partial \Omega
\end{gathered}
\end{equation}
Here, we study system
\begin{equation} \label{S}
\begin{gathered}
 -\Delta_pu=a(x)|u|^{p-2}u+b(x)|u|^{\alpha}|v|^{\beta}v+f\quad
  x\in \mathbb{R}^N\\
 -\Delta_qv=c(x)|u|^{\alpha}|v|^{\beta}u+d(x)|v|^{q-2}v+g \quad  x\in \mathbb{R}^N\\
 \lim_{|x|\to\infty}u(x)=\lim_{|x|\to\infty}v(x)=0,\quad
 u,v>0\quad \text{in }\mathbb{R}^N\\
\end{gathered}
\end{equation}
where $\Delta_pu=\mathop{\rm div}|\nabla u|^{p-2}\nabla u)$ with $ p>1$ and
$p\neq 2$ is the ``p-Laplacian", $\alpha,\beta>0$, $p,q>1$, and $f,g$
are given functions.

System \eqref{S} is a generalization for \eqref{Z} to the whole
space $\mathbb{R}^N$  and the coefficients $a(x), b(x), c(x), d(x)$
are variables. We obtain necessary and sufficient conditions on the
coefficients for having a maximum principle for system \eqref{S}.
Then using the method of sup and super solutions, we prove the
existence of positive solutions under some conditions on the
functions $f$ and $g$.

This article is organized as follows: In section 2, we give some
assumptions on the coefficients $a(x),b(x), c(x), d(x)$ and on the
functions $f,g$ to insure the existence of a solution of \eqref{S}
in a suitable Sobolev space. We also introduce some technical
results and some notation, which are established in \cite{a3,b1,f2}.
Section 3 is devoted to the maximum principle of system \eqref{S},
while section 4 is devoted to the existence of positive solutions.

\section{Technical results}

In this section, we introduce some technical results concerning the
eigenvalue problem (see \cite{f2})
\begin{equation} \label{E}
\begin{gathered}
-\Delta_pu=\lambda g(x)\Psi_p(u)\quad \quad \text{in }\mathbb{R}^N\\
u(x)\to 0 \text{ as }|x|\to\infty,\quad u>0 \text{ in }\mathbb{R}^N
\end{gathered}
\end{equation}
where $\Psi_p(u)=|u|^{p-2}u$ and $g(x)$ satisfies
\begin{equation} \label{e2.1}
g(x)\in L^{N/p}(\mathbb{R}^N)\cap L^\infty(\mathbb{R}^N), \quad
g(x)\ge 0\text{ almost everywhere in }\mathbb{R}^N
\end{equation}
For $1<p<N$, let $p^{*}={\frac{pN}{N-p}}$ be the critical Sobolev
exponent of $p$.
Let us introduce the Sobolev space $D^{1,p}(\mathbb{R}^N)$ defined as the
completion of $C^\infty_0(\mathbb{R}^N)$ with respect to the norm
$$
 \|u \|_{D^{1,p}}= \Big(\int_{\mathbb{R}^N}|\nabla u|^p \Big)^{1/p}
$$
It can be shown that
$$
D^{1,p}=\big\{u\in L^{\frac{Np}{N-p}}(\mathbb{R}^N):
\nabla u\in \big(L^p(\mathbb{R}^N)\big)^N \big\}
$$
and that there exists $k>0$ such that for all $u\in D^{1,p}$,
\begin{equation} \label{e2.2}
\|u\|_{L^{Np/(N-p)}}\le k \|u\|_{D^{1,p}}
\end{equation}
Clearly  $D^{1,p}(\mathbb{R}^N)$ is a reflexive Banach space, which
is embedded continuously in $L^{Np/(N-p)}(\mathbb{R}^N)$ (see
\cite{d5}).

\begin{lemma} \label{lem2.1}
\begin{itemize} \item[(i)] If $\{u_n\}$ is a sequence in
 $D^{1,p}$, with $u_n\to u$ weakly, then there is a subsequence,
 denoted again by $\{u_n\}$, such that $B(u_n)\to B(u)$

 \item[(ii)] If $B'(u)=0$, then $B(u)=0$, where
 $B(u)=\int_{\mathbb{R}^N}g(u)|u|^p  dx$.
\end{itemize}
\end{lemma}

\begin{theorem} \label{thm2.2}
 Let $g$ satisfy \eqref{e2.1}. Then
\eqref{E} admits a positive first eigenvalue $\lambda_{g}(p)$.
Moreover, it is characterized by
\begin{equation} \label{e2.3}
\lambda_{g}(p)\int_{\mathbb{R}^N}g(u)|u|^p\le\|u\|^{p}_{D^{1,p}}
\end{equation}
\end{theorem}

\begin{theorem} \label{thm2.3}
Let $g$ satisfy \eqref{e2.1}. Then
\begin{itemize}
 \item[(i)] the eigenfunction associated
to $\lambda_{g}(p)$ is  of constant sign; i.e., $\lambda_{g}(p)$ is
a principal eigenvalue.

\item[(ii)] $\lambda_{g}(p)$ is the only eigenvalue of \eqref{E} which
 admits positive eigenfunction.
\end{itemize}
\end{theorem}

 \section{Maximum Principle}

We assume that $1<p$, $q<N$ and that the coefficients
$a(x),b(x), c(x)$, and $d(x)$ are smooth positive functions such that
\begin{equation} \label{e3.1}
 a(x), d(x)\in  L^{p/N}(\mathbb{R}^N)\cap L^\infty(\mathbb{R}^N)\\
\end{equation}
and
\begin{equation} \label{e3.2}
\begin{gathered}
  b(x)< (a(x))^{\alpha+1/p}(d(x))^{\beta+1/q}\\
  c(x)< (a(x))^{\alpha+1/p}(d(x))^{\beta+1/q},
\end{gathered}
\end{equation}
where
\begin{equation} \label{e3.3}
\frac{\alpha+1}{p}+\frac{\beta+1}{q}=1 ,\quad
\alpha+\beta+2<N,\quad
\frac{1}{p}+\frac{1}{p^{'}}=1,\quad
\frac{1}{q}+\frac{1}{q^{'}}=1
\end{equation}

\begin{theorem} \label{thm3.1}
 Assume that \eqref{e3.1} and \eqref{e3.2} hold.
For $ f\in L^{\frac{Np}{N(p-1)+p}}(\mathbb{R}^N)$, $ g\in
L^{\frac{Nq}{N(q-1)+q}}(\mathbb{R}^N) $, system \eqref{S} satisfies
the maximum principle if the following conditions are satisfied:
\begin{equation}\label{e3.4a}
 \lambda_a(p)>1,\quad  \lambda_d(q)>1
\end{equation}
\begin{equation}\label{e3.4b}
\big(\lambda_a(p)-1\big)^{(\alpha+1)/p}
\big(\lambda_d(q)-1\big)^{(\beta+1)/q} -1 >0
\end{equation}
Conversely, if the maximum principle holds, then \eqref{e3.4a} holds
 and
\begin{equation} \label{e3.4c}
[(\lambda_a(p)-1)]^{(\alpha+1)/p} [\lambda_d(q)-1]^{(\beta+1)/q}>\Theta
\Big(\frac{b(x)}{a(x)}\Big)^{(\alpha+1)/p}
\Big(\frac{c(x)}{d(x)}\Big)^{(\beta+1)/q}\,,
\end{equation}
 where
 $$
\Theta=\frac{\inf_{x}
\big(\phi^p/\psi^q\big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}}
{\sup_{x}\big(\phi^p/\psi^q\big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}}
 $$
and $\phi$ (respectively $\psi$ ) is the positive eigenfunction associated to $\lambda_a(p)$ (respectively $\lambda_d(q)$ ).
\end{theorem}

\begin{proof} The necessary condition:
Assume that $\lambda_a(p)\le 1$, then the function
$f:=a(x)(1-\lambda_a(p))\phi^{p-1}$  and  $g:=0$ are nonnegative;
nevertheless $(-\phi, 0)$ satisfies \eqref{S}, which contradicts the
maximum principle.

Similarly, if $\lambda_d(q)\le 1$, then the functions
$g:=d(x)(1-\lambda_d(q))\psi^{q-1}$ and $f:=0$ are nonnegative;
nevertheless $(0,-\psi)$ satisfies \eqref{S}, which contradicts the
maximum principle.

Now suppose that $\lambda_a(p)>1$, $\lambda_d(q)>1$ and
\eqref{e3.4c} does not hold; i.e.,
$$
[(\lambda_a(p)-1)]^{(\alpha+1)/p} [\lambda_d(q)-1]^{(\beta+1)/q}
\leq \Theta
\Big(\frac{b(x)}{a(x)}\Big)^{(\alpha+1)/p}
\Big(\frac{c(x)}{d(x)}\Big)^{(\beta+1)/q}\,,
$$
Then, there exists $\xi>0$ such that
$$
\Big(a(x)\frac{(\lambda_a(p)-1)}{b(x)}\Big)^{(\alpha+1)/p}
\Big(\frac{\phi^p}{\psi^q}\Big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}
\le\xi\le
\frac{\big(\frac{c(x)}{d(x)}\big)^{(\beta+1)/q}}{(\lambda_d(q)-1)^{(\beta+1)/q}}
\Big(\frac{\phi^p}{\psi^q}\Big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}
$$
Let $\xi=\big(\frac{D^q}{C^p}\big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}$
with $C,D >0$.
Then
\begin{align*}
&\Big(a(x)\frac{(\lambda_a(p)-1)}{b(x)}\Big)^{(\alpha+1)/p}
\Big(\frac{(C\phi)^p}{(D\psi)^q}\Big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}\\
&\le 1\le
\frac{\big(\frac{c(x)}{d(x)}\big)^{(\beta+1)/q}}{(\lambda_d(q)-1)^{(\beta+1)/q}}
\Big(\frac{(C\phi)^p}{(D\psi)^q}\Big)^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}
\end{align*}
So
\begin{gather}
a(x)(\lambda_a(p)-1) ((C\phi)^p )^{(\beta+1)/q}\le
b(x)(D\psi)^{\beta+1}\label{e3.5}\\
d(x)(\lambda_d(q)-1) ((D\psi)^q )^{(\alpha+1)/p} \le
c(x)(C\phi)^{\alpha+1}\label{e3.6}
\end{gather}
 From the two expression above, we have
\begin{gather*}
a(x)(\lambda_a(p)-1)((C\phi))^{p-1}\le
b(x)(D\psi)^{\beta+1}(C\phi)^\alpha,\\
d(x)(\lambda_d(q)-1)((D\psi)^{q-1})\le
c(x)(C\phi)^{\alpha+1}(D\psi)^\beta\,.
\end{gather*}
Hence
\begin{gather*}
f=-a(x)(\lambda_a(p)-1)((C\phi))^{p-1}+b(x)(D\psi)^{\beta+1}+(C\phi)^\alpha\ge0,
\\
g=-d(x)(\lambda_d(q)-1)((D\psi))^{q-1}+c(x)(D\psi)^{\beta}+(C\phi)^{\alpha+1}\ge0
\end{gather*}
Since $f$ and $g$ are nonnegative functions, and $(-C\phi,-D\psi)$
is a solution of \eqref{S} and the maximum principle does not hold.
\end{proof}

Now, we show that the condition is sufficient. Assume that
\eqref{e3.4a} and \eqref{e3.4b} hold. If $(u,v)$ is a solution of
\eqref{S}, then for $f,g \ge 0$, we obtain by multiplying the first
equation of \eqref{S} by $\overline{u}:=\max(0,-u)$ and integrating
over $\mathbb{R}^N$:
\begin{align*}
-\int_{\mathbb{R}^N}|\nabla \overline{u}|^p
&=-\int_{\mathbb{R}^N}a(x)|\overline{u}|^p
+\int_{\mathbb{R}^N}b(x)|\overline{u}|^{\alpha+1}|v^+|^{\beta}v^+\\
&\quad -\int_{\mathbb{R}^N}b(x)|\overline{u}|^{\alpha+1}|v^-|^\beta v^-
+\int_{\mathbb{R}^N}f u^-\,.
\end{align*}
Then
$$
\int_{\mathbb{R}^N}|\nabla \overline{u}|^p\le \int_{\mathbb{R}^N}a(x)|\overline{u}|^p+
\int_{\mathbb{R}^N}b(x)|\overline{u}|^{\alpha+1}|v^-|^{\beta+1}\,.
$$
From \eqref{e2.3}, we get
$$
(\lambda_a(p)-1)\int_{\mathbb{R}^N}a(x)|\overline{u}|^p\le\int_{\mathbb{R}^N}
b(x)|\overline{u}|^{\alpha+1}|v^-|^{\beta+1}
$$
Applying Holder inequality and using \eqref{e3.2}, we find
$$
(\lambda_a(p)-1)\int_{\mathbb{R}^N}a(x)|\overline{u}|^p\le
\Big(\int_{\mathbb{R}^N}a(x)|\overline{u}|^p\Big)^{(\alpha+1)/p}
\Big(\int_{\mathbb{R}^N}d(x)|v^-|^q\Big)^{(\beta+1)/q}
$$
Hence
\begin{align*}
&\Big[(\lambda_a(p)-1)\Big(\int_{\mathbb{R}^N}a(x)|\overline{u}
|^p\Big)^{(\beta+1)/q}\\
&-\Big(\int_{\mathbb{R}^N}d(x)|v^-|^q\Big)^{(\beta+1)/q}\Big]
\Big(\int_{\mathbb{R}^N}a(x)|\overline{u}|^p\Big)^{(\alpha+1)/p}
\leq 0
\end{align*}
If  $\big(\int_{\mathbb{R}^N}a(x)|\overline{u}|^p\big)^{(\alpha+1)/p} =0$, then
$\overline{u}=0$. If not, we have
\begin{equation}
(\lambda_a(p)-1)^{(\alpha+1)/p} \Big(\int_{\mathbb{R}^N}a(x)|\overline{u}|^p\Big)
^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}\le
\Big(\int_{\mathbb{R}^N}d(x)|v^-|^q\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}
\label{e3.7}
\end{equation}
Similarly
\begin{equation}
(\lambda_d(q)-1)^{(\beta+1)/q}\Big(\int_{\mathbb{R}^N}d(x)|\overline{v}|^q\Big)
^{\frac{\alpha+1}{p}\frac{\beta+1}{q}}\le
\Big(\int_{\mathbb{R}^N}a(x)|u^-|^p\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}
\label{e3.8}
\end{equation}
 From \eqref{e3.7} and \eqref{e3.8}, we obtain
$$
\Big((\lambda_a(p)-1)^{(\alpha+1)/p} (\lambda_d(q)-1)^{(\beta+1)/q}-1\Big)
\Big(\int_{\mathbb{R}^N}d(x)|\overline{v}|^q\int_{\mathbb{R}^N}a(x)|u^-|^p\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}\le
0
$$
 From \eqref{e3.4b}, we have $\overline{u}=\overline{v}=0$ and hence $u\ge 0$, $v\ge 0$
i.e. the maximum principle holds.

\begin{corollary} \label{coro0}
  If $p=q$, then the maximum principle holds for system
 \eqref{S} if and only if conditions \eqref{e3.4a} and \eqref{e3.4b}
 are satisfied.
\end{corollary}

\section{Existence of positive solutions}

By an approximation method used in \cite{b2}, we prove now that the
system \eqref{S} has a positive solution in the space $D^{1,p}\times
D^{1,q}$. For $\epsilon \in (0,1)$, we introduce the system
\begin{equation} \label{Sep}
\begin{gathered}
 -\Delta_p u_\epsilon=
 a(x)\frac{(|u_\epsilon|^{p-2}u_\epsilon)}{(1+|\epsilon^{1/p}u_\epsilon|^{p-1})}+
 b(x)\frac{|v_\epsilon|^\beta v_\epsilon}{(1+|\epsilon^{1/q}v_\epsilon|^{\beta+1})}
\frac{|u_\epsilon|^\alpha
}{(1+|\epsilon^{1/p}u_\epsilon|^{\alpha})}+f  \text{ in }\mathbb{R}^N
\\
-\Delta_q v_\epsilon=
 d(x)\frac{(|v_\epsilon|^{q-2}v_\epsilon)}{(1+|\epsilon^{1/q}v_\epsilon|^{q-1})}+
 c(x)\frac{|v_\epsilon|^\beta}{(1+|\epsilon^{1/q}v_\epsilon|^{\beta})}
\frac{|u_\epsilon|^\alpha u_\epsilon
}{(1+|\epsilon^{1/p}u_\epsilon|^{\alpha+1})}+g  \text{ in }
\mathbb{R}^N
\\
 \lim_{|x|\to \infty }u_\epsilon=\lim_{|x|\to
\infty }v_\epsilon=0\,,\quad  u_\epsilon\,,\,v_\epsilon>0
\quad \text{in }\mathbb{R}^N
\end{gathered}
\end{equation}
Letting  $(\xi,\eta)=(u_\epsilon, v_\epsilon)$ then system above
can be written as
\begin{gather*}
 -\Delta_p\xi=h(\xi,\eta)+f\quad \text{in } \mathbb{R}^N\\
 -\Delta_q\eta=k(\xi,\eta)+g\quad \text{in } \mathbb{R}^N\\
 \xi, \eta\to 0 \text{ as } |x|\to \infty\quad
\xi, \eta>0\text{ in } \mathbb{R}^N
\end{gather*}
where
\begin{gather*}
h(\xi,\eta)=a(x)\frac{|\xi|^{p-2}\xi}{(1+|\epsilon^{1/p}\xi|^{p-1})}
 +b(x)\frac{|\eta|^\beta\eta}{(1+|\epsilon^{1/q}\eta|^{\beta+1})}
 \frac{|\xi|^\alpha}{(1+|\epsilon^{1/p}\xi|^\alpha)},
 \\
k(\xi,\eta)=c(x)\frac{|\eta|^\beta}{(1+|\epsilon^{1/q}\eta|^\beta)}
\frac{|\xi|^\alpha\xi}{(1+|\epsilon^{1/p}\xi|^{\alpha+1})}+
d(x)\frac{|\eta|^{q-2}\eta}{(1+|\epsilon^{1/q}\eta|^{q-1})}\,.
\end{gather*}
From \eqref{e3.1} and \eqref{e3.2} $h(\xi,\eta)$, $k(\xi,\eta)$ are
bounded functions; i.e., there exists $M>0$ such that
$|h(\xi,\eta)|\le M$, and $|k(\xi,\eta)|\le M$ for all $\xi, \eta$.
Then, as in \cite{b3}, we can prove the following lemma.

\begin{lemma} \label{lem4.1}
If $(\xi_k, \eta_k)\to (\xi,\eta)$, weakly in
$L^{Np/(N-p)}(\mathbb{R}^N)\times L^{Nq/(N-q)}(\mathbb{R}^N)$, then
\begin{equation}
\Big\|a(x)\Big(\frac{|\xi_k(x)|^{p-2}\xi_k(x)}{(1+|\epsilon^{1/p}\xi_k(x)|^{p-1})}
-\frac{|\xi(x)|^{p-2}\xi(x)}{(1+|\epsilon^{1/p}\xi(x)|^{p-1})}\Big)
\Big\|_{L^{Np/(N(p-1)+p)}(\mathbb{R}^N)}\to 0
\label{lm.1}
\end{equation}

\begin{equation} \label{lm.2}
\Big\| b(x) \Big( \frac{|\eta_k|^\beta
\eta_k}{(1+|\epsilon^{1/q}\eta_k|^{\beta+1})}
 \frac{|\xi_k|^\alpha}{(1+|\epsilon^{1/p}\xi_k|^\alpha)}-
 \frac{|\eta|^\beta\eta}{(1+|\epsilon^{1/p}\eta|^{\beta+1})}
 \frac{|\xi|^\alpha}{(1+|\epsilon^{1/p}\xi|^{\alpha})}
 \Big) \Big\|
\end{equation}
approaches $0$ under the norm of ${L^{Np/(N(p-1)+p)}(\mathbb{R}^N)}$,
a.e. in $\mathbb{R}^N$ as $k$ approaches infinity
in $L^{Nq/(N(q-1)+q)}(\mathbb{R}^N)$.

\begin{equation} \label{lm.3}
\Big\| d(x) \Big(\frac{|\eta_k(x)|^{q-2}\eta_k(x)}{(1
+|\epsilon^{1/q}\eta_k(x)|^{q-1})}
 - \frac{|\eta(x)|^{q-2}\eta(x)}{(1+|\epsilon^{1/q}\eta(x)|^{q-1})}\Big)
 \Big\| \to 0
\end{equation}

\begin{equation} \label{lm.4}
\Big\| c(x) \Big(\frac{|\xi_k|^\alpha\xi_k}{(1
+|\epsilon^{1/p}\xi_k|^{\alpha+1})}
\frac{|\eta_k|^\beta}{(1+|\epsilon^{1/q}\eta_k|^\beta)}
 - \frac{|\xi|^\alpha\xi}{(1+|\epsilon^{1/p}\xi|^{\alpha+1})}
 \frac{|\eta|^\beta}{(1+|\epsilon^{1/q}\eta|^\beta)}\Big) \Big\|\to 0
\end{equation}
a.e. in $\mathbb{R}^N$ as $k\to\infty$ in
$L^{Nq/(N(q-1)+q)}(\mathbb{R}^N)$
\end{lemma}

\begin{lemma} \label{lem4.2}
System \eqref{Sep} has a solution
$U_{\epsilon}=:(u_\epsilon,v_\epsilon)$ in $D^{1,p}(\mathbb{R}^N)
\times D^{1,q}(\mathbb{R}^N)$.
\end{lemma}

\begin{proof} We complete the proof in four steps:

\noindent Step 1.\; Construction of sub-super solutions of
\eqref{Sep}: Let $\xi^0\in D^{1,p}$ (respectively $\eta^0 \in
D^{1,q}$ be a solution of
\begin{equation}
-\Delta_p\xi^0=M+f \quad (\text{resp. } -\Delta_q\eta^0=M+g) \label{e4.1}
\end{equation}
and let $\xi_0\in D^{1,p}$ (respectively $\eta_0 \in D^{1,q}$ be a
solution of
\begin{equation}
-\Delta_p\xi_0=-M+f\quad (\text{resp. }
-\Delta_q\eta_0=-M+g)\label{e4.2}
\end{equation}
Then $(\eta^0, \xi^0)$ is a super solution of \eqref{Sep} and
$\eta_0,\xi_0$ is a sub solution since
\begin{gather*}
-\Delta_p\xi^0-h(\xi^0,\eta)-f\ge -\Delta_p\xi^0-M-f=0\quad  \forall
\eta\in [\eta_0,\eta^0]
\\
-\Delta_p\xi_0-h(\xi_0,\eta)-f\le -\Delta_p\xi_0-M-f=0\quad  \forall
\eta\in [\eta_0,\eta^0]
\\
-\Delta_p\eta^0-h(\xi,\eta^0)-g\ge -\Delta_q\eta^0-(M+g)=0\quad
\forall  \xi\in [\xi_0,\xi^0]
\\
-\Delta_p\eta_0-h(\xi,\eta_0)-g\le -\Delta_q\eta_0-(M+g)=0\quad
\forall  \xi\in [\xi_0,\xi^0]
\end{gather*}
Let us assume that $K=[\xi_0,\xi^0]\times [\eta_0\times \eta^0]$.

\noindent Step 2.\; Definition of the operator $T$:
We define the operator $T:(\xi,\eta)\to (w,z)$, where $(w,z)$ is the
solution of the system
\begin{equation}
\begin{gathered}
-\Delta_p w=h(\xi,\eta)+f\quad   \text{in } \mathbb{R}^N\\
-\Delta_qz=k(\xi,\eta)+g\quad   \text{in } \mathbb{R}^N\\
w=z\to 0 \quad  \text{as } |x|\to  \infty
\end{gathered}\label{e4.3}
\end{equation}

\noindent Sept 3.\;  Construction of an invariant set under $T$. We
have to prove that $T(k)\subset K$: From \eqref{e4.1} and
\eqref{e4.3}, we get
\begin{equation}
-\Delta_p w-\Delta_p\xi^0\le h(\xi,\eta) -M\label{e4.4}
\end{equation}
Multiplying this equation by $(w-\xi^0)^+$ and integrating over
$\mathbb{R}^N$, we obtain
$$
\int_{\mathbb{R}^N}[\Psi_p(\nabla w)-\Psi_p(\nabla\xi^0)][\nabla(w-\xi^0)^+]
\le\int_{\mathbb{R}^N}(h(\xi,\eta)-M)(w-\xi^0)^+\le 0.
$$
By monotonicity of $p$-Laplacian, we have $(w-\xi^0)^+=0$ and hence
$w\le \xi^0$. Similarly  $w\ge \xi_0$, so that step is complete.

\noindent Step 4.\; $T$ is completely continuous: We  prove that $T$
maps weakly convergent sequence to strongly convergence ones. From
\eqref{e4.3}, we get
\begin{align*}
 &-\Delta_p w_k-\Delta_p w\\
&=a(x)\Big[\frac{|\xi^{p-2}_{k}|\xi_k}
{(1+|\epsilon^{1/p}\xi_k|^{p-1})}-\frac{|\xi|^{p-2}\xi}{(1
+|\xi^{1/p}\xi|^{p-1})}\Big]\\
&\quad+ b(x)\Big[\frac{|\eta_k|^\beta\eta_k}{(1
+|\epsilon^{1/q}|\eta^{\beta+1}_{k})}
\frac{|\xi_k|^\alpha}{(1+|\epsilon^{1/p}\xi_k|^\alpha)}-
\frac{|\eta|^\beta\eta}{(1+|\epsilon^{1/q}\eta|^{\beta+1})}
\frac{|\xi_i|^\alpha}{(1+|\epsilon^{1/p}\xi_i|^\alpha)}\Big]
\end{align*}
Multiplying by $(w_k-w)$ and integrating over $\mathbb{R}^N$, we obtain
\begin{equation}
\begin{aligned}
& \int [\Psi_p(\nabla w_k)-\Psi_p(\nabla w)][\nabla(w_k-w)]\\
&=\int a(x)\Big[\frac{|\xi^{p-2}_{k}|} {(1+|\epsilon^{1/p}\xi_k|^{p-1})}
-\frac{|\xi|^{p-2}\xi}{(1+|\xi^{1/p}\xi|^{p-1})}\Big](w_k-w)\\
&\quad +\int b(x)\Big[\frac{|\eta_k|^\beta\eta_k}{(1
+|\epsilon^{1/q}|\eta^{\beta+1}_{k})}
\frac{|\xi_k|^\alpha}{(1+|\epsilon^{1/p}\xi_k|^\alpha)}\\
&\quad -
\frac{|\eta|^\beta\eta}{(1+|\epsilon^{1/q}\eta|^{\beta+1})}
\frac{|\xi_i|^\alpha}{(1+|\epsilon^{1/p}\xi_i|^\alpha)}\Big](w_k-w)
 \end{aligned}\label{e4.5}
\end{equation}
Using H\"older's inequality, we obtain
\begin{align*}
& \int [\Psi_p(\nabla w_k)-\Psi_p(\nabla w)][\nabla(w_k-w)]\\
&\le \Big\| a(x)\Big[\frac{|\xi^{p-2}_{k}|}
{(1+|\epsilon^{1/p}\xi_k|^{p-1})}-\frac{|\xi|^{p-2}\xi}{(1
+|\xi^{1/p}\xi|^{p-1})}\Big]
\Big\|_{L^{Np/(N(p-1)+p}(\mathbb{R}^N)}\\
&\quad \times \|(w_k-w)\|_{L^{Np/(N-p)}{(\mathbb{R}^N)}}\\
&\quad +
\Big\|b(x)\Big[\frac{|\eta_k|^\beta\eta_k}{(1
+|\epsilon^{1/q}|\eta^{\beta+1}_{k})}
\frac{|\xi_k|^\alpha}{(1+|\epsilon^{1/p}\xi_k|^\alpha)}\\
&\quad -\frac{|\eta|^\beta\eta}{(1+|\epsilon^{1/q}\eta|^{\beta+1})}
\frac{|\xi_i|^\alpha}{(1+|\epsilon^{1/p}\xi_i|^\alpha)}\Big]\Big\|_{L^{Np/(N(p-1)
+p}(\mathbb{R}^N)}
%&\quad \times
\|(w_k-w)\|_{L^{Np/(N-p)}{(\mathbb{R}^N)}}
\end{align*}
It is well known \cite{s2}, that
\begin{equation}
|\xi-\xi'|^p\le c\{[|\xi|^{p-2}\xi-|\xi'|^{p-2}\xi'](\xi
-\xi')\}^{\alpha/2}\{|\xi|^p+|\xi'|^p\}^{1-(\alpha/2)}
\quad \forall  \xi,\xi'\in \mathbb{R}^N\label{e4.6}
\end{equation}
where $\alpha=p$ if $1\le p \le 2$ and $\alpha=2$ if $p>2$.
 From \eqref{e4.6} and the continuous imbedding of $D^{1,p}(\mathbb{R}^N)$ in
$L^{Np/(N-p)}(\mathbb{R}^N)$, we get
\begin{align*}
& \int_{\mathbb{R}^N}|\nabla(w_k-w)|^p\\
&\le k
 \Big(\Big\| a(x)\Big[\frac{|\xi^{p-2}_{k}|}
{(1+|\epsilon^{1/p}\xi_k|^{p-1})}-\frac{|\xi|^{p-2}\xi}{(1
+|\xi^{1/p}\xi|^{p-1})}\Big] \Big\|_{L^{Np/(N(p-1)+p}(\mathbb{R}^N)}\\
&\quad + \Big\|b(x)\Big[\frac{|\eta_k|^\beta\eta_k}{(1+|\epsilon^{1/q}|
\eta^{\beta+1}_{k})}
\frac{|\xi_k|^\alpha}{(1+|\epsilon^{1/p}\xi_k|^\alpha)}\\
&\quad -\frac{|\eta|^\beta\eta}{(1+|\epsilon^{1/q}\eta|^{\beta+1})}
\frac{|\xi_i|^\alpha}{(1+|\epsilon^{1/p}\xi_i|^\alpha)}\Big]
\Big\|_{L^{Np/(N(p-1)+p}(\mathbb{R}^N)} \Big)\|(w_k-w)\|
\end{align*}
Applying lemma \ref{lem4.1}, we obtain
 $ \|w_k-w\|_{D^{1,p}}^{p-1}\to 0$ as $k\to +\infty$
  in $D^{1,p}(\mathbb{R}^N) $  which implies
 $$
(w_k)\to (w) \quad \text{strongly as }  k\to +\infty
 \text{ in } D^{1,p}(\mathbb{R}^N).
 $$
Similarly we can prove that
$$
(z_k)\to (z)\quad  \text{as } k\to +\infty  \text{ in } D^{1,p},
$$
So $T$ is completely continuous operator.

Since $k$ is a convex, bounded, closed in: $D^{1,p}\times D^{1,q}$,
we can apply Schauder's Fixed Point Theorem and obtain the existence
of a fixed point for $T$, which gives the existence of solution
$U_{\epsilon}=:(u_\epsilon,v_\epsilon)$ of $S_{\epsilon}$ .
\end{proof}

Now, we can prove the existence of solution for system \eqref{S}.

\begin{theorem} \label{thm4.3}
 If \eqref{e2.1}--\eqref{e2.3} are satisfied,
then for any $f\in L^{\frac{Np}{N(p-1)+p}}(\mathbb{R}^N)$, $g\in
L^{\frac{Nq}{N(q-1)+q}}(\mathbb{R}^N)$, system \eqref{S} has a
nonnegative solution $U=(u,v)$ in the space: $D^{1,p}\times
D^{1,q}$.
\end{theorem}

\begin{proof} This proof is done in three steps.

\noindent Step 1.\;  First we prove that
$U_\epsilon=:(\epsilon^{1/p}u_\epsilon,\epsilon^{1/q}v_\epsilon)$ is
bounded in $D^{1,p}\times D^{1,q}$. Multiplying the first equation
of \eqref{Sep} by  $(\epsilon u_\epsilon)$ and integrating over
$\mathbb{R}^N$, we obtain
\begin{align*}
&\int|\nabla \epsilon^{1/p}u_\epsilon|^p \\
& \le \int a (x)| \epsilon^{1/p}u_\epsilon|
+\int b(x) |\epsilon^{1/p} u_{\epsilon}|+\epsilon^{1/p'}\int |\epsilon^{1/p}
 u_{\epsilon}| |f|\\
 &\le \|a(x)\|_{N/p}\|\epsilon^{1/p}
 u_{\epsilon}\|_{Np/(N-p)}+\|b(x)\|_{Np/(N(p-1)+p)}\|\epsilon^{1/p}
 u_{\epsilon}\|_{Np/(N-p)} \\
&\quad +\epsilon^{1/p'}\|\epsilon^{1/p}
 u_{\epsilon}\|_{Np/(N-p)}\|f\|_{Np(N(p-1)+p)}\\
 &\le M\|\epsilon^{1/p}u_\epsilon\|_{Np/(N-p)}\\
 &\le k M\|\epsilon^{1/p}u_\epsilon\|_{D^{1,p}}
 \end{align*}
so $\|\epsilon^{1/p}u_\epsilon\|^{p-1}_{D^{1,p}}\le k M$
which implies  $U_{\epsilon}=:(\epsilon^{1/p}u_\epsilon)$ is
bounded in $D^{1,p}$. Similarly for $(\epsilon^{1/q}v_\epsilon)$.

\noindent Step 2.\;
$U_{\epsilon}=:(\epsilon^{1/p}u_\epsilon,\epsilon^{1/q}v_\epsilon
)$ converges to (0,0) strongly in $D^{1/p}\times D^{1/q}$.
 From step 1, $U_{\epsilon}=:(\epsilon^{1/p}u_\epsilon,
 \epsilon^{1/q}v_\epsilon )$
converges weakly to $(u^*,v^*)$ in  $D^{1,p}\times D^{1,q}$ and
strongly in $L^{\frac{Np}{N-p}}(\mathbb{R}^N)\times
L^{\frac{Nq}{N-q}}(\mathbb{R}^N)$. Multiplying the first equation of
\eqref{Sep}, by $(\epsilon^{1/p'})$, we get
$$
-\Delta_p(\epsilon^{1/p}u_\epsilon)=
a(x)\frac{|\epsilon^{1/p}u_\epsilon|^{p-2}(\epsilon^{1/p}u_\epsilon)}{(1
+|\epsilon^{1/p}u_\epsilon|^{p-1})}
+b(x)\frac{(\epsilon^{1/q}v_\epsilon)^\beta
\epsilon^{1/q}v_\epsilon}{1+|\epsilon^{1/q}v_\epsilon|^{\beta+1}}
\frac{|(\epsilon^{1/p}u_\epsilon)|^\alpha}{1
+|(\epsilon^{1/p}u_\epsilon)|^\alpha}
+f\epsilon^{1/p'}
$$
Again using Lemma \ref{lem4.1}, we have
$$
a(x)
\frac{|\epsilon^{1/p}u_\epsilon|^{p-2}(\epsilon^{1/p}u_\epsilon)}
{(1+|\epsilon^{1/p}u_\epsilon|^{p-1})}\to a(x)
\frac{|u^*|^{p-2}(u^*)}{(1+|u^*|^{p-1})} \quad
\text{strongly in }L^{\frac{Np}{N(p-1)+p}}(\mathbb{R}^N)
$$
and similarly
$$
b(x)\frac{(\epsilon^{1/q}v_\epsilon)^\beta
\epsilon^{1/q}v_\epsilon}{1+|\epsilon^{1/q}v_\epsilon|^{\beta+1}}
\frac{|(\epsilon^{1/p}u_\epsilon)|^\alpha}{1
+|(\epsilon^{1/p}u_\epsilon)|^\alpha}\to
b(x) \frac{|v^*|^\beta
v^*}{(1+|v^*|^{\beta+1})}\frac{|u^*|^\alpha}{(1+|u^*|^\alpha)}
$$
strongly in $L^{\frac{Np}{N(p-1)+p}}(\mathbb{R}^N)$. Using a
classical result in \cite{l1}, we have
$$
 -\Delta_p(\epsilon^{1/p}u_\epsilon)\to -\Delta_p(u_*)\quad \text
{strongly in }L^{\frac{Np}{N(p-1)+p}}(\mathbb{R}^N).
$$
So
\begin{equation}
-\Delta_p(u^*)=a(x)\frac{|u^*|^{p-2}(u^*)}{(1+|u^*|^{p-1})}+
b(x)\frac{|v^*|^\beta
v^*}{(1+|v^*|^{\beta+1})}\frac{|u^*|^\alpha}{(1+|u^*|^\alpha)}
\label{e4.7}
\end{equation}
Multiplying this equality by $(u^*)^-$ and integrating over
$\mathbb{R}^N$, then applying \eqref{e2.3} we get
$$
(\lambda_a(p)-1)\int a(x)|u^{*-}|^p\le \int |\nabla u^{*-}|^p\le
\int d(x) |v^{*-}|^{\beta+1}|u^{*-}|^{\alpha+1}
$$
Using H\"older inequality and  \eqref{e2.2}, as in the proof of
Theorem \ref{thm3.1}, we deduce
\begin{equation}
(\lambda_a(p)-1)^{(\alpha+1)/p} \Big(\int
a(x)|u^{*-}|^p\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}
\le \Big(\int d(x) |v^{*-}|^q\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}
\label{e4.8}
\end{equation}
Similarly, from the second equation of \eqref{Sep}, we have
\begin{equation}
(\lambda_d(q)-1)^{(\beta+1)/q}\Big(\int
d(x)|v^{*-}|^q\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}
\le \Big(\int a(x) |u^{*-}|^p\Big)^{\frac{\beta+1}{q}
\frac{\alpha+1}{p}}\label{e4.9}
\end{equation}
Multiplying \eqref{e4.8} by \eqref{e4.9}, we obtain
$$
\Big((\lambda_d(q)-1)^{(\beta+1)/q}
(\lambda_a(p)-1)^{(\alpha+1)/p} -1\Big)\Big(\int d(x) |v^{*-}|^q \int
a(x) |u^{*-}|^p\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}\le 0
$$
 From conditions \eqref{e3.4a} and \eqref{e3.4b}, we have $u^*_-=v^*_-=0$,
which implies that $u^*, v^*\ge 0$. We show that $(u^*=v^*=0)$.
Multiplying \eqref{e4.7} by $u^*$ , we get
$$
\Big((\lambda_d(q)-1)^{(\beta+1)/q}
(\lambda_a(p)-1)^{(\alpha+1)/p} -1\Big)\Big(\int d(x) |v^{*}|^q \int
a(x) |u^{*}|^p\Big)^{\frac{\beta+1}{q}\frac{\alpha+1}{p}}\le 0
$$
which implies that $u^*=v^*=0$, and step 2 is complete.

\noindent Step 3.\;  $(u_\epsilon,v_\epsilon)$ is bounded in
$D^{1,p}\times D^{1,q}$: Assume that $\|u_{\epsilon}\|_{D^{1,p}} \to
\infty$ or $\|v_{\epsilon}\|_{D^{1,q}} \to \infty$ Set
$t_{\epsilon}=\max(\|u_{\epsilon}\|_{D^{1,p}},\|v_{\epsilon}\|_{D^{1,q}}
)$ and $z_{\epsilon}=u_\epsilon t^{-1/p}_{\epsilon}$,
$w_{\epsilon}=v_\epsilon t^{-1/q}_{\epsilon}$. Dividing the first
equation of  \eqref{Sep} by $(t^{1/p'}_{\epsilon})$ and the second
by $(t^{1/q'}_{\epsilon})$, we have
\begin{align*}
-\Delta_p(z_\epsilon)=a(x)\frac{|z_\epsilon|^{p-2}z_\epsilon}
{(1+|\epsilon^{1/p}u_\epsilon|^{p-1})}+b(x)\frac{|w_\epsilon\|^\beta
w_\epsilon }{(1+|\epsilon^{1/q}v_\epsilon|)^{\beta+1}}
\frac{|z_\epsilon|^\alpha}{(1+|\epsilon^{1/p}u_\epsilon|)^\alpha}+f
t^{-1/p'}_{\epsilon}\\
-\Delta_q(w_\epsilon)=d(x)\frac{|w_\epsilon|^{q-2}w_\epsilon}
{(1+|\epsilon^{1/q}v_\epsilon|^{q-1})}+c(x)\frac{|z_\epsilon\|^\alpha
z_\epsilon }{(1+|\epsilon^{1/p}u_\epsilon|)^{\beta+1}}
\frac{|w_\epsilon|^\beta}{(1+|\epsilon^{1/q}v_\epsilon|)^\alpha}+g
t^{-1/q'}_{\epsilon}
\end{align*}
As above, we can prove that $(z_\epsilon, w_\epsilon) \to (z,w)$
strongly in $D^{1,p}\times D^{1,q}$; and taking the limit, we obtain
\begin{align*}
  -\Delta_p z=a(x)\Psi_p(z)+b(x)|w|^\beta|z|^\alpha w\\
 -\Delta_q w=d(x)\Psi_q(w)+c(x)|w|^\beta|z|^\alpha z
\end{align*}
and we deduce $w=z=0$ .
Since there exists a sequence $(\epsilon_n)_{n\in N}$ such that
either $\|z_{\epsilon_n}\|=1$ or $\|w_{\epsilon_n}\|=1$ we obtain a
contradiction.

Hence $(u_\epsilon, v_\epsilon)$ is bounded in $D^{1,p}\times
D^{1,q}$, we can extract a subsequence denoted $(u_\epsilon,
v_\epsilon)$ which converges to $(u_0, v_0)$ weakly in
$D^{1,p}\times D^{1,q}$ as $\epsilon \to 0$. By using similar
procedure as above, we can prove that that $(u_\epsilon,
v_\epsilon)$ converges strongly to  $(u_0, v_0)$ in $D^{1,p}\times
D^{1,q}$.

Indeed, since $(\epsilon^{1/p}u_\epsilon(x),
\epsilon^{1/q}v_\epsilon(x))\to (0,0)$ a.e. on $\mathbb{R}^N$, then,
as in \cite{b3}, we have
\begin{gather*}
a(x)\frac{|u_\epsilon(x)|^{p-2}u_\epsilon(x)}{(1+|\epsilon^{1/p}u_\epsilon(x)|^{p-1})}\to
a(x) |u_0(x)|^{p-2}u_0(x) \quad  \text{a.e. in }\mathbb{R}^N\text { as }
\epsilon \to 0 ,
\\
a(x)\frac{|u_\epsilon|^{p-2}u_\epsilon}{(1+|\epsilon^{1/p}u_\epsilon|^{p-1})}
\le M|u_\epsilon|^{p-1} \le M h^{p-1}\in L^{p^*}(\mathbb{R}^N),
\\
 b(x)\frac{|v_\epsilon|^\beta
v_\epsilon}{(1+|\epsilon^{1/q}v_\epsilon|)^{\beta+1}}
\frac{|u_\epsilon|^\alpha}{(1+|\epsilon^{1/p}u_\epsilon|)^{\alpha_i}}\to
b(x) |v_0|^\beta v_0|u_0|^\alpha \quad \text{a.e. in }
\mathbb{R}^N\text{ as }\epsilon \to 0 ,
\\
b(x)\frac{|v_\epsilon|^\beta
v_\epsilon}{(1+|\epsilon^{1/q}v_\epsilon|)^{\beta+1}}
\frac{|u_\epsilon|^\alpha}{(1+|\epsilon^{1/p}u_\epsilon|)^{\alpha}}
\le M_2 h^\alpha l^{\beta+1} \in L^{p^*}(\mathbb{R}^N)
\end{gather*}
Hence from the Dominated Convergence Theorem and Lemma \ref{lem4.1},
we obtain
\begin{gather*}
\Big[\int_{\mathbb{R}^N} a(x) \Big(\frac{|u_\epsilon|^{p-2}u_\epsilon}{
(1+|\epsilon^{1/p}u_\epsilon|^{p-1})}\Big)
-(|u_0|^{p-2}u_0)^{p^*}\Big]^{1/p^*}\to 0,
\\
\Big[\int_{\mathbb{R}^N} d(x) \Big(\frac{|v_\epsilon|^{q-2}u_\epsilon}{(1
+|\epsilon^{1/q}v_\epsilon|^{p-1})}\Big)
-(|v_0|^{p-2}v_0)^{q^*}\Big]^{1/q^*}\to 0,
\\
\Big(\int_{\mathbb{R}^N}\Big(b(x)\frac{|v_\epsilon|^\beta
v_\epsilon}{(1+|\epsilon^{1/q}v_\epsilon|)^{\beta+1}}
\frac{|u_\epsilon|^\alpha}{(1+|\epsilon^{1/p}u_\epsilon|Big)^{\alpha}}
-|v_0|^\beta v_0|u_0|^\alpha\Big)^{p^*}\Big)^{1/p^*} \to 0,
\\
\Big(\int_{\mathbb{R}^N}\Big(c(x)\frac{|u_\epsilon|^\alpha
u_\epsilon}{(1+|\epsilon^{1/p}u_\epsilon|)^{\alpha+1}}
\frac{|v_\epsilon|^\beta}{(1+|\epsilon^{1/q}v_\epsilon|)^{\beta}}-|u_0|^\alpha
u_0|v_0|^\beta\Big)^{q^*}\Big)^{1/q^*} \to 0,
\end{gather*}
as $\epsilon \to 0$. Therefore, passing to the limit, $(u_\epsilon,
v_\epsilon)\to (u_0, v_0)$ we obtain from \eqref{Sep},
\begin{align*}
  -\Delta_p u_0=a(x)|u_0|^{p-2}u_0+b(x)|v_0|^\beta|u_0|^\alpha
 v_0+f\\
 -\Delta_q v_0=d(x)|v_0|^{q-2}v_0+c(x)|u_0|^\alpha|v_0|^\beta
 u_0+g
\end{align*}
Hence $(u_0,v_0)$ satisfies \eqref{S}.
\end{proof}

We remark that if $\alpha=\beta=0$ and $p=q=2$, we obtain the
results presented in \cite{f4,f5}.

\subsection*{Acknowledgement}
 The authors would like to express their gratitude to
Professor J. Fleckinger (QREMAQ - Univ. Toulouse 1, France) for her
constructive suggestions.

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