\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2008(2008), No. 81, pp. 1--11.\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 2008 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2008/??\hfil Existence results]
{Existence results for strongly indefinite elliptic systems}

\author[J. Yang, Y. Ye, X. Yu\hfil EJDE-2008/??\hfilneg]
{Jianfu Yang, Ying Ye, Xiaohui Yu}  % in alphabetical order

\address{Jianfu Yang \newline
Department of Mathematics, Jiangxi Normal University, Nanchang,
Jiangxi 330022,  China}
\email{jfyang\_2000@yahoo.com}

\address{Ying Ye \newline
Department of Mathematics, Jiangxi Normal University, Nanchang, Jiangxi
330022, China}
\email{yeying19851985@163.com}

\address{Xiaohui  Yu \newline
China Institute for Advanced Study, Central University of Finance
and Economics, Beijing 100081, China} 
\email{yuxiao\_211@163.com}

\thanks{Submitted April l7, 2008. Published May 28, 2008.}
\thanks{Supported by grants 10571175 and 10631030 from the
National Natural Sciences \hfill\break\indent Foundation of China}
\subjclass[2000]{35J20,3 5J25}
\keywords{Strongly indefinite elliptic system; existence}

\begin{abstract}
 In this paper, we show the existence of solutions for
 the strongly indefinite elliptic system
 \begin{gather*}
 -\Delta u=\lambda u+f(x,v)  \quad\text{in }\Omega, \\
 -\Delta v=\lambda v+g(x,u) \quad\text{in }\Omega, \\
 u=v=0,  \quad\text{on }\partial\Omega,
 \end{gather*}
 where $\Omega$ is a bounded domain in $\mathbb{R}^N$ ($N\geq 3$) with smooth
 boundary, $\lambda_{k_0}<\lambda<\lambda_{k_0+1}$, where $\lambda_k$ is
 the $k$th eigenvalue of $-\Delta$ in $\Omega$ with zero Dirichlet
 boundary condition. Both cases when  $f,g$ being superlinear 
 and asymptotically linear at infinity are  considered.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}

\section{Introduction}

In this paper, we investigate the existence of solutions for the
 strongly indefinite elliptic system
\begin{equation}\label{1.1}
\begin{gathered}
-\Delta u=\lambda u+f(x,v)  \quad\text{in }\Omega, \\
-\Delta v=\lambda v+g(x,u) \quad\text{in }\Omega, \\
u=v=0, \quad\text{on }\partial\Omega,\\
\end{gathered}
\end{equation}
where $\Omega$ is a smooth bounded domain in $\mathbb{R}^N$, $N\geq
3$, $\lambda_{k_0}<\lambda<\lambda_{k_0+1}$, where $\lambda_k$ is
the $k$th eigenvalue of $-\Delta$ in $\Omega$ with zero Dirichlet
boundary condition.

Problem \eqref{1.1} with $\lambda = 0$ was considered in
\cite{FF,hv}, where the existence results for
superlinear nonlinearities were established by finding critical
points of the functional
\begin{equation}\label{1.2}
J(u,v)=\int_{\Omega} \nabla u \nabla v\,dx -\int_{\Omega} F(x,v)\,dx-\int_{\Omega}
G(x,u)\,dx.
\end{equation}
A typical feature of the functional $J$ is that the quadratic part
$$
Q(u,v)=\int_{\Omega} \nabla u \nabla v\,dx
$$
is positive definite in an infinite dimensional subspace
$E^+=\{(u,u): u\in H_0^1(\Omega)\}$ of $H_0^1(\Omega)\times
H_0^1(\Omega)$ and negative definite in its infinite dimensional
complimentary subspace $E^-=\{(u,-u): u\in H_0^1(\Omega)\}$, that is,
$J$ is strongly indefinite. A linking theorem is then used in
finding critical points of $J$.

In the case that $\lambda$ lies in between higher eigenvalues, the
parameter $\lambda$ affects the definiteness of the corresponding
quadratic part
$$
Q_\lambda(u,v)=\int_{\Omega} (\nabla u \nabla v-\lambda uv)\,dx
$$
of the associated functional
\begin{equation}\label{1.3}
J_\lambda(u,v)=\int_{\Omega} (\nabla u \nabla v-\lambda uv)\,dx -\int_{\Omega}
F(x,v)\,dx-\int_{\Omega} G(x,u)\,dx,
\end{equation}
of \eqref{1.1} defined on $H_0^1(\Omega)\times H_0^1(\Omega)$. A key
ingredient in use of the linking theorem is to find a proper
decomposition of $H_0^1(\Omega)\times H_0^1(\Omega)$ into a direct
sum of two subspaces so that $Q_\lambda$ is definite in each
subspace. Obviously, $Q_\lambda$ is neither positive definite in
$E^+$ nor negative definite in $E^-$. So we need to find out a
suitable decomposition of $H_0^1(\Omega)\times H_0^1(\Omega)$.

We first consider the asymptotically linear case. Such a problem has
been extensively studied for one equation, see for instance,
\cite{lz,sz,z} and references therein. For asymptotically linear
elliptic system, we refer readers to \cite{LY}. Particularly, in
this case, the Ambrosetti-Rabinowtz condition is not satisfied,
whence it is hard to show a Palais-Smale sequence is bounded. So one
turns to using Cerami condition in critical point theory instead of
the Palais-Smale condition, various existence results for
asymptotically linear problems are then obtained. By a functional
$I$ defined on $E$ satisfies Cerami condition we mean that for any
sequence $\{u_n\}\subset E$ such that $|I(u_n)|\leq C$ and
$(1+\|u_n\|)I'(u_n)\to 0$, there is a convergent subsequence of
$\{u_n\}$. For the asymptotically linear system \eqref{1.1}, it is
strongly indefinite and the nonlinearities do not fulfill the
Ambrosetti-Rabinowitz condition. To handle the problem, we assume:
\begin{itemize}
\item[(A1)] $f,g\in C(\Omega\times \mathbb{R},\mathbb{R})$,
$f(x,v)=o(|v|),g(x,u)=o(|u|)$ uniformly for $x\in \Omega$ as
$|u|,|v|\to 0$ and $tf(x,t)\geq 0,tg(x,t)\geq 0$.

\item[(A2)] There exist positive constants $l,m$, such that
$\lim_{t\to \pm\infty}\frac {f(x,t)}{t}=l$ and
$\lim_{t\to \pm\infty}\frac {g(x,t)}{t}=m$.

\item[(A3)] $\lambda\pm\sqrt{ml}\neq \lambda_k$ for any $k\in \mathbb{N}$.

\item[(A4)] There exists
$u_0\in \mathop{\rm span}\{\varphi_{k_0+1},\varphi_{k_0+2},
\dots \}$ with $\int_\Omega|\nabla u_0|^2-\lambda(u_0)^2\,dx=\frac 12$
such that
$$
\int_{\Omega} (|\nabla u_0|^2-\lambda u_0^2)\,dx-\min(l,m)\int_{\Omega} u_0^2\,dx<0.
$$
\end{itemize}

\begin{theorem}\label{thm1.1}
Suppose {\rm (A1)-(A4)}, problem \eqref{1.1} has at least a nontrivial
solution.
\end{theorem}

Condition (A4) holds, for example, if $\min(l,m)>\lambda_{k_0+1}-\lambda$, we
choose $u_0=\alpha \varphi_{k+1}$ for some $\alpha>0$, then $\int_{\Omega}
|\nabla u_0|^2-\lambda u_0^2\,dx-\min(l,m)\int_{\Omega}
u_0^2\,dx=(\lambda_{k_0+1}-\lambda -\min(l,m))\int_{\Omega} u_0^2\,dx<0$.

Theorem \ref{thm1.1} is proved by the following linking theorem with
Cerami condition in \cite{LS}, which is a generalization of usual
one in \cite{br}, \cite{R}.

\begin{lemma}\label{lem1.2}
Let $E$ be a real Hilbert space with $E=E_1\oplus E_2$. Suppose
$I\in C^1(E,\mathbb{R})$, satisfies Cerami condition, and
\begin{itemize}
\item[(I1)] $I(u)=\frac 12(Lu,u)+b(u)$, where $Lu=L_1P_1u+L_2P_2u$ and
$L_i:E_i\to E_i$ is bounded and selfadjoint, i=1,2.

\item[(I2)] $b'$ is compact.

\item[(I3)] There exists a subspace $\tilde{E}\subset E$ and sets
$S\subset E,Q\subset \tilde E$ and constants $\alpha>\omega$ such
that\\
{\rm (i)} $S\subset E_1$ and $I|_S\geq \alpha$,
\\
{\rm (ii)} $Q$ is bounded and $I|_{\partial Q}\leq \omega$,
\\
{\rm (iii)} $S $ and $Q$ link.
\\
Then $I$ possesses a critical value $c\geq \alpha $.
\end{itemize}
\end{lemma}

 Next, we consider superlinear case. We assume that
\begin{itemize}

\item[(B1)] $f,g\in  C(\Omega\times \mathbb{R},\mathbb{R})$,
$f(x,v)=o(|v|),g(x,u)=o(|u|)$ uniformly for $x\in \Omega$ as
$|u|,|v|\to 0$.

\item[(B2)] There exists a constant $\gamma>2$ such that
$$
0<\gamma F(x,v)\leq vf(x,v), \quad 0<\gamma G(x,u)\leq ug(x,u),
$$
where $F(x,v)=\int_0^v f(x,s)\,ds$ and
$G(x,u)=\int_0^u g(x,u)\,ds$.

\item[(B3)] There exist $p,q>1,\frac 1{p+1}+\frac 1{q+1}>\frac {N-2} N$,
constants $a_1, a_2>0$, such that $|f(x,v)|\leq a_1+a_2|v|^q$,
$|g(x,u)|\leq a_1+a_2|u|^p$.

\end{itemize}

\begin{theorem}\label{thm1.3}
Assume {\rm (B1)-(B3)}, then  \eqref{1.1} has at least one solution.
\end{theorem}

We remark that in \cite{hv}, it also considered the subcritical
superlinear problem
\begin{equation}\label{1.4}
 \begin{gathered}
-\Delta u=\lambda v+f(v)  \quad\text{in }\Omega, \\
-\Delta v=\mu u+g(u)  \quad\text{in }\Omega, \\
u=v=0,             \quad\text{on }\partial\Omega.\\
\end{gathered}
\end{equation}
The functional corresponding to \eqref{1.4} is no longer positive
definite in $E^+$, but it is negative definite in $E^-$. It is
different from our case.

In section 2, we prove Theorem \ref{thm1.1}. While Theorem \ref{thm1.3} is
showed in section 3.


\section{Asymptotically linear case}


Let $H:=H_0^1(\Omega)$, it can be decomposed as $H= H^1\oplus H^2$,
where $H^1=\mathop{\rm span}\{\varphi_{k_0+1},\varphi_{k_0+2}\dots
\}$, $H^2=\mathop{\rm span}\{\varphi_{1},\varphi_{2}\dots
\varphi_{k_0}\}$ and $\varphi_{k}$ is the eigenfunction related to
$\lambda_k$. Let $P_i$ be the projection of $H$ on the subspace
$H^i, i=1,2$, then we define for $u\in H$ a new norm by
$$
\|u\|^2=\int_{\Omega} |\nabla (P_1u)|^2-\lambda ( P_1
u)^2\,dx-\int_{\Omega} |\nabla (P_2u)|^2-\lambda ( P_2 u)^2\,dx,
$$
it is equivalent to the usual norm of $H_0^1(\Omega)$.
To find out the subspaces of $H\times H$
such that the quadratic part
\[
Q_\lambda(u,v)= \int_{\Omega}(\nabla u\nabla v-\lambda uv)\,dx
\]
of the functional
\[
J_\lambda(u,v)=\int_{\Omega}(\nabla u\nabla v-\lambda uv)\,dx -\int_{\Omega}
F(x,v)\,dx-\int_{\Omega} G(x,u)\,dx
\]
is positive or negative definite on it,  we denote
\begin{gather*}
E_{11}=\{(u,u):u\in H^1\}, \quad
E_{12}=\{(u,-u):u\in H^1\}, \\
E_{21}=\{(u,u):u\in H^2\},\quad
E_{22}=\{(u,-u):u\in H^2\}.
\end{gather*}
Therefore, $H\times H = E_{11}\oplus E_{12}\oplus E_{21}\oplus
E_{22}$. We may write for any $(u,v)\in H\times H$ that
\begin{equation}\label{2.1}
(u,v)=(u_{11},u_{11})+(u_{12},-u_{12})+(u_{21},u_{21})+(u_{22},-u_{22}),
\end{equation}
where
\begin{gather*}
u_{11}=P_1(\frac {u+v} 2)\in H^1, \quad
u_{21}=P_2(\frac {u+v} 2)\in H^2,\\
u_{12}=P_1(\frac {u-v} 2)\in H^1,\quad
u_{22}=P_2(\frac {u-v} 2)\in H^2.
\end{gather*}
It is easy to check that
$Q_\lambda$ is positive definite in $E_{11}\oplus E_{22}$ and
negative definite in $E_{12}\oplus E_{21}$, so we denote
$E_+=E_{11}\oplus E_{22}$ and $E_-=E_{12}\oplus E_{21}$ for
convenience.


Then
\begin{equation}\label{2.2}
J_\lambda(u,v)=\|u_{11}\|^2+\|u_{22}\|^2-\|u_{12}\|^2-\|u_{21}\|^2-\int_{\Omega}
F(x,v)\,dx-\int_{\Omega} G(x,u)\,dx,
\end{equation}
it is $C^1$ on $H\times H$.

\begin{lemma} \label{lem2.1}
The functional $J_\lambda$ satisfies the Cerami condition.
\end{lemma}

\begin{proof}
It is sufficient to show that any Cerami sequence is bounded, a
standard argument then implies that the sequence has a convergent
subsequence. We argue indirectly. Suppose it were not true, there
would exist a Cerami sequence $z_n=\{(u_n,v_n)\}\subset H\times H$
of $J_\lambda$ such that $\|z_n\|\to \infty$. Let
$$
w_n=\frac{z_n}{\|z_n\|}=(\frac{u_n}{\|z_n\|},\frac{v_n}{\|z_n\|})
 =(w_n^1,w_n^2),
$$
we may assume that
\begin{gather*}
(w_n^1, w_n^2)\rightharpoonup (w^1, w^2)\quad\text{in } H\times H, \quad
(w_n^1, w_n^2)\to (w^1, w^2)\quad\text{in } L^2(\Omega)\times L^2(\Omega),\\
w_n^1\to w^1,w_n^2\to w^2\quad\text{a.e. in } \Omega.
\end{gather*}

We write as the decomposition \eqref{2.1} that
$u_n =\sum_{i,j=1}^2 u_{ij}^n$ and correspondingly,
$w_n^1 =\sum_{i,j=1}^2 w_{ij}^n$. We
claim that $(w^1,w^2)\neq (0,0)$. Otherwise, there would hold
\begin{equation}\label{2.3}
|\langle J_\lambda'(u_n,v_n),(u_{11}^n,u_{11}^n)\rangle|\leq
\|J_\lambda'(u_n,v_n)\|\cdot\|(u_{11}^n,u_{11}^n)\|\leq
\|J_\lambda'(u_n,v_n)\|\cdot \|(u_n,v_n)\|\to 0;
\end{equation}
that is,
\begin{equation}\label{2.4}
\|u_{11}^n\|^2-\int_{\Omega} f(x,v_n)u_{11}^n\,dx-\int_{\Omega} g(x,u_n)u_{11}^n\,dx
\to 0
\end{equation}
implying
\begin{equation}\label{2.5}
\|w_{11}^n\|^2-\int_{\Omega} \frac {f(x,v_n)}{v_n}\frac {v_n}{\|z_n\|}\frac
{u_{11}^n}{\|z_n\|}\,dx-\int_{\Omega}\frac {g(x,u_n)}{u_n}\frac
{u_n}{\|z_n\|}\frac {u_{11}^n}{\|z_n\|}\,dx\to 0.
\end{equation}
Therefore,
\begin{equation}\label{2.6}
\|w_{11}^n\|^2\leq C\int_{\Omega}[ (w^1_n)^2+(w^2_n)^2]\,dx+o(1),
\end{equation}
which yields $\|w_{11}^n\|\to 0$. Similarly, $\|w_{12}^n\|\to 0$,
$\|w_{21}^n\|\to 0$ and $\|w_{22}^n\|\to 0$ as $n\to\infty$.
Consequently, $w_n\to 0$. This contradicts to $\|w_n\|=1$. Hence,
there are three possibilities: (i) $w^1\neq 0,w^2\neq 0$; (ii)
$w^1\neq 0,w^2=0$; (iii) $w^1= 0,w^2\neq 0$. We show next that all
these cases will lead to a contradiction. Hence, $\|z_n\|$ is
bounded.

In case (i), we claim  that $(w^1,w^2)$ satisfies
\begin{equation}\label{2.7}
  \begin{gathered}
-\Delta w^1=\lambda w^1+lw^2,  \quad\text{in }\Omega, \\
-\Delta w^2=\lambda w^2+mw^1,  \quad\text{in }\Omega, \\
w^1=w^2=0,          \quad\text{on }\partial\Omega.
\end{gathered}
\end{equation}
Indeed, let
\begin{equation}\label{2.8}
p_n(x)=  \begin{cases}
\frac{f(x,v_n(x))}{v_n(x)}      &  \text{if } v_n(x)\neq 0, \\
0      &\text{if } v_n(x)= 0, \\
\end{cases}
\end{equation}
and
\begin{equation}\label{2.9}
  q_n(x)=  \begin{cases}
\frac{g(x,u_n(x))}{u_n(x)}      &\text{if } u_n(x)\neq 0, \\
0      &\text{if } u_n(x)= 0.
\end{cases}
\end{equation}
Since $0\leq p_n,q_n\leq M$ for some $M>0$, we may suppose that
$p_n\rightharpoonup \varphi$, $q_n\rightharpoonup \psi$ in
$L^2(\Omega)$ and $p_n\to \varphi$, $q_n\to \psi$ $a.e$ in $\Omega$.
The fact $w^1(x)\neq 0$ implies $u_n(x)\to \infty$ and consequently,
$q_n(x)\to m$. Similarly,  $w^2(x)\neq 0$ yields $v_n(x)\to \infty$
and $p_n(x)\to l$. Hence, $\varphi (x)=l$ if $w^2(x)\neq 0$ and
$\psi (x)=m$ if $w^1(x)\neq 0$.

Since $J_\lambda'(u_n,v_n)\to 0$, for any $(\eta_1,\eta_2)\in H\times H$,
we have
\begin{gather}\label{2.10}
\int_{\Omega} \nabla v_n \nabla \eta_1-\lambda v_n \eta_1\,dx-\int_{\Omega}
g(x,u_n)\eta_1\,dx\to 0,\\
\label{2.11}
\int_{\Omega} \nabla u_n \nabla \eta_2-\lambda u_n \eta_2\,dx-\int_{\Omega}
f(x,v_n)\eta_2\,dx\to 0.
\end{gather}
It follows from $\|z_n\|\to \infty$ that
\begin{gather}\label{2.12}
\int_{\Omega} \nabla w_n^1 \nabla \eta_2-\lambda w_n^1 \eta_2\,dx-\int_{\Omega}
p_n(x)w_n^2\eta_2\,dx\to 0,\\
\label{2.13}
\int_{\Omega} \nabla w_n^2 \nabla \eta_1-\lambda w_n^2 \eta_1\,dx-\int_{\Omega}
q_n(x)w_n^1\eta_1\,dx\to 0.
\end{gather}
Noting $p_nw_n^2, q_nw_n^1$ are bounded in $L^2(\Omega)$, we may
assume $p_nw_n^2\rightharpoonup \xi(x), q_nw_n^1\rightharpoonup
\zeta (x)$ in $L^2(\Omega)$ and $p_nw_n^2\to \xi(x)$, $q_nw_n^1\to
\zeta (x)$ a.e. in $\Omega$. We deduce from the fact $w_n^2\to w^2$,
$w_n^1\to w^1$, $p_n\to \varphi$ and $q_n\to \psi$ a.e. in $\Omega$
that $\xi=\varphi w^2=lw^2$ and $\zeta=\psi w^1=mw^1$. Let $n\to
\infty$ in \eqref{2.12} and \eqref{2.13} we see that $(w^1,w^2)$
solves \eqref{2.7}.

Let  $\tilde{w}^2=\sqrt{\frac lm}w^2$, then $(w^1,\tilde{w}^2)$
solves
\begin{equation}\label{2.14}
  \begin{gathered}
-\Delta w^1=\lambda w^1+\sqrt{ml}w^2  \quad\text{in }\Omega, \\
-\Delta \tilde w^2=\lambda \tilde w^2+\sqrt{ml}w^1 \quad\text{in }\Omega, \\
w^1=\tilde w^2=0, \quad\text{on }\partial\Omega,\\
\end{gathered}
\end{equation}
which implies
\begin{equation}\label{2.15}
  \begin{gathered}
-\Delta (w^1+\tilde w^2)=(\lambda +\sqrt{ml})(w^1+\tilde w^2)
 \quad\text{in }\Omega, \\
w^1+\tilde w^2=0 \quad\text{on }\partial\Omega.
\end{gathered}
\end{equation}
If $w^1+\tilde w^2\neq 0 $, this contradicts to (A3). If
$w^1+\tilde w^2=0$, then
\begin{equation}\label{2.16}
  \begin{gathered}
-\Delta w^1=(\lambda -\sqrt{ml})w^1  \quad\text{in }\Omega, \\
w^1=0 \quad\text{on }\partial\Omega.
\end{gathered}
\end{equation}
This again contradicts to (A3).

For case (ii),  we derive from \eqref{2.12} that
$ \int_{\Omega} p_n(x)w_n^2\eta_2\,dx\to 0$ and then $w^1$ solves
\begin{equation}\label{2.17}
\begin{gathered}
-\Delta w^1=\lambda w^1 \quad\text{in }\Omega, \\
w^1=0 \quad\text{on }\partial\Omega,
\end{gathered}
\end{equation}
which is a contradiction to the assumption that
$\lambda_{k_0}<\lambda<\lambda_{k_0+1}$. Similarly, we may rule out
case (iii). The proof is complete.
\end{proof}

Next, we show that $J_\lambda$ has the linking structure. Denote
$z_0=(u_0,u_0)$, where $u_0$ is given by assumption $(A_4)$, then
$\|z_0\|^2=1$. Let $[0,s_1 z_0]=\{sz_0: 0\leq s\leq s_1\}$,
$M_R=\{z=z^-+\rho z_0: \|z\|\leq R, \rho\geq 0\}$, $\tilde
H=\mathop{\rm span}\{z_0\}\oplus E_-$, $S=\partial B_\rho\cap E_+$.

\begin{lemma}\label{lem2.2}
There exist constants $\alpha>0$ and $\rho>0$, such that
$J_\lambda(u,v)\geq \alpha $ for $(u,v)\in S$.
\end{lemma}

\begin{proof}
By (A1) and (A2), for any $\varepsilon>0$ there is $C_\varepsilon>0$ such that
$$
|F(x,t)|\leq \varepsilon |t|^2+C_\varepsilon |t|^p,\quad
|G(x,t)|\leq \varepsilon |t|^2+C_\varepsilon |t|^p
$$
for some $2<p<\frac{2N}{N-2}$.
It implies that for $(u,v)\in S$,
\begin{equation}\label{2.18}
J_\lambda(u,v)\geq (\frac
12-\varepsilon)\|z^+\|^2-C_\varepsilon\|z^+\|^{p}.
\end{equation}
The assertion follows.
\end{proof}

\begin{lemma}\label{lem2.3}
There exists $R>\rho$ such that $J_\lambda (u,v)\leq 0$ for
$(u,v)\in
\partial M_R$.
\end{lemma}

\begin{proof}
For $z\in \partial M_R$, we write $z=z^-+r z_0$ with $\|z\|=R$, $r>0$
or $\|z\|<R$ and $r=0$. If $r=0$, we have $z=z^-$ and
\begin{equation}\label{2.19}
J_\lambda(u,v)=-\frac 12 \|z^-\|^2-\int_{\Omega} [F(x,v)+G(x,u)]\,dx\leq 0
\end{equation}
since $F(x,t),G(x,t)\geq 0$.

Suppose now that $r>0$. We argue by contradiction. Suppose the
assertion is not true, we would have a sequence $\{z_n\}\in \partial
M_R,z_n=\rho_nz_0+z_n^-,\rho_n>0,\|z_n\|=n$ such that
$J_\lambda(z_n)>0$. We write
$z_n=(u_n,v_n)=(\rho_nu_0+\phi_n,\rho_nu_0+\psi_n)$, then
\begin{equation}\label{2.20}
J_\lambda(z_n)=\frac 12 \rho_n^2-\frac 12\|z_n^-\|^2-\int_{\Omega}
F(x,v_n)+G(x,u_n)\,dx>0,
\end{equation}
that is
\begin{equation}\label{2.21}
\frac {J_\lambda(z_n)}{\|z_n\|^2}=\frac 12 (\frac
{\rho_n^2}{\|z_n\|^2}-\frac {\|z_n^-\|^2}{\|z_n\|^2})-\int_{\Omega} \frac
{F(x,v_n)+G(x,u_n)}{\|z_n\|^2}\,dx>0.
\end{equation}
Since $F,G\geq 0$, then we have $\rho_n\geq \|z_n^-\|$. The fact
$\frac{\rho_n^2+\|z_n^-\|^2}{\|z_n\|^2}=1$ implies $\frac 12\leq
\frac{\rho_n^2}{\|z_n\|^2}\leq 1$. Assume
$\frac{\rho_n^2}{\|z_n\|^2}\to \rho_0^2>0$, hence $\rho_n\to
+\infty$. We may also assume $\frac {\phi_n}{\|z_n\|}\rightharpoonup
\xi_1,\frac {\psi_n}{\|z_n\|}\rightharpoonup \xi_2$ in $H$ and
$\frac {\phi_n}{\|z_n\|}\to \xi_1,\frac {\psi_n}{\|z_n\|}\to \xi_2$
a.e. in $\Omega$. If $x\in \Omega$ such that $\rho_0
u_0(x)+\xi_1(x)\neq 0$, then
$u_n(x)=\rho_nu_0(x)+\phi_n(x)\to\infty$. Similarly, if $x\in
\Omega$ such that $\rho_0 u_0(x)+\xi_2(x)\neq 0$, we have
$v_n(x)=\rho_nu_0(x)+\psi_n(x)\to\infty$. It follows from
(\ref{2.21}) that
\begin{equation}\label{2.22}
\begin{split}
0&<\frac 12 \frac {\rho_n^2}{\|z_n\|^2}-\frac 12 \frac
{\|z_n^-\|^2}{\|z_n\|^2}-\int_{\Omega} [\frac {F(x,v_n)}{v_n^2}(\frac
{v_n}{\|z_n\|})^2+\frac {G(x,u_n)}{u_n^2}(\frac
{u_n}{\|z_n\|})^2]\,dx\\
&\leq \frac 12 \frac {\rho_n^2}{\|z_n\|^2}
 -\frac 12 \frac {\|z_n^-\|^2}{\|z_n\|^2}
 -\int_{\{\rho_0 u_0+\xi_2\neq 0\}} \frac
 {F(x,v_n)}{v_n^2}(\frac {v_n}{\|z_n\|})^2\,dx \\
&\quad +\int_{\{\rho_0 u_0+\xi_1\neq 0\}}\frac {G(x,u_n)}{u_n^2}
(\frac {u_n}{\|z_n\|})^2\,dx
\end{split}
\end{equation}
Let $z=\rho_0 z_0+\xi^-$ with $\xi^-=(\xi_1,\xi_2)$ and take limit
in \eqref{2.22}, we get
\begin{equation}\label{2.23}
\begin{split}
&\frac 12 (\rho_0^2\|z_0\|^2-\|\xi^-\|^2)-\frac l2 \int_{\{\rho_0
u_0+\xi_2\neq 0\}}(\rho_0 u_0+\xi_2)^2\,dx\\
&-\frac m2 \int_{\{\rho_0 u_0+\xi_1\neq 0\}}(\rho_0 u_0+\xi_1)^2\,dx\geq 0.
\end{split}
\end{equation}
There are two cases: either $\xi^-=(\xi_1,\xi_2)\in E_{12}$, that
is, $\xi_1=-\xi_2\in H^1$ or $\xi^-=(\xi_1,\xi_2)\in E_{21}$, that
is, $\xi_1=\xi_2\in H^2$. In both cases we have $\int_{\Omega}
(u_0\xi_1+u_0\xi_2)\,dx=0$. By (\ref{2.23}), we obtain
\begin{equation}\label{2.24}
\begin{split}
 0&\leq \frac 12 (\rho_0^2\|z_0\|^2-\|\xi^-\|^2)-\min (l,m)\int_{\Omega}
(\rho_0^2u_0^2+\xi_1^2)\,dx\\
&\leq \rho_0^2(\int_{\Omega} |\nabla
u_0|^2-\lambda u_0^2\,dx-\min(l,m)\int_{\Omega} u_0^2\,dx)-\frac
12\|\xi^-\|^2-\min(l,m)\int_{\Omega} \xi_1^2\,dx\\
&<0,
\end{split}
\end{equation}
a contradiction.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm1.1}]
 Let $L(u,v)=(v,u)$, we may
check that $L$ is a bounded selfadjoint operator on $H\times H$ and
that $E_{11},E_{12},E_{21}.E_{22}$ are invariant subspace of $L$, so
both $E_+$ and $E_-$ are invariant subspace of $L$. (I1) of Lemma
\ref{lem1.2} then holds. (I2) follows from the Sobolev compact
imbeddings; (i) and (ii) in (I3) are consequences of Lemma
\ref{lem2.2} and Lemma \ref{lem2.3}. The proof of (iii) in (I3) can
be found in \cite{br} and \cite{R}. The proof of Theorem
\ref{thm1.1} is complete.
\end{proof}

\section{Superlinear case}

Let $\phi_1,\phi_2,\phi_3,\dots $ be the eigenfunctions of $-\Delta$
in $\Omega$ with Dirichlet boundary condition, which consist of the
orthogonal basis of $L^2(\Omega)$. We assume that the eigenfunctions
are normalized in $L^2(\Omega)$; i.e, $\int_\Omega
\phi_i\phi_j\,dx=\delta_{ij}$. Thus,
$$
L^2(\Omega)=\big\{u=\sum_{k=1}^\infty \xi_k \phi_k:\sum_{k=1}^\infty
\xi_k^2<\infty\big\},
$$
and
$$
(u,v)_{L^2}=\sum_{k=1}^\infty \xi_k\eta_k,
$$
with $u=\sum_{k=1}^\infty \xi_k \phi_k$,
$v=\sum_{k=1}^\infty \eta_k \phi_k$. For $u\in L^2(\Omega)$, we define
operator $(-\Delta)^{r/2}$ by
$$
(-\Delta)^{r/2}u=\sum_{k=1}^\infty \lambda_k^{r/2} \xi_k
\phi_k
$$
with domain
$$
D((-\Delta)^{r/2})=\Theta^r(\Omega)=\big\{\sum_{k=1}^\infty \xi_k
\phi_k:\sum_{k=1}^\infty \lambda_k^r\xi_k^2<\infty\big\}
$$
for $r\geq 0$. It is proved in \cite{LM} that
$\Theta^r(\Omega)=H_0^r(\Omega)=H^r(\Omega)$ if $0<r<\frac 12$,
$\Theta^{1/2}(\Omega)=H_{00}^{1/2}(\Omega)$,
$\Theta^r(\Omega)=H_0^r(\Omega)$ if $\frac 12<r\leq 1$, and
$\Theta^r(\Omega)=H^r(\Omega)\cap H_0^1(\Omega)$ if $1<r\leq 2$.
For $r\geq 0$, $\Theta^r(\Omega)$ is a Hilbert space with inner product
$$
(u,v)_{\Theta^r(\Omega)}=(u,v)_{L^2}+((-\Delta)^{r/2}u,(-\Delta)^{r/2}v)_{L^2}.
$$
Let
$$
E^r(\Omega)=\Theta^r(\Omega)\times \Theta^{2-r}(\Omega),\quad 0<r<2,
$$
we choose $r>0$ such that $2<p+1\leq \frac {2N}{N-2r}$ and
$2<q+1\leq \frac {2N}{N+2r-4}$. By the Sobolev embedding, the
inclusion $E^r(\Omega)\hookrightarrow L^{p+1}(\Omega)\times
L^{q+1}(\Omega)$ is compact.

The quadratic form $Q_\lambda(u,v)=\int_\Omega (\nabla u\nabla
v-\lambda uv)\,dx$ can be extended to $E^r(\Omega)$ since
$$
\int_\Omega \nabla u\nabla v\,dx=\sum_{k=1}^\infty \lambda_k\xi_k
\eta_k=\sum_{k=1}^\infty \lambda_k^{\frac r 2}\xi_k
\lambda_k^{1-\frac r 2}\eta_k,
$$
it implies
$$
|\int_\Omega \nabla u\nabla v\,dx|\leq \{\sum_{k=1}^\infty
\lambda_k^r\xi_k^2\}^{1/2}\{\sum_{k=1}^\infty
\lambda_k^{2-r}\eta_k^2\}^{1/2}=\|u\|_{\Theta^r}\|v\|_{\Theta^{2-r}}.
$$
A direct calculation shows that for $z\in E^r(\Omega)$,
$$
Q_\lambda(z)=\frac 12 (Lz,z)_{E^r},
$$
where
\begin{equation}\label{3.1}
L=\begin{pmatrix}
  0 & (-\Delta)^{1-r}-\lambda (-\Delta)^{-r} \\
(-\Delta)^{r-1}-\lambda (-\Delta)^{r-2}      &  0
\end{pmatrix},
\end{equation}
which is a bounded and self-adjoint operator in $E^r(\Omega)$. In order
to determine the spectrum of $L$, we note that $E^r(\Omega)$ is the
direct sum of the spaces $E_k,k=1,2,\dots $, where $E_k$ is the
two-dimensional subspace of $E^r(\Omega)$, spanned by $(\phi_k,0)$ and
$(0,\phi_k)$. An orthonormal basis of $E_k$ is given by
$$
\big\{\frac 1 {\sqrt 2}(\lambda_k^{-\frac r2}\phi_k,0),\frac 1 {\sqrt
2}(0,\lambda_k^{\frac r2-1}\phi_k)\big\}.
$$
Every $E_k$ is invariant under $L$, and  the restriction of $L$ on
$E_k$ is given by the matrix
$$
L^k=\begin{pmatrix}
  0 & \lambda_k^{1-r}-\lambda \lambda_k^{-r} \\
\lambda_k^{r-1}-\lambda \lambda_k^{r-2}      &   0
\end{pmatrix}.
$$
The eigenvalue of $L^k$ is
$\mu_k^{\pm}=\pm(1-\lambda\lambda_k^{-1})$. Therefore, $\mu_k^+<0$
 and $\mu_k^->0$ if $k=1,\dots ,k_0$; while $\mu_k^+>0$ and
$\mu_k^-<0$ if $k=k_0+1,\dots $.
 Furthermore,
$$
\mu_k^\pm\to \pm1\quad\text{as } k\to \infty.
$$
Let $H^+(H^-)$ be the subspace spanned by eigenvectors corresponding
to positive (negative) eigenvalues of $L_k$, then
$$
E^r(\Omega)=H^+\oplus H^-.
$$
Both $H^+$ and $H^-$ are infinite dimensional. Now we introduce an
equivalent norm $\|\cdot\|_*$ on $E^r(\Omega)$ by
$$
\frac 12\|z\|^2_*=(L{z^+},{z^+})-(L{z^-},{z^-}),
$$
where $z^\pm\in H^\pm$. Then the functional corresponding to
\eqref{1.1} is
$$
I(z)=\frac 12 (Lz,z)_{E^r(\Omega)}-\Gamma(z)
$$
for $z=(u,v)\in E^r(\Omega)$, where
$$
\Gamma (z)=\int_\Omega F(x,v)\,dx+\int_\Omega G(x,u)\,dx.
$$

\begin{lemma} \label{lem3.1}
The functional $I$ satisfies the (PS) condition.
\end{lemma}

\begin{proof}
Let $\{z_n\}$ be a (PS) sequence of $I$ in $E^r(\Omega)$, we need
only to show that $\{z_n\}$ is bounded. Since
\begin{equation}\label{3.2}
\begin{split}
M+\varepsilon\|z_n\|
&\geq I(z_n)-\frac 12 \langle I'(z_n),z _n\rangle\\
&\geq (\frac 12-\frac 1\gamma)(\int_\Omega |u_n||g(x,u_n)|\,dx+\int_\Omega|v_n||f(x,v_n)|\,dx)-C,\\
\end{split}
\end{equation}
we have
\begin{equation}\label{3.3}
\int_\Omega |u_n||g(x,u_n)|\,dx+\int_\Omega |v_n||f(x,v_n)|\,dx\leq C+\varepsilon
\|z_n\|.
\end{equation}
We write $z_n^\pm=(u_n^\pm,v_n^\pm)$, then
\begin{equation}\label{3.4}
\begin{split}
\|z_n^\pm\|^2-\varepsilon \|z_n^\pm\|
&\leq |\langle Lz_n,z_n^\pm \rangle-I'(z_n)z^\pm|\\
&=|\langle \Gamma'(z_n),z_n^\pm\rangle|\\
&=|\int_\Omega g(x,u_n)u_n^\pm\,dx+\int_\Omega f(x,v_n)v_n^\pm\,dx|\\
&\leq \{\int_\Omega |g(x,u_n)|^\frac {p+1}p\}^{\frac
p{p+1}}\|u_n^\pm\|_{L^{p+1}}+\{\int_\Omega |f(x,v_n)|^\frac
{q+1}q\}^{\frac q{q+1}}\|v_n^\pm\|_{L^{q+1}}\\
&\leq C\{1+\{\int_\Omega |g(x,u_n)||u_n|\}^{\frac p {p+1}}+\{\int_\Omega
|f(x,v_n)||v_n|\}^{\frac q {q+1}}\}\|z_n^\pm\|_{E^r}
\end{split}
\end{equation}
Dividing (\ref{3.3}) by $\|z_n^\pm\|_{E^r}$, we obtain
\begin{equation}\label{3.5}
\|z_n^\pm\|_{E^r}\leq C\{1+\{\int_\Omega |g(x,u_n)||u_n|\}^{\frac p
{p+1}}+\{\int_\Omega |f(x,v_n)||v_n|\}^{\frac q {q+1}}\}.
\end{equation}
It follows from (\ref{3.3}) and (\ref{3.5}) that
\begin{equation}\label{3.6}
\|z_n^\pm\|_{E^r}\leq C\{1+\{C+\varepsilon \|z_n\|_{E^r}\}^{\frac p
{p+1}}+\{C+\varepsilon \|z_n^\pm\|_{E^r}\}^{\frac q {q+1}}\},
\end{equation}
which implies that $\|z_n\|_{E^r}$ is bounded. The proof is
complete.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm1.3}]
The proof will be completed by verifying the conditions in
 Lemma \ref{lem1.2}. We denote $E^1=H^+$
and $E^2=H^-$, $b(z)=\Gamma(z)$ and $L$ is defined by (\ref{3.1}).
Apparently, (I1) and (I2) of Lemma \ref{lem1.2} hold. Now, we verify
(I3).

For $\rho>0$,  let $s_1>\rho$ and $s_2$ be positive constants to be
specified later. Let $e^\pm$ be the eigenvectors corresponding to
the positive eigenvalue and negative eigenvalue of $L^1$
respectively and set $[0,s_1e^+]=\{se^+:0\leq s\leq s_1\}$,
$Q=[0,s_1e^+]\oplus (\bar B_{s_2}\cap H^-)$, $\tilde H=\mathop{\rm
span}\{e^+\}\oplus H^-$, $S=\partial B_\rho\cap H^+$.

By assumption (B3), for any $\varepsilon>0$ there exists
$C_\varepsilon>0$ such that
$$
G(x,u)\leq \varepsilon u^2+C(\varepsilon)|u|^{p+1}, f(x,v)\leq \varepsilon
v^2+C(\varepsilon)|v|^{q+1},\forall u,v\in \mathbb{R},
$$
which implies
$$
I(z^+)\geq (\frac
12-\varepsilon)\|z^+\|^2-C(\varepsilon)\|z^+\|^{p+1}-C(\varepsilon)\|z^+\|^{q+1}
$$
for $z^+\in E^+$. Thus, we may fix $\rho>0$ and $\alpha>0$ such that
$I(z)\geq \alpha$ on $S$. This proves (i) of (I3) in Lemma
\ref{lem1.2}.

Next we show that for suitable choices of $s_1$ and $s_2$, $I(z)\leq
0$ on $\partial Q$. Note that the boundary of $Q$ in $\tilde H$
consists of three parts, i.e, $\partial Q=\ \{Q\cap \{s=0\}\}\cup
\{Q\cap \{s=s_1\}\}\cup \{[0,s_1e^+]\oplus (\partial B_{s_2}\cap
H^-)\}$. It is obvious that $I(z)\leq 0$ on $Q\cap \{s=0\}$ since
$I(z)\leq 0$ for $(u,v)\leq H^-$ and $\Gamma(z)$ is nonnegative. For
the remaining parts of $\partial Q$, we write $z=z^-+s e^+\in \tilde
H$, then
\begin{equation}\label{3.7}
I(z)=\frac 12 s^2-\frac 12 \|z^-\|^2-\Gamma(z^-+s e^+).
\end{equation}
We may show as in  \cite{hv} that
\begin{equation}\label{3.8}
\Gamma(z^-+s e^+)\geq Cs^\beta-C_1,
\end{equation}
where $\beta=\min\{p+1,q+1\}$. Therefore,
\begin{equation}\label{3.9}
I(z^-+s e^+)\leq \frac 12 s^2-Cs^\beta+C_1-\frac 12 \|z^-\|^2.
\end{equation}
Choose $s_1$ sufficient large such that
$$
\psi(s)=\frac 12s^2-Cs^\beta +C_1\leq 0\  \forall s\geq s_1,
$$
and then choose $s_2$ large such that $s_2^2>2\max_{s\geq
0}\psi(s)$, then we get $I(z)\leq 0$ on $\partial Q$. This proves
(ii) of (I3) in Lemma \ref{lem1.2}. Since $S$ and $\partial Q$ are
link. The proof is complete.
\end{proof}


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\end{document}
