\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2012 (2012), No. 60, pp. 1--19.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2012 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2012/60\hfil short-title??]
{Harnack inequalities, a priori estimates, and sufficient statistics
 for nonlinear elliptic systems in quantum mechanics}

\author[C. C. Aranda\hfil EJDE-2012/60\hfilneg]
{Carlos C. Aranda}

\address{Carlos Cesar Aranda \newline
 Blue Angel Navire research laboratory\\
 Rue Eddy 113 Gatineau, QC, Canada}
\email{carloscesar.aranda@gmail.com}

\thanks{Submitted  August 10, 211. Published April 12, 2012.}
\subjclass[2000]{35A20, 35B05, 35B40}
\keywords{A priori bounds; integral relation method; quantum mechanics; 
\hfill\break\indent celestial mechanics}

\begin{abstract}
 In this article, we consider systems of nonlinear elliptic problems and
 their relations with minimal sufficient statistics, which is a fundamental
 tool in classics statistics. This allows us to introduce new experimental
 tools in quantum  physics.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{definition}[theorem]{Definition}
\allowdisplaybreaks


\section{The Hamiltonian operator and the Schr\"{o}dinger equation}

In \cite{ll} it is stated that
 ``The wave function $\Psi$ completely determines the states of a physical system
in quantum mechanics''. Thus we let $q$ represent the coordinates of a particle
and $|\Psi|^{2}dq$ the
probability that a measurement performed on the system will find
the values of the coordinates to be in the element $dq$ of the space.
The Hamilton equation is
\begin{equation}\label{hamilton}
\imath\hbar\frac{d\Psi}{dt}=\hat{H}\Psi,
\end{equation}
where $\hat{H}$ is the linear operator given by
\begin{equation}\label{rocket}
\hat{H}=-\frac{1}{2}\hbar^{2}\sum_a\frac{\Delta_a}{m_a}+U(r_1,r_2,\dots),
\end{equation}
where $a$ is the number of the particle, $\Delta_a$ is the Laplacian operator
in which the differentiation is with respect to the coordinate of
the $a$th particle and $U(r_1,r_2,\dots )$ is the potential energy of the
interaction in function only of the coordinates of the particle.
The eigenvalue equation for one particle
\[
\hat{H}\psi=E\psi,
\]
represents the eigenvalue $E$ energy and $\psi$ represents the stationary waves.
The stationary wave corresponding to the smallest energy is called the normal
or ground state of the system. Finally an arbitrary wave function has a
expansion given by
\[
\Psi=\sum_n a_ne^{-\frac{\imath}{\hbar}E_nt}\psi_n(q).
\]

\section{A review on statistics}

In this section, we recall some basics on mathematical statistics.
Our main goal is to join theories that usually are studied in a no related approach.

\begin{definition} \rm
The characteristic $S_1$ is subordinate to $S_2$ if $S_1$ is a measurable function
of $S_2:S_1=\varphi(S_2)$. In the
$\sigma$-algebra representation the statistic $S_1$ is subordinate to $S_2$
if $\sigma(S_1)\subseteq\sigma(S_2)$,  where
$\sigma(S)$ is the $\sigma$-algebra generated by the measurable function
$S:(\Omega,\sigma,P_\theta)\to\mathbb{R}$.
We assume that there exists a measure $P$ such that  $\frac{dP_\theta}{dP}$
the Radon Nykodim derivative is well defined for all
$\theta$ in the parameter space $\Theta$.
\end{definition}

\begin{definition} \rm
If $S_1$ is subordinate to $S_2$ and $S_2$ is subordinate to $S_1$, we denominate
this statistics equivalents.
\end{definition}

\begin{definition}[Fisher \cite{f}, Neyman \cite{n} and Zacks \cite{z}]
The statistic $S$ is sufficient if for any measurable function
$T:(\Omega,\sigma)\to\mathbb{R}$, the conditional
distribution $P_\theta(T\in B|\sigma(S))$ is independent of $\theta$.
\end{definition}

\begin{definition} \rm
The sufficient statistic $S_0$ is a minimal statistic if it is subordinate
to any $S$ sufficient statistic.
\end{definition}

\begin{theorem}[Lehmann-Scheffe \cite{ls}]\label{LehmannScheffe}
The $\sigma$-algebra
$\mathbb{U}=\sigma(r(x,\theta)\equiv\frac{f_\theta}{f_P}(x)
=\frac{dP_\theta}{dP}(x),\mbox{ }\theta\in\Theta)$ is a
minimal sufficient $\sigma$-algebra.
\end{theorem}

\begin{remark}\label{construccionS} \rm
If we define $S(x)$ such that $S(x)=S(x_0)$ if and only if the relation
$h(x,x_0)=\frac{f_\theta(x)}{f_\theta(x_0)}$
no depend on $\theta$. Then $S$ is a sufficient minimal statistic.
\end{remark}

\begin{theorem}\label{BlackwellRao}(Blackwell \cite{b}, Rao \cite{r}) If we assume $E_\theta(T)=\int T(x)f_\theta (x)dP=\theta,$ $\theta\in\Theta$. Then
\[
\int (E(T|S)(x)-\theta)^{2}f_\theta(x)dP\leq\int (T(x)-\theta)^{2}f_\theta(x)dP,
\]
for all $\theta\in\Theta$.
\end{theorem}

\section{A priori estimates}

This section is concerned with the study of  a priori
estimates for  the equation
\begin{equation}\label{gossez}
    -\Delta u=f(x,u,\nabla u), \ u(x)\geq 0, \
    x\in\Omega\subset\mathbb{R}^N,
\end{equation}
and the fully coupled systems
\begin{gather*}
-\Delta u = f_1(x,u,v),  \\
-\Delta v  = f_2(x,u,v),  \\
u(x),v(x)\geq 0, \quad x \in \Omega\subset\mathbb{R}^N, 	
\end{gather*}
where $\Omega$ is a open set in $\mathbb{R}^N$,
$N>2$.  A priori estimate means: we obtain bounds
independent of any given solution and any given boundary
condition. This is central because in  Schr\"{o}dinger equations we have no
boundary and therefore for a statistical analysis we need this class of a priori estimates.
Another central topic in this article is the derivation of
weakly coupled Harnack inequalities for  fully coupled systems.
In \cite{ll} it is stated that
\begin{quote}
 If the integral $|\Psi|^{2}$ converges, then by choosing an appropriate
constant coefficient the function $\psi$ can always be, as we say, normalized.
However, we shall see later that the integral of $|\Psi|^{2}$ may diverge,
 and then $\psi$ cannot be normalized by the condition\dots In such cases
$|\Psi|^{2}$ does not, of course, determine the absolute values of the probability
of the coordinates, but the ratio of the values of $|\Psi|^{2}$ at two different
points of configuration space determines the relative probability of the
corresponding values of the coordinates.
\end{quote}
Existence of  a priori estimates for the equation
\eqref{gossez} is a question with few known results, moreover it
seems there are not previous results for systems. In \cite{g-s}
the authors obtain a priori estimates for \eqref{gossez} with $f(x,u,\nabla u)=u^r$,
in the neighborhood of an isolated singularity.  In \cite{d} we have the same result:

\begin{theorem}[Dancer \cite{d}]
Assume $N>2$ and $1<r<\frac{N+2}{N-2}$. Let $u$ be a non-negative solution of the equation
\[
    -\Delta u= u^r,
\]
in a domain $\Omega\not\equiv\mathbb{R}^N$. Then for every $x\in\Omega$ we have
\[
    u(x)\leq
    C(N,p)[\operatorname{dist}(x,\partial\Omega)]^{-2/(r-1)}.
\]
In particular, $u$ is bounded on any compact subset $\Omega'$ of $\Omega$,
the bound being independent of the solution.
 The range $1<r<\frac{N+2}{N-2}$ and the exponent are both optimal.
\end{theorem}

Now, we recall two results.

\begin{theorem}[Ladyzhenskaya and Ural'tseva \cite{l-u}]\label{rosas}
Suppose that $u(x)$ is a generalized solution in $W^{1,2}(\Omega)$ of the equation
\[
\frac{\partial}{\partial
x_i}(a_{ij}u_{x_j}+a_iu)+b_iu_{x_i}+au=f+\frac{\partial
f_i}{\partial x_{i}},
\]
 with the conditions
\begin{gather*}
\nu\sum_{i=1}^N\xi_i^2\leq a_{ij}\xi_i\xi_j\leq\mu\sum_{i=1}^N\xi_i^2, \quad \nu>0, \\
\|\sum_{i=1}^Na_i^2, \quad \sum_{i=1}^Nb_i^2, \quad
 a \|_{L^{\frac{q}{2}}(\Omega)}\leq \mu, \quad q>N.
\end{gather*}
Then, for an arbitrary $\Omega'\subset\Omega$, the quantity
$\operatorname{ess,max} _{\Omega'}| u|$ is finite and bounded from above
by a constant depending only on $\nu,  \mu,  q, \| u\|_{L^2(\Omega)}$ and the distance
from $\Omega'$ to $\partial\Omega$.
\end{theorem}

\begin{remark} \rm
The conditions in Theorem \ref{rosas} are necessary and
sufficient for uniqueness ``in the small'', and more important in
our context, to have bounded solutions \cite{l-u}.
\end{remark}

\begin{lemma}[Bidaut Veron and Pohozaev \cite{b-p}]\label{lem1}
If $u$ is a non-negative weak solution of
\begin{equation}
-\Delta u\geq C_1u^r \quad\text{in }\Omega ,
\end{equation}
where $\Omega$ is an open set in $\mathbb{R}^N$. Then
\begin{equation}\label{jane}
\int_{B_R}u^\gamma dx \leq C(r,\gamma, N,C_1)R^{N-\frac{2\gamma}{r-1}},
\end{equation}
where $B_{2R}\subset\Omega$ is a ball of radius $2R$ and $r-1<\gamma<r$.
\end{lemma}

A careful examination of Theorem \ref{rosas} and Lemma \ref{lem1}
suggest that it is possible to obtain a priori estimates for a class of nonlinear
elliptic problems with convection terms and optimal perturbations.
Our first result is as follows.

\begin{theorem}\label{grande}
If $u$ is a non-negative $W^{1,2}(\Omega)$ solution of the equation
\begin{equation}\label{ideal}
-\Delta u=du+f(u)+G(\nabla u)+g \quad\text{in }\Omega\subset\mathbb{R}^N,
\end{equation}
where
\begin{itemize}
\item[(i)] $d,g\in L^{\frac{q}{2}}(\Omega)$, $q>N$, $d\geq 0$ and $g\geq 0$.
\item[(ii)] $0\leq G(\nabla  u)\leq \mathcal{C}|\nabla u|+\mathcal{C}_0$.
\item[(iii)] $C_1u^r\leq f(u)\leq C_2u^r$, $ 1<r<\frac{N}{N-2}=2_*-1$.
\end{itemize}
Then for any ball $B_{3R}(y)\subset\Omega$,
\begin{gather}
\sup_{B_R(y)}\{u+1\}\leq H_1(R),\label{pcc1} \\
\int_{B_R(y)}|\nabla u|^2dx\leq H_2(R),\label{pcc2}
\end{gather}
where $lim_{R\searrow 0}H_i(R)=\infty$, for $i=1,2$ and the dependence is given by
\begin{gather*}
H_1(R)=H_1(R,\| d, g \|_{L^{q/2}_{\rm loc}(\Omega)},\mathcal{C},\mathcal{C}_0,C_1,C_2),
\\
H_2(R)=H_2(R,\operatorname{dist}(B_R(y),\partial\Omega),\| d, g
\|_{L^{q/2}_{\rm loc}(\Omega)},\mathcal{C},\mathcal{C}_0,C_1,C_2).
\end{gather*}
\end{theorem}

\begin{remark} \rm
In \cite[Lemma 2.4]{s-z} is stated that:
if $-\Delta u\geq u^r$ in $\Omega$ where $u\geq 0$ and $r>1$, then
$\int_{B_R}|\nabla u|^\mu dx\leq C $ for all
 $\mu\in (0, \frac{2r}{r+1})$. This result does not cover our estimate \eqref{pcc2}.
Moreover  in \cite{s-z}, there are not  optimal condition like
$d,g\in L^{q/2}(\Omega)$ on the perturbation.
\end{remark}

\begin{remark} \rm
Matukuma \cite{ma} proposed  the equation
\begin{equation}\label{matukuma}
-\Delta u =\frac{u^r}{1+| x|^2}\quad\text{in }\mathbb{R}^3
\end{equation}
where $u­­$ is the gravity potential and
$\rho =(2\pi)^{-1} (1+| x|^2)^{-1}u^r$ is the density, to study the gravitational
potential $u$ of a globular cluster of
stars.  For the same problem H\'enon \cite{h} suggested
\begin{equation}\label{henon}
-\Delta u =| x|^lu^r\quad\text{in }\Omega\subset\mathbb{R}^3.
\end{equation}
Our work is well suited to establish  bounds for the gravitational
potential $u$, particularly in the presence of ``black holes'', that
means situations where  $u$ becomes singular, $\Omega $ is
punctured or if in \eqref{henon} we have $ l<0$. For example we
analyze equation \eqref{henon}:  if $0\in\Omega$, $1<sq<3$ and
$0<-l\frac{s}{s-1}\frac{q}{2}<1$ for $s>1$, $q>3$, using the
Young inequality $ab\leq
\frac{a^q}{q}+\frac{q-1}{q}b^{\frac{q}{q-1}}$, we deduce that the
problem \eqref{henon} has not ``black holes" solutions.
 Black holes solutions  means that the gravitational potential of the cluster behaves
like $\frac{1}{r} \ (r = | x|)$ near the center.
 In 1972 Peebles gives for the first time a derivation of the steady state
distribution of the star near a massive collapsed object, the same year Peebles
motivated the observer and theoretician with the title of his paper
``Black holes are where you find them"(\cite{Peebles1}-\cite{Peebles2}. The
question of the existence of black hole in a globular cluster is still
open (1995). Core collapse does occur, for instance using Hubble Space Telescope,
Bendinelli documented the first detection of a collapsed
cluster in M31 \cite{Bendinelli}
\begin{quote}
Tous ces corps devenus invisibles son  \`{a} le m\^{e}me place o\`{u} ils
on \'{e}t\'{e} observ\'{e}s, puisqu'ils n' en ont point chang\'{e},
durant leur apparation il existe donc dans
les spaces c\'{e}lestes, des corps obscurs  aussi
consid\'{e}rables et peut \^{e}tre en aussi grand nombre
que les etoiles. Un astre lumineux de meme densite que la terre, et
 dont le diametre serait deux cents cinquante fois plus grand que celui du soleil,
ne laisserant en vertu de son attraction parvenr aucun de ses rayons jusqu'\`{a} nous,
il es done possible que les plus grands corps lumineux de l'univers, soient par
cela m\^{e}me invisibles. Une \'{e}toile qui sans \^{e}tre de cette grandeur,
 surpaserait considerablement le soileil, affaiblirait sensiblemente la v\^{i}tesse
de la lumiere et augmenterait ainsi l'\'{e}tendue de la lumi\`{e}re.
\end{quote}
This quotation belongs to Pierre Simon de Laplace in Exposition du systeme du Monde 1796,
second volume p348.
\end{remark}

Harnack inequality for weak solutions is a classical property in the study of linear
elliptic equations \cite{ms}. For nonlinear elliptic equations, we have

\begin{theorem}[Schoen \cite{sch}]
For $N\geq 3$, let $B_{3R}$ be a ball of radius $3R$ in $\mathbb{R}^N$,
and let $u\in C^2(B_{3R})$ be a positive solution of
\[
-\Delta u =N(N-2)u^{\frac{N+2}{N-2}}.
\]
Then
\[
(\max_{B_R} u)(\min_{B_{2R}}u)\leq C(N)R^{2-N}.
\]
\end{theorem}

For the $p$-Laplacian operator, we have

\begin{definition}[Serrin and Zou \cite{s-z}]\label{sz}
We say that $f$ is subcritical if $N>p$ and there exists a number
$1<\alpha<p^*=\frac{Np}{N-p}$ such that
\[
f(u)\geq 0, \ (\alpha-1)f(u)-uf'(u)\geq 0, \mbox{ for } u\geq 0.
\]
\end{definition}

Note in particular that the function $f(u)=u^{r-1}$ is subcritical when $1<r<p^*$.
Let $\Omega\in\mathbb{R}^N$ and assume $N>p$.
 Let $u$ be a non-negative weak solution of the two-sided
differential inequality
\begin{equation}\label{topol}
u^{r-1}-u^{p-1}\leq -\Delta_pu\leq\Lambda(u^{r-1}+1), \ x\in\Omega,
\end{equation}
where $\Lambda >1$ and $p<r<p_*=\frac{p(N-1)}{N-p}$.
 Let $u$ be a solution of
\begin{equation}\label{topol2}
-\Delta_pu=f(u), \ u\geq 0, \ x\in\Omega.
\end{equation}
Suppose that $f$ is subcritical and that, for some $\Lambda>1$ and $r>p$,
it satisfies the power-like condition
\begin{equation}\label{topol3}
u^{r-1}\leq f(u)\leq\Lambda(u^{r-1}+1).
\end{equation}

\begin{theorem}[Serrin and Zou \cite{s-z}] \label{thmsz}
 Let $R$ and $x_0$ be such that $B_R\equiv B_R(x_0)\subset B_{2R}(x_0)\subset\Omega$,
and assume $N>p$. Then we have the following conclusions.

(a) Let u be a non-negative weak solution of the differential inequality \eqref{topol}.
Then for every $R_0>0$ there exists $C=C(N,p,r,\Lambda,R_0)>0$ such that
\begin{equation}\label{titan}
\sup_{ B_R} u\leq C \inf_{B_R} u ,
\end{equation}
provided $R\leq R_0$.
If the terms $u^{p-1}$ and $1$ are dropped in \eqref{topol}, then \eqref{titan} holds
 with $C=C(N, p, r, \Lambda)$
and with no further restriction on R.

(b) Let $u$ be a solution of \eqref{topol2}, where $f$ is subcritical.
 Suppose either $N=2$ and
$p>\frac{1}{4}( 1+\sqrt{17})$ , or $N\in[3, 2p)$, $p>\frac{3}{2}$.
Then \eqref{titan} holds with $C=C(N, p, \alpha)>0$.

(c) Let $u$ be a solution of \eqref{topol2}, where $f$ is subcritical,
and suppose that \eqref{topol3} is
satisfied for some $r>p$. Then \eqref{titan} holds with $C=C(N, p, r, \alpha, \Lambda)$.
\end{theorem}

The second statement of this work is as follows.

\begin{theorem}\label{grande2}
If $u$ is a non-negative $W^{1,2}(\Omega)$ solution of the equation
\begin{equation}
-\Delta u=du+f(u)+G(\nabla u)+g \quad\text{in }\Omega\subset\mathbb{R}^N,
\end{equation}
where:
\begin{itemize}
\item[(i)] $d,g\in L^{\frac{q}{2}}(\Omega)$, $q>N$ and $d,g\geq 0$.
\item[(ii)] $0\leq G(\nabla  u)\leq \mathcal{C}|\nabla u|+\mathcal{C}_0$.
\item[(iii)] $C_1u^r\leq f(u)\leq C_2u^r$, $ 1<r<\frac{N}{N-2}$.
\end{itemize}
Then for any ball $B_{3R}(y)\subset\Omega$
\[
\sup_{B_R(y)}\{u+1\}\leq C(R)\inf_{B_R(y)}\{u+1\},
\]
where the dependence is given by
\[
C(R)=C(R,\| d, g \|_{L^{q/2}_{\rm loc}(\Omega)},\mathcal{C},\mathcal{C}_0,C_1,C_2).
\]
\end{theorem}

The above theorem is valid for $f(u)\equiv 0$. This statement of
classical Harnack inequality is different from the usual ones
where $d\in L^\infty(\Omega)$ and generalizes the usual Harnack inequality
for homogeneous elliptic equations for the nonhomogeneous situation.
 The reader can see that in \cite{g-t}.  With the Moser  iteration technique developed in
this paper, we obtain a priori estimates for a class of fully coupled systems:

\begin{theorem}\label{sistema1}
If u,v are $W^{1,2}(\Omega)$ non-negative solutions of
\begin{gather}\label{sis1}
-\Delta u  = d_1u+ f_{1,1}(u)+f_{1,2}(v)+g_1 \quad\text{in }\Omega\subset\mathbb{R}^N,\\
 -\Delta  v  =  d_2v+f_{2,1}(u)+f_{2,2}(v)+g_2
\quad\text{in }\Omega\subset\mathbb{R}^N,\label{sis2},
\end{gather}
where:
\begin{itemize}
\item[(i)] $C_{1,i,j}u^{r}\leq f_{i,j}(u)\leq C_{2,i,j}u^r $ for all
$i,j=1,2$ and $1<r<\frac{N}{N-2}$.
\item[(ii)] $0\leq g_i,d_i\in L^{\frac{q}{2}}(\Omega)$, for all $i=1,2$ and $q> N$.
\end{itemize}
 Then for any ball $B_{3R}(y)\subset\Omega$,
\begin{equation}
\sup_{B_{R}(y)}\{u+v+1\}\leq H(R),
\end{equation}
where $\lim_{R\searrow 0} H(R)=\infty$ and the dependence is given by
\[
H(R)=H(R,\| d_i, g_i \|_{L^{q/2}_{\rm loc}(\Omega)},C_{1,i,j},C_{2,i,j}).
\]
\end{theorem}

From this last result, we infer the following result.

\begin{theorem}\label{quantumstatistic}
If $u_i$, $i=1,\dots,n$ are $W^{1,2}(\Omega)$ non-negative solutions of
\begin{equation} \label{qs1}
\begin{gathered}
-\Delta u_1  =  d_1u_1+ f_{1,1}(u_1)+f_{1,2}(u_2)+\dots+g_1
 \quad\text{in }\Omega\subset\mathbb{R}^N,\\
-\Delta  u_2  =  d_2u_2+f_{2,1}(u_1)+f_{2,2}(u_2)+\dots+g_2
 \quad\text{in }\Omega\subset\mathbb{R}^N,\\
\dots ,  \\
-\Delta  u_n  =  d_nu_2+f_{2,1}(u_1)+f_{2,2}(u_2)+\dots+g_n
 \quad\text{in }\Omega\subset\mathbb{R}^N,
\end{gathered}
\end{equation}
where:
\begin{itemize}
\item[(i)] $C_{1,i,j}u^{r}\leq f_{i,j}(u)\leq C_{2,i,j}u^r $ for all
$i,j=1,2\dots n$ and $1<r<\frac{N}{N-2}$.
\item[(ii)] $0\leq g_i,d_i\in L^{\frac{q}{2}}(\Omega)$, for all $i=1,2$ and $q> N$.
\end{itemize}
 Then for any ball $B_{3R}(y)\subset\Omega$
\[
\sup_{B_{R}(y)}\{1+\sum_{i=1}^{n}u_i\}\leq H(R),
\]
where $\lim_{R\searrow 0} H(R)=\infty$ and the dependence is given by
\[
H(R)=H(R,\| d_i, g_i \|_{L^{q/2}_{\rm loc}(\Omega)},C_{1,i,j},C_{2,i,j}).
\]
\end{theorem}

To our knowledge, for fully coupled elliptic systems, one of
the most representative results on Harnack inequality  is as follows.

\begin{theorem}[Busca and Sirakov \cite{b-s}]
Let us consider the problem
\begin{gather}
-\Delta u  =  f_1(u,v)\quad\text{in }\Omega, \label{ana}\\
-\Delta v  =  f_2(u,v)\quad\text{in }\Omega.\label{ana1}
\end{gather}
 Assume $f_1(u,v)$, $f_2(u,v)$ are
globally Lipschitz continuous functions, with Lipschitz constant
$A$, which satisfy the cooperativeness assumption:
\[
\frac{\partial f_1}{\partial v}\geq 0, \quad
\frac{\partial f_2}{\partial u}\geq 0.
\]
Let $(u,v)$ be a nonnegative solution of \eqref{ana}, \ref{ana1} in $\Omega$. We suppose
that the system is fully coupled, in the sense that
 $f_1(0, v) > 0$ for all $v > 0$, and
$f_2(u, 0) > 0$ for $u > 0$. Then for any compact subset $K$ of $\Omega$ there
exists a function $\Phi(t)$ (depending on $A,K$ and $\Omega$),
continuous on $[0,\infty)$, such that $\Phi(0) = 0$ and
\begin{equation}\label{sira}
\sup\max\{u,v\}\leq\Phi(\inf_{x\in K}\min\{u,v\}).
\end{equation}
 In particular, if any of $u, v$ vanishes at
one point in $\Omega$ then both $u$ and $v$ vanish identically in
$\Omega $
\end{theorem}

We call \eqref{sira} a fully coupled Harnack inequality because in that inequality
both $u$ and $v$ appear.
In this frame, we derive  weakly coupled Harnack inequalities,
where  global Lipschitz continuity is not
assumed. The authors are not aware of
a more advanced result in this direction.

\begin{theorem}\label{sistema2}
If $u,v\in W^{1,2}(\Omega)$ are non-negative
solutions of
\begin{gather}\label{sis3}
-\Delta u  =  d_1u+f_{1,1}(u)+f_{1,2}(v)+g_1 \quad\text{in }\Omega\subset\mathbb{R}^N,\\
-\Delta v  =  d_2v+f_{2,1}(u)+f_{2,2}(v)+g_2 \quad\text{in }\Omega\subset\mathbb{R}^N\label{sis4},
\end{gather}
with the same conditions as in Theorem \ref{sistema1}. Then for any
ball $B_{3R}(y)\subset\Omega$,
\begin{gather}\label{mo}
\sup_{B_R(y)}\{u+1\}\leq C_1(R)\inf_{B_R(y)}\{u+1\},\\
\sup_{B_R(y)}\{v+1\}\leq C_2(R)\inf_{B_R(y)}\{v+1\}\label{mol},
\end{gather}
where the dependence is given by
\begin{gather*}
C_1(R)=C_1(R,\| d_i, g_i \|_{L^{q/2}_{\rm loc}(\Omega)},C_{1,i,j},C_{2,i,j})
,\\
C_2(R)=C_2(R,\| d_i, g_i \|_{L^{q/2}_{\rm loc}(\Omega)},C_{1,i,j},C_{2,i,j}).
\end{gather*}
\end{theorem}

We call \eqref{mo}, \eqref{mol} a weakly coupled Harnack
inequalities because the coupling is located in $C_1(R)$ and
$C_2(R)$. This is a new phenomenon: the fully coupled equation
\eqref{sis3}, \ref{sis4} satisfies a weakly coupled Harnack
inequalities. A nice survey is \cite{ruf} for more details on elliptics systems,
critical hyperbola, hamiltonian elliptic systems etc.

 Using the integral relations method to the problem of local properties of
weak solutions (see \cite[Theorem 8.17 section 8.6]{g-t}), we have
the following result.

\begin{theorem}[Morrey \cite{m}, Stampacchia \cite{s}] \label{morrey}
If $u$ is a $W^{1,2}(\Omega)$ solution  of the problem
\begin{equation}\label{v}
-\Delta u+cu=g\quad\text{in }  \Omega ,
\end{equation}
where $c\in L^\infty(\Omega)$, $g\in L^{\frac{q}{2}}(\Omega)$ for some $q>N$.
Then we have, for any ball $B_{2R}(y)\subset\Omega$ and $p>1$:
\begin{equation}
    \sup_{B_R(y)}u\leq C(R^{-\frac{N}{p}}\| u^+\|_{L^p(B_{2R}(y))}
+R^{2-\frac{2N}{q}}\| g\|_{L^{\frac{q}{2}}(\Omega)}),
\end{equation}
where $C=C(N,\| c\|_{L^\infty(\Omega)}R,q,p)$.
\end{theorem}

Therefore, if we want to establish a priori estimates for the simplified problem
$-\Delta u=u^r+g$, $u\geq0$ in $\Omega$, this is equivalent to
\eqref{v} with $c=-u^{r-1}$, but we cannot apply directly Theorem
\ref{morrey} because it is not ensured  $u^{r-1}\in
L^\infty(\Omega)$. With this in mind, we prove the following theorem.

\begin{theorem}\label{godoy}
If $u$ is a non-negative $W^{1,2}(\Omega)$ solution of
\begin{equation}\label{u12}
-\Delta u=cu+g+G(|\nabla u|)\quad\text{in }\Omega,
\end{equation}
where $\Omega$ is a open set in $\mathbb{R}^N$,  $c$ and $g$ belongs
to $L^{\frac{q}{2}}(\Omega)$, $q>N$,
$| G(\nabla u)|\leq\mathcal{C}|\nabla u|+\mathcal{C}_0$.
Then, for any ball $B_{\frac{3R}{2}}(y)\subset\Omega$,
\begin{equation}\label{argentina}
\sup_{B_R(y)}\{u+1\}\leq \Big(\int_{B_{\frac{3R}{2}}(y)}| u+1|^pdx\Big)^{1/p}
CR^{-N/(2p)}(1+\frac{R}{2})^{N/(2p)},
\end{equation}
where
\begin{gather*}
C=C(p,N)\exp\sum_{s=0}^{\infty}\frac{\log\max\{C_s^{\frac{N}{q-N}},C_s\}}{\chi^sp},
\\
C_s=2\Big(\max\{\frac{(\chi^sp)^2}{2|\chi^sp-1|}
\max\{\|\hat b_s\|_{L^{\frac{q}{2}}(B_{(1+2^{-s-1})R})},\frac{16}{|\chi^sp-1|}\},1\}
\Big)^{1/2},
\\
\hat b_s=| c|+| g|+\frac{4\mathcal{C}^2}{|\chi^sp|}+\mathcal{C}_0,
\end{gather*}
and $p\in\mathbb{R}_{>0}-\{\chi^{-s}\}_{s=0}^\infty$, $\chi=\frac{N}{N-2}$.
Moreover for $p<0$, with the same constants,
\begin{equation}\label{shao4}
\inf_{B_R}\{u+1\}\geq\Big(\int_{B_{\frac{3R}{2}}(y)}| u+1|^pdx\Big)^{1/p}
CR^{-N/(2p)}(1+\frac{R}{2})^{N/(2p)}.
\end{equation}
\end{theorem}

Our main results - Theorems \ref{grande},  \ref{grande2}, \ref{sistema1}
and \ref{sistema2} - follow by combining
Theorem \ref{godoy} and Lemma \ref{lem1}.
In section \ref{localproperties}, we collect some
preliminary results: we recall a lemma essentially proved in
\cite{b-p} and we state variants of classical Lemmas by Morrey and
Trudinger (see \cite{g-t}).

\section{The statistical procedure}

First at all, we remember the fundamentals of quantum mechanics:
\\
Postulate 1. For all time $t$ a quantum system  is determinated
for a vector $|\psi(t)\rangle $ of states belonging to $\mathcal{E}$
the space of quantum states.
\\
Postulate 2. For all measurable value $\mathcal{A} $, it is possible to
built an operator $A$ with domain $\mathcal{E}$. This operator $A$ is an observable.
\\
Postulate 3.  The eigenvalues of the observable $A$ are the unique  measurable amount.
\\
Postulate 4. The Hamiltonian operator $\hat{H}(t)$ of a quantum system is the
observable associated to the total energy of the system. The vector of state is
 given by $\hat{H}(t)|\psi(t)\rangle =i\hbar\dfrac{d}{dt}|\psi(t)\rangle$.


This section es dedicated to the construction of statistical estimators for high
dimensional problems in quantum physics. We consider another real problem:
financial markets. We deal with the problem of the estimate the eigenvalue energy $E$.
We begin with a unique particle because this problem is easy to understood in this frame.
The equation
\begin{equation} \label{one particle}
\begin{gathered}
    -\Delta u_{\sigma,\varphi} +U(r)u_{\sigma,\varphi}=Eu
 \quad\text{in }\Omega\subset\mathbb{R}^3,\\
     (\frac{\partial  u_{\sigma,\varphi}}{\partial n}
+ \sigma (x)u_{\sigma,\varphi})|_{\partial\Omega}=\varphi(x),
\end{gathered}
\end{equation}
where $0\leq\sigma (x)\in C(\partial\Omega)$ has a unique solution in a classical
weak representation. We recall that the boundary condition represents combinations
of absorption and reflection of quantum particles. Moreover because the Hamiltonian
is a linear operator $\varphi(x)\equiv 0$, we are restricted to the class
$u_{\sigma}=u_{\sigma,\varphi\equiv 0}$.
The corresponding eigenvalue energy equation is
\begin{equation} \label{one particle 1}
\begin{gathered}
    -\Delta \psi +U(r)\psi=E\psi \quad\text{in }\Omega\subset\mathbb{R}^3,\\
     (\frac{\partial  \psi}{\partial n} + \sigma (x)\psi)|_{\partial\Omega}=0.
\end{gathered}
\end{equation}
In our quantum representation
$qdq=udP_\sigma=\frac{u_\sigma(x)}{\int_\Omega u_\sigma(x)dx}dx$.

\subsection{Quantum mechanics and minimal statistics}

We present here the connection on quantum mechanics and minimal statistics.
First at all, we note that
\begin{gather*}
E_\sigma(X_1)=\int_{\mathbb{R}} x_1
\Big\{\int_{\Omega\bigcap X_1=x_1}\frac{u_\sigma(x_1,x_2,x_3)}
{\int_\Omega u_\sigma(x)dx}dx_2dx_3\Big\}dx_1=\theta_1(\sigma),
\\
E_\sigma(X_2)=\int_{\mathbb{R}} x_2
\Big\{\int_{\Omega\bigcap X_2=x_2}\frac{u_\sigma(x_1,x_2,x_3)}
{\int_\Omega u_\sigma(x)dx}dx_1dx_3\Big\}dx_2=\theta_1(\sigma),
\\
E_\sigma(X_3)=\int_{\mathbb{R}} x_3
\Big\{\int_{\Omega\bigcap X_3=x_3}\frac{u_\sigma(x_1,x_2,x_3)}
{\int_\Omega u_\sigma(x)dx}dx_1dx_2\Big\}dx_3=\theta_3(\sigma).
\end{gather*}
Therefore, we use Theorems \ref{LehmannScheffe}, \ref{BlackwellRao} and
Remark \ref{construccionS} to obtain  unbiased estimators of minimum variance.
This connection allow to use all the classical mathematical statistical procedure
like the Bayesian approach on the parameter space. Of fundamental importance
is our a priori estimates without dependence on the distance to the boundary.
In fact this provides a law of nature on the energy level on non-relativistic
quantum mechanics.

Using Theorem \ref{grande}, we obtain a quasilinear version of quantum mechanics,
with  unbiased estimators of minimum variance and the Bayesian approach on the parameter
space. This procedure es new in quantum mechanics because usually de hamiltonian linear
operator $\hat{H}$ is perturbed with another linear operator, in our setting
the perturbation is nonlinear.

 If $ r\in (1,1+\epsilon)$ then equation \ref{ideal}  in Theorem \ref{grande} has
an almost linear behaviour, moreover is a good aproximation for equation \ref{rocket}
for $a=1$. If $r\leq\frac{N}{N-2}=2_*-1 $, we can use our results to derive a priori
 bounds for the equations \ref{matukuma} and \ref{henon} and the corresponding statistical
tools.

 In section \ref{localproperties}, we calculate all the constants because this is
fundamental for numerical computations.

\subsection{High dimensional problems in quantum mechanics and in financial mathematics}

This is a central problem in mathematics. Again our a priori estimates without
dependence on the distance to the boundary plays a central role.
The Schr\"{o}dinger equation
\begin{equation}\label{hamilton1}
\imath\hbar\frac{d\Psi}{dt}=-\frac{1}{2}\hbar^{2}\sum_a\frac{\Delta_a}{m_a}+U(r_1,r_2,\dots ),
\end{equation}
is in real situations a high dimension problem because $a$ is a usually big number.
The stationary equation in the weak formulation for the eigenvalue energy and the
stationary wave for the particle $a$ is given by
\begin{equation}\label{hamilton2}
-\frac{1}{2}\hbar^{2}\frac{\Delta_a}{m_a}\psi_a+U(r_1,r_2,\dots )\psi_a
=E\psi_a,\quad\text{in }\Omega\subseteq\mathbb{R}^3,
\end{equation}
but this equation was studied mainly in the last subsection.
The potential $U$ has a big number of terms, this term when  it is formulated
in a weak sense, it is calculated with great accuracy using modern Montecarlo methods.
Using  Theorem \ref{quantumstatistic}, we derive a quasilinear quantum
statistic theory with the corresponding unbiased estimators of minimum
variance and the Bayesian approach.

\section{Local properties of weak solutions of nonlinear elliptic problems
with gradient term}\label{localproperties}

\begin{proof}[Proof of Lemma \ref{lem1}]
Let $\hat\eta$ be a radially symmetric $C^2$ cut-off function on $B_2(0)$ that is
\begin{itemize}
\item[(a)] $\hat\eta(x)=1$ for $| x|\leq 1$.
\item[(b)] $\hat\eta$ has compact support  in $B_2(0)$ and $0\leq\hat\eta\leq1$.
\item[(c)] $|\nabla\hat\eta|\leq 2$.
\end{itemize}
We consider $\eta(x)=\hat\eta(\frac{x}{R})$. We use the classical test function
$\eta^ku^\beta$.
From $-\Delta u\geq C_1u^r$,
taking $\beta<0$, we have
\[
k\int \eta^{k-1} u^\beta\nabla\eta\cdot\nabla udx
+\beta\int\eta^{k} u^{\beta-1}|\nabla u|^2dx\geq C_1\int\eta^k u^{\beta+r}dx.
\]
Therefore,
\begin{equation} \label{estu}
 C_1\int \eta^k u^{\beta+r}dx +|\beta|\int\eta^{k} u^{\beta-1}|\nabla u|^2dx
\leq k\int \eta^{k-1} u^\beta\nabla\eta\cdot\nabla u\,dx .
\end{equation}
Observe that
\[
u^\beta\nabla\eta^k\cdot\nabla u\leq \eta^k\frac{2k}{R\eta}|\nabla u| u^\beta .
\]
Using $u^\beta=u^{\frac{\beta-1}{2}}u^{\frac{\beta+1}{2}}$,
 $\eta^{k-1}=\eta^{\frac{k-2}{2}}\eta^{k/2}$
and the Young inequality $ab\leq\epsilon a^2+\epsilon^{-1}b^2$,
 $a,b\geq  0$, we compute
\begin{align*}
\eta^{k-1}\frac{2k}{R}|\nabla u| u^\beta
& =  (\eta^{k/2}u^{\frac{\beta-1}{2}}|\nabla u|)(\frac{2k}{R}\eta^{\frac{k-2}{2}}u^{\frac{\beta+1}{2}}) \\
& \leq  \epsilon (\eta^{k/2}u^{\frac{\beta-1}{2}}|\nabla u|)^2+
\epsilon^{-1}(\frac{2k}{R}\eta^{\frac{k-2}{2}}u^{\frac{\beta+1}{2}})^2 \\
& =  \epsilon (\eta^{k}u^{\beta-1}|\nabla u|^2)+
\epsilon^{-1}(\frac{4k^2}{R^2}\eta^{k-2}u^{\beta+1}).
\end{align*}
If we choose $\epsilon=\frac{|\beta|}{2}$ using \eqref{estu}, we find
\begin{equation}\label{acdc}
\frac{|\beta|}{2}\int\eta^ku^{\beta-1}|\nabla u|^2dx
+C_1\int\eta^ku^{\beta+r}\leq\frac{\epsilon^{-1}4k^2}{R^2}\int\eta^{k-2}u^{\beta+1}dx.
\end{equation}
With the assumption $\gamma>r-1$, we fix $\beta=\gamma -r$ and $k=\frac{2\gamma}{r-1}$.
Therefore
\[
\eta^{k-2}u^{\beta+1} =  \eta^{\frac{2\gamma}{r-1}-2}u^{\gamma-r+1}
  = \eta^{2\frac{\gamma-r+1}{r-1}}u^{\gamma-r+1}.
\]
 Using  Young's inequality $ab\leq\epsilon_0a^q+\epsilon_0^{\frac{1}{1-q}}b^{\frac{q}{q-1}}$
with $q=\frac{\gamma}{\gamma-r+1}$ (and consequently $\frac{q}{q-1}=\frac{\gamma}{r-1}$),
 we have
\[
R^{-2}\eta^{k-2}u^{\beta+1}  =  \eta^{2\frac{\gamma-r+1}{r-1}}u^{\gamma-r+1}
 \leq
\epsilon_0\eta^{\frac{2\gamma}{r-1}}u^{\gamma}
+\epsilon_0^{\frac{1}{1-q}}R^{-\frac{2\gamma}{r-1}}.
\]
It follows that
\begin{align*}
\int R^{-2}\eta^{k-2}u^{\beta+1}dx
& \leq  \epsilon_0\int\eta^{\frac{2\gamma}{r-1}}u^{\gamma}dx
+\epsilon_0^{\frac{1}{1-q}}R^{-\frac{2\gamma}{r-1}}\int_{B_{2R}}dx \\
& =  \epsilon_0\int\eta^ku^\gamma dx
+\epsilon_0^{\frac{1}{1-q}}\omega_NR^{N-\frac{2\gamma}{r-1}},
\end{align*}
where $\omega_N$ is the volume of the unit ball in $\mathbb{R}^N$.
From \eqref{acdc}, we find
\begin{align*}
C_1\int\eta^ku^{\beta+r}
& \leq  \epsilon^{-1}4k^2\int R^{-2}\eta^{k-2}u^{\beta+1}dx \\
& \leq  \epsilon^{-1}4k^2\epsilon_0\int\eta^ku^\gamma dx
+\epsilon^{-1}4k^2\epsilon_0^{\frac{1}{1-q}}\omega_NR^{N-\frac{2\gamma}{r-1}}.
\end{align*}
Choosing
\[
\epsilon^{-1}4k^2\epsilon_0 =  \frac{2}{r-\gamma}4(\frac{2\gamma}{r-1})^2\epsilon_0
 =  \frac{C_1}{2}.
\]
We find
\begin{align*}
\frac{C_1}{2}\int_{B_R}u^\gamma dx
& \leq \int\eta^ku^\gamma dx  \\
& \leq          2\epsilon_0^{\frac{q}{1-q}}\omega_NR^{N-\frac{2\gamma}{r-1}} \\
& =  2(\frac{(r-\gamma)(r-1)^2C_1}{2^6\gamma^2})^{\frac{\gamma}{1-r}}
\omega_NR^{N-\frac{2\gamma}{r-1}}.
\end{align*}
This completes the proof.
\end{proof}

Next, we prove our main tool.

\begin{lemma}\label{2}
If $u$ is a $W^{1,2}(\Omega)$ solution of
\begin{equation}\label{u1}
-\Delta u=cu+g+G(\nabla u)\quad\text{in }\Omega,
\end{equation}
where $\Omega$ is a open set in $\mathbb{R}^N$,
$| G(\nabla u)|\leq\mathcal{C}|\nabla u|+\mathcal{C}_0$, $c$ and $g$ belongs
to $L^{\frac{q}{2}}(\Omega)$, $q>N$. Then, for any ball
$B_{R_1}(y)\subset B_{R_2}(y)\subset\Omega$ and $\beta\neq -1$,
\begin{equation} \label{carlo}
\begin{aligned}
&\Big(\|  u+1\|_{L^{\frac{N(\beta+1)}{N-2}}(B_{R_1})}\Big)^{(\beta+1)/2}\\
& \leq  \Big\{\frac{1}{\epsilon_1} \max\{\epsilon_1^{\frac{N}{N-q}},
\sqrt{2}\}(1+\frac{1}{R_2-R_1})\Big\}
\times(\| u+1\|_{L^{\beta+1}(B_{R_2})})^{(\beta+1)/2},
\end{aligned}
\end{equation}
where
\begin{equation}\label{sinpensar}
\epsilon_1=\frac{\frac{1}{2}\sqrt{C(N)}}{\sqrt{\max
\big\{ \frac{(\beta+1)^2}{2(|\beta|)}\max\{\|| c|+| g|
+\frac{4\mathcal{C}^2}{|\beta|}+\mathcal{C}_0 \|_{L^{\frac{q}{2}}(B_{R_2})},
\frac{16}{|\beta|} \},1 \big\}}}.
\end{equation}
and $C(N)$ is the Sobolev embedding constant
($C(N)\|w\|_{\frac{2N}{N-2}}^2\leq \int|\nabla w|^2dx$ for
all $w\in H^1_0(\Omega)$).
\end{lemma}

\begin{proof}
We define $\hat u=u+1$.
We use a classical test function $\eta^2\hat u^\beta$ where  $\eta$ satisfies
for $0< R_1<R_2$, $\eta\equiv 1$ in $B_{R_1}$, $\eta\equiv 0$ in
 $\Omega-B_{R_2}$ with $|\nabla\eta|\leq\frac{1}{R_2-R_1}$
\[
\nabla(\eta^2\hat u^\beta)=2\eta \hat u^\beta\nabla\eta
+\beta\eta^2\hat u^{\beta-1}\nabla u .
\]
From \eqref{u1}, we have
\begin{equation} \label{u2}
\begin{aligned}
\beta\int|\nabla u|^2\eta^2\hat u^{\beta-1}dx
& =  \int g\eta^2\hat u^\beta dx+\int G(\nabla u) \eta^2\hat u^\beta dx \\
 & \quad -2\int\eta\hat u^\beta\nabla u\cdot \nabla\eta dx+\int cu\eta^2\hat u^\beta dx .
\end{aligned}
\end{equation}
Using $\hat u^\beta=\hat u^{\frac{\beta-1}{2}}\hat u^{\frac{\beta+1}{2}}$,
we have
\[
2\eta\hat u^\beta|\nabla u||\nabla\eta|=(\eta\hat
u^{\frac{\beta-1}{2}}|\nabla u|)(2\hat
u^{\frac{\beta+1}{2}}|\nabla \eta|).
\]
From the interpolation inequality $ab\leq\epsilon
a^2+\frac{1}{\epsilon}b^2$ valid for non-negative numbers
$a,b,\epsilon$, we find
\begin{equation}\label{u3}
2\eta\hat u^\beta|\nabla u||\nabla\eta|\leq(\epsilon/2)
(\eta\hat u^{\frac{\beta-1}{2}}|\nabla u|)^2+\frac{1}{(\epsilon/2)}
(2\hat u^{\frac{\beta+1}{2}}|\nabla \eta|)^2.
\end{equation}
Similarly,
\begin{equation} \label{aranda}
\begin{split}
| G(\nabla u)\eta^2\hat u^\beta|
& \leq  \mathcal{C}|\nabla u|\eta^2\hat u^\beta+\mathcal{C}_0\eta^2\hat u^\beta \\
& =  (\eta\hat u^{\frac{\beta-1}{2}}|\nabla u|)(\mathcal{C}\eta\hat u^{\frac{\beta+1}{2}})
+\mathcal{C}_0\eta^2\hat u^\beta \\
&\leq (\epsilon/2) (\eta\hat u^{\frac{\beta-1}{2}}|\nabla u|)^2
+\frac{1}{(\epsilon/2)}(\mathcal{C}\eta\hat u^{\frac{\beta+1}{2}})^2
+\mathcal{C}_0\eta^2\hat u^\beta.
\end{split}
\end{equation}
From $\hat u^\beta\leq\hat u^{\beta+1}$, \eqref{u2}, \eqref{u3} and \eqref{aranda},
\begin{align*}
&|\beta|\int|\nabla u|^2\eta^2\hat u^{\beta-1} dx\\
& \leq \int | g|\eta^2\hat u^\beta dx
 +\int | G(\nabla u)\eta^2\hat u^\beta| dx
 +2\int\eta\hat u^\beta|\nabla u|| \nabla\eta| dx +\int| c|\eta^2\hat u^{\beta+1} dx
\\
 & \leq  \int | g|\eta^2\hat u^{\beta+1} dx +
 \epsilon\int\eta^2\hat u^{\beta-1}|\nabla u|^2dx+
  \frac{8}{\epsilon}\int\hat u^{\beta+1}|\nabla \eta|^2dx
 +\int| c|\eta^2\hat u^{\beta+1} dx \\
&\quad +\frac{2\mathcal{C}^2}{\epsilon}\int \eta^2\hat u^{\beta+1}dx+
\mathcal{C}_0\int\eta^2\hat u^{\beta+1}. dx
\end{align*}
Then we obtain
\begin{equation}\label{miti}
(|\beta|-\epsilon)\int|\nabla u|^2\eta^2\hat u^{\beta-1}dx
\leq  \int\big\{(| g|+| c|+\frac{2\mathcal{C}^2}{\epsilon}
+\mathcal{C}_0)\eta^2+\frac{8}{\epsilon}|\nabla\eta|^2\big\}\hat u^{\beta+1}dx.
\end{equation}
Now, if we set $w=\hat u^{\frac{\beta+1}{2}}$, we obtain
\begin{gather*}
\nabla w=\frac{\beta+1}{2}\hat u^{\frac{\beta-1}{2}}\nabla u,\\
|\eta\nabla w|^2=\frac{(\beta+1)^2}{4}\hat u^{\beta-1}|\nabla u|^2\eta^2.
\end{gather*}
It follows from \eqref{miti} that
\begin{equation} \label{miti1}
\int|\eta\nabla w|^2dx \leq
\frac{(\beta+1)^2}{4(|\beta|-\epsilon)}\int\big\{(|g|
+|c|+\frac{2\mathcal{C}^2}{\epsilon}+\mathcal{C}_0)\eta^2
+\frac{8}{\epsilon}|\nabla\eta|^2\big\}w^2dx.
\end{equation}
If we set
\[
\hat b\equiv | g|+| c|+\frac{2\mathcal{C}^2}{\epsilon}+\mathcal{C}_0,
\]
applying the H\"older inequality,
\[
\int \hat b(\eta w)^2
 \leq \| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})}\| (\eta w)^2\|_{\frac{q}{q-2}}
 =  \| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})}\| \eta w\|^2_{\frac{2q}{q-2}} .
\]
We arrive at
\[
\int|\eta\nabla w|^2dx
\leq \frac{(\beta+1)^2}{4(|\beta|-\epsilon)}\big\{\| \hat
b\|_{L^{\frac{q}{2}}(B_{R_2})}\| \eta
w\|^2_{\frac{2q}{q-2}}+\frac{8}{\epsilon}\int|\nabla\eta|^2\big\}w^2dx .
\]
At this point we use the interpolation inequality for $L^p$ norms:
 If $p\leq s\leq r$ then
$\| u\|_s\leq\epsilon_1\| u\|_r+\epsilon_1^{-\mu}\| u\|_p$, where
\[
\mu=\frac{\frac{1}{p}-\frac{1}{s}}{\frac{1}{s}-\frac{1}{r}}.
\]
The condition $q>N$ implies $2<\frac{2q}{q-2}<\frac{2N}{N-2}$, therefore
\[
\|\eta w\|_{\frac{2q}{q-2}}\leq \epsilon_1\|\eta w\|_{\frac{2N}{N-2}}+\epsilon_1^{\frac{N}{N-q}}\|\eta w\|_2.
\]
So, we have
\begin{equation} \label{miti3}
\begin{split}
&\int|\eta\nabla w|^2dx \\
& \leq   \frac{(\beta+1)^2}{4(|\beta|-\epsilon)}\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})}
 (\epsilon_1\|\eta w\|_{\frac{2N}{N-2}}
+\epsilon_1^{\frac{N}{N-q}}\|\eta w\|_2)^2
+\frac{8}{\epsilon}\int|\nabla\eta|^2w^2dx\}.
\end{split}
\end{equation}
By the Sobolev inequality,
\[
C(N)\|\eta w\|_{\frac{2N}{N-2}}^2\leq \int|\eta\nabla w|^2dx+\int| w\nabla \eta|^2dx.
\]
We deduce that
\begin{equation} \label{miti4}
\begin{split}
C(N)\|\eta w\|_{\frac{2N}{N-2}}^2
&\leq   \frac{(\beta+1)^2}{4(|\beta|-\epsilon)}\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})}
(\epsilon_1\|\eta w\|_{\frac{2N}{N-2}}\\
&\quad + \epsilon_1^{\frac{N}{N-q}}\|\eta w\|_2)^2
  +\frac{8}{\epsilon}\int|\nabla\eta|^2w^2dx\}+\int| w\nabla \eta|^2 \\
&\leq  \max \big\{ \frac{(\beta+1)^2}{4(|\beta|-\epsilon)}
 \max\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})},\frac{8}{\epsilon} \},1 \big\}\\
&\quad \times\big\{(\epsilon_1\|\eta w\|_{\frac{2N}{N-2}}+
\epsilon_1^{\frac{N}{N-q}}\|\eta w\|_2)^2+2\int|
w\nabla\eta|^2  \big\}.
\end{split}
\end{equation}
Using the triangle inequality for the Euclidean norm
\begin{align*}
&\Big( (\epsilon_1\|\eta w\|_{\frac{2N}{N-2}}+ \epsilon_1^{\frac{N}{N-q}}
\| \eta w\|_2)^2+2\int| w\nabla\eta|^2 dx  \Big)^{1/2}
\\
&\leq  \epsilon_1\|\eta w\|_{\frac{2N}{N-2}}
 + \Big(\epsilon_1^{\frac{2N}{N-q}}\|\eta w\|_2^2+2\int| w\nabla\eta|^2 dx \Big)^{1/2}
\\
&\leq \epsilon_1\|\eta w\|_{\frac{2N}{N-2}}
 + \sqrt{\max(\epsilon_1^{\frac{2N}{N-q}},2)}
\Big(\|\eta w\|_2^2+\int| w\nabla\eta|^2dx \Big)^{1/2} 
\\
& = \epsilon_1\|\eta w\|_{\frac{2N}{N-2}}+
\max(\epsilon_1^{\frac{N}{N-q}},\sqrt{2})
\Big(\|\eta w\|_2^2+\int| w\nabla\eta|^2dx \Big)^{1/2} .
\end{align*}
We are able to compute
\begin{align*}
\sqrt{C(N)}\|\eta w\|_{\frac{2N}{N-2}}
&\leq  \sqrt{\max \big\{ \frac{(\beta+1)^2}{4(|\beta|-\epsilon)}
\max\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})},\frac{8}{\epsilon} \},1 \big\}}\\
&\quad \times \Big(\epsilon_1\|\eta w\|_{\frac{2N}{N-2}}
+\max\{\epsilon_1^{\frac{N}{N-q}},\sqrt{2}\}\big\{\|\eta
w\|_2^2+\int|w\nabla\eta|^2\big\}^{1/2}\Big).
\end{align*}
Therefore, if we choose $\epsilon=|\beta|/2$ then
\begin{align*} %\label{mitidieri}
\sqrt{C(N)}\|\eta w\|_{\frac{2N}{N-2}}
&\leq  \sqrt{\max \big\{ \frac{(\beta+1)^2}{2(|\beta|)}
\max\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})},\frac{16}{|\beta|} \},1 \big\}}\\
&\quad \times\Big(\epsilon_1\|\eta w\|_{\frac{2N}{N-2}}
+\max\{\epsilon_1^{\frac{N}{N-q}},\sqrt{2}\}\big\{\|\eta
w\|_2^2+\int|w\nabla\eta|^2\big\}^{1/2}\Big).
\end{align*}
If
\[
\epsilon_1=\frac{\frac{1}{2}\sqrt{C(N)}}{\sqrt{\max
\{ \frac{(\beta+1)^2}{2(|\beta|)}\max\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})}
\frac{16)}{|\beta|} \},1 \}}},
\]
then
\begin{align*}
\frac{1}{2}\sqrt{C(N)}\|\eta w\|_{\frac{2N}{N-2}}
&\leq  \sqrt{\max \big\{ \frac{(\beta+1)^2}{2(|\beta|)}
\max\{\| \hat b\|_{L^{\frac{q}{2}}(B_{R_2})},\frac{16}{|\beta|} \},1 \big\}}\\
&\quad \times \max\{\epsilon_1^{\frac{N}{N-q}},\sqrt{2}\}\big\{\int
w^2(\eta^2+|\nabla\eta|^2dx)\big\}^{1/2}.
\end{align*}
We are led to
\[
\| w\|_{L^{\frac{2N}{N-2}}(B_{R_1})}
\leq  \frac{1}{\epsilon_1}
\max\{\epsilon_1^{\frac{N}{N-q}},\sqrt{2}\}\big(1+\frac{1}{R_2-R_1}\big)\|
w\|_{L^2(B_{R_2})}.
\]
Finally, using
\begin{align*}
\| w\|_{L^{\frac{2N}{N-2}}(B_{R_1})}
&=  \Big(\int_{B_{R_1}}\hat u^{\frac{\beta+1}{2}\frac{2N}{N-2}}dx \Big)^{(N-2)/(2N)}\\
&=  \Big\{\Big(\int_{B_{R_1}}\hat u^{\frac{(\beta+1)N}{N-2}}dx\Big)
^{\frac{N-2}{N(\beta+1)}}\Big\}^{\frac{\beta+1}{2}}
=  \| \hat u\|_{L^{\frac{N(\beta+1)}{N-2}}(B_{R_1})}^{\frac{\beta+1}{2}},
\end{align*}
and
\[
\| w\|_{L^2(B_{R_2})} =   \| \hat
u\|_{L^{\beta+1}(B_{R_2})}^{\frac{\beta+1}{2}}.
\]
This completes the proof.
\end{proof}


\section{Proofs of main results}

\begin{proof}[Proof of Theorem \ref{godoy}]
Like in classical statements, we introduce the quantities
\[
\Phi(p,R)=\Big(\int_{B_R}| u+1|^p dx\Big)^{1/p}.
\]
From \eqref{carlo} and \eqref{sinpensar},
\[
\Phi(\frac{N}{N-2}\beta,R_1)^{\beta/2}
\leq \Big\{C(\beta,\|\hat b\|_{L^{\frac{q}{2}}(B_{R_2})})(1+\frac{1}{R_2-R_1})\Big\}
\Phi(\beta,R_2)^{\beta/2},
\]
where $\beta\in\mathbb{R}$ and $\hat b=| c|+| g|+(4\mathcal{C}^2/|\beta|)+\mathcal{C}_0$.
We define
\[
C(\beta,R_2)=C(\beta,\|\hat b\|_{L^{\frac{q}{2}}(B_{R_2})}),\quad 
\chi=\frac{N}{N-2}.
\]
Therefore,
\begin{equation}\label{piel}
\Phi(\chi\beta,R_1)^{\beta/2}\leq \big\{C(\beta,R_2)(1+\frac{1}{R_2-R_1})\big\}
\Phi(\beta,R_2)^{\beta/2}.
\end{equation}
We consider $R>0$ such that $B_{2R}\subset\Omega$ and the sequence 
$R<(1+2^{-m})R<(1+2^{-m+1})R<(1+2^{-m+2})R\dots<(1+2^{-1})R$. We deduce
\begin{align*}
1+\frac{1}{(1+2^{-m+j+1})R-2^{-m+j}R}
&=  \frac{1+(1+2^{-m+j+1})R-(1+2^{-m+j})R}{(1+2^{-m+j+1})R-(1+2^{-m+j})R}\\
&=  \frac{1+2^{-m+j}R}{2^{-m+j}R}\\
& <  \frac{1+2^{-1}R}{2^{-m+j}R}.
\end{align*}
In this framework, we set
\[
C(\chi^{m-j}p)=C(\chi^{m-j}p,\|\hat b\|_{L^{\frac{q}{2}}(B_{(1+2^{-m+j-1})R})}).
\]
Using \eqref{piel},
\begin{align*}
\Phi(\chi^mp,R) 
&\leq  \Big( \frac{C(\chi^{m-1}p)(1+2^{-1}R)}
{(1+2^{-m})R-R}\Big)^{\frac{1}{\chi^{m-1}p}}\Phi(\chi^{m-1}p,(1+2^{-m})R) \\
&=  \Big( \frac{C(\chi^{m-1}p)(1+2^{-1}R)}{2^{-m}R}\Big)^{\frac{1}{\chi^{m-1}p}}
 \Phi(\chi^{m-1}p,(1+2^{-m})R)\\
&\leq  \Big( \frac{C(\chi^{m-1}p)(1+2^{-1}R)}{2^{-m}R}\Big)^{\frac{1}{\chi^{m-1}p}}
( \frac{C(\chi^{m-2}p)(1+2^{-1}R)}{(1+2^{-m+1})R-(1+2^{-m})R})^{\frac{1}{\chi^{m-2}p}}\\
 & \quad \times\Phi(\chi^{m-2}p,(1+2^{-m+1})R) \\
&= \Big( \frac{C(\chi^{m-1}p)(1+2^{-1}R)}{2^{-m}R}\Big)^{\frac{1}{\chi^{m-1}p}}
( \frac{C(\chi^{m-2}p)(1+2^{-1}R)}{2^{-m}R})^{\frac{1}{\chi^{m-2}p}},\\
& \quad \times\Phi(\chi^{m-2}p,(1+2^{-m+1})R).
\end{align*}
Therefore,
\begin{align*}
&\Phi(\chi^mp,R)\\
&\leq \Big\{(1+2^{-1}R)^{\sum_{j=1}^m\frac{1}{\chi^{m-j}p}}\Big(
\frac{C(\chi^{m-1}p)}{2^{-m}R}\Big)^{\frac{1}{\chi^{m-1}p}}
\prod_{j=2}^m\Big(\frac{C(\chi^{m-j}p)}{2^{j-2-m}R}\Big)^{\frac{1}{\chi^{m-j}p}}\Big\}
\Phi(p,\frac{3R}{2}).
\end{align*}
 Setting $s=m-j$ it follows that
\begin{align*}
\Phi(\chi^mp,R)
&\leq \Big\{(1+2^{-1}R)^{\sum_{j=0}^{m-1}\frac{1}{\chi^{j}p}}
\Big( \frac{C(\chi^{m-1}p)}{2^{-m}R}\Big)^{\frac{1}{\chi^{m-1}p}}\Big\}  \\
& \quad \times\Big\{\prod_{s=0}^{m-2}
\Big( \frac{2^{s+2}C(\chi^{s}p)}{R}\Big)^{\frac{1}{\chi^{s}p}}\Big\}
\Phi(p,\frac{3R}{2}) \\
&=\big\{2^{\frac{m}{\chi^{m-1}p}}2^{\frac{1}{p}
\sum_{s=0}^{m-2}\frac{s+2}{\chi^s}}R^{\frac{-1}{p}
\sum_{s=0}^{m-1}\frac{1}{\chi^s}}(1+2^{-1}R)^{\sum_{j=0}^{m-1}\frac{1}{\chi^{j}p}}\big\}
\\ 
&\quad \times\Big\{\prod_{s=0}^{m-1}(
C(\chi^{s}p))^{\frac{1}{\chi^{s}p}}\Big\}\Phi(p,\frac{3R}{2}).
\end{align*}
Now
\[
\prod_{s=0}^{m-1}(C(\chi^sp))^{\frac{1}{\chi^sp}}
=\exp\Big\{ \sum_{s=0}^{m-1}\frac{\log C(\chi^sp))}{\chi^s p}\Big\}.
\]
Therefore, we study the convergence of
\begin{equation} \label{serie}
\begin{split}
\sum_{s=0}^{\infty}\frac{\log C(\chi^sp))}{\chi^s p}
&=   \sum_{s=0}^\infty\frac{\log\big(\frac{1}{\epsilon_1(\chi^sp)}\max\{
\sqrt{2},(\epsilon_1(\chi^sp))^{\frac{N}{N-q}}\}\big)}{\chi^sp} \\
&=
\sum_{s=0}^\infty\frac{\log\big(\max\{\sqrt{2}(\epsilon_1(\chi^sp))^{-1},
((\epsilon_1(\chi^sp))^{-1})^{\frac{q}{q-N}}\}\big)}{\chi^sp},
\end{split}
\end{equation}
where
\[
\epsilon_1(\chi^sp)
=\frac{\frac{1}{2}\sqrt{C(N)}}{\sqrt{\max\{\frac{(\chi^sp)^2}{2(\chi^sp-1)}
\max\{\|\hat b \|_{L^{\frac{q}{2}}(B_{(1+2^{-s-1})R})},\frac{16}{\chi^sp-1}\},1\}}}.
\]
Now because the function $s\mapsto 16/(\chi^sp-1)$ is
non-increasing, the function
$s\mapsto 2(\chi^sp-1)/(\chi^sp)^2$ is bounded and the
inequality $\frac{\chi^sp}{\sqrt{2(\chi^sp-1)}}\leq
C(p,\chi)\sqrt{\chi^sp}$ holds. Then we have
\begin{align*}
(\epsilon_1(\chi^sp))^{-1}
&\leq \frac{ \sqrt{\max\{\frac{(\chi^sp)^2}{2(\chi^sp-1)}
 \max\{\|\hat b\|_{L^{\frac{q}{2}}(B_{\frac{3R}{2}})},
 \frac{16}{p-1}\},1\}}}{\frac{1}{2}\sqrt{C(N)}} \\
&\leq  \frac{\chi^sp}{\sqrt{2(\chi^sp-1)}}
 \frac{ \sqrt{\max\{\max\{\|\hat b\|_{L^{\frac{q}{2}}(B_{\frac{3R}{2}})},
 \frac{16}{p-1}\},\frac{2(\chi^sp-1)}{(\chi^sp)^2}\}}}{\frac{1}{2}\sqrt{C(N)}} \\
&\leq  C(p,\chi)\sqrt{\chi^sp}\frac{
\sqrt{\max\{\max\{\|\hat
b\|_{L^{\frac{q}{2}}(B_{\frac{3R}{2}})},\frac{16}{p-1}\},
 C(p,\chi)\}}}{\frac{1}{2}\sqrt{C(N)}}.
\end{align*}
From this inequality, we deduce, using the integral test, the convergence of
the series \eqref{serie}. Finally,
\begin{align*}
&\sup_{B_R}\{u+1\}\\
&=  \lim_{m\to\infty}\Phi(\chi^mp,R) \\
&\leq  \Phi(p,\frac{3R}{2})\lim_{m\to\infty}
\Big\{2^{\frac{m}{\chi^{m-1}p}}2^{\frac{1}{p}\sum_{s=0}^{m-2}
 \frac{s+2}{\chi^s}}R^{\frac{-1}{p}
\sum_{s=0}^{m-1}\frac{1}{\chi^s}}(1+2^{-1}R)^{\sum_{j=0}^{m-1}
 \frac{1}{\chi^{j}p}}\Big\}  \\
& \quad \times \prod_{s=0}^{m-1}( C(\chi^{s}p))^{\frac{1}{\chi^{s}p}} \\
&= \Phi(p,\frac{3R}{2})CR^{-N/(2p)}(1+\frac{R}{2})^{N/(2p)},
\end{align*}
where
\[
C =  C(| c|,| g|,\mathcal{C},\mathcal{C}_0,N,p,q)
  =  2^{\frac{1}{p}\sum_{s=0}^\infty\frac{s+2}{\chi^s}} \prod_{s=0}^{\infty}(
  C(\chi^{s}p))^{1/\chi^{s}p},
\]
In a similar manner, we can prove \eqref{shao4}.
\end{proof}

\begin{proof}[Proof of Theorem \ref{grande}]
If a non-negative function $u\in W^{1,2}(\Omega)$ solves the equation
\[
-\Delta u=du+f(u)+G(\nabla u)+g \quad\text{in }\Omega\subset \mathbb{R}^N,
\]
with the conditions in Theorem \ref{grande}, then $-\Delta u\geq C_1 u^r$.
We set
$c=d+f(u)/u.$
Now, we apply Theorem \ref{godoy}. From \eqref{argentina} and
\eqref{jane}, we deduce
\begin{align*}
\sup_{B_R(y)}\{u+1\} 
&\leq  \Big(\int_{B_{\frac{3R}{2}}(y)}| u+1|^pdx\Big)^{1/p}
CR^{-N/(2p)}(1+\frac{R}{2})^{N/(2p)}\\
 &\leq  \Big(\| u\|_{L^p(B_{\frac{3R}{2}}(y))}
 +\omega_N^{1/p}(\frac{3R}{2})^{N/p}\Big)CR^{-N/(2p)}(1+\frac{R}{2})^{N/(2p)}\\
 &\leq  \Big(C(N,p,r,C_1)R^{\frac{N}{p}-\frac{2}{r-1}}+\omega_N^{1/p}
 (\frac{3R}{2})^{N/p}\Big)CR^{-N/(2p)}(1+\frac{R}{2})^{N/(2p)},
\end{align*}
where $\max\{r-1,1\}<p<r$ and $C=C(| c|,| g|,\mathcal{C},\mathcal{C}_0,N,p,q)$. 
Condition (iii) in Theorem \ref{grande} implies
\begin{equation} \label{cafe}
\begin{split}
\|\frac{f(u)}{u} \|_{L^{q/2}(B_{(1+2^{-s-1})R})}
&\leq  C_2\| u^{r-1}\|_{L^{q/2}(B_{(1+2^{-s-1})R})} \\
&=  C_2\|u\|_{L^\frac{(r-1)q}{2}(B_{(1+2^{-s-1})R})}^\frac{1}{r-1}.
\end{split}
\end{equation}
To use  Lemma \ref{lem1} and  Theorem \ref{godoy}, we need
to satisfy the conditions  $r-1<(r-1)q/2<r$,
$N/2\leq q/2$. Moreover,  to get simple
statements, we set an additional condition $1<(r-1)q/2$.
For $1<r<N/(N-2)$ there exists $q(r)$ satisfying all the
required restrictions. We deduce
\begin{eqnarray}\label{cafe1}
\| u\|_{L^\frac{(r-1)q(r)}{2}(B_{(1+2^{-s-1})R})}^\frac{1}{r-1} &\leq
C(r,N,C_1)(R^{\frac{N}{(r-1)\frac{q(r)}{2}}-\frac{2}{r-1}})^{\frac{1}{r-1}}.
\end{eqnarray}
Therefore, the constant $C=C(| c|,| g|,\mathcal{C},\mathcal{C}_0,N,p,q)$
is bounded above without dependence on $u$. Finally \eqref{pcc2} is a
consequence of \cite[Lemma 1.1]{l-u}. This completes the proof.
\end{proof}

\begin{proof}[Proof of Theorem \ref{grande2}]
Because $-\Delta\{u+1\}\geq 0$, there exists $p_0<0$ such that
\[
\int_{B_R(y)}\{ u+1\}^{p_0}dx \int_{B_R(y)}\{ u+1\}^{-p_0}dx\leq
C(R).
\]
For the demonstration of this affirmation, see for example the
proof of \cite[Lemma 1.36]{ch-w}. Thus
\begin{align*}
\Big(\int_{B_R(y)}\{ u+1\}^{p_0}dx\Big)^{1/p_0} 
&= \Big(\int_{B_R(y)}\{ u+1\}^{p_0}dx \int_{B_R(y)}\{u+1\}^{-p_0}dx\Big)^{1/p_0} \\
& \quad \times \Big(\int_{B_R(y)}\{u+1\}^{-p_0}dx\Big)^{-1/p_0} \\
& \geq  C(R,p_0)\Big(\int_{B_R(y)}\{u+1\}^{-p_0}dx\Big)^{-1/p_0}.
\end{align*}
Collecting this inequality with \eqref{shao4} and
\eqref{argentina} in Theorem \ref{godoy}, we derive the conclusion
of Theorem \ref{grande2}. 
\end{proof}


\begin{proof}[Proof of Theorem \ref{sistema1}]
From  equations \eqref{sis1} \eqref{sis2}, we compute
\begin{align*}
-\Delta(u+v) 
&\leq (d_1+d_2)(u+v)+\Big(\sum_{i=1}^2\frac{f_{i,1}(u)}{u}+\frac{f_{i,2}(v)}{v}\Big)(u+v) 
+ (g_1+g_2) \\
&\leq  (d_1+d_2)(u+v)+\mathcal{C}(u^{r-1}+v^{r-1})(u+v)
+ (g_1+g_2).
\end{align*}
From $-\Delta u\geq C_{0,1,1}u^r$, 
$-\Delta v\geq C_{0,2,2}v^r$ using Lemma \ref{lem1} and with the same method of
proof of Theorem \ref{grande}, we obtain the desired result.
\end{proof}

\begin{proof}[Proof of Theorem \ref{sistema2}]
By Theorem \ref{sistema1}, if the non-negative pair $(u,v)$ solves
equations \eqref{sis3} and \eqref{sis4},
 then $(u,v)\in L^\infty_{\rm loc}(\Omega)$, where there are not dependence in the
local bound on $(u,v)$. Therefore the result follows from Theorem
\ref{grande2}.
\end{proof}


\subsection*{Acknowledgments}
The  author would like  to express  his gratitude with the Embassy of France 
at Ottawa and Revenu Quebec for their kind support. 
The author would like to thank the anonymous referees for
their useful suggestions.


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\end{document}











