\documentclass[reqno]{amsart}
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\AtBeginDocument{{\noindent\small
Variational and Topological Methods:
Theory, Applications, Numerical Simulations, and Open Problems (2012).
{\em Electronic Journal of Differential Equations},
Conference 21 (2014),  pp. 31--44.
ISSN: 1072-6691.  http://ejde.math.txstate.edu,
http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2014 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document} \setcounter{page}{31}
\title[\hfilneg EJDE-2014/Conf/21 \hfil Positive and free boundary solutions]
{Positive and free boundary solutions to singular nonlinear
elliptic problems with absorption: an overview and open problems}

\author[J. I. D\'{\i}az, J. Hern\'andez \hfil EJDE-2014/Conf/21\hfilneg]
{Jes\'us Ildefonso D\'{\i}az, Jes\'us Hern\'andez}  % in alphabetical order

\address{Jes\'us Ildefonso D\'{\i}az \newline
Instituto de Matem\'atica Interdisciplinar,
Universidad Compluense de Madrid 28040 Madrid, Spain}
\email{diaz.racefyn@insde.es}

\address{Jes\'us Hern\'andez \newline
Departamento de Matem\'aticas,
Universidad Aut\'{o}noma de Madrid 28049 Cantoblanco, Madrid, Spain}
\email{jesus.hernandez@uam.es}

\thanks{Published February 10, 2014.}
\subjclass[2000]{35J75, 35J61, 35J92}
\keywords{Singular nonlinearity; positive solution;
compact support  solutions; \hfill\break\indent 
free boundary problem; multiplicity;
energy methods; absorption; multivalued graph}

\begin{abstract}
 We give a survey of recent results and open problems concerning existence
 and multiplicity of positive and/or compact support solutions to some
 semilinear elliptic equations with singular nonlinear terms of absorption
 type. This includes the case of discontinuous (at the origin) nonlinearities,
 which is treated by introducing maximal monotone graphs. Extensions to the
 p-Laplacian are also considered. The one-dimensional case is studied by
 using energy methods.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\allowdisplaybreaks



\section{Introduction}

Nonlinear elliptic equations arise in many different places in both pure and
applied mathematics. In particular, the so-called reaction-diffusion
equations (and then systems) have been studied in the last forty years as
mathematical models for applications: chemical reactions, combustion,
mathematical biology (mostly Lotka-Volterra systems), nerve impulses
(Fitzhugh-Nagumo), genetics, and so on. In most of these reaction-diffusion
models its formulation makes a distinction between the positive and negative
parts of the reaction term. So they are formulated in terms of the simple
equation
\begin{equation}
\begin{gathered}
-\Delta u=f(x,u)-g(x,u) \quad \text{in }\Omega \\
u=0 \quad \text{on }\partial \Omega ,
\end{gathered}  \label{Pfg}
\end{equation}
 where $\Omega $ is a bounded domain in $\mathbb{R}^{N}$, $\Delta $
is the Laplacian modeling linear diffusion and $f(x,u)$ and $g(x,u)$ are
possibly nonlinear and non-negative functions modeling, respectively the
exo-thermic (or sourcing) and endo-thermic (or absorption) reaction term,
with the usual notation for models in chemical reactions. In most of the
cases the unknown corrresponds to a
``physical'' magnitude which is not meaningful for negative
values: so that, in the following we shall be only interested in
non-negative solutions $u(x)\geq 0$ on $\Omega $. Usually
$f(x,0),g(x,0)\geq 0$, however, the case of $f,g$ not
 ``clearly'' defined at $u=0$, for instance either $f(x,0)$
or/and $g(x,0)$ going to $+\infty $ when $u>0$ goes to $0$ is still
interesting in several applications (non-Newtonian fluids, chemical
reactions, nonlinear heat equations) and has been widely studied from two
important papers by Crandall, Rabinowitz and Tartar \cite{CRT} and Stuart
\cite{St} around 1977. We also mention now (but we shall present more
details later) cases in which $f$ or/and $g$ are discontinuous (or even
multivalued) at $u=0$ but their directional limit, as $u>0$ goes to $0$, is
finite: it corresponds, for instance, to the so called
``obstacle problem'', the zero order reaction problem, and so on.

Maybe the simplest case of the above class of problems \eqref{Pfg}
corresponds to the formulation
\begin{equation}
\begin{gathered}
-\Delta u=f(x) \quad \text{in }\Omega \\
u=0 \quad \text{on }\partial \Omega ,
\end{gathered}  \label{laplace f}
\end{equation}
when $f(x)\geq 0$ in $\Omega $ is a prescribed function.

For problem \eqref{laplace f} it is well known 
(see, e.g. \cite{Brezis et al}) that

(i) there at most one solution $u\geq 0$.

 Moreover by the Strong Maximum Principle (see, e.g. \cite{PS}) it
is well known that

(ii:a) $u>0$, and

(ii:b) $\partial u/\partial n<0$ on $\partial \Omega $, where $n$ is the
outside normal derivative.

Properties (i) and (ii) remain valid for a large class of nonlinear choices of
$f(x,u)$ and $g(x,u)$. If for instance we assume $f(x,u)=f(x)$ and $
g(x,u)=u^{\beta }$ for some $\beta \geq 1$ then the properties remain true
even if $f\in L^{1}(\Omega )$ and even under the more general (and optimal
if $f\in L_{loc}^{1}(\Omega )$) class of functions $f\in L^{1}(\Omega ,d)$,
where $d(x)$ is the distance to the boundary $\partial \Omega $ (see \cite
{BSt} and \cite{DHR2011}). A different case in which the simple properties
(i) and (ii) remain true is for the singular problem
\begin{equation}
\begin{gathered}
-\Delta u=\frac{h(x)}{u^{\alpha }} \quad \text{in }\Omega \\
u=0 \quad \text{on }\partial \Omega ,
\end{gathered} \label{Phalfa}
\end{equation}
 where $0<\alpha $ and $h(x)>0$ is smooth in $\overline{\Omega }$.

Since the results on \eqref{Phalfa} are more scattered in the literature it
seems interesting to make some more detailed comments on them, also since
they will be of some relevance in other sections of this paper. Since it is
clear that solutions cannot be $C^{2}(\overline{\Omega })$, the best
regularity one could expect is $C^{1,k}(\overline{\Omega })$ for some 
$0<k<1$. Then it seems natural to look for classical solutions in the space
 $C^{2}(\Omega )\cap C(\overline{\Omega })$. It is still reasonable to
consider weak solutions in the Sobolev space $H_{0}^{1}(\Omega )$. Actually,
a result due to Lazer and McKenna \cite{LMc} says that a classical solution
is in $H_{0}^{1}(\Omega )$ if and only if $0<\alpha <3$. The first
existence, uniqueness and regularity results for the model problem were
proved in \cite{CRT} and \cite{St}, where the regularity results were not
always optimal. General regularity results for the model problem were
obtained by Gui and Hua Lin \cite{GH}. These results can be summarized as
follows (although some more general results could be also mentioned as
well): for any $\alpha >0$ there exists a unique solution $u>0$ in 
$C^{2}(\Omega )\cap C(\overline{\Omega })$ of problem \eqref{Phalfa} for 
$h\equiv 1$. Moreover 
(a) If $0<\alpha <1$, then  $u\in C^{1,1-\alpha }(\overline{\Omega })$, 
(b) if $\alpha >1$, then $u\in C^{2/(\alpha +1)}(\overline{\Omega })$ and 
(c) If $\alpha =1$, then $u\in C^{\delta }(\overline{\Omega })$ 
for any $\delta \in (0,1)$ but $u\notin C^{1}(\overline{\Omega })$.

For problem \eqref{Phalfa} it is easily seen that once that $u\geq 0$, then
necessarily $u>0$ (see below). This follows from the extension to singular
problems of the Strong Maximum Principle (see \cite{HMV2002,T}). The
case in which $h(x)$ is also a singular function of the distance to the
boundary has been also treated in the literature (see, e.g. 
\cite{HM2006,Ghergu JFA,DR2012} and their references).

Coming back to the general introduction of this paper, we can say now that
our main interest in the rest of the paper concerns the consideration of
problems \eqref{Pfg} for which properties (i) or/and (ii) are not satisfied and
then one may have
\begin{itemize}
\item[(i*)] more than one positive solution $u>0$ or/and

\item[(ii*:a)] solutions vanishing in a positively measured subset of 
$\Omega $, and/or

\item[(ii*:b)] solutions $u>0$ but such that $\partial u/\partial n=0$ on
part of $\partial \Omega $.
\end{itemize}
In a large sense we can call \textit{free boundary solutions} those which
satisfy (ii*:a) or (ii*:b). One typical example concerns the case of
non-negative solutions having compact support contained in $\Omega $; i. e.,
solutions $u\geq 0$ which are zero on subdomains of positive measure in 
$\Omega $, the boundaries of these domains are called 
\textit{free boundaries}. For some general references on this subject see, 
e.g., the books \cite{D1985} and \cite{ADSH}, and the references in \cite{DHM}. 
Among the many cases of `` non-monotone problems'' (in the
spirit of Chapter 3 of \cite{D1985}) leading to such type of properties we
shall pay a special attention to problems involving singular coefficients
or/and nonlinear terms (for general aspects on singular problems see
\cite{HM2006} and \cite{GRlibro}).

We will consider first problem (I):
\begin{gather*}
-\Delta u+\frac{1}{u^{\alpha }}=\lambda f(x) \quad \text{in }\Omega \\
u=0 \quad \text{on }\partial \Omega ,
\end{gather*}
where $0<\alpha $ (mainly $\alpha <1$) and $f\geq 0$.
Also we will consider problem (II):
\begin{gather*}
-\Delta u+\frac{1}{u^{\alpha }}=\lambda u^{p} \quad \text{in }\Omega \\
u=0 \quad \text{on }\partial \Omega ,
\end{gather*}
with $0<\alpha $ (mainly $\alpha <1$) and $0<p<1$. The reader
could have noticed that we are making use of the same exponent $\alpha $ in
different terms of the equations and so obeying to different purposes: the
only reason to maintain such small confusion is that we prefer to use a
notation for the nonlinear terms as close as possible to the original one
used by most of the authors which are mentioned in the text. We point out
that in order to get the existence of free boundary solutions the singular
term $1/u^{\alpha }$ must be replaced by the expression 
$\chi_{\{u>0\}}1/u^{\alpha }$ where, in general, $\chi _{\omega }$ denotes the
characteristic function of the set $\omega \subset \Omega $. Notice that if
 $u>0$ then both expressions coincide.

Maybe one could think, na\"{\i}vely, that for $f\equiv 1$, problem (II)
``tends'' in some sense to problem $(I)$ when $p>0$ goes to $0$. 
We will come back to this question later. A variant to problems (I) and (II)
is problem (III):
\begin{gather*}
-\Delta u=K(x)(\lambda u^{\beta }-u^{\alpha }) \quad \text{in }\Omega \\
u=0 \quad \text{on }\partial \Omega .
\end{gather*}
Here $K(x)=1/d(x)^{k}$ with $0<k<2$ and $0<\alpha <\beta <1$. 
For $K\equiv 1$ we recover problem (II).

Recently, in \cite{DR2009} D\'{\i}az and Rakotoson obtained some new results
concerning the regularity of very weak solutions to linear elliptic
equations, showing in particular that the gradients are in
some Lorentz-Sobolev space and extending in this way previous work by H.
Brezis and other people (see, e.g. \cite{Brezis et al,DR2009} and
their references). These results were applied in \cite{DR2010} to semilinear
elliptic problems and in \cite{DHR2011} 
(see also \cite{Rako} and \cite{DR2012}) to the above model singular 
problem \eqref{Phalfa}, obtaining
existence and regularity for equations even with very irregular coefficients
$h(x)$ above. The same kind of ideas are applied in \cite{DHR to appear} to
problems (I) and (II).

In Section 2 we collect known results for both problems (I) and (II)
giving only slight information on the different methods of proof. We
emphasize the  role of compact support solutions. In Section 3 we deal with
problem (III) in the same way. In Section 4 we provide an approach (see
\cite{DHM}) which allows to deal, in the one-dimensional case, with both
problems (I) and (II) in a unified way, and is applicable to the
quasilinear $p$-Laplacian as well. Finally, in Section 5 we present a short
list of some interesting open problems in the theory. Again, they concern
principally the possible multiplicity of positive solutions and of free
boundary solutions in general domains in $\mathbb{R}^{N}$ for $N>1$.


\section{Problems (I) and (II): existence and multiplicity of solutions}

Before considering different results in the literature on problem \eqref{Pfg}
and its special formulations mentioned above, let us recall that we use the
terminology of \textit{weak solution} if, at least, 
$u\in W_{0}^{1,1}(\Omega)$, $f(x,u)-g(x,u)\in L^{1}(\Omega )$ and for any 
$\zeta \in W_{0}^{1,\infty}(\Omega )$ we have
\[
\int_{\Omega }\nabla {u(x)}\text{\textperiodcentered }\nabla \zeta
(x)dx=\int_{\Omega }(f(x,u(x))-g(x,u(x)))\zeta (x)dx.
\]
The weaker notion of \textit{very weak solution }of problem \eqref{Pfg}
concerns the case in which we merely require that $u\in L^{1}(\Omega )$, $
f(x,u)-g(x,u)\in $ $L^{1}(\Omega ,d)$ and
\[
\int_{\Omega }{u(x)}\Delta \zeta (x)dx
=\int_{\Omega}(f(x,u(x))-g(x,u(x)))\zeta (x)dx,
\]
for any $\zeta \in W_{0}^{1,\infty }(\Omega )\cap W^{2,\infty }(\Omega )$.
Notice that in the case in which $g(x,u)=$ $\chi _{\{u>0\}}1/u^{\alpha }$ we
shall understand that
\[
-\int_{\Omega }g(x,u(x))\zeta (x)dx=\int_{\{u>0\}}\frac{\zeta (x)}{
u(x)^{\alpha }}dx,
\]
(and analogously if $f(x,u)$ involves a term of this type).

Other notions of solution (as, for instance the so called renormalized or
entropy solutions) could be also recalled here but we shall avoid such
technical details for the moment. Another important class of solutions
concerns the case in which problem \eqref{Pfg} can be understood in a weak
sense related to the Calculus of Variations: we say that $u$ is a \textit{
variational solution} of \eqref{Pfg} if 
$u\in W_{0}^{1,2}(\Omega )(\equiv H_{0}^{1}(\Omega ))$, 
$F(x,u)-G(x,u)\in L^{1}(\Omega )$ and $u$ is a
stationary point of the functional
\[
J(v)=\frac{1}{2}\int_{\Omega }| \nabla v{(x)}|
^{2}dx-\int_{\Omega }F(x,v(x))dx+\int_{\Omega }G(x,v(x))dx,
\]
where
\[
F(x,r)=\int_{0}^{r}f(x,\sigma )d\sigma \quad\text{and}\quad
G(x,r)=\int_{0}^{r}g(x,\sigma )d\sigma .
\]
Notice that, if for instance, $g(x,u)=$ $\chi _{\{u>0\}}1/u^{\alpha }$ with 
$0<\alpha <1$ then
\[
G(x,v(x))=\chi _{\{v>0\}}(x)\frac{(-\alpha +1)}{v(x)^{\alpha -1}}\quad
\text{a.e. }x\in \Omega .
\]
The adaptation of the above notions to the case in which $f$ or/and $g$ are
discontinuous (or even multivalued) at $u=0$ but their directional limit, as
$u>0$ goes to $0$, is finite (e.g., the `` obstacle problem"
or the zero order reaction problem) will be commented later.

Now we pass to mention to some of the results in the literature:

 \subsection*{Existence for problem (I)} It was proved by D\'{\i}az,
Morel and Oswald \cite{DMO} that for $\alpha \in (0,1)$ there exists 
$\lambda ^{\ast }>0$ such that for any $\lambda >\lambda ^{\ast }$ there
exists a maximal positive solution $u_{\lambda }>0$ in the Sobolev space 
$H_{0}^{1}(\Omega )$. This result was obtained by using a method of sub and
supersolutions adapted to this case. It is easy to show that there are no
solutions for $\lambda $ $>0$ small enough, but it remains the problem of
the possible existence of more solutions, either positive or with compact
support. This result was extended later for general $f$'s, actually for 
$f$'s behaving like $d(x)^{\beta }$ for $0<\beta <1$ 
(also for $\alpha \in (0,1) $), where $d(x)$ is the distance to the boundary 
$\partial \Omega $ in \cite{HMV2007} (see also \cite{Rako evol} for some 
related results concerning the parabolic associated problem).

It was shown in \cite{CLMc} that $\alpha \in (0,1)$ is a necessary condition
in order to have existence of a weak solution $u$ (i.e., such that
 $\frac{1}{u^{\alpha }}\in L^{1}(\Omega )$). Estimates on the boundary 
behavior of the minimal weak solution in the one-dimensional case were 
obtained in \cite{DHM} (see \eqref{Estimates} below). 
Recently we improve these results in \cite{DHR to appear} in the sense 
that when $\alpha \in [1,2)$ there exists a very weak solution 
(i.e., such that $\frac{1}{u^{\alpha }}\in L^{1}(\Omega ,d)$ although 
$\frac{1}{u^{\alpha }}\notin L^{1}(\Omega )$).
Moreover the estimates \eqref{Estimates} are preserved as in the one-dimensional
case. We also show in \cite{DHR to appear} that no very weak solution exists
if $\alpha \geq 2$.

\begin{figure}[ht]
\begin{center}
 \includegraphics[width=0.5\textwidth]{fig1} % Diagrama1.eps
\end{center}
\caption{Bifurcation diagram when there is a unique positive solution}
\end{figure}

\subsection*{Multiplicity for problem (I)}
 Choi, Lazer and McKenna \cite{CLMc} treated the very simple case 
$f\equiv 1$, $\Omega=(-1,1) $. They obtained, by using ODE methods a 
maybe surprising result:
there are values of $\lambda >0$ such that there is exactly one positive
solution for $\alpha =1/2$ and at least $2$ for $0<\alpha <1/3$. It is
pretty obvious that it is also a partial result. Some time later a complete
answer was given by Horv\'{a}th and Simon \cite{HorS} showing that for some 
$\lambda $'s there is exactly one solution for $1/2\leq \alpha <1$ and
exactly $2$ for $0<\alpha <1/2$.


\subsection*{Existence for problem (II)} We have the following results.

(a) Shi and Yao \cite{SY} proved that there exists $\lambda ^{\ast }>0$ such
that for all $\lambda >\lambda ^{\ast }$ there exists a maximal solution $
u_{\lambda }>0$, which is obtained this time by approximating the singular
problem by a regular one to which well-known techniques (e. g., sub and
supersolutions) can be applied to get a unique solution to the approximate
problem and then pass to the limit to obtain a solution of the original
singular problem. Once again, there is no solution for small $\lambda $.

(b) D\'{a}vila and Montenegro \cite{DM2003} obtained some time later a
related result with the formulation involving the term $\chi
_{\{u>0\}}1/u^{\alpha }$ (instead of merely $1/u^{\alpha })$, this time by
using variational methods for the associated functional in 
$H_{0}^{1}(\Omega)$. They prove that for any $\lambda >0$ there exists 
a maximal solution $u_{\lambda }\geq 0$ and there exists a
 $\lambda ^{\ast }>0$ satisfying
\begin{itemize}
\item[(i)] If $\lambda >\lambda ^{\ast }$, then $u_{\lambda }>0$.

\item[(ii)] For $\lambda =\lambda ^{\ast }$, $u_{\lambda }>0$ and $u\in C^{
\frac{1-\alpha }{1+\alpha }}(\overline{\Omega })$.

\item[(iii)] If $0<\lambda <\lambda ^{\ast }$, then $u_{\lambda }=0$ on $
A\subset \Omega $, where $|A|>0$.
\end{itemize}
 It is possible to show that in case (iii) $A=\Omega $ if $\Omega $
is the ball $B_{R}(0)$.

(c) Finally, the same result of i) was obtained in a more general framework
and by using a completely different technique in \cite{HMV2007}: by a change
of variable, the problem was reduced to one such that the Implicit Function
Theorem (see \cite{HMV2002}, \cite{HM2006}) could be applied, providing in
this way a branch of positive solutions by continuation arguments.



\subsection*{Multiplicity for problem (II)}

(a) Ouyang, Shi and Yao \cite{OSY} studied the radial case $\Omega =B_{r}(0)$
for $N\geq 1$. They only consider radial solutions but they notice that,
since the famous Gidas-Ni-Nirenberg theorem is not applicable, existence of
non-radial solutions cannot be excluded. By employing the usual ODE methods
they show the existence of two values 
$0<\lambda ^{\ast }<\lambda ^{\ast\ast }$ such that for 
$\lambda ^{\ast }<\lambda <\lambda ^{\ast \ast }$\
there are two radial solutions $u_{1}$ and $u_{2}$ verifying $u_{1}<u_{2}$
and for $\lambda >\lambda ^{\ast \ast }$ there is only the solution $u_{2}$.
Moreover, there is a turning point for $\lambda =\lambda ^{\ast }$ and the
normal derivative is \ $<0$ along both branches but it turns out that 
$\partial u_{1,\lambda }/\partial n| _{\lambda =\lambda ^{\ast \ast}}=0$. 
Otherwise stated, the solution branch ``lives'' in the interior
of the positive cone all the time but the lower branch ``hurts'' the boundary
for $\lambda =\lambda ^{\ast \ast }$. Here we have a complete description of
radial solutions, and we may ask why the branch ``stops'' at the value 
$\lambda =\lambda ^{\ast \ast }$.

\begin{figure}[ht]
\begin{center}
 \includegraphics[width=0.5\textwidth]{fig2} %Diagrama2.eps
\end{center}
\caption{Bifurcation diagram including only positive solutions}
\end{figure}

(b) In \cite{DH1999} D\'{\i}az and Hern\'{a}ndez treated the one-dimensional
problem
\begin{equation}
\begin{gathered}
-u''+u^{\alpha }=\lambda u^{\beta } \quad \text{in }\Omega =(-1,1), \\
u(\pm 1)=0, 
\end{gathered}  \label{CRAS}
\end{equation}
 where the condition $0<\alpha <\beta <1$ is satisfied. One can see
that this nonlinearity is not singular but it is not locally Lipschitz close
to the origin, which is the main necessary condition related with existence
of free boundaries. See the book \cite{D1985} and the recent paper \cite{DHM}
for more details on these matters. They obtain the same result of part a)
concerning positive solutions, but also an additional result answering one
of the above questions. Starting from the positive solution having zero
boundary derivative in the lower branch it is possible to produce infinite
continua of compact support solutions which, since they have zero boundary
derivative, are solutions of the equation on the whole real line. A complete
description of these continua is given in \cite{DH1999}.

\begin{figure}[ht]
\begin{center}
 \includegraphics[width=0.6\textwidth]{fig3} % Diagrama3.eps
\end{center}
\caption{Bifurcation diagram including positive and compact supported solutions 
(dotted line)}
\end{figure}

Concerning stability of solutions considered as stationary solutions of the
associated parabolic problem, one could think that maximal positive
solutions are actually (linearly) stable. For this matter see 
\cite{BR,DM2003,HMV2007,Rako evol}). Periodic-parabolic
problems with the same non-singular nonlinear terms were studied in 
\cite{GoKa} (concerning free boundary periodic solutions see, e.g.,  
\cite{BaDi}, its references, and \cite{DRam}).
We mention here that the stability (even the continuous dependence)
of free boundary solutions (in the sense of
having also the stability of the associated free boundaries) is a quite
complicated task where many counterexemples may arise (see, e.g., the recent
paper \cite{DMiRa} and its references).

\section{Existence of positive and compact support solutions to Problem (III)}

 Now we study the problem
\begin{gather*}
-\Delta u=K(x)(\lambda u^{\beta }-u^{\alpha }) \quad \text{in }\Omega , \\
u=0 \quad \text{on }\partial \Omega ,
\end{gather*}
 with $K(x)=1/d(x)^{k}$ with $0<k<2$ and $0<\alpha <\beta <1$,
hence the problem is not singular in $u$. This problem was studied by Haitao
in \cite{Ha2006}, where he proved the following results

(i) If $k-\alpha <1$, there exists $\lambda ^{\ast }$ such that for all $
\lambda >\lambda ^{\ast }$ there is a solution $u_{\lambda }>0$ to (III)
and there is no solution for $\lambda $ small;

(ii) If $1<k-\alpha <2$ there exists at least a solution with compact
support for all $\lambda >\lambda ^{\ast \ast }$ for some 
$\lambda ^{\ast\ast }>0$.

 The results in (i) were proved by using sub and supersolutions and
then those in part ii) by combining variational arguments for the associated
functional in $H_{0}^{1}(\Omega )$ with a compact support principle. Notice
that for $K\equiv 1$ we have the problem (II). This dichotomy can be
understood also in the spirit of the "balance between the data and the
domain" which is also needed to have free boundary solutions, in a bounded
domain, in the monotone case (see \cite[Subsection 1.2b]{D1985}). We also
mention that free boundary solutions of singular higher order equations or
systems can be studied with the help of energy methods (see \cite{ADSH} and
its references).

It seems relevant to mention here the case in which the boundary conditions
are not homogeneous as, for instance, problem $P(f,g)$:
\begin{equation}
\begin{gathered}
-\Delta u=f(x,u)-g(x,u) \quad \text{in }\Omega \\
u=1 \quad \text{on }\partial \Omega .
\end{gathered}
\end{equation}
Notice that by making $w=1-u$ we get to the formulation
\begin{equation}
\begin{gathered}
-\Delta w=-f(x,1-w)+g(x,1-w) \quad \text{in }\Omega \\
w=0 \quad \text{on }\partial \Omega .
\end{gathered}  \label{pw}
\end{equation}
In the special case of $f(x,u)\equiv 0$ it is easy to see that 
$0\leq u\leq 1 $ on $\overline{\Omega }$, so that we can write 
problem \eqref{pw} in the form
\begin{equation}
\begin{gathered}
-\Delta w+g^{\ast }(x,w)=f^{\ast }(x) \quad \text{in }\Omega \\
w=0 \quad \text{on }\partial \Omega
\end{gathered}
\end{equation}
with $g^{\ast }(x,w)=g(x,1)-g(x,1-w)$ and $f^{\ast }(x)=g(x,1)$. For
instance, in the case of $\alpha $-order endothermal chemical reactions, 
$g(x,u)=\mu u^{\alpha }$ and if $\alpha \in (0,1)$, then we transform a
concave non-Lipschitz function at $u=0$ into a convex non-Lipschitz function
at $w=1$. In fact, the free boundary (the boundary of the so called 
``dead core'') is transformed into the free boundary given as the boundary of the
level set $\{w=1\}$. That was extensively used in the book \cite{D1985} in
order to derive many different qualitative properties of solutions. We also
send the reader to \cite{D1985} for the detailed references of many papers
in the literature dealing with $\alpha -$order reactions (Bandle, Sperb and
Stagold, D\'{\i}az and Hernandez, Friedman and Phillips,
Caffarelli-Friedman, etc.). Many references dealing with the case in which
the order of the reaction is assumed to be negative can be found also there
(see, in Subsection 2.3, the mention to the papers by Alt and Phillips, Alt
and Caffarelli, Giaquinta-Giusti, Brauner and Nicolaenko, Misiti and Guyot,
etc.).

We prefer to drop of our presentation the case in which $\Omega $ is
unbounded, as it is the case of $\Omega =\mathbb{R}^{N}$. The list of
references could be otherwise very long (see, for instance, the many
references of the book \cite{D1985} and \cite{Cortazar} to mention only two
of them).

As extensively mentioned in \cite{D1985}, the diffusion operator can be
replaced, for many different studies, by a general linear second order
elliptic operator (including , or not, some first order transport terms), as
well as by some quasilinear second order operators, possibly degenerated as
the $p$-Laplacian operator
 $\Delta _{p}u=\operatorname{div}(| \nabla u| ^{p-2}\nabla u)$ with $p>1$. 
For higher order operators some
suitable energy methods replace the role of the comparison principle as a
fundamental tool to study free boundary solutions (see \cite{ADSH}). We also
mention here that for many different purposes the results valid for the
zero-order nonlinear terms $f(x,u)-g(x,u)$ can be extended to the case in
which there is a explicit dependence on the gradient 
$f(x,u,\nabla u)-g(x,u,\nabla u)$. The detailed mention here to the 
extensive literature
on this kind of quasilinear equations would make this survey much less
shorter than intended, so we limit ourselves to mention here the series of
papers \cite{Arc} \cite{ArcoyPorreta} and \cite{Bo2011}. For multiplicity
and free boundary solutions for a quasilinear problem related to the
classical \textit{brachistochrone curve} and \textit{fluid bridges} see 
\cite{DiNa} and its references. As it is well-known, such possible first order
terms arise for the equation of an unknown transformation $v=\psi (u)$ where
$u$ verifies a problem in which the first order terms are absent (as, for
instance problem \eqref{Pfg}). For an interesting study relating the possible
singularities of a quasilinear equation with free boundary solutions of a
problem of \eqref{Pfg} see \cite{BN}. Concerning free boundary solutions for
quasilinear equations of Hamilton-Jacobi type, without zero order terms see,
e.g. \cite{BaDD,PS,ADSH,BS} and their references. A
recent paper concerning free boundary solution for Monge-Amp\`{e}re
equations is \cite{DgD}.

An interesting extension of problem (III) to both the singular case and
the $p$-Laplacian was recently obtained by Giacomoni, Maagli and Sauvy 
\cite{GMS}. They consider the problem
\begin{gather*}
-\Delta _{p}u=K(x)(\lambda u^{\beta }-u^{\alpha }) \quad \text{in }\Omega , \\
u=0 \quad \text{on }\partial \Omega ,
\end{gather*}
under assumptions $-1<\alpha <\beta <p-1$, $0<k<p$ and look for
weak solutions in the space $W_{0}^{1,p}(\Omega )\cap L^{\infty }(\Omega )$.
Actually, they prove an interesting regularity result, that solutions are in
both cases in the space $C^{1,\delta }(\overline{\Omega })$, for some 
$0<\delta <1$.

 Concerning existence, there is still no solution for small $
\lambda >0$ and

(i) If $k-\alpha <1$, there exists $\lambda ^{\ast }$ such that for all 
$\lambda >\lambda ^{\ast }$ there exists a positive solution $u>0$;

(ii) If $k-\alpha >1$, it is proved that all solutions have compact support
(Propositon 5.3 in \cite{GMS}). Then sufficient conditions are given for
existence for $\lambda >\lambda ^{\ast \ast }$; i.e., for some
 $\lambda^{\ast \ast }>0$, in Theorem 2.2, either $1+\alpha \geq \beta $ and 
$1+\alpha \leq k<2+\alpha $ or $1+\alpha >\beta $ and 
$k\in \lbrack 1+\alpha$, $1+(p-1)(1+\alpha )/(p-\beta +\alpha ))$.

 Existence in part (i) is proved by sub and supersolutions. In part
(ii) variational arguments are combined with suitable truncations and compact
support considerations.



\section{Problems (I) and (II) ``unified'' one-dimensional case}

A unified treatment of problems (I) and (II) was provided by D\'{\i}az,
Hern\'{a}ndez and Mancebo in \cite{DHM}, where they try to deal
simultaneously with problems (I) and (II), extend the results of 
D\'{\i}az-Hern\'{a}ndez \cite{DH1999} to the singular case and generalize 
the above to the case of the $p-$Laplacian in the one-dimensional case. 
We consider now the one-dimensional quasilinear boundary value problem
\begin{gather*}
-(| u'| ^{p-2}u')'=f(u) \quad \text{in }\Omega =(-1,1), \\
u(\pm 1)=0, 
\end{gather*}
 where $f$ satisfies
\begin{gather*}
f(0+):=\limsup_{s\to 0}f(s)\leq 0\quad \text{($-\infty$ is allowed)},
\\
\text{There exists a $r_{f}>0$  such that $f(r_{f})=0$ and } \\
\text{$f(s) <0$  if $s\in (0,r_{f})$  and $f(s)>0$  if
 $s\in (r_{f},+\infty )$},
\\
F(u)=\int_{0}^{u}f(s)ds>-\infty \quad \text{for any }u>0,
\\
\limsup_{s\to 0}(pF(s)-sf(s))=0,
\\
\text{There exists a $r_{F} >r_{f}$  such that $F(r_{F})=0$ and}\\
\text{$F(s) <0$ if $s\in (0,r_{F})$  and $F(s)>0$ if 
$s\in (r_{F},+\infty )$}.
\end{gather*}
 A particular case is our preceding example 
$f(u)=\lambda u^{\beta }-u^{\alpha }$ with $-1<\alpha <\beta <p-1$ 
($\alpha =0$ and $\beta=0$ are included, see below). 
If $p=2$ the condition reads $-1<\alpha <\beta <1$.

 If we define as above $F(u)=\int_{0}^{u}f(s)ds$ there are two
different cases, namely:
\begin{equation}
\int_{0}^{\delta }\frac{dr}{(-F(r))^{(p+1)/p}}=+\infty ,\quad 
\text{for some $\delta >0$  small}, \label{A}
\end{equation}
or
\begin{equation}
\int_{0}^{\delta }\frac{dr}{(-F(r))^{(p+1)/p}}<+\infty ,\quad
\text{for some $\delta >0$ small}. \label{B}
\end{equation}
In particular $0<\alpha <\beta <1$ implies \eqref{A}. More
generally \eqref{A} holds if and only if $-1/(p+1)\leq \alpha $ 
(if $p=2$, $\alpha \leq -1/3$, a exponent in Choi-Lazer-McKenna \cite{CLMc}) 
and also \eqref{B} holds if and only if $-1/p+1>\alpha >-1$.

Under assumption \eqref{B} we only obtain a partial result concerning
multiplicity. To be more precise, there exists $\delta >0$ such that there
is exactly one solution on the interval $(-1,-1+\delta ]$ and there are
exactly two solutions on $(-1/p+1-\delta ,-1/p+1)$. It is reasonable to
guess that there should be a unique $\alpha ^{\ast }$ such that there is
only one solution on $(-1,\alpha ^{\ast }]$ and two on 
$(\alpha ^{\ast},-1/p+1)$. We were unable to prove that this happens in general, 
but this is the case if the condition $\beta =1+2\alpha $ is satisfied. 
In this case we have $\alpha ^{\ast }$ $=-1/(1+p/2)$. In particular, 
for $p=2$ we get $\alpha ^{\ast }=1/2$, another Choi-Lazer-McKenna exponent.

The following estimates on the boundary behavior of the \textit{minimal weak
solution }$u_{1}$ were obtained in \cite{DHM},
\begin{equation}
\underline{k}| \pm 1-x| ^{\frac{p}{p-(1+\alpha )}}\leq
u_{1}(x)\leq \overline{k}| \pm 1-x| ^{\frac{p}{
p-(1+\alpha )}},\quad \text{for any }x\in (-1,1), \label{Estimates}
\end{equation}
for some positive constants $\underline{k}$ and $\overline{k}$.

We mention above the relationship which may be established between problems 
(I) and (II) in the sense that ``it seems'' that if $p>0$ goes to zero,
then problem (II) ``tends'' in some sense to problem (I) if $f\equiv 1$.
However, one should notice that the limit when $p>0$ goes to $0$ of the
nonlinear function $u^{p}$ is not the constant function equals to $1$ but
the discontinuous function $g$ such that $g(0)=0$ and $g(s)=1$ if $s>0$.
Then we have chosen to treat the problem corresponding to the associated
maximal monotone graph obtained by ``filling the gap'' at $0$ by putting 
$g(0)=[0,1]$. This allows to consider the associated functional having this
maximal monotone graph as its subdifferential and calculate as for the cases
studied before. We arrive to formulations of the type of the problem
$P_{\lambda ,\beta }^{H}$:
\begin{equation}
\begin{gathered}
-(| u'| ^{p-2}u')'+H(u)\ni
\lambda u^{\beta } \quad \text{in }\Omega =(-1,1), \\
u(\pm {1})=0 
\end{gathered}
\end{equation}
which ``formally'' coincides with problem \eqref{CRAS} with $\alpha =0$.
 Here $0<\beta <p-1$ and $H(u)$ denotes the maximal monotone graph of 
$\mathbb{R}^{2}$ associated to the Heaviside function
\[
H(r)=\begin{cases}
1 & \text{if }r>0, \\
\lbrack 0,1] & \text{if }r=0, \\
0 & \text{if }r<0.
\end{cases}
\]
The case of the multivalued equation 
$-(| u'|^{p-2}u')'+u^{\alpha }\ni \lambda H(u)$ was also
considered in \cite{DHM}. We recall that the \textit{obstacle problem}
corresponds to the maximal monotone graph of $\mathbb{R}^{2}$ given by
\[
H(r)=\begin{cases}
0 & \text{if }r>0, \\
(-\infty ,0] & \text{if }r=0, \\
\phi & \text{if }r<0.
\end{cases}
\]
In the general case of a maximal monotone graph of $\mathbb{R}^{2}$, $H(u)$,
the notion of \textit{nonnegative} \textit{strong solution} of problem 
$P_{\lambda ,\beta }^{H}$ is introduced by requiring 
$u\in W_{0}^{1,p}(\Omega {)}$, $u\geq 0$ on $\Omega$,
 $u^{\beta }\in L^{1}(\Omega )$, 
$(| u'| ^{p-2}u')'\in L^{1}(\Omega {)}$, and 
$-(| u'| ^{p-2}u')'(x)+h(x)=\lambda u(x)^{\beta }$ for a.e. 
$x\in \Omega $, for some $h\in L^{1}(\Omega {)}$ such that 
$h(x)\in H(u(x))$ for a.e. $x\in \Omega$ (see \cite{DHM} and its references).

\section{Some open problems}

 We have mentioned several open questions in the preceding
one-dimensional problem, and in Section 2. We now collect some other
open problems concerning mostly the case of a general domain (not a ball)
for $N>1$.

(a) Recently Ilyasov and Egorov \cite{IE} have studied the problem
\begin{gather*}
-\Delta u+u^{\alpha }=\lambda u^{\beta } \quad \text{in }\Omega , \\
u=0 \quad \text{on }\partial \Omega ,
\end{gather*}
with $0<\alpha <\beta <1$ as before. Now $\Omega $ is a
star-shaped domain and the condition 
$N>2(1+\alpha )(1+\beta )/(1-\alpha)(1-\beta )$ is also satisfied. 
Under these assumptions they prove, by using
a combination of variational and continuation arguments, together with
Pohozaev identity, that for some $\lambda '$s

(i) there exists a solution $w_{\lambda }>0$ such that 
$\partial w_{\lambda}/\partial n\neq 0$ on $\partial \Omega $,

(ii) there exists a solution $u_{\lambda }\geq 0$ such that $\partial
u_{\lambda }/\partial n=0$ on $\partial \Omega $.

 One could think that in the first case we actually have $\partial
w_{\lambda }/\partial n\leq 0$ on $\partial \Omega $ and in the second $
u_{\lambda }>0$.

We mention that cases in which the solution is $u>0$ in $\Omega $ but with $
\partial u/\partial n=0$ on a part of $\partial \Omega $ can be understood
as solutions with overdetermined boundary conditions (see \cite{BDL}
concerning a formulation close to problem (I)).

(b) A related, but different approach, has been used recently by Montenegro
\cite{M} for problem $(II)$, under the same assumptions on $\alpha $ and 
$p$. He considers for $\epsilon >0$ the approximated smooth problem 
(with $0<q<p $)
\begin{gather*}
-\Delta u+\frac{u^{q}}{(u+\epsilon )^{q+\alpha }}=\lambda u^{p} \quad \text{in }
\Omega , \\
u=0 \quad \text{on }\partial \Omega ,
\end{gather*}
and the associated functional on the Sobolev space $H_{0}^{1}(\Omega )$. 
Then he proves that this functional has a minimum $u_{\epsilon }\geq 0$ 
and also a second critical point $v_{\epsilon }\geq 0$
(obtained by using the Mountain Pass Theorem) and that when $\epsilon $
goes to $0$ they tend to (again different) solutions $u\geq 0$ and $v\geq 0$.
One can guess that $u>0$ and that maybe $v$ has compact support, but this is
not proved in the paper. In a more recent paper \cite{MS} the authors employ
a perturbation of domain technique and show that for $\lambda $ large there
is a unique (in some class of functions) positive solution for $p$ ``small
enough''.

(c) Concerning the results for problem (III) obtained by Haitao 
\cite{Ha2006} and the generalization to the p-Laplacian in \cite{GMS}, it would
be interesting to know if there is more than one positive solution in the
first case $k-\alpha <1$ and if, also in this case, there are compact
support solutions. Information on the structure of the set of compact
support solutions is interesting as well.

(d) Multiplicity for different diffusion operators (not only a general
linear second order operator or the p-Laplacian operator, but other
nonlinear operators of Hamilton-Jacobi type, Monge-Amp\`{e}re, bi-Laplacian,
nonlinear systems, Schroedin\-ger systems, etc.)

(e) Presence of measures at the equation (not only as a sourcing data but
also as coefficients of zero order terms, \dots)


\subsection*{Acknowledgments} 
Both authors were partially supported by 
project MTM2011-26119 from the DGISPI (Spain). 
The first author has received also support from the UCM Research Group MOMAT 
(Ref. 910480) and the ITN FIRST of the Seventh Framework Program of the 
European Community's (grant agreement number 238702).


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\end{document}
