Abstract
We consider a nonlinear variational elliptic problem with critical nonlinearity on a bounded domain of and mixed Dirichlet–Neumann boundary conditions. We study the effect of the domain’s topology on the existence of solutions as Bahri–Coron did in their famous work on the homogeneous Dirichlet problem. However, due to the influence of the part of the boundary where the Neumann condition is prescribed, the blow-up picture in the present setting is more complicated and makes the mixed boundary problems different with respect to the homogeneous ones. Such complexity imposes modification of the argument of Bahri–Coron and demands new constructions and extra ideas.
Keywords:
nonlinear elliptic problems; critical nonlinearities; variational structures; mixed boundary conditions; topological methods MSC:
35J20
1. Introduction
In this paper, we are concerned with a mixed boundary problem of the form
where , is a bounded domain with smooth boundary and denotes the derivation with respect to the outward unit normal on . We suppose that and are (n-1)-dimensional submanifolds of having positive Hausdorff measures.
We are looking for solutions to problem (1) in the Sobolev space
Let
For any we define
It is straightforward to see that the solutions of the problem (1) correspond to the critical points of the variational functional subject to the constraint . However J involves the exponent , which is the critical exponent of the Sobolev embeddings . In contrast with the subcritical cases, , the Sobolev embedding is not compact for . It results in the corresponding variational structure presenting a lack of compactness, which can be seen in the fact that J does not satisfy the Palais–Smale condition. This makes the problem of finding positive critical points of J particulary difficult.
Elliptic equations involving Laplacian operator on bounded domains with mixed boundary conditions arise in real applications, for example, in hydrodynamics; see [1,2]. Generally, nonlinear problems subject to various boundary conditions appear in many different branches of the applied sciences, including physics (e.g., steady-state heat flux modeling), chemistry (e.g., Keller–Segel model for parabolic equations in chemotaxis), biology (e.g., Gierer–Meinhardt system in the formation of biological models), and engineering. See for example [3,4,5] and references therein.
By continuity of the Sobolev embedding for , the functional J is lower bounded on . Let
A first attempt to find solutions of (1) could be to see if may be achieved. In [6], Lions–Pacella and Tricarico studied the minimizing sequences of J following the concentration compactness principle of Lions [7]. As product, under some geometrical conditions on , it is shown that it is possible to prove that is achieved. See corollaries 2.1 and 2.2 of [6]. The existence of a bounded domain for which is achieved is strange and makes the study of mixed boundary problems of type (1) different compared with the classical homogeneous Dirichlet problem. For more conditions that ensure is achieved for problems such as (1), we refer to [8,9,10,11,12].
Problem (1) does not always have a solution. A necessary condition to obtain a solution has been established in [6]. It is the following Pohozaev-type identity:
Particulary, (1) has no solution provided:
For examples of domains satisfying such a condition, we refer to [6]. However, there are other conditions on obtained by some Sobolev inequalities (see [13,14]) that only guarantee is not achieved. An example of such domains is given by Pacella and Tricarico in [15] by considering domains bounded by two concentric spheres with denoting the interior sphere. Using the so-called “isoperimetric constant of relative to ”, see [15], it is proved that is not achieved whatever the radius of the two spheres. When is not achieved, a natural question arises: Could one find positive critical points of J of energy levels larger than ?
An analysis of Palais–Smale sequences of the function J has been performed by Grossi and Pacella [16]. As a consequence of it, a positive answer to the above question has been derived for bounded domains with two holes, one of which is very small; denotes the boundaries of the interior two holes and .
Observe that the case of domains bounded by two concentric spheres with denotes the boundary of the interior ball is not included in the existence results of [16]. Motivated by the work of Bahri–Coron [17] and aiming to include a larger class of domains in the existence results of problem (1), we develop in the present article and the subsequent one [18] an approach that allows us to include all possible cases of bounded domains with an arbitrary number of holes of arbitrary sizes.
Here, denotes the closure of the ball of center x and radius R. Let
In the following, we state the main theorem that we shall prove in this paper and the subsequent one [18].
Theorem 1.
If Ω, and satisfy description , then (1) has a solution.
The aim of this paper is to prepare the field to prove Theorem 1. We first establish under the assumption that a strong maximum principle for the Laplacian operator with mixed Dirichlet–Neumann boundary conditions. After that we extend the analysis of [17] (see also [19]) to the present setting and prove useful estimates involving asymptotic expansions of the variational functional J. Then, we develop an algebraic topological method and prove Theorem 1 under an additional topological condition. See Theorem 3 below.
Notice that, although the general scheme of our proof falls within the analysis and topological techniques of Bahri–Coron [17], the same techniques cannot be extended to the present framework. Indeed, with respect to the homogeneous Dirichlet problem traited by Bahri–Coron, the case of mixed boundary problem presents new phenomena. Namely, due to the influence of the boundary part where the Neumann condition is assumed, the blow-up configuration is completely different and more complicated. It is described by interior and boundary blow-up points as well as mixed configurations. See [6,16]. This leads to additional difficulties and obstacles to apply Bahri–Coron’s approach and requires novelties in the proof.
2. A Maximum Principle Theorem
In this section, we prove an estimate for solutions of mixed boundary value problems with Laplace operator. Let be a bounded connected domain of with smooth boundary such that (Figure 1).
Figure 1.
A simplified figure of .
Let , , and . Denote be the solution of the following problem:
We then have
Theorem 2.
for every , it holds:
where , and are the solutions of the following boundary value problems:
and
The proof of Theorem 2 requires the following three Lemmas.
Lemma 1.
Let be the solution of
Then for any , we have
Proof.
Let and . We then have
By regularity Theorems, see [20,21], we have . Indeed, under assumption , the solutions and lie in since .
Let , such that
To proof the left side inequality of the Lemma, we distinguish two cases.
- If is a constant function on , then by condition in , we obtain on .
- If not constant, then have to be in and satisfies (see [22], Lemma 3.4). It follows that and therefore . Consequently,
Similarly, we proof the right side inequality of the Lemma. Indeed,
- If is a constant function on , we then have on .
- If not, and satisfies It follows that . Therefore,
□
Lemma 2.
Let be the solution of
Then for any , we have
Proof.
Let and . We then have
Let such that
- If is a constant function on , from the fact that , we obtain
- If is not constant, then have to be in and satisfies Therefore, where . Consequently,
Moreover,
- If is a constant function on , then by condition , we get
- If is not constant, then have to be in and satisfies , this implies that , where . Therefore,
□
Lemma 3.
Let be the solution of
Then for every any , we have
Proof.
Let and . We then have:
Let such that:
As the proof of previous Lemmas, we distinguish the following cases:
- If is constant on , then on , since on .
- If not, have to be in and satisfies . Therefore, where . It follows that,
Concerning ,
- If is constant on , then by condition on , we get on .
- If not, have to be in and satisfies Consequently , where . Therefore,
□
Proof of Theorem 2.
Let be the solution of problem . We decompose u as follows:
where are the solutions of Lemmas 1–3. The estimate of , follows from the estimates of
We end this section by stating an estimate of the solution of problem . The estimate is a direct consequence of Theorem 2. □
Corollary 1.
Let . There exists a positive constant , such that for every , and , the solution of problem satisfies
3. Asymptotic Analysis
Problem (1) has a variational structure. Indeed, if u is a critical point of J in , then is a solution of (1). Due to the compactness defect of the Sobolev embedding , the functional J fails to satisfy the Palais–Smale condition on . In order to describe the sequences failing the Palais–Smale condition, we introduce in the following a family of ”almost solutions” of problem (1).
For any , and , we define
where is a fixed positive constant which depends only on n and chosen so that
In the case of , we define an almost solution by
where is a smooth cut-off function defined by
Here, is a positive constant depending on a and chosen so that on .
In the case of , we define as the unique solution in of
Denote Setting
In the following proposition, we estimate . It involves the regular part of the Green function for the Laplacian operator under mixed Dirichlet–Neumann boundary conditions.
Proposition 1.
Let and let be the regular part of the Green’s function associated with problem (1). We then have
Proof.
Let
Using the fact that satisfies
it holds
Thus, by Corollary 1 we obtain
Observe that
A change of variables, yields
Let ,
Now, using the fact that
and
we obtain that
Observe that for any , we have . Therefore,
From another part,
We have
and
Therefore,
Using the same reasoning as before, we obtain
Let h and q be positive integers such that and let . Define
Here, .
As in [17], we parameterize the sets as follows. For , we consider the minimization problem
Arguing as in ([17], Proposition 7), we have
Proposition 2.
Let . There exists such that for any and for any the above minimization problem admits a unique solution (up to permutation). Denoting
then v satisfies the following orthogonality condition,
Following the concentration compactness principle of [6,16,17], we have the following result.
Proposition 3.
where S is a fixed constant given by
Assume that (1) has no solution. Let be a sequence of such that and . Then there exist integers h and q, , and a subsequence of such that
- Here, the sequence is positive and tends to zero. Moreover,
Fix be a compact set in . For and , we denote
For , we may assume that , (if not, . Denote . Then it holds
Proposition 4.
Proof.
Let us denote
We claim that
Indeed,
□
For any we have
Observe that
Moreover, by Proposition 1, we have
Expanding around , we obtain
Therefore,
Moreover, for any we have
Observe that
and
Hence,
We now estimate the denomerator of . We claim that
Indeed, let small enough such that for any , and . We may assume . We then have
Let To estimate , we write
Therefore,
We now compute
We have
Using Proposition 1, we have
Therefore,
In addition,
Thus,
and therefore,
We now prove the following Lemma
Lemma 4.
For any , we have
where
Proof.
Let . We have
Using Holder’s inequality,
Observe that
It follows that
This concludes the proof. □
Proposition 5.
Let . For any , there exists such that for every , we have
Proof.
By Lemma 4, we know that for any , we have
Observe that
since
Using the fact that
we obtain
Therefore,
Using the estimate of Proposition 1, we obtain
Let . for large enough, the inclusion of Proposition 5 is valid. □
The above expansion can be improved for h large enough. Namely,
Proposition 6.
There exists and such that for any and ,
Proof.
Let . We distinguish two cases.
- Case 1. Assume that there exists such that . By elementary computation, we obtain
We know from Proposition 5 that
Thus, for small enough, we have
Case 2. Assume that is lower bounded by a fixed positive constant. If is small enough, using expansion of Proposition 4, we obtain
If is lower bounded by a fixed positive constant, we deduce from Proposition 4 the existence of three positive constants and such that
Thus, for such that and for large enough, we have
This finishes the proof. □
4. Topological Arguments
In this section, we extend the topological approach of Bahri–Coron [17] to the framework of mixed boundary problems. Due to the effect of boundary blow-up points, the same techniques cannot be applied in the present setting, and therefore new constructions and extra ideas will be required. That is what we will do in this section. We think that such an approach will be helpful to prove Theorem 1. This is subject of the forthcoming paper [18]. Nevertheless, it leads to prove Theorem 1 under an additional topological condition; see Theorem 3 below.
Assume that (1) has no solution. Under the assumption of Theorem 3, we construct a sequence of maps of topological pairs in which induces a sequences of non trivial homomorphisms of relative homological groups. However, by using the asymptotic expansions of Section 3, we prove that the induced homomorphisms sequence is trivial from a certain rank. This leads to a contradiction.
First, let us introduce the gradient vector field of the functional J, and it follows that will be used to deform the level sets of Let
be the gradient field of J, and let
be the associated flow. For any is the unique solution of
A direct computation shows that J decreases a long as and if then
Let It follows from Proposition 3 that under the assumption that J has no critical point in there exists a unique positive integer and a unique integer , such that , so that the following holds: For any and there exists such that for any Consequently,
Here, q represents the number of concentation points of that lie in the boundary part and S is defined in (5). The levels are called critical values at infinity.
Let We define
Using the classical deformation lemma, we have
Proposition 7.
Assume that J has no critical point in Let h be a positive integer and let q be an integer such that . For any two real numbers and such that
we have
where ≃ denotes retract by deformation.
Proof.
We use the gradient flow to deform onto Since J decreases along and J has no critical values nor critical values at infinity in , then . □
For any let be a fixed positive constant subjected to Proposition 2.
Proposition 8.
Assume that J has no critical points in For any there exists a fixed constant such that if a flow line moves from to then decreases by at least Here .
Proof.
Assume that there exists such that , and It follows from Propostion 3 that there exists such that
Moreover, by estimate of [23], we know that there exists such that
Thus,
since
The result follows for □
Next, we shall use the following notations. Let
and
Proposition 9.
Assume that J has no critical point in Let If there exixts a positive time such that for some positive integer then decreases by at least where is the given constant of Propostion 8.
Proof.
Let Before the time at which the flow line has to leave since at all the indices satisfy , and at there exists at least an index , satisfying Therefore, the flow line moves from to The result follows from Proposition 8. □
For any we fix
From Proposition 3, we know that for any there exists large enough such that
For simplicity, we shall denote the unstable manifold of with respect to the gradient flow. More precisely,
Define
and
In this way it is easy to verify that
with We now prove the following result.
Let be two topological spaces. We denote the homology group of order ∗ of the pair
Proposition 10.
Assume that (1) has no solution. For any there exists so that the following holds. For any there exists a continious map
which induces an isomorphism
Proof.
If we assume that J has no critical point in it follows from Proposition 7 that for any
Let
be the associated deformation retract. Using Proposition 3, the following holds.
For any there exists such that for any
Particularly, for there exists such that for any we have
Note that for given sets and A such that
then,
We apply this in our statement. It results that the pairs
and
are homotopical equivalent, since Let
be the associated homotopy equivalence. We define
Using the fact that and two homotopy equivalences, is then an isomorphism. □
Let be a bounded domain of satisfaying the condition of Theorem 1. Then, there exists at least an –dimensional sphere included in such that, if we denote the natural injection, then the induced homorphism of groups is not null for . Here, denotes the homology groups of a topological space
Let us introduce the following notations. For we denote
and
Here, is the Dirac distribution at .
In the following two Propositions, we construct a sequence of non trivial homomorphisms
between the relative homological groups and
Proposition 11.
Assume that (1) has no solution. For any positive integer the homology group has a structure of a module over the cohomology group where is the permutation group of order h. Moreover, there exists a sequence of homomorphisms
such that for any is –linear.
Proof.
Let Define the projection
Let
be the restriction of on The mapping induces a homomorphism
The cap product, see [24],
provides a structure of a module over
and therefore over through the homomorphism Using now the isomorphism given in Proposition 10, obtains the structure of an module.
We now construct the required sequence of homomorphisms .
For we define an equivalence relation ∼ on by
can be viewed as the quotient space of with respect to
Define
Let
Following [24], there exits a –equivariant tubular neighborhood of in such that retracts by deformation on The above projection induces a map of pairs denoted again
It is easy to see that is an homeomorphism and therefore induces an isomorphism
Let
be the natural injection. Using the fact that is a strong deformation retract of defines an homotopy equivalence and hence induces an isomorphism
Let us denote
and for we also denote
We note that retracts by deformation on As a consequence there exists an isomorphism
By excision of we get the existence of an isomorphism
since is open in
Let be a large positive constant. We define
Using expansions of Propositions 5 and 6, we can select and a diameter of small enough so that for large enough, we have
and
In addition, using the fact that for any we obtain for large,
and
Therefore, for defines a map denoted again
Thus, it induces an homomorphism
The required sequence of homomorphism is
To prove that defines a –linear map. We consider the following commutative diagram, analogue to the one of ([17], diagram (17)). Let
be the first projection. Using expansions of Propositions 5 and 6, it is easy to check that maps
Moreover, using the fact that for any we obtain for large,
and
Thus, defines a map denoted again
Consider the following diagram:
where , and are the natural injection. It is easy to verify that the above diagram is commutative. Moreover, and are two isomorphisms. Thus we are in the same position of diagram (17) of [17]. The –linearity of follows from the same argument of ([17], Proposition 9). □
We now prove the following result:
Proposition 12.
Assume that (1) has no solution and assume condition below. Then,
Proof.
From the construction of the proof of Proposition 11,
defines an isomorphism:
Using the fact that retracts by deformation on induces an isomorphism denoted again
Observe that is a manifold of dimension with boundary. Therefore,
defines a non-zero class in for .
Denote
and
are the usual connecting homomorphism. We introduce the following topological condition. (A): Assume that there exists a connecting homomorphism
such that the following diagram is commutative
Under assumption (A), the topological argument displayed in ([17] estimates (25) and (26)) shows that
We prove now the following existence result.
Theorem 3.
Under assumption , Theorem 1 holds.
5. Conclusions
This paper conjectured the existence of positive solutions of problem (1.1) on bounded domains with holes. We proved preliminary results and useful estimates for mixed Dirichlet–Neumann boundary value problems involving the standard Laplacian. Particularly, a strong maximum principle theorem has been established. We were able to evaluate the topological differences between the level sets of the associated energy functional. Precisely, the level sets corresponding to critical points at infinity of the associated variational problem. An additional difficulty compared to homogeneous Dirichlet problems lies in the complexity of the configuration of the critical points at infinity. In the present setting we have two types of critical points at infinity. Type1, containing only interior concentration points, and type2, containing at least a concentration point in the boundary part where the Neumann condition is prescribed. Although both types of critical points at infinity may have the same energy levels, our method was able to exclude the topological effect of critical points at infinity of type2 and prove the above conjecture under an algebraic topological condition. We believe that the used method and the obtained results constitute interesting steps to fully prove the aforementioned conjecture. We also believe that the used approach helps in studying related nonlinear problems such as scalar-curvature-type problems on bounded domains with mixed Dirichlet– Neumann boundary conditions and mixed elliptic problems driven by the fractional Laplacian. It is well known that the latter problems are motivated by previous works on mixed Dirichlet–Neumann boundary problems driven by the standard Laplacian. For recent progress in these directions, we may refer the reader to [25,26,27,28] and references therein.
Author Contributions
Conceptualization, H.C.; Formal analysis, A.A., S.C., H.C. and A.S.; Supervision, H.C.; Funding acquisition, A.A. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
Not applicable.
Acknowledgments
Part of this work was conducted when the third author enjoyed the hospitality of the “Institut des Hautes Etudes Scientifiques (IHES, Paris)”. He takes the opportunity to acknowledge the excellent working conditions.
Conflicts of Interest
The authors declare no conflict of interest.
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