This paper investigates the properties of solution sets for non-cooperative elliptic systems on geodesic balls in spheres, revealing unbounded continua and symmetry-breaking bifurcations using equivariant bifurcation theory.
Contribution
It demonstrates the unboundedness of solution continua and the occurrence of symmetry-breaking bifurcations for elliptic systems on geodesic balls, applying equivariant bifurcation techniques.
Findings
01
Solution continua are unbounded on hemispheres.
02
Global symmetry-breaking bifurcation occurs.
03
Uses degree theory for SO(n)-invariant functionals.
Abstract
The purpose of this paper is to study properties of continua (closed connected sets) of nontrivial solutions of non-cooperative elliptic systems considered on geodesic balls in Sn. In particular, we have shown that if the geodesic ball is a hemisphere, then these continua are unbounded. It is also shown that the phenomenon of global symmetry-breaking bifurcation of such solutions occurs. Since the problem is variational and SO(n)-symmetric, we apply the techniques of equivariant bifurcation theory to prove the main results of this article. As the topological tool we use the degree theory for SO(n)-invariant strongly indefinite functionals defined in A. Go{\l}\c{e}biewska, S. Rybicki, \emph{Global bifurcations of critical orbits of G-invariant strongly indefinite functionals}, Nonl. Anal. {74} (2011), 1823-1834..
Equations155
\left\{\begin{array}[]{rclll}\Lambda\Delta_{S^{n}}u&=&\nabla_{u}F(u,\lambda)&\text{ in }&B(\gamma),\\
u&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\left\{\begin{array}[]{rclll}\Lambda\Delta_{S^{n}}u&=&\nabla_{u}F(u,\lambda)&\text{ in }&B(\gamma),\\
u&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\left\{\begin{array}[]{rclll}\Lambda\Delta_{S^{n}}u&=&\nabla_{u}F(u,\lambda)&\text{ in }&B(\gamma),\\
u&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\left\{\begin{array}[]{rclll}\Lambda\Delta_{S^{n}}u&=&\nabla_{u}F(u,\lambda)&\text{ in }&B(\gamma),\\
u&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\left\{\begin{array}[]{rclcc}-\Delta_{S^{n}}u(x)&=&\lambda u(x)&\text{ in }&B(\gamma),\\
u(x)&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\left\{\begin{array}[]{rclcc}-\Delta_{S^{n}}u(x)&=&\lambda u(x)&\text{ in }&B(\gamma),\\
u(x)&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
−ΔSn−1v(θ)=βmv(θ), where βm=m(m+n−2),
−ΔSn−1v(θ)=βmv(θ), where βm=m(m+n−2),
T′′(t)+(n−1)(cott)T′(t)+(λ−sin2tβm)T(t)=0.
T′′(t)+(n−1)(cott)T′(t)+(λ−sin2tβm)T(t)=0.
σ(−ΔSn;B(π/2))={λm=m(n+m−1):m∈N}
σ(−ΔSn;B(π/2))={λm=m(n+m−1):m∈N}
\left\{\begin{array}[]{rclll}\Lambda\Delta_{S^{n}}u&=&\nabla_{u}F(u,\lambda)&\text{ in }&B(\gamma),\\
u&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\left\{\begin{array}[]{rclll}\Lambda\Delta_{S^{n}}u&=&\nabla_{u}F(u,\lambda)&\text{ in }&B(\gamma),\\
u&=&0&\text{ on }&\partial B(\gamma),\end{array}\right.
\begin{array}[]{ll}\alpha_{i}=\left\{\begin{array}[]{ll}(-1)^{k_{0}}&\text{ if }i=0,\\
(-1)^{k_{0}+1}k_{p}&\text{ if }i=m_{p},p=1,\ldots,r,\\
0&\text{ for }i\notin\{0,m_{1},\ldots,m_{r}\}.\end{array}\right.\end{array}
\begin{array}[]{ll}\alpha_{i}=\left\{\begin{array}[]{ll}(-1)^{k_{0}}&\text{ if }i=0,\\
(-1)^{k_{0}+1}k_{p}&\text{ if }i=m_{p},p=1,\ldots,r,\\
0&\text{ for }i\notin\{0,m_{1},\ldots,m_{r}\}.\end{array}\right.\end{array}
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The purpose of this paper is to study properties of continua (closed connected sets) of nontrivial solutions of non-cooperative elliptic systems considered on geodesic balls in Sn. In particular, we have shown that if the geodesic ball is a hemisphere, then these continua are unbounded. It is also shown that the phenomenon of global symmetry-breaking bifurcation of such solutions occurs. Since the problem is variational and SO(n)-symmetric, we apply the techniques of equivariant bifurcation theory to prove the main results of this article. As the topological tool we use the degree theory for SO(n)-invariant strongly indefinite functionals defined in [10].
Partially supported by the National Science Center, Poland, under grant DEC-2012/05/B/ST1/02165
1. Introduction
The aim of this paper is to study continua of solutions of boundary value problems for non-cooperative elliptic systems considered on geodesic balls in Sn, i.e. systems of the form
[TABLE]
where Λ=diag(α1,…,αp),αi=±1,ΔSn is the Laplace-Beltrami operator on the sphere Sn,B(γ)⊂Sn is a geodesic ball of radius γ>0,F∈C2(Rp×R,R) is such that ∇uF(u,λ)=λu+∇uη(u,λ), where η∈C2(Rp×R,R), ∇uη(0,λ)=0 and ∇u2η(0,λ)=0 for every λ∈R.
More precisely speaking, our purpose is to study the phenomenon of global bifurcations of weak solutions of system (1.1). In other words we have studied closed connected sets of weak solutions of this system, satisfying a Symmetric Rabinowitz alternative. For the classical Rabinowitz alternative see for instance [4, 14, 17, 18, 19].
Global bifurcations of solutions of nonlinear problems have been studied under various conditions by many authors. Some references and discussion of these results can be found in [22]. Here we discuss only some results concerning symmetric nonlinear problems, where the authors have eliminated one of the Rabinowitz alternatives showing that some (or all) global solution branches are bounded (or unbounded).
An elliptic boundary value problem on a two-dimensional annulus has been considered in [6]. The author has studied the bifurcation of non-radially symmetric solutions from radially symmetric positive ones. The existence of many distinct global branches of non-symmetric solutions which do not intersect has been shown in this article.
The authors of [12] have studied global symmetry-breaking equilibria of the van der Waals-Cahn-Hilliard phase-field model on the sphere S2. What is interesting they have proved that all the continua of nontrivial solutions are bounded! Thanks to the classical Rabinowitz alternative (because the unboundedness of continua has been eliminated) these continua meet the set of trivial solutions in at least two points. A general class of quasi-linear elliptic systems has been considered in [13]. It has been proved that, under additional assumptions on nodal sets of the eigenvalues of the linearized problem, some of the continua of nontrivial solutions are separated and that is why unbounded.
The Neumann problem on a two-dimensional ball has been considered in [15]. It has been proved that there are unbounded continua consisting of non-radially symmetric solutions emanating from the second and third eigenvalues of the Laplace operator. The Neumann problem on a ball of any dimensions has been studied in [16]. The author has proved the existence of an unbounded continuum of non-radially symmetric solutions of this problem bifurcating from the second eigenvalue of the Laplace operator. Under additional assumptions this continuum is unbounded in λ-direction.
A nonlinear eigenvalue problem on the sphere Sn−1 has been considered in [21]. It has been proved that any continuum of nontrivial solutions bifurcating from the trivial ones is unbounded. Similar results for the non-cooperative systems of elliptic differential equations have been obtained in [22].
In this article we consider weak solutions of problem (1.1)
as orbits of critical points of an SO(n)-invariant functional defined on a suitably chosen infinite-dimensional orthogonal representation of SO(n). This justifies an application of a special degree, i.e. the degree for equivariant gradient maps, see [10, 20]. It is worth to point out that this degree is an element of the Euler ring U(SO(n)) of SO(n), see [8, 9] for the definition of this ring. The advantage of using this degree lies in the fact that it allows us to distinguish homotopy classes of equivariant gradient maps. We emphasize that for the class of equivariant gradient maps our degree is stronger than the classical Leray-Schauder degree.
We have proved that if the geodesic ball is a hemisphere, then any continuum of weak solutions of system (1.1), which bifurcates from the set of trivial ones, is unbounded, see Theorem 3.1, 3.2. In other words one of the Rabinowitz alternatives is eliminated, by showing that all global solution branches are unbounded.
How did we prove it? Applying the degree for strongly indefinite SO(n)-invariant functional, we associate a bifurcation index, defined by formula (4.5), to each point at which the necessary condition for a bifurcation is satisfied. Next we show that for any choice of a finite number of these indexes, their sum is nontrivial in the Euler ring U(SO(n)). Hence the Symmetric Rabinowitz alternative, see Theorem 4.2, implies unboundedness of the bifurcating continua. We have received it through a careful analysis of the eigenspaces of the Laplace-Beltrami operator ΔSn as representations of SO(n), see Remark 2.4, Theorem 2.5 and Corollary 2.6. It would be desirable to prove unboundedness of continua for a geodesic ball of any radius but we have not been able to do this.
For geodesic ball of an arbitrary radius we have characterized bifurcation points at which the global symmetry-breaking phenomenon occurs, see Theorem 3.4 and Corollary 3.5. Finally, a necessary condition for the existence of bounded continua is presented in Theorem 3.3.
After this introduction our article is organized as follows.
In Section 2 we recall basic properties of non-cooperative elliptic systems considered on geodesic balls and eigenvalues of the Laplace-Beltrami operator on these balls. The main problem is given by formula (2.1). The associated functional is defined by formula (2.2). Its properties are described in Lemma 2.1. We introduce a notion of a local bifurcation of solutions of nonlinear problems in Definition 2.2. The set of parameters at which the bifurcation of solutions of problem (2.1) can occur is described in Lemma 2.2 and Theorem 2.3. Finally, properties of the eigenvalues and eigenspaces of the Laplace-Beltrami operator considered on geodesic balls in Sn (with Dirichlet boundary conditions) are described in Remark 2.4, Theorem 2.5 and Corollary 2.6.
In Section 3 the main results of this article are stated and proved. The unboundedness of continua of solutions of system (1.1) on a hemisphere i.e. for γ=π/2 are proved in Theorems 3.1, 3.2. A characterization of bifurcation points of this system at which the global symmetry-breaking of solutions phenomenon occurs on geodesic ball of an arbitrary radius is given by Theorem 3.4 and Corollary 3.5. A necessary condition for the existence of bounded continua of solutions of problem (1.1) are proved in Theorem 3.3.
In Section 4, for the convenience of the reader, we have repeated the relevant material on equivariant bifurcation theory thus making our exposition self-contained. For the definition of the Euler ring U(G) of a compact Lie group G we refer the reader to [8, 9]. Since most of the computations in this article will be done in the Euler ring U(SO(2)), we have reminded the definition of this ring, see Definition 4.1. Next we have reminded classification of orthogonal representations of SO(2), see (4.3). A definition of the bifurcation index which is an element of the Euler ring U(SO(n)) is given by formula (4.5). Remark 4.1
allows us to reduce difficult computations in the Euler ring U(SO(n)) to much simpler computations in the Euler ring of SO(2). The essential role in the proofs of the main results of this article plays the Symmetric Rabinowitz alternative, see Theorem 4.2. In Lemmas 4.10, 4.11 we prove formulas for bifurcation indexes.
2. Preliminaries
In this section we remind some definitions of equivariant topology. Moreover, we present a variational setting of our problem and study properties of the associated functional.
Throughout this section G stands for a real compact Lie group.
Let X be a topological space. An action of G on X is a continuous map ρ:G×X→X such that
•
ρ(g,ρ(h,x))=ρ(gh,x) for g,h∈G,x∈X,
•
ρ(e,x)=x for x∈X,e∈G the unit.
A G-space is a pair (X,ρ) consisting of a space together with an action of G on X. Usually the G-space (X,ρ) is denoted just by underlying topological space X and ρ(g,x) is denoted by gx. An action of G on X is called trivial if gx=x for all x∈X,g∈G.
For each x∈X the set G(x)={gx:g∈G is called the orbit through
x and Gx={g∈G:gx=x} is called the isotropy group of
x.
A subset A of a G-space X is said to be G-invariant if for all x∈A and g∈G we have gx∈A i.e. G(x)⊂A for any x∈A.
Suppose that X and Y are G-spaces. A continuous map f:X→Y is called G-equivariant if for all g∈G and
x∈X the equality f(gx)=gf(x) holds true. Moreover, if Y=R with trivial action of G then a map f:X→R is said to be
G-invariant.
Definition 2.1**.**
Let V, V′ be representations of a compact Lie group G. We say that V and V′ are equivalent if there is an equivariant linear isomorphism L:V→V′. For the sake of simplicity we denote this relation briefly V≈GV′.
Throughout this article SO(n) stands for a real special orthogonal group.
Consider the sphere Sn={x∈Rn+1:∥x∥=1} and the metric between two points p,q∈Sn defined by d(p,q)=ωinfa∫b∣ω′(t)∣dt, where ω ranges over all continuous, piecewise C1 paths ω:[a,b]→Sn for which ω(a)=p, ω(b)=q. Define the geodesic ball in Sn centered at N=(0,…,0,1) and radius γ∈(0,π) by
B(γ)={q∈Sn:d(N,q)<γ}.
The geodesic ball B(γ) is an SO(n)-invariant subset of the representation Rn+1 of the group SO(n) with the action SO(n)×Rn+1→Rn+1 given by (g,x)=(g,(x1,…,xn,xn+1))↦(g(x1,x2,…,xn),xn+1).
∇uF(u,λ)=λu+∇uη(u,λ), where η∈C2(Rp×R,R) and for every λ∈R follows
∇uη(0,λ)=0 and ∇u2η(0,λ)=0,
3. (A3)
there exist C>0 and 1≤s<(n+2)(n−2)−1 such that ∣∇u2F(u,λ)∣≤C(1+∣u∣s−1) (if n=2, we assume that s∈[1,+∞)),
4. (A4)
Λ=diag(α1,…,αp),αi∈{−1,1}.
If the coefficients αi are not of the same sign, we call system (2.1) non-cooperative.
From now on p− (p+) stands for the number of negative (positive) αi,i=1,…,p.
Let H01(B(γ)) denote the Sobolev space with the inner product
[TABLE]
The space H01(B(γ)) is an orthogonal representation of SO(n) with the action given by SO(n)×H01(B(γ))∋(g,u)→gu∈H01(B(γ)), where (gu)(x)=u(g−1x).
Let H be the direct sum of p copies of the representation H01(B(γ)), i.e. H=i=1⨁pH01(B(γ)). We consider H×R as a representation of SO(n) with the action given by SO(n)×(H×R)∋(g,(u,λ))→(gu,λ)∈H×R.
Define a family of SO(n)-invariant functionals Φ:H×R→R of the class C2 by
[TABLE]
and note that
[TABLE]
Define T:H01(B(γ))→H01(B(γ)) and η0:H×R→R by
[TABLE]
Since the functional Φ(⋅,λ) is SO(n)-invariant, its gradient ∇uΦ(⋅,λ) is SO(n)-equivariant.
The following lemma is a direct consequence of the above computations.
Lemma 2.1**.**
Under the above assumptions:
[TABLE]
where
(1)
L:H→H* given by L(u1,…,up)=(−α1u1,…,−αpup) is a self-adjoint, bounded SO(n)-equivariant Fredholm operator,*
2. (2)
K=(T,…,T):H→H* is a self-adjoint, bounded, completely continuous SO(n)-equivariant operator,*
3. (3)
∇uη0(u,λ):H×R→H* is a completely continuous, SO(n)-equivariant operator such that ∇uη0(0,λ)=0, ∇u2η0(0,λ)=0 for every λ∈R,*
4. (4)
u=(u1,…,up)∈H* is a weak solution of system (2.1) if and only if ∇uΦ(u,λ)=0, that is u is a critical point of Φ.*
Denote by σ(−ΔSn;B(γ))={0<λ1<λ2<…} the set of all eigenvalues of the problem
[TABLE]
and by V−ΔSnγ(λm0) the eigenspace associated with the eigenvalue λm0∈σ(−ΔSn;B(γ)). Set σ−(−ΔSn;B(γ))={−λm:λm∈σ(−ΔSn;B(γ))} and Pγ(Φ)={λ0∈R:∇u2Φ(0,λ0)=L−λ0K is not an isomorphism}.
In the next lemma we formulate basic properties of eigenvalues and eigenspaces of the Laplace-Beltrami operator on the geodesic ball B(γ). We omit an easy proof of this lemma.
Lemma 2.2**.**
Under the above assumptions:
(1)
\mathcal{P}^{\gamma}(\Phi)=\left\{\begin{array}[]{ll}\sigma(-\Delta_{S^{n}};B(\gamma)),&\text{ when }p_{-}=p,\\
\sigma^{-}(-\Delta_{S^{n}};B(\gamma)),&\text{ when }p_{+}=p,\\
\sigma(-\Delta_{S^{n}};B(\gamma))\cup\sigma^{-}(-\Delta_{S^{n}};B(\gamma)),&\text{ when }p_{-}p_{+}>0,\\
\end{array}\right.**
2. (2)
σ(K)={λm1:λm∈σ(−ΔSn;B(γ))},
3. (3)
VK(λm1)=i=1⨁pV−ΔSnγ(λm),
4. (4)
for every λm∈σ(−ΔSn;B(γ)) the subspace V−ΔSnγ(λm)⊂H01(B(γ)) is finite dimensional,
5. (5)
H01(B(γ))=cl(m=1⨁∞V−ΔSnγ(λm)).
Moreover, for λ0∈Pγ(Φ),
if λ0>0, then p−>0, λ0∈σ(−ΔSn;B(γ)) and ker∇u2Φ(0,λ0)=i=1⨁p−V−ΔSnγ(λ0),
if λ0<0, then p+>0, −λ0∈σ(−ΔSn;B(γ)) and ker∇u2Φ(0,−λ0)=i=1⨁p+V−ΔSnγ(−λ0).
Let us remind that ∇uΦ(0,λ)=0 for every λ∈R.
Definition 2.2**.**
A solution (0,λ) of the equation ∇uΦ(u,λ)=0 is said to be trivial.
A point (0,λ0) is said to be a bifurcation point of solutions of the equation ∇uΦ(u,λ)=0 if (0,λ0)∈cl{(u,λ)∈H×R:∇uΦ(u,λ)=0,u=0}.
In the following theorem we formulate a necessary condition for the existence of bifurcation points of solutions of equation ∇uΦ(u,λ)=0. This
theorem is a direct consequence of Lemmas 2.1, 2.2 and the implicit function theorem.
Theorem 2.3**.**
If (0,λ0) is a bifurcation point of solutions of the equation ∇uΦ(u,λ)=0, then λ0∈Pγ(Φ).
Let (t,θ) be the geodesic spherical coordinate on Sn.
The eigenvectors of problem (2.3) are of the form
u(t,θ)=Tm(λ,t)vm(θ),
see [2, 3], where m≥0 and vm(θ) is a spherical harmonic of n variables and degree m, i.e. vm is a solution of the equation
[TABLE]
and Tm(λ,t) is a solution of the equation
[TABLE]
The explicit formula for Tm(λ,t) is given in [2].
For m≥0 define Amγ={λ>0:Tm(λ,γ)=0}. From the general theory of the eigenvalue problem the set Amγ is countable and σ(−ΔSn;B(γ))=m=0⋃∞Amγ, see [2]. Moreover, if λ0∈Amγ, then V−ΔSnγ(λ0) is equivalent as representation of SO(n) to Hmn , where
Hmn denotes the linear space of harmonic, homogeneous polynomials of n independent variables of degree m, restricted to the sphere Sn−1, see Section 4.
Remark 2.4**.**
Fix λ0∈σ(−ΔSn;B(γ)) and define Γγ(λ0)={m≥0:λ0∈Amγ}. Since the multiplicity of λ0 is finite, card(Γγ(λ0))<∞. Without loss of generality one can assume that Γγ(λ0)={m1,…,mq} and that 0≤m1<…<mq. Finally we obtain that V−ΔSnγ(λ0)≈SO(n)Hm1n⊕…⊕Hmqn, i.e. representations V−ΔSnγ(λ0) and Hm1n⊕…⊕Hmqn are SO(n)-equivalent.
In the theorem below we discuss the special case of hemisphere i.e. γ=π/2.
and
V−ΔSnπ/2(λm)≈SO(n)l:∃p∈N∪{0}m=2p+l+1⨁Hln.
Moreover, the multiplicity of λm is (n−1n+m−2) for every m∈N.
The following corollary is a direct consequence of the above theorem.
Corollary 2.6**.**
Fix λm∈σ(−ΔSn;B(π/2)). Then
if m is even, then
V−ΔSnπ/2(λm)≈SO(n)H1n⊕H3n⊕…⊕Hm−1n,
2. 2)
if m is odd, then
V−ΔSnπ/2(λm)≈SO(n)H0n⊕H2n⊕…⊕Hm−1n.
Consequently,
Hm−1n⊂V−ΔSnπ/2(λm) and Hm−1n⊂V−ΔSnπ/2(λm) for every 0<m<m.
3. Main results
In this section we study continua of weak solutions of non-cooperative elliptic systems considered on a geodesic ball B(γ), where γ∈(0,π).
Consider the system
[TABLE]
where F and Λ satisfy assumptions (A1)-(A4) of Section 2.
Recall that u∈H=i=1⨁pH01(B(γ)) is a weak solution of the above system if and only if u is a critical point of the functional Φ:H×R→R given by formula (2.2). That is why we study in this section solutions of the equation ∇uΦ(u,λ)=0.
Denote by C(λ0)⊂H×R the continuum of
cl{(u,λ)∈H×R:∇uΦ(u,λ)=0,u=0}
containing (0,λ0).
We first prove unboundedness of continua of weak solutions of system (3.1) for γ=2π, bifurcating from the set of trivial ones.
In other words we show that the second possibility in the Symmetric Rabinowitz alternative, see Theorem 4.2, is eliminated. More precisely, we will prove that formula (4.6) is never satisfied.
Let μm=dimV−ΔSnπ/2(λm) and νm=μ1+…+μm for m∈N.
Theorem 3.1**.**
Fix λm0∈σ(−ΔSn;B(π/2))∖{λ1}. Then the continuum C(±λm0)⊂H×R of weak solutions of system (3.1) is unbounded.
Proof.
We prove the unboundedness of the continuum C(λm0). The proof for the continuum C(−λm0) is similar and left to the reader.
Since λm0=λ1, from Theorem 4.5 it follows that V−ΔSn(λm0) is a nontrivial representation of SO(n).
Suppose, contrary to our claim, that the continuum C(λm0)⊂H×R is bounded. Then from the Symmetric Rabinowitz alternative, see Theorem 4.2, it follows that
Without loss of generality one can assume that λ1<…<λs′<0<λs′+1<…<λs. Since {λ1,…,λs}⊂P(Φ), there are λm1,…,λms′,λms′+1,…,λms∈σ(−ΔSn;B(2π)) such that λj=−λmj for j=1,…,s′ and λj=λmj for j=s′+1,…,s, i.e.
[TABLE]
and
m1>…>ms′, ms>…>ms′+1.
By Remark 4.1 we obtain
j=1∑sBIFSO(2)(λj)=i⋆(j=1∑sBIFSO(n)(λj))=Θ∈U(SO(2)).
That is why we obtain the following equality
[TABLE]
What is left is to show that the above equality is never satisfied.
In the rest of the proof we consider four cases.
Case:p−,p+∈2N. Since p−,p+ are even, from Lemmas 4.10(2), 4.11(2) it follows that
[TABLE]
and that
[TABLE]
To complete the proof it is enough to note that BIFSO(2)(λms)∈U−(SO(2))∖{Θ}. Indeed from Lemma 4.10(1) it follows that BIFSO(2)(λms)=Θ, which contradicts equality (3.2).
Case:p−∈2N,p+∈2N+1. Since p− is even, from Lemmas 4.10(1), 4.10(2) we obtain that BIFSO(2)(λms′+1),…,BIFSO(2)(λms)∈U−(SO(2))∖{Θ}. From Lemma 4.10(1) we obtain BIFSO(2)(λms)=(1,α1,…,αms−2,−p−,0,…)∈U−(SO(2)). Moreover, for j=s′+1,…,s−1 if BIFSO(2)(λmj)=(α0,α1,…,αk,…) then αk=0, for k≥ms−1. From Lemma 4.11(1) we obtain BIFSO(2)(−λm1)=(α0,α1,…,αm1−2,(−1)1+νm1p+p+,0,…)∈U(SO(2)). Moreover, for j=2,…,s′ if BIFSO(2)(−λmj)=(α0,α1,…,αk,…) then αk=0, for k≥m1−1. From the above reasoning and formula (3.2) it follows that m1=ms and that the ms-th coord
inate of formula (3.2) equals −p−+(−1)1+νm1p+p+=0. Since p−=p+, formula (3.2) is not fulfilled, a contradiction.
Case:p−∈2N+1,p+∈2N. A proof is in fact the same as the proof of the previous case.
Case:p−,p+∈2N+1. In the first case we have considered the numbers p−, p+ of the same even parity. Now the numbers p−, p+ are of the same but odd parity. In this case the bifurcation indexes are not elements of U−(SO(2)). Taking into account Lemmas 4.10(1), 4.11(1) and formula (3.2) we obtain m1=ms. Moreover, the ms-th coordinate of formula (3.2) has the following form
[TABLE]
Thus we obtain p−=−p+, a contradiction.
∎
In the theorem below we describe continua C(±λ1)⊂H×R of weak solutions of system (3.1), i.e. continua bifurcating from the first eigenvalue ±λ1.
Theorem 3.2**.**
If p∓ is odd and λ1∈σ(−ΔSn;B(π/2)), then the continuum C(±λ1)⊂H×R of weak solutions of system (3.1) is unbounded.
Proof.
We prove this theorem for p−>0. The proof for p+>0 is similar and left to the reader.
From Lemma 4.10(1) it follows that
BIFSO(2)(λ1)=(−2,0,…,0,…)∈U(SO(2)).
Suppose contrary to our claim that the continuum C(λ1) is bounded.
Then by the Symmetric Rabinowitz alternative, see Theorem 4.2, the continuum C(λ1) meets the set of trivial solutions {0}×R⊂H×R at a finite number of points. By Theorem 3.1 the continua C(±λm), m>1,
are unbounded. Therefore C(λ1)∩({0}×R)={0}×{−λ1,λ1}. Moreover,
BIFSO(n)(λ1)+BIFSO(n)(−λ1)=Θ∈U(SO(n)) and consequently
[TABLE]
By Lemma 4.11(1) we have BIFSO(2)(−λ1)=((−1)p+−1,0,…,0,…)∈U(SO(2)).
Therefore
From now on we consider system (3.1) on a geodesic ball B(γ)⊂Sn with γ∈(0,π). Since in this case the structure of the eigenspaces as representations of SO(2) are not known explicitly, the reasoning from the proofs of Theorems 3.1, 3.2 cannot be repeated.
In the theorem below we formulate necessary conditions for boundedness of continua of weak solutions of system (3.1).
Theorem 3.3**.**
Let λm0∈σ(−ΔSn;B(γ))∖{λ1}.
Then if p∓>0 is even and the continuum C(±λm0)⊂H×R is bounded, then p±>0 is odd and
C(±λm0)∩({0}×σ∓(−ΔSn;B(γ)))=∅.
Proof.
We prove this theorem for even p−>0. The proof for even p+>0 is similar and left to the reader. Suppose, contrary to our claim, that p−>0 is even, the continuum C(λm0)⊂H×R is bounded, p+>0 is even or C(λm0)∩({0}×σ−(−ΔSn;B(γ)))=∅.
Since λm0=λ1, combining Lemma 2.2, Remark 2.4 with Theorems 4.4, 4.5 we obtain that V−ΔSnγ(λm0) is a nontrivial representation of SO(n).
Since the continuum C(λm0)⊂H×R is bounded, from the Symmetric Rabinowitz alternative, see Theorem 4.2, it follows that
Without loss of generality one can assume that λ1<…<λs′<0<λs′+1<…<λs. Since {λ1,…,λs}⊂Pγ(Φ), there are λm1,…,λms′,λms′+1,…,λms∈σ(−ΔSn;B(γ)) such that λj=−λmj for j=1,…,s′ and λj=λmj for j=s′+1,…,s, i.e.
[TABLE]
and m1>…>ms′,ms>…>ms′+1.
By Remark 4.1 we obtain
j=1∑sBIFSO(2)(λj)=i⋆(j=1∑sBIFSO(n)(λj))=Θ∈U(SO(2)).
That is why we obtain the following equality
[TABLE]
Since p− is even, taking into account Lemmas 4.10(1), 4.10(2) we obtain
[TABLE]
Comparing formulas (3.5) and (3.6) we obtain that C(λm0)∩({0}×σ−(−ΔSn;B(γ))})=∅ and p+>0 is odd. Indeed if p+ is even then by Lemma 4.11(2) we obtain
[TABLE]
But formulas (3.6), (3.7) contradict formula (3.5), which implies that p+ is odd, a contradiction.
∎
Definition 3.1**.**
We say that (0,λm0)∈H×R is a global symmetry-breaking bifurcation point of solutions of system (3.1) if there exists an open SO(n)-invariant neighborhood U⊂H×R of (0,λm0) such that the isotropy group SO(n)(u,λ) of every element (u,λ)∈(U∩C(λm0))∖({0}×R) is different from SO(n).
In the theorem below we characterize global symmetry-breaking points of weak solutions of system (3.1).
Theorem 3.4**.**
Assume that λm0∈σ(−ΔSn,B(γ))∖A0γ. If p∓>0, then (0,±λm0)∈H×R is a global symmetry-breaking bifurcation point of solutions of system (3.1).
Proof.
We prove this theorem for p−>0. The proof for p+>0 is similar and left to the reader.
Since λm0∈/A0γ, from Remark 2.4 we obtain Γγ(λm0)={m1,…,mq} and 0<m1<…<mq. Moreover,
V−ΔSnγ(λm0)≈SO(n)Hm1n⊕…⊕Hmqn. From Lemma 2.2 we obtain ker∇2Φ(0,λm0)=i=1⨁p−V−ΔSnγ(λm0). Summing up, we obtain ker∇2Φ(0,λm0)=i=1⨁p−(Hm1n⊕…⊕Hmqn).
Since (Hmn)SO(n)={0} for every m>0,
[TABLE]
The rest of the proof is a consequence of Theorem 4.3.
∎
From Remark 2.4 and Corollary 2.6 follows that if λm0∈σ(−ΔSn,B(2π)) is such that m0 is even, then λm0∈/A0π/2. Therefore in the case γ=2π, from the theorem above we obtain the following corollary:
Corollary 3.5**.**
Fix λm0∈Pπ/2(Φ). If m0∈Z is even, then the point (0,λm0)∈H×R is a global symmetry-breaking point of weak solutions of system (3.1).
4. Appendix
In this section, to make this article self-contained, we present all the material concerning equivariant bifurcation theory which we need in the proofs of results of this paper.
Definition 4.1**.**
The Euler ring of SO(2) is defined by U(SO(2))=Z⊕i=1⨁∞Z and for
a=(a0,a1,a2,…),b=(b0,b1,b2,…)∈Z⊕i=1⨁∞Z
we put
[TABLE]
The element Θ=(0,0,0,…)∈U(SO(2)) is the neutral element and I=(1,0,0,…)∈U(SO(2)) is the unit.
The definition above agrees with that of [8, 9], where one can find further information,
in particular the definition of the Euler ring U(SO(n)) for n≥2.
For a=(a0,a1,a2,…)∈U(SO(2)), a0 corresponds to the isotropy group SO(2) and ai to the group Zi⊂SO(2), which is isomorphic to the cyclic subgroup of S1, for i∈N.
Put
[TABLE]
The degree for SO(n)-invariant strongly indefinite functionals is an element of the Euler ring U(SO(n)), see [10] for the definition. For the general theory of the equivariant degree we refer the reader to [1].
Let m∈N and denote by R[1,m] the two-dimensional representation of SO(2) with a linear SO(2)-action defined by
[TABLE]
Note that if v∈R[1,m]∖{0} then the isotropy group SO(2)v={g∈SO(2):gv=v} equals Zm. For k,m∈N we will denote by R[k,m] the direct sum of k copies of the representation R[1,m]. For k∈N we denote by R[k,0] the trivial k-dimensional representation of SO(2).
It is known that any finite-dimensional, orthogonal representation V of SO(2) is equivalent to the representation of the form R[k0,0]⊕R[k1,m1]⊕…⊕R[kr,mr].
Therefore without loss of generality one can assume that
[TABLE]
Below we present the formula for the degree of SO(2)-equivariant gradient maps of the map −Id:(B(V),S(V))→(V,V∖{0}), where B(V) is an open disc in V of radius 1 centered at the origin.
Namely, it is known that
∇SO(2)-deg(−Id,B(V))=(α0,α1,…,αi,…)∈U(SO(2)), where
[TABLE]
With the functional Φ given by (2.2) we assign a bifurcation index in terms of the degree for SO(n)-equivariant strongly indefinite functionals,
see [10].
Fix λ0∈P(Φ) and define the SO(n)-bifurcation index BIFSO(n)(λ0)∈U(SO(n)) by
[TABLE]
where ϵ>0 is sufficiently small.
Remark 4.1**.**
The natural inclusion i:SO(2)→SO(n) defined by i(g)=\left[\begin{array}[]{cc}g&0\\
0&\mathrm{Id_{n-2}}\end{array}\right] induces a ring homomorphism i⋆:U(SO(n))→U(SO(2)).
We define the SO(2)-bifurcation index BIFSO(2)(λ0)∈U(SO(2)) by
BIFSO(2)(λ0)=i⋆(BIFSO(n)(λ0)).
It is easy to see that
[TABLE]
The following theorem is a symmetric version of the famous Rabinowitz alternative, see [18, 19], which says that a change of the Leray-Schauder degree (non-triviality of a bifurcation index) along the line of trivial solutions implies a global bifurcation of solutions of a nonlinear eigenvalue problem.
The proof of this theorem is standard, see for instance [4, 7, 14, 17, 18, 19].
Since ∇uΦ(⋅,λ) is a family of strongly-indefinite SO(n)-equivariant operators, it is enough to replace in the classical proof the Leray-Schauder degree by the degree for SO(n)-invariant strongly indefinite functionals, see [10].
Finally note that under assumptions of the following theorem for λm0∈σ(−ΔSn;B(γ)) the bifurcation indexes BIFSO(n)(λm0),BIFSO(n)(−λm0)∈U(SO(n)) are nontrivial. This is a consequence of Lemmas 4.10, 4.11.
if V−ΔSnγ(λm0) is a nontrivial representation of SO(n) or p−⋅dimV−ΔSnγ(λm0) is odd
then either C(λm0) is unbounded in H×R or
C(λm0)⊂H×R* is bounded,*
2. 2)
C(λm0)∩({0}×R)={0}×{λ1,…,λs}⊂{0}×P(Φ), and
[TABLE]
2. (p+)
if V−ΔSnγ(λm0) is a nontrivial representation of SO(n) or p+⋅dimV−ΔSnγ(λm0) is odd,
then either C(−λm0) is unbounded in H×R or
C(−λm0)⊂H×R* is bounded,*
2. 2)
C(−λm0)∩({0}×R)={0}×{λ1,…,λs}⊂{0}×P(Φ), and
[TABLE]
To characterize bifurcation points of system (3.1) at which the symmetry-breaking phenomenon occurs we use the following theorem. Here we locally control the isotropy groups of the bifurcating solutions by the isotropy groups of elements of kernel. The proof of this theorem is a natural application of the Lyapunov-Schmidt reduction, it can be found for instance in [5].
Theorem 4.3**.**
Let λ0∈Pγ(Φ). Then there exists an open SO(n)-invariant neighborhood U⊂H×R of (0,λ0) such that for all (u,λ)∈(U∩(∇uΦ)−1(0))∖({0}×R) there exists u∈ker∇u2Φ(0,λ0)∖{0} such that SO(n)u=SO(n)u.
Moreover, if ker∇u2Φ(0,λm0)SO(n)={0}, then for all (u,λ)∈(U∩(∇uΨ)−1(0))∖({0}×R), SO(n)u=SO(n).
In the theorem below we formulate the basic properties of ΔSn−1. Recall that Hmn denotes the linear space of harmonic, homogeneous polynomials of n independent variables of degree m, restricted to the sphere Sn−1.
For every m≥1 the space Hmn is a nontrivial, irreducible representation of SO(n). Moreover, the space H0n is a trivial representation.
A proof of the above theorem one can find also in [24].
The space Hmn one can consider as a representation of SO(2) with the action given by SO(2)×Hmn∋(g(ϕ),u(x))→u(g(ϕ)−1x)=u(g(−ϕ)x)∈Hmn.
In other words if u(x1,…,xn)∈Hmn, then
[TABLE]
To calculate equivariant bifurcation indexes we will use some properties of Hmn as representations of SO(2). Let us remind that spherical coordinates have the following form
An orthonormal basis of Hmn, n≥3, m>0 is given by polynomials of the form
[TABLE]
where M=(m0,…,mn−3,mn−2),m=m0≥m1≥…≥mn−2≥0.
Corollary 4.7**.**
Note that since
[TABLE]
[TABLE]
spanR{CM(θ2,…,θn−1)cos(mn−2θ1),CM(θ2,…,θn−1)sin(mn−2θ1)}* is a two-dimensional representation of SO(2) equivalent to the representation R[1,mn−2] with 0<mn−2≤m. If mn−2=0, then spanR{CM(θ2,…,θn−1)cos(mn−2θ1),CM(θ2,…,θn−1)sin(mn−2θ1)}=R[1,0] is a one-dimensional trivial representation of SO(2). Moreover, there are numbers k0,…,km−1≥0 such that*
[TABLE]
Moreover, Hm2≈SO(2)R[1,m],m≥0.
Corollary 4.8**.**
Combining formula (4.4) with Corollary 4.7 we obtain for n≥3, m>0 the following
[TABLE]
*where \alpha_{i}=\left\{\begin{array}[]{lcl}(-1)^{k_{0}}&\textrm{ if }&i=0,\\
(-1)^{k_{0}+1}&\textrm{ if }&i=m,\\
(-1)^{k_{0}+1}k_{i}&\textrm{ if }&i=1,\ldots,m-1,\\
0&\textrm{ if }&i>m.\end{array}\right.
Moreover, ∇SO(2)-deg(−Id,B(Hm2))=(α0,α1,…,αi,…)∈U(SO(2)), where, for m>0,
\alpha_{i}=\left\{\begin{array}[]{rcl}1&\textrm{ if }&i=0,\\
-1&\textrm{ if }&i=m,\\
0&\textrm{ if }&i\neq 0,m.\end{array}\right.*
Remark 4.9**.**
Suppose that n≥2 and m≥0. Then from the above corollary it follows that if
[TABLE]
then αm=(−1)dimHmn+1 and αi=0 for every i>m.
To illustrate the above lemma we consider the following examples.
Example 4.1**.**
Suppose that n=2 and m≥0. Then Hm2=spanR{cosmϕ,sinmϕ} and Hm2≈R[1,m], where action of SO(2) (≈S1) is given by shift in time.
Example 4.2**.**
Suppose that n=3, m≥0. Then Hm3 is equivalent to a representation of SO(2) of the form R[1,0]⊕R[1,1]⊕…⊕R[1,m].
Define Vm0−⊕Vm00⊕Vm0+:=i=1⨁m0−1V−ΔSnγ(λi)⊕V−ΔSnγ(λm0)⊕i=m0)+1⨁∞V−ΔSnγ(λi). Set μm0=dimV−ΔSnγ(λm0) and νm0=μ1+…+μm0 for m0∈N.
In the two lemmas below we present formulas for bifurcation indexes and their properties. We prove only Lemma 4.10. The proof of Lemma 4.11 is in spirit the same as the proof of Lemma 4.10.
Lemma 4.10**.**
Assume that p−>0 and fix λm0∈σ(−ΔSn;B(γ)). Then
[TABLE]
[TABLE]
Moreover,
(1)
if BIFSO(2)(λm0)=i⋆(BIFSO(n)(λm0))=(α0,α1,…,αk,…) then
[TABLE]
2. (2)
if p− is even, then
[TABLE]
3. (3)
if dimV−ΔSnγ(λm0) and p−⋅dimVm0− are even, then
[TABLE]
4. (4)
if dimV−ΔSnγ(λm0) is even and p−⋅dimVm0− is odd, then
[TABLE]
Proof.
Since ϵ>0 is sufficiently small,
[TABLE]
is an isomorphism (a product of isomorphisms) and that is why by the Cartesian product formula of the degree we obtain
[TABLE]
[TABLE]
Since ∇SO(n)-deg(−Id,B(H01(B(γ))))=I∈U(SO(n)), see [10], we obtain
[TABLE]
Note that
[TABLE]
[TABLE]
and
[TABLE]
[TABLE]
Since for any representation W of SO(n),∇SO(n)-deg(Id,B(W))=I∈U(SO(n), we obtain
[TABLE]
[TABLE]
[TABLE]
which completes the proof of the first part of this lemma.
By the Cartesian product formula for the degree for SO(2)-equivariant gradient maps we have ∇SO(2)-deg(−Id,B(Vm0−))p−=∇SO(2)-deg(−Id,B(Vm0−×…×Vm0−))=β=(β0,β1,…,βk,…). Combining Corollaries 2.6, 4.8 with Remark 4.9 we obtain
[TABLE]
and
∇SO(2)-deg(−Id,B(V−ΔSnγ(λm0))))p−=∇SO(2)-deg(−Id,B(V−ΔSnγ(λm0)×…×V−ΔSnγ(λm0)))==γ=(γ0,γ1,…,γk,…). Once more, applying Corollaries 2.6, 4.8 with Remark 4.9, we obtain
Since p−⋅dimVm0− and dimV−ΔSnγ(λm0) are even, combining formulas (4.2), (4.4) we obtain that α0=1, β0=0 and βk≤0, for k≥1. Finally by formula (4.2) we obtain
Since p−⋅dimVm0− is odd and dimV−ΔSnγ(λm0) is even, combining formulas (4.2), (4.4) we obtain that α0=−1, β0=0 and βk≤0, for k≥1. Finally, by formula (4.2) we obtain
[TABLE]
which completes the proof.
∎
In the following lemma we consider the case p+>0.
Lemma 4.11**.**
Assume that p+>0 and fix λm0∈σ(−ΔSn;B(γ)). Then
[TABLE]
[TABLE]
Moreover,
(1)
if BIFSO(2)(−λm0)=i⋆(BIFSO(n)(−λm0))=(α0,α1,…,αk,…) then
[TABLE]
2. (2)
if p+ is even, then
[TABLE]
3. (3)
if dimV−ΔSn(λm0) and p+⋅dimVm0− are even, then
[TABLE]
4. (4)
if dimV−ΔSn(λm0) is even and p+⋅dimVm0− is odd, then
[TABLE]
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