Nonlinear elliptic equations on the upper half space
Sufanf Tang, Lei Wang, Meijun Zhu

TL;DR
This paper classifies all positive solutions to a class of nonlinear elliptic equations with boundary conditions on the upper half space, revealing their dependence on variables and symmetry properties based on parameter ranges.
Contribution
It provides a complete classification of positive solutions for specific nonlinear elliptic equations with boundary conditions, including symmetry and variable dependence results.
Findings
Solutions depend only on the last variable for certain parameters.
Solutions are either variable-dependent or radially symmetric at critical parameter values.
The classification covers all positive solutions under the specified conditions.
Abstract
In this paper we shall classify all positive solutions of on the upper half space with nonlinear boundary condition on for both positive parameters . We will prove that for (and ) all positive solutions are functions of last variable; for (and ) positive solutions must be either some functions depending only on last variable, or radially symmetric functions.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsNonlinear Partial Differential Equations · Advanced Mathematical Modeling in Engineering · Advanced Mathematical Physics Problems
Nonlinear elliptic equations on the upper half space
Sufang Tang, Lei Wang and Meijun Zhu
Sufang Tang, School of Statistics, Xi’an University of Finance and Economics, Xi’an, Shaanxi, 710100, P. R. China
Lei Wang, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing 100190, P.R. China, and Department of Mathematics, The University of Oklahoma, Norman, OK 73019, USA
Meijun Zhu, Department of Mathematics, The University of Oklahoma, Norman, OK 73019, USA
**Abstract ** In this paper we shall classify all positive solutions of on the upper half space with nonlinear boundary condition on for both positive parameters . We will prove that for (and ) all positive solutions are functions of last variable; for (and ) positive solutions must be either some functions depending only on last variable, or radially symmetric functions.
**Keywords ** Curvature equation, Kelvin transform, Moving plane method, Moving sphere method
1. Introduction
Let be the upper half space in with . We are interested in the following elliptic equation with a nonlinear boundary condition.
[TABLE]
Equation (1.1) was early studied by J. Escobar [2] in his work on Yamabe problem on compact manifolds with boundary. Let be a compact Riemannian manifold with boudary of dimension . The Yamabe problem is to find metrics conformally equivalent to of constant scalar curvature , with constant mean curvature on . When is the unit ball in , since is conformall equivalent to , the problem is reduced to equation (1.1) for the critical case ( and ). With suitable decay assumption, Escobar was able to obtain the classification result for and (which mean and for the manifold). Later, the decay condition was removed by Li and Zhu [7], and many interesting results on the classification of positive solutions of equation (1.1) for general cases appeared. We summarize the known results below.
(i) For Hu [5] showed that there is no positive classical solution for subcritical case ( and ); For critical case , Ou [9] proved that all positive classical solutions are fundamental solutions of the Laplace equation multiplied by proper constants. The classical moving plane method (see, for example, [4]) was used in these papers.
(ii) For by introducing the method of moving spheres, Li and Zhu [7] classified all nonnegative classical solutions without the decay assumption at infinity for the critical case (and ). See, also the paper by Chipot, Shafrir and Fila [1]
(iii) For Lou and Zhu [8] classified all nonnegative classical solutions for and if ; and for and if by using the method of moving planes and the technics of lifting dimensions.
(iv) For Li and Zhang [6] proved that there is no positive classical solution for (and ) by using the method of moving spheres.
In this paper, we shall study the remaining case: . After rescaling, it suffices to consider the following problem.
[TABLE]
for a positive constant .
We first point out the specialty of this case: there might be more than two types of positive solutions. In fact, one can check that for and , both
[TABLE]
satisfy the following elliptic equation:
[TABLE]
where and which implies
Our first result can be stated as follows.
Theorem 1.1**.**
If solves (1.2) and , , then , where and
Apparently, the supercritical power assumption (that is ) is needed in Theorem 1.1 due to the above mentioned example.
For critical case, we have
Theorem 1.2**.**
*If solves (1.2) and , . Then for , u(x^{\prime},t)=\big{(}\frac{\varepsilon}{|(x^{\prime},t)-(x^{\prime}_{0},t_{0})|^{2}-\varepsilon^{2}}\big{)}^{(n-2)/2}; for , either u(x^{\prime},t)=\big{(}\frac{\varepsilon}{|(x^{\prime},t)-(x^{\prime}_{0},t_{0})|^{2}-\varepsilon^{2}}\big{)}^{(n-2)/2} or , where 0<\varepsilon<\big{(}(n-2)^{-1}c_{+}\big{)}^{2/n},\ x^{\prime}_{0}\in\mathbb{R}^{n-1}, and *
If both and , solutions of (1.2) are complicated. We have the following observation.
(1) If , then in Theorem 1.1 is also a positive solution to (1.2). But there may be other solutions.
(2) If and there is a satisfies , and , then by Theorem 1.2, we know that there is a solution solves
[TABLE]
Then satisfies equation (1.2) after suitable scaling. But there may be other solutions.
The solution set is more complicated in the case .
Theorem 1.1 will be proved by applying the standard moving plane method for the equation after Kelvin transformation. The noncritical power yields extra weight functions in the equation and/or on the boundary condition. In return, we can prove that all positive solutions only depend on the variable
However, the method of moving planes is not suitable for the critical case, basically due to the fact that the reflection plane may stop at any position. Instead, we will use the method of moving spheres, introduced by Li and Zhu in [7]. Here, the major difference between our current work and other previous papers using the method of moving spheres is that both scenarios can happen: (1) all reflective spheres never stop, this leads to the result that the solution only depends on ; (2) all reflective spheres stop at a critical position, this leads to the conclusion that the solution is radially symmetric with respect to a point.
Our paper is organized as follows: We will prove Theorem 1.1 by using the method of moving planes in Section 2. The proof of Theorem 1.2 will be presented in Section 3. In this section, we first consider the case that all reflective spheres do not stop (Proposition 3.3 below), which leads to the solutions that only depend on the last variable; then we consider the case that all reflective spheres do stop at certain points, which leads to the radially symmetric solutions.
2. Noncritical results
In this section, we shall prove Theorem 1.1. For the sake of convenience, after rescaling we can consider the following problem:
[TABLE]
And throughout this section, we always assume that , and
Since there is no assumption on the decay rate of at infinity, as usual we perform the Kelvin transformation on , that is, set
[TABLE]
Then satisfies
[TABLE]
where and . For denote
[TABLE]
When , we simply denote
Our goal is to obtain some symmetric properties for . We shall achieve this goal by using the method of moving planes.
Our first lemma, which is a modification of Lemma 2.1 in [7] and Lemma 2.2 in [8], will be used to handle the possible singular point.
Lemma 2.1**.**
Let satisfy (2.2). Then for any we have for all .
Proof. For , we introduce an auxiliary function
[TABLE]
and let . Then we have
[TABLE]
We want to show that
[TABLE]
Let
[TABLE]
In , since , we have It follows that for , that is, in ; in , . On , ; on , . Suppose that (2.5) fails, it follows from the Maximum Principle that there exists some with such that . Therefore , which contradicts to the boundary condition in (2.4). We thus obtain (2.5). Sending , we complete the proof of Lemma 2.1.
Corollary 2.2**.**
(scaled version). Let solve (2.2). Then for all we have for all .
Proof. For , we obtain the result by applying Lemma 2.1 to in .
For , we define
[TABLE]
Then satisfies
[TABLE]
where , , and are two functions between and . Now we are ready to use the moving plane method.
Proposition 2.3**.**
There is a , such that, for , for all .
Proof. Write For a fixed positive parameter , we define
[TABLE]
It is sufficient to prove the proposition for .
A direct calculation shows that
[TABLE]
where And
[TABLE]
where
[TABLE]
Suppose that for sufficiently negative. First we observe that
[TABLE]
And by Lemma 2.1, we know for some large enough, as Hence, there exists such that . We know from the Maximum Principle that
Since , we have
[TABLE]
where It follows that
[TABLE]
Thus . But this leads to a contradiction to the boundary condition in (2.8).
We then can define
[TABLE]
Proposition 2.4**.**
**
Proof. Suppose for the contrary that then we claim that
[TABLE]
This is a contradiction to the boundary condition in (2.6) since Therefore it suffices to prove (2.11) under the assumption
Suppose that (2.11) is false, then satisfies
[TABLE]
where are the same as that in (2.6). It follows from the Strong Maximum Principle and Hopf lemma that
[TABLE]
The following lemma is needed to deal with the possible singular point.
Lemma 2.5**.**
For there exists some positive constant depending only on and such that in .
We also need next lemma to show that negative minimum point of for will stay uniformly bounded. We postpone the proofs of both lemmas till the end of the proof of this proposition.
Lemma 2.6**.**
For any fixed there exists an depending only on such that if for any then .
We now continue the proof of Proposition 2.4. By the definition of , we know that there exists a sequence with such that
[TABLE]
Clearly, From Lemma 2.5 and the continuity of away from the origin, we know that for large enough, there exists such that
[TABLE]
It follows that there exists a point such that
[TABLE]
Moreover, Lemma 2.6 implies From equation (2.6) and the Maximum Principle, we know that cannot be a interior point. Thus must be on the lateral boundary:
[TABLE]
Hence,
[TABLE]
Therefore, there is a sequence of still denoted by , such that By the continuity of it holds that that is, thus From (2.15), we have
[TABLE]
It follows that from (2.13) and (2.16) that and
We need another lemma to handle the partial derivative about the first variable at the corner point.
Lemma 2.7**.**
Suppose (2.12) and (2.13) hold, then for all with
Using Lemma 2.7, we reach a contradiction due to (2.16).
We are left to prove above three lemmas.
Proof of Lemma 2.5. For and being a positive constant satisfying let be defined in (2.3), and . Then satisfies
[TABLE]
Let
[TABLE]
In It follows from that for some depending on and
On the other hand, in On on Suppose there exists such that then from the Maximum Principle we know that Then , which contradicts to the boundary condition of (2.17). Thus in also.
Sending , we obtain Lemma 2.5.
Proof of Lemma 2.6. Choose a test function
[TABLE]
where satisfies , and is a positive constant satisfying for Let then it is a straight forward calculation to verify that
[TABLE]
where is the same as that in (2.6). And
[TABLE]
where
[TABLE]
One can show that on when and (see, for example, Ou [9]). We thus obtain Lemma 2.6 from (2.18) and (2.19) by using the Maximum Principle.
Proof of Lemma 2.7. Without loss of generality, we assume Set with to be chosen later. Due to the continuity of in there exists a positive constant such that
[TABLE]
Let
[TABLE]
where will be chosen later. Let Then satisfies the following equation:
[TABLE]
and
[TABLE]
For suitably chosen and we want to show
[TABLE]
Using (2.13), we can choose small enough, such that for all we have on Also, from the construction of we know on Suppose the contrary to (2.23); there exists some such that
[TABLE]
From the above and the boundary condition of (2.21), we have Thus
[TABLE]
From (2.24), we have and then
[TABLE]
for some constant depending only on By (2.20), (2.26) and the Mean Value Theorem we have for some positive constant depending only on and Hence, it follows from (2.21), (2.22) and (2.25) that
[TABLE]
Again by (2.24),
[TABLE]
where , and we have chosen Therefore, we choose such that both (2.27) and (2.28) hold. Combining (2.27) and (2.28), we have
[TABLE]
i. e., If is chosen in such a way that from the beginning, we reach a contradiction. Thus (2.23) holds. Since we also know that we have
[TABLE]
It follows from a direct computation that
[TABLE]
Hence, Lemma 2.7 is established.
We hereby complete the proof of Proposition 2.4.
Proof of Theorem 1.1. From Proposition 2.4, we know that for . Similarly, if we move planes from the positive direction of , we see that for . Thus, is symmetric with respect to . Clearly the above argument can be applied to any direction perpendicular to -axis, therefore we conclude that It follows that due to the inverse Kelvin transformation. Since we can choose the origin arbitrarily on the hyperplane , it is easy to see that is independent of . (1.2) is reduced to the following ordinary differential equation:
[TABLE]
It is easy to check that (2.29) has the following unique positive solution
[TABLE]
where and This completes the proof of Theorem 1.1.
3. Critical results
In this section, we shall deal with the critical case and prove Theorem 1.2.
Assume solves (1.2). Throughout this whole section, we assume that (and ).
For any given point we define the Kelvin transformation of centered at by
[TABLE]
where If is the origin, for simplicity, we denote . Then satisfies
[TABLE]
For and define
[TABLE]
In the rest of this section, we always write Clearly, satisfies
[TABLE]
where , , and are two functions between and .
We need to establish a lemma which will be used to handle the possible singular point.
Lemma 3.1**.**
Let solve (3.1). Then for any we have for all .
Proof. When , this lemma can be proved as that of Lemma 2.1 with . For more general , it follows easily from applying the result for to .
Next we will prove Theorem 1.2 by the moving sphere method.
First we establish a proposition which makes it possible to start moving the spheres.
Proposition 3.2**.**
For large enough, for all
Proof. We prove this proposition by three steps as that in [7].
Step 1. Similar to the proof of Proposition 2.1 in [7], we have: there exists large enough, such that for all
Step 2. Let and We claim that
To see this, we define
[TABLE]
for Easy to check that satisfies
[TABLE]
If there exists with such that then from step 1 and the definition of we know The Maximum Principle yields that As in the proof of Proposition 2.1 in [7], we can show that with Moreover, for large enough and we have
[TABLE]
This contradicts to the boundary condition in (3.3).
Step 3. We claim: there exists such that for for
From the fact that and Lemma 3.1, we have
[TABLE]
So Step 3 follows easily as becomes large. Proposition 3.2 is proved.
Now for any , we define
[TABLE]
Proposition 3.3**.**
Assume solves (1.2). If for all then and for all
In order to prove Proposition 3.3, we need the following technical Li-Zhu lemma which appeared first in [7, Lemma 2.2].
Lemma 3.4**.**
(Lemma in [7]) Suppose satisfies: for any
[TABLE]
where Then for all
Proof of Proposition 3.3. If for all then satisfies (3.4). We know from Lemma 3.4 that thus
[TABLE]
It is easy to see that
[TABLE]
When satisfies
[TABLE]
We then obtain
When it holds
[TABLE]
then there is no global positive solution.
When since , we know that satisfies
[TABLE]
for some positive . This means as . Thus there exists , such that for , So, we have that for ,
[TABLE]
which impies
[TABLE]
But as , contradiction! So there is no positive global solution. We hereby complete the proof of Proposition 3.3.
Next, we consider the other possibility, that is, for some
Proposition 3.5**.**
Assume solves (1.2). If for some then
[TABLE]
Proof. From the properties of the Kelvin transformation, we only need to prove this proposition for Without loss of generality, we assume Suppose the contrary to Proposition 3.5, then satisfies
[TABLE]
where are the same as that in (3.2). It follows from the Strong Maximum Principle and the Hopf lemma that
[TABLE]
where denotes the inner normal of the sphere The following lemma is needed to deal with the possible singular point, and we postpone its proof till the end of the proof of the proposition.
Lemma 3.6**.**
There exists a positive constant such that for
We continue the proof of Proposition 3.5. From the definition of we know that there exists a sequence with such that
[TABLE]
From Lemma 3.6 and the continuity of away from the origin, it follows that for large enough, there exists such that
[TABLE]
It is clear that , And, due to the Strong Maximum Principle, Hence, and After passing to a subsequence (still denoted as ), It follows that
[TABLE]
We know from (3.6) and (3.8) that
The following lemma is needed to handle the normal derivative, and we postpone its proof till the end.
Lemma 3.7**.**
Suppose (3.5) and (3.6) hold, then for all and
From Lemma 3.7, we reach a contradiction due to (3.8).
We are left to prove above two lemmas
Proof of Lemma 3.6. Using (3.6), we have for some Without loss of generality, we assume For and let be the same function given in (2.3), and . Then satisfies
[TABLE]
If we have proved Lemma 3.6 with , and Otherwise, it follows from (3.9) that
[TABLE]
Now, we will show
[TABLE]
On , ; on , . Suppose that (3.11) fails, it follows from the Strong Maximum Principle that there exists some with such that
[TABLE]
which contradicts to the boundary condition of (3.10). This establishes (3.11). Sending , we obtain Lemma 3.6.
Proof of Lemma 3.7. Without loss of generality, we assume Set with to be chosen later. Due to the continuity of in we know that: there exists some positive constant such that
[TABLE]
Let
[TABLE]
where will be chosen later. Let then satisfies the following equation.
[TABLE]
where and are given in (3.2), and
[TABLE]
For suitably chosen and we want to show
[TABLE]
Using (3.6), we can choose small enough, such that for all we have on Also, from the construction of we know on Suppose the contrary to (3.15), then there exists some such that
[TABLE]
From the above and the boundary condition of (3.13), we have Thus
[TABLE]
From (3.16), we have and then
[TABLE]
for some constant depending only on By (3.12) and (3.18) we have for some positive constant depending only on and Hence, it follows from (3.13), (3.14) and (3.17) that
[TABLE]
for if we choose 0<a\leq\big{(}(1-\mu)\mu^{-1}2^{2-n}(n-2)\big{)}^{1/2} such that Again by (3.16),
[TABLE]
for if we choose Therefore, if we choose a\leq\min\{\big{(}(1-\mu)\mu^{-1}2^{2-n}(n-2)\big{)}^{1/2},{C_{3}}^{-1/2},1/2\} such that both (3.19) and (3.20) hold, then
[TABLE]
that is, If is chosen in such a way that from the beginning, we reach a contradiction. Thus (3.15) holds. Since we also know that we have
[TABLE]
It follows from a direct computation that
[TABLE]
Hence, Lemma 3.7 is established.
We hereby complete the proof of the proposition.
Proposition 3.8**.**
Suppose for some then we have for all
Proof. This proposition can be proved in the same way as that for Claim 4 of Proposition 2.1 in [7].
We will also need the second technical Li-Zhu lemma which first appeared in [7, Lemma 2.5]
Lemma 3.9**.**
(Lemma in [7]) Suppose satisfying: for all there exists such that
[TABLE]
Then for some
[TABLE]
It is easy to see from Proposition 3.5, Proposition 3.8 and Lemma 3.9 that
Lemma 3.10**.**
Let be a positive function satisfying the hypotheses of Theorem 1.2. Suppose for some then we have for all
[TABLE]
Proof of Theorem 1.2. We divide the proof of this theorem into two cases.
Case 1. Suppose for all then from Proposition 3.3 we have for Moreover, in terms of value range of has three different expressions as in Proposition 3.3.
Case 2. Suppose for some then from Lemma 3.10 we have for all
[TABLE]
As in [7], let set
[TABLE]
and Actually, is a ball in Without loss of generality, we assume in Lemma 3.9. A direct computation as in [7] shows that on Moreover, we have
[TABLE]
It is easy to see that the solution to this equation is unique. And it follows from the Strong Maximum Principle that in Define Clearly, satisfies
[TABLE]
where in Applying the result of [3], we know that is radically symmetric about the center of Hence must take the form
[TABLE]
for some and Then
[TABLE]
We hereby complete the proof of Theorem 1.2.
**Acknowledgements
**S. Tang and L. Wang are supported by the China Scholarship Council for their study/research at the University of Oklahoma. S. Tang and L. Wang would like to thank Department of Mathematics at the University of Oklahoma for its hospitality, where this work has been done. The work of S. Tang is supported by the National Natural Science Foundation of China (Grant No. 11801426) and Natural Science Basic Research Plan in Shaanxi Province of China (Program No. 2017JQ1022).
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] M. Chipot, I. Shafrir and M. Fila, On the solutions to some elliptic equations with nonlinear Neumann boundary conditions. Comm. Advances in Diff. Equs. 1 (1996), 91-110.
- 2[2] J.F. Escobar, Uniqueness theorems on conformal deformation of metric, Sobolev inequalities, and eigenvalue estimate. Comm. Pure Appl. Math. 43 (1990), 857-883.
- 3[3] B. Gidas, W. Ni, L. Nirenberg, Symmetry and related properties via the maximum principle. Comm. Math. Phys. 68 (1979), 209-243.
- 4[4] B. Gidas, W. Ni, L. Nirenberg, Symmetry of positive solutions of nonlinear elliptic equations in ℝ n superscript ℝ 𝑛 \mathbb{R}^{n} . Adv. in Math. Suppl. Stud., 7 A, Academic Press, New York, (1981), 369-402.
- 5[5] B. Hu, Nonexistence of a positive solution of the Laplace equation with a nonlinear boundary condition. Differ. Integral Equ., 7 (1994), 301-313.
- 6[6] Y. Y. Li, L. Zhang, Liouville type theorems and Harnack type inequalities for semilinear elliptic equations. J. D’Anal. Math. 90 (2003), 27-87.
- 7[7] Y. Y. Li, M. Zhu, Uniqueness theorems through the method of moving spheres. Duke Math. J. 80 (1995), 383-417.
- 8[8] Y. Lou, M. Zhu, Classification of nonnegative solutions to some elliptic problems. Differ. Integral Equ. 12 (1999), 601-612.
