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Ireneo Peral: Forty Years as Mentor

  • Boumediene Abdellaoui , Juan Antonio Aguilar , Begoña Barrios , Eduardo Colorado , Fernando Charro , Jesús García Azorero EMAIL logo , Maria Medina , Susana Merchán , Luigi Montoro and Ana Primo
Published/Copyright: March 24, 2017

Abstract

In this article we present a survey of the Ph.D. theses that have been completed under the advice of Ireneo Peral.Following a chronological order, we summarize the main results contained in the works of the former students of Ireneo Peral.

1 Introduction

In the following pages we, former students of Ireneo (to whom we owe so much of our achievements), will present a few lines about the contents of our Ph.D. theses.They were driven by Ireneo’s tireless enthusiasm and permanent scientific curiosity, always looking for the deep understanding of the problems, trying to reach limit or extreme cases in which interesting phenomena occur.In this brief tour, we will see problems with critical Sobolev exponents, concave-convex reaction terms, potentials with singularities of Hardy type, or related with Caffarelli–Kohn and Nirenberg inequalities, variational, distributional, viscosity, or entropy solutions, semi linearand fully nonlinear problems and in the most recent works, nonlocal operators such as the fractional Laplacian.In all cases, for brevity and to unify the presentation, we will focus on the contents of the thesis, so much of our later work with Ireneo falls out of the scope of this article, which in no way can be considered as a complete picture of his long curriculum.Instead of this viewpoint, we would like to emphasize the huge work of Ireneo as advisor of the initial research of many young students.For us, in addition to the very consolidated researcher, Ireneo is the mentor who has guided us in the beginning of our research career and, since then, the friend to ask for advice.

In this article our Ph.D. theses are presented as consecutive sections in chronological order.Moreover, each one of us has chosen some words that remind us of Ireneo and that we dedicate him with much affection.

We all feel very grateful to Ireneo; thanks to his ability and his work during these years we have formed a mathematical family. We also thank Magdalena Wallias, for taking care of all of us with great tenderness.

On the other hand, we would like this to also serve as a remembrance and tribute to one of us, Juan Antonio Aguilar, prematurely deceased. We all miss him very much.

2 The p-Laplace Operator, Nonlinear Eigenvalues and Critical Problems

Ph.D. Jesús García Azorero, 1989:

“… un río de aguas diáfanas que se precipitaban por un lecho de piedras pulidas, blancas y enormes como huevos prehistóricos. El mundo era tan reciente, que muchas cosas carecían de nombre …”

Gabriel García Márquez – Cien años de soledad

Our work started in 1985 (that is, a few years ago …), trying to understand and explore some quasilinear elliptic problems around the p-Laplace operator.At this time, the famous paper by Brezis–Nirenberg about semilinear problems with critical exponent [42] was one of the main reasons for a growing interest of the PDE community in the variational analysis of this kind of problems. A natural question was to extend the results obtained in the Hilbertian setting in H01,2 to the general W01,p framework, that is, to pass from the Laplacian to the p-Laplacian.The starting point was to study

- Δ p u = - div ( | u | p - 2 u ) = f ( x , u ) in Ω N , u = 0 on Ω ,

where we consider the simplest case,f(x,u)=|u|α-2u.The first step was to study the subcritical case, α<p*=NpN-p, p* being the critical Sobolev exponent, since in this case the Palais–Smale compactness condition follows easily from the compactness in the Sobolev embedding.Moreover, the symmetry on the right-hand side allows us to deal with an even energy functional, and minimax methods can be used to get infinitely many solutions when 1<α<p and when p<α<p*. In both cases, the difference between the homogeneity in the differential operator (Δp) and the nonlinear right-hand side implies that one can get solutions for f(u)=λ|u|α-2u for all λ>0, if one knows the solutions for λ=1.This difference of homogeneities fails when α=p, and for this reason this case was much more interesting. In fact, the problem was to find the nonlinear eigenvalues for

- Δ p u = λ | u | p - 2 u in Ω , u = 0 on Ω ,

that is, to find the values of λ that allow us to get nontrivial solutions for that problem. We use the Ljusternik–Schnirelman theory to analyze the non-quadratic Raleigh quotient

R ( u ) = Ω | u | p d x Ω | u | p d x ,

proving the existence of a sequence of nonlinear eigenvalues λk.

For this sequence of eigenvalues (as of now, it is not known yet if the p-Laplacian admits some other eigenvalues, different from the Ljusternik–Schnirelman sequence), we were able to prove the asymptotic behavior

c ( Ω ) k N / p λ k C ( Ω ) k N / p .

This asymptotic estimate was the key to apply some techniques introduced by Rabinowitz [80] to study a non-symmetric problem with f(x,u)=g(x,u)+h(x).The problem is easy if h(x) is small in a suitable norm, but it becomes much more involved if we try to avoid this restriction.The result says that if Ω is a bounded set in N, which is the product of N bounded intervals in , and hLq(Ω),with q<pqN(q-p)-1, then the problem has infinitely many solutions.That is, a p-Laplace counterpart of a result by Rabinowitz in the case p=2 that uses in an essential way the asymptotic estimate for the eigenvalues that we proved before.

Also, we analyze a different problem with non-symmetric energy functional with a fast-growing nonlinearity F(x,u)=λeu, which is admissible if Np.That is, the p-Laplace version of the Emden–Fowler problem.We showed the following results:

  1. There exists a positive constant λ1 such that if λ>λ1 and the domain is star-shaped, then there is no positive solution (Pohozaev-type result).

  2. There exists a constant λ0λ1 such that if 0<λ<λ0, then the problem has at least two positive solutions.

The next step was to study problems with a critical term. The idea was to adapt the Brezis–Nirenberg program to the non-hilbertian case.The lack of compactness in the Sobolev embedding was harder to handle in the absence of a scalar product that fits well with the weak convergence.The Palais–Smale condition analysis was harder, and the key was the use of the concentration-compactness lemma by Lions; more precisely, the version that was published in the Revista Matemática Iberoamericana in 1985 [74], which has become since then an essential tool when dealing with these critical problems.With the help of that lemma, we were able to analyze critical problems with f(u)=|u|p*-2u+λ|u|q-2u, getting the following results:

  1. If p<q<p*, then there exists a constant λ0 such that the critical problem with f(u)=|u|p*-2u+λ|u|q-2u has at least a positive solution.

  2. If max{p,p*-pp-1}<q<p*, then the problem has at least a positive solution for any λ>0.

  3. If q=p, Np2 and 0<λ<λ1 (first eigenvalue), then the problem has at least a positive solution.

Up to this point, these results were counterparts of some of the Brezis–Nirenberg ones for p=2. But we also studied the case 1<q<p that was not covered in the original work when p=2 (see [42]). In this case, we proved the existence of a constant λ0 such that if 0<λ<λ0, then the problem has infinitely many solutions (at least one of them being positive).The idea was to take advantage of the geometry of the functional, using a suitable truncation to localize critical points with negative energy.The theorem proved multiplicity of solutions for a critical problem, but it was far from being optimal, and the so-called concave-convex problems have generated a rich literature over the last years.In fact, the solutions that we found were small perturbations of the trivial one, and the problem of finding solutions with large energy, via some application of the mountain pass lemma remained open.A fundamental step forward in this direction, in the critical case when p=2, was the beautiful paper by Ambrosetti, Brezis and Cerami [25], where the second positive solution was found, jointly with a sharp estimate of the interval of existence for the parameter λ. The extension of this result to the case p2 was obtained later on in 2000 [64].

So far we have included the contents of the Ph.D. thesis. The details can be seen in [65, 66].There were further developments and researches, but its presentation is not the aim of these lines.Nevertheless, it is important to point out that after the completion of the thesis, we had the honor to meet Prof. Antonio Ambrosetti, and we started a fruitful collaboration.Since then he has been a true friend.

3 Quasilinear Problems with Nonlinear Diffusion

Ph.D. Juan Antonio Aguilar Crespo, 1998:

“One man come in the name of love“One man come and go.“One man come he to justify“One man to overthrow. “In the name of love“What more in the name of love.“In the name of love“What more in the name of love.”

U2 – Pride (In The Name Of Love)

His thesis dealt with quasilinear parabolic problems with nonlinear diffusion and some stationary related problems, namely,

{ u t - Δ p u = λ V ( x ) f ( u ) , x Ω N , t > 0 , u ( x , 0 ) = u 0 ( x ) , x Ω , u ( x , t ) = 0 , x Ω , t > 0 ,

where p>1, λ>0, f(u) is a nonlinear reaction term and V(x) satisfies certain integrability conditions.

The common point of all the problems was the critical and supercritical character, in the sense that they are borderline for the classical techniques.

The first chapter studied the Dirichlet elliptic problem with f(u)=eu, which appears in chemical reactions whose reaction rate follows the Arrhenius law.For a constant V(x)=V, this Emden–Fowler problem was very well known, and the goal was to understand the influence of the potential V(x):

(3.1) { - Δ p u = λ V ( x ) e u in Ω N , N 2 , u ( x ) = 0 on Ω ,

where Ω is a bounded domain in N and V(x)Lq(Ω) can be a sign-changing function.The main results are the following:

  1. For λ small, there exists at least one solution to (3.1) if q>Np>1, and there exist at least two solutions if pN.

  2. A sufficient condition assures the existence of positive solutions when V is a sign-changing function.

  3. For λ large enough and V0, the problem has no solution.Moreover, the set of λ such that (3.1) has a solution is an interval whose supremum is denoted by λ*.

  4. If V(x)Lq(Ω), q>Np>1 and λnλ*, then there exists a sequence of regular solutions un corresponding to λn such that:

    1. If Npq(3+p)(4+q(p-1)), then limnun=u* is a singular (non-variational) solution corresponding to λ*.

    2. If N<pq(3+p)(4+q(p-1)), then limnun=u*L is a regular solution corresponding to λ*.

  5. For N>p and V(x)=|x|l, l>-p, Ω=B1, there exists a unique radial singular solution corresponding to

    λ ~ = ( l + p ) p - 1 ( N - p ) , S ( r ) = log ( 1 | x | l + p ) ,

    and it follows that:

    1. If Np+4(l+p)p-1, then λ*=λ~, and for every λ<λ*, there exists a unique regular solutionu¯(λ) and limλλ*u¯(λ)=S(x).

    2. If p<N<p+4(l+p)p-1, then λ~<λ*, and for λ=λ~, there exist infinite radial regular solutions, that tend to infinity at the origin and satisfy limλλ*u¯(λ)=u*L.

In the case pN, variational techniques were used, while for 1<p<N, a classical iteration method was used to get the existence of solutions when λ is small.

In the second chapter of the thesis, the problem was to study the lack of compactness in sequences uk of singular solutions to

- Δ N u k = V k e u k in Ω ,

where Ω is a bounded domain, 1<q, 1q+1q=1 and

V k 0 in Ω , V k q C 1 , e u k q C 2 .

The main result says that there exists a subsequence ukl satisfying one of the following statements:

  1. u k l is bounded in Lloc(Ω).

  2. u k l - uniformly in compact subsets.

  3. The set S of the points xΩ such that there exists a sequence xklΩ, xklx satisfying ukl(xkl) is finite, not empty, and ukl(xkl) uniformly in compact subsets in ΩS.

This is an extension of the results for N=2 that can be found in [41].

The third chapter studied a concave-convex and supercritical elliptic problem with f(u)=λuq-1+uα-1 in the unit ball B1, where λ>0,1<qp<N and α>p*.For an extremal value of the supercritical power,

α ~ = { p + p 2 N - 2 - p - 2 ( N - 1 p - 1 ) 1 2 , N > p + 4 p p - 1 , , N p + 4 p p - 1 ,

the following hold:

  1. There exists a value λ* such that this problem has a singular radial solution S.

  2. If wj denotes a sequence of radial regular solutions of the corresponding problem with λj such that wj when j, then λjλ*.

  3. If α<α~, then there exists a sequence of regular radial solutions wj of the problem such that λj=λ* and wj(0) when j.

  4. If αα~, then for every sequence wj of radial regular solutions of the problem with wj(0) when j, we have λjλ* for jj0 large enough.

  5. If wj denotes a sequence of regular radial solutions corresponding to λj such that wj when j and S is as in (a), then wjS when j uniformly in compact subsets not containing the origin.Moreover, wjSLβ(B1) and in W01,p(B1) with β<N(α-p)p.

  6. Analogous results are obtained for |x|l,l>-p.

Finally, the fourth chapter was devoted to critical parabolic problems with Hardy type potentials, namely,

{ u t - Δ p u = λ u p - 1 | x | p , x N , t > 0 , u ( x , 0 ) = u 0 ( x ) 0 ,

where 1<p<N and λ>0, getting the following results:

  1. There exists a self-similar solution S for 1<p<2NN+1, with u00 if λ>μN,p=(p2-p)p-1(N-p2-p).

  2. If 1<p<N, 0<λ<ΛN,p=(N-pp)p and u0L2(B), then there exists a global solution of the problem.

  3. If 1<p<2N(N+1), λ>μN,p and u0L2(N)Ls(N), with s=N(2-p)p, then there exists a finite time T* (depending on N,p,λ and u0s) for the solution S found in (a).

All these results can be seen in the references [18, 19, 20, 21, 22].

4 Elliptic and Parabolic Problems Related to Caffarelli–Kohn–Nirenberg Inequalities

Ph.D. Boumediene Abdellaoui, 2003:

“The scientist is the man by whom the distinction is easily madebetween frankness and falsehood in words,between truth and error in convictions,between beauty and ugliness in acts.”

Emir Abd el Kader

This thesis focused on elliptic and parabolic problemsrelated with the well-known Caffarelli–Kohn–Nirenberg inequalities (CKN for brevity), see [46].

The connection of our problems with CKN inequalities is that they were either the Euler equation for some minimization problems associated to some of these inequalities, or perturbations of these, or parabolic problems whose elliptic part was in one of the previous classes.

The common factor of the family of problems under consideration was the critical character, which can be assimilated to some extreme cases ofwell known results.

The thesis is divided into two main parts: Part (I) elliptic problems, Part (II) parabolic problems.

A particular and interesting case of the CKN inequalities are the well-known weighted Hardy–Sobolev inequalities for admissible weights.

Weighted Hardy--Sobolev inequalities

Assume that 1<p<N and -<γ<N-pp.Then, for all uD0,γ1,p(Ω) (that is, measurable functions such that RN|u|p|x|-pγdx is finite), we have

N | u | p | x | - p ( γ + 1 ) d x Λ N , p , γ - 1 N | u | p | x | - p γ d x , Λ N , p , γ = ( N - p ( γ + 1 ) p ) p .

Moreover, the constant ΛN,p,γ is optimal and it is not achieved.

The family of equations associated to the above inequality is

{ - div ( | x | - p γ | u | p - 2 u ) = λ u p - 1 | x | p ( γ + 1 ) + f ( x ) in Ω , u 0 and u | Ω = 0 ,

for the elliptic case, and

{ u t - div ( | x | - p γ | u | p - 2 u ) = λ u p - 1 | x | p ( γ + 1 ) + f in Ω T , u 0 and u = 0 on Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω ,

for the parabolic case.These equations and some of their variants were the object of our study.It is clear that the natural framework to study the elliptic problems from the variational point of view is the weighted Sobolev space 𝒟0,γ1,p.Moreover, if γ is very negative, the elements of 𝒟0,γ1,p are very singular at the origin, not necessarily distributions.

Some surprising results were found in relation with the previous results given by Baras–Goldstein [29] and Brezis–Cabré [40].

In the first part of the thesis we treated semilinear problems of the form

(4.1) { - Δ u = λ h ( x ) | u | q - 1 u | x | 2 + g ( x ) | u | p - 1 u , x Ω N , u ( x ) = 0 , x Ω ,

where N3, λ0 and 0<q1<pN+2N-2.We suppose that Ω is a regular bounded domain that contains theorigin or that Ω=N and h and g are non-negative functions.

Under suitable hypotheses on h and g, we proved the existence or non-existence of positive solutions.In particular, in the concave case (q<1), existence of a second positive solution was obtained for all λ<λ*, where

λ * = sup { λ > 0 such that (4.1) has a positive solution } .

In the case where q=1, p=2*-1 and Ω=N, using the concentration-compactness lemmas of Lions and some qualitative properties of the coefficients h and g, we were able to get the existence and multiplicity of positive solutions. If the set where g reaches it maximum is infinite and bounded, then using the category theory of Ljusternik–Schnirelmann, we get the existence of infinitely many positive solutions.Details can be seen in [9, 7].

Next we treated quasilinear problems with general admissible weights, namely, we have considered the family of problems

(4.2) - div ( | x | - p γ | u | p - 2 u ) = f ( λ , x , u ) , x Ω ,

with λ0, -<γ<N-pp, 1<p<N and 0Ω, which is the nontrivial case.

We take as a model the function f(λ,x,u)λuα|x|-p(γ+1). As we said before, these equations are related with the CKN inequalities obtained in [46].

When f(λ,x,u)=g(x) with gL1(Ω), the variationalframework is not valid and it is necessary to find a new concept of solution, insuch a way that we get existence and uniqueness of solutions.

If -(p-1)N+ppγ<N-pp, it is possible to use the concept of entropy solutions.If γ-(p-1)N+pp, the weight is very degenerate at the origin and it was necessary to extend the sense of entropy solutions in order to get existence and uniqueness for problem (4.2), where gL1(Ω).Notice that, in this case, if u𝒟0,γ1,p(Ω), then we do not necessarily have u𝒟(Ω).

The main results obtained for this problem can be summarized in the following points:

  1. If α>p-1, then, independently of λ, problem (4.2) does not have any entropy positive local solution.

  2. If α=p-1, then there is no entropy positive local solution when λ>ΛN,p,γ.

  3. As consequence of the non-existence results, a complete blow-up was obtained for a family of approximated problems.

  4. For p=2, we have proved a generalization of a Weylregularity result for our operator when γ0.

These results were published in [11, 10].

In the parabolic case we dealt mainly with the following problem:

(4.3) { u t - div ( | x | - p γ | u | p - 2 u ) = λ u α | x | p ( γ + 1 ) + f in Ω × ( 0 , T ) , u 0 and u = 0 on Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω .

In this type of problems, solutions are understood in the entropy sense.The results in this case are part of the papers [3, 12, 13].

In the elliptic case we have obtained a non-existence and a blow-up result independently of the value of γ.For p=2, since the elliptic problem has similar properties of non-existence and instantaneous blow-up as the case γ=0, it could be conjectured that, roughly, the parabolic problem has the same instantaneous and complete blow-up behavior as the Baras–Goldstein case [29].However, this conjecture is not true.

In the case (1+γ)0, problem (4.3), with p=2 and α=1, has a weak global solution for all λ, namely, there is no blow-up phenomenon.Moreover, the corresponding optimal Hardy–Sobolev constant is not achieved and it is the same for any domain containing the origin.

The main difference between the case (1+γ)>0 and (1+γ)0 is that when (1+γ)>0, the associated homogeneous equation verifies the parabolic Harnack inequality; see, for instance, [54].

For the case p=2, α>1 and γ+1>0, a simple analysis of the homogeneity of the operator shows that the instantaneous and complete blow-up behavior is independent of λ.

After establishing our results, one can say that the Harnack inequality and the optimal behavior of the Hardy–Sobolev constant are the main properties to get instantaneous and complete blow-up.

For the quasilinear general problem, we have proved the following results:

  1. For p>2 and γ+1>0, we established a weak version of the Harnack inequality inspired by the work of Di Benedetto.

  2. As a consequence, we extended the non-existence and blow-up results as in the case p=2.

  3. For p<2, the weak version of the Harnack inequality does not hold (including for γ+1>0) and we proved existence of solutions for all λ.

  4. For γ+1<0, existence of a local solution was obtained for all p and for all α>1.

Let us remark that the arguments that we used in our proofs were quite different from the techniques used by Baras–Goldstein, based on a representation formula.

5 Elliptic and Parabolic Problems with Dirichlet–Neumann Boundary Conditions

Ph.D. Eduardo Colorado, 2004:

“Intuition is the source of scientific knowledge.”

Aristotle

I started my Ph.D. in the summer of 1999 after I finished my degree thesis with Ireneo as advisor in the spring that year.Ireneo had in mind a problem proposed by professor G. I. Barenblatt, dealing with a boundary value problem for the Laplacian operator.More precisely, the boundary conditions were of mixed Dirichlet–Neumann type, and the idea consisted on moving the boundary conditions. One can think of it as passing to the limit as the (N-1)-Hausdorff dimensional measure of the Dirichlet part of the boundary decreases to zero in some appropriate way, and try to understand what happens in the limit problem, which, a priori, should be a Neumann-type problem.The first difficulty we found was that there was not so much bibliography about mixed Dirichlet–Neumann problems, and even worse, we did not know any reference for the moving boundary conditions.

We started by studying the regularity results of Miranda and Stampacchia [78, 84].In those papers it is proved that the highest regularity one can expect for solutions is 𝒞α with 0<α1/2, as Shamir [82] pointed out.Those results are established for fixed Dirichlet–Neumann boundary conditions, hence one should track the constants appearing in the regularity results (that depend on the boundary conditions) in order to find uniform bounds in terms of the boundary conditions.In this way the uniform bound allows passing to the limit when the boundary conditions are moving, for example, passing from Dirichlet to Neumann boundary conditions through the mixed Dirichlet–Neumann conditions in some way to be specified.Those three papers, [78, 82, 84], including [59], by De Giorgi, were the starting point of my Ph.D.As a common fact in the theses supervised by Ireneo, my Ph.D. thesis has two main parts, the first one is elliptic, while the second one is parabolic.

First, we present the results corresponding to elliptic problems.In the first paper of my Ph.D. [55], we studied the following problem:

(5.1) { - Δ u = λ u q + u r in Ω , u > 0 in Ω , B ( u ) = 0 on Ω ,

where ΩN (N3) is a smooth bounded domain,1<r<2*-1=N+2N-2, 0<q<r, and the boundary conditions are of Dirichlet–Neumann type as in the whole thesis. Also

B ( u ) = u χ Σ 1 + u ν χ Σ 2 ,

where Σi, i=1,2, are smooth (N-1)-dimensional submanifolds of Ω such that

(5.2) { Σ 1 Σ 2 = , Σ 1 Σ ¯ 2 = Ω , Σ 1 Σ ¯ 2 = Γ is a smooth ( N - 2 ) -dimensional submanifold, ν is the outwards unitary normal to the boundary, χ Σ i is the characteristic function of Σ i , i = 1 , 2 .

The natural energy space for looking solutions as critical points of the Euler–Lagrange functional associated to (5.1) is

E = { v W 1 , 2 ( Ω ) v = 0 on Σ 1 } ,

which is defined as the closure of𝒞c1(ΩΣ2) with the norm of the Sobolev space W1,2(Ω).

Problem (5.1) is called a concave-convex problem. In this case, we extend the results of the famous paper by Ambrosetti, Brezis and Cerami [25], to the case of mixed boundary conditions.

For fixed Dirichlet–Neumann boundary conditions, we proved a complete result for (5.1) as in [25], i.e., existence and multiplicity of positive solutions. Precisely, we proved the following:

  1. There exists Λ>0 such that for 0<λ<Λ, problem (5.1) has at least two solutions, and one of them is a minimal solution.

  2. In the extremal λ=Λ, there is at least one solution that is obtained as limit of the minimal one when λΛ.Furthermore, there is no solution of (5.1) for λ>Λ.

Also we proved a Liouville-type result for mixed Dirichlet–Neumann boundary conditions.That result allowed us to show a uniform L bound for solutions of (5.1), inspired by the famous result by Gidas and Spruck [67], i.e., supxΩuλ(x)C< for any solution uλ of problem (5.1).Even more, we introduced and studied the behavior of solutions to these problems moving the boundary conditions in a regular way.Precisely, we considered a family of smooth (N-1)-dimensional submanifolds ofΩ, {Σ1(α)}αIε, where Iε=[ε,|Ω|] (and || means the measure in the appropriate dimension), such that

(5.3) Σ 1 ( α ) is connected , Σ 1 ( α 1 ) Σ 1 ( α 2 ) if α 1 < α 2 , | Σ 1 ( α ) | = α , α I ε .

Thus, assuming the family {Σα}αIεto satisfy (5.3) and letting

𝒮 ε = { u : Ω u is solution to (5.1), α I ε }

be the family of all solutions to the problems (5.1), with αIε, we proved the existence of a positive constant Mε such that

u L ( Ω ) M ε for all u 𝒮 ε .

Following the study of the mixed Dirichlet–Neumann boundary conditions, we introduced the Caffarelli–Kohn–Nirenberg potentials [46] into the operator -Δ2,γu:=-div(|x|-2γu), with -<γ<N-22. We also considered the associated (p,γ)-Laplace operator to the corresponding Caffarelli–Kohn–Nirenberg potentials, i.e.,-Δp,γu=-div(|x|-pγ|u|p-2u), where 1<p<N, -<γ<N-pp.Here the model problem we studied is

(5.4) { - Δ p , γ u = f λ , γ ( x , u ) in Ω , u > 0 in Ω , B ( u ) = 0 on Ω .

where the boundary conditions are given by

B ( u ) = u χ Σ 1 + | x | - p γ | u | p - 2 u ν χ Σ 2 ,

with Σi, i=1,2, being smooth (N-1)-dimensional submanifolds of Ω satisfying (5.2).

The study of (5.4) with different types of nonlinearities fλ,γ was done in [56, 57, 4, 5].To be more precise, in [56] we analyzed the subcritical nonlinearities and proved bifurcation results.Also we extended the classical results about global Hölder continuity by using the De Giorgi and Stampacchia techniques [59, 84] adapted to our framework.

With respect to the boundary conditions, we assumed that the (N-1)-dimensionalHausdorff measure of Σ1 is α, hence 0αN-1(Ω).Then we proved that λ1(α)λ1Das αN-1(Ω), with λ1D being the first eigenvalue of the Dirichlet problem.Also, a corresponding eigenfunction sequence converges to an eigenfunction of the Dirichlet problem associated to λ1D.Even more, λ1(α)0 as α0 and a sequence of eigenfunctions converges to a constant, i.e., we obtain the convergence to the Neumann Problem.

Next, in [4], we studied problem (5.4) with p=2, where the right-hand side of the equation given by fλ,γ(x,u)=λ|x|-2(γ+1)u+g(x,u).Here, we were mainly interested in the behavior of the solutions for λ[0,ΛN,γ(Ω,Σ1)], and according to the relation of thevalues of ΛN,γ(Ω,Σ1) and ΛN,γ, defined as the best Hardy–Sobolev constant in Ω for mixed Dirichlet–Neumann boundary conditions and the best Hardy–Sobolev constant with Dirichlet boundary conditions, respectively.

The last work in the elliptic part of my dissertation, see [5], dealt with the mixed Dirichlet–Neumann problem (5.4) with p=2 and

f λ , γ ( x , u ) = λ u q | x | 2 ( γ + 1 ) + u r | x | ( r + 1 ) γ .

Again, Ω is a bounded regular domain in N with N3 that contains the origin, 0<q1, r2*-1, -<γ<N-22 and 0λΛN,γ, the critical value defined above. In this framework, we showed the following:

  1. The attainability of constants ΛN,γ(Ω,Σ1) and SN,γ(Ω,Σ1), where the latter is defined as the corresponding Sobolev constant with mixed boundary conditions.Precisely, on the one hand, we showed geometrical conditions on Ω, and on the other hand, for Ω fixed, we gave geometrical conditions on Σ1,Σ2 for which the constants Sγ(Ω,Σ1) and ΛN,γ(Ω,Σ1) are attained or not.

  2. We also studied the corresponding concave-convex problem, i.e., when 0<q<1 and 1<r2*-1, which includes the critical problem.Here we showed the general existence and multiplicity result as in [25, 55].For the doubly critical problem, i.e., when q=1 and r=2*-1, we proved geometrical sufficient conditions in order to have existence of solutions.Finally, for

    f λ , γ ( x , u ) = λ u q | x | 2 β + u r | x | ( r + 1 ) γ

    with 0<q1<r<2*-1 and βγ+1, i.e., with subcritical and also critical potential, we proved a uniform L bound for the solutions when 0γ<N-22, via a Liouville-type result that we proved. Also we analyzed the regularity of solutions as well as concentration-compactness in the spirit of [74], and trace results.

Next, we present the parabolic part.In this part we published two papers.The first one, dealing with Dirichlet boundary conditions, has been previously commented in Section 4, see [3]. In the second one, dealing with Dirichlet–Neumann boundary conditions, see [6], we studied the following parabolic problem:

{ u t - Δ p , γ u = f λ , γ ( x , u ) , u 0 in Ω × ( 0 , T ) , B ( u ) = 0 on Ω × ( 0 , T ) , u ( x , 0 ) = φ ( x ) if x Ω ,

where ΩN is a smooth bounded domain with 0Ω as before,-<γ<N-pp and

B ( u ) u χ Σ 1 × ( 0 , T ) + | x | - p γ | u | p - 2 u ν χ Σ 2 × ( 0 , T ) .

In particular, we considered the case where

f λ , γ ( x , u ) = λ u a | x | p ( γ + 1 )

with ap-1.The main points under analysis were existence, non-existence and complete blow-up results related to some Hardy–Sobolev inequalities and a weak version of a Harnack inequality that holds for p2 and γ+1>0.To finish, we gave some additional information on the behavior of the solution, and existence and non-existence of finite time extinction was also discussed.

6 Influence of Hardy Potential and Gradient Terms

Ph.D. Ana Primo, 2008:

“Decíamos ayer …”

Fray Luis de León

The protagonists in this thesis were the Hardy potential and terms that were either potentials of the unknown quantity or of the modulus of its gradient.The question was to study if these protagonists were competing or cooperating, and how.

The powers of the unknown quantity, that we assume to be positive, when appearing on the right-hand side of the equation, are known to represent reaction terms.On the other hand, the terms depending on the gradient, also on the right-hand side, describe certain growth problems; on the left-hand side, with a suitable structure, they are Euler equations of functionals in the calculus of variations.

The thesis starts with the following problem:

{ - Δ u ± | u | 2 = λ u | x | 2 + f in Ω , u > 0 in Ω , u = 0 on Ω ,

with ΩN a bounded open domain, λ, N3, 0Ω and f a positive measurable function.

On the one hand, if the gradient term is on the right-hand side of the equation, i.e.,

- Δ u = | u | 2 + λ u | x | 2 + f in Ω , u > 0 in Ω , u = 0 on Ω ,

it was proved that for all λ>0, a solution does not exist even in the weakest possible sense.This fact strongly emphasizes the influence of the Hardy term. Without such term, the problem

- Δ u = | u | 2 + f in Ω , u > 0 in Ω , u = 0 on Ω

has a solution for a suitable datum f (see [23, 68] for more details). Moreover, if we change the Hardy term |x|-2 by a weight gLm(Ω) with m>N2, then there exists 0<λ0<λ1(g) such that for all 0<λ<λ0, the problem has a weak solution for a suitable datum f.

Consequently, using this strong result about non-existence, it was proved in addition that the interaction between the Hardy term and the quadratic term in the gradient produces a complete blow-up.

On the other hand, if the gradient term appears on the left-hand side of the equation, i.e.,

- Δ u + | u | 2 = λ u | x | 2 + f in Ω , u > 0 in Ω , u = 0 on Ω ,

it was proved that if λ0, then there exists a solution for each function fL1(Ω), f0, without any restriction on the size of λ.In fact, an existence result for a wide class of weights was proved (admissible weights). In particular, Hardy’s term belongs to this class of weights.

The importance of this result follows from the strong regularizing effect of the gradient on the Hardy term. In [39], it is proved that for all λ>0, the equation

- Δ u = λ u | x | 2 + f ( x ) in Ω N , N 3 and 0 Ω ,

has no solution in general for a positive function fL1(Ω).

These results appeared in [14].

Inspired on these results, we studied the following problem:

{ - Δ u + | u | q = λ g ( x ) u + f ( x ) in Ω , u > 0 in Ω , u = 0 on Ω ,

where 1q2, f,g are positive measurable functions and Ω is a bounded domain. We found conditions on g with respect to q in order to have a positive solution to the previous problem for all λ>0 and for all fL1, f0.In particular, we focused our attention mainly on Hardy’s potential g(x)=1|x|2 and we proved that the hypotheses on g are optimal.

The effect of the gradient is quite surprising. Without its presence, the linear problem

{ - Δ u = λ g ( x ) u + f in Ω , u > 0 in Ω , u = 0 on Ω

satisfies that if λj(g) denotes the j-eigenvalue associated to the weight g with associated eigenvector φj, then the following hold:

  1. If λ<λ1(g), there exists a weak positive solution.

  2. If λ1(g) is reached and λ=λ1(g), there exists a positive solution if Ωfφ1𝑑x=0.

  3. If λj(g)<λ<λj+1(g), there exist solutions that necessarily change sign. Thus, there does not exist a positive solution.

This result emphasizes that the term |u|q on the left-hand side of the equation is enough to break any effect of resonance of the zero order linear term g(x)u.

On the other hand, we proved that if u is a positive solution to the problem, then uW01,p(Ω), for all pq if qNN-1, and p<NN-1 otherwise.Comparing this with the regularity obtained by the renormalized solutions, we obtained that |u|q produces a regularizing effect provided that qNN-1.

These results appeared in [15].A result about general operators without any restriction on the sign of the function f appeared in [2].

In the parabolic case, we analyzed the influence of the presence of Hardy potential with semilinear terms:

{ u t - Δ u = λ u | x | 2 + u p + f in Ω T Ω × ( 0 , T ) , u ( x , t ) > 0 in Ω T , u ( x , t ) = 0 on Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω ,

where p>1, and u0(x)0 and f0 are measurable functions in a suitable class.

The main difference with the heat equation is the existence of a critical exponent p+(λ) such that for pp+(λ), there is no positive solution for any nontrivial datum f, while for p<p+(λ), it is proved the existence under some additional conditions on the initial data f and u0.Moreover, we analyzed the Cauchy problem, which corresponds to the case Ω=N, when p<p+(λ), obtaining a Fujita-type exponent depending on λ.This result was published in [16].

The thesis finishes studying the joint influence on the heat equation of the Hardy potential and a power of the gradient on the right-hand side of the equation

{ u t - Δ u = | u | p + λ u | x | 2 + f ( x , t ) in Ω T Ω × ( 0 , T ) , u ( x , t ) > 0 in Ω T , u ( x , t ) = 0 on Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) if x Ω ,

where ΩN is a bounded open domain with N3, 0Ω, p>1 and λ>0.

In the case λ=0 and p=2, this model appears in the physical theory of growth and roughening of surfaces, where it is known as a Kardar–Parisi–Zhang model, see [69]. A modification of the Kardar–Parisi–Zhang problem has been considered by Berestycki, Kamin and Sivashinsky in [37], as a flame propagation model. The authors studied the existence of a critical exponent p+(λ) in order to have existence or non-existence of solutions. The corresponding Cauchy problem is studied too (see [17]).

7 Fully Nonlinear Equations with Improper Zero-Order Terms

Ph.D. Fernando Charro, 2009:

“Take everything you like seriously, except yourselves.”

Rudyard Kipling

My thesis work started on the fall of 2005 when Ireneo proposed to look into limits as p of problems of the type

(7.1) { - Δ p u = - div ( | u | p - 2 u ) = λ u q in Ω , u > 0 in Ω , u = 0 on Ω ,

with λ>0 and q<p-1.The operator -Δpu is called p-Laplacian.It is homogeneous of degree p-1, and we say that problem (7.1)is concave with respect to the homogeneity since uq/(p-1) is a concave function.

We learned that limits as p are more interesting when both q and λ are allowed to depend on p, so we actually assumed

(7.2) lim p q ( p ) p = Q ( 0 , 1 ) ,

and the normalization

(7.3) lim p λ p 1 / p = Λ > 0 .

Problem (7.1) has a unique positive weak solution uλp,p for each given p, q(p) and λp, at least for p>n large enough (uniqueness follows from the celebrated result by Brezis and Oswald [43] and its p-Laplacian counterpart, see [11, 36]).Then, assuming (7.2) and (7.3), we proved in [51] that uλp,puΛ>0 uniformly as p, and that uΛ is a viscosity solution of the following limit problem:

(7.4) { min { | u | - Λ u Q , - Δ u } = 0 in Ω , u > 0 in Ω , u = 0 on Ω ,

where the infinity Laplacian is defined as

(7.5) Δ u = i , j = 1 N u x i x j u x i u x j .

Problem (7.4) retained the characteristics of concave problems, in particular, we proved a delicate comparison principle that yielded uniqueness for problem (7.4), a viscosity counterpart of the aforementioned uniqueness result by Brezis and Oswald.

Working on this problem had the gift and the challenge of requiring a combination of viscosity and variational tools, a leitmotif of my work with Ireneo.

Later on, by the end of my Ph.D. and during my postdoc, we came back to similar questions.In particular, we worked on a very natural question, the concave-convex case

(7.6) { - Δ p u = λ u q ( p ) + u r ( p ) in Ω , u > 0 in Ω , u = 0 on Ω ,

where λ>0 and

lim p q ( p ) p = Q , lim p r ( p ) p = R , with 0 < Q < 1 < R .

As before, we refer to problem (7.6) as concave-convex in the sense that 0<q(p)<p-1<r(p) for p>n large enough.

In the literature, there were two types of results for (7.6) whose behavior we wanted to understand as p. Let me describe them briefly. On the one hand, in [38] (see also [25] for the case p=2) it is shown that there exists a finite value λmax such that there is a branch of positive minimal solutions of (7.6) for λ(0,λmax) and there is no nontrivial solution for λ>λmax. This result holds without restriction on the size of the exponent r.On the other hand, in [26, 64] multiplicity of positive solutions is proved for r<p*-1 and λ<λmax, where

p * = { N p N - p if p < N , otherwise

is the Sobolev critical exponent. Notice that this means no restriction as p. since then p*=.

In [53], we proved that any positive uniform limit of a sequence of weak solutions of (7.6) was characterized as a viscosity solution of

(7.7) { min { | u | - max { Λ u Q , u R } , - Δ u } = 0 in Ω , u > 0 in Ω , u = 0 on Ω .

where Λ=limpλp1/p and uΛ=limpuλp,p.A very interesting feature of problem (7.7) is that the concave-convex nonlinearity is decoupled in the limit. This makes a significant difference with the case p<, where the concave and convex powers always have a mutual influence.

One of the most delicate points of our analysis was to provide asymptotically sharp quantitative counterparts of the construction of the branches of solutions at level p<. We were able to obtain non-existence and global multiplicity of positive viscosity solutions of the fully nonlinear limit problem (7.7) in terms of the parameter Λ.

A remarkable fact is that for everyΛΛ^=limpλmax,p1/p, the unique solution of the limit concave problem (7.4) is the minimal solution of the limit concave-convex problem (7.7), and it is obtained as a uniform limit of minimal solutions of problem (7.6). Moreover, there is no positive solution of (7.7) forΛ>Λ^.

Of course, this is not a linear narrative, in between the two problems mentioned above, the core of my thesis happened and I will talk about that work now.

In [50, 52] we studied existence, non-existence and possible multiplicity of solutions in terms of λ>0 of problems of the form

{ F ( u , D 2 u ) = λ u q + u r in Ω , u > 0 in Ω , u = 0 on Ω ,

and

(7.8) { F ( u , D 2 u ) = λ u q in Ω , u > 0 in Ω , u = 0 on Ω ,

with F degenerate elliptic, i.e., non-increasing in the matrix argument, and homogeneous of degree m, that is,

F ( t ξ , t X ) = t m F ( ξ , X ) for all t 0 ,

and 0<q<m<r.As before, the problems with right-hand side λuq and λuq+ur are respectively concave and concave-convex with respect to the homogeneity m.

Our motivation was to understand up to what extent would the results for problems (7.6) and (7.1)discussed above carry over to other nonlinear operators.It was a big surprise for me that the particular nonlinearity F did not matter much, but instead, the key feature in the construction was the homogeneity of the operator.This allowed us to prove the same bifurcation results for operators as diverse as Pucci’s extremal operators

𝒫 θ , Θ - ( D 2 u ) = inf { - trace ( A D 2 u ) : A is symmetric and θ | ξ | 2 A ξ , ξ Θ | ξ | 2 for all ξ n } ,
𝒫 θ , Θ + ( D 2 u ) = sup { - trace ( A D 2 u ) : A is symmetric and θ | ξ | 2 A ξ , ξ Θ | ξ | 2 for all ξ n } ,

the Monge–Ampère det(D2u),the p-Laplacian, the infinity Laplacian (7.5), and its normalized version Δ1u=|u|-2Δu.

In [52] we followed the strategy in [38]. We showed that there exists a positive constant λmax such that there is at least one positive solution of (7.8)for 0<λ<λmax and none for λ>λmax. This result holds without restriction on the size of r.

In [50], in collaboration with Eduardo Colorado, we went one step further to prove multiplicity of positive solutions of (7.8). The key difficulty here is the lack of a variational setting as in the case of the Laplacian and p-Laplacian, and it was needed a combination of “viscosity” techniques such as regularizations by inf- and sup-convolution, convex analysis and lower contact set, etc., and “classical” techniques adapted to the viscosity setting, such as the blow-up and moving planes method, and topological degree theory.

Due to the higher complexity of the problem, it is reasonable to expect stronger assumptions, so we particularized the study to homogeneous fully nonlinear uniformly elliptic operators such thatξF(ξ,X) is Lipschitz and have some orthogonal invariance on the matrix variable. A model operator to keep in mind would be F(ξ,X)=𝒫±(X)+|ξ|.

The main result of [50] brings to this framework the multiplicity results in [25, 26, 64], namely, that there exists at least a second positive solution of problem (7.8) for every λ<λmax whenever r<r^, for r^ a critical exponent.Notice that the concept of Sobolev critical exponent is reasonable in the context of the p-Laplacian but not necessarily in the fully nonlinear (viscosity) setting. Thus, as part of the problem we had propose an appropriate notion of critical exponent in this context that in general differs from the Sobolev one.

I would like to conclude with [27], a work that is very dear to me on an extension of the Alexandroff–Bakelman–Pucci maximum principle. It was a collaboration that Ireneo and I did with Roberto Argiolas after I finished my Ph.D. but before I left for my postdoc.

The Alexandroff–Bakelman–Pucci maximum principle is well known in the context of linear uniformly elliptic equations in trace form.ABP estimates have been generalized in several directions, including uniformly elliptic fully nonlinear equations, where they are the central tool in the proof of the Krylov–Safonov–Harnack inequality and regularity theory, see [45].It has a parabolic counterpart in the Krylov–Tso ABP estimate for linear uniformly parabolic equations in non-divergence form (see [71, 87]).

We extended these ideas and proved ABP-type estimates for more general nonlinear equations, modeled on quasilinear divergence-type equationsin the elliptic and parabolic cases. Some examples of fields under our scope were the p-Laplacian and mean curvature flows.To the best of my knowledge, in [27] a nice, consistent framework for quasilinear parabolic ABP estimates was established for the first time.

8 Concentration and Asymptotic Behavior of Solutions for some Singularly Perturbed Mixed Problems

Ph.D. Luigi Montoro, 2009:

“Mañana más, pero no mejor, porque es imposible.”

José Miguel Monzón, El Gran Wyoming

The aim of the thesis was to analyze some elliptic equations, perturbative in nature. We have examined our problem using two tools: perturbative methods and variational methods.

In particular, the thesis starts analyzing the followingperturbed mixed problem

(8.1) { - ε 2 Δ u + u = u p in Ω , u ν = 0 on 𝒩 Ω , u = 0 on 𝒟 Ω , u > 0 in Ω ,

where Ω is a smooth bounded subset of n, p(1,N+2N-2), ε>0 is a small parameter, and 𝒩Ω, 𝒟Ω are two subsets of the boundary of Ω such that the union of their closures coincides with the whole Ω.

These problems, with mixed conditions, appear in several situations.Generally, the Dirichlet condition is equivalent to impose some state on the physical parameter represented by u, while the Neumann conditions give a meaning at the flux parameter crossing 𝒩Ω.From here on there are some common physical applications of such problems:

  1. Population dynamics. Assume that a species lives in abounded region Ω such that the boundary has two parts,𝒩Ω and 𝒟Ω, where thefirst one is an obstacle that blocks the pass across, while thesecond one is a killing zone for the population.

  2. Nonlinear heat conduction. In this case (8.1) models theheat (for small conductivity) in the presence of a nonlinear sourcein the interior of the domain, with combined isothermal and isolatedregions at the boundary.

  3. Reaction diffusion with semi-permeable boundary.In this framework we have that the meaning of the Neumann part, 𝒩Ω, is an obstacle to the flux of the matter, while the Dirichlet part, 𝒟Ω, stands for a semi-permeable region that allows the outwards transit of the matter produced in the interior of the cell Ω by thereaction represented by a general nonlinearity f(u).

The typical concentration behavior of solutions uε to the aboveproblem with either Dirichlet or Neumann conditions on all the boundary, is via a scaling of the variables in the form uε(x)U(x-Qε), where Q is some point of Ω¯, and U is a solution of

(8.2) - Δ U + U = U p in N (or in + N = { ( x 1 , , x N ) N : x N > 0 } ) ,

the domain depending on whether Q lies in the interior of Ω orat the boundary; in the latter case Neumann conditions are imposed.When p<N+2N-2 (and indeed only if this inequality issatisfied), problem (8.2) admits positive radialsolutions that decay to zero at infinity.

Solutions of (8.1) that inherit this profile are calledspike layers, since they are highly concentrated near somepoint of Ω¯.

We are interested in finding boundary spike layersfor the mixed problem (8.1). First, we apply a perturbativeapproach: the idea is to obtain two compensating effects from theNeumann and the Dirichlet conditions. More precisely, callingΩ the intersection of the closures of 𝒟Ω and 𝒩Ω, and denoting by H the mean curvature of Ω, assuming thatthe gradient of H at Ω points toward𝒟Ω, a spike layer centered on 𝒩Ω will be pushed toward Ω by H and willbe repelled from Ω by the Dirichlet condition.

We show that there exists a solution uε toproblem (8.1) concentrating at the interfaceΩ. The general strategy used relies on afinite-dimensional reduction. Onefinds first a manifold Z of approximate solutions to the givenproblem, which in our case are of the form U(1ε(x-Q)), and solve the equation up to a vector (in the Hilbert space) parallel to the tangent plane of this manifold.In this way one generates a new manifold Z~ close to Z that represents a natural constraint for the Euler functional of (8.1), which is

I ~ ε ( u ) = 1 2 Ω ε 2 | u | 2 + u 2 - 1 p + 1 Ω | u | p + 1 , u H 𝒟 1 ( Ω ) .

Here H𝒟1(Ω) stands for the space of functions inH1(Ω) that have zero trace on 𝒟Ω, and bynatural constraint we mean a set for which constrainedcritical points of I~ε are true critical points.

The main difficulty however is to have a good control ofI~ε|Z~, which is done by improving the accuracyof the functions in the original manifold Z.In fact, the better is the accuracy of these functions, the closer is Z~ to Z, so the main term in the constrained functional will be given byI~ε|Z.To find sufficiently good approximate solutions, we start with those constructed in the literature for the Neumann problem that reveal the role of the boundary mean curvature.However, these functions are not zero on 𝒟Ω, and if one tries naively to annihilate them using cut-off functions, then the corresponding error turns out to be too large.A method that proved itself very useful for the Dirichlet problem is to consider the projection operator in H1(Ω), which consists in associating tosome function in this space its closest element in H𝒟1(Ω).In our case instead, apart from having mixed conditions, the maximaof the spike-layers tend to the interface Ω, so, tobetter understand the projection, we need to work at a scale dε|logε|, the order of the distance of the peak from Ω.At this scale the boundary of the domain looksnearly flat, so in this step we replace Ω with a non-smoothdomain Γ^DN such that part of Γ^D looks like a cut of dimension N-1. We chooseΓ^D to be even with respect to the coordinate xN, and westudy H1 projections here (with Dirichlet conditions) that are also even in xN.As a consequence, we will find functions that have zero xN-derivative on {xN=0}Γ^D, which mimics the Neumann boundary condition on𝒩Ω.After analyzing carefully the projection, we define a family of suitable approximate solutions to (8.1), which turn out to have a sufficient accuracy for our analysis.

We can finally apply the above mentioned perturbation method toreduce the problem to a finite dimensional one, and study thefunctional constrained on Z~. If zQε denotes (roughlyspeaking) an approximate solution peaked at Q, with dist(Q,Ω)=dε, then its energy turns out to be the following:

I ~ ε ( z Q ε ) = ε n ( C ~ 0 - C ~ 1 ε H ( Q ) + e - 2 d ε ε ( 1 + o ( 1 ) ) + O ( ε 2 ) ) .

These results appeared in [63].

Next, via variational methods, we analyze also theasymptotic profile of the least energy solutions to problem(8.1) under generic assumptions on the domain and on theinterface.

First we show that mountain pass solutions are in fact least energy solutions.Then we prove that, given a family of least energy solutions {uε}, their points of maximum must lie on the boundary of the domain Ω, as in the Neumann case.

We also analyze the rate of convergence to specify better thelocation of maximum limit points Pε of the least energysolutions as ε0: we show that the concentrationpoint cannot belong to the interior of Dirichlet boundary part.Next, we characterize the shape of least energy solutions showingthat such solutions can be approximated bythe ground state solution U to the problem (8.2). Thisfact follows from other results proved in the thesis; in particularwe have that, after a scaling, the maximum Pε (indeed unique) of the solutions uε is always boundedaway from the interface Ω as ε0.

Moreover, we prove that the least energysolutions concentrate at boundary points in the closure of𝒩Ω where the mean curvature is maximal. Whenthis constrained maximum is attained on the interface (and if Hhere is non-zero), we will be able to show that the mountain pass solution has precisely the behavior found by perturbative methods.

These results appeared in [62].

In the last part of the thesis, we consider least energy solutions to problem (8.1) and, via a numerical algorithm, we construct their shape and we present the related results.

We use a numerical method that allows us to find solutions of mountain pass type.We consider a particular case of (8.1), choosing p=3 and N=2, namely,

(8.3) { - ε 2 Δ u + u = u 3 in Ω , u ν = 0 on 𝒩 Ω , u = 0 on 𝒟 Ω , u > 0 in Ω ,

where Ω is a bounded domain of 2.

Such a problem is perturbative and with mixed boundary conditionsthat are numerically difficult to deal with.

We define problem (8.3) in a bounded ellipticaldomain of 2 in order to have a non-constant mean curvature H, and so to find mountain pass-type solutions concentrating at the interfaceΩ.Therefore, we need to mesh Ω in order todescribe and define the discrete differential problemassociated to (8.3). From the numerical point of view, curvedboundary domains, such as the elliptical ones, are generally moredifficult to treat than the square ones.

The algorithm, used to get the shape of least energy (mountain pass type) solutions of (8.3), was implemented with a MATLAB code.

These results appeared in [79].

9 Nonlocal Problems

Ph.D. Begoña Barrios, 2013:

“El pesimista ve la dificultad en cada oportunidad, el optimista ve la oportunidad en cada dificultad.”

Winston Churchill

In 2009, after finishing my master at UAM, I began to work on my Ph.D, initially with Fernando Soria and, later on, also with Ireneo.They proposed to introduce ourselves to the, at the time not so extensively studied, “world of nonlocal operators applied to PDEs”.As Fernando and Ireneo knew well, besides the theory of singular integrals and general nonlocal operators on Banach spaces having been treated at length in harmonic and functional analysis (see, for instance, the classical results of Kato [70], Landkof [72] and Stein [85]), in the last decade, considerable attention had been given to the potential applications of these nonlocal structures and their connection with real world phenomena.Indeed, nonlocal operators naturally appear in elasticity [83], the thin obstacle problem [44], phase transition [24], flame propagation [48], crystal dislocation [86], quasi-geostrophic flows [49] and probability [88], among others.Therefore, my Ph.D. thesis was devoted to the study of several questions concerning elliptic and parabolic problems that involve nonlocal operators.

The basic example of linear nonlocal operator is given by the fractional Laplacian that can be defined using the Fourier transform as follows:

(9.1) ( - Δ ) s ^ u ( ξ ) = | ξ | 2 s u ^ ( ξ ) , ξ N ,  0 < s < 1 .

This operator can also be represented, for suitable functions, as a principal value of the form

(9.2) ( - Δ ) s u ( x ) := c N , s P . V . N u ( x ) - u ( y ) | x - y | N + 2 s 𝑑 y = c N , s 2 N 2 u ( x ) - u ( x + y ) - u ( x - y ) | y | N + 2 s 𝑑 y ,

where cN,s is a normalizing constant chosen to guarantee that (9.1) is satisfied and whose asymptotic properties imply that lims1-(-Δ)su=-Δu and lims0+(-Δ)su=u, u𝒞0(N), where the convergence is given in the sense of distributions.Observing the definition given in (9.2) we clearly deduce that (-Δ)s is a nonlocal operator because the value of (-Δ)su(x) does not depend only on the behavior of u in a neighborhood of x but on the whole N.This property, intrinsic to all the operators that we studied during my Ph.D., creates complications because the classical local PDE methods cannot be applied to study nonlinear problems.Another type of fractional Laplacian operator that we considered and that comes from the theory of semigroups, is the spectral fractional Laplacian defined as

A s u ( x ) := ρ j s a j φ j ( x ) , x Ω ,

where u(x)=ajφj(x), xΩ and (φj,ρj) are the eigenfunctions and eigenvectors of (-Δ) in Ω with zero boundary data.

Thanks to the influence of Ireneo, the first part of my Ph.D. was dedicated to Dirichlet elliptic nonlocal problems with a general concave-convex nonlinearity. As we known, in the classical (local) case, problems of the type

{ - Δ u = f ( u ) in Ω , u = 0 on Ω ,

for different kind of nonlinearities f, had been the mainsubject of investigation in a large number of works in the pastthirty years. One of the most important cases is the one given by the critical powerf(u)=uN+2N-2, N>2, which has no positive solutions provided the domain isstar shaped. In the pioneering work [42], Brezisand Nirenberg showed that, contrary to intuition, the critical problem with small linear perturbations can provide positive solutions.After that, in [25], using the results on concentration-compactness of Lions [74], Ambrosetti, Brezis and Cerami proved some results on existence and multiplicity of solutions for a sublinear perturbation of the critical power, among others.Following this spirit, we extended these results to the nonlocal framework;more precisely, we studied the effect of lower order perturbations in the existenceof positive solutions to the following critical elliptic problems that involve the fractional Laplacian defined via spectral decomposition and also the integral one given in (9.2).That is, we considered

(9.3) { A s u = λ u q + u N + 2 s N - 2 s in Ω , u = 0 on Ω , u > 0 in Ω ,

and

(9.4) { ( - Δ ) s u = λ u q + u N + 2 s N - 2 s in Ω , u = 0 in N Ω , u > 0 in Ω ,

where ΩN is a regular bounded domain, N>2s, λ>0 and 0<q<2s*-1=N+2sN-2s.The main results obtained for these problems are about existence, multiplicity and regularity of solutions and have been proved using, mainly, variational techniques adapted to the nonlocal framework.Some of these results, that can be found in [30, 31], may be summarized as follows:

  1. If 0<q<1 (concave power), there exists a threshold constant Λ for the existence of solutions, moreover, if 0<λ<Λ (and s>12 in the case of problem (9.3)) there are at least two solutions and one of them is minimal.

  2. If q=1 (linear), N4s and 0<λ<ρ1s (the first eigenvalue of each fractional operator with zero Dirichlet condition), there exists at least one solution.[1]

  3. If 1<q<2s*-1 (convex power), both problems admit at least one solution, provided that either N>2s(q+3)q+1 and λ>0, orN2s(q+3)q+1 and λ>0 is sufficiently large.

In connection with problem (9.4), in [34] we continued with the study of nonlocal concave-convex problems but, in this case we also analyzed the interplay between the Hardy–Leray potential (see [73]) and the fractional Laplacian.That is, we consider the following Dirichlet problem:

(9.5) { ( - Δ ) s u - λ u | x | 2 s = μ u q + u p in Ω , u = 0 in N Ω , u > 0 in Ω ,

where 0<λ<ΛN,s, with ΛN,s the optimal constant that appears in the fractional Hardy inequality, μ>0, 0<s<1, 0<q<1 and 1<p<p(λ,s) for some p(λ,s)>0.Concerning the existence of solutions, we proved that there exists 0<Υ< such that problem (9.5) has a minimal solution for 0<μΥ and has no solution for μ>Υ.Even more, for the case 1<p<2s*-1, adapting to the nonlocal framework, a classical result of Alama, we get that there are at least two solutions for 0<μ<Υ.When p is greater than the critical value p(λ,s), we obtain a complete blow-up of problem (9.5).

Under the influence of Ireneo, with other collaborators, in the second part of the Ph.D. we studied more general nonlocal operators, particularly, the so-called integro-differential operators with the general form

I u ( x ) = 1 2 N ( u ( x + y ) + u ( x - y ) - 2 u ( x ) ) K ( x , y ) 𝑑 y .

The objective of this part of the work was to prove a regularity result for these integro-differential operators in order to improve the regularity of nonlocal minimal surfaces that Caffarelli, Roquejoffre and Savin had recently introduced in [48].Briefly, we developed a “Schauder regularity theory” for viscosity solutions of a family of linear integro-differential equations that involves a special class of kernels K(x,w) not invariant under translations.Using these result and motivated by the fact that (s)-minimal surfaces approach the classical ones when s1-, we proved that nonlocal minimal surfaces are smooth.In fact, we get that 𝒞1 (s)-minimal surfaces are of class 𝒞.To give an intuitive idea of what we mean by nonlocal minimal surfaces, we use the concept of “nonlocal perimeter”. As the classical perimeter measures the total variation of the characteristic function of a set E in a fixed domain Ω, a nonlocal perimeter measures the variation of this characteristic function inside and outside this fixed domain with respect to a fractional operator.A nonlocal minimal surface is then the boundary of a set E that minimizes this nonlocal perimeter inside a fixed domain Ω with the “boundary condition” that E(NΩ) is prescribed.The results of this second part of the Ph.D. are contained in [33].

Finally, we devoted the last part of the thesis to study the simplest parabolic problem that involves the fractional Laplacian operator, that is, the nonlocal heat equation.Specifically, we worked on a problem in which Ireneo was particularly very interested, that is, to extend some classical results for the heat equation by Widder in [89] to the nonlocal diffusion framework proving uniqueness in the setting of positive solutions according with the principles of thermodynamics.Thus, in [35], we obtained that if u0 is a strong solution of

u t + ( - Δ ) s u = 0 for ( x , t ) N × ( 0 , T ) ,  0 < s < 1 ,

then

u ( x , t ) = N p t ( x - y ) u ( y , 0 ) 𝑑 y , p t ( x ) = 1 t N / 2 s p ( x t 1 / 2 s ) ,

where

p ( x ) := N e i x ξ - | ξ | 2 s 𝑑 ξ

is the solution of

{ p t + ( - Δ ) s p = 0 for ( x , t ) N × ( 0 , T ) , p ( x , 0 ) = δ 0 ( x ) in N .

To obtain this result we proved a uniqueness theorem for weak solutions that, in turn, would be the key step to obtain our representation theorem. Next we proved the main result for strong solutions starting by obtaining a comparison lemma that will allow us to show that every positive strong solution u(x,t) is bigger than or equal to the convolution of thetrace u(x,0) with the kernel pt(x). By a scaling argument we proved that any positive strong solution is also a weak solution and then, by the uniqueness result of the previous section, we concluded.

10 Hardy Potential in Elliptic and Parabolic Problems

Ph.D. Susana Merchán, 2013:

“Sé fuerte o sé inteligente pero sé algo en la tierra y ten en mente un escondite por si empieza la guerra.”

Violadores del Verso – Información planta calle

The work with Ireneo began in 2009 with my Ph.D. scholarship at Universidad Autónoma de Madrid. In my thesis we studied the solvability of some supercritical problems related to the old friend, the Hardy potential and to Hardy’s inequalities.More precisely, we studied both elliptic and parabolic problems.

First, we present the results concerning the elliptic problems.We begun studying the problem

(10.1) { - Δ u = u p | x | 2 , u > 0 in Ω , u = 0 on Ω ,

with p>0, ΩN a bounded domain with smooth boundary and N3.One of the goals of my thesis was to emphasize the role of the relative position of the pole with respect to the domain.

In our first work we focused mainly in the supercritical case p>1.The supercritical case where 0Ω, had been partially solved in [58] with a perturbative argument involving the shape of the domain and under the hypothesis p<N+2N-2.Moreover, in [58], using a Pohozaev argument, it is proved that in a star-shaped domain (with respect to 0) the problem has no solution of finite energy.However, using an involved perturbative method, Dávila and Peral proved in the same article that if the domain has a suitable shape, then there exists a solution of finite energy.

In this first work we considered the following supercritical semilinear problem, which is a perturbation of (10.1):

(10.2) { - Δ u = u p | x | 2 + λ g ( u ) , u > 0 in Ω , u = 0 on Ω ,

with λ>0, p>1, g(u) a sublinear term and 0Ω. This work appeared in [77].

In order to show the influence of the position of the pole with respect to the domain in the solvability of the problem, we also considered the problem assuming 0Ω, where ΩN is a bounded domain and p>1.

In order to avoid the obstruction given by the fact that problem (10.2) has only the trivial solution, we considered the problem

{ - Δ u + | u | 2 = λ u p | x | 2 + f , u > 0 in Ω , u = 0 on Ω ,

with 0Ω, 1<p<2, fL1(Ω) a positive function and λ>0. This work appeared in [77].

The next step in my work with Ireneo was to consider the following quasilinear supercritical problem:

(10.3) { - Δ p u - div ( | u | p - 2 u ) = u q | x | p , u > 0 in Ω , u = 0 on Ω ,

with 0Ω and p*-1>q>p-1.

In this work we focused also in the study of a perturbation of problem (10.3), namely,

(10.4) { - Δ p u - div ( | u | p - 2 u ) = u q | x | p + λ g ( u ) , u > 0 in Ω , u = 0 on Ω ,

with 0Ω, q>p-1, λ>0 and g(u) a sub-diffusive perturbation in the following sense:

lim s 0 g ( s ) s p - 1 = .

As in the semilinear case, we analyzed the following quasilinear problem with an absorption term if 0Ω:

(10.5) { - Δ p u + | u | p = λ u q | x | p + f , u > 0 in Ω , u = 0 on Ω ,

with 1<p<N, q>p-1, fL1(Ω) a positive function and λ>0. The study of problems (10.4) and (10.5) can be seen in the work [75].

Another issue studied with Ireneo, Luigi Montoro and Berardino Sciunzi were some symmetry properties of the solution to problem (10.5). This work appeared in [76].

Now, we switch to the parabolic problems.The heat equation with the Hardy–Leray potential, i.e., the problem

(10.6) { u t - Δ u = λ u p | x | 2 in Ω T = Ω × ( 0 , T ) , u > 0 in Ω T , u ( x , 0 ) = u 0 ( x ) 0 in Ω , u = 0 on Ω × ( 0 , T ) ,

has been largely studied in the case 0Ω.

In the first parabolic work with Ireneo we tried to obtain existence results when the pole is on the boundary of the domain, 0Ω.

We considered the critical and supercritical parabolic problems with 0Ω, that is, p=1 and p>1 respectively. This work appeared in [28].

The last topic studied in my thesis was problem (10.6) with 0Ω and with some regularization term in the left-hand side of the equation. That is,we analyzed the existence of a solution for the following problem:

{ u t - Δ u + u | u | 2 = λ u p | x | 2 + f in Ω T = Ω × ( 0 , T ) , u > 0 in Ω T , u ( x , 0 ) = u 0 ( x ) in Ω , u = 0 on Ω × ( 0 , T ) ,

with 0Ω, 1<p<3, fL1(ΩT) a positive function, u0L1(Ω) and λ>0. This work appeared in [1].

11 Nonlinear Elliptic and Parabolic Equations Related to Reaction, Diffusion and Growth Problems

Ph.D. María Medina, 2015:

“De gobiernos, cafés y matemáticas.”

María Medina

My work with Ireneo began in 2011, and it was initially focused on the study of fourth order operators.In particular, we considered the bilaplacian operator, and several nonlinear problems, whose model was

(11.1) { Δ 2 u = S 2 ( D 2 u ) in Ω 3 , B ( u ) = 0 on Ω ,

where B(u) denotes some generic boundary conditions, and

S 2 ( D 2 u ) ( x ) := 1 i < j N λ i ( x ) λ j ( x ) ,

with λi, i=1,,N, being the eigenvalues of the Hessian matrix.In the case of Dirichlet boundary conditions we found a variational formulation of the problem that allowed us to prove existence of at least one solution.Moreover, we saw how the addition of a term of the form μ|u|p-1u determines the multiplicity of solutions.

When dealing with Navier boundary conditions, a variational approach is not possible and, in order to face (11.1), we studied the solvability of two closely related problems, the first one adding a term λu in the right-hand side, by means of bifurcation techniques, and the second one considering the extra term μf(x)L1(Ω), by applying fixed point methods.

These results can be found in [61].

At the same time, we started with a different topic (that at the end would become the main field in the thesis): nonlocal problems.

Firstly, we studied an elliptic concave-convex problem where the Hardy potential interferes with the fractional Laplacian, that is,

(11.2) { ( - Δ ) s u - λ u | x | 2 s = u p + μ u q in Ω , u > 0 in Ω , u = 0 on N Ω ,

where 0Ω, N>2s, μ>0, 0<q<1,0<λ<ΛN,s and p>1.

We found a threshold p(λ,s) such that for 1<p<p(λ,s), there exists at least one positive solution to the problem, while for p>p(λ,s) it is possible to prove not only non-existence, but also instantaneous and complete blow-up.Indeed, in the case 1<p<p(λ,s), by a monotonicity approach, we could prove the existence of a positive solution for every 0<μM<+, where M is defined as

M := sup { μ > 0 : problem ( 11.2 ) has a solution } .

Moreover, in the case 1p2s*-1, by applying variational techniques, we showed the existence of a second solution, first when μ is small enough, and finally for every 0<μ<M.This study is published in [34].

Later on we dealt with the parabolic version of this problem. Actually, we established precise necessary and sufficient conditions on the summability of g and u0 (the nonlocal counterpart of [29]) to solve the problem

(11.3) { u t + ( - Δ ) s u = λ u | x | 2 s + g in Ω × ( 0 , T ) , u ( x , t ) > 0 in Ω × ( 0 , T ) , u ( x , t ) = 0 in ( N Ω ) × [ 0 , T ) , u ( x , 0 ) = u 0 ( x ) if x Ω .

Such conditions depend on λ, through the singularity of the radial solutions of

(11.4) ( - Δ ) s u - λ u | x | 2 s = 0 in N .

Actually, the strategy was to transform our problem into a new one, namely,

{ | x | - 2 γ v t + L γ v = | x | - γ f ( x , t ) in Ω × ( 0 , T ) , v ( x , t ) = 0 in ( N Ω ) × [ 0 , T ) , v ( x , 0 ) = v 0 ( x ) := | x | γ u 0 ( x ) if x Ω ,

where Lγ is a weighted operator of the form

L γ ( v ( x , t ) ) := a N , s P . V . N v ( x , t ) - v ( y , t ) | x - y | N + 2 s d x | x | γ d y | y | γ ,

that appears naturally when one writes the equation for v(x,t):=|x|-γu(x,t), with γ being the power of the radial solutions to (11.4).The study of the singular behavior of the solutions to (11.3) required to prove a Harnack inequality for these weighted operators, with all the functional results associated to this new framework.

In the particular case g=up+f, p>1, we showed that the same solvability as in the elliptic case holds here. In particular, by comparison arguments we saw existence of at least one solution for every 1<p<p(λ,s) and non-existence and complete blow-up for p>p(λ,s), where p(λ,s) is exactly the same barrier as in the elliptic case.

This work appears in [8].

We also studied a different singular elliptic problem in a bounded domain where, instead of the origin, the singular part is the boundary. More precisely, we considered the equation

(11.5) ( - Δ ) s u = f ( x ) u α + M u p in Ω .

In the case M=0, we proved existence of an energy solution if 0<α1 and f has appropriate summability, and of a weak solution in the case α>1 and fL1(Ω).When M=1 and f(x)=μ, we also found a solution for every p>1 and every μ(0,Υ), where

Υ := sup { μ > 0 such that problem ( 11.5 ) has a solution } < + .

These results can be found in [32].

Finally, we considered a critical nonlocal problem in the whole N, namely,

( - Δ ) s u = ε h u q + u p in N ,

where ε>0 is a small parameter, p=2s*-1, 0<q<p and h isa compactly supported continuous function such that h+0.In particular, we proved the existence of a solution u1,ε to this problem, by considering it as a perturbation of the equation

(11.6) ( - Δ ) s u = u p in N , p = 2 s * - 1 .

Furthermore, u1,ε tends to one of the solutions of (11.6) as ε0, which are precisely the minimizers of the Sobolev embedding. If h changes sign, we proved the existence of a second solution.We obtained these results by means of a Lyapunov–Schmidt reduction, thanks to the variational structure of the problem. This work is in [60].


Communicated by Antonio Ambrosetti and David Arcoya


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Received: 2017-01-25
Accepted: 2017-02-03
Published Online: 2017-03-24
Published in Print: 2017-05-01

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