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Large solutions for cooperative logistic systems: existence and uniqueness in star-shaped domains

   | Jun 26, 2017

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Introduction

This paper studies the uniqueness of the solution of the singular elliptic problem

{Δui=j=1naij(x)ujbi(x)fi(ui)in Ω,ui=+on Ω,1in,$$\begin{array}{} \displaystyle \left\{ \begin{array}{*{20}{l}} { - \Delta {u_i} = \mathop \sum\limits_{j = 1}^n {a_{ij}}(x){u_j} - {b_i}(x){f_i}({u_i})}&{{\rm{in\;}}\,\,{\rm{\Omega }},}\\ {{u_i} = + \infty }&{{\rm{on\;}}\,\,\partial {\rm{\Omega }},} \end{array}\right. \,1 \le i \le n, \end{array}$$

where Ω is a bounded subdomain of ℝN, N ≥ 1 whose boundary is sufficiently regular (e.g. of class 𝒞1) and the heterogeneous terms satisfy aij,biC(Ω¯)$\begin{array}{} \displaystyle {a_{ij}},{b_i} \in {\mathscr C}\left( {\overline \Omega } \right) \end{array}$ for all 1 ≤ i, jn,

aij(x)>01ijn,bi(x)>01in,for allxΩ.$$\begin{array}{} \displaystyle \begin{array}{*{20}{l}} {{a_{ij}}(x) > 0}&{1 \le i \ne j \le n,}\\ {{b_i}(x) > 0}&{1 \le i \le n,} \end{array}\quad {\rm{for\;all}}\,\,x \in {\rm{\Omega }}. \end{array}$$

As far as concerns the nonlinear terms, it is assumed that fi ∈ 𝒞1[0, ∞) is a nondecreasing function such that fi(0) = 0, for all 1 ≤ in. A function u := (u1,...,un) ∈ [𝒞2+v(Ω)]n, v ∈ (0,1), is a solution of (1) if it satisfies the system of (1) and

limxzxΩ,zΩui(x)=+,1in.$$\begin{array}{} \displaystyle \mathop {\lim }\limits_{\begin{array}{*{20}{c}} {x \to z}\\ {x \in {\rm{\Omega }},z \in \partial {\rm{\Omega }}} \end{array}} {u_i}(x) = + \infty ,\quad 1 \le i \le n. \end{array}$$

These functions will be referred as large solutions. Its study goes back to the pioneering works of J. B. Keller [8] and R. Osserman [20], who considered the case of the single equation Δu = f(u) when f isa monotone function. Since them, many works have dealt with large solutions of elliptic equations (see, e.g. the lists of references of [11]), but almost all of them are focused in the study of the single equation. Some of the few existing references for systems are [6,7,12-14], although, except [12], they only study the special case in which n = 2. Moreover, the majority of the works are restricted to the case in which the nonlinearities are of power-type.

In order to ensure the existence of large solutions of (1) one should ask for the following Keller-Osserman type condition:

(KO) There exists f ∈ 𝒞1 [0, +∞) such that f(u) < fi(u) for every 1 ≤ in and, for every a, b > 0,

I(c):=c+dθcθbf(s)asds<+for somec>0.$$\begin{array}{} \displaystyle I(c): = \smallint _c^{ + \infty }\frac{{d\theta }}{{\sqrt {\smallint _c^\theta bf(s) - asds} }}\lt { + \infty \quad {\rm{for \; some}}\,\,c} \gt 0. \end{array}$$

This condition is a generalization of the one made by P. Álvarez-Caudevilla and J. López-Gómez in [1]. According to S. Dumont et al. [4], by the monotonicity of f we have that

liminfc+I(c)=0,$$\begin{array}{} \displaystyle \mathop {\lim {\rm{ }}\inf {\rm{ }}}\limits_{c \to + \infty } I(c) = 0, \end{array}$$

so the second part of the Keller-Osserman condition described in [1] is satisfied. The reader is sent to [11, Chapter 3] and [4] for a detailed discussion on Keller-Ossermann conditions. Essentially, (KO) is a condition on the growth of f at infinity. It is not hard to check that the existence of p > 1 and C > 0 such that

fi(u)Cup,1in,$$\begin{array}{} \displaystyle {f_i}(u) \ge C{u^p},\quad 1 \le i \le n, \end{array}$$

for every u > 0 sufficiently large, entails (KO).

The assumption made on the first inequalities of (2) guarantees that the system of (1) is cooperative, so the maximum principle for cooperative systems of J. López-Gómez and M. Molina-Meyer, [16], which is a fundamental tool for the analysis carried out in this paper, is available. Thus, the usual comparison principle works in our context (see Theorem 2 of Section 2). In particular, we can adapt the construction of a maximal and a minimal large solution given in [1, Sections 3 and 4]. Then, under the general hypotheses of this paper and (KO), there exists a minimal and a maximal solution to (1) for every subdomain Ω ⊂ ℝN with ∂Ω sufficiently regular.

The uniqueness of solutions of (1) is still a widely open question, even when (1) reduces to a single equation, and the usual uniqueness argument for the equation via the blow-up rates does not have a trivial extension to cover (1) (see [14]). Our main result establishes the uniqueness of large solution of (1) when Ω is a star-shaped domain, i.e. when there exists a point x0 ∈ Ω, called the center of Ω, such that the line segment between x0 and x belongs to Ω for every x ∈ Ω. It can be stated as follows.

Theorem 1

Suppose that Ω is star-shaped. Without loss of generality, we can suppose that the center of Ω is the origin; otherwise, the change of variables y = xx0transforms x0into 0. Let D0be an open neighborhood of ∂Ω with the next property:

There exists ρ0 > 1 such that for every 1 ≤ ρρ0and x ∈ Ω ∩ D0withρx ∈ Ω ∩ D0,

ρ2aij(ρx)aij(x),bi(ρx)bi(x),1i,jn.$$\begin{array}{} \displaystyle \begin{array}{*{20}{c}} {{\rho ^2}{a_{ij}}(\rho x) \ge {a_{ij}}(x),}\\ {{b_i}(\rho x) \le {b_i}(x),} \end{array}\quad 1 \le i,j \le n. \end{array}$$

Assume that each fi is super-homogeneous of degree pi > 1, in the sense that for every 1 ≤ in there exists pi > 1 such that

fi(tu)tpfi(u)for allt>1,u>0.$$\begin{array}{} \displaystyle {f_i}(tu) \ge {t^p}{f_i}(u)\quad for\;all\,\,t \gt 1,\,\,u > 0. \end{array}$$

Then, (1) has a unique positive solution.

Theorem 1 is a substancial extension of [12, Theorem 1.1] and [15, Theorem 1.1]. Indeed, the main result of [12] establishes the uniqueness of solution for the radially symmetric counterpart of (1) with constant coupling coefficients, aij ∈ ℝ+, 1 ≤ ijn, while [15, Theorem 1.1] only deals with (1) in the restricted case n = 1 and a11 ∈ ℝ. On the other hand, the case where Ω is an annular region is covered in [12] and [15].

The hypothesis (5) goes back to [10, Eq. (11)] and [3, Eq. (6)]. It is easily seen that (5) implies (KO), which ensures the existence of positive solutions of (1): Assuming (5), we have that (3) is satisfied for the choice p := min{pi : 1 ≤ in} and C := min{fi(1) : 1 ≤ i < n}. Moreover, (5) implies that

fi(u)/uis increasing,1in,$$\begin{array}{} \displaystyle {f_i}(u)/u\;\;{\rm{is increasing,}}\quad 1 \le i \le n, \end{array}$$

because

fi(θu)fi(u)θuuθpifi(u)fi(u)θuu=θpi1θ1fi(u)u>fi(u)u,1in,$$\begin{array}{} \displaystyle \frac{{{f_i}(\theta u) - {f_i}(u)}}{{\theta u - u}} \ge \frac{{{\theta ^{{p_i}}}{f_i}(u) - {f_i}(u)}}{{\theta u - u}} = \frac{{{\theta ^{{p_i}}} - 1}}{{\theta - 1}}\frac{{{f_i}(u)}}{u} > \frac{{{f_i}(u)}}{u},\quad 1 \le i \le n, \end{array}$$

for every θ > 1 and u > 0. The last inequalities entail that fi(u)fi(u)/u$\begin{array}{} \displaystyle f_i^\prime (u) \ge {f_i}(u)/u \end{array}$, and hence, (fi(u)/u)′ ≥ 0 for all 1 ≤ in. In the proof of Theorem 1, we will not use (5) directly, but the following equivalent condition.

α>0such thatρ2+αfi(ραv)fi(v)forallρ>1,v>0,1in.$$\begin{array}{} \displaystyle \exists \alpha > 0\,\,{\rm{such\;that}}\,\,{\rho ^{2 + \alpha }}{f_i}({\rho ^{ - \alpha }}v) \le {f_i}(v)\quad {\rm{for all}}\,\,\rho > 1,\,\,v > 0,\,\,1 \le i \le n. \end{array}$$

Indeed, the change of variables

v=tu,t=ρα,α=2p1,$$\begin{array}{} \displaystyle v = tu,\quad t = {\rho ^\alpha },\quad \alpha = \frac{2}{{p - 1}}, \end{array}$$

transforms (5) into (7).

The assumption (4) is a condition on the growth of the heterogeneous terms, aij, bi, along the rays of Ω as x approximates Ω. More precisely, if for every zΩ we define the functions

aijz(t):=aij(tz),biz(t):=bi(tz),t[0,1],1i,jn,$$\begin{array}{} \displaystyle \begin{array}{*{20}{l}} {a_{ij}^z(t): = {a_{ij}}(tz),}\\ {b_i^z(t): = {b_i}(tz),} \end{array}\quad t \in [0,1],\;\;1 \le i,j \le n, \end{array}$$

then, the second line of (4) means that biz(t)$\begin{array}{} \displaystyle b_i^z(t) \end{array}$ is non-increasing when t ~ 1, for every 1 ≤ in. Note that, if the following conditions are satisfied,

aiiz(t)0,aijz(t)aijz(s)for allt0<t<s<1,zΩ,1i,jn,$$\begin{array}{} \displaystyle \begin{array}{l} a^z_{ii}(t)\geq0,\\ a^z_{ij}(t)\leq a^z_{ij}(s) \end{array}\quad \hbox{for all}\;\; t_0<t<s<1,\;\;z\in\partial\Omega,\;\; 1\leq i,j\leq n, \end{array}$$

for some t0 ∈ (0,1), then the inequalities of the first line of (4) hold. It is remarkable that (4) is weaker than hypothesis (ii) established in [12, Remark 4.2] if we assume Ω is a ball. Indeed, suppose Ω = BR(0) := {x ∈ ℝN : ||x|| < R} and

aij(x):=aij*(dist(x,Ω)),1ijn,$$\begin{array}{} \displaystyle {a_{ij}}(x): = a_{ij}^*({\rm{dist}}(x,\partial {\rm{\Omega }})),\quad 1 \le i \ne j \le n, \end{array}$$

for some positive continuous non-increasing functions aij*$\begin{array}{} \displaystyle a_{ij}^* \end{array}$. Then,

ρ2aij(ρx)>aij(ρx)=aij*(dist(ρx,Ω))aij*(dist(x,Ω))=aij(x)$$\begin{array}{} \displaystyle {\rho ^2}{a_{ij}}(\rho x) > {a_{ij}}(\rho x) = a_{ij}^*({\rm{dist}}(\rho x,\partial {\rm{\Omega }})) \ge a_{ij}^*({\rm{dist}}(x,\partial {\rm{\Omega }})) = {a_{ij}}(x) \end{array}$$

for every 1 ≤ ijn, ρ > 1 and x ∈ Ω with ρx ∈ Ω.

The distribution of this paper is the following. Section 2 sketches the existence of a minimal and a maximal solution to (1) and provides us with some necessary results for proving the main result. Finally, in Section 3 we show the proof Theorem 1.

Existence and previous results

The existence of a minimal and a maximal solution to (1) can be obtained simply by adapting the abstract results of J. López-Gómez and P. Álvarez-Caudevilla [1, Section 3] to the case of n equations. For our purpose, it is enough if we show a scheme of this construction, with special attention in the construction of a supersolution for the non singular counterpart of (1).

Given a regular subdomain D ⊂ ℝN, we define the operator L:[C2+ν(D)]n[Cν(D)]n$\begin{array}{} \displaystyle \mathfrak{L}:[\mathscr{C}^{2+\nu}(D)]^n\rightarrow [\mathscr{C}^{\nu}(D)]^n \end{array}$ by

(Lu)i=Δuij=1naij()uj,1in.$$\begin{array}{} \displaystyle {\mathfrak{L}(u)_i} = - {\rm{\Delta }}{u_i} - \mathop \sum\limits_{j = 1}^n {a_{ij}}( \cdot ){u_j},\quad 1 \le i \le n. \end{array}$$

Thanks to the cooperative structure of L$\begin{array}{} \displaystyle \mathfrak{L} \end{array}$, given by (2), it is well known that there exists a unique σ ∈ ℝ such that the linear eigenvalue problem

{Lφ=σφin D,φ=0on D,$$\begin{array}{} \displaystyle \left\{ \begin{array}{*{20}{l}} {\mathfrak{L}\varphi = \sigma \varphi }&{{\rm{in\;}}\,\,D,}\\ {\varphi = 0}&{{\rm{on\;}}\,\,\partial D,} \end{array}\right. \end{array}$$

admits apositive eigenfunction φ ∈ [𝒞2+v(D)]n, φi(x) > 0 for all xD, 1 ≤ in. This value σ ∈ ℝ is called the principal eigenvalue of L$\begin{array}{} \displaystyle \mathfrak{L} \end{array}$ under Dirichlet homogeneous boundary conditions. From here on, it will be denoted by σ[L,D]$\begin{array}{} \displaystyle \sigma [\mathfrak{L},D] \end{array}$.

The following theorem goes back to M. Molina-Meyer, [17-19]. It can be obtained by adapting the classical theory of sub and supersolution provided in H. Amann [2] and the maximum principle for cooperative systems of J. López-Gómez and M. Molina-Meyer, [16].

Theorem 2

Suppose that (2) and (5) are satisfied. Then, for every w ∈ [𝒞(∂Ω)]n, w ≥ 0, the boundary value problem

{Δui=j=1naij(x)ujbi(x)fi(ui)in Ω,ui=wion Ω,1in,$$\begin{array}{} \displaystyle \left\{ \begin{array}{*{20}{l}} { - \Delta {u_i} = \mathop \sum\limits^n_{j = 1} {a_{ij}}(x){u_j} - {b_i}(x){f_i}({u_i})}&{in\;\,\,{\rm{\Omega }},}\\ {{u_i} = {w_i}}&{on\;\,\,\partial {\rm{\Omega }},} \end{array}\right.1 \le i \le n, \end{array}$$

has a unique positive solution, throughout denoted by θ[Ω,w]. Moreover, for every positive supersolution ū (resp. subsolution u) of (1), one gets

u¯θ[Ω,w](resp.u¯θ[Ω,w]).$$\begin{array}{} \displaystyle \bar u \ge {\theta _{[{\rm{\Omega }},w]}}\quad \quad (resp. \le {\theta _{[{\rm{\Omega }},w]}}). \end{array}$$

Sketch of the proof. By the general assumptions concerning to the nonlinear terms, u¯:=0$\begin{array}{} \displaystyle \underline{u}: = \vec 0 \end{array}$ is a (strict) subsolution of (1), for every w > 0. Then, for the existence of a positive solution, it only remains to construct a supersolution of (1).

In the special case when

minzΩbi(z)>0,1in,$$\begin{array}{} \displaystyle \mathop {\min }\limits_{z \in \partial {\rm{\Omega }}} {b_i}(z) > 0,\quad 1 \le i \le n, \end{array}$$

the function ū := (M,M) provides us with a supersolution of (1) for M sufficiently large. Indeed, by (5),

fi(m)fi(1)mpi,for allm>1.$$\begin{array}{} \displaystyle {f_i}(m) \ge {f_i}(1){m^{{p_i}}},\quad {\rm{for all}}\;\;m > 1. \end{array}$$

Thus, owing to (2), there exists m0 > 0 such that for every m > m0,

j=1n||aij||mminxΩ¯bi(x)fi(m)mj=1n||aij||minxΩ¯bi(x)fi(1)mpi<0,$$\begin{array}{} \displaystyle \sum\limits_{j = 1}^n | |{a_{ij}}|{|_\infty }m - {\min _{x \in \overline \Omega }}{b_i}(x){f_i}(m) \le m\sum\limits_{j = 1}^n | |{a_{ij}}|{|_\infty } - {\min _{x \in \overline \Omega }}{b_i}(x){f_i}(1){m^{{p_i}}} < 0, \end{array}$$

because pi > 1 for all 1 ≤ in. Hence,

Δm=0>j=1n||aij||mminxΩ¯bi(x)fi(m)j=1naij(x)mbi(x)fi(m),$$\begin{array}{} \displaystyle - {\rm{\Delta }}m = 0 \gt \mathop \sum\limits_{j = 1}^n |\left| {{a_{ij}}} \right|{|_\infty }m - \mathop {\min }\limits_{x \in {\rm{\bar \Omega }}} {b_i}(x){f_i}(m) \ge \mathop \sum\limits_{j = 1}^n {a_{ij}}(x)m - {b_i}(x){f_i}(m), \end{array}$$

which shows what we claimed above. But in general (2) might fail, so we proceed as follows. Define

a:=max1i,jn||aij||,$$\begin{array}{} \displaystyle a: = {\max _{1 \le i,j \le n}}||{a_{ij}}|{|_\infty }, \end{array}$$

and consider the operator

(L¯u)i:=Δuiaj=1nuj,1in.$$\begin{array}{} \displaystyle {(\bar{\mathfrak{L}} u)_i}: = - {\rm{\Delta }}{u_i} - a\mathop \sum\limits_{j = 1}^n {u_j},\quad 1 \le i \le n. \end{array}$$

By the monotonicity with respect to the coupling terms of the operator L$\begin{array}{} \displaystyle \mathfrak{L} \end{array}$, it is clear that

σ[L,D]>σ[L¯,D],$$\begin{array}{} \displaystyle \sigma [\mathfrak{L},D] \gt \sigma [\bar{\mathfrak{L}} ,D], \end{array}$$

(see [16, Theorem 3.2] if necessary). Moreover, by the uniqueness of the principal eigenvalue, we have

σ[L¯,D]=λ1[Δna,D]=λ1[Δ,D]na,$$\begin{array}{} \displaystyle \sigma [\bar{\mathfrak{L}} ,D] = {\lambda _1}[ - {\rm{\Delta }} - na,D] = {\lambda _1}[ - {\rm{\Delta }},D] - na, \end{array}$$

where λ1[−Δ, D] stands for the classical first eigenvalue of −Δ in D under Dirichlet homogeneous boundary conditions. On the other hand, thanks to the Faber-Krahn inequality, [5,9],

λ1[Δ,D]+,as|D|0,$$\begin{array}{} \displaystyle {\lambda _1}[ - {\rm{\Delta }},D] \to + \infty ,\quad {\rm{as}}\,\,\left| D \right| \downarrow 0, \end{array}$$

where |D| denotes the Lebesgue measure of D. Therefore, by (3), there exists δ0 > 0, depending on aij, such that

σ[L,D]>0,$$\begin{array}{} \displaystyle \sigma \left[ {\mathfrak{L},D} \right] > 0, \end{array}$$

for every regular subdomain D ⊂ ℝN such that |D| < δ0.

Set D′ a neighborhood of Ω satisfying (4) and φ = (φ1,...,φn) an eigenfunction associated to σ[L,D]$\begin{array}{} \displaystyle \sigma \left[ {\mathfrak{L},D'} \right] \end{array}$, i.e.,

Δφij=1naij(x)φj=σ[L,D]φi>0,xD,1in,$$\begin{array}{} \displaystyle - {\rm{\Delta }}{\varphi _i} - \mathop \sum\limits_{j = 1}^n {a_{ij}}(x){\varphi _j} = \sigma [ - \mathfrak{L} ,D']{\varphi _i} \gt 0,\quad x \in D',\,\,1 \le i \le n, \end{array}$$

and φi(x) > 0 for every xD′. Clearly, we can consider another open neighborhood of Ω, namely D*, such that D¯*D$\begin{array}{} \displaystyle {\bar D^*} \subset D' \end{array}$ and

φi(x)>0for allxD¯*.$$\begin{array}{} \displaystyle {\varphi _i}(x) > 0\quad {\rm{for\;all}}\,\,x \in {\bar D^*}. \end{array}$$

The last property allows us to define the next function,

Φ:={φin ΩD*,gin ΩD*,$$\begin{array}{} \displaystyle \Phi : = \left\{ \begin{array}{*{20}{l}} \varphi &{{\rm{in\;}}\,\,{\rm{\Omega }} \cap {D^*},}\\ g&{{\rm{in\;}}\,\,{\rm{\Omega }} \setminus {D^*},} \end{array}\right. \end{array}$$

where g is any positive regular extension of φ to Ω\D*, i.e., such that

minΩ\D*g>0,$$\begin{array}{} \displaystyle \mathop {\min }\limits_{{\rm{\Omega }}\backslash D*} {\rm{ }}g > 0, \end{array}$$

which exists because of (6). Then, τΦ provides us with a supersolution of (1) if τ > 1 is sufficiently large. Indeed, by (6),

τΦi(z)=φi(z)>wi(z)for everyzΩ,τ>τ0,1in,$$\begin{array}{} \displaystyle \tau {\Phi _i}(z) = {\varphi _i}(z) > {w_i}(z)\quad {\rm{for\;every}}\,\,z \in \partial {\rm{\Omega }},\,\,\tau > {\tau _0},\,\,1 \le i \le n, \end{array}$$

for every τ > 1 sufficiently large. On the other side, using (4) and (5) we get that, in Ω ∩ D*,

Δ(τΦi)=τ(Δφi)=τj=1naij()φj+τσ[Δ,D]φij=1naij()τφjbi()fi(τφi),1in,$$\begin{array}{} \displaystyle \begin{array}{*{20}{c}} { - {\rm{\Delta }}(\tau {\Phi _i}) = \tau ( - {\rm{\Delta }}{\varphi _i}) = \tau \mathop \sum\limits_{j = 1}^n {a_{ij}}( \cdot ){\varphi _j} + \tau \sigma [ - {\rm{\Delta }},D']{\varphi _i}}&{}\\ { \ge \mathop \sum\limits_{j = 1}^n {a_{ij}}( \cdot )\tau {\varphi _j} - {b_i}( \cdot ){f_i}(\tau {\varphi _i}),}&{1 \le i \le n,} \end{array} \end{array}$$

while, in Ω\D*, we can take τ > 1 sufficiently large so that

Δ(τΦi)=τ(Δgi)τj=1naij()gjbi()τpifi(gi),1in,$$\begin{array}{} \displaystyle - {\rm{\Delta }}(\tau {\Phi _i}) = \tau ( - {\rm{\Delta }}{g_i}) \ge \tau \mathop \sum\limits_{j = 1}^n {a_{ij}}( \cdot ){g_j} - {b_i}( \cdot ){\tau ^{{p_i}}}{f_i}({g_i}),\quad 1 \le i \le n, \end{array}$$

because bi(x) > 0 for every x ∈ Ω\D. Lastly, applying (5) in the last inequality yields

Δ(τΦ)j=1naij()τgjbi()fi(τgi),xΩ\D*.$$\begin{array}{} \displaystyle - {\rm{\Delta }}(\tau \Phi ) \ge \mathop \sum\limits_{j = 1}^n {a_{ij}}( \cdot )\tau {g_j} - {b_i}( \cdot ){f_i}(\tau {g_i}),\quad x \in {\rm{\Omega }}\backslash {D^*}. \end{array}$$

This finishes the construction of a supersolution. The last assertion of the theorem is due to the uniqueness of the solution of (1), which is a consequence of the maximum principle and (6). □

From Theorem 2 we deduce that the mapping

(0,+)[C2+ν(Ω¯)]nmθ[Ω,m],$$\begin{array}{} \displaystyle \begin{array}{*{20}{c}} {(0, + \infty ) \to {{\left[ {{{\mathscr C}^{2 + \nu }}({\rm{\bar \Omega }})} \right]}^n}}\\ {m \mapsto {\theta _{[{\rm{\Omega }},\vec m]}},} \end{array} \end{array}$$

where m:=(m,,m)$\begin{array}{} \displaystyle \vec m: = (m, \ldots ,m) \end{array}$, is increasing. Moreover, by adapting the construction provided in [11, Chapter 3] for the single equation, we obtain the following result, which in case n = 2 is given by [1, Theorem 4.10].

Theorem 3

Under condition (KO), the point-wise limit

θ[Ω,](x):=limm+θ[Ω,m](x),xΩ,$$\begin{array}{} \displaystyle {\theta _{[{\rm{\Omega }},\infty ]}}(x): = \mathop {\lim }\limits_{m \uparrow + \infty } {\theta _{[{\rm{\Omega }},\vec m]}}(x),\quad \quad x \in {\rm{\Omega }}, \end{array}$$

is well defined, and it provides us with the minimal solution of (1), throughout denoted byLΩmin$\begin{array}{} \displaystyle L_{\rm{\Omega }}^{{\rm{min}}} \end{array}$. Furthermore, the maximal solution of (1) is given by

LΩmax=lim0θ[Ωδ,],$$\begin{array}{} \displaystyle L_{\rm{\Omega }}^{max} = \mathop {\lim }\limits_{\partial \downarrow 0} {\theta _{[{{\rm{\Omega }}_\delta },\infty ]}}, \end{array}$$

where we have denoted

Ωδ:={xΩ:d(x,Ω)>δ},δ>0.$$\begin{array}{} \displaystyle {{\rm{\Omega }}_\delta }: = \{ x \in {\rm{\Omega }}\,:\,d(x,\partial {\rm{\Omega }}) > \delta \} ,\quad \quad \delta > 0. \end{array}$$

Proofs of the main results
Proof of Theorem 1

It suffices to show that LΩmin=LΩmax$\begin{array}{} \displaystyle L_{\rm{\Omega }}^{{\rm{min}}} = L_{\rm{\Omega }}^{{\rm{max}}} \end{array}$. Consider

D:=D0D*,$$\begin{array}{} \displaystyle D: = {D_0} \cap {D^*}, \end{array}$$

where D0 is the set mentioned in the statement of Theorem 1 and D* is the one arisen in the previous section. Let us define the sets

Ωρ:={xΩ:ρxΩ},ρ>0,$$\begin{array}{} \displaystyle {{\rm{\Omega }}_\rho }: = \left\{ {x \in {\rm{\Omega }}\,:\,\rho x \in {\rm{\Omega }}} \right\},\quad \rho > 0, \end{array}$$

and

Γρ:=Ωρ\Ωρ0,$$\begin{array}{} \displaystyle {{\rm{\Gamma }}_\rho }: = {{\rm{\Omega }}_\rho }\backslash {{\rm{\Omega }}_{\rho 0}}, \end{array}$$

where it is assumed we have fixed a ρ0 > 1 sufficiently small so that

ΓρD,for all1ρρ0.$$\begin{array}{} \displaystyle {{\rm{\Gamma }}_\rho } \subset D,\quad {\rm{for\;all}}\,\,1 \le \rho \le {\rho _0}. \end{array}$$

Note that the component of Γρ are Ωρ0 and Ωρ, and Ωρ approximates Ω as ρ ↓ 1.

Set u = (u1,...,un) a positive solution of (1) and consider the functions defined by

u¯ρ,i(x):=ραui(ρx)+τφi(ρx),xΓρ,τ>1,1in,$$\begin{array}{} \displaystyle {\bar u_{\rho ,i}}(x): = {\rho ^\alpha }{u_i}(\rho x) + \tau {\varphi _i}(\rho x),\quad x \in {{\rm{\Gamma }}_\rho },\,\tau > 1,\,1 \le i \le n, \end{array}$$

where φ is the eigenfunction that satisfies (5). Then, the following result of technical nature holds.

Lemma 4.

There exists τ > 1 such that ūp is a supersolution of the singular problem

Δvi=j=1naij(x)vjbi(x)fi(vi)inΓρ,vi=+onΩρ,vi=LΩ,imaxonΩρ0,$$\left\{ \begin{array}{*{20}{l}} { - {\Delta v_i} = \mathop \sum\limits_{j = 1}^n {a_{ij}}(x){v_j} - {b_i}(x){f_i}({v_i})}&{{{ in }\;}{{\rm{\Gamma }}_\rho },}\\ {{v_i} = + \infty }&{{on}\;\partial {{\rm{\Omega }}_\rho },}\\ {{v_i} = L_{{\rm{\Omega }},i}^{{\rm{max}}}}&{{on}\;\partial {{\rm{\Omega }}_{{\rho _0}}},} \end{array}\right.$$

for every1<ρ<ρ02$\begin{array}{} \displaystyle 1 < \rho < \frac{{{\rho _0}}}{2} \end{array}$.

Proof. As u is a solution of (1), by (2)

u¯i=+onIρ,for every1ρρ02,1in.$$\begin{array}{} \displaystyle \begin{array}{*{20}{c}} {{{\bar u}_i} = + \infty \,\,{\rm{on}}\,{I_\rho },}&{{\rm{for\;every}}\,\,1 \le \rho \le \frac{{{\rho _0}}}{2},\,\,1 \le i \le n} \end{array}. \end{array}$$

On the other hand, using (1), we have that

F:={ρz:zΩρ0,1ρρ02}ΩD.$$\begin{array}{} \displaystyle F: = \left\{ {\rho z\,:\,z \in \partial {{\rm{\Omega }}_{{\rho _0}}},\,1 \le \rho \le \frac{{{\rho _0}}}{2}} \right\} \subset {\rm{\Omega }} \cap D. \end{array}$$

Thus, thanks to (6), there exists τ > 1 such that

τφi(x)>Lmax(x)for everyxF,$$\begin{array}{} \displaystyle \begin{array}{*{20}{c}} {\tau {\varphi _i}(x) > L_\emptyset ^{{\rm{max}}}(x)\quad }&{{\rm{for\;every}}\,\,x \in F,} \end{array} \end{array}$$

which ensures that ū satisfies the required inequalities on the boundary. Finally, owing to (5), for every 1 < ρ < ρ0 and x ∊ Γρ,

Δu¯ρ,i(x)=ρ2+α(Δ)ui(ρx)+ρ2τ(Δ)φi(ρx)=ρ2j=1naij(ρx)[ραuj(ρx)+τφjρx)]+ρ2τσ[Δ,Γ]φi(ρx)ρ2+αbi(ρx)fi(ui(ρx))ρ2j=1naij(ρx)u¯j(x)ρ2+αbi(ρx)fi(ui(ρx)).$$\begin{array}{*{20}{l}} { - {\rm{\Delta }}{{\bar u}_{\rho ,i}}(x){\rm{\;}}}&{ = {\rho ^{2 + \alpha }}( - {\rm{\Delta }}){u_i}(\rho x) + {\rho ^2}\tau ( - {\rm{\Delta }}){\varphi _i}(\rho x)}\\ {}&{ = {\rho ^2}\mathop \sum\limits_{j = 1}^n {a_{ij}}(\rho x)[{\rho ^\alpha }{u_j}(\rho x) + \tau {\varphi _j}\rho x)] + {\rho ^2}\tau \sigma [ - {\rm{\Delta }},{\rm{\Gamma }}]{\varphi _i}(\rho x)}\\ {}&{ - {\rho ^{2 + \alpha }}{b_i}(\rho x){f_i}({u_i}(\rho x))}\\ {}&{ \ge {\rho ^2}\mathop \sum\limits_{j = 1}^n {a_{ij}}(\rho x){{\bar u}_j}(x) - {\rho ^{2 + \alpha }}{b_i}(\rho x){f_i}({u_i}(\rho x)).} \end{array}$$

Hence, invoking to (4) and (7) yields

Δu¯ρ,i(x) ρ2j=1naij(ρx)u¯j(x)ρ2+αbi(ρx)fi(ui(ρx))j=1naij(x)u¯j(x)ρ2+αbi(x)fi(ui(ρx))=j=1naij(x)u¯j(x)ρ2+αbi(x)fi(ραραui(ρx))=j=1naij(x)u¯j(x)bi(x)fi(ραui(x))j=1naij(x)u¯j(x)bi(x)fi(u¯i(x))$$\begin{array}{} \displaystyle \begin{array}{*{20}{l}} { - \Delta {{\bar u}_{\rho ,i}}(x){\rm{ }}}&{ \ge {\rm{ }}{\rho ^2}\sum\limits_{j = 1}^n {{a_{ij}}} (\rho x){{\bar u}_j}(x) - {\rm{ }}{\rho ^{2 + \alpha }}{b_i}(\rho x){f_i}({u_i}(\rho x))}\\ {}&{ \ge \sum\limits_{j = 1}^n {{a_{ij}}} (x){{\bar u}_j}(x) - {\rm{ }}{\rho ^{2 + \alpha }}{b_i}(x){f_i}({u_i}(\rho x))}\\ {}&{ = \sum\limits_{j = 1}^n {{a_{ij}}} (x){{\bar u}_j}(x) - {\rm{ }}{\rho ^{2 + \alpha }}{b_i}(x){f_i}({\rho ^{ - \alpha }}{\rho ^\alpha }{u_i}(\rho x))}\\ {}&{ = \sum\limits_{j = 1}^n {{a_{ij}}} (x){{\bar u}_j}(x) - {b_i}(x){f_i}({\rho ^\alpha }{u_i}(x)) \ge \sum\limits_{j = 1}^n {{a_{ij}}} (x){{\bar u}_j}(x) - {b_i}(x){f_i}({{\bar u}_i}(x))} \end{array} \end{array}$$

for every 0 < ρ < ρ0 and x ∈ Γρ. Therefore, ūρ is a supersolution of (3) for all 1 < ρ < ρ0. □

By the construction of the sets Γρ, it is clear that, for every 1 < ρ < ρ0/2

Lmax(x)<+,for allxΓ¯ρΩ.$$\begin{array}{} \displaystyle \begin{array}{*{20}{l}} {{L^{{\rm{max}}}}(x) < + \infty ,\quad }&{{\rm{for\;all }}x \in {{{\rm{\bar \Gamma }}}_\rho } \subset {\rm{\Omega }}.} \end{array} \end{array}$$

Hence, applying Theorem 2 to the solution LΩmax$\begin{array}{} \displaystyle L_\Omega ^{{\rm{max}}} \end{array}$ and the supersolution ūρ, we obtain that, for every 1 ≤ in,

LΩ,imax(x)u¯ρ,i(x)=ραui(ρx)+τ φi(ρx),xΓρ,1<ρ<ρ0.$$\begin{array}{} \displaystyle L_{\Omega ,i}^{{\rm{max}}}(x) \le {\bar u_{\rho ,i}}(x) = {\rho ^\alpha }{u_i}(\rho x) + \tau {\rm{ }}{\varphi _i}(\rho x),\quad x \in {\Gamma _\rho },\;\;1 < \rho < {\rho _0}. \end{array}$$

Making the choice u(x)=LΩmin(x)$\begin{array}{} \displaystyle u(x) = L_\Omega ^{{\rm{min}}}(x) \end{array}$ and letting ρ ↓ 1, we can infer that

LΩ,imax(x)LΩ,imin(x)+τ φi(x),xΓ1=ΩΩρ0,1in.$$\begin{array}{} \displaystyle L_{\Omega ,i}^{{\rm{max}}}(x) \le L_{\Omega ,i}^{{\rm{min}}}(x) + \tau {\rm{ }}{\varphi _i}(x),\quad x \in {\Gamma _1} = \Omega \setminus {\Omega _{{\rho _0}}},\;\;1 \le i \le n. \end{array}$$

In particular, dividing by LΩ,imin$\begin{array}{} \displaystyle L_{\Omega ,i}^{{\rm{min}}} \end{array}$ yields

1LΩ,imax(x)LΩ,imin(x)1+τ φi(x)LΩ,imin(x),xΓ1,1in,$$\begin{array}{} \displaystyle 1 \le \frac{{L_{\Omega ,i}^{{\rm{max}}}(x)}}{{L_{\Omega ,i}^{{\rm{min}}}(x)}} \le 1 + \frac{{\tau {\rm{ }}{\varphi _i}(x)}}{{L_{\Omega ,i}^{{\rm{min}}}(x)}},\quad x \in {\Gamma _1},\;\;1 \le i \le n, \end{array}$$

and using that τφ is bounded in Γ¯1$\begin{array}{} \displaystyle {\overline \Gamma _1} \end{array}$, we get

limxΩxΩLΩ,imax(x)LΩ,imin(x)=1,1in.$$\begin{array}{} \displaystyle \mathop {\lim }\limits_{x \to \partial \Omega \atop x \in \Omega } \frac{{L_{\Omega ,i}^{{\rm{max}}}(x)}}{{L_{\Omega ,i}^{{\rm{min}}}(x)}} = 1,\quad 1 \le i \le n. \end{array}$$

Thanks to the last inequalities, the following aps

qi(x):={LΩ,imax(x)/LΩ,imin(x) xΩ,1xΩ,1in,$$\begin{array}{} \displaystyle {q_i}(x): = \left\{ \begin{array}{*{20}{l}} {\begin{array}{*{20}{l}} {L_{\Omega ,i}^{{\rm{max}}}(x)/L_{\Omega ,i}^{{\rm{min}}}(x){\rm{\;}}}&{x \in \Omega ,}\\ 1&{x \in \partial {\rm{\Omega }},} \end{array}}&{1 \le i \le n,} \end{array}\right. \end{array}$$

are continuous. In particular, for every ε > 0, there exists δ > 0 such that

|qi(x)1|=LΩ,imax(x)LΩ,imin(x)1<ε,for allxΩ,zΩsuch that|zx|<δ.$$\begin{array}{} \displaystyle \left| {{q_i}(x) - 1} \right| = \frac{{L_{\Omega ,i}^{{\rm{max}}}(x)}}{{L_{\Omega ,i}^{{\rm{min}}}(x)}} - 1 < \varepsilon ,\quad {\rm{for\;all}}x \in \Omega ,\,z \in \partial \Omega \,{\rm{such\;that}}\,\,\left| {z - x} \right| < \delta . \end{array}$$

Setting

Qη:={xΩ¯:dist(x,Ω)η},η>0,$$\begin{array}{} \displaystyle Q_\eta:=\{x\in\bar{\Omega} : \textrm{dist}(x,\partial\Omega)\leq\eta\},\quad \eta>0, \end{array}$$

we find that

LΩ,imax(x)<(1+ε)LΩ,imin(x),xQδ.$$\begin{array}{} \displaystyle L_{\Omega ,i}^{{\rm{max}}}(x) < (1 + \varepsilon )L_{\Omega ,i}^{{\rm{min}}}(x),\quad x \in {Q_\delta }. \end{array}$$

To conclude the proof, note that (1+ε)LΩ,imin$\begin{array}{} \displaystyle (1 + \varepsilon )L_{\Omega ,i}^{{\rm{min}}} \end{array}$ is a supersolution of the problem

{Δui=j=1naij(x)ujbi(x)fi(ui) inΩQδ,ui=LΩ,imax  on(ΩQδ),1in,$$\begin{array}{} \displaystyle \left\{ \begin{array}{*{20}{l}} {\begin{array}{*{20}{l}} { - \Delta {u_i} = \mathop \sum\limits_{j = 1}^n {a_{ij}}(x){u_j} - {b_i}(x){f_i}({u_i}){\rm{\;}}}&{{\rm{in}}\,\,\Omega \setminus {Q_\delta },}\\ {\,\,{u_i} = L_{\Omega ,i}^{{\rm{max}}}{\rm{\;\;}}}&{{\rm{on}}\,\,(\Omega \setminus {Q_\delta }),} \end{array}}&{1 \le i \le n,} \end{array}\right. \end{array}$$

Indeed, by (4), the inequalities on the boundary are satisfied, and

Δ((1+ε)LΩ,imin)=j=1naij(x)(1+ε)LΩ,jmin(1+ε)bi(x)fi(LΩ,imin)=j=1naij(x)(1+ε)LΩ,jminbi(x)fi(LΩ,imin)LΩ,imin(1+ε)LΩ,iminj=1naij(x)(1+ε)LΩ,jminbi(x)fi((1+ε)LΩ,imin).$$\begin{array}{} \displaystyle \begin{array}{*{20}{l}} { - \Delta ((1 + \varepsilon )L_{\Omega ,i}^{{\rm{min}}})}&{ = \mathop \sum\limits_{j = 1}^n {a_{ij}}(x)(1 + \varepsilon )L_{\Omega ,j}^{{\rm{min}}} - (1 + \varepsilon ){b_i}(x){f_i}(L_{\Omega ,i}^{{\rm{min}}})}\\ {}&{ = \mathop \sum\limits_{j = 1}^n {a_{ij}}(x)(1 + \varepsilon )L_{\Omega ,j}^{{\rm{min}}} - {b_i}(x)\frac{{{f_i}(L_{\Omega ,i}^{{\rm{min}}})}}{{L_{\Omega ,i}^{{\rm{min}}}}}(1 + \varepsilon )L_{\Omega ,i}^{{\rm{min}}}}\\ {}&{ \ge \mathop \sum\limits_{j = 1}^n {a_{ij}}(x)(1 + \varepsilon )L_{\Omega ,j}^{{\rm{min}}} - {b_i}(x){f_i}((1 + \varepsilon )L_{\Omega ,i}^{{\rm{min}}}).} \end{array} \end{array}$$

Therefore, by Theorem 2,

(1+ε)LΩ,imin(x)LΩ,imax(x),xΩQδ,1in,$$\begin{array}{} \displaystyle (1 + \varepsilon )L_{\Omega ,i}^{{\rm{min}}}(x) \ge L_{\Omega ,i}^{{\rm{max}}}(x),\quad x \in \Omega \setminus {Q_\delta },\;1 \le i \le n, \end{array}$$

which, together with (4), and letting ε ↓ 0, provides us with with the desired equality,

LΩmin=LΩmaxinΩ.$$\begin{array}{} \displaystyle L_\Omega ^{{\rm{min}}} = L_\Omega ^{{\rm{max}}}\quad {\rm{in}}\;\;\Omega . \end{array}$$

This ends the proof. □

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