Abstract
In this paper we give sharp conditions on K(x) and f(u) for the existence of strictly convex solutions to the boundary blow-up Monge–Ampère problem
Here \(M[u]=\det \, (u_{x_{i}x_{j}})\) is the Monge–Ampère operator, and \(\Omega \) is a smooth, bounded, strictly convex domain in \( \mathbb {R}^N \, (N\ge 2)\). Further results are obtained for the special case that \(\Omega \) is a ball. Our approach is largely based on the construction of suitable sub- and super-solutions.
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1 Introduction
We consider the boundary blow-up problem for the Monge–Ampère equation
where \(M[u]=\det \, (u_{x_{i}x_{j}})\) is the Monge–Ampère operator, \(\Omega \) is a smooth, bounded, strictly convex domain in \( \mathbb {R}^N (N\ge 2)\), and K(x), f(u) are smooth positive functions. The boundary blow-up condition \(u=+\,\infty \) on \(\partial \Omega \) means
Such problems were studied by Cheng and Yau [4, 5] with f(u) an exponential function of u, due to their applications in geometry. The case \(f(u)=u^p\) (\(p>0\)) and K(x) is a smooth positive function over \(\overline{\Omega }\) was considered by Lazer and McKenna [12], and it is proved that in such a case (1.1) has a strictly convex solution if \(p>N\), and there is no such solution for \(0<p\le N\). Further results can be found in [7, 10, 13,14,15, 21, 22].
In this paper, we aim to find sharp conditions on K(x) and f(u) for the existence of a strictly convex solution to (1.1) with K(x) and f(u) chosen from a much larger class of functions than those considered in [12]. More precisely, we will seek sharp conditions for the existence problem for functions K(x) and f(u) which satisfy
-
\(\mathbf{(K)}\): \(K\in C^\infty (\Omega )\) and \(K(x)>0\) in \(\Omega \);
-
\(\mathbf{(f)}:\) there exists \(\eta \in \mathbb {R}^1\cup \{-\,\infty \}\) such that
-
(i)
\(f\in C^{\infty }(\eta ,\infty )\) is positive and strictly increasing in \((\eta ,\infty )\),
-
(ii)
if \(\eta \in \mathbb {R}^1\) then additionally \(f(\eta ):=\lim _{s\rightarrow \eta }f(s)=0\).
-
(i)
To simplify notation, we write \(+\,\infty \) as \(\infty \). Let us note that a function K(x) satisfying \(\mathbf{(K)}\) need not be bounded away from 0 or \(\infty \) near \(\partial \Omega \). Examples of functions f(u) satisfying \(\mathbf{(f)}\) clearly include
Although various sufficient conditions on K(x) and f(u) satisfying \(\mathbf{(K)}\) and \(\mathbf{(f)}\), respectively, have been found for the existence of solutions to (1.1), none of them is known to be sharp, in the sense that the sufficient condition is also necessary.
For example, suppose that \(K\in C^\infty (\overline{\Omega })\) is positive (and hence satisfying \(\mathbf{(K)})\), and f satisfies \(\mathbf{(f)}\). Then it follows from Matero [13] and Mohammed [14] that
-
(1.1) has a strictly convex solution if in addition f satisfiesFootnote 1
$$\begin{aligned} \int ^\infty [F(s)]^{-1/(N+1)}ds<\infty ; \end{aligned}$$(1.2) -
(1.1) has no strictly convex solution if
$$\begin{aligned} \int ^\infty f(s)^{-1/N}ds=\infty . \end{aligned}$$(1.3)
Here
and \(\int ^\infty \Phi (s)ds<\infty \; (=\infty )\) means that
If we take f(u) satisfying \(\mathbf{(f)}\) and \(f(u)=u^N(\log u)^\alpha \) for all large u, then it is easily checked that f(u) satisfies neither (1.2) nor (1.3) when \(\alpha \in (N, N+1]\).
On the other hand, the known results for (1.1) show a clear similarity to that of the corresponding semilinear boundary blow-up problem
By the arguments of Keller [11] and Osserman [16], it is easily checked (see, for example, section 6.1 in [8]) that if \(K\in C^\infty (\overline{\Omega })\) is positive, and f satisfies \(\mathbf{(f)}\), then (1.4) has a solution if and only if
It will follow from Theorem 1.1 of this paper that, if \(K\in C^\infty (\overline{\Omega })\) is positive, and f satisfies \(\mathbf{(f)}\), then (1.2) is also a necessary condition for (1.1) to have a strictly convex solution. Moreover, we will show that, in the case \(\eta \in \mathbb {R}^1\), (1.2) alone does not guarantee the existence of a strictly convex solution to (1.1); one needs to require additionally
Here \(\int _{\eta ^+}\Phi (s)ds=\infty \) means that
Let us observe that if \(f(u)=u^p\) with \(p>0\), then (1.2) is equivalent to \(p>N\), and (1.6) is equivalent to \(p\ge N\).
We would like to emphasize that for (1.4), condition (1.5) is sufficient for the existence problem, whether or not \(\eta =-\,\infty \); but for (1.1), in the case \(\eta \not =-\,\infty \), the condition (1.2) alone is not enough and the extra condition (1.6) is required to guarantee the existence of a strictly convex solution to (1.1). (See Theorem 1.4 for details on the necessity of (1.6).) This difference between the two boundary blow-up problems (1.1) and (1.4) seems overlooked in several previous works, and this paper appears to be the first to notice and demonstrate such a difference.
The first main result of this paper is the following.
Theorem 1.1
Suppose that K(x) satisfies \(\mathbf{(K)}\) and \(K\in L^\infty (\Omega )\). Suppose that f(u) satisfies \(\mathbf{(f)}\), and when \(\eta \in \mathbb {R}^1\), it satisfies additionally (1.6). Then (1.1) has a strictly convex solution if and only if (1.2) holds.
Next we consider more general K(x). Mohammed [14] proved that if K(x) satisfies \(\mathbf{(K)}\) and is such that the Dirichlet problem
has a strictly convex solution, then (1.1) has a strictly convex solution if f satisfies \(\mathbf{(f)}\) and (1.2)Footnote 2.
In [3], Cheng and Yau showed that problem (1.7) has a strictly convex solution if for some \(\delta >0\) and \(C>0\),
In [15], Mohammed proved that (1.7) has no strictly convex solution if
These results have been improved by Yang and Chang [21] who showed that for K(x) satisfying \(\mathbf{(K)}\),
-
(i)
(1.7) has no strictly convex solution if
$$\begin{aligned} K(x)\ge Cd(x)^{-N-1}(-\ln d(x))^{-N} \hbox { near } \partial \Omega \hbox { for some } C>0; \end{aligned}$$ -
(ii)
(1.7) has a strictly convex solution if
$$\begin{aligned} K(x)\le Cd(x)^{-N-1}(-\ln d(x))^{-q} \hbox { near } \partial \Omega \hbox { for some } q>N \hbox { and } C>0. \end{aligned}$$
The second main result of this paper is a correction of the existence result in [14].
Theorem 1.2
Suppose that K(x) satisfies \(\mathbf{(K)}\) and is such that (1.7) has a strictly convex solution. Suppose that f(u) satisfies \(\mathbf{(f)}\), and when \(\eta \in \mathbb {R}^1\), it satisfies additionally (1.6). Then (1.1) has a strictly convex solution if (1.2) holds.
Remark 1.3
-
(i)
Let us note that when K satisfies the conditions in Theorem 1.1, by the above mentioned results, (1.7) always has a strictly convex solution. Hence Theorem 1.2 gives a better existence result than Theorem 1.1.
-
(ii)
We suspect that (1.2) is also a necessary condition for (1.1) to have a strictly convex solution under the conditions of Theorem 1.2, but we have failed to find a proof.
The theorem below indicates that without the extra condition (1.6) in Theorems 1.1 and 1.2 in the case \(\eta \in \mathbb {R}^1\), (1.1) may have no strictly convex solution.
Theorem 1.4
Let \(\Omega \) be a smooth, bounded, strictly convex domain in \( \mathbb {R}^N, N\ge 2\). Suppose K satisfies (K) and f satisfies (f) with \(\eta \in \mathbb {R}^1\). If f satisfies (1.2) but not (1.6), i.e.,
then, for each \(K_*>0\) there exists \(R_0>0\) depending on \(K_*\), f and N, such that (1.1) has no strictly convex solution on \(\Omega \) if \(\Omega _{K_*}:=\{x\in \Omega : K(x)\ge K_*\}\) contains a ball of radius \(R>R_0\).
Our next result gives conditions on K(x) guaranteeing existence and non-existence of strictly convex solutions to (1.7), which are more general than the ones obtained by Yang and Chang [21] mentioned above.
For a positive function p(t) in \(C^1(0,\infty )\) satisfying \(p'(t)<0\) and \(\lim _{t\rightarrow 0^+}p(t)=\infty \), to distinguish its behavior near \(t=0\) we set \(P(\tau )=\int _{\tau }^{1}p(t)dt\). We say such a function p(t) is of class \(\mathcal {P}_{finite}\) if
and is of class \(\mathcal {P}_\infty \) if
It is easy to check that if \(p(t)=t^{-N-1}(-\ln t)^{-q}\) for small \(t>0\), then for \(q>N\) one can extend p(t) to a function of class \(\mathcal {P}_{finite}\), while for \(q\le N\), one can extend p(t) to a function of class \(\mathcal {P}_\infty \).
Theorem 1.5
Suppose that K(x) satisfies \(\mathbf{(K)}\). Then
-
(i)
(1.7) has no strictly convex solution if there exists a function p(t) of class \(\mathcal {P}_\infty \) such that \(K(x)\ge p(d(x))\) near \(\partial \Omega \);
-
(ii)
(1.7) has a strictly convex solution if there exists a function p(t) of class \(\mathcal {P}_{finite}\) such that \(K(x)\le p(d(x))\) near \(\partial \Omega \).
Moreover, in case (ii) above, if we define
then (1.7) has a strictly convex solution \(u\in C^{\infty }(\Omega )\cap C(\overline{\Omega })\) such that
Remark 1.6
It is interesting to know what happens to (1.1) if K(x) is such that (1.7) has no strictly convex solution. We will examine some such cases for the radially symmetric situation, and show that (1.1) may have infinitely many strictly convex solutions or no such solution, depending on the behavior of f; see Theorems 5.3 and 5.4 for details.
Remark 1.7
The blow-up rate and uniqueness of solutions are not considered in this paper, and will be discussed in future work. Using more recent regularity results on Monge–Ampère equations in [1, 18, 20], the smoothness requirements in (K) and (f) can be considerably relaxed; we leave the details to the interested reader.
The rest of the paper is organized as follows. In Sect. 2 we collect some known results to be used in the subsequent sections. Section 3 is devoted to the proof of Theorem 1.5, while Sect. 4 gives the proof of Theorems 1.1 and 1.2. In Sect. 5, we consider radial solutions and discuss the cases mentioned in Remark 1.6. Section 6 is devoted to the proof of Theorem 1.4.
2 Some preliminary results
In this section, we collect some results for the convenience of later use and reference.
Lemma 2.1
(Lemma 2.1 of [12]) Let \(\Omega \) be a bounded domain in \( \mathbb {R}^N, N\ge 2\), and let \(u^{k}\in C^2(\Omega )\cap C(\overline{\Omega })\) for \(k=1, 2.\) Let f(x, u) be defined for \(x\in \Omega \) and u in some interval containing the ranges of \(u^{1}\) and \(u^{2}\) and assume that f(x, u) is strictly increasing in u for all \(x\in \Omega \). Suppose
-
(i)
the matrix \((u^1_{x_{i}x_{j}})\) is positive definite in \(\Omega \),
-
(ii)
\(M[u^1](x)\ge f(x,u^{1}(x)), \quad \forall x\in \Omega ,\)
-
(iii)
\( M[u^{2}](x)\le f(x,u^{2}(x)), \quad \forall x\in \Omega ,\)
-
(iv)
\(u^{1}(x)\le u^{2}(x),\quad \forall x\in \partial \Omega .\)
Then \(u^{1}(x)\le u^{2}(x)\) in \(\Omega .\)
Remark 2.2
From the proof in [12], it is easily seen that the condition “f(x, u) is strictly increasing in u for all \(x\in \Omega \)” in Lemma 2.1 can be relaxed to “f(x, u) is nondecreasing in u for all \(x\in \Omega \)” provided that one of the inequalities in (ii) and (iii) is replaced by a strict inequality. This observation will be used later in the paper.
Lemma 2.3
(Proposition 2.1 of [7]) Let \(u\in C^2(\Omega )\) be such that the matrix \((u_{x_{i}x_{j}})\) is invertible for \(x\in \Omega \), and let g be a \(C^2\) function defined on an interval containing the range of u. Then
where \(A^{T}\) denotes the transpose of the matrix A, B(u) denotes the inverse of the matrix \((u_{x_{i}x_{j}})\), and
The following interior estimate for derivatives of smooth solutions of Monge–Ampère equations is a simple variant of Lemma 2.2 in [12], which follows from [17, 19].
Lemma 2.4
Let \(\Omega \) be a bounded domain in \( \mathbb {R}^N, N\ge 2\), with \(\partial \Omega \in C^{\infty }\). Let \(\eta \in [-\,\infty , +\,\infty )\) and \(f\in C^{\infty }(\overline{\Omega }\times (\eta ,\infty ))\) with \(f(x,u)>0\) for \((x,u)\in \overline{\Omega }\times (\eta ,\infty )\). Let \(u\in C^{\infty }(\overline{\Omega })\) be a solution of the Dirichlet problem
with \(\eta<u(x)<c\) in \(\Omega \). Let \(\Omega '\) be a subdomain of \(\Omega \) with \(\overline{\Omega '}\subset \Omega \) and assume that \(\eta <a\le u(x)\le b\) for \(x\in \overline{\Omega '}\) and let \(k\ge 1\) be an integer. Then there exists a constant C which depends only on k, a, b, bounds for the derivatives of f(x, u) for \((x,u)\in \overline{\Omega '}\times [a,b]\), and \(\mathrm{dist}(\Omega ',\partial \Omega )\) such that
The existence result below is a variant of Lemma 2.3 in [12], which is a special case of Theorem 7.1 in [2].
Lemma 2.5
Let \(\Omega \) be a strictly convex, bounded domain in \( \mathbb {R}^N, N\ge 2\), with \(\partial \Omega \in C^{\infty }\). Let f(x, u) be a positive \(C^{\infty }\) function on \(\overline{\Omega }\times (\eta , c],\) where \(c>\eta \ge -\,\infty \). If there exists a function \(u_{*}\in C^2(\overline{\Omega })\), which is convex on \(\overline{\Omega }\), such that \(u_*>\eta \) and
then there exists a solution u of (2.2) with \(u\in C^{\infty }(\overline{\Omega })\) and u strictly convex. Moreover, \(u(x)\ge u_{*}(x)\) on \(\overline{\Omega }\).
Let \(\Omega \) be a smooth, bounded, strictly convex domain in \(\mathbb {R}^N\), by Theorem 1.1 of [2], there exists \(u_0\in C^{\infty }(\overline{\Omega })\) which is the unique strictly convex solution to
Set \(z(x):=1-u_0(x)\). Then \(z(x)>0\) in \(\Omega \) and it is the unique strictly concave solution to
Since \((z_{x_{i}x_{j}})\) is negative definite on \(\overline{\Omega }\), its trace is negative, that is \(\Delta z<0\), and hence one can apply the Hopf boundary lemma to conclude that \(|\nabla z|>0\) for \(x\in \partial \Omega \). It follows that there exist positive constants \(b_{1}\) and \(b_{2}\) such that
3 Proof of Theorem 1.5
3.1 Proof of part (i)
Suppose that there exists a function p(t) of class \(\mathcal {P}_\infty \) such that \(K(x)\ge p(d(x))\) near \(\partial \Omega \). We want to show that (1.7) has no strictly convex solution.
We first note that by replacing p(t) by cp(t) with c a suitable small positive constant, we may assume that \(K(x)\ge p(d(x))\) in \(\Omega \). Secondly, we may modify p(t) for large t and assume that \(p(t)=c_0e^{-t}\) for some positive constant \(c_0\) and all large t, say \(t\ge M_0\). Thirdly, with p(t) modified as above, if we define
then we still have
Moreover,
We now define
By (3.1) we have \(\lim \limits _{t\rightarrow 0^{+}}\sigma (t)=\infty .\) From (3.3) we obtain
Define
where l, L, c are positive constants and z(x) is the same as in (2.3). By (2.1), (2.3) and (3.4), we have
By (3.2), we see that \(\sup _{t>0} N\tilde{P}(t)/p(t)=C_0<\infty \). Hence, since \((\nabla z)^TB(z)\nabla z\) is continuous over \(\overline{\Omega }\), there exists \(m_0>0\) such that
Therefore
Since \(z(x)\ge b_1 d(x)\) by (2.4) and p(t) is decreasing, if we choose \(c=1/b_1\) then
We may then choose \(l>0\) sufficiently small to obtain
Suppose by way of contradiction that (1.7) has a strictly convex solution u. With c and l chosen as above, since \(v(x)\rightarrow \infty \) as \(x\rightarrow \partial \Omega \) and \(u(x)\rightarrow 0\) as \(x\rightarrow \partial \Omega \), we may use Remark 2.2 (over \(\Omega _\delta :=\{x\in \Omega : d(x)>\delta \}\) for all small \(\delta >0\)) to conclude that \(v\ge u\) in \(\Omega \). Since \(L>0\) is arbitrary in the definition of v, this clearly is a contradiction. The proof of part (i) of Theorem 1.5 is thus complete.
3.2 Proof of part (ii)
We modify p(t) and define \(\tilde{P}(\tau )\) as in the proof of part (i) above, and analogously we still have
Set
For l, c positive constants to be determined, and z(x) as given in (2.3), we define
Then
and by (3.5), \(w(x)\rightarrow 0\) as \(d(x)\rightarrow 0\). Moreover, for any \(\xi =(\xi _1,\ldots , \xi _N)\in \mathbb {R}^N\) and \(x\in \overline{\Omega }\),
for some \(\sigma _0>0\), since \(\omega '>0\), \(\omega ''<0\) and \(-z(x)\) is strictly convex. It follows that w(x) is strictly convex in \(\overline{\Omega }\).
By similar calculations to those for M[v] in the proof of part (i) we obtain
Since \((z_{x_ix_j})\) is negative definite for \(x\in \overline{\Omega }\), so is its inverse B(z). Since \(|\nabla z|>0\) near \(\partial \Omega \), we obtain
For \(x\in \Omega \),
and it is bounded away from 0 for \(x\in \Omega \) outside any neighborhood of \(\partial \Omega \). Hence there exists \(\delta _0>0\) depending on c such that
It follows that
We may now choose \(c=1/b_2\) and use \(z(x)\le b_2 d(x)\) to deduce
Therefore, for all large \(l>0\) we have
We now fix c and l as above, and for \(\epsilon _n>0\) decreasing to 0 define
Then consider the problem
We observe that \(\Omega _n\) is also a level set of z(x) and hence is strictly convex and smooth. Since \(K(x)>0\) on \(\overline{\Omega }_n\), and \(w_n(x):=w(x)+1+\epsilon _n\) satisfies
and \(w_n\) is convex in \(\overline{\Omega }_n\), we can apply Lemma 2.5 to conclude that (3.8) has a strictly convex solution \(u_n\) and it satisfies \(u_n(x)\ge w_n(x)>w(x)+1\) in \(\Omega _n\). Since \(u_n=1\) on \(\partial \Omega _n\), the strict convexity of \(u_n\) implies \(u_n(x)<1\) in \(\Omega _n\). Hence, due to \(\Omega _n\subset \Omega _{n+1}\) for \(n\ge 1\), we have \(u_n=1>u_{n+1}\) on \(\partial \Omega _n\). For every \(\epsilon \in (0, 1-\max _{\partial \Omega _n}u_{n+1})\), we have
Hence we can use Remark 2.2 to deduce
Letting \(\epsilon \rightarrow 0\) we obtain
It follows that
and \(w(x)+1\le u_0(x)\le 1\) in \(\Omega \).
By Lemma 2.4, for positive integers n and k, there exists \(C=C_{n,k}\) independent of m such that
It follows that the convergence \(u_n\rightarrow u_0\) also holds in \(C^k_{loc}(\Omega )\) for every \(k\ge 1\), and \(u_0\in C^\infty (\Omega )\), is strictly convex in \(\Omega \), and satisfies
Clearly \(u(x):=u_0(x)-1\) is a strictly convex solution to (1.7). Moreover,
It is easily seen that with \(\omega _0(t)\) defined by (1.9), there exists \(\epsilon _0>0\) small such that
We thus obtain \(u(x)\ge -l_0\, \omega _0(d(x)) \) in \(\Omega \) with \(l_0=l/\epsilon _0\). Since \(u(x)=0\) on \(\partial \Omega \) and u(x) is strictly convex, we have \(u(x)<0\) in \(\Omega \). Now part (ii) of Theorem 1.5 is also proved.
4 Proof of Theorems 1.1 and 1.2
4.1 Proof of Theorem 1.2 for the case \(\eta \in \mathbb {R}^1\)
We will need the following lemma whose proof uses results in Sect. 5.1.
Lemma 4.1
Suppose that D is a bounded domain in \(\mathbb {R}^N\) and \(K\in C^\infty (\overline{D})\) is positive on \(\overline{D}\). Suppose that f satisfies (f) with \(\eta >-\,\infty \), (1.2) and (1.6). Then for any \(\delta >0\) there exists a strictly convex function \(u\in C^\infty (\overline{D})\) such that
Proof
By replacing f(t) with \(f(t+\eta )\) and u with \(u-\eta \), we may assume that \(\eta =0\). Let \(K_*:=\max _{x\in \overline{D}} K(x)\), and for \(\epsilon >0\) define
Since
by (1.2) we see that
We also have
It follows that
Hence \(T_\epsilon \) is a finite positive number for any \(\epsilon >0\).
On the other hand, due to (1.6) and
we have
Therefore we can choose \(\epsilon _0>0\) sufficiently small such that
where \(R>0\) is chosen such that \(\overline{D}\subset B_R:=\{x\in \mathbb {R}^N: |x|<R\}\).
For \(\epsilon \in (0,\epsilon _0]\), we define \(v(r)=v_\epsilon (r)\) by
with
It is easily checked that v is smooth in \((0, R_\epsilon )\),
and
Moreover, since
by (1.6) we deduce
Since \(v''(0)=\infty \), to obtain a smooth function u with the required properties we consider the initial value problem
By Lemmas 5.1 and 5.2 we see that u(r) is defined for \(r\in [0, R]\) and \(\epsilon /2<u(r)<v(r)\) for \(r\in (0, R)\), \(u''(r)>0\) for \(r\in [0,R]\). Thus
In particular, u(|x|) is a strictly convex function in \(C^\infty (\overline{B}_R)\), \(u(|x|)\ge \epsilon /2\) in \(\overline{B}_R\) and
By (4.1), for any \(\delta >0\) by shrinking \(\epsilon >0\) further we have \(0<u(|x|)\le v(|x|)<\delta \) for \(x\in \overline{D}\subset B_R\). This completes the proof. \(\square \)
We are now ready to prove the existence of a strictly convex solution to (1.1). We will follow the ideas in the proof of Theorem 3.1 of Mohammed [14], but will make use of Lemma 4.1 above to correct the mistakes there.
Without loss of generality, we again assume that \(\eta =0\). Due to (1.2), we can use Lemma 2.1 of [9] to obtain
It follows that
Moreover, \(\gamma (t)\) is strictly increasing and \(\gamma (t)\rightarrow 0\) as \(t\rightarrow \infty \).
Let \(u_*(x)\) be a strictly convex solution of (1.7). Since \(u_*(x)<0\) in \(\Omega \) and \(u_*(x)=0\) on \(\partial \Omega \), for all large positive integer k, say \(k\ge k_0\),
is a smooth strictly convex subdomain of \(\Omega \), and
Let \(w_k\) be the strictly convex function obtained in Lemma 4.1 with \(D=\Omega _k\) satisfying
Set
We now let \(\tilde{f}_k(t)\) be a function satisfying (f) with \(\eta =-\,\infty \) and \(\tilde{f}(t)=f(t)\) for \(t\ge \epsilon _k\). Then we consider the problem
By Theorem 7.1 of [2], (4.2) has a unique strictly convex solution \(z_k\) when \(K(x)\tilde{f}(u)\) is replaced by \(K(x)\tilde{f}(k)\). It follows that
Therefore we can apply Lemma 2.5 to conclude that (4.2) has a strictly convex solution \(u_k\in C^\infty (\overline{\Omega }_k)\). Since \(w_k\) is strictly convex and
by Lemma 2.1 we deduce \(u_k\ge w_k\) in \(\Omega _k\) and in particular, \(u_k\ge \epsilon _k\) in \(\Omega _k\). Hence \(\tilde{f}_k(u_k)=f(u_k)\) in \(\Omega _k\) and
Following [14] we define
This is now well-defined since \(\gamma (t)\) is defined for \(t\ge 0\) and \(u_k(x)+\epsilon >0\) in \(\overline{\Omega }_k\). The same calculation as in [14] yields
Since \(u_*=\gamma (k)= \gamma (u_k)<v_k \hbox { on } \partial \Omega _k\), by Remark 2.2 we obtain
Letting \(\epsilon \rightarrow 0\) we obtain
Although it is unclear whether the inverse function \(\gamma ^{-1}\) is defined over the entire range of \(u_*\), by the choice of \(k_0\) and the convexity of \(u_*(x)\) we know that \(\gamma ^{-1}(u_*(x))\) is defined over \(\Omega \setminus \Omega _{k_0}\). We thus obtain from (4.3) that
Since
By Lemma 2.1 we obtain
Combining this with (4.4), we see that there exists \(c_0>0\) such that
Fix \(m\ge k_0\). Since K is \(C^\infty \) and positive over \(\overline{\Omega }_{m+1}\), by Lemma 2.2 of [14] there exists \(h\in C^\infty (\Omega _{m+1})\) such that \(u_{n}\le h\) in \(\Omega _{m+1}\) for all \(n\ge m+1\). Therefore there exists \(C_m>0\) such that
This implies that, for every \(x\in \Omega \),
and
As we also have \(u_n(x)\ge c_0>0\) in \(\overline{\Omega }_m\) for \(n\ge m+1\), and for such n, \(\overline{\Omega }_{m}\subset \Omega _{n}\),
we are in a position to apply Lemma 2.4 to conclude that, for any fixed integer \(k\ge 1\), there exists a constant \(C=C_{k,m}\) independent of n such that for all \(n>m\),
It follows that the convergence \(u_n(x)\rightarrow u(x)\) holds in \(C^k_{loc}(\Omega )\) for every \(k\ge 1\), and \(u\in C^\infty (\Omega )\). Moreover, for \(x\in \Omega \),
Since each \(u_n\) is strictly convex, u(x) is strictly convex in \(\Omega \). By (4.4) we obtain \(u(x)\ge \gamma ^{-1}(u_*(x))\) on \(\Omega \setminus \Omega _{k_0}\), which clearly implies \(u=\infty \) on \(\partial \Omega \). Thus u is a strictly convex solution of (1.1).
4.2 Proof of Theorem 1.2 for the case \(\eta =-\,\infty \)
This case can be proved by a simple modification of the above proof for the case \(\eta \in \mathbb {R}^1\). Indeed, it is much simpler; we just follow everything there except that we do not need to modify f to \(\tilde{f}_k\) in (4.2), and hence (1.6) and Lemma 4.1 are not required.
4.3 Proof of Theorem 1.1
The sufficiency part already follows from Theorem 1.2. So only the necessity part requires a proof. Assume, contrary to the assertion of the theorem, that there exists \(c_{0}>0\) such that
and (1.1) has a strictly convex solution u. We aim to derive a contradiction.
Denote by g(t) the inverse of G(t), i.e.,
Then
and
Take \(x_0\in \mathbb {R}^N\setminus \overline{\Omega }\) so there exists \(d_0>0\) such that \(|x-x_0|\ge d_0\) for \(x\in \Omega \). Then define
Clearly
For \(c>0\) define
By (2.1) we obtain, for \(x\in \Omega \),
where we have used
We thus obtain, in view of \(K\in L^\infty (\Omega )\),
provided that c is chosen large enough.
Fix \(x_{1}\in \Omega \) and by further enlarging c if necessary we may assume that
Since \(u(x)\rightarrow \infty \) as \(d(x)\rightarrow 0\), while w(x) is continuous on \(\overline{\Omega }\), there exists an open connected set D such that
On the other hand, since
and the matrix \((w_{x_{i}x_{j}})\) is positive definite on \(\overline{D}\) (since y(x) is strictly convex in \(\Omega \) and \(g', g''>0\)), we can apply Lemma 2.1 to conclude that \(w(x)\le u(x)\) in D. This contradiction completes our proof.
5 Further results for radial solutions
If K(x) is such that (1.7) has no solution, in general it is difficult to find sharp conditions on f(u) such that (1.1) has a solution. In this section, we consider such a situation in the special case that \(\Omega \) is a ball and \(K=K(|x|)\) is radially symmetric. Our approach in this section is motivated by ideas in [6].
So we consider the problem
where B is a ball in \(\mathbb {R}^{N}\) \((N\ge 2)\). For simplicity, and without loss of generality, we assume that B is the unit ball.
By a direct calculation, it is seen (and well-known) that if \(v=v(r)\; (r=|x|)\) is a radially symmetric solution of (5.1), then
In the radially symmetric setting, the smoothness requirements for K and f can be greatly relaxed. We assume that K and f satisfy, respectively
- \(\mathbf{(K1):}\) :
-
\(K\in C([0,1))\) and \(K(r)>0\) in [0, 1);
- \(\mathbf{(f1):}\) :
-
for some \(\eta \in \mathbb {R}^1\cup \{-\,\infty \}\), f(s) is locally Lipschitz continuous in \((\eta ,\infty )\), positive and increasing for \(s>\eta \).
5.1 The initial value problem and a comparison result
For \(v_{0}>\eta \), consider the following initial value problem,
Lemma 5.1
Assume that K satisfies (K1) and f satisfies (f1). Then for every \(v_{0}>\eta \), (5.3) has a unique solution v(r) over a maximal interval of existence \([0,a)\subset [0, 1)\). Moreover, \(v'>0\) in (0, a), \(v''>0\) in [0, a) and \(v(r)\rightarrow \infty \) as \(r\rightarrow a\) if \(a<1\).
Proof
We first show that (5.3) has a unique solution defined over \([0,\delta ]\) for \(\delta >0\) sufficiently small. It is easy to see that (5.3) is equivalent to the following integral equation
Let \(E=C([0,\delta ])\) with \(\delta >0\) small to be specified, and define \(T: E\rightarrow E\) by
We are going to show that if \(\delta >0\) is sufficiently small, then T is a contraction mapping on a suitable subset of E and hence has a unique fixed point, which gives a unique solution to (5.3) over \([0,\delta ]\).
Let \(K_*=\max \limits _{r\in [0,1/2]} K(r)\), \(k_*=\min \limits _{r\in [0,1/2]} K(r)\) and
Fix \(\delta _1\in (0,1/2)\) such that \(v_0-\delta _1>\eta \), and let L be the Lipschitz constant of the function f(u) over \([v_0-\delta _1, v_0+\delta _1]\):
Then
Clearly there exists \(\delta _2\in (0, \delta _1)\) sufficiently small such that
We prove that \(T (B_{\delta }(v_{0}))\subset B_{\delta }(v_{0})\) for every \(\delta \in (0,\delta _2]\). Indeed, for such \(\delta \) and any \(v\in B_\delta (v_0)\), we have
Hence \(T (B_{\delta }(v_{0}))\subset B_{\delta }(v_{0})\) for every \(\delta \in (0,\delta _2]\).
Next we show that T is a contraction mapping on \(B_\delta (v_0)\) for all small \(\delta >0\). We first observe that, by the mean value theorem, for \(\delta \in (0,\delta _2]\) and \(v_1, v_2\in B_\delta (v_0)\),
with \(\theta =\theta (s)\in (0,1)\). Therefore, for \(s\in [0,\delta ]\),
It follows that, for \(r\in [0,\delta ]\),
Hence T is a contraction mapping on \(B_\delta (v_0)\) if \(\delta \in (0,\delta _2]\) is small enough such that
We fix such a small \(\delta >0\) and have thus proved that (5.3) has a unique solution defined for \(r\in [0,\delta ]\). Moreover, since
we further have \(v'(r)>0\), \(v''(r)>0\) for \(r\in (0, \delta ]\), and \(v''(0):=\lim _{r\rightarrow 0} v''(r)>0\).
To extend the solution v(r) to \(r>\delta \) we let \(v'=u\) and
Then we consider the first order ODE system
By (K1) and (f1), F(r, U) is locally Lipschitz continuous in U in the range \(u>0\) and \(v>\eta \), and continuous in \(r\in [0, 1)\). Hence (5.5) has a unique solution defined for r in a small neighbourhood of \(\delta \). Clearly the v component of U satisfies
It follows that \(v'(r)>v'(\delta ),\; v''(r)>0\) for \(r>\delta \). Hence the solution U(r) of (5.5) can be extended to \(r>\delta \) until r reaches 1 or until v(r) blows up to \(\infty \). It follows that (5.3) has a unique solution v(r) on some maximal interval of existence [0, a) with \(a\le 1\), and \(v(r)\rightarrow \infty \) as \(r\rightarrow a\) if \(a<1\). The proof of the lemma is now complete. \(\square \)
Lemma 5.2
Assume that K satisfies (K1) and f satisfies (f1). If \(u_1\) and \(u_2\) are functions in \(C^1([0,a))\cap C^2((0,a))\) satisfying \( u_1, u_2>\eta \) when \(\eta \in \mathbb {R}^1\),
and \(u_1'(0)=u_2'(0)=0\), \(u_1(0)<u_2(0)\). Then \( u_1(r)<u_2(r)\) for \(r\in [0, a)\).
Proof
If \(u_1<u_2\) in [0, a) does not hold, then due to \(u_1(0)<u_2(0)\), there exists \(\overline{r}\in (0, a)\) such that \( u_1(\overline{r})=u_2(\overline{r})\) and \(u_1(r)<u_2(r)\) for \( r\in [0, \overline{r})\). Since \(u_1\) and \(u_2\) satisfy (5.4) with the equality sign replaced by inequalities, by the monotonicity of f, we have the following contradiction:
The proof is complete. \(\square \)
5.2 Multiplicity and non-existence results for (5.2)
We examine two cases where K is such that (1.7) has no strictly convex solution.
The theorem below looks at a case with such a function K where f does not satisfy (1.2) and (5.2) has infinitely many solutions.
Theorem 5.3
Suppose that K satisfies (K1), and there exist constants \(d_1, d_2>0\) and a function p(t) of class \(\mathcal {P}_\infty \) such that
Suppose that f satisfies (f1) and there exist constants \(\alpha \in (0, N)\) and \(c_1, c_2>0\) such that
Then (5.2) has infinitely many strictly convex solutions.
Proof
It is obvious that \(y(r)=\frac{1}{2}(1-r^2)\) satisfies
We modify p(t) as in Sect. 3.1 and define \(\sigma (t)\) by (3.3). Then we set
We calculate
Using
and
we can simplify the above expression to obtain
with
We have
It follows that
Since
the function
is positive and continuous for \(r\in [0, 1)\) with \(\Delta _1(r)\rightarrow 1\) as \(r\rightarrow 1\). Therefore we can find positive constants \(m_1<m_2\), depending on the function p, such that
It follows that
Therefore
Replacing p(t) by \(\epsilon p(2t)\) with \(\epsilon >0\) sufficiently small, we may assume that
Therefore, due to \(y(r)\ge (1-r)/2\), we have
It then follows from (5.6) that
Hence if we take \(c=\tilde{c}_1>0\) small enough,
satisfies
Next we construct a function \(w_2(r)\) that satisfies the reversed inequality. By replacing p(t) with Mp(t), with \(M>0\) sufficiently large, we may assume that
Then, due to \(y(r)\le 1-r\), we have
Thus by (5.7) (with \(\sigma (t)\) and \(m_1\) determined by this new function p(t)), we have
and if we take \(c=\tilde{c}_2\) large enough,
satisfies
For any \(c\in (w_1(0), w_2(0))\), let \(v_c\) denote the unique solution of (5.3) with \(v_0=c\). By Lemma 5.2 we have \(w_1(r)< v_c(r)< w_2(r) \) for \(r\in [0, 1)\) and such that \(v_c(r)\) is defined. Hence we can use Lemma 5.1 to see that \(v_c(r)\) is defined for \(r\in [0,1)\) and \(v_c'(r)>0\), \(v_c''(r)>0\) in (0, 1). Since \(w_1(r)\rightarrow \infty \) as \(r\rightarrow 1\), we have \(v_c(r)\rightarrow \infty \) as \(r\rightarrow 1\). Hence \(v_c\) is a strictly convex solution to (5.2). By varying c we thus obtain infinitely many solutions to (5.2). The proof is complete. \(\square \)
The next theorem gives a case that K is such that (1.7) has no strictly convex solution, f satisfies (1.2), and (5.2) has no solution.
Theorem 5.4
Suppose that f satisfies (f1) and there exist \(\alpha >N\) and \(b>0\) such that
Suppose that K satisfies (K1) and for some \(\beta \ge N+1\), \(c>0\),
Then (5.2) has no solution.
Proof
Suppose (5.2) has a solution v(r). Then \(v'(r)>0\) and \(v''(r)>0\) in (0, 1). Choose \(r_{0}\in (\frac{1}{2},1)\) close to 1 such that
Then for \(r\in [r_{0},1),\) we have
Set
and
Then clearly
and with \(s=r_0+(1-r_0)r\), \(r\in (0,1)\),
Since \(\alpha >N\), by [12], the problem
has a positive, strictly convex solution W. We show next that \(w\le W\) in (0, 1 / 2). Indeed, the function \(z(r):=w(r)-W(r)\) satisfies \(z'(0)>0,\; z(\frac{1}{2})=-\,\infty \). Hence the maximum of z(r) over (0, 1 / 2) is achieved at some \(r^{*}\in (0, 1/2)\). It follows that \(z'(r^{*})=0, z''(r^{*})\le 0\), and so
We thus obtain
which leads to \(w(r^{*})\le W(r^{*})\), and hence \(w(r)\le W(r)\) in [0, 1 / 2), as we wanted.
From \(w(0)\le W(0)\) and the definition of w we obtain
Since \(\alpha >N\), \(\beta \ge N+1\), it follows that
But as a solution to (5.2), we have \(\lim _{r\rightarrow 1} v(r)=\infty \). This contradiction completes the proof. \(\square \)
6 Proof of Theorem 1.4
Without loss of generality, and for simplicity of notation, we assume that \(\eta =0\). Due to (1.8),
We denote
We then define \(u_{0}(r)\) for \(r\in [\delta _0, R_0)\) by
It is easily checked that \(u_{0}(r)\) satisfies
For \( \delta \in (0,1)\), consider the initial value problem
By Lemma 5.1, (6.1) has a unique positive solution \(v_{\delta }(r)\) over a maximal interval of existence \([0,R_{\delta })\). We prove that \(R_{\delta }\le R_{0}\).
If \(R_{\delta }\le \delta _{0}\), then clearly \(R_{\delta }< R_{0}\). If \(R_{\delta }>\delta _{0}\), we will show that \(R_{\delta }\le R_{0}\) and \(u_{0}(r)<v_{\delta }(r)\) for \(r\in (\delta _{0}, R_{\delta })\).
Since
we have
We also have
Assume by way of contradiction that there exists \(\overline{r}\in (\delta _0, R_\delta )\cap (0, R_0)\) such that \( u_{0}(\overline{r})=v_{\delta }(\overline{r})\). By \(u_{0}(\delta _{0})=0<v_{\delta }(\delta _{0})\) and the continuity we can find a first such \(\overline{r}\), i.e., \( u_{0}(\overline{r})=v_{\delta }(\overline{r})\) and \(u_{0}(r)<v_{\delta }(r)\) for \( r\in [\delta _{0}, \overline{r})\). From (6.2), (6.3) and the monotonicity of f we obtain
This contradiction shows that \(u_{0}(r)<v_{\delta }(r)\) for \(r\in (\delta _{0}, R_{\delta })\cap (\delta _0, R_0)\), which implies \(R_{\delta }\le R_{0}\) since \(u_0(R_0)=\infty \). We note that necessarily \(v_\delta (R_\delta )=\infty \).
Suppose that \(\Omega _{K_*}\) contains a ball of radius \(R>R_0\); without loss of generality we may assume that the ball is \(B_{R}(0)\). We show by a contradiction argument that (1.1) has no strictly convex solution over \(\Omega \). So suppose (1.1) has a strictly convex solution u over such a domain \(\Omega \). Since \(R_{\delta }\le R_0<R\), we have \(\overline{B}_{R_{\delta }}(x_0)\subset \Omega _{K_*}\) if \(|x_0|<R-R_0\). It follows that u(x) is finite on \(\partial B_{R_\delta }(x_0)\). Since \(v_\delta (|x-x_0|)\rightarrow \infty \) as \(x\rightarrow \partial B_{R_\delta }(x_0)\), and
we may now use Lemma 2.1 to deduce
It follows that
Letting \(\delta \rightarrow 0\), we deduce \(u(x_0)\le 0\). On the other hand, since \(\eta =0\) we also have \(u(x)\ge 0\) in \(\Omega \). Thus we must have
This is a contradiction to the assumption that u is strictly convex. The proof is complete.\(\Box \)
Remark 6.1
Let us note that the above proof actually shows that, under the assumptions of Theorem 1.4, if \(\Omega _{K^*}\) contains a ball of radius \(R>R_0\), then there exists no strictly convex function \(u\in C^2(\overline{B}_R)\) satisfying
Notes
As explained below, when \(\eta \in \mathbb {R}^1\), the condition (1.2) alone is actually not sufficient.
See footnote 1.
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Communicated by N. Trudinger.
This work was completed while X. Zhang was visiting the University of New England. Her research was supported by the National Natural Science Foundation of China (11301178, 11371117), the Beijing Natural Science Foundation (1163007) and the State Scholarship Fund of China Scholarship Council (201406735050). The research of Y. Du was supported by the Australian Research Council. We thank the referee for useful suggestions and a very careful reading of the paper.
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Zhang, X., Du, Y. Sharp conditions for the existence of boundary blow-up solutions to the Monge–Ampère equation. Calc. Var. 57, 30 (2018). https://doi.org/10.1007/s00526-018-1312-3
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DOI: https://doi.org/10.1007/s00526-018-1312-3