\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small {\em Electronic Journal of Differential Equations}, Vol. 2005(2005), No. 57, pp. 1--12.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu (login: ftp)} \thanks{\copyright 2005 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2005/57\hfil A multiplicity result] {A multiplicity result for quasilinear problems with convex and concave nonlinearities and nonlinear boundary conditions in unbounded domains} \author[D. A. Kandilakis\hfil EJDE-2005/57\hfilneg] {Dimitrios A. Kandilakis} \address{Dimitrios A. Kandilakis \hfill\break Department of Sciences, Technical University Of Crete, Chania, Crete 73100 Greece} \email{dkan@science.tuc.gr} \date{} \thanks{Submitted September 27, 2004. Published May 31, 2005.} \subjclass[2000]{35J20, 35J60} \keywords{Variational method; fibering method; Palais-Smale condition; genus} \begin{abstract} We study the following quasilinear problem with nonlinear boundary conditions \begin{gather*} -\Delta_{p}u=\lambda a(x)|u|^{p-2}u+k(x)|u|^{q-2}u-h(x)|u|^{s-2}u, \quad \text{in }\Omega,\\ |\nabla u|^{p-2}\nabla u\cdot\eta+b(x)|u|^{p-2}u=0\quad \text{on }\partial\Omega, \end{gather*} where $\Omega$ is an unbounded domain in $\mathbb{R}^{N}$ with a noncompact and smooth boundary $\partial\Omega$, $\eta$ denotes the unit outward normal vector on $\partial\Omega$, $\Delta_{p}u=\mathop{\rm div}(|\nabla u|^{p-2}\nabla u)$ is the $p$-Laplacian, $a$, $k$, $h$ and $b$ are nonnegative essentially bounded functions, $q
0\}>0$ and there exist
positive constants
$K_{1}$ and $\alpha_{2}$, with
$\frac{p}{q}<\frac{\alpha_{1}-N} {\alpha_{2}-N}$, such that
\[
k(x)\leq\frac{K_{1}}{\left( 1+|x|\right) ^{\alpha_{2}}}\quad
\text{a.e. in }\Omega.
\]
\item[(H)] $h\in L^{\infty}(\Omega)$, $h\geq0$ a.e. and
$m\{x\in\Omega:h(x)>0\}>0$.
\item[(B)] $b\in C(\mathbb{R}^{N})$ and
\[
\frac{B_{1}}{\left( 1+|x|\right) ^{p-1}}\leq b(x)\leq\frac{B_{2}}{\left(
1+|x|\right) ^{p-1}},
\]
where $B_{1},B_{2}>0$.
\end{itemize}
The growing attention in the study of the p-Laplace
operator $\Delta_{p}$ is motivated by the fact that it arises in
various applications, e.g. non-Newtonian fluids,
reaction-diffusion problems, flow through porus media, glacial
sliding, theory of superconductors, biology etc. (see
\cite{show98}, \cite{ci-mo-ra}, \cite{pe-re} and the references
therein). The existence of nontrivial solutions to equations like
(1) with a power like right hand side has received considerable
attention since the work of Brezis and Nirenberg \cite{bre-nir}.
When $\Omega$ is bounded, $p=2$ and $1 0$ such that the interval $(0,\lambda_{1}+\xi)$ does not contain any
eigenvalue other than $\lambda_{1}$.
\end{itemize}
\end{proposition}
\begin{proof}
(i) Let $I$, $J:E_{p}\to \mathbb{R}$ be defined by
\[
I(u)=\int_{\Omega}|\nabla
u|^{p}dx+\int_{\partial\Omega}b(x)|u|^{p} d\sigma(x),
\quad
J(u)=\int_{\Omega}a(x)|u|^{p}dx.
\]
Then the operators $I$, $J$ are continuously Fr\'{e}chet
differentiable, $I(.)$ is coercive, $J'$ is compact and
$J'(u)=0$ implies that $u=0$. Theorem 6.3.2 in \cite{Ber}
implies the existence of a principal eigenvalue satisfying
\begin{equation}
\lambda_{1}=\inf\limits_{J(u)=1}I(u). \label{12}
\end{equation}
The positivity of $\lambda_{1} $follows by a standard argument.\smallskip
\noindent (ii) Let $u_{1}$ be an eigenfunction corresponding to
$\lambda_{1} $. Since $|u_{1}|$ is also a minimizer in (\ref{12}),
we may assume that $u_{1}\geq0$. We will show first that
$w_{\alpha_{1}}u_{1} $is essentially bounded in $\Omega$. To that
purpose for $M>0$ define $u_{M}(x):=\min \{u_{1}(x),M\}$.
Multiplying \eqref{e7} by $u_{M}^{kp+1}$, $k>0,$ and
integrating over $\Omega$, we obtain
\begin{equation}
\int_{\Omega}\,|\nabla u_{1}|^{p-2}\,\nabla u_{1}\cdot\nabla(u_{M}
^{kp+1})\,dx+\int_{\partial\Omega}b(x)\,u_{M}^{(k+1)p}\,d\sigma(x)
\leq\lambda_{1}\int_{\Omega}a(x)\,u_{1}^{(k+1)p}\,dx\,. \label{o}
\end{equation}
Note that
\begin{align*}
\int_{\Omega}\,|\nabla u_{1}|^{p-2}\,\nabla u_{1}\cdot\nabla(u_{M}^{kp+1})\,dx
& =(kp+1)\int_{\Omega}\,|\nabla u_{M}|^{p}u_{M}^{kp}dx \\
& =\frac{kp+1}{(k+1)^{p}}\int_{\Omega}\,\,|\nabla u_{M}^{k+1}|^{p}\,dx,\,.
\end{align*}
So since $\frac{kp+1}{(k+1)^{p}}\leq1$, it follows that
\begin{equation}
\begin{aligned}
& \int_{\Omega}\,|\nabla u_{1}|^{p-2}\,\nabla u_{1}\cdot\nabla(u_{M}
^{kp+1})\,dx+\int_{\partial\Omega}b(x)\,u_{M}^{(k+1)p}\,d\sigma(x)\\
& \geq c_{1}\dfrac{kp+1}{(k+1)^{p}}\Big( \int_{\Omega}\frac{1}
{(1+|x|)^{\alpha_{1}}}u_{M}^{(k+1)p^{\ast}}\,dx\Big)^{p/p^{\ast}},
\end{aligned} \label{6}
\end{equation}
due to the embedding $E_{p}\subseteq L^{p^{\ast}}(w_{\alpha_{1}},\Omega)$. By
hypothesis (A), (\ref{o}) and (\ref{6}) we get that
\begin{align*}
& \Big( \int_{\Omega}\frac{1}{(1+|x|)^{\alpha_{1}}}u_{M}^{(k+1)p^{\ast}
}\,dx\Big) ^{1/p^{\ast}}\\
& \leq\left( \frac{\lambda_{1}A_{2}(k+1)^{p}}{c_{3}(kp+1)}\right)
^{1/p}\Big( \int_{\Omega}\frac{1}{\left( 1+|x|\right) ^{\alpha
_{1}}}\,u_{1}^{(k+1)p}dx\Big) ^{1/p}\,,
\end{align*}
so
\[
\|u_{M}\|_{w_{\alpha_{1}},(k+1)p^{\ast}}\leq\Big(
\frac{\lambda_{1} A_{2}(k+1)^{p}}{c_{3}(kp+1)}\Big)
^{1/((k+1)p)} \|u_{1}\|_{w_{\alpha _{1}},(k+1)p}.
\]
A bootstrap argument, as in the proof of \cite[Lemma 3.2]{dra-ku-ni},
shows that $w_{\alpha_{1}}u_{1}$ is essentially
bounded. Theorems 1.9 and 1.11 in \cite{dra-ku-ni} imply that
$u_{1}\in C_{\rm loc}^{1,\delta}(\Omega)$ and $u_{1}>0$ in $\Omega$.
We show next that $E_{1}$ is one dimensional by employing a
technique similar to the one exposed in \cite{al-hu}. Namely, we shall prove
that if for $\lambda>0$, $w_{1}$ is a solution of
\begin{equation}
-\Delta_{p}u\leq\lambda a(x)|u|^{p-2}u\text{\qquad in }\Omega, \label{33}
\end{equation}
and $z_{1}$ is a solution of
\begin{equation}
-\Delta_{p}u\geq\lambda a(x)|u|^{p-2}u\text{\qquad in }\Omega, \label{34}
\end{equation}
$w_{1}$, $z_{1}>0$ on $\Omega$ and satisfying the boundary
condition in \eqref{e1}, then $z_{1}=cw_{1}$ for some constant
$c>0$. For $\varepsilon>0$ let
$z_{1\varepsilon}=z_{1}+\varepsilon$.
If $\varphi\in C_{\delta}^{\infty}(\Omega)$, $\varphi\geq0$, then
$\frac{\varphi^{p}}{(z_{1\varepsilon})^{p-1}}\in E_{p}$.
By Picone's identity \cite{al-hu}, we get
\begin{align*}
0&\leq\int_{\Omega}|\nabla\varphi|^{p}dx-\int_{\Omega}\nabla\Big(
\frac{\varphi^{p}}{z_{1\varepsilon}^{p-1}}\Big) \cdot|\nabla
z_{1} |^{p-2}\nabla z_{1}dx
\\
&=\int_{\Omega}|\nabla\varphi|^{p}dx+\int_{\Omega}\frac{\varphi^{p}
}{z_{1\varepsilon}^{p-1}}\Delta_{p}z_{1}dx-\int_{\partial\Omega}\frac
{\varphi^{p}}{z_{1\varepsilon}^{p-1}}|\nabla z_{1}|^{p-2}\nabla
z_{1}\cdot\eta d\sigma(x)
\\
& \leq\int_{\Omega}|\nabla\varphi|^{p}dx-\lambda\int_{\Omega}\frac
{\varphi^{p}}{z_{1\varepsilon}^{p-1}}a(x)z_{1}^{p-1}dx
-\int_{\partial\Omega}\frac{\varphi^{p}}{z_{1\varepsilon}^{p-1}}|\nabla
z_{1}|^{p-2}\nabla z_{1}\cdot\eta d\sigma(x)\,,
\end{align*}
while the boundary condition implies that
\[
0\leq\int_{\Omega}|\nabla\varphi|^{p}dx-\lambda\int_{\Omega}a(x)\frac
{\varphi^{p}}{z_{1\varepsilon}^{p-1}}z_{1}^{p-1}dx+\int_{\partial\Omega
}b(x)\frac{\varphi^{p}}{z_{1\varepsilon}^{p-1}}z_{1}^{p-1}d\sigma(x).
\]
If we let $\varepsilon\to 0$ and $\varphi\to w_{1}$
in $E_{p}$, we get
\begin{equation}
0\leq\int_{\Omega}|\nabla w_{1}|^{p}dx-\lambda\int_{\Omega}a(x)w_{1}
^{p}dx+\int_{\partial\Omega}b(x)w_{1}^{p}d\sigma(x). \label{cf}
\end{equation}
We can now work as in Theorem 2.1 in \cite{al-hu} to conclude that
$E_{1}$ is a vector space of dimension 1. The same technique can be used to
demonstrate that positive solutions in $\Omega$ correspond only to the first
eigenvalue. Assume for instance, that there exists an eigenpair $(\lambda
^{\ast},u_{2})$ such that $\lambda^{\ast}>\lambda_{1}$ and $u_{2}\geq
0$ a.e. in $\Omega$. Then $u_{1}$ is a solution of (\ref{33}) with
$\lambda=\lambda_{1}$ and $u_{2}$ is a solution of (\ref{34}) with
$\lambda=\lambda^{\ast}$. But then $u_{2}=cu_{1}$ for some $c>0$, a
contradiction.\smallskip
\noindent (iii) Assume that there exists a sequence of eigenpairs
${(\lambda }_{n}{,}u_{n}{)}$ with
$\lambda_{n}\to \lambda_{1}$ and
$\lambda_{n}\in(\lambda_{1},\lambda_{1}+\delta)$, $\delta>0$, for every
$n\in \mathbb{N}$. Without loss of generality, we may also assume
that $\|u_{n} \|_{1,p}=1$ for all $n\in\mathbb{N}$. Hence,
there exists $\tilde{u}\in E_{p}$ such that
$u_{n}\to \tilde{u}$ weakly in $E_{p}$. The simplicity of
$\lambda_{1}$ implies that $\tilde{u}=u_{1}$ or $\tilde
{u}=-u_{1}$. Let us suppose that $u_{n}\to u_{1}$
weakly in $E_{p}$. Multiplying \eqref{e7} by $u_{n}-u_{m}$ and
integrating by
parts we get
\begin{align*}
& \int_{\Omega}(|\nabla u_{n}|^{p-2}\nabla u_{n}-|\nabla u_{m}|^{p-2}\nabla
u_{m})(\nabla u_{n}-\nabla u_{m})\,dx\\
&
+\int_{\partial\Omega}b(x)(|u_{n}|^{p-2}u_{n}-|u_{m}|^{p-2}u_{m}
)(u_{n}-u_{m})\,d\sigma(x)\\
&=\lambda_{n}\int_{\Omega}a(x)\left(
|u_{n}|^{p-2}u_{n}-|u_{m}|^{p-2} u_{m}\right) (u_{n}-u_{m})\,dx
\\
&\quad +(\lambda_{n}-\lambda_{m})\int_{\Omega}a(x)|u_{m}|^{p-2}u_{m}(u_{n}
-u_{m})\,dx\,.
\end{align*}
Exploiting the compactness of the operator $J$ and the
monotonicity of the $p$-Laplacian operator, we obtain
\[
\int_{\Omega}\,|\nabla u_{n}|^{p}\,dx\to \int_{\Omega}\,|\nabla
u_{1}|^{p}\,dx.
\]
The strict convexity of $L^{p}(\Omega)$ implies that
$u_{n}\to u_{1} $ in $E_{p}$. For a fixed
$n\in\mathbb{N}$ and for every $\phi\in E_{p}$ we have
\[
\int_{\Omega}\,|\nabla u_{n}|^{p-2}\nabla u_{n}\nabla\phi\,dx+\int
_{\partial\Omega}b(x)|u_{n}|^{p-2}u_{n}\phi\,d\sigma(x)
=\lambda_{n}\int_{\Omega}a(x)|u_{n}|^{p-2}u_{n}\phi\,dx\,.
\]
Let $\mathcal{U}_{n}^{-}=:\{x\in\overline{\Omega}:u_{n}(x)<0\}$.
By (iii) we must have $m(\mathcal{U}_{n}^{-})>0$. By choosing
$\phi\equiv u_{n}^{-} =\min\{0,u_{n}\}$, it follows that
\[
\int_{\mathcal{U}_{n}^{-}}\,|\nabla u_{n}^{-}|^{p}\,dx+\int_{\partial
\Omega\cap\mathcal{U}_{n}^{-}}b(x)|u_{n}^{-}|^{p}\,dx
=\lambda_{n}\int_{\mathcal{U}_{n}^{-}}a(x)|u_{n}^{-}|^{p}\,dx\,.
\]
Thus
\begin{equation}
\|u_{n}^{-}\|_{1,p}^{p}\,\leq\,A_{2}\,(\lambda_{1}+\delta)\|u_{n}^{-}
\|_{L^{p}(w_{\alpha_{1}},\mathcal{U}_{n}^{-})}^{p}, \label{35}
\end{equation}
by (A). Denote by $B_{r}$ the ball with radius $r>0$ centered at
$0\in\mathbb{R}^{n}$. For $\varepsilon\in(0,1)$ there exists
$r_{\varepsilon ,n}>0$ such that
\begin{equation}
\|u_{n}^{-}\|_{1,p}^{p}\,\leq A_{2}\,\,(\lambda_{1}+\delta)(\|u_{n}
^{-}\|_{L^{p}(w_{\alpha_{1}},\mathcal{U}_{n}^{-}\cap B_{r_{\varepsilon,n}}
)}^{p}+\varepsilon\|u_{n}^{-}\|_{1,p}^{p})\,. \label{45}
\end{equation}
Apply once again the H\"{o}lder inequality to derive that
\begin{equation}
\begin{aligned}
&\|u_{n}^{-}\|_{L^{p}(w_{\alpha_{1}},\mathcal{U}_{n}^{-}\cap B_{r_{\varepsilon
,n}})}^{p}
\\
&\leq\Big( \int_{\mathcal{U}_{n}^{-}\cap B_{r_{\varepsilon,n}}}\frac
{1}{\left( 1+|x|\right) ^{\frac{\alpha_{1}p^{\ast}}{p^{\ast}-p}}}dx\Big)
^{\frac{p^{\ast}-p}{p^{\ast}}}\Big(\int_{\mathcal{U}_{n}^{-}\cap
B_{r_{\varepsilon,n}}}|u_{n}^{-}|^{p^{\ast}}dx\Big) ^{p/p^{\ast}}.
\end{aligned}\label{aa}
\end{equation}
By Lemma \ref{B} (i),
\begin{equation}
\Big(\int_{\mathcal{U}_{n}^{-}\cap B_{r_{\varepsilon,n}}}|u_{n}
^{-}|^{p^{\ast}}dx\Big) ^{p/p^{\ast}}\leq c_{2}\|u_{n}^{-}
\|_{1,p}^{p} \label{44}
\end{equation}
for some $c_{2}>0$. On combining (\ref{35})-(\ref{44}) we get
\[
1\,-\varepsilon\leq c_{3}\Big( \int_{\mathcal{U}_{n}^{-}\cap
B_{r_{\varepsilon,n}}}\frac{1}{\left( 1+|x|\right)
^{\frac{\alpha_{1} p^{\ast}}{p^{\ast}-p}}}dx\Big)
^{\frac{p^{\ast}-p}{p^{\ast}}},
\]
so
$m(\mathcal{U}_{n}^{-}\cap B_{r_{\varepsilon,n}})>c_{4}>0$,
where the constant $c_{4}$ is independent of $n\in\mathbb{N}$. It is clear
that there exists $R>0$ such that
\begin{equation}
m(B_{R}\cap(\mathcal{U}_{n}^{-}\cap B_{r_{\varepsilon,n}}))>\frac{c_{4}}{2}
\label{38}
\end{equation}
for every $n\in\mathbb{N}$. Since $u_{n}\to u_{1}$ in
$E_{p}$ we have that $u_{n}\to u_{1}$ in
$L^{p^{\ast}}(w_{\alpha_{1}} ,B_{R}\cap\Omega)$. By Egorov's
Theorem, $u_{n}$ converges uniformly to $u_{1}$ on
$B_{R}\cap\Omega$ with the exception of a set with arbitrarily
small measure. But this contradicts (\ref{38}) and the conclusion
follows.
\end{proof}
\begin{remark} \label{remark} \rm
If $u_{1}$ is continuous at
$x_{0}\in\partial\Omega$, then $u_{1}(x_{0})>0$. Indeed, if
$u_{1}(x_{0})=0$, then by \cite[Theorem 5]{vaz} we would
have $|\nabla u_{1}(x_{0})|^{p-2}\nabla u_{1}(x_{0})\cdot\eta(x_0)<0$,
contradicting \eqref{e1}.
\end{remark}
\section{The case $\lambda<\lambda_{1}$}
We need the following lemma in order to show that $\Phi_{\lambda}$
is coercive.
\begin{lemma}
\label{C}If $\lambda<\lambda_{1}$ then the norm
\[
|||u|||_{1,p}:=\Big( \int_{\Omega}|\nabla u|^{p}dx+\int_{\partial\Omega
}b|u|^{p}dx-\lambda\int_{\Omega}a|u|^{p}dx\Big) ^{1/p}
\]
is equivalent to $\|u\|_{1,p}$.
\end{lemma}
\begin{proof}
Suppose that there exists $u_{n}\in E_{p}$, $n\in\mathbb{N}$, such
that $\|u_{n}\|_{1,p}=1$ and
\[
\int_{\Omega}|\nabla u_{n}|^{p}dx+\int_{\partial\Omega}b|u_{n}|^{p}
d\sigma(x)-\lambda\int_{\Omega}a|u_{n}|^{p}dx\to 0.
\]
In view of (\ref{12}),
\[
0\leq(\lambda_{1}-\lambda)\int_{\Omega}a|u_{n}|^{p}dx\leq\int_{\Omega}|\nabla
u_{n}|^{p}dx+\int_{\partial\Omega}b|u_{n}|^{p}d\sigma(x)-\lambda\int_{\Omega
}a|u_{n}|^{p}dx\to 0.
\]
Hence, $\int_{\Omega}a|u_{n}|^{p}dx\to 0$, which shows that
$\|u_{n}\|_{1,p}\to 0$. This is a contradiction with
$\|u_{n} \|_{1,p}=1$.
\end{proof}
We can now prove our first result concerning \eqref{e1}.\smallskip
\subsection*{Proof of Theorem \ref{T}(i)}
We will show that $\Phi_{\lambda}$ satisfies the Palais-Smale condition in $E$.
So let $\{u_{n}\}_{n\in\mathbb{N}}$ be a sequence in $E$ such that
$\Phi_{\lambda }(u_{n})$ is bounded and
$\Phi_{\lambda}'(u_{n})\to 0$. By Lemma \ref{C} we
get
\begin{align*}
\Phi_{\lambda}(u)
& =\frac{1}{p}\Big( \int_{\Omega}|\nabla u|^{p}
dx+\int_{\partial\Omega}b|u|^{p}d\sigma(x)-\lambda\int_{\Omega}a|u|^{p}
dx\Big) \\
&\quad -\frac{1}{q}\int_{\Omega}k|u|^{q}dx+\frac{1}{s}\int_{\Omega}h|u|^{s}dx\\
&\geq\frac{1}{p}|||u|||_{1,p}^{p}-c_{5}|||u|||_{1,p}^{q}+\frac{1}
{s}|u|_{h,s}^{s},
\end{align*}
implying that $\Phi_{\lambda}(.)$ is coercive. Thus
$\{u_{n}\}_{n\in \mathbb{N}}$ is bounded in $E$. Without loss of
generality, we may assume that $u_{n}\to \overline{u}$
strongly in $L^{p}(w_{\alpha_{1}},\Omega)$ and
$L^{q}(w_{\alpha_{2}},\Omega)$ and weakly in
$L^{p}(w_{p-1},\partial\Omega)$,
$E_{p} $and $L^{s}(h,\Omega)$. Thus
\begin{gather}
\int_{\Omega}a(x)|u_{n}-\overline{u}|^{p}dx\to 0,\quad\int_{\Omega
}k(x)|u_{n}-\overline{u}|^{q}dx\to 0\,, \label{5}
\\
\int_{\partial\Omega}b(x)|\overline{u}|^{p-2}\overline{u}(u_{n}-\overline
{u})d\sigma(x)\to 0,\quad\int_{\Omega}|\nabla\overline{u}|^{p-2}
\nabla\overline{u}\nabla(u_{n}-\overline{u})dx\to 0\,, \label{10}
\\
\int_{\Omega}h(x)|\overline{u}|^{s-2}\overline{u}(u_{n}-\overline
{u})dx\to 0\,. \label{11}
\end{gather}
Therefore, by (\ref{5})-(\ref{11}),
\[
\left\langle \Phi_{\lambda}'(\overline{u}),u_{n}-\overline
{u}\right\rangle \to 0.
\]
Since $\Phi_{\lambda}'(u_{n})\to 0$, we also have
that
\[
\left\langle
\Phi_{\lambda}'(u_{n})-\Phi_{\lambda}'
(\overline{u}),u_{n}-\overline{u}\right\rangle
\to 0.
\]
Thus
\begin{equation}
\begin{aligned}
&\int_{\Omega}\left( |\nabla u_{n}|^{p-2}\nabla u_{n}-|\nabla u|^{p-2}
\nabla\overline{u}\right) (\nabla u_{n}-\nabla\overline{u})dx\\
&-\lambda\int_{\Omega}a(x)\left( |u_{n}|^{p-2}u_{n}-|\overline{u}
|^{p-2}\overline{u}\right) (u_{n}-\overline{u})dx\\
& -\int_{\Omega}k(x)\left( |u_{n}|^{q-2}u_{n}-|\overline{u}|^{q-2}\overline
{u}\right) (u_{n}-\overline{u})dx\\
&+\int_{\partial\Omega}b(x)\left( |u_{n}|^{p-2}u_{n}-|\overline{u}
|^{p-2}\overline{u}\right) (u_{n}-\overline{u})d\sigma(x)\\
&+\int_{\Omega}h(x)\left( |u_{n}|^{s-2}u_{n}-|\overline{u}|^{s-2}\overline
{u}\right) (u_{n}-\overline{u})dx\to 0\,.
\end{aligned} \label{4}
\end{equation}
On combining (\ref{5})-(\ref{4}) we get
\begin{align*}
& \int_{\Omega}\left( |\nabla u_{n}|^{p-2}\nabla u_{n}-|\nabla\overline
{u}|^{p-2}\nabla\overline{u}\right) (\nabla u_{n}-\nabla\overline{u})dx\\
& +\int_{\partial\Omega}b(x)\left(
|u_{n}|^{p-2}u_{n}-|\overline{u} |^{p-2}\overline{u}\right)
(u_{n}-\overline{u})d\sigma(x)\\
&+\int_{\Omega}h(x)\left( |u_{n}|^{s-2}u_{n}-|\overline{u}|^{s-2}\overline
{u}\right) (u_{n}-\overline{u})dx\to 0\,.
\end{align*}
We can now use the inequality
\begin{align*}
0 & \leq\Big\{ \Big( \int_{\Omega}|f_{1}|^{r}dx\Big) ^{1/r'
}-\Big( \int_{\Omega}|f_{2}|^{r}dx\Big) ^{1/r'}\Big\}\\
&\quad\times \Big\{ \Big( \int_{\Omega}|f_{1}|^{r}dx\Big) ^{1/r}-\Big(
\int_{\Omega}|f_{2}|^{r}dx\Big) ^{1/r}\Big\}\\
&\leq\int_{\Omega}\left( |f_{1}|^{r-2}f_{1}-|f_{2}|^{r-2}f_{2}\right)
(f_{1}-f_{2})dx,
\end{align*}
where $f_{1}$, $f_{2}\in L^{r}(\Omega)$, $r>1$,
$r'=r/(r-1)$, to obtain
\[
\|\nabla u_{n}\|_{p}\to \|\nabla\overline{u}\|_{p},\quad
\|h^{\frac {1}{s}}u_{n}\|_{s}\to \|h^{\frac{1}{s}}\overline{u}\|_{s}\,.
\]
Exploiting the strict convexity of $L^{p}(\Omega)$ and
$L^{s}(\Omega)$ we derive that $\nabla
u_{n}\to \nabla\overline{u}$ in $\left(L^{p}(\Omega)\right) ^{N}$ and
$u_{n}\to \overline{u}$ in $L^{s}(h,\Omega)$. Consequently,
$u_{n}\to \overline{u}$ in $E$, proving the claim.
Now let $Z=\{x\in\Omega:$ $k(x)=0\}$ and $E_{0}=\{u\in
E:u(x)=0$ a.e. in $Z\}$. Define a norm on $E_{0}$ by
$\|u\|_{E_{0}}=\|k^{1/q}u\|_{q}$. Consider the family $\Sigma$ of
closed and symmetric subsets of $E\backslash \{0\}$. For
$A\in\Sigma$ we define the genus $\gamma(A)$ of $A$ as the minimum
of the $n\in\mathbb{N}$ such that there exists a continuous
function $\varphi:A\to \mathbb{R}^{n}\backslash\{0\}$ with
$\varphi (-x)=-\varphi(x)$. If no such $n$ exists, we define
$\gamma(A)=+\infty$. We claim that for $n\in\mathbb{N}$ there
exists $\varepsilon>0$ such that $\gamma(\{u\in
E:\Phi_{\lambda}(u)\leq-\varepsilon\})\geq n$. It will be enough
to show that the set $\{u\in
E:\Phi_{\lambda}(u)\leq-\varepsilon\}$ contains an $n$-dimensional
sphere centered at $0\in\mathbb{R}^N$. So let $E_{0}^{n}$ be an $n$-dimensional
subspace of $E_{0}$. Then
\begin{align*}
\Phi_{\lambda}(u) & =\frac{1}{p}\Big( \int_{\Omega}|\nabla u|^{p}
dx+\int_{\partial\Omega}b|u|^{p}d\sigma(x)-\lambda\int_{\Omega}a|u|^{p}
dx\Big) \\
&\quad -\frac{1}{q}\int_{\Omega}k|u|^{q}dx+\frac{1}{s}\int_{\Omega}h|u|^{s}dx\\
& \leq\frac{1}{p}|||u|||_{1,p}^{p}-\frac{1}{q}\|u\|_{E_{0}}^{q}+\frac{1}
{s}|u|_{h,s}^{s}\,.
\end{align*}
Since all norms on $E_{0}^{n}$ are equivalent, we have that
$\Phi_{\lambda }(u)\leq c_{1}'\|u\|_{E_{0}^{n}}^{p}+c_{2}'\|u\|_{E_{0}^{n}
}^{s}-c_{3}'\|u\|_{E_{0}^{n}}^{q}$, so there exists
$\varepsilon>0$ and $\delta>0$ such that
$\Phi_{\lambda}(u)\leq-\varepsilon$ for
$\|u\|_{E_{0}^{n}}=\delta$. Thus $\{u\in
E_{0}^{n}:\|u\|_{X}=\delta \}\subseteq\{u\in
E:\Phi_{\lambda}(u)\leq-\varepsilon\}$, implying that
$\gamma(\{u\in E:\Phi_{\lambda}(u)\leq-\varepsilon\})\geq n$. Let
$\Sigma _{n}=\{A\in\Sigma:\gamma(A)\geq n\}$. Then the numbers
$c_{n}=\inf_{A\in\Sigma_{n}}\sup_{u\in A}\Phi_{\lambda}(u)$
are critical values of $\Phi_{\lambda}$, providing an infinite
sequence of critical points of $\Phi_{\lambda}$. For more details
we refer to \cite{az-al}. For the existence of a nonnegative solution, see
Remark \ref{R} in the next section.
\section{The case $\lambda=\lambda_{1}$}
In this section we apply the fibering method introduced by Pohozaev
\cite{poh1}, \cite{poh2} in order to show that \eqref{e1} admits at least one
nonnegative solution.\smallskip
\subsection*{Proof of Theorem \ref{T} (ii)} We decompose the
function $u\in E$ as $u(x)=rv(x) $ with $r\in\mathbb{R}$ and
$v\in E$. By (\ref{b}) we
have that
\begin{align*}
\Phi_{\lambda_{1}}(rv) &=\frac{|r|^{p}}{p}\Big( \int_{\Omega}|\nabla
v|^{p}-\lambda_{1}\int_{\Omega}a|v|^{p}+\int_{\partial\Omega}b|v|^{p}
d\sigma(x)\Big) \\
& \quad -\frac{|r|^{q}}{q}\int_{\Omega}k|v|^{q}
+\frac{|r|^{s}}{s}\int_{\Omega}h|v|^{s}.
\end{align*}
If $u$ is a critical point of $\Phi_{\lambda_{1}}$, then
$\frac{\partial \Phi_{\lambda_{1}}}{\partial r}=0$, so we will
search for the critical points
of $\Phi_{\lambda_{1}}$ among the ones which satisfy this equation, that is
\begin{equation}
\begin{aligned}
&|r|^{p-q}\Big( \int_{\Omega}|\nabla
v|^{p}dx-\lambda_{1}\int_{\Omega
}a|v|^{p}dx+\int_{\partial\Omega}b|v|^{p}d\sigma(x)\Big)
+|r|^{s-q} \int_{\Omega}h|v|^{s}dx\\
&=\int_{\Omega}k|v|^{q}dx\,.
\end{aligned}\label{c}
\end{equation}
Since $k>0$ a.e., for every $v\in E\backslash\{0\}$ there exists a
unique $r=r(v)>0$ satisfying (\ref{c}). By using the implicit
function theorem \cite[Thm. 4.B, p.150]{Zeid}, we see that the
function $v\to r(v)$ is continuously differentiable for
$v\neq0$. Clearly,
\begin{equation}
r(\mu v)\mu v=r(v)v\quad \text{for every }\mu> 0\,.\label{k}
\end{equation}
Also, in view of (\ref{c})
\begin{equation}
\Phi_{\lambda_{1}}(r(v)v)=\big( \frac{r^{q}}{p}-\frac{r^{q}}{q}\big)
\int_{\Omega}k|v|^{q}dx+\big( \frac{r^{s}}{s}-\frac{r^{s}}{p}\big)
\int_{\Omega}h|v|^{s}dx\leq 0\,.\label{3}
\end{equation}
Let
\[
H(v)=\int_{\Omega}|\nabla
v|^{p}dx-\lambda_{1}\int_{\Omega}a|v|^{p}
dx+\int_{\partial\Omega}b|v|^{p}d\sigma(x)+\int_{\Omega}h|v|^{s}dx.
\]
The variational characterization of $\lambda_{1}$ and hypothesis (H) imply
that
$H(v)\geq0$
for every $v\in E$. Let $W=\{v\in E:$ $H(v)=1\}$. By
(\ref{12}), $W$ is bounded in $L^{s}(h,\Omega)$. Since
\[
(H'(v),v)=p\Big( \int_{\Omega}|\nabla
v|^{p}dx-\lambda_{1}
\int_{\Omega}a|v|^{p}dx+\int_{\partial\Omega}b|v|^{p}d\sigma(x)\Big)
+s\int_{\Omega}h|v|^{s}dx
\]
we see that $(H'(v),v)\neq0$ for $v\in W$. In view of
\cite[Lemma 3.4]{Dra-Poh}, any conditional critical point of the
function $\widehat{\Phi}_{\lambda_{1}}(v):=\Phi_{\lambda_{1}}(r(v)v)$
subject to $H(v)=1$ provides a
critical point $r(v)v$ of $\Phi_{\lambda_{1}}$. Consider the problem
\[
M_{1}=\inf\{\Phi_{\lambda_{1}}(r(v)v):v\in W\}.
\]
Suppose that $\{v_{n}\}_{n\in\mathbb{N}}$ is a minimizing sequence
in $W$, that is
\[
\Phi_{\lambda_{1}}(r(v_{n})v_{n})\to M_{1}
\]
and
\[
H(v_{n})=\Big( \int_{\Omega}|\nabla v_{n}|^{p}dx-\lambda_{1}\int_{\Omega
}a|v_{n}|^{p}dx+\int_{\partial\Omega}b|v_{n}|^{p}d\sigma(x)\Big)
+\int_{\Omega}h|v_{n}|^{s}dx=1.
\]
Assume that $\|v_{n}\|_{1,p}\to +\infty $and let
$u_{n}=\dfrac{v_{n} }{a_{n}}$ where $a_{n}=\|v_{n}\|_{1,p}$. Then
\[
a_{n}^{p}\Big( \int_{\Omega}|\nabla
u_{n}|^{p}dx-\lambda_{1}\int_{\Omega
}a|u_{n}|^{p}dx+\int_{\partial\Omega}b|u_{n}|^{p}d\sigma(x)\Big)
+a_{n} ^{s}\int_{\Omega}h|u_{n}|^{s}dx=1,
\]
so, by (\ref{12}),
\begin{equation}
0\leq\int_{\Omega}|\nabla u_{n}|^{p}dx-\lambda_{1}\int_{\Omega}a|u_{n}
|^{p}dx+\int_{\partial\Omega}b|u_{n}|^{p}d\sigma(x)\leq\dfrac{1}{a_{n}^{p}
}\to 0\label{22}
\end{equation}
and
\begin{equation}
0\leq\int_{\Omega}h|u_{n}|^{s}dx\leq\dfrac{1}{a_{n}^{s}}\to
0.\label{25}
\end{equation}
Thus
\begin{equation}
\underset{n\to \infty}{\lim}\lambda_{1}\int_{\Omega}a|u_{n}
|^{p}dx=1.\label{32}
\end{equation}
Since $\|u_{n}\|_{1,p}=1$, by passing to a subsequence if necessary, we may
assume that $u_{n}\to u$ weakly in $E_{p}$. In view of (\ref{32}) we
get
\[
\lambda_{1}\int_{\Omega}a|u|^{p}dx=1,
\]
so $u\neq0$. The lower semicontinuity of the norm of $E_{p}$
implies that
\[
\int_{\Omega}|\nabla u|^{p}dx+\int_{\partial\Omega}b|u|^{p}d\sigma(x)\leq1,
\]
and (\ref{22}) gives
\[
\int_{\Omega}|\nabla u|^{p}dx+\int_{\partial\Omega}b|u|^{p}d\sigma
(x)=\lambda_{1}\int_{\Omega}a|u|^{p}dx.
\]
Thus $u $is an eigenfunction corresponding to $\lambda_{1}$. But then
\[
\int_{\Omega}h|u|^{s}dx\leq\underset{n\to \infty}{\lim\inf}\int
_{\Omega}h|u_{n}|^{s}dx=0\,,
\]
by (\ref{25}), a contradiction. Thus $\{v_{n}\}_{n\in\mathbb{N}}$
is bounded in $E_{p}$. Since $\{v_{n}\}_{n\in\mathbb{N}}$ is also
bounded in $L^{s}(h,\Omega)$ we conclude that
$\{v_{n}\}_{n\in\mathbb{N}}$ is bounded in $E$. Going back to
(\ref{c}) we get that $r(W)$ is also bounded. Consequently,
$I=\{\Phi_{\lambda_{1}}(r(v)v):v\in W\}$ is a bounded interval in
$\mathbb{R}$ with endpoints $A,B$, $AG(r(v_{0}))=\Phi_{\lambda_{1}}(r(v_{0}
)v_{0}).\label{g}
\end{equation}
Let $\gamma\geq1$ be such that
\begin{equation}
\Big( \int_{\Omega}|\nabla\gamma v_{0}|^{p}dx+\int_{\partial\Omega}b|\gamma
v_{0}|^{p}d\sigma(x)-\lambda_{1}\int_{\Omega}a|\gamma v_{0}|^{p}dx\Big)
+\int_{\Omega}h|\gamma v_{0}|^{s}dx=1,
\label{n}
\end{equation}
implying that $\gamma v_{0}\in W$. On combining (\ref{k}),
(\ref{g}) and (\ref{n}) we obtain
\[
\Phi_{\lambda_{1}}(r(\gamma v_{0})\gamma v_{0})=\Phi_{\lambda_{1}}
(r(v_{0})v_{0})<\Phi_{\lambda_{1}}(dv_{0})\leq\underset{n\to +\infty
}{\lim\inf}\Phi_{\lambda_{1}}(r(v_{n})v_{n})=A,
\]
that is $\Phi_{\lambda_{1}}(r(\gamma v_{0})\gamma v_{0})0$. If
$\Omega=\mathbb{R}^{N}$ and $h\geq0$ we refer to \cite{liu-li}
where it was shown that \eqref{e1} admits an infinite number of
solutions in $D^{1,p} (\mathbb{R}^{N})$.
In this paper we study \eqref{e1} in connection with the
corresponding eigenvalue problem for the $p$-Laplacian:
\[
-\Delta_{p}u=\lambda a(x)|u|^{p-2}u
\]
subject to the nonlinear boundary condition in \eqref{e1}. We show that the
first eigenvalue $\lambda_{1}$ is positive, simple and isolated, the
associated eigenvectors do not change sign and form a vector space of
dimension 1. Then we combine the method employed in \cite{liu-li} with the
results in \cite{Pfl} in order to show that if $\lambda<\lambda_{1}$ then
\eqref{e1} admits an infinite number of solutions, while if $\lambda
=\lambda_{1}$ we use the fibering method (which is also applicable in case
$\lambda<\lambda_{1}$) to show that it admits at least one nonnegative
solution. To be more specific, we establish the following
\begin{theorem}\label{T}
Suppose that (D), (A), (K), (H) and (B) are satisfied.
\begin{itemize}
\item[(i)] If $\lambda<\lambda_{1}$ then \eqref{e1} admits infinitely many solutions
with negative energy. If in addition $k>0$ a.e., then it also admits a
nonnegative solution.
\item[(ii)] If $\lambda=\lambda_{1} $and $k>0$ a.e., then \eqref{e1}
admits at least one nonnegative solution with negative energy.
\end{itemize}
\end{theorem}
The proof of Theorem \ref{T} will be given in Sections 4 and 5.
\section{Preliminaries}
Let $C_{\delta}^{\infty}(\Omega)$ be the space of
$C_{0}^{\infty }(\mathbb{R}^{N})-$functions restricted on
$\Omega$. Then the weighted Sobolev space $E_{p}$ is the
completion of $C_{\delta}^{\infty}(\Omega)$ in the norm
\[
|||u|||_{p}=\Big( \int_{\Omega}\left\vert \nabla u\right\vert
^{p} dx+\int_{\Omega}\frac{1}{(1+|x|)^{p}}\left\vert u\right\vert
^{p}dx\Big)^{1/p}\,.
\]
By \cite[Lemma 2]{Pfl} we see that if $b(\cdot)$ satisfies (B),
then the norm
\begin{equation}
\|u\|_{1,p}=\Big(\int_{\Omega}\left\vert \nabla u\right\vert
^{p} dx+\int_{\partial\Omega}b(x)\left\vert u\right\vert
^{p}d\sigma(x)\Big)^{1/p} \label{8}
\end{equation}
is equivalent to $|||\cdot|||_{p}$ ($\sigma(\cdot)$ being the surface measure on
$\partial\Omega$).
Let $w_{\alpha}(x):=\frac{1}{(1+|x|)^{\alpha}} $where
$\alpha \in\mathbb{R}$. If $\Sigma$ is a measurable subset of
$\mathbb{R}^{N}$, we assume that the weighted Lebesgue space
\[
L^{r}(w_{\alpha},\Sigma)
:=\{u:\int_{\Sigma}w_{\alpha}(x)|u(x)|^{r}dx<+\infty\},
\]
$r\in(1,+\infty)$, is supplied with the norm
\[
\|u\|_{w_{\alpha},r}=\Big( \int_{\Sigma}w_{\alpha}(x)|u(x)|^{r}dx\Big)
^{1/r}.
\]
For a nonnegative measurable function
$h:\Sigma\to \mathbb{R}$, the space $L^{s}(h,\Sigma)$ is
similarly defined. We associate with it the seminorm
$|u|_{h,s}=\big( \int_{\Sigma}h(x)|u(x)|^{s}dx\big) ^{1/s}$.
Let $E=E_{p}\cap L^{s}(h,\Omega)$. Then $E$ endowed with
the norm $\|\cdot\|_{E}=\|\cdot\|_{1,p}+|\cdot|_{h,s}$ becomes a separable
Banach space.
\begin{lemma}\label{B} \begin{itemize}
\item[(i)] If
\[
p\leq r\leq\frac{pN}{N-p}\quad\text{and }\quad N>\alpha\geq N-r\frac{N-p}{p},
\]
then the embedding $E\subseteq L^{r}(w_{\alpha},\Omega)$ is continuous. If the
upper bound for $r$ in the first inequality and the lower bound for $\alpha$
in the second are strict, then the embedding is compact.
\item[(ii)] If
\[
p\leq m\leq\frac{p(N-1)}{N-p}\quad\text{and}\quad N>\beta\geq N-1-m\frac{N-p}{p},
\]
then the embedding $E\subseteq L^{m}(w_{\beta},\partial\Omega)$ is continuous.
If the upper bound for $m$ in the first inequality and the lower bound for
$\beta$ are strict, then the embedding is compact.
\item[(iii)] If
\[
1
\frac{p}{q},
\]
then the embedding $L^{p}(w_{\alpha_{1}},\Omega)\subseteq
L^{q}(w_{\alpha_{2} },\Omega)$ is continuous.
\end{itemize}
\end{lemma}
\begin{proof}
The first and second part of the lemma corresponds to \cite[Theorem 1]{Pfl},
while the third is a consequence of the following inequality
\[
\int_{\Omega}\frac{1}{\left( 1+|x|\right)
^{\alpha_{2}}}|u|^{q}dx
\leq\Big( \int_{\Omega}\frac{1}{\left(
1+|x|\right) ^{d}}dx\Big) ^{\frac{p-q}{p} }
\Big(\int_{\Omega}\frac{1}{\left( 1+|x|\right) ^{\alpha_{1}}}
|u|^{p}dx\Big) ^{q/p},
\]
where $d=(\alpha_{2}p-\alpha_{1}q)/(p-q)$. Note that the
integral $\int_{\Omega}\frac{1}{\left( 1+|x|\right) ^{d}}dx$
converges since $d>N$.
\end{proof}
The energy functional $\Phi_{\lambda}:E\to \mathbb{R}$
corresponding to our problem is
\begin{equation}
\begin{aligned}
\Phi_{\lambda}(u)&=\frac{1}{p}\int_{\Omega}|\nabla
u|^{p}dx-\frac{\lambda}
{p}\int_{\Omega}a|u|^{p}dx-\frac{1}{q}\int_{\Omega}k|u|^{q}dx
\\
&\quad +\frac{1}{s}\int_{\Omega}h|u|^{s}dx+\frac{1}{p}\int_{\partial\Omega}
b|u|^{p}d\sigma(x).
\end{aligned}\label{b}
\end{equation}
It is clear that if (D), (A), (K), (H) and (B) are satisfied, then
$\Phi_{\lambda}(.)$ is continuously differentiable and its critical points
correspond to solutions of \eqref{e1}.
\section{The principal eigenvalue}
In this section we examine the properties of the first eigenvalue
$\lambda_{1}$ and the associated eigenvectors of the following problem
\begin{equation}
\begin{gathered}
-\Delta_{p}u=\lambda a(x)|u|^{p-2}u \quad\text{in }\Omega\\
|\nabla u|^{p-2}\nabla u\cdot\eta+b(x)|u|^{p-2}u=0
\quad\text{on }\partial\Omega.
\end{gathered} \label{e7}
\end{equation}
\begin{proposition}\label{K}
Suppose that $1