A new dynamical approach of Emden-Fowler equations and systems

Marie-Françoise Bidaut-Véron, Hector Giacomini

Introduction

where Q,p,q,δ,μ,s,m,Q,p,q,\delta,\mu,s,m, a,ba,b are real parameters, Q,p,q1,Q,p,q\neq 1, and ε1=±1,\varepsilon_{1}=\pm 1, ε2=±1.\varepsilon_{2}=\pm 1. These problems are the subject of a very rich litterature, either in the case of source terms (ε1=ε2=1)(\varepsilon_{1}=\varepsilon_{2}=1) or absorption terms (ε1=ε2=1)(\varepsilon_{1}=\varepsilon_{2}=1) or mixed terms (ε1=ε2).(\varepsilon_{1}=-\varepsilon_{2}). In the sequel we are concerned by the radial solutions, except at Section 9 where the solutions may be nonradial.

In this article we we give a new way of studying the radial solutions. In Section 2 we reduce system (G)(G) to a quadratic autonomous system:

This system is of Kolmogorov type. The reduction is valid for equations and systems with source terms , absorption terms , or mixed terms . It is remarkable that in the new system, pp and qq appear only as simple coefficients, which allows to treat any value of the parameters, even pp or q<1,q<1, and s,m,δs,m,\delta or μ<0\mu<0.

In Section 3 we revisit the well-known scalar case (1.1), where (G)(G) becomes two-dimensional. We show that the phase plane of the system gives at the same time the behaviour of the two equations

which is a kind of unification of the two problems, with source terms or absorption terms. For the case of source term (ε1=1),\varepsilon_{1}=1), we find again the results of , , showing that the new dynamical approach is simple and does not need regularity results or energy functions. Moreover it gives a model for the study of system (G)(G). Indeed if p=qp=q, a=ba=b and δ+s=μ+m,\delta+s=\mu+m, system (G)(G) admits solutions of the form (u,u),(u,u), where uu is a solution of (1.1) with Q=δ+s.\vskip6.0ptplus2.0ptminus2.0ptQ=\delta+s.\vskip 6.0pt plus 2.0pt minus 2.0pt

In the sequel of the article we study the case of source terms, i.e. (G)=(S),\left(G\right)=(S), where

This system has been studied by many authors, in particular the Hamiltonian problem s=m=0,s=m=0, in the linear case p=q=2,p=q=2, see for example , , , , , , and the potential system where δ=m+1\delta=m+1, μ=s+1\mu=s+1 and a=b,a=b, see , , ; the problem with general powers has been studied in , , , in the linear case and , , in the quasilinear case, see also , , .

Here we suppose that δ,μ>0\delta,\mu>0, so that the system is always coupled, s,m0,s,m\geqq 0, and we assume for simplicity

We say that a positive solution (u,v)(u,v) in (0,R)(0,R) is regular at if u,vu,v C2(0,R)C([0,R))\in C^{2}\left(0,R\right)\cap C(\left[0,R)\right). Condition min(p+a,q+b)>0\min(p+a,q+b)>0 guaranties the existence of local regular solutions. Then u,vC1([0,R))u,v\in C^{1}(\left[0,R)\right). when a,b>1,a,b>-1, and u(0)=v(0)=0u^{\prime}(0)=v^{\prime}(0)=0. The assumption D>0D>0 is a classical condition of superlinearity for the system.

We are interessed in the existence or nonexistence of ground states, called G.S., that means global positive (u,v)(u,v) in (0,)\left(0,\infty\right) and regular at 0.0. We exclude the case of ”trivial” solutions, (u,v)=(0,C)(u,v)=\left(0,C\right) or (C,0),\left(C,0\right), where CC is a constant, which can exist when s>0s>0 or m>0.m>0.

In Section 4 we give a series of local existence or nonexistence results concerning system (S)(S), which complete the nonexistence results found in the litterature. They are not based on the fixed point method, quite hard in general, see for example , . We make a dynamical analysis of the linearization of system (M)(M) near each fixed point, which appears to be performant, even for the regular solutions. For a better exposition, the proofs are given at Section 10.

In Section 5 we study the global existence of G.S. This problem has been often compared with the nonexistence of positive solutions of the Dirichlet problem in a ball, see , , , . Here we use a shooting method adapted to system (M)(M), which allows to avoid questions of regularity of system (S).(S). We give a new way of comparison, and improve the former results:

(i) Assume s<N(p1)+p+paNps<\frac{N(p-1)+p+pa}{N-p} and m<N(q1)+q+qbNq.m<\frac{N(q-1)+q+qb}{N-q}. If system (S)(S) has no G.S., then

(i) there exist regular radial solutions such that X(T)=Npp1X(T)=\frac{N-p}{p-1} and Y(T)=Nqq1Y(T)=\frac{N-q}{q-1} for some T>0,T>0, with 0<X<Npp10<X<\frac{N-p}{p-1} and 0<Y<Nqq10<Y<\frac{N-q}{q-1} on (,T).(-\infty,T).

(ii) there exists a positive radial solution (u,v)(u,v) of the Dirichlet problem in a ball B(0,R)B(0,R).

This result is a key tool in the next Sections for proving the existence of a G.S. It gives also new existence results for the Dirichlet problem, see Corollary 5.3. We also give a complementary result:

Assume sN(p1)+p+paNps\geqq\frac{N(p-1)+p+pa}{N-p} and mN(q1)+q+qbNq.m\geqq\frac{N(q-1)+q+qb}{N-q}. Then all the regular radial solutions are G.S.G.S.

In Section 6 we study the radial solutions of the well known Hamiltonian system

corresponding to p=q=2<N,p=q=2<N, s=m=0,s=m=0, a>2,a>-2, which is variational. In the case a=b=0,a=b=0, a main conjecture was made in :

System (SH)(SH) with a=b=0a=b=0 admits no (radial or nonradial) G.S. if and only if (δ,μ)(\delta,\mu) is under the hyperbola of equation

The question is still open; it was solved in the radial case in , , then partially in , , and up to the dimension N=4N=4 in , see references therein. Here we find again and extend to the case a,b0a,b\neq 0 some results of relative to the G.S., with a shorter proof. We also give an existence result for the Dirichlet problem improving a result of .

Let H0\mathcal{H}_{0} be the critical hyperbola in the plane (δ,μ)(\delta,\mu) defined by

(i) System (SH)(SH) admits a (unique) radial G.S. if and only if (δ,μ)\delta,\mu) is above H0\mathcal{H}_{0} or on H0\mathcal{H}_{0}.

(ii) The radial Dirichlet problem in a ball has a solution if and only if (δ,μ)\delta,\mu) is under H0\mathcal{H}_{0}.

(iii) On H0\mathcal{H}_{0} the G.S. has the following behaviour at :\infty: assuming for example δ>N+aN2,\delta>\frac{N+a}{N-2}, then limrrN2u(r)=α>0,\lim_{r\rightarrow\infty}r^{N-2}u(r)=\alpha>0, and

Our proofs use a Pohozaev type function; in terms of the new variables X,Y,Z,WX,Y,Z,W, it contains a quadratic factor

As observed in () the G.S. can present a non-symmetric behaviour. This non-symmetry phenomena has to be taken in account for solving conjecture (1.3).

In Section 7 we consider the radial solutions of a nonvariational system:

where p=q=2<N,p=q=2<N, a=b>2a=b>-2 and m=s>0.m=s>0. For small ss it appears as a perturbation of system (SH).(SH). In the litterature very few results are known for such nonvariational systems. Our main result in this Section is a new result of existence of G.S. valid for any ss:

Consider the system (SN),(SN), with N>2,N>2, a>2.a>-2. We define a curve Cs\mathcal{C}_{s} in the plane (δ,μ)(\delta,\mu) by

located under the hyperbola defined by (1.6). If (δ,μ)(\delta,\mu) is above Cs,\mathcal{C}_{s}, system (SN)(SN) admits a G.S.

This result is obtained by constructing a new type of energy function which contains two terms in X2,Y2X^{2},Y^{2} :

In Section 8 we consider the radial solutions of the potential system

where δ=m+1,μ=s+1\delta=m+1,\mu=s+1 and a=b,a=b, which is variational, see , . Using system (M)M) we deduce new results of existence:

Let D\mathcal{D} be the critical line in the plane (m,s)(m,s) defined by

(i) System (SP)(SP) admits a radial G.S. if and only if (m,s)m,s) is above or on D.\vskip6.0ptplus2.0ptminus2.0pt\mathcal{D}.\vskip 6.0pt plus 2.0pt minus 2.0pt

(ii) On D\mathcal{D} the G.S. has the following behaviour: suppose for example qp.q\leqq p. Let λ=N+a(s+1)Npp1mNqq1.\lambda^{\ast}=N+a-(s+1)\frac{N-p}{p-1}-m\frac{N-q}{q-1}. Then limrrNpp1u(r)=α>0,\lim_{r\rightarrow\infty}r^{\frac{N-p}{p-1}}u(r)=\alpha>0, and

In particular (1.10) holds if p=q,p=q, or qm+1.q\leqq m+1.

(iii) The radial Dirichlet problem in a ball has a solution if and only if (m,s)m,s) is under D\mathcal{D}.

In that case we use the following energy function, which deserves to be compared with the one of Section 6 , since it has also a quadratic factor:

Finally in Section 9 we deduce a nonradial result for the potential system in the case of two Laplacians:

Our result proves a conjecture proposed in , showing that in the subcritical case there exists no G.S.:

then system (SL)(SL) admits no (radial or nonradial) G.S.

Our proof uses the estimates of , which up to now are the only extensions of the results of to systems. It is based on the construction of a nonradial Pohozaev function extending the radial one given at (1.13) for p=q=2p=q=2, different from the energy function used in .

The case of the system (G)(G) with absorption terms (ε1=ε2=1)\varepsilon_{1}=\varepsilon_{2}=-1) or mixed terms (ε1=ε2=1)\varepsilon_{1}=-\varepsilon_{2}=1), studied in , , will be the subject of a second article. Our approach also extends to a system with gradient terms,

Acknoledgment The authors are grateful to Raul Manasevich whose stimulating discussions encouraged us to study system (G)(G).

Reduction to a quadratic system

Here we consider the radial positive solutions r(u(r),v(r))r\mapsto(u(r),v(r)) of system (G)(G) on any interval (R1,R2)\left(R_{1},R_{2}\right), that means

Near any point rr where u(r)0,u(r)0u(r)\neq 0,u^{\prime}(r)\neq 0 and v(r)0,v(r)\neq 0, v(r)0v^{\prime}(r)\neq 0 we define

This sytem is quadratic, and moreover a very simple one, of Kolmogorov type: it admits four invariant hyperplanes: X=0,Y=0,Z=0,W=0X=0,Y=0,Z=0,W=0. As a first consequence all the fixed points of the system are explicite. The trajectories located on these hyperplanes do not correspond to a solution of system (G);(G); they will be called nonadmissible.

We suppose that the discriminant of the system

Then one can express u,vu,v in terms of the new variables:

Since system (M)(M) is autonomous, each admissible trajectory T\mathcal{T} in the phase space corresponds to a solution (u,v)(u,v) of system (G)(G) unique up to a scaling: if (u,v)(u,v) is a solution, then for any θ>0\theta>0, r(θγu(θr),θξv(θr))r\mapsto(\theta^{\gamma}u(\theta r),\theta^{\xi}v(\theta r)) is also a solution.

2 Fixed points of system (M)

System (M)(M) has at most 1616 fixed points. The main fixed point is

corresponding to the particular solutions

when they exist, depending on ε1,ε2.\varepsilon_{1},\varepsilon_{2}. The values of AA and BB are given by

3 First comments

This formulation allows to treat more general systems with signed solutions by reducing the study on intervals where uu and vv are nonzero. Consider for example the problem

0n any interval where uv>0,uv>0, the couple (u,v)(\left|u\right|,\left|v\right|) is a solution of (G).(G). On any interval where u>0>v,u>0>v, the couple (u,v)(u,\left|v\right|) satisfies (G)(G) with (ε1,ε2)(\varepsilon_{1},\varepsilon_{2}) replaced by (ε1,ε2).(-\varepsilon_{1},-\varepsilon_{2}).

There is another way for reducing the system to an autonomous form: setting

It extends the well-known transformation of Emden-Fowler in the scalar case when p=2,p=2, used also in for general p,p, see Section 3. When p=q=2p=q=2 we obtain

which was extended to the nonradial case and used for Hamiltonian systems (s=m=0),s=m=0), with source terms in (ε1=ε2=1)\varepsilon_{1}=\varepsilon_{2}=1) and absorption terms in (ε1=ε2=1)\varepsilon_{1}=\varepsilon_{2}=-1). Our system is more adequated for finding the possible behaviours: unlike system (2.8)it has no singularity, since it is polynomial, also its fixed points at \infty are not concerned when we deal with solutions u,v>0.u,v>0.

It has been used in for studying the Hamiltonian system (SH)(SH). Even in that case we will show at Section 6 that system (M)(M) is more performant, because it is of Kolmogorov type.

Assume p=qp=q and a=b.a=b. Setting t=kt^t=k\hat{t} and (X^,Y^,Z^,W^)=k(X,Y,Z,W)\left(\hat{X},\hat{Y},\hat{Z},\hat{W}\right)=k(X,Y,Z,W), we obtain a system of the same type with N,aN,a replaced by N^,a^,\hat{N},\hat{a}, with

From (2.3) and (2.4), we get γ^/γ=ξ^/ξ=k=p+a^p+a.\hat{\gamma}/\gamma=\hat{\xi}/\xi=k=\frac{p+\hat{a}}{p+a}. There is one free parameter. In particular

1) we get a system without power (a^=0),\hat{a}=0), by taking

2) we get a system in dimension N^=1,\hat{N}=1, by taking

The scalar case

We first study the signed solutions of two scalar equations with source or absorption:

with ε=±1,\varepsilon=\pm 1, 1<p<N,1<p<N, Qp1Q\neq p-1 and p+a>0.\vskip6.0ptplus2.0ptminus2.0ptp+a>0.\vskip 6.0pt plus 2.0pt minus 2.0pt

We cannot quote all the huge litterature concerning its solutions, supersolutions or subsolutions, from the first studies of Emden and Fowler for p=2,p=2, recalled in ; see for example and , for any p>1,p>1, and references therein. We set

From Remark 2.4 we could reduce the system to the case a=0a=0, in dimension N^=p(N+a)/(p+a).\hat{N}=p(N+a)/(p+a). However we do not make the reduction, because we are motivated by the study of system (G)(G), and also by the nonradial case.

Near any point rr where u(r)0u(r)\neq 0 (positive or negative), and u(r)0u^{\prime}(r)\neq 0 setting

with t=lnr,t=\ln r, we get a 2-dimensional system

and then u=rγ(ZXp1)1/(Q+1p).\left|u\right|\mathbf{=}r^{-\gamma}\mathbf{(}\left|Z\right|\left|X\right|^{p-1})^{1/(Q+1-p)}. This change of unknown was mentioned in in the case p=2,ε=1p=2,\varepsilon=1 and N=3.N=3. It is remarkable that system (Mscal)(M_{scal}) is the same for the two cases ε=±1\varepsilon=\pm 1, the only difference is that X(t)Z(t)X(t)Z(t) has the sign of ε:\vskip6.0ptplus2.0ptminus2.0pt\varepsilon:\vskip 6.0pt plus 2.0pt minus 2.0pt

The equation with source (ε=1)(\varepsilon=1) is associated to the 1st and 3rd3^{rd} quadrant. It is well known that any local solution has a unique extension on (0,).\left(0,\infty\right). The 1st quadrant corresponds to the intervals where u\left|u\right| is decreasing, which can be of the following types (0,),(0,R2)\left(0,\infty\right),(0,R_{2}),(R1,)\left(R_{1},\infty\right),(R1,R2)\left(R_{1},R_{2}\right), 0<R1<R2<.0<R_{1}<R_{2}<\infty. The 3rd3^{rd} quadrant corresponds to the intervals (R1,R2)\left(R_{1},R_{2}\right) where u\left|u\right| is increasing.

The equation with absorption (ε=1)(\varepsilon=-1) is associated to the 2nd2^{nd} and 4th4^{th} quadrant. It is known that the solutions have at most one zero, and their maximal interval of existence can be (0,R2),(R1,),(R1,R2)(0,R_{2}),(R_{1},\infty),\left(R_{1},R_{2}\right) or (0,).(0,\infty). The 2nd2^{nd} quadrant corresponds to the intervals (R1,R2)\left(R_{1},R_{2}\right) where u\left|u\right| is increasing. The 4th4^{th} quadrant corresponds to the intervals (0,R2)(0,R_{2}) or (R1,)\left(R_{1},\infty\right) where u\left|u\right| is decreasing.

In particular M0M_{0} is in the 1st quadrant whenever γ<Npp1,\gamma<\frac{N-p}{p-1}, equivalently Q>Q1,Q>Q_{1}, and in the 4th4^{th} quadrant whenever Q<Q1Q<Q_{1}. It corresponds to the solution

where A=(εγp1(Npγ(p1)))1/(Qp+1).A=\left(\varepsilon\gamma^{p-1}(N-p-\gamma(p-1))\right)^{1/(Q-p+1)}.

2 Local study

We examine the fixed points, where for simplicity we suppose QQ1,Q\neq Q_{1}, and we deduce local results for the two equations:

\bullet Point (0,0):(0,0): it is a saddle point, and the only trajectories that converge to (0,0)(0,0) are the separatrix, contained in the lines X=0,Y=0,X=0,Y=0, they are not admissible.

\bullet Point N0:N_{0}: it is a saddle point: the eigenvalues of the linearized system are pp1\frac{p}{p-1} and N-N. the trajectories ending at N0N_{0} at \infty are located on the set Z=0,Z=0, then there exists a unique trajectory starting from -\infty at N0N_{0}; it corresponds to the local existence and uniqueness of regular solutions, which we obtain easily.

\bullet Point A0:A_{0}: the eigenvalues of the linearized system are Npp1\frac{N-p}{p-1} and Npp1(Q1Q)\frac{N-p}{p-1}(Q_{1}-Q). If Q<Q1,Q<Q_{1}, A0A_{0} is an unstable node. There is an infinity of trajectories starting from A0A_{0} at ;-\infty; then X(t)X(t) converges exponentially to Npp1,\frac{N-p}{p-1}, thus limr0\lim_{r\rightarrow 0} rNpp1u=α>0.r^{\frac{N-p}{p-1}}u=\alpha>0. The corresponding solutions uu satisfy the equation with a Dirac mass at 0.0. There exists no solution converging to A0A_{0} at .\infty. If Q>Q1,Q>Q_{1}, A0A_{0} is a saddle point; the trajectories starting from A0A_{0} at -\infty are not admissible; there is a trajectory converging at ,\infty, and then limr\lim_{r\rightarrow\infty} rNpp1u=α>0.r^{\frac{N-p}{p-1}}u=\alpha>0.

\bullet Point M0:M_{0}: the eigenvalues λ1,λ2\lambda_{1},\lambda_{2} of the linearized system are the roots of equation

For ε=1\varepsilon=1, M0M_{0} is defined for Q>Q1;Q>Q_{1}; the eigenvalues are imaginary when X0=Z0,X_{0}=Z_{0}, equivalently γ=(Np)/p,\gamma=(N-p)/p, Q=Q2Q=Q_{2}. When Q<Q2,Q<Q_{2}, M0M_{0} is a source, there exists an infinity of trajectories such that limr0rγu=A\lim_{r\rightarrow 0}r^{\gamma}u=A. When Q>Q2,Q>Q_{2}, M0M_{0} is a sink, and there exists an infinity of trajectories such that limrrγu=A\lim_{r\rightarrow\infty}r^{\gamma}u=A. When Q=Q2,Q=Q_{2}, M0M_{0} is a center, from For ε=1,\varepsilon=-1, M0M_{0} is defined for Q<Q1,Q<Q_{1}, it is a saddle-point. There exist two trajectories T1,T1\mathcal{T}_{1},\mathcal{T}_{1}^{\prime} converging at ,\infty, such that limrrγu=A\lim_{r\rightarrow\infty}r^{\gamma}u=A and two trajectories T2,\mathcal{T}_{2}, T2,\mathcal{T}_{2}^{\prime}, converging at 0,0, such that limr0rγu=A.\lim_{r\rightarrow 0}r^{\gamma}u=A.

3 Global study

System (Mscal)(M_{scal}) has no limit cycle for QQ2Q\neq Q_{2}. It is evident when ε=1.\varepsilon=-1. When ε=1,\varepsilon=1, as noticed in , it comes from the Dulac’s theorem: setting Xt=f(X,Z),Zt=g(X,Z),X_{t}=f(X,Z),\quad Z_{t}=g(X,Z), and

then M=KBM=KB with K=(Q2Q)γ(Np)/p,K=(Q_{2}-Q)\gamma(N-p)/p, thus MM has no zero for QQ2.Q\neq Q_{2}.

Then from the Poincaré-Bendixson theorem, any trajectory bounded near ±\pm\infty converges to one of the fixed points. Thus we find again global results:

\bullet Equation with source (ε=1)\left(\varepsilon=1\right). If Q<Q1,Q<Q_{1}, there is no G.S.: the regular trajectory T\mathcal{T} issued from N0N_{0} cannot converge to a fixed point. Then XX tends to \infty and the regular solutions uu are changing sign, there is no G.S..

If Q1<Q<Q2,Q_{1}<Q<Q_{2}, the regular trajectory T\mathcal{T} cannot converge to M0;M_{0}; if it converges to A0,A_{0}, it is the unique trajectory converging to A0A_{0}; the set delimitated by T\mathcal{T} and X=0,Z=0X=0,Z=0 is invariant, thus it contains M0;M_{0}; and the trajectories issued from M0M_{0} cannot converge to a fixed point, which is contradictory. then again XX tends to \infty on T\mathcal{T} and the regular solutions uu are changing sign.. The trajectory ending at A0A_{0} converges to M0M_{0} at ;-\infty; then there exist solutions u>0u>0 such that limr0rγu=A\lim_{r\rightarrow 0}r^{\gamma}u=A and limr0\lim_{r\rightarrow 0} rNpp1u=α>0.r^{\frac{N-p}{p-1}}u=\alpha>0.

If Q>Q2,Q>Q_{2}, the only singular solution at is u0,u_{0}, and the regular solutions are G.S., with limrrγu=A.\lim_{r\rightarrow\infty}r^{\gamma}u=A. Indeed M0M_{0} is a sink; the trajectory ending at A0A_{0} cannot converge to N0N_{0} at -\infty, thus XX converges to 0,0, and ZZ converges to ,\infty, then uu cannot be positive on (0,).(0,\infty).The trajectory issued from N0N_{0} converges to M0.M_{0}.

\bullet Equation with absorption (ε=1)\left(\varepsilon=-1\right). If Q>Q1,Q>Q_{1}, all the solutions uu defined near are regular; indeed the trajectories cannot converge to a fixed point.

If Q<Q1,Q<Q_{1}, we find again easily a well known result: there exists a positive solution u1,u_{1}, unique up to a scaling, such that limr0rNpp1u1=α>0,\lim_{r\rightarrow 0}r^{\frac{N-p}{p-1}}u_{1}=\alpha>0, and limrrγu1=A.\lim_{r\rightarrow\infty}r^{\gamma}u_{1}=A. Indeed the eigenvalues at M0M_{0} satisfy λ1<0<λ2\lambda_{1}<0<\lambda_{2}. There are two trajectories T1,T1\mathcal{T}_{1},\mathcal{T}_{1}^{\prime} associated to λ1,\lambda_{1}, and the eigenvector (X0+λ1,X0p1).(X_{0}+\left|\lambda_{1}\right|,-\frac{X_{0}}{p-1}). The trajectory T1\mathcal{T}_{1} satisfies Xt>0>ZtX_{t}>0>Z_{t} near ,\infty, and X>Npp1,X>\frac{N-p}{p-1}, since Z0<0,Z_{0}<0, and XX cannot take the value Npp1\frac{N-p}{p-1} because at such a point Xt<0;X_{t}<0; then Npp1<X<X0\frac{N-p}{p-1}<X<X_{0} and Xt>0X_{t}>0 as long as it is defined; similarly Z0<Z<0Z_{0}<Z<0 and Zt<0;Z_{t}<0; then T1\mathcal{T}_{1} converge to a fixed point, necessarily A0,A_{0}, showing the existence of u1.u_{1}. The trajectory T1\mathcal{T}_{1}^{\prime} corresponds to solutions uu such that limrrγu=A\lim_{r\rightarrow\infty}r^{\gamma}u=A and limrRu=\lim_{r\rightarrow R}u=\infty for some R>0.R>0. There are two trajectories T2,\mathcal{T}_{2}, T2,\mathcal{T}_{2}^{\prime}, associated to λ2,\lambda_{2}, defining solutions uu such that limr0rγu=A\lim_{r\rightarrow 0}r^{\gamma}u=A and changing sign, or with a minimum point and limrRu=\lim_{r\rightarrow R}u=\infty for some R>0.R>0. The regular trajectory starts from N0N_{0} in the 2nd2^{nd} quadrant, it cannot converge to a fixed point, then limrRu=\lim_{r\rightarrow R}u=\infty for some R>0.R>0.

\bullet Critical case Q=Q2:Q=Q_{2}: it is remarkable that system (Mscal)(M_{scal}) admits another invariant line, namely A0N0,A_{0}N_{0}, given by

It precisely corresponds to well-known solutions of the two equations

where K2=cQp+1(N+a)1((Np)/(p1))1p.K^{2}=c^{Q-p+1}(N+a)^{-1}\left((N-p)/(p-1)\right)^{1-p}.

The global results have been obtained without using energy functions. The study of was based on a reduction of type of Remark 2.2, using an energy function linked to the new unknown. Other energy functions are well-known, of Pohozaev type:

with σ=Npp,\sigma=\frac{N-p}{p}, satisfying Fσ(r)=rN1+a(N+aQ+1Npp)uQ+1,\mathcal{F}_{\sigma}^{\prime}(r)=r^{N-1+a}\left(\frac{N+a}{Q+1}-\frac{N-p}{p}\right)\left|u\right|^{Q+1}, or with σ=N+aQ+1\sigma=\frac{N+a}{Q+1}, leading to Fσ(r)=rN1(N+aQ+1Npp)up.\mathcal{F}_{\sigma}^{\prime}(r)=r^{N-1}\left(\frac{N+a}{Q+1}-\frac{N-p}{p}\right)\left|u^{\prime}\right|^{p}. In the critical case Q=Q2Q=Q_{2}, all these functions coincide and they are constant, in other words system (Mscal)(M_{scal}) has a first integral. We find again the line (3.3): the G.S. are the functions of energy 0.0.

Local study of system (S)𝑆(S)

In all the sequel we study the system with source terms: (G)=(S)(G)=(S). Assumption (1.5) is the most interesting case for studying the existence of the G.S.

We first study the local behaviour of nonnegative solutions (u,v)(u,v) defined near or near .\infty. It is well known that any solution (u,v)(u,v) positive on some interval (0,R)\left(0,R\right) satisfies u,v<0u^{\prime},v^{\prime}<0 on (0,R).\left(0,R\right). Any solution (u,v)(u,v) positive on (R,),(R,\infty), satisfies u,v<0u^{\prime},v^{\prime}<0 near .\infty. We are reduced to study the system in the region R\mathcal{R} where X,Y,Z,W>0,X,Y,Z,W>0, and consider the fixed points in Rˉ.\mathcal{\bar{R}}. Then

and (X,Y,Z,W)X,Y,Z,W) is a solution of system (M)(M) in R\mathcal{R} if and only if (u,v)(u,v) defined by

is a positive solution with u,v<0.u^{\prime},v^{\prime}<0. Among the fixed points, the point M0M_{0} defined at (2.6) lies in R\mathcal{R} if and only if

The local study of the system near M0M_{0} appears to be tricky, see Remark 4.2. A main difference with the scalar case is that there always exist a trajectory converging to M0M_{0} at ±:\pm\infty:

(Point M0)M_{0}) Assume that (4.3) holds. Then there exist trajectories converging to M0M_{0} as rr\rightarrow ,\infty, and then solutions (u,v)(u,v) being defined near ,\infty, such that

There exist trajectories converging to M0M_{0} as r0r\rightarrow 0, and thus solutions (u,v)(u,v) being defined near such that

The eigenvalues are the roots λ1,λ2,λ3,λ4,\lambda_{1},\lambda_{2},\lambda_{3},\lambda_{4}, of equation

From (1.5) we have H>0,H>0, then λ1λ2λ3λ4<0.\lambda_{1}\lambda_{2}\lambda_{3}\lambda_{4}<0. There exist two real roots λ3<0<λ4,\lambda_{3}<0<\lambda_{4}, and two roots λ1,λ2\lambda_{1},\lambda_{2}, real with λ1λ2>0\lambda_{1}\lambda_{2}>0, or complex. Therefore there exists at least one trajectory converging to M0M_{0} at \infty and another one at .-\infty. Then (4.4) and (4.5) follow from (4.2). Moreover the convergence is monotone for X,Y,Z,W.X,Y,Z,W.

There exist imaginary roots, namely Reλ1=Reλ2=0,\operatorname{Re}\lambda_{1}=\operatorname{Re}\lambda_{2}=0, if and only if there exists c>0c>0 such that f(ci)=0,f(ci)=0, that means Ec2G=0,Ec^{2}-G=0, and c4Fc2H=0,c^{4}-Fc^{2}-H=0, equivalently

(i) either Z0=X0Z_{0}=X_{0} and W0=Y0,W_{0}=Y_{0}, i.e.

in other words (δ,μ)=(q(N(p1s)+p(1s+a))p(Nq),p(N(q1m)+q(1m+b))q(Np)).\vskip6.0ptplus2.0ptminus2.0pt(\delta,\mu)=(\frac{q\left(N(p-1-s)+p(1-s+a\right))}{p(N-q)},\frac{p\left(N(q-1-m)+q(1-m+b\right))}{q(N-p)}).\vskip 6.0pt plus 2.0pt minus 2.0pt

(ii) or (p1s)(q1m)>0(p-1-s)(q-1-m)>0 and (γ,ξ)\left(\gamma,\xi\right) satisfies

This gives in general 0,1 or 2 values of (γ,ξ)\left(\gamma,\xi\right). For example, in the case mq1=sp11,\frac{m}{q-1}=\frac{s}{p-1}\neq 1, and (p2)(q2)>0(p-2)(q-2)>0 and N>pqpqp+q2N>\frac{pq-p-q}{p+q-2} we find another value, different from the one of (4.7) for pq:p\neq q:

Moreover the computation shows that it can exist imaginary roots with E,G0.E,G\neq 0.

In the case p=q=2p=q=2 and s=ms=m the situation is interesting:

Assume p=q=2p=q=2 and s=m<NN2,s=m<\frac{N}{N-2}, with δ+1s>0,μ+1s>0.\delta+1-s>0,\mu+1-s>0. In the plane (δ,μ),(\delta,\mu), let Hs\mathcal{H}_{s} be the hyperbola of equation

equivalently γ+ξ=N2.\gamma+\xi=N-2. Then Hs\mathcal{H}_{s} is contained in the set of points (δ,μ)(\delta,\mu) for which the linearized system at M0M_{0} has imaginary roots, and equal when s1s\leqq 1.

Proof. The assumption D>0D>0 imply δ+1s>0\delta+1-s>0 and μ+1s>0\mu+1-s>0; condition E=G=0E=G=0 implies s<N/(N2)s<N/(N-2) and reduces to condition (4.10). Moreover if s1,s\leqq 1, all the cases are covered. Indeed 2G=(s1)E[Y0Z0+X0W0],2G=(s-1)E\left[Y_{0}Z_{0}+X_{0}W_{0}\right], hence GE0.\vskip6.0ptplus2.0ptminus2.0ptGE\leqq 0.\vskip 6.0pt plus 2.0pt minus 2.0pt

Next we give a summary of the local existence results obtained by linearization around the other fixed points of system (M)(M) proved in Section 10. Recall that tt\rightarrow-\infty as r0r\rightarrow 0 and tt\rightarrow\infty as r.r\rightarrow\infty.

(Point N0)N_{0}) A solution (u,v)(u,v) is regular if and only if the corresponding trajectory converges to N0N_{0} when r0r\rightarrow 0. For any u0,v0>0,u_{0},v_{0}>0, there exists a unique local regular solution (u,v)(u,v) with initial data (u0,v0).\vskip6.0ptplus2.0ptminus2.0pt(u_{0},v_{0}).\vskip 6.0pt plus 2.0pt minus 2.0pt

(Point A0)A_{0}) If sNpp1+δNqq1>N+as\frac{N-p}{p-1}+\delta\frac{N-q}{q-1}>N+a and μNpp1+mNqq1>N+b,\mu\frac{N-p}{p-1}+m\frac{N-q}{q-1}>N+b, there exist (admissible) trajectories converging to A0A_{0} when rr\rightarrow\infty. If sNpp1+δNqq1<N+as\frac{N-p}{p-1}+\delta\frac{N-q}{q-1}<N+a and μNpp1+mNqq1<N+b,\mu\frac{N-p}{p-1}+m\frac{N-q}{q-1}<N+b, the same happens when r0r\rightarrow 0. In any case

If sNpp1+δNqq1<N+as\frac{N-p}{p-1}+\delta\frac{N-q}{q-1}<N+a or μNpp1+mNqq1<N+b,\mu\frac{N-p}{p-1}+m\frac{N-q}{q-1}<N+b, there exists no trajectory converging when r;r\rightarrow\infty; if sNpp1+δNqq1>N+as\frac{N-p}{p-1}+\delta\frac{N-q}{q-1}>N+a or μNpp1+mNqq1>N+b,\mu\frac{N-p}{p-1}+m\frac{N-q}{q-1}>N+b, there exists no trajectory converging when r0.r\rightarrow 0.

(Point P0)P_{0}) 1) Assume that q>m+1q>m+1 and q+b<Npp1μ<N+bmNqq1.q+b<\frac{N-p}{p-1}\mu<N+b-m\frac{N-q}{q-1}. If γ<Npp1\gamma<\frac{N-p}{p-1} there exist trajectories converging to P0P_{0} when rr\rightarrow\infty (and not when r0).r\rightarrow 0). If γ>Npp1\gamma>\frac{N-p}{p-1} the same happens when r0r\rightarrow 0 (and not when r).r\rightarrow\infty).

2) Assume that q<m+1q<m+1 and q+b>Npp1μ>N+bmNqq1q+b>\frac{N-p}{p-1}\mu>N+b-m\frac{N-q}{q-1} and qNpp1μ+m(Nq)N(q1)+(b+1)q.q\frac{N-p}{p-1}\mu+m(N-q)\neq N(q-1)+(b+1)q. If γ<Npp1\gamma<\frac{N-p}{p-1} there exist trajectories converging to P0P_{0} when r0r\rightarrow 0 (and not when r).r\rightarrow\infty). If γ>Npp1\gamma>\frac{N-p}{p-1} there exist trajectories converging when rr\rightarrow \infty (and not when when rr\rightarrow 0).0).

In any case, setting κ=1q1m(Npp1μ(q+b)),\kappa=\frac{1}{q-1-m}(\frac{N-p}{p-1}\mu-(q+b)), there holds

This result improves the results of existence obtained by the fixed point theorem in in the case of system (RP)(RP) with p=q=2,a=0,N=3,p=q=2,a=0,N=3, 2s+m3.2s+m\neq 3. The proof is quite simpler..

(Point I0)I_{0}) If Npp1s>N+a\frac{N-p}{p-1}s>N+a and Nqq1μ>N+b,\frac{N-q}{q-1}\mu>N+b, there exist trajectories converging to I0I_{0} when r,r\rightarrow\infty, and then

For any s,m0,s,m\geqq 0, there is no trajectory converging when rr\rightarrow 0.\vskip6.0ptplus2.0ptminus2.0pt0.\vskip 6.0pt plus 2.0pt minus 2.0pt

(Point G0)G_{0}) Suppose Npp1μ<N+b.\frac{N-p}{p-1}\mu<N+b. If q+b<Npp1μq+b<\frac{N-p}{p-1}\mu and N+a<Npp1s,N+a<\frac{N-p}{p-1}s, there exist trajectories converging to G0G_{0} when rr\rightarrow .\infty. If Npp1μ<q+b\frac{N-p}{p-1}\mu<q+b and Npp1s<N+a,\frac{N-p}{p-1}s<N+a, the same happens when r0r\rightarrow 0. In any case

(Point C0)C_{0}) Suppose N+b<Nqq1mN+b<\frac{N-q}{q-1}m (hence q<m+1)q<m+1) with mN(q1)+(b+1)qNq,m\neq\frac{N(q-1)+(b+1)q}{N-q}, and δ>(N+a)(m+1q)q+b\delta>\frac{(N+a)(m+1-q)}{q+b}. Then there exist trajectories converging to C0C_{0} when rr\rightarrow \infty (and not when rr\rightarrow 0),0), and then

(Point R0)R_{0}) Assume that N+b<Nqq1mN+b<\frac{N-q}{q-1}m (hence q<m+1)q<m+1) with mN(q1)+b+bqNq,m\neq\frac{N(q-1)+b+bq}{N-q}, and δ<(N+a)(m+1q)q+b.\delta<\frac{(N+a)(m+1-q)}{q+b}. If (p+a)(m+1q)q+b<δ,\frac{(p+a)(m+1-q)}{q+b}<\delta, there exist trajectories converging to R0R_{0} when rr\rightarrow\infty (and not when r0)r\rightarrow 0). If δ<(p+a)(m+1q)q+b,\delta<\frac{(p+a)(m+1-q)}{q+b}, there exist trajectories converging when r0r\rightarrow 0 (and not when r)r\rightarrow\infty), and then (4.15) holds again.

We obtain similar results of convergence to the points Q0,J0,H0,D0,S0Q_{0},J_{0},H_{0},D_{0},S_{0} by exchanging p,δ,s,ap,\delta,s,a and q,μ,m,bq,\mu,m,b. There is no admissible trajectory converginf to 0,K0,L0,0,K_{0},L_{0}, see Remark 10.1.

Global results for system (S)𝑆(S)

We are concerned by the existence of global positive solutions. First we find again easily some known results by using our dynamical approach.

Assume that system (S)(S) admits a positive solution (u,v)(u,v) in (0,).(0,\infty). Then the corresponding solution (X,Y,Z,W)(X,Y,Z,W) of system (M)(M) stays in the box

where C1=(N+a)(Npp1)p1,C2=(N+b)(Nqq1)q1,C_{1}=(N+a)(\frac{N-p}{p-1})^{p-1},C_{2}=(N+b)(\frac{N-q}{q-1})^{q-1}, and

As a consequence if sp1s\leqq p-1 or mq1,m\leqq q-1, we have

with K1=C1(q1m)/DC2δ/D,K2=C1μ/DC2(p1s)/D.K_{1}=C_{1}^{(q-1-m)/D}C_{2}^{\delta/D},K_{2}=C_{1}^{\mu/D}C_{2}^{(p-1-s)/D}.

To any (x,y)B(0,ρ)\{0}(x,y)\in B(0,\rho)\backslash\left\{0\right\} we associate the unique trajectory Tx,y\mathcal{T}_{x,y} in Vu\mathcal{V}_{u} going through this point. If TT^{\ast} is the maximal interval of existence of a solution on Tx,y\mathcal{T}_{x,y}, then limtT(X(t)+Y(t))=.\lim_{t\rightarrow T^{\ast}}(X(t)+Y(t))=\infty. Indeed Z,Z, and WW satisfy 0<Z<N+a,0<Z<N+a, 0<W<N+b0<W<N+b as long as the solution exists, because at a time TT where Z(T)=N+a,Z(T)=N+a, we have Zt<0.Z_{t}<0. If there exists a first time TT such that X(T)=Npp1X(T)=\frac{N-p}{p-1} or Y(T)=Nqq1,Y(T)=\frac{N-q}{q-1}, then T<T.T<T^{\ast}. We consider the open rectangle N\mathcal{N} of submits

Let U={(x,y)B(0,ρ):x,y>0}\mathcal{U}=\left\{(x,y)\in B(0,\rho):x,y>0\right\}; then U=S1S2S3S,\mathcal{U=S}_{1}\cup\mathcal{S}_{2}\cup\mathcal{S}_{3}\cup\mathcal{S}, where

Any element of S\mathcal{S} defines a G.S. Assume s<N(p1)+p+paNp.s<\frac{N(p-1)+p+pa}{N-p}. Let us show that S1\mathcal{S}_{1} is nonempty. Consider the trajectory Txˉ,0\mathcal{T}_{\bar{x},0} on Vu\mathcal{V}_{u} associated to (xˉ,0),(\bar{x},0), with xˉ(0,ρ),\bar{x}\in\left(0,\rho\right), going through Mˉ=(xˉ,0,\bar{M}=(\bar{x},0, φ(xˉ,0),ψ(xˉ,0));\varphi(\bar{x},0),\psi(\bar{x},0)); it is not admissible for our problem, since it is in the hyperplane Y=0Y=0: it satisfies the system

which is not completely coupled. The two equations in X,ZX,Z corresponds to the equation

The regular solutions of (5.6) are changing sign, since ss is subcritical, see Section 3. Consider the solution (Xˉ,Yˉ,Zˉ,Wˉ)(\bar{X},\bar{Y},\bar{Z},\bar{W}) of system (M),(M), of trajectory Txˉ,0\mathcal{T}_{\bar{x},0}, going through Mˉ\bar{M} at time 0;0; it satisfies Yˉ=0,\bar{Y}=0, and Xˉ(t)>0,\bar{X}(t)>0, Zˉ(t)>0\bar{Z}(t)>0 tend to \infty in finite time TT^{\ast}, then for any given CNpp1,C\geqq\frac{N-p}{p-1}, there exist a first time T<TT<T^{\ast} such that Xˉ(T)=C\bar{X}(T)=C, and Yˉ(T)=0\bar{Y}(T)=0. We have limtWˉ=N+b,\lim_{t\rightarrow-\infty}\bar{W}=N+b, and necessarily 0<Wˉ<N+b,0<\bar{W}<N+b, in particular 0<Wˉ(T)<N+b;0<\bar{W}(T)<N+b; and Wˉt\bar{W}_{t} is bounded on (,T),\left(-\infty,T^{\ast}\right), then Wˉ\bar{W} has a finite limit at T^{\ast}.\ The field at time TT is transverse to the hyperplane X=Npp1X=\frac{N-p}{p-1}: we have XˉtCZ(T)p1>0,\bar{X}_{t}\geqq C\frac{Z(T)}{p-1}>0, since Zˉ(T)>0\bar{Z}(T)>0. From the continuous dependance of the initial data at time 0,0, for any ε>0,\varepsilon>0, there exists η>0\eta>0 such that for any (x,y)B((xˉ,0),η)(x,y)\in B((\bar{x},0),\eta) and for any (X,Y,Z,W)(X,Y,Z,W) on Tx,y,\mathcal{T}_{x,y}, there exists a first time TεT_{\varepsilon} such that X(Tε)=C,X(T_{\varepsilon})=C, and Y(t)ε\left|Y(t)\right|\leqq\varepsilon for any tTεt\leqq T_{\varepsilon}, in particular for any (x,y)(x,y) B((xˉ,0),η)\in B((\bar{x},0),\eta) with y>0,y>0, and then 0<Y(t)ε0<Y(t)\leqq\varepsilon for any tTε.t\leqq T_{\varepsilon}. Let us take C=Npp1.C=\frac{N-p}{p-1}. Then (x,y)(x,y)\in S1\mathcal{S}_{1}. The same arguments imply that S1\mathcal{S}_{1} is open. Similarly assuming m<N(q1)+q+qbNqm<\frac{N(q-1)+q+qb}{N-q} implies that S2\mathcal{S}_{2} is nonempty and open. By connexity S\mathcal{S} is empty if and only if S3\mathcal{S}_{3} is nonempty.

(ii) Here the difficulty is due to the fact that the zeros of u,vu,v correspond to infinite limits for X,Y,X,Y, and then the argument of continuous dependance is no more available. We can write U=M1M2M3S,\mathcal{U=M}_{1}\cup\mathcal{M}_{2}\cup\mathcal{M}_{3}\cup\mathcal{S}, where

In other words, M1\mathcal{M}_{1} is the set of (x,y)U(x,y)\in\mathcal{U} such that for any (X,Y,Z,W)(X,Y,Z,W) on Tx,y,\mathcal{T}_{x,y}, there exists a TT^{\ast} such that limtTX(t))=,\lim_{t\rightarrow T^{\ast}}X(t))=\infty, and Y(t)Y(t) stays bounded on (,T),\left(-\infty,T^{\ast}\right), that means the set of (x,y)U(x,y)\in\mathcal{U} such that for any solution (u,v)(u,v) corresponding to Tx,y,\mathcal{T}_{x,y}, uu vanishes before v;v; similarly for M2.\mathcal{M}_{2}. Otherwise M3\mathcal{M}_{3} is the set of (x,y)U(x,y)\in\mathcal{U} such that there exists a TT^{\ast} such that limtTX(t)=limtTY(t)=,\lim_{t\rightarrow T^{\ast}}X(t)=\lim_{t\rightarrow T^{\ast}}Y(t)=\infty, that means (u,v)(u,v) vanish at the same R=eTR^{\ast}=e^{T^{\ast}}. In that case, from the Höpf Lemma, limrRu(rR)u=1,\lim_{r\rightarrow R}\frac{u^{\prime}}{(r-R)u}=1, then limtTXY=1.\lim_{t\rightarrow T^{\ast}}\frac{X}{Y}=1.

We are lead to show that M1\mathcal{M}_{1} is nonempty and open for s<N(p1)+p+paNps<\frac{N(p-1)+p+pa}{N-p}. We consider again the trajectory Tˉ\mathcal{\bar{T}} and take CC large enough: C=2(Npp1+N+bq1).C=2(\frac{N-p}{p-1}+\frac{N+\left|b\right|}{q-1}). Let ε(0,C2).\varepsilon\in\left(0,\frac{C}{2}\right). For any (x,y)B((xˉ,0),η)(x,y)\in B((\bar{x},0),\eta) with y>0,y>0, and any (X,Y,Z,W)(X,Y,Z,W) on Tx,y,\mathcal{T}_{x,y}, there is a first time TεT_{\varepsilon} such that X(Tε)=C,X(T_{\varepsilon})=C, and 0<Y(t)ε0<Y(t)\leqq\varepsilon for any tTε.t\leqq T_{\varepsilon}. And XX is increasing and XtX(XC),X_{t}\geqq X(X-C), thus there exists TT^{\ast} such that limtTX(t)=.\lim_{t\rightarrow T^{\ast}}X(t)=\infty. Setting φ=X/Y,\varphi=X/Y, we find

then φt(Tε)>0\varphi_{t}(T_{\varepsilon})>0. Let θ=sup{t>Tε:φt>0};\theta=\sup\left\{t>T_{\varepsilon}:\varphi_{t}>0\right\}; suppose that θ\theta is finite; then φ(θ)>φ(Tε)=C/ε>2\varphi(\theta)>\varphi\left(T_{\varepsilon}\right)=C/\varepsilon>2 and X(θ)Y(θ)+C<X(θ)/2+C,X\left(\theta\right)\leqq Y\left(\theta\right)+C<X\left(\theta\right)/2+C, which is contradictory. Then φ\varphi is increasing up to T;T^{\ast}; if limtTY(t)=,\lim_{t\rightarrow T^{\ast}}Y(t)=\infty, then limtTφ=1,\lim_{t\rightarrow T^{\ast}}\varphi=1, which is impossible. Then (x,y)M1,(x,y)\in\mathcal{M}_{1}, thus M1\mathcal{M}_{1} is nonempty. In the same way M1\mathcal{M}_{1} is open. Indeed for any (xˉ,yˉ)M1(\bar{x},\bar{y})\in\mathcal{M}_{1} there exists M>0M>0 such that 0<Yˉ(t)M/20<\bar{Y}(t)\leqq M/2 on Txˉ,yˉ\mathcal{T}_{\bar{x},\bar{y}}. To conclude we argue as above, with (xˉ,0)(\bar{x},0) replaced by (xˉ,yˉ),(\bar{x},\bar{y}), and CC replaced by C+M.C+M.

Proof of Proposition 1.2. Assume sN(p1)+p+paNp.s\geqq\frac{N(p-1)+p+pa}{N-p}. Consider the Pohozaev type function

From our assumption, F\mathcal{F} is decreasing, and Z>0,Z>0, thus X<Npp1.X<\frac{N-p}{p-1}. Then S1,S3\mathcal{S}_{1},\mathcal{S}_{3} are empty. If moreover mN(q1)+q+qbNqm\geqq\frac{N(q-1)+q+qb}{N-q} then S2\mathcal{S}_{2} is empty, therefore S=U.\mathcal{S}=\mathcal{U}.

Let us only assume that sN(p1)+p+paNp.s\geqq\frac{N(p-1)+p+pa}{N-p}. If one function has a first zero, it is vv. Indeed if there exists a first value RR where u(R)=0,u(R)=0, and v(r)>0v(r)>0 on [0,R),\left[0,R\right), then F(R)=RNpu(R)p>0.\mathcal{F}(R)=\frac{R^{N}}{p^{\prime}}\left|u^{\prime}(R)\right|^{p}>0.

As a first consequence we obtain existence results for the Dirichlet problem. It solves an open problem in the case s>p1s>p-1 or m>q1,m>q-1, and extends some former results of and . Our proof, based on the shooting method differs from the proof of , based on degree theory and blow-up technique. Our results extend the ones of [3, Theorem 2.2] relative to the case p=q=2,p=q=2, obtained by studying the equation satisfied by a suitable function of u,v.u,v.

system (S)(S) admits no G.S. and then there is a radial solution of the Dirichlet problem in a ball in any of the following cases:

(i) p<s+1,q<m+1,p<s+1,q<m+1, and min(sNpp1+Nqq1δ(N+a),Npp1μ+mNqq1(N+b))0;\min(s\frac{N-p}{p-1}+\frac{N-q}{q-1}\delta-(N+a),\frac{N-p}{p-1}\mu+m\frac{N-q}{q-1}-(N+b))\leqq 0;

(ii) p<s+1,p<s+1, q>m+1q>m+1 and sNpp1+Nqq1δ(N+a)0s\frac{N-p}{p-1}+\frac{N-q}{q-1}\delta-(N+a)\leqq 0 or γNpp1>0;\gamma-\frac{N-p}{p-1}>0;

(iii) p>s+1,q>m+1p>s+1,q>m+1 and max(γNpp1,ξNqq1)0;\max(\gamma-\frac{N-p}{p-1},\xi-\frac{N-q}{q-1})\geqq 0;

(iv) ps+1,qm+1p\geqq s+1,q\geqq m+1 and max(γNpp1,ξNqq1)>0.\max(\gamma-\frac{N-p}{p-1},\xi-\frac{N-q}{q-1})>0.

Proof. From Theorem 1.1, we are reduced to prove the nonexistence of G.S.

(i) Assume p<s+1,p<s+1, and sNpp1+Nqq1δ(N+a)<0.s\frac{N-p}{p-1}+\frac{N-q}{q-1}\delta-(N+a)<0. We have ΔpuCraNqq1δus-\Delta_{p}u\geqq Cr^{a-\frac{N-q}{q-1}\delta}u^{s} for large r.r. From [6, Theorem 3.1], we find u=O(r(p+aNqq1δ)/(s+1p))u=O(r^{-(p+a-\frac{N-q}{q-1}\delta)/(s+1-p)}), and then sNpp1+Nqq1δ(N+a)0,s\frac{N-p}{p-1}+\frac{N-q}{q-1}\delta-(N+a)\geqq 0, from (5.4), which contradicts our assumption. In case of equality, we find ΔpuCrN-\Delta_{p}u\geqq Cr^{-N} for large r,r, which is impossible. Then there exists no G.S. This improves ythe result of where the minimum is replaced by a maximum.

(ii) Assume p<s+1,p<s+1, q>m+1q>m+1 and γNpp1>0;\gamma-\frac{N-p}{p-1}>0; then u=O(rγ),u=O(r^{-\gamma}), which contradicts (5.4). If γNpp1=0,\gamma-\frac{N-p}{p-1}=0, then limrNpp1u=α>0,\lim r^{\frac{N-p}{p-1}}u=\alpha>0, and ξ>Nqq1.\xi>\frac{N-q}{q-1}. Hence ΔqvCrbNpp1μvm-\Delta_{q}v\geqq Cr^{b-\frac{N-p}{p-1}\mu}v^{m} for large r,r, then vCr(q+bNpp1δ)/(q1m)=Crξ.v\geqq Cr^{(q+b-\frac{N-p}{p-1}\delta)/(q-1-m)}=Cr^{-\xi}. There exists C1>0C_{1}>0 such that C1C_{1}\leqq rξv2C1r^{\xi}v\leqq 2C_{1} for large r,r, from [6, Theorem 3.1] and (5.5), then ΔpuCrN-\Delta_{p}u\geqq Cr^{-N} for some C>0,C>0, which is again contradictory.

(iii) (iv) The nonexistence of G.S is obtained by extension of the proof of to the case a,b0.a,b\neq 0. Moreover (iii) implies the nonexistence of positive solution (u,v)(u,v), radial or not, in any exterior domain (R,)×(R,),R>0(R,\infty)\times(R,\infty),R>0 from .

Assume (4.3) with p=q=2.p=q=2. If δ+sN+2+2aN2\delta+s\geqq\frac{N+2+2a}{N-2} and μ+mN+2+2bN2,\mu+m\geqq\frac{N+2+2b}{N-2}, then system (S)(S) admits a G.S.

Proof. It was shown in , by the moving spheres method that the Dirichlet problem has no radial or nonradial solution. Then Theorem 1.1 applies again.

We aso extend and improve a result of nonexistence of for the case p=q=2,a=0,s>1p=q=2,a=0,s>1:

Assume s+1>ps+1>p or γ>Npp,\gamma>\frac{N-p}{p}, and

Then system (S)(S) admits no G.S.G.S. and then there is a solution of the Dirichlet problem. The same happens by exchanging p,s,δ,a,γp,s,\delta,a,\gamma with q,m,μ,b,ξ.q,m,\mu,b,\xi.

Proof. Consider the function F\mathcal{F} defined at (5.7). Suppose that there exists a G.S. Then from (5.1) and (5.9) we find

From (5.8), we deduce that F\mathcal{F} is nondecreasing. First suppose s+1>p.s+1>p. From (5.3) and (5.4),it follows that u=O(rk)u=O(r^{-k}) at ,\infty, with k=(p+aδNqq1)/(sp+1).k=(p+a-\delta\frac{N-q}{q-1})/(s-p+1). In turn rNpup=O(r(Np)kp)=o(1)r^{N-p}u^{p}=O(r^{(N-p)-kp})=o(1) from (5.9), then F(r)=o(1)\mathcal{F}(r)=o(1) near .\infty. Next assume s+1ps+1\leqq p and γ>Npp\gamma>\frac{N-p}{p}. Then rNpup=O(rNpγp),r^{N-p}u^{p}=O(r^{N-p-\gamma p}), hence F(r)=o(1)\mathcal{F}(r)=o(1) near \infty. In any case we get a contradiction.

The Hamiltonian system

where p=q=2<N,p=q=2<N, s=m=0,s=m=0, a>b>2,a>b>-2, and D=δμ1>0.D=\delta\mu-1>0. For this case we find

The particular solution (u0(r),v0(r))=(Arγ,Brξ)u_{0}(r),v_{0}(r))=(Ar^{-\gamma},Br^{-\xi}) exists for 0<γ<N2,0<\gamma<N-2, 0<ξ<N2.0<\xi<N-2. Here X,Y,Z,WX,Y,Z,W are defined by

This system has a Pohozaev type function, well known at least in the case a=b=0a=b=0, given at (1.7):

It can also be found by a direct computation, and EH\mathcal{E}_{H} satisfies

We define the critical case as the case where (δ,μ)(\delta,\mu) lie on the hyperbola H0\mathcal{H}_{0} given by

In this case γ=\gamma= N+bμ+1,ξ=N+aδ+1,\frac{N+b}{\mu+1},\xi=\frac{N+a}{\delta+1}, and EH(r)0\mathcal{E}_{H}^{\prime}(r)\equiv 0. It corresponds to the existence of a first integral of system (M),(M), which can also be expressed in the variables U=rγu,=r^{\gamma}u,V=rξv=r^{\xi}v of Remark 2.2:

The supercritical case is defined as the case where (δ,μ)(\delta,\mu) is above H,\mathcal{H}, equivalently γ+ξ<N2\gamma+\xi<N-2 and the subcritical case corresponds to (δ,μ)(\delta,\mu) under H\mathcal{H}.

The energy EH,0\mathcal{E}_{H,0} of the particular solution associated to M0M_{0} is always negative, given by EH,0=D(μ+1)(δ+1)rN2γξX0Y0(Z0X0)(μ+1)/D(W0Y0)(δ+1)/D.\mathcal{E}_{H,0}=-\frac{D}{\left(\mu+1\right)(\delta+1)}r^{N-2-\gamma-\xi}X_{0}Y_{0}(Z_{0}X_{0})^{(\mu+1)/D}(W_{0}Y_{0})^{(\delta+1)/D}.

Next consider the critical and supercritical cases. When a=b=0,a=b=0, there exists no solution if Ω\Omega is starshaped, see . Here we show the existence of G.S. for general a,ba,b. The existence in the critical case with a=b=0a=b=0 was first obtained in , then in the supercritical case in , and uniqueness was proved in , . The proofs of are quite long due to regularity problems, when δ\delta or μ<1,\mu<1, which play no role in our quadratic system.

The particular case δ=μ\delta=\mu and a=ba=b is easy to treat. Indeed in that case u=vu=v is a solution of the scalar equation Δu+xauδ1u=0,\Delta u+\left|x\right|^{a}\left|u\right|^{\delta-1}u=0, for which the critical case is given by δ=(N+2+2a)/(N2).\delta=(N+2+2a)/(N-2). Moreover if system (SH)(SH) admits a G.S., or a solution of the Dirichlet problem in a ball, it satisfies u=v,u=v, from . Then we are completely reduced to the scalar case. In particular, in the critical case, the G.S. are given explicitely by: u=v=c(K+r(2+a))(2N)/(2+a),u=v=c(K+r^{(2+a)})^{(2-N)/(2+a)}, where K=cδ1/(N+a)(N2);K=c^{\delta-1}/(N+a)(N-2); in other words they satisfy (3.3) with X=YX=Y and Z=W,Z=W, i.e.

Near ,\infty, the G.S. is (obviously) symmetrical: it joins the points N0N_{0} and A0.A_{0}.

Consider the case δ=1,\delta=1, a=b=0,a=b=0, which is the case of the biharmonic equation

Recall that it is the only case where the conjecture (1.3) was completely proved by Lin in . In the critical case μ=(N+4)/(N4),\mu=(N+4)/(N-4), the G.S. are also given explicitely, see :

They satisfy the relation XY=NZ2X+N42N(NW)Y,XY=\frac{N-Z}{2}X+\frac{N-4}{2N}(N-W)Y, and moreover we find that they are on an hyperplane, of equation

Observe also that the G.S. is not symmetrical near \infty: uu behaves like r4Nr^{4-N} and vv behaves like r2N.r^{2-N}. The trajectory in the phase space joins the points N0N_{0} and Q0=(N4,N2,2,0).Q_{0}=(N-4,N-2,2,0).

Proof of Theorem 1.4. 1) Existence or nonexistence results:

\bullet In the supercritical or critical case we apply any of the two conditions of Theorem 1.1: Here EH(0)=0,\mathcal{E}_{H}(0)=0, and EH\mathcal{E}_{H} is nonincreasing; there does not exist solutions of (M)(M) such that at some time T,T, X(T)=Y(T)=N2X(T)=Y(T)=N-2, because at the time T,T,

since W>0,Z>0,W>0,Z>0, thus EH(eT)>0,\mathcal{E}_{H}(e^{T})>0, which is impossible. Otherwise there exists no solution of the Dirichlet problem in a ball B(0,R),B(0,R), because EH(R)=RNu(R)v(R)>0\mathcal{E}_{H}(R)=R^{N}u^{\prime}(R)v^{\prime}(R)>0 from the Höpf Lemma. Then there exists a G.S. The uniqueness is proved in .

\bullet In the subcritical case there is no radial G.S.: it would satisfy EH(0)=0,\mathcal{E}_{H}(0)=0, and EH\mathcal{E}_{H} is nondecreasing, EH(r)CrN2γξ\mathcal{E}_{H}(r)\leqq Cr^{N-2-\gamma-\xi} from (5.1), and γ+ξ>(N2),\gamma+\xi>(N-2), then limrEH(r)=0\lim_{r\rightarrow\infty}\mathcal{E}_{H}(r)=0. From Theorem 1.1, there exists a solution of the Dirichlet problem.

2) Behaviour of the G.S.G.S. in the critical case.

It is easy to see that the condition (1.6) implies μ>2+bN2\mu>\frac{2+b}{N-2} and δ>2+aN2,\delta>\frac{2+a}{N-2}, and that δN+aN2\delta\leqq\frac{N+a}{N-2} and μN+bN2\mu\leqq\frac{N+b}{N-2} cannot hold simultaneously. One can suppose that δ>N+aN2.\delta>\frac{N+a}{N-2}. Let T\mathcal{T} be the unique trajectory of the G.S.. Then EH(0)=0,\mathcal{E}_{H}(0)=0, thus T\mathcal{T} lies on the variety V\mathcal{V} of energy , defined by

From (5.2) T\mathcal{T} starts from the point N0,N_{0}, and from (5.1) T\mathcal{T} stays in

(i) Suppose that T\mathcal{T} converges to a fixed point of the system in Rˉ\mathcal{\bar{R}}. Then the only possible points are A0,P0,Q0A_{0},P_{0},Q_{0} which are effectively on V\mathcal{V}. Indeed I0,I_{0}, J0,G0,H0∉V.J_{0},G_{0},H_{0}\not\in\mathcal{V}. But Q0=((N2)δ(2+a),N2,N+a(N2)δ,0)∉RˉQ_{0}=((N-2)\delta-(2+a),N-2,N+a-(N-2)\delta,0)\not\in\mathcal{\bar{R}}, since δ>N+aN2\delta>\frac{N+a}{N-2}. And P0RˉP_{0}\in\mathcal{\bar{R}} if and only if μN+bN2\mu\leqq\frac{N+b}{N-2}.

If μ>N+bN2,\mu>\frac{N+b}{N-2}, then T\mathcal{T} converges to A0A_{0}. If μ<N+bN2,\mu<\frac{N+b}{N-2}, no trajectory converges to A0,A_{0}, from Proposition 4.5, thus T\mathcal{T} converges to P0P_{0}. If μN+bN2\mu\neq\frac{N+b}{N-2} the convergence is exponential, thus the behaviour of u,vu,v follows. If μ=N+bN2,\mu=\frac{N+b}{N-2}, then T\mathcal{T} converges converges to A0,=P0;A_{0,}=P_{0}; the eigenvalues given by (10.3) satisfy λ1=λ2=N2,\lambda_{1}=\lambda_{2}=N-2, λ3=N+aδ(N2)<0\lambda_{3}=N+a-\delta(N-2)<0 and λ4=0;\lambda_{4}=0; the projection of the trajectory on the hyperplane Y=N2Y=N-2 satisfies the system

which presents a saddle point at (N2,0)(N-2,0), thus the convergence of XX and ZZ is exponential, in particular we deduce the behaviour of u.u. The trajectory enters by the central variety of dimension 1,1, and by computation we deduce that Y(N2)=t1+O(t2+ε)Y-(N-2)=-t^{-1}+O(t^{-2+\varepsilon}) near ,\infty, and the behaviour of vv follows.

(ii) Let us show that T\mathcal{T} converges to a fixed point. We eliminate WW from (6.2) and we get a still quadratic system in (X,Y,Z):(X,Y,Z):

We have Xt0,X_{t}\geqq 0, and Yt0Y_{t}\geqq 0 near .-\infty. Suppose that XX has a maximum at t0t_{0} followed by a minimum at t1.t_{1}. At these times Xtt=XZtX_{tt}=XZ_{t} , thus we find Zt(t0)<0<Zt(t1).Z_{t}(t_{0})<0<Z_{t}(t_{1}). There exists t2(t0,t1)t_{2}\in\left(t_{0},t_{1}\right) such that Zt(t2)=0,Z_{t}(t_{2})=0, and t2t_{2} is a minimum. At this time Z(t2)=N+aδY(t2),Z(t_{2})=N+a-\delta Y(t_{2}), Ztt(t2)=δ(ZYt)(t2)Z_{tt}(t_{2})=-\delta(ZY_{t})(t_{2}) hence

and Xt(t2)<0,X_{t}(t_{2})<0, hence (X+Z)(t2)<N2,X+Z)(t_{2})<N-2, and

but X(t2)<X(t0)<δ(N2)(2+a),X(t_{2})<X(t_{0})<\delta(N-2)-(2+a), which is contradictory. Then XX has at most one extremum, which is a maximum, and then it has a limit in (0,N2]\left(0,N-2\right] at .\infty. In the same way, by symmetry, YY has at most one extremum, which is a maximum, and has a limit in (0,N2]\left(0,N-2\right] at .\infty. Then ZZ has at most one extremum, which is a minimum. Indeed at the points where Zt=0,Z_{t}=0, Ztt-Z_{tt} has the sign of YtY_{t}. Thus ZZ has a limit in [0,N+a)\left[0,N+a\right), similarly WW has a limit in [0,N+b).\vskip6.0ptplus2.0ptminus2.0pt\left[0,N+b\right).\vskip 6.0pt plus 2.0pt minus 2.0pt

Open problems: 1) For the case δ=μ,\delta=\mu, in the critical case it is well known that there exist solutions (u,v)(u,v) of system (SH)(SH) of the form (u,u),(u,u), such that rγur^{\gamma}u is periodic in t=lnr.t=\ln r. They correspond to a periodic trajectory for the scalar system (Mscal)(M_{scal}) with p=2,p=2, and it admits an infinity of such trajectories. If δμ,\delta\neq\mu, does there exist solutions (u,v)(u,v) such that (rγu,rξv)(r^{\gamma}u,r^{\xi}v) is periodic in t,t, in other words a periodic trajectory for system (MH)?\vskip6.0ptplus2.0ptminus2.0pt(MH)?\vskip 6.0pt plus 2.0pt minus 2.0pt

2) In the supercritical case, we cannot prove that the regular trajectory T\mathcal{T} converges to M0,M_{0}, that means limrrγu=A,\lim_{r\rightarrow\infty}r^{\gamma}u=A, limrrξv=B.\lim_{r\rightarrow\infty}r^{\xi}v=B. Here EH(0)=0,\mathcal{E}_{H}(0)=0, EH\mathcal{E}_{H} is nonincreasing, then EH\mathcal{E}_{H} is negative. The only fixed points of negative energy are M0,M_{0}, G0,H0,G_{0},H_{0}, but a G.S. satisfies (5.5), then it tends to (0,0)(0,0) at ,\infty, hence T\mathcal{T} cannot converge to G0G_{0} or H0H_{0} from Proposition 4.9; but we cannot prove that T\mathcal{T} converges to some fixed point.

A nonvariational system

Here we consider system (S)(S) with p=q=2,a=bp=q=2,a=b and s=m0.s=m\neq 0.

where D=δμ(1s)2D=\delta\mu-(1-s)^{2} >0.>0. In order to prove Theorem we can reduce the system to the case a=0,a=0, by changing NN into N^=2(N+a)2+a,\hat{N}=\frac{2(N+a)}{2+a}, from Remark 2.4; thus we assume a=0a=0 in this Section. Here

We have chosen this system because it is not variational, and different hyperbolas in the plane (δ,μ)(\delta,\mu):

\bullet the hyperbola Hs\mathcal{H}_{s} for which the linearized system at M0M_{0} has two imaginary roots, given by

whenever s<NN2,s<\frac{N}{N-2}, and δ+1s>0,\delta+1-s>0, μ+1s>0,\mu+1-s>0, from Proposition 4.3;

\bullet the hyperbola H0\mathcal{H}_{0} defined by

it was shown in that above H0\mathcal{H}_{0} there exists no solution of the Dirichlet problem;

\bullet an hyperbola Zs\mathcal{Z}_{s} introduced in in case s<NN2,s<\frac{N}{N-2}, and min(δ,μ)>s1:\min(\delta,\mu)>\left|s-1\right|:

\bullet we introduce the new curve Cs\mathcal{C}_{s} defined for any s>0s>0 by

We first extend and complete the results of and :

(i) Assume s<NN2,s<\frac{N}{N-2}, and δ+1s>0,\delta+1-s>0, μ+1s>0.\mu+1-s>0. Under the hyperbola Zs,\mathcal{Z}_{s}, system (SN)(SN) admits no G.S., and then there is a solution of the Dirichlet problem in a ball.

(ii) Above H0\mathcal{H}_{0} there exists no solution of the Dirichlet problem. Thus there exists a G.S.

Proof. (i) We consider an energy function with parameters α,β,σ,θ:\alpha,\beta,\sigma,\theta:

Taking α=1μ+1,β=1δ+1,\alpha=\frac{1}{\mu+1},\beta=\frac{1}{\delta+1}, we find

If there exists a G.S., from (5.1) it satisfies X,Y<N2,X,Y<N-2, hence

Taking θ=N(N2)sμ+1,σ=N(N2)sδ+1,\theta=\frac{N-(N-2)s}{\mu+1},\sigma=\frac{N-(N-2)s}{\delta+1}, we deduce that EN>0\mathcal{E}_{N}^{\prime}>0 under Zs\mathcal{Z}_{s}. Moreover Zs\mathcal{Z}_{s} is under Hs,\mathcal{H}_{s}, thus γ+ξ>N2.\gamma+\xi>N-2. Then EN(r)=O(rN2γξ)\mathcal{E}_{N}(r)=O(r^{N-2-\gamma-\xi}) tends to at ,\infty, which is contradictory.

(ii) Taking α=1μ+1=θN,β=1δ+1=σN,\alpha=\frac{1}{\mu+1}=\frac{\theta}{N},\beta=\frac{1}{\delta+1}=\frac{\sigma}{N}, it comes from (7.6)

hence EN<0\mathcal{E}_{N}^{\prime}<0 when (7.1) holds. At the value  R\ R where u(R)=v(R)=0,u(R)=v(R)=0, we find EN(R)=RNu(R)v(R)>0,\mathcal{E}_{N}(R)=R^{N}u^{\prime}(R)v^{\prime}(R)>0, which is a contradiction.

(i)When the four curves are simultaneously defined, they are in the following order, from below to above: Zs,Hs,Cs,H0.\mathcal{Z}_{s},\mathcal{H}_{s},\mathcal{C}_{s},\mathcal{H}_{0}. They intersect the diagonal δ=μ\delta=\mu repectively for

(ii) For δ=μ,\delta=\mu, system (SN)(SN) has a G.S. for δN+2N2s.\delta\geqq\frac{N+2}{N-2}-s. Indeed it admits solutions of the form (U,U)(U,U), where UU is a solution of equation ΔU=Us+δ.-\Delta U=U^{s+\delta}. Suppose moreover sδ.s\leqq\delta. If 1s<δ<N+2N2s,1-s<\delta<\frac{N+2}{N-2}-s, then there exists no G.S; indeed all such solutions satisfy u=v,u=v, from [3, Remark 3.3]. Then the point Ps=(N+2N2s,N+2N2s)P_{s}=\left(\frac{N+2}{N-2}-s,\frac{N+2}{N-2}-s\right) appears to be the separation point on the diagonal; notice that PsHs.P_{s}\in\mathcal{H}_{s}.

Next we prove our main existence result of existence of a G.S. valid without restrictions on ss. The main idea is to introduce a new energy function Φ\Phi by adding two terms in X2X^{2} and Y2Y^{2} to the energy EN\mathcal{E}_{N} defined at (7.3). It is constructed in order that Φ\Phi^{\prime} does not contain YY and Z.Z. Then we consider the set of couples (X,Y)(X,Y) such that Φ\Phi^{\prime} has a sign, which is bounded by a cubic curve. When (δ,μ)\delta,\mu) is above Cs\mathcal{C}_{s}, the cubic curve is exterior to the square

We eliminate the terms in Z,WZ,W by taking j=α=1μ+1,j=\alpha=\frac{1}{\mu+1}, k=β=1δ+1,k=\beta=\frac{1}{\delta+1}, θ=Nα,\theta=N\alpha, σ=Nβ.\sigma=N\beta. Then we get the function Φ\Phi defined at (1.9). Computing its derivative, we obtain after reduction

From Proposition 7.1 we can assume that N(α+β)(N2)>0N(\alpha+\beta)-(N-2)>0. We determine the sign of B\mathcal{B} on the boundary K\partial K of the square KK defined at (7.8). We have B(0,Y)=αY2(N2Y)0\mathcal{B}(0,Y)=\alpha Y^{2}(N-2-Y)\geqq 0 and B(X,0)=βX2(N2X)0\mathcal{B}(X,0)=\beta X^{2}(N-2-X)\geqq 0. In particular B(0,0)=0.\mathcal{B}(0,0)=0. Otherwise B(N2,Y)=YΘ(Y)\mathcal{B}(N-2,Y)=Y\Theta(Y) with

On the interval [0,N2],\left[0,N-2\right], there holds Θ(Y)>Θ(0)\Theta(Y)>\Theta(0). By hypothesis, (δ,μ)(\delta,\mu) is above Cs,\mathcal{C}_{s}, or equivalently

consequently B(N2,Y)0\mathcal{B}(N-2,Y)\geqq 0 and similarly B(X,N2)0.\mathcal{B}(X,N-2)\geqq 0. Then B\mathcal{B} is nonnegative on K\partial K and is zero at (0,0),(0,N2),(N2,0)(0,0),(0,N-2),(N-2,0). The curve B(X,Y)=0\mathcal{B(}X,Y)=0 is a cubic with a double point at (0,0),(0,0), which is isolated under the condition (7.9): B(X,Y)>0\mathcal{B(}X,Y)>0 near (0,0),(0,0), except at this point. Then B(X,Y)>0\mathcal{B(}X,Y)>0 on the interior of K.\vskip6.0ptplus2.0ptminus2.0ptK.\vskip 6.0pt plus 2.0pt minus 2.0pt

Suppose that there exists a regular solution such that X(T)=Y(T)=N2X(T)=Y(T)=N-2 at the same time T.T. Indeed up to this time (X,Y)(X,Y) stays in KK, thus the function Φ\Phi is decreasing. We have Φ(0)=0,\Phi(0)=0, and at the value R=eT,R=e^{T}, we find

then Φ(R)>0\Phi(R)>0, since min(α,β)<α+β\min(\alpha,\beta)<\alpha+\beta. Therefore from Theorem 1.1, there exists a G.S.

We wonder if the limit curve for existence of G.S. would be Hs\mathcal{H}_{s}, or another curve Ls\mathcal{L}_{s} defined by

which ensures that Φ(R)>0,\Phi(R)>0, and also B(N2,N2)>0.\mathcal{B}(N-2,N-2)>0. This curve cuts the diagonal at the same point PsP_{s} =(N+2N2s,N+2N2s)=\left(\frac{N+2}{N-2}-s,\frac{N+2}{N-2}-s\right) as Hs.\mathcal{H}_{s}. Notice that Ls\mathcal{L}_{s} is under Hs.\mathcal{H}_{s}.

The radial potential system

Here we study the nonnegative radial solutions of system (SP):(SP):

with a=b,δ=m+1,μ=s+1,a=b,\delta=m+1,\mu=s+1, and we assume (1.5). System (M)(M) becomes

For this system D,D, γ\gamma and ξ\xi are defined by

thus γ\gamma and ξ\xi are linked independtly of s,ms,m by the relation

The system is variational. It admits an energy function, given at (1.13), which can also can be obtained by a direct computation in terms of X,Y,Z,WX,Y,Z,W:

Thus we define a critical line D\mathcal{D} as the set of (δ,μ)=(m+1,s+1)\left(\delta,\mu\right)=(m+1,s+1) such that

equivalent to pq(m+s+2+a)=ND,pq(m+s+2+a)=ND, or N+a=(m+1)ξ+(s+1)γ,N+a=(m+1)\xi+(s+1)\gamma, or

The subcritical case is given by the set of points under D\mathcal{D}, equivalently γ>Npp\gamma>\frac{N-p}{p}, ξ>Nqq\xi>\frac{N-q}{q} or (s+1)γ+(m+1)ξ>N+a.\left(s+1\right)\gamma+(m+1)\xi>N+a. The supercritical case is the set of points above D.\mathcal{D}.

The energy (EP)0\mathcal{(\mathcal{E}_{P})}_{0} of the particular solution associated to M0M_{0} is still negative:: (EP)0=DpqrN+a(γ+1)p[X0q(p1)Y0p(q1)Z0q(s+1)W0p(m+1)]1/D.(\mathcal{E}_{P}\mathcal{)}_{0}=-\frac{D}{pq}r^{N+a-(\gamma+1)p}\left[X_{0}^{q(p-1)}Y_{0}^{p(q-1)}Z_{0}^{q(s+1)}W_{0}^{p(m+1)}\right]^{1/D}.

When p=q=2p=q=2, another energy function can be associated to the transformation given at Remark 2.2: the system (2.9) relative to u(r)=rγu(r)=r^{-\gamma}U(t),v(r)=rξ(t),\quad v(r)=r^{-\xi}V(t)(t) is

It differs from EP,\mathcal{E}_{P}, even in the critical case. This point is crucial for Section 9.

Proof of Theorem 1.6. 1) Existence or nonexistence results.

\bullet In the supercritical or critical case there exists a G.S. From Theorem 1.1, if it were not true, then there would exist regular positive solutions of (MP)(MP) such that X(T)=Npp1X(T)=\frac{N-p}{p-1} and Y(T)=Nqq1Y(T)=\frac{N-q}{q-1}. It would satify EP0.\mathcal{E}_{P}\leqq 0. Then at time T,T, we find EP(R)>0,\mathcal{E}_{P}(R)>0, from (8.2), since W>0,Z>0,W>0,Z>0, which is impossible.

\bullet In the subcritical case, there exists no G.S. Suppose that there exists one. Now EP\mathcal{E}_{P} is nondecreasing, hence EP0.\mathcal{E}_{P}\geqq 0. Its trajectory stays in the box A\mathcal{A} defined by (5.1), thus it is bounded. If qm+1q\geqq m+1 and ps+1,p\geqq s+1, we deduce that , EP(r)=O(rN(γ+1)p)\mathcal{E}_{P}(r)=O(r^{N-(\gamma+1)p}) from (8.2), then EP\mathcal{E}_{P} tends to at ,\infty, which is contradictory. Next consider the general case. We have

then the same result holds. Consequently, from Theorem 1.1, there exists a solution of the Dirichlet problem

2) Behaviour of the G.S.G.S. in the critical case.

Let T\mathcal{T} be the trajectory of a G.S.; then EP(0)=0,\mathcal{E}_{P}(0)=0, thus T\mathcal{T} lies on the variety V\mathcal{V} of energy , also defined by

and Y<Nqq1,Y<\frac{N-q}{q-1}, hence (s+1)((p1)X(Np))+pZ>0(s+1)((p-1)X-(N-p))+pZ>0. From (5.2), T\mathcal{T} starts from N0=(0,0,N+a,N+b)N_{0}=(0,0,N+a,N+b) and stays in A\mathcal{A}. Eliminating WW in system (M),(M), we find a system of three equations

(i) If T\mathcal{T} converges to a fixed point of the system in Rˉ\mathcal{\bar{R}}, the possible points on V\mathcal{V} are A0,I0,J0,A_{0},I_{0},J_{0}, P0,P_{0}, Q0,G0,H0,Q_{0},G_{0},H_{0}, R0,S0.R_{0},S_{0}. The eigenvalues of the linearized problem at A0,A_{0}, given by (10.3) satisfy

since qp,q\leqq p, and λ3<λ\lambda_{3}<\lambda^{\ast} for qp,q\neq p, and λ3=λ<0\lambda_{3}=\lambda^{\ast}<0 for q=p,q=p, from (8.3). Then A0A_{0} can be attained only when λ0,\lambda^{\ast}\leqq 0, from Proposition 4.5. And P0P_{0} can be attained only if

from Proposition 4.6, because γ=Npp<Npp1.\gamma=\frac{N-p}{p}<\frac{N-p}{p-1}. We observe that the condition λ0\lambda^{\ast}\geqq 0 joint to (8.3) implies m+1<q<pm+1<q<p and is equivalent to (8.7). Indeed it implies

hence m+1<qm+1<q and (8.7) follows. By symmetry, Q0Q_{0} cannot be attained since qp.q\leqq p. Then A0A_{0} and P0P_{0} are incompatible, unless A0=P0A_{0}=P_{0}, and P0P_{0} is not attained when p=q.\vskip6.0ptplus2.0ptminus2.0ptp=q.\vskip 6.0pt plus 2.0pt minus 2.0pt

(ii) Next we show that T\mathcal{T} converges to A0A_{0} or to P0P_{0}. If tt is an extremum value of YY, then

In the same way, if tt is an extremum value of X,X, then p>s+1p>s+1 and Yt(t)>0.Y_{t}(t)>0. Near ,-\infty, there holds Xt,Yt0,X_{t},Y_{t}\geqq 0, and Zt,Wt0,Z_{t},W_{t}\leqq 0, from the linearization near N0.N_{0}. Suppose that XX has a maximum at t0t_{0} followed by a minimum at t1.t_{1}. Then p>s+1,p>s+1, and YY is increasing on [t0,t1]\left[t_{0},t_{1}\right]. At time t0t_{0} we have (p1)X(t0)+Z(t0)=Np(p-1)X(t_{0})+Z(t_{0})=N-p and Xtt(t0)0,X_{tt}(t_{0})\leqq 0, thus Zt(t0)0;Z_{t}(t_{0})\leqq 0; eliminating ZZ we deduce p+a+(p1s)X(t0)(m+1)Y(t0)p+a+(p-1-s)X(t_{0})\leqq(m+1)Y(t_{0}) and similarly (m+1)Y(t1)p+a+(p1s)X(t1);(m+1)Y(t_{1})\leqq p+a+(p-1-s)X(t_{1}); hence Y(t1)<Y(t0)Y(t_{1})<Y(t_{0}), which is a contradiction. Thus XX and YY can have at most one maximum, and in turn they have no maximum point. Therefore XX and YY are increasing, and they are bounded, hence XX has a limit in (0,Npp1]\left(0,\frac{N-p}{p-1}\right] and YY has a limit in (0,Nqq1]\left(0,\frac{N-q}{q-1}\right]. Then Z,WZ,W are decreasing; indeed at each time where Zt=0,Z_{t}=0, we have Ztt=Z(sXt(m+1)Yt)<0,Z_{tt}=Z(-sX_{t}-(m+1)Y_{t})<0, thus it is a maximum, which is impossible.

Then T\mathcal{T} converges to a fixed point of the system. Moreover, since XX and YY are increasing, it cannot be one of the points I0,J0,G0,H0,R0,S0.I_{0},J_{0},G_{0},H_{0},R_{0},S_{0}. It is necessarily A0A_{0} or P0.P_{0}. We distinguish two cases:

\bullet Case qm+1q\leqq m+1. Then T\mathcal{T} converges to A0,A_{0}, and λ3,λ<0,\lambda_{3},\lambda^{\ast}<0, then (1.10) follows.

which presents a saddle point at (Npp1,0)(\frac{N-p}{p-1},0), thus the convergence of XX and ZZ is exponential, in particular we deduce the behaviour of u.u. The trajectory enters by the central variety of dimension 1,1, and by computation we deduce that Y=Nqq11q1mt1+O(t2+ε),Y=\frac{N-q}{q-1}-\frac{1}{q-1-m}t^{-1}+O(t^{-2+\varepsilon}), then (1.12) follows.

The nonradial potential system of Laplacians

Here we study the possibly nonradial solutions of the system of the preceeding Section when p=q=2:p=q=2:

with D=s+m.D=s+m. We solve an open problem of : the nonexistence of (radial or nonradial) G.S. under condition (1.14).

It was shown in in the case N+a4.N+a\geqq 4. The problem was open when N+a<4,N+a<4, and m+s+1>(N+a)/(N2),m+s+1>(N+a)/(N-2), which implies N<6.N<6. Indeed in the case m+s+1(N+a)/(N2),m+s+1\leqq(N+a)/(N-2), there are no solutions of the exterior problem, see [6, Theorem 5.3]. Recall that the main result of is the obtention of apriori estimates near or ,\infty, by using the Bernstein technique introduced in and improved in . Then the behaviour of the solutions is obtained by using the change of unknown

extending the transformation of Remark 8.2 to the nonradial case (in fact here tt is t-t in )); it leads to the system

where ΔS\Delta_{S} is the Laplace-Beltrami operator on SN1.S_{N-1}. A corresponding energy is introduced in :

extending (8.5) to the nonradial case; it satisfies

Here we construct another energy function, extending the Pohozaev function defined at (1.13) to the nonradial case.

Consider the function EL(r)\mathcal{E}_{L}(r) defined by

and vv satisfies symmetrical equations. Multiplying (9.2) by uu and (9.1) by (s+1)e(N2)tut,(s+1)e^{(N-2)t}u_{t}, we obtain

and symmetrically for v,v, and adding the equalities we deduce

Proof of Theorem 1.7. Suppose that there exists a G.S. Since s+m+1<(N+2+2a)/(N2)s+m+1<(N+2+2a)/(N-2) we deduce that ELE_{L} and EL\mathcal{E}_{L} are increasing and start from 0, then they stay positive. From [7, Corollary 6.4], since s+m+1<(N+2)/(N2),s+m+1<(N+2)/(N-2), three eventualities can hold. The first one is that (u,v)(u,v) behaves like the particular solution (u0,v0);(u_{0},v_{0}); it cannot hold because ELE_{L} has a negative limit, see [7, Remark 6.3]. The second one is that (u,v)(u,v) is regular at ,\infty, that means limxxN2u=α>0,\lim_{\left|x\right|\rightarrow\infty}\left|x\right|^{N-2}u=\alpha>0, limxxN2v=β>0;\lim_{\left|x\right|\rightarrow\infty}\left|x\right|^{N-2}v=\beta>0; it cannot hold because limtEL(t)=0.\lim_{t\rightarrow\infty}E_{L}(t)=0. It remains a third eventuality: when for example m>(N+a)/(N2)m>(N+a)/(N-2), and (u,v)(u,v) has the following behaviour at :\infty:

The condition on mm implies that N<4aN<4-a from assumption (1.14). In that case limtEL(t)=,\lim_{t\rightarrow\infty}E_{L}(t)=\infty, which gives no contradiction. Here we show that a contradiction holds by using the new energy function EL.\vskip6.0ptplus2.0ptminus2.0pt\mathcal{E}_{L}.\vskip 6.0pt plus 2.0pt minus 2.0pt

First recall the proof of (9.3). Making the substitution

Then u,Vu\mathbf{,V} are bounded near ,\infty, and from [7, Proposition 4.1] uu converges exponentially to the constant α,\alpha, more precisely

because k(N2)/2k\neq(N-2)/2 and all the derivatives of V\mathbf{V} up to the order 22 are bounded. The equation in V\mathbf{V} takes the form

where φ\varphi and its derivatives up to the order 22 are O(e(N2)t).O(e^{-(N-2)t}). From [7, Theorem 4.1], the function V\mathbf{V} converges to β\beta or to in C2(SN1).\vskip6.0ptplus2.0ptminus2.0ptC^{2}(S^{N-1}).\vskip 6.0pt plus 2.0pt minus 2.0pt

Moreover v=ektV,v=e^{-kt}\mathbf{V}, and V\mathbf{V} and its derivatives up to the order 22 are bounded, thus

and N+ak(m+1)<2Nm1<0.N+a-k(m+1)<\frac{2-N}{m-1}<0. Then EL\mathcal{E}_{L} has a finite limit θ<0\theta<0 at ,\infty, which is contradictory.

Analysis of the fixed points

Here we make the local analysis around the fixed points.

Proof of Proposition 4.4. (i) Consider a regular solution (u,v)(u,v) with initial data (u0,v0).(u_{0},v_{0}). When when rr \rightarrow 0,0, we have

thus from (2.1), when tt\rightarrow-\infty

and limtZ=N+a,\lim_{t\rightarrow-\infty}Z=N+a, limtW=(N+b).\lim_{t\rightarrow-\infty}W=(N+b). In particular the trajectory tends to N0=(0,0,N+a,N+b).\vskip6.0ptplus2.0ptminus2.0ptN_{0}=(0,0,N+a,N+b).\vskip 6.0pt plus 2.0pt minus 2.0pt

with x(0)=y(0)=0.x(0)=y(0)=0. Then we get local existence and uniqueness. Hence for any u0,v0>0u_{0},v_{0}>0 there exists a regular solution (u,v)(u,v) with initial data (u0,v0).u_{0},v_{0}). Moreover u,vu,v\in C1([0,R))C^{1}(\left[0,R\right)) when a,b>1.\vskip6.0ptplus2.0ptminus2.0pta,b>-1.\vskip 6.0pt plus 2.0pt minus 2.0pt

\bullet Convergence when rr\rightarrow :\infty: If λ3>0,\lambda_{3}>0, or λ4>0,\lambda_{4}>0, then the stable varietyVs\mathcal{V}_{s} has at most dimension 1,1, it satisfies W=0W=0 or Z=0,Z=0, hence there is no admissible trajectory converging to A0A_{0} at .\infty. If λ3<0,\lambda_{3}<0, and λ4<0,\lambda_{4}<0, then Vs\mathcal{V}_{s} has dimension 2.2. Moreover Vs{Z=0}\mathcal{V}_{s}\cap\left\{Z=0\right\} has dimension 1:1: the corresponding system in X,Y,WX,Y,W has the eigenvalues λ1,λ2,λ4;\lambda_{1},\lambda_{2},\lambda_{4}; similarly Vs{W=0}\mathcal{V}_{s}\cap\left\{W=0\right\} has dimension 1. Then there exist trajectories in Vs\mathcal{V}_{s} such that Z>0Z>0 and W>0,W>0, included in R\mathcal{R} and thus admissible. They satisfy limeλ3tZ=C3>0,limeλ4tW=C4>0,\lim e^{-\lambda_{3}t}Z=C_{3}>0,\lim e^{-\lambda_{4}t}W=C_{4}>0, then (4.11) follows from (4.2).

\bullet Convergence when r0:r\rightarrow 0: If λ3<0,\lambda_{3}<0, or λ4<0,\lambda_{4}<0, the unstable variety Vu\mathcal{V}_{u} has at most dimension 33, and it satisfies W=0W=0 or Z=0.Z=0. Therefore there is no admissible trajectory converging at .-\infty. If λ3,λ4>0,\lambda_{3},\lambda_{4}>0, then Vu\mathcal{V}_{u} has dimension 4;4; in that case there exist admissible trajectories, and (4.11) follows as above.

Proof of Proposition 4.6. We set P0=(Npp1,Y,0,W),P_{0}=\left(\frac{N-p}{p-1},Y_{\ast},0,W_{\ast}\right), with

and the roots λ2,λ4\lambda_{2},\lambda_{4} of equation

Then if λ3<0\lambda_{3}<0 (resp. λ3>0)\lambda_{3}>0) there is no admissible trajectory converging when r0r\rightarrow 0 (resp. r).r\rightarrow\infty). Indeed Vu=Vu{Z=0}\mathcal{V}_{u}=\mathcal{V}_{u}\cap\left\{Z=0\right\} (resp. Vs=Vs{Z=0})\mathcal{V}_{s}=\mathcal{V}_{s}\cap\left\{Z=0\right\}).

1) Suppose that q>m+1.q>m+1. Since q+b<Npp1μ<N+bmNqq1,q+b<\frac{N-p}{p-1}\mu<N+b-m\frac{N-q}{q-1}, we have P0R,P_{0}\in\mathcal{R}, and λ2λ4<0\lambda_{2}\lambda_{4}<0. First assume λ3<0,\lambda_{3}<0, that means γ<Npp1\gamma<\frac{N-p}{p-1}. Then Vs\mathcal{V}_{s} has dimension 2, and Vs{Z=0}\mathcal{V}_{s}\cap\left\{Z=0\right\} has dimension 1, there exists trajectories with Z>0,Z>0, which are admissible, converging when r.r\rightarrow\infty. Next assume λ3>0\lambda_{3}>0. Then Vu\mathcal{V}_{u} has dimension 3, and Vu{Z=0}\mathcal{V}_{u}\cap\left\{Z=0\right\} has dimension 2. Thus there exist admissible trajectories converging when t.t\rightarrow-\infty.

2) Suppose that q<m+1q<m+1. Since q+b>Npp1μ>N+bmNqq1,q+b>\frac{N-p}{p-1}\mu>N+b-m\frac{N-q}{q-1}, we have P0R,P_{0}\in\mathcal{R}, and λ2λ4>0\lambda_{2}\lambda_{4}>0. We assume qNpp1μ+m(Nq)N(q1)+(b+1)q,q\frac{N-p}{p-1}\mu+m(N-q)\neq N(q-1)+(b+1)q, that means YW.Y_{\ast}\neq W_{\ast}. First suppose λ3>0,\lambda_{3}>0, that means γ<Npp1.\gamma<\frac{N-p}{p-1}. If Reλ2>0,\lambda_{2}>0, then Vu\mathcal{V}_{u} has dimension 4, or Reλ2<0\lambda_{2}<0 then Vu\mathcal{V}_{u} has dimension 22 and Vu{Z=0}\mathcal{V}_{u}\cap\left\{Z=0\right\} has dimension 1.1. In any case, there exist admissible trajectories converging when rr \rightarrow . Next assume λ3<0\lambda_{3}<0. If Reλ2>0,\lambda_{2}>0, then Vs\mathcal{V}_{s} has dimension 1, and Vs{Z=0}=.\mathcal{V}_{s}\cap\left\{Z=0\right\}=\emptyset. If Reλ2<0,\lambda_{2}<0, then Vs\mathcal{V}_{s} has dimension 33. In any case Vs\mathcal{V}_{s} contains trajectories with Z>0,Z>0, which are admissible, converging when r.r\rightarrow\infty.

Those trajectories satisfy limeλ3tZ=C3>0,\lim e^{-\lambda_{3}t}Z=C_{3}>0, limX=Npp1,\lim X=\frac{N-p}{p-1}, limY=Y\lim Y=Y_{\ast} and limW=W,\lim W=W_{\ast}, thus (4.12) follows from (4.2) and (2.5).

\bullet Convergence when rr\rightarrow :\infty: If λ3>0\lambda_{3}>0 or λ4>0,\lambda_{4}>0, then Vs=Vs{Z=0}\mathcal{V}_{s}=\mathcal{V}_{s}\cap\left\{Z=0\right\} or Vs=Vs{W=0}\mathcal{V}_{s}=\mathcal{V}_{s}\cap\left\{W=0\right\}. There is no admissible trajectory converging at \infty. Next suppose that λ3,λ4<0.\lambda_{3},\lambda_{4}<0. Then Vs\mathcal{V}_{s} has dimension 3;3; it contains trajectories with Y,Z,W>0,Y,Z,W>0, which are admissible. They satisfy limX=Npp1,\lim X=\frac{N-p}{p-1}, limeλ2tY=C2>0,\lim e^{-\lambda_{2}t}Y=C_{2}>0, limeλ3tZ=C3>0,\lim e^{-\lambda_{3}t}Z=C_{3}>0, limeλ4tW=C4>0,\lim e^{-\lambda_{4}t}W=C_{4}>0, then (4.13) follows from (4.2) and (2.4).

\bullet Convergence when rr\rightarrow 0:0: Since λ2<0\lambda_{2}<0 we have Vu=Vu{Y=0},\mathcal{V}_{u}=\mathcal{V}_{u}\cap\left\{Y=0\right\}, hence there is no admissible trajectory converging when r0.r\rightarrow 0.

\bullet Convergence when rr\rightarrow :\infty: If λ2>0,\lambda_{2}>0, or λ3>0,\lambda_{3}>0, then Vs=\mathcal{V}_{s}= Vs{Y=0}\mathcal{V}_{s}\cap\left\{Y=0\right\} or Vs=Vs{Z=0}\mathcal{V}_{s}=\mathcal{V}_{s}\cap\left\{Z=0\right\}, there is no admissible trajectory converging at \infty. Assume λ2,λ3<0,\lambda_{2},\lambda_{3}<0, then Vs\mathcal{V}_{s} has dimension 3, it contains trajectories with Y,Z>0,Y,Z>0, which are admissible.

\bullet Convergence when rr\rightarrow 0:0: If λ3<0,\lambda_{3}<0, or λ2<0\lambda_{2}<0 there is no admissible trajectory. If λ2,λ3>0\lambda_{2},\lambda_{3}>0 then Vs\mathcal{V}_{s} has dimension 3,3, it contains admissible trajectories.

In any case limX=Npp1,\lim X=\frac{N-p}{p-1}, limeλ2tY=C2>0,\lim e^{-\lambda_{2}t}Y=C_{2}>0, limeλ3tZ=C3>0,\lim e^{-\lambda_{3}t}Z=C_{3}>0, limW=N+bNpp1μ,\lim W=N+b-\frac{N-p}{p-1}\mu, hence (4.13) still follows from (4.2) and (2.4).

Proof of Proposition 4.10. We set C0=(0,Yˉ,0,Wˉ),C_{0}=\left(0,\bar{Y},0,\bar{W}\right), with

and the roots λ2,λ4\lambda_{2},\lambda_{4} of equation

then λ2λ4>0.\lambda_{2}\lambda_{4}>0. We assume mN(q1)+(b+1)qNq,m\neq\frac{N(q-1)+(b+1)q}{N-q}, that means YˉWˉ.\bar{Y}\neq\bar{W}.

\bullet Convergence when rr\rightarrow :\infty: if λ3>0\lambda_{3}>0 we have Vs=Vs{Z=0},\mathcal{V}_{s}=\mathcal{V}_{s}\cap\left\{Z=0\right\}, hence there is no admissible trajectory. Next assume that λ3<0\lambda_{3}<0, that means δ>(N+a)m+1qq+b.\delta>(N+a)\frac{m+1-q}{q+b}.If Reλ2<0\operatorname{Re}\lambda_{2}<0 (resp. >0)>0) then Vs\mathcal{V}_{s} has dimension 44 (resp. 22) and Vs{X=0}\mathcal{V}_{s}\cap\left\{X=0\right\} and Vs{Z=0}\mathcal{V}_{s}\cap\left\{Z=0\right\} have dimension 33 (resp. 11) then there exist trajectories with X,Z>0,X,Z>0, which are admissible.

In any case limeλ1tX=C1>0,\lim e^{-\lambda_{1}t}X=C_{1}>0, limY=Yˉ,\lim Y=\bar{Y}, limeλ3tZ=C3>0,\lim e^{-\lambda_{3}t}Z=C_{3}>0, limW=Wˉ,\lim W=\bar{W}, then (4.15) follows.

\bullet Convergence when rr\rightarrow 0:0: Since λ1<0\lambda_{1}<0 we have Vu=Vu{X=0},\mathcal{V}_{u}=\mathcal{V}_{u}\cap\left\{X=0\right\}, hence there is no admissible trajectory.

and the roots λ2,λ4\lambda_{2},\lambda_{4} of equation of equation (10.5).

\bullet Convergence when rr\rightarrow :\infty: If λ1>0\lambda_{1}>0, that means (p+a)m+1qq+b<δ,(p+a)\frac{m+1-q}{q+b}<\delta, then Vs=Vs{X=0},\mathcal{V}_{s}=\mathcal{V}_{s}\cap\left\{X=0\right\}, hence there is no admissible trajectory. Next assume λ1<0;\lambda_{1}<0; if Reλ2<0\operatorname{Re}\lambda_{2}<0 (resp. >0)>0) then Vs\mathcal{V}_{s} has dimension 4(resp. 22) and Vs{X=0}\mathcal{V}_{s}\cap\left\{X=0\right\} has dimension 33 (resp. 11) then there exist admissible trajectories.

\bullet Convergence when rr\rightarrow 0:0: If λ1<0\lambda_{1}<0, then Vu=Vu{X=0},\mathcal{V}_{u}=\mathcal{V}_{u}\cap\left\{X=0\right\}, hence there is no admissible trajectory. Next assume λ1>0.\lambda_{1}>0. If Reλ2=Reλ4<0\operatorname{Re}\lambda_{2}=\operatorname{Re}\lambda_{4}<0 (resp. >0)>0) then Vs\mathcal{V}_{s} has dimension 4 (resp. 22) and Vs{X=0}\mathcal{V}_{s}\cap\left\{X=0\right\} has dimension 33 (resp. 11) then there exist admissible trajectories.

In any case limeλ1tX=C1>0,\lim e^{-\lambda_{1}t}X=C_{1}>0, limY=Yˉ,\lim Y=\bar{Y}, limZ=Zˉ,\lim Z=\bar{Z}, limW=Wˉ,\lim W=\bar{W}, then (4.15) holds again.

Finally there is no admissible trajectory converging to 0=(0,0,0,0),0=(0,0,0,0), or K0=(0,0,N+a,0),K_{0}=(0,0,N+a,0), or L0=(0,0,0,N+b)L_{0}=(0,0,0,N+b). Indeed the linearization at gives

The eigenvalues are p+ap1,Nqq1,(N+a),\frac{p+a}{p-1},-\frac{N-q}{q-1},-(N+a), N+b.N+b. Then Vs\mathcal{V}_{s} and Vu\mathcal{V}_{u} have dimension 2,2, hence Vs\mathcal{V}_{s} is contained in {Z=W=0}\left\{Z=W=0\right\}, and Vu\mathcal{V}_{u} in {Y=0}.\left\{Y=0\right\}. The case of L0L_{0} follows by symmetry.

References