We study existence and multiplicity results for semilinear elliptic equations of the type -\Delta u = g(x, u) - te_1 + \mu with homogeneous Dirichlet boundary conditions. Here g(x, u) is a jumping nonlinearity, \mu is a Radon measure, t is a positive constant and e_1 > 0 is the first eigenfunction of -\Delta. Existence results strictly depend on the asymptotic behavior of g(x, u) as u -> \pm \infty. Depending on this asymptotic behavior, we prove existence of two and three solutions for t > 0 large enough. In order to find solutions of the equation, we introduce a suitable action functional I_t by mean of an appropriate iterative scheme. Then we apply to I_t standard results from the critical point theory and we prove existence of critical points for this functional.
Existence and multiplicity results for semilinear elliptic equations with measures and jumping nonlinearities
FERRERO, ALBERTO;
2007-01-01
Abstract
We study existence and multiplicity results for semilinear elliptic equations of the type -\Delta u = g(x, u) - te_1 + \mu with homogeneous Dirichlet boundary conditions. Here g(x, u) is a jumping nonlinearity, \mu is a Radon measure, t is a positive constant and e_1 > 0 is the first eigenfunction of -\Delta. Existence results strictly depend on the asymptotic behavior of g(x, u) as u -> \pm \infty. Depending on this asymptotic behavior, we prove existence of two and three solutions for t > 0 large enough. In order to find solutions of the equation, we introduce a suitable action functional I_t by mean of an appropriate iterative scheme. Then we apply to I_t standard results from the critical point theory and we prove existence of critical points for this functional.File | Dimensione | Formato | |
---|---|---|---|
Ferrero-Saccon-Jumping.pdf
file disponibile solo agli amministratori
Descrizione: Articolo principale
Tipologia:
Documento in Pre-print
Licenza:
DRM non definito
Dimensione
413.93 kB
Formato
Adobe PDF
|
413.93 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.