Poincaré Problem for Nonlinear Elliptic Equations of Second Order in Unbounded Domains ()
1. Formulation of the Poincaré Boundary Value Problem
Let D be an
-connected domain including the infinite point with the boundary
in
where
. Without loss of generality, we assume that D is a circular domain in
, where the boundary consists of
circles
,
and
. In this article, the notations are as the same in References [1-8]. We consider the second order equation in the complex form
(1.1)
satisfying the following conditions.
Condition C. 1)
,
are continuous in
for almost every point
and
for 
2) The above functions are measurable in
for all continuous functions
in
, and satisfy
(1.2)
in which
are non-negative constants.
3) The Equation (1.1) satisfies the uniform ellipticity condition, namely for any number
and w, U1,
the inequality

for almost every point
holds, where
is a non-negative constant.
4) For any function
,
,
satisfies the condition

in which
satisfy the condition
(1.3)
with a non-negative constant
.
Now, we formulate the Poincaré boundary value problem as follows.
Problem P. In the domain D, find a solution
of Equation (1.1), which is continuously differentiable in
, and satisfies the boundary condition
(1.4)
in which
is any unit vector at every point on
, 
and
are known functions satisfying the conditions
(1.5)
where
,
,
,
are non-negative constants.
If
and
on
, where n is the outward normal vector on
, then Problem P is the Dirichlet boundary value problem (Problem D). If
and
on
, then Problem P is the Neumann boundary value problem (Problem N), and if
, and
on
, then Problem P is the regular oblique derivative problem, i.e. the third boundary value problem (Problem III or O). Now the directional derivative may be arbitrary, hence the boundary condition is very general.
The integer

is called the index of Problem P. When the index
Problem P may not be solvable, and when
the solution of Problem P is not necessarily unique. Hence we consider the well-posedness of Problem P with modified boundary conditions.
Problem Q. Find a continuous solution
of the complex equation
(1.6)
satisfying the boundary condition
(1.7)
and the relation
(1.8)
where
are appropriate real constants such that the function determined by the integral in (1.8) is single-valued in
, and the undetermined function
is as stated in

in which
,
are unknown real constants to be determined appropriately. In addition, for
the solution
is assumed to satisfy the point conditions
(1.9)
where

are distinct points, and
are all real constants satisfying the conditions
(1.10)
for a non-negative constant
.
2. Estimates of Solutions for the Poincaré Boundary Value Problem
First of all, we give a prior estimate of solutions of Problem Q for (1.6).
Theorem 2.1. Suppose that Condition C holds and ε = 0 in (1.6) and (1.7). Then any solution
of Problem Q for (1.6) satisfies the estimates
(2.1)
(2.2)
in which



Proof. Noting that the solution
of Problem Q satisfies the equation and boundary conditions
(2.3)
(2.4)
(2.5)
according to the method in the proof of Theorem 4.3, Chapter II, [2] or Theorem 2.2.1, [5], we can derive that the solution
satisfies the estimates
(2.6)
(2.7)
where

and

From (1.8), it follows that
(2.8)
(2.9)
in which
is a non-negative constant. Moreover, it is easy to see that
(2.10)
Combining (2.6)-(2.10), the estimates (2.1) and (2.2) are obtained.
Theorem 2.2. Let the Equation (1.6) satisfy Condition C and
in (1.6)-(1.7) be small enough. Then any solution
of Problem Q for (1.6) satisfies the estimates
(2.11)
(2.12)
here
are as stated in Theorem 2.1,

Proof. It is easy to see that
satisfies the equation and boundary conditions
(2.13)
(2.14)
(2.15)
Moreover from (2.6) and (2.7), we have
(2.16)
and from (2.8)-(2.10), it follows that
(2.17)
If the positive constant
is small enough such that
, then the first inequality in (2.17) implies that
(2.18)
Combining (2.8) and (2.18), we obtain
(2.19)
which is the estimate (2.11). As for (2.12), it is easily derived from (2.9) and the second inequality in (2.17), i.e.
(2.20)
3. Solvability Results of the Poincaré Boundary Value Problem
We first prove a lemma.
Lemma 3.1. If
satisfies the condition stated in Condition C, then the nonlinear mapping G:

defined by
is continuous and bounded
(3.1)
where 
Proof. In order to prove that the mapping
:

Defined by
is continuous, we choose any sequence of functions 

such that

as
Similarly to Lemma 2.2.1, [5], we can prove that

possesses the property
(3.2)
And the inequality (3.1) is obviously true.
Theorem 3.2. Let the complex Equation (1.1) satisfy Condition C, and the positive constant
in (1.6) and (1.7) is small enough.
1) When
,
, Problem Q for (1.6) has a solution
, where
,
,
is a constant as stated before.
2) When
Problem Q for (1.6) has a solution
, where
provided that
(3.3)
is sufficiently small.
3) If
satisfy the conditions, i.e. Condition C and for any functions 
and
, there are
(3.4)
where

is a sufficiently small positive constant, then the above solution of Problem Q is unique.
Proof. 1) In this case, the algebraic equation for t is as follows
(3.5)
where M6, M7 are constants as stated in (2.11) and (2.12). Because
,
, the Equation (3.5) has a unique solution
Now we introduce a bounded, closed and convex subset B* of the Banach space
whose elements are of the form
satisfying the condition
(3.6)
We choose a pair of functions
and substitute it into the appropriate positions of
,
in (1.6) and the boundary condition (1.7), and obtain
(3.7)
(3.8)
where

In accordance with the method in the proof of Theorem 1.2.5, [5], we can prove that the boundary value problem (3.7), (3.8) and (1.6) has a unique solution
. Denote by
the mapping from
to
. Noting that

provided that the positive number
is sufficiently small, and noting that the coefficients of complex Equation (3.7) satisfy the same conditions as in Condition C, from Theorem 2.2, we can obtain
(3.9)
This shows that T maps B* onto a compact subset in B*. Next, we verify that T in B* is a continuous operator. In fact, we arbitrarily select a sequence
in B*, such that
(3.10)
By Lemma 3.1, we can see that
(3.11)
Moreover, from
,
it is clear that
is a solution of Problem Q for the following equation
(3.12)
(3.13)
(3.14)
In accordance with the method in proof of Theorem 2.2, we can obtain the estimate
(3.15)
in which
From (3.10), (3.11) and the above estimate, we obtain
as 
On the basis of the Schauder fixed-point theorem, there exists a function
such that
, and from Theorem 2.2, it is easy to see that
,
, and
is a solution of Problem Q for the Equation (1.6) and the relation (1.8) with the condition
,
.
In addition, if
in
where
then the above solvability result still hold by using the above similar method.
2) Secondly, we discuss the case:
In this case, (3.5) has the solution
provided that M9 in (3.3) is small enough. Now we consider a closed and convex subset
in the Banach space
i.e.
(3.16)
Applying a method similar as before, we can verify that there exists a solution

of Problem Q for (1.6) with the condition 
Moreover, if
in D, where
,
, j = 1, 2. Under the same condition, we can derive the above solvability result by the similar method.
3) When
satisfies the condition (3.4), we can verify the uniqueness of solutions in this theorem. In fact, if
,
are two solutions of Problem Q for the Equation (1.6), then

satisfies the equation and boundary conditions
(3.17)
(3.18)
(3.19)
in which
. Similarly to Theorem 2.2, we can derive the following estimates of the solution
for complex Equation (3.17):
(3.20)
(3.21)
where


are two non-negative constants,
Moreover the estimate
(3.22)
can be derived. Provided that the positive constant
is small enough such that
, from (3.22) it follows
, i.e.
in D. This completes the proof of the theorem.
From the above theorem, the next result can be derived.
Theorem 3.3. Under the same conditions as in Theorem 3.2, the following statements hold.
1) When the index K > N, Problem P for (1.1) has N solvability conditions, and the solution of Problem P depends on
arbitrary real constants.
2) When
Problem P for (1.1) is solvable, if
solvability conditions are satisfied, and the solution of Problem P depends on
arbitrary real constants.
3) When K < 0, Problem P for (1.1) is solvable under
conditions, and the solution of Problem P depends on 1 arbitrary real constant.
Moreover, we can write down the solvability conditions of Problem P for all other cases.
Proof. Let the solution
of Problem Q for (1.6) be substituted into the boundary condition (1.7) and the relation (1.8). If the function
, i.e.

and
,
, then we have
in D and the function
is just a solution of Problem P for (1.1). Hence the total number of above equalities is just the number of solvability conditions as stated in this theorem. Also note that the real constants b0 in (1.8) and
in (1.9) are arbitrarily chosen. This shows that the general solution of Problem P for (1.1) includes the number of arbitrary real constants as stated in the theorem.