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Constructions of Delaunay-type solutions for the spinorial Yamabe equation on spheres

Ali Maalaoui  Yannick Sire  Tian Xu
Abstract

In this paper we construct singular solutions to the critical Dirac equation on spheres. More precisely, first we construct solutions admitting two points singularities that we call Delaunay-type solutions because of their similarities with the Delaunay solutions constructed for the singular Yamabe problem in [33, 36]. Then we construct another kind of singular solutions admitting a great circle as a singular set. These solutions are the building blocks for singular solutions on a general Spin manifold.

Keywords. Spinorial Yamabe; Singular Solutions; Delaunay-type Solutions.

Mathematics Subject Classification (2010): Primary 53C27; Secondary 35R01

1 Introduction and statement of the main result

Since the resolution of the Yamabe problem, much has been clarified about the behavior of solutions of the semilinear elliptic equation relating the scalar curvature functions of two conformally related metrics. One of the starting points for several recent developments was R. Schoen’s construction of complete metrics with constant positive scalar curvature on the sphere SmS^{m}, conformal to the standard round metric, and with prescribed isolated singularities (see [37]). In analytical terms, it is equivalent to seeking for a function u>0u>0 satisfying

ΔgSmu+m(m2)4u=m(m2)4um+2m2on SmΣ,m3-\Delta_{\textit{g}_{S^{m}}}u+\frac{m(m-2)}{4}u=\frac{m(m-2)}{4}u^{\frac{m+2}{m-2}}\quad\text{on }S^{m}\setminus\Sigma,\ m\geq 3 (1.1)

in the distributional sense with uu singular at every point of ΣSm\Sigma\subset S^{m}. Here we denote by gSm\textit{g}_{S^{m}} the standard Riemannian metric on SmS^{m}.

Eq. (1.1) and its counterpart on a general manifold (M,g)(M,\textit{g}) are known as the singular Yamabe problem, and has been extensively studied. Just as the classical Yamabe problem in the compact setting, the questions concerning metrics of constant positive scalar curvature are considerably more involved. Remarkable breakthroughs and geometrically appealing examples were obtained by Schoen and Yau [38] and Schoen [37] when the ambient manifold is the mm-sphere SmS^{m}. The former established that if SmΣS^{m}\setminus\Sigma admits a complete metric with scalar curvature bounded below by a positive constant, then the Hausdorff dimension of Σ\Sigma is at most (m2)/2(m-2)/2, and the latter constructed several examples of domains SmΣS^{m}\setminus\Sigma that admit complete conformally flat metrics with constant positive scalar curvature, including the case where Σ\Sigma is any finite set with at least two points. Subsequently, Mazzeo and Smale [35] and Mazzeo and Pacard [33, 34] generalized the existence results, allowing Σ\Sigma to be a disjoint union of submanifolds with dimensions between 11 and (m2)/2(m-2)/2 when the ambient manifold (M,g)(M,\textit{g}) is a general compact manifold with constant nonnegative scalar curvature, and between 0 and (m2)/2(m-2)/2 in the case (M,g)=(Sm,gSm)(M,\textit{g})=(S^{m},\textit{g}_{S^{m}}).

In the past two decades, it has been realized that the conformal Laplacian, namely the operator appearing as the linear part of (1.1), falls into a particular family of operators. These operators are called conformally covariant elliptic operators of order kk and of bidegree ((mk)/2,(m+k)/2)((m-k)/2,(m+k)/2), acting on manifolds (M,g)(M,\textit{g}) of dimension m>km>k. Many important geometric operators are in this class, for instance, the conformal Laplacian, the Paneitz operator, the Dirac operator, see also [11, 14, 21] for more examples. All such operators share several analytical properties, in particular, they are associated to the non-compact embedding of Sobolev space Hk/2L2m/(mk)H^{k/2}\hookrightarrow L^{2m/(m-k)}. And often, they have a central role in conformal geometry.

Let (M,g,σ)(M,\textit{g},\sigma) be an mm-dimensional spin manifold, m2m\geq 2, with a fixed Riemannian metric g and a fixed spin structure σ:PSpin(M)PSO(M)\sigma:P_{\operatorname{Spin}}(M)\to P_{\operatorname{SO}}(M). The Dirac operator DgD_{\textit{g}} is defined in terms of a representation ρ:Spin(m)Aut(𝕊m)\rho:\operatorname{Spin}(m)\to\operatorname{Aut}(\mathbb{S}_{m}) of the spin group which is compatible with Clifford multiplication. Let 𝕊(M):=PSpin(M)×ρ𝕊m\mathbb{S}(M):=P_{\operatorname{Spin}}(M)\times_{\rho}\mathbb{S}_{m} be the associated bundle, which we call the spinor bundle over MM. Then the Dirac operator DgD_{\textit{g}} acts on smooth sections of 𝕊(M)\mathbb{S}(M), i.e. Dg:C(M,𝕊(M))C(M,𝕊(M))D_{\textit{g}}:C^{\infty}(M,\mathbb{S}(M))\to C^{\infty}(M,\mathbb{S}(M)), is a first order conformally covariant operator of bidegree ((m1)/2,(m+1)/2)((m-1)/2,(m+1)/2). We point out here that the spinor bundle 𝕊(M)\mathbb{S}(M) has complex dimension 2[m2]2^{[\frac{m}{2}]}.

Analogously to the conformal Laplacian, where the scalar curvature is involved, the Dirac operator on a spin manifold has close relations with the mean curvature function associated to conformal immersions of the universal covering into Euclidean spaces. This theory is referred as the spinorial Weierstraß representation, and we refer to [3, 4, 26, 27, 28, 18, 32, 42, 43, 44] and references therein for more details in this direction. In a similar way as in the Yamabe problem, the spinorial analogue of the Yamabe equation (related with a normalized positive constant mean curvature) reads as

Dgψ=|ψ|g2m1ψon (M,g)D_{\textit{g}}\psi=|\psi|_{\textit{g}}^{\frac{2}{m-1}}\psi\quad\text{on }(M,\textit{g}) (1.2)

where ||g|\cdot|_{\textit{g}} stands for the induced hermitian metric on fibers of the spinor bundle. One may also consider the equation with an opposite sign

Dgψ=|ψ|g2m1ψon (M,g)D_{\textit{g}}\psi=-|\psi|_{\textit{g}}^{\frac{2}{m-1}}\psi\quad\text{on }(M,\textit{g}) (1.3)

which corresponds to negative constant mean curvature surfaces. However, since the spectrum of DgD_{\textit{g}} is unbounded on both sides of \mathbb{R} and is symmetric about the origin on many manifolds (say, for instance dimM3(mod 4)\dim M\not\equiv 3(\text{mod }4)), the two problems (1.2) and (1.3) are of the same structure from analytical point of view.

Although conformally covariant operators share many properties, only few statements can be proven simultaneously for all of them. Particularly, the behavior of solutions of the conformally invariant equation (1.2) or (1.3) is still unclear. From the analytic perspective, some of the conformally covariant operators are bounded from below (e.g. the Yamabe and the Paneitz operator), whereas others are not (e.g. the Dirac operator). Some of them act on functions, while others on sections of vector bundles. For the Dirac operators, additional structure (e.g. spin structure) is used for defining it, and hence, more attention needs to be payed on such an exceptional case.

In this paper we initiate an investigation into the singular solutions of the nonlinear Dirac equation (1.2) when the ambient manifold is SmS^{m}, which is perhaps the most geometrically appealing instance of this problem. As was described earlier, for a given closed subset ΣSm\Sigma\subset S^{m}, it is to find metrics g=|ψ|gSm4/(m1)gSm\textit{g}=|\psi|_{\textit{g}_{S^{m}}}^{4/(m-1)}\textit{g}_{S^{m}} which are complete on SmΣS^{m}\setminus\Sigma and such that ψ\psi satisfies Eq. (1.2) with (M,g)=(SmΣ,gSm)(M,\textit{g})=(S^{m}\setminus\Sigma,\textit{g}_{S^{m}}). This is the singular spinorial Yamabe problem. Let us mention that, up until now, no existence examples have been known for the singular solutions of Eq. (1.2). Our first main result is follows:

Theorem 1.1.

Let ΣSm\Sigma\subset S^{m} be a pair of antipodal points, for m2m\geq 2, or an equatorial circle for m3m\geq 3. There is a one-parameter family 𝔖m\mathfrak{S}_{m} of spinors ψ\psi solving the problem

DgSmψ=|ψ|gSm2m1ψon SmΣD_{\textit{g}_{S^{m}}}\psi=|\psi|_{\textit{g}_{S^{m}}}^{\frac{2}{m-1}}\psi\quad\text{on }S^{m}\setminus\Sigma (1.4)

such that g=|ψ|gSm4m1gSm\textit{g}=|\psi|_{\textit{g}_{S^{m}}}^{\frac{4}{m-1}}\textit{g}_{S^{m}} is a complete metric on SmΣS^{m}\setminus\Sigma. Moreover,

  • (1)(1)

    if Σ\Sigma is a pair of antipodal points, the family 𝔖m\mathfrak{S}_{m} is parameterized by μ[(m1)m2m+1m,+){0}\mu\in[-\frac{(m-1)^{m}}{2^{m+1}m},+\infty)\setminus\{0\}.

  • (2)(2)

    if Σ\Sigma is an equatorial circle, the family 𝔖m\mathfrak{S}_{m} is parameterized by 𝒪=k𝒪k\mathcal{O}=\cup_{k\in\mathbb{N}}\mathcal{O}_{k}, where each 𝒪k(0,+)\mathcal{O}_{k}\subset(0,+\infty) is a bounded open set, 𝒪k𝒪j=\mathcal{O}_{k}\cap\mathcal{O}_{j}=\emptyset for kjk\neq j and 𝒪\mathcal{O} is unbounded.

Remark 1.2.

Let us remark that Eq. (1.4), or more generally Eq. (1.2), is invariant under several Lie group actions. For instance, the canonical action of S1={eiθ:θ[0,2π]}S^{1}=\{e^{i\theta}\in\mathbb{C}:\,\theta\in[0,2\pi]\} on spinors keeps the equation invariant (i.e. if ψ\psi is a solution of Eq. (1.4) then eiθψe^{i\theta}\psi is also a solution, for every fixed θ\theta). Moreover, for the case m2,3,4(mod 8)m\equiv 2,3,4(\text{mod }8), the spinor bundle has a quaternionic structure which commutes with Clifford multiplication, see for instance the construction in [19, Section 1.7] or [29, Page 33, Table III]. In these cases, Eq. (1.4) is invariant under the action of the unit quaternions S3={q=:|q|=1}S^{3}=\{q=\mathbb{H}:\,|q|=1\} on spinors. Therefore, in general, it is crucial to distinguish solutions of Dirac equations under various group actions. For instance, these symmetries were exploited in [30] to construct families of solutions on the sphere and the S1S^{1} symmetry was used in [31] to exhibit also non-trivial solutions for the sub-critical Dirac equation. Thanks to our constructions, the solutions in the family 𝔖m\mathfrak{S}_{m} obtained in Theorem 1.1 are distinguished via their parameterizations. And if 𝒢\mathcal{G} is a group that keeps Eq. (1.4) invariant, our construction shows a larger family 𝒢×𝔖m\mathcal{G}\times\mathfrak{S}_{m} of singular solutions.

As we will see in Section 3, via a conformal change of the metric gSm\textit{g}_{S^{m}}, problem (1.4) can be transformed to

Dgmψ=|ψ|gm2m1ψon m{0}D_{\textit{g}_{\mathbb{R}^{m}}}\psi=|\psi|_{\textit{g}_{\mathbb{R}^{m}}}^{\frac{2}{m-1}}\psi\quad\text{on }\mathbb{R}^{m}\setminus\{0\} (1.5)

when Σ\Sigma is a pair of antipodal points and

Dgm1ψ=f(x)1m1|ψ|gm12m1ψon m1{0}D_{\textit{g}_{\mathbb{R}^{m-1}}}\psi=f(x)^{\frac{1}{m-1}}|\psi|_{\textit{g}_{\mathbb{R}^{m-1}}}^{\frac{2}{m-1}}\psi\quad\text{on }\mathbb{R}^{m-1}\setminus\{0\} (1.6)

when Σ\Sigma is an equatorial circle, where f(x)=21+|x|2f(x)=\frac{2}{1+|x|^{2}}. To obtain the results for Eq. (1.4) in consistence with similar results for the classical Yamabe equation, a fundamental idea is to express the equation (1.5) and (1.6) on the cylinder ×Sl\mathbb{R}\times S^{l}, l=m1l=m-1 or m2m-2. By introducing the cylindrical coordinates (t,θ)×Sl(t,\theta)\in\mathbb{R}\times S^{l}:

t=ln|x|,θ=x|x|t=-\ln|x|,\quad\theta=\frac{x}{|x|}

for xl+1x\in\mathbb{R}^{l+1}, one may be expecting that the ansatz

φ(t,θ)=|x|l2ψ(x)\varphi(t,\theta)=|x|^{\frac{l}{2}}\psi(x)

could turn Eq. (1.5) into a more manageable problem via a separation of variables process leading to a ”radial” solution ψ(x)=ψ(|x|)\psi(x)=\psi(|x|). This is the very case for many elliptic problems (with a corresponding change of the exponent on |x||x|), including the Yamabe equation, fractional Yamabe equation [13] and the QQ-curvature problem [25]. However, we point out that in the scalar case, there is a symmetrization process that behaves well with elliptic operators, reducing the problem to the study of an ODE. But when dealing with differential operators acting on vector bundles (spinor bundle in our case), one does not have a general symmetrization process. In particular, even on the Euclidean spaces m\mathbb{R}^{m}, one cannot use the radial ansatz ψ=ψ(r)\psi=\psi(r), r=|x|r=|x| for xmx\in\mathbb{R}^{m}, to reduce a Dirac equation to an ODE system in terms of rr.

Notice that the spinorial Yamabe equation (1.5) (resp. (1.6)) contains 2[m2]2^{[\frac{m}{2}]} (resp. 2[m12]2^{[\frac{m-1}{2}]}) unknown complex-functions, which is a considerably large number as mm grows. Instead of blindly “guessing” a particular ansatz, our starting point is the spin structure, or more precisely the spin representation. In fact, we use the matrix representation of Clifford multiplication to construct a “nice” function space E(m)E(\mathbb{R}^{m}) for spinor fields which is invariant under the action of the Dirac operator DgmD_{\textit{g}_{\mathbb{R}^{m}}}, see in Section 2.3 for the definition. We find that the space E(m)E(\mathbb{R}^{m}) is of particular interest from two perspectives (see Remark 2.1 below): First of all, when the dimension m=2,3,4m=2,3,4, E(m)E(\mathbb{R}^{m}) encapsulates several important and special formulations of spinors which are of interest to particle physicists when they study quantum electrodynamic systems. Many important physical simulations have been obtained by using these special spinors, see for instance [15, 41, 46, 12]. The second perspective is that, spinors in E(m)E(\mathbb{R}^{m}) reduce the equation (1.5) significantly in the sense that, for any dimension m2m\geq 2, Eq. (1.5) and (1.6) can be reduced to the following ODE systems of only two unknown functions

{f2m1rf2=(f12+f22)1m1f1f1=(f12+f22)1m1f2for r>0\left\{\begin{aligned} &-f_{2}^{\prime}-\frac{m-1}{r}f_{2}=(f_{1}^{2}+f_{2}^{2})^{\frac{1}{m-1}}f_{1}\\ &f_{1}^{\prime}=(f_{1}^{2}+f_{2}^{2})^{\frac{1}{m-1}}f_{2}\end{aligned}\quad\text{for }r>0\right. (1.7)

and

{f2m2rf2=(21+r2)1m1(f12+f22)1m1f1f1=(21+r2)1m1(f12+f22)1m1f2for r>0\left\{\begin{aligned} &-f_{2}^{\prime}-\frac{m-2}{r}f_{2}=\Big{(}\frac{2}{1+r^{2}}\Big{)}^{\frac{1}{m-1}}(f_{1}^{2}+f_{2}^{2})^{\frac{1}{m-1}}f_{1}\\ &f_{1}^{\prime}=\Big{(}\frac{2}{1+r^{2}}\Big{)}^{\frac{1}{m-1}}(f_{1}^{2}+f_{2}^{2})^{\frac{1}{m-1}}f_{2}\end{aligned}\quad\text{for }r>0\right. (1.8)

where f1,f2C1(0,+)f_{1},f_{2}\in C^{1}(0,+\infty). After using the Emden-Fowler change of variable r=etr=e^{-t} and writing f1(r)=u(t)em12tf_{1}(r)=-u(t)e^{\frac{m-1}{2}t}, f2(r)=v(t)em12tf_{2}(r)=v(t)e^{\frac{m-1}{2}t} in (1.7), we get a nondissipative Hamiltonian system of (u,v)(u,v)

{u+m12u=(u2+v2)1m1v,v+m12v=(u2+v2)1m1u.\left\{\begin{aligned} &u^{\prime}+\frac{m-1}{2}u=(u^{2}+v^{2})^{\frac{1}{m-1}}v,\\ -&v^{\prime}+\frac{m-1}{2}v=(u^{2}+v^{2})^{\frac{1}{m-1}}u.\end{aligned}\right. (1.9)

And, by writing f1(r)=u(t)em22tf_{1}(r)=-u(t)e^{\frac{m-2}{2}t} and f2(r)=v(t)em22tf_{2}(r)=v(t)e^{\frac{m-2}{2}t}, we can transform (1.8) into

{u+m22u=cosh(t)1m1(u2+v2)1m1vv+m22v=cosh(t)1m1(u2+v2)1m1u\left\{\begin{aligned} &u^{\prime}+\frac{m-2}{2}u=\cosh(t)^{-\frac{1}{m-1}}(u^{2}+v^{2})^{\frac{1}{m-1}}v\\ -&v^{\prime}+\frac{m-2}{2}v=\cosh(t)^{-\frac{1}{m-1}}(u^{2}+v^{2})^{\frac{1}{m-1}}u\end{aligned}\right. (1.10)

which is a dissipative Hamiltonian system.

Let us denote by

H(u,v)=m12uv+m12m(u2+v2)mm1H(u,v)=-\frac{m-1}{2}uv+\frac{m-1}{2m}(u^{2}+v^{2})^{\frac{m}{m-1}}

the corresponding Hamiltonian energy for the systems (1.9). Notice that HH is constant along trajectories of (1.9). Moreover, the equilibrium points of HH are

(0,0)and±((m1)(m1)/22m/2,(m1)(m1)/22m/2),(0,0)\quad\text{and}\quad\pm\Big{(}\frac{(m-1)^{(m-1)/2}}{2^{m/2}},\frac{(m-1)^{(m-1)/2}}{2^{m/2}}\,\Big{)}, (1.11)

where (0,0)(0,0) is a saddle point and the other two are center points; then it follows easily that for μ[(m1)m2m+1m,+){0}\mu\in[-\frac{(m-1)^{m}}{2^{m+1}m},+\infty)\setminus\{0\} there is a periodic solution of (1.9) at the level {H=μ}\{H=\mu\}. We set 𝔇m1\mathfrak{D}_{m}^{1} for these periodic solutions, parameterized by their Hamiltonian energies. We distinguish a dichotomy within the set 𝔇m1\mathfrak{D}_{m}^{1} based on the sign of the Hamiltonian energy μ\mu. Indeed, 𝔇m1=𝔇m1,+𝔇m1,\mathfrak{D}_{m}^{1}=\mathfrak{D}_{m}^{1,+}\cup\mathfrak{D}_{m}^{1,-}, where

𝔇m1,+:={(u,v)𝔇m1;H(u,v)>0} and 𝔇m1,:={(u,v)𝔇m1;H(u,v)<0}.\mathfrak{D}_{m}^{1,+}:=\{(u,v)\in\mathfrak{D}_{m}^{1};H(u,v)>0\}\text{ and }\mathfrak{D}_{m}^{1,-}:=\{(u,v)\in\mathfrak{D}_{m}^{1};H(u,v)<0\}.

We will call elements of 𝔇m1,\mathfrak{D}_{m}^{1,-}, positive Delaunay-type solutions and elements of 𝔇m1,+\mathfrak{D}_{m}^{1,+}, sign-changing Delaunay-type solutions for Eq. (1.5). This terminology is based on the similarities between 𝔇m1,\mathfrak{D}_{m}^{1,-} and the classical Delaunay solutions for the Yamabe problem. We will clarify more these similarities along the paper. Since any (u,v)𝔇m1(u,v)\in\mathfrak{D}_{m}^{1} will not reach the rest point (0,0)(0,0), we have u(t)2+v(t)2u(t)^{2}+v(t)^{2} is bounded away from 0 for all tt\in\mathbb{R}. Besides the above existence results, we have the following bifurcation phenomenon for the solutions (u,v)𝔇m1,(u,v)\in\mathfrak{D}_{m}^{1,-}.

Theorem 1.3.

Let m2m\geq 2, the following facts hold for the system (1.9):

  • (1)(1)

    For every T>0T>0, (1.9) has the constant 2T2T-periodic solutions

    ±((m1)(m1)/22m/2,(m1)(m1)/22m/2).\pm\Big{(}\frac{(m-1)^{(m-1)/2}}{2^{m/2}},\frac{(m-1)^{(m-1)/2}}{2^{m/2}}\,\Big{)}.

    Moreover, for Tm12πT\leq\frac{\sqrt{m-1}}{2}\pi, these are the only solutions to (1.9).

  • (2)(2)

    Let T>m12πT>\frac{\sqrt{m-1}}{2}\pi and dd\in\mathbb{N} such that dm12π<T(d+1)m12πd\frac{\sqrt{m-1}}{2}\pi<T\leq(d+1)\frac{\sqrt{m-1}}{2}\pi. Then (1.9) has d+1d+1 inequivalent solutions. Particularly, these solutions are given by the constant solution and kk periods of a solution (uT,k,vT,k)(u_{T,k},v_{T,k}) with fundamental period 2T/k2T/k.

  • (3)(3)

    The Hamiltonian energy H(uT,1,vT,1)0H(u_{T,1},v_{T,1})\nearrow 0 as T+T\to+\infty and (uT,1,vT,1)(u_{T,1},v_{T,1}) is (locally) compact in the sense that (uT,1,vT,1)(u_{T,1},v_{T,1}) converges in Cloc1(,2)C_{loc}^{1}(\mathbb{R},\mathbb{R}^{2}) to the nontrivial homoclinic solution of (1.9). That is, there exists t0t_{0}\in\mathbb{R} such that (uT,1,vT,1)(u_{T,1},v_{T,1}) converges in Cloc1C^{1}_{loc} to (u0(t0),v0(t0))(u_{0}(\cdot-t_{0}),v_{0}(\cdot-t_{0})), where

    u0(t)=m(m1)/2et/22m/2cosh(t)m/2andv0(t)=m(m1)/2et/22m/2cosh(t)m/2.u_{0}(t)=\frac{m^{(m-1)/2}e^{t/2}}{2^{m/2}\cosh(t)^{m/2}}\quad\text{and}\quad v_{0}(t)=\frac{m^{(m-1)/2}e^{-t/2}}{2^{m/2}\cosh(t)^{m/2}}.

By translating the above results to system (1.7) (hence Eq. (1.5)), we have

Corollary 1.4.

Let m2m\geq 2, Eq. (1.5) has a one-parameter family 𝔖m1\mathfrak{S}_{m}^{1} of singular solutions on m{0}\mathbb{R}^{m}\setminus\{0\}, parameterized by [(m1)m2m+1m,+){0}[-\frac{(m-1)^{m}}{2^{m+1}m},+\infty)\setminus\{0\}. Moreover, the following asymptotic estimates hold

  • |ψ(x)|0|\psi(x)|\neq 0,

  • |ψ(x)|=O(|x|m12)|\psi(x)|=O(|x|^{-\frac{m-1}{2}}) as |x|+|x|\to+\infty,

  • |ψ(x)|=O(|x|m12)|\psi(x)|=O(|x|^{-\frac{m-1}{2}}) as |x|0|x|\to 0,

for each ψ𝔖m1\psi\in\mathfrak{S}_{m}^{1}. Moreover, if ψμ\psi_{\mu} is the solution corresponding to μ[(m1)m2m+1m,0)\mu\in[-\frac{(m-1)^{m}}{2^{m+1}m},0), then there exists λ>0\lambda>0 such that ψμ\psi_{\mu} converges in Cloc1(m)C^{1}_{loc}(\mathbb{R}^{m}) to ψ=(2λλ2+|x|2)m2(1xλ)γ0\psi_{\infty}=\big{(}\frac{2\lambda}{\lambda^{2}+|x|^{2}}\big{)}^{\frac{m}{2}}\big{(}1-\frac{x}{\lambda}\big{)}\cdot\gamma_{0} as μ0\mu\to 0, where γ0\gamma_{0} is a constant spinor with |γ0|=12(m2)m12|\gamma_{0}|=\frac{1}{\sqrt{2}}\big{(}\frac{m}{2}\big{)}^{\frac{m-1}{2}} and “\cdot” stands for the Clifford multiplication on spinors.

It is important here to notice the difference between the decay rate of singular solutions that we found in the previous Corollary and the one of regular solutions of (1.5), studied in [9]. Indeed, the decay rate of a regular solution is O(|x|m+1)O(|x|^{-m+1}) but the one of a singular solution is O(|x|m12)O(|x|^{-\frac{m-1}{2}}).

For the system (1.10) we have

Theorem 1.5.

Let m3m\geq 3, the system (1.10) with initial datum u(0)=v(0)=μ>0u(0)=v(0)=\mu>0 has a solution (uμ,vμ)(u_{\mu},v_{\mu}) globally defined on \mathbb{R}. Moreover, there are exactly two types of initial data, which can be characterized by:

Ak={μ>0:vμ changes sign k times on (0,+) and lim|t|+Hμ(t)<0},A_{k}=\Big{\{}\mu>0:\,v_{\mu}\text{ changes sign }k\text{ times on }(0,+\infty)\text{ and }\lim_{|t|\to+\infty}H_{\mu}(t)<0\Big{\}},

and

Ik={μ>0:vμ changes sign k times on (0,+) and Hμ(t)>0 for all t}I_{k}=\Big{\{}\mu>0:\,v_{\mu}\text{ changes sign }k\text{ times on }(0,+\infty)\text{ and }H_{\mu}(t)>0\text{ for all }t\in\mathbb{R}\Big{\}}

for k{0}k\in\mathbb{N}\cup\{0\}, where

Hμ(t):=m22uμvμ+m12mcosh(t)1m1(uμ2+vμ2)mm1.H_{\mu}(t):=-\frac{m-2}{2}u_{\mu}v_{\mu}+\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}}.

In particular,

  • (1)(1)

    AkA_{k}\neq\emptyset is a bounded open set for all kk;

  • (2)(2)

    if we set μk=supAk\mu_{k}=\sup A_{k}, then μkIk\mu_{k}\in I_{k} and μ0<μ1<<μj<μj+1<+\mu_{0}<\mu_{1}<\dots<\mu_{j}<\mu_{j+1}<\dots\to+\infty;

  • (3)(3)

    if we set νk=supIk\nu_{k}=\sup I_{k}, then νk<+\nu_{k}<+\infty and (νk,νk+ε)Ak+1(\nu_{k},\nu_{k}+\varepsilon)\subset A_{k+1} for some small ε>0\varepsilon>0;

  • (4)(4)

    if μIk\mu\in I_{k}, then (uμ(t),vμ(t))(0,0)(u_{\mu}(t),v_{\mu}(t))\to(0,0) as |t||t|\to\infty. To be more precise, we have

    uμ(t)2+vμ(t)2=O(e(m2)t)u_{\mu}(t)^{2}+v_{\mu}(t)^{2}=O(e^{-(m-2)t})

    as |t|+|t|\to+\infty;

  • (5)(5)

    if μAk\mu\in A_{k}, then uμ(t)2+vμ(t)2u_{\mu}(t)^{2}+v_{\mu}(t)^{2} is bounded from below by a positive constant for all tt\in\mathbb{R} and is unbounded as |t|+|t|\to+\infty; furthermore, up to a multiplication by constant, uμ(t)2+vμ(t)2u_{\mu}(t)^{2}+v_{\mu}(t)^{2} is upper bounded by cosh(t)\cosh(t) for all |t||t| large.

By setting 𝔇m2={(uμ,vμ):μk0Ak}\mathfrak{D}_{m}^{2}=\{(u_{\mu},v_{\mu}):\,\mu\in\cup_{k\geq 0}A_{k}\}, we call these unbounded solution the Delaunay-type solution for Eq. (1.6). As a direct consequence of Theorem 1.5, we have a characterization of singular solutions for Eq. (1.6) on m1{0}\mathbb{R}^{m-1}\setminus\{0\}.

Corollary 1.6.

Let m3m\geq 3, Eq. (1.5) has a one-parameter family 𝔖m2\mathfrak{S}_{m}^{2} of singular solutions on m1{0}\mathbb{R}^{m-1}\setminus\{0\}, parameterized by k0Ak\cup_{k\geq 0}A_{k}. Moreover, the following asymptotic estimates hold

|x|m22<|ψ(x)||x|m12as |x|0|x|^{-\frac{m-2}{2}}<|\psi(x)|\lesssim|x|^{-\frac{m-1}{2}}\quad\text{as }|x|\to 0

and

|x|m22<|ψ(x)||x|m32as |x|+|x|^{-\frac{m-2}{2}}<|\psi(x)|\lesssim|x|^{-\frac{m-3}{2}}\quad\text{as }|x|\to+\infty

for each ψ𝔖m2\psi\in\mathfrak{S}_{m}^{2}

This paper is organized as follows. First, in Section 2, we lay down the necessary geometric preliminaries that we will need to formulate our problem, including the main ansatz that will be adopted to find our families of singular solutions. Next, in Section 3, we use the ansatz to formulate the problem as a Hamiltonian system in 2\mathbb{R}^{2} (autonomous in the case of a point singularity and non-autonomous in the case of a one dimensional singularity). In section 4, we study the properties of the solutions of the Hamiltonian system in the two cases. This allows us to prove Theorems 1.3 and 1.5.

2 Geometric preliminaries

2.1 General preliminaries about spin geometry

Let (M,g)(M,\textit{g}) be an mm-dimensional Riemannian manifold (not necessarily compact) with a chosen orientation. Let PSO(M)P_{\operatorname{SO}}(M) be the set of positively oriented orthonormal frames on (M,g)(M,\textit{g}). This is a SO(m)\operatorname{SO}(m)-principal bundle over MM. A spin structure on MM is a pair σ=(PSpin(M),ϑ)\sigma=(P_{\operatorname{Spin}}(M),\vartheta) where PSpin(M)P_{\operatorname{Spin}}(M) is a Spin(m)\operatorname{Spin}(m)-principal bundle over MM and ϑ:PSpin(M)PSO(M)\vartheta:P_{\operatorname{Spin}}(M)\to P_{\operatorname{SO}}(M) is a map such that the diagram

PSpin(M)×Spin(m)\textstyle{P_{\operatorname{Spin}}(M)\times\operatorname{Spin}(m)\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces}ϑ×Θ\scriptstyle{\displaystyle\vartheta\times\Theta}PSpin(M)\textstyle{P_{\operatorname{Spin}}(M)\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces\ignorespaces}ϑ\scriptstyle{\displaystyle\vartheta}M\textstyle{M}PSO(M)×SO(m)\textstyle{P_{\operatorname{SO}}(M)\times\operatorname{SO}(m)\ignorespaces\ignorespaces\ignorespaces\ignorespaces}PSO(M)\textstyle{P_{\operatorname{SO}}(M)\ignorespaces\ignorespaces\ignorespaces\ignorespaces}

commutes, where Θ:Spin(m)SO(m)\Theta:\operatorname{Spin}(m)\to\operatorname{SO}(m) is the nontrivial double covering of SO(m)\operatorname{SO}(m). There is a topological condition for the existence of a spin structure, namely, the vanishing of the second Stiefel-Whitney class ω2(M)H2(M,2)\omega_{2}(M)\in H^{2}(M,\mathbb{Z}_{2}). Furthermore, if a spin structure exists, it need not be unique. For these results we refer to [19, 29].

In order to introduce the spinor bundle, we recall that the Clifford algebra Cl(m)Cl(\mathbb{R}^{m}) is the associative \mathbb{R}-algebra with unit, generated by m\mathbb{R}^{m} satisfying the relation xyyx=2(x,y)x\cdot y-y\cdot x=-2(x,y) for x,ymx,y\in\mathbb{R}^{m} (here (,)(\cdot,\cdot) is the Euclidean scalar product on m\mathbb{R}^{m}). It turns out that Cl(m)Cl(\mathbb{R}^{m}) has a smallest representation ρ:Spin(m)Cl(m)End(𝕊m)\rho:\operatorname{Spin}(m)\subset Cl(\mathbb{R}^{m})\to End(\mathbb{S}_{m}) of dimension dim(𝕊m)=2[m2]\dim_{\mathbb{C}}(\mathbb{S}_{m})=2^{[\frac{m}{2}]} such that l(m):=Cl(m)End(𝕊m)\mathbb{C}l(\mathbb{R}^{m}):=Cl(\mathbb{R}^{m})\otimes\mathbb{C}\cong End_{\mathbb{C}}(\mathbb{S}_{m}) as \mathbb{C}-algebra. In case mm is even, this irreducible representations is uniquely determined, but it splits into non-equivalent sub-representations 𝕊m+\mathbb{S}_{m}^{+} and 𝕊m\mathbb{S}_{m}^{-} as Spin(m)\operatorname{Spin}(m)-representations. If mm is odd, there are two irreducible lm\mathbb{C}l_{m}-representations 𝕊m0\mathbb{S}_{m}^{0} and 𝕊m1\mathbb{S}_{m}^{1}. Both of them coincide if considered as Spin(m)\operatorname{Spin}(m)-representations.

Define the chirality operator ωm=i[m+12]e1e2emlm\omega_{\mathbb{C}}^{\mathbb{R}^{m}}=i^{[\frac{m+1}{2}]}e_{1}\cdot e_{2}\cdots e_{m}\in\mathbb{C}l_{m} with {e1,,em}\{e_{1},\dots,e_{m}\} being a positively oriented orthonormal frame on m\mathbb{R}^{m}. In case mm is even, we have ωm\omega_{\mathbb{C}}^{\mathbb{R}^{m}} act as ±1\pm 1 on 𝕊m±\mathbb{S}_{m}^{\pm}, and sections of 𝕊m+\mathbb{S}_{m}^{+} (resp. 𝕊m\mathbb{S}_{m}^{-}) are called positive (resp. negative) spinors. While if mm is odd, the chirality operator acts on 𝕊mj\mathbb{S}_{m}^{j} as (1)j(-1)^{j}, j=0,1j=0,1. Hence, for mm odd, it will cause no confusion if we simply identify 𝕊m0\mathbb{S}_{m}^{0} and 𝕊m1\mathbb{S}_{m}^{1} as the same vector space, that is 𝕊m=𝕊m0=𝕊m1\mathbb{S}_{m}=\mathbb{S}_{m}^{0}=\mathbb{S}_{m}^{1}, and equip them with Clifford multiplication of opposite sign.

Associated to the above observations, the spinor bundle is then defined as

𝕊(M):=PSpin(M)×ρ𝕊m.\mathbb{S}(M):=P_{\operatorname{Spin}}(M)\times_{\rho}\mathbb{S}_{m}.

Note that the spinor bundle carries a natural Clifford multiplication, a natural hermitian metric and a metric connection induced from the Levi-Civita connection on TMTM (see [19, 29]), this bundle satisfies the axioms of Dirac bundle in the sense that

  • (i)(i)

    for any xMx\in M, X,YTxMX,Y\in T_{x}M and ψ𝕊x(M)\psi\in\mathbb{S}_{x}(M)

    XYψ+YXψ+2g(X,Y)ψ=0;X\cdot Y\cdot\psi+Y\cdot X\cdot\psi+2\textit{g}(X,Y)\psi=0;
  • (ii)(ii)

    for any XTxMX\in T_{x}M and ψ1,ψ2𝕊x(M)\psi_{1},\psi_{2}\in\mathbb{S}_{x}(M),

    (Xψ1,ψ2)g=(ψ1,Xψ2)g,(X\cdot\psi_{1},\psi_{2})_{\textit{g}}=-(\psi_{1},X\cdot\psi_{2})_{\textit{g}},

    where (,)g(\cdot,\cdot)_{\textit{g}} is the hermitian metric on 𝕊(M)\mathbb{S}(M);

  • (iii)(iii)

    for any X,YΓ(TM)X,Y\in\Gamma(TM) and ψΓ(𝕊(M))\psi\in\Gamma(\mathbb{S}(M)),

    X𝕊(Yψ)=(XY)ψ+YX𝕊ψ,\nabla_{X}^{\mathbb{S}}(Y\cdot\psi)=(\nabla_{X}Y)\cdot\psi+Y\cdot\nabla_{X}^{\mathbb{S}}\psi,

    where 𝕊\nabla^{\mathbb{S}} is the metric connection on 𝕊(M)\mathbb{S}(M).

The Dirac operator is then defined on the spinor bundle 𝕊(M)\mathbb{S}(M) as the composition

Dg:Γ(𝕊(M))𝕊Γ(TM𝕊(M))Γ(TM𝕊(M))𝔪Γ(𝕊(M))\begin{array}[]{ccccccc}D_{\textit{g}}:\Gamma(\mathbb{S}(M))&\stackrel{{\scriptstyle\nabla^{\mathbb{S}}}}{{\longrightarrow}}&\Gamma(T^{*}M\otimes\mathbb{S}(M))&\longrightarrow&\Gamma(TM\otimes\mathbb{S}(M))&\stackrel{{\scriptstyle\mathfrak{m}}}{{\longrightarrow}}&\Gamma(\mathbb{S}(M))\end{array}

where 𝔪\mathfrak{m} denotes the Clifford multiplication 𝔪:XψXψ\mathfrak{m}:X\otimes\psi\mapsto X\cdot\psi.

Let us remark that there is an implicit g-dependence in the Clifford multiplication “𝔪\mathfrak{m}” or “\cdot”. In fact, considering a simple case where we replace g with a conformal metric g~=e2ug\tilde{\textit{g}}=e^{2u}\textit{g}, the isometry XeuXX\mapsto e^{-u}X from (TM,g)(TM,\textit{g}) onto (TM,g~)(TM,\tilde{\textit{g}}) defines a principal bundle isomorphism SO(TM,g)SO(TM,g~)\operatorname{SO}(TM,\textit{g})\to\operatorname{SO}(TM,\tilde{\textit{g}}) lifting to the spin level. Then it induces a bundle isomorphism 𝕊(M,g)𝕊(M,g~)\mathbb{S}(M,\textit{g})\to\mathbb{S}(M,\tilde{\textit{g}}), ψψ~\psi\mapsto\tilde{\psi}, fiberwisely preserving the Hermitian inner product and sending XψX\cdot\psi to euX~ψ~e^{-u}X\tilde{\cdot}\tilde{\psi}. In the sequel, when necessary, we shall write DgMD_{\textit{g}}^{M} and g\cdot_{\textit{g}}, etc., to precise the underlying manifold MM and the metric g.

2.2 Spinor bundle and the Dirac operator on product manifolds

In this subsection our notation is close to [39]. Let (N=M1×M2,gN=gM1gM2)(N=M_{1}\times M_{2},\textit{g}_{N}=\textit{g}_{M_{1}}\oplus\textit{g}_{M_{2}}) be a product of Riemannian spin mjm_{j}-manifolds (Mj,gMj,σMj)(M_{j},\textit{g}_{M_{j}},\sigma_{M_{j}}), j=1,2j=1,2. We have

PSpin(N)=(PSpin(M1)×PSpin(M2))×ζ𝕊m1+m2P_{\operatorname{Spin}}(N)=(P_{\operatorname{Spin}}(M_{1})\times P_{\operatorname{Spin}}(M_{2}))\times_{\zeta}\mathbb{S}_{m_{1}+m_{2}}

where ζ:Spin(m1)×Spin(m2)Spin(m1+m2)\zeta:\operatorname{Spin}(m_{1})\times\operatorname{Spin}(m_{2})\to\operatorname{Spin}(m_{1}+m_{2}) is the Lie group homomorphism lifting the standard embedding SO(m1)×SO(m2)SO(m1+m2)\operatorname{SO}(m_{1})\times\operatorname{SO}(m_{2})\to\operatorname{SO}(m_{1}+m_{2}).

The spinor bundle over NN can be identified with

𝕊(N)={(𝕊(M1)𝕊(M1))𝕊(M2)both m1 and m2 are odd,𝕊(M1)𝕊(M2)m1 is even.\mathbb{S}(N)=\left\{\begin{aligned} &(\mathbb{S}(M_{1})\oplus\mathbb{S}(M_{1}))\otimes\mathbb{S}(M_{2})&\quad&\text{both }m_{1}\text{ and }m_{2}\text{ are odd},\\ &\qquad\mathbb{S}(M_{1})\otimes\mathbb{S}(M_{2})&\quad&m_{1}\text{ is even}.\end{aligned}\right.

That is, we always put the even dimensional factor in the place of M1M_{1}. And the Clifford multiplication on 𝕊(N)\mathbb{S}(N) can be explicitly given in terms of the Clifford multiplications on its factors. In fact, for XTM1X\in TM_{1}, YTM2Y\in TM_{2}, φΓ(𝕊(M2))\varphi\in\Gamma(\mathbb{S}(M_{2})) and

ψ={ψ1ψ2Γ(𝕊(M1)𝕊(M1))for both m1 and m2 oddψΓ(𝕊(M1))for m1 even\psi=\begin{cases}\psi_{1}\oplus\psi_{2}\in\Gamma(\mathbb{S}(M_{1})\oplus\mathbb{S}(M_{1}))&\text{for both $m_{1}$ and $m_{2}$ odd}\\ \qquad\psi\in\Gamma(\mathbb{S}(M_{1}))&\text{for $m_{1}$ even}\end{cases}

we have

(XY)gN(ψφ)=(XgM1ψ)φ+(ωM1gM1ψ)(YgM2φ)(X\oplus Y)\cdot_{\textit{g}_{N}}(\psi\otimes\varphi)=(X\cdot_{\textit{g}_{M_{1}}}\psi)\otimes\varphi+(\omega_{\mathbb{C}}^{M_{1}}\cdot_{\textit{g}_{M_{1}}}\psi)\otimes(Y\cdot_{\textit{g}_{M_{2}}}\varphi) (2.1)

where in case m1m_{1} and m2m_{2} odd we set XgM1ψ=(XgM1ψ1)(XgM1ψ2)X\cdot_{\textit{g}_{M_{1}}}\psi=(X\cdot_{\textit{g}_{M_{1}}}\psi_{1})\oplus(-X\cdot_{\textit{g}_{M_{1}}}\psi_{2}) and ωM1gM1ψ=i(ψ2ψ1)\omega_{\mathbb{C}}^{M_{1}}\cdot_{\textit{g}_{M_{1}}}\psi=i(\psi_{2}\oplus-\psi_{1}). Let us remark that there are different ways to formulate the Clifford multiplication (2.1), but such changes are equivalent. Indeed, due to the uniqueness of l(TM1TM2)\mathbb{C}l(TM_{1}\oplus TM_{2}), any definition of the Clifford multiplication on 𝕊(N)\mathbb{S}(N) can be identified with (2.1) via a vector bundle isomorphism (see the examples in the next subsection).

Let 𝕊(M1)\nabla^{\mathbb{S}(M_{1})} and 𝕊(M2)\nabla^{\mathbb{S}(M_{2})} be the Levi-Civita connections on 𝕊(M1)\mathbb{S}(M_{1}) and 𝕊(M2)\mathbb{S}(M_{2}). By

𝕊(M1)𝕊(M2)=𝕊(M1)Id𝕊(M2)+Id𝕊(M1)𝕊(M2)\nabla^{\mathbb{S}(M_{1})\otimes\mathbb{S}(M_{2})}=\nabla^{\mathbb{S}(M_{1})}\otimes\text{Id}_{\mathbb{S}(M_{2})}+\text{Id}_{\mathbb{S}(M_{1})}\otimes\nabla^{\mathbb{S}(M_{2})}

we mean the tensor product connection on 𝕊(M1)𝕊(M2)\mathbb{S}(M_{1})\otimes\mathbb{S}(M_{2}). Then, by (2.1), the Dirac operator on NN is given by

DgN=D~gM1M1Id𝕊(M2)+(ωM1gM1Id𝕊(M1))DgM2M2D_{\textit{g}}^{N}=\tilde{D}_{\textit{g}_{M_{1}}}^{M_{1}}\otimes\text{Id}_{\mathbb{S}(M_{2})}+(\omega_{\mathbb{C}}^{M_{1}}\cdot_{\textit{g}_{M_{1}}}\text{Id}_{\mathbb{S}(M_{1})})\otimes D_{\textit{g}_{M_{2}}}^{M_{2}} (2.2)

where D~gM1M1=DgM1M1DgM1M1\tilde{D}_{\textit{g}_{M_{1}}}^{M_{1}}=D_{\textit{g}_{M_{1}}}^{M_{1}}\oplus-D_{\textit{g}_{M_{1}}}^{M_{1}} if both m1m_{1} and m2m_{2} are odd and D~gM1M1=DgM1M1\tilde{D}_{\textit{g}_{M_{1}}}^{M_{1}}=D_{\textit{g}_{M_{1}}}^{M_{1}} if m1m_{1} is even.

For the case m1+m2m_{1}+m_{2} even, we have the decomposition 𝕊(N)=𝕊(N)+𝕊(N)\mathbb{S}(N)=\mathbb{S}(N)^{+}\oplus\mathbb{S}(N)^{-} and, moreover, when restrict DgND_{\textit{g}}^{N} on those half-spinor spaces we get DgN:Γ(𝕊(N)±)Γ(𝕊(N))D_{\textit{g}}^{N}:\Gamma(\mathbb{S}(N)^{\pm})\to\Gamma(\mathbb{S}(N)^{\mp}).

2.3 A particular ansatz in Euclidean spaces

Let M=mM=\mathbb{R}^{m} be equipped with the Euclidean metric, then the spinor bundle is given by 𝕊(m)=m×𝕊mm×2[m2]\mathbb{S}(\mathbb{R}^{m})=\mathbb{R}^{m}\times\mathbb{S}_{m}\cong\mathbb{R}^{m}\times\mathbb{C}^{2^{[\frac{m}{2}]}}. Although, from the abstract setting, the Dirac operator can be given by

Dgmψ=k=1mekgmekψ,ψ𝕊(m)D_{\textit{g}_{\mathbb{R}^{m}}}\psi=\sum_{k=1}^{m}e_{k}\cdot_{\textit{g}_{\mathbb{R}^{m}}}\nabla_{e_{k}}\psi,\quad\psi\in\mathbb{S}(\mathbb{R}^{m})

where {e1,,em}\{e_{1},\dots,e_{m}\} is a orthonormal base of m\mathbb{R}^{m}, we can have a more explicit representation of this operator. In fact the Dirac operator can be formulated as a constant coefficient differential operator of the form

Dgm=k=1mαk(m)xkD_{\textit{g}_{\mathbb{R}^{m}}}=\sum_{k=1}^{m}\alpha_{k}^{(m)}\frac{\partial}{\partial x_{k}} (2.3)

where αk(m)\alpha_{k}^{(m)} is a linear map αk(m):2[m2]2[m2]\alpha_{k}^{(m)}:\mathbb{C}^{2^{[\frac{m}{2}]}}\to\mathbb{C}^{2^{[\frac{m}{2}]}} satisfying the relation

αj(m)αk(m)+αk(m)αj(m)=2δij\alpha_{j}^{(m)}\alpha_{k}^{(m)}+\alpha_{k}^{(m)}\alpha_{j}^{(m)}=-2\delta_{ij} (2.4)

for all j,kj,k.

Let us give a possible construction of these {αj(m)}\{\alpha_{j}^{(m)}\} by using 2[m2]×2[m2]2^{[\frac{m}{2}]}\times 2^{[\frac{m}{2}]} complex matrices with a block structure. We start with m=1m=1 and the 11-dimensional Dirac operator Dg=iddxD_{\textit{g}_{\mathbb{R}}}=i\frac{d}{dx}, that is we have α1(1)=i\alpha_{1}^{(1)}=i the pure imaginary unit. For mm is even, we define

αj(m)=(0iαj(m1)iαj(m1)0)for j=1,,m1andαm(m)=(0iIdiId0)\alpha_{j}^{(m)}=\begin{pmatrix}\textbf{0}&-i\alpha_{j}^{(m-1)}\\[3.00003pt] i\alpha_{j}^{(m-1)}&\textbf{0}\end{pmatrix}\quad\text{for }j=1,\dots,m-1\quad\text{and}\quad\alpha_{m}^{(m)}=\begin{pmatrix}\textbf{0}&i\,\text{Id}\\[3.00003pt] i\,\text{Id}&\textbf{0}\end{pmatrix}

where “Id” is understood to be the identity on 2[m12]\mathbb{C}^{2^{[\frac{m-1}{2}]}}. And, if mm is odd, we define

αj(m)=αj(m1)for j=1,,m1andαm(m)=im+12α1(m1)αm1(m1).\alpha_{j}^{(m)}=\alpha_{j}^{(m-1)}\quad\text{for }j=1,\dots,m-1\quad\text{and}\quad\alpha_{m}^{(m)}=i^{\frac{m+1}{2}}\alpha_{1}^{(m-1)}\cdots\alpha_{m-1}^{(m-1)}.

It is illuminating to consider this construction in low dimensions:

Example 1.

For m=2m=2, we have

α1(2)=(0110)andα2(2)=(0ii0).\alpha_{1}^{(2)}=\begin{pmatrix}0&1\\ -1&0\end{pmatrix}\quad\text{and}\quad\alpha_{2}^{(2)}=\begin{pmatrix}0&i\\ i&0\end{pmatrix}.

Writing a spinor field ψ:2𝕊(2)\psi:\mathbb{R}^{2}\to\mathbb{S}(\mathbb{R}^{2}) in components as (ψ1ψ2)2\begin{pmatrix}\psi_{1}\\ \psi_{2}\end{pmatrix}\in\mathbb{C}^{2}, we then have

Dg2ψ=(0110)(ψ1x1ψ2x1)+(0ii0)(ψ1x2ψ2x2)=(ψ2x1+iψ2x2ψ1x1+iψ1x2).D_{\textit{g}_{\mathbb{R}^{2}}}\psi=\begin{pmatrix}0&1\\ -1&0\end{pmatrix}\begin{pmatrix}\frac{\partial\psi_{1}}{\partial x_{1}}\\[3.00003pt] \frac{\partial\psi_{2}}{\partial x_{1}}\end{pmatrix}+\begin{pmatrix}0&i\\ i&0\end{pmatrix}\begin{pmatrix}\frac{\partial\psi_{1}}{\partial x_{2}}\\[3.00003pt] \frac{\partial\psi_{2}}{\partial x_{2}}\end{pmatrix}=\begin{pmatrix}\frac{\partial\psi_{2}}{\partial x_{1}}+i\frac{\partial\psi_{2}}{\partial x_{2}}\\[3.00003pt] -\frac{\partial\psi_{1}}{\partial x_{1}}+i\frac{\partial\psi_{1}}{\partial x_{2}}\end{pmatrix}. (2.5)

Thus, in this case, the Dirac operator is simply the Cauchy-Riemann operator.

Consider the product 2=×\mathbb{R}^{2}=\mathbb{R}\times\mathbb{R} and the identification 𝕊(2)=(𝕊()𝕊())𝕊()\mathbb{S}(\mathbb{R}^{2})=(\mathbb{S}(\mathbb{R})\oplus\mathbb{S}(\mathbb{R}))\otimes\mathbb{S}(\mathbb{R}). We see that the fiberwise isomorphism is given explicitly by

(𝕊()𝕊())𝕊()(u1vu2v)12((u1+u2)v(u1u2)v)𝕊(2)(\mathbb{S}(\mathbb{R})\oplus\mathbb{S}(\mathbb{R}))\otimes\mathbb{S}(\mathbb{R})\ni\begin{pmatrix}u_{1}v\\ u_{2}v\end{pmatrix}\longleftrightarrow\frac{1}{\sqrt{2}}\begin{pmatrix}(u_{1}+u_{2})v\\ (u_{1}-u_{2})v\end{pmatrix}\in\mathbb{S}(\mathbb{R}^{2}) (2.6)

for u1,u2,vΓ(𝕊())u_{1},u_{2},v\in\Gamma(\mathbb{S}(\mathbb{R})). In particular, by (2.2), we see that

(iddx00iddx)(u1vu2v)ddy(u2vu1v)=(iu1vu2viu2v+u1v)\begin{pmatrix}i\frac{d}{dx}&0\\ 0&-i\frac{d}{dx}\end{pmatrix}\begin{pmatrix}u_{1}v\\ u_{2}v\end{pmatrix}-\frac{d}{dy}\begin{pmatrix}u_{2}v\\ -u_{1}v\end{pmatrix}=\begin{pmatrix}iu_{1}^{\prime}v-u_{2}v^{\prime}\\ -iu_{2}^{\prime}v+u_{1}v^{\prime}\end{pmatrix}

which coincides with (2.5) (under the action of the isomorphism in (2.6)).

Example 2.

For m=3m=3, we have

α1(3)=(0110),α2(3)=(0ii0)andα3(3)=(i00i)\alpha_{1}^{(3)}=\begin{pmatrix}0&1\\ -1&0\end{pmatrix},\quad\alpha_{2}^{(3)}=\begin{pmatrix}0&i\\ i&0\end{pmatrix}\quad\text{and}\quad\alpha_{3}^{(3)}=\begin{pmatrix}-i&0\\ 0&i\end{pmatrix}

which are exactly the classical Pauli matrices. And for the product 3=2×\mathbb{R}^{3}=\mathbb{R}^{2}\times\mathbb{R}, it is easy to obtain from (2.3) that

Dg3=Dg2Id𝕊()+(1001)DgD_{\textit{g}_{\mathbb{R}^{3}}}=D_{\textit{g}_{\mathbb{R}^{2}}}\otimes\text{Id}_{\mathbb{S}(\mathbb{R})}+\begin{pmatrix}-1&0\\ 0&1\end{pmatrix}\otimes D_{\textit{g}_{\mathbb{R}}}

fitting into (2.2).

Example 3.

For m=4m=4, we have

α1(4)=(0iiii0),α2(4)=(011110),α3(4)=(0100110010)\alpha_{1}^{(4)}=\begin{pmatrix}\begin{matrix}\text{\LARGE 0}\end{matrix}&\begin{matrix}&-i\,\\ i&\end{matrix}\\ \begin{matrix}&i\\ -i&\end{matrix}&\begin{matrix}\text{\LARGE 0}\end{matrix}\end{pmatrix},\quad\alpha_{2}^{(4)}=\begin{pmatrix}\begin{matrix}\text{\LARGE 0}\end{matrix}&\begin{matrix}&1\,\\ 1&\end{matrix}\\ \begin{matrix}&-1\\ -1&\end{matrix}&\begin{matrix}\text{\LARGE 0}\end{matrix}\end{pmatrix},\quad\alpha_{3}^{(4)}=\begin{pmatrix}\begin{matrix}\text{\LARGE 0}\end{matrix}&\begin{matrix}-1&0\,\\ 0&1\end{matrix}\\ \begin{matrix}1&0\\ 0&-1\end{matrix}&\begin{matrix}\text{\LARGE 0}\end{matrix}\end{pmatrix}

and

α4(4)=(0i00ii00i0)\alpha_{4}^{(4)}=\begin{pmatrix}\begin{matrix}\text{\LARGE 0}\end{matrix}&\begin{matrix}i&0\\ 0&i\ \end{matrix}\\ \begin{matrix}\,i&0\\ 0&i\ \end{matrix}&\begin{matrix}\text{\LARGE 0}\end{matrix}\end{pmatrix}

And for the product 4=2×2\mathbb{R}^{4}=\mathbb{R}^{2}\times\mathbb{R}^{2}, we have 𝕊(4)=𝕊(2)𝕊(2)\mathbb{S}(\mathbb{R}^{4})=\mathbb{S}(\mathbb{R}^{2})\otimes\mathbb{S}(\mathbb{R}^{2}). By considering a bundle isomorphism

𝕊(2)𝕊(2)(u1u2)(v1v2)(iu1v1iu2v2iu1v2iu2v1)𝕊(4)\mathbb{S}(\mathbb{R}^{2})\otimes\mathbb{S}(\mathbb{R}^{2})\ni\begin{pmatrix}u_{1}\\ u_{2}\end{pmatrix}\otimes\begin{pmatrix}v_{1}\\ v_{2}\end{pmatrix}\longleftrightarrow\begin{pmatrix}-iu_{1}v_{1}\\ -iu_{2}v_{2}\\ iu_{1}v_{2}\\ iu_{2}v_{1}\end{pmatrix}\in\mathbb{S}(\mathbb{R}^{4})

for u1,u2,v1,v2Γ(𝕊(2))u_{1},u_{2},v_{1},v_{2}\in\Gamma(\mathbb{S}(\mathbb{R}^{2})), one easily verifies the correspondence

Dg4=Dg2Id𝕊(2)+(1001)Dg2D_{\textit{g}_{\mathbb{R}^{4}}}=D_{\textit{g}_{\mathbb{R}^{2}}}\otimes\text{Id}_{\mathbb{S}(\mathbb{R}^{2})}+\begin{pmatrix}-1&0\\ 0&1\end{pmatrix}\otimes D_{\textit{g}_{\mathbb{R}^{2}}}

which justifies (2.2). Meanwhile, for the product 4=3×\mathbb{R}^{4}=\mathbb{R}^{3}\times\mathbb{R} and the associated spinor bundle 𝕊(4)=(𝕊(3)𝕊(3))𝕊()\mathbb{S}(\mathbb{R}^{4})=(\mathbb{S}(\mathbb{R}^{3})\oplus\mathbb{S}(\mathbb{R}^{3}))\otimes\mathbb{S}(\mathbb{R}), we have the fiberwise isomorphism

(𝕊(3)𝕊(3))𝕊()(ψ1φψ2φψ3φψ4φ)12((ψ4ψ2)φ(ψ3ψ1)φ(ψ2+ψ4)φ(ψ1+ψ3)φ)𝕊(4)(\mathbb{S}(\mathbb{R}^{3})\oplus\mathbb{S}(\mathbb{R}^{3}))\otimes\mathbb{S}(\mathbb{R})\ni\begin{pmatrix}\psi_{1}\varphi\\ \psi_{2}\varphi\\ \psi_{3}\varphi\\ \psi_{4}\varphi\end{pmatrix}\longleftrightarrow\frac{1}{\sqrt{2}}\begin{pmatrix}(\psi_{4}-\psi_{2})\varphi\\ (\psi_{3}-\psi_{1})\varphi\\ (\psi_{2}+\psi_{4})\varphi\\ -(\psi_{1}+\psi_{3})\varphi\end{pmatrix}\in\mathbb{S}(\mathbb{R}^{4})

for (ψ1ψ2),(ψ3ψ4)𝕊(3)\begin{pmatrix}\psi_{1}\\ \psi_{2}\end{pmatrix},\begin{pmatrix}\psi_{3}\\ \psi_{4}\end{pmatrix}\in\mathbb{S}(\mathbb{R}^{3}) and φ𝕊()\varphi\in\mathbb{S}(\mathbb{R}) such that the action of

(Dg300Dg3)Id𝕊()+i(0Id𝕊(3)Id𝕊(3)0)Dg\begin{pmatrix}D_{\textit{g}_{\mathbb{R}^{3}}}&0\\ 0&-D_{\textit{g}_{\mathbb{R}^{3}}}\end{pmatrix}\otimes\text{Id}_{\mathbb{S}(\mathbb{R})}+i\begin{pmatrix}0&\text{Id}_{\mathbb{S}(\mathbb{R}^{3})}\\ -\text{Id}_{\mathbb{S}(\mathbb{R}^{3})}&0\end{pmatrix}\otimes D_{\textit{g}_{\mathbb{R}}}

on (𝕊(3)𝕊(3))𝕊()(\mathbb{S}(\mathbb{R}^{3})\oplus\mathbb{S}(\mathbb{R}^{3}))\otimes\mathbb{S}(\mathbb{R}) coincides with the action of Dg4D_{\textit{g}_{\mathbb{R}^{4}}} on 𝕊(4)\mathbb{S}(\mathbb{R}^{4}). This verifies (2.2). Note the analogy with dimension two.

We could continue this analysis. For general mm, one can compute the matrices {αj(m)}\{\alpha_{j}^{(m)}\}, the chirality operator ωm\omega_{\mathbb{C}}^{\mathbb{R}^{m}} and, particularly when mm is even, the corresponding bundle isomorphism to decompose the Dirac operator in a product structure. However, these explicit formulas are seldom. It is always simpler to use the abstract setting of the Clifford module.

It is interesting to note that the aforementioned explicit formula for the Dirac operator motivates a “nice” function space which is invariant under the actions of the Dirac operator. More precisely, let us set

E(m)\displaystyle E(\mathbb{R}^{m}) :={ψ(x)=f1(|x|)γ0+f2(|x|)|x|xγ0:xm,f1,f2C(0,) and γ0S2[m2]}\displaystyle:=\Big{\{}\psi(x)=f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}x\cdot\gamma_{0}\,:\,x\in\mathbb{R}^{m},\ f_{1},f_{2}\in C^{\infty}(0,\infty)\text{ and }\gamma_{0}\in S_{\mathbb{C}}^{2^{[\frac{m}{2}]}}\Big{\}}
={ψ(x)=f1(|x|)γ0+f2(|x|)|x|k=1mxkαk(m)γ0:f1,f2C(0,) and γ0S2[m2]}.\displaystyle=\Big{\{}\psi(x)=f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}\sum_{k=1}^{m}x_{k}\alpha_{k}^{(m)}\gamma_{0}\,:\,f_{1},f_{2}\in C^{\infty}(0,\infty)\text{ and }\gamma_{0}\in S_{\mathbb{C}}^{2^{[\frac{m}{2}]}}\Big{\}}.

where S2[m2]S_{\mathbb{C}}^{2^{[\frac{m}{2}]}} stands for the complex unit sphere in the spin-module 𝕊m2[m2]\mathbb{S}_{m}\cong\mathbb{C}^{2^{[\frac{m}{2}]}}. Then, following the rule of the Clifford multiplication or the relation (2.4), it is easy to check that

Dgmψ=(f2(|x|)+(m1)f2(|x|)|x|)γ0+f1(|x|)|x|xγ0E(m)ψE(m).D_{\textit{g}_{\mathbb{R}^{m}}}\psi=-\Big{(}f_{2}^{\prime}(|x|)+\frac{(m-1)f_{2}(|x|)}{|x|}\Big{)}\gamma_{0}+\frac{f_{1}^{\prime}(|x|)}{|x|}x\cdot\gamma_{0}\in E(\mathbb{R}^{m})\quad\forall\psi\in E(\mathbb{R}^{m}).

Moreover, in order to make sure that ψ\psi is continuous at the origin, one may consider a further restriction to the subspace

E0(m)={ψ(x)=f1(|x|)γ0+f2(|x|)|x|xγ0E:f1(t)=O(t) and f2(t)=O(t) as t0}.E_{0}(\mathbb{R}^{m})=\Big{\{}\psi(x)=f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}x\cdot\gamma_{0}\in E\,:\,f_{1}^{\prime}(t)=O(t)\text{ and }f_{2}(t)=O(t)\text{ as }t\searrow 0\Big{\}}.
Remark 2.1.
  • (1)

    It is interesting to see that the specific ansatz provided in E(m)E(\mathbb{R}^{m}) contains some important formulations of spinors, which are of interest to many physicists when they are dealing with spinor fields in quantum electrodynamics. In fact, to the best of our knowledge, it can be traced back to R. Finkelstein, R. LeLevier and M. Ruderman [15] in 1951 when they investigated a nonlinear Dirac equation in 3×\mathbb{R}^{3}\times\mathbb{R}. By separating the time variable, the authors introduced a very special formulation of a spinor field, i.e.

    ψ(r,θ1,θ2)=(f1(r)0if2(r)cosθ1if2(r)sinθ1eiθ2) or (if2(r)cosθ1if2(r)sinθ1eiθ2f1(r)0)\psi(r,\theta_{1},\theta_{2})=\begin{pmatrix}f_{1}(r)\\[3.00003pt] 0\\[3.00003pt] if_{2}(r)\cos\theta_{1}\\[3.00003pt] if_{2}(r)\sin\theta_{1}e^{i\theta_{2}}\end{pmatrix}\text{ or }\begin{pmatrix}if_{2}(r)\cos\theta_{1}\\[3.00003pt] if_{2}(r)\sin\theta_{1}e^{i\theta_{2}}\\[3.00003pt] f_{1}(r)\\[3.00003pt] 0\end{pmatrix} (2.7)

    where (r,θ1,θ2)(0,+)×[0,π]×[0,2π](r,\theta_{1},\theta_{2})\in(0,+\infty)\times[0,\pi]\times[0,2\pi] is the spherical coordinates on 3\mathbb{R}^{3}. And subsequently, this ansatz has been commonly used in particle physics where spinors play a crucial role, see for instance [41, 46] and [12] for a 22-dimensional analogue. Now, in our setting, we understand that the above spinor field belongs to the sub-bundle 𝕊(3)𝕊(3)\mathbb{S}(\mathbb{R}^{3})\oplus\mathbb{S}(\mathbb{R}^{3}). Consider the standard spherical coordinates

    x1=rcosθ1,x2=rsinθ1cosθ2,x3=rsinθ1sinθ2cosθ3x_{1}=r\cos\theta_{1},\quad x_{2}=r\sin\theta_{1}\cos\theta_{2},\quad x_{3}=r\sin\theta_{1}\sin\theta_{2}\cos\theta_{3}

    and

    x4=rsinθ1sinθ2sinθ3x_{4}=r\sin\theta_{1}\sin\theta_{2}\sin\theta_{3}

    for r>0r>0, θ1,θ2[0,π]\theta_{1},\theta_{2}\in[0,\pi] and θ3[0,2π]\theta_{3}\in[0,2\pi], if we restrict to θ2=π2\theta_{2}=\frac{\pi}{2} (i.e. the variable x2x_{2} is separated out, treated as the time variable) and take

    γ0=(1000)S4,\gamma_{0}=\begin{pmatrix}1\\ 0\\ 0\\ 0\end{pmatrix}\in S_{\mathbb{C}}^{4},

    we soon derive that

    f1(|x|)γ0+f2(|x|)|x|k=14xkαk(4)γ0=(if2(r)cosθ1if2(r)sinθ1eiθ3f1(r)0)f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}\sum_{k=1}^{4}x_{k}\alpha_{k}^{(4)}\gamma_{0}=\begin{pmatrix}if_{2}(r)\cos\theta_{1}\\[3.00003pt] if_{2}(r)\sin\theta_{1}e^{i\theta_{3}}\\[3.00003pt] f_{1}(r)\\[3.00003pt] 0\end{pmatrix}

    which is exactly the latter one in (2.7).

  • (2)

    Although the special ansatz (2.7) for a spinor has been known for over half a century, it is still new and important to have the family E(m)E(\mathbb{R}^{m}) for general dimensions. Particularly, the ansatz in E(m)E(\mathbb{R}^{m}) reduces the Dirac equation significantly. Indeed, for the semilinear equations of the form

    Dgmψ=h(|x|,|ψ|)ψ,ψ:m𝕊m2[m2]D_{\textit{g}_{\mathbb{R}^{m}}}\psi=h(|x|,|\psi|)\psi,\quad\psi:\mathbb{R}^{m}\to\mathbb{S}_{m}\cong\mathbb{C}^{2^{[\frac{m}{2}]}} (2.8)

    where h:[0,+)×[0,)h:[0,+\infty)\times[0,\infty)\to\mathbb{R} is a given function, the ansatz in E(m)E(\mathbb{R}^{m}) transforms it equivalently to

    {f2m1rf2=h(r,f12+f22)f1,f1=h(r,f12+f22)f2,for r>0\left\{\begin{aligned} &-f_{2}^{\prime}-\frac{m-1}{r}f_{2}=h\Big{(}r,\sqrt{f_{1}^{2}+f_{2}^{2}}\,\Big{)}f_{1},\\ &f_{1}^{\prime}=h\Big{(}r,\sqrt{f_{1}^{2}+f_{2}^{2}}\,\Big{)}f_{2},\end{aligned}\right.\quad\text{for }r>0

    making the problem much easier to deal with.

  • (3)

    This ansatz was also used to study several mathematical physics models. We cite for instance [7, 8, 9] for the study of Dirac-type equation, [16, 40] for the study of particle like solutions of coupled Dirac type equations.

  • (4)

    The space E(m)E(\mathbb{R}^{m}) is somehow natural within spinor fields. Indeed, if one looks at the parallel spinors on m\mathbb{R}^{m} and the Dirac bubbles [10] (corresponding to Killing spinors on the sphere), then one notices that they all belong to E(m)E(\mathbb{R}^{m}). Hence, we can think about E(m)E(\mathbb{R}^{m}) as a generalized special class of spinors.

3 Set up of the problems

Let us consider the mm-sphere SmS^{m} to be m{}\mathbb{R}^{m}\cup\{\infty\}, where the coordinates xmx\in\mathbb{R}^{m} is given by the standard stereographic projection from the north pole αm:Sm{PNm+1}m\alpha_{m}:S^{m}\setminus\{P_{N}^{m+1}\}\to\mathbb{R}^{m} (here PNm+1=(0,,0,1)Smm+1P_{N}^{m+1}=(0,\dots,0,1)\in S^{m}\subset\mathbb{R}^{m+1} stands for the north pole). For clarity, we use the sub- or superscripts to indicate the underlying dimensions. By setting PSm+1=(0,,0,1)P_{S}^{m+1}=(0,\dots,0,-1) for the south pole, we can see that the manifold ×Sm1\mathbb{R}\times S^{m-1} is conformally equivalent to Sm{PNm+1,PSm+1}S^{m}\setminus\{P_{N}^{m+1},\,P_{S}^{m+1}\}. The conformal diffeomorphism can be explicitly formulated by

Sm{PNm+1,PSm+1}αmm{0}βm×Sm1ξ=(ξ1,,ξm+1)x=(x1,,xm)(ln|x|,x/|x|)\begin{array}[]{ccccc}S^{m}\setminus\{P_{N}^{m+1},\,P_{S}^{m+1}\}&\stackrel{{\scriptstyle\alpha_{m}}}{{\longrightarrow}}&\mathbb{R}^{m}\setminus\{0\}&\stackrel{{\scriptstyle\beta_{m}}}{{\longrightarrow}}&\mathbb{R}\times S^{m-1}\\[6.00006pt] \xi=(\xi_{1},\dots,\xi_{m+1})&\longmapsto&x=(x_{1},\dots,x_{m})&\longmapsto&(\ln|x|,x/|x|)\end{array} (3.1)

where we have (αm1)gSm=4(1+|x|2)2gm(\alpha_{m}^{-1})^{*}\textit{g}_{S^{m}}=\frac{4}{(1+|x|^{2})^{2}}\textit{g}_{\mathbb{R}^{m}} and (βm)(ggSm1)=1|x|2gm(\beta_{m})^{*}(\textit{g}_{\mathbb{R}}\oplus\textit{g}_{S^{m-1}})=\frac{1}{|x|^{2}}\textit{g}_{\mathbb{R}^{m}}.

This observation leads to some further considerations. Typical examples arise from the (connected) domain ΩSn\Omega\subset S^{n} whose complement is an equatorial circle. Without loss of generality, we may consider the domain

SmS1={(ξ1,,ξm+1)m+1:kξk2=1,ξ12+ξm+12<1}.S^{m}\setminus S^{1}=\Big{\{}(\xi_{1},\dots,\xi_{m+1})\in\mathbb{R}^{m+1}:\,\sum_{k}\xi_{k}^{2}=1,\ \xi_{1}^{2}+\xi_{m+1}^{2}<1\Big{\}}.

Then we have the following conformal equivalence

Ω=SmS1αmm{(,0,,0)}βm×(Sm1{PNm,PSm})\begin{array}[]{ccccc}\Omega=S^{m}\setminus S^{1}&\stackrel{{\scriptstyle\alpha_{m}}}{{\longrightarrow}}&\mathbb{R}^{m}\setminus\{(\mathbb{R},0,\dots,0)\}&\stackrel{{\scriptstyle\beta_{m}}}{{\longrightarrow}}&\mathbb{R}\times(S^{m-1}\setminus\{P_{N}^{m},P_{S}^{m}\})\end{array} (3.2)

We now consider the solutions of the spinorial Yamabe equation on the sphere (Sm,gSm)(S^{m},\textit{g}_{S^{m}}), that are singular at a prescribed closed set ΣSm\Sigma\subset S^{m}. More specifically, we will consider the problem

DgSmϕ=|ϕ|gSm2m1ϕon Ω=SmΣD_{\textit{g}_{S^{m}}}\phi=|\phi|_{\textit{g}_{S^{m}}}^{\frac{2}{m-1}}\phi\quad\text{on }\Omega=S^{m}\setminus\Sigma (3.3)

when Σ\Sigma is given by a pair of antipodal points, say {PNm+1,PSm+1}\{P_{N}^{m+1},\,P_{S}^{m+1}\}, or an equatorial circle S1S^{1}.

Before discussing the Delaunay family of solutions to Eq. (3.3), let us recall the transformation formula of the Dirac operator under conformal changes (see [22, 24]):

Proposition 3.1.

Let g0\textit{g}_{0} and g=f2g0\textit{g}=f^{2}\textit{g}_{0} be two conformal metrics on a Riemannian spin mm-manifold MM. Then, there exists an isomorphism of vector bundles F:𝕊(M,g0)𝕊(M,g)F:\,\mathbb{S}(M,\textit{g}_{0})\to\mathbb{S}(M,\textit{g}) which is a fiberwise isometry such that

Dg(F(ψ))=F(fm+12Dg0(fm12ψ)),D_{\textit{g}}\big{(}F(\psi)\big{)}=F\big{(}f^{-\frac{m+1}{2}}D_{\textit{g}_{0}}\big{(}f^{\frac{m-1}{2}}\psi\big{)}\big{)},

where Dg0D_{\textit{g}_{0}} and DgD_{\textit{g}} are the Dirac operators on MM with respect to the metrics g0\textit{g}_{0} and g, respectively.

In what follows, our discussions will be build upon this formula.

3.1 The singular set is a pair of antipodal points

In this setting, without loss of generality, we assume Σ={PNm+1,PSm+1}Sm\Sigma=\{P_{N}^{m+1},\,P_{S}^{m+1}\}\subset S^{m}. Then, as a direct consequence of Proposition 3.1, we have that if ψ\psi is a solution to the equation

Dgmψ=|ψ|gm2m1ψon m{0}D_{\textit{g}_{\mathbb{R}^{m}}}\psi=|\psi|_{\textit{g}_{\mathbb{R}^{m}}}^{\frac{2}{m-1}}\psi\quad\text{on }\mathbb{R}^{m}\setminus\{0\} (3.4)

then ϕ=F(fm12ψ)\phi=F(f^{-\frac{m-1}{2}}\psi) (f(x)=21+|x|2f(x)=\frac{2}{1+|x|^{2}}) is a solution to Eq. (3.3). Notice that since Eq. (3.4) has the same structure as (2.8), we shall look at solutions of the form

ψ(x)=f1(|x|)γ0+f2(|x|)|x|xγ0E(m).\psi(x)=f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}x\cdot\gamma_{0}\in E(\mathbb{R}^{m}). (3.5)

Then, applying the Emden-Fowler change of variable r=etr=e^{-t} and write f1(r)=u(t)em12tf_{1}(r)=-u(t)e^{\frac{m-1}{2}t} and f2(r)=v(t)em12tf_{2}(r)=v(t)e^{\frac{m-1}{2}t}, we are led to consider the following system

{u+m12u=(u2+v2)1m1v,v+m12v=(u2+v2)1m1u.\left\{\begin{aligned} &u^{\prime}+\frac{m-1}{2}u=(u^{2}+v^{2})^{\frac{1}{m-1}}v,\\ -&v^{\prime}+\frac{m-1}{2}v=(u^{2}+v^{2})^{\frac{1}{m-1}}u.\end{aligned}\right. (3.6)

This system is easily integrated and is nondissipative, in particular, the Hamiltonian energy

H(u,v)=m12uv+m12m(u2+v2)mm1H(u,v)=-\frac{m-1}{2}uv+\frac{m-1}{2m}\big{(}u^{2}+v^{2}\big{)}^{\frac{m}{m-1}}

is constant along solutions of (3.6).

The equilibrium points for system (3.6) are

(0,0)and±((m1)(m1)/22m/2,(m1)(m1)/22m/2).(0,0)\quad\text{and}\quad\pm\Big{(}\frac{(m-1)^{(m-1)/2}}{2^{m/2}},\frac{(m-1)^{(m-1)/2}}{2^{m/2}}\,\Big{)}.

And there is a special homoclinic orbit

u0(t)=m(m1)/2et/22m/2cosh(t)m/2,v0(t)=m(m1)/2et/22m/2cosh(t)m/2u_{0}(t)=\frac{m^{(m-1)/2}e^{t/2}}{2^{m/2}\cosh(t)^{m/2}},\quad v_{0}(t)=\frac{m^{(m-1)/2}e^{-t/2}}{2^{m/2}\cosh(t)^{m/2}} (3.7)

corresponding to the level set H=0H=0; it limits on the origin as tt tends to ±\pm\infty, and encloses a bounded set Λ\Lambda in the first quadrant of the (u,v)(u,v)-plane, given by {H0}\{H\leq 0\}. It is easy to see that orbits not enclosed by this level set, i.e. those orbits in {H>0}\{H>0\}, must pass across the uu-axis and vv-axis. That is uu and vv must change sign. Observe that the equilibrium point (0,0)(0,0) is contained exactly in two orbits: the homoclinic one and the stationary orbit (0,0)(0,0). Hence, for orbits (u(t),v(t))(u(t),v(t)) in {H0}\{H\neq 0\}, we must have that u2+v20u^{2}+v^{2}\neq 0 for all tt. And thus, we have an unbounded one parameter family of periodic solutions

𝔇m1={(u,v) is a solution to Eq. (3.6):u(0)=v(0)=μ>0,μm(m1)/22m/2},\mathfrak{D}_{m}^{1}=\bigg{\{}(u,v)\text{ is a solution to Eq. \eqref{reduced-SY1}}:\,u(0)=v(0)=\mu>0,\ \mu\neq\frac{m^{(m-1)/2}}{2^{m/2}}\,\bigg{\}},

which induces correspondingly a family of singular solutions 𝔖m1\mathfrak{S}_{m}^{1} to Eq. (3.4) via (3.5). Remark that |ψ(x)|+|\psi(x)|\to+\infty as |x|0|x|\to 0 and |ψ(x)|=O(|x|m12)|\psi(x)|=O(|x|^{-\frac{m-1}{2}}) as |x|+|x|\to+\infty for each ψ𝔖m1\psi\in\mathfrak{S}_{m}^{1}. Therefore, these solutions give rise to distinguished singular solutions of Eq. (3.3).

If we take into account just the periodic solutions in 𝔇m1\mathfrak{D}_{m}^{1}, we will call them the Delaunay-type solutions of the spinorial Yamabe problem (3.4). Although we do not know them explicitly, in Section 4, we will study the bifurcation phenomenon for solution in the first quadrant of (u,v)(u,v)-plane.

3.2 The singular set is an equatorial circle

First of all, we need to observe that Eq. (3.3) can be interpreted as an equation on ×(Sm1{PNm,PSm})\mathbb{R}\times(S^{m-1}\setminus\{P_{N}^{m},P_{S}^{m}\}) by a conformal change of the Riemannian metric gSm\textit{g}_{S^{m}} on SmS1S^{m}\setminus S^{1}. Consider the product metric on ×Sm1\mathbb{R}\times S^{m-1}, given in (τ,ϑ)(\tau,\vartheta)-coordinates by g¯=dτ2+dϑ2\bar{\textit{g}}=d\tau^{2}+d\vartheta^{2}, where ϑ=(ϑ1,,ϑm1)\vartheta=(\vartheta_{1},\dots,\vartheta_{m-1}) parameterizes the unit sphere Sm1S^{m-1}. Then it follows from the conformal equivalence (3.2) that

(αm1βm1)gSm=4e2τ(1+e2τ)2g¯=1cosh(τ)2g¯.(\alpha_{m}^{-1}\circ\beta_{m}^{-1})^{*}\textit{g}_{S^{m}}=\frac{4e^{2\tau}}{(1+e^{2\tau})^{2}}\bar{\textit{g}}=\frac{1}{\cosh(\tau)^{2}}\bar{\textit{g}}.

And as a direct consequence of Proposition 3.1, we have that if φ\varphi is a solution to the equation

Dg¯φ=|φ|g¯2m1φon ×(Sm1{PNm,PSm})D_{\bar{\textit{g}}}\varphi=|\varphi|_{\bar{\textit{g}}}^{\frac{2}{m-1}}\varphi\quad\text{on }\mathbb{R}\times(S^{m-1}\setminus\{P_{N}^{m},P_{S}^{m}\}) (3.8)

then ϕ=F(cosh(τ)m12φ)\phi=F(\cosh(\tau)^{\frac{m-1}{2}}\varphi) is a solution to Eq. (3.3) with FF being a bundle isomorphism.

Let us remark that the formula (2.2) on product manifolds indicates a way to construct singular solutions for Eq. (3.8). In fact, if mm is odd (hence m3m\geq 3), then m1m-1 is even and we can consider a special spinor of the form φ=1ψ~\varphi=1\otimes\tilde{\psi} so that Eq. (3.8) is reduced to

DgSm1ψ~=|ψ~|gSm12m1ψ~D_{\textit{g}_{S^{m-1}}}\tilde{\psi}=|\tilde{\psi}|_{\textit{g}_{S^{m-1}}}^{\frac{2}{m-1}}\tilde{\psi} (3.9)

where ψ~=ψ~(ϑ)\tilde{\psi}=\tilde{\psi}(\vartheta) is a spinor on Sm1{PNm,PSm}S^{m-1}\setminus\{P_{N}^{m},P_{S}^{m}\}. And once again, by using the conformal formula in Proposition 3.1, Eq. (3.9) can be equivalently transformed to

Dgm1ψ=f(x)1m1|ψ|gm12m1ψon m1{0}D_{\textit{g}_{\mathbb{R}^{m-1}}}\psi=f(x)^{\frac{1}{m-1}}|\psi|_{\textit{g}_{\mathbb{R}^{m-1}}}^{\frac{2}{m-1}}\psi\quad\text{on }\mathbb{R}^{m-1}\setminus\{0\} (3.10)

where f(x)=21+|x|2f(x)=\frac{2}{1+|x|^{2}} for xm1x\in\mathbb{R}^{m-1}. And the solutions of (3.9) and (3.10) are in one-to-one correspondence via the identification ψ~fm22ψ\tilde{\psi}\leftrightarrow f^{-\frac{m-2}{2}}\psi for spinors.

Now, by considering the ansatz

ψ(x)=f1(|x|)γ0+f2(|x|)|x|xγ0E(m1).\psi(x)=f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}x\cdot\gamma_{0}\in E(\mathbb{R}^{m-1}).

and applying the change of variable r=etr=e^{-t}, we can reduce Eq. (3.10) to the system

{u+m22u=cosh(t)1m1(u2+v2)1m1vv+m22v=cosh(t)1m1(u2+v2)1m1u\left\{\begin{aligned} &u^{\prime}+\frac{m-2}{2}u=\cosh(t)^{-\frac{1}{m-1}}(u^{2}+v^{2})^{\frac{1}{m-1}}v\\ -&v^{\prime}+\frac{m-2}{2}v=\cosh(t)^{-\frac{1}{m-1}}(u^{2}+v^{2})^{\frac{1}{m-1}}u\end{aligned}\right. (3.11)

where f1(r)=u(t)em22tf_{1}(r)=-u(t)e^{\frac{m-2}{2}t} and f2(r)=v(t)em22tf_{2}(r)=v(t)e^{\frac{m-2}{2}t}.

If mm is even, then the spinor bundle on ×(Sm1{PNm,PSm})\mathbb{R}\times(S^{m-1}\setminus\{P_{N}^{m},P_{S}^{m}\}) can be identified with 𝕊()(𝕊(Sm1)𝕊(Sm1))\mathbb{S}(\mathbb{R})\otimes(\mathbb{S}(S^{m-1})\oplus\mathbb{S}(S^{m-1})) and the Dirac operator can be formulated as

Dg¯=(DgSm100DgSm1)Id𝕊()+i(0Id𝕊(Sm1)Id𝕊(Sm1)0)Dg.D_{\bar{\textit{g}}}=\begin{pmatrix}D_{\textit{g}_{S^{m-1}}}&0\\ 0&-D_{\textit{g}_{S^{m-1}}}\end{pmatrix}\otimes\text{Id}_{\mathbb{S}(\mathbb{R})}+i\begin{pmatrix}0&\text{Id}_{\mathbb{S}(S^{m-1})}\\ -\text{Id}_{\mathbb{S}(S^{m-1})}&0\end{pmatrix}\otimes D_{\textit{g}_{\mathbb{R}}}.

Hence, considering a spinor of the form φ=1(ψ~1ψ~1)\varphi=1\otimes(\tilde{\psi}_{1}\oplus\tilde{\psi}_{1}) for ψ~1,ψ~1Γ(𝕊(Sm1))\tilde{\psi}_{1},\tilde{\psi}_{1}\in\Gamma(\mathbb{S}(S^{m-1})), we may reduce Eq. (3.8) to the following Dirac system

(DgSm1ψ~1DgSm1ψ~2)=(|ψ~1|gSm12+|ψ~2|gSm12)1m1(ψ~1ψ~2)\begin{pmatrix}D_{\textit{g}_{S^{m-1}}}\tilde{\psi}_{1}\\[3.00003pt] -D_{\textit{g}_{S^{m-1}}}\tilde{\psi}_{2}\end{pmatrix}=\big{(}|\tilde{\psi}_{1}|_{\textit{g}_{S^{m-1}}}^{2}+|\tilde{\psi}_{2}|_{\textit{g}_{S^{m-1}}}^{2}\big{)}^{\frac{1}{m-1}}\begin{pmatrix}\tilde{\psi}_{1}\\[3.00003pt] \tilde{\psi}_{2}\end{pmatrix}

on Sm1{PNm,PSm}S^{m-1}\setminus\{P_{N}^{m},P_{S}^{m}\}. Similar to Eq. (3.10), we can transform the above system to

(Dgm1ψ1Dgm1ψ2)=f(x)1m1(|ψ1|gm12+|ψ2|gm12)1m1(ψ1ψ2)\begin{pmatrix}D_{\textit{g}_{\mathbb{R}^{m-1}}}\psi_{1}\\[3.00003pt] -D_{\textit{g}_{\mathbb{R}^{m-1}}}\psi_{2}\end{pmatrix}=f(x)^{\frac{1}{m-1}}\big{(}|\psi_{1}|_{\textit{g}_{\mathbb{R}^{m-1}}}^{2}+|\psi_{2}|_{\textit{g}_{\mathbb{R}^{m-1}}}^{2}\big{)}^{\frac{1}{m-1}}\begin{pmatrix}\psi_{1}\\[3.00003pt] \psi_{2}\end{pmatrix} (3.12)

on m1{0}\mathbb{R}^{m-1}\setminus\{0\}.

Now, using the ansatz

ψ1(x)=f1(|x|)γ0+f2(|x|)|x|xγ0andψ2(x)=f3(|x|)γ0+f4(|x|)|x|xγ0\psi_{1}(x)=f_{1}(|x|)\gamma_{0}+\frac{f_{2}(|x|)}{|x|}x\cdot\gamma_{0}\quad\text{and}\quad\psi_{2}(x)=f_{3}(|x|)\gamma_{0}+\frac{f_{4}(|x|)}{|x|}x\cdot\gamma_{0}

in E(m1)E(\mathbb{R}^{m-1}) and applying the change of variable r=etr=e^{-t}, we then get the following system

{u1+m22u1=cosh(t)1m1(u12+u22+v12+v22)1m1v1v1+m22v1=cosh(t)1m1(u12+u22+v12+v22)1m1u1u2+m22u2=cosh(t)1m1(u12+u22+v12+v22)1m1v2v2+m22v2=cosh(t)1m1(u12+u22+v12+v22)1m1u2\left\{\begin{aligned} &u_{1}^{\prime}+\frac{m-2}{2}u_{1}=\cosh(t)^{-\frac{1}{m-1}}\big{(}u_{1}^{2}+u_{2}^{2}+v_{1}^{2}+v_{2}^{2}\big{)}^{\frac{1}{m-1}}v_{1}\\ -&v_{1}^{\prime}+\frac{m-2}{2}v_{1}=\cosh(t)^{-\frac{1}{m-1}}\big{(}u_{1}^{2}+u_{2}^{2}+v_{1}^{2}+v_{2}^{2}\big{)}^{\frac{1}{m-1}}u_{1}\\ &u_{2}^{\prime}+\frac{m-2}{2}u_{2}=\cosh(t)^{-\frac{1}{m-1}}\big{(}u_{1}^{2}+u_{2}^{2}+v_{1}^{2}+v_{2}^{2}\big{)}^{\frac{1}{m-1}}v_{2}\\ -&v_{2}^{\prime}+\frac{m-2}{2}v_{2}=\cosh(t)^{-\frac{1}{m-1}}\big{(}u_{1}^{2}+u_{2}^{2}+v_{1}^{2}+v_{2}^{2}\big{)}^{\frac{1}{m-1}}u_{2}\end{aligned}\right. (3.13)

where we have substituted f1(r)=u1(t)em22tf_{1}(r)=-u_{1}(t)e^{\frac{m-2}{2}t}, f2(r)=v1(t)em22tf_{2}(r)=v_{1}(t)e^{\frac{m-2}{2}t}, f3(r)=u2(t)em22tf_{3}(r)=u_{2}(t)e^{\frac{m-2}{2}t} and f4(r)=v2(t)em22tf_{4}(r)=v_{2}(t)e^{\frac{m-2}{2}t}. Therefore, we can consider the solutions for which u1=u2u_{1}=u_{2} and v1=v2v_{1}=v_{2}; these are the solutions having the simplest and clearest structure. By writing u=2u1u=\sqrt{2}u_{1} and v=2v1v=\sqrt{2}v_{1}, we can turn (3.13) into

{u+m22u=cosh(t)1m1(u2+v2)1m1vv+m22v=cosh(t)1m1(u2+v2)1m1u\left\{\begin{aligned} &u^{\prime}+\frac{m-2}{2}u=\cosh(t)^{-\frac{1}{m-1}}\big{(}u^{2}+v^{2}\big{)}^{\frac{1}{m-1}}v\\ -&v^{\prime}+\frac{m-2}{2}v=\cosh(t)^{-\frac{1}{m-1}}\big{(}u^{2}+v^{2}\big{)}^{\frac{1}{m-1}}u\end{aligned}\right.

which exactly coincides with (3.11).

Clearly, the system (3.11) has an Hamiltonian structure, where the Hamiltonian energy is given by

H(t,u,v)=m22uv+m12mcosh(t)1m1(u2+v2)mm1.H(t,u,v)=-\frac{m-2}{2}uv+\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(u^{2}+v^{2})^{\frac{m}{m-1}}.

It is evident that this system is dissipative and there is no periodic solution. However, one may consider solutions that are not converging to (0,0)(0,0) as t±t\to\pm\infty. More precisely, we will characterize the following family of solutions

𝔇m2={(u,v) is a solution to Eq. (3.11):u2(t)+v2(t)+ as t±}\mathfrak{D}_{m}^{2}=\big{\{}(u,v)\text{ is a solution to Eq. \eqref{reduced-SY4}}:\,u^{2}(t)+v^{2}(t)\to+\infty\text{ as }t\to\pm\infty\big{\}}

which induces a family of singular solutions 𝔖m2\mathfrak{S}_{m}^{2} to Eq. (3.9). Hence these solutions gives rise to singular solutions of Eq. (3.3). In this setting, we shall call the family 𝔇m2\mathfrak{D}_{m}^{2} the Delaunay-type solutions.

4 Analysis of the ODE systems

This section contains our main study of the dynamical systems (3.6) and (3.11). We point out that both systems have a variational structure. In fact, if we denote z=(u,v)2z=(u,v)\in\mathbb{R}^{2}, systems (3.6) and (3.11) can be rewritten as

z˙=dzdt=JzH(t,z)\dot{z}=\frac{dz}{dt}=J\nabla_{z}H(t,z) (4.1)

where

J=(0110)J=\begin{pmatrix}0&1\\ -1&0\end{pmatrix}

and HH stands for the corresponding Hamiltonian energy. The functionals

ΦT(z)=12TT(Jz˙,z)𝑑tTTH(t,z)𝑑t\Phi_{T}(z)=\frac{1}{2}\int_{-T}^{T}(-J\dot{z},z)dt-\int_{-T}^{T}H(t,z)dt

and

Φ(z)=12(Jz˙,z)𝑑tH(t,z)𝑑t\Phi(z)=\frac{1}{2}\int_{\mathbb{R}}(-J\dot{z},z)dt-\int_{\mathbb{R}}H(t,z)dt

can be used to obtain periodic solutions and homoclinic solutions for (4.1) respectively. In particular, there is one-to-one correspondence between 2T2T-periodic solutions of (4.1) and critical points of ΦT\Phi_{T} (as long as H(t,z)H(t,z) is periodic in the tt-variable or independent of tt). Similarly, critical points of Φ\Phi correspond to homoclinic solutions of (4.1), i.e., z(t)(0,0)z(t)\to(0,0) as t±t\to\pm\infty.

For the autonomous system, i.e. (3.6), we point out that the existence of a 2T2T-periodic solution for every T>T0T>T_{0}, some T0>0T_{0}>0, and the asymptotic behavior of these solutions as T+T\nearrow+\infty have been already investigated in [45, 2]. By summarizing their results, we have

Proposition 4.1.

There exists T0>0T_{0}>0 such that for every T>T0T>T_{0} the Hamiltonian system (3.6) has a non-constant 2T2T-periodic solution zTz_{T}. The family {zT:T>T0}\{z_{T}:\,T>T_{0}\} is compact in the following sense: for any sequence Tn+T_{n}\nearrow+\infty, up to a subsequence if necessary, zTnz_{T_{n}} converges in Cloc1(,2)C_{loc}^{1}(\mathbb{R},\mathbb{R}^{2}) to a nontrivial solution zz_{\infty} of the system (3.6) on \mathbb{R} satisfying

lim|t|+z(t)=lim|t|+z˙(t)=0,\lim_{|t|\to+\infty}z_{\infty}(t)=\lim_{|t|\to+\infty}\dot{z}_{\infty}(t)=0,

i.e., zz_{\infty} is a homoclinic orbit.

Notice that the previous proposition does not provide a clear description of the behavior of the solutions zTz_{T} as TT0T\searrow T_{0} or a characterization of zz_{\infty}. For instance, from the arguments in [45, 2], we do not have an estimate of T0T_{0} and we do not know if there are non-constant solutions below T0T_{0}. In fact, if HH has a “good” structure around its equilibrium points, then one can use Lyapunov’s center theorem to exhibit a family of small amplitude periodic solutions bifurcating from the equilibrium solution and also have an estimate on T0T_{0}. Nevertheless, this does not provide uniqueness of the family of non-constant solutions.

In the sequel, we will perform different approaches to characterize the Delaunay-type families 𝔇m1\mathfrak{D}_{m}^{1} and 𝔇m2\mathfrak{D}_{m}^{2}. We also want to point out that an alternative method can be used to find periodic solutions of family 𝔇m1,\mathfrak{D}_{m}^{1,-} using variational analysis and by tracking the least energy solution, we can characterize the homoclinic energy zz_{\infty}, corresponding to the least energy solution for the functional Φ\Phi. This procedure was used in a more general setting of product manifolds in [6].

4.1 The nondissipative case: Bifurcation of the positive periodic orbits

In order to analyse the dynamical system (3.6), we recall that

H(u,v)=m12uv+m12m(u2+v2)mm1H(u,v)=-\frac{m-1}{2}uv+\frac{m-1}{2m}\big{(}u^{2}+v^{2}\big{)}^{\frac{m}{m-1}}

for u,vu,v\in\mathbb{R} and m2m\geq 2, which is independent of tt. We will focus on the periodic solutions/orbits of (3.6) in the first quadrant of the (u,v)(u,v)-plane, that is u,v:/2T(0,+)u,v:\mathbb{R}/2T\mathbb{Z}\to(0,+\infty) for all T>0T>0. Such solutions will be referred as positive solutions.

System (3.6) has an “obvious” constant solution u=v(m1)(m1)/22m/2u=v\equiv\frac{(m-1)^{(m-1)/2}}{2^{m/2}} for all T>0T>0. From now on, we intend to look at non-constant solutions. By setting z=u2+v2z=u^{2}+v^{2} and w=u2v2w=u^{2}-v^{2}, we have uv=z2w22uv=\frac{\sqrt{z^{2}-w^{2}}}{2} and (3.6) becomes

{z=2λwzzww=1λzp1zz2w2\left\{\begin{aligned} &z^{\prime}=-2\lambda w\\ &zz^{\prime}-ww^{\prime}=\frac{1}{\lambda}z^{p-1}z^{\prime}\sqrt{z^{2}-w^{2}}\end{aligned}\right. (4.2)

where we denote λ=m12>0\lambda=\frac{m-1}{2}>0 and p=mm1(1,2]p=\frac{m}{m-1}\in(1,2] for simplicity. After multiplication by (z2w2)1/2(z^{2}-w^{2})^{-1/2} in the second equation, we obtain

ddt(z2w2)=ddt(1λpzp).\frac{d}{dt}\big{(}\sqrt{z^{2}-w^{2}}\,\big{)}=\frac{d}{dt}\Big{(}\frac{1}{\lambda p}z^{p}\Big{)}.

Thus, for any solution zz and ww, there exists a constant KK such that z2w2=1λpzp+K\sqrt{z^{2}-w^{2}}=\frac{1}{\lambda p}z^{p}+K, that is,

w2=z2(1λpzp+K)2and1λpzp+K0.w^{2}=z^{2}-\Big{(}\frac{1}{\lambda p}z^{p}+K\Big{)}^{2}\quad\text{and}\quad\frac{1}{\lambda p}z^{p}+K\geq 0. (4.3)

For KK\in\mathbb{R}, let us denote

FK(s)=s2(1λpsp+K)2for s0.F_{K}(s)=s^{2}-\Big{(}\frac{1}{\lambda p}s^{p}+K\Big{)}^{2}\quad\text{for }s\geq 0.

Remark that, if (z,w)(z,w) is a non-constant 2T2T-periodic solution of (4.2), then zz must achieve the maximum and minimum in one period. Hence zz^{\prime} has at least two zeros. This, together with the first equation in (4.2), implies that FKF_{K} should vanish at least twice. Therefore, the conditions on KK are particularly restrictive. In fact, for K=0K=0, we can combine the first equation in (4.2) and (4.3) together to obtain (z)2=4λ2z24p2z2p(z^{\prime})^{2}=4\lambda^{2}z^{2}-\frac{4}{p^{2}}z^{2p}. Then, if there exist t0t_{0} and t1t_{1} such that z(t0)<z(t1)z(t_{0})<z(t_{1}) and z(t0)=z(t1)=0z^{\prime}(t_{0})=z^{\prime}(t_{1})=0, we have z(t0)=0z(t_{0})=0 and z(t1)=(m2)m1z(t_{1})=(\frac{m}{2})^{m-1}. Clearly, this should corresponds to the homoclinic solution (3.7) and can not be periodic. For K<0K<0, by analyzing the algebraic equation FK(s)=0F_{K}(s)=0, we can see that FkF_{k} has exactly two zeros 0<s0<s10<s_{0}<s_{1} on (0,+)(0,+\infty) given by the relations

{s0=1λps0pK,s1=1λps1p+K.\left\{\begin{aligned} &s_{0}=-\frac{1}{\lambda p}s_{0}^{p}-K,\\ &s_{1}=\frac{1}{\lambda p}s_{1}^{p}+K.\end{aligned}\right.

But we find 1λps0p+K<0\frac{1}{\lambda p}s_{0}^{p}+K<0, which fails to satisfy the second inequality in (4.3). So the remaining range for KK is (0,+)(0,+\infty). However, it is obvious that KK can not be large.

Lemma 4.2.

If K>0K>0 is small, FKF_{K} has exactly two zeros on (0,+)(0,+\infty).

Proof.

We only prove the case p=mm1(1,2)p=\frac{m}{m-1}\in(1,2), i.e. m>2m>2, since p=2p=2 is much easier. Notice that

FK(s)=2s2λ(1λpsp+K)sp1F_{K}^{\prime}(s)=2s-\frac{2}{\lambda}\Big{(}\frac{1}{\lambda p}s^{p}+K\Big{)}s^{p-1}

for s0s\geq 0 and p(1,2]p\in(1,2], we have FK(0)=0F_{K}^{\prime}(0)=0 and FK(s)<0F_{K}^{\prime}(s)<0 in (0,δ1)(0,\delta_{1}) for some δ1>0\delta_{1}>0 small.

Observe that the two maps sλs2ps\mapsto\lambda s^{2-p} and s1λpsp+Ks\mapsto\frac{1}{\lambda p}s^{p}+K have exactly two intersections for K>0K>0 small enough. We denote the horizontal coordinates of these two intersections by 0<s0,1<s0,20<s_{0,1}<s_{0,2}. Then we have FK<0F_{K}^{\prime}<0 on (0,s0,1)(s0,2,+)(0,s_{0,1})\cup(s_{0,2},+\infty) and FK>0F_{K}^{\prime}>0 on (s0,1,s0,2)(s_{0,1},s_{0,2}). Therefore, FK(s0,1)<0F_{K}(s_{0,1})<0 is a strict local minimum, whereas FK(s0,2)F_{K}(s_{0,2}) is a strict local maximum.

Since F0(1)=11λ2p2>0F_{0}(1)=1-\frac{1}{\lambda^{2}p^{2}}>0 (we used the facts λ=m12\lambda=\frac{m-1}{2}, p=mm1p=\frac{m}{m-1} and m>2m>2), we have FK(1)>0F_{K}(1)>0 for all small KK. Hence FK(s0,2)>0F_{K}(s_{0,2})>0. This implies FKF_{K} has exactly two zeros on (0,+)(0,+\infty). ∎

Let

K0:=sup{K>0:FK has two zeros}.K_{0}:=\sup\big{\{}K>0\,:\,F_{K}\text{ has two zeros}\big{\}}.

We remark that, for K>0K>0, FKF_{K} can not have a third zero in (0,+)(0,+\infty) since FKF_{K}^{\prime} changes sign at most twice and FK(0)<0F_{K}(0)<0.

Lemma 4.3.

K0<+K_{0}<+\infty and FK0F_{K_{0}} has only one zero, which is the global maximum. Furthermore, FK(s)<0F_{K}(s)<0 for all K>K0K>K_{0} and s0s\geq 0.

Proof.

Since K0<+K_{0}<+\infty is obvious, we only need to check the remaining statements. To begin with, we mention that

KFK(s)=2(1λpsp+K)<0\frac{\partial}{\partial K}F_{K}(s)=-2\Big{(}\frac{1}{\lambda p}s^{p}+K\Big{)}<0 (4.4)

provided that K>0K>0 and s0s\geq 0. Hence, if FK^(sK^)>0F_{\hat{K}}(s_{\hat{K}})>0 for some K^>0\hat{K}>0 and sK^>0s_{\hat{K}}>0, we have FK(sK^)>0F_{K}(s_{\hat{K}})>0 for all K(0,K^]K\in(0,\hat{K}]. Moreover, due to the continuity of FKF_{K} with respect to KK, there exists ε>0\varepsilon>0 such that FK(sK^)>0F_{K}(s_{\hat{K}})>0 for K(K^,K^+ε)K\in(\hat{K},\hat{K}+\varepsilon). Therefore, we can see that {K>0:FK has two zeros}=(0,K0)\big{\{}K>0\,:\,F_{K}\text{ has two zeros}\big{\}}=(0,K_{0}) is an open interval and that maxFK00\max F_{K_{0}}\leq 0 (otherwise FK0F_{K_{0}} will have two zeros). By choosing a sequence KnK0K_{n}\nearrow K_{0} and sn>0s_{n}>0 such that FKn(sn)>0F_{K_{n}}(s_{n})>0, we have {sn}\{s_{n}\} is bounded and FKn(sn)0F_{K_{n}}(s_{n})\to 0 as nn\to\infty. Therefore FK0F_{K_{0}} has only one zero, which is the global maximum. The last assertion comes from the fact (4.4). ∎

Remark 4.4.

The value of K0K_{0} can be explicitly computed. Precisely, we have

K0=(11p)λ1p1=1m(m12)m1.K_{0}=\Big{(}1-\frac{1}{p}\Big{)}\lambda^{\frac{1}{p-1}}=\frac{1}{m}\Big{(}\frac{m-1}{2}\Big{)}^{m-1}.

In fact, K=K0K=K_{0} is the largest positive number such that the equation s=1λpsp+Ks=\frac{1}{\lambda p}s^{p}+K has a solution.

In the sequel, let K(0,K0)K\in(0,K_{0}), we set 0<s0<s10<s_{0}<s_{1} the points such that FKF_{K} vanishes. It is worth pointing out that s0s_{0} and s1s_{1} are functions of KK. Then FKF_{K} is positive on the interval (s0,s1)(s_{0},s_{1}). And Eq. (4.3) is now equivalent to

dz2λFK(z)=±dt,\frac{dz}{2\lambda\sqrt{F_{K}(z)}}=\pm dt,

which can be solved by ηK(z)=±t+C\eta_{K}(z)=\pm t+C, where

ηK(z)=s0sdz2λFK(z)\eta_{K}(z)=\int_{s_{0}}^{s}\frac{dz}{2\lambda\sqrt{F_{K}(z)}}

and CC\in\mathbb{R} is a constant.

Of course, ηK\eta_{K} is defined on the interval (s0,s1)(s_{0},s_{1}). By noting that s0s_{0} and s1s_{1} are simple roots of FKF_{K} (that is FK(sj)0F_{K}^{\prime}(s_{j})\neq 0 for j=0,1j=0,1), we have ηK(s1)\eta_{K}(s_{1}) is well-defined. Moreover, we have ηK(s)>0\eta_{K}^{\prime}(s)>0 and ηK(s)+\eta_{K}^{\prime}(s)\to+\infty as ss0s\to s_{0} or s1s_{1}. Therefore, ηK\eta_{K} has an inverse ηK1\eta_{K}^{-1} which increases from s0s_{0} to s1s_{1} on the interval [0,ηK(s1)][0,\eta_{K}(s_{1})]. Now, solutions to (4.3) can be represented as z(t)=ηK1(±t+C)z(t)=\eta_{K}^{-1}(\pm t+C) for CC\in\mathbb{R}.

Setting

zK(t)={ηK1(t)t[0,ηK(s1)],ηK1(t)t[ηK(s1),0],z_{K}(t)=\begin{cases}\eta_{K}^{-1}(t)&t\in[0,\eta_{K}(s_{1})],\\ \eta_{K}^{-1}(-t)&t\in[-\eta_{K}(s_{1}),0],\end{cases} (4.5)

it follows that zKz_{K} is a 2ηK(s1)2\eta_{K}(s_{1})-periodic solution of Eq. (4.2) and can not have smaller period. Moreover, this zKz_{K} (jointly with the corresponding wKw_{K} from Eq. (4.2)) gives rise to a positive solution (uK,vk)(u_{K},v_{k}) of Eq. (3.6) with H(uK,vK)=λK2<0H(u_{K},v_{K})=-\frac{\lambda K}{2}<0.

Lemma 4.5.

The mapping KηK(s1)K\mapsto\eta_{K}(s_{1}) is continuous. Particularly,

limK0ηK(s1)=+andlimKK0ηK(s1)=m12π\lim_{K\searrow 0}\eta_{K}(s_{1})=+\infty\quad\text{and}\quad\lim_{K\nearrow K_{0}}\eta_{K}(s_{1})=\frac{\sqrt{m-1}}{2}\pi
Proof.

For starters, we shall write s0=s0(K)s_{0}=s_{0}(K) and s1=s1(K)s_{1}=s_{1}(K) to emphasize that s0s_{0} and s1s_{1} are functions of KK. Notice that s0s_{0} and s1s_{1} are solutions to the equation s=1λpsp+Ks=\frac{1}{\lambda p}s^{p}+K. By the implicit function theorem, we have s0s_{0} and s1s_{1} are C1C^{1} functions, in particular,

{(11λs0(K)p1)s0(K)=1,(11λs1(K)p1)s1(K)=1.\left\{\begin{aligned} &\Big{(}1-\frac{1}{\lambda}s_{0}(K)^{p-1}\Big{)}s_{0}^{\prime}(K)=1,\\ &\Big{(}1-\frac{1}{\lambda}s_{1}(K)^{p-1}\Big{)}s_{1}^{\prime}(K)=1.\end{aligned}\right.

Since we have assumed s0<s1s_{0}<s_{1}, we have

(11λs0(K)p1)>0and(11λs1(K)p1)<0\Big{(}1-\frac{1}{\lambda}s_{0}(K)^{p-1}\Big{)}>0\quad\text{and}\quad\Big{(}1-\frac{1}{\lambda}s_{1}(K)^{p-1}\Big{)}<0

which implies that s0(K)>0s_{0}^{\prime}(K)>0 and s1(K)<0s_{1}^{\prime}(K)<0.

The continuity of ηK(s1)\eta_{K}(s_{1}) is obvious and, without digging out very much from the function ηK(s1)\eta_{K}(s_{1}), we can evaluate the asymptotic behavior of ηK(s1)\eta_{K}(s_{1}) as KK goes to the end points 0 and K0K_{0}. In fact, to see the limiting behavior of ηK(s1)\eta_{K}(s_{1}) as K0K\searrow 0, we first observe that FK(0)<0F_{K}(0)<0 and FK(2K)>0F_{K}(2K)>0 for all small KK. Hence we have 0<s0(K)<2K0<s_{0}(K)<2K. Moreover λ1/(p1)<s1(K)\lambda^{1/(p-1)}<s_{1}(K) since s1(K)s_{1}(K) is the larger solution to the equation s=1λpsp+Ks=\frac{1}{\lambda p}s^{p}+K. Then

ηK(s1)2Kλ1/(p1)dz2λFK(z)12λ2Kλ1/(p1)dzz=12λ(lnλ1/(p1)ln2K).\eta_{K}(s_{1})\geq\int_{2K}^{\lambda^{1/(p-1)}}\frac{dz}{2\lambda\sqrt{F_{K}(z)}}\geq\frac{1}{2\lambda}\int_{2K}^{\lambda^{1/(p-1)}}\frac{dz}{z}=\frac{1}{2\lambda}\big{(}\ln\lambda^{1/(p-1)}-\ln 2K\big{)}.

Thus, by taking K0K\to 0, we have limK0ηK(s1)=+\lim_{K\searrow 0}\eta_{K}(s_{1})=+\infty.

For KK close to K0K_{0}, we set GK(t)=FK(tm1)G_{K}(t)=F_{K}(t^{m-1}), that is

GK(t)=t2(m1)(2mtm+K)2.G_{K}(t)=t^{2(m-1)}-\Big{(}\frac{2}{m}t^{m}+K\Big{)}^{2}.

By writing t0=s01/(m1)t_{0}=s_{0}^{1/(m-1)} and t1=s11/(m1)t_{1}=s_{1}^{1/(m-1)}, we can write GKG_{K} in its factorization

GK(t)=4m2(tt0)(t1t)PK(t)G_{K}(t)=\frac{4}{m^{2}}(t-t_{0})(t_{1}-t)P_{K}(t)

with

PK(t)=(tm+m2tm1+m2K)(a0tm2+a1tm3++am3t+am2),P_{K}(t)=\Big{(}t^{m}+\frac{m}{2}t^{m-1}+\frac{m}{2}K\Big{)}\big{(}a_{0}t^{m-2}+a_{1}t^{m-3}+\cdots+a_{m-3}t+a_{m-2}\big{)},

where

a0=1,a1=t0+t1m2a_{0}=1,\quad a_{1}=t_{0}+t_{1}-\frac{m}{2}

and

aj=t0t1aj2+(t0+t1)aj1for j=2,,m2.a_{j}=-t_{0}t_{1}a_{j-2}+(t_{0}+t_{1})a_{j-1}\quad\text{for }j=2,\dots,m-2.

From elementary computations, we can simply write

aj=t1j+1t0j+1t1t0m2t1jt0jt1t0a_{j}=\frac{t_{1}^{j+1}-t_{0}^{j+1}}{t_{1}-t_{0}}-\frac{m}{2}\frac{t_{1}^{j}-t_{0}^{j}}{t_{1}-t_{0}} (4.6)

for j=0,1,,m2j=0,1,\dots,m-2. Then we can reformulate ηK(s1)\eta_{K}(s_{1}) as

ηK(s1)=t0t1tm2dtGK(t)=m201(t0+(t1t0)τ)m1dττ(1τ)PK(t0+(t1t0)τ).\eta_{K}(s_{1})=\int_{t_{0}}^{t_{1}}\frac{t^{m-2}dt}{\sqrt{G_{K}(t)}}=\frac{m}{2}\int_{0}^{1}\frac{(t_{0}+(t_{1}-t_{0})\tau)^{m-1}d\tau}{\sqrt{\tau(1-\tau)P_{K}(t_{0}+(t_{1}-t_{0})\tau)}}. (4.7)

Notice that, as KK approaches K0K_{0}, we have t0,t1m12t_{0},t_{1}\to\frac{m-1}{2}. By the continuity of ηK(s1)\eta_{K}(s_{1}), we have

limKK0ηK(s1)=cm01dττ(1τ)=cmπ\lim_{K\to K_{0}}\eta_{K}(s_{1})=c_{m}\int_{0}^{1}\frac{d\tau}{\sqrt{\tau(1-\tau)}}=c_{m}\pi

where

cm=m(m1)m12mPK0(m12)=m12.c_{m}=\frac{m(m-1)^{m-1}}{2^{m}\sqrt{P_{K_{0}}(\frac{m-1}{2})}}=\frac{\sqrt{m-1}}{2}.

This completes the proof. ∎

Remark 4.6.

Recall that we are looking at the 2ηK(s1)2\eta_{K}(s_{1})-periodic solutions of Eq. (4.2), then Lemma 4.5 implies:

  • (1)

    For every T>0T>0, Eq. (4.2) has the constant solution z0(m1)m12m1z_{0}\equiv\frac{(m-1)^{m-1}}{2^{m-1}} and w00w_{0}\equiv 0, which gives the nontrivial constant solution of Eq. (3.6). And, for Tm12πT\leq\frac{\sqrt{m-1}}{2}\pi, this is the only possible solution of Eq. (4.2).

  • (2)

    Let dd\in\mathbb{N} with dm12π<T(d+1)m12πd\frac{\sqrt{m-1}}{2}\pi<T\leq(d+1)\frac{\sqrt{m-1}}{2}\pi. Then for any k=1,,dk=1,\dots,d, we have TkTd>m12π\frac{T}{k}\geq\frac{T}{d}>\frac{\sqrt{m-1}}{2}\pi and there exists K=K(T/k)(0,K0)K=K(T/k)\in(0,K_{0}) such that ηK(s1)=T/k\eta_{K}(s_{1})=T/k.

  • (3)

    The solutions given by (4.5) corresponds to the solutions obtained in Proposition 4.1, since the Hamiltonian energy H(uK,vK)0H(u_{K},v_{K})\to 0 and the minimal period ηK(s1)+\eta_{K}(s_{1})\to+\infty as K0K\to 0. Moreover, we have T0=m12πT_{0}=\frac{\sqrt{m-1}}{2}\pi.

We end this section by comparing the classical Delaunay solutions that appear in the study of the singular Yamabe problem and the solutions that we have just studied above. Let us recall the classical Delaunay solutions for the singular Yamabe problem as in [33, 36], that are obtained by solving the ODE

u′′(m2)24u+m(m2)4um+2m2=0,u>0.u^{\prime\prime}-\frac{(m-2)^{2}}{4}u+\frac{m(m-2)}{4}u^{\frac{m+2}{m-2}}=0,\quad u>0. (4.8)

This equation is clearly nondissipative, and the corresponding Hamiltonian energy is

H~(u,u)=12|u|2(m2)28u2+(m2)28u2mm2.\widetilde{H}(u,u^{\prime})=\frac{1}{2}|u^{\prime}|^{2}-\frac{(m-2)^{2}}{8}u^{2}+\frac{(m-2)^{2}}{8}u^{\frac{2m}{m-2}}.

By examining the level sets of H~\widetilde{H}, we see that all bounded positive solutions of Eq. (4.8) lie in the region of the (u,u)(u,u^{\prime})-plane where H~\widetilde{H} is non-positive. In the figures below, we show a few orbits for both the Hamitonians for the systems (3.6) and (4.8) when m=3m=3.

Refer to caption
Figure 1: The orbits for the spinorial Yamabe equation
Refer to caption
Figure 2: The orbits for the classical Yamabe equation

4.2 The dissipative case: Shooting method

In this subsection, we investigate the system (3.11). In particular, since we are looking for singular solutions of the spinorial Yamabe equation, we are interested in solutions of (3.11) such that

(u(t),v(t))↛(0,0)as t±.(u(t),v(t))\not\to(0,0)\quad\text{as }t\to\pm\infty.

In order to avoid unnecessary complexity and to get non-trivial solutions, we choose as initial conditions

u(0)=v(0)=μ{0}.u(0)=v(0)=\mu\in\mathbb{R}\setminus\{0\}.

Moreover, the symmetry of the system allows us to consider only the case μ>0\mu>0.

Recall that the Hamiltonian energy associated to (3.11) is given by

H(t,u,v)=m22uv+m12mcosh(t)1m1(u2+v2)mm1.H(t,u,v)=-\frac{m-2}{2}uv+\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(u^{2}+v^{2})^{\frac{m}{m-1}}.

We begin with:

Lemma 4.7.

For any μ>0\mu>0, there is (uμ,vμ)C1(,2)(u_{\mu},v_{\mu})\in C^{1}(\mathbb{R},\mathbb{R}^{2}), unique solution of (3.11) satisfying uμ(0)=vμ(0)=μu_{\mu}(0)=v_{\mu}(0)=\mu. Furthermore, (uμ,vμ)(u_{\mu},v_{\mu}) depends continuously on μ\mu, uniformly on [T,T][-T,T], for any T>0T>0.

Proof.

To begin with, we may write the system (3.11) in integral form as

{u(t)=μ+0t[cosh(s)1m1(u(s)2+v(s)2)1m1v(s)m22u(s)]dsv(t)=μ0t[cosh(s)1m1(u(s)2+v(s)2)1m1u(s)m22v(s)]ds\left\{\begin{aligned} &u(t)=\mu+\int_{0}^{t}\Big{[}\cosh(s)^{-\frac{1}{m-1}}\big{(}u(s)^{2}+v(s)^{2}\big{)}^{\frac{1}{m-1}}v(s)-\frac{m-2}{2}u(s)\Big{]}ds\\ &v(t)=\mu-\int_{0}^{t}\Big{[}\cosh(s)^{-\frac{1}{m-1}}\big{(}u(s)^{2}+v(s)^{2}\big{)}^{\frac{1}{m-1}}u(s)-\frac{m-2}{2}v(s)\Big{]}ds\end{aligned}\right.

for t0t\geq 0. Since the right-hand side of the above equation is a Lipschitz continuous function of (u,v)(u,v), the classical contraction mapping argument gives us a local existence of (uμ,vμ)(u_{\mu},v_{\mu}) on [0,δ)[0,\delta). Let [0,Tμ)[0,T_{\mu}) be the maximal interval of existence for (uμ,vμ)(u_{\mu},v_{\mu}).

Clearly, if we define uμ(t):=vμ(t)u_{\mu}(t):=v_{\mu}(-t) and vμ(t):=uμ(t)v_{\mu}(t):=u_{\mu}(-t) for t<0t<0, we have (uμ,vμ)(u_{\mu},v_{\mu}) is a solution on (Tμ,Tμ)(-T_{\mu},T_{\mu}). Suppose that Tμ<+T_{\mu}<+\infty. Then we have |uμ(t)|+|vμ(t)|+|u_{\mu}(t)|+|v_{\mu}(t)|\to+\infty as |t|Tμ|t|\to T_{\mu}.

Let us denote

Hμ(t)=H(t,uμ(t),vμ(t)),t(Tμ,Tμ).H_{\mu}(t)=H(t,u_{\mu}(t),v_{\mu}(t)),\quad t\in(-T_{\mu},T_{\mu}).

A simple computation implies

ddtHμ(t)=ddt[cosh(t)1m1]m12m(uμ2+vμ2)mm10,t0\frac{d}{dt}H_{\mu}(t)=\frac{d}{dt}\Big{[}\cosh(t)^{-\frac{1}{m-1}}\Big{]}\frac{m-1}{2m}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}}\leq 0,\quad\forall t\geq 0

so that the energy HμH_{\mu} is non-increasing along the solution (uμ,vμ)(u_{\mu},v_{\mu}), on [0,Tμ)[0,T_{\mu}). However, since we have |uμ(t)|+|vμ(t)|+|u_{\mu}(t)|+|v_{\mu}(t)|\to+\infty as tTμt\to T_{\mu}, we find

Hμ(t)m22uμ(t)vμ(t)+m12mcosh(Tμ)1m1(uμ(t)2+vμ(t)2)mm1+H_{\mu}(t)\geq-\frac{m-2}{2}u_{\mu}(t)v_{\mu}(t)+\frac{m-1}{2m}\cosh(T_{\mu})^{-\frac{1}{m-1}}(u_{\mu}(t)^{2}+v_{\mu}(t)^{2})^{\frac{m}{m-1}}\to+\infty

as tTμt\to T_{\mu}, which is absurd. Hence we have uμu_{\mu} and vμv_{\mu} are globally defined on \mathbb{R}. ∎

In what follows, we state some basic properties for solutions of (3.11).

Lemma 4.8.

Given μ>0\mu>0, then the following holds:

  • If, for some t00t_{0}\neq 0, we have uμ(t0)=0u_{\mu}(t_{0})=0, then vμ(t0)0v_{\mu}(t_{0})\neq 0 and uμ(t0)0u_{\mu}^{\prime}(t_{0})\neq 0.

  • If, for some t0>0t_{0}>0, we have vμ(t0)=0v_{\mu}(t_{0})=0, then uμ(t0)0u_{\mu}(t_{0})\neq 0 and vμ(t0)0v_{\mu}^{\prime}(t_{0})\neq 0.

Moreover, both uμu_{\mu} and vμv_{\mu} can not change sign infinitely many times in a bounded interval [T,T][-T,T].

Proof.

Observe that the only rest point of system (3.11) is (0,0)(0,0). Furthermore, for t00t_{0}\neq 0, the Cauchy problem for (3.11) is locally well-posed for any initial datum (u(t0),v(t0))2(u(t_{0}),v(t_{0}))\in\mathbb{R}^{2}, for both t>t0t>t_{0} and t<t0t<t_{0}. Thus, a rest point cannot be reached in a finite time.

In order to see that both uμu_{\mu} and vμv_{\mu} can only change sign a finite number of times in a bounded interval [T,T][-T,T], we assume by contradiction that there exists {tju}\{t_{j}^{u}\} and {tjv}\{t_{j}^{v}\} in [T,T][-T,T] such that tjuTut_{j}^{u}\to T_{u} and tjvTvt_{j}^{v}\to T_{v} as jj\to\infty, uμ(tju)=vμ(tjv)=0u_{\mu}(t_{j}^{u})=v_{\mu}(t_{j}^{v})=0 for all jj, and uμu_{\mu} (resp. vμv_{\mu}) changes sign a finite number of times on [|Tu|+δ,|Tu|δ][-|T_{u}|+\delta,|T_{u}|-\delta] (resp. [|Tv|+δ,|Tv|δ][-|T_{v}|+\delta,|T_{v}|-\delta]) for any δ>0\delta>0.

If |Tu|<|Tv||T_{u}|<|T_{v}|, then vμv_{\mu} will not change sign in a left neighborhood of |Tu||T_{u}| and in a right neighborhood of |Tu|-|T_{u}|. Then the first equation in (3.11) implies that uμ(tju)u_{\mu}^{\prime}(t_{j}^{u}) has the same sign as vμv_{\mu}, which is impossible. Hence |Tu||Tv||T_{u}|\geq|T_{v}|. Similarly, one obtains |Tv||Tu||T_{v}|\geq|T_{u}|. Therefore |Tu|=|Tv||T_{u}|=|T_{v}|. Moreover, it can not happen that Tu=TvT_{u}=-T_{v} while uμu_{\mu} (resp. vμv_{\mu}) keeps a definite sign around TvT_{v} (resp. TuT_{u}). Therefore, we must have Tu=Tv=T0T_{u}=T_{v}=T_{0}. In particular, we have uμ(T0)=vμ(T0)=0u_{\mu}(T_{0})=v_{\mu}(T_{0})=0, which is also impossible. ∎

Lemma 4.9.

Given μ>0\mu>0. If (uμ,vμ)(u_{\mu},v_{\mu}) is a bounded solution, i.e., |uμ(t)|+|vμ(t)|M|u_{\mu}(t)|+|v_{\mu}(t)|\leq M for all tt\in\mathbb{R} and some M>0M>0, then (uμ,vμ)(0,0)(u_{\mu},v_{\mu})\to(0,0) as |t|+|t|\to+\infty.

Proof.

By symmetry, we only need to prove the result for t+t\to+\infty. Multiplying by uμu_{\mu} (resp. vμv_{\mu}) the equations in (3.11), we have

{uu=cosh(t)1m1(uμ2+vμ2)1m1uμvμm22uμ2,vv=cosh(t)1m1(uμ2+vμ2)1m1uμvμm22vμ2.\left\{\begin{aligned} uu^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{1}{m-1}}u_{\mu}v_{\mu}-\frac{m-2}{2}u_{\mu}^{2},\\ -vv^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{1}{m-1}}u_{\mu}v_{\mu}-\frac{m-2}{2}v_{\mu}^{2}.\end{aligned}\right.

Thus we need to show that uμ(t)2+vμ(t)20u_{\mu}(t)^{2}+v_{\mu}(t)^{2}\to 0 as t+t\to+\infty.

Suppose by contradiction that, for arbitrary small ε>0\varepsilon>0, there exists t0>0t_{0}>0 large such that

cosh(t0)1m1Mmm12εanduμ(t0)2+vμ(t0)22δ0,\cosh(t_{0})^{-\frac{1}{m-1}}M^{\frac{m}{m-1}}\leq 2\varepsilon\quad\text{and}\quad u_{\mu}(t_{0})^{2}+v_{\mu}(t_{0})^{2}\geq 2\delta_{0},

for some δ0>0\delta_{0}>0. Since

12(uμ2)εm22uμ2,\frac{1}{2}(u_{\mu}^{2})^{\prime}\leq\varepsilon-\frac{m-2}{2}u_{\mu}^{2},

we find

uμ(t)22εm22εm2e(m2)(t0t)+uμ(t0)2e(m2)(t0t).u_{\mu}(t)^{2}\leq\frac{2\varepsilon}{m-2}-\frac{2\varepsilon}{m-2}e^{(m-2)(t_{0}-t)}+u_{\mu}(t_{0})^{2}e^{(m-2)(t_{0}-t)}.

Therefore, by enlarging t0t_{0}, we can assume without loss of generality that vμ(t0)2>δ0v_{\mu}(t_{0})^{2}>\delta_{0}. And hence, we obtain

12(vμ2)εm22vμ2,-\frac{1}{2}(v_{\mu}^{2})^{\prime}\leq\varepsilon-\frac{m-2}{2}v_{\mu}^{2},

which implies

vμ(t)22εm22εm2e(m2)(tt0)+vμ(t0)2e(m2)(tt0).v_{\mu}(t)^{2}\geq\frac{2\varepsilon}{m-2}-\frac{2\varepsilon}{m-2}e^{(m-2)(t-t_{0})}+v_{\mu}(t_{0})^{2}e^{(m-2)(t-t_{0})}.

By taking ε<m22δ0\varepsilon<\frac{m-2}{2}\delta_{0}, we have vμ(t)2+v_{\mu}(t)^{2}\to+\infty as t+t\to+\infty. This contradicts the boundedness of vμv_{\mu}. ∎

Remark 4.10.

From the above result, we can conclude that, if there exists t0>0t_{0}>0 such that Hμ(t0)0H_{\mu}(t_{0})\leq 0, the corresponding solution (uμ,vμ)(u_{\mu},v_{\mu}) must be unbounded as t±t\to\pm\infty (since the energy Hμ(t)=H(t,uμ(t),vμ(t))H_{\mu}(t)=H(t,u_{\mu}(t),v_{\mu}(t)) is decreasing).

Lemma 4.11.

Let μ>0\mu>0. If (uμ,vμ)(u_{\mu},v_{\mu}) is a solution such that lim|t|+Hμ(t)[,0)\lim_{|t|\to+\infty}H_{\mu}(t)\in[-\infty,0). Then uμ(t)2+vμ(t)2=O(cosh(t))u_{\mu}(t)^{2}+v_{\mu}(t)^{2}=O(\cosh(t)) as |t|+|t|\to+\infty.

Proof.

Since Hμ(t)H_{\mu}(t) is decreasing, we can take t0>0t_{0}>0 such that Hμ(t0)0H_{\mu}(t_{0})\leq 0 and

0Hμ(t)m12mcosh(t)1m1(uμ(t)2+vμ(t)2)mm1m24(uμ(t)2+vμ(t)2)\displaystyle 0\geq H_{\mu}(t)\geq\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}(t)^{2}+v_{\mu}(t)^{2})^{\frac{m}{m-1}}-\frac{m-2}{4}(u_{\mu}(t)^{2}+v_{\mu}(t)^{2})

for all tt0t\geq t_{0} Notice that uμ(t)2+vμ(t)2u_{\mu}(t)^{2}+v_{\mu}(t)^{2} can not reach 0 in a finite time, we soon have

uμ(t)2+vμ(t)2cmcosh(t)u_{\mu}(t)^{2}+v_{\mu}(t)^{2}\leq c_{m}\cosh(t)

for all tt0t\geq t_{0} and cm>0c_{m}>0 depends only on mm. ∎

Lemma 4.12.

Let (uμ,vμ)(u_{\mu},v_{\mu}) be a solution of (3.11) such that vμv_{\mu} changes sign a finite number of times on \mathbb{R}, then there exists T>0T>0 such that uμ(t)vμ(t)>0u_{\mu}(t)v_{\mu}(t)>0 for all |t|T|t|\geq T.

Proof.

Since vμv_{\mu} changes sign a finite number of times on \mathbb{R}, we suppose without loss of generality that vμ(t)>0v_{\mu}(t)>0 for all tT1t\geq T_{1}, some T1>0T_{1}>0.

Assume, by contradiction, that uμ(t)<0u_{\mu}(t)<0 for all t>T1t>T_{1}. Then the second equation of (3.11) implies that vμ(t)>0v_{\mu}^{\prime}(t)>0 for t>T1t>T_{1}, that is, vμ(t)v_{\mu}(t) is increasing for t>T1t>T_{1}. Hence we have

limt+vμ(t)=v(0,+].\lim_{t\to+\infty}v_{\mu}(t)=v_{\infty}\in(0,+\infty].

Notice that, by the second equation again, we have

vm22vfor tT1.v^{\prime}\geq\frac{m-2}{2}v\quad\text{for }t\geq T_{1}.

We deduce that

vμ(t)vμ(T1)em22(tT1)for tT1.v_{\mu}(t)\geq v_{\mu}(T_{1})e^{\frac{m-2}{2}(t-T_{1})}\quad\text{for }t\geq T_{1}.

Hence v=+v_{\infty}=+\infty. However, since uμu_{\mu} and vμv_{\mu} have opposite sign, we find

Hμ(t)m12mcosh(t)1m1(uμ(t)2+vμ(t)2)mm1>m12mcosh(t)1m1vμ(t)2mm1+H_{\mu}(t)\geq\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}(t)^{2}+v_{\mu}(t)^{2})^{\frac{m}{m-1}}>\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}v_{\mu}(t)^{\frac{2m}{m-1}}\to+\infty

as t+t\to+\infty, which is impossible.

Let t0T1t_{0}\geq T_{1} be such that uμ(t0)=0u_{\mu}(t_{0})=0. Then, it follow from the first equation of (3.11) that uμ(t0)>0u_{\mu}^{\prime}(t_{0})>0. If there exists t^0>t0\hat{t}_{0}>t_{0} such that uμ(t^0)=0u_{\mu}(\hat{t}_{0})=0 and uμ(t)>0u_{\mu}(t)>0 on (t0,t^0)(t_{0},\hat{t}_{0}), we soon derive that uμ(t)<0u_{\mu}^{\prime}(t)<0 in a left neighborhood of t^0\hat{t}_{0}. Thus, by the the first equation of (3.11) again, we get vμ(t^0)0v_{\mu}(\hat{t}_{0})\leq 0. This is impossible since we have assumed vμ(t)>0v_{\mu}(t)>0 for all t>T1t>T_{1}. Therefore, by taking T>t0T>t_{0}, we conclude uμ(t)>0u_{\mu}(t)>0 for all tTt\geq T. ∎

Corollary 4.13.

Let (uμ,vμ)(u_{\mu},v_{\mu}) be a solution of (3.11) such that uμu_{\mu} changes sign a finite number of times on \mathbb{R}, then there exists T>0T>0 such that uμ(t)vμ(t)>0u_{\mu}(t)v_{\mu}(t)>0 for all |t|T|t|\geq T.

Proof.

Suppose that we have uμ(t)>0u_{\mu}(t)>0 for all tTt\geq T, some T>0T>0. By Lemma 4.8 and 4.12, we can not have vμ(t)<0v_{\mu}(t)<0 for all t>Tt>T.

Suppose that there exists t0>T1t_{0}>T_{1} such that vμ(t0)=0v_{\mu}(t_{0})=0. Then vμ(t0)<0v_{\mu}^{\prime}(t_{0})<0 and vμv_{\mu} enters to negative values, and can not have further zeros. In fact, if there is t^0>t0\hat{t}_{0}>t_{0} such that vμ(t^0)=0v_{\mu}(\hat{t}_{0})=0 and vμ(t)<0v_{\mu}(t)<0 on (t0,t^0)(t_{0},\hat{t}_{0}). We will have vμ(t^0)0v_{\mu}^{\prime}(\hat{t}_{0})\geq 0, which is impossible. Then we obtain a contradiction with Lemma 4.12.

Corollary 4.14.

Let (uμ,vμ)(u_{\mu},v_{\mu}) be a bounded solution of (3.11) such that vμv_{\mu} (or uμu_{\mu}) changes sign a finite number of times on \mathbb{R}, then

uμ(t)2+vμ(t)2=O(e(m2)t)u_{\mu}(t)^{2}+v_{\mu}(t)^{2}=O(e^{-(m-2)t})

as |t|+|t|\to+\infty.

Proof.

By virtue of Lemma 4.12 and Corollary 4.13, we can take T>1T>1 large enough such that uμ(t)vμ(t)>0u_{\mu}(t)v_{\mu}(t)>0 for all tTt\geq T. Then, it can be derived from (3.11) that

(uμ2+vμ2)′′+(m2)2(uμ2+vμ2)=4(m2)cosh(t)1m1(uμ2+vμ2)1m1uμvμ.-(u_{\mu}^{2}+v_{\mu}^{2})^{\prime\prime}+(m-2)^{2}(u_{\mu}^{2}+v_{\mu}^{2})=4(m-2)\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{1}{m-1}}u_{\mu}v_{\mu}.

Hence, from the boundedness of uμu_{\mu} and vμv_{\mu}, we have

{(uμ2+vμ2)′′+(m2)2(uμ2+vμ2)>0(uμ2+vμ2)′′+(m2)2(uμ2+vμ2)δe1m1t(uμ2+vμ2)\left\{\begin{aligned} &-(u_{\mu}^{2}+v_{\mu}^{2})^{\prime\prime}+(m-2)^{2}(u_{\mu}^{2}+v_{\mu}^{2})>0\\ &-(u_{\mu}^{2}+v_{\mu}^{2})^{\prime\prime}+(m-2)^{2}(u_{\mu}^{2}+v_{\mu}^{2})\leq\delta e^{-\frac{1}{m-1}t}(u_{\mu}^{2}+v_{\mu}^{2})\end{aligned}\right. (4.9)

for tt sufficiently large, where δ>0\delta>0 is a constant.

Let Γ1(t)=e(m2)t\Gamma_{1}(t)=e^{-(m-2)t} and Γ2(t)=arctan(t)e(m2)t\Gamma_{2}(t)=\arctan(t)e^{-(m-2)t}, for t>0t>0. One checks easily that

Γ1′′+(m2)2Γ1=0andΓ2′′+(m2)2Γ22(m2)1+t2e(m2)t.-\Gamma_{1}^{\prime\prime}+(m-2)^{2}\Gamma_{1}=0\quad\text{and}\quad-\Gamma_{2}^{\prime\prime}+(m-2)^{2}\Gamma_{2}\geq\frac{2(m-2)}{1+t^{2}}e^{-(m-2)t}.

By taking C1,C2>0C_{1},C_{2}>0 such that

C1Γ1(T0)uμ(T0)2+vμ(T0)2C2Γ2(T0),C_{1}\Gamma_{1}(T_{0})\leq u_{\mu}(T_{0})^{2}+v_{\mu}(T_{0})^{2}\leq C_{2}\Gamma_{2}(T_{0}),

for some T0>TT_{0}>T, we find

{(uμ2+vμ2C1Γ1)′′+(m2)2(uμ2+vμ2C1Γ1)>0,(uμ2+vμ2C2Γ2)′′+[(m2)22(m2)(1+t2)arctan(t)](uμ2+vμ2C2Γ2)<0,\left\{\begin{aligned} &-(u_{\mu}^{2}+v_{\mu}^{2}-C_{1}\Gamma_{1})^{\prime\prime}+(m-2)^{2}(u_{\mu}^{2}+v_{\mu}^{2}-C_{1}\Gamma_{1})>0,\\ &-(u_{\mu}^{2}+v_{\mu}^{2}-C_{2}\Gamma_{2})^{\prime\prime}+\Big{[}(m-2)^{2}-\frac{2(m-2)}{(1+t^{2})\arctan(t)}\Big{]}(u_{\mu}^{2}+v_{\mu}^{2}-C_{2}\Gamma_{2})<0,\end{aligned}\right.

for all t>T0t>T_{0}. Then, by the comparison principle, we have

C1Γ1(t)uμ(t)2+vμ(t)2C2Γ2(t),C_{1}\Gamma_{1}(t)\leq u_{\mu}(t)^{2}+v_{\mu}(t)^{2}\leq C_{2}\Gamma_{2}(t),

for all t>T0t>T_{0}, which completes the proof. ∎

Lemma 4.15.

Let (uμ,vμ)(u_{\mu},v_{\mu}) be a solution of (3.11) such that vμv_{\mu} changes sign a finite number of times on \mathbb{R}. If Hμ(t)=H(t,uμ(t),vμ(t))>0H_{\mu}(t)=H(t,u_{\mu}(t),v_{\mu}(t))>0 for all t>0t>0, then Hμ(t)Cec|t|H_{\mu}(t)\leq Ce^{-c|t|} as t±t\to\pm\infty, for some constants C,c>0C,c>0 possibly depending on μ\mu.

Proof.

We only prove the result for t+t\to+\infty. Note that

ddtHμ(t)\displaystyle\frac{d}{dt}H_{\mu}(t) =ddt[cosh(t)1m1]m12m(uμ2+vμ2)mm1\displaystyle=\frac{d}{dt}\Big{[}\cosh(t)^{-\frac{1}{m-1}}\Big{]}\frac{m-1}{2m}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}}
=12mcosh(t)1m1etetet+et(uμ2+vμ2)mm1\displaystyle=-\frac{1}{2m}\cosh(t)^{-\frac{1}{m-1}}\frac{e^{t}-e^{-t}}{e^{t}+e^{-t}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}}
1δ2mcosh(t)1m1(uμ2+vμ2)mm1\displaystyle\leq-\frac{1-\delta}{2m}\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}}
1δm1Hμ(t),for tTδ,\displaystyle\leq-\frac{1-\delta}{m-1}H_{\mu}(t),\quad\text{for }t\geq T_{\delta},

where δ>0\delta>0 can be fixed arbitrarily small and the last inequality comes from Lemma 4.12. Therefore, we have

Hμ(t)Hμ(Tδ)e1δm1tH_{\mu}(t)\leq H_{\mu}(T_{\delta})e^{-\frac{1-\delta}{m-1}t}

for all tTδt\geq T_{\delta}, which completes the proof. ∎

Now, for μ>0\mu>0 and (uμ,vμ)(u_{\mu},v_{\mu}) the corresponding solution of (3.11), we introduce the sets AkA_{k}, BkB_{k} and IkI_{k} defined for k{0}k\in\mathbb{N}\cup\{0\} by

Ak={μ>0:vμ changes sign k times on (0,+) and lim|t|+Hμ(t)<0},A_{k}=\Big{\{}\mu>0:\,v_{\mu}\text{ changes sign }k\text{ times on }(0,+\infty)\text{ and }\lim_{|t|\to+\infty}H_{\mu}(t)<0\Big{\}},
Bk={μ>0:vμ changes sign k times on (0,+),Hμ(t)>0 and (uμ,vμ) is unbounded},B_{k}=\Big{\{}\mu>0:\,v_{\mu}\text{ changes sign }k\text{ times on }(0,+\infty),\ H_{\mu}(t)>0\text{ and }(u_{\mu},v_{\mu})\text{ is unbounded}\Big{\}},
Ik={μ>0:vμ changes sign k times on (0,+),Hμ(t)>0 and (uμ,vμ) is bounded}.I_{k}=\Big{\{}\mu>0:\,v_{\mu}\text{ changes sign }k\text{ times on }(0,+\infty),\ H_{\mu}(t)>0\text{ and }(u_{\mu},v_{\mu})\text{ is bounded}\Big{\}}.

Notice that (0,0)(0,0) is a hyperbolic equilibrium point of the Hamiltonian energy H(t,,)H(t,\cdot,\cdot) for any tt\in\mathbb{R}. It is, then, immediate to see that A0A_{0}\neq\emptyset as it includes the interval (0,22](0,\frac{\sqrt{2}}{2}], since

H(0,μ,μ)<0for all μ(0,22].H(0,\mu,\mu)<0\quad\text{for all }\mu\in\Big{(}0,\frac{\sqrt{2}}{2}\,\Big{]}.

As we will see later, tracking the sign changes of the solutions is crucial for the proof of Theorem 1.5. The main idea is to study the stratified structure of the solutions. This will be done by checking their topology and boundedness. The boundedness, allows us to track the sup\sup of AkA_{k} and IkI_{k} allowing us to prove that all the sets AkA_{k} are not empty. As we will see below, the idea of tracking the signs coming from a limiting problem with explicit solutions and infinitely many sign changes. This property will allow us to prove boundedness of the desired sets.

Let us start first by discarding the sets BkB_{k}:

Lemma 4.16.

Bk=B_{k}=\emptyset for all k{0}k\in\mathbb{N}\cup\{0\}.

Proof.

Suppose to the contrary that BkB_{k}\neq\emptyset for some kk. Let μBk\mu\in B_{k} and (uμ,vμ)(u_{\mu},v_{\mu}) be the corresponding solution. Then, by substituting (uμ,vμ)(u_{\mu},v_{\mu}) into Eq. (3.11), we obtain

{uμvμ=cosh(t)1m1(uμ2+vμ2)1m1vμ2m22uμvμ,uμvμ=cosh(t)1m1(uμ2+vμ2)1m1uμ2m22uμvμ.\left\{\begin{aligned} u_{\mu}^{\prime}v_{\mu}&=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{1}{m-1}}v_{\mu}^{2}-\frac{m-2}{2}u_{\mu}v_{\mu},\\ -u_{\mu}v_{\mu}^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{1}{m-1}}u_{\mu}^{2}-\frac{m-2}{2}u_{\mu}v_{\mu}.\end{aligned}\right. (4.10)

This gives

uμvμuμvμ\displaystyle u_{\mu}^{\prime}v_{\mu}-u_{\mu}v_{\mu}^{\prime} =cosh(t)1m1(uμ2+vμ2)mm1(m2)uμvμ\displaystyle=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}}-(m-2)u_{\mu}v_{\mu}
=2mm1Hμ(t)+m2m1uμvμ>m2m1uμvμ,\displaystyle=\frac{2m}{m-1}H_{\mu}(t)+\frac{m-2}{m-1}u_{\mu}v_{\mu}>\frac{m-2}{m-1}u_{\mu}v_{\mu},

for all tt. By Lemma 4.12, for tt large enough, we can divide the above inequality by uμvμu_{\mu}v_{\mu} to get

(lnuμlnvμ)>m2m1,(\ln u_{\mu}-\ln v_{\mu})^{\prime}>\frac{m-2}{m-1},

where we have assumed without loss of generality that uμ(t)>0u_{\mu}(t)>0 and vμ(t)>0v_{\mu}(t)>0 for tt large. Hence we have

uμ(t)vμ(t)Cem2m1t\frac{u_{\mu}(t)}{v_{\mu}(t)}\geq Ce^{\frac{m-2}{m-1}t} (4.11)

for some constant C>0C>0. And therefore, there exists T>0T>0 such that uμ(t)>vμ(t)u_{\mu}(t)>v_{\mu}(t) for all t>Tt>T. Now, by (4.10), we have

uμvμ+uμvμ=cosh(t)1m1(uμ2+vμ2)1m1(vμ2uμ2)<0u_{\mu}^{\prime}v_{\mu}+u_{\mu}v_{\mu}^{\prime}=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{1}{m-1}}(v_{\mu}^{2}-u_{\mu}^{2})<0

for t>Tt>T, that is, uμvμu_{\mu}v_{\mu} is decreasing for all large tt.

Assume that uμ(t)vμ(t)a[0,+)u_{\mu}(t)v_{\mu}(t)\to a_{\infty}\in[0,+\infty) as tt\to\infty. By Lemma 4.12 and 4.15, we have

m12mcosh(t)1m1(uμ(t)2+vμ(t)2)mm1m22a\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}(t)^{2}+v_{\mu}(t)^{2})^{\frac{m}{m-1}}\to\frac{m-2}{2}a_{\infty}

as tt\to\infty. Therefore, for arbitrary small ε>0\varepsilon>0, there exists Tε>0T_{\varepsilon}>0 such that

{uμεm22uμvμεm22vμ\left\{\begin{aligned} u_{\mu}^{\prime}&\leq\varepsilon-\frac{m-2}{2}u_{\mu}\\ -v_{\mu}^{\prime}&\leq\varepsilon-\frac{m-2}{2}v_{\mu}\end{aligned}\right.

for all tTεt\geq T_{\varepsilon}. This implies

uμ(t)2εm22εm2em22(Tεt)+uμ(Tε)em22(Tεt)u_{\mu}(t)\leq\frac{2\varepsilon}{m-2}-\frac{2\varepsilon}{m-2}e^{\frac{m-2}{2}(T_{\varepsilon}-t)}+u_{\mu}(T_{\varepsilon})e^{\frac{m-2}{2}(T_{\varepsilon}-t)}

and

vμ(t)2εm22εm2em22(tTε)+vμ(Tε)em22(tTε)v_{\mu}(t)\geq\frac{2\varepsilon}{m-2}-\frac{2\varepsilon}{m-2}e^{\frac{m-2}{2}(t-T_{\varepsilon})}+v_{\mu}(T_{\varepsilon})e^{\frac{m-2}{2}(t-T_{\varepsilon})}

for all tTεt\geq T_{\varepsilon}. Since μBk\mu\in B_{k}, we have |uμ(t)|+|vμ(t)||u_{\mu}(t)|+|v_{\mu}(t)| is unbounded as |t|+|t|\to+\infty. Hence, by fixing ε>0\varepsilon>0 suitably small, we find

vμ(t)em22tanduμ(t)0v_{\mu}(t)\sim e^{\frac{m-2}{2}t}\quad\text{and}\quad u_{\mu}(t)\to 0

as t+t\to+\infty, this contradicts (4.11). ∎

Lemma 4.17.

There exists constants C0>0C_{0}>0 such that, if for some T>1T>1,

  • (1)(1)

    Hμ(T)C0H_{\mu}(T)\leq C_{0};

  • (2)(2)

    uμ(T)vμ(T)>0u_{\mu}(T)v_{\mu}(T)>0;

  • (3)(3)

    vμv_{\mu} changes sign kk times on [0,T][0,T];

then μAkIkAk+1\mu\in A_{k}\cup I_{k}\cup A_{k+1}.

Proof.

Suppose that μAkIk\mu\not\in A_{k}\cup I_{k}, it remains to show that μAk+1\mu\in A_{k+1}. Without loss of generality, let us assume that uμ(T)>0u_{\mu}(T)>0 and vμ(T)>0v_{\mu}(T)>0. Set

T~=inf{t>T:uμ(t)0}(T,+].\widetilde{T}=\inf\big{\{}t>T:u_{\mu}(t)\leq 0\big{\}}\in(T,+\infty].

If T~=+\widetilde{T}=+\infty, we have vμv_{\mu} changes sign at most once in (T,+)(T,+\infty). Indeed, as long as uμ>0u_{\mu}>0, the second equation of (3.11) implies that vμ<0v_{\mu}^{\prime}<0 whenever vμv_{\mu} vanishes. Therefore, vμv_{\mu} can not change sign more than once. If vμv_{\mu} does not change sign on (T,+)(T,+\infty), we have μAkIk\mu\in A_{k}\cup I_{k}, which is absurd. However, if vμv_{\mu} does change sign once in (T,+)(T,+\infty), we have uμ(t)vμ(t)<0u_{\mu}(t)v_{\mu}(t)<0 for all large tt. This contradicts Lemma 4.12. Therefore, we have T~<+\widetilde{T}<+\infty and uμ(T~)=0u_{\mu}(\widetilde{T})=0.

Claim 1.

vμv_{\mu} changes sign exactly once in (T,T~)(T,\widetilde{T}).

In fact, by rewriting the second equation of (3.11), we have

(vμ(t)em22t)=cosh(t)1m1(uμ(t)2+vμ(t)2)1m1uμ(t)em22t<0\Big{(}v_{\mu}(t)e^{-\frac{m-2}{2}t}\Big{)}^{\prime}=-\cosh(t)^{-\frac{1}{m-1}}(u_{\mu}(t)^{2}+v_{\mu}(t)^{2})^{\frac{1}{m-1}}u_{\mu}(t)e^{-\frac{m-2}{2}t}<0

for t(T,T~)t\in(T,\widetilde{T}). If vμv_{\mu} stays positive on (T,T~)(T,\widetilde{T}), by Lemma 4.8, we have uμ0u_{\mu}^{\prime}\geq 0 on a left neighborhood of T~\widetilde{T}, which is impossible.

To proceed, let us set fμ=(uμvμ)/2f_{\mu}=(u_{\mu}-v_{\mu})/\sqrt{2} and gμ=(uμ+vμ)/2g_{\mu}=(u_{\mu}+v_{\mu})/\sqrt{2}. Then (fμ,gμ)(f_{\mu},g_{\mu}) satisfies the following system

{f=cosh(t)1m1(f2+g2)1m1gm22g,g=cosh(t)1m1(f2+g2)1m1f+m22f,\left\{\begin{aligned} f^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(f^{2}+g^{2})^{\frac{1}{m-1}}g-\frac{m-2}{2}g,\\ -g^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(f^{2}+g^{2})^{\frac{1}{m-1}}f+\frac{m-2}{2}f,\end{aligned}\right. (4.12)

with Hamiltonian energy

H^(t,f,g)=m24f2m24g2+m12mcosh(t)1m1(f2+g2)mm1.\widehat{H}(t,f,g)=\frac{m-2}{4}f^{2}-\frac{m-2}{4}g^{2}+\frac{m-1}{2m}\cosh(t)^{-\frac{1}{m-1}}(f^{2}+g^{2})^{\frac{m}{m-1}}.

Clearly, we have Hμ(t)=H^(t,fμ,gμ)H_{\mu}(t)=\widehat{H}(t,f_{\mu},g_{\mu}) for tt\in\mathbb{R}. And, by Claim 1, we can make TT slightly larger so that uμ>vμu_{\mu}>v_{\mu} on [T,T~][T,\widetilde{T}]. That is, we have fμ>0f_{\mu}>0 on [T,T~][T,\widetilde{T}], gμ(T)>0g_{\mu}(T)>0, gμ(T~)<0g_{\mu}(\widetilde{T})<0 and gμg_{\mu} changes sign once in (T,T~)(T,\widetilde{T}).

In what follows, we are going to prove that fμf_{\mu} stays positive on [T,+)[T,+\infty). Then the second equation in (4.12) shows that gμ<0g_{\mu}^{\prime}<0 for all tTt\geq T. And hence μIj\mu\not\in I_{j} for any j{0}j\in\mathbb{N}\cup\{0\}. In this case, we have fμ(t)>0f_{\mu}(t)>0 and gμ(t)<0g_{\mu}(t)<0 for all tT~t\geq\widetilde{T}, which implies vμ(t)<0v_{\mu}(t)<0 for t[T~,+)t\in[\widetilde{T},+\infty). That is, vμv_{\mu} changes sign exactly once on (T,+)(T,+\infty). Therefore μAk+1\mu\in A_{k+1}.

Suppose, by contradiction, that there exists T^>T~\widehat{T}>\widetilde{T} such that fμ(T^)=0f_{\mu}(\widehat{T})=0 and fμ>0f_{\mu}>0 on [T,T^)[T,\widehat{T}). Then, the second equation in (4.12) implies that gμg_{\mu} is decreasing on [T,T^][T,\widehat{T}]. And hence, gμ(T^)<gμ(T~)<0g_{\mu}(\widehat{T})<g_{\mu}(\widetilde{T})<0. Then, we only need to consider the situation Hμ(T^)>0H_{\mu}(\widehat{T})>0, since the condition Hμ(T^)0H_{\mu}(\widehat{T})\leq 0 will immediately trap the solution (uμ,vμ)(u_{\mu},v_{\mu}) in the third quadrant of (u,v)(u,v)-plane for t>T^t>\widehat{T}, and leads us to have μAk+1\mu\in A_{k+1}.

In the case Hμ(T^)>0H_{\mu}(\widehat{T})>0, by fμ(T^)=0f_{\mu}(\widehat{T})=0 and gμ(T^)<0g_{\mu}(\widehat{T})<0, we have

gμ(T^)<(m(m2)2(m1))m12cosh(T^)12.g_{\mu}(\widehat{T})<-\Big{(}\frac{m(m-2)}{2(m-1)}\Big{)}^{\frac{m-1}{2}}\cosh(\widehat{T})^{\frac{1}{2}}.

Let T<T1<T2<T^T<T_{1}<T_{2}<\widehat{T} be such that

m12mcosh(T^)1m1gμ(T1)2mm1m24gμ(T1)2=C0\frac{m-1}{2m}\cosh(\widehat{T})^{-\frac{1}{m-1}}g_{\mu}(T_{1})^{\frac{2m}{m-1}}-\frac{m-2}{4}g_{\mu}(T_{1})^{2}=-C_{0}

and

m12mcosh(T^)1m1gμ(T2)2mm1m24gμ(T2)2=0.\frac{m-1}{2m}\cosh(\widehat{T})^{-\frac{1}{m-1}}g_{\mu}(T_{2})^{\frac{2m}{m-1}}-\frac{m-2}{4}g_{\mu}(T_{2})^{2}=0.

By assuming C0C_{0} suitably small, such T1T_{1} and T2T_{2} always exist, and we can have that gμ(T^)<gμ(T2)<gμ(T1)<gμ(T2)/2<0g_{\mu}(\widehat{T})<g_{\mu}(T_{2})<g_{\mu}(T_{1})<g_{\mu}(T_{2})/2<0. In fact, by setting

F(s)=m12mcosh(T^)1m1|s|2mm1m24|s|2,sF(s)=\frac{m-1}{2m}\cosh(\widehat{T})^{-\frac{1}{m-1}}|s|^{\frac{2m}{m-1}}-\frac{m-2}{4}|s|^{2},\quad s\in\mathbb{R}

we have gμ(T2)g_{\mu}(T_{2}) is nothing but the vanishing point of FF in the negative line, i.e.,

gμ(T2)=(m(m2)2(m1))m12cosh(T^)12,g_{\mu}(T_{2})=-\Big{(}\frac{m(m-2)}{2(m-1)}\Big{)}^{\frac{m-1}{2}}\cosh(\widehat{T})^{\frac{1}{2}}, (4.13)

and gμ(T1)g_{\mu}(T_{1}) is the smallest point such that F=C0F=-C_{0}. Then, use the fact Hμ(t)C0H_{\mu}(t)\leq C_{0} for all t>Tt>T, we have

m24fμ(t)2C0F(gμ(t))2C0\frac{m-2}{4}f_{\mu}(t)^{2}\leq C_{0}-F(g_{\mu}(t))\leq 2C_{0}

for t[T1,T2]t\in[T_{1},T_{2}]. Hence, we deduce

0<fμ(t)δ0:=8C0m20<f_{\mu}(t)\leq\delta_{0}:=\sqrt{\frac{8C_{0}}{m-2}} (4.14)

for t[T1,T2]t\in[T_{1},T_{2}]. Notice that

F(gμ(T2))=1m1(mm1)m12(m22)m+12cosh(T^)12<0F^{\prime}(g_{\mu}(T_{2}))=-\frac{1}{m-1}\Big{(}\frac{m}{m-1}\Big{)}^{\frac{m-1}{2}}\Big{(}\frac{m-2}{2}\Big{)}^{\frac{m+1}{2}}\cosh(\widehat{T})^{\frac{1}{2}}<0

and

F′′(gμ(T2))=m22(m(m+1)(m1)21)>0.F^{\prime\prime}(g_{\mu}(T_{2}))=\frac{m-2}{2}\Big{(}\frac{m(m+1)}{(m-1)^{2}}-1\Big{)}>0.

By using the second equation in (4.12) and (4.14), we find

C0F(gμ(T2))\displaystyle\frac{C_{0}}{F^{\prime}(g_{\mu}(T_{2}))} >gμ(T2)gμ(T1)=T1T2gμ(t)𝑑t\displaystyle>g_{\mu}(T_{2})-g_{\mu}(T_{1})=\int_{T_{1}}^{T_{2}}g_{\mu}^{\prime}(t)dt (4.15)
T1T2[(δ02+gμ(T2)2)1m1δ0+m22δ0]𝑑t\displaystyle\geq-\int_{T_{1}}^{T_{2}}\Big{[}\big{(}\delta_{0}^{2}+g_{\mu}(T_{2})^{2}\big{)}^{\frac{1}{m-1}}\delta_{0}+\frac{m-2}{2}\delta_{0}\Big{]}dt
Cmgμ(T2)2m1δ0(T2T1)\displaystyle\geq-C_{m}g_{\mu}(T_{2})^{\frac{2}{m-1}}\delta_{0}(T_{2}-T_{1})

where Cm>0C_{m}>0 depends only on mm (since we have assumed C0C_{0} is small). On the other hand, we have

ddtHμ(t)\displaystyle\frac{d}{dt}H_{\mu}(t) =12mcosh(t)1m1etetet+et(fμ(t)2+gμ(t)2)mm1\displaystyle=-\frac{1}{2m}\cosh(t)^{-\frac{1}{m-1}}\frac{e^{t}-e^{-t}}{e^{t}+e^{-t}}(f_{\mu}(t)^{2}+g_{\mu}(t)^{2})^{\frac{m}{m-1}}
12mee1e+e1cosh(T^)1m1gμ(T1)2mm1\displaystyle\leq-\frac{1}{2m}\frac{e-e^{-1}}{e+e^{-1}}\cosh(\widehat{T})^{-\frac{1}{m-1}}g_{\mu}(T_{1})^{\frac{2m}{m-1}}
cmcosh(T^)1m1gμ(T2)2mm1\displaystyle\leq-c_{m}\cosh(\widehat{T})^{-\frac{1}{m-1}}g_{\mu}(T_{2})^{\frac{2m}{m-1}}

for t[T1,T2]t\in[T_{1},T_{2}], where in the last inequality we used |gμ(T1)|>12|gμ(T2)||g_{\mu}(T_{1})|>\frac{1}{2}|g_{\mu}(T_{2})| and

cm=12m(12)2mm1ee1e+e1.c_{m}=\frac{1}{2m}\Big{(}\frac{1}{2}\Big{)}^{\frac{2m}{m-1}}\frac{e-e^{-1}}{e+e^{-1}}.

Hence, by (4.15), we obtain

Hμ(T2)Hμ(T1)\displaystyle H_{\mu}(T_{2})-H_{\mu}(T_{1}) =T1T2ddtHμ(t)dtcmcosh(T^)1m1gμ(T2)2mm1(T2T1)\displaystyle=\int_{T_{1}}^{T_{2}}\frac{d}{dt}H_{\mu}(t)dt\leq-c_{m}\cosh(\widehat{T})^{-\frac{1}{m-1}}g_{\mu}(T_{2})^{\frac{2m}{m-1}}(T_{2}-T_{1})
cmcosh(T^)1m1gμ(T2)2mm1C0CmF(gμ(T2))gμ(T2)2m1δ0\displaystyle\leq\frac{c_{m}\cosh(\widehat{T})^{-\frac{1}{m-1}}g_{\mu}(T_{2})^{\frac{2m}{m-1}}C_{0}}{C_{m}F^{\prime}(g_{\mu}(T_{2}))g_{\mu}(T_{2})^{\frac{2}{m-1}}\delta_{0}}
=C~mcosh(T^)121m1C0<C0\displaystyle=-\widetilde{C}_{m}\cosh(\widehat{T})^{\frac{1}{2}-\frac{1}{m-1}}\sqrt{C_{0}}<-C_{0}

provided that m3m\geq 3 and C0C_{0} is small enough. This implies Hμ(T2)0H_{\mu}(T_{2})\leq 0 reaching a contradiction, and the proof is hereby completed. ∎

The next lemma provides the main properties of the sets AkA_{k} and IkI_{k}.

Lemma 4.18.

For all k{0}k\in\mathbb{N}\cup\{0\}, we have

  • (1)(1)

    AkA_{k} is an open set;

  • (2)(2)

    if μIk\mu\in I_{k}, then there exists ε>0\varepsilon>0 such that (με,μ+ε)AkIkAk+1(\mu-\varepsilon,\mu+\varepsilon)\subset A_{k}\cup I_{k}\cup A_{k+1};

  • (3)(3)

    if AkA_{k}\neq\emptyset and is bounded, then supAkIk\sup A_{k}\in I_{k};

  • (4)(4)

    if both AkA_{k} and IkI_{k} are bounded, set μ=supIk\mu=\sup I_{k}, then there exists ε>0\varepsilon>0 such that (μ,μ+ε)Ak+1(\mu,\mu+\varepsilon)\subset A_{k+1}.

Proof.

(1)(1) is quite obvious, since it comes from the continuity of the solutions (uμ,vμ)(u_{\mu},v_{\mu}) with respect to the initial datum.

To see (2)(2), we fix μIk\mu\in I_{k}. Then we have Hμ(t)0H_{\mu}(t)\to 0 as |t|+|t|\to+\infty. Given C0C_{0} as in Lemma 4.17, there exists T>1T>1 such that Hμ(T)<C0H_{\mu}(T)<C_{0}, uμ(T)vμ(T)>0u_{\mu}(T)v_{\mu}(T)>0 and vμv_{\mu} changes sign kk times on [0,T][0,T]. The continuity of the solution (uμ,vμ)(u_{\mu},v_{\mu}) with respect to μ\mu implies that the same holds for an initial datum μ~(με,μ+ε)\tilde{\mu}\in(\mu-\varepsilon,\mu+\varepsilon) for ε>0\varepsilon>0 small. Then the conclusion follows by Lemma 4.17.

To check (3)(3), let us set μ=supAk\mu=\sup A_{k} and take a sequence {μj}Ak\{\mu_{j}\}\subset A_{k} such that μjμ\mu_{j}\nearrow\mu as j+j\to+\infty. If we suppose that μAl\mu\in A_{l} for some ll, then (1)(1) suggests that μjAl\mu_{j}\in A_{l} for jj large. Hence we have l=kl=k. This implies μAk\mu\in A_{k} which is absurd since AkA_{k} is an open set. Notice that, by the continuity property of the solutions, the corresponding vμv_{\mu} can change sign only a finite number of times on (0,+)(0,+\infty). Therefore we must have that μIs\mu\in I_{s} for some ss. By (2)(2), we have (με,μ+ε)AsIsAs+1(\mu-\varepsilon,\mu+\varepsilon)\subset A_{s}\cup I_{s}\cup A_{s+1}. This implies s=ks=k.

Finally, to see (4)(4), we first observe that μ=supIkIk\mu=\sup I_{k}\in I_{k}. Indeed, let {μj}Ik\{\mu_{j}\}\in I_{k} be such that μjμ\mu_{j}\nearrow\mu as j+j\to+\infty, we have μAl\mu\not\in A_{l} for any l{0}l\in\mathbb{N}\cup\{0\}. This is because AlA_{l} is an open set. Then, arguing similarly as in (3)(3), we get that μIk\mu\in I_{k} as claimed. Now, by (2)(2), we have (μ,μ+ε)AkAk+1(\mu,\mu+\varepsilon)\subset A_{k}\cup A_{k+1} for some ε>0\varepsilon>0. Since we have assumed the boundedness of AkA_{k}, we find supAkμ\sup A_{k}\leq\mu. Thus (μ,μ+ε)Ak+1(\mu,\mu+\varepsilon)\subset A_{k+1}. ∎

Our next result is the boundedness property of the sets AkA_{k} and IkI_{k}.

Proposition 4.19.

AkIkA_{k}\cup I_{k} is bounded for each k{0}k\in\mathbb{N}\cup\{0\}.

Before prove Proposition 4.19, let us do some preparations. Denoted by ε=μ1>0\varepsilon=\mu^{-1}>0, we consider the following rescaling

{Uε(t)=εuμ(ε2m1t),Vε(t)=εvμ(ε2m1t).\left\{\begin{aligned} U_{\varepsilon}(t)=\varepsilon u_{\mu}\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)},\\ V_{\varepsilon}(t)=\varepsilon v_{\mu}\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}.\end{aligned}\right.

We find the system for (Uε,Vε)(U_{\varepsilon},V_{\varepsilon}) is

{Uε=cosh(ε2m1t)1m1(Uε2+Vε2)1m1Vεε2m1m22UεVε=cosh(ε2m1t)1m1(Uε2+Vε2)1m1Uεε2m1m22Vε\left\{\begin{aligned} U_{\varepsilon}^{\prime}&=\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}^{-\frac{1}{m-1}}(U_{\varepsilon}^{2}+V_{\varepsilon}^{2})^{\frac{1}{m-1}}V_{\varepsilon}-\varepsilon^{\frac{2}{m-1}}\frac{m-2}{2}U_{\varepsilon}\\ -V_{\varepsilon}^{\prime}&=\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}^{-\frac{1}{m-1}}(U_{\varepsilon}^{2}+V_{\varepsilon}^{2})^{\frac{1}{m-1}}U_{\varepsilon}-\varepsilon^{\frac{2}{m-1}}\frac{m-2}{2}V_{\varepsilon}\end{aligned}\right. (4.16)

together with the initial datum Uε(0)=Vε(0)=1U_{\varepsilon}(0)=V_{\varepsilon}(0)=1. The limiting problem associated to Eq. (4.16) is

{U0=(U02+V02)1m1V0V0=(U02+V02)1m1U0\left\{\begin{aligned} U_{0}^{\prime}&=(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}V_{0}\\ -V_{0}^{\prime}&=(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}U_{0}\end{aligned}\right. (4.17)

with U0(0)=V0(0)=1U_{0}(0)=V_{0}(0)=1.

Lemma 4.20.

There holds

(Uε,Vε)(U0,V0)as ε0(U_{\varepsilon},V_{\varepsilon})\to(U_{0},V_{0})\quad\text{as }\varepsilon\to 0

uniformly on [0,T][0,T], for all T>0T>0, where (U0,V0)(U_{0},V_{0}) is the solution to Eq. (4.17).

Proof.

First of all, we have (4.16) is equivalent to

{Uε(t)=1+0t[cosh(ε2m1s)1m1(Uε2+Vε2)1m1Vεε2m1m22Uε]dsVε(t)=10t[cosh(ε2m1s)1m1(Uε2+Vε2)1m1Uεε2m1m22Vε]ds\left\{\begin{aligned} U_{\varepsilon}(t)&=1+\int_{0}^{t}\Big{[}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}s\big{)}^{-\frac{1}{m-1}}(U_{\varepsilon}^{2}+V_{\varepsilon}^{2})^{\frac{1}{m-1}}V_{\varepsilon}-\varepsilon^{\frac{2}{m-1}}\frac{m-2}{2}U_{\varepsilon}\Big{]}ds\\ V_{\varepsilon}(t)&=1-\int_{0}^{t}\Big{[}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}s\big{)}^{-\frac{1}{m-1}}(U_{\varepsilon}^{2}+V_{\varepsilon}^{2})^{\frac{1}{m-1}}U_{\varepsilon}-\varepsilon^{\frac{2}{m-1}}\frac{m-2}{2}V_{\varepsilon}\Big{]}ds\end{aligned}\right. (4.18)

and, similarly, (4.17) is equivalent to

{U0(t)=1+0t(U02+V02)1m1V0𝑑s,V0(t)=10t(U02+V02)1m1U0𝑑s.\left\{\begin{aligned} U_{0}(t)&=1+\int_{0}^{t}(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}V_{0}\,ds,\\ V_{0}(t)&=1-\int_{0}^{t}(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}U_{0}\,ds.\end{aligned}\right. (4.19)

The Hamiltonian energy associated to (4.16) is given by

Hε(t,U,V)=ε2m1m22UV+m12mcosh(ε2m1t)1m1(U2+V2)mm1.H_{\varepsilon}(t,U,V)=-\varepsilon^{\frac{2}{m-1}}\frac{m-2}{2}UV+\frac{m-1}{2m}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}^{-\frac{1}{m-1}}(U^{2}+V^{2})^{\frac{m}{m-1}}.

And it is easy to see that HεH_{\varepsilon} is decreasing along the flow, so that

Hε(t,Uε(t),Vε(t))Hε(0,1,1)<m22m2mm1.H_{\varepsilon}(t,U_{\varepsilon}(t),V_{\varepsilon}(t))\leq H_{\varepsilon}(0,1,1)<\frac{m-2}{2m}2^{\frac{m}{m-1}}.

This implies that

Uε(t)2+Vε(t)2Cmcosh(ε2m1t)U_{\varepsilon}(t)^{2}+V_{\varepsilon}(t)^{2}\leq C_{m}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)} (4.20)

for some constant Cm>0C_{m}>0 independent of ε\varepsilon.

Fix T>0T>0 and consider t[0,T]t\in[0,T], we have

|Uε(t)U0(t)|+|Vε(t)V0(t)|\displaystyle|U_{\varepsilon}(t)-U_{0}(t)|+|V_{\varepsilon}(t)-V_{0}(t)| (4.21)
0tcosh(ε2m1t)1m1|(Uε2+Vε2)1m1Vε(U02+V02)1m1V0|ds\displaystyle\qquad\leq\int_{0}^{t}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}^{-\frac{1}{m-1}}\Big{|}(U_{\varepsilon}^{2}+V_{\varepsilon}^{2})^{\frac{1}{m-1}}V_{\varepsilon}-(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}V_{0}\Big{|}ds
+0tcosh(ε2m1t)1m1|(Uε2+Vε2)1m1Uε(U02+V02)1m1U0|ds\displaystyle\qquad\quad+\int_{0}^{t}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}^{-\frac{1}{m-1}}\Big{|}(U_{\varepsilon}^{2}+V_{\varepsilon}^{2})^{\frac{1}{m-1}}U_{\varepsilon}-(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}U_{0}\Big{|}ds
+0t(1cosh(ε2m1t)1m1)(U02+V02)1m1(|U0|+|V0|)ds\displaystyle\qquad\quad+\int_{0}^{t}\Big{(}1-\cosh\big{(}\varepsilon^{\frac{2}{m-1}}t\big{)}^{-\frac{1}{m-1}}\Big{)}(U_{0}^{2}+V_{0}^{2})^{\frac{1}{m-1}}\big{(}|U_{0}|+|V_{0}|\big{)}ds
+Cmε2m1cosh(ε2m1T)12.\displaystyle\qquad\quad+C_{m}\varepsilon^{\frac{2}{m-1}}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}T\big{)}^{\frac{1}{2}}.

Since the first two integrands in the right-hand-side of (4.21) are locally Lipschitz, by (4.20) and the boundedness of U0U_{0} and V0V_{0}, we have

|Uε(t)U0(t)|+|Vε(t)V0(t)|0t(|UεU0|+|VεV0|)ds+ε2m1cosh(ε2m1T)12.|U_{\varepsilon}(t)-U_{0}(t)|+|V_{\varepsilon}(t)-V_{0}(t)|\lesssim\int_{0}^{t}\big{(}|U_{\varepsilon}-U_{0}|+|V_{\varepsilon}-V_{0}|\big{)}ds+\varepsilon^{\frac{2}{m-1}}\cosh\big{(}\varepsilon^{\frac{2}{m-1}}T\big{)}^{\frac{1}{2}}.

Now, using the Gronwall inequality, we have

|Uε(t)U0(t)|+|Vε(t)V0(t)|ε2m1|U_{\varepsilon}(t)-U_{0}(t)|+|V_{\varepsilon}(t)-V_{0}(t)|\lesssim\varepsilon^{\frac{2}{m-1}}

for t[0,T]t\in[0,T], proving the lemma. ∎

Proof of Proposition 4.19.

Suppose the contrary, that AkIkA_{k}\cup I_{k} is unbounded for some kk. Then we can find a sequence μjAkIk\mu_{j}\in A_{k}\cup I_{k} such that μj+\mu_{j}\to+\infty as j+j\to+\infty.

By taking εj=μj1\varepsilon_{j}=\mu_{j}^{-1}, Lemma 4.20 implies that VεjV0V_{\varepsilon_{j}}\to V_{0} uniformly on [0,T][0,T] as jj\to\infty, for any fixed T>0T>0. Notice that the solution (U0,V0)(U_{0},V_{0}) of Eq. (4.17) can be explicitly formulated:

U0(t)=2sin(21m1t+π4)andV0(t)=2cos(21m1t+π4).U_{0}(t)=\sqrt{2}\sin\Big{(}2^{\frac{1}{m-1}}t+\frac{\pi}{4}\Big{)}\quad\text{and}\quad V_{0}(t)=\sqrt{2}\cos\Big{(}2^{\frac{1}{m-1}}t+\frac{\pi}{4}\Big{)}.

We can take T>0T>0 large enough so that V0V_{0} changes sign k+1k+1 times on [0,T][0,T]. Then, by Lemma 4.20, we have VεjV_{\varepsilon_{j}} changes k+1k+1 times on [0,T][0,T] for all large jj. However, due to μjAkIk\mu_{j}\in A_{k}\cup I_{k} and Vεj(t)=εjvμj(εj2/(m1)t)V_{\varepsilon_{j}}(t)=\varepsilon_{j}v_{\mu_{j}}\big{(}\varepsilon_{j}^{2/{(m-1)}}t\big{)}, we have VεjV_{\varepsilon_{j}} should change sign only kk times on (0,+)(0,+\infty). And thus, we get a contradiction. ∎

Proof of Theorem 1.5.

Let μ0=supA0\mu_{0}=\sup A_{0}. By Lemma 4.18, we have μ0I0\mu_{0}\in I_{0}. Let now ν0=supI0\nu_{0}=\sup I_{0}. Applying Proposition 4.19 and Lemma 4.18, we have (ν0,ν0+ε0)A1(\nu_{0},\nu_{0}+\varepsilon_{0})\subset A_{1} for some ε0>0\varepsilon_{0}>0. Thus A1A_{1}\neq\emptyset. Let μ1=supA1\mu_{1}=\sup A_{1}. We have μ1>ν0μ0\mu_{1}>\nu_{0}\geq\mu_{0}; and so, by Lemma 4.18, μ1I1\mu_{1}\in I_{1}, and then ν1=supI1I1\nu_{1}=\sup I_{1}\in I_{1} and (ν1,ν1+ε1)A2(\nu_{1},\nu_{1}+\varepsilon_{1})\subset A_{2}, for some ε1>0\varepsilon_{1}>0. Iterating this argument, we construct two increasing sequences {μj}\{\mu_{j}\} and {νj}\{\nu_{j}\}, νj+1μj+1>νjμj\nu_{j+1}\geq\mu_{j+1}>\nu_{j}\geq\mu_{j}, with μjIj\mu_{j}\in I_{j} and (νj,νj+εj)Aj+1(\nu_{j},\nu_{j}+\varepsilon_{j})\subset A_{j+1}, for some {εj}(0,+)\{\varepsilon_{j}\}\subset(0,+\infty).

Next, we will show that μj+\mu_{j}\to+\infty as j+j\to+\infty. Suppose, by contradiction, that μj\mu_{j} is bounded and μjμ\mu_{j}\to\mu_{\infty}. We can see that Hμ(t)>0H_{\mu_{\infty}}(t)>0 for all tt\in\mathbb{R}. Indeed, if Hμ(t0)0H_{\mu_{\infty}}(t_{0})\leq 0 for some finite t0>0t_{0}>0, it follows that (uμ(t),vμ(t))(u_{\mu_{\infty}}(t),v_{\mu_{\infty}}(t)) will be trapped in one of the connected components of {(u,v)2:H(t,u,v<0)}\{(u,v)\in\mathbb{R}^{2}:\,H(t,u,v<0)\}, for all t>t0t>t_{0}. Since Lemma 4.8 implies that vμv_{\mu_{\infty}} changes sign a finite number of times in [0,t0][0,t_{0}], we have μAk0\mu_{\infty}\in A_{k_{0}} for some k0k_{0}. This contradicts the definition of μ\mu_{\infty} as Ak0A_{k_{0}} is open. Moreover, vμv_{\mu_{\infty}} must change sign infinite many times on (0,+)(0,+\infty).

Using the facts HμH_{\mu_{\infty}} is decreasing on (0,+)(0,+\infty) and bounded from below, we have HμL1(0,+)H_{\mu_{\infty}}^{\prime}\in L^{1}(0,+\infty). In particular,

cosh()1m1(uμ2+vμ2)mm1L1(0,+).\cosh(\cdot)^{-\frac{1}{m-1}}(u_{\mu_{\infty}}^{2}+v_{\mu_{\infty}}^{2})^{\frac{m}{m-1}}\in L^{1}(0,+\infty). (4.22)

Multiplying by vμv_{\mu_{\infty}} (resp. uμu_{\mu_{\infty}}) the equations in (3.11), we have

{vμuμ=cosh(t)1m1(uμ2+vμ2)1m1vμ2m22uμvμ,uμvμ=cosh(t)1m1(uμ2+vμ2)1m1uμ2m22uμvμ.\left\{\begin{aligned} v_{\mu_{\infty}}u_{\mu_{\infty}}^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu_{\infty}}^{2}+v_{\mu_{\infty}}^{2})^{\frac{1}{m-1}}v_{\mu_{\infty}}^{2}-\frac{m-2}{2}u_{\mu_{\infty}}v_{\mu_{\infty}},\\ -u_{\mu_{\infty}}v_{\mu_{\infty}}^{\prime}&=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu_{\infty}}^{2}+v_{\mu_{\infty}}^{2})^{\frac{1}{m-1}}u_{\mu_{\infty}}^{2}-\frac{m-2}{2}u_{\mu_{\infty}}v_{\mu_{\infty}}.\end{aligned}\right.

This implies

vμuμ+uμvμ=cosh(t)1m1(uμ2+vμ2)1m1(vμ2uμ2).v_{\mu_{\infty}}u_{\mu_{\infty}}^{\prime}+u_{\mu_{\infty}}v_{\mu_{\infty}}^{\prime}=\cosh(t)^{-\frac{1}{m-1}}(u_{\mu_{\infty}}^{2}+v_{\mu_{\infty}}^{2})^{\frac{1}{m-1}}(v_{\mu_{\infty}}^{2}-u_{\mu_{\infty}}^{2}).

Hence we have (uμvμ)L1(0,+)(u_{\mu_{\infty}}v_{\mu_{\infty}})^{\prime}\in L^{1}(0,+\infty), which shows that uμ(t)vμ(t)Cu_{\mu_{\infty}}(t)v_{\mu_{\infty}}(t)\to C_{\infty}\in\mathbb{R} as tt\to\infty. Since vμ(t)v_{\mu_{\infty}}(t) changes sign infinitely many times as tt\to\infty, we have C=0C_{\infty}=0. This, together with (4.22), implies that Hμ(t)0H_{\mu_{\infty}}(t)\to 0 as t+t\to+\infty.

Therefore, one may take T>0T>0 sufficiently large such that Hμ(T)<C0H_{\mu_{\infty}}(T)<C_{0} (where C0>0C_{0}>0 is given by Lemma 4.17), uμ(T)vμ(T)>0u_{\mu_{\infty}}(T)v_{\mu_{\infty}}(T)>0 and vμv_{\mu_{\infty}} changes sign kTk_{T} times on [0,T][0,T]. By Lemma 4.17, we have μAkTIkTAkT+1\mu_{\infty}\in A_{k_{T}}\cup I_{k_{T}}\cup A_{k_{T}+1}, reaching another contradiction.

Finally, in order to see that lim inft+|uμ(t)|+|vμ(t)|=+\liminf_{t\to+\infty}|u_{\mu}(t)|+|v_{\mu}(t)|=+\infty for μAk\mu\in A_{k}, let us consider two possibilities: Hμ(t)H_{\mu}(t)\to-\infty and Hμ(t)H(,0)H_{\mu}(t)\to H_{\infty}\in(-\infty,0). In the first case, we must have that uμ(t)vμ(t)+u_{\mu}(t)v_{\mu}(t)\to+\infty as t+t\to+\infty, which directly implies the assertion. In the latter case, we deduce that uμ(t)vμ(t)C>0u_{\mu}(t)v_{\mu}(t)\to C>0 as t+t\to+\infty. And hence cosh()1m1(uμ2+vμ2)mm1\cosh(\cdot)^{-\frac{1}{m-1}}(u_{\mu}^{2}+v_{\mu}^{2})^{\frac{m}{m-1}} converges to a positive constant. This shows that |uμ(t)|+|vμ(t)||u_{\mu}(t)|+|v_{\mu}(t)| grows as cosh(t)1/2m\cosh(t)^{1/{2m}} for tt large.

The upper bound of (uμ,vμ)(u_{\mu},v_{\mu}), μAk\mu\in A_{k} follows from Lemma 4.11, and the exponential decay of (uμ,vμ)(u_{\mu},v_{\mu}), μIk\mu\in I_{k}, follows from Corollary 4.14. Thus, the proof of Theorem 1.5 is complete. ∎

Remark 4.21.

The numerical simulations performed on system (3.11) indicate the following. For each k{0}k\in\mathbb{N}\cup\{0\}, starting from μ\mu larger than some μkAk\mu_{k}^{*}\in A_{k}, the solution orbits will make a circle around a particular point (in either the first quadrant or the third quadrant) before going to infinity. As μ\mu grows, the circle is becoming larger; and once the circle touches the origin, we will have a homoclinic solution of (3.11), which implies μIk\mu\in I_{k}. The set IkI_{k} seems to have only one point, and hence AkA_{k} are just open intervals. In particular, we conjecture that k0Ik\cup_{k\geq 0}I_{k} is simply a countable set of discrete points. This is illustrated in the following Fig. 3, where numerical experiments are performed on a 33-dimensional system. The first row shows the solution orbits (uμ,vμ)(u_{\mu},v_{\mu}) on \mathbb{R} with three different initial datum in A0A_{0}, and specifically μ=0.1\mu=0.1, 0.60.6 and 0.70.7. The second and third rows show the solutions with initial datum μA1\mu\in A_{1} and A2A_{2}, respectively

Refer to caption
Figure 3: Unbounded trajectories with initial datum μAk\mu\in A_{k}, k=0,1,2k=0,1,2.

Acknowledgements

Y.S. is partly supported by NSF grant DMS 21542192154219, ” Regularity vs singularity formation in elliptic and parabolic equations”.

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Ali Maalaoui
Department of Mathematics,
Clark University,
Worcester, MA 01610-1477
[email protected]

Yannick Sire
Department of Mathematics, Johns Hopkins University,
3400 N. Charles Street, Baltimore, Maryland 21218
[email protected]

Tian Xu
Center for Applied Mathematics, Tianjin University,
300072, Tianjin, China
[email protected]