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# Variational Approach to the Dynamics of Bose-Einstein Condensates. I

## 1 Introduction

Recent experimental breakthrough of manufacturing Bose-Einstein condensates (BEC) in magnetically trapped dilute gases of alkali-metal atoms has created new opportunities to test many-body theories in well-controlled experimental conditions. Although the phenomena can be considered as a spectacular realization of an old prediction of quantum statistical mechanics as applied to ideal bose gases, it is known that mutual interactions of particles still play important roles to determine characteristic properties of the systems.

In theoretical treatments the condensate is usually described by the dilute gas approximation in which the pair-wise short range interaction is fully accommodated by the use of the effective interaction, usually referred to as the pseudo-potential, defined by

$$V_{\mathrm{eff}.}(𝒓)=\frac{4\pi \mathrm{}^2a}{m}\delta (𝒓)=g\delta (𝒓),$$
(1.1)
where $`a`$ is the $`S`$-wave scattering length of the pair interaction and $`m`$ is the mass of the particle, while the many-body collective dynamics of the condensate is described by the Gross-Pitaevskii equation, also known as the non-linear Schrödinger equation, for a classical field $`\mathrm{\Phi }(𝒓,t)`$;

$$i\mathrm{}\frac{\mathrm{\Phi }(𝒓,t)}{t}=\left[\frac{\mathrm{}^2^2}{2m}+g|\mathrm{\Phi }(𝒓,t)|^2\right]\mathrm{\Phi }(𝒓,t).$$
(1.2)
This equation can be derived from the Heisenberg equation of motion of the quantum field $`\psi (𝒓,t)`$

$$i\mathrm{}\frac{\psi (𝒓,t)}{t}=[\psi (𝒓,t),\widehat{H}]=\frac{\mathrm{}^2^2\psi (𝒓,t)}{2m}+g\psi ^{}(𝒓,t)\psi ^2(𝒓,t)$$

by the replacement

$$\psi (𝒓,t)\mathrm{\Phi }(𝒓,t)=\psi (𝒓,t)_{\mathrm{coh}.}$$

where the expectation value is taken with a coherent state of the particle creation and annihilation operator of the lowest single particle state. This approximation is also known as the tree approximation in the language of the loop expansion and ignores quantum fluctuations around the mean field $`\mathrm{\Phi }(𝒓,t)`$. It is the purpose of the present work to investigate the effect of quantum corrections to the mean field by the variational method which we have developed for describing dynamics of quantum fields.

When the effective interaction of the form (1.1) is used to calculate the effect of the quantum fluctuations, a special care is needed to avoid (ultraviolet) divergences which arises due to the singular nature of the potential which causes coupling of all momentum modes. It has been shown by Lee, Huang and Yang that such divergences can be eliminated systematically by the proper use of the pseudo-potential defined by

$$V_{\mathrm{ps}.}(𝒓)=g\delta (𝒓)\frac{}{r}r=g\delta (𝒓)+g\delta (𝒓)r\frac{}{r}.$$
(1.3)
The difference,

$$\mathrm{\Delta }V(𝒓)=V_{\mathrm{ps}.}(𝒓)V_{\mathrm{eff}.}(𝒓)=g\delta (𝒓)r\frac{}{r},$$
(1.4)
which has only vanishing contribution in the first order, generates divergent terms in higher order and it is precisely these divergent terms which cancel the divergences which are contained in the higher order quantum corrections of $`V_{\mathrm{eff}.}(𝒓)`$.

Physically this procedure is understood as the elimination of the double counting in the usual perturbation expansion in terms of the bare two particle interaction $`V_0(𝒓)`$: since the pair scattering (in vacuum) is already fully accounted for by the scattering length $`a`$, one should not include, when performing many body calculation, contributions from repeated use of the effective interaction (1.1) in the two particle scattering channel.)))Although the procedure to eliminate the ultraviolet divergence found in the literature is very suggestive, this interpretation of the subtraction of the double counting terms was never explicitly mentioned elsewhere to the best of our knowledge. For example, the contributions from the diagram in Fig. 1 (a) should not be included in the many body calculation, because it is a part of the diagrams Fig. 1 (b) which is already included in the lowest order diagrams Fig. 1 (c) in terms of $`V_{\mathrm{eff}.}`$. The problem of ultraviolet divergence can of course be avoided if one starts from a bare two-body interaction of finite range; this approach would however involve much more elaborate calculations even for a static system.

Elimination of the ultraviolet divergences due to the singular potential looks technically similar to the renormalization of the effective local couplings in quantum field theories to eliminate ultraviolet divergences. This analogy was exploited further by Toyoda and more recently by Braaten and Nieto. However, here we choose to remove all divergences by simply avoiding double countings of pair scatterings, by inspection, based on the observation that the effective interaction (1.1) should be used only in the first Born “approximation” to describe two particle scattering.

This does not mean, however, that we should discard the quantum fluctuations entirely: the many-body interaction such as Fig. 2 should be still retained in the calculation. For example, the well-known Bogoliubov theory contains the effect of quantum fluctuations as zero-point oscillations of quasi-particle modes; the contribution to the energy density of this fluctuation would diverge if one uses the potential of the form (1.1). This divergence can be eliminated by the above procedure leaving behind non-analytic $`a^{5/2}`$ correction which originates from the sum of genuine many-body interaction contributions.

In this paper we present the basic formulation of the variational method and derive the equations of motion which generalizes the Gross-Pitaevskii mean field equation (1.2) to include the effect of quantum fluctuations in terms of the reduced density matrix. The resultant equations are similar to those known as the Hartree-Fock-Bogoliubov equations for fermions in nuclear many-boby theory and are identical, although slightly disguised, to the ones obtained for interacting bose-systems by Blaizot and Ripka, and more recently by Griffin. The general static solutions of these equations are given in terms of the mode functions. We then perform an explicit calculation for a uniform condensate and show how the divergent terms appear by the use of the effective potential (1.1). By the inspection of the origin of these divergences in perturbation series we will demonstrate that all these divergences can be eliminated by the systematic removal of the terms which correspond to the double counting of pair scattering. By this method we obtain a gap equation free of divergence, (6.20), a new result obtained in this paper: To the best of our knowledge, this equation has never been written explicitly in the literature. In the forthcoming paper, we shall apply the present method to compute the density response function of the system.

The rest of the paper is organized as follows. In the next section, we construct the Gaussian variational wave functional for condensates in a general trapping external potential. In section 3, we derive the equations of motion which consist of a generalized Gross-Pitaevskii equation for the condensate and the Liouville equation for the reduced density matrix. Our generalized Gross-Pitaevskii equations consist of two coupled non-linear equations: one is the equation of motion for $`\mathrm{\Phi }(𝒓,t)`$ similar to the Gross-Pitaevskii equation (1.2), but it also contains the mean field terms associated with the fluctuations, and the other is the equation of motion for the fluctuations, written in the form of the Liouville equation for the reduced density matrix consisting of fluctuations, these equations are often called the time-dependent Hartree-Bogoliubov equation. In section 4, we show that these equations can be easily extended to finite temperatures using the Gaussian density matrix which is determined self-consistently. In section 5, we express the static solutions of these equations in terms of the mode functions. In section 6 we examine the static solution in uniform system in detail and compare the results to the well-known Bogoliubov’s mean field theory. We illustrate how the divergence can be eliminated by the removal of the double counting terms in the diagrams of perturbative series. A brief summary is given in section 7.

## 2 Gaussian wave functional

In this and following sections we shall apply the variational method developed earlier in the functional Schrödinger picture to derive an extended form of the Gross-Pitaevskii equation which contain the effect of quantum fluctuations in a minimal fashion.

We consider a non-relativistic gas of bose particles of mass $`m`$ interacting via contact interaction in the form of (1.1). The dynamics of system is described by the following second quantized Hamiltonian:

$`\widehat{H}={\displaystyle }d^3𝒙\{{\displaystyle \frac{1}{2m}}\psi ^{}(𝒙)^2\psi (𝒙)+\psi ^{}(𝒙)V_{\mathrm{ext}}(𝒙)\psi (𝒙)`$
$`+{\displaystyle \frac{g}{2}}\psi ^{}(𝒙)\psi ^{}(𝒙)\psi (𝒙)\psi (𝒙)\}.`$ (2.1)
Here, $`V_{\mathrm{ext}}`$ represents an external confining potential provided by the magnetic trap and the mutual interaction of particle is given by the effective interaction of the form (1.1) . The fields $`\psi (𝒙)`$ are quantized by the commutation relation : $`[\psi (𝒙),\psi ^{}(𝒚)]=\delta ^3(𝒙𝒚)`$ and the other combinations are equal to 0. Hereafter, we take $`\mathrm{}=1`$.

In order to apply the Gaussian wave functional method, which has been developed in our previous work, Schrödinger picture, we need to rewrite the Hamiltonian in terms of canonical coordinates and their associate momenta. There is some earlier attempt to define such coordinates, but we choose here the representation which diagonalize the bilinear part of the Hamiltonian.

$$\widehat{H}_0d^3𝒙\{\frac{\mathrm{}^2}{2m}\psi ^{}(𝒙)^2\psi (𝒙)+\psi ^{}(𝒙)V_{\mathrm{ext}}(𝒙)\psi (𝒙)\}=\underset{\alpha }{}\omega _\alpha a_\alpha ^{}a_\alpha $$
(2.2)
The field operator is decomposed as

$$\psi (𝒙)=\underset{\alpha }{}\phi _\alpha (𝒙)a_\alpha $$
(2.3)
where $`\phi _\alpha (𝒙)`$ is the normalized eigen wave function of free bosons in external potential. We then introduce the following Hermitian operators :

$`Q_\alpha {\displaystyle \frac{1}{\sqrt{2\omega _\alpha }}}(a_\alpha +a_\alpha ^{}),`$
$`P_\alpha i\sqrt{{\displaystyle \frac{\omega _\alpha }{2}}}(a_\alpha a_\alpha ^{}).`$ (2.4)
With $`𝑑𝒙\phi _\alpha ^{}(𝒙)\phi _\beta (𝒙)=\delta _{\alpha ,\beta }`$ these operators satisfy the canonical commutation relations:

$$[Q_\alpha ,P_\beta ]=i\delta _{\alpha ,\beta },$$

an analogue to that of the position and momentum operator in quantum mechanics, and convert the free Hamiltonian into a sum of uncoupled harmonic oscillators:

$$\widehat{H}_0=\underset{\alpha }{}\frac{1}{2}\left(P_\alpha ^2+\omega _\alpha ^2Q_\alpha ^2\right).$$
(2.5)
In the $`Q`$-representation, corresponding to the coordinate representation in quantum mechanics, the field momentum operator is expressed by the functional differential: $`P_\alpha =i\frac{\delta }{\delta Q_\alpha }`$. The vacuum state of the Hamiltonian $`\widehat{H}_0`$ is expressed as a product of Gaussian:

$`\mathrm{\Psi }_0[\varphi ]=\varphi |0`$ $`=`$ $`𝒩_0\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha }{}}\omega _\alpha Q_\alpha ^2\right]`$ (2.6)
$`=`$ $`𝒩_0\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle d^3𝒙d^3𝒚\varphi ^{}(𝒙)W_0(𝒙,𝒚)\varphi (𝒚)}\right]`$
where in the last line we have used the complex $`\varphi `$-field defined by)))Do not confuse $`\varphi (𝒙)`$ with the original bose field $`\psi (𝒙)`$: it obeys the commutation relation, $`[\varphi (𝒙),\pi ^{}(𝒚)]=i\delta (𝒙𝒚)`$ where the $`\pi `$-field is defined by $`\pi (𝒙)=_\alpha \phi _\alpha (𝒙)P_\alpha `$.

$$\varphi (𝒙)=\underset{\alpha }{}\phi _\alpha (𝒙)Q_\alpha $$

and the kernel of the integral is defined by

$$W_0(𝒙,𝒚)=\underset{\alpha }{}\phi _\alpha (𝒙)\omega _\alpha \phi _\alpha ^{}(𝒚).$$
(2.7)
Indeed, this state will be annihilated when we operate the particle annihilation operator $`a_\alpha `$ from the left for any $`\alpha `$. In the uniform system ($`V_{\mathrm{ext}.}=V_0`$) : $`\phi _\alpha (𝒙)\frac{1}{\sqrt{V}}e^{i𝐤𝒙}`$, $`\omega _\alpha k^2/2m+V_0`$, and $`W_0(𝒙,𝒚)\delta (𝒙𝒚)(_𝒙^2/2m+V_0)`$.

Our time-dependent variational wave functional in the functional Schrödinger picture is written as a straightforward generalization of the time-dependent Gaussian wave function in quantum mechanics:

$`\mathrm{\Psi }[\varphi ]`$ $`=`$ $`𝒩\mathrm{exp}\left[i\overline{\pi }|\varphi \overline{\varphi }\varphi \overline{\varphi }|{\displaystyle \frac{1}{4G}}+i\mathrm{\Sigma }|\varphi \overline{\varphi }\right]`$ (2.8)
where we have used abbreviate notations for integrals such as

$`\overline{\pi }|\varphi \overline{\varphi }`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}\overline{P}_\alpha (t)\left(Q_\alpha \overline{Q}_\alpha (t)\right)={\displaystyle d^3𝒙\overline{\pi }^{}(𝒙,t)\left(\varphi (𝒙)\overline{\varphi }(𝒙,t)\right)},`$
$`\varphi |K|\varphi `$ $`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}Q_\alpha K_{\alpha ,\beta }(t)Q_\beta ={\displaystyle d^3𝒙d^3𝒚\varphi ^{}(𝒙)K(𝒙,𝒚;t)\varphi (𝒚)}`$
for $`K=G^1,\mathrm{\Sigma }`$. Here two (complex) functions,

$$\overline{\varphi }(𝒙,t)=\underset{\alpha }{}\phi _\alpha (𝒙)\overline{Q}_\alpha (t),\overline{\pi }(𝒙,t)=\underset{\alpha }{}\phi _\alpha (𝒙)\overline{P}_\alpha (t),$$

and two kernels,

$`G^1(𝒙,𝒚;t)`$ $`=`$ $`{\displaystyle \phi _\alpha (𝒙)G_{\alpha ,\beta }^1(t)\phi _\beta ^{}(𝒚)}`$
$`\mathrm{\Sigma }(𝒙,𝒚;t)`$ $`=`$ $`{\displaystyle \phi _\alpha (𝒙)\mathrm{\Sigma }_{\alpha ,\beta }(t)\phi _\beta ^{}(𝒚)}`$
are to be considered as time-dependent variational parameters of the wave functional.

The expectation value of a composite operator $`𝒪(\varphi ,\pi )`$ is given by the functional integral

$$𝒪=[d\varphi ]\mathrm{\Psi }^{}[\varphi ]𝒪(\varphi ,i\frac{\delta }{\delta \varphi })\mathrm{\Psi }[\varphi ]$$

which becomes a functional of the variational parameters $`\overline{\varphi }(𝒙,t)`$, $`\overline{\pi }(𝒙,t)`$, $`G(𝒙,𝒚,t)`$ and $`\mathrm{\Sigma }(𝒙,𝒚,t)`$. For example, the expectation values of the field $`\varphi (𝒙)`$ and its canonical momentum $`\pi (𝒙)`$ are given by

$`\varphi (𝒙)`$ $`=`$ $`\overline{\varphi }(𝒙,t)`$ (2.9)
$`\pi (𝒙)`$ $`=`$ $`\overline{\pi }(𝒙,t)`$ (2.10)
respectively, and

$`\psi (𝒙)`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}\sqrt{{\displaystyle \frac{\omega _\alpha }{2}}}\phi _\alpha (𝒙)\left(\overline{Q}_\alpha (t)+{\displaystyle \frac{i}{\omega _\alpha }}\overline{P}_\alpha (t)\right)\mathrm{\Phi }(𝒙,t),`$ (2.11)
$`\psi ^{}(𝒙)`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}\sqrt{{\displaystyle \frac{\omega _\alpha }{2}}}\phi _\alpha (𝒙)\left(\overline{Q}_\alpha (t){\displaystyle \frac{i}{\omega _\alpha }}\overline{P}_\alpha (t)\right)\mathrm{\Phi }^{}(𝒙,t).`$ (2.12)
The nonvanishing expectation value of the particle creation and annihilation operators implies that our wave functional is not an eigen state of the particle number. Our Gaussian state corresponds to a squeezed state, or a generalized coherent state, in quantum optics.

In order to describe field fluctuations it is convenient to introduce

$$\widehat{\psi }(𝒙,t)\psi (𝒙)\mathrm{\Phi }(𝒙,t).$$
(2.13)
For example, we obtain

$$\psi ^{}(𝒙)\psi (𝒚)=\mathrm{\Phi }^{}(𝒙,t)\mathrm{\Phi }(𝒚,t)+\widehat{\psi }^{}(𝒙,t)\widehat{\psi }(𝒚,t)$$
(2.14)
and so on, where $`\widehat{\psi }^{}(𝒙,t)\widehat{\psi }(𝒚,t)`$ is the two-point correlation function at time $`t`$ and represents the quantum fluctuation. The fluctuation is determined by the width parameter of the Gaussian wave functional. The explicit forms may be obtained from the following relations:

$`\widehat{Q}_\alpha \widehat{Q}_\beta `$ $`=`$ $`G_{\alpha ,\beta }(t)`$ (2.15)
$`\widehat{P}_\alpha \widehat{P}_\beta `$ $`=`$ $`{\displaystyle \frac{1}{4}}G_{\alpha ,\beta }^1(t)+4\left(\mathrm{\Sigma }G\mathrm{\Sigma }\right)_{\alpha ,\beta }(t)`$ (2.16)
$`\widehat{Q}_\alpha \widehat{P}_\beta `$ $`=`$ $`2\left(G\mathrm{\Sigma }\right)_{\alpha ,\beta }(t)+{\displaystyle \frac{1}{2}}i\delta _{\alpha ,\beta }`$ (2.17)
$`\widehat{P}_\alpha \widehat{Q}_\beta `$ $`=`$ $`2\left(\mathrm{\Sigma }G\right)_{\alpha ,\beta }(t){\displaystyle \frac{1}{2}}i\delta _{\alpha ,\beta }`$ (2.18)
where $`\widehat{Q}_\alpha =Q_\alpha \overline{Q}_\alpha `$ and $`\widehat{P}_\alpha =P_\alpha \overline{P}_\alpha `$. For example,

$`\widehat{\varphi }(𝒙)\widehat{\varphi }^{}(𝒚)`$ $`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}\phi _\alpha (𝒙)\widehat{Q}_\alpha \widehat{Q}_\beta \phi _\beta ^{}(𝒚)`$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}\phi _\alpha (𝒙)G_{\alpha ,\beta }(t)\phi _\beta ^{}(𝒚)=G(𝒙,𝒚;t)`$
and similar relations can be obtained for $`\widehat{\varphi }^{}(𝒙)\widehat{\pi }(𝒚)`$ etc. However, we do not need such explicit forms in the following discussion.

With the Gaussian form of the variational wave functional, expectation value of all higher products of the field operators are expressed in terms of the center (the mean field) and the width (the two-point correlation function) of the Gaussian. This feature, characteristic of the Gaussian Ansatz of the fluctuations, enables one to truncate otherwise infinite set of coupled equations of the motion for the expectation values of the products of the quantum fields into a set of coupled equations of motion for the mean field $`\mathrm{\Phi }(𝒙,t)`$ and the two-point functions of fluctuations $`G(𝒙,𝒚;t)`$.

## 3 Equations of motion

The equations of motion can be derived from the time-dependent variational principle as applied to the action:

$$S=𝑑t\mathrm{\Psi }|i\frac{}{t}\widehat{H}+\mu \widehat{N}|\mathrm{\Psi },$$
(3.1)
where $`\mu `$ is the chemical potential of the bosons introduced to enforce that the total number of the bosons $`N=\mathrm{\Psi }|\widehat{N}|\mathrm{\Psi }`$, defined with $`\widehat{N}=𝑑𝒙\psi ^{}(𝒙)\psi (𝒙)`$, is conserved. Minimization of (3.1) with respect to the variational parameters leads to the equations of motion of $`\overline{\varphi }(𝒙,t)`$ and $`\overline{\pi }(𝒙,t)`$, $`G^1(𝒙,𝒚;t)`$ and $`\mathrm{\Sigma }(𝒙,𝒚;t)`$ which can be rewritten for the mean field and the fluctuations.

Alternatively, one can derive the equations of motion written in terms of the mean field and fluctuation directly from: $`i\dot{\mathrm{\Phi }}=\delta \widehat{H}^{}/\delta (\mathrm{\Phi }^{})`$ and $`i\dot{\mathrm{\Phi }}^{}=\delta \widehat{H}^{}/\delta \mathrm{\Phi }`$. Here, $`\widehat{H}^{}`$ is the expectation value of the effective Hamiltonian $`\widehat{H}^{}=\widehat{H}\mu \widehat{N}`$. Then one finds:

$`i\dot{\mathrm{\Phi }}(𝒙,t)`$ $`=`$ $`{\displaystyle \frac{1}{2m}}^2\mathrm{\Phi }(𝒙,t)+\left(V_{\mathrm{ext}}(𝒙)\mu \right)\mathrm{\Phi }(𝒙,t)+g|\mathrm{\Phi }(𝒙,t)|^2\mathrm{\Phi }(𝒙,t)`$ (3.2)
$`+2g\widehat{\psi }^{}(𝒙)\widehat{\psi }(𝒙)\mathrm{\Phi }(𝒙,t)+g\widehat{\psi }(𝒙)\widehat{\psi }(𝒙)\mathrm{\Phi }^{}(𝒙,t),`$
which is a generalized form of the Gross-Pitaevskii equation (1.2) including the effect of fluctuations.

Our next task is to derive equations of motion for the two-point functions: $`\widehat{\psi }^{}(𝒙)\widehat{\psi }(𝒚)`$ and $`\widehat{\psi }(𝒙)\widehat{\psi }(𝒚)`$. This can be done from the equations of motion of the kernel functions $`G(𝒙,𝒚,t)`$ and $`\mathrm{\Sigma }(𝒙,𝒚,t)`$. For this purpose we introduce the $`2\times 2`$ reduced density matrix defined as

$`(𝒙,𝒚,t)+{\displaystyle \frac{1}{2}}\delta ^3(𝒙𝒚)=\left(\begin{array}{cc}\widehat{\psi }(𝒙)\widehat{\psi }^{}(𝒚)& \widehat{\psi }(𝒙)\widehat{\psi }(𝒚)\\ \widehat{\psi }^{}(𝒙)\widehat{\psi }^{}(𝒚)& \widehat{\psi }^{}(𝒙)\widehat{\psi }(𝒚)\end{array}\right).`$ (3.3)
Then one can show that the equation of motion for the reduced density matrix $``$ is expressed in the form of the Liouville equation:

$$i\dot{}=[,],$$
(3.4)
where the Hamiltonian density $``$ is defined by

$$(𝒙,𝒚,t)\delta ^3(𝒙𝒚)\left(\begin{array}{cc}W(𝒙)& \mathrm{\Delta }(𝒙)\\ \mathrm{\Delta }^{}(𝒙)& W^{}(𝒙)\end{array}\right)$$
(3.5)
with

$`W(𝒙)`$ $``$ $`{\displaystyle \frac{1}{2m}}_𝒙^2+V_{\mathrm{ext}}(𝒙)\mu +2g|\mathrm{\Phi }(𝒙,t)|^2+2g\widehat{\psi }^{}(𝒙)\widehat{\psi }(𝒙)`$ (3.6)
$`=`$ $`W^{}(𝒙)`$
$`\mathrm{\Delta }(𝒙)`$ $``$ $`g(\mathrm{\Phi }(𝒙,t)^2+\widehat{\psi }(𝒙)\widehat{\psi }(𝒙)).`$ (3.7)
As we shall show, this equation reproduces the quasiparticle excitations in the Bogoliubov theory when the term induced by the fluctuations are discarded.

Equations (3.2) and (3.4) with (2.11), (3.3), (3.5), (3.6), and (3.7), form a closed set of equations which describe non-linear time evolution of the Bose-Einstein condensate and its fluctuations described by the Gaussian state. They are an extension of the Gross-Pitaevskii equation to include quantum fluctuations.

## 4 Inclusion of thermal fluctuations

Foregoing derivation based on the pure state (2.8) can be extended to include thermal fluctuations by introducing statistical average with a Gaussian density matrix for mixed states. If the system is near equilibrium, it is equivalent to introduce the density operator in the form:

$$D(t)=\frac{1}{Z}e^{\beta \overline{H}(t)},\text{with}Z=\mathrm{Tr}e^{\beta \overline{H}(t)},$$
(4.1)
where $`\beta =1/k_\mathrm{B}T`$ is the inverse temperature and $`\overline{H}(t)`$ is the (time-dependent) mean field Hamiltonian given by

$`\overline{H}(t)={\displaystyle }d^3𝒙\{`$ $`{\displaystyle \frac{1}{2m}}\psi ^{}(𝒙)^2\psi (𝒙)+(V_{\mathrm{ext}}(𝒙)\mu )\psi ^{}(𝒙)\psi (𝒙)`$ (4.2)
$`+{\displaystyle \frac{g}{2}}[\psi ^{}(𝒙)\psi ^{}(𝒙)\psi (𝒙)\psi (𝒙)+\psi (𝒙)\psi (𝒙)\psi ^{}(𝒙)\psi ^{}(𝒙)`$
$`+4\psi ^{}(𝒙)\psi (𝒙)\psi ^{}(𝒙)\psi (𝒙)]\}.`$
Here, $`\psi ^{}(𝒙)\psi (𝒙)=\mathrm{\Phi }^{}(𝒙,t)\mathrm{\Phi }(𝒙,t)+\widehat{\psi }^{}(𝒙)\widehat{\psi }(𝒙)`$, $`\psi ^{}(𝒙)\psi ^{}(𝒙)=\mathrm{\Phi }^{}(𝒙,t)\mathrm{\Phi }^{}(𝒙,t)+\widehat{\psi }^{}(𝒙)\widehat{\psi }^{}(𝒙)`$ and $`\psi (𝒙)\psi (𝒙)=\mathrm{\Phi }(𝒙,t)\mathrm{\Phi }(𝒙,t)+\widehat{\psi }(𝒙)\widehat{\psi }(𝒙)`$. The mean field and the fluctuations are now defined by

$`\mathrm{\Phi }(𝒙,t)`$ $`=`$ $`\psi (𝒙)=\mathrm{Tr}\left(D(t)\psi (𝒙)\right)`$ (4.3)
$`\widehat{\varphi }(𝒙)\widehat{\varphi }(𝒚)`$ $`=`$ $`\mathrm{Tr}\left(D(t)\widehat{\varphi }(𝒙)\widehat{\varphi }(𝒚)\right)\text{etc.}`$ (4.4)
One can derive the equation of motion from the Liouville equation of the non-equilibrium density matrix $`D`$,

$$i\frac{D}{t}=[\overline{H},D].$$
(4.5)
For example, the equation of motion of the mean field can be obtained from

$`i{\displaystyle \frac{\mathrm{\Phi }}{t}}`$ $`=`$ $`i\mathrm{Tr}\left(\dot{D}(t)\psi (𝒙)\right)=\mathrm{Tr}\left([\overline{H},D]\psi (𝒙)\right)=\mathrm{Tr}\left(D[\psi (𝒙),\overline{H}]\right).`$ (4.6)
Upon insertion of the (4.2) to compute the commutator $`[\overline{H},\psi (𝒙)]`$ we reproduce the generalized Gross-Pitaevskii equation in the form as (3.2) which we have obtained for the pure state evolution. Similarly, by replacing $`\psi (𝒙)`$ by $`\widehat{\psi }(𝒙)\widehat{\psi }(𝒚)`$, etc. one can derive the equation of motion for the reduced density matrix $``$ defined by (3.3) with (4.4) which becomes precisely the same as the equation (3.4).

We can therefore reinterpret that the equations, (3.2) and (3.4), also describe the non-equilibrium time evolution )))These equations describe the coherent, adiabatic evolution of the system, while kinetic aspects (e.g. the growth of the condensate) are beyond the scope of the present method.  of the perturbation introduced in the system which has been in equilibrium at temperature $`T`$ and the chemical potential $`\mu `$.

## 5 Static solutions

We first consider the case in which the mean field $`\mathrm{\Phi }`$ and the fluctuation $``$ do not depend on time, that is, the system is in the thermal equilibrium. In this case, the equation of motion for $``$ becomes

$$[,]=0.$$
(5.1)
This implies that the Hamiltonian density $``$ and the reduced density matrix $``$ can be simultaneously diagonalized. This is achieved explicitly by introducing the mode functions.

The mode functions, $`u(𝒙,t)`$ and $`v(𝒙,t)`$, for the Hamiltonian matrix $``$ are defined by:

$$i_t\left(\begin{array}{c}u(𝒙,t)\\ v(𝒙,t)\end{array}\right)=\left(\begin{array}{cc}W(𝒙)& \mathrm{\Delta }(𝒙)\\ \mathrm{\Delta }^{}(𝒙)& W^{}(𝒙)\end{array}\right)\left(\begin{array}{c}u(𝒙,t)\\ v(𝒙,t)\end{array}\right).$$
(5.2)
For the stationary state, we write

$$u(𝒙,t)=e^{iEt}u(𝒙),v(𝒙,t)=e^{iEt}v(𝒙).$$
(5.3)
The eigenvalue equation is then obtained as

$$\left(\begin{array}{cc}W(𝒙)& \mathrm{\Delta }(𝒙)\\ \mathrm{\Delta }^{}(𝒙)& W^{}(𝒙)\end{array}\right)\left(\begin{array}{c}u_\alpha (𝒙)\\ v_\alpha (𝒙)\end{array}\right)=E_\alpha \left(\begin{array}{c}u_\alpha (𝒙)\\ v_\alpha (𝒙)\end{array}\right),$$
(5.4)
where $`\alpha `$ represents quantum numbers. By taking a complex conjugate of the above eigenvalue equation, it can be shown that the following equation is also satisfied :

$$\left(\begin{array}{cc}W(𝒙)& \mathrm{\Delta }(𝒙)\\ \mathrm{\Delta }^{}(𝒙)& W^{}(𝒙)\end{array}\right)\left(\begin{array}{c}v_\alpha ^{}(𝒙)\\ u_\alpha ^{}(𝒙)\end{array}\right)=E_\alpha \left(\begin{array}{c}v_\alpha ^{}(𝒙)\\ u_\alpha ^{}(𝒙)\end{array}\right).$$
(5.5)
Namely, there exist negative energy solutions. The eigenvector $`(u,v)`$ is also the eigenvector for the reduced density matrix $``$ because $``$ and $``$ commute :

$`{\displaystyle d^3𝒚\left((𝒙,𝒚)+\frac{1}{2}\delta ^3(𝒙𝒚)\right)\left(\begin{array}{c}u_\alpha (𝒚)\\ v_\alpha (𝒚)\end{array}\right)}=(f_\alpha (𝒙)+1/2)\left(\begin{array}{c}u_\alpha (𝒙)\\ v_\alpha (𝒙)\end{array}\right).`$ (5.6)
where, by construction (3.3), the eigenvalues of $``$ are related to the quasi-particle distribution $`n_\alpha `$ by

$$f_\alpha =n_\alpha +\frac{1}{2},n_\alpha =\frac{1}{e^{\beta E_\alpha }1}.$$
(5.7)
Taking the complex conjugate of the eigenvalue equation for $`+1/2`$, we also obtain

$`{\displaystyle d^3𝒚\left((𝒙,𝒚)+\frac{1}{2}\delta ^3(𝒙𝒚)\right)\left(\begin{array}{c}v_\alpha ^{}(𝒚)\\ u_\alpha ^{}(𝒚)\end{array}\right)}=(f_\alpha (𝒙)1/2)\left(\begin{array}{c}v_\alpha ^{}(𝒙)\\ u_\alpha ^{}(𝒙)\end{array}\right).`$ (5.8)
Here the ortho-normalization relation is given by

$$d^3𝒙\left(u_\alpha ^{}(𝒙)u_\beta (𝒙)v_\alpha ^{}(𝒙)v_\beta (𝒙)\right)=\pm \delta _{\alpha \beta },$$
(5.9)
where $`\alpha >0(<0)`$ and $`\beta >0(<0)`$ corresponds to $`+()`$ on the right-hand side and it is implied that $`\alpha >0(<0)`$ represents the positive (negative) energy solution. The reduced density matrix $``$ can be expressed in terms of the mode functions $`u`$ and $`v`$ as

$`(𝒙,𝒚)+{\displaystyle \frac{1}{2}}\delta ^3(𝒙𝒚)`$ $`=`$ $`{\displaystyle \underset{\alpha >0}{}}\{\left(\begin{array}{c}u_\alpha (𝒙)\\ v_\alpha (𝒙)\end{array}\right)(f_\alpha (𝒙)+1/2)\left(\begin{array}{cc}u_\alpha ^{}(𝒚),& v_\alpha ^{}(𝒚)\end{array}\right)`$ (5.10)
$`\left(\begin{array}{c}v_\alpha ^{}(𝒙)\\ u_\alpha ^{}(𝒙)\end{array}\right)(f_\alpha (𝒙)1/2)\left(\begin{array}{cc}v_\alpha (𝒚),& u_\alpha (𝒚)\end{array}\right)\}.`$
Here, summation is taken only over the positive energy eigenstates. This result implies, from the definition (3.3), the matrix elements of the reduced density matrix are expressed in terms of the mode functions and the bose distribution function $`n_\alpha `$ :

$`\widehat{\psi }^{}(𝒙)\widehat{\psi }(𝒚)={\displaystyle \underset{\alpha >0}{}}[(n_\alpha (𝒙)+1)v_\alpha (𝒙)v_\alpha ^{}(𝒚)+n_\alpha (𝒙)u_\alpha ^{}(𝒙)u_\alpha (𝒚)]`$
$`\widehat{\psi }(𝒙)\widehat{\psi }(𝒚)={\displaystyle \underset{\alpha >0}{}}[(n_\alpha (𝒙)+1)u_\alpha (𝒙)v_\alpha ^{}(𝒚)+n_\alpha (𝒙)v_\alpha ^{}(𝒙)u_\alpha (𝒚)]`$
$`\widehat{\psi }^{}(𝒙)\widehat{\psi }^{}(𝒚)={\displaystyle \underset{\alpha >0}{}}[(n_\alpha (𝒙)+1)v_\alpha (𝒙)u_\alpha ^{}(𝒚)+n_\alpha (𝒙)u_\alpha ^{}(𝒙)v_\alpha (𝒚)]`$
$`\widehat{\psi }(𝒙)\widehat{\psi }^{}(𝒚)={\displaystyle \underset{\alpha >0}{}}[(n_\alpha (𝒙)+1)u_\alpha (𝒙)u_\alpha ^{}(𝒚)+n_\alpha (𝒙)v_\alpha ^{}(𝒙)v_\alpha (𝒚)].`$ (5.11)
The equations (3.2), (5.4) and (5) with (5.7) form a basic set of equations for the static Bose-Einstein condensates which need to be solved self-consistently.

## 6 Uniform condensate

In this section, we consider a simple uniform system, neglecting external confining potential, $`V_{\mathrm{ext}}=0`$, in order to illustrate how our method works. In this case, the condensate is spatially uniform: $`\mathrm{\Phi }(𝒙)=\mathrm{\Phi }_0`$ and all mode functions are reduced to simple plane waves. The indices $`\alpha `$ are regarded as momenta $`𝒌`$ and the mode functions $`u`$ and $`v`$ may be written as

$$u_\alpha u_𝐤(𝐱)=\frac{1}{\sqrt{V}}e^{i𝐤𝒙}u_𝐤,v_\alpha v_𝐤(𝐱)=\frac{1}{\sqrt{V}}e^{i𝐤𝒙}v_𝐤,$$
(6.1)
where $`V`$ is the volume of the system. Further, we take the continuum limit ($`V\mathrm{}`$) with the prescription $`_𝐤V/(2\pi )^3d^3𝐤`$ and $`\delta _{\alpha \beta }\delta (𝐤𝐤^{})`$.

The generalized Gross-Pitaevskii equation now takes the form,

$$(\mu +g|\mathrm{\Phi }_0|^2+2g\widehat{\psi }^{}\widehat{\psi })\mathrm{\Phi }_0+g\widehat{\psi }\widehat{\psi }\mathrm{\Phi }_0^{}=0,$$
(6.2)
where

$`\widehat{\psi }^{}\widehat{\psi }={\displaystyle \frac{d^3𝐤}{(2\pi )^3}[(n_𝐤+1)|v_𝐤|^2+n_𝐤|u_𝐤|^2]},`$ (6.3)
$`\widehat{\psi }\widehat{\psi }={\displaystyle \frac{d^3𝐤}{(2\pi )^3}(2n_𝐤+1)u_𝐤v_𝐤^{}}`$ (6.4)
and the mode functions and their eigenvalues are easily obtained from (5.4) as

$`u_𝐤=\sqrt{{\displaystyle \frac{W_𝐤+E_𝐤}{2E_𝐤}}},v_𝐤=\sqrt{{\displaystyle \frac{W_𝐤E_𝐤}{2E_𝐤}}}{\displaystyle \frac{\mathrm{\Delta }^{}}{|\mathrm{\Delta }|}}`$ (6.5)
with

$$E_𝐤=\sqrt{W_𝐤^2|\mathrm{\Delta }|^2},$$
(6.6)
where

$`W_𝐤`$ $`=`$ $`{\displaystyle \frac{𝒌^2}{2m}}\mu +2g(|\mathrm{\Phi }_0|^2+\widehat{\psi }^{}\widehat{\psi }),`$ (6.7)
$`\mathrm{\Delta }`$ $`=`$ $`g(\mathrm{\Phi }_{0}^{}{}_{}{}^{2}+\widehat{\psi }\widehat{\psi }).`$ (6.8)
Inserting (6.4) into (6.8) and then using (6.5), we obtain the “gap equation” for the anomalous density:

$`{\displaystyle \frac{\mathrm{\Delta }}{g}}=\psi \psi `$ $`=`$ $`\mathrm{\Phi }_0^2+\widehat{\psi }\widehat{\psi }`$ (6.9)
$`=`$ $`\mathrm{\Phi }_0^2\mathrm{\Delta }{\displaystyle \frac{d^3𝐤}{(2\pi )^3}\frac{n_𝐤+1/2}{E_𝐤}}.`$
On the other hand, the particle number density is given by

$`n=\psi ^{}\psi `$ $`=`$ $`|\mathrm{\Phi }_0|^2+\widehat{\psi }^{}\widehat{\psi }`$ (6.10)
$`=`$ $`|\mathrm{\Phi }_0|^2+{\displaystyle \frac{d^3𝒌}{(2\pi )^3}\left(n_𝐤\frac{W_𝐤}{E_𝐤}+\frac{W_𝐤E_𝐤}{2E_𝐤}\right)},`$
where we have used (6.5) again. Equations, (6.2) and (6.9), together with the constraint (6.10) and with the quasi-particle distribution function (5.7), determine $`\mathrm{\Delta }`$, $`\mathrm{\Phi }_0`$ and $`\mu `$, self-consistently for a given value of particle density $`n`$ and temperature $`T`$.

We can show that the well-known Bogoliubov spectrum of the quasi-particle can be reproduced from (6.6) by removing all fluctuations. For simplicity, we consider the ground state, $`n_𝐤=0`$ for all $`𝒌0`$ and assume that $`\mathrm{\Phi }_0`$ is real. Then, by setting $`\widehat{\psi }^{}\widehat{\psi }=\widehat{\psi }\widehat{\psi }=\widehat{\psi }^{}\widehat{\psi }^{}=0`$, we find

$$\mu =|\mathrm{\Delta }|=g|\mathrm{\Phi }_0|^2,$$
(6.11)
and

$`E_𝐤`$ $`=`$ $`\sqrt{W_𝐤^2|\mathrm{\Delta }|^2}=\sqrt{{\displaystyle \frac{𝒌^2}{2m}}\left({\displaystyle \frac{𝒌^2}{2m}}+2g|\mathrm{\Phi }_0|^2\right)},`$ (6.12)
where we have used

$$W_𝐤=\frac{𝒌^2}{2m}\mu +2g|\mathrm{\Phi }_0|^2=\frac{𝒌^2}{2m}+g|\mathrm{\Phi }_0|^2,$$
(6.13)
which precisely coincides with the Bogoliubov dispersion relation for quasi-particle excitations. For small $`|𝒌|`$, with $`g>0`$, the phonon dispersion relation $`\omega =ck`$ is obtained, where the sound velocity $`c`$ is

$$c=\sqrt{\frac{g|\mathrm{\Phi }_0|^2}{m}}.$$
(6.14)
This is the well-known result of the Bogoliubov theory.

The appearance of the phonon dispersion relation is a consequence of spontaneous breakdown of the continuous $`U(1)`$ symmetry of the Hamiltonian associated with the phase change of the bose field: $`\psi (𝒙)e^{i\delta }\psi (𝒙)`$. The phonon can be regarded as a Nambu-Goldstone mode of the broken $`U(1)`$ (or $`O(2)`$) symmetry.

Our formula (6.6) for the spectrum of the mode functions with the Gaussian fluctuation, however, does not reproduce phonon spectrum, but instead exhibits a gap at $`𝐤0`$, violating Goldstone’s theorem. This shortcoming is rather inherent in the Gaussian wave functional approach, )))According to the classification of Hohenberg and Martin, our approximation corresponds to the conserving (or $`\mathrm{\Phi }`$-derivable) approximation, as opposed to the gapless approximation. The origin of the violation of the Goldstone theorem is traced back to the ”Fock” term which may be suppressed by keeping the leading term in the $`1/N`$ expansion for a system with O(N) symmetry. but this defect can be remedied by computing the excitation spectrum.

We now turn our discussion on the removal of divergences. The expression (6.4) for the fluctuations in the reduced density matrix actually contain a divergent integral, and so does the gap equation (6.9). To see this explicitly, we observe that at large $`|𝐤|`$,

$`E_𝐤W_𝐤{\displaystyle \frac{|\mathrm{\Delta }|^2}{2W_𝐤}}`$ (6.15)
so that

$`u_𝐤1+{\displaystyle \frac{|\mathrm{\Delta }|^2}{4W_𝐤^2}},v_𝐤{\displaystyle \frac{\mathrm{\Delta }^{}}{2W_𝐤}}.`$ (6.16)
Inserting this expression in (6.4), we find that the off-diagonal component of the density matrix becomes

$$\widehat{\psi }\widehat{\psi }=\frac{d^3𝐤}{(2\pi )^3}(2n_𝐤+1)u_𝐤v_𝐤^{}\frac{d^3𝐤}{(2\pi )^3}(2n_𝐤+1)\frac{\mathrm{\Delta }}{2W_𝐤},$$
(6.17)
which indeed contains a linearly divergent integral,

$$\widehat{\psi }\widehat{\psi }_{\mathrm{div}.}=\mathrm{\Delta }\frac{d^3𝐤}{(2\pi )^3}\frac{m}{𝐤^2}.$$
(6.18)
This divergent integral is associated with the diagram shown in Fig. 3. It originates from a repeated use of the effective potential as we have mentioned in the introduction. This divergence should be removed in order to avoid the double counting of the perturbation series in terms of the bare potential. Therefore we define the renormalized density matrix by subtracting the divergent term:

$$\widehat{\psi }\widehat{\psi }_{\mathrm{ren}.}=\widehat{\psi }\widehat{\psi }\widehat{\psi }\widehat{\psi }_{\mathrm{div}.}$$
(6.19)
This procedure is equivalent to replace the gap equation by:

$$\frac{\mathrm{\Delta }}{g}=\mathrm{\Phi }_0^2\mathrm{\Delta }\frac{d^3𝐤}{(2\pi )^3}\left(\frac{n_𝐤+1/2}{E_𝐤}\frac{m}{𝐤^2}\right).$$
(6.20)
With this replacement and all other relations untouched, all divergences associated with double counting of the pair scatterings are removed from the previous equations. The ”renormalized gap equation” (6.20) is one of our new findings in this paper.

## 7 Summary

In this paper we have formulated the variational method to describe the dynamics of the Bose-Einstein condentate interacting via short-range effective interaction. With the Gaussian variational wave functional we have derived the equations of motion which consist of a generalized Gross-Pitaevskii equation for the condensate and a Liouville-von Neumann equation for the density matrix of the quantum and thermal fluctuations. The static solutions of these equations are examined in terms of the mode functions for the fluctuations. In the case of uniform condensate, these mode functions are reduced to simple plane waves, and we are able to perform the calculation explicitly. We have shown that the spectrum of the mode functions reduces to the Bogoliubov phonon spectrum when we neglect the effect of quantum fluctuations; it does not contain however phonon mode in the presence of quantum fluctuation. In these calcuations we have shown that the divergent integrals which arise due to the use of singular effective interaction can be eliminated systematically by removing the repeated pair scattering terms to avoid the double counting of the diagrams in terms of the bare interaction. In the forthcoming paper, we will show how to apply the present method to compute the linear response of the system to external perturbation and to extract the phonon dispersion relation of the collective excitations in the sytem.

## Acknowledgements

We thank Prof. Gordon Baym for calling our attention to the ref.  concerning the physical interpretation of the removal of divergences. One of us (T. M.) is grateful to Jean-Paul Blaizot for very helpful discussions from which we were benefitted to revising the original version of the manuscript. This work is supported in part by the Grants-in-Aid for the Scientific Research No. 13440067 and No. 13740159 from the Ministry of Education, Culture, Sports, Science and Technology in Japan.


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# Polyhedra with specified links.

## 1 Introduction

### 1.1 Preliminaries

Given a graph $`G`$ we assign to each edge the length $`1`$. The diameter of the graph is its diameter as a length metric space, its injectivity radius is half of the length of the smallest circuit.

Due to ,  or  the following definition is equivalent to the usual one

###### Definition 1.1.

For a natural number $`m`$ we call a connected graph $`G`$ a generalized $`m`$-gon, if its diameter and injectivity radius are both equal to $`m`$.

A graph is bipartite if its set of vertices can be partitioned into two disjoint subsets $`P`$ and $`L`$ such that no two vertices in the same subset lie on a common edge. Such a graph can be interpreted as a planar geometry, i.e. a set of points $`P`$ and a set of lines $`L`$ and an incidence relation $`RP\times L`$. On the other hand each planar geometry can be considered as a bipartite graph.

Under this correspondence projective planes are the same as generalized $`3`$-gones ().

Let $`G`$ be a planar geometry. For a line $`yL`$ we denote by $`I(y)`$ the set of all points $`xP`$ incident to $`y`$. If no confusion can arise we shall write $`xy`$ instead of $`xI(y)`$ and $`y_1y_2`$ instead of $`I(y_1)I(y_2)`$. A subset $`S`$ of $`P`$ is called collinear if it is contained in some set $`I(y)`$, i.e. if all points of $`S`$ are incident to a line.

Given a planar geometry $`G`$ we shall denote by $`G^{}`$ its dual geometry arising by calling lines resp. points of $`G`$ points resp. lines of $`G^{}`$. The graphs correspomding to $`G`$ and $`G^{}`$ are isomorphic.

We will call a polyhedron a two-dimensional complex which is obtained from several oriented $`p`$-gons by identification of corresponding sides. Consider a point of the polyhedron and take a sphere of a small radius at this point. The intersection of the sphere with the polyhedron is a graph, which is called the link at this point.

###### Definition 1.2.

Let $`𝒫(p,m)`$ be a tessellation of the hyperbolic plane by regular polygons with $`p`$ sides, with angles $`\pi /m`$ in each vertex where $`m`$ is an integer. A hyperbolic building of type $`𝒫(p,m)`$ is a polygonal complex $`X`$, which can be expressed as the union of subcomplexes called apartments such that:

1. Every apartment is isomorphic to $`𝒫(p,m)`$.

2. For any two polygons of $`X`$, there is an apartment containing both of them.

3. For any two apartments $`A_1,A_2X`$ containing the same polygon, there exists an isomorphism $`A_1A_2`$ fixing $`A_1A_2`$.

If we replace in the above definition the tessalition $`𝒫(p,m)`$ of the hyperbolic plane by the tessalation $`\stackrel{~}{A}_2`$ of the Euclidean plane by regular triangles we get the definition of the Euclidean building of type $`A_2`$.

Let $`C_p`$ be a polyhedron whose faces are $`p`$-gons and whose links are generalized $`m`$-gons with $`mp>2m+p`$. We equip every face of $`C_p`$ with the hyperbolic metric such that all sides of the polygons are geodesics and all angles are $`\pi /m`$. Then the universal covering of such a polyhedron is a hyperbolic building, see .

In the case $`p=3`$, $`m=3`$, i.e. $`C_p`$ is a simplicial polyhedron, we can give a Euclidean metric to every face. In this metric all sides of the triangles are geodesics of the same length. The universal coverings of these polyhedra are Euclidean buildings, see , , .

So, to construct hyperbolic and Euclidean buildings with compact quotients, it is sufficient to construct finite polyhedra with appropriate links.

The main result of the paper is a construction of a family of compact polyhedra with $`m`$-gonal faces (for any $`m3`$) whose links are generalized $`3`$-gons.

One of the main tools is a bijection $`T`$ of a special type between points and lines of a finite projective plane $`G`$. If such a bijection exists, we can construct a family of compact polyhedra with $`m`$-gonal faces, with any $`m3`$ whose links are generalized $`3`$-gons. The existence of $`T`$ in known for the projective planes over finite fields of characteristique $`3`$ (chapter 3). But the projective plane of order $`3`$ such a bijection exists as well.

So, if one can prove the existence of $`T`$ for a finite projective plane $`G`$ (even nondesarguesian), then chapters 2.2 and 2.3 immediately give the existence of buildings with $`G`$ as the link.

### 1.2 Polygonal presentation.

We recall the definition of the polygonal presentation, given in .

Definition. Suppose we have $`n`$ disjoint connected bipartite graphs $`G_1,G_2,\mathrm{}G_n`$. Let $`P_i`$ and $`L_i`$ be the sets of black and white vertices respectively in $`G_i`$, $`i=1,\mathrm{},n`$; let $`P=P_i,L=L_i`$, $`P_iP_j=\mathrm{}`$ $`L_iL_j=\mathrm{}`$ for $`ij`$ and let $`\lambda `$ be a bijection $`\lambda :PL`$.

A set $`𝒦`$ of $`k`$-tuples $`(x_1,x_2,\mathrm{},x_k)`$, $`x_iP`$, will be called a polygonal presentation over $`P`$ compatible with $`\lambda `$ if

* $`(x_1,x_2,x_3,\mathrm{},x_k)𝒦`$ implies that $`(x_2,x_3,\mathrm{},x_k,x_1)𝒦`$;
* given $`x_1,x_2P`$, then $`(x_1,x_2,x_3,\mathrm{},x_k)𝒦`$ for some $`x_3,\mathrm{},x_k`$ if and only if $`x_2`$ and $`\lambda (x_1)`$ are incident in some $`G_i`$;
* given $`x_1,x_2P`$, then $`(x_1,x_2,x_3,\mathrm{},x_k)𝒦`$ for at most one $`x_3P`$.

If there exists such $`𝒦`$, we will call $`\lambda `$ a basic bijection.

Polygonal presentations for $`n=1`$, $`k=3`$ were listed in  with the incidence graph of the finite projective plane of order two or three as the graph $`G_1`$. Some polygonal presentations for $`n>1`$ can be found in .

### 1.3 Construction of polyhedra.

One can associate a polyhedron $`X`$ on $`n`$ vertices with each polygonal presentation $`𝒦`$ as follows: for every cyclic $`k`$-tuple $`(x_1,x_2,x_3,\mathrm{},x_k)`$ from the definition we take an oriented $`k`$-gon on the boundary of which the word $`x_1x_2x_3\mathrm{}x_k`$ is written. To obtain the polyhedron we identify the sides with the same label of our polygons, respecting orientation. We will say that the polyhedron $`X`$ corresponds to the polygonal presentation $`𝒦`$.

The following lemma was proved in :

###### Lemma 1.1.

A polyhedron $`X`$ which corresponds to a polygonal presentation $`𝒦`$ has graphs $`G_1,G_2,\mathrm{},G_n`$ as the links.

Remark. Consider a polygonal presentation $`𝒦`$. Let $`s_i`$ be the number of vertices of the graph $`G_i`$ and $`t_i`$ be the number of edges of $`G_i`$, $`i=1,\mathrm{},n`$. If the polyhedron $`X`$ corresponds to the polygonal presentation $`𝒦`$, then $`X`$ has $`n`$ vertices (the number of vertices of $`X`$ is equal to the number of graphs), $`k_{i=1}^ns_i`$ edges and $`_{i=1}^nt_i`$ faces, all faces are polygons with $`k`$ sides.

## 2 Main Construction.

### 2.1 Crucial lemma

Let $`G`$ be a finite projective plane and let $`P`$ resp. $`L`$ denote the set of its points resp. lines.

Assume that a bijection $`T:PL`$ is given and satisfies the following properties

1. For each $`xP`$ the point $`x`$ and the line $`T(x)`$ are not incident.
2. For each pair $`x_1,x_2`$ of different points in $`P`$ the points $`x_1,x_2`$ and $`T(x_1)T(x_2)`$ are not collinear.

###### Lemma 2.1.

Let $`T:PL`$ be as above, $`yL`$ a line. Then the map $`T^{}:I(y)I(y)`$ given by $`T^{}(x)=T(x)I(y)`$ is a bijection.

###### Proof.

By the first property of $`T`$ the map $`T^{}`$ is well defined, by the second property it must be injective. Since $`I(y)`$ is finite, the statment follows. ∎

Let $`G,P,L,T:PL`$ be as above. Let $`P=\{x_1,..x_p\}`$ be a labelling of points in $`P`$ and set $`y_i=T(x_i)`$. Consider the following set $`OP\times P\times P`$, consisting of all triples $`(x_i,x_j,x_k)`$ satisfying $`x_iy_k`$, $`x_jy_i`$ and and $`x_jy_k`$.

###### Remark 2.1.

The conditions on $`(x_i,x_j,x_k)K`$ are not cyclic. We require $`x_jy_k`$ and not $`x_ky_j`$ !! For this reason in the polygonal presentations defined below dual graphs of $`G`$ appear.

The following lemma is crucial for the later construction:

###### Lemma 2.2.

A pair $`(x_i,x_k)`$ resp. $`(x_i,x_j)`$ resp. $`(x_j,x_k)`$ is a part of at most one triple $`(x_i,x_j,x_k)K`$ and such a triple exists iff $`x_iy_k`$ resp. $`x_jy_i`$ resp. $`x_jy_k`$ holds.

###### Proof.

The conditions stated at the end are certainly necessairy.

1) Let $`x_iy_k`$ be given. Then $`y_i`$ and $`y_k`$ are different and the point $`x_j=y_iy_k`$ is uniquely defined.

2) Let $`x_jy_i`$ be given. Then $`x_j`$ and $`x_i`$ are different, so there is exactly one line $`y_k`$ containing $`x_j`$ and $`x_l`$.

3) Let $`x_jy_k`$ be given. Then $`(x_i,x_j,x_k)`$ is in $`K`$ iff for the map $`T^{}:I(y_k)I(y_k)`$ of Lemma 2.1 the equality $`T^{}(x_i)=x_j`$ holds. By Lemma 2.1 the point $`x_i`$ is uniquely defined. ∎

### 2.2 Euclidean polyhedra

Now we are ready for the polygonal presentations. Let the notations be as above, $`G_1`$ and $`G_2`$ two projective planes with isomorphisms $`J^t:GG_t`$ and $`G_3`$ a projective plane with an isomorphism $`J^3:G^{}G_3`$ of the dual projective plane $`G^{}`$ of $`G`$. For $`t=1,2`$ we set $`x_i^t=J^t(x_i)`$, $`y_i^t=J^t(y_i)`$ and for $`t=3`$ we set $`x_i^3=J^3(y_i)`$ and $`y_i^3=J^3(x_i)`$.

Let $`P_t`$ resp. $`L_t`$ be the set of lines of $`G_t`$. For $`P=P_t`$ and $`L=L_t`$ we consider the bijection $`\lambda :PL`$ given by $`\lambda (x_i^t)=y_i^{t+1}`$ ($`t+1`$ is taken modulo $`3`$).

Now consider the subset $`𝒯`$ of $`P\times P\times P`$ consisting of all triples $`(x_i^1,x_j^2,x_k^3)`$ with $`(x_i,x_j,x_k)K`$ and all cyclic permutation of such triples.

The stament of Lemma 2.2 can be now reformulated as:

###### PROPOSITION 2.3.

The subset $`𝒯`$ of $`P\times P\times P`$ defines a polygonal presentation compatible with $`\lambda `$.

The polyhedron $`X`$ which corresponds to $`𝒯`$ by the construction of Lemma 1.1 has triangular faces and exactly three vertices with two links naturally isomorphic to $`G`$ and one link naturally isomorphic to the dual $`G^{}`$ of $`G`$. By  or  the universal covering of $`X`$ is a Euclidean building.

### 2.3 Hyperbolic polyhedra

We continue to use the same notation. We have a projective plane $`G`$, with points $`P=\{x_1,\mathrm{},x_p\}`$ and lines $`L=\{y_1,\mathrm{},y_p\}`$ and a subset $`KP\times P\times P`$.

Let $`w=z_1\mathrm{}z_n`$ be a word of length $`n`$ in three letters $`a,b,c`$ with $`z_1=a,z_2=b,z_3=c`$ that does not contain proper powers of the letters $`a,b,c`$. (I.e. $`z_zz_{t+1}`$ and $`z_na`$). For example $`w=abcbcab`$ is a possible choice.

Set $`Sign(ab)=Sign(ba)=Sign(ac)=1`$ and $`Sign(cb)=Sign(ca)=Sign(ba)=1`$. For $`t=1,\mathrm{},n`$ let $`G_t`$ be isomorphic to $`G`$ resp. to $`G^{}`$ if $`Sign(z_tz_{t+1})=1`$ resp. $`Sign(z_tz_{t+1})=1`$.

Fixed isomorphisms induce as above a natural labelling of the points and lines of $`G_t`$: $`P_t=(x_1^t,\mathrm{}.,x_q^t)`$ and $`L_t=(y_1^t,\mathrm{}.,y_q^t)`$.

For $`P=P_t`$ and $`L=L_t`$ we define a basic bijection $`\lambda :PL`$ by $`\lambda (x_i^t)=y_i^{t+1}`$.

For each triple $`(x_i,x_j,x_l)K`$ we consider the unique $`n`$-tuple in $`P^n`$ such that at the $`t`$-th place stands $`x_i^t`$ resp. $`x_j^t`$ resp. $`x_k^t`$ if $`z_t`$ is equal to $`a`$ resp. $`b`$ resp. $`c`$. Consider the subset $`T_nP^n`$ of all such tuples together with all their cyclic permutations.

From Lemma 2.2 we immediatly see:

###### PROPOSITION 2.4.

The subset $`T_nP^n`$ is a polygonal presentation over $`\lambda `$. By Lemma 1.1 it defines a polyhedron $`X`$ whose faces are $`n`$-gones and whose $`n`$-vertices have as links $`G`$ resp. $`G^{}`$.

## 3 An algebraic construction

Let $`F=F_q`$ be a finite field of charakteristik $`p3`$ with $`q`$ elements. Consider the field $`K=F_{q^3}`$ as an extension of $`F`$ of degree $`3`$. In the sequel we shall denote by $`g`$ elements of $`K`$ and by $`a,b,c`$ elements of $`F`$ and call them scalars. We denote by $`Gr_1`$ resp. $`Gr_2`$ the set of $`1`$\- resp. $`2`$-dimensional $`F`$ vector spaces of $`K`$.

The multplicative group $`K^{}`$ operates on the sets $`Gr_1`$ and $`Gr_2`$ by multiplication. The kernel of this operation is precisely $`F^{}`$ and $`K^{}/F^{}`$ operates on both sets simply transitively. Especially we can write each element of $`Gr_1`$ as $`gF`$ for some $`gK^{}`$.

Let $`Tr`$ be the trace map $`Tr:KF`$ of the extension $`FK`$.

Denote by $`EGr_2`$ the $`2`$-dimensional kernel of $`Tr:KF`$. We define a map $`T:Gr_1Gr_2`$ by $`T(gF)=gE`$. The map $`T`$ is well defined bijective and $`K^{}`$ invariant.

###### PROPOSITION 3.1.

(A.Lytchak, private communication)

For the map $`T:Gr_1Gr_2`$ and arbitrary $`ll_1Gr_1`$ holds:

1. The image $`T(l)`$ does not contain $`l`$.
2. The $`l,l_1`$ and $`T(l)T(l_1)`$ generate the vector space $`K`$.

###### Proof.

Since $`T`$ is $`K^{}`$ invariant, we may assume $`l=F`$. Since $`Tr(1)=1`$, $`F`$ does not lie in $`T(F)=E`$. Now assume that $`l_1=gF`$. If the statment is wrong, some non zero element of the form $`bga`$ must be in $`T(F)T(gF)=EgE`$. Since $`1`$ is not in $`E`$ and $`G`$ is not in $`gF`$, we may assume (replacing $`g`$ by a scalar multiple ) that this non zero element is $`g1`$. So $`g1E`$ and $`g1gE`$.

The first inclusion is equivalent to $`Tr(g)=1`$ and the second one to $`Tr(\frac{1}{g})=1`$. Let’s prove, that if for an element $`gK^{}`$ the equalities $`Tr(g)=Tr(\frac{1}{g})=1`$ hold, then $`g`$ is equal to $`1`$. Assume $`g1`$. Then $`g`$ is not in $`F`$. Let $`m(x)=x^3+ax^2+bx+c`$ be the minimal polynom of $`g`$. Then $`c0`$ and $`\overline{m}(x)=x^3+\frac{b}{c}x^2+\frac{a}{c}x+\frac{1}{c}`$ is the minimal polynom of $`\frac{1}{g}`$. The condition $`Tr(g)=Tr(\frac{1}{g})=1`$ means $`a=\frac{b}{c}=1`$. I.e. $`m(x)=x^3x^2+bxb=(x^2+1)(xb)`$ is reducible. Contradiction. So, $`g=1`$.

Now we get a contradiction to $`ll_1`$. ∎

###### Corollary 3.2.

For the projective plane $`𝒫^2(𝔽_q)`$ over finite field $`𝔽_q`$ of charakteristique $`3`$ there is a bijection $`T`$ between the set $`P`$ of points and the set $`L`$ of lines, $`T:PL`$, that satisfies the following properties

1. For each $`xP`$ the point $`x`$ and the line $`T(x)`$ are not incident.
2. For each pair $`x_1,x_2`$ of different points in $`P`$ the points $`x_1,x_2`$ and $`T(x_1)T(x_2)`$ are not collinear.


text:
# Multiplicity for a nonlinear fourth order elliptic equation in Maxwell-Chern-Simons vortex theory

## 0 Introduction

Vortex solutions for self-dual Maxwell-Chern-Simons models may be generally reduced to systems of two nonlinear elliptic equations of the second order, defined on two-dimensional Riemannian manifolds. See  and the monographs . These systems are also equivalent to scalar nonlinear elliptic equations of the fourth order. The existence of multiple solutions for such fourth-order equations, in the case of compact manifolds, is the main question addressed in this note.

We were motivated to consider this problem by our previous joint work with Tarantello  concerning the $`U(1)`$ Maxwell-Chern-Simons model introduced in , and by the results of Chae and Nam  concerning the $`CP(1)`$ Maxwell-Chern-Simons model introduced in . By variational methods, it is shown in  that the $`U(1)`$ system admits in general at least two distinct vortex solutions. On the other hand, the method employed in  allows the authors to obtain only one vortex solution for the $`CP(1)`$ system.

Our main result (see Theorem 0.1 below) will yield multiple solutions for a general system containing the $`U(1)`$ system and the $`CP(1)`$ system as special cases. As in the $`U(1)`$ case, we shall reduce the system to an elliptic fourth order equation admitting a convenient variational structure. We shall obtain two solutions corresponding to a local minimum and a mountain pass. Due to our abstract formulation, we cannot use the ad hoc methods employed in , based on minimization with integral constraints. Instead, we shall exploit an “asymptotic maximum principle” property for a special class of supersolutions of this fourth order equation, which we believe is of interest of its own.

More precisely, we denote by $`M`$ a compact Riemannian 2-manifold, and we fix $`n>0`$ points $`p_1,\mathrm{},p_nM`$ (we already showed in  that the case $`n=0`$ admits only the trivial solution $`(e^{\stackrel{~}{u}},v)=(f^1(s),s)`$). We consider (distributional) solutions $`(\stackrel{~}{u},v)`$ for the system:

(1) $`\mathrm{\Delta }\stackrel{~}{u}=\epsilon ^1\lambda (vf(e^{\stackrel{~}{u}}))4\pi {\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{p_j}`$ $`\text{on}M`$
(2) $`\mathrm{\Delta }v=\epsilon ^1\left[\lambda f^{}(e^{\stackrel{~}{u}})e^{\stackrel{~}{u}}(sv)\epsilon ^1(vf(e^{\stackrel{~}{u}}))\right]`$ $`\text{on}M.`$
Here $`s`$, $`\epsilon >0`$, $`\lambda >0`$ are constants, $`\delta _{p_j}`$, $`j=1,\mathrm{},n`$ is the Dirac measure centered at $`p_j`$, and $`f:[0,+\mathrm{})`$ is smooth and strictly increasing, i.e., $`f^{}(t)>0`$ for all $`t[0,+\mathrm{})`$. Some further technical assumptions on $`f`$ will be made below. System (1)–(2) was introduced in . It contains the system for $`U(1)`$ Maxwell-Chern-Simons vortices introduced in  and analyzed in , as well as the system for $`CP(1)`$ Maxwell-Chern-Simons vortices (in the “single-signed case”) introduced in  and analyzed in  as special cases. Indeed, the $`U(1)`$ system  is given by:

$`\mathrm{\Delta }\stackrel{~}{u}=2q^2e^{\stackrel{~}{u}}2\mu N+4\pi {\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{p_j}`$ $`\text{on}M`$
$`\mathrm{\Delta }N=(\mu ^2+2q^2e^{\stackrel{~}{u}})Nq^2(\mu +{\displaystyle \frac{2q^2}{\mu }})e^{\stackrel{~}{u}}`$ $`\text{on}M.`$
Setting $`\lambda =2q^2/\mu `$, $`\epsilon =1/\mu `$, $`v:=\mu /q^2N`$, the above system takes the form:

(3) $`\mathrm{\Delta }\stackrel{~}{u}=`$ $`\epsilon ^1\lambda (ve^{\stackrel{~}{u}})4\pi {\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{p_j}`$ $`\text{on}M`$
(4) $`\mathrm{\Delta }v=`$ $`\epsilon ^1\{\lambda e^{\stackrel{~}{u}}(1v)\epsilon ^1(ve^{\stackrel{~}{u}})\}`$ $`\text{on}M,`$
which corresponds to (1)–(2) with $`f(t)=t`$ and $`s=1`$. On the other hand, the $`CP(1)`$ system  is given by:

$`\mathrm{\Delta }\stackrel{~}{u}=2q\left(N+S{\displaystyle \frac{1e^{\stackrel{~}{u}}}{1+e^{\stackrel{~}{u}}}}\right)+4\pi {\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{p_j}`$ $`\text{on}M`$
$`\mathrm{\Delta }N=\kappa ^2q^2\left(N+S{\displaystyle \frac{1e^{\stackrel{~}{u}}}{1+e^{\stackrel{~}{u}}}}\right)+q{\displaystyle \frac{4e^{\stackrel{~}{u}}}{(1+e^{\stackrel{~}{u}})^2}}N`$ $`\text{on}M.`$
Setting $`v=NS`$, $`s=S`$, $`\lambda =2/\kappa `$, $`\epsilon =1/(\kappa q)`$, the system above takes the form:

(5) $`\mathrm{\Delta }\stackrel{~}{u}=`$ $`\epsilon ^1\lambda \left(v{\displaystyle \frac{e^{\stackrel{~}{u}}1}{e^{\stackrel{~}{u}}+1}}\right)4\pi {\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{p_j}`$ $`\text{on}M`$
(6) $`\mathrm{\Delta }v=`$ $`\epsilon ^1\left\{\lambda {\displaystyle \frac{2e^{\stackrel{~}{u}}}{(1+e^{\stackrel{~}{u}})^2}}(sv)\epsilon ^1\left(v{\displaystyle \frac{e^{\stackrel{~}{u}}1}{e^{\stackrel{~}{u}}+1}}\right)\right\}`$ $`\text{on}M,`$
which corresponds to (1)–(2) with $`f(t)=(t1)/(t+1)`$.

In turn, system (1)–(2) is equivalent to the following fourth order equation (see Section 1 for the details):

$`\epsilon ^2\mathrm{\Delta }^2u`$ $`\mathrm{\Delta }u=\epsilon \lambda [f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})]e^{\sigma +u}|(\sigma +u)|^2`$
(7) $`+2\epsilon \lambda \mathrm{\Delta }f(e^{\sigma +u})+\lambda ^2f^{}(e^{\sigma +u})e^{\sigma +u}(sf(e^{\sigma +u})){\displaystyle \frac{4\pi n}{|M|}}\text{on}M,`$
where $`\sigma `$ is the Green function uniquely defined by $`\mathrm{\Delta }\sigma =4\pi (n/|M|_{j=1}^n\delta _{p_j})`$ on $`M`$ and $`_M\sigma =0`$, with $`|M|`$ the volume of $`M`$.

We make the following

Assumptions on $`f`$:

1. $`f:[0,+\mathrm{})`$ is smooth and $`f^{}(t)>0`$ for all $`t[0,+\mathrm{})`$
2. $`f(0)<s<sup_{t>0}f(t)`$
3. $`f`$, $`f^{}`$, $`f^{\prime \prime }`$ have at most polynomial growth
4. $`f`$ satisfies one of the following conditions:

1. $`f^{\prime \prime }(t)t+f^{}(t)0`$ and $`sup_{t>0}|f(t)|/[f^{}(t)t]<+\mathrm{}`$
    2. $`sup_{t>0}f^{}(t)t(|\mathrm{log}t|+|f(t)|)<+\mathrm{}`$.

This aim of this note is to establish the following result for (7):

###### Theorem 0.1.

Suppose $`f`$ satisfies assumptions ($`f`$0), ($`f`$1), ($`f`$2) and ($`f`$3). Then there exists $`\lambda _0>0`$ with the property that for every $`\lambda \lambda _0`$ there exists $`\epsilon _\lambda >0`$ such that the fourth order equation (7) admits at least two solutions for all $`0<\epsilon <\epsilon _\lambda `$.

We note that assumption ($`f`$3)–(a) allows $`f(t)=t^\alpha `$, for every $`\alpha >0`$, and therefore it includes the $`U(1)`$ case $`f(t)=t`$. On the other hand, assumption ($`f`$3)–(b) is satisfied by the $`CP(1)`$ case $`f(t)=(t1)/(t+1)`$. It follows that the existence result stated in Theorem 0.1 includes indeed the $`U(1)`$ system and the $`CP(1)`$ system as special cases, as well as all power growths for $`f`$.

As already mentioned, we shall prove Theorem 0.1 variationally. Indeed, in Section 1 we show that solutions to (7) correspond to critical points for the functional

$`I_\epsilon (u)={\displaystyle \frac{\epsilon ^2}{2}}`$ $`{\displaystyle (\mathrm{\Delta }u)^2}+{\displaystyle \frac{1}{2}}{\displaystyle |u|^2}`$
$`+`$ $`\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}|(\sigma +u)|^2}+{\displaystyle \frac{\lambda ^2}{2}}{\displaystyle (f(e^{\sigma +u})s)^2}+{\displaystyle \frac{4\pi n}{|M|}}{\displaystyle u},`$
defined on the Sobolev space $`H^2(M)`$ (we choose to emphasize the dependence on $`\epsilon `$ only, since $`\lambda `$ will be fixed in Section 2). In Section 2 we show that for $`\epsilon `$ and $`\lambda `$ as in Theorem 0.1, the functional $`I_\epsilon `$ admits a local minimum $`\underset{¯}{u}_\epsilon `$. This subsolution will be employed in Section 3 to obtain a critical point $`u_\epsilon `$ satisfying $`I_\epsilon (u_\epsilon )=\mathrm{min}\{I_\epsilon (u)/uH^2(M),u\underset{¯}{u}_\epsilon \}`$, in the spirit of some results of Brezis and Nirenberg  concerning second order equations. Since our equation is of the fourth order, and thus the Hopf maximum principle is not directly applicable, the main technical difficulty will be to show that $`u_\epsilon >\underset{¯}{u}_\epsilon `$, pointwise on $`M`$. Nevertheless, by exploiting the decomposition $`\epsilon ^2\mathrm{\Delta }^2\mathrm{\Delta }=(\epsilon ^2\mathrm{\Delta }+1)(\mathrm{\Delta })`$, we shall derive a kind of “strong maximum principle” property for a special class of supersolutions of (7), for small values of $`\epsilon `$. Finally, in Section 4 we show that under the assumptions of Theorem 0.1, the functional $`I_\epsilon `$ satisfies the Palais-Smale condition. Therefore, the existence of a second critical point of the “mountain pass” type will follow by the Ambrosetti and Rabinowitz theorem .

We showed in our previous note  that under assumptions ($`f`$0) and ($`f`$1), solutions for system (11)–(12) (equivalently solutions to (7)) tend to a solution for

(8)
$$\mathrm{\Delta }u=\lambda ^2f^{}(e^{\sigma +u})e^{\sigma +u}(sf(e^{\sigma +u}))\frac{4\pi n}{|M|}\text{on}M,$$

as $`\epsilon 0`$, in any relevant topology. Equation (8) is a generalization of the $`U(1)`$ “pure” Chern-Simons equation derived in  and thoroughly analyzed in  in the case of compact manifolds (see references therein for the non-compact case), and of the $`CP(1)`$ “pure” Chern-Simons equation derived in  and analyzed in . We note that solutions for (8) correspond to critical points for the functional $`I_0`$ defined for $`uH^1(M)`$ by

$$I_0(u)=\frac{1}{2}|u|^2+\frac{\lambda ^2}{2}(f(e^{\sigma +u})s)^2+\frac{4\pi n}{|M|}u.$$

A multiplicity result may be obtained for (8) variationally, which implies that the multiplicity results for the particular “pure” Chern-Simons equations obtained in  are in fact a general property of equations of the form (8). Since the proof may be obtained from the proof of Theorem 0.1 by setting $`\epsilon =0`$, we omit the details.

Notation. Henceforth, unless otherwise specified, all equations are defined on $`M`$. All integrals are taken over $`M`$ with respect to the Lebesgue measure. All functional spaces are defined on $`M`$ in the usual way. In particular, we denote by $`L^p`$, $`1p+\mathrm{}`$, the Lebesgue spaces and by $`H^k`$, $`1k+\mathrm{}`$, the Sobolev spaces. We denote by $`C>0`$ a general constant, independent of certain parameters that will be specified in the sequel, and whose actual value may vary from line to line.

## 1 Variational setting

Our aim in this section is to provide a suitable variational formulation for the generalized Maxwell-Chern-Simons system (1)–(2), by reducing it to the fourth order equation (7). We note that the resulting formulation is new even for the special case $`f(t)=(t1)/(t+1)`$, corresponding to the $`CP(1)`$ model.

In order to work in Sobolev spaces, it is standard (see ) to subtract from $`\stackrel{~}{u}`$ its “singular part”, which we denote by $`\sigma `$. Namely, we denote by $`\sigma `$ the unique solution for the problem

$`\mathrm{\Delta }\sigma =A4\pi {\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{p_j}`$
$`{\displaystyle \sigma }=0,`$
where $`A=4\pi n/|M|>0`$. Since $`\sigma (x)\mathrm{log}|xp_j|^2`$ near $`p_j`$, $`j=1,\mathrm{},n`$, it follows that $`e^\sigma `$ and $`e^\sigma \sigma =e^\sigma `$ are smooth on $`M`$. Furthermore, $`e^\sigma |\sigma |^2`$ and $`e^\sigma \mathrm{\Delta }\sigma `$ are also smooth. Indeed, it is easy to check that

(9) $`e^\sigma \mathrm{\Delta }\sigma =Ae^\sigma `$
(10) $`e^\sigma |\sigma |^2=\mathrm{\Delta }e^\sigma +Ae^\sigma ,`$
in the sense of distributions.

Setting $`\stackrel{~}{u}=\sigma +u`$, we obtain from (1)–(2) the equivalent system for $`(u,v)H^1(M)\times H^1(M)`$:

(11) $`\mathrm{\Delta }u=\epsilon ^1\lambda \left(vf(e^{\sigma +u})\right)A`$
(12) $`\mathrm{\Delta }v=\epsilon ^1\left[\lambda f^{}(e^{\sigma +u})e^{\sigma +u}(sv)\epsilon ^1\left(vf(e^{\sigma +u})\right)\right].`$
System (11)–(12) is equivalent to a fourth order equation:

###### Lemma 1.1.

$`(u,v)H^1\times H^1`$ is a weak solution for (11)–(12) if and only $`uH^2`$ is a weak solution for the fourth order equation

$`\epsilon ^2\mathrm{\Delta }^2u`$ $`\mathrm{\Delta }u=\epsilon \lambda [f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})]e^{\sigma +u}|(\sigma +u)|^2`$
(13) $`+2\epsilon \lambda \mathrm{\Delta }f(e^{\sigma +u})+\lambda ^2f^{}(e^{\sigma +u})e^{\sigma +u}(sf(e^{\sigma +u}))A`$
and $`v`$ is defined by

(14)
$$v=\epsilon \lambda ^1\mathrm{\Delta }u+\epsilon \lambda ^1A+f(e^{\sigma +u}).$$

###### Proof.

By elliptic regularity, weak solutions $`(u,v)H^1\times H^1`$ for (11)–(12) are smooth. Clearly, (14) is equivalent to (11). Inserting (14) into (12), we obtain

$`\epsilon \lambda ^1\mathrm{\Delta }^2u\mathrm{\Delta }f(e^{\sigma +u})=`$ $`\epsilon ^1\lambda f^{}(e^{\sigma +u})e^{\sigma +u}(s+\epsilon \lambda ^1\mathrm{\Delta }u\epsilon \lambda ^1Af(e^{\sigma +u}))`$
$`\epsilon ^2(\epsilon \lambda ^1\mathrm{\Delta }u+\epsilon \lambda ^1A).`$
Equivalently, multiplying by $`\epsilon \lambda `$:

(15) $`\epsilon ^2\mathrm{\Delta }^2u\mathrm{\Delta }u=`$ $`\epsilon \lambda \mathrm{\Delta }f(e^{\sigma +u})+\epsilon \lambda f^{}(e^{\sigma +u})e^{\sigma +u}(\mathrm{\Delta }uA)`$
$`+\lambda ^2f^{}(e^{\sigma +u})e^{\sigma +u}(sf(e^{\sigma +u}))A.`$
By (9) we have:

$$f^{}(e^{\sigma +u})e^{\sigma +u}(\mathrm{\Delta }uA)=f^{}(e^{\sigma +u})e^{\sigma +u}\mathrm{\Delta }(\sigma +u).$$

Furthermore, we have:

(16)
$$\mathrm{\Delta }f(e^{\sigma +u})=\{f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})\}e^{\sigma +u}|(\sigma +u)|^2+f^{}(e^{\sigma +u})e^{\sigma +u}\mathrm{\Delta }(\sigma +u).$$

Therefore,

$`\mathrm{\Delta }f(e^{\sigma +u})+`$ $`f^{}(e^{\sigma +u})e^{\sigma +u}(\mathrm{\Delta }uA)=\mathrm{\Delta }f(e^{\sigma +u})+f^{}(e^{\sigma +u})e^{\sigma +u}\mathrm{\Delta }(\sigma +u)`$
$`=`$ $`2\mathrm{\Delta }f(e^{\sigma +u})\{f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})\}e^{\sigma +u}|(\sigma +u)|^2,`$
and (15) reduces to (13). The converse follows similarly. ∎

Now we obtain a variational formulation for (13):

###### Lemma 1.2.

$`uH^2`$ is a weak solution for (13) if and only if it is a critical point for the functional $`I_\epsilon `$ defined on $`H^2`$ by:

$`I_\epsilon (u)={\displaystyle \frac{\epsilon ^2}{2}}`$ $`{\displaystyle (\mathrm{\Delta }u)^2}+{\displaystyle \frac{1}{2}}{\displaystyle |u|^2}`$
$`+`$ $`\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}|(\sigma +u)|^2}+{\displaystyle \frac{\lambda ^2}{2}}{\displaystyle (f(e^{\sigma +u})s)^2}+A{\displaystyle u}.`$
###### Proof.

First of all, we note that $`I_\epsilon `$ is well-defined on $`H^2`$ and smooth. Indeed, if $`uH^2`$, then by Sobolev embeddings we have $`|u|L^p`$ for all $`p1`$ and $`uL^{\mathrm{}}`$. We can write, in view of (10)

(17) $`{\displaystyle f^{}(e^{\sigma +u})}`$ $`e^{\sigma +u}|(\sigma +u)|^2=`$
$`=`$ $`{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(|\sigma |^2+2\sigma u+|u|^2)}`$
$`=`$ $`{\displaystyle f^{}(e^{\sigma +u})e^u(\mathrm{\Delta }e^\sigma +Ae^\sigma )}+2{\displaystyle f^{}(e^{\sigma +u})e^ue^\sigma u}`$
$`+{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}|u|^2},`$
and therefore the third term in $`I_\epsilon `$ is well-defined on $`H^2`$. Clearly, all other terms in $`I_\epsilon `$ are well-defined, and thus $`I_\epsilon `$ is well-defined on $`H^2`$. Smoothness of $`I_\epsilon `$ is checked similarly. We check that solutions in $`H^2`$ to (13) correspond to critical points for $`I_\epsilon `$. We compute, for any $`\varphi H^2`$:

$`{\displaystyle \frac{d}{dt}}|_{t=0}{\displaystyle f^{}(e^{\sigma +u+t\varphi })}`$ $`e^{\sigma +u+t\varphi }|(\sigma +u+t\varphi )|^2`$
$`=`$ $`{\displaystyle \left[f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})\right]e^{\sigma +u}|(\sigma +u)|^2\varphi }`$
$`+2{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(\sigma +u)\varphi },`$
and therefore

(18) $`I_\epsilon ^{}(u),\varphi =\epsilon ^2`$ $`{\displaystyle \mathrm{\Delta }u\mathrm{\Delta }\varphi }+{\displaystyle u\varphi }`$
$`+\epsilon \lambda {\displaystyle \left[f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})\right]e^{\sigma +u}|(\sigma +u)|^2\varphi }`$
$`+2\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(\sigma +u)\varphi }`$
$`+\lambda ^2{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(f(e^{\sigma +u})s)\varphi }+A{\displaystyle \varphi }.`$
Since

$`{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(\sigma +u)\varphi }={\displaystyle f(e^{\sigma +u})\varphi }={\displaystyle \mathrm{\Delta }f(e^{\sigma +u})\varphi },`$
it follows that critical points of $`I_\epsilon `$ correspond to solutions to (13), as asserted. ∎

We say that $`uH^2`$ is a subsolution (supersolution) for (13) if $`u`$ satisfies $`I_\epsilon ^{}(u),\varphi 0`$ ($`I_\epsilon ^{}(u),\varphi 0`$), for all $`\varphi H^2`$ such that $`\varphi 0`$ on $`M`$.

## 2 Existence of a subsolution

In this section we show that for suitable values of $`\lambda `$ and $`\epsilon `$, the fourth order equation (13) admits a subsolution. Namely, we show:

###### Proposition 2.1.

Suppose $`f`$ satisfies ($`f`$0) and ($`f`$1). Then there exists $`\lambda _0>0`$ such that for every fixed $`\lambda \lambda _0`$ there exists $`\epsilon _\lambda >0`$ with the property that for every $`0<\epsilon <\epsilon _\lambda `$ equation (13) admits a subsolution $`\underset{¯}{u}_\epsilon `$. Furthermore, $`\underset{¯}{u}_\epsilon \underset{¯}{u}_0`$ in $`H^2`$ as $`\epsilon 0`$, with $`\underset{¯}{u}_0`$ a subsolution for (8).

We begin by proving some properties of the Green function $`G_\epsilon `$ for the operator $`\epsilon ^2\mathrm{\Delta }+1`$:

###### Lemma 2.1.

Let $`G_\epsilon =G_\epsilon (x,y)`$ be the Green function defined by

$$(\epsilon ^2\mathrm{\Delta }_x+1)G_\epsilon (x,y)=\delta _y\text{on}M.$$

Then

* $`G_\epsilon >0`$ on $`M\times M`$ and for every fixed $`yM`$ we have $`G_\epsilon \delta _y`$ as $`\epsilon 0`$, weakly in the sense of measures;
* $`G_\epsilon h_qh_q`$ for all $`1q+\mathrm{}`$;
* If $`\mathrm{\Delta }hL^q`$ for some $`1<q<+\mathrm{}`$, then $`G_\epsilon hh_q\epsilon ^2\mathrm{\Delta }h_q`$.

###### Proof.

Proof of (i). Note that since $`\epsilon ^2\mathrm{\Delta }+1`$ is coercive, $`G_\epsilon `$ is well defined (e.g., by Stampacchia’s duality argument ). By the maximum principle, $`G_\epsilon >0`$ on $`M\times M`$. Integrating over $`M`$ with respect to $`x`$, we have $`G_\epsilon (x,y)dx=|G_\epsilon (x,y)|dx=1`$ and therefore there exists a Radon measure $`\mu `$ such that $`G_\epsilon (,y)\mu `$ as $`\epsilon 0`$, weakly in the sense of measures. For $`\phi C^{\mathrm{}}`$ we compute:

$$\phi (y)=\epsilon ^2G_\epsilon (x,y)(\mathrm{\Delta }\phi )(x)dx+G(x,y)\phi (x)dx\phi d\mu $$

as $`\epsilon 0`$. By density of $`C^{\mathrm{}}`$ in $`C`$, we conclude that $`\mu =\delta _y`$. Proof of (ii). For $`q=1`$, we have:

$$G_\epsilon h_1=|(G_\epsilon h)(x)|dxdy|h(y)|G_\epsilon (x,y)dx=|h|=h_1.$$

For $`q=\mathrm{}`$ we have, for any $`xM`$:

$$|G_\epsilon h(x)|h_{\mathrm{}}G_\epsilon (x,y)dy=h_{\mathrm{}}G_\epsilon (x,y)dx=h_{\mathrm{}},$$

and therefore $`G_\epsilon h_{\mathrm{}}h_{\mathrm{}}`$. The general case follows by interpolation. Proof of (iii). Let $`U_\epsilon =G_\epsilon h`$. Then we can write

$$\epsilon ^2\mathrm{\Delta }(U_\epsilon h)+(U_\epsilon h)=\epsilon ^2\mathrm{\Delta }h.$$

Multiplying by $`|U_\epsilon h|^{q2}(U_\epsilon h)`$ and integrating, we obtain

$$\epsilon ^2(q1)|U_\epsilon h|^{q2}|(U_\epsilon h)|^2+|U_\epsilon h|^q=\epsilon ^2\mathrm{\Delta }h|U_\epsilon h|^{q2}(U_\epsilon h).$$

By positivity of the first term above and Hölder’s inequality,

$$|U_\epsilon h|^q\epsilon ^2|\mathrm{\Delta }h||U_\epsilon h|^{q1}\epsilon ^2\mathrm{\Delta }h_qU_\epsilon h_q^{q1}.$$

Hence $`U_\epsilon h_q\epsilon ^2\mathrm{\Delta }h_q`$ and (iii) follows recalling the definition of $`U_\epsilon `$. ∎

Now we can prove Proposition 2.1.

###### Proof of Proposition 2.1.

Equation (13) is of the form:

(19)
$$\epsilon ^2\mathrm{\Delta }^2u\mathrm{\Delta }u=\epsilon \lambda a(u)+\lambda ^2f^{}(e^{\sigma +u})e^{\sigma +u}(sf(e^{\sigma +u}))A,$$

where $`a`$ is the operator defined by:

(20)
$$a(u):=[f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})]e^{\sigma +u}|(\sigma +u)|^2+2\mathrm{\Delta }f(e^{\sigma +u}).$$

By (16), we can also write

(21) $`a(u)=[f^{\prime \prime }(e^{\sigma +u})e^{\sigma +u}+`$ $`f^{}(e^{\sigma +u})]e^{\sigma +u}|(\sigma +u)|^2`$
$`+`$ $`2f^{}(e^{\sigma +u})e^{\sigma +u}\mathrm{\Delta }(\sigma +u)`$
and therefore, recalling (9) and (10) we can estimate:

(22)
$$a(u)_{\mathrm{}}\mathrm{\Phi }(\mathrm{\Delta }u_{\mathrm{}}+u_{C^1}),$$

for some continuous function $`\mathrm{\Phi }:[0,+\mathrm{})`$. We denote by $`\phi `$ a smooth function defined on $`M`$ with the following properties:

$$\phi =\{\begin{array}{cc}A1\hfill & \text{in}_{j=1}^nB_\delta (p_j)\hfill \\ \phi _0\hfill & \text{in}M_{j=1}^nB_{2\delta }(p_j)\hfill \\ A1\phi \phi _0\hfill & \text{on}M\hfill \\ \phi =0\hfill & \end{array},$$

where $`\phi _0`$ is a suitable constant, and $`\delta >0`$ is sufficiently small so that $`B_{2\delta }(p_j)B_{2\delta }(p_k)=\mathrm{}`$ for all $`j,k=1,\mathrm{},n`$ with $`jk`$. We denote by $`\stackrel{~}{u}_\epsilon `$ the unique solution for the problem

(23) $`\epsilon ^2\mathrm{\Delta }^2\stackrel{~}{u}_\epsilon \mathrm{\Delta }\stackrel{~}{u}_\epsilon =\phi \text{on}M`$
$`{\displaystyle \stackrel{~}{u}_\epsilon }=0.`$
Note that $`\stackrel{~}{u}_\epsilon `$ is well-defined. Indeed, since $`\phi =0`$, we have $`G_\epsilon \phi =0`$. Therefore there exists a unique solution $`\stackrel{~}{u}_\epsilon `$ for the problem $`\mathrm{\Delta }\stackrel{~}{u}_\epsilon =G_\epsilon \phi `$ satisfying $`\stackrel{~}{u}_\epsilon =0`$. Writing $`\epsilon ^2\mathrm{\Delta }^2\mathrm{\Delta }=(\epsilon ^2\mathrm{\Delta }+1)(\mathrm{\Delta })`$, we see that $`\stackrel{~}{u}_\epsilon `$ is the desired unique solution for (23). By Lemma 2.1–(ii) we have $`\mathrm{\Delta }\stackrel{~}{u}_\epsilon _{\mathrm{}}=G_\epsilon \phi _{\mathrm{}}\phi _{\mathrm{}}`$. By elliptic regularity we have in turn

(24)
$$\stackrel{~}{u}_\epsilon _{C^{1,\alpha }}C_1\phi _{\mathrm{}}.$$

We set $`\underset{¯}{u}_\epsilon :=\stackrel{~}{u}_\epsilon k`$, where $`k`$ is defined by

$$e^k=\frac{e^{\mathrm{max}_M\sigma +C_1\phi _{\mathrm{}}}}{f^1(\frac{s+f(0)}{2})},$$

and where $`C_1`$ is the constant in (24). In view of ($`f`$0) and ($`f`$1), such a choice of $`k`$ implies that $`sf(e^{\sigma +\underset{¯}{u}_\epsilon })(sf(0))/2>0`$. Indeed, since $`f`$ is strictly increasing, we have

$`f(e^{\sigma +\underset{¯}{u}_\epsilon })=f(e^{\sigma +\stackrel{~}{u}_\epsilon k})f(e^{\mathrm{max}_M\sigma +\stackrel{~}{u}_\epsilon _{\mathrm{}}k})`$ $`f(e^{\mathrm{max}_M\sigma +C_1\phi _{\mathrm{}}k})`$
$`=`$ $`{\displaystyle \frac{s+f(0)}{2}}.`$
Now we check that for $`\lambda \lambda _0`$ and $`\epsilon \epsilon _\lambda `$, for suitable $`\lambda _0`$ and $`\epsilon _\lambda `$, the function $`\underset{¯}{u}_\epsilon `$ is indeed a subsolution for (13).

Claim: There exists $`\lambda _0>0`$ such that for all $`\lambda \lambda _0`$ and for all $`0<\epsilon <1`$, $`\underset{¯}{u}_\epsilon `$ is a subsolution for (13) in $`M_{j=1}^nB_\delta (p_j)`$. Namely,

(25)
$$\phi \epsilon \lambda a(\underset{¯}{u}_\epsilon )+\lambda ^2f^{}(e^{\sigma +\underset{¯}{u}_\epsilon })e^{\sigma +\underset{¯}{u}_\epsilon }(sf(e^{\sigma +\underset{¯}{u}_\epsilon }))A\text{in}M_{j=1}^nB_\delta (p_j).$$

Proof of (25). By (22) and (24) there exists a constant $`C_0`$ such that $`a(\underset{¯}{u}_\epsilon )_{\mathrm{}}+\underset{¯}{u}_\epsilon _{\mathrm{}}+\mathrm{max}_M\sigma C_0`$. Let $`c_0=\mathrm{min}\{f^{}(t)/t[0,C_0]\}>0`$ and $`\mu _0=\mathrm{min}_{M_{j=1}^nB_\delta (p_j)}\sigma `$. It suffices to check that:

$$\phi _0\lambda C_0+\lambda ^2c_0e^{\mu _0C_0}\frac{sf(0)}{2}A.$$

The above inequality is clearly achieved for all $`\lambda \lambda _0`$, for sufficiently large $`\lambda _0`$. Hence, (25) is established.

Now we fix $`\lambda \lambda _0`$.

Claim: For every fixed $`\lambda \lambda _0`$, there exists $`\epsilon _\lambda >0`$ such that $`\underset{¯}{u}_\epsilon `$ is a subsolution for (13) in $`_{j=1}^nB_\delta (p_j)`$, for all $`0<\epsilon <\epsilon _\lambda `$. Namely,

(26)
$$\phi \epsilon \lambda a(\underset{¯}{u}_\epsilon )+\lambda ^2f^{}(e^{\sigma +\underset{¯}{u}_\epsilon })e^{\sigma +\underset{¯}{u}_\epsilon }(sf(e^{\sigma +\underset{¯}{u}_\epsilon }))A\text{in}_{j=1}^nB_\delta (p_j).$$

Proof of (26). It suffices to prove the following condition:

$$A1\epsilon \lambda C_0A,$$

which is clearly satisfied for all $`0<\epsilon \epsilon _\lambda `$, with $`\epsilon _\lambda >0`$ such that $`\epsilon _\lambda \lambda C_01`$. Hence, (26) is also established. Consequently, for $`\lambda \lambda _0`$ and for $`0<\epsilon \epsilon _\lambda `$, $`\underset{¯}{u}_\epsilon `$ is a subsolution for (13), as asserted.

We are left to analyze the asymptotic behavior of $`\underset{¯}{u}_\epsilon `$ as $`\epsilon 0`$. We denote by $`\stackrel{~}{u}_0`$ the unique solution for $`\mathrm{\Delta }\stackrel{~}{u}_0=\phi `$ satisfying $`\stackrel{~}{u}_0=0`$. Then $`\stackrel{~}{u}_\epsilon \stackrel{~}{u}_0`$ satisfies $`\mathrm{\Delta }(\stackrel{~}{u}_\epsilon \stackrel{~}{u}_0)=G_\epsilon \phi \phi `$, $`(\stackrel{~}{u}_\epsilon \stackrel{~}{u}_0)=0`$. By Lemma 2.1–(iii) we have $`G_\epsilon \phi \phi _2\epsilon ^2\mathrm{\Delta }\phi _20`$, as $`\epsilon 0`$. Therefore, $`\stackrel{~}{u}_\epsilon \stackrel{~}{u}_0_{H^2}C\epsilon ^20`$. It is simple to check that $`\underset{¯}{u}_0:=\stackrel{~}{u}_0k`$ is a subsolution for (8). Clearly, $`\underset{¯}{u}_\epsilon \underset{¯}{u}_0_{H^2}=\stackrel{~}{u}_\epsilon \stackrel{~}{u}_0_{H^2}0.`$

Henceforth, $`\lambda `$ denotes a fixed constant satisfying $`\lambda \lambda _0`$.

## 3 Existence of a local minimum

We take $`\lambda _0`$ and $`\epsilon _\lambda `$ as in Proposition 2.1. In this section we show:

###### Proposition 3.1.

Suppose $`f`$ satisfies ($`f`$0), ($`f`$1) and ($`f`$2). Then, (possibly taking a smaller $`\epsilon _\lambda `$), for every fixed $`\lambda \lambda _0`$ and for every $`0<\epsilon <\epsilon _\lambda `$ there exists a solution $`u_\epsilon `$ for (13), corresponding to a local minimum for $`I_\epsilon `$.

We define

$$𝒜_\epsilon :=\{uH^2/u\underset{¯}{u}_\epsilon \}.$$

$`𝒜_\epsilon `$ is a closed convex subset of $`H^2`$ and therefore it is weakly closed. It is readily checked that $`I_\epsilon `$ attains its minimum on $`𝒜_\epsilon `$, i.e., there exists $`u_\epsilon `$ such that

$$I_\epsilon (u_\epsilon )=\underset{𝒜_\epsilon }{\mathrm{min}}I_\epsilon .$$

The remaining part of this section is devoted to showing that $`u_\epsilon `$ is a solution for (13) corresponding to a local minimum for $`I_\epsilon `$. The main issue is to show that $`u_\epsilon `$ belongs to the interior of $`𝒜_\epsilon `$ (in the sense of $`H^2`$), and thus it is a critical point for $`I_\epsilon `$. It is readily checked that $`u_\epsilon `$ is a supersolution for (13). Indeed, for all $`\varphi H^2(M)`$ such that $`\varphi 0`$ and for all $`t>0`$ we have $`u_\epsilon +t\varphi 𝒜_\epsilon `$, therefore

$$\frac{I_\epsilon (u_\epsilon +t\varphi )I_\epsilon (u_\epsilon )}{t}0.$$

Consequently, taking into account (18), we obtain

(27) $`0I_\epsilon ^{}(u_\epsilon ),\varphi =\epsilon ^2`$ $`{\displaystyle \mathrm{\Delta }u_\epsilon \mathrm{\Delta }\varphi }+{\displaystyle u_\epsilon \varphi }`$
$`+\epsilon \lambda {\displaystyle \left[f^{\prime \prime }(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }+f^{}(e^{\sigma +u_\epsilon })\right]e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2\varphi }`$
$`+2\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }(\sigma +u_\epsilon )\varphi }`$
$`+\lambda ^2{\displaystyle f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }(f(e^{\sigma +u_\epsilon })s)\varphi }+A{\displaystyle \varphi },`$
for all $`\varphi H^2`$, $`\varphi 0`$. Hence, $`u_\epsilon `$ is a supersolution for (13). We define

$$𝒜_0=\{uH^1/u\underset{¯}{u}_0\text{a.e.}\}.$$

(Note that $`𝒜_0`$ is a subset of $`H^1`$, while $`𝒜_\epsilon `$ is a subset of $`H^2`$). The next lemma provides estimates for $`u_\epsilon `$, independent of $`\epsilon 0`$. Throughout this section, we denote by $`C>0`$ a general constant independent of $`\epsilon `$. Recall that $`I_0`$ is the functional defined at the end of Section 1.

###### Lemma 3.1.

There exists a solution $`u_0H^1`$ for (8) such that $`u_\epsilon u_0`$ strongly in $`H^1`$. Furthermore,

* $`lim_{\epsilon 0}I_\epsilon (u_\epsilon )=inf_{𝒜_0}I_0`$
* $`lim_{\epsilon 0}\epsilon \mathrm{\Delta }u_\epsilon _2=0`$
* $`lim_{\epsilon 0}\epsilon f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2=0`$.

###### Proof.

Since $`I_\epsilon (u_\epsilon )I_\epsilon (\underset{¯}{u}_\epsilon )C`$ and since $`u_\epsilon \underset{¯}{u}_\epsilon C`$, we readily have the following estimates:

(28) $`\epsilon \mathrm{\Delta }u_\epsilon _2+u_\epsilon _2C`$
$`\epsilon {\displaystyle f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2}C`$
$`\left|{\displaystyle u_\epsilon }\right|C.`$
In particular, $`u_\epsilon _{H^1}C`$ and therefore we may assume that for some $`u_0H^1`$ we have $`u_\epsilon u_0`$ weakly in $`H^1`$, strongly in $`L^p`$ for all $`1p<+\mathrm{}`$ and a.e.

Proof of (i). We can write

$$I_\epsilon (u)=\frac{\epsilon ^2}{2}\mathrm{\Delta }u_2^2+\epsilon \lambda f^{}(e^{\sigma +u})e^{\sigma +u}|(\sigma +u)|^2+I_0(u)$$

for all $`uH^2`$. In particular, $`I_\epsilon (u)I_0(u)`$ for all $`uH^2`$. Since $`\underset{¯}{u}_\epsilon \underset{¯}{u}_0`$ in $`H^2`$, we have

(29)
$$\underset{𝒜_0}{inf}I_0=\underset{𝒜_\epsilon }{inf}I_0+_\epsilon (1),$$

hence

$$I_\epsilon (u_\epsilon )=\underset{𝒜_\epsilon }{inf}I_\epsilon \underset{𝒜_\epsilon }{inf}I_0=\underset{𝒜_0}{inf}I_0+_\epsilon (1).$$

It follows that

(30)
$$\underset{\epsilon 0}{lim\; inf}I_\epsilon (u_\epsilon )\underset{𝒜_0}{inf}I_0.$$

In order to obtain the inverse inequality, we fix $`\eta >0`$ and we select $`u_\eta 𝒜_\epsilon `$ such that

$$I_0(u_\eta )\underset{𝒜_\epsilon }{inf}I_0+\eta .$$

(Note that $`𝒜_\epsilon `$ in not closed in $`H^1`$). We have:

$`I_\epsilon (u_\epsilon )I_\epsilon (u_\eta )`$ $`I_0(u_\eta )+_\epsilon (1)`$
$``$ $`\underset{𝒜_\epsilon }{inf}I_0+\eta +_\epsilon (1)`$
$`=`$ $`\underset{𝒜_0}{inf}I_0+\eta +_\epsilon (1).`$
Therefore,

$$\underset{\epsilon 0}{lim\; sup}I_\epsilon (u_\epsilon )\underset{𝒜_0}{inf}I_0+\eta .$$

Since $`\eta `$ is arbitrary, we derive

(31)
$$\underset{\epsilon 0}{lim\; sup}I_\epsilon (u_\epsilon )\underset{𝒜_0}{inf}I_0.$$

Now by (30) and (31) the asserted equality (i) is established.

Proof of (ii) and (iii). By weak $`H^1`$ convergence and assumption ($`f`$2),

$$\underset{\epsilon 0}{lim\; inf}I_0(u_\epsilon )I_0(u_0).$$

Therefore, we have:

$`\underset{𝒜_0}{inf}I_0=`$ $`\underset{\epsilon 0}{lim}I_\epsilon (u_\epsilon )`$
$`=`$ $`\underset{\epsilon 0}{lim}\{{\displaystyle \frac{\epsilon ^2}{2}}\mathrm{\Delta }u_\epsilon _2^2+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2}+I_0(u_\epsilon )\}`$
$``$ $`\underset{\epsilon 0}{lim}\{{\displaystyle \frac{\epsilon ^2}{2}}\mathrm{\Delta }u_\epsilon _2^2+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2}\}+I_0(u_0)`$
$``$ $`\underset{\epsilon 0}{lim}\{{\displaystyle \frac{\epsilon ^2}{2}}\mathrm{\Delta }u_\epsilon _2^2+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2}\}+\underset{𝒜_0}{inf}I_0.`$
Therefore we obtain (ii) and (iii). Furthermore, we find that $`lim_{\epsilon 0}I_0(u_\epsilon )=I_0(u_0)`$, which implies that $`u_\epsilon u_0`$ strongly in $`H^1`$, and that $`I_0(u_0)=inf_{𝒜_0}I_0`$. Arguing similarly as for $`u_\epsilon `$, we see that $`u_0`$ is a supersolution for (8). By the Hopf maximum principle,

$$u_0>\underset{¯}{u}_0.$$

Therefore, $`u_0`$ is a local minimum for $`I_0`$ in the $`C^1`$-topology. By the Brezis-Nirenberg argument , $`u_0`$ is a local minimum for $`I_0`$ in the $`H^1`$-topology and thus it is in fact a solution for (8). By elliptic regularity, $`u_0`$ is smooth. ∎

The next lemma shows that the strong maximum principle property for $`u_0`$ and $`\underset{¯}{u}_0`$ carries over to $`u_\epsilon `$ and $`\underset{¯}{u}_\epsilon `$, for small values of $`\epsilon `$:

###### Lemma 3.2.

Suppose $`f`$ satisfies ($`f`$0), ($`f`$1) and ($`f`$2). Then, for all $`\epsilon `$ sufficiently small, $`u_\epsilon >\underset{¯}{u}_\epsilon `$, pointwise on $`M`$.

###### Proof.

We define

$$F_\epsilon =\epsilon \lambda a(u_\epsilon )+\lambda ^2f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }(sf(e^{\sigma +u_\epsilon }))A,$$

where $`a`$ is the operator defined in (20). Then $`u_\epsilon `$ satisfies

$$\epsilon ^2\mathrm{\Delta }^2u_\epsilon \mathrm{\Delta }u_\epsilon F_\epsilon .$$

Since the Green function $`G_\epsilon `$ for $`\epsilon ^2\mathrm{\Delta }+1`$ is positive (see Lemma 2.1), the above yields

(32)
$$\mathrm{\Delta }u_\epsilon G_\epsilon F_\epsilon .$$

We define:

$$F_0=f^{}(e^{\sigma +u_0})e^{\sigma +u_0}(sf(e^{\sigma +u_0}))A.$$

Claim: There exists some $`q>1`$ such that

(33)
$$F_\epsilon F_0_q0\text{as}\epsilon 0.$$

Proof of (33). We show that $`\epsilon a(u_\epsilon )0`$. In view of (21), it suffices to show that

$$\epsilon [f^{\prime \prime }(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }+f^{}(e^{\sigma +u_\epsilon })]e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2_q0$$

and

$$\epsilon f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }\mathrm{\Delta }(\sigma +u_\epsilon )_q0.$$

By (17), the fact $`u_\epsilon _{H^1}C`$ and Sobolev embeddings we have

$$[f^{\prime \prime }(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }+f^{}(e^{\sigma +u_\epsilon })]e^{\sigma +u_\epsilon }|(\sigma +u_\epsilon )|^2_qC$$

for some $`q>1`$, and therefore the first limit follows easily. In order to prove the second limit, we write, using (9):

$$\epsilon f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }\mathrm{\Delta }(\sigma +u_\epsilon )=\epsilon Af^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }+\epsilon f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }\mathrm{\Delta }u_\epsilon .$$

By similar arguments as above, the $`L^q`$-norm of the first term on the right hand side above vanishes as $`\epsilon 0`$. In order to estimate the second term, we write for $`r>2`$ such that $`1/r+1/2=1/q`$:

$`\epsilon f^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }\mathrm{\Delta }u_\epsilon _qf^{}(e^{\sigma +u_\epsilon })e^{\sigma +u_\epsilon }_r\epsilon \mathrm{\Delta }u_\epsilon _2C\epsilon \mathrm{\Delta }u_\epsilon _20,`$
where we used Lemma 3.1–(ii) to derive the last step. Hence, (33) is established.

By (33) and by Lemma 2.1–(ii)–(iii), it follows that

$`G_\epsilon F_\epsilon F_0_q`$ $`G_\epsilon (F_\epsilon F_0)_q+G_\epsilon F_0F_0_q`$
$``$ $`(F_\epsilon F_0_q+\epsilon ^2\mathrm{\Delta }F_0_q)0,`$
as $`\epsilon 0`$. We define $`w_\epsilon `$ as the unique solution for

$$(\mathrm{\Delta }+1)w_\epsilon =G_\epsilon F_\epsilon +u_\epsilon .$$

Then, by (32),

$$(\mathrm{\Delta }+1)(u_\epsilon w_\epsilon )0$$

and therefore, by the maximum principle,

$$u_\epsilon w_\epsilon .$$

Since $`u_0`$ satisfies

$$\mathrm{\Delta }u_0=F_0$$

we have

$$(\mathrm{\Delta }+1)(w_\epsilon u_0)=G_\epsilon F_\epsilon F_0+u_\epsilon u_0$$

and by standard elliptic estimates

$$w_\epsilon u_0_{C^\alpha }C(G_\epsilon F_\epsilon F_0_q+u_\epsilon u_0_q)0.$$

In conclusion, we have $`\underset{¯}{u}_\epsilon \underset{¯}{u}_0`$ in $`H^2`$ and in particular uniformly, $`w_\epsilon u_0`$ uniformly and $`u_0>\underset{¯}{u}_0`$. It follows that $`w_\epsilon >\underset{¯}{u}_\epsilon `$ for small $`\epsilon `$. Consequently, $`u_\epsilon >\underset{¯}{u}_\epsilon `$ for small $`\epsilon `$, as asserted. ∎

###### Proof of Proposition 3.1.

By Lemma (3.2) and the Sobolev embedding $`\varphi _{\mathrm{}}C\varphi _{H^2}`$, $`u_\epsilon `$ belongs to the interior of $`𝒜_\epsilon `$, in the sense of $`H^2`$. Therefore $`u_\epsilon `$ is a critical point for $`I_\epsilon `$ corresponding to a local minimum, as asserted. ∎

## 4 The Palais-Smale condition

The main result of this section is:

###### Proposition 4.1.

Suppose $`f`$ satisfies ($`f`$0), ($`f`$1) and ($`f`$3). Then $`I_\epsilon `$ satisfies the Palais-Smale condition.

We denote by $`(u_j)`$, $`u_jH^2`$ a Palais-Smale sequence. That is, we assume that $`I_\epsilon (u_j)\alpha `$ for some $`\alpha `$ and $`I_\epsilon ^{}(u_j)_{H^1}0`$ as $`j+\mathrm{}`$. In order to prove Proposition 4.1 we have to show that $`(u_j)`$ admits a subsequence which converges strongly in $`H^2`$. By standard compactness arguments, it suffices to show that $`(u_j)`$ is bounded in $`H^2`$. It will be convenient to decompose

$$u_j=u_j^{}+c_j,u_j^{}=0,c_j.$$

Unless otherwise stated, throughout this section we denote by $`C>0`$ a general constant independent of $`j+\mathrm{}`$, whose actual value may vary from line to line. The Palais-Smale assumption for $`(u_j)`$ implies in particular the following facts:

(34) $`I_\epsilon (u_j)={\displaystyle \frac{\epsilon ^2}{2}}`$ $`{\displaystyle (\mathrm{\Delta }u_j)^2}+{\displaystyle \frac{1}{2}}{\displaystyle |u_j|^2}+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}|(\sigma +u_j)|^2}`$
$`+{\displaystyle \frac{\lambda ^2}{2}}{\displaystyle (f(e^{\sigma +u_j})s)^2}+A|M|c_j\alpha ,`$
and (see (18)):

(35) $`I_\epsilon ^{}(u_j),1=`$ $`\epsilon \lambda {\displaystyle [f^{\prime \prime }(e^{\sigma +u_j})e^{\sigma +u_j}+f^{}(e^{\sigma +u_j})]e^{\sigma +u_j}|(\sigma +u_j)|^2}`$
$`+\lambda ^2{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)}+A|M|C,`$
(36) $`I_\epsilon ^{}`$ $`(u_j),u_j=\epsilon ^2{\displaystyle }(\mathrm{\Delta }u_j)^2+{\displaystyle }|u_j|^2`$
$`+\epsilon \lambda {\displaystyle [f^{\prime \prime }(e^{\sigma +u_j})e^{\sigma +u_j}+f^{}(e^{\sigma +u_j})]e^{\sigma +u_j}|(\sigma +u_j)|^2u_j}`$
$`+2\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j}`$
$`+\lambda ^2{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)u_j}+A|M|c_j`$
$`_j(1)(\mathrm{\Delta }u_j_2+|c_j|),`$
(37) $`I_\epsilon ^{}`$ $`(u_j),u_j^{}=\epsilon ^2{\displaystyle }(\mathrm{\Delta }u_j)^2+{\displaystyle }|u_j|^2`$
$`+\epsilon \lambda {\displaystyle [f^{\prime \prime }(e^{\sigma +u_j})e^{\sigma +u_j}+f^{}(e^{\sigma +u_j})]e^{\sigma +u_j}|(\sigma +u_j)|^2u_j^{}}`$
$`+2\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j}`$
$`+\lambda ^2{\displaystyle }f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)u_j^{}_j(1)\mathrm{\Delta }u_j_2.`$
###### Lemma 4.1.

If either $`c_jC`$ or $`\mathrm{\Delta }u_j_2C`$, then $`(u_j)`$ is bounded in $`H^2`$.

###### Proof.

Suppose $`c_jC`$. Condition (34) implies that $`c_jC`$. Since $`c_jC`$, (34) yields $`\mathrm{\Delta }u_j_2C`$. Hence $`(u_j)`$ is bounded in this case.

Now suppose $`\mathrm{\Delta }u_j_2C`$. Then, by Sobolev embeddings, $`u_j_pC_p`$ for all $`p1`$ and $`u_j^{}_{\mathrm{}}C`$. It follows that $`e^{u_j}_{\mathrm{}}=e^{c_j}e^{u_j^{}}_{\mathrm{}}C`$. Hence, by (17), we obtain $`f^{}(e^{\sigma +u_j})e^{\sigma +u_j}|(\sigma +u_j)|^2C`$. Inserting into (34), we find that $`A|M|c_j+O_j(1)\alpha `$. Consequently, $`c_jC`$, and therefore $`(u_j)`$ is bounded also in this case. ∎

In view of Lemma 4.1, we assume henceforth without loss of generality:

(38) $`\mathrm{\Delta }u_j_2+\mathrm{}\text{as}j+\mathrm{}`$
and

(39)
$$c_j\mathrm{}\text{as}j+\mathrm{}.$$

###### Proof of Proposition 4.1 under assumption ($`f`$3)–(a).

By ($`f`$1) there exists $`t_0>0`$ such that $`f(t)s>0`$ for all $`tt_0`$, and consequently $`f^{}(t)t(f(t)s)C`$ for some $`C>0`$ independent of $`t`$. We may further assume that $`f^{}(t)t|f(t)s|f^{}(t)t(f(t)s)+C`$ and in view of ($`f`$3)–(a), we may assume that $`f^2(t)f^{}(t)t|f(t)|Cf^{}(t)t(f(t)s)`$ for all $`tt_0`$. Therefore, we derive from (35) that

(40) $`{\displaystyle [f^{\prime \prime }(e^{\sigma +u_j})e^{\sigma +u_j}+f^{}(e^{\sigma +u_j})]e^{\sigma +u_j}|(\sigma +u_j)|^2}C`$
(41) $`{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}|f(e^{\sigma +u_j})s|}C`$
(42) $`f(e^{\sigma +u_j})_2C.`$
Consequently, we may easily estimate the terms in the right hand side of (37). Indeed, using (40), we have

$`|{\displaystyle }[f^{\prime \prime }`$ $`(e^{\sigma +u_j})e^{\sigma +u_j}+f^{}(e^{\sigma +u_j})]e^{\sigma +u_j}|(\sigma +u_j)|^2u_j^{}|`$
$``$ $`{\displaystyle [f^{\prime \prime }(e^{\sigma +u_j})e^{\sigma +u_j}+f^{}(e^{\sigma +u_j})]e^{\sigma +u_j}|(\sigma +u_j)|^2u_j^{}_{\mathrm{}}}`$
$``$ $`C\mathrm{\Delta }u_j_2.`$
Using (41), we have

$`|{\displaystyle }f^{}`$ $`(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)u_j^{}|`$
$``$ $`{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}|f(e^{\sigma +u_j})s|u_j^{}_{\mathrm{}}}`$
$``$ $`C\mathrm{\Delta }u_j_2.`$
Finally, integrating by parts, we have:

$`{\displaystyle f^{}}`$ $`(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j`$
$`=`$ $`{\displaystyle f(e^{\sigma +u_j})u_j}`$
$`=`$ $`{\displaystyle f(e^{\sigma +u_j})\mathrm{\Delta }u_j}.`$
Hence, using (42) we have

$`|{\displaystyle }f^{}`$ $`(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j|`$
$`=`$ $`\left|{\displaystyle f(e^{\sigma +u_j})\mathrm{\Delta }u_j}\right|`$
$``$ $`f(e^{\sigma +u_j})_2\mathrm{\Delta }u_j_2C\mathrm{\Delta }u_j_2.`$
Inserting into (37) we find $`\mathrm{\Delta }u_j_2C`$, which is in contradiction with (38). ∎

In order to prove Proposition 4.1 in the remaining case ($`f`$3)–(b), we first establish an identity:

###### Lemma 4.2.

For all $`uH^2`$ the following identity holds:

$`{\displaystyle }[f^{\prime \prime }`$ $`(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})]e^{\sigma +u}|(\sigma +u)|^2u`$
$`+2{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(\sigma +u)u}`$
$`=`$ $`{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(\sigma +u)u}{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}\mathrm{\Delta }(\sigma +u)u}.`$
###### Proof.

Integrating by parts, we have:

$`{\displaystyle }[f^{\prime \prime }`$ $`(e^{\sigma +u})e^{\sigma +u}+f^{}(e^{\sigma +u})]e^{\sigma +u}|(\sigma +u)|^2u`$
$`=`$ $`{\displaystyle [f^{}(e^{\sigma +u})e^{\sigma +u}](\sigma +u)u}`$
$`=`$ $`{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}\mathrm{\Delta }(\sigma +u)u}{\displaystyle f^{}(e^{\sigma +u})e^{\sigma +u}(\sigma +u)u}.`$
The asserted identity follows. ∎

###### Proof of Proposition 4.1 under assumption ($`f`$3)–(b).

By Lemma 4.2 with $`u=u_j`$, condition (36) may be equivalently written in the form:

$`I_\epsilon ^{}`$ $`(u_j),u_j=\epsilon ^2{\displaystyle }(\mathrm{\Delta }u_j)^2+{\displaystyle }|u_j|^2`$
$`+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j}`$
$`\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }(\sigma +u_j)u_j}`$
$`+\lambda ^2{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)u_j}+A|M|c_j`$
$`_j(1)(\mathrm{\Delta }u_j_2+|c_j|),`$
and consequently, we have

(43) $`\epsilon ^2{\displaystyle (\mathrm{\Delta }u_j)^2}+{\displaystyle |u_j|^2}`$ $`\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j}`$
$`+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }(\sigma +u_j)u_j}`$
$`\lambda ^2{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)u_j}A|M|c_j`$
$`+_j(1)(\mathrm{\Delta }u_j_2+|c_j|).`$
We estimate term-by-term the right hand side in (43).

Claim: There holds:

(44)
$$f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_jC\mathrm{\Delta }u_j_2.$$

Proof of (44). Since $`f^{}(t)tC`$ we have, for any $`1<p<2`$:

$`{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j}`$
$`=`$ $`{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\sigma u_j}{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}|u_j|^2}`$
$``$ $`|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\sigma u_j}|`$
$``$ $`C\sigma _pu_j_p^{}C\mathrm{\Delta }u_j_2,`$
and thus (44) is established.

Claim: There holds:

(45)
$$|f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }(\sigma +u_j)u_j|C\mathrm{\Delta }u_j_2.$$

Proof of (45). By the assumption $`sup_{t>0}f^{}(t)t|\mathrm{log}t|+\mathrm{}`$, we readily derive:

$`|{\displaystyle }`$ $`f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }u_ju_j|`$
$``$ $`|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)\mathrm{\Delta }u_j}|+|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\sigma \mathrm{\Delta }u_j}|`$
$``$ $`C\mathrm{\Delta }u_j_2+C\sigma _2\mathrm{\Delta }u_j_2`$
$``$ $`C\mathrm{\Delta }u_j_2.`$
On the other hand, recalling (9) we have:

$`{\displaystyle f^{}(e^{\sigma +u_j})}`$ $`e^{\sigma +u_j}\mathrm{\Delta }\sigma u_j=A{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}u_j}`$
$`=`$ $`A{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)}+A{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\sigma }.`$
Hence, in view of ($`f`$3)–(b) we derive:

$`|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }\sigma u_j}|C.`$
Now (45) follows (recall that by assumption $`\mathrm{\Delta }u_j_2+\mathrm{}`$).

Finally, we easily estimate using ($`f`$3)–(b):

$`|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j}s))u_j}|C{\displaystyle |u_j|}C(\mathrm{\Delta }u_j_2+|c_j|).`$
Inserting (44)–(45) and the above estimate into (43), we finally obtain

(46)
$$\epsilon ^2\mathrm{\Delta }u_j_2^2C(\mathrm{\Delta }u_j_2+|c_j|).$$

In turn, (46) yields

(47)
$$\mathrm{\Delta }u_j_2C|c_j|^{1/2}.$$

Using (47), we show:

Claim: There holds $`e^{u_j}_{\mathrm{}}0`$. More precisely, the following estimate holds, for some $`\gamma >0`$:

(48)
$$e^{u_j}_{\mathrm{}}e^{\gamma |c_j|}.$$

Proof of (48). By (47) and Sobolev embeddings, we have:

$`e^{u_j}_{\mathrm{}}e^{c_j+u_j^{}_{\mathrm{}}}e^{c_j+C\mathrm{\Delta }u_j_2}e^{|c_j|+C|c_j|^{1/2}},`$
and (48) follows.

Finally, we show:

Claim: There holds:

(49)
$$|f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }(\sigma +u_j)u_j^{}|=_j(1)\mathrm{\Delta }u_j_2.$$

Proof of (49). By (48) and the fact $`u_j^{}_{\mathrm{}}C\mathrm{\Delta }u_j_2C|c_j|^{1/2}`$, we have

$`|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }u_ju_j^{}}|`$ $`f^{}(e^{\sigma +u_j})e^{\sigma +u_j}_{\mathrm{}}u_j^{}_{\mathrm{}}\mathrm{\Delta }u_j_2`$
$``$ $`Ce^{u_j}_{\mathrm{}}u_j^{}_{\mathrm{}}\mathrm{\Delta }u_j_2`$
$``$ $`Ce^{\gamma |c_j|}|c_j|^{1/2}\mathrm{\Delta }u_j_2`$
$`=`$ $`_j(1)\mathrm{\Delta }u_j_2.`$
On the other hand, recalling (9), we have by similar arguments as above:

$`|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }\sigma u_j^{}}|=`$ $`A|{\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}u_j^{}}|`$
$``$ $`Ce^{\gamma |c_j|}|c_j|^{1/2}0.`$
Hence (49) is established.

Now, using Lemma 4.2 with $`u=u_j^{}`$, we rewrite (37) in the form:

$`\epsilon ^2{\displaystyle (\mathrm{\Delta }u_j)^2}+`$ $`{\displaystyle |u_j|^2}\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(\sigma +u_j)u_j}`$
$`+\epsilon \lambda {\displaystyle f^{}(e^{\sigma +u_j})e^{\sigma +u_j}\mathrm{\Delta }(\sigma +u_j)u_j^{}}`$
$`\lambda ^2{\displaystyle }f^{}(e^{\sigma +u_j})e^{\sigma +u_j}(f(e^{\sigma +u_j})s)u_j^{}+_j(1)\mathrm{\Delta }u_j_2,`$
In view of (44), (49) and assumption \[$`f`$3\]-b, we derive from the above that $`\mathrm{\Delta }u_j_2C`$. This is in contradiction with (38). ∎

Now we can finally prove our main result:

###### Proof of Theorem 0.1.

By Proposition 3.1, the functional $`I_\epsilon `$ admits a critical point corresponding to a local minimum. By Proposition 4.1, $`I_\epsilon `$ satisfies the Palais-Smale condition. If $`u_\epsilon `$ is not a strict local minimum, it is known that $`I_\epsilon `$ has a continuum of critical points (see, e.g., ). In particular, $`I_\epsilon `$ has at least two critical points. If $`u_\epsilon `$ is a strict local minimum, we note that for $`c`$, $`c\mathrm{}`$, we have $`I_\epsilon (c)\mathrm{}`$. Therefore $`I_\epsilon `$ admits a mountain pass structure in the sense of Ambrosetti and Rabinowitz . Hence by the “mountain pass theorem”  we obtain the existence of a second critical point for $`I_\epsilon `$. In either case, we conclude that the fourth order equation (13), (equivalently, system (1)–(2)) admits at least two solutions, as asserted. ∎

## Acknowledgments

In am grateful to Professor Gabriella Tarantello for interesting and stimulating discussions.