EXISTENCE AND NON-EXISTENCE OF SOLUTIONS TO ELLIPTIC EQUATIONS WITH A GENERAL CONVECTION TERM

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1 EXISTENCE AND NON-EXISTENCE OF SOLUTIONS TO ELLIPTIC EQUATIONS WITH A GENERAL CONVECTION TERM SALOMÓN ALARCÓN, JORGE GARCÍA-MELIÁN AND ALEXANDER QUAAS Abtract. In thi paper we conider the nonlinear elliptic problem u + αu = g( u ) + λh(x) in Ω u = on Ω, where Ω i a mooth bounded domain of R N, α, g i an arbitrary C increaing function and h C (Ω) i nonnegative. We completely analyze the exitence and nonexitence of (poitive) claical olution in term of the parameter λ. We how that there exit olution for every λ when α = and the integral =, or α > and the integral g() =. Converely, when the repectively integral converge g() and h i nontrivial on Ω, exitence depen on the ize of λ. Moreover, nonexitence hol for large λ. Our proof mainly rely on comparion argument, and on the contruction of uitable uperolution in annuli. Our reult include ome cae where the function g i uperquadratic and till exitence hol without auming any mallne condition on λ.. Introduction The concern of the preent paper i the exitence and non-exitence of olution to the following nonlinear elliptic problem: u + αu = g( u ) + λh(x) in Ω (.) u = on Ω, where Ω i a bounded domain of cla C 2,η of R N for ome η (, ), α and g C (R) i increaing with g() =. The function h C (Ω), will be nonnegative, while λ will be regarded a a poitive parameter. We will focu our attention on general function g, obtaining harp condition which imply: either (a) problem (.) ha a unique olution for every λ or (b) there exit a critical ize of λ that divide exitence from nonexitence for (.) when h in Ω. Thi type of problem ha been extenively tudied. Here we give a quick review on the topic, other reference can be found in the paper quoted below. The pioneering work on the ubject eem to be due to Serrin [29], Amann and Crandall [6] and Lion [24]. The cae α > i conidered in [2] and [3], where exitence hol when g ha at mot quadratic growth, ee alo [4]. The cae α = and g(t) = t 2 wa tudied for example in [7] and [8] (ee alo [2] and [2]). For related reult ee [] and []. More recently alo related fully nonlinear equation are conidered in [3] (ee alo the cae α < in [22], where multiplicity reult are obtained).

2 2 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS We finally mention that a tarting point of our work can be found in [3]; actually we olve a problem given in that paper, ee Remark on page 29 there. More precie information on our contribution with repect to the known reult are given in the remark after our main theorem. By a olution to (.) we mean a function u C 2 (Ω) C (Ω) verifying the equation in the claical ene. Remark that, on one hand, tandard boottrapping give u C 2,η (Ω), while on the other hand olution are trictly poitive in Ω by the maximum principle, ince u + αu in Ω. An important remark with regard to problem (.) i that uniquene of olution hol by the comparion principle (cf. for intance Theorem. in [9] or the reult in [27] and [6]). Thu we only need to how exitence and nonexitence of olution. For other uniquene reult ee for example [8], [9] and []. Oberve alo that non-uniquene hol with le regularity on the olution, ee for intance [2]. Let u tate now our main reult. We begin with the cae α =. It turn out that the exitence of olution depen on the condition (.2) More preciely: g() =. Theorem. Aume g C (R) i increaing with g() =, while h C (Ω) i uch that h in Ω. If α = then: (i) If (.2) hol, there exit a unique olution to (.) for every λ >. (ii) If (.2) doe not hold and h on Ω, then there exit Λ > uch that for λ (, Λ) problem (.) ha a unique olution, while there are no olution when λ > Λ. Remark. (a) The non-exitence part in (ii) i already proved in the cae where g i convex (ee Theorem 2. in [3]). In the particular cae g(t) = t p with p > 2, ee [2] for exitence when h i a meaure and λ i mall. (b) Part (ii) of Theorem exten the cae g(t) = t 2 of the above quoted paper. We now turn to the cae α >. exitence of olution i (.3) In thi cae, the condition for the =. g() Oberve that condition (.3) i implied by (.2). We have: Theorem 2. Aume g C (R) i increaing with g() =, while h C (Ω) i uch that h in Ω. If α >, then: (i) If (.3) hol, there exit a unique olution to (.) for every λ >. (ii) If (.3) doe not hold and h in Ω, then there exit Λ > uch that for λ (, Λ) problem (.) admit a unique olution, while no olution exit when λ > Λ.

3 GENERAL CONVECTION TERM 3 Remark 2. (a) The non-exitence part in (ii) i already proved in the particular cae g(t) = t p with p > 2, ee Propoition 2.3 in [3]. (b) Part (i) in Theorem 2 applie for intance to g(t) = t 2 ln( + t), which i uperquadratic, and o exitence hol without the mallne retriction on the right hand ide. Thi mean that in the etting of claical olution, and with mooth data, mot of the previou exitence theorem are not optimal with repect to the growth condition in g, ince at mot quadratic behavior i required in the cae α >. (c) Part (i) in our two theorem anwer an open quetion tated in [3] (ee Remark in page 29 of that paper). We are indeed a little bit more precie here, ince our optimal condition are different for the cae α = and α >. When g(t) = t part (i) hol in both theorem, thi particular cae already being covered in [3] (ee Theorem 3. there). (d) The cae g(t) = O(t) ha been uually the reference cae for a general olvability reult (Part (i) in Theorem or Theorem 2); ee for example [5], and [5] (note that the ymmetrization approach reduce the problem to a radial one, which i related to our approach). The uperlinear model cae g(t) = t q, q > i deeply tudied in [2], in particular a far a neceary condition for the exitence are concerned. In [26], the cae g(t) = t q with the limit α i decribed and the maximal contant Λ i characterized in term of tochatic tate contraint ergodic problem. For the uperquadratic cae, ee alo [7], where the exitence of a generalized vicoity olution i proved when λ >, though thi olution i not claical and in particular may not attain the boundary datum. Let u mention in paing that the poitivity condition on h i only impoed in order to implify the preentation. In particular, it i relevant for the nonexitence reult only. For a function h which take both ign we till may aert the exitence of olution for every λ > in cae (i) in both theorem and for mall λ in cae (ii), although in thi lat ituation the reult are not expected to be optimal. Notice alo that when h i negative, the change of u by u in (.) amount to replacing g by g. In mot of the previou work, no ditinction i made between the two cae, but the reult are far from optimal. Here we have decided to retrict our attention to nonnegative h (hence poitive g) for definitene. On the other hand, we believe that the proof can be adapted to deal with ome more general operator than the Laplacian, for intance the p- Laplacian or even ome fully nonlinear operator which depend on the econd derivative of the olution. The baic idea to prove exitence of olution to (.) come from [24] (ee alo [25] and [23]). It conit in truncating the term g( u ) in order to obtain a problem in a claical etting, i. e. with ubquadratic growth in the gradient. Then the tandard method of ub and uperolution can be ued to get a olution to the truncated problem, and the final tep i to how that the olution to the truncated problem i indeed a olution to the original one. Thi can be achieved by obtaining appropriate etimate for the gradient u of the olution u in Ω. Thee etimate are a conequence

4 4 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS of a kind of maximum principle for u 2 + u 2, o that everything i reduced to etimating u on Ω. Thi can be done by comparing with a uitable uperolution. It i important to notice that our approach doe not rely in obtaining a uperolution ū to (.) which vanihe on the whole Ω, omething which i required to apply Theorem III. in [24]. Rather, we contruct the uperolution by analyzing problem (.) in an annulu which after a uitable tranlation i tangent to Ω at every fixed x Ω. Thi enable u to deal with a radial problem which i in ome ene integrable, o we are able to find condition which are both neceary and ufficient for exitence. The ret of the paper i organized a follow: in Section 2 we contruct uperolution to (.) in the particular cae where Ω i an annulu. Section 3 i dedicated to how nonexitence of olution to (.) when Ω i a ball. Finally, in Section 4 we deal with the proof of Theorem and Superolution for problem in annuli It will be proved in Section 4 that the exitence of a radial uperolution to problem (.) poed in an annulu when h i contant uffice to enure the exitence of a olution to (.). Thu thi ection will be dedicated to contruct a poitive radial function u verifying (2.) (r N u ) r N ( αu + g( u ) + c), R < r < R 2 u(r ) =, u(r 2 ), for uitable value of c, depending on whether α = or α > and alo on the integrability condition on g at infinity conidered in the Introduction. In what follow, R 2 > R > will be fixed. Lemma 3. Aume g C (R) i increaing with g() = and α =. Then, if (2.2) g() =, for every c > there exit a poitive radial function u verifying (2.). If (2.2) doe not hold, the exitence of uch a function alo follow provided c i mall enough. Proof. Introducing the change of variable log r N = 2 (2.3) =, N 3, N 2 rn 2 and denoting u(r) = v(), (2.) i tranformed into v r 2(N ) ( g ( ( v ) ) + c ) r N v(a) =, v(b),

5 GENERAL CONVECTION TERM 5 where a = log R, b = log R 2 when N = 2, while a = N 2 R N 2 2 N 2 R N 2, b = if N 3. Since g i increaing and poitive, it uffice to have ( ( v R 2(N ) 2 g v(a) =, v(b). R N ) ) v + c Setting w() = v( + a), thi ugget to conider the one-dimenional autonomou initial value problem ( ( ) ) w = R 2(N ) 2 g w + c (2.4) R N w() =, w () = γ >, which ha a unique olution for every γ >, and find a poitive olution in (, b a). Oberve that olution to (2.4) verify on one hand w cr 2(N ) 2, o that an integration provide w() (γ cr 2(N ) 2 /2). On the other hand, ince w i decreaing we have w ( ) = for ome >, and it follow by the ymmetry of the problem that w i ymmetric with repect to and w(2 ) =. Letting 2 be the firt zero of w and integrating the equation in (, ) we obtain ( ) N γ R R N = R 2 2 dt g(t) + c. We conclude that i an increaing function of γ which verifie ( ) N R dt (2.5) g(t) + c R 2 2 a γ +. Therefore in the cae where (2.2) hol, ince g i increaing, then the integral in (2.5) diverge. So, we can alway chooe γ large enough o that > (b a)/2, and thi provide with a poitive olution of (2.). When the integral converge, we can alo obtain > (b a)/2 if we elect c mall enough, ince the integral (2.6) dt g(t) diverge at, due to g() = and g C (R). Thi conclude the proof. Lemma 4. Aume g C (R) i increaing with g() = and α >. Then, if (2.7) =, g() for every c > there exit a poitive radial function u verifying (2.). If (2.7) doe not hold and c i mall enough, uch a function alo exit. Proof. Setting z = c/α u, we look for a function verifying (r N z ) r N (αz + g( z )) z(r ) = c α, z(r 2) c α.

6 6 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS We will look for a poitive olution z to thi inequality. With the change of variable (2.3), and letting v() = z(r), we find a before that v i a uperolution provided for intance that v R 2(N ) 2 (αv + g( R N v )) v(a) = c, v(b) =. α Setting w() = v(b ), it i thu natural to conider the initial value problem (2.8) w = R 2(N ) 2 ( αw + g ( w() =, w () = γ >, R N )) w which ha a unique olution for every γ >, and ee if we can elect γ o that w(b a) i a large a we pleae. Notice that w a long a w, o that it i not hard to ee that olution are poitive, increaing and convex for >. For every γ >, the olution i defined in an interval [, T (γ)), and when T (γ) < we have (2.9) lim w() = + or lim T (γ) T (γ) w () = +. Let u ee that when the integral condition (2.7) i atified, we alway have both condition in (2.9). Indeed, the firt one implie the econd, and if we had w(t (γ)) < +, then ( ( w R 2(N ) 2 αw(t (γ)) + g Multiplying by w and integrating we arrive at which yiel T w w αw(t (γ)) + g( γ R N R N αw(t (γ)) + g() R N w )) w ) R2(N ) 2 w(t (γ)), R2(N ) 2 R N w(t (γ)), contradicting condition (2.7). Thu w, w a T (γ). We have two cae to conider: either T (γ ) i infinite for ome γ > or T (γ) i finite for every γ >. In the firt cae, let u ee that thi implie T (γ) = for every γ >. Oberve firt that when u, v are two olution to the equation in (2.8) with u() v(), u () = γ > γ 2 = v (), then u > v in the common interval of definition, hence T (γ ) T (γ 2 ). In particular, T (γ) = for γ < γ. If γ > γ and we temporarily denote by w γ the unique olution to (2.8), there exit δ > uch that w γ (δ) > γ, ince w γ i increaing and converge to infinity. Let w(x) = w γ (x + δ). Then w i a olution to the ame equation with initial data w() = w γ (δ) >, w () = w γ (δ) > γ. It follow by the previou obervation that w > w γ, and in particular T (γ) =. Thu all olution are global in thi cae and it i eay to conclude: ince w(x) γx by convexity, we can have w(b a).

7 GENERAL CONVECTION TERM 7 a large a we pleae, o that a uperolution can be contructed with large value of c. The econd poibility i that all olution blow-up in finite time, i. e. T (γ) < for every γ >. Let u ee that in uch cae T (γ) i a continuou function of γ. Take γ n γ. By comparion we have T (γ n ) < T (γ). Moreover, we can chooe δ n uch that w γ(δ n ) > γ n. Arguing a before, w γ (x+δ n ) > w γn (x), o that T (γ) δ n < T (γ n ) and we obtain T (γ n ) T (γ). When γ n γ the proof i imilar. Next, we claim that T (γ) a γ. Indeed, aume T (γ) T when γ. Since w, we obtain w T w, o that ( ( w R 2(N ) 2 γ R N g R N w ) + αt w ) and thi lea, after an integration and a change of variable, to ( ) R 2 N g() + αt R N 2 T. R A contradiction i reached when we let γ, ince the integral then diverge. Thu lim γ T (γ) =. Let u denote T = lim γ T (γ) (which i expected to be zero). If T b a we can ue the continuity of T to obtain γ > uch that T (γ) = b a+ε for mall poitive ε. Taking ε a mall a we pleae we obtain w γ (b a) a large a we wih, and thi provide with a uperolution for large value of c. If, on the contrary, T > b a, then all olution would be defined at leat in [, b a] and ince w(b a) γ(b a), we obtain that w γ (b a) i a large a we pleae by taking large value of γ. To conclude the proof, we now conider the cae when g() < and c i mall enough. Oberve that in thi cae all olution blow up in finite time. Indeed, let T < T (γ). Since ( ) w R 2(N ) 2 g w R N we can integrate in (, T ) and let T T (γ) to arrive at: (2.) R 2(N ) 2 T (γ) R N γ g() <, ince thi lat integral alo converge. It alo follow from (2.) that T (γ) a γ (i. e. T = in the above proof). Since T (γ) i continuou with T (γ) a γ, we can chooe γ uch that T (γ) > b a and obtain a uperolution for c αw γ (T (γ)). It i worth mentioning that in the preent cae where (2.7) doe not hold we cannot guarantee that the firt equality in (2.9) hol, o that the uperolution i not valid in principle for large value of c.,

8 8 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS 3. Nonexitence of olution in ball We tackle in thi ection the quetion of nonexitence of olution to (.). We will ee in Section 4 that it uffice to how nonexitence of radial olution when Ω i a ball of R N and h i contant. Thu, under everal hypothee, we will how that the problem u N u = αu + g( u ) + c, < r < R (3.) r u () =, u(r) = doe not admit poitive olution for large value of c. Lemma 5. Aume g C (R) i increaing with g() = and α =. Then if g() <, there exit c > uch that problem (3.) doe not admit poitive olution when c c. Proof. Aume u i a olution to (3.). We firt claim that u (r) < for r (, R) and u (r) < in [, R). Oberve that u () = c/n <, o that u (r) < for r > cloe enough to zero. If we had u (r ) = for ome r (, R) with u < in (, r ), then u (r ) o that from the equation we obtain u (r ) = c <, which i impoible. Then u (r) < if < r < R. Aume now that for ome r (, R) we have u ( r ) =. Since u ( r ) in thi cae, we obtain by differentiating the equation u N u + N r r 2 u = g ( u )u o that u ( r ) <, a contradiction. Thu u (r) < for r (, R) a well. Next if we rewrite the equation a (r N u ) = r N (g( u ) + c) and integrate in (, r) we obtain, taking into account that g( u ) i increaing: r N u (r) = r N (g( u ()) + c) (g( u (r)) + c) o that plugging thi in (3.) we have r N = rn N (g( u (r)) + c), u N (g( u ) + c) in (, R). Integrating in (, R) we obtain dt g(t) + c > u (R) dt g(t) + c N R. Thi implie that c cannot be too large in order to have a poitive olution to (3.).

9 GENERAL CONVECTION TERM 9 Lemma 6. Aume g C (R) i increaing with g() = and α >. Then if (3.2) <, g() there exit c > uch that problem (3.) doe not admit poitive olution when c c. Proof. Let u be a poitive olution to (3.). We firt claim that u < c/α. Indeed, if we had u() = c/α then u c/α by uniquene, which i not poible. If u() > c/α then u () > and u initially increae. According to the boundary condition u(r) =, there hould be a point where u achieve it maximum, but thi i in contradiction with the equation. We conclude that u() < c/α and again by the equation u initially decreae and cannot reach a minimum, o u i alway decreaing. It i een much a in the previou cae that u < in [, R) alo. Thu arguing a in that proof we obtain (3.3) u N ( αu + g( u ) + c). Aume there exit a equence c n uch that a poitive olution u n to (3.) exit with c = c n (with no lo of generality we may aume that c n i increaing). Let v n = c n α u n. Then v n + N v n = αv n + g(v r n) v n() =, v n (R) = c n α, with v n >, v n >. We claim that v n () i bounded a n. Indeed, ince from (3.3) we have we can integrate to arrive at v n N (αv n + g(v n)) N (αv n() + g(v n)), N R v n (R) αv n () + g() < αv n () + g(). Therefore if v n () we arrive at a contradiction. Since olution are increaing in c (thank to uniquene), we can guarantee that v n () v for ome v >. It alo follow that v n z, the unique olution to z + N z = αz + g(z ) r z() = v, z () =, which i defined in a maximal interval [, T ). When T <, we have lim r T z(r) = or lim r T z (r) =. By comparion we alo have v n z in [, mint, R}). Let u ee that T < R. Indeed, if T R, we would have v n (R) = c nα z(r), and then T = R, z(r) = follow. Thi i impoible, ince

10 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS z N g(z ), and multiplication by z and another integration between R 2 and R ε for ome mall poitive ε yiel N (z(r ε) z(r 2 )) z (R ε) z (R/2) g() < z (R/2) g(). Letting ε we obtain a contradiction with (3.2). Thu T < R. Now chooe a mall ε >. Since v n z uniformly in [, T ε], we have v n(t ε) z (T ε) ε if n i large enough. Therefore (R T + ε) N v (R) v n(t ε) g() < z (T ε) ε g(). Letting ε, we arrive at T R, a contradiction which how that no olution to (3.) may exit if c i large enough. 4. Proof of the theorem Thi final ection will be dedicated to the proof of Theorem and 2. The idea of the proof of exitence come from [24], and it conit in truncating the function g in order to obtain a olution, and then etimating the gradient of thi olution in Ω. The eential point i to obtain a uitable uperolution. Since Ω verifie the uniform exterior phere condition, there exit R > uch that for every x Ω there exit y R N \Ω with B R (y ) Ω = x }. Chooe R 2 > R large enough o that Ω A := B R2 (y ) \ B R (y ) for every x Ω. Conider the radial problem (r N u ) = r N ( αu + g( u ) + c), R < r < R 2 (4.) u(r ) =, u(r 2 ), where c >. The firt important exitence reult i the following: Lemma 7. Aume g C (R) i increaing with g() = and h C (Ω) i nonnegative. If there exit a poitive uperolution ū to problem (4.), then for every λ (, c/ h ], problem (.) admit a poitive olution. With regard to nonexitence reult, the reference ituation i a radial problem in a ball. Oberve that, ince Ω verifie a uniform interior ball condition and h, h on Ω, we can find x Ω, y Ω and R > uch that B R (y ) Ω, B R (y ) Ω = x } and h h > in B R (y ). Conider the problem (r N u ) = r N ( αu + g( u ) + c), < r < R (4.2) u () =, u(r) =, where c >. Then: Lemma 8. Aume g C (R) i increaing with g() = and h C (Ω) i nonnegative with h h > in B R (y ). If problem (4.2) doe not admit a poitive olution for ome c >, then problem (.) doe not have olution for λ c/h. A we have quoted in the introduction, the method we follow for proving exitence (and indeed alo nonexitence) relie in obtaining good etimate for the gradient of the olution. Thi lat part i achieved by mean of a

11 GENERAL CONVECTION TERM kind of maximum principle for the gradient of olution to (.). The proof i inpired in the claical method of Berntein (ee for intance [29] or [24]). Lemma 9. Let u C 2 (Ω) C (Ω) be a olution to (.). Aume g C (R) i increaing with g() = and h C (Ω). Then there exit a contant C which depen on up Ω u, up Ω u, up Ω h and λ uch that u C in Ω. Proof. Let u be a olution to (.), and define w = u 2 +u 2. For implicity, let u denote g( ξ ) = g( ξ 2 ). By tandard regularity, it follow that u C 3 (Ω ρ ), where Ω ρ = x Ω : u 2 > ρ} for ome < ρ < u, and hence w C 2 (Ω ρ ) C(Ω ρ ). Then, it i not hard to check that in Ω ρ one ha w = 2 N D2 u 2 2 g ( u 2 ) u (w u 2 ) 2λ h u+2u u+(2+2α) u 2. On the other hand, ( N 2 ( u) 2 = ii u) N i= N ( ii u) 2 N D 2 u 2, and ince g i nondecreaing and u, o that 2 g ( u 2 ) u (u 2 ), we have w 2 N ( u)2 2 g ( u 2 ) u w 2λ h u + 2u u + (2 + 2α) u 2 in Ω ρ. An application of Cauchy-Schwarz inequality lea to w N ( u)2 2 g ( u 2 ) u w λ 2 h 2 Nu 2 + u 2 in Ω ρ. Fix M > up u 2 + 2N u 2 + λ 2 h, Ω and aume that the open et Ω = x Ω : w > M} i nonempty. It clearly follow that Ω Ω ρ ince i= u 2 u 2 > ρ in Ω. Hence Lw in Ω, where Lw := w 2g ( u ) u w, and the trong maximum principle implie w < up Ω w = M in Ω, a contradiction. Hence w M in Ω. Now we come to the proof of Lemma 7 and 8. Proof of Lemma 7. Fix for the moment x Ω and denote v(x) = ū( x y ). Take K > and let g K C (R) be a bounded increaing function verifying g K (t) = g(t) if t K. Let u conider the truncated problem u + αu = gk ( u ) + λh(x) in Ω (4.3) u = on Ω. When K > up ū, the function v i a uperolution to (4.3) and ince v = a ubolution, it follow that there exit a olution u to (4.3) (by uing the reult in [6] or [28]), which verifie u v.

12 2 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS By the maximum principle we have u > in Ω and u ν Moreover, ince v(x ) =, < on Ω. u ν (x ) v ν (x ) = ū (R ). Let u ee that the ame inequality hol for every x Ω. Indeed, if we take uch a x and A i the correponding annulu, then ince u + αu g K ( u ) + λ h in Ω, the function ū( x y ) i a uperolution to the problem (4.3), conidered in A. By comparion we obtain u(x) ū( x y ) in Ω. Thu u ν (x ) ū (R ). Hence ū (R ) u ν on Ω. We are in a poition to apply Lemma 9 to obtain a contant M >, which doe not depend on K, uch that u < M in Ω. Taking K > M, we have g K ( u ) = g( u ) in Ω and u i a olution to our original problem. Thi conclude the proof. Proof of Lemma 8. Aume problem (.) ha a poitive olution u for ome λ c/h. Then u i a uperolution to the problem v + αv = g( v ) + λh in B R (y ) v = on B R (y ). A imilar procedure a in Lemma 7 yiel the exitence of a olution to thi problem, which i unique, hence radial. Thi i in contradiction with the hypothei. It i important to remark that thi procedure work ince the uperolution vanihe at x B R (y ) Ω, which allow u to etimate v on B R (y ) in term of u(x ). Finally, we proceed to prove our main theorem. We notice that, once we have analyzed eparately the cae α = and α > in Section 2 and 3, the ret of the proof i exactly the ame in both cae. Proof of Theorem and 2. (i) By Lemma 3 and 4, there exit a uperolution to (4.) for every c >. The exitence of a poitive olution to (.) for every λ > follow thank to Lemma 7. (ii) Again by lemma 3, 4 and 7, there exit a olution for mall value of λ. On the other hand, uing Lemma 8 in conjunction with Lemma 5 and 6 we alo have that no olution to (.) exit for large value of λ. Hence, we can define Λ = upλ > : there exit a olution to (.)} and Λ i finite and poitive. By it very definition, there are no olution to (.) for λ > Λ. Now, chooe an arbitrary λ (, Λ). Then there exit µ (λ, Λ) uch that (.) with λ ubtituted by µ admit a poitive olution v. Since thi olution i a uperolution to (.), the exitence of a poitive olution follow a in Lemma 7.

13 GENERAL CONVECTION TERM 3 Acknowledgement. S. A. wa partially upported by USM Grant No. 22, J. G-M wa upported by Miniterio de Ciencia e Innovación and FEDER under grant MTM (Spain) and A. Q. wa partially upported by Fondecyt Grant No. 2 and CAPDE, Anillo ACT-25. All three author were partially upported by Programa Baal CMM, U. de Chile. Reference [] H. Abdel Hamid, M. F. Bidaut-Veron, Correlation between two quailinear elliptic problem with a ource term involving the function or it gradient, C. R. Acad. Sci. Pari Ser. I Math. 346 (28), [2] B. Abdellaoui, A. Dall Aglio, I. Peral, Some remark on elliptic problem with critical growth in the gradient, J. Diff. Equation 222, (26), [3] N. Alaa, M. Pierre, Weak olution of ome quailinear elliptic equation with data meaure, SIAM J. Math. Anal. 24 (993), [4] S. Alarcón, J. García-Melián, A. Quaa, Keller-Oerman type condition for ome elliptic problem with gradient term, to appear in J. Diff. Eqn. [5] A. Alvino, G. Trombetti, P.-L. Lion, Comparion reult for elliptic and parabolic equation via Schwarz ymmetrization, Ann. Int. H. Poincaré Anal. Non Linaire 7 (99), [6] H. Amann, M. G. Crandall, On ome exitence theorem for emi-linear elliptic equation, Indiana Univ. Math. J. 27 (978), [7] G. Barle, A hort proof of the C,α -regularity of vicoity ubolution for uperquadratic vicou Hamilton-Jacobi equation and application, Nonlinear Anal. 73 (2), [8] G. Barle, A. P. Blanc, C. Georgelin, M. Kobylanki, Remark on the maximum principle for nonlinear elliptic PDE with quadratic growth condition, Ann. Scuola Norm. Sup. Pia 28 (999), [9] G. Barle, F. Murat, Uniquene and the maximum principle for quailinear elliptic equation with quadratic growth condition, Arch. Rational. Mech Anal. 33 (995), 77. [] G. Barle, A. Porretta, Uniquene for unbounded olution to tationary vicou Hamilton-Jacobi equation, Ann. Sc. Norm. Super. Pia Cl. Sci. 5 (26), [] L. Boccardo, T. Gallouët, F. Murat, A unified preentation of two exitence reult for problem with natural growth, in Progre in partial differential equation: the Metz urvey, 2 (992), 27 37, Pitman Re. Note Math. Ser. 296, Longman Sci. Tech., Harlow, 993. [2] L. Boccardo, F. Murat, J. P. Puel, Reultat d exitence pour certain probleme elliptique quailineaire, Ann. Scuola Norm. Sup. Pia, (984), [3] L. Boccardo, F. Murat, J. P. Puel, L etimate for ome nonlinear elliptic partial differential equation and application to an exitence reult, SIAM J. Math. Anal. 23 (2) (992), [4] A. Dall Aglio, D. Giachetti, J. P. Puel, Nonlinear elliptic equation with natural growth in general domain, Ann. Mat. Pura Appl. 8 (22), [5] T. Del Vecchio, M.M. Porzio, Exitence reult for a cla of non-coercive Dirichlet problem, Ricerche Mat. 44 (995), [6] P. Felmer, A. Quaa, On the trong maximum principle for quailinear elliptic equation and ytem, Adv. Differential Equation 7 (22), no., [7] V. Ferone, F. Murat, Quailinear problem having quadratic growth in the gradient: an exitence reult when the ource term i mall, Equation aux derivee partielle et application, Gauthier-Villar, Ed. Sci. Med. Elevier, Pari (998), [8] V. Ferone, F. Murat, Nonlinear problem having quadratic growth in the gradient: an exitence reult when the ource term i mall, Non. Anal. TMA 42 (2),

14 4 S. ALARCÓN, J. GARCÍA-MELIÁN AND A. QUAAS [9] D. Gilbarg, N. S. Trudinger, Elliptic partial differential equation of econd order, Springer Verlag, 983. [2] N. Grenon, F. Murat, A. Porretta, Exitence and a priori etimate for elliptic problem with ubquadratic gradient dependent term, C. R. Math. Acad. Sci. Pari 342 (), (26), [2] K. Hanon, V. Mazja, I.E. Verbitky, Criteria of olvability for multidimenional Riccati equation, Ark. Mat. 37 (999), [22] L. Jeanjean, B. Sirakov, Multiple olution for an elliptic problem with quadratic growth in the gradient, preprint. [23] J. M. Lary, P. L. Lion, Nonlinear elliptic equation with ingular boundary condition and tochatic control with tate contraint. I. The model problem, Math. Ann. 283 (989), [24] P. L. Lion, Réolution de problème elliptique quailinéaire, Arch. Rat. Mech. Anal. 74 (98), [25] P. L. Lion, Quelque remarque ur le probleme elliptique quailineaire du econd ordre, J. Anal. Math. 45 (985), [26] A. Porretta, The ergodic limit for a vicou Hamilton-Jacobi equation with Dirichlet condition, Rend. Lincei (9) Mat. Appl. 2 (2), [27] P. Pucci, J. Serrin, H. Zou, A trong maximum principle and a compact upport principle for ingular elliptic equation, J. Math. Pure Appl. 78 (999), [28] J. Schoenenberger-Deuel, P. He, A criterion for the exitence of olution of non-linear elliptic boundary value problem, Proc. Roy. Soc. Edinburgh Sect. A 74 (974/75), (976). [29] J. Serrin, The problem of Dirichlet for quailinear elliptic differential equation with many independent variable, Philo. Tran. R. Soc. London A 264 (969), [3] B. Sirakov, Solvability of uniformly elliptic fully nonlinear PDE, Arch. Rat. Mech. Anal. 95 (2), S. Alarcón and A. Quaa Departamento de Matemática, Univeridad Técnica Federico Santa María Cailla V-, Avda. Epaña, 68 Valparaío, CHILE. addre: alomon.alarcon@um.cl, alexander.quaa@um.cl J. García-Melián Departamento de Análii Matemático, Univeridad de La Laguna. C/. Atrofíico Francico Sánchez /n, 3827 La Laguna, SPAIN and Intituto Univeritario de Etudio Avanzado (IUdEA) en Fíica Atómica, Molecular y Fotónica, Facultad de Fíica, Univeridad de La Laguna C/. Atrofíico Francico Sánchez /n, 3823 La Laguna, SPAIN addre: jjgarmel@ull.e