\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2018 (2018), No. 140, pp. 1--16.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu}
\thanks{\copyright 2018 Texas State University.}
\vspace{8mm}}

\begin{document}
\title[\hfilneg EJDE-2018/140\hfil Existence of minimizers ]
{Existence of minimizers of multi-constrained variational problems
for product functions}

\author[ H. Al Saud,  H. Hajaiej \hfil EJDE-2018/140\hfilneg]
{Huda Al Saud, Hichem Hajaiej}

\address{Huda Al Saud \newline
Department of mathematics,
College of Science, King Saud University,
 Riyadh, Saudi Arabia}
\email{halsaud@ksu.edu.sa}

\address{Hichem Hajaiej \newline
California State University Los Angeles,
5151 University Drive, Los Angeles, CA 90032, USA}
\email{hhajaie@calstatela.edu}

\dedicatory{Communicated by Goong Chen}

\thanks{Submitted February 23, 2018. Published July 8, 2018.}
\subjclass[2010]{74G65, 35J62, 35A15, 35B06, 58E05}
\keywords{Multi-constrained; variational; elliptic systems; non-compact}

\begin{abstract}
 We prove the existence of minimizers of a class of multi-constrained
 variational problems in which the non linearity involved is a product
 function not satisfying compactness, monotonicity, neither symmetry properties.
 Our result cannot be covered by previous studies that considered only a
 particular class of integrands. A key step is establishing the strict
 sub-additivity condition in the vectorial setting.
 This inequality is also interesting in itself.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\allowdisplaybreaks

\section{Introduction}

For $c_1,\dots,c_m > 0$, we consider the minimization problem
\begin{align}
\inf\{J(\vec{u}) : \vec{u} \in S_c\} =: I_{c_1,\dots,c_m}, \label{eM}\\
J(\vec{u}) = \frac{1}{2} \int |\nabla\vec{u}|^2 - \int
 F(x,\vec{u})\label{e1.1}
\end{align}
where $\vec{u} = (u_1,\dots,u_m), u_i \in H^1$ and $F$ is a
Carath\'eodory function and
\begin{equation}
\begin{gathered}
S_c = \{\vec{u} = (u_1,\dots,u_m) \in H^1 \times \dots\times H^1 :
 \int u^2_i = c^2_i, 1 \leq i \leq m\}, \label{e1.2}\\
c^2 = \sum^m_{i=1}c^2_i\,.
\end{gathered}
\end{equation}
 Under some additional regularity assumptions on $F$, solutions
 of \eqref{eM} satisfy the elliptic system
\begin{equation}
\begin{gathered}
 \Delta u_1 + \partial_1 F(x, u_1,\dots,u_m) + \lambda_1 u_1 = 0\\
 \dots\\
 \Delta u_m + \partial_m F(x, u_1,\dots,u_m) + \lambda_m u_m = 0\,,
 \end{gathered} \label{e1.3}
\end{equation}
where $\lambda_i$ are Lagrange multipliers.

 When $\partial_i F(x,u_1,\dots,u_m) = \partial_i F(x,|u_1|,\dots,|u_m|)$,
the solutions of \eqref{eM} can also be viewed as
 standing waves of the non-linear Schr\"odinger system
\begin{gather*}
 i\partial_t \Phi_1(t,x) + \partial_1 F(x, |\Phi_1|,..+|\Phi_m|) +
 \Delta_{xx}\Phi_1 = 0\\
 \dots\\
 i\partial_t \Phi_m(t,x) + \partial_mF(x,|\Phi_1|,\dots,+|\Phi_m|) +
 \Delta_{xx} \Phi_m = 0\,,\\
 \Phi_i(0,x) = \Phi^0_i(x) \quad 1 \leq i \leq m\,.
 \end{gather*}
To the best of our knowledge, there are no pubications about \eqref{eM}
 when $m \geq 2$ and the non-linearity $F$ does not satisfy the
 standard convexity, compactness, symmetry or monotonicity
 properties. This happens despite the importance of such problem in many domains
 such as mechanics, engineering and especially non-linear
 optics, see \cite{H} and references therein.
Only very particular cases have been addressed.

The purpose of this paper is to establish the existence of
minimizers of \eqref{eM} under following assumptions.

Suppose that the function $F : \mathbb{R}^N \times \mathbb{R}^m \to \mathbb{R}$
is such that $F \in D( \mathbb{R}^N \times \mathbb{R}^m)$:
\begin{itemize}
\item[(F0)] for all $x \in \mathbb{R}^N$, 
$\vec{s} \in \mathbb{R}^m$, there exist
$A,B > 0$ such that $0 \leq F(x, \vec{s}) \leq A(|\vec{s}|^2 + |\vec{s}|^{\ell+2})$,
 and for all $1 \leq i \leq m$, $\partial_i F(x,\vec{s}) \leq B(|\vec{s}| +
 |\vec{s}|^{\ell+1})$ where $0 < \ell < \frac{4}{N}$.

\item[(F1)] There exist $\Delta > 0$, $S > 0$, $R > 0$,
$\alpha_1,\dots,\alpha_m > 0$, and $t \in [0,2)$ such that
$F(x, \vec{s}) > \Delta |x|^{-t}
 |s_1|^{\alpha_1}\dots|s_m|^{\alpha_m}$ for all
$|x|\geq R$ and $|\vec{s}| < S$ where $N + 2 > \frac{N}{2} \alpha + t$;
and $\alpha = \sum^m_{i=1}\alpha_i$.

\item[(F2)] $F(x, \theta_1s_1,\theta_{m}s_m)\geq \theta^2_{\rm max} F(x,s_1,\dots,s_m)$
 for all $x \in \mathbb{R}^N$, $s_i \in \mathbb{R}, \theta_i \geq 1$, where
$\theta_{\rm max} = \max_{1 \leq i \leq
 m}\theta_i$.
\end{itemize}

Also we assume that there exists function $F^\infty (x,\vec{s})$
 periodic in $x$; i.e. there exists $z \in \mathbb{Z}^N$ for which
 $F^\infty(x+z, \vec{s}) = F^\infty(x,\vec{s}), \forall x \in
 \mathbb{R}^N, \vec{s} \in \mathbb{R}^m$
 satisfying (F1) and the following properties:

\begin{itemize}
\item[(F3)]
There exists $0 < \alpha < 4/N$ such that
\[
\lim_{|x|\to \infty} \frac{F(x,\vec{s})-F^\infty(x,\vec{s})}
{|\vec{s}|^2+|\vec{s}|^{\alpha+2}} =0
\]
uniformly for any $\vec{s}$.

\item[(F4)] There exist $A', B' > 0$ and $0 < \beta < \ell < 4/N$ such that
$0 \leq F^\infty(x,\vec{s}) \leq A'(|\vec{s}|^{\beta+2} + |\vec{s}|^{\ell+2})$
 and for $1 \leq i \leq m$,
\[
\partial_i F^\infty(x,\vec{s}) \leq
B'(|\vec{s}|^{\beta+1}+|\vec{s}|^{\ell+1}) \quad
 \forall x \in \mathbb{R}^N, \vec{s} \in \mathbb{R}^m.
\]

\item[(F5)] There exists $\sigma \in [0, 4/N)$ such that
 $$
F^\infty(x, \theta_1s_1,\dots,\theta_ms_m)
 \geq \theta^{\sigma+2}_{\rm max}
 F^\infty (x, s_1,\dots,s_m)$$
 for any $\theta_i \geq 1, x \in \mathbb{R}^N , \vec{s} \in
 \mathbb{R}^m$,
 where $\theta_{\rm max} = {\max_{ 1 \leq i \leq m}}\theta_i$.

\item[(F6)] $F^\infty(x,\vec{s}) \leq F(x,\vec{s})$ for any $x \in
 \mathbb{R}^N$ and $ s \in \mathbb{R}^m$, with strict inequality in
 a measurable set having a positive Lebesgue measure.
\end{itemize}

\begin{theorem} \label{thm1.1}
 Under Assumptions {\rm (F0)--(F6)}
there exists $\vec{u}_c \in S_c$ such that
 $J(\vec{u}_c) = I_{c_1,\dots,c_m}$.
\end{theorem}


When $n=2$, as an example of functions satisfying (F0)--(F6), we have
 $$
 F(r,s)=q(r)\sum_{i\neq j}^m a_{ij}|s_i|^{n_i}|s_j|^{n_j}
 $$
 where $a_{ij}>0$, $0<n_i+n_j<\frac{4}{N}$ and $q\in L_+^\infty(0,\infty)$.
This class of functions arises in nonlinear optics;
see or example \cite{H1,H2,BS}.

The following is our intermediate result, which is interesting in itself.

\begin{theorem} \label{thm1.2}
 If {\rm (F1)} holds for a function $F^\infty$, and {\rm (F4)} and
{\rm (F5)} are satisfied, then there exists $\vec{u} \in S_c$ such
 that $J^\infty(\vec{u}_c) = I^\infty_{c_1,\dots,c_m}$, where
\begin{equation}\label{eMi}
\begin{gathered}
J^\infty(\vec{u}) = \frac{1}{2} \int|\nabla \vec{u}|^2
 - \int F^\infty(x,\vec{u}), \\
I^\infty_{c_1,\dots,c_m} = \inf \{J^\infty(\vec{u}) : \vec{u} \in S_c\}
\end{gathered}
\end{equation}
\end{theorem}

 Our proofs of Theorems \ref{thm1.1} and \ref{thm1.2} are based
on the concentration-compactness principle \cite{PL1, PL2}.
In the one-constrained setting
\begin{equation}\label{em}
m_c = \inf\{j(u) : \int u^2 = c^2\},
\end{equation}
where $j(u) = {\frac{1}{2}\int|\nabla u|^2 - \int} f(x,
 u(x))$,
the principle states that if $(u_n)$ is a minimizing sequence of problem
\eqref{em}, then only one of the three following phenomena can occur.
\begin{enumerate}
 \item Vanishing: ${\lim_{n\to \infty}
 \sup_{y \in \mathbb{R}^N} \int_{B(y,R)}}u^2_n(x)dx = 0$.

\item Dichotomy: There exists $a \in (0,c)$ such that for all
$\varepsilon > 0$, there exists $n_0 \in \mathbb{\mathbb{N}}$
 and two bounded sequences in $H^1$, $\{u_{n,1}\}$ and $\{u_{n,2}\}$
 (all depending on $\varepsilon)$ such that for every $n \geq n_0$.
 $$
|\int u^2_{n,1} -a^2| < \varepsilon, \quad
|\int u^2_{n,2} - (c^2-a^2)|< \varepsilon
$$
 with $\lim_{n\to \infty}\operatorname{dist}\operatorname{supp}
(u_{n,1}, u_{n,2}) = \infty$.

\item Compactness: There exists a sequence $\{y_n\} \subset
 \mathbb{R}^N$ such that, for all $\varepsilon > 0$, there exists
 $R(\varepsilon)$ such that
 $$
\int_{B(y_n,R(\varepsilon))} u^2_n(x)dx \geq c^2 -
 \varepsilon\quad \forall n \in \mathbb{N}.
$$
 \end{enumerate}

 The seminal work by Lions states a general line of attack to
exclude the two first alternatives. When one knows that compactness
in the only possible case, \eqref{em} becomes much easier to handle.

Now, to rule out vanishing the main ingredient is to get a strict
sign of the value of $m_c$ (let us say $m_c < 0$ without loss of
generality). This can be obtained by dilatations arguments or test
function techniques .

The most difficult point is to prove that dichotomy cannot occur. To
achieve this objective, Lions suggested a heuristical approach based
on the strict subadditivity inequality
\begin{equation}
m_c < m_a + m^\infty_{c-a}\quad \forall a \in (0,c), \label{e1.4}
\end{equation}
where $m^\infty_c = \inf\{j^\infty(u) : u \in s_c\}$ and
$j^\infty(u) = {\frac{1}{2}\int|\nabla u|^2 - \int
f^\infty(x,u(x))}$ and $f^\infty$ is defined as in (F3).

 On the other hand, we should establish suitable assumptions on $f$
 for which $j(u_n) \geq j(u_{n,1}) + j^\infty(u_{n,2}) - g(\delta)$ where
 $g(\delta) \to 0$ as $\delta \to 0$.
 The latter requires a deep study of the functionals $j$ and
 $j^\infty$. The continuity of $m_c$ and $m^\infty_c$ also play a
 crucial role to show that dichotomy cannot occur.
When one knows that compactness is the only plausible alternative,
 the strict inequality
\begin{equation}
m_c < m^\infty_c\label{e1.5}
\end{equation}
is very helpful for proving that \eqref{em} admits a solution.

Equations \eqref{e1.4} and \eqref{e1.5} seem to be inescapable to rule out
dichotomy in Lions method. In the most interesting cases $(m^\infty_c \neq 0)$,
 in order to get \eqref{e1.5}, we need first to apply the
 concentration-compactness method to the problem at infinity. This
 problem is less complicated than the original one since it has
 translation invariance properties.

The key tool to prove that $m^\infty_c$ is achieved
\begin{equation}
\exists u_\infty \in s_c\quad \text{such that}
 \quad j^\infty(u_\infty) = m^\infty_c \label{e1.6}
\end{equation}
is to strict the subadditivity inequality:
\begin{equation}
m^\infty_c < m^\infty_a + m^\infty_{c-a}\,. \label{e1.7}
\end{equation}
On the other hand, it is quite easy to establish assumptions on
 $f$ such that
\begin{equation}
j(u) < j^\infty(u)\quad \forall u \in H^1\label{e1.8}
\end{equation}
and therefore $m_c \leq m^\infty_c$.
 Combining \eqref{e1.6} and \eqref{e1.8} leads to \eqref{e1.5}.
 Hence to obtain \eqref{e1.4}, it suffices to prove that
\begin{equation}
m_c \leq m_a + m_{c-a}\label{e1.9}
\end{equation}
This inequality can be derived immediately from the following property,
$$
f(x, \theta s) \geq \theta^2f(x,s)\quad \forall s \in \mathbb{R}_+,
 x \in \mathbb{R}^N \text{ and } \theta > 1.
$$
To study the multi-constrained variational problem \eqref{eM}, we will
follow the same line of attack described in details above. Let us mention
 that to our knowledge, there are no previous results dealing with
 \eqref{eM} when $m \geq 2$ and the non-linearity $F$ is a product
function not satisfying the classical convexity, compactness,
monotonicity properties.
 Quite recently, in \cite{H,H1,H2}, the second author was able to generalize and
 extend previous results addressed to \eqref{eM} when $F$ is radial and
 supermodular (i.e $\partial_i\partial_j F \geq 0$ $\forall 1 \leq i \neq j \leq
 m$ when $F$ is smooth).\\
 In the vectorial context, the equivalent of \eqref{e1.4} is
\begin{equation}
I_{c_1,\dots,c_m} < I_{a_1,\dots,a_m} + I_{c_1-a_1,\dots,c_m-a_m}^\infty\quad
 \forall 0 < a_i < c_i\; \forall 1 \leq i \leq m\,. \label{e1.10}
\end{equation}
 We will first prove that $I_{c_1,\dots,c_m} < 0$ in lemma \ref{lem3.2}.
This property together with (F2) permit us to have
\begin{equation}
I_{c_1,\dots,c_m} \leq I_{a_1,\dots,a_m} + I_{c_1-a_1,\dots,c_m-a_m}\quad
 \forall 0 <a_i < c_i,\; \forall 1 \leq i \leq m\,.
 \label{e1.11}
\end{equation}
 It turns out that \eqref{e1.11} is a subtle combinatorial inequality
 (part (a) of Lemma \ref{lem3.3}).

Following the same approach detailed for the scalar case, we will
then study \eqref{eMi} and prove that this variational problem
 has a minimum:
 There exists $\vec{u}^\infty_c \in S_c$ such that
\begin{equation}
J^\infty(\vec{u}^\infty_c) = I^\infty_{c_1,\dots,c_m}
 \label{e1.12}
\end{equation}
This equality is obtained thanks to the subadditivity condition
\begin{equation}
I^\infty_{c_1,\dots,c_m} < I^\infty_{a_1,\dots,a_m} \; +
 I^\infty_{c_1-a_1\dots,c_m-a_m}\quad
 \forall 0 < a_i < c_i, \; \forall 1
 \leq i \leq m\,,\label{e1.13}
\end{equation}
which is proved in part (b) of Lemma \ref{lem3.3}.

On the other hand, (F6) tells us that
\begin{equation}
J(\vec{u}) < J^\infty(\vec{u}) \quad
\forall \vec{u} \in \vec{H}^1\,.\label{e1.14}
\end{equation}
From \eqref{e1.12} and \eqref{e1.14} it follows that
\begin{equation}
I_{c_1,\dots,c_m} < I^\infty_{c_1,\dots,c_m}\,.\label{e1.15}
\end{equation}
Inequalities \eqref{e1.11} and \eqref{e1.15} lead to \eqref{e1.10}.
Then using the properties of the splitting sequences $\vec{v}_n$
 and $\vec{w}_n$ (see appendix) and those of the functionals $J$ and
 $J^\infty$ (Lemma \ref{lem3.1}) we prove that any minimizing sequence of
 \eqref{eM} is such that
 $$
J(\vec{u}_n) \geq J(\vec{v}_n) + J^\infty(\vec{w}_n) -
 \delta\quad \delta \to 0
$$
 or
 $$
J(\vec{u}_n) \geq J^\infty(\vec{v}_n) + J(\vec{w}_n) - \delta
$$
and we find a contradiction with \eqref{e1.10}. Therefore compactness
 occurs and we can conclude that Theorem \ref{thm1.1} holds using
 \eqref{e1.15}.

 For the convenience of the reader, we summarize our approach
 (inspired by Lions principle) into the following steps:
\begin{itemize}
 \item[(1)]  Obtain useful properties about the functionals $J$ and
 $J^\infty$ (Lemma \ref{lem3.1});

 \item[(2)] Prove that $I_{c_1,\dots,c_m} < 0$ and $I^{\infty}_{c_1,\dots,c_m} <
 0$ (Lemma \ref{lem3.2});

 \item[(3)] $I_{c_1,\dots,c_m} \leq I_{a_1,\dots,a_m} +
 I_{c_1-a_1,\dots,c_m-a_m}$ (Lemma \ref{lem3.3});

 \item[(4)] Prove that \eqref{eMi} is achieved thanks to the
 strict inequality
 $$
I^\infty_{c_1,\dots,c_m} < I^\infty_{a_1,\dots,a_m} 
+ I^\infty_{c_1-a_1,\dots,c_m-a_m}
$$

 \item[(5)] $I_{c_1,\dots,c_m} < I^\infty_{c_1,\dots,c_m}$ (Lemma  \ref{lem3.4})

 \item[(6)] $I_{c_1,\dots,c_m} < I_{a_1,\dots,a_m} +
 I^\infty_{c_1-a_1,\dots,c_m-a_m}$ follows from step (3) and step (5);

 \item[(7)] Only compactness can occur. In fact step (2) permits us
 to rule out vanishing. step 1 and step (6) will be crucial to
 eliminate dichotomy.
\end{itemize}

 \section{Notation} 

Let $N,m$ be two integers $\geq 1$.
\begin{itemize}
\item $\vec{s} = (s_1,\dots,s_m)$ ; where $s_i \in
 \mathbb{R}$ ; $|\vec{s}|$ denotes its modulus.

\item  For $\vec{u} = (u_1,\dots,u_m) \in L^p \times \dots\times L^p =
 \vec{L}^p$, let $2 \leq p \leq 2^\ast$, where $2^\ast$ is the
 critical Sobolev component, and   $|\vec{u}|_{\vec{L}_p} = {\sum_{i=1}^m}|u_i|_p$.

\item  For $\vec{u} \in H^1 \times H^1 = \vec{H}^1$,  let
 $|\vec{u}|_{\vec{H}^1} =  {\sum^m_{i=1}|u_i|_{H^1}}$.

\item  In integrals where no domain is specified, it
 is  understood that it extends over $\mathbb{R}^N$.

\item We will make frequent use of the inequality
$$
\int\big||\vec{u}|\big|^p \leq c_p \sum^m_{i=1}|u_i|_p
$$

\item  Sometimes we keep the same constants in different inequalities, even if they
change value form line to line.

\item   In the following, we fix $c_1,\dots,c_m > 0$, 
$c^2 ={\sum^m_{i=1}}c^2_i$.

\end{itemize}

\section{Proof of our main result}


\begin{lemma} \label{lem3.1}
If $F$ satisfies {\rm (F0)}, then
\begin{itemize}
\item[(i)]
\begin{itemize}
\item[(a)] $J \in C^1(\vec{H}^1,\mathbb{R})$ and there exists a
constant $E > 0$ such that
$$
|J'(\vec{u})|_{\vec{H}^{-1}}
 \leq E \Big(|\vec{u}|_{\vec{H}^1} + |\vec{u}|^{1+
\frac{4}{N}}_{\vec{H}^1}\Big)
$$ 
for any $\vec{u} \in \vec{H}^1$.

\item[(b)] $J^\infty \in C^1(\vec{H}^1, \mathbb{R})$ and there exists
a constant $E_\infty > 0$ such that
$$
|J^{\infty'}(\vec{u})|_{\vec{H}^{-1}} 
\leq E_\infty\Big(|\vec{u}|_{\vec{H}^1}
+|\vec{u}|_{\vec{H}^1}^{1+ \frac{4}{N}}\Big)\quad \text{for any }
\vec{u} \in \vec{H}^1.
$$
\end{itemize}

\item[(ii)] There exist constants $A_i, B_i > 0$ such that for any
 $\vec{u} \in S_c$, we have
\begin{gather*}
J(\vec{u}) \geq A_1|\nabla \vec{u}|^2_2 - A_2
 c^2 - A_3 c^{(1-\sigma)(\ell+2)q}, \\
J^\infty(\vec{u}) \geq B_1|\nabla \vec{u}|^2_2
- B_2 c^{(1-\sigma_1)(\beta+2)q_1} - B_3c^{(1-\sigma)(\ell+2)q},
\end{gather*}
where $\sigma,\sigma_1$ and $q,q_1$ are defined in the proof below.

\item[(iii)] 
\begin{itemize}
\item[(a)] $I_{c_1,\dots,c_m} > - \infty$ and any minimzing sequence of
\eqref{eM} is bounded in $\vec{H}^1$;
\item[(b)] $I^\infty_{c_1,\dots,c_m} > - \infty$ and any minimizing
sequence of \eqref{eMi} is bounded in $\vec{H}^1$.
\end{itemize}

\item[(iv)] 
\begin{itemize}
\item[(a)] $(c_1,\dots,c_m) \to I_{c_1,\dots,c_m}$ and
\item[(b)] $(c_1,\dots,c_m) \to I^\infty_{c_1,\dots,c_m}$ are
continuous on $(0, \infty)^m$.
\end{itemize}
\end{itemize}
\end{lemma}

\begin{proof}
(i) (a) Let $\varphi : \mathbb{R}^m \to \mathbb{R}$ be the
function defined by  
\begin{gather*}
\varphi(\vec{s}) = 1 \text{ if } |\vec{s}| \leq 1\\
\varphi(\vec{s}) = -|\vec{s}| + 2 \text{ if } 1 \leq |\vec{s}|
\leq 2\\
\varphi(\vec{s}) = 0 \text{ if } |\vec{s}| \geq 2
\end{gather*}
Let $1 \leq i \leq m$.
\begin{gather}
\partial^1_i F(x,\vec{s}) = \varphi(\vec{s}) \partial_i F(x,\vec{s}),\quad
|\partial^1_iF(x,\vec{s})| \leq B(1+2^{\ell+1})|\vec{s}|,
\label{e3.1}\\
\partial^2_i F(x,\vec{s}) = (1-\varphi(\vec{s}))\partial_i F(x,\vec{s}), \quad
 |\partial^2_i F(x,\vec{s})|\leq 2B |\vec{s}|^{1 +\frac{4}{N}}.
\label{e3.2}
\end{gather}
 Let
$$
p = \begin{cases}
\frac{2N}{N+2} &\text{for } N \geq 3\\
\frac{4}{3} &\text{for } N \leq 2
\end{cases}\quad \text{and } q = (1 + \frac{4}{N})p\,.
$$
Note that \eqref{e3.1} and \eqref{e3.2} imply $\partial^1_i F(x,\cdot) \in
C(\vec{L}^2,L^2)$ and $\partial^2_i F(x,\cdot) \in C(\vec{L}^q,L^p)$ and
there exists a constant $K > 0$ such that
\begin{gather*}
|\partial^1_i F(x,\vec{u})|_2 \leq K(|\vec{u}|_2), \quad \forall\vec{u} \in \vec{L}^2,\\
|\partial^2_i F(x,\vec{u})|_p \leq K(|\vec{u}|_q^{1+ \frac{4}{N}}) ;\quad
\forall \vec{u} \in \vec{L}^q.
\end{gather*}
Noticing that $\vec{H}^1$ is
continuously embedded in $\vec{L}^q$ since $q \in [2,\frac{2N}{N-2}]$ for 
$N \geq 3$ and $q \in [2,\infty)$ for $N \leq 2$, and $\vec{L}^p$ 
is continuously embedded in $\vec{H}^{-1}$ since
$p' \in [2, \frac{2N}{N-2}]$ for $N \geq 3$ and $p' \in [2,\infty)$
for $N \leq 2$. We can assert that 
$\partial_iF(x,\cdot)+\partial^2_iF(x,\cdot) \in C(\vec{H}^1,\vec{H}^{-1})$ 
and there exists a constant $C > 0$ such that
\begin{equation}
|\partial_i F(x,\vec{u})|_{\vec{H}^{-1}} \leq C\{|\vec{u}|_{\vec{H}^1}
 + |\vec{u}|^{1+ \frac{4}{N}}_{\vec{H}^1}\}
\label{e3.3}
\end{equation}
for all $\vec{u} \in \vec{H}^1$.
On the other hand
$$
\int F(x,\vec{u}) \leq A(|\vec{u}|^2_2 + |\vec{u}|^{\ell+2}_{\ell+2}) \leq
C(|\vec{u}|^2_{\vec{H}^1} + |\vec{u}|^{\ell+2}_{\vec{H}^1})
$$
which implies that $J \in C^1(\vec{H}^1,\mathbb{R})$ by standard arguments
of differential calculus. Thus
\begin{gather*}
J'(\vec{u}) \vec{v} = \int  \sum^m_{i=1} \nabla u_i\;
 \nabla v_i - \partial_i F(x,\vec{u})v_i\quad \forall \vec{u},
 \vec{v} \in \vec{H}^1,\\
|J'(\vec{u})|_{\vec{H}^{-1}} \leq C\{|\vec{u}|_{\vec{H}^1} + |\vec{u}|^{1 +
 \frac{4}{N}}_{\vec{H}^1}\} \forall \vec{u} \in \vec{H}^1.
 \end{gather*}
(i) (b)
 It is easy to deduce the estimates \eqref{e3.1} and \eqref{e3.2} for
 $\partial_i F^\infty$ and (i) (b) follows using the same approach.

(ii) Let $\vec{u} \in S_c ; \vec{u} = (u_1,\dots,u_m)$.
Using (F0), we have ${\int}F(x,\vec{u}) \leq A c^2 +
A{\sum^m_{i=1}\int |u_i(x)|^{\ell+2}}$. For $1 \leq i \leq m$, 
the Gagliardo-Nirenberg inequality tells us that
\begin{equation}
|u_i|^{\ell+2}_{\ell+2} \leq A" |u_i|_2^{(1-\sigma)(\ell+2)}
|\nabla u_i|^{\sigma(\ell+2)}_2 \label{e3.4}
\end{equation}
where $\sigma ={\frac{N}{2} \frac{\ell}{\ell+2}}$.

Now let $\varepsilon > 0$, $p = \frac{4}{N\ell}$, $q$ is such that
${\frac{1}{p} + \frac{1}{q}} = 1$.
Applying Young's inequality, we obtain
$$
|u_i|^{\ell+2}_{\ell+2} \leq \big\{ \frac{A"}{\varepsilon}
|u_i|_2^{(1-\sigma)(\ell+2)}\big\}^q\frac{1}{q} +
\frac{N\ell}{4}\{\varepsilon^{\frac{4}{N\ell}}|\nabla u_i|^2_2\}.
$$
Consequently,
\begin{equation}
J(\vec{u}) \geq \big\{\frac{1}{2} -\frac{AN\ell}{4}
\varepsilon^{\frac{4}{N\ell}} \big\} |\nabla \vec{u}|^2_2 - A^2
c^2- \frac{AA"^q}{q\varepsilon^q} m
c^{(1-\sigma)(\ell+2)q}\label{e3.5}
\end{equation}
Taking $\varepsilon$ such that ${\frac{1}{2} -
\frac{AN\ell}{4}}\varepsilon^{\frac{4}{N\ell}} \geq 0$, we prove
that $J$ is bounded from below in $\vec{H}^1$. To show that all
minimizing sequence of \eqref{eM} is bounded in $\vec{H}^1$, it suffices
to take the latter inequality with a strict sign.
\smallskip

\noindent\textbf{remark} 
(1) If we allow $\ell = 4/N$ in (F0), the minimization problem \eqref{eM}
 makes sense for
sufficiently small values of $c$ since in \eqref{e3.4}, we then have
$\sigma = \frac{2}{\ell+2}$ and $(1-\sigma)(\ell+2) = \frac{4}{N}$.
Therefore,
\begin{gather*}
|u_i|^{\ell+2}_{\ell+2} \leq A" c^{(1-\sigma)(\ell+2)}|\nabla u_i|^2_2
\leq A" c^{4/N} |\nabla u_i|^2_2, \\
J(\vec{u}) \geq \left\{ \frac{1}{2} - AA" c^{4/N}\right\} |\nabla
\vec{u}|^2_2 - Ac^2
\end{gather*}
Thus if $c < (\frac{1}{2AA''})^{N/4}$, the minimization problem \eqref{eM}
is still well-posed.

(2) If $\ell > 4/N$, we can prove that $I_{c_1,\dots,c_m} = -\infty$. 
\smallskip


(b) (ii) Under slight
modifications in the proof of (ii) (a) we can easily obtain
\[
J^\infty (\vec{u}) \geq \Big\{\frac{1}{2} - A^{(3)}
\varepsilon^{\frac{4}{N\ell}}\Big\} |\nabla \vec{u}|^2_2 -
\frac{A^{(4)}m}{q_1\varepsilon^{q_1}} c^{(1-\sigma_1)(\beta+2)q_1}
- \frac{A^{(5)}mc^{(1-\sigma)(\ell+2)q}}{q\varepsilon^q}\,,
\]
where $\sigma_1= {\frac{N}{2} \frac{\beta}{\beta+2}}$,
$\sigma_1 = {\frac{N}{2} \frac{\ell}{\ell +2}}$, and
$q_1$ is also defined as in
the previous proof.

Statement (iii) is a direct consequence of (ii).

(iv) Consider $c = (c_1,\dots,c_m)$, $c_i > 0$ and a sequence
$(c^n_1,\dots,c^n_m)$ such that $c^n_i \to c_i$ for 
$1\leq i \leq m$. For any $n$, there exist 
$u_{n,i} \in S_{c^n_i}$, $\int u^2_{n,i} = (c^n_i)^2$ and
$$
I_{c^n_1,\dots,c^n_m} \leq J(u_{n,1},\dots,u_{n,m})
 \leq I_{c^n_1,\dots,c^m_n} + \frac{1}{n}.
$$
Now by (ii) (a), we can easily see that there exists a constant 
$K >0$ such that $|\vec{u}_n|_{\vec{H}^1} \leq K$ for all $n \in\mathbb{N}$.

Let $w_{n,i} = \frac{c_i}{c^n_i} u_{n,i}$, 
$\vec{w}_n =(w_{n,1},\dots,w_{n,m})$, then 
$\vec{w}_n \in S_c$ and
\[
|\vec{u}_n - \vec{w}_n|_{\vec{H}^1} 
= \sum^m_{i=1} |u_{n,i} - w_{n,i}|_{H^1}
\leq \sum^m_{i=1} |\frac{c_i}{c^n_i} u_{n,i} - u_{n,i}|_{H^1}
\leq \sum^m_{i=1}|\frac{c_i}{c^n_i} -1||u_{n,i}|_{H^1}
\]
In particular, there exists $n_1$ such that
$$
|\vec{u}_n - \vec{w}_n|_{\vec{H}^1} \leq K +1\quad \text{ for } n \geq n_1.
$$
Now it follows from i) a) that 
\begin{equation}
|J'(\vec{u})|_{\vec{H}^{-1}}
\leq L(K)\quad \text{ for } |\vec{u}|_{\vec{H}^1}
\leq 2K+1.\label{e3.6}
\end{equation}
Therefore, for any $n \geq n_1$,
\begin{align*}
|J(\vec{w}_n)-J(\vec{u}_n)|
&= |\int^1_0 \frac{d}{dt} J(t\vec{w}_n +(1-t)\vec{u}_n)dt|\\
&\leq \sup_{|\vec{u}|_{\vec{H}^1} \leq 2K+1}
|J'(\vec{u})|_{\vec{H}^{-1}}|\vec{u}_n - \vec{w}_n|_{\vec{H}^1}\\
&\leq L(K) K \sum^m_{i=1} |1 - \frac{c_i}{c^n_i}|
\end{align*}
Finally, we have
$$
I_{c^n_1,\dots,c^n_m} \geq J(\vec{u}_n) - \frac{1}{n} \geq J(\vec{w}_n) +KL(K)
 \sum^m_{i=1} |1-\frac{c_i}{c^n_i}| - \frac{1}{n}
$$
 Thus $\liminf I_{c^n_1,\dots,c^n_m} \geq I_{c_1,\dotsc_m}$.

 On the other hand, there exists a sequence $\vec{u}_n \in S_c$ such
 that $J(\vec{u}_n) \to I_{c_1,\dots,c_m}$ and by i) a) there
 exists $K > 0$ such that $|\vec{u}_n|_{\vec{H}^1} \leq  K$.
 Now set $w_{n,i} = {\frac{c^i_n}{c_i}}u_{n,i}$
 $(c^i_n$ is such that $c^i_n\to c_i$ as $n \to  \infty)$.
 As done above, we certainly have 
\begin{gather*}
\vec{w}_n =  (w_{n,1,\dots,}w_{n,m})  \in S_{c_n},\quad c_n = (c^1_n,\dots,c^m_n),\\
|\vec{u}_n - \vec{w}_n|_{\vec{H}^1}
 \leq \sum^m_{i=1} K|1 - \frac{c^i_n}{c_i}| |u_{n,i}|_{H^1}.
\end{gather*}
As done previously, we obtain
 $$
|J(\vec{w}_n) -J(\vec{u}_n)| \leq K L(K) \sum^m_{i=1}|1 - \frac{c^i_n}{c_i}|,
$$
 which implies 
$$
I_{c^1_n,\dots,c^m_n} \leq J(\vec{w}_n) \leq J(\vec{u}_n)+L(K)K \sum^m_{i=1}
 |1 - \frac{c^i_n}{c_i}|.
$$
 Thus $\limsup I_{c^1_n,\dots,c_n^m} \leq I_{c_1,\dots,c_m}$ and we
have the conclusion.

Statement (iv) b) follows in a similar manner.
\end{proof}


\begin{lemma} \label{lem3.2} 
If $F$ satisfies {\rm (F0)} and {\rm (F1)},  then
 $$
I_{c_1,\dots,c_m} < 0\quad \text{for any} c_i > 0;\; 1 \leq i \leq m.
$$
\end{lemma}

\begin{proof}
Let $\varphi$ be a radial and radially decreasing
 function such that $|\varphi|_2 = 1$. Set $\varphi_i = c_i  \varphi$.
Let $0 <\lambda \ll1$ and 
\[
\vec{\Phi}_\lambda(x) = \lambda^{N/2}  \vec{\Phi}(\lambda x) =
 \lambda^{N/2} (\varphi_1(\lambda x)),\dots,\varphi_m(\lambda x))
\]
Then
 \begin{align*}
 J(\vec{\Phi}_\lambda) 
&= \lambda^2 |\nabla \vec{\Phi}|^2_2 - \int
 F(x, \lambda^{N/2} \varphi_1(\lambda x),\dots,\lambda^{N/2}
 \varphi_m(\lambda x))dx\\
&\leq \lambda^2 |\nabla \vec{\Phi}|^2_2 - \int_{|x|\geq R} F(x, \lambda^{N/2} \varphi_1(\lambda x),\dots,\lambda^{N/2}
 \varphi_m(\lambda x))dx \\
&\leq \lambda^2 |\nabla\vec{\Phi}|^2_2 - \lambda^{\frac{N}{2}\alpha}
 \Delta \int_{|x|\geq R}|x|^{-t} \varphi_1^{\alpha_1}(\lambda
 x)\dots\varphi_m^{\alpha_m}(\lambda x)dx
\end{align*}
By the change of variable $y = \lambda x$, it follows
that 
$$
J(\vec{\Phi}_\lambda) \leq \lambda^2 |\nabla \vec{\Phi}|^2_2
 - \lambda^{\frac{N}{2}\alpha} \lambda^{-N}\Delta
 \lambda^{t}\int_{|y|
 \geq \lambda R}
 |y|^{-t}\varphi_1^{\alpha_1}(y),\dots, \varphi_m^{\alpha_m}(y)dy
$$
Since $0 < \lambda \ll 1$, we obtain
 \begin{align*}
 J(\vec{\Phi}_\lambda) 
&\leq \lambda^2 |\nabla \vec{\Phi}|^2_2 -
 \lambda^{\frac{N}{2}\alpha -N+t} \int_{|y| \geq R} |y|^{-t}
 \varphi_1^{\alpha_1}(y) \dots\varphi_m^{\alpha_m}(y)dy\\
&\leq \lambda^2 \{C_1 - \lambda^{\frac{N}{2} \alpha -N + t-2}C_2\},
 \end{align*}
because $\lambda \ll 1$ and $\frac{N}{2} \alpha -N+t-2 > 0$.
\end{proof}

The strict negativity of the infinimum is also
 discussed in \cite{H} where the author provides other type of
 assumptions ensuring this.


\begin{lemma} \label{lem3.3}
(1) If $F$ satisfies {\rm (F0)-(F2)}, then for any $c_1,\dots,c_m > 0$
\begin{equation}
I_{c_1,\dots,c_m} \leq I_{a_1,\dots,a_m}+I_{c_1-a_1,\dots,c_m-a_m}\label{e3.7}
\end{equation}
for all $a_i \in (0, c_i)$ where $1 \leq i \leq m$.

(2) If $F$ satisfies {\rm (F1), (F24), (F4)} hold for
 $F^\infty$, then for any $c_1,\dots,c_m > 0$,
\begin{equation}
I^\infty_{c_1,\dots,c_m} < I^\infty_{a_1,\dots,a_m}
+ I^\infty_{c_1-a_1,\dots,c_m-a_m}
 \label{e3.8}
\end{equation}
for all $a_i \in (0, c_i)$ where $1 \leq i \leq m$.
\end{lemma}

\begin{proof}
(1)  By (F2), we certainly have
 $$
I_{\theta_1c_1,\dots,\theta_mc_m} \leq \theta^2_{\rm max}I_{c_1,\dots,c_m}\quad
 \forall \theta_i \geq 1
$$
 which implies by Lemma\ref{lem3.1} that
\begin{equation}
I_{\theta_1c_1,\dots,\theta_mc_m} \leq \theta^2_i I_{c_1,\dots,c_m}\quad
 \forall \theta_i \geq 1\label{e3.9}
\end{equation}
For the convenience of the reader, we will start by proving the
 result in a specific case then we will explain the proof in the
 general setting.
Suppose first that
\[
{\frac{a_m}{c_m-a_m}} \leq 1\quad\text{and}\quad
 {\frac{a_j}{c_j-a_j}} \geq 1\quad
 \forall 1 \leq j \leq m-1\,.
\]
Then
\begin{equation}
I_{(c_1,\dots,c_m)} = I_{(\frac{c_1}{a_1} a_1,\dots,
 \frac{c_m}{c_m-a_m} c_m-a_m)}\label{e3.10}
\end{equation}
Thus using \eqref{e3.9}, it follows that
\begin{equation}
 I_{(c_1,\dots,c_m)}
\leq {\frac{c_1}{a_1}} I_{(a_1,\dots,c_m-a_m)}
 ={\frac{c_1-a_1}{a_1}}
 I_{(a_1,\dots,c_m-a_m)}+I_{(a_1,\dots,c_m-a_m)}\label{e3.11}
\end{equation}
However,
 $$
I_{(a_1,\dots,c_m-a_m)} = I_{(\frac{a_1}{c_1-a_1}
 c_1-a_1,\dots, \frac{c_m-a_m}{a_m} a_m)}
$$
 Again applying \eqref{e3.9}, we obtain
\begin{equation}
I_{(a_1,..,c_m-a_m)} \leq \frac{a_1}{c_1-a_1}
 I_{(c_1-a_1,\dots,a_m)}\label{e3.12}
\end{equation}
Combining \eqref{e3.11} and \eqref{e3.12}, we  have
\begin{equation}
I_{(c_1,\dots,c_m)} \leq I_{(a_1,\dots,a_m)}+I_{(c_1-a_1,\dots,c_m-a_m)}\label{e3.13}
\end{equation}
which concludes the proof in this case.

Now in the general setting, we follow the same approach.
If $1 \leq i \neq j \leq  m$ such that ${\frac{a_i}{c_i-a_i}}$ and
 ${\frac{a_j}{c_j-a_j}}>  1$ and $1 \leq k \neq \ell \leq m$ such that
 $\frac{a_k}{c_k-a_k}$
 and $\frac{a_\ell}{c_\ell-a_\ell} < 1$,  then these indices will
 appear in \eqref{e3.7} in the following manner
 $$
I_{c_1,\dots,c_m} \leq
 I_{\dots,a_i,\dots,c_k-a_k,\dots,c_\ell-a_\ell,\dots,a_j,\dots}+
 I_{\dots,c_i-a_i,\dots,a_k,\dots,,a_\ell,\dots,c_j-a_j\dots}
$$

 Now if $F$ satisfies (F1), (F4) and (F5) hold for
 $F^\infty$ then by part (1), we have
 $$
I^\infty_{c_1,\dots,c_m} \leq I^\infty_{a_1,\dots,a_m}
 + I^\infty_{c_1-a_1,\dots,c_m-a_m}
$$
 for any $c_i > 0$, $0 < a_i < c_i$, $1 \leq i \leq m$.

Following the same steps as in the previous part, we  conclude
that (2) is true if 
$I^\infty_{\theta_1c_1,\dots,\theta_mc_m,\dots,
 \theta_mc_m} < \theta^2_{\rm max}
 I^\infty_{c_1,\dots,c_m}$.

 For any $c_1,\dots,c_m > 0$ and $\theta_1,\dots,\theta_m > 1$, we can
 choose $\varepsilon > 0$ such that 
$\varepsilon < - I^\infty_{c_1,\dots,c_m}(1-\theta^{-\sigma}_{\rm max})$ 
and there exists  $\vec{v}$ such that ${\int v^2_i = c_i^2}$ verifying
 $$
I^\infty_{c_1,\dots,c_m} \leq J^\infty(\vec{v}) <
 I^\infty_{c_1,\dots,c_m} + \varepsilon.
$$
 Hence
\begin{gather*}
I^\infty_{\theta_1c_1,\dots,\theta_mc_m} 
\leq  J^\infty(\theta_1v_1,\dots,\theta_mv_m) 
\leq \theta^{\sigma+2}_{\rm max} J^\infty(\vec{v}), \\
I^\infty_{\theta_1c_1,\dots,\theta_mc_m} 
\leq  \theta_{\rm max}^{\sigma+2}\{I^\infty_{c_1,\dots,c_m} +  \varepsilon\}
< \theta^2_{\rm max} I^\infty_{c_1,\dots,c_m} \quad
 \text{by the choice of } \varepsilon
\end{gather*}
\end{proof}

\begin{lemma} \label{lem3.4}
 If $F$ satisfies {\rm (F0)--(F2)}, and {\rm (F1), (F5)} hold for
 for $F^\infty$, then
 $$
I_{c_1,\dots,c_m} < I_{a_1,\dots,a_m} + I^\infty_{c_1-a_1,\dots,c_m-a_m}\quad
 \forall 0 < a_i < c_i\quad \forall 1 \leq i \leq m.
$$
\end{lemma}

\begin{proof}[Proof of Theorem \ref{thm1.2}]

 Let $(\vec{u}_n)$ be a minimzing sequence of the problem
 \eqref{eMi}.
\smallskip

\noindent\textbf{Vanishing does not occur.}
If it occurs, from \cite[Lemma I.1]{PL2} it follows  that
 $\Big||\vec{u}_n|\Big|_p \to  0$ as $n \to + \infty$ for $p \in (2,2^\ast)$. 
By (F4),
\[
 \int F^\infty(x, \vec{u}_n(x)) \leq
 \big\{\big||\vec{u}_n|\big|^{\beta+2}_{\beta+2}
+\big||\vec{u}_n| \big|^{\ell+2}_{\ell+2} \big\}\,.
\]
 Thus $\lim_{n\to + \infty} \int F^\infty(x, \vec{u}_n(x) =
 0$, which implies that liminf $J^\infty(\vec{u}_n) \geq 0$,
 contradicting the fac that $I^\infty_{c_1,\dots,c_m} < 0$.
\smallskip

\noindent\textbf{Dichotomy does not occur.} 
The notation used here, is stated in the appendix.
 For $n \geq n_0$ and since 
$\operatorname{supp}\vec{v}_n \cap \operatorname{supp} \vec{w}_n = \emptyset$,
 \begin{align*}
 & J^\infty(\vec{u}_n) - J^\infty(\vec{v}_n)-J^\infty(\vec{w}_n)\\
 &= {\frac{1}{2} \int}|\nabla \vec{u}_n|^2 - |\nabla \vec{v}_n|^2 -
 |\nabla \vec{w}_n|^2 - {\int}F^\infty(x,\vec{u}_n) -
 F^\infty(x,\vec{v}_n) -F^\infty(x,\vec{w}_n)\\
 &= {\frac{1}{2} \int} |\nabla \vec{u}_n|^2 - |\nabla
 \vec{v}_n|^2 - |\nabla \vec{w}_n|^2 - {\int}F^\infty
 (x, \vec{u}_n)-F^\infty (x,\vec{v}_n+\vec{w}_n) \\
 &\geq - \varepsilon - {\int}F^\infty(x,\vec{u}_n) -
 F^\infty(x,\vec{v}_n+\vec{w}_n)
 \end{align*}

 Now since $\{\vec{w}_n\}$, $\{\vec{v}_n\}$ and $\{\vec{w}_n\}$ are
 bounded in $\vec{H}^1$, it follows from the proof of Lemma \ref{lem3.1}
 that there exist $C, K > 0$ such that
 \begin{align*}
 &\big|{\int} F^\infty(x, \vec{u}_n)-F^\infty(x,\vec{v}_n +
 \vec{w}_n)\big| \\
&\leq \sup_{|\vec{u}|_{\vec{H}^1}\leq K}{\sum^m_{i=1}}
 |\partial_iF^\infty(x,\vec{u})|_{\vec{H}^{-1}}|\vec{u}_n-(\vec{v}_n +
 \vec{w}_n)|_{\vec{H}^1}\\
&\leq {\sup_{|\vec{u}|_{\vec{H}^1}\leq K}\sum^m_{i=1}}
|\partial^1_i F^\infty(x,\vec{u})|_{\vec{L}^2}|\vec{u}_n -
(\vec{v}_n+\vec{w}_n)|_{\vec{L}^2} \\
&\quad + {\sup_{|\vec{u}|_{\vec{H}^1}\leq K} \sum^m_{i=1}}
|\partial^2_i F^\infty(x,\vec{u})|_{\vec{L}^p} |\vec{u}_n 
 -(\vec{v}_n + \vec{w}_n)_{\vec{p'}}\\
&\leq C {\sup_{|\vec{u}|_{\vec{H}^1} \leq K}}
|\vec{u}|_{\vec{L}^2} |\vec{u}_n-(\vec{v}_n +\vec{w}_n)|_{\vec{L}^2} 
+C {\sup_{|\vec{u}|_{\vec{H}^1}\leq K}} |\vec{u}|^{1 +
\frac{4}{N}}_{L^q} |\vec{u}_n - (\vec{v}_n +
\vec{w}_n)|_{\vec{L}^{p'}}\\
&\leq C_1 K|\vec{u}_n - (\vec{v}_n + \vec{w}_n)|_{\vec{L}^2} + C_2
K^{1 + \frac{4}{N}} |\vec{u}_n - (\vec{v}_n +
\vec{w}_n)|_{\vec{L}^{p'}};
\end{align*}
therefore,
\begin{align*}
&J^\infty(\vec{v}_n) - J^\infty(\vec{v}_n)-J^\infty(\vec{w}_n)\\
&\geq - \varepsilon -C_1 K|\vec{u}_n -
 (\vec{v}_n + \vec{w}_n)|_{\vec{L}^2} - C_2 K^{1 + \frac{4}{N}}
 |\vec{u}_n - (\vec{v}_n + \vec{w}_n)|_{\vec{L}^{p'}}
\end{align*}
 Given any $\delta > 0$, we can find $\varepsilon_\delta \in
 (0,\delta)$ such that 
 $J^\infty(\vec{u}_n) - J^\infty(\vec{v}_n)
 -J^\infty(\vec{w}_n) \geq -  \delta$. 
Now let
\begin{gather*}
a^2_{n,i} (\delta) = \int v^2_{n,i} \quad i = 1,\dots,m; \\
b^2_{n,i} (\delta) = \int w^2_{n,i} \quad i = 1,\dots,m.
\end{gather*}
Passing to a subsequence, we may suppose that
 $$
a^2_{n,i}(\delta) \to a^2_i(\delta)\quad \text{and}\quad
 b_{n,i}^2 (\delta)\to b^2_i(\delta)
$$
where $|a^2_i(\delta)-a^2_i|\leq \varepsilon_\delta < \delta$
and $|b^2_i(\delta) - (c^2_i-a^2_i)| \leq \varepsilon_\delta <\delta$.
Recalling that $I^\infty_{c_1,\dots,c_m}$ is continuous, we find that
\begin{align*}
I^\infty_{c_1,\dots,c_m} 
&\geq  \lim_{n\to + \infty}
J^\infty(\vec{u}_n)\geq \liminf \{J^\infty(\vec{v}_n) +
J^\infty(\vec{w}_n)\} - \delta\\
&\geq  \lim\inf \{I^\infty_{a_{n,1(\delta),\dots,a_{n,m}(\delta)}} +
I^\infty_{b_{n,1}(\delta),\dots,b_{n,m}(\delta)}\} - \delta\\
&\geq  I^\infty_{a_1(\delta),\dots,a_m(\delta)}
+I^\infty_{b_1(\delta),\dots,b_m(\delta)} - \delta
\end{align*}
Letting $\delta$ approach zero and using again the continuity of
$I^\infty_{c_1,\dots,c_m}$, we obtain 
$$
I^\infty_{c_1,\dots,c_m} \geq I^\infty_{a_1,\dots,a_m} +
I^\infty_{\sqrt{c^2_1-a^2_1},\dots,\sqrt{c^2_m-a^2_m}} 
$$
contracting Lemma \ref{lem3.3} part (2).
Hence compactness occurs; so there exists 
$\{y_n\} \subset \mathbb{R}^N$ such that for all $\varepsilon > 0$ such that
$$
\int_{B(y_n,R(\varepsilon))} u^2_{n,1}+\dots+
 u^2_{n,m} \geq c^2_1+\dots+c^2_m - \varepsilon.
$$
 For each $n \in \mathbb{N}$, we can choose 
$z_n \in \mathbb{Z}^N$  such that $z_n \in \mathbb{Z}^N$ such that 
$y_n - z_n \in [0,1]^N$.

 Now set $\vec{v}_n(x) = \vec{u}_n(x+z_n)$, we certainly have that
 $|\vec{v}_n|_{\vec{H}^1} = |\vec{u}_n|_{\vec{H}^1}$ is bounded and
 so passing to a subsequence, we may assume that 
$\vec{v}_n \rightharpoonup  \vec{v}$ in $\vec{H}^1$, in particular 
$\vec{v}_n \rightharpoonup  \vec{v}$ weakly in $\vec{L}^2$ and
 $$
|v_{n,i}|^2_2 = c^2_i\quad \forall 1 \leq i \leq m.
$$
However,
\begin{align*}
\int |\vec{v}|^2 
&\geq \int_{B(0,R(\varepsilon)  +\sqrt{N})}|\vec{v}|^2 \\
&=\lim_{n\to + \infty}\int_{B(0,R(\varepsilon)+\sqrt{N})} |\vec{v}_n|^2 
= \lim \int_{B(z_n,R(\varepsilon)+\sqrt{N})}|\vec{v}_n|^2 
\end{align*}
and
 $$
\int_{B(z_n,R(\varepsilon)+\sqrt{N})}|\vec{u}_n|^2 \geq
 \int_{B(y_n,R(\varepsilon))}
 |\vec{u}_n|^2 \geq c^2_1+\dots+c_m^2 - \varepsilon
$$
 since $|y_n-z_n| \leq \sqrt{N}$.
 Hence 
$|\vec{v}|^2_{\vec{L}^2} \geq c^2_1 +\dots+c^2_m-\varepsilon$
for all $\varepsilon > 0$ which implies
\begin{equation}
 |\vec{v}|^2_2 \geq c^2_1+\dots+c^2_m\label{e3.14}
\end{equation}
 On the other hand $|v_i|_2 \leq \liminf|v_{n,i}|_2$ implies
\begin{equation}
|v_i|_2 \leq c_i\quad \forall 1 \leq i \leq m\label{e3.15}
\end{equation}
Thus combining \eqref{e3.14} and \eqref{e3.15}, we have that
 $|v_i|^2_2 = c_i^2$ for all $1 \leq i \leq m$ implies
 $$
 |\vec{v}-\vec{v}_n|_{\vec{L}^2}  \to 0\quad \text{as }
 n\to \infty.
$$
Furthermore by the periodicity of $F^\infty$,
 $$
J^\infty(\vec{u}_n) = J^\infty(\vec{v}_n) \to  I^\infty_{c_1,\dots,c_m}
$$
 and $\vec{v}_n \to \vec{v}$ in $\vec{L}^p$, $p \in [2,2^\ast)$.
If follows that $\vec{v}_n \to \vec{v}$ in $\vec{H}^1$ and
 consequently
\[
\int F^\infty(x,\vec{v}_n) \to
 {\int}F^\infty(x, \vec{v})
\]
which implies that $J^\infty(\vec{v}) = I^\infty_{c_1,\dots,c_m}$.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm1.1}]
In the following $(\vec{u}_n)$ is a minimizing sequence of \eqref{eM}
 and we will use the notation introduced in the appendix.
\smallskip

\noindent\textbf{Vanishing does not occur.}
 If it occurs, it follows from \cite[Lemma I.1]{PL2}
 that $\big||\vec{u}_n|\big|_p \to  0$ for $p \in (2,2^\ast)$.
 Combining (F0) and (F3) we have:
 For each $\delta > 0$ there exists $R_\delta > 0$ such that
 $$
F(x,\vec{s}) \leq \delta(|\vec{s}|^2 + |\vec{s}|^{\alpha+2})
 + A'(|\vec{s}|^{\beta+2}+|\vec{s}|^{\ell+2})\quad
 \forall |x|\geq R_\delta.
$$
Hence 
\begin{gather*}
{\int_{|x| \geq R_\delta}} F(x,\vec{u}_n) \leq
 \delta(|\vec{u}_n|^2_2 + |\vec{u}_n|^{\alpha+2}_{\alpha+2}) +
 A'(|\vec{u}_n|^{\beta+2}_{\beta+2}+
 |\vec{u}_n|^{\ell+2}_{\ell+2}), \\
\limsup_{n\to + \infty}
 \int_{|x| \geq R_\delta} F(x, \vec{u}_n)\leq \delta c^2.
\end{gather*}
On the other hand,
\begin{align*}
\int_{|x|\leq R_\delta} F(x,\vec{u}_n) dx 
&\leq A \int_{|x|\leq R_\delta} |\vec{u}_n|^2 + |\vec{u}_n|^{\ell+2}\\
&\leq A \{|\vec{u}_n|^{\ell+2}_{\ell+2} |R_\delta|^{\frac{\ell}{\ell+2}} 
+|\vec{u}_n|^{\ell+2}_{\ell+2}\}\to \quad \text{as }
n\to + \infty\,.
\end{align*}
Hence for any $\delta > 0$ we have 
$$
\limsup_{n\to \infty}\int F(x, \vec{u}_n) < \delta c^2
$$
and so
$$
\lim \int\,F(x,\vec{u}_n) = 0.
$$
Thus $J(\vec{u}_n)\to I_{c_1,\dots,c_m} < 0$ leads to 
a contradiction.
\smallskip

\noindent\textbf{Dichotomy does not occur.}
Suppose first that the sequence $\{y_n\}$ is bounded and let us consider 
\begin{align*}
&J(\vec{u}_n) -J(\vec{v}_n) - J^\infty(\vec{w}_n) \\
&=\frac{1}{2} \int |\nabla \vec{w}_n|^2 - |\nabla \vec{v}_n|^2 -\nabla \vec{w}_n|^2 
 -\int  F(x,\vec{u}_n)-F(x,\vec{v}_n) -F(x,\vec{w}_n) \\
&\quad + \int F^\infty(x,\vec{w}_n)-F(x,\vec{w}_n) \\
&\geq - \varepsilon - \int  F (x,\vec{u}_n) - F(x,\vec{v}_n+\vec{w}_n)
 + \int F^\infty (x,\vec{w}_n) -F(x,\vec{w}_n) \\
&\quad \text{(since  $\operatorname{supp}\vec{v}_n \cap \operatorname{supp}
 \vec{w}_n = \emptyset$)}\\
&\geq - \varepsilon - \int F(x,\vec{u}_1)-F(x,\vec{v}_n + \vec{w}_n)
 + \int_{|x-y_n|\geq R_n} F^\infty(x,\vec{w}_n)-F(x,\vec{w}_n)
\end{align*}
Now using the same argument as before, it follows hat given 
$\delta > 0$, we can choose $\varepsilon = \varepsilon_\delta \in (0,\delta)$
such that
$$
- \varepsilon - \int F(x,\vec{u}_n) - F(x, \vec{v}_n + \vec{w}_n) \geq - \delta
$$
and hence
$$
J(\vec{u}_n) -J(\vec{v}_n) - J^\infty(\vec{w}_n) 
\geq - \delta + \int_{|x-y_n|\geq R_n} F^\infty(x,\vec{w}_n)
-F(x,\vec{w}_n)
$$
Given any $\eta > 0$, we can find $R > 0$ such
that for all $\vec{s}$ and $|x| \geq R$
$$
|F^\infty(x,\vec{s})-F(x,\vec{s})| 
\leq \eta (|\vec{s}|^2 +|\vec{s}|^{\alpha+2}).
$$
Now since $R_n\to \infty$ and we are supposing that
$\{y_n\}$ is bounded. We have that 
$$
\{x : |x-y_n|\geq R_n\} \subset \{x : |x|\geq R\}
$$
for $n$ large enough.
From this and the boundedness of $\vec{w}_n$ in $\vec{H}^1$, it
follows that
$$
\lim_{n\to + \infty}\int_{|x-y_n|\geq R_n}
 F^\infty(x,\vec{w}_n)-F(x,\vec{w}_n) = 0\,.
$$
Now let
\begin{gather*}
a^2_{n,i} (\delta) = \int v^2_{n,i}\quad 1\leq i \leq m, \\
b^2_{n,i} (\delta) = \int w^2_{n,i}\quad 1 \leq i \leq m.
\end{gather*}
Passing to a subsequence, we  suppose that
$$
a^2_{n,i}(\delta) \to a^2_i(\delta), \quad 
b^2_{n,i}(\delta) \to b^2_i(\delta)
$$
where $|a^2_i(\delta)-a^2_i| \leq \varepsilon_\delta < \delta$ and
$|b^2_i(\delta)-(c^2_i-a^2_i)| \leq \varepsilon_\delta < \delta$.
Recalling that $I_{c_1,\dots,c_m}$ and $I^\infty_{c_1,\dots,c_m}$ are
continuous we find that
\begin{align*}
I_{c_1,\dots,c_m} 
&= \lim_{n\to + \infty} J(\vec{u}_n) 
 \geq \liminf_{n\to + \infty}\{J(\vec{v}_n)+J^\infty(\vec{w}_n)\}-\delta\\
&\geq \liminf_{n\to + \infty}
\{I_{a_{n,1}(\delta),\dots,a_{n,m}(\delta)} +
I_{b_{n,1}(\delta),\dots,b_{n,m}(\delta)}\}-\delta
\end{align*}
Therefore,
$$
I_{c_1,\dots,c_m} \geq I_{a_1(\delta),\dots,a_m(\delta)}
 + I_{b_1(\delta),\dots,b_m(\delta)} -\delta
$$
Letting $\delta \to 0$ we obtain
 $$
I_{c_1,\dots,c_m} \geq I_{a_1,\dots,a_m} + I_{\sqrt{c^2_1-a^2_1}
 ,\dots,\sqrt{c^2_m-a^2_m}}
$$
 Thus the sequence $\{y_n\}$ cannot be bounded and, 
passing to a  subsequence, we may suppose that $|y_n| \to \infty$.
Now we obtain a contradiction with Lemma \ref{lem3.4} by using similar
 arguments applied to $J(\vec{u}_n)-J^\infty(\vec{v}_n) -
 J(\vec{w}_n)$ to show that
 $$
I_{c_1,\dots,c_m} \geq I^\infty_{a_1,\dots,a_m} +
 I_{\sqrt{c^2_1-a_1^2},\dots,\sqrt{c^2_m-a_m^2}}
$$
Thus dichotomy cannot occur and we have compactness.
According to the appendix, there exists $\{y_n\} \subset \mathbb{R}^N$ such
that
 $$
\int_{B(y_n,R(\varepsilon))} u^2_{n,1} +\dots+u^2_{n,m} \geq c^2_1
 +\dots+c^2_m - \varepsilon\quad
 \forall \varepsilon > 0.
$$
Let us first prove that the sequence $\{y_n\}$ is bounded. If it
 is not the case, we may assume that $|y_n|\to \infty$ by
 passing to a subsquence.

 Now we can choose $z_n \in \mathbb{Z}^N$ such that 
$y_n -z_n \in  [0,1]^N$.
 Setting $\vec{v}_n(x) = \vec{u}_n(x+z_n)$, we can
 suppose that
 $$
\vec{v}_n \rightharpoonup \vec{v}\quad \text{weakly in } \vec{H}^1 
$$
and
\begin{gather*}
|\vec{v}_n-\vec{v}|_{\vec{L}^2} \to 0\quad \text{as }
 n\to \infty\text{ for } 2 \leq p \leq 2^\ast, \\
J^\infty(\vec{v}_n) = J^\infty(\vec{u}_n);
\end{gather*}
on the other hand,
 \begin{align*}
 J(\vec{u}_n) - J^\infty(\vec{u}_n) 
&= \int F^\infty(x,\vec{u}_n)-F(x,\vec{u}_n)\\
&= \int F^\infty (x,\vec{v}_n)-F(x-z_n,\vec{v}_n)
 \end{align*}
Now given $\varepsilon > 0$, it follows from (F3) that there
 exists $R > 0$ such that
\begin{align*} 
&\big|\int_{|x-z_n|\geq R} F^\infty(x,\vec{v}_n) - F(x-z_n ,\vec{v}_n)\big| \\
&= \big|\int_{|x-z_n|\geq R}  F^\infty(x-z_n,\vec{v}_n)-F(x-z_n,\vec{v}_n)\big|\\
&\leq \varepsilon \int_{|x-z_n|\geq R} |\vec{v}_n|^2 +
 |\vec{v}_n|^{\alpha+2} \\
&\leq \varepsilon  C\{|\vec{v}_n|^2_{\vec{H}^1} +
 |\vec{v}_n|^{\alpha+2}_{\vec{H}^1}\}\\
 &\leq \varepsilon D 
 \end{align*}
 since $\vec{v}_n$  is bounded in $\vec{H}^1$.
On the other hand, since $|z_n|\to \infty$, there exists
 $n_R > 0$ such that for all $n \geq n_R$,
 \begin{align*}
&\big|\int_{|x-z_n|\leq R} F^\infty(x,\vec{v}_n)-F(x-z_n,\vec{v}_n)\big| \\
&\leq \big|\int_{|x| \geq \frac{1}{2} |z_n|}
 F^\infty(x,\vec{v}_n)-F(x-z_n, \vec{v}_n)\big|\\
&\leq K\int_{|x| \geq \frac{1}{2} |z_n|}|\vec{v}_n|^2 +
 |\vec{v}_n|^{\ell+2}\\
&\leq K\int_{|x| \geq \frac{1}{2}|z_n|}|\vec{v}|^2 +
 |\vec{v}|^{\ell+2}+ K\int_{|x|\geq \frac{1}{2} |z_n|}|\vec{v}-
 \vec{v}_n|^2 + |\vec{v}-\vec{v}_n|^{\ell+2}\\
&\leq  K\int_{|x|\geq \frac{1}{2} |z_n|} |\vec{v}|^2 +
 |\vec{v}|^{\ell+2} + K\int_{\mathbb{R}^N} |\vec{v}-\vec{v}_n|^2 +
 |\vec{v}-\vec{v}_n|^{\ell+2}
 \end{align*}
 and hence 
$$
\lim |\int_{|x-z_n|\geq R_n} F^\infty(x,\vec{v}_n) -F(x-z_n,\vec{v}_n) = 0.
$$
 Thus $\liminf\{J(\vec{u}_n)-J^\infty(\vec{u}_n)\} \geq -\varepsilon D$
 for all $\varepsilon > 0$.
So that
 $$
I_{c_1,\dots,c_m} = \lim J(\vec{u}_n) \geq \liminf J^\infty(\vec{u}_n)
 \geq I^\infty_{c_1,\dots,c_m}
$$
which contradicts  that
 $I_{c_1,\dots,c_m} < I_{c_1,\dots,c_m}^\infty$.
 Hence $\{y_n\}$ is bounded. 
Setting $\rho = \sup_{n \in \mathbb{N}}|y_n|$, it follows that
\begin{align*}
\int_{B(0,R(\varepsilon)+\rho)} u^2_{n,1} +\dots+ u^2_{n,m} 
&\geq \int_{B(y_n,R(\varepsilon))} u^2_{n,1}+\dots+u^2_{n,m}\\
&\geq c^2-\varepsilon.\quad  \forall \varepsilon > 0.
\end{align*}
Thus
$$
\int |\vec{u}|^2 
\geq \int_{B(0,R(\varepsilon)+\rho)} |\vec{u}|^2 
= \lim_{n\to +\infty}\int_{B(0,R(\varepsilon)+\rho)}|\vec{u}_n|^2 
\geq c^2-\varepsilon\quad \forall \varepsilon > 0.
$$
Hence ${\int}u^2_1+..+u^2_m \geq c^2$.

On the other hand, ${\int} u^2_i \leq c^2_i$
for $1 \leq i \leq m$.
Thus $\vec{u} \in S_c$ and $|\vec{u}_n-\vec{u}|_{\vec{L}^2} \to 0$.
By the boundedness of $\vec{u}_n$ in $\vec{H}^1$, it follows that
$\vec{u}_n \to \vec{u}$ in $\vec{L}^p$ for 
$p \in [2,2^\ast]$, therefore 
$$
\lim_{n\to \infty} \int F(x,\vec{u}_n) 
 = \int F(x,\vec{u})
$$
which implies $J(\vec{u})= I_{c_1,\dots,c_m}$. 
\end{proof}

\section{Appendix} 

The concentration-compactness lemma in the multi-constrained setting states that:
If $\{\vec{u}_n\}$ is a minimizing sequence of the problem \eqref{eM}, we
associate to it the concentration function 
\[
Q_n(R) = {\sup_{y \in \mathbb{R}^N}\int_{B_R+y}}\rho_n^2(\xi)d\xi
\]
 where $\rho^2_n(\xi) =|\vec{u}_n|^2 = {\sum^m_{i=1}}u^2_{n,i}(\xi)$.
And applying the concentration compactness method, see 
\cite[page 136-137]{PL1} and  \cite[page 272-273]{PL2}),
 one of the following alternatives occurs:

(1) Vanishing. $\limsup_{ y \in \mathbb{R}^N}{\int_{y+B_R}}
|\vec{u}_n|^2 = 0$.

(2) Dichotomy. For all $1 \leq i \leq m$, there exists 
$a_i \in (0,c_i)$ such that for all $\varepsilon > 0$, there exists 
$n_0 \in \mathbb{N}$ and two bounded sequences in $\vec{H}^1$ denoted by
$\vec{v}_n$ and $\vec{w}_n$ (all depending on $\varepsilon)$ such
that for every $n \geq n_0$, we have 
\begin{gather*}
\big|\int v^2_{n,i} - a^2_i\big| < \varepsilon \quad
\text{and}\quad 
\big|\int w^2_{n,i} - (c^2_i - a_i^2)\big| < \varepsilon \quad \forall 
1 \leq i \leq m, \\
\int|\nabla \vec{u}_n|^2 - |\nabla \vec{v}_n|^2 -
|\nabla \vec{w}_n|^2 \geq -2\varepsilon,\\
|u_{n,i} - (v_{n,i}
+ w_{n,i})|_p \leq 4 \varepsilon\quad \forall p \in(2,2^\ast].
\end{gather*}
 Furthermore, there exists $\{y_n\} \subset \mathbb{R}^N$
and $\{R_n\} \subset (0,\infty)$ such that
${\lim_{n\to + \infty}}R_n = + \infty$,
 \begin{gather*}
v_{n,i} = u_{n,i} \quad\text{if } |x-y_n| \leq R_0,\\
|v_{n,i}| \leq |u_{n,i}| \quad\text{if } R_0 \leq |x-y_n| \leq 2R_0,\\
v_{n,i} = 0 \quad \text{if } |x-y_n|\geq 2R_0;
\end{gather*}
\begin{gather*}
w_{n,i} = 0 \quad \text{if } |x-y_n| \leq R_n,\\
|w_{n,i}| \leq |u_{n,i}| \quad \text{if } R_n \leq |x-y_n| \leq< 2R_n,\\
w_{n,i} = u_{n,i} \quad\text{if } |x-y_n|\geq 2R_n;
\end{gather*}
and $\operatorname{dist}\operatorname{supp}|v_{n,i}|,
\operatorname{supp}|w_{n,i}|) \to \infty$ as $n \to \infty$.

(3) Compactness. There exists a sequence $\{y_n\} \subset \mathbb{R}^N$ 
such that for all $\varepsilon > 0$, there exists $R(\varepsilon) > 0$ 
such that
$$
\int_{B(y_n,R(\varepsilon))} |\vec{u}_n|^2 \geq \sum^m_{i=1} c^2_i
- \varepsilon.
$$ 
As suggested and stated by Lions in \cite[pages 137-138]{PL2},
 to get the above properties, it suffices to apply his
method to $\rho_n$. Decomposing $\rho_n$ in the classical setting
and thus similtaneously $u_{n,i}$, leads to the properties of the
splitting
sequences $\vec{v}_n$ and $\vec{w}_n$, mentioned above.


\subsection*{Acknowledgements} 
This research project was supported by a grant from the 
``Research Center of the Female Scientific and Medical Colleges'', 
Deanship of Scientific Research, king Saud University. 
The second author is  grateful to Enno Lenzmann
for encouraging and stimulating discussions about Lemma \ref{lem3.3}.

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\end{document} 
