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(1)

3 Existence of a minimizer of (1.4)

From the above discussion, (1.4) is equivalent to finding Q

0

⊂ Ω × R such that E(u

Q0

, Q

0

) = min

Q⊂Ω×R

E(u

Q

, Q),

where u

Q

is the solution of (2.1) described in § 2. Recall that the vertices A and B of Q defined in § 2 satisfy the following property

x

A

< x

B

, y

A

≤ y

B

, (x

A

− x

B

)

2

+ (y

A

− y

B

)

2

= 4r

2

. (3.1) Also, it is easy to check that

x

C

= x

B

− (y

A

− y

B

), y

C

= y

B

+ (x

A

− x

B

). (3.2) Note that Q ⊂ Ω × R means A, B, C ∈ Ω × R, or equivalently,

x

A

, x

B

, x

C

∈ (0, 1). (3.3)

Hence we have

E(u

Q

, Q) =



1

0



1 + u

Q

(x)

2

dx − Gy

Qp

:= g(x

A

, y

A

, x

B

, y

B

) (3.4) for (x

A

, y

A

, x

B

, y

B

) ∈ R

4

such that (3.1) and (3.3) hold. We would like to get an ex- pression for the function g defined in (3.4). For convenience, for (x

A

, y

A

, x

B

, y

B

) ∈ R

4

, we shall denote g(x

A

, y

A

, x

B

, y

B

) by E

i

(x

A

, y

A

, x

B

, y

B

) if Q is in the Case i, i = 1, 2, 3, 4, 5, 6.

Recall y

Qp

= (y

A

+ y

C

)/2 = (y

A

+ y

B

+ x

A

− x

B

)/2. For different Q, the minimum energy can be computed as follows.

E

1

(x

A

, y

A

, x

B

, y

B

) = 1 G

2 (y

A

+ y

B

+ x

A

− x

B

). (3.5)

E

2

(x

A

, y

A

, x

B

, y

B

) =



xB

0

1 + ( y

B

x

B

)

2

dx +



1

xB

1 + ( y

B

1 − x

B

)

2

dx

G

2 (y

A

+ y

B

+ x

A

− x

B

)

= x

B

1 + ( y

B

x

B

)

2

+ (1 − x

B

)

1 + ( y

B

1 − x

B

)

2

G

2 (y

A

+ y

B

+ x

A

− x

B

). (3.6)

E

3

(x

A

, y

A

, x

B

, y

B

) =



xA

0

1 + ( y

A

x

A

)

2

dx +



xB

xA

1 + ( y

B

− y

A

x

B

− x

A

)

2

dx

(2)

+



1

xB

1 + ( y

B

1 − x

B

)

2

dx G

2 (y

A

+ y

B

+ x

A

− x

B

)

= x

A

1 + ( y

A

x

A

)

2

+ (x

B

− x

A

)

1 + ( y

B

− y

A

x

B

− x

A

)

2

+(1 − x

B

)

1 + ( y

B

1 − x

B

)

2

G

2 (y

A

+ y

B

+ x

A

− x

B

). (3.7) E

4

(x

A

, y

A

, x

B

, y

B

) =



xB

0

1 + ( y

B

x

B

)

2

dx +



xC

xB

1 + ( y

C

− y

B

x

B

− x

C

)

2

dx +



1

xC

1 + ( y

C

1 − x

C

)

2

dx G

2 (y

A

+ y

B

+ x

A

− x

B

)

= x

B

1 + ( y

B

x

B

)

2

+ (y

B

− y

A

)

1 + ( x

B

− x

A

y

B

− y

A

)

2

+(1 − x

C

)

1 + ( y

C

1 − x

C

)

2

G

2 (y

A

+ y

B

+ x

A

− x

B

). (3.8) E

5

(x

A

, y

A

, x

B

, y

B

) =



xA

0

1 + ( y

A

x

A

)

2

dx +



xB

xA

1 + ( y

B

− y

A

x

B

− x

A

)

2

dx +



xC

xB

1 + ( y

C

− y

B

x

C

− x

B

)

2

dx +



1

xC

1 + ( y

C

1 − x

C

)

2

dx

G

2 (y

A

+ y

B

+ x

A

− x

B

)

= x

A

1 + ( y

A

x

A

)

2

+ (x

B

− x

A

)

1 + ( y

B

− y

A

x

B

− x

A

)

2

+(y

B

− y

A

)

1 + ( x

B

− x

A

y

B

− y

A

)

2

+ (1 − x

C

)

1 + ( y

C

1 − x

C

)

2

G

2 (y

A

+ y

B

+ x

A

− x

B

). (3.9)

E

6

(x

A

, y

A

, x

B

, y

B

) =



xA

0

1 + ( y

A

x

A

)

2

dx + (x

B

− x

A

) +



1

xB

1 + ( y

B

1 − x

B

)

2

dx G

2 (2y

A

+ x

A

− x

B

)

= x

A

1 + ( y

A

x

A

)

2

+ (x

B

− x

A

) + (1 − x

B

)

1 + ( y

B

1 − x

B

)

2

G

2 (2y

A

+ x

A

− x

B

). (3.10)

Let

O = {(x

A

, y

A

, x

B

, y

B

) ∈ R

4

| x

A

, x

B

, x

C

∈ (0, 1), x

A

< x

B

, y

A

< y

B

}, (3.11)

(3)

O = {(x 

A

, y

A

, x

B

, y

B

) ∈ R

4

| x

A

, x

B

, x

C

∈ (0, 1), x

A

< x

B

, y

A

≤ y

B

}, (3.12) and h(x

A

, y

A

, x

B

, y

B

) = (x

A

− x

B

)

2

+ (y

A

− y

B

)

2

− 4r

2

for all (x

A

, y

A

, x

B

, y

B

) ∈ R

4

. We define two surfaces

S = {(x

A

, y

A

, x

B

, y

B

) O | h(x 

A

, y

A

, x

B

, y

B

) = 0 } (3.13) and

S = {(x

A

, y

A

, x

B

, y

B

) ∈ O | h(x

A

, y

A

, x

B

, y

B

) = 0 }. (3.14) Then (1.4) is equivalent to finding

(xA, yA

min

, xB, yB)∈S

g(x

A

, y

A

, x

B

, y

B

), (3.15) i.e., we transform (1.4) into a minimization problem in R

4

over S ⊂ R

4

.

To study this minimization problem, we first extend g continuously on x

A

= x

B

, x

A

= 0, x

B

= 1, and x

C

= 1 respectively as follows. We extend g on x

A

= x

B

by

g(x

A

, y

A

, x

A

, y

B

) = 1 G

2 (y

A

+ y

B

) (3.16)

if y

B

≤ 0 and by

g(x

A

, y

A

, x

A

, y

B

) = x

A

1 + ( y

B

x

A

)

2

+ y

B

− y

A

+(1 − x

A

− y

B

+ y

A

)

1 + ( y

B

1 − x

A

− y

B

+ y

A

)

2

G

2 (y

A

+ y

B

) (3.17)

if y

B

> 0 and x

A

> 0. We extend g at (0, y

A

, 0, y

B

) by g(0, y

A

, 0, y

B

) = 2y

B

− y

A

+ (1 − y

B

+ y

A

)

1 + ( y

B

1 − y

B

+ y

A

)

2

G

2 (y

A

+ y

B

) (3.18) if y

B

> 0. We extend g at (0, y

A

, x

B

, y

B

) with x

B

> 0 by

g(0, y

A

, x

B

, y

B

) = 1 G

2 (y

A

+ y

B

− x

B

) (3.19) if y

B

≤ 0. If y

B

> 0, then we extend g at (0, y

A

, x

B

, y

B

) with x

B

> 0 by

g(0, y

A

, x

B

, y

B

) = x

B

1 + ( y

B

x

B

)

2

+ (1 − x

B

)

1 + ( y

B

1 − x

B

)

2

G

2 (y

A

+ y

B

− x

B

),(3.20)

(4)

if m

BO

< m

AB

and m

BC

< m

BD

; by

g(0, y

A

, x

B

, y

B

) = y

A

+ x

B

1 + ( y

B

− y

A

x

B

)

2

+ (1 − x

B

)

1 + ( y

B

1 − x

B

)

2

G

2 (y

A

+ y

B

− x

B

), (3.21)

if m

BO

≥ m

AB

and m

BC

< m

BD

; by g(0, y

A

, x

B

, y

B

) = x

B

1 + ( y

B

x

B

)

2

+ (y

B

− y

A

)

1 + ( x

B

y

B

− y

A

)

2

+(1 − x

B

− y

B

+ y

A

)

1 + ( y

B

− x

B

1 − x

B

− y

B

+ y

A

)

2

G

2 (y

A

+ y

B

− x

B

), (3.22)

if m

BO

< m

AB

and m

BC

≥ m

BD

; by

g(0, y

A

, x

B

, y

B

) = x

B

1 + ( y

B

− y

A

x

B

)

2

+ (y

B

− y

A

)

1 + ( x

B

y

B

− y

A

)

2

+(1 − x

B

− y

B

+ y

A

)

1 + ( y

B

− x

B

1 − x

B

− y

B

+ y

A

)

2

G

2 (y

A

+ y

B

− x

B

) + y

A

, (3.23) if m

BO

≥ m

AB

and m

BC

≥ m

BD

; and by

g(0, y

A

, x

B

, y

B

) = y

B

+ x

B

+ (1 − x

B

)

1 + ( y

B

1 − x

B

)

2

G

2 (2y

B

− x

B

), (3.24) if y

A

= y

B

.

If x

B

= 1, then y

B

= y

A

. (Otherwise, x

C

= x

B

+ y

B

− y

A

> 1, a contradiction.) In this case, we extend g at (x

A

, y

A

, 1, y

B

) by

g(x

A

, y

A

, 1, y

B

) = 1 G

2 (2y

A

+ x

A

− 1) (3.25)

if y

B

≤ 0 and by

g(x

A

, y

A

, 1, y

B

) = x

A

1 + ( y

A

x

A

)

2

+ 1 − x

A

+ y

B

G

2 (2y

A

+ x

A

− 1) (3.26) if y

B

> 0.

For x

C

= 1, we extend g at (x

A

, y

A

, x

B

, y

B

) by (3.5) if y

B

≤ 0. If y

B

> 0, we extend

(5)

g at (x

A

, y

A

, x

B

, y

B

) with x

C

= 1 by (3.6), if m

BO

< m

AB

and m

BC

< m

BD

; by (3.7), if m

BO

≥ m

AB

and m

BC

< m

BD

; by

g(x

A

, y

A

, x

B

, y

B

) = x

B

1 + ( y

B

x

B

)

2

+ (y

B

− y

A

)

1 + ( x

B

− x

A

y

B

− y

A

)

2

+y

B

+ x

A

− x

B

G

2 (y

A

+ y

B

+ x

A

− x

B

), (3.27) if m

BO

< m

AB

and m

BC

≥ m

BD

; by

g(x

A

, y

A

, x

B

, y

B

) = x

A

1 + ( y

A

x

A

)

2

+ (x

B

− x

A

)

1 + ( y

B

− y

A

x

B

− x

A

)

2

+(y

B

− y

A

)

1 + ( x

B

− x

A

y

B

− y

A

)

2

+y

B

+ x

A

− x

B

G

2 (y

A

+ y

B

+ x

A

− x

B

), (3.28) if m

BO

≥ m

AB

and m

BC

≥ m

BD

; and by

g(x

A

, y

A

, x

B

, y

B

) = x

A

1 + ( y

B

x

A

)

2

+ x

B

− x

A

+ y

B

G

2 (2y

B

+ x

A

− x

B

), (3.29) if y

A

= y

B

. Note that x

B

= x

C

= 1 in the last case.

Hence g is well-defined on O and the following theorem can be derived easily.

Theorem 3.1 The energy function g defined above is continuous on

O = {(x

A

, y

A

, x

B

, y

B

) ∈ R

4

| x

A

, x

B

, x

C

∈ [0, 1], x

A

≤ x

B

, y

A

≤ y

B

}.

Furthermore, we have the following result.

Theorem 3.2 The function g is C

1

on O.

Proof: Let

O

1

= {(x

A

, y

A

, x

B

, y

B

) ∈ O | y

B

< 0 }, O

2

= {(x

A

, y

A

, x

B

, y

B

) ∈ O | y

B

> 0, y

B

x

B

< y

B

− y

A

x

B

− x

A

, y

B

1 − x

B

< x

B

− x

A

y

B

− y

A

}, O

3

= {(x

A

, y

A

, x

B

, y

B

) ∈ O | y

B

> 0, y

B

x

B

> y

B

− y

A

x

B

− x

A

, y

B

1 − x

B

< x

B

− x

A

y

B

− y

A

}, O

4

= {(x

A

, y

A

, x

B

, y

B

) ∈ O | y

B

> 0, y

B

x

B

< y

B

− y

A

x

B

− x

A

, y

B

1 − x

B

> x

B

− x

A

y

B

− y

A

}, O

5

= {(x

A

, y

A

, x

B

, y

B

) ∈ O | y

B

> 0, y

B

x

B

> y

B

− y

A

x

B

− x

A

, y

B

1 − x

B

> x

B

− x

A

y

B

− y

A

}.

(6)

We claim that O = ( 

5

i=1

O

i

) 

4

j=2

(∂ O

1

∩ ∂O

j

) 

4

k=3

(∂ O

2

∩ ∂O

k

) 

4

l=3

(∂ O

l

∩ ∂O

5

) ∪ ( 

5

m=2

O

m

).

If (x

A

, y

A

, x

B

, y

B

) ∈ ∂O

1

∩ ∂O

5

, then y

A

= y

B

= y

C

= 0 and so x

A

= x

B

which contradicts to A = B. Hence ∂O

1

∩ ∂O

5

is empty. Note that



5 m=2

O

m

= {(x

A

, y

A

, x

B

, y

B

) ∈ O | y

B

> 0, (y

B

/x

B

) = (y

B

− y

A

)/(x

B

− x

A

), (y

B

/1 − x

B

) = (x

B

− x

A

)/(y

B

− y

A

) }.

First, we consider ∂g/∂x

A

in each O

i

. By computation we have

∂E

1

∂x

A

= G

2 , (3.30)

∂E

2

∂x

A

= G

2 , (3.31)

∂E

3

∂x

A

= 1



1 + (y

A

/x

A

)

2

1



1 + [(y

B

− y

A

)/(x

B

− x

A

)]

2

G

2 , (3.32)

∂E

4

∂x

A

= −(x

B

− x

A

)/(y

B

− y

A

)



1 + [(x

B

− x

A

)/(y

B

− y

A

)]

2

+ (y

C

/1 − x

C

)



1 + (y

C

/1 − x

C

)

2

G

2 , (3.33)

∂E

5

∂x

A

= 1



1 + (y

A

/x

A

)

2

1



1 + [(y

B

− y

A

)/(x

B

− x

A

)]

2

+ (x

A

− x

B

)/(y

B

− y

A

)



1 + [(x

B

− x

A

)/(y

B

− y

A

)]

2

+  y

C

/1 − x

C

1 + (y

C

/1 − x

C

)

2

G

2 . (3.34) It is clear that ∂g/∂x

A

is continuous on O

i

, i = 1, 2, . . . , 5. Hence it is enough to show that ∂g/∂x

A

is continuous across ∂ O

i

for each i.

If we move the square Q from O

2

to O

1

, then it is clear that ∂g/∂x

A

is continuous across ∂ O

1

∩ ∂O

2

.

If we pass from O

3

to O

1

, then we have y

A

= y

B

→ 0.

Then (3.32) converges toward (3.30). Hence ∂g/∂x

A

is continuous across ∂ O

1

∩ ∂O

3

. Similarly, if we move Q from O

4

to O

1

, then (3.33) converges toward (3.30). Hence

∂g/∂x

A

is continuous across ∂ O

1

∩ ∂O

4

. If we pass from O

3

to O

2

, then we have

y

B

− y

A

x

B

− x

A

y

A

x

A

.

(7)

Then (3.32) converges toward (3.31). Hence ∂g/∂x

A

is continuous across ∂ O

2

∩ ∂O

3

. If we move the square Q from O

4

to O

2

, then we have

x

B

− x

A

y

B

− y

A

y

C

1 − x

C

.

Then (3.33) converges toward (3.31). Hence ∂g/∂x

A

is continuous across ∂ O

2

∩ ∂O

4

. If we move the square Q from O

5

to O

3

, then we have

x

B

− x

A

y

B

− y

A

y

C

1 − x

C

.

Then (3.34) converges toward (3.32). Hence ∂g/∂x

A

is continuous across ∂ O

3

∩ ∂O

5

. If we move the square Q from O

5

to O

4

, then we have

y

B

− y

A

x

B

− x

A

y

A

x

A

.

Then (3.34) converges toward (3.33). Hence ∂g/∂x

A

is continuous across ∂D

4

∩ ∂O

5

. If we move the square Q from O

5

to 

5m=2

O

m

, then we have

y

B

− y

A

x

B

− x

A

y

A

x

A

and x

B

− x

A

y

B

− y

A

y

C

1 − x

C

.

Then (3.34) converges toward (3.31). Similarly, if we move Q from O

3

( O

4

, resp.) to



5

m=2

O

m

, then (3.32)((3.33), resp.) converges toward (3.31). Hence we obtain ∂g/∂x

A

is continuous across 

5m=2

O

m

. Therefore ∂g/∂x

A

is continuous on O.

The continuities of ∂g/∂x

B

, ∂g/∂y

A

, ∂g/∂y

B

across ∂ O

i

for each i can be derived similarly. This completes the proof.

It is easy to show that for Q ⊂ Ω × R



1

0

|u

Q

(x) |dx = 2y

B

for y

B

> 0. (3.35) Theorem 3.3 If G > 2, then

(xA, yA, x

inf

B, yB)∈S

g(x

A

, y

A

, x

B

, y

B

) = −∞.

Proof: If y

B

> 2r, then y

A

, y

C

> 0. Since y

A

> y

B

− 2r and −1 < x

A

− x

B

< 0, g(x

A

, y

A

, x

B

, y

B

) =



1

0



1 + u

Q

(x)

2

dx G

2 (y

A

+ y

B

+ x

A

− x

B

)



1

0

(1 + |u

Q

(x) |)dx − G

2 (y

A

+ y

B

+ x

A

− x

B

)

<



1

0

|u

Q

(x) |dx − G

2 (2y

B

− 2r + x

A

− x

B

) + 1

<



1

0

|u

Q

(x) |dx − Gy

B

+ Gr + G 2 + 1

= (2 − G)y

B

+ Gr + G

2 + 1.

(8)

Since G > 2, the theorem follows.

Theorem 3.4 If G = 2, then inf

(xA, yA, xB, yB)∈S

g(x

A

, y

A

, x

B

, y

B

) exists.

Proof: Suppose that y

B

≤ 0. Then g(x

A

, y

A

, x

B

, y

B

) = 1 − (y

B

+ y

A

+ x

A

− x

B

) > 0.

On the other hand, if we consider the region y

B

> 0, then g(x

A

, y

A

, x

B

, y

B

) =



1

0



1 + u

Q

(x)

2

dx − (y

A

+ y

B

+ x

A

− x

B

)



1

0

|u

Q

(x) |dx − 2y

B

= 2y

B

− 2y

B

= 0.

Hence 0 is a lower bound of g. Therefore the infimum of g on S exists.

However, the infimum can not be achieved in S.

Theorem 3.5 If G = 2, then g does not attain its minimum on S.

Proof: Suppose that g attains its minimum, say α, at some (x

A1

, y

A1

, x

B1

, y

B1

) ∈ S.

For (x

A

, y

A

, x

B

, y

B

) ∈ S with x

A

= x

A1

, x

B

= x

B1

, y

A

= y

A1

+ y, and y

B

= y

B1

+ y for some y > 0, let h

i

(y) = E

i

(x

A1

, y

A1

+ y, x

B1

, y

B1

+ y) for each i. Then we have

h

1

(0) = −2 < 0, h

2

(0) = y

B1

/x

B1



1 + (y

B1

/x

B1

)

2

+  y

B1

/1 − x

B1

1 + (y

B1

/1 − x

B1

)

2

− 2 < 0, h

3

(0) = y

A1

/x

A1



1 + (y

A1

/x

A1

)

2

+  y

B1

/1 − x

B1

1 + (y

B1

/1 − x

B1

)

2

− 2 < 0, h

4

(0) = y

B1

/x

B1



1 + (y

B1

/x

B1

)

2

+ (y

B1

+ x

A1

− x

B1

)/(1 − x

B1

− y

B1

+ y

A1

)



1 + [(y

B1

+ x

A1

− x

B1

)/(1 − x

B1

− y

B1

+ y

A1

)]

2

− 2 < 0, h

5

(0) = (y

B1

− y

A1

)/(x

B1

− x

A1

)



1 + [(y

B1

− y

A1

)/(x

B1

− x

A1

)]

2

+ (y

B1

+ x

A1

− x

B1

)/(1 − x

B1

− y

B1

+ y

A1

)



1 + [(y

B1

+ x

A1

− x

B1

)/(1 − x

B1

− y

B1

+ y

A1

)]

2

− 2 < 0, h

6

(0) = y

A1

/x

A1



1 + (y

A1

/x

A1

)

2

+  y

B1

/1 − x

B1

1 + (y

B1

/1 − x

B1

)

2

− 2 < 0.

Hence g(x

A1

, y

A1

+ ρ, x

B1

, y

B1

+ ρ) < α for any ρ > 0 small, a contradiction. Therefore,

g does not attain its minimum on S if G = 2. The proof is complete.

(9)

Lemma 3.6 Let

D = {(x

A

, y

A

, x

B

, y

B

) ∈ S | a ≤ y

A

≤ y

B

≤ b}

where a ≤ b, a, b ∈ R. Then inf

D

g is achieved in S ∩ {a ≤ y

A

≤ y

B

≤ b}.

Proof: By Theorem 3.1, g is continuous on D. Since D is a compact subset of R

4

, inf

D

g is achieved at some (x

A

, y

A

, x

B

, y

B

) ∈ D, i.e., inf

D

g = min

D

g. We claim that inf

D

g is achieved in S ∩ {a ≤ y

A

≤ y

B

≤ b}. We consider the following cases.

(1) y

B

≤ 0, x

A

= 0. Then we have

g(0, y

A

, x

B

, y

B

) = 1 G

2 (y

A

+ y

B

− x

B

)

and moving the square horizontally will not change the energy. Hence we may assume that inf

D

g is achieved at (x

A

, y

A

, x

B

, y

B

) ∈ S∩{a ≤ y

A

≤ y

B

≤ b} in this case. Similarly, if (x

A

, y

A

, x

B

, y

B

) ∈ D such that x

B

= 1 or x

C

= 1, then we may assume that inf

D

g is achieved at (x

A

, y

A

, x

B

, y

B

) ∈ S ∩ {a ≤ y

A

≤ y

B

≤ b} in these cases.

(2) y

B

> 0, m

BO

< m

AB

and m

BC

< m

BD

. Fix y

B

and rotate the square Q. Since u is unchanged but y

Qp

increases, it will decrease its energy. Hence inf

D

g cannot be achieved in this case.

(3) y

B

> 0, m

BO

≥ m

AB

and m

BC

< m

BD

. Suppose that g attains its minimum, say α, at some (0, y

A

, x

B

, y

B

) ∈ D. For x > 0 small, we have

H

1

(x) := g(x, y

A

, x

B

+ x, y

B

)

= x



1 + ( y

A

x )

2

+ x

B

1 + ( y

B

− y

A

x

B

)

2

+(1 − x

B

− x)

1 + ( y

B

1 − x

B

− x )

2

G

2 (y

A

+ y

B

− x

B

).

By computation we obtain

H

1

(0) = 1



1 + (y

B

/1 − x

B

)

2

< 0. (3.36)

Hence g(x, y

A

, x

B

+ x, y

B

) < α for x > 0 small, a contradiction. Therefore, we may assume that inf

D

g is achieved in S ∩{a ≤ y

A

≤ y

B

≤ b} . Similarly, if (x

A

, y

A

, x

B

, y

B

) D such that x

C

= 1, then we may assume that inf

D

g is achieved at (x

A

, y

A

, x

B

, y

B

) S ∩ {a ≤ y

A

≤ y

B

≤ b} in this case.

(4) y

B

> 0, m

BO

< m

AB

and m

BC

≥ m

BD

. Suppose that g attains its minimum, say

α, at some (0, y

A

, x

B

, y

B

) ∈ D. Note that in this case y

A

< 0 and hence y

B

< 2r. For

(10)

x > 0 small, we have

H

2

(x) := g(x, y

A

, x

B

+ x, y

B

)

= (x

B

+ x)

1 + ( y

B

x

B

+ x )

2

+ (y

B

− y

A

)

1 + ( x

B

y

B

− y

A

)

2

+(1 − x

B

− x − y

B

+ y

A

)

1 + ( y

B

− x

B

1 − x

B

− x − y

B

+ y

A

)

2

G

2 (y

A

+ y

B

− x

B

).

By computation we obtain H

2

(0) = 1



1 + (y

B

/x

B

)

2

1



1 + [(y

B

− x

B

)/(1 − x

B

− y

B

+ y

A

)]

2

< 0, (3.37)

since

y

B

x

B

y

B

− x

B

1 − x

B

− y

B

+ y

A

> 0. (3.38) Indeed, the inequality (3.38) follows from

y

B

(1 − x

B

− y

B

+ y

A

) − x

B

(y

B

− x

B

)

= y

B

− x

B

y

B

− y

B2

+ y

A

y

B

− x

B

y

B

+ x

2B

= y

B

− 2x

B

y

B

− y

B2

+ x

2B

+ y

A

y

B

≥ y

B

− x

2B

− y

B2

− y

2B

+ x

2B

+ y

A

y

B

= y

B

(1 − 2y

B

+ y

A

)

= y

B

[1 − y

B

− (y

B

− y

A

)]

> y

B

(1 − 4r) > 0 since y

B

< 2r.

Hence g(x, y

A

, x

B

+ x, y

B

) < α for x > 0 small, a contradiction. Therefore, we may assume that inf

D

g is achieved in S ∩ {a ≤ y

A

≤ y

B

≤ b}. Similarly, if (x

A

, y

A

, x

B

, y

B

) D such that x

C

= 1, then we may assume that inf

D

g is achieved at (x

A

, y

A

, x

B

, y

B

) S ∩ {a ≤ y

A

≤ y

B

≤ b} in this case.

(5) y

B

> 0, m

BO

≥ m

AB

and m

BC

≥ m

BD

. Suppose that g attains its minimum, say α, at some (0, y

A

, x

B

, y

B

) ∈ D. For x > 0 small, we have

H

3

(x) := g(x, y

A

, x

B

+ x, y

B

)

= x



1 + ( y

A

x )

2

+ x

B

1 + ( y

B

− y

A

x

B

)

2

+ (y

B

− y

A

)

1 + ( x

B

y

B

− y

A

)

2

+(1 − x

B

− x − y

B

+ y

A

)

1 + ( y

B

− x

B

1 − x

B

− x − y

B

+ y

A

)

2

G

2 (y

A

+ y

B

− x

B

).

(11)

By computation we obtain

H

3

(0) = 1



1 + [(y

B

− x

B

)/(1 − x

B

− y

B

+ y

A

)]

2

< 0. (3.39)

Hence g(x, y

A

, x

B

+ x, y

B

) < α for x > 0 small, a contradiction. Therefore, we may assume that inf

D

g is achieved in S ∩{a ≤ y

A

≤ y

B

≤ b} . Similarly, if (x

A

, y

A

, x

B

, y

B

) D such that x

C

= 1, then we may assume that inf

D

g is achieved at (x

A

, y

A

, x

B

, y

B

) S ∩ {a ≤ y

A

≤ y

B

≤ b} in this case.

(6) y

A

= y

B

> 0. Suppose that g attains its minimum, say α, at some (0, y

A

, x

B

, y

B

) ∈ D.

For x > 0 small, we have

H

4

(x) := g(x, y

A

, x

B

+ x, y

B

)

= x



1 + ( y

A

x )

2

+ x

B

+ (1 − x

B

− x)

1 + ( y

B

1 − x

B

− x )

2

G

2 (2y

A

− x

B

).

By computation we obtain

H

4

(0) = 1



1 + (y

B

/1 − x

B

)

2

< 0. (3.40)

Hence g(x, y

A

, x

B

+ x, y

B

) < α for x > 0 small, a contradiction. Therefore, we may assume that inf

D

g is achieved in S ∩{a ≤ y

A

≤ y

B

≤ b} . Similarly, if (x

A

, y

A

, x

B

, y

B

) D such that x

B

= 1, then we may assume that inf

D

g is achieved at (x

A

, y

A

, x

B

, y

B

) S ∩ {a ≤ y

A

≤ y

B

≤ b} in this case. Hence inf

D

g = min

D

g = min

S∩{a≤yA≤yB≤b}

g. This completes the proof.

Now, we prove the main theorem of the section.

Theorem 3.7 If G < 2, then the problem (1.4) admits a minimizer in S.

Proof: First we claim that the infimum of g on S exists. If y

B

≤ 0, then g(x

A

, y

A

, x

B

, y

B

) = 1 G

2 (y

A

+ y

B

+ x

A

− x

B

)

> 1 + Gr

≥ 0.

On the other hand, if we consider the region y

B

> 0, then g(x

A

, y

A

, x

B

, y

B

) =



1

0



1 + u

Q

(x)

2

dx G

2 (y

A

+ y

B

+ x

A

− x

B

)



1

0

|u

Q

(x) |dx − Gy

B

= (2 − G)y

B

> 0.

(12)

Hence 0 is a lower bound of g. Therefore, the infimum of g on S exists. Furthermore, since g is continuous on S, inf g on S also exists.

By (3.15), it is enough to find (x

A0

, y

A0

, x

B0

, y

B0

) ∈ S such that g(x

A0

, y

A0

, x

B0

, y

B0

) = min

(xA, yA, xB, yB)∈S

g(x

A

, y

A

, x

B

, y

B

). (3.41) We claim that to find a minimizer in S it suffices to find a minimizer in S such that

−2r ≤ y

A

≤ y

B

≤ M (3.42)

for some constant M = M (G) > 0. Suppose that y

A

< −2r. Then y

B

< 0 and g(x

A

, y

A

, x

B

, y

B

) = 1 G

2 (y

A

+ y

B

+ x

A

− x

B

)

> 1 + Gr

= g(x

A

, 0, x

B

, 0). (3.43)

Hence g(x

A

, y

A

, x

B

, y

B

) does not attain its minimum, if y

A

< −2r. Therefore, we may assume that −2r ≤ y

A

≤ y

B

. On the other hand, if y

B

> 2r, then y

A

, y

C

> 0 and

g(x

A

, y

A

, x

B

, y

B

) =



1

0



1 + u

Q

(x)

2

dx G

2 (y

A

+ y

B

+ x

A

− x

B

)



1

0



1 + u

Q

(x)

2

dx − Gy

B



1

0

|u

Q

(x) |dx − Gy

B

= (2 − G)y

B

.

Since G < 2, g(x

A

, y

A

, x

B

, y

B

) → +∞ as y

B

→ ∞. By (3.43), inf

S

g ≤ 1 + Gr. There exists M = M (G) ≥ 2r such that to find a minimizer on S it suffices to find a minimizer in S such that (3.42) holds.

Let

S

M

:= {(x

A

, y

A

, x

B

, y

B

) ∈ S | −2r ≤ y

A

≤ y

B

≤ M}.

By the above discussion and Lemma 3.6, we obtain inf

S

g = inf

S

M

g and inf

S

g is achieved

at some (x

A

, y

A

, x

B

, y

B

) ∈ S ∩ {−2r ≤ y

A

≤ y

B

≤ M} ⊂ S. Therefore we complete the

proof.

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