In the proofs of Theorems 1.2 and 1.3 we assume that Ω=Ω+ is a bounded domain with 0∈Ω⊂B(0, R0) and Ω−=Rn\¯Ω+.
Recall from (1.2) and (1.3), that thedouble layer and boundary double layer potentials are defined forf∈Bp,α(∂Ω) by
(4.1) K±f(X) =
Ω∓
∇YΓ(Y−X)·∇F(Y)dY, X∈Rn, T±f=K±f|∂Ω,
whereF∈W1,pwith compact support inRn andF|∂Ω=f. Existence of one suchF is a consequence of Proposition2.1. Using Calder´on–Zygmund theory and properties of Riesz potentials we also deduce thatK±f∈R1,p with
(4.2) K±fR1,p≤c∇FLp.
We now show that T±f is independent of the choice of F. Indeed, suppose that F,F∈W1,pandf=F|∂Ω=F|∂Ω∈Bp,α(∂Ω). ThenG=F−F has trace 0 so by Lem-ma 2.3, given ε>0 there exists g∈W1,p(Rn)∩C0∞(Rn\∂Ω) with g−GW1,p<ε.
Letζ∈C0∞(B(0,2R0)) withζ≡1 onB(0, R0) and|∇ζ|≤c/R0. We note thatT±g≡0 on∂Ω as follows easily from integration by parts in the integral definingK±g. Using this fact, (4.2) and Proposition 2.2, we deduce that
T±GBp,α(∂Ω)=T±(g−G)Bp,α(∂Ω)≤cζK±(g−G)W1,p
(4.3)
≤c2K±(g−G)R1,p≤c3∇g−∇GLp≤c3ε.
Lettingε→0 we getT±G=0 inBp,α(∂Ω). HenceT±F=T±FandT±is well defined Theorem1.1we find as in (3.41) that
(4.5) ψ, T±(Sφ)=
Ω∓
∇Sψ·∇Sφ dX=φ, T±(Sψ).
Now assume that AssumptionA3holds with G=Ω− orG=Ω+. Givenpwith
|p−2|≤14, let vbe as in AssumptionA3withv=f. Assume also that|∇v|∈Lp(G).
Let ˆv be the extension of v to Rn guaranteed by Assumption A3. Put h=|∇vˆ| when G=Ω− and h=|∇ˆv|χ whenG=Ω+ whereχ is the characteristic function of B(0, ρ) for someρ>R0. Once again we observe that (M h) p−2is anA2weight when
|p−2|≤14. Using this observation, properties of A2 weights, Assumption A3, and either Young’s inequality withε’s orM h ≥h, we see that
where c depends only on the data. Subtracting the first term on the lower right-hand side of (4.6) from the left-right-hand side we get that
This equality and (4.6) imply forG=Ω− that (4.7)
where ≈ means that the ratio of any two quantities is bounded above and below by constants depending only on the data. If G=Ω+, then (4.7) is also valid as we deduce from letting ρ→∞ in the above inequalities and using the monotone convergence theorem.
We now begin the proof of Theorem 1.2. Fix p, |p−2|≤14, and let V1,p(Ω−) be the space of all locally integrable functionsv on Ω− with distributional gradi-ent ∇v satisfying limρ→∞vB(0,ρ)=0 and vV1,p(Ω−)=|∇v|
Lp(Ω−). Recall that vB(0,ρ) is the average ofv onB(0, ρ). Let ˆv be the extension of v to Rn given by AssumptionA3. From (4.7) and Sobolev-type estimates we see that ˆv∈R1,p with
1
cvV1,p(Ω−)≤ ˆvR1,p≤cvV1,p(Ω−).
ThusV1,pis a reflexive Banach space. The following lemma will play a key role in our proof of Theorem1.2.
Lemma 4.1. There areδ >0andc≥1,depending only on the data,such that if
|p−2|≤δandv∈V1,p(Ω−),then there isu˜∈C0∞(Rn)withu= ˜¯ u|Ω−, u¯V1,p(Ω−)≤c and
(4.8) vV1,p(Ω−)≤
Ω−
∇u¯·∇v dX.
Proof. If v=0 set ˜u=0. Otherwise, from the linearity we may assume that vV1,p(Ω−)=1. Let ˆv denote the extension of v to Rn guaranteed by Assump-tionA3. Given η >0 we claim that there existsw∈C0∞(Rn) such that if w=w|Ω−
then (4.9)
(a) w−vV1,p(Ω−)≤η,
(b) (4.7) is valid withv, ˆv andGreplaced byw,wand Ω−, respectively.
To prove (4.9) we note that ifσandρare as in (3.14) andv∗=(ˆv−vˆB(0,2ρ))σthen v∗ converges to ˆv in the norm of V1,p as ρ→∞. To prove this note, we could for example use (2.2) with F=v, X=0 and r=2ρ. Writing the resulting integral on the right-hand side of (2.2) as a sum one gets as in (2.24) that
|v(Yˆ )−vˆB(0,2ρ)| ≤cρM(|∇vˆ|)(Y) wheneverY ∈B(0,2ρ).
Our note follows easily from this inequality and the Hardy–Littlewood maximal theorem. Regularizing v∗, we see that there exists a sequence, vj∈C0∞(Rn), j= 1,2, ..., converging to ˆv pointwise and in the norm ofV1,p. Clearly (a) of (4.9) is valid if we takew=vj andj is large enough. Moreover, using (4.6) for ˆvandv, the Fatou lemma, and the fact that
M(|∇(v−v)|)≤M(|∇v|)+M(|∇v|) wheneverv, v∈{vj,vˆ:j=1,2, ...}, we get that
lim sup
j→∞
Rn
M(|∇vj|)pdX≤clim inf
j→∞
Ω−
M(|∇vj|)p−2|∇vj|2dX
≤1 2lim sup
j→∞
Rn
M(|∇vj|)pdX+clim inf
j→∞
Ω−
|∇vj|pdX.
It follows from this inequality and the Hardy–Littlewood maximal theorem that we can also choosew=vj in (b) of (4.9) whenj is large enough.
To continue the proof of Lemma4.1we suppose thatηis a small positive num-ber andwhas been chosen relative toη. First suppose that 0<2−p≤14. Let λ0>0 be the largest number such that M(|∇w|)≥2λ0 on the support of w. Construct θ=θ(·, λ) relative to wandλas in Lemma2.5. Put
u= (2−p) ∞ m=m0
2m(p−2)θ(·,2m),
where m0 is the largest integer such that 2m0≤λ0. We note that since M(|∇w|) is bounded, we have θ(·, λ)=wfor large λ. Also, θ(·, λ)≡0 in a neighborhood of
∞independent ofλ≥λ0/2. From these remarks it is easily seen thatuis Lipschitz and for almost everyX,
(4.10) ∇u(X) =∇w(X)(2−p)
m∈Λ(X)
2m(p−2)+E(X),
where Λ(X) denotes the set of all integersm≥m0 with 2m≥M(|∇w|)(X). More-over, if Λ1(X) denotes all integers ≥m0 that are not in Λ(X),then
(4.11) |E(X)| ≤c(2−p)
m∈Λ1
2m(p−1)≤c(2−p)M(|∇w|)(X)p−1. Finally ifh(X)=(2−p)
m∈Λ(X)2m(p−2) then (4.12)
h≤cM(|∇w|)p−2 almost everywhere onRn, h≥1
cM(|∇w|)p−2 almost everywhere on the support ofw.
These inequalities can be proved by comparing h(X) with ∞
M(c|∇bw|)(X)λp−3dλ.
From (4.10)–(4.12), we conclude first that|∇u|≤cM(|∇w|)p−1so from the Hardy–
Littlewood maximal theorem and (a) of (4.9),
(4.13) uV1,p(Ω−)≤cwpV−1,p1(Ω−)≤2c.
Second, from (4.10)–(4.12) we get
Ω−
∇u·∇w dX≥1 c
Ω−
|∇w|2M(|∇w|)2−pdX (4.14)
−c(2−p)
Rn
M(|∇w|)pdX.
From (4.13), (4.14) and (4.9), we see first that (4.8) holds with ¯uandvreplaced by uand w, respectively, provided δ >0 is small. Secondly, choosing η small enough, depending only on the data, we find that this display holds foru and v. Finally, as in the approximation of ˆv by vj, we can approximate uby ˜u∈C0∞(Rn) in such a way that Lemma4.1is valid when 2−δ≤p<2.
The casep=2 of Lemma4.1is easily handled so we assume that 2<p≤2+δ. Let V∗1,p(Ω−) be the space of bounded linear functions onV1,p(Ω−) and let Γ⊂V∗1,p(Ω−) be the set of all linear functionalsψwhich can be written in the form
(4.15) ψ, v=
Ω−
∇u·∇v dX, v∈V1,p(Ω−), where u∈V1,p(Ω−).
We claim that
(4.16) Γ =V∗1,p(Ω−).
Once (4.16) is proved we can use the Hahn–Banach theorem to get, forv∈V1,p(Ω−) withvV1,p(Ω−)=1, a linear functional ψas in (4.15) withψV∗1,p(Ω−)=1 and
(4.17) 1 =ψ, v=
Ω−
∇u·∇v dX.
Also, since p<2 we can apply the previous case with p and p interchanged to conclude that uV1,p≤c. As in the case 2−δ≤p<2, we can then extend u to ˆ
u as in Assumption A3 and after that approximate ˆu by a C0∞(Rn) function in such a way that Lemma4.1holds. Thus to complete the proof of Lemma4.1when 2<p≤2+δ, it suffices to prove (4.16). To do this givenu∈V1,p(Ω−) let Λ(u) be the bounded linear functional on V1,p(Ω) defined in (4.15). From H¨older’s inequality we see that Λ :V1,p(Ω−)→V∗1,p(Ω−) is a bounded linear operator with norm ≤1.
From the 2−δ≤p<2 case of Lemma4.1withpandp interchanged it is easily seen that
(4.18) 1
cuV1,p≤ Λ(u)V∗1,p≤ uV1,p.
Clearly (4.18) implies that Γ=Λ(V1,p(Ω−)) is closed inV∗1,p(Ω−). If (4.16) is false, it follows from an argument involving the Hahn–Banach theorem and reflexivity of V1,p(Ω−) that there existsv∈V1,p(Ω−), v≡0, with
(4.19)
Ω−
∇u·∇v dX= 0 for allu∈V1,p(Ω−).
It is easily seen that (4.19) implies thatvis harmonic in Ω−. Using subharmonicity of|∇v|,v∈V1,p, and H¨older’s inequality one sees for some constantC that (4.20) |∇v(X)| ≤C|X|−n/p
for|x|≥2R0. Using (4.20), the mean-value theorem, and limρ→∞vB(0,ρ)=0, it fol-lows thatv(X)→0 as |X|→∞. This fact and either the Kelvin transformation or the Poisson integral formula forRn\B(0,2R0) imply for some constantC that (4.21) |v(X)|+|X| |∇v(X)| ≤C|X|2−n for|X| ≥2R0.
Armed with (4.21) we can now argue as earlier to get a contradiction. That is, let σ and ρ be as in (3.14) and set u=vσ. Then u∈V1,p(Ω−), and from (4.19) and (4.21) it follows that
B(0,ρ)
|∇v|2dX≤ c ρ2
B(0,2ρ)\B(0,ρ)
v2dX→0 as ρ→∞.
Thusv≡0 in Ω−, which is a contradiction. We conclude that (4.16) and Lemma4.1 are true when 2<p≤2+δprovidedδ >0 is sufficiently small, depending only on the data.
We continue the proof of Theorem1.2with the following lemma.
Lemma 4.2. There exists δ >0 such that if |p−2|≤δ and f∈Bp,α(∂Ω) with T+f=0 thenf=0.
Proof. Letφ∈Bp,β(∂Ω) withf=Sφ. From (4.5) we see that (4.22) ψ, T+f=
Ω−
∇Sφ·∇Sψ dX= 0 wheneverψ∈B∗p,α(∂Ω).
Also, from Lemma3.1we find thatv=Sφ∈V1,p(Ω−) so by Lemma4.1there exists
˜
u∈C0∞(Rn) with ˜u|Ω−= ¯u,u¯V1,p(Ω−)≤c and (4.23) SφV1,p(Ω−)≤
Ω−
∇Sφ·∇u dX.¯
Chooseψ∈Bp,α(∂Ω) withSψ= ˜u|∂Ω. This choice is possible as we see from Proposi-tion2.2and Theorem1.1. Using once again Lemma2.3, the fact that ˜uhas compact support, and the decay ofSψ near∞given by (3.16) and (3.22), we conclude that (4.24)
Ω−
∇Sφ·(∇Sψ−∇u)¯ dX= 0.
Combining (4.22)–(4.24) we have that
Ω−
|∇Sφ|pdX= 0,
which in view of (3.16) implies that Sφ=0 in Ω−. Using Assumption A2 we see thatf=Sφ=0.
Next we prove the following result.
Lemma 4.3. There exists δ >0 such that if |p−2|≤δ then T+(Bp,α(∂Ω)) is closed.
Proof. As in (3.32) it is easily seen that Lemma4.3 follows once we show the existence ofη >0 so that
(4.25) T+fBp,α(∂Ω)≥ηfBp,α(∂Ω).
To prove (4.25) we again argue by contradiction. Otherwise there exist functions fm∈Bp,α(∂Ω),m=1,2, ..., with
(4.26) fmBp,α(∂Ω)= 1 and T+fmBp,α(∂Ω)→0 asm→∞.
Choose φm∈Bp,β(∂Ω) with Sφm|∂Ω=fm, m=1,2, ..., and note from (4.5) and (4.26) that
(4.27)
Ω−
∇Sφm·∇Sψ dX=ψ,T+fm→0 as m→∞,
wheneverψ∈Bp,α∗ (∂Ω). As in Lemma4.2we setv=Sφmand choose ˜uand ¯uas in Lemma4.1relative tov. We then findψ∈Bp,α(∂Ω) with Sψ= ˜u|Ω−. Arguing as in (4.22)–(4.24) it follows that
Ω−
|∇Sφm|pdX≤
Ω−
∇Sφm·∇u dX¯ (4.28)
=
Ω−
∇Sφm·∇Sψ dX→0 as m→∞.
LetSφmbe the extension ofSφm|Ω− to Rn guaranteed by AssumptionA3. Then from (4.28) and (4.7) we deduce that
(4.29) |∇Sφm|
Lp≤c|∇Sφm|
Lp(Ω−)→0 as m→∞.
From AssumptionA2applied toSφm−SφmwithG=Ω−, we see thatSφm|∂Ω=fm. Using this fact and applying Proposition2.2toσSφm(σandρas in (3.14)) we get upon lettingρ→∞that
(4.30) fmBp,α(∂Ω)≤c|∇Sφm|
Lp→0 asm→∞. Equation (4.30) contradicts (4.26). Thus Lemma4.3is true.
To complete the proof of Theorem1.2we prove the following lemma.
Lemma 4.4. If |p−2|≤δ and δ >0 is small enough, depending only on the data,then T+ mapsBp,α(∂Ω)ontoBp,α(∂Ω).
Proof. The proof of Lemma4.4 is also by contradiction. Otherwise it follows from Lemma 4.3, the Hahn–Banach theorem, and Theorem 1.1 that there exists ψ∈B∗p,α(∂Ω), ψ≡0, with ψ, T+(Sφ)=0 whenever φ∈Bp∗,β(∂Ω). From (4.5) we see that
(4.31) 0 =ψ, Sφ=
Ω−
∇Sψ·∇Sφ dX wheneverφ∈B∗p,β(∂Ω).
Also using Lemma 4.1 and arguing as in (4.22)–(4.24) we obtain, for some φ∈B∗p,β(∂Ω) andcdepending only on the data, that
(4.32)
Ω−
|∇Sψ|pdX≤c
Ω−
∇Sψ·∇Sφ dX.
Equations (4.31) and (4.32) yield first that
Ω−|∇Sψ|pdX=0 and then from (3.16) that Sψ=0 on Ω−. Using AssumptionA2 we conclude thatSψ=0 which in view of Theorem1.1is a contradiction to our assumption thatψ≡0.