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A characterization of gradient Young-concentration measures generated by solutions of Dirichlet-type
problems with large sources
Gisella Croce, Catherine Lacour, Gérard Michaille
To cite this version:
Gisella Croce, Catherine Lacour, Gérard Michaille. A characterization of gradient Young- concentration measures generated by solutions of Dirichlet-type problems with large sources.
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2008, pp.2008048.
�10.1051/cocv:2008048�. �hal-00369367�
DOI:10.1051/cocv:2008048 www.esaim-cocv.org
A CHARACTERIZATION OF GRADIENT YOUNG-CONCENTRATION MEASURES GENERATED BY SOLUTIONS OF DIRICHLET-TYPE PROBLEMS
WITH LARGE SOURCES∗
Gisella Croce
1, Catherine Lacour
2and G´ erard Michaille
2,3Abstract. We show how to capture the gradient concentration of the solutions of Dirichlet-type problems subjected to large sources of order √1ε concentrated on anε-neighborhood of a hypersurface of the domain. To this end we define the gradient Young-concentration measures generated by sequences of finite energy and establish a very simple characterization of these measures.
Mathematics Subject Classification.49Q20, 28A33.
Received January 7, 2008.
Published online July 19, 2008.
1. Introduction
Let us consider the one-dimensional Dirichlet problem in (−1,1) with a second member measure
⎧⎪
⎨
⎪⎩
(σε(x)u)= 1
√ε m k=0
akδtεk u(−1) =u(1) = 0,
(1.1)
where ε > 0, m ∈ N, ak ∈ R∗, (tεk)k=0,...,m is a non decreasing family of numbers in [−ε2,ε2] with tε0 = −ε2, tεm= ε2, limε→0tεk+1ε−tεk = m1 :=l fork= 0, . . . , m−1, andσεis given by
σε(x) = 1
ε, ifx∈(−1,1)\(−ε2,ε2) 1, ifx∈(−ε2,ε2).
Keywords and phrases. Gradient Young measures, concentration measures, minimization problems, quasiconvexity.
∗The research of the first author was partially supported by ATER grant of Universit´e Montpellier II.
1 LMAH (Laboratoire de Math´ematiques Appliqu´ees du Havre), Universit´e du Havre, 25 rue Philippe Lebon, BP 540, 76058 Le Havre, France. gisella.croce@univ-lehavre.fr
2 I3M (Institut de Math´ematiques et de Mod´elisation de Montpellier), UMR-CNRS 5149, Universit´e Montpellier II, Case courrier 051, Place Eug`ene Bataillon, 34095 Montpellier Cedex 5, France. lacour@math.univ-montp2.fr
3 EMIAN, Universit´e de Nˆımes, France. micha@math.univ-montp2.fr
Article published by EDP Sciences c EDP Sciences, SMAI 2008
Let ¯uεbe the solution of (1.1); then clearly ¯uεis of the form
¯ uε(x) =
⎧⎪
⎨
⎪⎩
εcε, ifx∈(−1,−2ε)
cε+√skε, ifx∈(tεk, tεk+1), k= 0, . . . , m−1 ε(cε+s√mε), ifx∈(ε2,1),
where sk := k
i=0ai and cε is a constant which can be computed from the boundary conditions. Setting
¯ vε = √u¯ε
ε one can show that the measure ½(−ε
2,ε2)ε|v¯ε|2dxweakly converges to lm−1
k=0 (L+sk)2δ0, where L is the limit of √
εcε (see Sect. 4 for the computations). Consequently the gradient of the solution ¯uε presents a concentration phenomenon in L2((−1,1)). The knowledge of the limit measure lm−1
k=0(L+sk)2δ0 is not completely satisfactory to describe the concentration phenomenon. Indeed ¯vε clearly oscillates nearx= 0 from the observation that not all the coefficientsskare necessarily of the same sign. A natural question to ask is how to capture these oscillations at the limit. To this end, we compute the weak limit ¯μ= ¯μx⊗π¯ of the measure
¯
με:=δ¯vε
|¯v
ε|(x)⊗½(−ε
2,ε2)ε|¯vε|2dx∈M([−1,1]× {−1,1}) in the sense that
ε
1
−1
½(−ε2,ε2)ϕ(¯vε)θ(x) dx→ 1
−1θ(x)
{−1,1}ϕ(ζ) d¯μx
d¯π
for all 2-homogeneous and continuous functions ϕonR and all functionsθ in C([−1,1]). We write ¯μx⊗π¯ to denote the slicing decomposition of the measure ¯μ with respect to its projection measure ¯π on [−1,1]. We will call ¯μ the gradient Young-concentration measure generated by(¯vε>0). Note that (¯μx)x∈(−1,1) is a family of probability measures on the unit sphere S0 := {−1,1} of R. Why is ¯μ useful to capture the oscillations of ¯vε at the limit? It is easy to show that ¯π is nothing but the weak limit lm−1
k=0(L+sk)2δ0 of the measure
½(−ε2,ε2) ε|¯vε|2dx. Moreover, we show that (see Sect. 4 for the details)
¯
μx=aδ1+bδ−1 where, if we assume for instanceL≥0,
a=
k=0,...,m−1:sk≥0
(L+sk)2
m−1
k=0
(L+sk)2
, b= 1−a=
k=0,...,m−1:sk<0
(L+sk)2
m−1
k=0
(L+sk)2
(if L≤0, take the condition sk >0 in the sum defining a, andsk ≤0 in the sum definingb). One sees that whereas the measure ¯π provides the intensitylm−1
k=0(L+sk)2 and the support{0}of the concentration, the coefficients a and b in [0,1] provide the desired additional information, i.e., the proportion of change of sign of ¯vε captured at the limit, with respect to the total mass of the limit measure ¯π.
In this article we want to generalize the previous notion of gradient Young-concentration measure when ¯uε is the solution of a Dirichlet problem on a domain Ω ofRN, N >1, with a source of magnitude order √1ε. We assume that a (N −1)-dimensional manifold Σ, possessing an unit normal vector ν at HN−1 a.e. x, splits Ω into two subdomains and that the conductivity outside theε-neighborhood Σε of Σ grows as 1ε. The simplest model is given by
¯
uε∈ argmin
1
ε Ω\Σε|∇u|2 dx+
Σε
|∇u|2 dx− 1
√ε Fε, u:u∈W01,2(Ω)
(1.2)
whereFε∈H−1(Ω); settingv:= √uε, (1.2) is equivalent to
¯
vε∈ argmin
Ω\Σε
|∇v|2 dx+ε
Σε
|∇v|2 dx− Fε, v:v∈W01,2(Ω)
.
By analogy with the one-dimensional case, the estimation
supε>0 Ω\Σε
|∇vε|2 dx+ε
Σε
∂vε
∂ν 2 dx
<+∞
implies that ∂∂ν¯vε presents a concentration phenomenon on S ⊂⊂ Ω. To describe it, we will characterize the weak cluster points ¯μ of the sequenceδ∂¯vε
∂ν /|∂¯∂νvε|(x)⊗ε½Bε|∂∂νv¯ε|2 dx in the set of non-negative bounded Borel measuresM+( ¯Ω×S0) on ¯Ω×S0, whereBεdenotes theε-neighborhood ofS. We will call ¯μthe gradient Young- concentration measure generated by (¯vε)ε>0. In contrast to the one-dimensional case, it is difficult to express the measure ¯μand we adopt the following strategy: under some additional hypotheses onFε, one can prove that a subsequence of ¯vεstrongly converges in L2(Ω) to some function ¯v∈W1,2(Ω\Σ); our objective is to provide an intrinsic characterization of ¯μ(i.e., independent of the sequence) with respect to the Sobolev function ¯v, in the spirit of [3,4]. Actually, we characterize the limits (v, μ) generated by sequences (vε)ε satisfying the partial finite energy condition
supε>0 Ω\Σε
|∇vε|2 dx+ε
Σε
∂vε
∂ν 2 dx
<+∞.
We show that v and μ =μx⊗π with μ = (a(x)δ1+b(x)δ−1)⊗¯π, are linked by the necessary and sufficient conditions:
v∈W1,2(Ω\Σ), v= 0 on∂Ω;
spt(π)⊂S;¯ dπ
dHN−1S(x)(a(x)c+b(x)d)≥ϕ([v](x))
(1.3)
forHN−1S a.e. xand for all (c, d)∈R+×R+ where ϕ(ξ) =
cξ2, ifξ≥0 dξ2, ifξ≤0.
In addition, in Example 3.2 we will exhibit a large class of non trivial pairs (v, μ) satisfying (1.3) and generated by sequences (¯vε)ε>0 of solutions to Dirichlet problems with large sources concentrated on Σε. Moreover the probability measureμxcan be completely expressed.
It is worth noticing that the internal energy functional of (1.2) or (1.4), (1.5) below, rewritten in terms of the rescaled functionv, is the type of functionals considered in [5,6] in order to model adhesive bounded joints through the computation of a variational limit problem. In this paper, it is not our purpose to describe a variational limit of (1.2), (1.4) or (1.5), even if this program would be interesting because of the additional difficulty due to the source. Among the physical motivations of (1.2), or of more general Dirichlet problems of the form
−div (σε(x)∂f(∇u)) = √1εFεon Ω
u= 0 on∂Ω, (1.4)
ν
Ω
Σ S B
ε
Figure 1. The physical configuration.
where σε := 1ε½Ω\Σε+½Σε and f :RN →Ris a positively 2-homogeneous convex function, one may mention various applications to:
– heat conduction or electrostatic problems subjected to large concentrated sources, with high conductivity outside the support of the sources;
– membrane problems with large concentrated exterior loading and high stiffness outside the support of the loading.
Note that we treat this study in a vectorial environment, that is, we consider the following problems defined overW01,2(Ω,Rm), withm≥1 by
¯
uε∈ argmin
1
εp−1 Ω\Σεf(∇u) dx+
Σε
g(∇u) dx− 1
ε1−1/p Fε, u:u∈W01,p(Ω,Rm)
, p >1 (1.5)
where f, g : RN×m → R are two positively p-homogeneous and quasiconvex functions, and ε1−1/p1 Fε is the exterior loading. To shorten the proofs, we only consider the casep= 2.
2. Towards the definition of gradient Young-concentration measures
LetN,mbe two positive integers. Throughout this paperLN andHN−1denote theN-dimensional Lebesgue measure and the (N−1)-dimensional Hausdorff measure on Ω, respectively. We will sometimes write dxfor the measureLN and|B|for theN-dimensional Lebesgue measure or the (N−1)-dimensional Hausdorff measure of any Borel subsetBof Ω, if there is no ambiguity. In theN-dimensional Euclidean spaceRN with respect to the orthonormal frame (O, e1, . . . , eN), we consider a (N−1)-hypersurface Σ which splits Ω into two subdomains Ω+and Ω−,i.e. Ω = Ω+∪Σ∪Ω−. To avoid certain technical complications, we will additionally assume that Σ is included in the hyperplane vect(e1, . . . , eN−1) generated by{e1, . . . , eN−1}and orthogonal to the unit vector ν =eN, but we point out that we could treat the problem in the more general case where Σ is the graph of a Lipschitz function. Such a general geometry leads to technical complications in the proofs, but the overall strategy remains the same. For any point xin Ω, we write ˆxfor its projection on vect(e1, . . . , eN−1), so that x= (ˆx, xN). We set Σε:={x+tν:x∈Σ, −2ε< t < ε2}and, forS⊂⊂Σ,Bε:={x+tν:x∈S, −ε2 < t < ε2} (see Fig. 1).
We assume that (Fε)ε>0 is a bounded sequence in the topological dual of W01,1(Ω,Rm), and we define on W01,2(Ω,Rm) the family of functionals
Fε(u) =1
ε Ω\Σεf(∇u) dx+
Σε
g(∇u) dx− 1
√ε Fε, u
where f, g : RN×m →R are two positively 2-homogeneous and quasiconvex functions satisfying the standard growth conditions: there exist two constants 0< α≤β such that
α|ζ|2≤f(ζ)≤β(1 +|ζ|2) ∀ζ∈RN×m, (2.1) same forg. We consider the functionalGεdefined inW01,2(Ω,Rm) by
Gε(v) =Fε(√ εv) =
Ω\Σε
f(∇v) dx+ε
Σε
g(∇v) dx− Fε, v
and the problem ¯vε ∈ argminv∈W1,2
0 (Ω,Rm)Gε. Note that, by using the direct methods of the Calculus of Variations, one can easily establish that argminv∈W1,2
0 (Ω,Rm)Gε = ∅. We could also treat the problem with various other boundary conditions. Throughout this paperC will denote various constants independent of ε and we do not relabel the subsequences considered.
Lemma 2.1. Let (vε)ε>0 be a sequence in W01,2(Ω,Rm)satisfyingsupε>0Gε(vε)<∞. Then supε>0
ε
Σε
|∇vε|2 dx+
Ω\Σε
|∇vε|2 dx
<+∞. (2.2)
Proof. Estimate (2.2) is a straightforward consequence of estimates (a), (b) and (c) below: there exists a non-negative constantCsuch that
(a)
Σε
ε|∇vε|2 dx≤C
1 +
Ω
|∇vε|dx
; (b)
Ω\Σε
|∇vε|2 dx≤C
1 +
Ω
|∇vε|dx
; (c) sup
ε>0 Ω
|∇vε| dx <+∞.
Proof of (a). Since supε>0Gε(vε)<+∞, using (2.1), and Poincar´e’s inequality, we have α
Σε
ε|∇vε|2dx≤
Σε
εg(∇vε) dx ≤ C+FεvεW1,1
0 (Ω,Rm)
≤ C
1 +
Ω
|∇vε|dx
.
Proof of (b). Sinceα
Ω\Σε|∇vε|2dx≤
Ω\Σεf(∇vε) dx, reproducing the proof of (a), one has
Ω\Σε
|∇vε|2 dx≤C
1 +
Ω
|∇vε|dx
.
Proof of (c). Using the Cauchy-Schwartz inequality and (a), one can show that
Σε
|∇vε| dx≤C
1 +
Ω
|∇vε|dx 1
2
.
Using the Cauchy-Schwartz inequality and (b), one can show that
Ω\Σε
|∇vε|dx≤C
1 +
Ω
|∇vε|dx 1
2
.
From the previous estimates one has
Ω
|∇vε|dx=
Σε
|∇vε|dx+
Ω\Σε
|∇vε|dx≤C
1 +
Ω
|∇vε| dx 12
,
thus sup
ε>0 Ω
|∇vε| dx <+∞.
Obviously ¯vε ∈ argminv∈W1,2
0 (Ω,Rm)Gε(v) satisfies sup
ε>0Gε(¯vε)<+∞; consequently, thanks to Lemma2.1,
¯
vε satisfies (2.2), thus the weaker condition supε>0
ε
Σε
∂vε
∂ν
2 dx+
Ω\Σε
|∇vε|2 dx
<+∞.
We will consider this condition in the definition of gradient Young-concentration measures. Let us introduce the space
W∂Ω1,2(Ω\Σ,Rm) :=
v∈W1,2(Ω+,Rm)∩W1,2(Ω−,Rm) :v= 0 on∂Ω in the sense of traces . Then we have:
Lemma 2.2. Let (vε)ε>0 be a sequence in W01,2(Ω,Rm)such that supε>0
ε
Σε
∂vε
∂ν
2 dx+
Ω\Σε
|∇vε|2 dx
<+∞. (2.3)
Then there exist a not relabeled subsequence andv∈W∂Ω1,2(Ω\Σ,Rm)such that vε→v in L2(Ω,Rm).
Proof. For every functionw∈W01,2(Ω,Rm) we define itsε-translateTεwby Tεw(ˆx, xN) =
w(ˆx, xN +ε/2), ifx∈Ω+, w(ˆx, xN −ε/2), ifx∈Ω−.
First step. We claim that there exist z ∈ W∂Ω1,2(Ω\Σ,Rm) and a subsequence vε such that Tεvε z in W∂Ω1,2(Ω\Σ,Rm) and strongly inL2(Ω,Rm). Indeed because of the boundary condition, by extending all the con- sidered functions by zero outside of Ω, one may assume that Ω+and Ω−are cubes; clearly∇Tεvε=Tε∇vεso that supε
Ω\Σ|∇Tεvε|2 dx= supε
Ω\Σε|∇vε|2 dx <+∞. Poincar´e’s inequality then yieldsTεvεW1,2
∂Ω(Ω\Σ,Rm)≤C and the claim follows immediately. We denote byz+ and z− the traces ofz considered as a Sobolev function on Ω+ and Ω− respectively.
Second step. We claim that there existsv∈L2(Ω,Rm) such that we can extract from the previous subsequence (vε)ε>0 a subsequence which weakly converges tov in L2(Ω,Rm). Indeed
Ω
vε2 dx=
Ω\Σε
vε2dx+
Σε
vε2 dx=
Ω+∪Ω−|Tεvε|2 dx+
Σε
vε2 dx. (2.4)
We are going to show that
Σεvε2dx→0 asε→0. An integration with respect toxN gives vε(ˆx, xN) =vε(ˆx, ε/2) +
xN
ε/2
∂vε
∂ν (ˆx, s)ds.
It is not difficult to show, setting Σ+ε = Σε∩Ω+, that this implies
Σ+ε
|vε|2≤Cε
S+ε/2ν|vε|2dˆx+ε
Σ+ε
∂vε
∂ν 2ds
.
The same calculation on Σ−ε = Σε∩Ω− gives
Σ−ε
|vε|2≤Cε
S−ε/2ν|vε|2dˆx+ε
Σ−ε
∂vε
∂ν 2ds
.
Summing up, we obtain
Σε
|vε|2 dx≤Cε
S+ε/2ν|vε|2 dˆx+
S−ε/2ν|vε|2 dˆx+ε
Σε
∂vε
∂ν 2 dx
.
By using (2.3) and the fact that
ε→0lim S+ε/2ν|vε|2dˆx+
S−ε/2ν|vε|2dˆx
=
S|z+|2 dˆx+
S|z−|2dˆx, we have
ε→0lim Σε
|vε|2dx= 0. (2.5)
Estimate (2.5) and the fact thatTεvε converges tozin L2(Ω,Rm) imply
ε→0lim Ω
|vε|2 dx=
Ω
|z|2 dx (2.6)
from (2.4). In particular we deduce that vεis bounded inL2(Ω,R) and the conclusion follows immediately.
Last step. To conclude, we establish thatv=z. Indeed, for everyϕ∈ Cc∞(Ω,Rm) we have
Ω
v·ϕdx= lim
ε→0 Ω
vε·ϕdx= lim
ε→0 Ω
Tεvε·Tεϕdx=
Ω
z·ϕdx.
This completes the proof becausevε v in L2(Ω,Rm) and, from (2.6),vεL2(Ω,R)→ vL2(Ω,R). We denote by Sm−1 the unit sphere of Rm and by M+( ¯Ω×Sm−1) the set of non negative bounded Borel measures on ¯Ω×Sm−1. For every measureμ inM+( ¯Ω×Sm−1),μ=μx⊗πdenotes its slicing decomposition.
We recall thatμx is a probability measure onSm−1 andπis the projection measure ofμon ¯Ω.
Recall that the 2-homogeneous extension ˜ϕ:Rm→Rof a continuous function ϕonSm−1 is defined for all ζ∈Rmby
˜ ϕ(ζ) =
|ζ|2ϕ(|ζ|ζ ), ifζ= 0, 0, otherwise.
It is well known (see [3], p. 741) that the 2-homogeneous extension of a Lipschitz functionϕinSm−1fulfills the following locally Lipschitz property: there existsc=c(ϕ) such that
∀ζ, ζ∈Rm, |ϕ(ζ)˜ −ϕ(ζ˜ )| ≤c|ζ−ζ|(|ζ|+|ζ|). (2.7)
To shorten notation we will not distinguishϕfrom its 2-homogeneous extension ˜ϕ.
Definition 2.3. We say that a pair (v, μ) belongs to the set E ⊂L2(Ω,Rm)×M+( ¯Ω×Sm−1) of elementary gradient Young-concentration measuresif and only if v∈W01,2(Ω,Rm) andμ=δ∂v
∂ν/|∂v∂ν|(x)⊗ |∂ν∂v|2 dx.
We introduce the convergence of a sequence ((vε, με))ε>0 ofE to a pair (v, μ) ofL2(Ω,Rm)×M+( ¯Ω×Sm−1) in the sense of concentration measuresas follows:
(vε, με)(v, μ) ⇐⇒
vε→v strongly inL2(Ω,Rm) ε½Bεμε μ∗ inM+( ¯Ω×Sm−1).
Definition 2.4. Let B be the set of pairs (v, μ) of E such that (2.3) holds. The set YC of gradient Young- concentration measures is the sequential closure ofBfor the convergence in the sense of concentration measures defined above,i.e.
(v, μ)∈ YC ⇐⇒ ∃vε∈W01,2(Ω,Rm) s.t.
⎧⎪
⎪⎪
⎪⎨
⎪⎪
⎪⎪
⎩
vε→vstrongly in L2(Ω,Rm), supε>0
ε
Σε
∂vε
∂ν
2dx+
Ω\Σε
|∇vε|2 dx
<+∞, δ∂vε
∂ν/∂vε∂ν(x)⊗ε½Bε|∂v∂νε|2dx μ∗
(2.8)
when ε → 0. We say that the sequence (vε)ε>0 generates the gradient Young-concentration measure (v, μ) or, in short, that the sequence (vε)ε>0 generates the Young-concentration measure μ. Recall that the weak convergence∗ above is defined by
Bε
εθ(x)ϕ ∂vε
∂ν
dx→
Ω¯ Sm−1θ(x)ϕ(ζ) dμ
for all θ ∈ C( ¯Ω) and allϕ∈ C(Sm−1). The set YCabs is the subset of the elements (v, μ) ofYC such that the projection measureπof μon ¯Ω is absolutely continuous with respect to the measureHN−1S.
Remark 2.5. Let (vε)ε>0be a sequence ofW01,2(Ω,Rm) which satisfies (2.3). Clearlyδ∂vε
∂ν/∂vε
∂ν(x)⊗ε½Bε|∂v∂νε|2dx is bounded inM+( ¯Ω×Sm−1). On the other hand, from Lemma 2.2, one can extract a subsequence of (vε)ε>0 which converges in L2(Ω,Rm) to some v ∈ W∂Ω1,2(Ω\Σ,Rm). Then one can extract a subsequence such that (vε)ε>0 generates some (v, μ) ∈ YC, that is (vε, δ∂vε
∂ν /∂vε
∂ν (x)⊗ε½Bε|∂v∂νε|2 dx) (v, μ) ∈ YC. Note that, according to Lemma 2.1, the sequence (¯vε)ε>0 of solutions of Dirichlet problems ¯vε ∈ argminv∈W1,2
0 (Ω,Rm)Gε satisfies (2.3), then generates a gradient Young-concentration measure (v, μ).
3. Characterization of the set of gradient Young-concentration measures
This section is devoted to the proof of the following characterization ofYC:
Theorem 3.1 (characterization). A pair (v, μ =μx⊗π) belongs to YC if and only if v ∈ W∂1,2Ω(Ω\Σ,Rm), π is concentrated onS¯ and, for every ϕ∈ C(Sm−1)such thatϕ∗∗>−∞,
dπ dHN−1S(x)
Sm−1ϕ(ζ) dμx≥ϕ∗∗([v](x)) for HN−1 a.e. x∈S
Sm−1
ϕ(ζ) dμx≥0 forπs a.e. x∈S¯
(3.1)
whereπ=dHN−1dπ SHN−1S+πsis the Radon-Nikodym decomposition ofπwith respect to the measureHN−1S. By analogy with the gradient Young measures (see [4]), the Sobolev function v will be refered to as the underlying deformation of the measure μ. Note that for each v ∈ W∂Ω1,2(Ω\Σ,Rm), the pair (v, δ[v]
|[v]|(x)⊗
|[v](x)|2HN−1S) belongs to YC (more precisely toYCabs) and v is its underlying deformation. We call these pairselementary limit gradient Young-concentration measures.
Gradient Young-concentration measures which are not elementary limit gradient Young-concentration mea- sures and which are generated by a sequence of solutions of Dirichlet problems of the type (1.4) exist in abundance, as seen in the next example.
Example 3.2. Fix an arbitrary open intervalI inR, a functionφ:I→Rmin W01,2(I,Rm) andv∈W∂Ω1,2(Ω\
Σ,Rm). For HN−1 almost every x ∈ Σ, define now the probability measure μx on Sm−1 by μx = ˜μx/μ˜x, where for allϕ∈ C(Sm−1)
˜μx, ϕ:=−
Iϕ
[v](x) + dφ dy(y)
dy.
Consider the measureμ=μx⊗ ˜μxHN−1S. According to Jensen’s inequality, clearly the pair (v, μ) fulfills all the conditions of Theorem 3.1, but it is a non elementary limit concentration measure when φ ≡ 0 (the elementary limit concentration measures correspond to the case whenφ≡0). In the scalar casem= 1 where Sm−1={−1,1}andμx=a(x)δ1+b(x)δ−1, we can expressaandbcompletely thanks to Theorem3.1. Indeed ϕ∈ C(Sm−1) fulfills the conditionϕ∗∗>−∞, if and only if its extension is of the form
ϕ(ζ) =
cζ2, ifζ≥0 dζ2, ifζ≤0
where c anddare two non-negative real numbers (note that in this caseϕ∗∗ =ϕ). With these considerations taking successivelyc >0,d= 0 and c= 0,d >0, we easily deduce
a(x) =
[[v](x)>−dφdy][v](x) +dφdy(y)2 dy
I[v](x) +dφdy(y)2 dy , b(x) =
[[v](x)<−dφdy][v](x) +dφdy(y)2 dy
I[v](x) +dφdy(y)2 dy ·
Let us now exhibit a sequence (vε)ε>0 generating (v, μ). To this end we define Rε : W1,2(Ω\Σ,Rm) → W1,2(Ω,Rm) by
Rεv(ˆx, xN) = xN
ε [v(ˆx, ε/2)−v(ˆx,−ε/2)] +12[v(ˆx, ε/2) +v(ˆx,−ε/2)] ifx∈Σε
v ifx∈Ω\Σε, (3.2)
where vε(ˆx, ε/2) and vε(ˆx,−ε/2) should be taken within the meaning of traces on Σ + 2εeN and Σ− ε2eN respectively. TakeI= (−12,12) and setvε(x) :=Rεv(x)+φ(xεN),B=S×I. For allθ∈ C( ¯Ω) and allϕ∈ C(Sm−1)
we have ε
Bε
θ(x)ϕ ∂vε
∂ν
dx = ε
Bε
θ(x)ϕ 1
ε
v(ˆx, ε/2)−v(ˆx,−ε/2) +dφ dν
xN ε
dx
= 1
ε Bεθ(x)ϕ
v(ˆx, ε/2)−v(ˆx,−ε/2) +dφ dν
xN ε
dx
=
Bθ(ˆx, εxN)ϕ
v(ˆx, ε/2)−v(ˆx,−ε/2) +dφ dν(xN)
dx which tends to
Sθ(ˆx,0)
Iϕ
[v](ˆx) +dφ dy(y)
dy
dˆx= ˜μx⊗ HN−1S, θ⊗ϕ.
Since moreover clearlyvε→v in L2(Ω,Rm), the sequence (vε)ε>0generates (v, μ).
We claim thatuε=√
εvε, wherevε is the function constructed above, is the solution to a Dirichlet problem with large source. In order to shorten the calculation we prove the claim in the scalar case (m = 1) and we begin by the one dimensional case (N = 1).
Take φ∈ C02(I), v ∈ C2((−1,0)∪(0,1)) with v(−1) =v(1) = 0 and denote by [v]ε the approximate jump v(ε/2)−v(−ε/2). Then by an elementary computation, it is readily seen thatuεis solution to
(σεuε) =√1εFε in (−1,1) uε(−1) =uε(1) = 0, whereFε is the measure
v
−1,−ε 2
∪ε 2,1
+1
εφ t
ε
−ε 2,ε
2
+
[v]ε−v −ε
2
δ−ε
2 +
v −ε
2
−[v]ε
δε
2.
Note that, choosing v such thatv = 0, i.e. v of the form v(t) =a−(t+ 1) on (−1,0) and v(t) =a+(t−1) on (0,1), the measureFεis concentrated on (−ε2,ε2).
We treat now the case N = 2 (the calculation in the general case is similar). We set Ω = (−1,1)2 and Σ = (−1,1)× {0}. Takeφ∈ C02(I) andv ∈ C2(Ω\Σ) satisfyingv = 0 on∂Ω. One can easily show thatuε is the solution of the Dirichlet problem
div(σε∇uε) = √1εFεin Ω
uε= 0 on∂Ω,
whereσε:= 1ε½Ω\Σε+½Σε, and Fε is given by Fε = Δuε(Ω\Σε)
+
[v]ε(x1)− ∂v
∂x2
x1,−ε 2
H1 S−ε
2e2
+ ∂v
∂x2
x1,ε 2
−[v]ε(x1)
H1 S+ε
2e2
+
x2 ∂2v
∂2x1
x1,ε 2
− ∂2v
∂2x1
x1,−ε 2
+ε
2 ∂2v
∂2x1
x1,ε 2
+ ∂2v
∂2x1
x1,−ε 2
Σε+1 ε
d2φ d2x2
x2 ε
Σε.
The approximated jump [v]ε is given now by [v]ε(x1) :=v(x1,2ε)−v(x1,−ε2). Note that, takingv solution of the Dirichlet-Neumann problem
⎧⎨
⎩
Δv= 0 in Ω+ v= 0 on∂Ω+\Σ
∂x∂v2 prescribed on Σ,
⎧⎨
⎩
Δv= 0 in Ω− v= 0 on∂Ω−\Σ
∂x∂v2 prescribed on Σ, the sourceFε is concentrated on Σε.
The proof of Theorem 3.1 is divided into two propositions, the necessary condition (Prop. 3.3) and the sufficient condition (Prop. 3.5).
Proposition 3.3(necessary condition). Assume that(v, μ=μx⊗π)belongs toYC. Thenv∈W∂Ω1,2(Ω\Σ,Rm), π is concentrated onS¯ and, for every ϕ∈ C(Sm−1)such thatϕ∗∗>−∞,(3.1)holds.
The proof of Proposition3.3is based on next Lemma 3.4.
Lemma 3.4. Let (vε)ε>0 be a sequence in W01,2(Ω,Rm) satisfying (2.3) and converging to v in L2(Ω,Rm).
Then v∈W∂Ω1,2(Ω\Σ,Rm); moreover for all continuous functions ϕon Sm−1 and all non-negative functions θ in C( ¯S), we have
lim inf
ε→0 ε
Bε
θ(ˆx)ϕ ∂vε
∂ν
dx≥
Sθ(ˆx)ϕ∗∗([v]) dˆx. (3.3) Proof. According to Lemma2.2, one hasv∈W∂Ω1,2(Ω\Σ,Rm). Consider the Moreau-Yosida proximal approxi- mationϕp of the continuous functionϕ:Sm−1→Rdefined by
ϕp(ζ) = inf
ξ∈Sm−1
ϕ(ξ) +p|ξ−ζ|2 .
It is well known that ϕp is a Lipschitz function and that the sequence (ϕp)p∈N converges increasing to ϕ(for a proof consult [1], Thm. 2.6.4). Consequently, according to Dini’s theorem (ϕp)p∈N converges uniformly toϕ onSm−1. Letη >0 andp(η)∈Nbe such that
sup
ξ∈Sm−1|ϕ(ξ)−ϕp(η)(ξ)|< η. (3.4) We establish the existence of a non-negative constantCindependent on εandη such that
lim inf
ε→0 ε
Bε
θ(ˆx)ϕp(η) ∂vε
∂ν
dx≥
S
θ(ˆx)ϕ∗∗([v]) dˆx−Cη. (3.5)
Consider the functionwε:=vε−Rεv, whereRε:W1,2(Ω\Σ,Rm)→W1,2(Ω,Rm) is the map defined in (3.2).
It is readily seen thatwεconverges to 0 inL2(Ω,Rm), sincevε→vinL2(Ω,Rm). By using the locally Lipschitz property (2.7) satisfied by the 2-homogeneous extension ofϕp(η)(recall thatϕp(η) is Lipschitz), we have
lim inf
ε→0 ε
Bε
θ(ˆx)ϕp(η) ∂vε
∂ν
dx = lim inf
ε→0
1
ε Bεθ(ˆx)ϕp(η)
ε∂vε
∂ν
dx
= lim inf
ε→0
1
ε Bεθ(ˆx)ϕp(η)
ε∂wε
∂ν +v(ˆx, ε/2)−v(ˆx,−ε/2)
dx
= lim inf
ε→0
1
ε Bεθ(ˆx)ϕp(η)
[v] +ε∂wε
∂ν
dx. (3.6)