A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
J ENS F REHSE
On Signorini’s problem and variational problems with thin obstacles
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 4, n
o2 (1977), p. 343-362
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Signorini’s
and Variational Problems with Thin Obstacles.
JENS
FREHSE (*)
dedicated to Hans
Lewy
0. - Introduction.
In this paper we
study
thequestion
of thecontinuity
of the first deriva- tives of variationalproblems
or variationalinequalities
with obstacles at theboundary
or thin interiorobstacles,
i.e.problems
of thetype:
or
(0.2)
find such thatK is one of the sets
(0.3)
or(0.4) (0.3)
« Obstacles at theboundary».
(0.4)
« Interior thin obstacles ».Here S~ is a bounded open subset of
Kn.H1,p, (H,,-")
is the usual Sobolev spaceover S~
(with
zeroboundary conditions) (see [18]).
The relation v ~ ~ is tobe understood in the sense of see
[17],
p. 155. L is an oriented(n -1 )-
(*)
Institut furAngewandte
MathematiK der Universitat, Bonn.Pervenuto alla Redazione il 10
Agosto
1976.dimensional submanifold of D
(with
or withoutboundary),
forexample
aline,
and thecompatibility
conditionholds where
g E Hl,P represents
theboundary
condition. The functions Fand Fi satisfy
thefollowing assumption:
(0.6)
.F and u, i =0,
... ; n, are continuous in(u,
E Bl+n andmeasurable in
Case
(0.3)
is known in the literature asSignorini’s problem.
For itsphysical meaning
and for older literature on thissubject,
see[7],
391-424. Thestudy
of case
(0.4)
was initiatedby
HansLewy [15], [16]. Meanwhile,
both caseshave been studied
by
manyauthors,
e.g. Beirao daVeiga, Brezis, Giaquinta- Modica, Giusti,
Kinderlehrer andNitsche,
see thebibliography. Roughly speaking,
under natural conditions these authors obtain the existence ofLipschitz
solutions for(0.1)
or(0.2) including important
cases such as theminimal surface case and the harmonic case. For a short
description
of theseresults we refer to
[5].
Concerning higher regularity
for the solutions u of(0.1)
or(0.2),
oneexpects
thecontinuity
of the first derivatives of u takenalong
the direc-tion
tangential
to .L or8Q
and the one-sidedcontinuity
of thecorresponding
normal derivative of u if the data is smooth.
The first
positive
result on thisquestion
is due to HansLewy
who con-sidered the two dimensional Dirichlet
integral
in the interior obstacle case.There are some indications that it is not
possible
to obtain ana-priori-estimate
for the Holder
exponent
ofaju depending
on the data in asimple
way,see the remark at the end of the paper
and,
infact,
in[5],
the author wasonly
able to prove thecontinuity
of the first «tangential
» derivatives of u and the one-sidedcontinuity
of the «normal» derivativesôn U
of uwith a
logarithmic
modulus ofcontinuity,
i.e. the oscillation oscRatu
of8,u
over balls of radius .R can be estimated
by Kqlln
for any q. In[5]
wehad to confine ourselves to two-dimensional
problems.
In this paper we treat the casen > 2
and obtain thecontinuity
of the first derivatives of u takenalong
the directiontangential
to .L or 8Q. Forn > 3, however,
weobtain
only
the estimate oscRWe
repeat
theproof
for the case n =2,
since in[5]
the calculation of the powers q was notprecise.
Thetechnique
for theproof
isessentially developed
in our paper[5], although
wetry
here to obtain theoptimal
constants in the
auxiliary
lemmata at certainpoints.
Finally
let us mention that not much is known on the structure of the coincidence set Iexcept
HansLewy’s
beautiful result that I is a finite union ofintervals
in the case of the Dirichletintegral
and the interior ob-stacle case with
analytic
data.As in
[5],
weimmediately begin
withLipschitz
solutions of(1)
or(2)
since from the above references we know many situations in whichLipschitz
solutions exist. Thus we need
only
thefollowing
conditions for the func- tionsF¡:
(0.7) Fi(x, u,,q)
isLipschitz
in x e S~ andcontinuously
differentiable in(0.8) .F’o(x, u, ~)
is measurable in x E D and continuous in(u, q).
(0.9)
The functionsFa, i = 0, 1, ... , n
and their derivativesi =1, ... , n, k
=0, 1,
..., n areuniformly
bounded oncompact
sub-sets of
S2
X IZl+n,(0.10) Elipticity.
The matrix of the derivatives ofwith
respect to 1]
E Rn isuniformly positive
definite oncompact
sub-sets of
D
XWe shall assume that 8Q and L are
H2,cc-surfaces,
i.e. for every z E aS2or z E L there exists an open
neighbourhood
II of zo and anH2,cc-diffeomor- phism f.,:
UB1(0)
onto the unit ball B =Bl(O)
C Rn such that8Q
r1 B resp. L r1 B ismapped
into thehyperplane
.H ={(Xl’
...,xn)
=0~.
Moreover,
in the case of the interior obstacle we assume U c D and in the case ofSignorini’s problem,
if z E8Q,
U ismapped
onto B 0H1
where
H~1
is the upper half spacegl
=~(xl,
...,Xn)
E >0~ . H2
denotesthe lower half space.
We do not prove
regularity
at thepoints
where .L meets8Q.
With these conventions our result is:
THEOREM. Let
8Q
and L be(n -1 )-dimensionat regular H2,cc-surfaces and V (0.7)-(0.10) for Fix
and let u be aLipschitz
continuoussolution
of (0.1 )
or(0.2). Then, f or
any z EaS~
or EL, (z 0
L naS2),
thef unction v
=u(/.-’(-)) defined
on B r’1Hl (Signorini’s problem)
or B(interior
obstacle
case) respectively
has thefollowing properties :
where
q(n) 2/(n2 - 2n) if n > 3
andq(n)
is any constantif
n = 2.OSCR denotes the oscillation
of aiv
overBR n HI
orBR respectively.
(iv)
iOSCRRI-q for
n =2,
soscR denotes the oscillationof an v
over
BR n Hl
orBR
r1Hi,
i= 1, 2, respectively.
The constant K
depends only
on the data(including
theLipschitz
constantfor u)
and q.The structure of the
proof
can be seenfrom § 3. ~
1and §
2present auxiliary
lemmata. In allestimates,
K is a constantaltering
its value.1. -
Continuity
teets.In this
chapter
we prove some lemmata whichguarantee
thecontinuity
of an Hl-function
satisfying
certainintegral
relations.They
serve as toolsfor the
proof
of theorem 1 andmight
also be useful for other considerations.The
following
lemma is a« logarithmic » analogue
of the well known lemma ofMorrey, [18],
theorem 3.5.2.LEMMA 1.1.
Suppose R)], 1 c p c n,
and suppose that thereare constants p > 1 and L > 0 such that
for
every :R andwhere
1’n being
the volumeof
the unit ball in Rn.PROOF. We copy
Morrey’s proof
in[18],
Theorem 3.5.2.By approximation,
we may assumee). By simple arguments, Morrey
obtainsHere is the mean value of u taken over
B(x, ~).
We
interchange
the order ofintegration
and set~==~+(~2013~).
Then y
ranges overwhere .7v-t
=(1- t) ~
and we obtainUsing
Holder’sinequality
and then(1.1)
we estimateUsing
the same result for z insteadof ~
we obtain an estimate for the modulus ofcontinuity
and thus the theorem.The
following
lemma is used for theproof
of lemma 1.3. Theproof
relies on Moser’s
idea,
see[18], chap.
5.3.LEMMA 1.2. Choo8o 2 and
de f ine
Pi+l = ypa -f - 2,
i =0, 1, 2,
...,Let
01
i benon-negative
numbers such thatwhere r E
R,
Then
where
and
K does not
depend
on po,L,
1~.PROOF.
By
recursionand
where
We have the
following
convergence relationsSince
and and since and
we obtain from
(1.4)
, which vanish on
aBe(xo)
and all p> 2.the
following inequalities
hold:Here denotes
integration
overPROOF. Let
Bi D =1, 2, ... ,
be a sequence of concentric balls with center x, and radiiChoose such that
supp7:icBi,
and7:i=l
onBi+l’ 7:>0,
andxz
being
the characteristic function of supp T.Here :g may
depend
onWe consider the cases
n>3
and n = 2separately:
(i) n ~ 3. By
Sobolev’sinequality
where .g does not
depend
on supp z~.Now set r = zi and
let f
denoteintegration
overBi.
i
Let pi be defined as in lemma 1.2 and set
and
where is the characteristic function of a set M.
We estimate
reby
obtainand the-
(For i
=0,
we have used the fact that Vi = 0 onBR.) By
lemma1.2,
we obtainWe
finally
set and obtaininequality (1.6),
since(ii)
The case n = 2.By
Sobolev’sinequality
Again
.g does notdepend
on supp T.From
(1.8)
and(1.10)
we obtainChoosing
ii, Pi andøi
as in case(i) with
y = 2-we concludeBy
lemma 1.2Setting
po = t+ 2,
we obtain(1.7).
LEMMA 1.4. Under the
hypotheses o f
lemma 1.3 there holdsfor n > 3
and
for n
= 2PROOF. We choose the constant c in lemma 1.3
equal
to the mean valueof z taken over
B2R(XO) -
Thisyields
forn > 3
and
inequality (1.11 )
followsusing (1.6).
For n = 2 we have for t > 2
and we obtain
(1.12 ).
In order to treat the
regularity
up to theboundary,
we need ananalogue
for lemma 1.3 and 1.4 in half spaces. For this purpose let
LEMMA 1.5. Let z E n
Hl)
n Loo and assume condition(1. 5)
theintegration f being
carried outonly
over r1Hl.
Then there holdsfor
n ~ 3and
f or
n = 2Here denotes
integration
over andintegration
over
B2 R
r1I~1.
The
proof
is similar to that of lemma 1.4 and 1.5. One has to choose the constant c of lemma 1.4 to beequal
to the mean value of z over(B2R - BR)
r1Hl .
One must also observe that we may stillapply
Sobolev’sinequality
to the functionr2[u- c IP/2,
since the set of zerosof T in Q is
large enough.
LEMMA 1.6. Let 0:
[0,
be anincreasing nonnegative function
such that
with constants
a > 1, q > 1, Ro,
t > 0 and-L > 0.
Then, for
every2tl
there is a constant C =C(a,
q, s,t)
such thatThe constant C does not
depend
onK, L, Ro.
Then the above
hypothesis
is fulfilled and we see that the power in the estimate cannot beimproved.
PROOF. We use
Young’s inequality
with
and obtain
Here and in the
following,
the constant Cdepends only
on a, q, 8, t and maychange
its value.By (1.15)
Applying
thisinequality
withiteration
we obtain
by
with
Since there holds
and,
with M =Na-1,
Setting N ~ 2,
we obtainThis
holds,
ifEnlarging
the constant at theright
hand side of(1.19)
we obtainBy (1.18)
and the conditionand
by (1.17)
Since N = we obtain the statement of the lemma for 1~ =
N ~ 2. By enlarging
C in an admissible way, we obtain it for.R = Rl using (1.16).
Thegeneral
caseBN-11,
followseasily.
Lemmata 1.1 and 1.6 have an
interesting
consequencewith constants K and
a, fl
E]0, 1].
f and f
denoteintegration
overB **
Then z is continuous in
B,,
r2. - Admissible variations and
properties
of the solution.In the
following,
let K be one of the setswhere .L is an
(n -1)-dimensional
manifold andWe assume that for a ball
Be
c B- the setBe
r1 8Q orBe
r1L,
respec-tively,
is aportion
of ahyperplane,
i.e.Be
r1 8Q =Be
r1 g etc. whereH =
{(Xl’
...,xn) E Rn,
Xn =0}.
In case(ii),
letBe
c D.Furthermore let
[~]21
= ande;
being
the i-th unit vector.LEMMA 2. 1. Let 2c E I supp
Then, for
there is an s > 0 such that the
f unetions
and
are in K.
PROOF. A
simple
calculation shows thatusEK
for0 C E ~ ~h2,
see e.g.[5].
For the inclusion us» E
K,
we observe that[ - ]21
is monotoneincreasing
andthus,
for xE Be r1.g,
We have used the fact that Thus
or
with
The function
f
is monotoneincreasing
in any fixedinterval,
if we chooseE > 0 small
enough (calculate
the firstderivatives!).
Thusf (u(x) - y~(x)) ~
f(0) = 0
for andusp(x»1f’(x).
The conclusion follows.In the
following,
we assume thatHl
andH2
are the two half spaces which areseparated by
thehyperplane
In the case
(i) the boundary
obstacle case-we assume thatLEMMA 2.2. Let u E K be a solution
of (1)
or(2)
and a8sume the condi-tion8 Then in case
(i) and j
in case
(ii).
Moreover,out over
Be(xo)
nH~ .
the
integration being
carried(Note
that ~2u existsonly
in notnecessarily
inS~).
PROOF.
(a)
We insert thefunction u.
of lemma 2.1 into the variationalinequality
and obtainCancelling E
> 0 andsetting
we obtainby
standardarguments
a uniform bound for andthus
In the interior of the differential
equation
holds andthus
By inspecting
the differentialequation
we ob-serve that
8nVu
is boundedby = 1, ..., , n -1,
and lower order terms.This
yields
By (2.1)
and the informationjust
obtainedLet
Fik
be thepartial
derivative ofFix
at(x, u(x), Vu(x))
withrespect
to theargument
which has been evaluated atThen I ak v
is a linearelliptic operator
in v with measurable coef- ficients. Forh > 0,
let~h
E have theproperties
Let such that
It is known
(see [6]),
that6~
isuniformly
bounded inthat and that in Hl,,2 where G has the
property
for some constant m > 0.
Now in
inequality (2.2),
set g~ = whereon
Be/2(XO).
Then we obtain that
and
(summation convention i, k = 11 ... 7 n)
is boundeduniformly
from above asSince the second
integral
where B stands for lower order
terms,
weobtain-using ellipticity-that
is bounded for h -
0, j =1, ... ,
n - 1.For j =1, ... , n - I,
the conclusion now followsby
a lowersemicontinuity argument. For j
= n, the conclusion followsby inspecting
the differentialequation
andusing
the boundedness ofLEMMA 2.3. Assume the
hypothesis o f
lemma 2.2 and supposea fu, j = 1, .
..., In -1,
are continuous. Thenfor
any a E]0, 1 [
and .R E]0,
Here f
denotesintegration
overB R(XO)
and osc2R oscillation overB2R(XO),
B
resp. over
B2R(XO)
r)H,,
etc.PROOF. Let on
z~ 0.
In(2.2),
we set where the«regularized
Green’s function ~>Ok
is defined as in theproof
of lemma 2.2.Setting
z =8,u - noting
zELoo and the
hypothesis
for theFi
we obtain(summation convention i,
k=1, ..., n).
In the case on
B2R(XO)
r1H, inequality (2.3)
holds withwhere c is any constant with
In
fact,
onB2R(XO)
the function u satisfies the differentialequation
and we may choose admissible varia-tion which leads to
(2.2)
and(2.3)
with z definedby (2.4).
We observe that
and thus
Using ellipticity, Young’s
and Holder’sinequality
we obtain from(2.3)
and
(2.5)
where
It is well
known,
see e.g.[22]
or[5],
thatuniformly
as h - 0 and it follows(see [22]
or[5]),
that isuniformly
bounded in Lq
where q
is any numberUsing
Holder’s in-equality
we concludeSince Vr = 0 on
B2R - BR
we obtain from(2.8)
and,
via theequation
So we arrive at the
inequality
Passing
to the limit Gweakly
inHI-17, using
a lowersemicontinuity
argument
and the estimate we obtainIf
u(x)
>1p(x)
for all x EB2R(XO)
nH,
we choose the constant c in(2.4) equal
and obtain
If there is
a y E int however,
we have to setSince is continuous we
conclude and thus
The lemma for
n>3
follows from(2.9)-(2.11).
(b) n
= 2. Werepeat
the formulas and considerations of case(a)
re-placing G~ by
the constant 1. Thiscompletes
theproof
of lemma 2.3.3. - Proof of the theorem.
The solution u of the variational
inequality
satisfies itscorresponding partial
differentialequation
in Q - L(interior
obstaclecase)
or in Q(bound-
ary obstacle
case).
Thus
by
ourhypotheses
on thedata,
the solution isregular
there andwe need to prove the theorem
only
in aneighbourhood
of each yo E L n Szor resp. Since L and aS2 are
(n-1)-dimensional
there is an
H’,’-diffeomorphism f
from aneighbourhood
U ofor yo E aS2 onto a ball
Bp(0)
c Rn such that thepoints
of 8Q m U orL r1 S~ r’1 U are
mapped
onto thehyperplane
.H = =0}.
In theboundary
obstacle TI ismapped
into the upperhalfspace Setting ii = u(f-’(-)),
it suffices to prove the theoremfor f,
which satisfies a local variationalinequality
inBp
r1B~i
oftype (0.2)
with functions
1B
andobstacles V-
on H. In thefollowing,
we omit the -over u,
I’a,
1p. Thus we are in the situation studiedin §
2. We may choosexoEBp!2(0)
=BP/2, 0 C ~O C P/2,
andbegin
the essentialpart
of theproof.
By
lemma andthe
integration
carried out overBy
lemma2.1,
the function uep defined there is an admissible variation whichyields (with
99 =r2)
Passing
to the limit h-0, performing
the differentiationÔi, j = 1,
...,n -1, invoking ellipticity
and Holder’sinequality
and theLipschitz-assump-
tions for the data and
for u,
we obtainwhere z =
aju-
Thus we may
apply
lemma 1.4(whose proof
is based on the firstpart
ofMoser’s
technique [18], 5.3)
and obtain forR e/2
Here, ~
and and denoteintegration
overBR(xo)
andB2R(XO).
In theboundary
obstacle case the oscillation andintegrations
and are takenonly
overrespectively.
Since we obtain
by (3.1)
thatis small if R is small. With
(3.2)
thisgives
us thecontinuity
ofSetting
where denotes
integration
overBR (or
overBR
r1Hi
in theboundary
ob-stacle
case)
we haveby
lemma 2.3and
by (3.2)
and
with k = t -f- 4
We
apply
lemma 1.6 with or =4, Ro
=e/2, q
=2)
forn>3 and q
= kfor
n = 2, noting
thatIln (lLpIlL) I -t > .a..n,2a
orThis
yields (choosing
theparameters 8
and t in lemma 1.6large enough)
and for n = 2
Using inequality (3.2) again,
we obtain for n > 3with
and for n = 2
Thus the theorem is
proved
forn > 3.
For n = 2 it remains further to prove that the normal derivatives
are
uniformly
continuous in half spacesH1 (and H2). By inspecting
the differential
equation
inB~i
r’1D,
we obtain from(3.5)
a similarinequality
for the
quantity
where f
denotesintegration
over(or BB f1 H2).
R
Reflecting
we may
apply
lemma 1.1 and obtain in the case n = 2 the one-sided con-tinuity
of the normal derivatives of u also with any power ofas estimate of
This
completes
theproof
of the theorem.REMARK.
Recently
Hildebrandt and Nitsche have studied two dimensionalparametric
minimal surfaces withboundary
obstacles.At branch
points
of odd order m,they
obtainCl+a--regularity
witha =
(2m + l)-l 1.
This indicates that also in our case one should notexpect
ana-priori-estimate
for theHolder-exponent
of01 u
and that ourlogarithmic
modulus ofcontinuity
isoptimal
in a certain sense. A non-parametric example
of thistype
is due to Shamir see[4].
I wish to thank Hans
Lewy
and GuidoStampacchia
forinteresting
discussions on the
subject.
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