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quasilinear Hamilton-Jacobi equations
Marie-Françoise Bidaut-Véron, Marta Garcia-Huidobro, Laurent Véron
To cite this version:
Marie-Françoise Bidaut-Véron, Marta Garcia-Huidobro, Laurent Véron. Boundary singularities of positive solutions of quasilinear Hamilton-Jacobi equations. 2015. �hal-01095162v5�
Hamilton-Jacobi equations
∗Marie-Françoise Bidaut-Véron Marta Garcia-Huidobro
Laurent Véron
AbstractWe study the boundary behaviour of the solutions of (E) −∆pu+|∇u|q = 0in a domainΩ⊂ RN, whenN ≥p > q > p−1. We show the existence of a critical exponentq∗< psuch that ifp−1< q < q∗there exist positive solutions of (E) with an isolated singularity on∂Ωand that these solutions belong to two different classes of singular solutions. Ifq∗ ≤q < pno such solution exists and actually any boundary isolated singularity of a positive solution of (E) is removable. We prove that all the singular positive solutions are classified according the two types of singular solutions that we have constructed.
2010 Mathematics Subject Classification.35J62; 35J92; 35B40; 35A20.
Key words.p-Laplace operator; singularities; sphericalp-harmonic equations; Leray-Lions operators; Schauder fixed point theorem.
Contents
1 Introduction 2
2 A priori estimates 5
2.1 The gradient estimates and its applications . . . 5 2.2 Boundary a priori estimates . . . 7
3 Boundary singularities 14
3.1 Strongly singular solutions . . . 14 3.2 Removable boundary singularities . . . 18 3.3 Weakly singular solutions . . . 20
4 Classification of boundary singularities 32
4.1 The case1< p < N . . . 33 4.2 The casep=N . . . 36 5 Appendix I: Positivep-harmonic functions in a half space 38
6 Appendix II: Estimates onβ∗ 41
∗To appear in Calc. Var. Part. Diff. Equ.
1
1 Introduction
LetN ≥p > 1,q > p−1andΩ⊂RN (N > 1) be aC2bounded domain such that0∈ ∂Ω. In this article we study the boundary behavior at0of nonnegative functionsu ∈C1(Ω)∩C(Ω\ {0}) which satisfy
−∆pu+|∇u|q= 0 inΩ, (1.1)
where∆pu:= div |∇u|p−2∇u
. The two main questions we consider are as follows:
Q-1- Existence of positive solutions of(1.1).
Q-2- Description of positive solutions with an isolated boundary singularity at0.
Whenp= 2a fairly complete description of positive solutions of
−∆u+|∇u|q= 0 (1.2)
inΩis provided by Nguyen-Phuoc and Véron [11]. In particular they prove the following series of results in the range of values1< q <2.
1- Any signed solution of(1.3)verifies the estimates
|∇u(x)| ≤cN,q(d(x))−q−11 ∀x∈Ω, (1.3) where d(x) = dist(x, ∂Ω). As a consequence, if u ∈ C(Ω\ {0}) is a solution which vanishes on
∂Ω\ {0}, it satisfies
|u(x)| ≤cq,Ωd(x)|x|−q−11 ∀x∈Ω. (1.4) 2- If N+1N ≤q <2any positive solution of(1.3)inΩwhich vanishes on∂Ω\ {0}is identically0. An isolated boundary point is a removable singularity for(1.2).
3- If 1 < q < N+1N andk > 0 there exists a unique positive solution u := uk of (1.2)inΩ which vanishes on∂Ω\ {0}and satisfiesu(x) ∼cNkPΩ(x,0)asx→ 0, wherePΩ is the Poisson kernel in Ω×∂Ω.
4- If 1 < q < N+1N there exists a unique positive solution u of(1.2)in the half-spaceRN+ := {x = (x0, xN) :x0 ∈RN−1, xN >0}under the formu(x) =|x|−2−qq−1ω(|x|−1x)which vanishes on∂RN+\{0}.
The functionωis the unique positive solution of
−∆0ω+
(2−qq−1)2ω2+|∇0ω|2q2
−λN,qω = 0 inS+N−1, ω = 0 in∂S+N−1,
(1.5)
whereSN−1 is the unit sphere ofRN,∂S+N−1 = ∂RN+ ∩SN−1,∆0 the Laplace-Beltrami operator and λN,q>0an explicit constant.
5- If1< q < N+1N anduis a positive solution of(1.3)inΩ, which is continuous inΩ\ {0}and vanishes on∂Ω\ {0}the following dichotomy occurs:
(i)eitheru(x)∼ |x|−2−qq−1ω(|x|−1x)asx→0,
(ii)oru(x)∼kcNPΩ(x,0)asx→0for somek≥0.
The aim of this article is to extend to the quasilinear case1 < p≤ N the above mentioned results.
The following pointwise gradient estimate valid for any signed solution uof(1.1)has been proved in [3]: if0< p−1< qthere exists a constantcN,p,q >0such that
|∇u(x)| ≤cN,p,q(d(x))−q+1−p1 ∀x∈Ω. (1.6) As a consequence, any solutionu∈C1(Ω\ {0}satisfies
|u(x)| ≤cp,q,Ωd(x)|x|−q+1−p1 ∀x∈Ω. (1.7) Concerning boundary singularities, the situation is much more complicated than in the casep = 2 and the threshold of critical exponent less explicit. We first consider the problem in RN+. Assuming p−1< q≤p, separable solutions of(1.1)inRN+ vanishing on∂RN+\ {0}can be looked for in spherical coordinates(r, σ)∈R∗+×SN−1(we denoteR∗+= (0,∞)) under the form
u(x) =u(r, σ) =r−βqω(σ), r >0, σ∈S+N−1 :={SN−1∩RN+}. (1.8) Thenωis solution of the following problem
−div0
βq2ω2+|∇0ω|2p−22
∇0ω
−βqΛβq βq2ω2+|∇0ω|2p−22 ω + βq2ω2+|∇0ω|2q2
= 0 inS+N−1 ω= 0 on∂S+N−1,
(1.9)
where
βq= p−q
q+ 1−p and Λβq =βq(p−1) +p−N, (1.10) and∇0 is the covariant derivative onSN−1 identified to the tangential gradient thanks to the canonical isometrical imbedding of SN−1 into RN, and div0 the divergence operator acting on vector fields on SN−1.
The existence of a positive solution to this problem cannot be separated from the problem of existence ofseparablep-harmonic functionswhich arep-harmonic inRN+ which vanish on∂RN+ \ {0}and have the formΨ(x) = Ψ(r, σ) =r−βψ(σ)for some real numberβ. Necessarily such aψmust satisfy
−div0
β2ψ2+|∇0ψ|2p−22
∇0ψ
−βΛβ β2ψ2+|∇0ψ|2p−22
ψ= 0 inS+N−1 ψ= 0 on∂S+N−1,
(1.11)
whereΛβ =β(p−1) +p−N. We will refer to(1.11)asthe sphericalp-harmonic eigenvalue problem.
The study of this problem has been initiated in the 2-dim case by Krol [8] (β < 0) and Kichenassamy and Véron [9] (β >0). In this caseωsatisfies a completely integrable second order differential equation.
In the case whereS+N−1is replaced by a smooth domainS ⊂SN−1withN ≥3, Tolksdorf [14] proved the existence of a unique couple( ˜βs,ψ˜s)whereβ˜s<0andψ˜shas constant sign and is defined up to an homothety. Recently Porretta and Véron [12] gave a simpler and more general proof of the existence of two couples( ˜βs,ψ˜s)and(β∗s, ψ∗s)whereβ∗s>0andψ˜sandψ∗sare positive solutions of (1.11 ) with
β = ˜βsandβ =β∗srespectively and are unique up to a multiplication by a real number. Whenp= 2 this problem is an eigenvalue problem for the Laplace-Beltrami operator on a subdomain ofSN−1. If S =S+N−1,β˜sandβ∗sare respectively denoted byβ˜andβ∗and accordinglyψ˜sandψ∗sbyψ˜andψ∗. Sincex7→ xN isp-harmonic,β˜=−1. Except in the casesN = 2where it is the positive root of some algebraic equation of degree 2, p = 2where it isN −1andp = N where it is1, the value ofβ∗ is unknown besides the straightforward estimateβ∗ ≥max{1,N−pp−1}. Using the fact thatψ∗ depends only on the azimuthal variable and satisfies a differential equation, we prove in Appendix II the following new estimate:
Theorem ALet1< p≤N.
(i) If2≤p≤N, thenβ∗≤ Np−1−1 with equality only ifp= 2orN. (ii) If1≤p <2, thenβ∗ > N−1p−1.
Thep-harmonic functionΨ∗(x) = Ψ∗(r, σ) =r−β∗ψ∗(σ)endows the role of a Poisson kernel. To this exponentβ∗is associated the critical valueq∗ofqdefined byβ∗=βq, or equivalently
q∗ := β∗(p−1) +p
β∗+ 1 =p− β∗
β∗+ 1. (1.12)
The following result characterizes strong singularities.
Theorem BLet0< p−1≤N, then
(i) Ifp−1< q < q∗problem(1.9)admits a unique positive solutionω∗. (ii) Ifq∗≤q < pproblem(1.9)admits no positive solution.
This critical exponent corresponds to the threshold of criticality for boundary isolated singularities.
Theorem CAssumeq∗≤q < p≤N. Ifu∈C1(Ω\ {0})is a nonnegative solution of(1.1)inΩwhich vanishes on∂Ω\ {0}, it is identical zero.
As in the casep = 2, there exist positive solutions(1.1) in Ωwith weak boundary singularities which are characterized by their blow-up near the singularity. By opposition to the casep = 2 where existence is obtained by use of a weak formulation of the boundary value problem, combined with uniform integrability of the absorption term thanks to Poisson kernel estimates (see [11]), this approach cannot be performed in the casep6= 2; the obtention of solutions with weak singularities necessitates a very long and delicate construction of subsolutions and supersolutions. Furthermore, whenp 6=N, the construction is done only ifΩis locally an hyperplane near0.
In the sequel we denote byBR(a)the open ball of centeraand radiusR >0andBR=BR(0). We also setB+R(a) :=RN+∩BR(a),BR+:=RN+∩BR,BR−(a) :=RN−∩BR(a)andBR−:=RN−∩BR, where RN− :={x= (x0, xN) :x0 ∈RN−1, xN <0}. IfΩis an open domain andR >0, we putΩR= Ω∩BR .
Theorem DLet Ω ⊂ RN+ be a bounded domain such that0 ∈ ∂Ω. Assume there exists δ > 0 such that Ωδ = Bδ+ and0 < p−1 < q < q∗ < p ≤ N. Then for any k > 0 there exists a unique u:=uk ∈C1(Ω\ {0}), solution of(1.1)inΩ, vanishing on∂Ω\ {0}and such that
lim
x→0 x
|x|→σ∈SN−1+
|x|β∗uk(x) =kψ∗(σ). (1.13)
Furthermorelimk→∞uk=u∞and lim
x→0 x
|x| →σ∈S+N−1
|x|βqu∞(x) =ψ∗(σ). (1.14)
When p = N, then q∗ = N − 12; in such a range of values we use the conformal invariance of
∆N and prove that the previous result holds ifΩisanyC2 domain. Finally, the isolated singularities of positive solutions of (1.1)are completely described by the two types of singular solutions obtained in the previous theorem and we prove:
Theorem ELetΩbe a bounded domain such that0∈∂Ω. Assume there existsδ >0such thatΩδ=Bδ+ and0 < p−1 < q < q∗ < p ≤ N. Ifu ∈ C1(Ω\ {0}) is a positive solution of(1.1)inΩwhich vanishes on∂Ω\ {0}, then
(i) either there existsk≥0such that lim
x→0 x
|x| →σ∈S+N−1
|x|β∗u(x) =kψ∗(σ); (1.15)
(ii) or
lim
x→0 x
|x| →σ∈S+N−1
|x|βqu(x) =ψ∗(σ). (1.16)
Acknowledgements This article has been prepared with the support of the MathAmsud collaboration program 13MATH-03 QUESP. The first two authors were supported by Fondecyt grant N◦1110268. The authors are grateful to the referee for a careful reading of the manuscript.
2 A priori estimates
2.1 The gradient estimates and its applications
We recall the following estimate and its consequences which are proved in [3].
Proposition 2.1. Assumeq > p−1anduis aC1solution of(1.1)in a domainΩ. Then
|∇u(x)| ≤cN,p,q(d(x))−q+1−p1 ∀x∈Ω. (2.1) The first application is a pointwise upper bound for solutions with isolated singularities.
Corollary 2.2. Assumeq > p−1>0,R∗ >0andΩis a domain containing0such thatd(0)≥2R∗. Then for anyx ∈ BR∗ \ {0}, and0 < R ≤ R∗, anyu ∈ C1(Ω\ {0}) solution of(1.1)inΩ\ {0}) satisfies
|u(x)| ≤cN,p,q
|x|q+1−pq−p −R
q−p q+1−p
+ max{|u(z)|:|z|=R}, (2.2) ifp6=q, and
|u(x)| ≤cN,p(lnR−ln|x|) + max{|u(z)|:|z|=R}, (2.3) ifp=q.
The second application corresponds to solutions with boundary blow-up. Forδ > 0small enough we setΩδ:={z∈Ω :d(z)< δ}.
Corollary 2.3. Assumeq > p−1>0,Ωis a bounded domain with aC2boundary. Then there exists δ1>0which depends only onΩsuch that anyu∈C1(Ω)solution of(1.1)inΩsatisfies
|u(x)| ≤cN,p,q
(d(x))
q−p q+1−p −δ
q−p q+1−p
1
+ max{|u(z)|:d(z) =δ1} ∀x∈Ωδ1 (2.4) ifp6=q, and
|u(x)| ≤cN,p,q(lnδ1−lnd(x)) + max{|u(z)|:d(z) =δ1} ∀x∈Ωδ1 (2.5) ifp=q.
Remark. As a consequence of(2.4)there holds forp > q > p−1
u(x)≤(cN,p,q+Kmax{|u(z)|:d(z)≥δ1}) (d(x))q+1−pq−p ∀x∈Ω (2.6) whereK = (diam(Ω))
p−q
q+1−p, with the standard modification ifp=q.
As a variant of Corollary 2.3 the following upper estimate of solutions in an exterior domain will be used in the sequel.
Corollary 2.4. Assumeq > p−1>0,R >0andu∈C1(BRc0)is any solution of(1.1)inBcR0. Then for anyR > R0there holds
|u(x)| ≤cN,p,q
(|x| −R0)
q−p
q+1−p −(R−R0)
q−p q+1−p
+ max{|u(z)|:|z|=R} ∀x∈BRc (2.7) ifp6=qand
|u(x)| ≤cN,p,q(ln(|x| −R0)−ln(R−R0)) + max{|u(z)|:|z|=R} ∀x∈BRc (2.8) ifp=q.
Proof. The proof is a consequence of the identity u(x) =u(z) +
Z 1 0
d
dtu(tx+ (1−t)z)dt= Z 1
0
h∇u(tx+ (1−t)z), x−zidt wherez= |x|Rx. Since by(2.1)
|∇u(tx+ (1−t)z)| ≤CN,p,q(t|x|+ (1−t)R−R0)−q+1−p1 ,
(2.7)and (2.8 ) follow by integration.
2.2 Boundary a priori estimates
The next result is the extension to isolated boundary singularities of a previous regularity estimate dealing with singularity in a domain proved in [3, Lemma 3.10].
Lemma 2.5. Assumep−1< q < p,Ωis a boundedC2domain such that0∈∂Ω. Letu∈C1(Ω\ {0}) be a solution of(1.1)inΩwhich vanishes on∂Ω\ {0}and satisfies
|u(x)| ≤φ(|x|) ∀x∈Ω, (2.9)
whereφ:R∗+7→R+is continuous, nonincreasing and satisfies φ(rs)≤γφ(r)φ(s) and r
p−q
q+1−pφ(r)≤c, (2.10)
for someγ, c >0and anyr, s >0. There existα∈(0,1)andc1=c1(p, q,Ω)>0such that (i) |∇u(x)| ≤c1φ(|x|)|x|−1 ∀x∈Ω,
(ii) |∇u(x)− ∇u(y)| ≤c1φ(|x|)|x|−1−α|x−y|α ∀x, y∈Ω, |x| ≤ |y|. (2.11) Furthermore
u(x)≤c1φ(|x|)d(x)
|x| ∀x∈Ω. (2.12)
Proof. For` >0, we setΩ` := 1`Ω. If`∈(0,1]the curvature of∂Ω`remains uniformly bounded. As in [5, p 622], there exists0< δ0 ≤1and an involutive diffeomorphismψfromBδ0∩Ωδ0 intoBδ0∩(Ωδ0)c which is the identity onBδ0 ∩∂Ωδ0 and such thatDψ(ξ)is the symmetry with respect to the tangent plane Tξ∂Ωfor any ξ ∈ ∂Ω∩Bδ0. We extend any functionv defined inBδ0 ∩Ωδ0 and vanishing on Bδ0 ∩∂Ωδ0 into a functionv˜defined inBδ0 by
˜ v(x) =
(
v(x) ifx∈Bδ0 ∩Ωδ0
−v◦ψ(x) ifx∈Bδ0 ∩(Ωδ0)c, (2.13) Ifv∈C1(Bδ0 ∩Ωδ0)is a solution of(1.1)inBδ0 ∩Ωδ0 which vanishes on∂Ωδ0∩Bδ0,v˜satisfies
−X
j
∂
∂xj
A˜j(x,∇˜v) +B(x,∇˜v) = 0 inBδ0. (2.14)
As in [5, (2.37)] theAjandBsatisfy the following estimates (i) A˜j(x,0) = 0
(ii) X
i,j
∂
∂ηiA˜j(x, η)ξiξj ≥C1|η|p−1|ξ|2 (iii) X
i,j
∂
∂ηj
A˜j(x, η)
≤C2|η|p−2,
(2.15)
and
|B(x, η)| ≤C3(1 +|η|)p, (2.16) where theCjare positive constants. These estimates are the ones needed to apply Tolksdorf’s result [15, Th 1,2]. There exists a constantC, such that for any ballB3R⊂Bδ0, there holds
k∇˜vkL∞(BR)≤C, (2.17)
whereCdepends on the constantsCk(k= 1,2,3),N,pandk˜vkL∞(B3R). We define Φ`[u](y) :=u`= 1
φ(`)u(`y) ∀y∈Ω`. (2.18)
Then
|u`(y)| ≤ φ(`|y|)
φ(`) ≤γφ(|y|) ∀y∈Ω` (2.19)
and
−∆pu`+ (`βqφ(`))q+1−p|∇u`|q= 0 inΩ`. (2.20) Using formula(2.13)we extendu`into a functionu˜`which satisfies
−X
j
∂
∂yj
A˜j(y,∇˜u`) + (`βqφ(`))q+1−pB(y,∇˜u`) = 0 inBδ0. (2.21)
For 0 < |x| < δ0 there exists ` ∈ (0,2)such that δ02` ≤ |x| ≤ δ0`. Then y 7→ u˜`(y) with y = x` satisfies(2.21)inBδ0 and|˜u`(y)| ≤γ∗φ(|y|)sinceψis a diffeomorphism andDψ(ξ)∈O(N)for any ξ ∈∂Ω∩Bδ0. The functionu˜`remains bounded on any ballB3R(z)⊂Γ :={y∈RN : δ20 <|y|< δ0}, therefore|∇u˜`(y)| ≤cfor anyy ∈BR(z), for some constantc >0. This implies
|∇u(x)| ≤cγ∗δ0φ(δ2
0)φ(|x|)|x|−1 ∀x∈Ω∩Bδ0, (2.22) which is (2.11)-(i). Moreover, by standard regularity estimates [10], there existsα ∈ (0,1)such that
|∇˜u`(y)− ∇˜u`(y0)| ≤c|y−y0|αfor allyandy0belonging toBR(z). This implies(2.11)-(ii).
Next we prove(2.12). Let0 < δ1 ≤ δ0 such that at any boundary point zthere exist two closed balls of radiusδ1tangent to∂Ωatzand which are included inΩ∪ {z}and inΩc∪ {z}respectively (δ1
corresponds to the maximal radius of the interior and exterior sphere condition). Let x ∈ Ωsuch that d(x) ≤ δ1 (this is not a loss of generality) andzxbe the projection ofxon∂Ω. We first assume thatx does not belong to the coneΣπ
4 with vertex0, axis−n0, wheren0is the normal outward unit vector at 0, and angle π4. Consider the pathζfromzxtoxdefined byζ(t) =tx+ (1−t)zxwith0≤t≤1. Then
u(x) = Z 1
0
d
dtu◦ζ(t)dt= Z 1
0
h∇u◦ζ(t), x−zxidt (2.23) Thus, by the Cauchy-Schwarz inequality, using(2.11),
|u(x)| ≤c1d(x) Z 1
0
φ(|ζ(t)|)
|ζ(t)| dt. (2.24)
Sincex /∈Σπ
4,ζ(t)∈/ Σπ
4 and there existsc2 >0depending onΩsuch thatc−12 |x| ≤ |ζ(t)| ≤c2|x|for all0≤t≤1. Thereforeφ(|ζ(t)|)≤φ(c2|x|)≤γφ(c2)φ(|x|)by(2.10). This implies
|u(x)| ≤γc1c2φ(c2)d(x)φ(|x|)
|x| (2.25)
by(2.12)wheneverx /∈Σπ
4. Whenx ∈Σπ
4 thend(x) ≤ |x| ≤c3d(x)wherec3 >0depends on the curvature of∂Ω. Then(2.9)combined with(2.10)implies the claim.
Lemma 2.6. Assumep−1< q≤p,Ωis a boundedC2domain such that0∈∂ΩandR0= max{|z|: z∈Ω}. Ifu∈C(Ω\ {0})∩C1(Ω)is a positive solution of(1.1)which vanishes on∂Ω\ {0}, it satisfies
u(x)≤
c2
|x|q+1−pq−p −R
q−p q+1−p
0
ifq < p (p−1) ln
R0
|x|
ifq=p
(2.26)
for allx∈Ω, wherec2=c2(p, q)>0.
Proof. For >0we denote byP :R7→R+the function defined by P(r) =
0 if0≤r ≤
−2r43 +3r23 −6r2 + 5r−32 if < r <2
r− 32 ifr ≥2,
(2.27) and by u the extension of P(u) by zero outside Ω. There exists R0 such that Ω ⊂ BR0 . Since 0≤P(r)≤ |r|andPis convex,u∈C(RN \ {0})∩Wloc1,p(RN \ {0})and
−∆pu+|∇u|q ≤0 inRN. LetR > R0. Ifp−1< q < p
U,R(|x|) =c2
(|x| −)
q−p
q+1−p −(R−)
q−p q+1−p
inBR\B, (2.28) withc2 = (p−q)−1(q+p−1)
q−p
q+1−p. Then−∆pU,R+|∇U,R|q≥0. Sinceuvanishes on∂BRand is finite on∂B, it followsu ≤U,R. Letting successively→ 0andR →R0yields to(2.26). Ifq =p we take
U,R(|x|) = (p−1) ln
R−
|x| −
inBR\B, (2.29)
which turns out to be a supersolution of(1.1); the end of the proof is similar.
As a consequence of Lemma 2.5 and Lemma 2.6, we obtain.
Corollary 2.7. Letp, qΩandube as in Lemma 2.6. Then there exists a constantc3 =c3(p, q,Ω) >0 such that
|∇u(x)| ≤c3|x|−q+1−p1 ∀x∈Ω (2.30) and
u(x)≤c3d(x)|x|−q+1−p1 ∀x∈Ω\ {0}. (2.31)
Remark. IfΩis locally flat near0, then estimates(2.30)and(2.31)are valid without any sign assumption onu. More precisely, if∂Ω∩Bδ0 =T0∂Ω∩Bδ0 we can perform the reflection ofuthrough the tangent planeT0∂Ωto∂Ωat0and the new functionu˜is a solution of(1.1)inBδ0 \ {0}. By Proposition 2.1, it satisfies
|∇˜u(x)| ≤cN,p,q|x|−q+1−p1 ∀x∈Bδ0 2
\ {0}. (2.32)
Integrating this relation as in [3], we derive that for anyx∈Bδ0 2
∩Ω, there holds
|u(x)| ≤
cN,p,q
|x|−βq−(δ20)−βq
+ max{|u(z)|:|z|= δ20} ifp6=q cN,pln
δ0
2|x|
+ max{|u(z)|:|z|= δ20} ifp=q. (2.33)
In the next result we allow the boundary singular set to be a compact set.
Proposition 2.8. Letp−1< q < pandδ1as above. There existr∗ ∈(0, δ1]andc4 =c4(N, p, q)>0 such that for any nonempty compact setK ⊂∂Ω,K 6=∂Ωand any positive solutionu∈C(Ω\K)∩ C1(Ω)of(1.1)which vanishes on∂Ω\K, there holds
u(x)≤c4d(x)(dK(x))−q+1−p1 ∀x∈∂Ωs.t.d(x)≤r∗, (2.34) wheredK(x) =dist(x, K).
Proof. Step 1: Tangential estimates. Letx∈Ωsuch thatd(x)≤δ1. We denote byσ(x)the projection of x onto∂Ω, unique sinced(x) ≤ δ1. Letr , r0, τ > 0such that 34r < r0 < 78r and 0 < τ ≤ r20 and put ωτ,x = σ(x) +τnσ(x). Since ∂Ω is C2, there exists 0 < r∗ ≤ δ1 depending on Ω such thatdK(ωτ,x) > 78r whenever d(x) ≤ r∗. Leta > 0 andb > 0 to be specified later on; we define
˜
v(s) =a(r0−s)
q−p
q+1−p −bandv(y) = ˜v(|y−ωτ,x|)in[0, r0)andBr0(ωτ,x)respectively. Then
|˜v0|p−2
|˜v0|q+2−p−(p−1)˜v00−N −1 s v˜0
=ap−1
p−q q+ 1−p
p−1
(r0−s)−q+1−pq X(s) where
X(s) =
a p−q q+ 1−p
q+1−p
− p−1
q+ 1−p−(N−1)(r0−s)
s .
For anyτ ∈(0, r0)there existsa >0such that
a p−q q+ 1−p
q+1−p
≥ p−1
q+ 1−p +(N −1)(r0−s)
s ∀τ ≤s≤r0. This implies
−∆pv+|∇v|q ≥0 inBr0(ωτ,x)\Bτ(ωτ,x). (2.35) Next we take b = a(r0 −τ)
q−p
q+1−p, thusv = 0on∂Bτ(ωτ,x). ClearlyBτ(ωτ,x) ⊂ Ωcsinceτ < δ1. Thereforev ≥ 0 = u on ∂Ω∩Br0(ωτ,x)and u ≤ v = ∞ on Ω∩∂Br0(ωτ,x). By the comparison principle,v≥uinΩ∩Br0(ωτ,x).In particular
u(x)≤v(x)≤a(r0−τ −d(x))
q−p
q+1−p −a(r0−τ)
q−p q+1−p.
We take nowτ = r20 andd(x)≤ r4 and we derive by the mean value theorem
u(x)≤c04r0−q+1−p1 d(x) =c04d(x)(dK(x))−q+1−p1 , (2.36) withc04=c04(p, q)>0Lettingr0 → 78r, we get(2.12).
Step 2: Global estimates. Ifd(x)≥ 14dK(x), there holds
d(x)(dK(x))−q+1−p1 ≥2−q+1−p2 (d(x))
q−p q+1−p.
Combining this inequality with(2.6)and obtain(2.34).
Remark. Under the assumption of Proposition 2.8, it follows from the maximum principle thatuis upper bounded in the setΩ0r∗ :={x∈Ω :d(x)> r∗}= Ω\Ωr∗by the solutionwof
−∆pw+|∇w|q = 0 inΩr∗
w=c4d(x)(dK(x))−q+1−p1 in∂Ωr∗, (2.37) andwitself is bounded byd∗ = max{cd(x)(dK(x))−q+1−p1 :d(x) =r∗}.
Next we prove a boundary Harnack inequality. We recall thatδ1has been introduced at Corollary 2.3, and that the interior and exterior sphere conditions hold in the set{x∈RN :d(x)≤δ1}.
Theorem 2.9. Letq > p−1and0∈ ∂Ω. Then there existsc5 =c5(N, p, q,Ω)>0such that for any positive solutionu∈C(Ω∪((∂Ω\ {0})∩B2δ1)∩C1(Ω)of(1.1)inΩ, vanishing on∂Ω\ {0})∩B2δ1, there holds
u(y)
c5d(y) ≤ u(x)
d(x) ≤c5u(y)
d(y) (2.38)
for allx, y∈B2δ1 3
∩Ωsuch that 12|x| ≤ |y| ≤2|x|.
For proving Theorem 2.9 we need some intermediate lemmas. First we recall the following result from [1].
Lemma 2.10. Assume that a∈ ∂Ω,0 < r < δ1 andh > 1is an integer. There exists an integerN0, depending only onδ1, such that for any pointsxandyinΩ∩B3r
2(a)verifyingmin{d(x), d(y)} ≥r/2h, there exists a connected chain of ballsB1, ..., Bj withj≤N0hsuch that
x∈B1, y∈Bj, Bi∩Bi+16=∅for1≤i≤j−1
and2Bi ⊂B2r(Q)∩Ωfor1≤i≤j. (2.39)
The next result is a standard Harnack inequality.
Lemma 2.11. Assumea ∈ (∂Ω\ {0})∩B2δ1 3
and0 < r ≤ |a|/4. Letu ∈ C(Ω∪((∂Ω\ {0})∩ B2δ1))∩C1(Ω)be a positive solution of(1.1) vanishing on(∂Ω\ {0})∩B2δ1. Then there exists a positive constantc6 >1depending onN, p, qandδ1such that
u(x)≤ch6u(y), (2.40)
for everyx, y∈B3r
2 (a)∩Ωsuch thatmin{d(x), d(y)} ≥r/2hfor someh∈N.
Proof. For` >0, we defineT`[u]by
T`[u](x) =`
p−q
q+1−pu(`x), (2.41)
and we notice that if u satisfies(1.1)in Ω, then T`[u]satisfies the same equation inΩ` := `−1Ω. If we take in particular` = |a|, we can assume|a| = 1, thus the curvature of the domain Ω|a| remains bounded. By Proposition 2.8
u(x)≤c06 ∀x∈B2r(a)∩Ω (2.42)
where c06 depends on N, q,δ1. Then we proceed as in [11], using Lemma 2.10 and internal Harnack
inequality as quoted in [16, Corollary 10].
Since the solutions are Hölder continuous, the following statement holds as in [16, Theorem 4.2]:
Lemma 2.12. Let the assumptions on a andu of Lemma 2.11 be fulfilled. Ifb ∈ ∂Ω∩Br(a) and 0< s≤2−1r, there exist two positive constantsδandc7depending onN,p,qandΩsuch that
u(x)≤c7|x−b|δ
sδ max{u(z) :z∈Br(b)∩Ω} (2.43) for everyx∈Bs(b)∩Ω.
As a consequence we derive the following Carleson type estimate.
Lemma 2.13. Assumea∈(∂Ω\ {0})∩B2δ1 3
and0< r≤ |a|/8. Letu∈C(Ω∪((∂Ω\ {0})∩B2δ1))∩ C2(Ω)be a positive solution of(1.1)vanishing on(∂Ω\ {0})∩B2δ1. Then there exists a constantc8 depending only onN,pandqsuch that
u(x)≤c8u(a−r2na) ∀x∈Br(a)∩Ω. (2.44) Proof. By Lemma 2.11 it is clear that for any integerhandx∈Br(a)∩Ωsuch thatd(x)≥2−hr, there holds
u(x)≤ch6u(a−r2na). (2.45)
Thereforeusatisfies inequality(2.43)as any Hölder continuous function does. The proof that the con- stant is independent ofranduis more delicate. It is done in [1, Lemma 2.4] for linear equations, but it is based only on Lemma 2.12 and a geometric construction, thus it is also valid in our case.
Lemma 2.14. Assumea∈(∂Ω\ {0})∩B2δ1 3
and0< r≤ |a|/8. Letu∈C(Ω∪((∂Ω\ {0})∩B2δ1))∩ C2(Ω)be a positive solution of(1.1)vanishing on(∂Ω\ {0})∩B2δ1. Then there existα∈(0,1/2)and c9 >0depending onN,pandqsuch that
1 c9
t
r ≤ u(b−tnb) u(a−r2na) ≤c9t
r (2.46)
for anyb∈Br(a)∩∂Ωand0≤t < α2r.
Proof. It is similar to the one of [11, Lemma 3.15].
Proof of Theorem 2.9. Assumex∈B2δ1 3
∩Ωand setr= |x|8 .
Step 1: Tangential estimate: we supposed(x)< α2r. Leta∈∂Ω\{0}such that|a|=|x|andx∈Br(a).
By Lemma 2.14,
8 c9
u(a−r2na)
|x| ≤ u(x)
d(x) ≤8c9u(a− r2na)
|x| . (2.47)
We can connecta−r2na with−2rn0 bym1 (depending only onN) connected ballsBi =Br
4(xi)with xi∈Ωandd(xi)≥ r2 for every1≤i≤m1. It follows from(2.44)that
c−m6 1u(−2rn0)≤u(a−r2na)≤cm6 1u(−2rn0), which, together with(2.47)leads to
1 c10
u(−2rn0)
|x| ≤ u(x)
d(x) ≤c10u(−2rn0)
|x| , (2.48)
withc10= 8c9cm61.
Step 2: Internal estimate: we supposed(x) ≥ α2r. We can connect−2rn0 withx bym2 (depending only onN) connected ballsBi0 = Bαr
4 (x0i) withx0i ∈ Ωandd(x0i) ≥ α2r for every1 ≤ i ≤ m2. By Harnack and Carleson inequalities(2.40)and(2.44)and since α4 |x|< d(x)≤ |x|, we get
α 4c0m6 2
u(−2rn0)
|x| ≤ u(x)
d(x) ≤ 4c0m6 2 α
u(−2rn0)
|x| . (2.49)
Step 3: End of proof. Suppose |x|2 ≤s ≤2|x|, we can connect−2rnQ with−snQ bym3 (depending only onN) connected ballsBi00=Br
2(x00i)withx00i ∈Ωandd(x00i)≥rfor every1≤i≤m3. This fact, jointly with(2.48)and(2.49), yields to
1 c11
u(−sn0)
|x| ≤ u(x) d(x) ≤c11
u(−sn0)
|x| (2.50)
wherec11 =c11(N, q,Ω). Finally, ify ∈ B2r0 3
∩Ωsatisfies |x|2 ≤ |y| ≤ 2|x|, then by applying twice
(2.50)we get(2.38)withc5=c211.
The following inequality is a consequence of Theorem 2.9.
Corollary 2.15. Assumeq > p−1and0∈∂Ω. Then there existsc12>0depending onp,qandΩsuch that for any positive solutionsu1, u2 ∈C(Ω∪((∂Ω\ {0})∩B2δ1))∩C1(Ω)of(1.1)inΩ, vanishing on(∂Ω\ {0})∩B2δ1, there holds
sup
u1(y)
u2(y) :y∈Br\Br
2
≤c12inf
u1(y)
u2(y) :y∈Br\Br
2
. (2.51)
3 Boundary singularities
3.1 Strongly singular solutions
In this section we consider the equation(1.1)inRN+. We denote by(r, σ) ∈R+×SN−1 the spherical coordinates inRN and
S+N−1 =n
(sinφσ0,cosφ) :σ0 ∈SN−2, φ∈[0,π 2)o
.
Ifv(x) =r−βω(σ)satisfies(1.1)inRN+ and vanishes on∂RN+ \ {0}, thenβ=βqandωis a solution of
−div0
βq2ω2+|∇0ω|2p−22
∇0ω
−βqΛβq βq2ω2+|∇0ω|2p−22 ω + βq2ω2+|∇0ω|2q
2 = 0 inS+N−1 ω= 0 on∂S+N−1.
(3.1)
whereβq andΛβq have been defined in (1.10). We denote by(β∗, ψ∗) ∈ R∗+×C2(SN−1+ )the unique couple suchmaxψ∗ = 1with the property that the function(r, σ)7→r−β∗ψ∗(σ)is positive,p-harmonic inRN+ and vanishes on∂RN+\ {0}. Thenψ∗ =ψsatisfies
−div0
β2∗ψ2+|∇0ψ|2p−22
∇0ψ
−β∗Λβ∗ β∗2ψ2+|∇0ψ|2p−22
ψ= 0 inS+N−1 ψ= 0 on∂S+N−1.
(3.2)
Since the function ψ∗ is unique it depends only on the azimuthal variable θN−1 = cos−1(x|x|N) (see Appendix II). Our first result is the following
Theorem 3.1. Ifq≥q∗, or equivalentlyβq≤β∗, there exists no positive solution to problem(3.1).
Proof. Suppose such a solutionωexists and putθ=βq/β∗, then0 < θ ≤1. Setη =ψθ, whereψis a positive solution of(3.2), and define the operatorT by
T(η) =−div0
β2qη2+|∇0η|2p−22
∇0η
−βqΛβq βq2η2+|∇0η|2p−22 η + β2qη2+|∇0η|2q
2 .
(3.3) Since∇η =θψθ−1∇ψ,
β2qη2+|∇0η|2p−22
=θp−2ψ(θ−1)(p−2) β∗2ψ2+|∇0ψ|2p−22 , βq2η2+|∇0η|2p−22
∇0η=θp−1ψ(θ−1)(p−1) β2∗ψ2+|∇0ψ|2p−22
∇0ψ, therefore
T(η) =−θp−1ψ(θ−1)(p−1)div0
β∗2ψ2+|∇0ψ|2p−22
∇0ψ
−θp−1(θ−1)(p−1)ψ(θ−1)(p−1)−1 β∗2ψ2+|∇0ψ|2p−22
|∇0ψ|2
−βqΛβqθp−2ψ(θ−1)(p−1) β∗2ψ2+|∇0ψ|2p−22
ψ+θqψ(θ−1)q β∗2ψ2+|∇0ψ|2q2 .
ButβqΛβqθp−2 =β∗Λβqθp−1 ≤β∗Λβ∗θp−1sinceβq ≤β∗. Using(3.2), we see thatT(η)≥0. Because Hopf Lemma is valid, there holds∂nψ <0on∂S+N−1. SinceωisC1inS+N−1andψis defined up to an homothety, there exists a smallest functionψsuch thatη≥ω, and the graphs ofηandωoverS+N−1 are tangent, either at someα∈S+N−1, or only at a pointα ∈∂S+N−1. We putw=η−ω. Then
T(η) =T(η)− T(ω) = Φ(1)−Φ(0), (3.4) whereΦ(t) =T(ωt)withωt=ω+tw.
We use local coordinates(σ1, ..., σN−1)onSN−1 nearα. We denote byg= (gij)the metric tensor onSN−1and bygjkits contravariant components. Then, for anyϕ∈C1(SN−1),
|∇ϕ|2=X
j,k
gjk ∂ϕ
∂σj
∂ϕ
∂σk =h∇ϕ,∇ϕig.
IfX = (X1, ...Xd) ∈ C1(T SN−1)is a vector field, we lower indices by settingX`=X
i
g`iXi and define the divergence ofXby
div0gX= 1 p|g|
X
`
∂
∂σ`
p|g|X`
= 1
p|g|
X
`,i
∂
∂σ`
p|g|g`iXi
.
We writeΦ(t) = Φ1(t) + Φ2(t) + Φ3(t)where Φ1(t) =−βqΛβq βq2ωt2+|∇0ωt|2p−22
ωt, Φ2(t) = βq2ω2t +|∇0ωt|2q2 and
Φ3(t) =−div0
βq2ωt2+|∇0ωt|2p−22
∇0ωt
. Then
Φ1(1)−Φ1(0) =−X
j
aj∂w
∂σj
−bw and Φ2(1)−Φ2(0) =X
j
cj ∂w
∂σj
+dw, where
b=βqΛβq
βq2ωt2+|∇ωt|2p2−2
(p−1)βq2ωt2+|∇ωt|2 ,
aj = (p−2)βqΛβq
βq2ωt2+|∇ωt|2p2−2
ωtX
k
gjk∂ωt
∂σk
,
d=qβq2
β2ωt2+|∇ωt|2q2−1
ωt, and
cj =q
βq2ωt2+|∇ωt|2q2−1X
k
gjk∂ωt
∂σk
.
