On a Liouville phenomenon for entire weak supersolutions of elliptic partial differential equations
Autour d’un phénomène de Liouville pour les sursolutions entières faibles d’équations aux derivées partielles elliptiques
Vasilii V. Kurta
American Mathematical Society (Mathematical Reviews), 416 Fourth Street, P.O. Box 8604, Ann Arbor, MI 48107-8604, USA Received 25 October 2004; received in revised form 20 July 2005; accepted 6 December 2005
Available online 7 July 2006 In fond memory of Professor Heinz Bauer
Abstract
We study a new Liouville-type phenomenon for entire weak supersolutions of elliptic partial differential equations of the form A(u)=0 onRn,n2. Typical examples of the operatorA(u)are thep-Laplacian forp >1, the mean curvature operator, and their well-known modifications.
©2006 Elsevier Masson SAS. All rights reserved.
Résumé
Ce travail est consacré à l’étude d’un nouveau phénomène de type de Liouville pour les sursolutions entières faibles d’équa- tions aux derivées partielles elliptiques de la formeA(u)=0 surRn,n2. Des exemples typiques de l’opérateurA(u)sont le p-laplacien pourp >1, l’opérateur de courbure moyenne, et leurs modifications bien connues.
©2006 Elsevier Masson SAS. All rights reserved.
MSC:35J60; 31C45; 31B05; 35R45
Keywords:Elliptic; Entire; Liouville; Partial differential equation; Quasilinear; Supersolution; Weak
1. Introduction
Liouville’s well-known theorem says that any superharmonic function onR2bounded below by a constant is itself a constant. On the other hand it is also well known that forn3 there exist non-constant superharmonic functions on Rn bounded below by a constant. The purpose of this work is to determine forn3 the ‘sharp distance at infinity’
between the non-constant superharmonic functions onRn bounded below by a constant and this constant itself in
E-mail address:[email protected] (V.V. Kurta).
0294-1449/$ – see front matter ©2006 Elsevier Masson SAS. All rights reserved.
doi:10.1016/j.anihpc.2005.12.001
the form of a theorem of Liouville type and to characterize basic properties of quasilinear elliptic partial differential operators which make it possible to obtain such a theorem for supersolutions of quasilinear elliptic partial differential equations of the form
A(u)=0 (1)
onRn,n2. Typical examples of the operatorA(u)are thep-Laplacian p(u):=div
|∇u|p−2∇u
, p >1, (2)
its well-known modification (see, e.g., [8, p. 155]) ˜p(u):=
n
i=1
∂
∂xi ∂u
∂xi
p−2∂u
∂xi
, p >1, (3)
the mean curvature operator Ξ (u):=div
∇u 1+ |∇u|2
, (4)
and its well-known modifications.
Note that a Liouville theorem for solutions of linear uniformly elliptic second-order partial differential equations on Rn,n >2, was first obtained, as a direct consequence of a Harnack inequality, in [1] under some continuity assumptions on the coefficients of the equations and in [12] without continuity assumptions on the coefficients of the equations. In the case of quasilinear uniformly elliptic second-order partial differential equations onRn,n2, a Liouville theorem is a direct consequence of a Harnack inequality first obtained in [14]. Note also that a Liouville theorem for mappings ofRn,n >2, with bounded distortion was first obtained in [13] by using the same Harnack inequality from [14]. Finally, in the case of linear uniformly elliptic second-order partial differential equations onR2, a Liouville theorem is a direct consequence of a Harnack inequality first obtained in [7].
2. Definitions
LetA(u)be a differential operator defined formally by A(u)=
n
i=1
d dxi
Ai(x, u,∇u). (5)
Here and in what follows, n 2. We assume that the functions Ai(x, η, ξ ), i =1, . . . , n, satisfy the usual Carathéodory conditions onRn×R1×Rn; namely, they are continuous inηandξ for almost allx∈Rnand measur- able inxfor anyη∈R1andξ∈Rn.
Definition 1.Letα >1 be a given number. The operatorA(u)given by (5) belongs to the classA(α)if for allη∈R1, allξ, ψ∈Rn, and almost allx∈Rnthe following two inequalities hold:
0 n
i=1
ξiAi(x, η, ξ ), (6)
with equality only ifξ=0, and
n
i=1
ψiAi(x, η, ξ )
α
K|ψ|α n
i=1
ξiAi(x, η, ξ ) α−1
, (7)
withKa certain positive constant.
It is easy to see that condition (7) is fulfilled whenever the inequality n
i=1
A2i(x, η, ξ ) α/2
K
n
i=1
ξiAi(x, η, ξ ) α−1
(8)
holds for all η∈R1, all ξ, ψ ∈Rn, and almost all x∈Rn. Hence, the operatorA(u) given by (5) and satisfying conditions (6) and (8) belongs to the classA(α).
Remark 1.Conditions (7) and (8) on the behavior of the coefficients of partial differential operators were introduced in [10].
It is not difficult to verify that for any givenp >1 the differential operators (2) and (3) as well as the differential operatorA(u)given by (5) and satisfying the well-known growth conditions
n
i=1
A2i(x, η, ξ ) 1/2
K1|ξ|p−1 (9)
and
|ξ|pK2
n
i=1
ξiAi(x, η, ξ ), (10)
withK1,K2positive constants, belong to the classA(α)withα=p.
It is also easy to see that linear divergent elliptic partial differential operators of the form L:=
n
i,j=1
∂
∂xj
aij(x) ∂
∂xi
(11) withaij(x)measurable bounded coefficients and with the (possibly non-uniformly) positive-definite quadratic form
n
i,j=1
aij(x)ξiξj (12)
belong to the classA(α)withα=2 but do not satisfy condition (10) for any fixedp >1.
In connection with this we give another example of an operator that belongs to the class A(α) with a certain α >1 but does not satisfy condition (10). Leta(x, η, ξ )be a positive bounded function that satisfies the Carathéodory conditions onRn×R1×Rn.It is easy to see that for a givenp >1 the weightedp-Laplacian
¯p(u):=div
a(x, u,∇u)|∇u|p−2∇u
(13) belongs to the classA(α)withα=pbut does not satisfy condition (10) for any fixedp >1 if the functiona(x, η, ξ ) is only assumed to be positive.
It can happen that an operatorA(u) given by (5) belongs simultaneously to several different classesA(α). For example, the mean curvature operatorΞ (u)given by (4) belongs to the classesA(α)for all 1< α2; similarly its modification forp2,
Ξp(u):=div
|∇u|p−2∇u 1+ |∇u|2
, (14)
belongs to the classesA(α)for allα∈(p−1, p]andp2. Obviously, operators given by (4) and (14) do not satisfy conditions (9)–(10) for any fixedp1.
Definition 2.Letα >1 be a given number, and let the operatorA(u)given by (5) belong to the classA(α). A measur- able functionu:Rn→R1is called an entire weak supersolution of Eq. (1) onRn ifu∈L1loc(Rn),|∇u| ∈Lαloc(Rn), and the integral inequality
Rn
n
i=1
ϕxiAi(x, u,∇u)dx0 (15)
holds for every non-negative functionϕ∈W1,α(Rn)with compact support.
3. Results
Theorem 1.Letn2andα >1be given numbers such thatαn. Let the operatorA(u)given by(5)belong to the classA(α), and letu(x)be an entire weak supersolution of (1)onRnbounded below by a constant. Thenu(x)is a constant onRn.
Theorem 2.Letn2andα >1be given numbers such thatn > α. Let the operatorA(u)given by(5)belong to the classA(α), and letu(x)be an entire weak supersolution of (1)onRnbounded below by a constantcand such that u∈L∞loc(Rn). Then eitheru(x)=conRnor the relation
lim inf
r→+∞
sup
r|x|2r
u(x)−c
rα−n−1α−ν = +∞ (16)
holds with any fixedν∈(0, α−1).
Theorem 3.Letn2andα >1be given numbers such thatn > α. Let the operatorA(u)given by(5)belong to the classA(α), and letu(x)be an entire weak supersolution of (1)onRnbounded below by a constant c. Then either u(x)=conRnor the relation
lim inf
r→+∞r−α
r|x|2r
u(x)−cα−1−ν
dx= +∞ (17)
holds with any fixedν∈(0, α−1).
Due to the arbitrariness of the constantcin Theorems 2 and 3, the statements of these theorems can be reformulated in a slightly different form.
Theorem 2.Letn2andα >1be given numbers such thatn > α. Let the operatorA(u)given by(5)belong to the classA(α), and letu(x)be an entire weak supersolution of (1) onRn bounded below by a constant and such thatu∈L∞loc(Rn). Then eitheru(x)is a constant onRnor relation(16)holds with any fixed real numbercsuch that u(x)conRnand any fixedν∈(0, α−1).
Theorem 3.Letn2andα >1be given numbers such thatn > α. Let the operatorA(u)given by(5)belong to the classA(α), and letu(x)be an entire weak supersolution of (1)onRnbounded below by a constant. Then either u(x)is a constant onRnor relation(17)holds with any fixed real numbercsuch thatu(x)conRnand any fixed ν∈(0, α−1).
Remark 2.It is important to note that for any givenn2 andα >1 such thatn > αthe function u(x)=
1+ |x|α−α1α−nα
(18) is an entire weak supersolution of the equation
p(u)=0 (19)
withp=αthat is bounded below and is such that relations (16) and (17) hold with any fixedν∈(0, α−1)and, at the same time, the relations
r→+∞lim
sup
r|x|2r
u(x)−0
rnα−−α1 =C1 (20)
and
r→+∞lim r−α
r|x|2r
u(x)−0α−1
dx=C2, (21)
withC1,C2certain positive constants, also hold.
Remark 3.The results of this work were announced in [5]. To prove these results we further develop an approach that was proposed for solving similar problems in [6].
Remark 4.The results of Theorem 1 are new only forα=n. Similar results to those of Theorem 1 for entire weak continuous supersolutions of (1) onRn forα=nwere first obtained in [11]. Forα > n, the results of Theorem 1 for entire weak supersolutions of (1) on Rn, which in this case are continuous onRn by the well-known Sobolev imbedding theory, were also first obtained in [11]. Here, we give a new proof of these results from [11] by developing an approach from [6] which does not explicitly use the continuity of entire weak supersolutions of (1) onRn. Remark 5.In the case whenα=p andA(u)=p(u), Theorem 1 coincides with well-known Liouville-type the- orems for entire superharmonic andp-superharmonic functions locally bounded onRn (see, e.g., [2, p. 68] and [3, p. 179]). Also, in this case, the results of Theorems 2 and 3 correlate well with certain results in the theory of entire superharmonic andp-superharmonic functions (see, e.g., [2, pp. 131, 139] and [3, pp. 133, 135]).
4. Proofs
Proof of Theorem 2. The statement of Theorem 2 follows immediately from Theorem 3. In fact, let n2 and α >1 be given numbers such thatn > α. Let the operatorA(u)given by (5) belong to the classA(α), and letu(x) be an entire weak supersolution of (1) on Rn bounded below by a constantc, i.e.,u(x)conRn, and such that u∈L∞loc(Rn). Hence, by Theorem 3, either u(x)=con Rn or relation (17) holds with any fixed ν∈(0, α−1).
Further, via the trivial inequality r−α
r|x|2r
u(x)−cα−1−ν
dxr−α
sup
r|x|2r
u(x)−cα−1−ν
r|x|2r
dx, (22)
which obviously holds for anyr >0, it follows from (17) that lim inf
r→+∞
sup
r|x|2r
u(x)−cα−1−ν
rn−α= +∞. (23)
Then, since sup
r|x|2r
u(x)−cα−1−ν
sup
r|x|2r
u(x)−cα−1−ν
(24)
and
sup
r|x|2r
u(x)−cα−1−ν
rn−α= sup
r|x|2r
u(x)−c rαn−α−1−ν
α−1−ν
, (25)
the validity of (16) follows immediately from that of (23) and (25). 2
In what follows, a ‘smooth’ function is aC∞-function onRn,B(r)is an open ball onRnof radiusr >0 centered at the origin, andB(r)is the closure ofB(r).
Proof of Theorem 3. Letn2 andα >1 be given numbers such thatn > α. Let the operatorA(u)given by (5) belong to the classA(α), and letu(x)be an entire weak supersolution of (1) onRnbounded below by a constantc, i.e.,u(x)conRn. Letrandεbe positive numbers, and letζ:Rn→ [0,1]be a smooth function which equals 1 on B(r)and 0 outsideB(2r). Substituting, without loss of generality,ϕ(x)=(u(x)−c+ε)−νζα(x)as a test function in inequality (15), whereν∈(0, α−1)is arbitrary, and integrating by parts, we find
α
B(2r)\B(r)
n
i=1
ζxiAi(x, u,∇u)(u−c+ε)−νζα−1dx
ν
B(2r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1ζαdx. (26)
Estimating the left-hand side of (26) by using condition (7) on the coefficients of the operatorA(u), we have αK1/α
B(2r)\B(r)
n
i=1
uxiAi(x, u,∇u)
(α−1)/α
|∇ζ|(u−c+ε)−νζα−1dx
α
B(2r)\B(r)
n
i=1
ζxiAi(x, u,∇u)(u−c+ε)−νζα−1dx
. (27) Further, estimating the left-hand side of (27) by Hölder’s inequality, we arrive at
αK1/α
B(2r)\B(r)
|∇ζ|α(u−c+ε)α−1−νdx 1/α
×
B(2r)\B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1ζαdx
(α−1)/α
α
B(2r)\B(r)
n
i=1
ζxiAi(x, u,∇u)(u−c+ε)−νζα−1dx
. (28) In turn, (26) and (28) imply the inequality
αK1/α
B(2r)\B(r)
|∇ζ|α(u−c+ε)α−1−νdx 1/α
×
B(2r)\B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1ζαdx
(α−1)/α
ν
B(2r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1ζαdx (29)
and, therefore, the inequality ααK
B(2r)\B(r)
|∇ζ|α(u−c+ε)α−1−νdxνα
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx. (30) It is easy to see that the right-hand side of (30) increases monotonically ifε >0 decreases strongly monotonically to zero. Therefore, it follows from (30) that the inequality
ααK
B(2r)\B(r)
|∇ζ|α(u−c+ε)−ν+α−1dxνα
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+δ)−ν−1dx (31) holds with anyδ >0 and anyε∈(0, δ]. Since for any sequenceεk>0 monotonically decreasing to zero ask→ +∞
the sequence of functions
Φk(x):= |∇ζ|α(u−c+εk)α−1−ν (32) measurable onRnconverges a.e. onRnto the function
Φ(x):= |∇ζ|α(u−c)α−1−ν (33)
measurable onRn, since for sufficiently largek
Φk(x)|∇ζ|α(u−c+1)α−1−ν (34)
onRn, and since the function
|∇ζ|α(u−c+1)α−1−ν (35)
is locally integrable onRn, then, by Lebesgue’s theorem (see, e.g., [4, p. 303]), forε=εk>0 monotonically decreas- ing to zero we can pass to the limit ask→ +∞on the left-hand side of (31). As a result, we obtain the inequality
ααK
B(2r)\B(r)
|∇ζ|α(u−c)α−1−νdxνα
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+δ)−ν−1dx, (36) which holds with any δ >0. Then, for any r >0 and any sequence εk >0 monotonically decreasing to zero as k→ +∞, it follows from (36), by lettingδ=εkand
Ψk(x):=
n
i=1
uxiAi(x, u,∇u)(u−c+εk)−ν−1, (37)
that the sequence of integrals
B(r)
Ψk(x)dx (38)
is bounded above by the positive constant c1=K
α ν
α
B(2r)\B(r)
|∇ζ|α(u−c)α−1−νdx, (39)
which does not depend onεk. Hence, since
Ψ1(x)Ψ2(x)· · ·Ψk(x)· · · (40)
onRn, then by Beppo Levi’s theorem (see, e.g., [4, p. 305]), for anyr >0 there exists a function Θr :B(r)→R1 integrable onB(r)and such that the sequence of functionsΨk(x)converges a.e. toΘr(x)onB(r)and
k→+∞lim
B(r)
Ψk(x)dx=
B(r)
Θr(x)dx. (41)
Further, it is easy to see that the family of functions{Θr}r>0uniquely determines a functionΨ:Rn→R1which is non-negative, measurable, locally integrable onRnand is such thatΨ (x)=Θr(x)onB(r)for allr >0. Therefore, the sequence of functionsΨk(x)given by (37) converges a.e. toΨ (x)onRnfor any sequenceεk>0 monotonically decreasing to zero ask→ +∞. Then, by choosingδ=εkin (36), where the sequenceεk>0 converges monotonically to zero ask→ +∞, and passing to the limit on the right-hand side of (36), we find, due to (41), the inequality
ααK
B(2r)\B(r)
|∇ζ|α(u−c)α−1−νdxνα
B(r)
Ψ (x)dx. (42)
We divide the rest of the proof into three cases according to the behavior of the right-hand side of (42), which can monotonically approach zero,+∞, or some positive numberI asrstrongly monotonically approaches+∞.
If the right-hand side of (42) approaches zero asr→ +∞, then, due to the non-negativity of the functionΨ (x), we have thatΨ (x)=0 onRn. Further, since by (37) and (40) the inequality
n
i=1
uxiAi(x, u,∇u)(u−c+εk)−ν−1Ψ (x) (43)
holds onRn for any sequenceεk>0 monotonically decreasing to zero as k→ +∞, then, again, due to the non- negativity of the left-hand side of (43), we obtain that
n
i=1
uxiAi(x, u,∇u)(u−c+εk)−ν−1=0 (44)
onRn. Hence, by condition (6) on the coefficients of the operatorA(u), the supersolutionu(x)=const.onRn, and, therefore, eitheru(x)=conRnor relation (17) holds with any fixedν∈(0, α−1).
If the right-hand side of (42) approaches+∞asr→ +∞, then, due to monotonicity, (42) yields that lim inf
r→+∞
B(2r)\B(r)
|∇ζ|α(u−c)α−1−νdx= +∞. (45)
Finally, if the right-hand side of (42) monotonically approaches a certain positive numberI asrapproaches+∞, i.e.,
r→+∞lim να
B(r)
Ψ (x)dx=I >0, (46)
we again consider inequality (29), just noting here that, due to monotonicity,
B(2rk)\B(rk)
Ψ (x)dx→0 (47)
for any sequencerk>0 such thatrk→ +∞. First, we have from (29) the inequality αK1/α
B(2r)\B(r)
|∇ζ|α(u−c+ε)α−1−νdx 1/α
×
B(2r)\B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx
(α−1)/α
ν
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx. (48)
In (48), letε=εk >0 converge monotonically to zero as k→ +∞. Then, by Lebesgue’s theorem (see, e.g., [4, p. 303]), we can pass to the limit on both sides of (48). Namely, we know from the above that for any sequenceεk>0 monotonically decreasing to zero ask→ +∞the sequences of functionsΦk(x)andΨk(x)measurable and locally integrable onRn and given, respectively, by (32) and (37), converge a.e. onRn, respectively, to the functionsΦ(x) andΨ (x)measurable and locally integrable onRn. Further, arguing as above and lettingε=εk>0 monotonically decrease to zero ask→ +∞, by Lebesgue’s theorem (see, e.g., [4, p. 303]) we can pass to the limit on both sides of (48). As a result, we arrive at the inequality
αK1/α
B(2r)\B(r)
|∇ζ|α(u−c)α−1−νdx
1/α
B(2r)\B(r)
Ψ (x)dx
(α−1)/α
ν
B(r)
Ψ (x)dx. (49)
In (49), forr=rk>0 monotonically increasing to+∞, by passing to the limit asrk→ +∞, we obtain from (46), (47), and (49) that
rk→+∞lim
B(2rk)\B(rk)
|∇ζ|α(u−c)α−1−νdx= +∞. (50)
Thus, due to the arbitrariness in the choice of the sequencerk in (50), we again arrive at relation (45).
Now, without loss of generality, we choose in (45) the function ζ (x) in the formζ (x)=ψ (|x|/(2r)), where ψ:[0,+∞)→ [0,1]is a smooth function that equals 1 on[0,1/2]and 0 on[1,+∞)and is such that the inequality
|∇ζ|c2r−1 (51)
holds onRn with a certain positive constantc2for an arbitraryr >0. Relation (17) then follows immediately from (45) and (51). 2
Proof of Theorem 1. Letn2 andα >1 be given numbers such that αn. Let the operatorA(u)given by (5) belong to the classA(α), and letu(x)be an entire weak supersolution of (1) onRnbounded below by a constantc, i.e.,u(x)conRn. Letr,R, andεbe positive numbers such thatR > r, and letζ:Rn→ [0,1]be a smooth function which equals 1 onB(r)and 0 outsideB(R). Substituting, without loss of generality,ϕ(x)=(u(x)−c+ε)−νζα(x) as a test function in inequality (15), whereν > α−1 is an arbitrary positive number, and integrating by parts, we have the inequality
α
B(R)\B(r)
n
i=1
ζxiAi(x, u,∇u)(u−c+ε)−νζα−1dx
ν
B(R)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1ζαdx. (52)
Further, we repeat the proof of Theorem 3 word for word from (26) to (30). As a result, we arrive at the inequality ααK
B(R)\B(r)
|∇ζ|α(u−c+ε)α−1−νdxνα
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx. (53) It follows immediately from (53) that the inequality
ααεα−1−νK
B(R)\B(r)
|∇ζ|αdxνα
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx (54) holds with any fixedε >0 andν > α−1.
Now, first let α > n. In (54), choosing R =2r and the function ζ (x) in the form ζ (x)=ψ (|x|/R), where ψ:[0,+∞)→ [0,1]is a smooth function that equals 1 on[0,1/2]and 0 on[1,+∞)and is such that the inequality (51) holds onRnwith a certain positive constantc2for an arbitraryR >0, we obtain from (51) and (54) the inequality
c3rn−α
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx, (55)
which holds with a certain positive constantc3that does not depend onr. Passing to the limit asr→ +∞in (55), we find, due to the non-negativity of the integrand, that the equality
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1=0 (56)
holds onRn, and, therefore, by condition (6) on the coefficients of the operatorA(u), thatu(x)=const.onRn. Ifα=n, we choose in (54) the function ζ (x)in the form ζ (x)=ψ (ln(ln(R/r)|x|/r))with arbitrary R > r >1, where ψ: [−∞,+∞)→ [0,1]is a smooth function which equals 1 on[−∞,0]and 0 on[1,+∞). It is not difficult to understand (see, e.g., [9, p. 12]) that the inequality
∇ζ (x) c4
|x|ln(R/r) (57)
holds onRn with a certain positive constantc4 for arbitraryR > r >1. It then follows from (54) and (57) that the inequality
c5
B(R)\B(r)
|x|ln(R/r)−n
dx
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx (58) holds, and, therefore, so does the inequality
c6
ln(R/r)−n+1
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx (59)
with arbitraryR > r >1 and certain positive constantsc5andc6that do not depend on R. Passing to the limit as R→ +∞in (59), we find that the equality
B(r)
n
i=1
uxiAi(x, u,∇u)(u−c+ε)−ν−1dx=0 (60)
holds with an arbitraryr >1. Passing to the limit asr→ +∞in (60), we again obtain, due to the non-negativity of the integrand in (60) and by condition (6), thatu(x)=const.onRn. 2
Acknowledgements
The author is grateful to the referee for useful comments and suggestions for improving the presentation of the results.
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