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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

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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|p2u

, p >1, (2)

its well-known modification (see, e.g., [8, p. 155]) ˜p(u):=

n

i=1

∂xi ∂u

∂xi

p2∂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 ) α1

, (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 ) α1

(8)

(3)

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|p1 (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|p2u

(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|p2u 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 ifuL1loc(Rn),|∇u| ∈Lαloc(Rn), and the integral inequality

Rn

n

i=1

ϕxiAi(x, u,u)dx0 (15)

holds for every non-negative functionϕW1,α(Rn)with compact support.

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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 uLloc(Rn). Then eitheru(x)=conRnor the relation

lim inf

r→+∞

sup

r|x|2r

u(x)c

rαn1αν = +∞ (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→+∞rα

r|x|2r

u(x)cα1ν

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 thatuLloc(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|αα1α−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

rnαα1 =C1 (20)

and

r→+∞lim rα

r|x|2r

u(x)−0α1

dx=C2, (21)

withC1,C2certain positive constants, also hold.

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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 uLloc(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 rα

r|x|2r

u(x)cα1ν

dxrα

sup

r|x|2r

u(x)cα1ν

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)cα1ν

rnα= +∞. (23)

Then, since sup

r|x|2r

u(x)cα1ν

sup

r|x|2r

u(x)cα1ν

(24)

and

sup

r|x|2r

u(x)cα1ν

rnα= sup

r|x|2r

u(x)c rαn−α1ν

α1ν

, (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)(uc+ε)νζα1dx

ν

B(2r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1ζαdx. (26)

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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)

1)/α

|∇ζ|(uc+ε)νζα1dx

α

B(2r)\B(r)

n

i=1

ζxiAi(x, u,u)(uc+ε)νζα1dx

. (27) Further, estimating the left-hand side of (27) by Hölder’s inequality, we arrive at

αK1/α

B(2r)\B(r)

|∇ζ|α(uc+ε)α1νdx 1/α

×

B(2r)\B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1ζαdx

1)/α

α

B(2r)\B(r)

n

i=1

ζxiAi(x, u,u)(uc+ε)νζα1dx

. (28) In turn, (26) and (28) imply the inequality

αK1/α

B(2r)\B(r)

|∇ζ|α(uc+ε)α1νdx 1/α

×

B(2r)\B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1ζαdx

1)/α

ν

B(2r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1ζαdx (29)

and, therefore, the inequality ααK

B(2r)\B(r)

|∇ζ|α(uc+ε)α1νdxνα

B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx. (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(uc+ε)ν+α1dxνα

B(r)

n

i=1

uxiAi(x, u,u)(uc+δ)ν1dx (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(uc+εk)α1ν (32) measurable onRnconverges a.e. onRnto the function

Φ(x):= |∇ζ|α(uc)α1ν (33)

measurable onRn, since for sufficiently largek

Φk(x)|∇ζ|α(uc+1)α1ν (34)

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onRn, and since the function

|∇ζ|α(uc+1)α1ν (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(uc)α1νdxνα

B(r)

n

i=1

uxiAi(x, u,u)(uc+δ)ν1dx, (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)(uc+εk)ν1, (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(uc)α1νdx, (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(uc)α1νdxνα

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)(uc+εk)ν1Ψ (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)(uc+εk)ν1=0 (44)

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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(uc)α1νdx= +∞. (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(uc+ε)α1νdx 1/α

×

B(2r)\B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx

1)/α

ν

B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx. (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(uc)α1νdx

1/α

B(2r)\B(r)

Ψ (x)dx

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(uc)α1νdx= +∞. (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|c2r1 (51)

holds onRn with a certain positive constantc2for an arbitraryr >0. Relation (17) then follows immediately from (45) and (51). 2

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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)(uc+ε)νζα1dx

ν

B(R)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1ζαdx. (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(uc+ε)α1νdxνα

B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx. (53) It follows immediately from (53) that the inequality

ααεα1νK

B(R)\B(r)

|∇ζ|αdxνα

B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx (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

c3rnα

B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx, (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)(uc+ε)ν1=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)(uc+ε)ν1dx (58) holds, and, therefore, so does the inequality

c6

ln(R/r)n+1

B(r)

n

i=1

uxiAi(x, u,u)(uc+ε)ν1dx (59)

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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)(uc+ε)ν1dx=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.

References

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