Ergodic pairs for singular or degenerate fully nonlinear operators Mathematical Subject Classification : 35J70, 35J75

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Ergodic pairs for singular or degenerate fully nonlinear operators Mathematical Subject Classification : 35J70,

35J75

Isabeau Birindelli, Françoise Demengel, Fabiana Leoni

To cite this version:

Isabeau Birindelli, Françoise Demengel, Fabiana Leoni. Ergodic pairs for singular or degenerate fully nonlinear operators Mathematical Subject Classification : 35J70, 35J75. ESAIM: Control, Optimisa- tion and Calculus of Variations, EDP Sciences, 2019. �hal-02411293�

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Ergodic pairs for singular or degenerate fully nonlinear operators

Isabeau Birindelli

Dipartimento di Matematica, Sapienza Universit`a di Roma Fran¸coise Demengel

Département de Mathématiques, Université de Cergy-Pontoise Fabiana Leoni

Dipartimento di Matematica, Sapienza Universit`a di Roma

Abstract

We study the ergodic problem for fully nonlinear operators which may be singular or degenerate when the gradient of solutions vanishes. We prove the convergence of both explosive solutions and solutions of Dirichlet problems for approximating equations. We further characterize the ergodic constant as the infimum of constants for which there exist bounded sub solutions. As intermediate results of independent interest, we prove a priori Lipschitz estimates depending only on the norm of the zeroth order term, and a comparison principle for equations having no zero order terms.

2010 Mathematical Subject Classification : 35J70, 35J75.

1 Introduction

In 1989, in a fundamental paper [19], Lasry and Lions study solutions of

−∆u+|∇u|^q+λu=f(x) in Ω

that blow up on the boundary of Ω. Here q > 1 and Ω is a C² bounded domain in R^N. Among other things, they prove that in the subquadratic caseq≤2 there exists a unique constantcΩ, called ergodic constant, and there exists a unique, up to a constant, solution of

−∆ϕ+|∇ϕ|^q−cΩ=f(x) in Ω, ϕ= +∞on∂Ω.

The couple (ϕ, c_Ω) is referred to as an ergodic pair. It is well known that for q = 2, −cΩ is just the principal eigenvalue of (−∆ +f)(·). Since [19], a huge and interesting literature generated, also in connection with the stochastic interpretation of the problem. Interestingly, while the concept of principal eigenvalue has been extended to fully nonlinear operators of different types (see e.g. [6], [10]), the notion of ergodic constant has not been much investigated in fully nonlinear settings. The scope of this paper is to give a thoroughly picture of the ergodic pairs and the related blowing up solutions and solutions with Dirichlet boundary condition for approximating equations.

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We now detail the main theorems. In the whole paper Ω denotes a C² bounded domain ofR^N; S denotes the space of symmetric matrices inR^N. We consider a uniformly elliptic homogenous operator F, i.e. a continuous functionF:S →Rsatisfying:

there exist 0< a < Asuch that for allM, N ∈ S, withN ≥0, and for allt >0,

atr(N)≤F(M+N)−F(M)≤Atr(N), F(tM) =tF(M). (1.1) We will always consider the differential operator

G(∇u, D²u) =−|∇u|^αF(D²u) +|∇u|^β

withα >−1 andα+ 1< β ≤α+ 2.This reduces to the Lasry Lions case forα= 0 anda=A= 1.

Theorem 1.1. Suppose thatf is bounded and locally Lipschitz continuous in Ω, and thatF satisfies (1.1). Consider the Dirichlet problems

−|∇u|^αF(D²u) +|∇u|^β=f in Ω

u= 0 on ∂Ω, (1.2)

and, for λ >0,

−|∇u|^αF(D²u) +|∇u|^β+λ|u|^αu=f in Ω

u= 0 on ∂Ω. (1.3)

The following alternative holds.

1. Suppose that there exists a bounded sub solution of (1.2). Then the solutionuλof (1.3)satisfies:

(uλ)is bounded and uniformly converging up to a sequenceλn→0 to a solution of (1.2).

2. Suppose that there is no solution for the Dirichlet problem (1.2). Then, (uλ)satisfies, up to a sequenceλn→0 and locally uniformly inΩ,

(a) uλ→ −∞;

(b) there exists a constantc_Ω≥0 such thatλ|uλ|^αu_λ→ −cΩ;

(c) cΩis an ergodic constant andvλ=uλ+|uλ|_∞converges to a solution of the ergodic problem −|∇v|^αF(D²v) +|∇v|^β=f+c_Ω inΩ

v= +∞ on∂Ω (1.4)

whose minimum is zero.

The standard notion of viscosity solution fails when the operator is singular, i.e., in this paper, when α <0, hence we will consider viscosity solutions as defined in [6].

When α= 0 and F is the laplacian, Theorem 1.1 has been firstly pointed out by Porretta in [22].

An analogous result for p-laplacian operators has been proved by Leonori and Porretta in [20]. We emphasize that it yields the existence of an ergodic constant, and a sign property, in the case when the Dirichlet problem (1.2) does not have any solution.

In order to show the existence of ergodic pairs when problem (1.2) does admit solutions, we need first to prove the existence of solutions blowing up on the boundary for λ >0. This is achieved in our Theorem 4.1, where we basically reproduce the construction given in [19] of explosive sub and

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super solutions. As a consequence, we will deduce the existence of an ergodic constant in Theorem 6.2.

However, in order to establish further properties of the ergodic constant (in particular, its uniqueness), we need to prove new and refined boundary estimates for explosive solutions. These will be obtained under the additional regularity condition

F(∇d(x)⊗ ∇d(x)) isC² in a neighborhood of∂Ω, (1.5) where d(x) denotes the distance function from∂Ω. We observe that (1.5) is certainly satisfied if the domain Ω is of class C³ and the operator F is C², but there can be also cases with non smooth F satisfying (1.5). For instance, for all operators F(M) which depend only on the eigenvalues of M, such as Pucci’s operators, F(∇d(x)⊗ ∇d(x)) is a constant function as long as|∇d(x)|= 1.

Under condition (1.5), we will show that the ergodic constant cΩ is unique and that it shares some properties with the principal eigenvalue of the operator−|∇u|^αF(D²u). Let us recall that, whenF is the Laplace operator andβ =α+ 2, then the ergodic constant appearing in problem (1.4) coincides with the opposite of the principal eigenvalue of the operator −|∇u|^α∆u+f|u|^αu, meaning that if v is a solution of (1.4), thenw=e^−v is a positive solution of

( −|∇w|^α∆w+f|w|^αw=−cΩ|w|^αw in Ω w= 0 on∂Ω

This suggests a deep connection between ergodic constants and principal eigenvalues. We recall at this purpose that a Faber–Krahn inequality for the ergodic constant of the laplacian has been recently proved by Ferone et al. in [16].

Even for β 6=α+ 2 andF fully nonlinear, we prove that the ergodic constant can be characterized by an inf-formula analogous to the one which defines the principal eigenvalues for fully nonlinear operators. Following [5], [22], we define

µ^?= inf{µ : ∃ϕ∈ C(Ω),−|∇ϕ|^αF(D²ϕ) +|∇ϕ|^β≤f+µ}.

Note thatµ^? depends onf and Ω, but if there is no ambiguity we will not precise this dependence.

We next state the second main result of the present paper.

Theorem 1.2. Suppose thatf is bounded and locally Lipschitz continuous in Ω, and thatF satisfies (1.1)and (1.5). Letc_Ω be an ergodic constant for problem (1.4); then:

1. cΩ is unique;

2. c_Ω=µ^?;

3. the mapΩ7→cΩis nondecreasing with respect to the domain, and continuous;

4. if eitherα= 0 orα6= 0 andsup_Ωf +c_Ω<0, thenµ^? is not achieved. Moreover, if Ω⁰ ⊂⊂Ω, thencΩ⁰ < cΩ.

In order to prove these results many questions need to be addressed. Clearly the first one is the existence of solutions for (1.3) whenλ >0, but even though it is fundamental, this is extraneous to the spirit of this note and it can be found in [8]. The interested reader will see that it is done through a Perron’s procedure i.e. constructing sub and super solutions of (1.3) together with a comparison principle and some Lipschitz estimates depending on theL^∞ norm of the solution.

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Theorems 1.1 and 1.2 are obtained by means of several intermediate results, most of which are of independent interest. A first fundamental tool is an interior Lipschitz estimate for solutions of equation (1.3) that does not depend directly on theL^∞ norm of the solution but only on the norm of the zero order term. In the linear case, these kind of estimates were obtained by Capuzzo Dolcetta, Leoni, Porretta in [11], and the proof we use is inspired by theirs. In order to extend the result to the present fully nonlinear singular case, we have to address several non trivial technical difficulties, see Section 2. After that, we give the proof of Theorem 1.1 in Section 3.

In Section 4 we focus on existence and estimates for explosive solutions of the approximating λ–

equation, i.e. solutions uof

−|∇u|^αF(D²u) +|∇u|^β+λ|u|^αu=f in Ω

u= +∞ on∂Ω.

Here, the function f is assumed to be continuous in Ω, but it is allowed to be unbounded on the boundary, as long as its growth is controlled. This is an important feature that will be needed in the proof of Theorem 1.2. Construction of explosive solutions in the fully nonlinear setting includes the works by Alarc´on, Quaas [1], by Esteban, Felmer and Quaas [15] and by Demengel, Goubet [14], where only suitable zero order terms are considered. Capuzzo Dolcetta, Leoni and Vitolo in [12, 13]

construct radial explosive solutions in some degenerate cases. The construction we do in order to give existence and estimates of blowing up solutions slightly differs from the standard proof for linear operators (see Remark 4.3), and we obtain solutions satisfying non constant boundary asymptotics.

Moreover, our proof can be carried on for other classes of operators, as e.g. the p–Laplacian or some generalizations such as

F(p, M) =|p|^α(q1trM+q2

M p·p

|p|² ),

with q₁ >0 and q₁+q₂ >0. When p >2, using the variational form of the p–Laplacian, and its linearity with respect to the Hessian, Leonori and Porretta proved in [20] such estimates and existence results. So our result forα <0 covers the casep <2 that was not considered there.

In Section 5 we give a comparison theorem for sub and super solutions of equation (1.2), in which zero order terms are lacking. The change of equation that allows to prove the comparison principle of Theorem 5.1 is sort of standard, but the computation which follows is original and ad hoc for our setting. The work of Leonori, Porretta and Riey [21] has been a source of inspiration.

Finally, in Section 6, after proving the existence of ergodic constants and estimating the ergodic functions near the boundary, we give the proof of Theorem 1.2.

Let us finally remark that we left open the question of uniqueness (up to constants) of the ergodic functions. This is a delicate issue, strongly related with the simplicity of the principal eigenvalue for degenerate/singular operators, which is in general an open problem. We recall that the usual proof for linear operators, see [19, 22], relies on the strong maximum principle, which does not hold for degenerate operators. Let us also recall that for p-laplacian operators the uniqueness of the ergodic function is obtained in [20] for p≥2 and under the condition sup_Ωf +c < 0. We believe that the proof given in [20] can be extended to the fully nonlinear singular/degenerate setting, provided that one can prove the C^1,γ regularity of the ergodic functions. We demand this study to a future work [9].

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Notations

• We used(x) to denote aC²positive function in Ω with coincides with the distance function from the boundary in a neighborhood of∂Ω

• Forδ >0, we set Ω_δ ={x∈Ω : d(x)> δ}

• We denote by M⁺,M⁻ the Pucci’s operators with ellipticity constants a, A, namely, for all M ∈ S,

M⁺(M) =Atr(M⁺)−atr(M⁻) M⁻(M) =atr(M⁺)−Atr(M⁻)

and we often use that, as a consequence of (1.1), for allM, N∈ S one has M⁻(N)≤F(M+N)−F(M)≤ M⁺(N)

2 A priori Lipschitz-type estimates

In the note [8], we prove the following result

Theorem 2.1. Assume that f is bounded and continuous in Ω. Then, for any λ >0, there exists a unique solution uλ∈C(Ω) of (1.3), which is Lipschitz continuous up to the boundary, and satisfies

|uλ|W^1,∞(Ω)≤C(|uλ|∞,|f−λ|uλ|^αu_λ|∞, a, A, α, β).

This is obtained, through Perron’s method, by constructing sub and super solutions and using the following general comparison principle.

Theorem 2.2. Suppose that b is Lipschitz continuous in Ω, ζ:R→R is a non decreasing function andf andg are continuous inΩ. Let ube a bounded by above viscosity sub solution of

−|∇u|^αF(D²u) +b(x)|∇u|^β+ζ(u)≤g and letv be a bounded by below viscosity super solution of

−|∇v|^αF(D²v) +b(x)|∇v|^β+ζ(v)≥f.

If either g≤f andζ is increasing or g < f then, u≤v on ∂Ωimplies thatu≤v inΩ.

For the proofs of the above results we refer to [8].

The rest of this section is devoted to prove a priori Lipschitz estimates for solutions of the equation

−|∇u|^αF(D²u) +|∇u|^β+λ|u|^αu=f , (2.1) that depend onλ|u|^α+1_∞ , but not on|u|_∞. Our estimates will be a consequence of the following result, in which we denote byB the unit ball centred at the origin inR^N.

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Proposition 2.3. LetF satisfy (1.1)and, forλ≥0, α >−1andβ > α+1, letuandvbe respectively a bounded sub solution and a bounded from below super solution of equation (2.1)inB, withf Lipschitz continuous in B. Then, for any positivep≥ ^(2+α−β)_β−α−1⁺, there exists a positive constantM, depending only onp, α, β, a, A, N,kf−λ|u|^αuk∞ and on the Lipschitz constant of f, such that, for all x, y∈B one has

u(x)−v(y)≤sup

B

(u−v)⁺+M |x−y|

(1− |y|)^β+α

− β−α−1

1 +

|x−y|

(1− |x|) p

Proof. We argue as in the proof of Theorem 3.1 in [11].

Let us define a ”distance” functiondwhich equals 1− |x|near the boundary and it is extended inB as aC²function satisfying, for some constantc1>0,







d(x) = 1− |x| if |x|> ¹₂

1−|x|

2 ≤d(x)≤1− |x| for allx∈B¯

|Dd(x)| ≤1, −c1IN ≤D²d(x)≤0 for allx∈B¯ Forξ= ^|x−y|_d(x), we consider the function

φ(x, y) = k

d(y)^τ|x−y|(L+ξ^p) + sup

B

(u−v)⁺

where p > 0 is a fixed exponent satisfying p≥ ^(2+α−β)_β−α−1⁺, τ = _β−α−1^β+α⁻ and L, k are suitably large positive constants to be chosen later.

The statement is proved if we show that for all (x, y)∈B²one has u(x)−v(y)≤φ(x, y).

By contradiction, let us assume that u(x)−v(y)−φ(x, y) > 0 somewhere. Then, necessarily the supremum is achieved on a pair (x, y) withx6=y andd(x), d(y)>0. Using Ishii’s Lemma of [17], one gets that on such a point (x, y), for all >0, there exist symmetric matricesX andY such that

(∇xφ, X)∈J^2,+u(x), (−∇yφ,−Y)∈J^2,−v(y)

− 1

+|D²φ|

I2N ≤

X O O Y

≤D²φ+(D²φ)².

(2.2)

We proceed in the proof by considering separately the casesα≥0 andα <0.

The case α≥0. Sinceuis a sub solution and v a super solution, by the positive 1–homogeneity of F we have in this case

( −F(|∇_xφ|^αX) +|∇_xφ|^β+λ|u|^αu(x)≤f(x)

−F(−|∇yφ|^αY) +|∇yφ|^β+λ|v|^αv(y)≥f(y)

Subtracting the above inequalities and using also thatu(x)−v(y)> φ(x, y)≥0, for anyt >0 we can write

t F(|∇xφ|^αX)−[F((1 +t)|∇xφ|^αX)−F(−|∇yφ|^αY)]

≤ |∇yφ|^β− |∇xφ|^β+f(x)−f(y),

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and therefore

t|∇xφ|^β≤ F((1 +t)|∇xφ|^αX)−F(−|∇yφ|^αY)

+|∇yφ|^β− |∇xφ|^β+t(f−λ|u|^αu)⁺+f(x)−f(y). By the uniform ellipticity ofF, it then follows that

t|∇xφ|^β≤ M⁺((1 +t)|∇xφ|^αX+|∇yφ|^αY)

+|∇yφ|^β− |∇xφ|^β+t(f−λ|u|^αu)⁺+f(x)−f(y). By multiplying the right inequality of (2.2) on the left and on the right by

√

1 +t|∇_xφ|^α/2I_N O O |∇yφ|^α/2IN

and testing the resulting inequality on vectors of the form (v, v) withv∈R^N, we further obtain (1 +t)|∇_xφ|^αX+|∇_yφ|^αY≤Z_α,t+O(),

with

Zα,t= (1 +t)|∇xφ|^αD_xx² φ+√

1 +t|∇xφ|^α/2|∇yφ|^α/2h

D²_xyφ+ D²_xyφ^ti

+|∇yφ|^αD²_yyφ . (2.3) Hence, after letting→0, we get

t|∇xφ|^β≤ M⁺(Zα,t) +|∇yφ|^β− |∇xφ|^β+t(f−λ|u|^αu)⁺+f(x)−f(y). (2.4) We now proceed by evaluating the right hand side terms of (2.4).

An explicit computation shows that, settingη= ^|x−y|_d(y) andζ= _|x−y|^x−y ,one has

∇xφ(x, y) = k d(y)^τ

(L+ (1 +p)ξ^p)ζ−p ξ^p+1∇d(x) , as well as

∇yφ(x, y) =− k

d(y)^τ [(L+ (1 +p)ξ^p)ζ+τ η(L+ξ^p)∇d(y)].

From now on we denote withcpossibly different positive constants which depend only onp,N,a,A, αandβ. As discussed in [11], forL >1 fixed suitably large depending only onp, one has

|∇xφ| ≥ck1 +ξ^p+1

d(y)^τ (2.5)

and

|∇xφ|, |∇yφ| ≤ck1 +ξ^p+1

d(y)^τ+1 . (2.6)

Moreover, we notice that one has also

|∇_yφ| ≥ k

d(y)^τ[L+ (1 +p)ξ^p−τ η(L+ξ^p)|∇d(y)|]≥ck1 +ξ^p

d(y)^τ if τ η≤ 1

2. (2.7)

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On the other hand, the second order derivatives ofφmay be written as follows D²_xxφ= _d(y)^k_τ n_[L+(1+p)ξp]

|x−y| B+p(1 +p)^ξ_d(x)^p−1T−p(1 +p)_d(x)^ξ^p (C+C^t) +p(1 +p)^ξ_d(x)^p+1∇d(x)⊗ ∇d(x)−p ξ^p+1D²d(x)o D_xy² φ=−_d(y)^kτ

n_[L+(1+p)ξp]

|x−y| B+p(1 +p)^ξ_d(x)^p−1T −p(1 +p)_d(x)^ξ^p C^t +^τ^[L+(1+p)ξ_d(y) ^p^]E−^{τ p ξ}_d(y)^p+1∇d(x)⊗ ∇d(y)o D²_yyφ= _d(y)^kτ

n_[L+(1+p)ξp]

|x−y| B+p(1 +p)^ξ_d(x)^p−1T+^τ^[L+(1+p)ξ_d(y) ^p^](E+E^t) +^τ^(τ+1)_d(y)^η(L+ξ^p⁾∇d(y)⊗ ∇d(y)−τ η(L+ξ^p)D²d(y)o withB =IN −ζ⊗ζ , T =ζ⊗ζ , C=ζ⊗ ∇d(x) andE=ζ⊗ ∇d(y).

Therefore, the matrix Zα,tdefined in (2.3) is given by Zα,t= _d(y)^kτ

n √

1 +t|∇xφ|^α/2− |∇yφ|^α/2²h_(L+(1+p)ξp)

|x−y| B+p(1 +p)^ξ_d(x)^p−1Ti

−√

1 +t|∇xφ|^α/2 √

1 +t|∇xφ|^α/2− |∇yφ|^α/2p(1+p)ξ^p

d(x) (C+C^t)

−|∇_yφ|^α/2 √

1 +t|∇_xφ|^α/2− |∇_yφ|^α/2τ(L+(1+p)ξ^p)

d(y) (E+E^t) +p(1 +t)|∇xφ|^αh_(1+p)ξp+1

d(x) ∇d(x)⊗ ∇d(x)−ξ^p+1D²d(x)i +√

1 +t|∇xφ|^α/2|∇yφ|^α/2^{τ pξ}_d(y)^(p+1)[∇d(x)⊗ ∇d(y) +∇d(y)⊗ ∇d(x)]

+τ|∇yφ|^αh_{(1+τ)η(L+ξ}p)

d(y) ∇d(y)⊗ ∇d(y)−η(L+ξ^p)D²d(y)io , and, recalling that ξ=|x−y|/d(x) and that d <1 inB, this yields the estimate

M⁺(Zα,t)≤ _d(y)^{c k}τ

n √

1 +t|∇xφ|^α/2− |∇yφ|^α/22 1+ξ^p

|x−y|

+√

1 +t|∇xφ|^α/2

√1 +t|∇xφ|^α/2− |∇yφ|^α/2 ^ξ

p

d(x)

+|∇yφ|^α/2

√1 +t|∇xφ|^α/2− |∇yφ|^α/2 ^1+ξ

p

d(y)

+(1 +t)|∇xφ|^{α ξ}_d(x)^p+1 +√

1 +t|∇xφ|^α/2|∇yφ|^α/2^ξ_d(y)^p+1+|∇yφ|^αη^1+ξ_d(y)^po . By observing that

√

1 +t|∇xφ|^α/2− |∇yφ|^α/2 ≤(√

t+ 1−1)|∇xφ|^α/2+

|∇xφ|^α/2− |∇yφ|^α/2 and by applying the trivial inequalities√

1 +t−1≤t,√

1 +t √

t+ 1−1

≤t,√

1 +t≤1 +t, after

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rearranging terms we then deduce M⁺(Z_α,t)≤_d(y)^{c k}_τ n

t²|∇_xφ|^α_|x−y|^1+ξ^p +th

|∇xφ|^{α ξ}^p_d(x)^+ξ^p+1 +|∇xφ|^α/2|∇yφ|^α/2_1+ξp+ξ^p+1

d(y) +_d(x)^ξ^p i + |∇_xφ|^α/2− |∇_yφ|^α/22 1+ξ^p

|x−y|

+

|∇xφ|^α/2− |∇yφ|^α/2

|∇xφ|^α/2_d(x)^ξ^p +|∇yφ|^{α/2 1+ξ}_d(y)^p +|∇_xφ|^{α ξ}_d(x)^p+1 +|∇_yφ|^α^(1+ξ_d(y)^p^)η +|∇_xφ|^α/2|∇_yφ|^α/2^ξ_d(y)^p+1o

(2.8)

We now recall that, as proved in [11], for allq, γ >0 one has ξ^q

d(x)^γ ≤2^γ1 +ξ^q+γ

d(y)^γ . (2.9)

Moreover, if α≥ 2, the mean value theorem, the bounds (2.6), (2.9) and the explicit expression of

∇_xφ+∇_yφimply that

|∇_xφ|^α/2− |∇_yφ|^α/2

≤ cmax

|∇_xφ|^α/2−1,|∇_yφ|^α/2−1 |∇_xφ+∇_yφ|

≤ ck^α/2(1 +ξ^p+1)^α/2−1 d(y)^{α/2(τ+1)−1}

ξ^p

d(x)+1 +ξ^p d(y)

|x−y|

≤ c

k(1 +ξ^p+1) d(y)^τ+1

^α/2

|x−y|

Analogously, if α <2 butτ η≤1/2, from (2.5), (2.7) and again (2.9) we deduce

|∇xφ|^α/2− |∇yφ|^α/2 ≤c

k(1 +ξ^p) d(y)^τ

α/2−1

k(1 +ξ^p+1) d(y)^τ+1 |x−y|

and therefore, sinceξ≤ _2τ−1¹ forη ≤_2τ¹ , we obtain in this case

|∇xφ|^α/2− |∇yφ|^α/2 ≤c

k(1 +ξ^p+1) d(y)^τ+2/α

^α/2

|x−y|.

Finally, if α <2 andτ η >1/2, that is|x−y|> d(y)/2τ, we have

|∇_xφ|^α/2− |∇_yφ|^α/2

≤ |∇xφ+∇yφ|^α/2≤c

k(1 +ξ^p+1)|x−y|

d(y)^τ+1

^α/2

≤c

k(1 +ξ^p+1) d(y)^τ+1

^α/2 2τ d(y)

1−α/2

|x−y|=c

k(1 +ξ^p+1) d(y)^τ+2/α

^α/2

|x−y|.

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Thus, in all cases we obtain

|∇xφ|^α/2− |∇yφ|^α/2 ≤c

k (1 +ξ^p+1) d(y)τ+max{1,2/α}

^α/2

|x−y| ≤c |∇xφ|^α/2

d(y)^max{α/2,1}|x−y|. (2.10) By using inequalities (2.6), (2.5), (2.9) and (2.10), from estimate (2.8) it then follows

M⁺(Zα,t)≤ck|∇xφ|^α d(y)^τ

t²1 +ξ^p

|x−y|+t 1 +ξ^p+2

d(y)^α/2+1 +|x−y|1 +ξ^p+2 d(y)^α+2

. (2.11)

Moreover, since p≥ ^2+α−β_β−α−1 andτ ≥_{2(β−α−1)}^α+2 , by using again (2.5), we further deduce M⁺(Z_α,t)≤ck|∇xφ|^α

t² 1 +ξ^p

d(y)^τ|x−y|+t|∇xφ|^β−α

k^β−α +|x−y|(1 +ξ^p+2) d(y)^τ+α+2

.

Using the above inequality jointly with (2.4) yields t|∇_xφ|^β−α≤ ck

t² 1 +ξ^p

d(y)^τ|x−y|+t|∇_xφ|^β−α

k^β−α +|x−y|(1 +ξ^p+2) d(y)^τ+α+2

+|∇xφ|^−α |∇yφ|^β− |∇xφ|^β

+t|∇xφ|^−α(f−λ|u|^αu)⁺ +|∇_xφ|^−α(f(x)−f(y)),

and therefore, beingβ > α+ 1, forksufficiently large one has

t

2|∇xφ|^β−α−t²_d(y)^ck(1+ξτ|x−y|^p⁾ ≤ ck|x−y|(1 +ξ^p+2)

d(y)^τ+α+2 +|∇xφ|^−α |∇yφ|^β− |∇xφ|^β +t|∇xφ|^−α(f−λ|u|^αu)⁺+|∇xφ|^−α(f(x)−f(y)). We now choose t >0 in order to maximize the left hand side, namely

t=|∇xφ|^β−αd(y)^τ|x−y|

4ck(1 +ξ^p) . We then obtain

|∇xφ|^2(β−α)≤c

(k²(1 +ξ^2(p+1))

d(y)^2τ+α+2 +k|∇xφ|^−α(1 +ξ^p) |∇yφ|^β− |∇xφ|^β

|x−y|d(y)^τ

+|∇xφ|^β−2α(f−λ|u|^αu)⁺+k|∇xφ|^−α(1 +ξ^p) (f(x)−f(y))

|x−y|d(y)^τ

.

Moreover, arguing as for (2.10) in the caseα≥2, we also have |∇_yφ|^β− |∇_xφ|^β

≤ck^β|x−y|(1 +ξ^p+1)^β d(y)^(τ+1)β , so that

|∇xφ|^2(β−α)≤C

k²(1 +ξ^(p+1))²

d(y)^2τ+α+2 +|∇xφ|^−αk^β+1(1 +ξ^p+1)^β+1 d(y)^τ(β+1)+β +|∇xφ|^β−2α+|∇xφ|^−αk(1 +ξ^p)

d(y)^τ

,