A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
H ANS -C HRISTOPH G RUNAU
G UIDO S WEERS
Optimal conditions for anti-maximum principles
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 30, n
o3-4 (2001), p. 499-513
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499
Optimal Conditions for Anti-Maximum Principles
HANS-CHRISTOPH GRUNAU - GUIDO SWEERS
Vol. XXX (2001 ),
Abstract. The resolvent for some polyharmonic boundary value problems is pos- itive for h positive and less than the first eigenvalue. It is known that beyond
this first eigenvalue a
sign-reversing
property exists. Such a result is called ananti-maximum
principle.
Depending on the boundary conditions, the dimension of the domain and the order of the operator, the result is uniform or not. In the non-uniform case the right hand side needs to be in LP(0) with p large enough.Sharp estimates for iterated Green functions are used in order to prove that such restrictions are
optimal
both for the non-uniform and the uniform anti-maximumprinciple.
We will also use these estimates to give an alternativeproof
of the (uniform) anti-maximumprinciple.
Mathematics Subject Classification (2000): 35J40 (primary), 35B50, 31 B30 (secondary).
1. - Introduction 1.1. -
Example
Let us consider the
elliptic boundary
valueproblem
where Q is a bounded smooth domain in For this system a first
eigenvalue
~.1
1 > 0 exists such that for h E[0,~.i)
asign preserving
property holds true:f >
0implies
that u > 0. Asign reversing property
exists for h >X 1. Indeed, similarly
as Clement and Peletier[4] proved
for(general)
second orderelliptic
differential
equations
with zero Dirichletboundary condition,
one may show that for smoothf 1
0 there exists 8 > 0 such that u 0 for h E 1 +3) .
Such result is known as an anti-maximum
principle.
In[5]
it is shown that for(1)
4 such numbers 3 can befound,
whichdepend
onf.
There itPervenuto alla Redazione il 6 marzo 2000.
is also proven that
for n
3 one could choose 8independently
off ;
a uniformanti-maximum
principle.
Using
the Green function estimates from theprevious
paper[12]
it will be proven that the restrictions on(1)
for a uniform anti-maximumprinciple
tohold,
and similar restrictions on more
general systems,
cannot beimproved.
Theseestimates will also
provide
an alternativeproof
of anti-maximumprinciples.
1.2. - General
setting
Let A be an
elliptic operator
of order 2m on a bounded smooth domain S2 C and let theboundary
conditions B on a S2 be such that for h = 0 the systemis
positively self-adjoint
in someappropriate
real Hilbert space of real-valuedweakly
differentiable functions. Moreover let us assume that the firsteigenfunc-
tion is
simple
andpositive. Denoting
this firsteigenvalue/function by
one
expects
the solution of(2)
for Å# ~,1
near~,1
to have the samesign
And
indeed,
if theeigenfunctions
as IT=- (
-i E form a
complete
orthonormal system the solutionoperator
for(2)
can be written as
- .
and one expects the
pole
ink
I to dominate thesign
of u for h nearÀ 1.
Thatis, assuming f
>0,
for h 0 but near to 0 the solution u will benegative.
For k > 0 and small the solution will be
positive.
For this heuristic
argument
to becomerigorous, observing
thatit is sufficient to prove that
holds for
nonnegative f
andX I
small.The result that u is
negative
forsufficiently good positive f
and k EÀl
y-8 f ~ ,
where8 f
is some smallpositive
constantdepending
ingeneral
on
f,
is called an Anti-MaximumPrinciple.
C16ment and Peletier in[4]
obtained such results forgeneral
second orderelliptic
operators with Dirichletboundary
condition.
They
remarked that in dimension 1 and with Neumannboundary
condition,
theconstant Sf
can be chosenindependently
off.
Such a stronger result is called aUniform
Anti-MaximumPrinciple.
For short we will denotethese results
by
AMP and UAMP.In
[18]
it is shown that for A = - 0 and B the Dirichletboundary
conditionthe AMP is not uniform. In
[5]
and[6]
UAMP’s wererecently proved
forsome
higher
orderelliptic operators.
In the present paper we usepointwise
estimates for iterated Green functions to
give
an alternativeproof
of the resultin
[6]. Complementary,
these estimates allow us to prove that the restrictionson the coefficients are indeed
sharp
asconjectured.
For second orderboundary
value
problems
the idea to use Green function estimates for AMP’s is due toTakac
[19].
AMP’s for second orderelliptic equations
are also obtainedby
Pinchover in
[16]
and[17].
2. - The main results
A
genuine
restriction forsign preserving
andreversing
ispositivity
of thefirst
eigenfunction.
It is well known that for second orderelliptic operators
with Dirichletboundary
conditions on bounded domains a maximumprinciple
exists and in the
self-adjoint setting
it isrelatively
easy to show that the firsteigenvalue
issimple
and has apositive eigenfunction.
Such ageneral
resultdoes not hold for
higher
orderelliptic operators
ongeneral
domains. Fortwo classes of
problems, however,
a kind of maximumprinciple
holds andthe first
eigenfunction
ispositive. Namely, 1) higher
orderboundary
valueproblems
that allow adecomposition
into second orderboundary
valueproblems,
and
2) polyharmonic operators
with Dirichletboundary
conditions with a ballas domain.
In order to define an
appropriate boundary
behavior of sucheigenfunctions
we need the distance d to the
boundary
Let
m, k
EN+. Defining
A : D(A) C L2 (f2)
-~L2 (f2) by
A is indeed
positively self-adjoint.
One finds thatA~,
as well asA,
has asimple
firsteigenvalue
with apositive eigenfunction satisfying
for some cl,c2 > 0
if one the
following
conditions is satisfied:CONDITION 1.
Suppose
that eitheri. m = 1 and S2 C R’ is bounded with aS2 E
C°°,
orii.
~ >: 2 R }
for some R > 0.REMARK 1. Both conditions can be weakened. In the first case a S2 E
C2
is sufficient for anappropriate eigenfunction
but the statement of the next theoremwill be somewhat more involved. In the second case for n = 2 one may allow domains S2 that are close to but not
necessarily equal
to a disk. See[9].
Indeed,
Condition 1guarantees
the existence of asimple positive
firsteigenvalue
with apositive eigenfunction,
see e.g.[6], [7,
Remark1].
Werecall that the estimate from below is obtained as follows. The first condition
implies
existence of anappropriate eigenfunction
due toHopf’s boundary point
lemma. The second condition guarantees that
(A - X)-1
ispositivity preserving
for h E
[0, Àl)
as a consequence ofBoggio’s explicit
formula for the Green function for A on balls in Rn . Jentzsch’s result[13] gives
theeigenfunction.
According
to a very weakgeneralized Hopf
lemma( [ 11,
Theorem3.2])
wehave 1 > 0 on a B with v the outward normal. The estimate from .
above in
(6)
follows from = 0( j - 0, ... , m - 1 ),
since p1 1 issufficiently
smooth.Using
the estimates for iterated Green functions from thepreceding
pa- per[12]
we mayimprove
the main theorem in[6]
and find that the conditionn 2m
(k - 1)
below issharp
for the Uniform Anti-MaximumPrinciple.
Con-dition 1 is also sufficient to find the estimates for the
(iterated)
Green functions that will be used in theproofs.
THEOREM 1
(UAMP).
Takek,
m EN+.
Let A be as in(5)
and suppose that Condition 1 holds. Let~,1 be
the smallesteigenvalue of Ak
and considerThen the
first eigenvalue
issimple
and thecorresponding eigenfunction (taken positive) satisfies (6).
Moreover,the following
areequivalent:
a. n 2m
(k - 1 ) ;
b. There exists 3 > 0 such that
for
all À E(Àl, ~,1
-~3) and f
EL2 (S2)
with0 ~ f >
0 the solution uof (7),
whichbelongs
to Cm(?i) satisfies for
somec =
c(f)
> 0REMARK 2. The
system
in(7) corresponds
to theboundary
valueproblem
REMARK 3. Since 3 does not
depend
onf,
the UAMP above also holds forf
E LP(Q),
with0 ~ f > 0,
for any p E(1, 2].
For n2m(k - 1)
onehas
(0),
and hence the resultfollows,
because the Green function for(7)
does notdepend
on p. Also the case p = 1 can be coveredby using
a kind ofduality argument.
REMARK 4. Let m = 1 and Q C bounded with aS2 E Coo. Then for iterated Dirichlet
Laplacians (i.e. polyharmonic operators
under so-called Navierboundary conditions):
the Anti-Maximum
Principle
is uniform if andonly
if n 2(k - 1).
In what follows we have to
interpret boundary
valueproblems
like(7)
invarious
LP-spaces.
If p E(1, oo)
we define inanalogy
with(5)
As a
corresponding L 1-theory
does nothold,
in order to cover also the casep = 1 we consider the Green function for
(7)
with À = 0. The Greenoperator
:=Jg y) f (y) d y
mapsL (f2)
~H2mk-l,q (Q)
forq
Solving boundary
valueproblems
has to be understood in a suitable weak sense. Forregular
values À, i.e. h not aneigenvalue,
of a solutione.g. of
(7)
isgiven by
u =(1 -ÀAlk)-l
where is considered asbounded
operator
inL1 (Q).
The estimates for the Green functions in
[ 12]
alsogive
theoptimal
range of the nonuniform Anti-MaximumPrinciple.
For the DirichletLaplacian
theresults of C16ment and Peletier
[4] imply
that for every 0f
E LP(~2)
withp > n a number
8 f
> 0 exists such that the solution u for À E(Àl, Àl
-f- isnegative.
In[18]
it is proven that p > n issharp:
there is apositive f
E Ln(Q)
such that the solution u
changes sign
for all À EÀ2).
THEOREM 2
(AMP).
Takek,
m E ~T+ and p E(1, oo) . Suppose
that Condition 1 issatisfied
andagain
denoteby À 1 the
smallesteigenvalue of Ak.
Thenthe following
holds:
.
Suppose
that n :s m(2k - 1). If f (Q)
and(~o 1, f)
>0,
then there existsS f
> 0 suchthat for
all h E(À 1, À
1 + the solution u 1of (7) satisfies (8).
.
Suppose
that n > m(2k - 1 ) .
i.
If f
E LP(Q)
and(VI, f)
>0,
with p> m~2k-1) , then
there exists8 f
> 0 suchthat for all
À E(~.1, ~.1 -~- ~ f~
the solution u~,of (7) satisfies (8).
ii.
If
p= m ~2k-1 ) ~ then
there exists 0f
E LP(S2)
suchthat for
allregular
À >
Ål the
solution UÀchanges sign.
REMARK 5. Note that
0 f #
0implies (~pl, f ~
> 0. The theoremby
Clement and Peletier
[4]
used thestronger
condition thatf
> 0. For theirproof however,
it is sufficientthat,
for a suitableprojection Pi on
the firsteigenspace, P, f
> 0holds,
whichsimplifies
in our situation to(~p 1, f )
> 0.REMARK 6. For the iterated Dirichlet
Laplacians,
as considered in Remark4,
we have
Here,
and also ingeneral,
a gap between the UAMP and the AMP withp > 1 is filled
by
AMP for p = 1. This gap contains the dimensions n suchthat
3. - Proof for UAMP
We refer to
[6]
for the result thatAk
ispositively self-adjoint. By
Con-dition 1 the first
eigenvalue
issimple
andstrictly positive,
and has apositive eigenfunction
that satisfies the estimate in(6).
Forf
EL2 (S2)
wesplit
thesolution operator as follows:
where, assuming
=1,
Since
h2
is theeigenvalue
with least absolute value forAk
restricted to thesubspacc {/
EL 2 (f2); f )
=0} ,
it follows that the seriesconverges on
{ f
EL 2 (Q) ; (cpl, f)
=01
for À withIÀI À2.
First we will show that we may restrict ourselves to a finite sum instead of this infinite series.
LEMMA 1. Let s > 0. There is
i
1 E N and C > 0 such thatfor
all À with::~,X2 -
s andf
EL 2 (Q)
withf
> 0PROOF. Since
Pi
andA-1
commute we find that fori2, i3 E Is1 ,
withl2’~"l3 =ll~
Take
i2
such that2mki2
> m +2’ By regularity theory
we find that for allv e
L2 (Q)
the functionA -ki2V
eH2mki2,2 (Q)
nHo ,2 (Q)
andBy
Sobolevimbedding
it follows thatA-ki2v
E Cm(S2), (’)j
a(A-kl2v) (x)
= 0on 8 Q
for j = 0,...,
m - 1 andAs vanishes of order m on a S2 we
proceed
withwhere
(6)
is used in the last step.Due to
(13), (14)
and the fact that(Ak - ~,) 1 (I - Pl )
is a boundedoperator
onL2 (Q),
with a normuniformly
bounded for hh2 -
B, there isC5 > 0 such that
(the
constant C5 = C5(8) f
ooas s $ 0).
Taking mki3 - 2
> m it followsby
Theorem 2 of[12]
that forfELl (Q)
with
f 2:
0 it holds thatand hence
by (6)
implying
Finally, combining (15), (16)
and(18),
we findLet
i
I be as in theprevious
Lemma andsplit
the solution operator, devel-oping (11),
as followswhere
PROPOSITION 3.
The following
areequivalent:
i. n 2m
(k - 1 ) ;
’ii. there exists
Cl
1 > 0 suchthat for
all 0f
ELZ (Q):
iii.
for
every i E there existsCi
> 0 suchthat for
all 0 :5f
ELz (0)
PROOF. Theorem 2 of
[ 12]
states thatCk,m,n
> 0 exists such thatif and
only
ifmk - 2n
> m. Hence statements i and ii areequivalent. Similarly
the estimates in iii hold if and
only
if > m for all i EN+.
Hence it is necessary and sufficient that theinequality
holds for i = 1. 0 It remains to show theequivalence
of the two statements in Theorem 1.PROOF OF THEOREM 1. Let the resolvent be
split
in 3 parts as in(19)
andassume
~,1
1 and Àh2 -
E. The firstpart
satisfiesThe other two parts can be estimated as follows.
According
to Lemma 1there exist
positive
constants cl and c2 such that for all À E[0, h2 - 8]
and 0.f
EFor the Anti-Maximum
Principle
to holduniformly
for h E~,1
-I-3)
and8 >
0,
it is hence necessary and sufficient that there exists c > 0 such that forall E
L2(Q):
.This condition is
equivalent
with the existence of a constantCk,m,n
> 0 such that ’which holds
by
the estimates in[12]
if > m.The claim that the solution u lies in C"’
(Q)
uses standardregularity
ar-guments. The estimate of u from above in
(8)
follows from theproperty (6)
of the first
eigenfunction.
04. - Proof for AMP
First notice that the
spectrum
ofAp
does notdepend
on p. One has furtherA*
p =Aq for p -E- q -
p q1,
p E(1, oo) .
Also aprojection
on the firsteigenfunction
is well defined
by Pl f
=(VI, f)
=(In f .
for any p E[1, oo).
Wewill also use that
PI
andAp
commute.The
following
result can also be found in[5].
Here we will sketch analternative
proof using
Green function estimates.LEMMA 2. Let
f
E L P(2) with p
E[ 1, oo) satisfy
0f # 0,
and assumethat p > - --n
when n >m (2k - 1).
Let s > 0. Then there exists c f > 0 suchthat for all h
E[0, h2 - 81
PROOF. The space R
(I - Pi)
reduces theoperator 1 - ÀAp
to aboundedly
invertible one for h in a
neighborhood
of SetIf p = 1 this
equation
has to beinterpreted
in a suitable weak sense asexplained
in Section 2 before Theorem 2.
There exists > 0 such that for all X E
[0, h2 -
First assume that n > 2km.
By
virtue of[12,
Theorem2]
thefollowing
estimate holds for the Green function of
Here we used the estimate
1
Ad x
lx-yl203
X-Y from[12,
Lemma10].
Thesame estimate follows for n = 2km:
If
(2k - 1 ) m n
2km we use[12,
Lemma10]
to findSince
!! !jc
-. isbounded, uniformly
withrespect
to x ~0,
ifand
only if q ~_~"~_~,
forsuch q
there is a uniform(i.e. independent
ofx)
constant cq > 0 such that
With -L + 1 =
1 thecondition q
is identical with p >By
Holders
inequality
we find thatThe claim follows for cf = C3 Cq cp,s
For n (2k - 1)
m we may use the’ordering’
of the Green functions tofind
by (22)
that - -which
implies
thatThe first claim of Theorem
2, concerning sign reversing
forappropriately integrable f,
follows from the observation that for h >À
1with c2 as in
(6),
and hence with Lemma 2for À 0 and
sufficiently
close to 0.For the second claim in the case n >
m(2k - 1), concerning
thenecessity
of the condition p
> m (2k-1 )’
we first make thefollowing simple
observation.m (2k- 1) 1
LEMMA 3. Assume p > 1 and let
f
E LP(Q) satisfy
0f # 0,
let À >,1
and assume that
(
p u =f.
Then the solution u is somewherenegative.
PROOF. It is sufficient to show that
(VI, u)
0. Astraightforward argument by testing
with wi shows thatand hence
It remains to show that there exists
f
ELP* (~2),
withp*
=~~~i_~~ ,
, suchthat for all À -
k
I > 0 and small the solution u is somewherepositive
in Q.Fix z E 8f2 and
set 03BE (r)
=(log (2)) -1
r 1 with D := We will takeNote that 0
~ ( ~ x - z ~ )
:5(log 2) .
LEMMA 4. Let
f*
be as in(23).
Thenthe following
holds:i.
f * p* =
.1. E l.í or
m(2k-1)
Iii. The solution uo
of (9),
with À = 0 andf *
asright
handside, satisfies for
somepositive
constants c =c( f *)
>0,
s =8(Q, f *)
> 0where v, is the exterior normal at z and
Iz, il
={o,z
-I-( 1 - 0) z;
0 0PROOF.
By straightforward
calculus one finds sincep*
> 1 thatwhich
implies f *
ELP* (Q).
Since
f *
> 0 in Q the Green function estimateimmediately
shows thatu
(x) a
c wi(x)
for some c > 0 and all x E Q. To obtain the estimate in(24)
we first recall some notations and
auxiliary
results from section 3.2.1 of theprevious
paper[12]:
There exists some number R =R (S2)
>0,
such thatwhere 1C
- vz )
={y
E -y - vZ >or lyi)
is a cone indirection - vZ
withopening angle
arccos o . We remark that for ssufficiently small,
one hasd(x) = x - z ~ R / 2
and z is the closestpoint
to x in3Q,
i. e. z = x * in the notation of[12,
section3.2.1 ].
As there we use the setR2
=The ci will denote
positive
constants. For y ER2
thefollowing inequality
7yholdsby using
the estimates in[12,
Casell,
section3.2.1 J
and d(x)
=z ~ I
in allthree cases n >
2mk, n
= 2mk and m(2k - 1)
n 2mk:Hence, using
thatc-1 c Ix - yl
on7Z2
we have:The last claim of Theorem 2 follows from Lemma 3 and the next lemma.
LEMMA 5. For all >
~.1
there exists 8 > 0 such that the solution u xof (9),
withf
=f *
asright
handside, satisfies
UÀ(x)
>0 for
x E(z,
Z - 8Vz) .
k -i
PROOF. We will
split (AP . _ ,
-I as in( 19)
withi
1 = 1:Since
-I f*
E L°°(Q)
one has2,
A similar estimate for X
~ À
1 holds for the second term:Since Lemma 4
implies
thatwith some El = E1
(Q)
>0,
and sincelimr jo log log 2D) =
oo, there is for allregular
À >,1
I an Ex > 0 such that thesign
of(Akp- h) -1 f *
on[z, z -
is determined
by
thesign
of-1 f *.
That lastsign
ispositive.
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Fachgruppe Mathematik
Universitiit Bayreuth
95440 Bayreuth, Germany
Hans-Christoph.Grunau @uni-bayreuth,de Applied Math. Analysis
I.T.S., Delft University of Technology
PObox 5031
2600 GA Delft, The Netherlands G.H.Sweers@its.tudelft.nl