A NNALES DE L ’I. H. P., SECTION C
A NGELO A LVINO
V INCENZO F ERONE
G UIDO T ROMBETTI
P IERRE -L OUIS L IONS
Convex symmetrization and applications
Annales de l’I. H. P., section C, tome 14, n
o2 (1997), p. 275-293
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Convex symmetrization and applications
Angelo ALVINO,
Vincenzo FERONE and Guido TROMBETTIDip. di Mat. e Appl. "R. Caccioppoli",
Univ. di Napoli "Federico II", 80126 Napoli, Italy.
Pierre-Louis LIONS
CEREMADE, Universite de Paris-Dauphine,
75775 Paris Cedex 16, France.
Vol. 14, n° 2, 1997, p. 275-293 Analyse non linéaire
ABSTRACT. - We
give
a"generalized"
version of theisoperimetric inequality
when theperimeter
is defined withrespect
to a convex,positively homogeneous
function on R". We use it to provethat,
for any functionu
compactly supported
in theintegral
of a convex function of Du decreases when u isrearranged
in thecorresponding
"convex" way. Similararguments
allow us, forexample,
to provecomparison
results for solutions of the Dirichletproblem
forelliptic equations
when the differentialoperator
satisfies suitable structureassumptions.
RESUME. - Nous donnons une version «
generalisee
» del’inégalité isoperimetrique lorsque
la definition duperimetre depend
d’une fonctionconvexe et
positivement homogene
sur R". Cetteinegalite
estemployee
pour demontrer que, pour toutes les fonctions u avec
support compact
dansR", l’intégrale
d’une fonction convexe de Du decroitquand
u estrearrangée
a unefaçon
« convexe ». Avec des arguments du mêmetype
nousdemontrons,
parexemple,
les resultats decomparaison
pour les solutions duprobleme
de Dirichlet pour desequations elliptiques quand Foperateur
differentiel satisfait des
hypotheses
de structure convenables.Work partially supported by MURST (40%).
A.M.S. Classification: 35 J 65, 35 B 45.
Annales de l’Institut Henri Poincaré - Analyse non linéaire - 0294-1449 Vol. 14/97/02/$ 7.00/© Gauthier-Villars
1. INTRODUCTION
It is well known that under Schwarz
symmetrization
certainquantities
increase or decrease. As an
example
let us consider anonnegative
smoothfunction u defined on
(~n,
withcompact support.
Ifu#
is the Schwarzsymmetrization
of u, thePolya-Szego principle
states(see,
e.g.,[PS], [Tl])
that:
We recall
(see
also Section2)
that the Schwarzsymmetrization
orspherically decreasing rearrangement
of u is defined aswhere Wn is the measure of the unit
sphere
in R"and E ~
denotesthe measure of the set E C In other
words, u#
is aspherically symmetric
andradially decreasing
function such that its level sets(i. e.
{x : u# (x )
>t ~ )
are balls which have the same measure as the level sets of u(i.e. ~x : u(x)
>t~).
Theproof
of(1.1)
isessentially
based on thefollowing inequality
which is a consequence of the
isoperimetric inequality
and ofFleming-
Rishel formula.
Using
similarmethods,
it ispossible
to prove that Schwarz symme- trization increases the LP-norm of solutions of linear and nonlinearelliptic equations.
Let u be a weak solution of the Dirichletproblem
where n C (~n is an open bounded set and aij are bounded functions
satisfying
If v is the solution of the
"symmetrized" problem
Annales de l’Institut Henri Poincaré - Analyse non linéaire
where
S2#
is the ball centered at theorigin
such that~52#~ _ ~52~,
thenthe
inequality
holds
(see [T2] and,
for variousgeneralizations, [T3], [ALT], [FP], [BFM]).
This means, for
example
that any norm of u increases under Schwarzsymmetrization.
Onceagain,
one of the main tools to prove(1.3)
isinequality (1.2).
At this
point,
one could ask if it ispossible
to find the way to"symmetrize"
a function u in order to minimize the functionalwhere
H(~)
is anonnegative
convexfunction, positively homogeneous
ofdegree
1.In order to solve the
problem
ofminimizing (1.4)
we will prove that for any bounded set E of finiteperimeter,
aninequality
likeholds
(see
Section2),
where an is a suitable"isoperimetric"
constant andPH (E)
is a"generalized" perimeter. Using (1.5)
it ispossible
to prove thefollowing
version of thePolya-Szego principle (see
Section3):
where u* is the "convex"
rearrangement
of u withrespect
toH,
thatis,
the level sets of u* have the same measure as the level sets of u and are
homothetic to the set I~° which is
polar
to the set{x : H(x) l~.
In a natural way,
using (1.5),
we prove(see
Section4) comparison
resultsfor solutions of the Dirichlet
problem:
where S2 c I~n is an open bounded set
and ai satisfy
Vol. 14, n ° 2-1997.
and for solutions of the
Cauchy problem:
where
For
example,
it ispossible
to prove that if issufficiently regular (off
the
origin)
a solution of(1.6)
can be estimated in terms of the solution of theproblem:
where
f*
is the convexrearrangement of f
withrespect
to Hand fl* is the set homothetic to ~° suchthat ( =
2. PRELIMINARIES
Let H : ---~
~0,
be a convex functionsatisfying
thehomogeneity property:
Furthermore,
assume that H satisfiesfor some
positive
constants 03B1 ~03B2.
Because of(2.1 )
we can assume, without loss ofgenerality,
that the convex closed sethas
measure equal
to the measure of the unitsphere
in [R’BSometimes,
we will say that H is the gauge of K. If one defines(see [R])
the
support
function of K as:Annates de l’Institut Henri Poincaré - Analyse non linéaire
it is easy to
verify
thatp~’~ --~ ~0,
is a convex,homogeneous function,
and thatH,
H° arepolar
to each other in the sense that:and
For
example
it follows:Clearly
itself is the gauge of the set:We say that K and I~° are
polar
to each other.Finally
we denoteby
~;~tthe measure of ~°. Further details can be
found,
e.g., in[La], [R].
Let f2 be an open subset of (~T~ . It is
possible
togive
thefollowing
definition of the total variation of a function u E with
respect
toa gauge function H
(see [AB]):
This
yields
thefollowing "generalized"
definition ofperimeter
of a set Ewith
respect
to H:The
following
co-area formulaand the
equality
hold,
where is the reducedboundary
of E andvE
is the outer normalto E
(see [AB]).
Vol. 14, nO 2-1997.
One obtains
readily
thatby
definitionPH(E; S2)
is finite if andonly
ifthe usual
perimeter:
is finite. In
fact, (2.1)
and(2.2) give:
and then:
Our aim is now to state an
isoperimetric inequality
which allows us to estimate from below theperimeter
withrespect
to ageneric
gauge function H of a set E in terms of the measure of the set itself.PROPOSITION 2.1. - Let
f
E Asequence ~ f h ~ h
Cexists,
such that:
and
Proof - Suitably mollifying f
it ispossible
to define a sequence C(see [G], [M]). Then,
forexample,
one can follow theproof
of Theorem 1.17 of[G].
PROPOSITION 2.2. - Let E be a set
of finite perimeter
in Q. A sequenceof
C°°
sets ~ Eh ~ h exists,
such that:and
Proof - Mollifying
the function xE as inProposition 2.1,
it ispossible
to find a
sequence {uh}h
C such that:Annales de I ’Institut Henri Poincaré - Analyse non linéaire
and
Furthermore,
one has also(see [G], [M]) 0 ~ch
1.By
the co-areaformula we have:
Sard’s theorem
implies
that the setsE~h~ _ (uh
>s~
have C°°boundary
for almost every s E
(0,1).
We consideronly
such levels s. Let us fix~ E
~0, 1/4~
and h = such that:Following [M] (Lemma 2,
p.299)
we have:for every s E
~~1~2,
1 -~1~2~.
On the other
hand,
for every h there exists sh E(~1~2, 1 -c~)
such that:In view of the
properties
of u~, we alsoget:
By (2.3),
it follows that inand, by (2.4), (2.5),
Taking
into account the factthat, by definiton, PH
is lowersemicontinuous,
the
proposition
follows..It is well known
that,
if E is a s.mooth set(for example Lipschitz),
thenthe
following inequality
holds:Vol. 14, n° 2-1997.
It is proven in
[Bu] (see
also[BZ]) making
use of Brunn-Minkowskiinequality. Then, using Proposition
2.2 and(2.6),
we have:PROPOSITION 2.3. -
If
E is a setof finite perimeter
in then:Remark 2.1. - The
inequality (2.7) obviously
reduces to the classicalisoperimetric inequality
due to DeGiorgi [DG] when ~ ( ~) _ ~ ~ ~ .
As in theclassical one,
(2.7)
holds as anequality
when the set E is homothetic to ~°.3.
POLYA-SZEGO
PRINCIPLE We first observe that if u EW 1’ 1 ( SO )
then(see [AB])
The co-area formula then
gives,
for any u EW1,1(f2),
for almost every t.
Let now ’u : --~
[0, be
a smooth function withcompact support.
It is well known that for a.e. t E
[0,
sup~c~,
For p > 1 we have:
On the other
hand, by
Holderinequality
weget:
Annales de l’Institut Henri Poincaré - Analyse non linéaire
It follows that for almost
every t
E[0, sup u~
theinequality
holds, where,
asusual,
we have denotedby ~c(t) _ ~ ~:~ : u(:~) > ~ (
thedistribution function of ~u.
Taking
into account(3.1 )
and theisoperimetric inequality (2.7),
we obtain:Let us
verify
that theright
hand side of(3.3)
coincides with~’~"
where u* is a suitable "convex"symmetrization
of ~c.We set
where
K° (x) _ ~~
E S~~ :~° (~) C and
=By
construction the level sets of u* are homothetic to K. This means that theisoperimetric inequality
holds as anequality
for the sets{u*
>t~, i.e.,
On the other
hand,
the Holderinequality
in(3.2)
also holds as anequality
when 11 = ~r~*. In
fact,
we claim thatH(Du* )
is constant on the set~~c*
=t~.
In order to prove this
claim,
one has to observe thatD HO (x) is,
for a.e. x,a vector normal to Then the definition of H
gives (see [R])
The
homogeneity assumption (2.1) implies:
It follows that:
and the claim is proven.
Vol. 14, n° 2-1997.
One also obtains:
Now, taking
into account the fact thatis a norm in
equivalent
to the usual one, adensity argument gives
thefollowing
THEOREM 3.1. - Let H be a gauge
function
and let u E p > l.Then u* E and
Remark 3.1. -
Clearly,
in the caseH(~) _ ~~~,
Theorem 3.1gives
thewell known
Polya-Szego principle.
In such a case, u* coincides with thespherically symmetric decreasing rearrangement
of u, which isusually
denoted
by u# (see,
e.g.,[Tl]).
We now
give sharp
Sobolev-likeinequalities
as asimple application
ofthe above results.
Using
Theorem 3.1 and thearguments
in[Tl],
onegets:
COROLLARY 3.2. - Under the
assumptions of
Theorem 3.1 we have:where is the best constant in Sobolev
inequality given
in[Tl].
Proof -
The fact that one can bound the norm of u inLP~ by
theintegral (Rn
HP(Du) dx)
times a suitable constant is a consequence of the Sobolevinequality
and of thehypotheses
on H. The best constant canbe obtained
observing
thatby
Theorem 3.1 the ratioAnnales de l’Institut Henri Poincaré - Analyse non linéaire
increases when u is
replaced by
u*.But,
once onesupposes u = u*, (3.5) gives:
where
~c#
denotes thespherically symmetric rearrangement
of u.So, using
the estimate of the
right
hand side of(3.8) given
in[Tl],
weget (3.7)..
4. APPLICATIONS TO PDE’s
In this section we will
give
someapplications
of the results in Section 2. Inparticular
we will obtainsharp
estimates for solutions ofelliptic equations
and of Hamilton-Jacobi
equations.
4.1.
Elliptic equations
Let u E be a solution of the
problem
where
f
EL ~i + ~ ( SZ )
if n >3, f
E p >1,
if n =2,
anda(x, ~, 03BE) ~ {ai(x,
~,03BE) }i=1,...,n
areCarathéodory
functionssatisfying
and
~f(~)
is a gauge function as in Section 2.A weak solution of
(4.1)
satisfiesSuch a solution exists for
example
if the vectora(x,
r~,~)
satisfies:for
Vol. 14, n 2-1997.
Using,
for h, >0, t
>0,
thefollowing
test functionone
gets,
in a standard way,where is the distribution function of u.
Taking
into account theassumption (4.2),
it follows:At this
point,
one has to use theisoperimetric inequality (2.7)
in order toestimate from below the left-hand side of the above
inequality. Proceeding
for
example
as in[T2],
one obtains:Integrating
both sides andusing
the definition ofdecreasing rearrangement
of ?7, we have:It is easy to
recognize
that the function on theright
hand side of(4.3)
isproportional
to thedecreasing rearrangement
of the solution of a suitable"symmetrized" problem.
Moreprecisely, (4.3)
can be written as:where
v * ( s ~
is thedecreasing rearrangement
of the solution v of the Dirichletproblem:
and
SZ#
denotes thesphere
centered at theorigin
suchthat SZ# ~ [ _ ~ SZ ( .
Then we can state:
Annales de l’Institut Henri Poincaré - Analyse non linéaire
THEOREM 4.1. - Let u E be a solution
ofProblem (4. ~ )
under theHypothesis (4. 2).
EWo ’ 2 ( SZ ~ )
is the solutionof (4.5 ),
then(4. 4)
holds.Remark 4. i . - A result similar to Theorem 4.1 can be
easily
obtainedusing Hypothesis (2.2)
and Talenti’s result(see [T2]),
but our resultgives
a
sharper
estimate. Infact, by (4.2)
and(2.2)
it follows that the vectora(x,
q;~)
satisfies thehypothesis
Talenti’s result then
implies
where v is the solution of
(4.5).
It is easy to show thatIn
fact,
thehypotheses ~K~
and7J(~) ~ imply
that{~
Ea}
andand then
(4.4)
issharper
then(4.6).
We also observe that~.;/,~
2/m= a
ifand
only
ifH(~) _ ~~j.
nExample. -
In order togive
an idea of theimprovement obtained,
wegive
anexample
where can beexplicitely
calculated. Let us considerIt is easy to show that the
hypotheses required
on H are satisfied and thatIt follows that
03BA2 = 3
and03C92 = 03C0 .
~2 3
On the other
hand,
the best choice of 03B1 in(2.2)
is 03B1 =0393(1 4) (203C0)3/4
and thenVol. 14, n° 2-1997.
In the case when
~f(~) = ~~~,
the estimate(4.4)
can be written asOne could ask
if,
also in thegeneral
case,(4.4) gives
an estimate of u in terms of asuitably symmetrized
Dirichletproblem.
Wereadily
observethat
(4.4)
can be written aswhere
v (x)
minimizes the functionalNow we show that
where z =
z*, z
E minimizes the functional:and 0* is the set homothetic to K° such
that ( = 101.
First of all we observe that a minimizer z of F° such that z = z* exists because we
have,
for any w EWo >2 ( SZ* ),
This
inequality
is a consequence ofPolya-Szego inequality (3.6)
and of thefollowing Hardy-Littlewood inequality
This means
that,
in order to minimizepo ( w)
one can consider w = w*.On the other
hand,
because ofequality (3.5),
we have:Annnles de l’Institut Henri Poincaré - Analyse non linéaire
for any w = w*. This means that the minimizer z = z* of the functional F°
is such that
z#
minimizes the functionalF#.
In other wordsz#
minimizes the functionalthat is the functional
(4.8)
with2/n
03C9’n 03BA2/nn f # in place of f # . Equality (4.9)
immediately
follows.Taking
into account(4.7)
we have that(4.4)
can bewritten as
where z =
z*, z
EWo ’2 (SZ*),
is a minimizer of functional(4.10).
If H is
enough regular
one has that z is the solution of theproblem
In other
words,
as in the case considered in[T2],
one could say that among the Dirichletproblems (4.1 )
where SZ has afixed
measure, theright
handside
of
theequation
has afixed
distributionfunction
and thedifferential
operator
satisfies
condition(4.2), problem (4.12)
has thebiggest
solution.Taking
into account the above considerations it appears natural to deal with minimizers of functionals of thefollowing type:
where
~4(~)
is convex, continuous and coercive. Under thehypotheses
madeon
A(~)
it is well known that u EWo’2(52)
minimizesF(u)
if andonly
ifwhere
Vol. 14, n° 2-1997.
Using (4.14)
and thearguments
of theproof
of Theorem4.1,
it ispossible
to prove the
following:
THEOREM 4.2. - Let u E be a minimizer
of functional
F in(4.13)
and let us assume that
A(~’; g" )
in(4. ~5~ satisfies
where
H(03BE)
is a gaugefunction
as in Section 2. Then(4.11 )
holds.4.2.
Hamilton-Jacobi equations
Let T > 0 and let’u E
W 1’ 2 ( 0 . T;
be ageneralized
solution ofthe
following Cauchy problem:
where cp
>0,
:p EC;(S2),
andbeing H(()
a gauge function. We will obtain acomparison
result betweenu and the
viscosity
solution of the"symmetrized" problem
More
precisely,
we have:THEOREM 4.3. -
Suppose
u EW 1’2 (©, Tj
is anon-negative generalized
solutionof (4.16).
Then we have:where
v(x, t)
is theviscosity
solutionof (4.I8)
and~.c*(~, t)
denotes theconvex rearrangement
of ~u( ~, t)
with respect to Hfor fixed
t.Proof - Using hypothesis (4.17)
andproceeding
forexample
as in[FPV]
(see
also[GN])
it ispossible
to obtain:Annales de l’Institut Henri Poincaré - Analyse non linéaire
for almost
every t
E[0, T]
and B >0,
where the notationis used.
If,
for afixed t,
we denoteby tc(8, t)
the distribution function ofu( x, t), using
a result contained forexample
in[Ba], [MR], [ADLT]
oneobtains,
for almost
every 8
>0,
where
~c*(~, t)
is thedecreasing rearrangement
ofu( . , t).
On the other hand theisoperimetric inequality (2.7) implies
Now, using
standardtechniques, (4.19), (4.20)
and(4.21) give:
Putting s
=~n ~H° (~) ~ ~
andtaking
into account(3.4)
we have:The assertion then follows from the well known
properties
ofviscosity
solutions
(see,
e.g.[Li]
Theorem11.2). N
Remark 4.2. - As a final remark we would like to
point
outthat, using
methods similar to those indicatedabove,
it ispossible
to obtaincomparison
results for solutions ofequations
in a moregeneral
form andalso for solutions of
equations
of differenttype.
Forexample
one couldconsider solutions of the
problem:
where the
assumptions
ona(x,
r~,~) and f
are the same as forproblem (4.1),
while onb(x, ~)
andc( x, u)
we assume:Vol. 14, n ° 2-1997.
An estimate like
(4.4)
can be found(see
also[ALT]),
where nowv(x)
issolution of the
problem:
In a
completely analogous
way(see
also[ALT])
one cangive comparison
results for
parabolic equations
of thetype:
under the
assumptions
where
v(t)
andB(t) suitably depend
on t.[ADLT] A. ALVINO, J.I. DÍAZ, P.-L. LIONS and G. TROMBETTI, Elliptic equations and Steiner
symmetrization, C.R. Acad. Sci. Paris, Vol. 314, 1992, pp. 1015-1020.
[ALT] A. ALVINO, P.-L. LIONS and G. TROMBETTI, Comparison results for elliptic and parabolic equations via Schwarz symmetrization, Ann. Inst. Henri Poinearé, Analyse Nonlineaire, Vol. 7, 1990, pp. 37-65.
[AB] M. AMAR and G. BELLETTINI, A notion of total variation depending on a metric with discontinuous coefficients, Ann. Inst. Henri Poincaré, Analyse Nonlineaire, Vol. 11,
1994, pp. 91-133.
[Ba] C. BANDLE, On symmetrizations in parabolic equations, J. Anal. Math., Vol. 30, 1976, pp. 98-112.
[BFM] M. F. BETTA, V. FERONE and A. MERCALDO, Regularity for solutions of nonlinear
elliptic equations, Bull. Sci. Math., Vol. 118, 1994, pp. 539-567.
[BZ] Yu. D. BURAGO and V. A. ZALGALLER, Geometric Inequalities, Springer-Verlag, Berlin, 1988.
[Bu] H. BUSEMAN, The isoperimetric problem for Minkowski area, Amer. J. Math., Vol. 71, 1949, pp. 743-762.
[DG] E. DE GIORGI, Su una teoria generale della misura
(r 2014
1)-dimensionale in uno spazioad r dimensioni, Ann. Mat. Pura e Appl., Vol. 36, 1954, pp. 191-213.
[FP] V. FERONE and M.R. POSTERARO, Symmetrization results for elliptic equations with
lower-order terms, Atti Sem. Mat. Fis. Univ. Modena, Vol. 39, 1991, pp. 47-61.
[FPV] V. FERONE, M.R. POSTERARO and R. VOLPICELLI, An inequality concerning rearrangements of functions and Hamilton-Jacobi equations, Arch. Rat. Mech.
Anal., Vol. 125, 1993, pp. 257-269.
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[MR] J. MOSSINO and J.M. RAKOTOSON, Isoperimetric inequalities in parabolic equations,
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[PS] G. PÓLYA and G. SZEGÖ, Isoperimetric inequalities in mathematical physics, Ann. Math.
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[R] R. T. ROCKAFELLAR, Convex Analysis, Princeton University Press, Princeton, 1970.
[T1] G. TALENTI, Best constant in Sobolev inequality, Ann. Mat. Pura e Appl., Vol. 110, 1976, pp. 353-372.
[T2] G. TALENTI, Elliptic Equations and Rearrangements, Ann. Scuola Norm. Sup. Pisa, (4)
Vol. 3, 1976, pp. 697-718.
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(Manuscript received April 18, 1995.)
Vol. 14, n° 2-1997.