A NNALES DE L ’I. H. P., SECTION C
A NGELO A LVINO G UIDO T ROMBETTI P IERRE -L OUIS L IONS S ILVANO M ATARASSO
Comparison results for solutions of elliptic problems via symmetrization
Annales de l’I. H. P., section C, tome 16, n
o2 (1999), p. 167-188
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Comparison results for solutions of elliptic problems via symmetrization
Angelo ALVINO,
Guido TROMBETTI Dipartimento di Matematica eApplicazioni
R. Caccioppoli.Pierre-Louis LIONS Ceremade, Universite Paris-Dauphine.
Silvano MATARASSO
Dipartimento di Matematica- CIRAM, Universita di Bologna.
Vol. 16, n° 2, 1999, p. 167-188 Analyse non linéaire
ABSTRACT. - We
give
somecomparison
results for solutions of Dirichletproblems
ofelliptic equations
and variationalinequalities by
means ofSchwarz
symmetrization.
@Elsevier,
ParisKey words: Schwarz symmetrization, elliptic PDE, variational inequalities.
RESUME. - Nous donnons divers resultats de
comparaison
obtenus par lasymetrisation
de Schwarz pour les solutionsd’équations
etinequations elliptiques.
©Elsevier,
Paris1. INTRODUCTION
If H is an open bounded subset of
RN
and cp EL1 (SZ),
the distribution function of cp is the function definedby
Classification A.M.S.: 35 J 25, 35 J 85.
Annales de l’Institut Henri Poincaré - Analyse non linéaire - 0294-1449 Vol. 16/99/02/© Elsevier, Paris
For s E we set
cpT is tne decreasing rearrangement ot ~p.
Let
SZ#
denote the ball ofRN
centered at zero whose measureis
we define
where cvN is the volume of unit ball in
~p#
is known as thedecreasing, spherically symmetric rearrangement of
cp.Finally
we denoteby
~p* (s) _ ~* ( ~ SZ ~ - s)
andcp# (x)
=respectively
theincreasing
rearrangement and the
increasing spherically symmetric rearrangement
of cp.We consider the linear
elliptic
differentialoperator
where the coefficients are measurable and bounded. Moreover it is assumed that for almost all x E S2
where
B,
D are nonnegative
constants. If u E is a weak solution of thehomogeneous
Dirichletproblem
with
f
EL2(0),
any LP or Orlicz norm of u can beregarded
as afunctional of the data of
problem (5);
we fix some constraints on these data(see
conditions( 1 )-(4))
and look for those for which a norm of u achievesits maximum. In order to describe the kind of result we have in mind we
recall what
happens
when theoperator A
has thefollowing simple
structureIn this case if v E is the weak solution of the
problem
we can estimate the concentration of u
by
the concentration of v,The result
(7)
may beimproved
when c -0;
in this case we haveThe
pointwise
estimate(8)
was first obtainedby
G. Talenti[14];
forsome extensions of this result and for a
proof
of theintegral
estimate(7)
see
[2], [3], [4], [6L [8], [12], [15].
By
means of(7)
it ispossible
to estimate any LP norm of uby
the samenorm of the solution v of
(6)
so we can assert that any LP norm of the solution u of
problem (5)
achieves its maximum when the data of the
problem (coefficients,
domainand known
term)
arespherically symmetric.
This kind of
problem
becomes more involved when we take first order terms into account in the structure of theoperator
A.Namely
if u E solves thefollowing
Dirichletproblem
and v E
Ho (S2~)
is the weak solution ofVol. 16, n ° 2-1999.
the
following
estimate holds for all s E[0, (see [2], [5])
Obviously, (12) implies
thathowever it is no use if we ask to estimate LP norms of u
by
the same normof v. In order to obtain
(9)
it is essential to prove theintegral
estimate(7)
which does not hold as shown in
[2].
The aim of this paper is to show that we can estimate the concentration of the solution u of
(10) by
the concentration of the solution of a suitablespherically symmetric problem
that is different from(11).
Moreprecisely let q
be aspherically symmetric function, increasing
withrespect
to p = , such thatif z E
Ho (S2.)
is the weak solution of theproblem
then we have
(see
Theorem2.1)
In other
words,
the desiredcomparison
holdsprovided
we choose the zeroorder term
c(x)
= in such a way thatc(x)
isspherically symmetric,
0c(x) c~(x)
on isincreasing
andis
increasing.
From thiscomparison result,
via aduality argument,
it ispossible
to infer a similar result for thefollowing problem
We also
give
a directproof
of this result in order toapply
it to variationalinequalities (see [7], [13], [5]
for relatedresults).
Annales de l’Institut Henri Poincaré - linéaire
2. MAIN RESULTS: ELLIPTIC
EQUATIONS
Our first
goal
is theproof
of thecomparison
result(7)
for a solutionof
problem (10).
THEOREM 2.1. - Let u E
Ho ( SZ )
be the weak solutionof (10)
wherethe
coefficients satisfy
conditions(1), (2), (14)
andf
EL2 ( SZ );
moreoverlet z E be the weak solution
of problem (15). Then, (16)
holds.Furthermore, if
= 0 when~x~ I Ro,
thenREMARK 2.1. -
If
thefunction exp(
isincreasing
withrespect
to
~x)
we can set = In this case, theproblem (15)
isexactly
theproblem ( 11 ):
so,by
meansof
Theorem2. ~,
we obtain theintegral
estimate
(16)
insteadof
the weaker estimate(12).
On the other handif
thefunction
does notsatisfy
thismonotonicity property,
wecompare u with the solution
of ( 15)
that isgreater
than the solutionof ( 11 );
this
implies
that we couldsharply
estimate uby
v rather thanby
z(see
L°°estimate
(13)).
However since(16) holds,
we can estimate any LP normof
u
by
the same normof
z too.We
begin by showing
thefollowing properties
of the solution of(15):
LEMMA 2.1. - The solution z E
of ( 15)
is nonnegative, spherically symmetric
anddecreasing
with respect toWe have to prove that z is
decreasing
withrespect to x (,
because the otherproperties
can beeasily
derived from the maximumprinciple.
Forsimplicity
we assume thatf# and 03B3
aresufficiently
smooth.Setting z(p)
=z (x), f ( p)
=f # (x), ~y( p) _ ~y(x),
we havewhere R is the radius of
SZ# . Differentiating
withrespect to p
andletting
w =
z’,
we deduceSince is
increasing,
theright
hand side in theequation (18)
isnon
positive;
thenby
maximumprinciple
w = z’ 0.Vol. 16, n° 2-1999.
When
f ~ and ’r
are not smooth we canproceed by approximation;
however a direct
proof
could begiven replacing
in the aboveargument
derivativesby
differencequotients.
Proof of
Theorem 2.1. - We setLet
u(s)
=u* (s)
denote therearrangement
of the solutionu(x)
EH~ (S2)
of
(10);
then we have(see [5]
and theAppendix)
and
then, by (14),
Taking
into account Lemma2.1,
a directcomputation yields:
where
z ( s )
denotes therearrangement
z * of the solution z Eof
(15).
Setting
w = u - z, weobtain,
from(20)
and(21),
We claim that
(22) implies
thatIndeed,
let us assume that(23)
does nothold;
since =0,
there exists an interval[a, b]
C such thati) W(s)
>0,
sb~, ii) W (a)
=W’(b) =
0.linéaire
In
particular,
we can deduce from(22)
andi)
that wehave,
for sE] a, b[:
integrating
on[a, b]
andtaking
into account theboundary
conditions satisfiedby
W(see ii)),
sincey* (b)
>0,
weget
which contradicts
i);
hence(23)
holds.If 1* - 0 on
[0, so], (23)
becomesfrom which we deduce as is well
known,
This
completes
theproof
of theorem2.1,
in the case so = 0.If so >
0, (24) yields
on the other
hand, (22) implies
and we obtain the
pointwise
estimate(17)
whichcompletes
theproof.
Now,
we consider thefollowing
Dirichletproblem
and the the
symmetrized
oneVol. 16, nO 2-1999.
We have that v is non
negative, spherically symmetric
anddecreasing
with
respect to p
Indeed the functionsatisfies the
following equation
If we set
V(p)
=V(x), y(p) _ ~y(,z), f(p)
=f~=(x)~
where p =lxi,
we finddifferentiating
withrespect
to p andsetting
Z =V’ exp( -Bp),
we obtainwhere R is the radius of
SZ~ . By
the maximumprinciple
we deduce that Z 0 i.e. V’0;
so V and v aredecreasing
withrespect
to p.REMARK 2.2. - We have
and thus
so we have the
following inequality
We now recall some
properties
ofrearrangements
we shall use in thesequel:
Annales de l’Institut Henri Poincaré -
~ if
f and g
are measurable functions defined on a set S2 then(Hardy inequality (see [10])):
~ the
following
areequivalent (see [ 1 ]
theorem2.1 )
.. c. .. c.
for all convex, non
negative, Lipschitz
function F such thatF(o)
= 0.THEOREM 2.2. -
Suppose
that(1), (2), (14)
aresatisfied,
then we havethe
inequality
where u and v are
solutions, respectively, of (25)
and(26).
We use a
duality argument. If g
EL2 ( SZ ) ,
let z E be the solution of theequation
Lz = g.Moreover,
let w E be the solution of thesymmetrized equation
Sw =g~ .
We haveThen we
have,
since v =v~,
by property b)
weget
the result.Vol. 16, n° 2-1999.
3. MAIN RESULTS: VARIATIONAL
INEQUALITIES
In this section we extend the results of section 2 to the case of variational
inequalities.
Theanalogue
of theorem 2.1 is proven in a very similar wayto the
proof
made in the case ofequations.
On the otherhand,
in order toextend theorem
2.2,
we need a somewhat differentproof
since we cannotproceed by
aduality
argument.Let
f
EL2(n),
we consider thefollowing problem
it is known
(see [11] ]
forexample)
that the variationalinequality (29)
hasa
unique
solution u EIn addition let z E
Ho (SZ~ )
be the solution of thefollowing symmetrized problem
where in this case we denote
by f the signed rearrangement
off,
that isREMARK 3.1. - The solution z
of (30)
isspherically symmetric
anddecreasing
with respect to p =Moreover,
it is the solutionof
thefollowing problem
for
all p E p > 0.THEOREM 3.1. - Let us assume that the
coefficients of
Lsatisfy ( 1 ), (2), ( 14);
let u and v be the solutionsrespectively of (29)
and(30).
We haveand, if
= 0for Ro,
Annales de l’lnstitut Henri Poincaré -
Proof. -
As in theproof
of theorem2.1, writing u ( s )
=u * ( s ) ,
we havewhere
f * ( s ) _ ( f + ) * - ( f - ) * ;
moreover ifz ( s )
=z * ( s ) ,
we haveWe remark that
if Iz
>01
then(f-)* ~
0 on~0, ~z
>0~(: indeed,
since z E we have >
0 ~ )
= 0.Hence,
we deducefrom
(34)
and the assertion follows from the maximum
principle.
From (33B (34) we obtain
where w = ~~ - z. The above
inequality
is obvious if s Emin{lu
>0~, Iz
>0|}. When |z
>0| |u
>0|,
we setso we can
replace (34) by
theequation
From
(33), (36)
we obtainsince
f*(s)
0 if s >01
weget (35).
From now on we canproceed
as in the
proof
of theorem 2.1.A
comparison
result may also be obtained when we consider the dualoperator
Vol. 16, n° 2-1999.
and the related
problem
for u Ewhere
f
EL2(f!)
and conditions(1), (2), (14)
are fullfilled.LEMMA 3.1. - The
problem (39)
has aunique
solution.Several
proofs
arepossible.
Wepresent
a direct one. Let us fix A > 0 such thatis coercive on
Ho (S2). By
an iterativeprocedure
we can define thefollowing
sequence: uo = 0 and
u,~+1 >
0 is the solution ofBy
the maximumprinciple
isincreasing.
Sincewe have
f+;
then un+1 U where U E is the weak solution of L* U =f + .
Hence we deducethat {un}
converges inL2
tou E
obviously
u is solution of(39).
Next,
letu, u
be two solutions of(39); proceeding
as in[11]
we obtainwhere V E is solution of L*V + AV
= ~ ~ ~c -
If pi > 0 is the firsteigenfunction
ofL,
i.e.we have
from which we deduce = 0.
We now consider the
following problem
The
problem (40)
has aunique
solution v G~(f~). Moreover, v
isspherically symmetric
anddecreasing
withrespect
to p and theinequality (28)
holds for all x such that 0~ ( ’~-~ )
l/NTHEOREM 3.2. - Let u and v be the solutions
of problems (39)
and(40) respectively.
Then we haveFurthermore,
0for ~x~ Ro,
thenFirst step. - In this
step
weprovide
a differentialinequality
satisfiedby
the
rearrangement u* (s) = u(s)
of the solution of(39).
Theprocedure
islargely
standard(see [2], [5]
forexample); therefore,
weonly
sketch theargument. For t, h
> 0fixed,
we setIf we use 16 d=
8h
as test function in(39), letting h
go to zero, we findProceeding
as in[2],
we obtain thefollowing inequalities,
for a.e.t E
~0,
sup~c [:
Vol. 16, n 2-1999.
where in the last
inequality
we usedHardy inequality
and condition(14).
Hence we deduce from-
(44)-(47)
where
It is useful to remark that
(44) yields
We next recall the
following inequality
that is a consequence of the classicalisoperimetric inequality (see [9], [14])
And we obtain
using (48)
and then
by (50)
The above
inequality
can be rewritten in terms of therearrangement u ( s )
of the solution of
(39)
in thefollowing
waySecond step. - An easy
computation
shows that therearrangement
v * ( s )
=v ( s )
of the solution ofproblem (40)
satisfies thefollowing
equation:
.Annales de l’Institut Henri Poincaré - Analyse linéaire
Since 0
(see (28)),
we can writeREMARK 3.2. -
Setting f
=f + - f -,
assumef +, f - ~
0. Then we haveIndeed, if
we setV(s)
=e ( s ) v ( s ), (5 3 )
becomesSince
v
>0 ~ )
=0,
Vsatisfies
thefollowing boundary
conditionsHence, by
the maximumprinciple,
we deduce thatf*
cannot be nonnegative
on ~0, ~ v > 0 ~ ~.
Third step. - We set so =
I{s E ~y*(s~
=We consider several cases.
i) ~~c
>01
so.We thus
have lu
>0 ~
>01. Indeed,
let us assume thatIv
>0 ~
>0 ~ . Since
>0 ~
so, we deduce from(49)
on the other side
(see (53))
we haveSince Iv
>01
>~~,
we obtainusing
Remark 3.2and this leads to a contradiction.
The above
arguments imply
also thatVol. 16, n° 2-1999.
hence we can
easily
deduce that u satisfies thefollowing
differentialinequality
From
(55)
and(53), setting w
= u - v we findand then
integrating
from sto |u
>0|,
weget v(s) > u(s).
ii)
so~u
>01 G yv
>01.
Letting
we show first that
If
(56)
is not true there exist s >01] ~
and 8 > 0 such thatWe remark that S >
Namely
ifsince
W(s)
>0,
we havethat contradicts
(49); if s = ~ z.c > 0 ~ ~ v > 0 ~, we
havethat contradicts the condition
W’ ( s )
> 0.Annales de l’Institut Henri Poincaré -
The function
W(s)
hasright
and left derivatives for all s. The above derivatives cannot be nonpositive
on(s - 6, s~.
Hence there exists aninterval
~a, ~~C~s - 8,8[
such thatFrom
(57)
we deduce that there exists a sequence sn/ j3
such thatMoreover,
we have-oo lu lv 0, (see (57)).
Then we obtain
using (52)
while
(54) implies
Since
u({3)
= 0-lv -lu
and(58)
and(59) yield
a contradiction.Hence,
as in the
previous
case we then deduce thatiii) ~v
>0~ ~~c
>~~.
The function
W(s)
isincreasing
on[max{lv
>0] , so), !~
>0 ~ ~ ,
henceeither
!~
>0 ~
or so= !~
>0 ~ .
The case so== Iv
>0 ~
can beanalyzed
as theprevious
one. Let sobe lu
>0 ~ ;
from(54)
we deduce thatVol. 16, n° 2-1999.
Fv(lv
>0~)
= 0. Sincef(s)
0 when s E0), lu
>0~~, ( see
Remark2.1),
weget F~,(.s)
0 for s >01.
As >0~)
> 0 it followsa contradiction since
Fu(lu
>0 ~ ) >
0.Arguing
as in theprevious
case we obtain(41).
Moreover we deducefrom
(52), (53)
that we have for s E[0, so[,
Since
u(so) v(so), proceeding
as in the casei)
we obtain the esti- mate(42).
REMARK 3.3. - As a consequence
of
theorem(3.2)
we haveSince 0 we have
Fu ( s ) >
0 so u*(s)
=u ( s ) verifies
thefollowing diff’erential inequality
4. APPENDIX
We prove here the differential
inequality
stated in theprevious
sections.For the sake of
simplicity
we consider the case of anelliptic equation
andwe assume
f (and
thenu)
to be nonnegative.
REMARK 4.1. -
Let
denote the distributionfunction of
a nonnegative function
u EHo (SZ);
we have~ ~ :
[0,
supu~
--~[0,
isstrictly decreasing;
. =
t,
~lt. u* is
absolutely
continuous on every compact subsetof ]0, ~.
LEMMA 4.1. - Let
u ( s )
= u*( s )
denote thedecreasing
rearrangementof
a
function
u Eif
Annales de l’Institut Henri Poinccare - linéaire
and J sup
u[
has measure zero, we haveIndeed,
if J =nnIn
where(In)
is adecreasing
sequence of open sets,we have
As
limn I
= 0 it isso we
get (60)
because~(~)
> 0 when 5~ ~ ~(~) - ~o.
Thegeneral
casecan be obtained because every set J such that
~
= 0 is a subset ofG$
set whose measure is zero.
LEMMA 4.2. -
If F(s) = ~ f
withf
EL1,
we havefor
a,e, tObviously
is a.e.differentiable;
moreoverwith
I So ]
= 0. The set of values t where ~c is differentiable and~c(t)
ESo
has measure zero in view of Lemma 4.1. And we conclude.
We can now prove the
following
differentialinequality,
satisfiedby
thesolution U E of
problem (10):
The first
part
of theproof
uses standardarguments (see [2]). By using appropriate
test functions weobtain,
a.e. on] 0, sup u ~,
thefollowing inequality :
Vol . 16, n° 2-1999.
Using
theisoperimetric inequalities
andHardy inequality
we deducefor a.e. t. We denote
by
and we write
where t
and ~ J ~
= 0. Weextend ~ on 0, sup u ~ setting
= 0 on J: we denote
by cp
this extension.REMARK 4.2. - The
function ( u ( s ) )
is bounded.Indeed,
we can assumethat
u(Io)
CJ,
because =0;
sop(u(r))
= 0if
r E10.
Whenr ~ Io, by
Lemma(4.1),
we havefor
a.e.~0, ~SZ~~-Io, cp(u(r)) _
hence
from (62)
weget
REMARK 4.3. -
If
g EL1
a nonnegative function;
thenIndeed,
wededuce from
Lemma(4.2)
We write
(63)
in terms of phence
by
Remark 4.3 weget
Annales de l’Institut Henri Poincaré - Analyse linéaire
Setting
we have
The above
inequality
holds a.e.]0, |03A9|[-I0
since(66)
becomes(65)
fors = (t).
If S E
Io
either s is apoint
of accumulation of the set]0, |03A9|[-I0
or sbelongs
to the interior of In the first case there exists a sequencewith sn
such thatG(.s,t) >
0. Since G iscontinuous,
we deduceIn the second case, we can
easily
prove that s s2[c Io
and s 1, s2satisfies
(66).
Since u is constant ons2~,
we see thatcp(u(s))
andH(s)
are constant on
s2 ~.
Moreover ,hence F is concave on
s2~.
SinceG(sl), 0,
we haveG(s) >
0on
[
and then(66)
isproved.
From
(66), by
Gronwallinequality,
weget
On the other side we have a.e. on
]0,
Therefore we have
Finally,
theprevious inequality
holds on since the left hand side is nonnegative.
And(61)
isproved.
Vol. 16, n° 2-1999.
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[1] A. ALVINO, P.-L. LIONS and G. TROMBETTI, On optimization problems with prescribed rearrangements, Nonlin. An. TMA, Vol. 13, 1989, pp. 185-220.
[2] A. ALVINO, P.-L. LIONS and G. TROMBETTI, Comparison results for elliptic and parabolic equations via Schwarz symmetrization, Ann. I.H.P. An. Non Lin., Vol. 7, 1990, pp. 37-65.
[3] A. ALVINO, P.-L. LIONS and G. TROMBETTI, Comparison results for elliptic and parabolic equations via symmetrization: a new approach, Diff. and Int. Eq., Vol. 4, 1991, pp. 25-50.
[4] A. ALVINO and G. TROMBETTI, Equazioni ellittiche con termini di ordine inferiore e
riordinamenti, Atti Acc. Naz. Lincei Rend. Fis., s.8, Vol. 66, 1979, pp. 194-200.
[5] A. ALVINO, S. MATARASSO and G. TROMBETTI, Variational inequalities and rearrangements, Rend. Mat. Acc. Lincei, s.9, Vol. 3, 1992, pp. 271-285.
[6] C. BANDLE, Isoperimetric inequalities and applications, Monographs and Studies in Math., Pitman, London, 1980.
[7] C. BANDLE and J. MOSSINO, Rearrangements in variational inequalities, Ann. Mat. Pura e
Appl., Vol. 138, 1984, pp. 1-14.
[8] G. CHITI, Norme di Orlicz delle soluzioni di una classe di equazioni ellittiche, Boll. U.M.I., Vol. 16-A, 1978, pp. 179-185
[9] E. DE GIORGI, Su una teoria generale della misura r 2014 1-dimensionale in uno spazio ad r dimensioni, Ann. Mat. Pura e Appl., Vol. 36, 1954, pp. 191-213.
[10] G. H. HARDY, J. E. LITTLEWOOD and G. POLYA, Inequalities, Cambridge, Univ. Press, 1964.
[11] P.-L. LIONS, A remark on some elliptic second order problems, Boll. U.M.I., (5) Vol. 17-A, 1980, pp. 267-270.
[12] P.-L. LIONS, Non linear partial differential equations and their appl., College de France, Semin., 1, Pitman, London, 1980, pp. 308-319.
[13] C. MADERNA and S. SALSA, Some special properties of solutions to obstacle problem, Rend.
Sem. Mat. Un. Padova, Vol. 71, 1984, pp. 121-129.
[14] G. TALENTI, Elliptic equations and rearrangements, Ann. Sc. Norm. Sup. Pisa, Vol. 3, 1976, pp. 697-718.
[15] G. TALENTI, Linear elliptic P.D.E.’s: level sets, rearrangements and a priori estimates of solutions, Boll. UMI, 4-B, 1985, pp. 917-949.
(Manuscript received February 3, 1997. )
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