Springer INdAM Series 13

Giovanna Citti
Maria Manfredini
Daniele Morbidelli
Sergio Polidoro
Francesco Uguzzoni Editors

Geometric
Methods in
PDE’s
Springer INdAM Series

Volume 13

Editor-in-Chief

V. Ancona

Series Editors
P. Cannarsa
C. Canuto
G. Coletti
P. Marcellini
G. Patrizio
T. Ruggeri
E. Strickland
A. Verra
More information about this series at http://www.springer.com/series/10283
Giovanna Citti • Maria Manfredini •
Daniele Morbidelli • Sergio Polidoro •
Francesco Uguzzoni
Editors

Geometric Methods in PDE’s

123
Editors
Giovanna Citti Maria Manfredini
Dipartimento di Matematica Dipartimento di Matematica
UniversitJa di Bologna UniversitJa di Bologna
Bologna, Italy Bologna, Italy

Daniele Morbidelli Sergio Polidoro

Dipartimento di Matematica Dipartimento FIM
UniversitJa di Bologna UniversitJa di Modena e Reggio Emilia
Bologna, Italy Modena, Italy

Francesco Uguzzoni
Dipartimento di Matematica
UniversitJa di Bologna
Bologna, Italy

ISSN 2281-518X ISSN 2281-5198 (electronic)

Springer INdAM Series
ISBN 978-3-319-02665-7 ISBN 978-3-319-02666-4 (eBook)
DOI 10.1007/978-3-319-02666-4
Library of Congress Control Number: 2015953212

Springer Cham Heidelberg New York Dordrecht London

© Springer International Publishing Switzerland 2015
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology
now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, express or implied, with respect to the material contained herein or for any
errors or omissions that may have been made.

Printed on acid-free paper

Springer International Publishing AG Switzerland is part of Springer Science+Business Media

(www.springer.com)
To our mentor Ermanno Lanconelli,
with profound gratitude
Preface

This volume celebrates the seventieth birthday of Professor Ermanno Lanconelli,

whose scientific activity has strongly influenced the recent research on partial
differential equations (PDEs) with non-negative characteristic form, and on the
related potential theory. Beyond his distinguished scientific contributions, Ermanno
Lanconelli has also been responsible for forming a prestigious school of mathemati-
cians who share with him his infectious love for Mathematics.
The first notable contribution in Ermanno’s scientific activity was a represen-
tation formula on the level sets of the fundamental solution of the heat equation,
inspired by the work of Bruno Pini. This technique, until then used only for
harmonic functions, has since been extended to increasingly large classes of
equations, including the totally degenerate ones.
The scientific thought of Ermanno Lanconelli reached its full maturity with his
works on totally degenerate equations. In the early 1980s, he introduced an original
geometric approach for study of solutions to Grushin-type equations. Thereafter,
he investigated the link between the geometric properties of the vector fields
and the fundamental solutions of the associated second order operators in a long
series of papers, culminating in a monograph, which is now considered one of the
foundational references for potential theory in this setting.
He also addressed problems related to non-linear PDEs and proved a fundamental
result for curvature-type equations, which opened up a new direction in the study of
differential equations with non-linearity in the vector fields.
As a mathematician, Lanconelli has been constantly motivated by a strong desire
to develop unifying techniques in the analysis of problems related to differential
equations that classically were approached with separate and independent methods.
This volume contains 18 contributions that cover a wide range of topics that
characterize Ermanno’s scientific production. It brings together a selection of invited
contributions from the main speakers at the conference “Geometric methods in
PDEs: Indam Meeting on the occasion of the 70th birthday of Ermanno Lanconelli”
and presents a wide cross-section of the most recent contributions on linear and
non-linear differential equations and also on geometric problems that give rise to
differential equations.

vii
viii Preface

The first group of contributions in the volume deals with various kinds of
functional inequalities: Friedrichs-type commutator lemmas, sharp inequalities of
Hardy and Moser–Trudinger types, and Lusin theorems for BV functions.
Several contributions focus on the regularity theory of linear PDEs. They
touch on Harnack-type estimates for equations associated with harmonic maps,
subelliptic Fefferman–Phong type inequalities, estimates for parabolic equations
involving Ornstein–Uhlenbeck terms, and the problem of existence and regularity
of a fundamental solution for sum of squares of vector fields.
A third group of contributions deals with non-linear PDEs. Existence and
multiplicity results for non-local eigenvalue problems are established; uniqueness
problems for subelliptic semilinear and quasilinear equations are studied; existence
and non-existence results for differential inequalities in Carnot groups are given; and
gradient estimates with rigidity results for parabolic Modica-type PDEs are proven.
Some other contributions in the volume are concerned with fully non-linear PDEs
of elliptic type, focusing on local and global gradient estimates for non-negative
solutions and C1; regularity estimates for equations with sublinear first-order terms.
Also included are contributions concerning, first, the existence of solutions for
a model to design reflectors and, secondly, some div-curl inequalities in Carnot
groups.
Finally, the volume includes two surveys, the first of which is on free boundary
problems. The second has been written by Ermanno Lanconelli’s former students
as a tribute to his career and to thank him for the guidance that he has provided
throughout their research activities.
Beyond the scientific contents mentioned above, Andrea Bonfiglioli, Giovanna
Citti, Giovanni Cupini, Maria Manfredini, Annamaria Montanari, Daniele Mor-
bidelli, Andrea Pascucci, Sergio Polidoro, and Francesco Uguzzoni conceived this
volume in order to offer researchers who have enjoyed collaborating with Ermanno
the opportunity to share their scientific experiences.

The Editors
Contents

On Friedrichs Commutators Lemma for Hardy Spaces

and Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1
Jorge Hounie
On the Hardy Constant of Some Non-convex Planar Domains . . . . . . . . . . . . . 15
Gerassimos Barbatis and Achilles Tertikas
Sharp Singular Trudinger-Moser-Adams Type Inequalities
with Exact Growth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 43
Nguyen Lam and Guozhen Lu
A Quantitative Lusin Theorem for Functions in BV . . . . .. . . . . . . . . . . . . . . . . . . . 81
András Telcs and Vincenzo Vespri
X-Elliptic Harmonic Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 89
Sorin Dragomir
Sum Operators and Fefferman–Phong Inequalities. . . . . .. . . . . . . . . . . . . . . . . . . . 111
Giuseppe Di Fazio, Maria Stella Fanciullo, and Pietro Zamboni
Lp -Parabolic Regularity and Non-degenerate
Ornstein-Uhlenbeck Type Operators . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 121
Enrico Priola
Local Solvability of Nonsmooth Hörmander’s Operators .. . . . . . . . . . . . . . . . . . 141
Marco Bramanti
Multiple Solutions for an Eigenvalue Problem Involving
Non-local Elliptic p-Laplacian Operators . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 159
Patrizia Pucci and Sara Saldi
Uniqueness of Solutions of a Class of Quasilinear Subelliptic
Equations . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 177
Lorenzo D’Ambrosio and Enzo Mitidieri

ix
x Contents

Liouville Type Theorems for Non-linear Differential

Inequalities on Carnot Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 199
Luca Brandolini and Marco Magliaro
Modica Type Gradient Estimates for Reaction-Diffusion Equations . . . . . . 215
Agnid Banerjee and Nicola Garofalo
A Few Recent Results on Fully Nonlinear PDE’s . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 243
Italo Capuzzo Dolcetta
Hölder Regularity of the Gradient for Solutions of Fully
Nonlinear Equations with Sub Linear First Order Term. . . . . . . . . . . . . . . . . . . . 257
Isabeau Birindelli and Francoise Demengel
The Reflector Problem and the Inverse Square Law . . . . .. . . . . . . . . . . . . . . . . . . . 269
Cristian E. Gutiérrez and Ahmad Sabra
Gagliardo-Nirenberg Inequalities for Horizontal Vector
Fields in the Engel Group and in the Seven-Dimensional
Quaternionic Heisenberg Group . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 287
Annalisa Baldi, Bruno Franchi, and Francesca Tripaldi
Regularity of the Free Boundary in Problems with Distributed
Sources . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 313
Daniela De Silva, Fausto Ferrari, and Sandro Salsa
The Role of Fundamental Solution in Potential and Regularity
Theory for Subelliptic PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 341
Andrea Bonfiglioli, Giovanna Citti, Giovanni Cupini,
Maria Manfredini, Annamaria Montanari, Daniele Morbidelli,
Andrea Pascucci, Sergio Polidoro, and Francesco Uguzzoni
Contributors

Annalisa Baldi Dipartimento di Matematica, Università di Bologna, Bologna, Italy

Agnid Banerjee University of California, Irvine, CA, USA
Gerassimos Barbatis Department of Mathematics, University of Athens, Athens,
Greece
Isabeau Birindelli Dipartimento di Matematica G. Castelnuovo, Sapienza Univer-
sità di Roma, Roma, Italy
Andrea Bonfiglioli Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Marco Bramanti Dipartimento di Matematica, Politecnico di Milano, Milano,
Italy
Luca Brandolini Dipartimento di Ingegneria, Università degli studi di Bergamo,
Dalmine (BG), Italy
Italo Capuzzo Dolcetta Dipartimento di Matematica, Sapienza Università di
Roma, Roma, Italy
Istituto Nazionale di Alta Matematica “F. Severi”, Roma, Italy
Giovanna Citti Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Giovanni Cupini Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Francoise Demengel Laboratoire d’Analyse et Géométrie, Université de Cergy
Pontoise, Paris, France
Daniela De Silva Department of Mathematics, Barnard College, Columbia Uni-
versity, New York, NY, USA

xi
xii Contributors

Lorenzo D’Ambrosio Dipartimento di Matematica, Università degli Studi di Bari,

Bari, Italy
Sorin Dragomir Dipartimento di Matematica, Informatica ed Economia, Univer-
sità degli Studi della Basilicata, Potenza, Italy
Giuseppe Di Fazio Dipartimento di Matematica e Informatica, Università di
Catania, Catania, Italy
Maria Stella Fanciullo Dipartimento di Matematica e Informatica, Università di
Catania, Catania, Italy
Fausto Ferrari Dipartimento di Matematica, Università di Bologna, Bologna, Italy
Bruno Franchi Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Nicola Garofalo Università di Padova, Padova, Italy
Cristian E. Gutiérrez Department of Mathematics, Temple University, Philadel-
phia, PA, USA
Jorge Hounie Departamento de Matemática, Universidade Federal de São Carlos,
São Carlos, Brasil
Nguyen Lam Department of Mathematics, Wayne State University, Detroit, MI,
USA
Guozhen Lu Department of Mathematics, Wayne State University, Detroit, MI,
USA
Marco Magliaro Dipartimento di Matematica Informatica ed Economia, Univer-
sità degli Studi della Basilicata, Potenza, Italy
Maria Manfredini Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Annamaria Montanari Dipartimento di Matematica, Università di Bologna,
Bologna, Italy
Daniele Morbidelli Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Enzo Mitidieri Dipartimento di Matematica e Geoscienze, Università degli Studi
di Trieste, Trieste, Italy
Andrea Pascucci Dipartimento di Matematica, Università di Bologna, Bologna,
Italy
Sergio Polidoro Dipartimento FIM, UniversitJa di Modena e Reggio Emilia,
Modena, Italy
Enrico Priola Dipartimento di Matematica “Giuseppe Peano”, Università di
Torino, Torino, Italy
Contributors xiii

Patrizia Pucci Dipartimento di Matematica e Informatica, Università degli Studi

di Perugia, Perugia, Italy
Ahmad Sabra Department of Mathematics, Temple University, Philadelphia, PA,
USA
Sara Saldi Dipartimento di Matematica e Informatica “U. Dini”, Università degli
Studi di Firenze, Firenze, Italy
Dipartimento di Matematica e Informatica, Università degli Studi di Perugia,
Perugia, Italy
Sandro Salsa Dipartimento di Matematica, Politecnico di Milano, Milano, Italy
András Telcs Department of Quantitative Methods, Faculty of Economics, Uni-
versity of Pannonia, Veszprém, Hungary
Department of Computer Science and Information Theory, Budapest University of
Technology and Economic, Budapest, Hungary
Achilles Tertikas Department of Mathematics and Applied Mathematics, Univer-
sity of Crete, Heraklion, Greece
Institute of Applied and Computational Mathematics, FORTH, Heraklion, Greece
Francesca Tripaldi Department of Mathematics, King’s College London, Strand,
London, UK
Francesco Uguzzoni Dipartimento di Matematica, Università di Bologna,
Bologna, Italy
Vincenzo Vespri Dipartimento di Matematica ed Informatica Ulisse Dini, Univer-
sitá degli Studi di Firenze, Firenze, Italy
Pietro Zamboni Dipartimento di Matematica e Informatica, Università di Catania,
Catania, Italy
On Friedrichs Commutators Lemma for Hardy
Spaces and Applications

Jorge Hounie

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract We extend the classical Friedrichs commutator lemma—known for Lp

norms—to the case of local Hardy spaces hp .RN /, N=.N C 1/ < p  1, and apply
the result to the study of the regularity in Sobolev-Hardy spaces of solutions of
elliptic systems of vector fields with non smooth coefficients.

Keywords Elliptic systems • Friedrichs lemma • Hardy spaces

AMS Classification: 35J46, 46E35

1 Introduction

Let hp .RN / be the local Hardy space [2] for some 0 < p < 1 and R consider a
distribution f .x/ 2 hp .RN /. Given a test function  2 Cc1 .RN / with  dx D 1, let
us denote the Friedrichs approximation of the identity by
1
J" f .x/ D "  f .x/; " .x/ D .x="/; " > 0:
"N
It is known that

kJ" f khp  C kf khp ; lim kJ" f  f khp D 0;

"!0

with C > 0 independent of f 2 hp .RN /.

For p > 1 we have hp .RN / D Lp .RN / and the classical Friedrichs lemma states
that [4, p. 9] if b.x/ is a Lipschitz function and f 2 Lp .RN /, 1  p < 1 and
j D 1; : : : ; N, then the commutators ŒJ" ; b@j f .x/ D " .b@j f /.x/b.x/@j ." f /.x/,

J. Hounie ()
Departamento de Matemática, Universidade Federal de São Carlos, São Carlos, Brasil
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 1

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_1
2 J. Hounie

" > 0, satisfy

kŒJ" ; b@j f kLp  CkbkLip kf kLp ; lim kŒJ" ; b@j f kLp D 0; (FL)
"!0

with C > 0 independent of f 2 Lp .RN /, b 2 Lip.RN /.

The main point about (FL) is that although the left hand side contains a derivative
of f , the right hand side does not so one derivative is gained in the commutation.
From the point o view of the calculus of pseudo-differential operators, J" can
be thought of as a pseudo-differential operator of order zero (uniformly with
O
respect to ") with symbol ."/ and, assuming b.x/ is smooth and bounded with
bounded derivatives, b@j is a pseudo-differential of order zero. Hence, this fact is
in agreement with the calculus of pseudo-differential operators, according to which
the commutator of an operator of order zero with an operator of order one yields
an operator of order zero. However, this calculus requires that b.x/ be smooth
(or, at least that it possesses a large number of derivatives that increases with the
dimension N in order to grant that ŒJ" ; b@j  is bounded in Lp .RN /, furthermore,
pseudo-differential operators of order zero are not bounded in L1 .RN / in general).
Friedrichs lemma is, in its original form, a frequent, useful and standard tool in the
study of regularity properties for solutions of partial differential equations. For an
extension valid for Hölder spaces see [6].
In this work we deal with the extension of (FL) below the threshold p D 1
within the framework of local Hardy spaces. In fact, we prove that (FL) holds for
N=.N C 1/ < p  1 as soon as we replace Lp norms by hp “norms” and take the
coefficient b.x/ in the Hölder space 1Cr for any r > N.p1  1/. In other words,
we prove

kŒJ" ; b@j f khp  Ckbk1Cr kf khp ; lim kŒJ" ; b@j f khp D 0; (FL#)
"!0

with C > 0 independent of f 2 hp .RN /, b 2 1Cr .RN /. This fact can be used as
a tool to study the regularity of solutions of systems of vector fields in terms of
Hardy-Sobolev “norms”.
The paper is organized as follows. In Sect. 2 we present various basic facts
about local Hardy spaces. In Sect. 3 we give sufficient regularity conditions for a
continuous function b.x/ to be a multiplier in hp .RN / (i.e., f .x/ 2 hp .RN / H)
b.x/f .x/ 2 hp .RN )). In Sect. 4 we prove our version of Friedrichs lemma in local
Hardy spaces and in Sect. 5 we present applications to the regularity of solutions of
elliptic systems of complex vector fields with non smooth coefficients.

2 Some Background on Local Hardy Spaces

We recall how the localizable Hardy spaces hp .RN /, introduced by Goldberg in [2],
are defined. Fix, once for all, a radial nonnegative function ' 2 Cc1 .RN / supported
in the unit ball with integral equal to 1. For u 2 S 0 .RN / we define the small maximal
On Friedrichs Commutators Lemma for Hardy Spaces and Applications 3

function m' u by

m' u.x/ D sup j.u  't /.x/j

0<t<1

where 't .x/ D tN '.x=t/.

Definition 2.1 Let 0 < p < 1. A tempered distribution u 2 S 0 .RN / belongs to
hp .RN / if and only if m' u 2 Lp .RN /, i.e.,
:
kukhp D km' ukLp < 1:

For p D 1, we set h1 .RN / D L1 .RN /.

The spaces hp .RN / are independent
R of the choice of the function ' 2 S .RN / that
is used to define m' provided RN '.x/ dx ¤ 0. For 0 < p  1, the space hp .RN / is
a complete metric space with the distance
p
d.u; v/ D ku  vkhp ; u; v 2 hp .RN /:

For p D 1, kukh1 is a norm and h1 .RN / is a normed space densely contained in

L1 .RN /. For p > 1, hp .RN / D Lp .RN / and kukhp is a norm equivalent to the usual
Lp norm. Although hp .RN / is not locally convex for 0 < p < 1 and kukhp is not
truly a norm (it is a quasi-norm [9]), we will still refer to kukhp as the “norm” of u,
as it is customary.
Definition 2.2 Let 0 < r < 1. A continuous function f belongs to the homogeneous
Hölder space P r .RN / if there exist c > 0 such that

jf .x C h/  f .x/j  cjhjr ;

for every x; h 2 RN . For r D 1, f 2 P 1 .RN / if there exist c > 0 such that

jf .x C h/ C f .x  h/  2f .x/j  cjhjr ;

and if r D k C s, k D 1; 2; : : : , 0  s < 1, f 2 P r .RN / if all derivatives D˛ f 2

P s .RN / for j˛j  k.
This is a locally convex topological vector space with the seminorm
X jD˛ f .x C h/  D˛ f .x/j
jf jkCs D
P sup
N jhjs
j˛jk x;h2R
h¤0

modulo the subspace of those functions such that jf jr D 0 which are the polynomials
of degree  m if m is an integer such that m  1 < r  m.
When 0 < p < 1 the dual space of hp .RN / may be identified with  the
nonhomogeneous Hölder space r .RN / D P P r .RN / \ L1 .RN / for r D N 1p  1
equipped with the norm kf kr D jf jr C kf kL1 . Note that N=.N C 1/ < p < 1 if and
4 J. Hounie

 
1
only if 0 < N p  1 < 1. The dual of h1 .RN / can be identified with the space
bmo.RN / defined as the space of locally integrable functions f which satisfy
Z Z
1 1
kf kbmo D
P sup jf  fQ j C sup jf j < 1:
jQj<1 jQj Q jQj1 jQj Q

Here Q is a cube in RN with sides parallel to the axes and

Z
1
fQ D
P f .x/dx
jQj Q

where jQj is the Lebesgue measure of Q.

We now describe the atomic decomposition of hp .RN / [2, 7]. An hp .RN / atom is
a bounded, compactly supported function a.z/ satisfying the following properties:
there exists a cube Q with sides parallel to the coordinate axes containing the support
of a such that
(1) ja.z/j  jQj1=p , a.e., with jQj denoting
R the Lebesgue measure of Q.
(2) If kakL1 > 1, we further require that z˛ a.z/ dz D 0, ˛ 2 Nn , j˛j  N.p1 
1/.
Any f 2 hp can be written as an infinite linear combinationPof hp -atoms, more
precisely, there exist scalars j and hp -atoms aj such that j jj j
p
< 1 and
P
series j j aj converges to f both in hp and in S 0 . Furthermore, kf khp 
p
the P
inf j jj jp , where the infimum is taken over all atomic representations. Another
useful fact is that the atoms may be assumed to be smooth functions, in particular
the inclusions Cc1 .RN /  S .RN /  hp .RN / are dense. The atomic decomposition
of hp .RN / is thus quite similar to the atomic decomposition of H p .RN / in terms
of H p -atoms [7], the difference being that the notion of hp -atom is less restrictive
than that of H p -atom, as an H p -atom a must satisfy (1) and a stronger form of (2):
moments are required to vanish regardless of the size of kakL1 .
Let T W Cc1 .RN / ! D 0 .RN / be a linear weakly continuous operator in the
sense that hj ; i ! hj ; i 8 2 Cc1 .RN / H) hTj ; i ! hTj ; i 8 2
Cc1 .RN /).
Proposition 2.1 Given 0 < p  1, assume that for any smooth hp -atom a.x/ we
have kTakhp  C for some fixed constant C. Then T can be extended as a bounded
operator from hp .RN / ! hp .RN /.
P
Proof Indeed, if f and 2 Cc1 .RN / and f D j j aj is a smooth atomic
p P
decomposition with kf khp ' jj j , we have
p

X
hTf ; i D j hTaj ; i
j
On Friedrichs Commutators Lemma for Hardy Spaces and Applications 5

which for .x0 / D 't .x  x0 / gives hTf ; i D Tf  't .x/ and we easily get
X
m' Tf .x/  jj j m' Taj .x/:
j

Then
X
.m' Tf /p .x/  jj jp .m' Taj /p .x/:
j

Integrating in x we obtain kTf khp  Ckf khp , f 2 Cc1 .RN /, which allows the
extension of T to hp .RN / by density. u
t

3 Multipliers in hp .RN /

Let b.x/ be a bounded measurable function on RN and consider the multiplication

operator Mb f .x/ D b.x/f .x/, f 2 Cc1 .RN /. It is clear that Mb W Cc1 .RN / !
D 0 .RN / is a weakly continuous linear operator in the sense described in the previous
section.
Definition 3.1 We say that b.x/ is a multiplier in hp .RN / if the operator Mb can be
extended as a continuous linear operator Mb W hp .RN / ! hp .RN /, i.e.,

kMb f khp  Ckf khp ; f 2 Cc1 .RN /; ()

for some fixed C > 0.

Example 3.1 If b.x/ 2 C1 .RN / and D˛ b.x/ is bounded for all ˛ 2 ZNC , then Mb
may be regarded as a pseudo-differential operator of order zero with symbol b.x/ in
0
the Hörmander class S1;0 . Hence (see [2, 5] for the continuity o pseudo-differential
on local Hardy spaces), Mb is bounded in hp .RN / for all p > 0 and therefore b.x/ is
a multiplier in hp .RN / for all p > 0.
Of course, for a fixed value of p, a function b.x/ does not need to possess an
infinite number of bounded derivatives in order to grant that Mb is a multiplier in
hp .RN /. The simplest situation occurs for p > 1 when hp .RN / D Lp .RN / so any
measurable bounded function b.x/ is a multiplier in hp .RN /, p > 1, a fact that
is no longer true for p  1. For instance, the function b.x/ given by b.x/ D 1,
x  0, b.x/ D 1, x < 0, is not a multiplier in h1 .R/. To see this, consider the
interval I D Œ; , 0 <  < 1, its characteristic function  .x/ and the function
f .x/ D b.x/  .x/. Then f =2 is an atom in h1 .R/ and in particular

kf khp  C; 0 <  < 1:

6 J. Hounie

On the other hand, b.x/f .x/ D  .x/ D jf .x/j and a simple computation shows
that
 
m'  .x/  c1 min 1 ; jxj1 ; jxj  c2 ;

for some constants c1 ; c2 > 0 independent of . Integrating this inequality on

Œc2 ; c2  we see that for 0 <  < c2
Z c2
kMb f kh1  m'  .x/ dx  c1 .1 C j log.c2 /j ! 1;  ! 0:
c2

By taking regularizations of the functions f it is now easy to violate ./ and show
that b.x/ is not a multiplier in h1 .R/. Note that b.x/f .x/ D jf .x/j is in L1 .R/
uniformly in 0 <  < 1 but does not belong uniformly to the class L log L, a fact
related to the L log L theorem of Stein [8].
In the last example b.x/ is not continuous and has a jump of size 2 at the origin,
however, a refined construction in which the jump is avoided by modifying the graph
of b.x/ close to the origin thanks to the introduction of a very steep straight segment
so b.x/ passes rapidly although in a continuous way from the value 1 to the value
1, makes it possible to find a continuous b.x/ bounded by 1 such that Mb has an
arbitrary large operator norm in h1 .R/. On the other hand, the closed graph theorem
implies that, should b 7! Mb map C.R/ \ L1 .R/ into L .hp .R// (the space of
bounded linear operators on hp .R/) then b 7! Mb would be a bounded map from
C.R/ \ L1 .R/ to L .hp .R//. Since the refined construction shows that this is not
true, we conclude that there exists b.x/ 2 C.R/\L1 .R/ such that Mb is not bounded
in h1 .R/.
Within the class of continuous functions, there is a standard way to describe
regularity by introducing the concept of modulus of continuity. We recall that ! is
a modulus of continuity if ! W Œ0; 1/ ! RC is continuous, increasing, !.0/ D 0
and !.2t/  C!.t/, 0 < t < 1. A modulus of continuity determines the Banach
space C! .RN / of bounded continuous functions f W RN ! C such that

: jf .y/  f .x/j
jf jC! D sup < 1;
x¤y !.jx  yj/

equipped with the norm kf kC! D kf kL1 C jf jC! . Note that C! is only determined
by the behavior of !.t/ for values of t close to 0. If, for 0 < r < 1, we set !.t/ D tr
the corresponding space C! .RN / is precisely the Hölder space r .RN /.
Continuous bounded functions which are regular enough in the sense of its
modulus of continuity yield multipliers in h1 .RN /. Indeed, consider a modulus of
continuity !.t/ that satisfies
Z  
1 h
1 1
!.t/t N1
dt  K 1 C ln ; 0 < h < 1; (1)
hN 0 h
On Friedrichs Commutators Lemma for Hardy Spaces and Applications 7

and the corresponding space C! .RN /. A proof of the following result can be found
in [1, p. 374].
Proposition 3.1 Let b.x/ 2 C! .RN / and f .x/ 2 h1 .RN /. Then b.x/f .x/ 2 h1 .RN /
and there exists C > 0 such that

kbf kh1  CkbkC! kf kh1 ; b 2 C! .RN /; f 2 h1 .RN /:

The next theorem shows that Hölder functions b.x/ 2 r , r > 0, are multipliers
in hp .RN /, 0 < p  1, provided r > N.p1  1/. Note however that for p D 1
Proposition 3.1 gives a sharper result, as r .RN / is strictly contained in C! .RN / for
any r > 0.
Theorem 3.1 Let 0 < p  1 and r > N.p1  1/. If b.x/ 2 r .RN / then Mb is a
multiplier in hp .RN / and there exists C > 0 such that

kbf khp  Ckbkr kf khp ; b 2 r .RN /; f 2 hp .RN /:

Proof We are going to give the proof only for N=.N C 1/ < p  1 which is the
case we need for the applications we give in the next section. For these values of p,
N.p1  1/ < 1 so it is enough to prove the theorem assuming that N.p1  1/ <
r < 1 since s .RN /  r .RN / when s > r.
Let b.x/ 2 r .RN /. It is enough to check that kbakhp  Ckbkr for every smooth
p
h -atom a with C an absolute constant. This fact is obvious for atoms supported
in balls B with radius   1 without moment condition because b is bounded so
ba=kbkL1 is again an atom without moment condition. If B D B.x0 ; /,  < 1,
we may write a.x/b.x/ D b.x0 /a.x/ C .b.x/  b.x0 //a.x/ D ˇ1 .x/ C ˇ2 .x/. Then
ˇ1 .x/=kbkL1 is again an atom while ˇ2 .x/ is supported in B and satisfies

C0 r
kˇ2 kL1  Cr kakL1  (2)
N=p
Z
1 /
kˇ2 kL1  CkakL1 jx  x0 jr dx  C0 rCN.1p : (3)
B

We wish to conclude that km' ˇ2 kLp < 1. Let B D B.x0 ; 2/. Since m' ˇ2 .x/ 
kˇ2 kL1 , we have
Z
rp
J1 D .m' ˇ2 /p .x/ dx  CjB j  C0 :
B N

It remains to estimate
Z Z
J2 D .m' ˇ2 /p .x/ dx D .m' ˇ2 /p .x/ dx (4)
RN nB 2jxx0 j2
8 J. Hounie

(observe that m' ˇ2 is supported in B.x0 ; 2/ because supp '  B.0; 1/). If 0 < " < 1
and '"  ˇ2 .x/ ¤ 0 for some jx  x0 j  2 we conclude that "  jx  x0 j=2, which
implies
ˇZ ˇ
ˇ ˇ Ckˇ2 kL1
j'"  ˇ2 .x/j  ˇˇ '" .y/ˇ2 .x  y/ dyˇˇ 
1
 C0 jx  x0 jN rCN.1p /
"n
so

C0 rpCN.p1/
jm' ˇ2 .x/jp  for jx  x0 j  2: (5)
jx  x0 jNp

It follows from (4) and (5) that

Z
C0 rpCN.p1/
J2  dx  C00
2jxx0 j2 jx  x0 jNp

which leads to
p p p
kbakhp  kˇ1 khp C kˇ2 khp  C1 C J1 C J2  C2 :

Tracking the estimates in the proof one sees that C2 may be majorized by Ckbkpr .
Therefore, for every hp -atom

kbakhp  Ckbkr

which implies that Mb may be extended as a bounded linear operator in hp .RN / and
kMb f khp  C kbkr kf khp . t
u

4 Friedrichs Lemma in hp .RN /

R
Let f .x/ 2 hp .RN /, 0 < p < 1. Given a test function  2 Cc1 .RN / with  dx D
1, let us denote the Friedrichs approximation of the identity by

1
J" f .x/ D "  f .x/; " .x/ D .x="/; " > 0:
"N
It is known that

kJ" f khp  Ckf khp ; lim kJ" f  f khp D 0 (6)

"!0

with C > 0 independent of f 2 hp .RN /.

On Friedrichs Commutators Lemma for Hardy Spaces and Applications 9

For p > 1 we have hp .RN / D Lp .RN / and the classical Friedrichs lemma states
that if b.x/ is a Lipschitz function and f 2 Lp .RN /, 1  p < 1 and j D 1; : : : ; N,
then the commutators ŒJ" ; b@j f .x/ D " .b@j f /.x/b.x/@j ." f /.x/, " > 0, satisfy

kŒJ" ; b@j f kLp  CkbkLip kf kLp ; lim kŒJ" ; b@j f kLp D 0;

"!0

with C > 0 independent of f 2 Lp .RN /, b 2 Lip.RN /. The following extension to

local Hardy spaces holds.
Lemma 4.1 (Friedrichs Lemma) Let f .x/ 2 hp .RN /, N=.N C 1/ < p  1, b.x/ 2
1Cr .RN /, r > N.p1  1/. Then

kŒJ" ; b@j f khp  Ckbk1Cr kf khp ; lim kŒJ" ; b@j f khp D 0; (7)
"!0

with C > 0 independent of f 2 hp .RN /, b 2 1Cr .RN /.

Proof It is enough to prove just the estimate in (7) since lim"!0 kŒJ" ; b@j f khp D
0 clearly holds when f 2 Cc1 .RN / and, once the estimate has been proved, the
conclusion about the limit follows in general by a density argument.
We will assume without loss of generality that r < 1. We may write after an
integration by parts
Z
 
ŒJ" ; b@j f .x/ D " .x  y/ b.y/  b.x/ @j f .y/ dy
Z Z
b.y/  b.x/
D .@j /" .x  y/ f .y/ dy  " .x  y/.@j b.y// f .y/ dy
"
:
D I" f .x/  J" .f @j b/.x/: (8)

Since @j b.x/ 2 r .RN /, Theorem 3.1 implies that f @j b 2 hp .RN / and the second
term on the right hand side of (8), given by J" .f @j b/, can be handled invoking (6).
To deal with the first term on the right hand side of (8) we may use Taylor formula
to write

b.y/  b.x/ X yk  xk
N
D ˛k .x; y/
" kD1
"

where x 7! ˛k .x; y/ 2 r .RN / uniformly in y and y 7! ˛k .x; y/ 2 r .RN / uniformly

:
in x. Setting k .x/ D xk @j .x/, we have

N Z
X : X
N
I" f .x/ D . k /" .x  y/˛k .x; y/f .y/ dy D I";k .˛k f /:
kD1 kD1
10 J. Hounie

and we must prove

kI";k ˛k f khp  Ck˛k f khp  C0 kf khp : (9)

To prove (9) it is enough to prove it for atoms. To simplify the notation, we drop
indexes and consider the limit lim "!0 T" a.x/ where
Z
:
T" a.x/ D " .x  y/ ˛.x; y/ a.y/ dy

while a.x/ is a smooth atom supported in B.x0 ; /, ˛.x; y/ belongs to r .RN /
separately in each variable uniformly with respect to the other variable and 2
Cc1 .RN /. Since y 7! ˛.x; y/a.y/ 2 Cc .B.x0 ; // it is clear that T" a.x/ is supported
in B.x0 ;  C 1/. We want to show that

kT" akhp  C (10)

with C independent of the particular atom. For   1, (10) follows easily from
kT" akL1  k kL1 sup j˛jkakL1  C. Assume that  < 1 and write
Z Z
T" a.x/ D ˛.x; x0 / " .x  y/ a.y/ dy C " .x  y/ .˛.x; y/  ˛.x; x0 // a.y/ dy

D ˛.x; x0 /. "  a.x// C ˇ" .x/:

Keeping in mind Theorem 3.1, the hp norm of the first term is majorized by

k˛.; x0 /kr k "  akhp  Ck˛.; x0 /kr kakhp  C0 :

Note that
C0 r
kˇ2 kL1  Cr k kL1 kakL1 
N=p
 
and since jˇ2 .x/j  C j "j
 A .x/ with A.y/ D jy  x0 jr jja.y/j,
Z
1
kˇ2 kL1  CkAkL1  C1 kakL1 jx  x0 jr dx  C2 rCN.1p / :
B

Hence, ˇ2 is supported in the ball B.x0 ;  C 1/ and kˇ2 kL1 as well as kˇ2 kL1 satisfy
estimates analogous to the estimates (2) and (3) that were used in the proof of
Theorem 3.1. A similar computation can then be carried out to show that
Z
.m' ˇ2 /p .x/ dx  C;
RN

concluding the proof of (10). Thus, (9) holds and the lemma is proved. t
u
On Friedrichs Commutators Lemma for Hardy Spaces and Applications 11

5 Elliptic Regularity in Hardy-Sobolev Spaces

Suppose that L D fL1 ; : : : ; Ln g is a system of linearly independent vector fields

with continuous complex coefficients defined on an open set ˝  RN . We may
:
consider the operator rL u D .L1 u; : : : ; Ln u/ for u 2 C1 .˝/ which corresponds
to the operator r when n D N and Lj D @xj . We are interested in the regularity of
the equation

rL u D f (11)

in Hardy spaces. More precisely, if the coefficients of the vector fields Lj , j D

1: : : : ; n, are of class 1Cr .˝/ with r D N.p1  1/ and u 2 hp .RN /, then rL u is a
well defined distribution in D 0 .˝/ due to the duality between hp .RN / and r .RN /.
Roughly speaking, we wish to conclude that if the right hand side of (11) is in hp on
a neighborhood of a point x0 2 ˝ then the derivatives @j u, j D 1; : : : ; N, are also in
hp on some neighborhood of x0 . To make things precise we introduce a definition.
Definition 5.1 Let p > 0 and consider on Cc1 .RN / the “norm”

X
N
kf kh1;p .RN / D
P k@j f khp .RN / D krf khp :
jD1

The completion of Cc1 .RN / for the norm kf kh1;p .RN / may identified with a subspace
of S 0 .RN / denoted by h1;p .RN / and called the Hardy-Sobolev space of order 1. If
f 2 h1;p .RN ) then rf 2 hp .RN / and

kf kh1;p .RN / D krf khp :

It is known that if f 2 h1;p .RN / for some p > N=.N C 1/ then f is locally integrable.
If ˝  RN is a domain the notation hpc .˝/ and h1;p c .˝/ will stand for h .R / \
p N
0 1;p 0 0
E .˝/ and h .R / \ E .˝/ respectively, where E .˝/ denotes the distributions
N

with compact support contained in ˝.

The localizable spaces hp .RN / give rise to the local Hardy-Sobolev spaces
hloc .˝/ which is the space of distributions u 2 d0 .˝/ such that
p
2 hp .RN / for
1 p p
all 2 Cc .˝/. A sequence uj 2 hloc .˝/ converges to u 2 hloc .˝/ if uj ! u
in hp .RN / for all 2 Cc1 .˝/. It is enough to check the convergence for D k ,
k 2 N, where . k / is a partition of unity in ˝ so the topology induced by this
notion of convergence is metrizable. Similar remarks are valid for the localizable
spaces h1;p .RN /, i.e., the spaces h1;p .RN / give rise to the local Hardy-Sobolev spaces
1;p
hloc .˝/.
We will always assume that
(i) L1 ; : : : ; Ln are everywhere linearly independent.
(ii) The system fL1 ; : : : ; Ln g is elliptic.
12 J. Hounie

The later means that for any real 1-form ! (i.e., any section of T  .˝/) such that
h!; Lj i D 0 implies ! D 0. Consequently, the number n of vector fields must
satisfy

N
 n  N:
2

Alternatively, if the coefficients of the vector fields are of class C2 , (ii) is equivalent
to saying that the second order operator

L P L1 L1 C    C Ln Ln
D (12)
t
is elliptic. Here, Lj D Lj , j D 1; : : : ; n, where Lj denotes the vector field obtained
from Lj by conjugating its coefficients and Ltj is the formal transpose of Lj . If we
write divL f D divL .f1 ; : : : ; fn / D L1 f1 C    C Ln fn we have

L D divL rL :

Theorem 5.1 Assume N=.N C 1/ < p  1 and r > N.p1  1/. If the coefficients
of L1 ; : : : ; Ln are or class 1Cr .˝/ and u 2 hloc .˝/ satisfies (11) with f 2 hloc .˝/
p p
1;p
then u 2 hloc .˝/. In particular, the distribution u is a locally integrable function.
Proof Since we are dealing with a local question, it is enough to prove that given a
point x0 2 ˝ there exists 2 Cc1 .˝/ such that .x0 / ¤ 0 and u 2 h1;p .RN / or,
equivalently, that ru 2 hp .RN /. Thus, there is no loss of generality in assuming
that x0 D 0 and ˝ is an open ball centered at the origin.
Assume first that the coefficients of L1 ; : : : ; Ln are smooth. By a standard result
in the theory of pseudo-differential operators, we may find scalar operators q.x; D/
and r.x; D/ with symbols q.x; / of order 2 and r.x; / of order 1, such that

v D q.x; D/ Lv C r.x; D/v; v 2 E 0 .˝/: (13)

Pick 2 Cc1 .˝/ equal to 1 in a neighborhood of the origin and note that, by
Leibniz’s rule,

L. u/ D Lu CwD divL f C w

with w 0 on a neighborhood of the origin. Write (13) for v D u and take the
gradient of the resulting identity to obtain

r u D rq.x; D/. divL f / C w2 D f1 C w2 (14)

where w2 is smooth on a neighborhood of the origin and f1 2 hp .RN /. We have

used here that f1 D rq.x; D/. divL f / may be written as a sum of pseudo-
differential operators of order zero acting on f 2 hp .RN / or on .@j /f 2 hp .RN /,
On Friedrichs Commutators Lemma for Hardy Spaces and Applications 13

j D 1; : : : ; N, and pseudo-differential operators of order zero are bounded in hp .RN /.

Hence, if 2 Cc1 .˝/ is supported on the neighborhood where 1 and .0/ ¤ 0,
multiplying (14) by we conclude that ru 2 hp .RN / which is what we wanted to
show.
When the coefficients are not smooth we will use a roundabout argument that
involves a priori estimates. Still in the case of smooth coefficients, we make use
of (13) with v 2 Cc1 .RN / and take the gradient on both sides to get

rv D p1 .x; D/rL v C p2 .x; D/v

where p1 .x; D/ and p2 .x; D/ are pseudo-differential operators of order zero, thus
bounded in hp .RN /. This implies the a priori estimate

krvkhp  C1 krL vkhp C C2 kvkhp ; v 2 Cc1 .˝/:

Given > 0, we may shrink ˝ to grant the estimate

kvkhp  krvkhp ; v 2 Cc1 .˝/;

(cf. [3, Prop. 3.1]) which for > 0 sufficiently small makes it possible to absorb the
zero order term in the previous estimate yielding

krvkhp  CkrL vkhp ; v 2 Cc1 .˝/: (15)

Let us return to the case in which the coefficients of L are of class 1Cr . Call L0
the system with constant coefficients obtained by freezing the coefficients of L at
the origin. Applying (15) to L0 we get

krvkhp  CkrL0 vkhp ; v 2 Cc1 .˝/;

that, considering L as a perturbation of L0 , implies

krvkhp  CkrL vkhp C Ckr.L L0 / vkhp ; v 2 Cc1 .˝/:

The coefficients of the perturbation L  L0 are of class 1Cr and vanish at the
origin, so they may be assumed to have arbitrarily small norm in r provided we
shrink ˝. Taking advantage of Theorem 3.1 we obtain

krvkhp  CkrL vkhp C O.diam.˝//krvkhp ; v 2 Cc1 .˝/;

and absorbing the second term on the right hand side we get the a priori estimate

krvkhp  CkrL vkhp ; v 2 Cc1 .˝/: (16)

14 J. Hounie

p p
Consider now u 2 hloc .˝/ and suppose that it satisfies (11) with f 2 hloc .˝/. We
will now use Friedrichs mollifiers. Pick 2 Cc1 .˝/ satisfying .x0 / ¤ 0 and
apply (16) to v D J" . u/ for " > 0 small to get

krJ" . u/khp  CkrL J" . u/khp

 CkJ" rL . u/khp C CkŒrL ; J" . u/khp :
:
Note that g D rL . u/ D urL C f 2 hp .RN / and that kŒrL ; J" . u/khp ! 0
as " ! 0 by Friedrichs lemma (Lemma 4.1). Similarly, if we choose a sequence
"k & 0, set wk D J"k r. u/, gk D J"k g and apply (16) to v D J"k . u/  J"j . u/ we
get

kwk  wj khp  Ckgk  gj khp C .k; j/

where .k; j/ ! 0 as k; j ! 1, showing that wk is a Cauchy sequence in hp .RN /.

This implies that r. u/ 2 hp .RN / so ru 2 hp .RN / as we wished to prove. t
u

References

1. Berhanu, S., Cordaro P., Hounie, J.: An Introduction to Involutive Structure. Cambridge
University Press, Cambridge (2008)
2. Goldberg D.: A local version of real Hardy spaces. Duke Math. J. 46, 27–42 (1979)
3. Hoepfner G., Hounie, J., Picon, T.: Div-Curl Type estimates for elliptic systems of complex
vector fields. J. Math. Anal. Appl. 429(2), 774–799 (2015)
4. Hörmander, L: The Analysis of Linear Partial Differential Operators III. Springer,
Berlin/New York (1985)
5. Hounie, J., Kapp, R.: Pseudodifferential operators on local Hardy spaces. J. Fourier Anal. Appl.
15, 153–178 (2009)
6. Hounie, J., dos Santos Filho, J.R.: A fractional Friedrich’s lemma for Hölder norms and
applications. Nonlinear Anal. 28, 1063–1077 (1997)
7. Stein, E.: Harmonic Analysis: Real-Variable Methods Orthogonality, and Oscillatory Integrals.
Princeton University Press, Princeton (1993)
8. Stein, E.: Note on the class L log L. Studia Math. 32, 305–310 (1969)
9. Triebel, H.: Theory of Function Spaces. Monographs in Mathematics, vol. 78. Birkhauser, Basel
(1983)
On the Hardy Constant of Some Non-convex
Planar Domains

Gerassimos Barbatis and Achilles Tertikas

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract The Hardy constant of a simply connected domain ˝  R2 is the best

constant for the inequality
Z Z
u2
jruj2 dx  c dx ; u 2 Cc1 .˝/:
˝ ˝ dist.x; @˝/2

After the work of Ancona where the universal lower bound 1/16 was obtained, there
has been a substantial interest on computing or estimating the Hardy constant of
planar domains. In Barbatis and Tertikas (J Funct Anal 266:3701–3725, 2014) we
have determined the Hardy constant of an arbitrary quadrilateral in the plane. In this
work we continue our investigation and we compute the Hardy constant for other
non-convex planar domains. In all cases the Hardy constant is related to that of a
certain infinite sectorial region which has been studied by E.B. Davies.

Keywords Distance function • Hardy constant • Hardy inequality

2010 Mathematics Subject Classification: 35A23, 35J20, 35J75 (46E35, 26D10,

35P15)

G. Barbatis
Department of Mathematics, University of Athens, Athens, Greece
e-mail: [email protected]
A. Tertikas ()
Department of Mathematics and Applied Mathematics, University of Crete, Heraklion, Greece
Institute of Applied and Computational Mathematics, FORTH, Heraklion, Greece
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 15

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_2
16 G. Barbatis and A. Tertikas

1 Introduction

The well-known Hardy inequality for RNC D RN1 .0; C1/ reads
Z Z
1 u2
jruj2 dx  dx ; for all u 2 Cc1 .RNC /; (1)
RN
C
4 RN
C
x2N

where the constant 1=4 is the best possible and equality is not attained in the
appropriate Sobolev space. The analogue of (1) for a domain ˝  RN is
Z Z
2 1 u2
jruj dx  dx ; for all u 2 Cc1 .˝/; (2)
˝ 4 ˝ d2

where d D d.x/ D dist.x; @˝/. However, (2) is not true without geometric
assumptions on ˝. The typical assumption made for the validity of (2) is that ˝
is convex. A weaker geometric assumption introduced in [5] is that ˝ is weakly
mean convex, that is

 d.x/  0 ; in ˝; (3)

where d is to be understood in the distributional sense. Condition (3) is equivalent

to convexity when N D 2 but strictly weaker than convexity when N  3 [2]. Other
geometric assumptions on the domain that guarantee that the best Hardy constant is
1/4 were recently obtain in [3, 9].
For a general domain ˝ we may still have a Hardy inequality provided that the
boundary @˝ has some regularity. In particular it is well known that for any bounded
Lipschitz domain ˝  RN there exists c > 0 such that
Z Z
2 u2
jruj dx  c dx ; for all u 2 Cc1 .˝/: (4)
˝ ˝ d2

The best constant c of inequality (4) is called the Hardy constant of the domain ˝.
In general the Hardy constant depends on the domain ˝; see [6] for results
that concern properties of this dependence. In dimension N  3 Davies [8] has
constructed Lipschitz domains with Hardy constant as small as one wishes. On the
other hand for N D 2 Ancona [1] has proved that for a simply connected domain
the Hardy constant is always at least 1=16; see also [11] where further results in this
directions where obtained.
Davies [8] computed the Hardy constant of an infinite planar sector ˇ of
angle ˇ,

ˇ D f 0 < r; 0 < < ˇg:

On Hardy Constant of Planar Domains 17

He used the symmetry of the domain to reduce the computation to the study of a
certain ODE; see (9) below. In particular he established the following two results,
which are also valid for the circular sector of angle ˇ:
(a) The Hardy constant is 1=4 for all angles ˇ  ˇcr , where ˇcr Š 1:546.
(b) For ˇcr  ˇ  2 the Hardy constant of ˇ strictly decreases with ˇ and at
the limiting case ˇ D 2 the Hardy constant is Š 0:2054.
Our interest is to determine the Hardy constant of certain domains in two space
dimensions; see [4, 10] for relevant questions. In this direction, in our recent work
[7] we have established
Theorem Let ˝ be a non-convex quadrilateral with non-convex angle  < ˇ <
2. Then the Hardy constant of ˝ depends only on ˇ. The Hardy constant, which
we denote from now on by cˇ , is the unique solution of the equation
p
 3C 14cˇ 2
p p ˇ    . /
cˇ tan cˇ . / D2 p4 ; (5)
2 1C 14cˇ
. 4
/

when ˇcr  ˇ < 2 and cˇ D 1=4 when  < ˇ  ˇcr . The critical angle ˇcr is the
unique solution in .; 2/ of the equation
 2
 ˇcr     . 34 /
tan D4 : (6)
4  . 14 /

Actually the constant cˇ coincides with the Hardy constant of the sector ˇ , so
Eq. (5) provides an analytic description of the Hardy constant computed numerically
in [8].
In this work we continue our investigation and determine the Hardy constant for
other families of non-convex planar domains. Our first result reads as follows; see
Fig. 1.
Theorem 1.1 Let ˝ D K \ ˇ , ˇ 2 .; 2, where K is a bounded convex planar
set and the vertex of ˇ is an interior point of K. Let C and  denote the interior
angles of intersection of K with ˇ . There exists an angle ˇ 2 .=2; / such that
if C ;   ˇ , then the Hardy constant of ˝ is cˇ , where cˇ is given by (5) and (6).
Detailed information on the angle ˇ is given in Lemma 27 and Theorem 3.1. We
note that Theorem 1.1 can be extended to cover the case where ˝ is unbounded and
the boundary of the convex set K does not intersect the boundary of the sector ˇ ;
see Theorem 3.2.
We next study the Hardy constant for a family of domains Eˇ; which may
have two non-convex angles. The boundary @Eˇ; of such a domain consists of the
segment OP and two half lines starting from O and from P with interior angles ˇ
18 G. Barbatis and A. Tertikas

Fig. 1 A typical domain ˝

for Theorem 1.1

Fig. 2 A typical domain

Eˇ; ,  <  < ˇ

and  ; hence ˇ C   3; see Fig. 2 in case  <  and Fig. 3 in case  > . We
then have the following result
Theorem 1.2
(i) If 0 <     ˇ  2 then the Hardy constant of Eˇ; is cˇ .
(ii) If   ˇ;   2 then the Hardy constant of Eˇ; is cˇC  ,
On Hardy Constant of Planar Domains 19

Fig. 3 A typical domain

Eˇ; , ˇ;  > 

provided that

2 p
jˇ   j  arccos.2 cˇC  /: (7)
cˇC 

It is interesting to notice that in case (i) where we have only one non-convex angle,
the Hardy constant is related to the non-convex angle ˇ, whereas in case (ii) where
we have two non-convex angles, the Hardy constant is related to the angle ˇ C 
formed by the two halflines.
Our technique can actually be applied to establish best constant for Hardy
inequality with mixed Dirichlet-Neumann boundary conditions. We consider a
bounded domain Dˇ whose boundary @Dˇ consists of two parts, @Dˇ D 0 [  . On
0 we impose Dirichlet boundary conditions and it is from 0 that we measure the
distance from, d.x/ D dist.x; 0 /. On the remaining part  we impose Neumann
boundary conditions. The curve 0 is the union of two line segments which have as
a common endpoint the origin O where they meet at an angle ˇ,  < ˇ  2. We
assume that the curve  is the graph in polar coordinates of a Lipschitz function
r. /,

 D f.r. /; / W 0   ˇg I

see Fig. 4.
20 G. Barbatis and A. Tertikas

Fig. 4 A typical domain Dˇ .

Note that  is not necessarily
the boundary of a convex set

We then have
Theorem 1.3 Let Dˇ be as above,  < ˇ  2. If  is such that

ˇ
r0 . /  0; 0  ;
2
ˇ
r0 . /  0;   ˇ;
2

then for all functions u 2 C1 .Dˇ / that vanish near 0 there holds
Z Z
u2
jruj2 dx dy  cˇ dx dy :
Dˇ Dˇ d2

The constant cˇ is the best possible.

The structure of the paper is simple: in Sect. 2 we prove various auxiliary results,
while in Sects. 3–5 we prove the theorems.

2 Auxiliary Results

Let ˇ >  be fixed. We define the potential V. /, 2 .0; ˇ/,

8 1
ˆ
ˆ ; 0 < < 2 ;
ˆ
< sin2

V. / D 1; 2
< < ˇ  2 ; (8)
ˆ
ˆ 1
:̂ ; ˇ  2 < < ˇ:
sin2 .ˇ  /
On Hardy Constant of Planar Domains 21

For c > 0 we then consider the following boundary-value problem:

( 00
 . / D cV. / . /; 0   ˇ;
(9)
.0/ D .ˇ/ D 0:

It was proved in [8] that the Hardy constant of the sector ˇ coincides with the
largest positive constant c for which (9) has a positive solution. Due to the symmetry
of the potential V. / this also coincides with the largest constant c for which the
following boundary value problem has a positive solution:
( 00
 . / D cV. / . /; 0   ˇ=2;
(10)
0
.0/ D .ˇ=2/ D 0 :

The largest angle ˇcr for which the Hardy constant is 1=4 for ˇ 2 Œ; ˇcr  was
computed numerically in [8] and analytically in [7, 12] where (6) was established;
the approximate value is ˇcr Š 1:546.
We define the hypergeometric function
1
 .c/ X  .a C n/ .b C n/ zn
F.a; b; cI z/ WD :
 .a/ .b/ nD0  .c C n/ nŠ

The boundary value problem (10) was studied in [7] where the following lemma
was proved:
Lemma 2.1
(i) Let ˇ > ˇcr . The boundary value problem (10) has a positive solution if and
only if c D cˇ . In this case the solution is given by
8p p 
ˆ
ˆ 2 cos c.ˇ  /=2 sin˛ . =2/ cos1˛ . =2/ 1 1 1
ˆ
ˆ F. ; ; ˛ C I sin2 . //;
ˆ
< F. 21 ; 12 ; ˛ C 12 I 12 / 2 2 2 2
. /D if 0 <  
;
ˆ
ˆ 2
ˆ
ˆ
:̂ cos pc. ˇ  /; if 2 <  ˇ2 ;
2

where ˛ is the largest solution of ˛.1  ˛/ D c.

(ii) Let  < ˇ  ˇcr . The largest value of c so that the boundary value problem (10)
has a positive solution is c D 1=4. For ˇ D ˇcr the solution is
8  ˇcr   1=2
ˆ
< cos 4
sin 1 1
1 1 1
F. ; ; 1I sin2 . //; 0 <  2 ;
. /D F. 2 ; 2 ; 1I 2 / 2 2 2 ;
:̂  1 ˇcr   ˇcr
cos 2 . 2  / ; 2
<  2 ;
22 G. Barbatis and A. Tertikas

while for ˇcr < ˇ < 2 and 0 < < =2 it has the form

1 1
. / D c1 sin1=2 . / cos1=2 . /F. ; ; 1I sin2 . //
2 2 2 2 2
1 1
Cc2 sin1=2 . / cos1=2 . /F. ; ; 1I sin2 . //
2 2 2 2 2
Z 1=2
dt
2 1 1
sin . =2/ t.1  t/F . 2 ; 2 ; 1I t/
2

for suitable c1 , c2 .

For our purposes it is useful to write the solution of (10) in case ˇ  ˇcr as a
power series
1
X
˛
. /D an n
; (11)
nD0

where ˛ is the largest solution of the equation ˛.1  ˛/ D cˇ in case ˇ > ˇcr and
˛ D 1=2 when ˇ D ˇcr . We normalize the power series setting a0 D 1; simple
computations then give

˛.1  ˛/
a1 D 0 ; a2 D  : (12)
6.1 C 2˛/

We also define the auxiliary functions

0
. /
f. / D ; 2 .0; ˇ/ ; (13)
. /

and
0
. /
g. / D sin ; 2 .0; ˇ/ ; (14)
. /

where is the normalized solution of (9) described in Lemma 2.1. We note that
these functions depend on ˇ. Simple computations show that they respectively solve
the differential equations

f 0 . / C f 2 . / C cˇ V. / D 0 ; 0< <ˇ (15)

and
1 h i
g0 . / D  g. /2  cos g. / C cˇ ; 0<  =2: (16)
sin
On Hardy Constant of Planar Domains 23

We shall also need the following

Lemma 2.2 Let   ˇ  2 and   0 with ˇ C 2  3. Then

 3
f . / cos. C  / C ˛Œ1 C sin. C  /  0 ;   :
2 2

Proof We first note that

p p ˇ   3
f. / D cˇ tan cˇ .  / ;    ;
2 2 2
and

 p ˇ   3
  cˇ .  /  ;    :
4 2 4 2 2
It follows that the required inequality is written equivalently,

p ˇ
˛.1 C sin. C // cos. cˇ .  // (17)
2
p p ˇ  3
C c sin. cˇ .  // cos. C /  0 ;    : (18)
2 2 2
p
But, since ˛  cˇ ,

p ˇ p p ˇ
˛ .1 C sin. C  // cos. cˇ .  // C cˇ sin. cˇ .  // cos. C  /
2 2
p n p ˇ p ˇ o
 cˇ .1 C sin. C  // cos. cˇ .  // C sin. cˇ .  // cos. C  /
2 2
p h p ˇ   i  
D 2 cˇ sin cˇ .  / C C C sin. C C /: (19)
2 4 2 2 4 2 2
The second sine is clearly non-negative, so it only remains to prove that the first sine
p
is also non-negative. For this we use the monotonicity of cˇ . ˇ2  / C 4 C 2 C 2
with respect to to obtain
3
p ˇ   p ˇ 3   2  
cˇ .  / C C C  cˇ .  / C C C
2 4 2 2 2 2 4 2 2
p ˇ C 2  3
D cˇ C   ; (20)
2

by our hypothesis ˇ C 2  3. This completes the proof. t

u
24 G. Barbatis and A. Tertikas

We shall need to consider the initial value problem (21) below. Although this is
a strongly singular problem, we shall see that standard comparison arguments hold.
In particular we shall establish existence, uniqueness and monotonicity with respect
to a parameter.
Lemma 2.3 Consider the singular initial value problem
8  
< h0 . / D  1 ˛h. /2  cos h. / C 1  ˛ ; 0 <  
2; (21)
sin
:
h.0/ D 1:

(i) If ˛ 2 .1=2; 1/ then the problem has a classical solution which is unique.
The solution h.˛; / depends monotonically on ˛: if ˛1 < ˛2 then h.˛1 ; / <
h.˛2 ; / for all 2 .0; =2.
(ii) For ˛ D 1=2 we do not have uniqueness. Indeed we have a continuum of
positive solutions.
(iii) Let 1=2 < ˛ < 1 and in addition let h 2 CŒ0; =2 \ C1 .0; =2 be an upper
solution of problem (21), that is
8  
< h0 . /   1 ˛h. /2  cos h. / C 1  ˛ ; 0 <  
;
sin 2 (22)
:
h.0/  1:

Then

h.˛; /  h. / ; 0  :
2

Proof
(i) By Lemma 2.1 the function

1 1 1
. / D sin˛ . =2/ cos1˛ . =2/F. ; ; ˛ C I sin2 . //
2 2 2 2
solves the differential equation

00 . / 
. / C ˛.1  ˛/ D0; 0< < :
sin2 2

It is then easily verified that the function

0
1 . /
h. / D sin
˛ . /

is a solution of the initial-value problem (21).

On Hardy Constant of Planar Domains 25

We next establish the uniqueness of a solution. Let h1 , h2 be two solutions

of the initial value problem (21). Then the function z D h2  h1 solves the
singular linear initial value problem
8  
< z0 . / D  1 ˛.h1 C h2 /  cos z. /;
sin
: z.0/ D 0:

Let us assume the z is not identically zero. By the standard uniqueness theorem,
z cannot have any positive zeros, hence we may assume that z. / > 0 for all
2 .0; =2/. However we have ˛.h1 C h2 /  cos > 0 near D 0, hence z
decreases near zero, which is a contradiction.
The monotonicity of the solution h with respect to ˛ will follow from the
monotonicity of the nonlinearity with respect to ˛. Let

1  2 
V. ; h; ˛/ D  ˛h  cos h C 1  ˛ :
sin

For 0 < h < 1 and 0 < < =2 we then have

@V 1  h2
D > 0: (23)
@˛ sin

Now, let 1=2 < ˛1 < ˛2 < 1. By (23) we have h.˛2 ; / > h.˛1 ; / near
D 0. Once we are away from D 0 we can apply the standard comparison
arguments to complete the proof.
(ii) By Lemma 2.1 the general solution of the equation

00 1 . / 
. /C D0; 0< < ;
4 sin2 2

is

1 1
. / D c1 sin1=2 . / cos1=2 . /F. ; ; 1I sin2 . //
2 2 2 2 2
1 1
Cc2 sin1=2 . / cos1=2 . /F. ; ; 1I sin2 . //
2 2 2 2 2
Z 1=2
dt
2 . 1 ; 1 ; 1I t/
:
2
sin . =2/ t.1  t/F 2 2

This is positive in .0; =2 when c1 > 0 and c2  0. For any such the
function
0
2 . /
h. / D sin
. /
26 G. Barbatis and A. Tertikas

then satisfies
1  
h0 . / D  h. /2  2 cos h. / C 1 ; h.0/ D 1:
2 sin
Actually after some computations we find that the function h is given in this
case by

F. 32 ; 32 ; 2I sin2 . 2 //
h. / D cos C sin2
4F. 21 ; 12 ; 1I sin2 . 2 //

  R 1=2 ;
F 2 . 12 ; 12 ; 1I sin2 . 2 // 1 C  sin2 . dt
=2/ t.1t/F 2 . 12 ; 12 ;1It/

where  D c2 =c1  0.
(iii) When h.0/ > 1 the result follows immediately by combining continuity with
standard comparison arguments. Assume now that h.0/ D 1. The function
z D h  h then satisfies
8  
< z0 . /   1 ˛.h C h/  cos z. /;
sin
(24)
: z.0/ D 0:

The quantity ˛.h C h/  cos is positive near D 0, say in .0; 0 /. We

shall establish that z  0 in this interval; the result for .0; =2/ will then follow
immediately. Suppose on the contrary that there exists an interval . 1 ; 2 / 
.0; 0 / such that z < 0 in . 1 ; 2 /. By (24) we conclude that z is actually strictly
increasing in . 1 ; 2 /. This contradicts the initial value z.0/ D 0. t
u
From Lemma 2.3 it follows that the case ˛ D 1=2 is critical and needs a
different approach. This will be done in the next lemma. In order to make explicit
the dependence on ˇ we denote

.ˇ; /
g.ˇ; / D sin ;
.ˇ; /

where .ˇ; / is the solution of (9) and .ˇ; / is the derivative with respect to .
Lemma 2.4 Suppose   ˇ  ˇcr . Then g.ˇ; /, 0 <  =2, is strictly
increasing as a function of ˇ, that is, if   ˇ1 < ˇ2  ˇcr then g.ˇ1 ; / < g.ˇ2 ; /
for all 2 .0; =2.
Proof The function g.ˇ; / solves the differential equation

@g 1  2 1
D g  g cos C : (25)
@ sin 4
On Hardy Constant of Planar Domains 27

Since

 1 ˇ
g.ˇ; / D tan. /;
2 2 4

which is strictly increasing with respect to ˇ, the result follows from a standard
comparison argument. t
u
Let us note here that for   ˇ  ˇcr we have g.ˇ; 0/ D 1=2. So the functions
g.ˇ; /,   ˇ  ˇcr , all solve the same initial value problem.
Lemma 2.5 Let ˇ 2 Œ; 2. There exists an angle ˇ so that for all 0 <   ˇ
we have
  
g.ˇ; / cos. C / C ˛ cos  0 ; 0  : (26)
2 2 2

Moreover ˇ is a strictly decreasing function of ˇ and in particular:

for   ˇ  ˇcr we have 0:701 ˇcr  ˇ   0:867


for ˇcr  ˇ  2 we have 0:673 2  ˇ  ˇcr 0:701.
(27)

Proof Inequality (26) is written equivalently

 sin
cot  ˛ ; (28)
2 cos C g.ˇ; /

so what matters is the maximum of the function at the RHS of (28). For each 0 <
 =2 this function is strictly monotone as a function of ˇ; this follows from
Lemma 2.3 for ˇcr  ˇ  2 and from Lemma 2.4 for   ˇ  ˇcr .
The angle ˇ 2 .0; / defined by

ˇ sin
cot D max ˛
2 Œ0;=2 cos C g.ˇ; /

is then a strictly increasing function of ˇ. The approximate values in the statement

have been obtained by numerical computations; see however Lemma 2.6. t
u
It would be nice to have good estimates on ˇ without using a numerical solution
of the differential equation (16) solved by g. /. This will be done for ˇcr  ˇ  2
by obtaining very good upper estimates on g.ˇ; /. We define

a 2 a.4a2 C 2a C 3/ 4 
g.ˇ; / D a  C ; 0< < ;
2.2a C 1/ 24.2a C 1/.4a2 C 8a C 3/ 2
28 G. Barbatis and A. Tertikas

where a is the largest solution of a.1  a/ D cˇ . We define the auxiliary quantity

ˇ 2 .0; / by

ˇ sin
cot D max ˛ :
2 Œ0;=2 cos C g.ˇ; /

Lemma 2.6 Let ˇcr  ˇ  2. Then we have


.i/ g.ˇ; /  g.ˇ; / ; 0< < :
2

.ii/ ˇ  ˇ :

Actually we have [cf. (27)]

ˇ
cr
0:700 ; 
2 0:672 :

Proof We have g.ˇ; 0/ D g.ˇ; 0/ D ˛. Therefore, given that g.ˇ; / satisfies

@g 1  2 
D g  g cos C cˇ ; (29)
@ sin
it is enough to show that

@g 1  2 
 g  g cos C cˇ : (30)
@ sin

The function g.ˇ; / is decreasing with respect to , hence

dg
sin C g2  .cos /g C cˇ
d
 3 5 
dg  2 4
  C C g2  1  C g C cˇ :
6 120 d 2 24
(31)

Now, a direct computation shows that the RHS of (31) is equal to

a.1  a/ 6 Œ16.2a C 3/.2a C 1/.22a2 C 2a C 3/  .12a2 C 2a C 3/.4a2 C 2a C 3/ 2 

2880.2a C 1/2 .4a2 C 8a C 3/2

a.1  a/.12a2 C 2a C 3/.4a2 C 2a C 3/ 6 .16  2

/

2880.2a C 1/2 .4a2 C 8a C 3/2
 0:

We note that in our argument we only used that ˛ 2 Œ1=2; 1/.

On Hardy Constant of Planar Domains 29

We now establish (i) for ˇcr < ˇ  2. The function

g.ˇ; /
h.˛; / D
˛

(where, as usual, ˛ is the largest solution of ˛.1  ˛/ D cˇ < 1=4) is an upper

solution to the initial value problem (21). Hence applying (iii) of Lemma 2.3 we
obtain the comparison.
To obtain (i) for ˇ D ˇcr we use the monotonicity with respect to ˛ of h.˛; /.
Passing to the limit ˛ ! 1=2C we conclude that

1 
H. / WD lim h.˛; /  h. ; /  2g.ˇcr ; / ; 0< < :
˛!1=2C 2 2

The function H. / is then the maximal solution of the singular initial value
problem (21) and therefore coincides with the function 2g.ˇcr ; /. This completes
the proof of (i). Part (ii) then follows immediately from (i). t
u

3 Proof of Theorem 1.1

In this section we give the proofs of our theorems. We start with a proposition that
is fundamental in our argument and will be used repeatedly. We do not try to obtain
the most general statement and for simplicity we restrict ourselves to assumptions
that are sufficient for our purposes.
Let U be a domain and assume that @U D  [ 0 where  is Lipschitz
continuous. We denote by n the exterior unit normal on  .
1
Proposition 3.1 Let  2 Hloc .U/ be a positive function such that r= 2 L2 .U/
and r= has an L trace on  in the sense that vr= has an L1 trace on @U for
1

every v 2 C1 .U/ that vanishes near 0 . Then

Z Z Z
 2 r
jruj2 dx dy   u dx dy C  nu2 dS (32)
U U   
for all smooth functions u which vanish near 0 and  is understood in the weak
sense. If in particular there exists c 2 R such that
c
  ; (33)
d2
in the weak sense in U, where d D dist.x; 0 /, then
Z Z 2 Z
2 u r
jruj dx dy  c 2
dx dy C u2  ndS (34)
U U d  

for all functions u 2 C1 .U/ that vanish near 0 .

30 G. Barbatis and A. Tertikas

Proof Let u be a function in C1 .U/ that vanishes near 0 . We denote T D r=.

Then
Z Z Z
u2 divT dx dy D 2 uru  T dx dy C u2 T  n dS
U U 
Z Z Z
 jTj2 u2 dx dy C jruj2 dx dy C u2 T  n dS ;
U U 

that is
Z Z Z
jruj2 dx dy  .divT  jTj2 /u2 dx dy  T  nu2 dS :
U U 

Using assumption (33) we obtain (34). t

u
For ˇ 2 .; 2 we denote by ˘ˇ the class of all planar polygons which have
precisely one non-convex vertex and the angle at that vertex is ˇ. Given a polygon
in ˘ˇ we denote by C and  the angles at the vertices next to the non-convex
vertex.
Theorem 3.1 Let ˇ 2 .; 2. Let ˝ be a polygon in ˘ˇ with

3  ˇ
C ;   minfˇ ; g (35)
2

where ˇ 2 .0; / is defined by

ˇ sin
cot D max ˛ :
2 Œ0;=2 cos C g.ˇ; /

Then the Hardy constant of ˝ is cˇ .

Proof We denote by A , AC the vertices next to the non-convex vertex O, so that
A , O and AC are consecutive vertices with respective angles  , ˇ and C . We may
assume that O is the origin and that AC lies on the positive x-semiaxis. We write the
boundary @˝ as

@˝ D S1 [ S2

where S1 D OAC [ OA and S2 D @˝ n S1 . We then define the equidistance curve

 D fx 2 @˝ W dist.x; S1 / D dist.x; S2 /g:

Hence  divides ˝ into two sets ˝1 and ˝2 , whose nearest boundary points belong
in S1 and S2 respectively. It is clear that  can be parametrized by the polar angle
2 Œ0; ˇ.
On Hardy Constant of Planar Domains 31

The curve  consists of line segments and parabola segments. Starting from
D 0 we have line segments L1 ; : : : ; Lk ; then from D =2 to D ˇ  =2 we
have parabola segments P1 ; : : : ; Pm ; and from D ˇ  =2 to D ˇ we have again
line segments L01 ; : : : ; L0n .
Let u 2 Cc1 .˝/ be given. Let n denote the unit normal along  which is outward
with respect to ˝1 . Applying Proposition 3.1 with .x; y/ D ˇ . /, where is the
polar angle of the point .x; y/, we obtain
Z Z Z
u2 r
jruj2 dx dy  cˇ dx dy C  n u2 dS: (36)
˝1 ˝1 d2  

We next apply Proposition 3.1 on ˝2 for the function 1 .x; y/ D d.x; y/˛ (we recall
that ˛ is the largest solution of ˛.1  ˛/ D cˇ ). In ˝2 the function d.x; y/ coincides
with the distance from S2 and this implies that

d˛
 d˛  ˛.1  ˛/ ; on ˝C :
d2
Applying Proposition 3.1 we obtain that
Z Z Z
u2 ˛rd
jruj2 dx dy  c dx dy   n u2 dS : (37)
˝C ˝C d2  d

Adding (36) and (37) we conclude that

Z Z Z 
2 u2 r rd 
jruj dx dy  c dx dy C ˛  n u2 dS : (38)
˝ ˝ d2   d

We emphasize that in the last integral the values of r= are obtained as limits
from ˝1 and, more importantly, those of rd=d are obtained as limits from ˝2 .
It remains to prove that the line integral in (38) is non-negative. For this we shall
consider the different segments of  . Due to the symmetry of our assumptions with
respect to D ˇ=2 it is enough to establish the result for 0   ˇ=2.
(i) Let L be one of the line segments L1 ; : : : ; Lk . The points on this segment L are
equidistant from the side OAC and some side E of @˝ n .OAC [ OA /. Let  be
the angle formed by the line E and the x-axis so that the outward normal vector
along E is .sin ; cos  / and E has equation x cos  C y sin  C c D 0 for some
c 2 R. Elementary geometric considerations then give  2 .=2; /. Now,
simple computations give
 r rd  1   
˛ nD g. / cos. C / C ˛ cos. / ; on L. (39)
 d d 2 2
32 G. Barbatis and A. Tertikas

It remains to show that the RHS of (39) is non-negative for 0   =2. In

the case 0 <  <  this is equivalent to showing that

 sin 
cot  ˛ ; 0  : (40)
2 cos C g. / 2

This is true since   C  ˇ .

In the case =2 <   0 we have cos. C 2 /  0 for all 0   =2
and the RHS is clearly non-negative.
(ii) Let P be one of the parabola segments P1 ; : : : ; Pm . The points on P are
equidistant from the origin O and some side E of @˝ n .OAC [ OA /. As
in (i) above, let  be the angle formed by the line E and the x-axis so
that the outward normal vector along E is .sin ; cos  / and E has equation
x cos  C y sin  C c D 0 for some c 2 R. Then  2 Œ  ˇ2 ; . We note that
the axis of the parabola has an asymptote at angle D 3 2   . Indeed we shall
 ˇ
prove the required inequality for all 2 Π2 ; 3
2
   Π; .
2 2

Simple computations on P give

 r rd  1  
˛ n D p f . / cos. C  / C ˛Œ1 C sin. C  / :
 d r 2 C 2 sin. C  /
(41)
Hence, noting that   C , the result follows from Lemma 2.2. This completes the
proof. t
u
Proof of Theorem 1.1 This follows easily by approximating the convex set K by a
sequence of convex polygons and using Theorem 3.1; see Fig. 1. u
t
Remark In case ˇ  ˇcr we have ˇ  ˇcr 0:701 and therefore the condition
C ;   minfˇ ; 3ˇ
2 g of Theorems 1.1 and 3.1 takes the simpler form

C ;   ˇ :

If the convex set K is unbounded and @K does not intersect the boundary of ˇ
then there is no need for any restriction. In particular
Theorem 3.2 Let ˝ D K \ ˇ ; where K is an unbounded convex set and ˇ is a
sector of angle ˇ 2 .; 2 whose vertex is inside K. Assume that the boundaries of
K and ˇ do not intersect. Then the Hardy constant of ˝ is cˇ , where cˇ is given
by (5) and (6).
Proof Let u 2 Cc1 .˝/ be fixed. There exists a bounded convex set K1 such that
˝1 WD K1 \ Sˇ satisfies all the assumptions of Theorem 1.1 and in addition

dist.x; @˝/ D dist.x; @˝1 / ; x 2 supp.u/ I

On Hardy Constant of Planar Domains 33

of course, K1 depends on u. Applying Theorem 1.1 to ˝1 we obtain the required

Hardy inequality. t
u
Remark Of course, one could state an intermediate result where the intersection
@K \ @ˇ is exactly one point forming an angle  ; in this the assumption  
minfˇ ; 3ˇ
2 g should hold.

4 Domains Eˇ; with Two Non-convex Angles

We recall from the Introduction that given angles ˇ and  , we denote by Eˇ; the
domain shown in Fig. 2 in case  <  and in Fig. 3 in case  > . Its boundary
@Eˇ; consists of three parts L1 , L2 and L3 . L2 is a line segment and meets the
halflines L3 and L1 at the origin O and the point P.1; 0/ respectively. We assume
that ˇ C   3 so that the halflines L1 and L3 do not intersect. Without loss of
generality we assume that ˇ   and since we are interested in the non-convex case,
we assume that ˇ > .
Proof of Theorem 1.2 Part (i) We denote by  the curve

 D f.x; y/ 2 Eˇ; W dist..x; y/; L1 / D dist..x; y/; L2 [ L3 /g:

The curve  divides Eˇ; in two sets E D f.x; y/ 2 Eˇ; W d.x; y/ D

dist..x; y/; L2 [ L3 /g and EC D f.x; y/ 2 Eˇ; W d.x; y/ D dist..x; y/; L1 /g. We
denote by n the unit normal along  which is outward with respect to E .
Once again we shall use Proposition 3.1. We distinguish two cases: Case A,
where 0    =2 and Case B, where =2    .
Case A (0    =2) We distinguish two subcases.
Subcase Aa ˇ C  < 2. In this case  consists of three parts: a line segment 1
which bisects the angle at P; a parabola segment 2 , whose points are equidistant
from the origin and the line L1 ; and a halfline 3 whose points are equidistant from
L1 and L3 . We parametrize  by the polar angle , so that 1 D f0   2 g,
2 D f 2   ˇ  2 g, and 3 D fˇ  2  < ˇC 2 g.
Let u 2 Cc1 .Eˇ; /. We apply Proposition 3.1 with U D E , 0 D L2 [ L3 and
for the function .x; y/ D . /, where D ˇ and is the polar angle of .x; y/.
We obtain that
Z Z Z
u2 r
jruj2 dx dy  cˇ 2
dx dy C  nu2 dS : (42)
E E d  
34 G. Barbatis and A. Tertikas

We next apply Proposition 3.1 to the domain EC and the function 1 .x; y/ D
d.x; y/˛ . We obtain that
Z Z Z
u2 rd
jruj2 dx dy  cˇ dx dy  ˛  nu2 dS : (43)
EC EC d2  d

Adding (42) and (43) we conclude that

Z Z Z 
2 u2 r rd 
jruj dx dy  cˇ dx dy C ˛  n u2 dS : (44)
Eˇ; Eˇ; d2   d

We note that in the last integral the values of r= are obtained as limits from E
while those of rd=d are obtained as limits from EC . It remains to prove that the
last integral in (44) is non-negative. For this we shall consider the different parts
of  .
(i) The segment 1 (0   =2). Simple computations give that

r rd 1    
˛ D g. / cos. C / C ˛ cos. / ; 0<  I
 d d 2 2 2

this is non-negative by Lemma 27, since ˇ > =2.

(ii) The segment 2 (=2   ˇ  =2). In this case we have
 r rd  1  
˛ n D p f . / cos. C /C˛Œ1Csin. C / ;
 d r 2 C 2 sin. C  /

this is non-negative by Lemma 2.2, since ˇ  2 < 3

2
 .
 ˇC
(iii) The segment 3 (ˇ  2  < 2 ). The line containing 3 has equation

ˇ ˇ sin 

x cos. / C y sin. /D ;
2 2 2 sin. ˇC
2 /

hence the outer (with respect to E ) unit normal along 3 is .cos. ˇ
2
/;
ˇ
sin. 2 //.
Using the fact that d D r sin.ˇ  / on 3 , we have along 3 ,
 r rd  1 0
. / .sin ; cos  /
˛ n D Œ . sin ; cos / C ˛ 
 d r . / d
ˇ ˇ
 .cos. /; sin. //
2 2
On Hardy Constant of Planar Domains 35

1h 0
. / ˇ sin. ˇC
2 /
i
D sin.  /C˛
r . / 2 sin.ˇ  /
 0;

since both terms in the last sum are non-negative (the first one, as the product of two
non-positive terms).
Subcase Ab ˇ C   2. In this case  consists of only two parts 1 and 2 ,
described exactly as in subcase Aa, the only difference being that the range of in
2 is 2  < 3 2   . This means that the parabola segment goes all the way to
infinity. As before we have
 r  
rd  1 0
. /
˛ n D p cos. C  / C ˛Œ1 C sin. C  /
 d r 2 C 2 sin. C  / . /

and the result follows again from Lemma 2.2. This completes the proof in the case
0 <   =2.
Case B (=2    ). On E we again consider the function .x; y/ D . /
and apply Proposition 3.1 as in the previous case. We fix a function u 2 Cc1 .Eˇ; /
and we obtain
Z Z Z
u2 r
jruj2 dx dy  cˇ 2
dx dy C .  n/u2 dS : (45)
E E d  

In EC we consider a new orthonormal coordinate system with cartesian coordi-

nates denoted by .x1 ; y1 / and polar coordinates denoted by .r1 ; 1 /. The origin O1 of
this system is located on the line L1 and is such that the line OO1 is perpendicular
to L1 . The positive x1 axis is then chosen so as to contain L1 (Figure 2) We note that
this choice is such that

the point on 1 for which D 
2
 2
satisfies also 1 D 
2
 2 . (46)

We apply Proposition 3.1 on EC with the function 1 .x; y/ D . 1 /. This

function clearly satisfies  1 D c d2 1 , hence we obtain
Z Z Z
u2 r1
jruj2 dx dy  c dx dy  .  n/u2 dS ; (47)
EC EC d2  1

where, as before, n is the interior to EC unit normal along  .

Adding (45) and (47) we conclude that
Z Z Z 
2 u2 r r1 
jruj dx dy  cˇ dx dy C   n u2 dS : (48)
Eˇ; Eˇ; d2   1
36 G. Barbatis and A. Tertikas

The rest of the proof is devoted to showing that the last integral in (48) is non-
negative.
As in the case 0 <   =2, we need to distinguish two subcases: Subcase Ba,
where ˇ C  < 2, and Subcase Bb, where ˇ C   2.
Subcase Ba ˇ C  < 2. The curve  consists of three parts: a line segment 1
which bisects the angle at P; a (part of a) parabola 2 , whose points are equidistant
from the origin and the line L1 ; and a halfline 3 whose points are equidistant from
L1 and L3 . As before, we consider separately each segment and we parametrize 
by the polar angle so that
  
1 D f 2  W 0  g ; 2 D f   ˇ  g ;

2 2 2
 ˇC 
3 D fˇ   < g:
2 2

(i) The segment 1 (0   =2). We have

0
r . / 
nD cos. C / ; on 1 :
 r . / 2

and similarly
0
r1 . 1/ 
nD cos. 1  /; on 1 :
1 r1 . 1 / 2

Since r1 sin 1 D r sin along 1 , it is enough to prove the inequality

  
g. / cos. C / C g. 1 / cos. 1  /0; 0  : (49)
2 2 2
This has been proved in [7]; we include a proof here for the sake of completeness.
Recalling (46) and applying the sine law we obtain that along 1 the polar angles
and 1 are related by

cot 1 D  cos  cot C sin  : (50)

Claim There holds

1  C  ; on 1 : (51)

Proof of Claim We fix 2 Œ0; =2 and the corresponding 1 D 1 . /. If C

    0, then (51) is obviously true, so we assume that C     0. Since
0  C     =2 and 0  1  =2, (51) is written equivalently cot 1 
cot. C   /; thus, recalling (50), we conclude that to prove the claim it is enough
On Hardy Constant of Planar Domains 37

to show that

 cos  cot C sin   cot. C  / ;    ;
2

or, equivalently (since   C   3=2),


cos  cot2 C. cos  cot  cot  Csin  / cot C1Ccos   0 ;     :
2
(52)
The left-hand side of (52) is an increasing function of cot and therefore takes its
least value at cot D 0. Hence the claim is proved. t
u
For 0   =2  =2 (49) is true since all terms in the left-hand side are
non-negative. So let =2  =2   =2 and 1 D 1 . /. From (50) we find that

d 1 cos .1 C cot2 / C 1 C cot2 1

1 D 
d 1 C cot2 1
1 C sin2  C cos   2 sin  cos  cot C cos .1 C cos  / cot2
D :
1 C cot2 1

The function

h.x/ WD 1 C sin2  C cos   2 sin  cos  x C cos .1 C cos  /x2

is a concave function of x. We will establish the positivity of h.cot / for =2 

=2   =2. For this it is enough to establish the positivity at the endpoints. At
D =2 positivity is obvious, whereas
 
h.tan. // D 1 C sin2  C cos   2 cos  sin2  0:
2 2

From (46) we conclude that 1  for =2  =2   =2. Now, it was proved
in [7, Lemma 4] that the function g is decreasing. Hence for =2  =2   =2
we have,
   
g. / cos. C / C g. 1 / cos. 1  /  g. /Œcos. C / C cos. 1  /
2 2 2 2
C 1  1C
D 2g. / cos. / cos. /
2 2
 0;

where for the last inequality we made use of the claim. Hence (49) has been proved.
38 G. Barbatis and A. Tertikas

(ii) The segment 2 ( 2   ˇ  2 ). After some computations we obtain that

 r 
r1  1
 nD p f . / cos. C  /
 1 r 2 C 2 sin. C  /

f . 1 / sin 1 Œsin. 1    /  cos 1 ;

where and 1 are related by cot 1 D  cos. C  /. The result then follows
by applying [7, Lemma 6].
(iii) The segment 3 (ˇ  2  < ˇC
2
). Simple computations yield that along
3 we have
 r r1  0
. / ˇ 0
. 1/ ˇC
 n D sin.  /C sin.  1 /: (53)
 1 r . / 2 r1 . 1 / 2

The first summand in the right-hand side of (53) is non-negative since 0 . / and
sin. ˇ
2  / are non-positive in the given range of . Moreover, two applications
of the sine law yield that along 3 the coordinates .r; / and .r1 ; 1 / are related by

sin.ˇ  /
r1 sin 1 D r sin.ˇ  / ; tan 1 D :
cos. C  /

It follows in particular that 0  1  =2, and hence =4  ˇC2  1  . Hence

the second summand in the right-hand side of (53) is also non-negative, completing
the proof in this case.
Subcase B2 ˇ C   2. In this case  consists only of two parts 1 and 2 ,
described as in Case B1. The only difference is that the range of in 2 now is

2  < 32   ; the result follows as before. This completes the proof of the
theorem. t
u
Proof of Theorem 1.2 Part (ii) We set for simplicity D ˇC  . We divide Eˇ;
in three parts E1 , E2 and E3 as in Figure 3, and denote Li D .@Ei / \ @Eˇ; . We also
set i D f.i; y/ W y  0g, i D 0; 1, the halflines that are the common boundaries
of the Ej ’s. We first apply Proposition 3.1 to the domain E1 . For this we introduce
polar coordinates .r1 ; 1 / centered at P, so that the positive x1 axis coincides with
the halfline L1 . Let u 2 Cc1 .Eˇ; / be fixed. Applying Proposition 3.1 with .x; y/ D
. 1 / we obtain
Z Z Z
2 u2 .  2 /
0
u2
jruj dx dy  cˇC  dx dy C dy : (54)
E1 E1 d2 .  2 / 1 y
On Hardy Constant of Planar Domains 39

On E3 we use the standard polar coordinates .r; / and the function .x; y/ D
.ˇ /. We obtain
Z Z Z
u2 0
.ˇ  2 / u2
jruj2 dx dy  cˇC  dx dy C dy : (55)
E3 E3 d2 .ˇ  2 / 0 y

Without loss of generality we assume that ˇ   and we therefore have

.  2 /
0
.ˇ  2 /
0
D  0:
.  2 / .ˇ  2 /
R1
Now, we have u.1; y/2  u.0; y/2 D 2 0 uux dx, hence, using also the one-
dimensional Hardy inequality we have for any > 0,
Z Z Z Z
u2 u2 u2 1
dy  dy  2
dx dy C u2x dx dy
0 y 1 y E2 y E2
Z Z Z
1 u2 1 2 1
.  / 2
dx dy C uy dx dy C u2x dx dy
4 E2 y E2 E2

and therefore
Z 1 Z Z Z
u2 u2 u2
jruj2 dx dy   2
dx dy C dy  dy : (56)
E2 4 E2 y2 0 y 1 y

This is also true for D 0. We choose D 0

.  2 /= .  2 / and we note that
by (7) we have

1 p ˇ 1  .  2 / 2
0
1
cˇC    cˇC  tan2 cˇC  D  D  2
:
4 2 4 .  2 / 4

Adding (54), (55) and (56) we obtain the inequalities in all cases.
We now prove the sharpness of the constant. Let C denote the best Hardy
constant for Eˇ; . We extend the halflines L1 and L3 until they meet at a point A,
and we call D0 the resulting infinite sector, whose angle is ˇ C   . We introduce
a family of domains D that are obtained from Eˇ; by moving L2 parallel to itself
towards A so that it is a distance from A. All these domains D have the same
Hardy constant as Eˇ; . Let d .x/ D dist.x; @D / and d0 .x/ D dist.x; @D0 /. Then
clearly d .x/ ! d0 .x/ for all x 2 D0 .
Let u 2 Cc1 .D0 / vanish near 0 . This can be used as a test function for the Hardy
inequality in D , therefore we have
Z Z
2 u2
jruj dx dy  C dx dy ;
D D d2
40 G. Barbatis and A. Tertikas

which can be written equivalently

Z Z
u2
jruj2 dx dy  C dx dy :
D0 D0 d2

Passing to the limit ! 0 we therefore obtain

Z Z
u2
jruj2 dx dy  C dx dy :
D0 D0 d02

Since the best Hardy constant of D0 is cˇC  , we conclude that C  cˇC  ,

which establishes the sharpness. t
u

5 A Dirichlet–Neumann Hardy Inequality

We finally prove Theorem 1.3.

Proof of Theorem 1.3 Let u 2 C1 .Dˇ /. Applying Proposition 3.1 for .x; y/ D
. / we have
Z Z Z
2  2 r
jruj dx dy   u dx dy C  nu2 dS
Dˇ Dˇ   
Z Z
u2 r
D cˇ 2
dx dy C  nu2 dS:
Dˇ d  

A direct computation gives that along  we have

r r0 . / 0
. /
nD p  ;
 r. / r. /2 C r0 . /2 . /

which establishes the inequality. The fact that cˇ is sharp follows by comparing with
the corresponding Dirichlet problem. t
u

References

1. Ancona, A.: On strong barriers and an inequality of Hardy for domains in Rn . J. Lond. Math.
Soc. 34(2), 274–290 (1986)
2. Armitage, D.H., Kuran, U.: The convexity and the superharmonicity of the signed distance
function. Proc. Am. Math. Soc. 93(4), 598–600 (1985)
3. Avkhadiev, F.: Families of domains with best possible Hardy constant. Russ. Math. (Iz. VUZ)
57, 49–52 (2013)
On Hardy Constant of Planar Domains 41

4. Banũelos, R.: Four unknown constants. Oberwolfach Report No. 06 (2009)

5. Barbatis, G., Filippas, S., Tertikas, A.: A unified approach to improved Lp Hardy inequalities
with best constants. Trans. Am. Math. Soc. 356, 2169–2196 (2004)
6. Barbatis, G., Lamberti, P.D.: Shape sensitivity analysis of the Hardy constant. Nonlinear Anal.
Theory Methods Appl. Ser. A Theory Methods 103, 98–112 (2014)
7. Barbatis, G., Tertikas, A.: On the Hardy constant of non-convex planar domains: the case of
the quadrilateral. J. Funct. Anal. 266, 3701–3725 (2014)
8. Davies, E.B.: The Hardy constant. Q. J. Math. Oxford Ser. 184(2), 417–431 (1995)
9. Gkikas, K.: Hardy-Sobolev inequalities in unbounded domains and heat kernel estimates. J.
Funct. Anal. 264, 837–893 (2013)
10. Laptev, A.: Lecture Notes, Warwick, 3–8 April 2005 (unpublished). http://www2.imperial.ac.
uk/alaptev/Papers/ln.pdf
11. Laptev, A., Sobolev, A.: Hardy inequalities for simply connected planar domains. In: Suslina,
T. (ed.) Spectral Theory of Differential Operators. American Mathematical Society Translation
Seriers 2, vol. 225, pp. 133–140. American Mathematical Society, Providence, RI (2008)
12. Tidblom, J.: Improved Lp Hardy inequalities. Ph.D. Thesis, Stockholm University (2005)
Sharp Singular Trudinger-Moser-Adams Type
Inequalities with Exact Growth

Nguyen Lam and Guozhen Lu

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday, with friendship

Abstract The main purpose of this paper is two fold. On the one hand, we review
some recent progress on best constants for various sharp Moser-Trudinger and
Adams inequalities in Euclidean spaces RN , hyperbolic spaces and other settings,
and such sharp inequalities of Lions type. On the other hand, we present and prove
some new results on sharp singular Moser-Trudinger and Adams type inequalities
with exact growth condition and their affine analogues of such inequalities (The-
orems 1.1, 1.2 and 1.3). We also establish a sharpened version of the classical
Moser-Trudinger inequality on finite balls (Theorem 1.4).

Keywords Best constants • Sharp Adams inequalities • Sharp inequalities with

exact growth condition • Sharp Moser-Trudinger inequalities

Mathematics Subject Classification: 26D10, 46E35

1 Introduction

The Trudinger-Moser-Adams inequalities are the replacements in the borderline

case for the Sobolev embeddings. When ˝  Rn is a bounded domain and
k;p np
kp < n, it is well-known that W0 .˝/  Lq .˝/ for all 1  q  nkp .
k; n
However, by counterexamples, W0 k .˝/ ª L1 .˝/. In this situation, Yudovich
[65], Pohozaev [58] and Trudinger [63] obtained independently that W01;n .˝/ 
L'n .˝/ where
 L'n .˝/ is the Orlicz space associated with the Young function
'n .t/ D exp ˛ jtjn=.n1/  1 for some ˛ > 0. These results are refined in the 1971
paper [55] by J. Moser. In fact, we have the following Moser-Trudinger inequality:

N. Lam • G. Lu ()
Department of Mathematics, Wayne State University, Detroit, MI, USA
e-mail: [email protected]; [email protected]

© Springer International Publishing Switzerland 2015 43

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_3
44 N. Lam and G. Lu

Theorem (J. Moser [55]) Let ˝ be a domain with finite measure in Euclidean n-
1
space Rn ; n  2. Then there exists a sharp constant ˇn D n!n1
n1
, where !n1 is
the area of the surface of the unit n-ball, such that
Z  
1 n
exp ˇ juj n1 dx  c0
j˝j ˝

R
for any ˇ  ˇn , any u 2 W01;n .˝/ with ˝ jrujn dx  1 . This constant ˇn is sharp
in the sense that if ˇ > ˇn , then the above inequality can no longer hold with some
c0 independent of u.
This result has been studied and extended in many directions. For instance, we
refer the reader to the sharp Moser inequality with mean value zero by Chang
and Yang [12], Lu and Yang [51], Leckband [41], sharp Moser-Trudinger trace
inequalities and sharp Moser-Trudinger inequalities without boundary conditions by
Cianchi [14, 15], Moser-Trudinger inequality for Hessians by Tian and Wang [62],
a singular version of the Moser-Trudinger inequality by Adimurthi and Sandeep in
[4], etc. We also refer to the survey articles of Chang and Yang [13] and Lam and
Lu [31] for descriptions of applications of such inequalities to nonlinear PDEs.
Recently, using the Lp affine energy Ep .f / of f instead of the standard Lp energy
of gradient krf kp ; where
0 11=n
Z
Ep .f / D cn;p @ kDv f kn
p dv
A ;
Sn1
 1=p
n!n !p1
cn;p D .n!n /1=n ;
2!nCp2
0 11=p
Z
kDv f kp D @ jv  rf .x/jp dxA :
Rn

The authors proved in [16] proved a sharp version of affine Moser-Trudinger

inequality by replacing the constraint jjrf jjn  1 by Ep .f /  1 in Moser’s
inequality: Namely,
Theorem (Cianchi et al. [20]) Let ˝ be a domain with finite measure in Euclidean
n-space Rn ; n  2. Then there exists a constant mn > 0 such that
Z  
1 n
exp ˛ juj n1 dx  mn
j˝j ˝
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 45

for any ˛  ˛n , any u 2 W01;n .˝/ with En .u/  1. The constant ˛n is sharp in the
sense that if ˛ > ˛n , then the above inequality can no longer hold with some mn
independent of u.
It is worthy to note that by the Holder inequality and Fubini’s theorem, we have
that

Ep .f /  krf kp

krf k
for every f 2 W 1;p .Rn / and p  1. Moreover, since the ratio Ep .f /p is not uniformly
bounded from above by any constant, these affine Moser-Trudinger inequalities are
actually stronger than the standard Moser-Trudinger inequality. In [39], Lam, Lu
and Tang used this Ln affine energy En .f / to study several improved versions of the
Moser-Trudinger type inequality in unbounded domains of Lions type.
In [26], Haberl, Schuster and Xiao used an asymmetric Lp affine energy
0 11=n
Z
n
EpC .f / D 21=p cn;p @ DC
v f p
dv A ;
Sn1

DC
v f .x/ D max fDv f .x/; 0g ;

to study an asymmetric affine version of the Moser-Trudinger inequality in the

spirit of [16] by replacing the constraint En .u/  1 in the inequality of [16] by
EnC .u/  1.
We note here that

EpC .f /  Ep .f /  krf kp :

Hence, the theorem of [26] is an improvement of the classical Moser-Trudinger

inequality.
Concerning Moser’s type inequality with respect to high order derivatives,
D.R. Adams, using a different approach, investigated in [2] the following Moser-
Trudinger inequality in the high order case, which is now known as the Adams
inequality:
Theorem (D.R. Adams [2]) Let ˝ be an open and bounded set in Rn . If m is a
positive integer less than n, then there exists a constant C0 D C.n; m/ > 0 such that
m; n
for any u 2 W0 m .˝/ and jjr m ujjL mn .˝/  1, then
Z
1 n
exp.ˇju.x/j nm /dx  C0
j˝j ˝
46 N. Lam and G. Lu

for all ˇ  ˇ.n; m/ where

8 n
ˆ
ˆ  n=2 2m  . mC1
2 /
nm
< n
when m is odd
wn1  . nmC1 /
ˇ.n; m/ D h
2
i nm :
ˆ  n=2 2m  . m2 /
n
:̂ n
when m is even
wn1  . nm
2 /

Furthermore, for any ˇ > ˇ.n; m/, the integral can be made as large as possible.
The Adams inequality was extended recently by Tarsi [61]. More precisely, Tarsi
m; n
used the Sobolev space with Navier boundary conditions WN m .˝/ which contains
m; n
the Sobolev space W0 m .˝/ as a closed subspace: It was shown that the sharp
constants in this case are the same as in the classical Adams’ inequities.
We stress here that the method of Adams was used successfully to establish
the Moser-Trudinger-Adams inequalities in many settings, see on the Riemannian
manifolds by Fontana [24], on the Heisenberg group in [17] and on the CR spheres
in [19] by Cohn and Lu, sharp Moser-Onofri type inequalities on spheres by Beckner
[7] and CR spheres by Branson et al. [8], and generalizations in other settings
[6, 18, 20, 25, 38].
It can be noted that the Moser-Trudinger-Adams inequalities are senseless when
the domains have infinite volume. Thus, it is interesting to investigate versions of
the Moser-Trudinger-Adams inequalities in this setting. There are attempts to extend
the Moser-Trudinger inequality to infinite volume domains by Cao [9] and Ogawa
[56] in dimension two and by Do O in high dimension [22]. Moreover, Adachi
and Tanaka established the best constants for all dimensions in [1]. Interestingly
enough, by the sharp result of Adachi and Tanaka, the Moser-Trudinger type
inequality can only be established for the subcritical case while they use the norm
R n 1=n
Rn jruj dx . Indeed, Adachi and Tanaka in [1] have proved that
Z  
n

R
sup  ˇ juj n1 dx < 1
n
Rn jruj dx1
Rn

if ˇ < ˇn . Moreover, their results are actually sharp in the sense that the supremum
is infinity when ˇ  ˇn . The result of Adachi and Tanaka was investigated in the
affine case in [39] where the authors used the Lp affine energy Ep .f / of f instead of
the standard Lp energy of gradient krf kp : In fact, it was proved in [39] that
   
Theorem (Lam et al. [39]) For any ˇ 2 .0; n/ and ˛ 2 0; 1  ˇn ˛n , there
exists a constant C˛;ˇ > 0 such that
 
Z n;1 ˛ juj n1
n

ˇ
dx  C˛;ˇ kuknnˇ ,
jxj
Rn
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 47

 
for any u 2 W 1;n .Rn / with En .u/  1: This inequality is false for ˛  1  ˇn ˛n
 
in the sense that if ˛  1  ˇn ˛n , then the above inequality can no longer hold
with some C˛;ˇ independent of u. Here

j p 2
X
q 
tj p p
p;q .t/ D e 
t
; j pq D min j 2 N W j   :
jD0
jŠ q q

To achieve the critical case ˇ D ˇn ; Ruf [59] and then Li and Ruf [45] need
R 1=n
to use the full form of the norm in W 1;n , namely, jjujj1;n D Rn jujn dx C
R n 1=n
Rn jruj dx .
Theorem (Ruf [59] and Li and Ruf [45]) For ˛  ˛n , there exists a constant
C˛ > 0 such that
Z  
n
n;1 ˛ juj n1 dx  C˛ ,
Rn

for any u 2 W 1;n .Rn / with jjujj1;n  1: This inequality is false for ˛ > ˛n in the
sense that if ˛ > ˛n , then the above inequality can no longer hold with some C˛
independent of u.
The singular version of Ruf and Li-Ruf inequalities was given in [5], and
sharp Moser’s type inequality on unbounded domains into Lorentz-Sobolev spaces
was established by Cassani and Tarsi [11]. We recall that Lions is the first one
who established an improvement of Moser’s result by sharpening the constant ˇn
[48]. The result of Lions was further improved by Adimurthi and Druet in [3].
Very recently, the authors in [39] used a rearrangement-free argument, initiated in
[34, 35], to study a sharp version of the affine and improved Moser-Trudinger type
inequality on domains of infinite volume in the spirit of Lions [48], namely,
Theorem (Lam et al. [39]) Let 0  ˇ < n and  > 0: Then there exists a constant
C D C .n; ˇ/ > 0 such that for all u 2 C01 .Rn / n f0g, En .u/ < 1, we have

1   !
ˇ
2 n1 1 n ˛n n
Z n;1 juj n1
1
.1CEn .u/n / n1 kuknnˇ
dx  C .n; ˇ/ :
jxjˇ
ˇ

Rn j1  En .u/n j1 n

As a consequence, we have that there exists a constant C D C .n; ˇ; / > 0 such

that

M4;˛  M3;˛  M1;˛  C .n; ˇ; / ;

M4;˛  M2;˛  M1;˛  C .n; ˇ; / ;
48 N. Lam and G. Lu

 
for all 0  ˛  1  ˇn ˛n , where
 1

n
2 n1 ˛
Z n;1 1 juj n1
.1CEn .u/n / n1
M1;˛ D sup ˇ
dx
u2W 1;n .Rn /; En .u/n C kuknn 1 n jxj
R
 
Z n;1 ˛ juj n1
n

M2;˛ D sup dx
u2W 1;n .Rn /; En .u/n C kuknn 1 n jxjˇ
R
!
1 n
2 n1 ˛
Z n;1 juj n1
1
.1Ckruknn / n1
M3;˛ D sup dx
u2W 1;n .Rn /; kruknn C kuknn 1 n jxjˇ
R
 
Z n;1 ˛ juj n1
n

M4;˛ D sup dx:

u2W 1;n .Rn /; kruknn C kuknn 1 n jxjˇ
R

 
Moreover, the constant 1  ˇn ˛n in the above inequality and supremum is sharp
 
in the sense that when ˛ > 1  ˇn ˛n ; M1;˛ D M2;˛ D M3;˛ D M4;˛ D 1.

The Trudinger type inequalities for high order derivatives on domains of infinite
volume were studied by Ozawa [57], Kozono et al. [30] with non-optimal constants.
The sharp constants were recently established by Ruf and Sani [60] in the case of
even derivatives and by Lam and Lu in all order of derivatives including fractional
orders [32, 33, 35, 39]. The idea of Ruf and Sani [60] is to use the comparison
principle for polyharmonic equations (thus only dealt with the case of even order of
derivatives) and thus involves some difficult construction of auxiliary functions. The
argument in [32, 35] uses the representation of the Bessel potentials and thus avoids
dealing with such a comparison principle. Moreover, the argument in [35] does not
use the symmetrization method and thus also works for the sub-Riemannian setting
such as the Heisenberg groups [34, 40].
We state here the Adams inequality on unbounded domains in the most general
form for fractional orders.
Theorem (Lam and Lu [35]) Let 0 <  < n be an arbitrary real positive number,
p D n and  > 0. There holds
Z  
0
sup  ˇ0 .n;  / jujp dx < 1
 Rn
u2W ;p .Rn /; . I / 2 u 1
p
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 49

where
jp 2 j
X t
.t/ D et  ;
jD0
jŠ

jp D min fj 2 N W j  pg  p:

Here
p
p0 D ;
p1
" #p0
n  n=2 2  .=2/
ˇ0 .n;  / D   :
!n1  n 2

Furthermore this inequality is sharp, i.e., if ˇ0 .n;  / is replaced by any ˇ >

ˇ0 .n;  /, then the supremum is infinite.
The main idea in [35] is to write u in the Bessel potential form to avoid the
rearrangement of the high order derivatives. Therefore, we can first establish a
version of the Adams type inequality on domains of finite volume. Using a delicate
decomposition of Rn into level sets of the functions under consideration, we can get
the desired result. This method does not apply symmetrization argument which is
not available on high order Sobolev spaces and Heisenberg groups.
There is also an improved version of the Adams type inequality in the spirit of
Lions [48] as follows:
Theorem (Lam et al. [39]) Let 0  ˇ < n; n  3; and  > 0: Then there exists
a constant C D C .n; ˇ/ > 0 such that for all u 2 C01 .Rn / n f0g, k uk n < 1,
2
u  0; we have
0 1
2  
ˇ
B 2 n2 1 n ˇ.n;2/ n C
n;2 @  n  n2
2 juj n2 A ˇ
Z 2
n
1Ck uk 2n kuk n2
2
dx  C .n; ˇ/ ˇ 2
:
jxjˇ n ˇ1 n
ˇ
ˇ 2ˇ
Rn ˇ1  k uk n ˇ
2

Consequently, we have that there exists a constant C D C .n; ˇ; / > 0 such that
0 1
B 2
2 n2 ˛ n C
n;2 @  n  n2
2 juj n2 A
Z 1Ck uk 2n
2
sup dx  C .n; ˇ; / ;
n
u2W 2; 2 .Rn /;
R n n jxjˇ
Rn j uj 2 C juj 2 1Rn
50 N. Lam and G. Lu

   
for all 0  ˛  1  ˇn ˇ.n; 2/. When ˛ > 1  ˇn ˇ.n; 2/; the supremum is
infinite.
The next aim is to study the sharp subcritical Adams type inequalities in some
special cases. More precisely, we have proved that
Theorem (Lam et al. [39]) For any ˛ 2 .0; ˇ .n; 2//, there exists a constant C˛ > 0
such that
Z   n
n n
n;2 ˛ juj n2 dx  C˛ kuk 2n , 8u 2 W 2; 2 .Rn / ; k uk n  1: (1)
2 2
Rn

Theorem (Lam et al. [39]) For any ˛ 2 .0; ˇ .2m; m//, there exists a constant
C˛ > 0 such that
Z    
2m;m ˛ juj2 dx  C˛ kuk22 , 8u 2 W m;2 R2m ; kr m uk2  1: (2)
R2m

It was proved in [30] that the inequality (1) does not hold when ˛ > ˇ .n; 2/,
neither does inequality (2) when ˛ > ˇ .2m; m/. Nevertheless, we still cannot verify
the borderline case ˛ D ˇ .n; 2/ in the second order case and ˛ D ˇ .2m; m/ in the
high order case in the above two theorems.
Sharp Moser-Trudinger inequalities were also recently established on hyperbolic
spaces Mancini and Sandeep [54] on conformal discs and by Lu and Tang in all
dimensions [49, 50] including singular versions of Adachi-Tanaka type inequalities
[1] and those of Ruf [59] and Li and Ruf type [45]. Sharp Moser-Trudinger
inequalities on unbounded domains of the Heisenberg groups were also established
by Lam, Lu and Tang [34, 37, 39]. We also mention that extremal functions for
Moser-Trudinger inequalities on bounded domains were studied by Carleson and
Chang [10], de Figueiredo et al. [21], Flucher [23], Lin [47], and on Riemannian
manifolds by Li [42, 43], and on unbounded domains by Ruf [59], Li and Ruf
[45], Ishiwata [28] and Ishiwata et al. [29]. In [36], Lam, Lu and Zhang studied
some variants of the Moser-Trudinger type inequalities and their extremals. More
precisely, it was proved in [36] that
Theorem
 (Lam et al. [36]) LetN  2 and 0  ˇ < N. Then for all 0  ˛ <
˛N 1  N ; q  1 and p > q 1  Nˇ (p  q if ˇ D 0); there exists a positive
ˇ

constant Cp;N;˛;ˇ > 0 such that

 
Z N
exp ˛ juj N1 jujp

ˇ

q 1 N
dx  CN;p;q;˛;ˇ kukq ;
RN jxjˇ
   
8u 2 D1;N RN \ Lq RN ; krukN  1:
 
This constant ˛N 1  Nˇ is sharp. Moreover, the supremum can be achieved.
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 51

Very little is known for existence of extremals for Adams inequalities. The only
known cases are in the second order derivatives on compact Riemannian manifolds
and bounded domains in dimension four by Li and Ndiaye [44] and Lu and Yang
[52] respectively.
Very recently, while trying to study critical Moser-Trudinger-Adams type
inequalities in the infinite volume domain cases when using the norm
R n 1=n
Rn jruj dx , Ibrahim et al. [27] and Masmoudi and Sani [54] set up
the following Moser-Trudinger-Adams type inequalities with exact growth in
dimension two and dimension four respectively:
Theorem A (Ibrahim et al. [27]) There exists some uniform constant C > 0 such
that
Z 2
e4juj  1
sup dx  Cjjujj2L2 .R2 / :
u2W 1;2 .R2 /;jjrujjL2 .R2 / 1 R2 .1 C juj2 /

Moreover, the power 2 in the denominator cannot be replaced with any p < 2 .
Theorem B (Masmoudi and Sani [54]) There exists some uniform constant C > 0
such that
Z 2 2
e32 juj  1
sup dx  Cjjujj2L2 .R4 / :
u2W 2;2 .R4 /;jj ujjL2 .R4 / 1 R4 .1 C juj2 /

Moreover, the power 2 in the denominator cannot be replaced with any p < 2 .
A different type of improvement of Moser’s result involving a remainder term in
the norms was given by Wang and Ye [64]. More recently, Lu and Tang [50] have
established a singular version of sharp Moser-Trudinger inequalities on hyperbolic
spaces with exact growth. Thus, the result of [50] extends those of [49] in the same
spirit of [27, 54]. To describe the main result in [50], we need to introduce some
notions.
Let Bn D fx 2 Rn W jxj < 1g denote the unit open ball in the Euclidean space
1 2
R . The space Bn endowed with the Riemannian metric gij D . 1jxj
n
2 / ıij is called

the ball model of the hyperbolic space H . Denote the associated hyperbolic
n
R volume
2
by dV D . 1jxj 2 / n
dx. For any measurable set E  H n
, set jEj D E dV. Let d.0; x/
denote the hyperbolic distance between the origin and x. It is known that d.0; x/ D
1jxj2 2
ln 1Cjxj
1jxj for x 2 H . The hyperbolic gradient rg is given by rg D . 2 / r.
n
R 1
Let ˝  Hn be a bounded domain. Denote kf kn;˝ D . ˝ jf jn dV/ n . Then we
have the following:

Z Z
1 1
krg f kn;˝ D . < rg f ; rg f >n=2
g dV/ D .
n jrf jp dx/ n :
˝ ˝
52 N. Lam and G. Lu

R 1
Let kf kn D . Hn jf jn dV/ n . Then we have
Z Z
1 1
krg f kn D . < rg f ; rg f >n=2
g dV/ D .
n jrf jp dx/ n :
Hn Bn

We use W01;n .˝/ to express the completion of C01 .˝/ under the norm
Z Z
1
kukW 1;n .˝/ D . jf jn dV C jrf jn dx/ n :
0
˝ ˝

We will also use W 1;n .Hn / to express the completion of C01 .Hn / under the norm
Z Z
1
kukW 1;n .Hn / D . jf jn dV C jrf jn dx/ n :
0
Hn Hn

Then the authors have established the following in [50]:

1
Theorem (Lu and Tang [50]) Let ˛n D n!n1 n1
, then there exists a constant C > 0
1;n
such that for any u 2 W .H / satisfying krg ukn  1,
n

Z n
˚n .˛n juj n1 /
n dV  Ckuknn ;
Hn .1 C juj/ n1
Pn2 tj
where ˚n .t/ D ex  jD0 n
jŠ . The result is sharp in the sense that: if the power n1
in the denominator is replaced by any p < n1 , there exists a sequence of function
n

fuk g such that krg uk kn  1, but

Z n
1 Œ˚n .˛n .juk j/ n1 /
dV ! 1:
kuk knn Hn .1 C juj/p

More recently, motivated by the works of [27, 50, 54], H. Tang, M. Zhu and
the second author of this paper have established in [53] the sharp second order
Adams inequality with the exact growth in Rn in general dimension n  3. Thus,
we obtained the extension of the work of [54] to all dimension n  3.
The results of [53] are as follows.
Theorem (Lu et al. [53]) There exists a constant C > 0 such that for all f 2
W 2; 2 .Rn / .n  3/ satisfying k f k n2  1,
n

Z n
˚.ˇn jf j n2 / n
n dx  Ckf k 2n :
Rn .1 C jf j/ n2 2
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 53

Pj n2 2 tj
Where ˚.t/ D exp.t/  jD0 jŠ , j n2 D minfj 2 N W j  2g
n
 n=2 and ˇn D
n
 4
2 n
ˇ.n; 2/ D !n1 Œ  .n=21/ 
n n2 .
We remark that both the power n2n
and the constant ˇ are optimal. These can be
justified by the following theorem.
n
Theorem (Lu et al. [53]) If the power n2 in the denominator is replaced by any
p < n2 , there exists a sequence of function ffk g such that k4uk k n2  1, but
n

Z n
1 ˚.ˇn .jfk j/ n2 /
n dx ! 1:
kuk k 2n Rn .1 C jfk j/p
2

Moreover, if ˛ > ˇn , there exists a sequence of function ffk g such that k4uk k n2  1,
but
Z n
1 ˚.˛.jfk j/ n1 /
dx ! 1;
.1 C jfk j/p
n
kfk k 2n Rn
2

for any p  0.
The main purpose of the remaining part of this paper is to establish sharp singular
Moser-Trudinger and Adams inequalities and then extend the above Theorems A
and B to the singular versions.
Theorem 1.1(Sharp Singular Moser-Trudinger Inequality) Let 0  ˇ < 2 and
0 < ˛  4 1  ˇ2 . Then there exists a constant C D C .˛; ˇ/ > 0 such that for
 
all u 2 W 1;2 R2 W E2C .u/  1; there holds
Z 2
e˛u  1 2ˇ
  dx  C kuk2 :
2ˇ ˇ
1 C juj jxj
R2

Moreover, the power 2ˇ in the denominator cannot be replaced with any q < 2ˇ.

 1.2(Sharp Singular Adams Inequality) Let 0  ˇ < 4 and 0 < ˛ 

Theorem
32 1  ˇ4 . Then there exists a constant C D C .˛; ˇ/ > 0 such that
2

Z 2
e˛u  1 ˇ
2 2  
  dx  C kuk2 for all u 2 W 2;2 R4 W k uk2  1:
1 C juj2ˇ=2 jxjˇ
R4

Moreover, the power 2  ˇ=2in the denominator cannot be replaced with any q <
2  ˇ=2 .
54 N. Lam and G. Lu

As the reader will see, the key ingredients in the proofs of Theorems 1.1 and 1.2
are symmetrization arguments and the Radial Sobolev inequalities: Theorems 2.1
and 2.2 established in Ibrahim et al. [27] and in Masmoudi and Sani [54] (see
Sect. 2). It is worthy noting that such a Radial Sobolev inequality in all dimensions
has been recently established by Lu and Tang [50]:
Theorem (Lu and Tang [50]) Let N  2: There exists a constant C > 0 such
1;N  N 
that for any nonnegative nonincreasing radial function u 2 Wrad R satisfying
u.R/ > 1 and

Z1
ˇ 0 ˇN N1
!N1 ˇu .t/ˇ t dt  K
R

for some R; K > 0, then we have

Z1
 
N
˛N u N1 .R/ ju.t/jN tN1 dt
exp 1
K N1 R
N
RN  C N
:
u N1 .R/ K N1

With this Radial Sobolev inequality, we can prove a sharp version of the singular
affine Moser-Trudinger type inequality with exact growth for N-dimensional case
that we will state here and omit the proof:

 Moser-Trudinger Inequality on R ) Let 0  ˇ <

N
Theorem 1.3 (Sharp  Singular
N and 0 < ˛  ˛N 1  Nˇ . Then there exists a constant C D C .˛; ˇ; N/ > 0 such
 
that for all u 2 W 1;N RN W ENC .u/  1; there holds
 
Z N;1 ˛u N1
N

Nˇ
 
ˇ
 dx  C kukN :
N
1
RN 1 C juj N1 N
jxjˇ

 
Moreover, the power N
1  Nˇ in the denominator cannot be replaced with any
  N1

q < N1
N
1  Nˇ .

Obviously, we can also obtain the singular version of the second order Adams
inequality in Rn for all n  3 by combining the techniques in [53] and the method
here. We shall not present the proof here. We also remark that Theorem 1.2 is true
for all N  3 by incorporating the result in [53].
Our last main result is an improved version of the classical Moser-Trudinger
inequality in W01;n .B/ where B is the unit ball in Rn :
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 55

Theorem 1.4 Let B be the unit ball in Rn : Then there holds

Z  
1 n n
ln n C 1  ˛n juj e˛n juj dx < 1:
n1
sup n1
1;n
u2W .B/; E C .u/1
jxj
0 n B

This constant ˛n is sharp in the sense that if ˛ > ˛n , then

Z  
1 n n
ln n C 1  ˛n juj e˛juj dx D 1:
n1
sup n1

u2W 1;n .B/; E C .u/1

jxj
0 n B

It is worthy noting that by symmetrization arguments, we have

Z  
n
sup exp ˇ juj n1 dx
u2W01;n .B/; krukn 1 B
Z  
n
D sup exp ˇ juj n1 dx:
u2W01;n .B/; krukn 1; u is radially nonincreasing B

Also, if u 2 W01;n .B/ ; krukn  1 and is radially nonincreasing, then we could

show that
n 1
˛n juj n1  ln : (3)
jxjn

Combining these two things and the fact that EpC .f /  krf kp , we obtain
Z  
n
sup exp ˛n juj n1 dx
1;n
u2W0 .B/; krukn 1 B
Z  
1 n n
 ln n C 1  ˛n juj e˛n juj dx:
n1
sup n1

u2W 1;n .B/; E C .u/1

jxj
0 n B

Hence our Theorem 1.4 is indeed an improvement of the classical Moser-Trudinger

inequality [55] on W01;n .B/ :
The organization of the paper is as follows. In Sect. 2, we will recall some
preliminaries on the symmetrization rearrangement and collect some known results
that we will need to prove our sharp singular Moser-Trudinger-Adams inequalities.
Section 3 will give the proof of the sharp singular Moser-Trudinger inequality in R2
(Theorem 1.1 and Sect. 4 contains the proof of the sharp singular Adams inequality
in R4 (Theorem 1.2. Finally, an improvement of the Moser-Trudinger inequality
will be studied in Sect. 5 (Theorem 1.4). Section 6 is devoted to the verification of
sharpness of the constants in Theorems 1.1 and 1.2.
56 N. Lam and G. Lu

2 Some Useful Results

In this section, we introduce some useful results that will be used in our proofs.

2.1 Rearrangements

Let ˝  RN ; N  2, be a measurable set. We denote by ˝ # the open ball BR  RN

centered at 0 of radius R > 0 such that jBR j D j˝j :
Let u W ˝ ! R be a real-valued measurable function. The distribution function
of u is the function

u .t/ D jfx 2 ˝ W ju.x/j > tgj

and the decreasing rearrangement of u is the right-continuous, nonincreasing

function u that is equimeasurable with u W

u .s/ D sup ft  0 W u .t/ > sg :

It is clear that suppu Œ0; j˝j : We also define

Zs
 1
u .s/ D u .t/dt  u .s/:
s
0

Moreover, we define the spherically symmetric decreasing rearrangement of u W

u# W ˝ # ! Œ0; 1
 
u# .x/ D u N jxjN :

Then we have the following important result that could be found in [16, 26, 46]:
Lemma 2.1 (Pólya-Szegö Inequality) Let u 2 W 1;p .Rn /, p  1. Then f # 2
W 1;p .Rn /,
   
EpC f # D Ep f # D rf # p

and
   
EpC f #  EpC .f / I Ep f # D Ep .f / I rf # p
D krf kp :

We now recall two theorems from [27] and [54] respectively and we also refer to
[50, 53] for high dimensional cases.
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 57

Theorem 2.1 There exists a constant

  C > 0 such that for any nonnegative radially
decreasing function u 2 W 1;2 R2 satisfying
Z
u.R/ > 1 and jruj2 dx  K for some K > 0;
R2 nBR

we have
4 2 Z
e K u .R/ 2 C
R  2 juj2 dx:
u2 .R/ K
R2 nBR

 
Theorem 2.2 Let u 2 W 2;2 R4 and let R > 0. If u# .R/ > 1 and f D  u in R4
satisfies

Z1
2
f  .s/ ds  4K for some K > 0;
jBR j

then there exists a universal constant C > 0 such that

32 2 2
Œu# .R/ Z
e K C ˇ # ˇ2
4
R  2 ˇu ˇ dx:
Œu# .R/2 K
R4 nBR

We note here that in the Theorem 2.2 and also in the rest of this paper, when we
write u# .R/; we mean that u# .x/ for jxj D R:
We also recall the following result in [33]:
Lemma 2.2 Let 0 <   1, 1 < p < 1 and a.s; t/ be a non-negative measurable
function on .1; 1/ Œ0; 1/ such that (a.e.)

a.s; t/  1; when 0 < s < t; (4)

0 11=p0
Z0 Z1
0
sup @ C a.s; t/p dsA D b < 1: (5)
t>0
1 t

Then there is a constant c0 D c0 .p; b;  / such that if for   0;

Z1
.s/p ds  1; (6)
1
58 N. Lam and G. Lu

then
Z1
eF .t/ dt  c0 (7)
0

where
0 1p0
Z1
F .t/ D  t   @ a.s; t/.s/dsA : (8)
1

We will need the following strengthened lemma which is needed in the proof of
Theorem 1.4 and is also of independent interest.
Lemma 2.3 Let 1 < p < 1; k 2 N: There exists a constant c0 > 0 such that for
' .s/  0; and

Z1
j'.s/jp ds  1;
0

it follows that

Z1
.F.t/ C 1/k eF.t/ dt  c0
0

where
0 t 1p0
Z
F.t/ D t  @ '.s/dsA  0:
0

Proof Set

E D ft  0 W F .t/  g :

Then we can show that E is empty for sufficiently small , and that there exist
constant A1 ; A2 such that

jE j  A1  C A2 :

Now, we prove by induction.

k D 0 W this is the Lemma 2.2 with  D 1:
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 59

kD1W
Z1 Z1Z1
F.t/
.F.t/ C 1/ e dt D e ddt
0 0 F.t/

Z1 Z
D e dtd
0 F.t/

Z1
D jE j e d
0

 c0 :

Assume that the result is true with k D 0; 1; : : : ; m: Then

Z1 Z1Z1 Z1Z1
mC1 F.t/  m
.F.t// e dt C .m C 1/ e  ddt D e mC1 ddt
0 0 F.t/ 0 F.t/

Z1 Z
D e mC1 dtd
0 F.t/

Z1
D jE j e mC1 d
0

 c0 :

The proof now is completed.

We now state the Hardy-Littlewood inequality that could be found in [46].
   
Lemma 2.4 Let f 2 Lp RN and g 2 Lq RN where 1p C 1q D 1; 1  p; q  1:
Then
Z Z
f .x/ g .x/ dx  f # .x/ g# .x/ dx:
RN RN

Using the above Hardy-Littlewood inequality, we will prove the following result
that will be used later in our proof of Theorems 1.1 and 1.2. This result is also
of independent interest and its proof is not immediately trivial at its first glance.
Nevertheless, it is indeed true after a careful analysis of the monotonicity of the
2
e˛u 1
function .
1Cjuj2ˇ
60 N. Lam and G. Lu

Lemma 2.5 Let 0  ˇ < 2 and ˛ > 0. There holds:

Z Z 2
e ˛ .u /  1
2
e˛u  1
#

  dx    dx
1 C juj2ˇ jxjˇ 1 C ju# j2ˇ jxjˇ
R2 R2

 
for any u 2 W 1;2 R2 :
 
Proof Let u 2 W 1;2 R2 and set

2
e˛u .x/  1 1
f .x/ D .F ı juj/ .x/ D   and g.x/ D ˇ
1 C ju.x/j 2ˇ jxj

where
2
e˛t  1
F.t/ D :
1 C t2ˇ

First, we note here that

1
g# .x/ D D g.x/:
jxjˇ

Now, we claim that F.t/ is nondecreasing on RC . Indeed, we have

2    2 
2˛te˛t 1 C t2ˇ  .2  ˇ/ t1ˇ e˛t  1
F 0 .t/ D  2
1 C t2ˇ
2 
e˛t 2˛t C 2˛t3ˇ  .2  ˇ/ t1ˇ C .2  ˇ/ t1ˇ
D  2
1 C t2ˇ
" 2  #
˛t
1ˇ e 2˛tˇ C 2˛t2  .2  ˇ/ C .2  ˇ/
Dt  2
1 C t2ˇ
t1ˇ h.t/
D 2
1 C t2ˇ

where
2 
h.t/ D e˛t 2˛tˇ C 2˛t2  .2  ˇ/ C .2  ˇ/ :
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 61

Noting that
2  2 
h0 .t/ D 2˛te˛t 2˛tˇ C 2˛t2  .2  ˇ/ C e˛t 2˛ˇtˇ1 C 4˛t
2   
D e˛t 2˛t 2˛tˇ C 2˛t2  .2  ˇ/ C 2˛ˇtˇ1 C 4˛t
2   
D e˛t 2˛t 2˛tˇ C 2˛t2  2˛t .2  ˇ/ C 2˛ˇtˇ1 C 4˛t
2   
D e˛t 2˛t 2˛tˇ C 2˛t2 C 2˛ˇt C 2˛ˇtˇ1
 0;

hence

h.t/  h.0/ D 0 for t  0:

Thus, F 0 .t/  0 when t  0; which means that F is nondecreasing on RC .

Hence, by a property of rearrangement (see [46]), we have that
 
f # .x/ D .F ı juj/# .x/ D F ı u# .x/ :

By Lemma 2.4, we get our desired result.

3 Sharp Singular Truding-Moser Type Inequality with Exact

Growth

In this section, we will prove a version of sharp singular Moser-Trudinger type

inequality with exact growth, namely Theorem 1.1. We follow [27] closely. We
have chosen to present all the details for its completeness. Its proof is essentially an
adaptation of the proof of the non-singular version given in [27] and an application
of our Lemma 2.5, together with a careful decomposition of the integral domains in
terms of the weight function jxj1ˇ and the norms of u.
 
Theorem 3.1 Let 0  ˇ < 2 and 0 < ˛  4 1  ˇ2 . Then there exists a
 
constant C D C .˛; ˇ/ > 0 such that for all u 2 W 1;2 R2 W E2C .u/  1; there
holds
Z 2
e˛u  1 2ˇ
  dx  C kuk2 :
2ˇ ˇ
1 C juj jxj
R2
62 N. Lam and G. Lu

Proof By the symmetrization arguments: the Pólya-Szegö inequality, the Hardy-

Littlewood inequality; Lemma 2.5 and the density arguments, we may assume that
u is a smooth, nonnegative and radially decreasing function. Let R1 D R1 .u/ be such
that

Z ZR1
jruj2 dx D 2 u2r :rdr  1  "0 ;
B R1 0

Z Z1
2
jruj dx D 2 u2r :rdr  "0 :
R2 nBR1 R1

Here "0 2 .0; 1/ is fixed and does not depend on u.

By the Holder’s inequality, we have

Zr2
u .r1 /  u .r2 /   ur dr (9)
r1
0 11=2
Zr2  
r2 1=2
 @ u2r :rdrA ln
r1
r1
 1=2  
1  "0 r2 1=2
 ln for 0 < r1  r2  R1 ;
2 r1

and
 " 1=2  r 1=2
0 2
u .r1 /  u .r2 /  ln for R1  r1  r2 : (10)
2 r1

We define R0 WD inf fr > 0 W u.r/  1g 2 Œ0; 1/ : Hence u.s/  1 when s  R0 .

WLOG, we assume R0 > 0.
Now, we split the integral as follows:
Z 2 Z 2 Z 2
e˛u  1 e˛u  1 e˛u  1
  dx D   dx C   dx
1 C u2ˇ jxjˇ 1 C u2ˇ jxjˇ 1 C u2ˇ jxjˇ
R2 B R0 R2 nBR0

D I C J:
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 63

First, we will estimate J. Since u  1 on R2 n BR0 , we have

Z 2
e˛u  1
JD   dx (11)
1 C u2ˇ jxjˇ
R2 nBR0
Z
u2
C ˇ
dx
fu1g jxj
Z Z
u2 u2
DC ˇ
dx C C ˇ
dx
fu1Ijxj>kuk2 g jxj fu1Ijxjkuk2 g jxj
2ˇ
 C kuk2 :

Hence, now, we just need to deal with the integral I.

Case 1 0 < R0  R1 :
In this case, using (9), we have for 0 < r  R0 W
 1=2  
1  "0 R0 1=2
u.r/  1 C ln :
2 r

By using
 
1 2
.a C b/2  .1 C "/a2 C 1 C b ;
"

we get
 
2 1  "20 R0 1
u .r/  ln C 1C :
2 r "0

Thus, we can estimate the integral I as follows:

Z 2
e˛u  1
ID   dx (12)
1 C u2ˇ jxjˇ
B R0

1"20
 
Z ˛ 2 ln
R0
jxj C˛ 1C "1
e 0
 dx
jxjˇ
B R0

1"20 ZR0 1"20

˛
 CR0 2
r1˛ 2 ˇ dr
0
64 N. Lam and G. Lu

2ˇ
 CR0
0 11 ˇ2
Z
B C
 C@ 1dxA
B R0

2ˇ
 C kuk2 :

Case 2 0 < R1 < R0 :

We have
Z 2
e˛u  1
ID   dx
1 C u2ˇ jxjˇ
B R0
Z 2 Z 2
e˛u  1 e˛u  1
D   dx C   dx
1 C u2ˇ jxjˇ 1 C u2ˇ jxjˇ
B R1 BR0 nBR1

D I1 C I2 :

Using (10), we get

 " 1=2  R 1=2

0 0
u .r/  u .R0 /  ln for r  R1 :
2 r

Hence
 " 1=2  R 1=2
0 0
u .r/  1 C ln
2 r

and again, by using

 
1 2
.a C b/2  .1 C "/a2 C 1 C b
"

we have
 
"0 R0 1
u2 .r/  .1 C "/ ln C 1C ; 8" > 0:
2 r "
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 65

So
Z 2
e˛u  1
I2 D   dx
1 C u2ˇ jxjˇ
BR0 nBR1

ZR0
"0
 C e˛.1C"/ 2 ln r C˛.1C " / r1ˇ dr
R0 1

R1
" "
2ˇ˛.1C"/ 20 2ˇ˛.1C"/ 20
˛.1C"/ 20
"
R0  R1
Ce˛.1C " / R0
1
D "0
2  ˇ  ˛ .1 C "/ 2

Ce˛.1C " /
1  
2ˇ 2ˇ
 "0 R 0  R 1
2  ˇ  ˛ .1 C "/ 2
 1 ˇ2
 C R20  R21
0 11 ˇ2
Z
B C
 C@ 1dxA
BR0 nBR1

2ˇ
 C kuk2 ;
"0
(since ˛  4  2ˇ, we can choose
Z " > 0 such that 2  ˇ  ˛ .1 C "/ 2 > 0).
2
e˛u 1
So, we need to estimate I1 D dx with u .R1 / > 1.
.1Cu2ˇ /jxjˇ
B R1
First, we define

v.r/ D u.r/  u .R1 / on 0  r  R1 :

Z Z
It’s clear that v 2 W01;2 .BR1 / and that 2
jrvj dx D jruj2 dx  1  "0 :
B R1 B R1
Moreover, for 0  r  R1 W

u2 .r/ D Œv.r/ C u .R1 /2

 
2 1 2
 .1 C "/v .r/ C 1 C u .R1 / :
"
66 N. Lam and G. Lu

Hence
Z 2
e˛u  1
I1 D   dx (13)
1 C u2ˇ jxjˇ
B R1

Z
e˛.1C " /u .R1 /
1 2 2 .r/
e.1C"/˛v
 dx
u2ˇ .R1 / jxjˇ
B R1

e˛ . / 1 / Z e˛w2 .r/
1C 1" u2 .R
D dx
u2ˇ .R1 / jxjˇ
B R1

p
where w D 1 C "v: Z Z
It’s clear that w 2 W01;2 .BR1 / and 2
jrwj dx D .1 C "/ jrvj2 dx  .1 C
B R1 B R1
"0
"/ .1  "0 /  1 if we choose 0 < "  1"0
: Hence, using the singular Moser-
Trudinger inequality, we have
Z 2 .r/
ew ˇ
2ˇ
ˇ
dx  C jBR1 j1 2  CR1 : (14)
jxj
B R1

Also, using Theorem 2.1, we have

" #1 ˇ2
e 2ˇ ˛.1C " /u
2 1
e˛.1C " /u .R1 / 2ˇ
1 2 .R
2 1/
R  R21 (15)
u2ˇ .R1 / 1 u2 .R1 /
0 11 ˇ2
Z
BC C
@ 2 juj2 dxA
"0
R2 nBR

 1 ˇ2
C
 kuk22
"20

if we choose " such that

1 1 2 .2  ˇ/ 1
1   1:
"0 " ˛ "0

By (13), (14) and (15), the proof is now completed.

Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 67

4 Sharp Singular Adams Type Inequality with Exact Growth

We will prove Theorem 1.2 in this section. Again, we will adapt the argument of [54]
together with an application of the symmetrization lemma similar to our Lemma 2.5.
We mention that the following theorem holds for all N  3 using the result in [53].
But we only state and present its proof in dimension N D 4.
 
Theorem 4.1 Let 0  ˇ < 4 and 0 < ˛  32 2 1  ˇ4 . Then there exists a
constant C D C .˛; ˇ/ > 0 such that
Z 2
e˛u  1 2 2
ˇ  
  dx  C kuk2 for all u 2 W 2;2 R4 W k uk2  1:
1 C juj2ˇ=2 jxjˇ
R4

 
Proof Fix u 2 C01 R4 such that k uk2  1 and define
˚ 
R0 D R0 .u/ D inf r > 0 W u# .r/  1 2 Œ0; 1/ :

We may assume that R0 > 0.

Similar to the proof of Theorem 1.1, we will need a symmetrization lemma. By
the Hardy-Littlewood inequality and a similar proof to Lemma 2.5, we have
Z Z 2
e˛ .u /  1
2
e˛u  1
#

  dx    dx (16)
1 C u2ˇ=2 jxjˇ 1 C .u# /2ˇ=2 jxjˇ
R4 R4
Z # 2 Z # 2
e˛ .u /  1 e˛ .u /  1
D   dx C   dx
1 C .u# /2ˇ=2 jxjˇ 4
1 C .u# /2ˇ=2 jxjˇ
BR 0 R nBR0

D I C J:

We now estimate J. Indeed, since u# .r/  1 on R4 n BR0 , we get

Z  # 2
u
JC dx (17)
jxjˇ
fu# 1g
Z  # 2 Z  # 2
u u
C dx C C dx
n o jxjˇ n o jxjˇ
1=2 1=2
u# 1I jxjkuk2 u# 1I jxj<kuk2

2 31 ˇ4
Z
 # 2
 C4 u dx5
R4
ˇ
2 2
 C kuk2 :
68 N. Lam and G. Lu

So, the difficult part is the integral I.

Set

f D u
Z1
2
ˇD f  .s/ ds:
0

Then since k uk2  1, we have ˇ  4.

We now fix "0 2 .0; 1/ (we note that "0 is independent of u) and choose R1 D
R1 .u/ > 0 such that

jZBR1 j
2
f  .s/ ds D ˇ .1  "0 / (18)
0

Z1
2
f  .s/ ds D ˇ"0 :
j B R1 j

We have the following result:

0 11=2
p jZBR2 j  4 1=2
2 B
B 
2 C
C r
u .r1 /  u .r2 / 
# #
f .s/ dsA ln 24 for 0 < r1 < r2 :
16 @ r1
j B R1 j
(19)

Hence, by (18) and (19), we get

 1=2  4 1=2
1  "0 r
u# .r1 /  u# .r2 /  ln 24 for 0 < r1 < r2  R1 ; (20)
32 2 r1
 " 1=2  r4 1=2
0
u .r1 /  u .r2 / 
# #
ln 24 for R1  r1 < r2 :
32 2 r1

We distinguish two cases:

Case 1 0 < R0  R1
In this case, by (20), we have for 0 < r  R0 . R1 / W
 1=2  1=2
1  "0 R40
u .r/  1 C
#
ln 4
32 2 r
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 69

 
2 1  "20 R40 1
u .r/
#
 ln 4 C 1 C :
32 2 r "0

Hence,
Z # 2
e ˛ .u /  1
ID   dx (21)
B R0
1 C .u# /2ˇ=2 jxjˇ

ZR0 1"2 R4  
˛ 0 ln 0 C˛ 1C 1
 C e 32 2 r4 "0
r3ˇ dx
0

1"20 ZR0 1"20

4˛
 CR0 32 2
r3ˇ4˛ 32 2 dr
0
4ˇ
 CR0
0 11 ˇ4
Z
B C
 C@ 1dxA
B R0

ˇ
2 2
 C kuk2 :

Case 2 0 < R1 < R0 :

Z 2
e ˛ .u /  1
#

ID   dx
B R0
1 C .u# /2ˇ=2 jxjˇ

Z Z 2
e ˛ .u /  1
#

D C   dx
1 C .u# /2ˇ=2 jxjˇ
B R1 BR0 nBR1

D I1 C I2 :

Again, by (20), we have for R1  r  R0 W

 
2 "0 .1 C "/ R40 1
u# .r/  ln C 1 C ; 8" > 0:
32 2 r4 "
70 N. Lam and G. Lu

 
ˇ
32 2 1 4 1
Hence if we choose 0 < " < ˛ "0
 1; we get

Z 2
e ˛ .u /  1
#

I2 D   dx (22)
1 C .u# /2ˇ=2 jxjˇ
BR0 nBR1

ZR0 " .1C"/ R4

 C e˛ 32 2 ln r4 C˛.1C " / r3ˇ dr
0 0 1

R1
"0 .1C"/ "0 .1C"/ "0 .1C"/
4˛ 4ˇ4˛ 4ˇ4˛
32 2 32 2 32 2
 CR0 R0  R1

"0 .1C"/ "0 .1C"/

4ˇ 4˛ 4ˇ4˛
32 2 32 2
 C R0  R0 R1
h i
4ˇ 4ˇ
 C R0  R1
1 ˇ4
 C R40  R41
0 11 ˇ4
Z
B C
 C@ 1dxA
BR0 nBR1

ˇ
2 2
 C kuk2 :

To estimate I1 , we first note that by (20), we have

 
2 2 1 2
u# .r/  .1 C "/ u# .r/  u# .R1 / C 1 C u# .R1 / ; for all 0  r  R1 I " > 0.
"

As a consequence, we get

Z 2
e ˛ .u /  1
#

I1 D   dx (23)
B R1
1 C .u# /2ˇ=2 jxjˇ

Z 2
e˛ . u /
#
1
 dx
Œu# .R1 /2ˇ=2 jxjˇ
B R1

e˛.1C " /Œu

1 # .R
1/ 2 Z e˛.1C"/Œu# .jxj/u# .R1 /2
C dx:
Œu# .R1 /2ˇ=2 jxjˇ
B R1
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 71

By Theorem 2.2, we have that there exists a universal constant C > 0 such that

0 2
11 ˇ4
2
˛ 4ˇ .1C " /Œu
4 1

e˛.1C " /Œu 
1 # .R
# .R
1/ 1/
D @e A (24)
Œu# .R1 /2ˇ=2 Œu# .R1 /2
0 11 ˇ4
Z
BC ˇ # ˇ2 C C 2 2
ˇ
@ 4 ˇu ˇ dxA  kuk2 :
R1 4ˇ
R1
R4 nB R1

 
ˇ
1 32 2 1 4 1
Here we choose " such that 1 C "
 ˛ "0
:
Now, we claim that
Z 2
e˛.1C"/Œu 
# .jxj/u# .R
1 1/

4ˇ
dx  C: (25)
R1 jxjˇ
B R1

Indeed, we have for 0 < r < jBR1 j W

p jZBR1 j 
 2 f .s/

0  u .r/  u .jBR1 j/  p ds:
16 s
r

Hence,
2 32
q jZBR1 j
p
6 ˇ 1C" f  .s/ 7
exp 4 1  p ds5
Z 2 j B R1
Z j 4 2 s
e˛.1C"/Œu 
# .jxj/u# .R
1/ r
ˇ
dx  C dr
jxj rˇ=4
B R1 0
2 32
Z1 r p jZBR1 j
6
1C" ˇ f  .z/ 7
 C jBR1 j1ˇ=4 exp 6
4 1 4 p dz7 5 e
t.1ˇ=4/
dt
2 z
0 jBR1 jet
0 2 32 1
Z1 p jZBR1 j
B 6 1C" f  .z/ 7 C
 C jBR1 j1ˇ=4 exp B 6
@.1  ˇ=4/ 4 2 p dz7 5  t .1  ˇ=4/C
A dt
z
0 jBR1 jet
72 N. Lam and G. Lu

0 2p 32
Z1 Z t  s
B 1 C " f .jB j e /
 C jBR1 j1ˇ=4 exp @.1  ˇ=4/ 4 jBR1 j es ds5
R1
p
2 jBR1 j es
0 0
1

t .1  ˇ=4/ A dt:

Here, we make change r D jBR1 j et in the second inequality and z D jBR1 j es in
the last one.
Now, using Lemma 2.2 with

 D 1  ˇ=4I p D 2

1 if 0 < s < t
a.s; t/ D
0 otherwise
p
p 1 C "  s
.s/ D jBR1 j f .jBR1 j es / e 2 dsI s  0
2
we can conclude (25). Indeed, we have

Z1 Z1
2 1C" 2
 .s/ds D jBR1 j f  .jBR1 j es / es ds
4
0 0

j B R1 j
Z
1C" 2
D f  .r/ dr
4
0

 .1 C "/ .1  "0 /  1

if we choose " such that

 
2 ˇ
1 1 32 1  4 1
1C  :
"0 " ˛ "0

The proof now is completed.

Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 73

5 Proof of Theorem 1.4

Let u# be the symmetric decreasing rearrangement of u: By rearrangement proper-

ties: the Pólya-Szegö inequality and the Hardy-Littlewood inequality, we get
 
D EnC u#  EnC .u/ ;
ru# n
Z   Z  
1 n
1 n
ln n C 1 e˛n juj dx  ln n C 1 e˛n ju j dx;
n1 # n1

jxj jxj
B B
Z Z
n ˇ ˇ n n
˛n ˇu# ˇ n1 e˛n ju j dx:
n
˛n juj n1 # n1
˛n juj n1 e dx D
B B

Hence, we may assume that u is radially symmetric and nonincreasing.

By changing of variable

jxjn D et ;
n1 1=n
w .t/ D n n !n1 u.x/

we have w.t/ is a C0 -function and 0  t < 1 satisfying

Z1
ˇ 0 ˇn
w.0/ D 0; w  0; 0 ˇw .t/ˇ dt  1
0

and we need to prove that

Z1   n
n
t  w n1 .t/ C 1 ew .t/t dt  MT:
n1

Set
n
F.t/ D t  w n1 .t/;

so we need to show
Z1
.F.t/ C 1/ eF.t/ dt  MT:
0

Using Lemma 2.3 with ' D w0 , we get the result.

74 N. Lam and G. Lu

6 Sharpness of Constants in Theorems 1.1 and 1.2

The main purpose of this section is to prove the sharpness of the constants in
Theorems 1.1 and 1.2.
First, we will show that the Theorem 1.1 is sharp in the sense that the inequality
Z
F.u/ 2ˇ  
ˇ
dx  C kuk2 for all u 2 W 1;2 R2 W E2C .u/  1
jxj
R2

fails if the growth

 
ˇ
4 1 2 u2
e 1
F.u/ D  
2ˇ
1 C juj

is replaced with the higher order growth

2
e˛u  1
F.u/ D
.1 C jujq /
   
where either ˛ > 4 1  ˇ2 and q D 2  ˇ or ˛ D 4 1  ˇ2 and q < 2  ˇ:
The former case is easy since we can find some constant C D C .ˇ/ such that
  
ˇ
Z ˛u2 Z ˛C4 1 2
u2
e 1 e 2 1
  dx  C ˇ
dx:
1 C juj2ˇ jxjˇ jxj
R2 R2

Now, fix q < 2  ˇ and let

 
ˇ
4 1 2 x2
e 1
F.x/ D :
.1 C jxjq /

First, we choose sequences

1
1 n zn " 1 and An " A D
2
such that
0  1
 
2 1  ˇ2 z2n 2 1 ˇ
cn D exp @ A zn
2
F .zn / ! 1:
An
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 75

We can do that since

jxj2ˇ F.x/
lim 
ˇ
 D 1:
jxj!1 2 1 2 jxj2 =K
e
Let
8
ˆ
< zn if r < Tn
jlog rj
un .r/ D zn jlog Tn j if Tn  jxj < 1
:̂ 0 if jxj  1

where
 2
z
Tn D exp  n :
An

Then, it is clear that

Z1
dr
krun k22 D 2z2n D 2An < 1I
r jlog Tn j2
Tn
p
2An
kun k2  I
zn
Z
F.un / 2 2ˇ 2 cn
G .un / D ˇ
dx  Tn F .zn / D :
jxj 2ˇ 2  ˇ zn2ˇ
R2

Hence

G .un /
2ˇ
 Ccn ! 1:
kun k2

Similarly, in Theorem 1.2, we just need to prove that for fix q < 2  ˇ2 , then the
inequality
 
Z ˇ
32 2 1 4 u2
e 1 2 2
ˇ  
dx  C kuk2 for all u 2 W 2;2 R4 W k uk2  1 (26)
.1 C jujq / jxjˇ
R4
76 N. Lam and G. Lu

does not hold. Indeed, consider the sequence introduced by Lu and Yang in [52]:
8q p
ˆ 1 1 r2 1
ˆ 32 2 log Rn 
ˆ C if 0  r  4 Rn
q q
< 8 2 Rn log 1
8 2 log 1
Rn Rn
p
un .r/ D q 1 log 1r if 4 Rn < r  1
ˆ
ˆ 2 2 log R1n
:̂
n if r > 1

where Rn # 0 and n is smooth and is chosen such that for some R > 1 W

n j@B1 D n j@BR D 0;
@ n 1 @ n
j@B1 D q I j@BR D 0
@ 2 2 log R1n @
!
and n; n are all O q 1 : Then, we can verify that
1
log Rn

0 1
B 1 C
kun k2 D O @ q A
1
log Rn
!
1
1k un k22 D1CO :
log R1n

Now, assume (26) holds. Then let

un
vn D ;
k un k2

we get

  0 12 ˇ2
Z ˇ
32 2 1 4 vn2
e 1 2 2
ˇ
B 1 C
ˇ
dx  C kvn k2  C @q A :
.1 C jvn j / jxj
q 1
log Rn
R4

Hence
s !2 ˇ2 Z 
ˇ

32 2 1 4 vn2
1 e 1
lim log dx < 1: (27)
n!1 Rn .1 C jvn j / jxjˇ
q
R4
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 77

q
1
Also, noting that un  32 2
log R1n on B p
4
Rn , we have that

     
Z ˇ
32 2 1 4 vn2 Z ˇ
32 2 1 4 vn2 Z ˇ
32 2 1 4 vn2
e 1 e 1 e
dx  dx % dx
.1 C jvn jq / jxjˇ .1 C jvn jq / jxjˇ jvn jq jxjˇ
R4 Bp
4 R Bp
4 R
n n
  !
ˇ 1 1
32 2 1 4 log
32 2 Rn
exp
k un k22 ˇ
1 4
% q q Rn
1
32 2
log R1n
  !!   q2
ˇ 1 1 1
exp 1 log 1 log :
4 Rn k un k22 Rn

Hence
s !2 ˇ2 Z 
ˇ
 s !2 ˇ2 q
32 2 1 4 vn2
1 e 1 1
lim log ˇ
dx % lim log D1
n!1 Rn .1 C jvn j / jxj q n!1 Rn
R4

which is a contradiction of (27).

Our last main task is to verify (3) since if (3) holds, then with ˛ > ˛n W
Z  
1 n n
ln n C 1  ˛n juj e˛juj dx
n1
sup n1

u2W0;rad
1;n
.B/; E C .u/1
jxj
n B
Z n
 e˛juj dx D 1:
n1
sup
1;n
u2W0;rad .B/; EnC .u/1
B

Indeed, by changing of variable

jxjn D et ;
n1 1=n
w .t/ D n n !n1 u.x/

we have w.t/ satisfies

Z1
ˇ 0 ˇn
w.0/ D 0; w  0; 0 ˇw .t/ˇ dt  1:
0
78 N. Lam and G. Lu

Hence
0 11=n 0 t 1 n1
Zt Zt Z n
ˇ 0 ˇn
w .t/ D w0 .s/ds  @ ˇw .s/ˇ dsA @ 1dsA
0 0 0
n1
t n :

But this is exactly (3).

Acknowledgements This research is partly supported by a US NSF grant DMS#1301595.

References

1. Adachi, S., Tanaka, K.: Trudinger type inequalities in RN and their best exponents. Proc. Am.
Math. Soc. 128, 2051–2057 (1999)
2. Adams, D.R.: A sharp inequality of J. Moser for higher order derivatives. Ann. Math. (2)
128(2), 385–398 (1988)
3. Adimurthi, A., Druet, O.: Blow-up analysis in dimension 2 and a sharp form of Trudinger-
Moser inequality. Commun. Partial Differ. Equ. 29(1–2), 295–322 (2004)
4. Adimurthi, A., Sandeep, K.: A singular Moser-Trudinger embedding and its applications.
NoDEA Nonlinear Differ. Equ. Appl. 13(5–6), 585–603 (2007)
5. Adimurthi, A., Yang, Y.: An interpolation of Hardy inequality and Trudinger-Moser inequality
in RN and its applications. Int. Math. Res. Not. IMRN 13, 2394–2426 (2010)
6. Balogh, Z., Manfredi, J., Tyson, J.: Fundamental solution for the Q-Laplacian and sharp Moser-
Trudinger inequality in Carnot groups. J. Funct. Anal. 204(1), 35–49 (2003)
7. Beckner, W.: Sharp Sobolev inequalities on the sphere and the Moser-Trudinger inequality.
Ann. Math. (2) 138(1), 213–242 (1993)
8. Branson, T., Fontana, L., Morpurgo, C.: Moser-Trudinger and Beckner-Onofri’s inequalities
on the CR sphere. Ann. Math. (2) 177(1), 1–52 (2013)
9. Cao, D.: Nontrivial solution of semilinear elliptic equation with critical exponent in R2 .
Commun. Partial Differ. Equ. 17(3–4), 407–435 (1992)
10. Carleson, L., Chang, S.Y.A.: On the existence of an extremal function for an inequality. J.
Moser. Bull. Sci. Math. (2) 110(2), 113–127 (1986)
11. Cassani, D., Tarsi, C.: A Moser-type inequality in Lorentz-Sobolev spaces for unbounded
domains in RN . Asymptot. Anal. 64(1–2), 29–51 (2009)
12. Chang, S.Y.A., Yang, P.: Conformal deformation of metrics on S2 . J. Differ. Geom. 27, 259–296
(1988)
13. Chang, S.Y.A., Yang, P.: The inequality of Moser and Trudinger and applications to conformal
geometry. Dedicated to the memory of Jürgen K. Moser. Commun. Pure Appl. Math. 56(8),
1135–1150 (2003)
14. Cianchi, A.: Moser-Trudinger inequalities without boundary conditions and isoperimetric
problems. Indiana Univ. Math. J. 54(3), 669–705 (2005)
15. Cianchi, A.: Moser-Trudinger trace inequalities. Adv. Math. 217(5), 2005–2044 (2008)
16. Cianchi, A., Lutwak, E., Yang, D., Zhang, G.: Affine Moser-Trudinger and Morrey-Sobolev
inequalities. Calc. Var. 36(3), 419–436 (2009)
17. Cohn, W.S., Lu, G.: Best constants for Moser-Trudinger inequalities on the Heisenberg group.
Indiana Univ. Math. J. 50(4), 1567–1591 (2001)
Sharp Singular Trudinger-Moser-Adams Inequalities with Exact Growth 79

18. Cohn, W.S., Lu, G.: Best constants for Moser-Trudinger inequalities, fundamental solutions
and one-parameter representation formulas on groups of Heisenberg type. Acta Math. Sin.
(Engl. Ser.) 18(2), 375–390 (2002)
19. Cohn, W.S., Lu, G.: Sharp constants for Moser-Trudinger inequalities on spheres in complex
space Cn . Commun. Pure Appl. Math. 57(11), 1458–1493 (2004)
20. Cohn, W.S., Lam, N., Lu, G., Yang, Y.: The Moser-Trudinger inequality in unbounded domains
of Heisenberg group and sub-elliptic equations. Nonlinear Anal. Theory Methods Appl. 75(12),
4483–4495 (2012)
21. de Figueiredo, D.G., do Ó, J.M., Ruf, B.: On an inequality by N. Trudinger and J. Moser and
related elliptic equations. Commun. Pure Appl. Math. 55(2), 135–152 (2002)
22. do Ó, J.M.: N-Laplacian equations in RN with critical growth. Abstr. Appl. Anal. 2(3–4), 301–
315 (1997)
23. Flucher, M.: Extremal functions for the Trudinger-Moser inequality in 2 dimensions. Com-
ment. Math. Helv. 67 (1992), no. 3, 471–497.
24. Fontana, L.: Sharp borderline Sobolev inequalities on compact Riemannian manifolds. Com-
mun. Math. Helv. 68, 415–454 (1993)
25. Fontana, L., Morpurgo, C.: Adams inequalities on measure spaces. Adv. Math. 226(6), 5066–
5119 (2011)
26. Haberl, C., Schuster, F.E., Xiao, J.: An asymmetric affine Pólya–Szegö principle. Math. Ann.
352(3), 517–542
27. Ibrahim, S., Masmoudi, N., Nakanishi, K.: Trudinger-Moser inequality on the whole plane with
the exact growth condition. arXiv:1110.1712v1
28. Ishiwata, M.: Existence and nonexistence of maximizers for variational problems associated
with Trudinger-Moser type inequalities in RN . Math. Ann. 351(4), 781–804 (2011)
29. Ishiwata, M., Nakamura, M., Wadade, H.: On the sharp constant for the weighted Trudinger-
Moser type inequality of the scaling invariant form. Ann. I. H. Poincaré-AN (2013). http://dx.
doi.org/10.1016/j.anihpc.2013.03.004
30. Kozono, H., Sato, T., Wadade, H.: Upper bound of the best constant of a Trudinger-Moser
inequality and its application to a Gagliardo-Nirenberg inequality. Indiana Univ. Math. J. 55(6),
1951–1974 (2006)
31. Lam, N., Lu, G.: The Moser-Trudinger and Adams inequalities and elliptic and subelliptic
equations with nonlinearity of exponential growth. In: Recent Developments in Geometry
and Analysis. Advanced Lectures in Mathematics (ALM), vol. 23, pp. 179–251. International
Press, Somerville (2012)
n
32. Lam, N., Lu, G.: Sharp Adams type inequalities in Sobolev spaces W m; m .Rn / for arbitrary
integer m. J. Differ. Equ. 253, 1143–1171 (2012)
33. Lam, N., Lu, G.: Sharp singular Adams inequalities in high order Sobolev spaces. Methods
Appl. Anal. 19(3), 243–266 (2012)
34. Lam, N., Lu, G.: Sharp Moser-Trudinger inequality on the Heisenberg group at the critical case
and applications. Adv. Math. 231, 3259–3287 (2012)
35. Lam, N., Lu, G.: A new approach to sharp Moser-Trudinger and Adams type inequalities: a
rearrangement-free argument. J. Differ. Equ. 255(3), 298–325 (2013)
36. Lam, N., Lu, G., Zhang, L.: Sharp singular Trudinger-Moser inequalities and their extremals.
Preprint (2013)
37. Lam, N., Tang, H.: Sharp constants for weighted Moser-Trudinger inequalities on groups of
Heisenberg type. Nonlinear Anal. 89, 95–109 (2013)
38. Lam, N., Lu, G., Tang, H.: On nonuniformly subelliptic equations of Q-sub-Laplacian type
with critical growth in the Heisenberg group. Adv. Nonlinear Stud. 12(3), 659–681 (2012)
39. Lam, N., Lu, G., Tang, H.: Sharp affine and improved Moser-Trudinger-Adams type inequali-
ties on unbounded domains in the spirit of Lions. Preprint (2013)
40. Lam, N., Lu, G., Tang, H.: Sharp subcritical Moser-Trudinger inequalities on Heisenberg
groups and subelliptic PDEs. Nonlinear Anal. 95, 77–92 (2014)
41. Leckband, M.: Moser’s inequality on the ball Bn for functions with mean value zero. Commun.
Pure Appl. Math. LVIII, 0789–0798 (2005)
80 N. Lam and G. Lu

42. Li, Y.X.: Moser-Trudinger inequality on compact Riemannian manifolds of dimension two. J.
Partial Differ. Equ. 14(2), 163–192 (2001)
43. Li, Y.X.: Extremal functions for the Moser-Trudinger inequalities on compact Riemannian
manifolds. Sci. China Ser. A 48(5), 618–648 (2005)
44. Li, Y.X., Ndiaye, C.: Extremal functions for Moser-Trudinger type inequality on compact
closed 4-manifolds. J. Geom. Anal. 17(4), 669–699 (2007)
45. Li, Y.X., Ruf, B.: A sharp Trudinger-Moser type inequality for unbounded domains in Rn .
Indiana Univ. Math. J. 57(1), 451–480 (2008)
46. Lieb, E.H., Loss, M.: Analysis. Graduate Studies in Mathematics, vol. 14, xxii+346 pp, 2nd
edn. American Mathematical Society, Providence (2001)
47. Lin, K.: Extremal functions for Moser’s inequality. Trans. Am. Math. Soc. 348(7), 2663–2671
(1996)
48. Lions, P.L.: The concentration-compactness principle in the calculus of variations. The limit
case. II. Rev. Mat. Iberoam. 1(2), 45–121 (1985)
49. Lu, G., Tang, H.: Best constants for Moser-Trudinger inequalities on high dimensional
hyperbolic spaces. Adv. Nonlinear Stud. 13, 1035–1052 (2013)
50. Lu, G., Tang, H.: Sharp Moser-Trudinger inequalities on hyperbolic spaces with the exact
growth condition. J. Geom. Anal. (2015)
51. Lu, G., Yang, Y.: A sharpened Moser-Pohozaev-Trudinger inequality with mean value zero in
R2 . Nonlinear Anal. 70(8), 2992–3001 (2009)
52. Lu, G., Yang, Y.: Adams’ inequalities for bi-Laplacian and extremal functions in dimension
four. Adv. Math. 220, 1135–1170 (2009)
53. Lu, G., Tang, H., Zhu, M.: Sharp Trudinger-Moser-Adams inequality with the exact growth
condition in Rn . Adv. Nonlinear Stud. 15(4) (2015)
54. Masmoudi, N., Sani, F.: Adams’ inequality with the exact growth condition in R4 . Commun.
Pure Appl. Math. 67(8), 1307–1335 (2014)
55. Moser, J.: A sharp form of an inequality by N. Trudinger. Indiana Univ. Math. J. 20, 1077–1092
(1970/1971)
56. Ogawa, T.: A proof of Trudinger’s inequality and its application to nonlinear Schršdinger
equations. Nonlinear Anal. 14(9), 765–769 (1990)
57. Ozawa, T.: On critical cases of Sobolev’s inequalities. J. Funct. Anal. 127(2), 259–269 (1995)
58. Pohožaev, S.I.: On the eigenfunctions of the equation u C f .u/ D 0. (Russian) Dokl. Akad.
Nauk SSSR 165, 36–39 (1965)
59. Ruf, B.: A sharp Trudinger-Moser type inequality for unbounded domains in R2 . J. Funct.
Anal. 219(2), 340–367 (2005)
60. Ruf, B., Sani, F.: Sharp Adams-type inequalities in Rn . Trans. Am. Math. Soc. 365(2), 645–670
(2013)
61. Tarsi, C.: Adams’ inequality and limiting Sobolev embeddings into Zygmund spaces. Potential
Anal. 37(4), 353–385 (2012)
62. Tian, G., Wang, X.: Moser-Trudinger type inequalities for the Hessian equation. J. Funct. Anal.
259(8), 1974–2002 (2010)
63. Trudinger, N.S.: On imbeddings into Orlicz spaces and some applications. J. Math. Mech. 17,
473–483 (1967)
64. Wang, G., Ye, D.: A Hardy-Moser-Trudinger inequality. Adv. Math. 230(1), 294–320 (2012)
65. Yudovič, V. I.: Some estimates connected with integral operators and with solutions of elliptic
equations. (Russian) Dokl. Akad. Nauk SSSR 138, 805–808 (1961)
A Quantitative Lusin Theorem for Functions
in BV

András Telcs and Vincenzo Vespri

Dedicated to our friend Ermanno Lanconelli on the occasion of

his 70th birthday

Abstract We extend to the BV case a measure theoretic lemma previously proved

by DiBenedetto et al. (Atti Accad. Naz. Lincei Cl. Sci. Mat. Appl. 9, 223–225,
1;1
2006) in Wloc . It states that if the set where u is positive occupies a sizable portion
of an open set E then the set where u is positive clusters about at least one point
of E. In this note we follow the proof given in the Appendix of DiBenedetto and
Vespri (Arch. Ration. Mech. Anal. 132, 247–309, 1995) so we are able to use only
a 1-dimensional Poincaré inequality.

Keywords BV functions • Lusin theorem

AMS Classification: Primary: 46E35, Secondary: 28A12

1 Introduction

For  > 0, denote by K .y/  RN a cube of edge  centered at y. If y is the origin

on RN , we write K .0/ D K . For any measurable set A  RN , by jAj we denote its
N-dimensional Lebesgue measure.

A. Telcs
Department of Quantitative Methods, Faculty of Economics, University of Pannonia, Veszprém,
Hungary
Department of Computer Science and Information Theory, Budapest University of Technology
and Economic, Budapest, Hungary
e-mail: [email protected]
V. Vespri ()
Dipartimento di Matematica ed Informatica Ulisse Dini, Università degli Studi di Firenze,
Firenze, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 81

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_4
82 A. Telcs and V. Vespri

If u is a continuous function in a domain E and u.x0 / > 0 for a point x0 2 E then

there is a r > 0 such that u.x/ > 0 in Kr .x0 / \ E. If u 2 C1 then we can quantify the
radius r in terms of the C1 norm of u.
The Lusin Theorem says that if u is a measurable function in a bounded domain
E, than for any " > 0 there is a continuous function g such that g D u in E except
in a small set V  E such that jVj  ".
In this note we want to generalize the previous property in the case of measurable
functions. Very roughly speaking, we prove that if u 2 BV.E/ and u.x0 / > 0 for
a point x0 2 E than for any " > 0 there is a positive r, that can be quantitatively
estimated in terms of " and the BV norm of u, such that u.x/ > 0 for any x 2
Kr .x0 / \ E except in a small set V  E such that jVj  "jKr .x0 /j. Obviously we will
state a more precise result in the sequel.
Such kind of result has natural application in regularity theory for solutions to
PDE’s (see for instance the monograph [3] for an overview). The case of W 1;p .E/,
with 1 < p < 1 , was studied in the Appendix of [1]. It was generalized in the case
of W 1;1 .E/ in [2].
Here we combine the proofs of [1, 2] in order to generalize this result in BV
spaces. Moreover in this note we use a proof based only on 1-dimensional Poincaré
inequality. This approach could be useful in the case anisotropic operators where it
is likely that will be necessary to develop a new approach tailored on the structure of
the operator (a first step in this direction can be found in [4]). We prove the following
Measure Theoretical Lemma.
Lemma 1.1 Let u 2 BV.K / satisfy

kukBV.K /  N1 and jŒu > 1j  ˛jK j (1)

for some  > 0 and ˛ 2 .0; 1/. Then, for every ı 2 .0; 1/ and 0 <  < 1 there exist
xo 2 K and D .˛; ı; ; ; N/ 2 .0; 1/, such that

jŒu >  \ K  .xo /j > .1  ı/jK  .xo /j: (2)

Roughly speaking the Lemma asserts that if the set where u is bounded away from
zero occupies a sizable portion of K , then there exists at least one point xo and a
neighborhood K  .xo / where u remains large in a large portion of K  .xo /. Thus the
set where u is positive clusters about at least one point of K .
In Sect. 2, we operate a suitable partition of K . In Sect. 3 we prove the result
in the case N D 2 ( an analogous proof works for N D 1. We consider more
meaningful to prove the result directly in the less trivial case N D 2). In Sect. 4, by
an induction argument, we extend the lemma to any dimension.
A Quantitative Lusin Theorem for Functions in BV 83

2 Proof: A Partition of the Cube

It suffices to establish the Lemma for u continuous and  D 1. For n 2 N partition

K1 into nN cubes, with pairwise disjoint interior and each of edge 1=n. Divide these
cubes into two finite subcollections QC and Q by
˛
Qj 2 Q C ” jŒu > 1 \ Qj j > jQj j
2
˛
Qi 2 Q  ” jŒu > 1 \ Qi j  jQi j
2

and denote by #.QC / the number of cubes in QC . By the assumption

X X
jŒu > 1 \ Qj j C jŒu > 1 \ Qi j > ˛jK1 j D ˛nN jQj
Qj 2QC Qi 2Q

where jQj is the common measure of the Ql . From the definitions of the classes Q˙ ,
X jŒu > 1 \ Qj j X jŒu > 1 \ Qi j ˛
˛nN < C < #.QC / C .nN  #.QC //:
jQ j j 
jQ i j 2
C
Qj 2Q Qi 2Q

Therefore
˛
#.QC / > nN :
2˛

Consider now a subcollection Q N C of QC . A cube Qj belongs to Q

N C if Qj 2 QC
2˛
and kukBV.Qj /  kukBV.K1 / .
.2  ˛/nN
Clearly

N C/ > ˛
#.Q nN : (3)
2.2  ˛/

Fix ı;  2 .0; 1/. The idea of the proof is that an alternative occurs. Either there
is a cube Qj 2 QN C such that there is a subcube Q Q  Qj where

Q  .1  ı/jQj
jŒu >  \ Qj Q (4)

N C there exists a constant c D c.˛; ı; ; ; N/ such that

or for any cube Qj 2 Q

1
kukBV.Qj /  c.˛; ı; ; ; N/ : (5)
nN1
84 A. Telcs and V. Vespri

N C , we can add (5) over all such

Hence if (4) does not hold for any cube Qj 2 Q
Qj . Therefore taking into account (3), we have

˛
c.˛; ı; ; N/n  kukBV.K1 /  
2˛
and for n large enough this fact leads to an evident absurdum.

3 Proof of the Lemma 1.1 When N D 2

The proof is quite similar to the one of Appendix A.1 of [1] to which we refer the
reader for more details. For sake of simplicity we will use the same notation of [1].
N C . Without loss of generality we may assume .xo ; yo / D
Let K 1 .xo ; yo / 2 Q
n
.0; 0/. Assume that
ˇ ˇ ˛
ˇ ˇ
ˇŒu > 1 \ K n1 ˇ > jK 1n j (6)
2
2˛
kukBV.K 1 /  kukBV.K1 / : (7)
n .2  ˛/n2

1 1
Denote by .x; y/ the coordinates of R2 and, for x 2 . ; / let Y.x/ the cross
2n 2n
section of the set Œu > 1 \ K 1 with lines parallel to y-axis, through the abscissa x,
n
i.e.
1 1
Y.x/ fy 2 . ; / such that u.x; y/ > 1g:
2n 2n
Therefore
Z 1
2n
jŒu > 1 \ K 1 j jY.x/jdx:
n 1
 2n

˛
Since, by (6), jŒu > 1 \ K 1 j > jK 1 j,
n 2 n
1 1
there exists some xQ 2 . ; / such that
2n 2n
˛
jY.Qx/j  : (8)
4n
A Quantitative Lusin Theorem for Functions in BV 85

Define

1 1 .1 C /
AxQ fy 2 Y.Qx/ such that 9x 2 . ; / such that u.x; y/  g:
2n 2n 2

.1  /
Note that for any y 2 AxQ the variation along the x direction is at least :
2
˛ ˛.1  /
If jAxQ j  , we have that the BV norm of u in K 1 is at least and
8n n 16n
therefore (5) holds.
˛
If jAxQ j  , we have that there exists at least a yQ 2 Y.Qx/ such that u(x,Qy/ 
8n
.1 C / 1 1
for any x 2 . ; /:
2 2n 2n
Define
1 1 1 1
AyQ fx 2 . ; / such that 9y 2 . ; / such that u.x; y/  g:
2n 2n 2n 2n

.1  /
Note that for any x 2 AyQ the variation along the y direction is at least :
2
ı ı.1  /
If jAyQ j  we have that the BV norm of u in K 1 is at least and
n n 2n
therefore (5) holds.
ı
If jAyQ j  we have that jŒu >  \ K 1 j  .1  ı/jK 1 j and therefore (4) holds.
n n n
Summarizing either (4) or (5) hold. Therefore the alternative occurs and the case
N D 2 is proved.

4 Proof of the Lemma 1.1 When N > 2

Assume that Lemma 1.1 is proved in the case N D m and let us prove it when
N D m C 1.
Let z a point of RmC1 . To make to notation easier, write z D .x; y/ where x 2 R
and y 2 Rm .
N C . Without loss of generality we may assume z D .0; 0/. Assume
Let K 1 .z/ 2 Q
n
that
ˇ ˇ ˛
ˇ ˇ
ˇŒu > 1 \ K n1 ˇ > jK 1n j (9)
2
2˛
kukBV.K 1 /  kukBV.K1 / : (10)
n .2  ˛/nmC1
86 A. Telcs and V. Vespri

1 1
For any x 2 . ; / consider the m -dimensional cube centered in .x; 0/,
2n 2n
orthogonal to the x-axis and with edge 1n and denote this cube with KN 1 .x/. Define AN
n
1 1
as the set of the x 2 . ; / such that
2n 2n
ˇ ˇ ˛
ˇ ˇ
ˇŒu > 1 \ KN n1 .x/ˇ > jKN n1 .x/j
4
and
16
kukBV.KN 1 .x//  kukBV.K1 / :
n .2  ˛/nm

It is possible to prove that

N  ˛
jAj :
8n

Let xN 2 AN and apply Lemma 1.1 to KN 1 .Nx/ (we can do so because KN 1 .Nx/ is a
n n
m-dimensional set).
So we get the existence of a constant 0 > 0 and a point yo 2 KN 1 .Nx/ such that if
n
we define the set

.1 C /
A f.Nx; y/ 2 KN 0 .Nx; y0 / such that u.Nx; y/  g
n 2
0
where KN 0 .Nx; y0 / denotes the m-dimensional cube of edge , centered in .Nx; y0 /
n n
and orthogonal to the x-axis, we have

ı 0
jAj  .1  /. /m : (11)
2 n
Define
1 1
B fy 2 A such that 9x 2 . ; / such that u.x; y/  g:
2n 2n

.1  /
Note that for any y 2 B the variation along the x direction is at least :
2
ı 0 ı.1  / 0 m
If jBj  . /m , we have that the BV norm of u in K 1 is at least . /
2 n n 4 n
and therefore (5) holds.
A Quantitative Lusin Theorem for Functions in BV 87

ı 0 m 1 1
If jBj  . / , taking in account (11) we have that in the cylinder . ; /
2 n 2n 2n
m
KN 0 .0; y0 / the measure of the set where u.x; y/   is greater than .1  ı/ mC1o
:
n n
Therefore (4) holds in a suitable subcube of K 1 .
n
Summarizing either (4) or (5) hold. Therefore the alternative occurs and the case
N > 2 is proved.

Acknowledgements This research was supported by the Italian-Hungarian executive project

HU11MO10 “NonLinear Diffusion Processes and Mathematical Modelling in Finance.”

References

1. DiBenedetto, E., Vespri, V.: On the singular equation ˇ.u/t D u. Arch. Ration. Mech. Anal.
132, 247–309 (1995)
2. DiBenedetto, E., Gianazza, U., Vespri, V.: Local clustering of the non-zero set of functions in
W 1;1 .E/. Atti Accad. Naz. Lincei Cl. Sci. Mat. Appl. 9, 223–225 (2006)
3. DiBenedetto, E., Gianazza, U., Vespri, V.: Harnack’s inequality for degenerate and singular
parabolic equations. In: Springer Monographs in Mathematics. Springer, New York (2011)
4. Düzgün, F.G., Marcellini, P., Vespri, V.: An alternative approach to the Hölder continuity of
solutions to some elliptic equations. NonLinear Anal. 94, 133–141 (2014)
X-Elliptic Harmonic Maps

Sorin Dragomir

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract We study X-elliptic harmonic maps of an open set U  RN endowed

with a family of vector fields X D fX1 ;    ; Xm g into a Riemannian manifold
S i.e. C1 solutions  W U ! S to the nonlinear system L ˛ C aij .ˇ ˛
ı
ˇ 
P N
/.@xi  /.@xj  / D 0 where L D i;jD1 @xj .a .x/ @xj u/ is an uniformly X-elliptic
ij

operator. We establish a Solomon type (cf. Solomon, J Differ Geom 21:151–162,

1985) result for X-elliptic harmonic maps  W U ! SM n˙ with values into a sphere
and omitting a codimension two totally geodesic submanifold ˙  SM . As an
application of Harnack inequality (for positive solutions to Lu D 0) in Gutiérrez and
Lanconelli (Commun Partial Differ Equ 28:1833–1862, 2003) we prove openness
of X-elliptic harmonic morphisms.

Keywords Harmonic maps • X-elliptic vector fields

AMS Classification: Primary: 53C43, Secondary: 35H20

1 Statement of Main Results

Let U  RN be an open set and let X D fX1 ;    ; Xm g  X.U / be a family of

vector fields

X
N
Xa D bia .x/ @xi ; 1  a  m;
iD1

S. Dragomir ()
Dipartimento di Matematica, Informatica ed Economia, Università degli Studi della Basilicata,
Potenza, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 89

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_5
90 S. Dragomir

with bia 2 C1 .U /. Let L be the second order differential operator

X
N
Lu D @xj .aij .x/ @xj u/; (1)
i;jD1

where aij D aji are measurable functions on U . Let us set A D Œaij  and let ˝  U
be an open subset. L is X-elliptic in ˝ if there is a constant  > 0 such that

X
m
 
 hXa .x/; i2  hA.x/; i ;  2 RN ; x 2 ˝; (2)
aD1

PN
where hA.x/; i D i;jD1 a .x/i j . Also L is uniformly X-elliptic in ˝ if L is
ij

X-elliptic in ˝ and there is a constant  > 0 such that

X
m
 
hA.x/; i   hXa .x/; i2 ;  2 RN ; x 2 ˝: (3)
aD1

X-Elliptic operators were introduced by E. Lanconelli and A.E. Kogoi, [8] (cf. also
[4]) although the notion is implicit in [10] and goes back as far as the work by E.
Lanconelli, [7], for particular systems of vector fields X D fj @xj W 1  j  Ng. In
this paper we consider nonlinear PDEs systems of variational origin

 L ˛ C aij .ˇ
˛
ı /.@xi  ˇ /.@xj   / D 0 (4)

whose principal part is an X-elliptic operator. C1 solutions  W U ! S to (4) are

termed X-elliptic harmonic maps and are the main object of study in this work. Here
˛
S is a Riemannian manifold, with the metric tensor h, and ˇ are the Christoffel
symbols of h˛ˇ D h.@˛ ; @ˇ / with respect to a local coordinate system .V; y˛ / on
S (also @˛ @=@y˛ ). The vector fields X D fX1 ;    ; Xm g are requested to satisfy
the structural assumptions in [4] (i.e. the assumptions (D), (S), (LT), (P) and (I) in
Sect. 2). Exploiting the variational structure of (4) we establish
Theorem 1.1 Let L be uniformly X-elliptic on U . Let  W U ! SM be an X-elliptic
harmonic map. Let ˙  SM be a totally geodesic codimension two submanifold.
Then either (i)  meets ˙ i.e. .U / \ ˙ ¤ ; or (ii)  W U ! SM n ˙ is
homotopically nontrivial, or (iii) if  W U ! SM n ˙ is null-homotopic then for
every smoothly bounded domain ˝  RN such that ˝  U , X is a Hörmander
system on ˝, and @˝ is characteristic relative to X, the map  W ˝ ! SM n ˙ is
constant.
If X D f@xi W 1  i  Ng and aij are the (reciprocal) coefficients of a Riemannian
metric a on U an X-elliptic harmonic map  W U ! S is an ordinary harmonic
map (in the sense of [9]) among the Riemannian manifolds .U ; a/ and .S; h/ hence
Theorem 1.1 is an analog to a result in [11]. When S is the sphere SM  RMC1 we
may (as well as in [11]) exploit the fact that SM n ˙ is isometric to a warped product
X-Elliptic Harmonic Maps 91

1
w S , to consider a special variation .F; u C t'/ of  D .F; u/
M1
manifold SC
with respect to which (4) reduces to a single X-elliptic equation and the maximum
principle (as devised in [4]) applies. However it doesn’t directly yield constancy
of u and the conclusion in Lemma 4.1 requires (unlike the elliptic case in [11])
an additional argument working only on domains with characteristic boundary and
provided X is a Hörmander system.
A map  2 C1 .U ; S/ is an X-elliptic harmonic morphism if for every local
harmonic function v W V ! R (i.e. V  S is an open subset and h v D 0 in V) one
has L.v ı / D 0 in U D  1 .V/. Here h is the Laplace-Beltrami operator of the
Riemannian manifold .S; h/. We establish the following Fuglede-Ishihara type (cf.
[2] and [5]) result
Theorem 1.2 Let L be X-elliptic on U . Then (i) any X-elliptic harmonic morphism
 W U ! S is an X-elliptic harmonic map and there is a continuous function
 W U ! Œ0; C1/ such that 2 is C1 and
˝ ˛
A.x/D ˛ .x/ ; D ˇ .x/ D  .x/2 ı ˛ˇ ; 1  ˛; ˇ  M; (5)

for any x 2 U and any normal local coordinate system .V; y˛ / on S centered at x
(here  ˛ D y˛ ı ). Conversely (ii) any X-elliptic harmonic map satisfying (5) is an
X-elliptic harmonic morphism. (iii) If M > N then  Xa D 0 for any 1  a  m.
In particular if X D fXa W 1  a  mg is a Hörmander system on U then there are
no nonconstant X-elliptic harmonic morphisms  W U ! S. (iv) If M  N then for
every nonconstant X-elliptic harmonic morphism  W U ! S and for every x 2 U
such that  .x/ ¤ 0 there is an open set U  U such that x 2 U and  W U ! S
is a submersion. (v) For every X-elliptic harmonic morphism  W U ! S and any
f 2 C2 .S/

L .f ı / D 2 . hf / ı : (6)

In Sect. 5 we apply the Harnack inequality (as established in [4]) to prove

Theorem 1.3 Let L be uniformly X-elliptic on U . Let  W U ! S be an X-elliptic
harmonic morphism whose dilation  has at most isolated zeros. Then  W U ! S
is an open map i.e. for every open set U  U its image .U/ is open in S.
This is the X-elliptic analog to a result by B. Fuglede (cf. Theorem 4.3.8 in [1], p.
112).

2 X-Elliptic Operators: Structural Assumptions

Let L be the second order differential operator

X
N
@u
Lu D Lu C ai .x/ ; (7)
iD1
@xi
92 S. Dragomir

where L is given by (1) and ai are measurable functions on U . We set a D

.a1 ;    ; aN /. Let ˝  U be an open set. L is X-elliptic in ˝ if (i) L is X-elliptic
in ˝ (i.e. (2) in Sect. 1 holds for some  > 0) and (ii) there is a function .x/  0
such that

X
m
2
ha.x/ ; i  .x/ hXa .x/ ; i2 ;  2 RN ; x 2 ˝: (8)
aD1

Also L is uniformly X-elliptic in ˝ if L is X-elliptic in ˝ and L is uniformly X-

elliptic in ˝ (i.e. (3) in Sect. 1 holds for some  > 0). A piecewise C1 curve  W
Œ0; 1 ! U is an X-path if

X
m
P .t/ D fa .t/ Xa ..t//
aD1

for some functions fa .t/ and for a.e. t 2 Œ0; 1. One sets
!1=2
X
m
2
`. / D sup fa .t/ :
0t1 aD1

Let  .x; y/ be the set of all X-paths connecting x; y 2 U . The control distance
d D dX is given by

d.x; y/ D inf f`. / W  2  .x; y/g :

As a fundamental assumption on the system of vector fields X D .X1 ;    ; Xm /

that we adopt through this paper, the control distance relative to X is well defined,
continuous in the Euclidean topology, and the following doubling condition is
satisfied:
(D) For every compact subset K  U there exist constants Cd > 1 and R0 > 0
such that

0 < jB2r j  Cd jBr j (9)

for every d-ball Br centered at a point of K and of radius r  R0 . Here jEj D .E/
is the Lebesgue measure of E  RN .
Let ˝  U be a bounded open set. As another fundamental assumption on the
given vector fields and the set ˝, we set Xu D .X1 u;    ; Xm u/ and postulate that
the following Sobolev inequality holds good.
(S) There exist constants q D q.˝/ > 2 and S D S.˝/ > 0 such that

kukLq .˝/  S kXukL2 .˝/ (10)

for every u 2 C01 .˝/.

X-Elliptic Harmonic Maps 93

We adopt the notation Q D 2q=.q  2/. The maximum principle for X-elliptic
operators L as established in [4] also relies on the following assumption on the lower
order term a.
(LT) There is Q=2 < p < 1 such that  2 L2p .˝/ [where  is the function
appearing in (8)].
Moreover the given set ˝ is assumed to support the Poincaré inequality i.e.
(P) For each compact subset K  U there is a constant CP > 0 such that
Z Z
1 CP r
ju  ur j d  jXuj d; u 2 C1 .˝/; (11)
jBr j Br jB2r j B2r

for any Rd-ball Br .x/ with center x 2 K and radius r  R0 . Here ur D

.1=jBr j/ Br u d.
Finally the following dilation invariance property should hold good. Let
˛1 ;    ; ˛N 2 N be positive integers such that Q D ˛1 C    C ˛N and let us
set

ıR x D .R˛1 x1 ;    ; R˛N xN / ; R > 0; x D .x1 ;    ; xN /:

The system of vector fields X is required to be dilation invariant i.e.

(I) For every R > 0 and x 2 U

Xa .ıR u/x D R .Xj u/ıR .x/ (12)

for any smooth function u. Here ıR u is given by .ıR u/.x/ D u.ıR x/.

3 First Variation Formula

We start with the differential operator L given by (7). Through this paper we work
under the assumption that aij 2 C1 .U /. For each > 0 we set
 1
.g /ij D aij C ı ij ; .g /ij D .g /ij ;

so that g D .g /ij dxi ˝ dxj is a Riemannian metric on U . Let .S; h/ be a

Riemannian manifold, with the Riemannian metric h and for each  2 C1 .U ; S/ let
kdk W U ! R be the Hilbert-Schmidt norm of d i.e. for every local coordinate
system .V; y˛ / on S and every x 2 U D  1 .V/
 1=2
@ ˛ @ ˇ
kdk .x/ D .g / .x/ i .x/ j .x/ h˛ˇ ..x//
ij
;
@x @x
 ˛ D y˛ ı ; h˛ˇ D h.@˛ ; @ˇ /; @˛ D @=@y˛ :
94 S. Dragomir

Let ˝  U be a relatively compact domain. The energy of  as a map of .U ; g /

into .S; h/ is
Z
1
E˝; ./ D kdk2 d
2 ˝

where  is the Lebesgue measure on RN . Let x 2 U and let .V; y˛ / be a local

coordinate system on S such that .x/ 2 V. We comply with the philosophy in [6]
and separate the metric on U (here g ) from the measure of integration (here d,
rather than the canonical Riemannian measure of .U ; g /). Let us set

@ ˛ @ ˇ
eA ./.x/ D aij .x/ .x/ j .x/ h˛ˇ ..x//:
@x i @x

The definition of eA ./.x/ doesn’t depend on the choice of local coordinates .V; y˛ /
about .x/. Note that kdk2 ! eA ./ as ! 0 thus prompting the energy
functional
Z
1
EA ./ D eA ./ d: (13)
2 ˝

A map  2 C1 .U ; S/ is said to be X-elliptic harmonic if

d
fEA .t /gtD0 D 0
dt

for any ˝  U and any smooth 1-parameter variation ft gjtj<  C1 .U ; S/ of

 (i.e. 0 D ) supported in ˝ i.e. Supp.V/  ˝ where
 
V 2 C1  1 T.S/ ; Vx D .d.x;0/ ˚/.@=@t/.x;0/ ;
˚ WU . ; / ! S; ˚.x; t/ D t .x/; x 2 U ; jtj < :

We proceed by deriving the first variation formula for the functional (13). One has

@˚ ˛ @˚ ˇ
eA .t /.x/ D aij .x/ .x; t/ j .x; t/ h˛ˇ .t .x// (14)
@x i @x

for any x 2 U D  1 .V/ and jtj < ı. Let us consider the function f W U .ı; ı/ !
R given by f .x; t/ D eA .t /.x/ for any x 2 U and jtj < ı. Then [by (14)]

@f @2 ˚ ˛ @˚ ˇ
.x; t/ D 2aij .x/ .x; t/ .x; t/ h˛ˇ .t .x// C
@t @t @xi @xj
@˚ ˛ @˚ ˇ @h˛ˇ @˚ 
Caij .x/ .x; t/ j .x; t/  .t .x// .x; t/
@x i @x @y @t
X-Elliptic Harmonic Maps 95

hence

@f @2 ˚ ˛ @ ˇ
.x; 0/ D 2aij .x/ .x; 0/ .x/ h˛ˇ ..x// C
@t @t @xi @xj
@ ˛ @ ˇ @h˛ˇ @˚ 
Caij .x/ .x/ j .x/  ..x// .x; 0/
@x i @x @y @t
or

@f
. ; 0/ D
@t
   
@ @ ˇ @ @ ˇ
D 2 i aij V ˛ j .h˛ˇ ı /  2 V ˛ i aij j .h˛ˇ ı / C
@x @x @x @x
 
@ ˛ @ ˇ @h˛ˇ
Caij i ı  V D
@x @xj @y
 
@ ˇ @
D 2 div0 aij V ˛ j .h˛ˇ ı / i 
@x @x
     ˛
@ @ ˇ @ ˇ @hˇ @
V  2 i aij j .hˇ ı / C 2 aij j ı  
@x @x @x @y˛ @xi
 
@ ˛ @ ˇ @h˛ˇ
aij i ı 
@x @xj @y

where div0 is the Euclidean divergence operator and

@˚ ˛
V ˛ .x/ D .x; 0/; x 2 U:
@t
Moreover if
 
1 @h˛ @hˇ @h˛ˇ 
˛ˇ D   ; ˛ˇ D h ˛ˇ ;
2 @yˇ @y˛ @y

then

@f
. ; 0/
@t
  ˛ 
 ˇ @ ˇ
@hˇ
ij @ @h˛ˇ
V 2.L /.hˇ ı / C a 2 ˛  ı
@xi @xj
@y @y

@ ˛ @ ˇ   
2V .h  ı / L  C aij i

 ˛ˇ ı  ; mod div0
@x @xj
96 S. Dragomir

where L is given by (7). Summing up

Z
d
fEA .t /gtD0 D h .V ; A .// d (15)
dt ˝
 
(the first variation formula seek after) and A ./ 2 C1  1 T.S/ is locally given
by
  @ ˇ @ 
A ./˛ D L ˛ C ˇ
˛
ı aij :
@xi @xj

Also h D  1 h is theR pullback of h by  (a Riemannian bundle metric on

 1 T.S/ ! RN ). Finally ˝ .@f =@t/.x; 0/ d D 0 yields

  @ ˇ @ 
 L ˛ C ˇ
˛
ı aij D 0 (16)
@xi @xj
which is the X-elliptic harmonic map system.

4 X-Elliptic Harmonic Maps into Spheres

Let SM D f.x1 ;    ; xMC1 / 2 RMC1 W x21 C    C x2MC1 D 1g. If S D SM then

y˛ yˇ ˛
h˛ˇ D ı˛ˇ C ; ˇ D y˛ hˇ ;
1  jyj2
P
hence (16) becomes L ˛ C eA ./ ˛ D 0. Due to the constraint MC1 2
KD1 ˚K D 1 the
X-elliptic harmonic map system for S -valued maps ˚ D .˚1 ;    ; ˚MC1 / is
M

X
MC1
@˚ K @˚ K
 L˚ C aij ˚ D 0: (17)
KD1
@xi @xj

Lemma 4.1 Let L be uniformly elliptic in U . Let  W U ! SC M

be an X-elliptic
harmonic map where SC D fy 2 S W y
M M MC1
> 0g. Then  Xa D 0 in ˝, 1  a  m,
for every smoothly bounded domain ˝  U such that ˝  U and whose boundary
@˝ is characteristic relative to X. In particular if X is a Hörmander system then 
is constant on ˝.
Proof By Green’s lemma
Z Z
@˚MC1
L˚MC1 d D aij i d
˝ @˝ @xj
X-Elliptic Harmonic Maps 97

where  D  i @=@xi and d are the outward unit normal and “area” measure on @˝.
On the other hand (by uniform X-ellipticity)
ˇ ˇ X
ˇ ij @˚MC1 ˇ M
ˇa .x/  ˇ  hA.x/D˚ ; D˚ i hXa .x/ ; i2 D 0
ˇ @xj
iˇ MC1 MC1
aD1

for every x 2 @˝, provided that each Xa is tangent to @˝. Finally one may integrate
in (17) over ˝ so that

XZ
MC1
@˚ K @˚ K
0D aij ˚MC1 d 
KD1 ˝ @xi @xj

XX
MC1 m Z
 hXa ; D˚ K i2 ˚MC1 d
KD1 aD1 ˝

hence (by ˚MC1 > 0) one obtains Xa .˚ K / D 0 in ˝. t

u
Let  W U ! SM be a continuous map. Let ˙  SM be a codimension two totally
geodesic submanifold, so that ˙ D fx 2 SM W x1 D x2 D 0g up to a coordinate
transformation. We say  meets ˙ if .U / \ ˙ ¤ ;. If  doesn’t meet ˙ then 
links ˙ when  W U ! SM n ˙ is not null-homotopic. By a result of B. Solomon,
[11], a harmonic map of a compact Riemannian manifold into SM either meets or
links ˙. To prove Theorem 1.1 we need some preparation. We establish
Theorem 4.1 Let  W U ! S be an X-elliptic harmonic map. Let S D P w R
be a warped product Riemannian manifold, where .P; gP / is a .M  1/-dimensional
Riemannian manifold and w W S ! .0; C1/ is a C1 function, endowed with the
Riemannian metric

h D 1 gP C w2 2 ds ˝ ds:

Let F D 1 ı  and u D 2 ı . Then

 
@u @ @w @u @u
.w ı / Lu C 2a i j .w ı / D
ij
ı aij : (18)
@x @x @s @xi @xj

In particular if w 2 C1 .P/ then

@u @
Lu C 2aij flog.w ı F/g D 0: (19)
@xi @xj

Consequently for every bounded open subset ˝  U on which L is uniformly X-

elliptic

sup uC  sup uC : (20)

˝ @˝
98 S. Dragomir

If ˝  RN is a smoothly bounded domain such that ˝  U , its boundary @˝ is

characteristic relative to X, and L is uniformly X-elliptic on U , then Xa .u/ D 0 for
every 1  a  m. If additionally X is a Hörmander system on ˝ then .˝/ 
P ft g for some t 2 R.
Here 1 W S ! P and 2 W S ! R are the natural projections. Also the
notations in (20) will be explained shortly. To prove Theorem 4.1 let ˝  U
be a bounded open subset and ' 2 C01 .˝/. Correspondingly we consider the 1-
parameter variation

t .x/ D .F.x/ ; u.x/ C t '.x//; x 2 U ; jtj < :

Then

@u @u
eA .t / D eA .F/ C .w ı t /2 aij C (21)
@xi @xj

@u @'
C2t .w ı t /2 aij C O.t2 /:
@xi @xj
Differentiation with respect to t in (21) gives

d @u @'
feA .t /g D 2 .w ı t /2 aij i j C
dt @x @x
 
@w @u @u
C2' .w ı t / ı t aij i j C O.t/
@s @x @x

hence
Z
d @u @'
fEA .t /gtD0 D .w ı /2 aij dC (22)
dt ˝ @xi @xj
Z  
@w @u @u
C ' .w ı / ı aij d:
˝ @s @xi @xj

Next one observes that

 
@u @'
2 ij @ 2 ij @u
.w ı / a i j D ' j .w ı / a C
@x @x @x @xi
 
@u @
Cdiv0 .w ı /2 aij i ' j
@x @x
X-Elliptic Harmonic Maps 99

and integrates by parts [in the right hand side of (22)]. Hence
Z   
d @ @u
fEA .t /gtD0 D  ' .w ı /2 aij i  (23)
dt ˝ @xj @x
 
@w @u @u
.w ı / ı aij d:
@s @xi @xj

Yet  W U ! P w R is X-elliptic harmonic so that fdEA .t /=dtgtD0 D 0 for every

' 2 C01 .˝/. Hence (23) yields (18). Also when @w=@s D 0 (i.e. w 2 C1 .P/
and S is endowed with the Riemannian metric 1 gP C .w ı 1 /2 2 ds2 ) Eq. (18)
yields (19). To prove (20) in Theorem 4.1 we need to recall the maximum principle
for X-elliptic operators (cf. Theorem 3.1 in [4], p. 1840) as it applies to the situation
at hand.
Let ˝  U be a bounded open set and let us assume that the structure condition
(S) is satisfied. Also let us assume that L is uniformly X-elliptic in ˝ with  obeying
to (LT). Let Q=2 < p < 1 and f 2 Lp .˝/. Then there is a constant
 Z 
C D C ; S.˝/; p; Q; j˝j; .x/2p d.x/ > 0
˝

such that for every weak subsolution u 2 W 1 .˝; X/ to Lu D f one has

sup uC  sup uC C C kf kLp .˝/ : (24)

˝ @˝

As to the notations in (24) we set uC D maxfu; 0g. Also if u 2 W 1 .˝; X/ and

` 2 R then one says that u  ` on @˝ if .u  `/C 2 W01 .˝; X/ and sets by definition

sup uC D inff` W uC  ` on @˝g:

@˝

As to the function spaces we use, by the Sobolev inequality (10) the function u 7!
kXukL2 .˝/ is a norm in C01 .˝/ and one takes W01 .˝; X/ to be the closure of C01 .˝/ in
this norm. Also W 1 .˝; X/ is the space of all u 2 L2 .˝/ admitting weak derivatives
Xa u 2 L2 .˝/ for every 1  a  m. Finally we need to recall the notion of weak
(sub)solution to Lu D f . To this end one considers the bilinear form
Z
BL .u; v/ D fhA.x/Du ; Dvi  ha.x/ ; Dui vg d.x/
˝

with u 2 C1 .˝/ and v 2 C01 .˝/. For every x 2 ˝ we set

 
h; iA.x/ D aij .x/i j ; ; 2 RN :
100 S. Dragomir

By the X-ellipticity condition (2)

 
h C t ;  C t iA.x/  0; ; 2 RN ; t 2 R;

hence
ˇ ˇ 1 1
ˇh; iA.x/ ˇ  h; iA.x/ 2 h ; iA.x/ 2 : (25)

Uniform X-ellipticity of L in ˝ yields

Z Z
jBL .u; v/j   jXuj jXvj d C .jXuj jvj C jXvj juj/  d (26)
˝ ˝

hence BL is well defined. Then (by (26) and the structure assumption (LT))

jBL .u; v/j  kXukL2 .˝/ kXvkL2 .˝/ C

 
C kXvkL2 .˝/ kukLr .˝/ C kXukL2 .˝/ kvkLr .˝/ k kL2p .˝/

where 1=r D 1=2  1=.2p/. Moreover (by (10), boundedness of ˝, and p > Q=2)
 
jBL .u; v/j  C kXukL2 .˝/ C kukLr .˝/ kXvkL2 .˝/ (27)
 
where C D C ˝; S.˝/;  C k kL2p .˝/ > 0. As a consequence of (27) the map
.u; v/ 7! B.u; v/ may be extended continuously to a bilinear form
 
BL W W 1 .˝; X/ \ Lr .˝/ W01 .˝; X/ ! R

and the following definitions are legitimate. Let f 2 L1loc .˝/. A function u 2
W 1 .˝; X/ is a weak solution to Lu D f if
Z
BL .u; v/ D  f v d; v 2 C01 .˝/:
˝

If in turn
Z
BL .u; v/   f v d; v 2 C01 .˝/; v  0;
˝

then u is a weak subsolution to Lu D f .

Let us go back to the proof of Theorem 4.1. Let us consider the differential
operator

X
N
@u @
L u D Lu C ai ; ai D 2aij i ;  D log.w ı F/:
iD1
@x i @x
X-Elliptic Harmonic Maps 101

Since L is uniformly X-elliptic (i.e. the matrix A satisfies requirements (2) and (3),
while (8) is identically satisfied because L has no lower order terms) the operator L
is uniformly X-elliptic in ˝, as well. Indeed for the lower order term of L one has
the estimate
2
@
ha.x/; i2 D 2 aij .x/i .x/ 
@xj
 @ @
 4 aij .x/ i  j aij .x/ .x/ j .x/ 
@x i @x

[by (3)]

X
m
 .x/ hXa .x/ ; i2
aD1

for every  2 RN and x 2 ˝, where we have set

@ @
.x/ D 4 aij .x/ .x/ j .x/:
@x i @x

Since u D 2 ı  2 C.˝/ and ˝ is bounded one has u 2 L2 .˝/ \ C1 .˝/ 

W 1 .˝; X/. Finally as u is a strong solution to Lu C ha; Dui
R D 0 one may take the
L2 inner product with v 2 C01 .˝/ and integrate by parts in ˝ .Lu/v d to show that
BL .u; v/ D 0 i.e. u is also a weak solution to L u D 0. Finally one may apply (24)
with f D 0 to conclude that (20) holds. To prove the last statement in Theorem 4.1
one starts from
 
@ 2 ij @u
.w ı F/ a D 0:
@xi @xj

Then
 
@ @u @u @u
.w ı /2 aij u j D .w ı F/2 aij i j
@xi @x @x @x

so that (by Green’s lemma)

Z Z
@u
2 ij
u.w ı F/ a j i d D .w ı F/2 hA.x/Du; Dui d.x/
@˝ @x ˝

and (as L is uniformly X-elliptic in U )

ˇ ˇ X
ˇ ij @u ˇ m
ˇa .x/ i ˇ  hA.x/Du; Dui hXa .x/; i2 D 0; x 2 @˝:
ˇ @xj ˇ aD1
102 S. Dragomir

P
Consequently 0 D hA.x/Du; Dui   a hXa .x/; Dui2 for every x 2 ˝, thus
yielding Xa .u/ D 0 for any 1  a  m. Q.e.d.
Let  W U ! SM be an X-elliptic harmonic map. Let ˝  RN be a smoothly
bounded domain such that ˝  U and let us assume that .˝/ \ ˙ D ;. We
shall show that  W ˝ ! SM n ˙ is homotopically nontrivial, provided that @˝ is
characteristic relative to the system of vector fields X. To this end we need to recall
1
that SM n ˙ is isometric to a warped product SC M1 M1
w S . Let SC  RM be the
open upper hemisphere

X
M
M1
SC D f.y1 ;    ; yM / 2 R W
M
y2i D 1; yM > 0g:
iD1

The map

I W SC
M1
S1 ! SM n ˙; I.y ; / D .yM u; yM v; y0 /;
y 2 SC
M1
;  D u C iv 2 S1 ; y0 D .y1 ;    ; yM1 /;

1
w S onto .S n ˙; hM /. Here hM denotes the standard
M1 M
is an isometry of SC
M M1
Riemannian metric on the sphere S . Also SC S1 is organized as a warped
product manifold with the metric

1 hM1 C .w ı 1 /2 2 h1 ;

w 2 C1 .SC
M1
/; w.y/ D yM ; y 2 SC
M1
:

Lemma 4.2 Let U  RN be a domain. If  W U ! SM n ˙ is X-elliptic harmonic

then Q D I 1 ı  W U ! SCM1 1
w S is X-elliptic harmonic. Consequently if
 W U ! S n ˙ is null-homotopic then  lifts to an X-elliptic harmonic map
M

W U ! SC
M1
w R.
M1
Proof The warped product SC w R carries the Riemannian metric

˘1 hM1 C .w ı ˘1 /2 ˘2 dt ˝ dt:

Let f W R ! S1 be the natural covering map i.e. f .t/ D exp.2it/. The map
 
1SM1 ; f W SC
M1
w R ! SC
M1
w S1
C

is a local isometry. The property that a map is X-elliptic harmonic is invariant with
respect to (local) isometries of the target manifold. Let us set

F D 1 ı Q ; uQ D 2 ı Q :
X-Elliptic Harmonic Maps 103

Let x0 2 U and 0 D uQ .x0 /. Let also t0 2 R such that f .t0 / D 0 . Since  is null-
homotopic, so does Q . Hence uQ  1 .U ; x0 / D 0. Since U is connected and locally
connected by arcs one may apply standard homotopy theory to conclude that there
is a unique continuous map u W U ! R such that u.x0 / D t0 and f ı u D uQ . Then
D .F; u/ W U ! SC w R is the X-elliptic harmonic lift of Q claimed in
M1

Lemma 4.2. t
u
To prove Theorem 1.1 let  W U ! SM n˙ be a null-homotopic X-elliptic harmonic
map. By applying first Lemma 4.2 and then Lemma 4.1 for any domain ˝  RN
such that ˝  U and @˝ is characteristic, it follows that .˝/  SC M1
ft g for
some t 2 R. Let  be a defining function for ˝ i.e. ˝ D fx 2 U W .x/ < 0g and
D.x/ ¤ 0 for every x 2 @˝. There is 0 > 0 such that M D fx 2 ˝ W .x/ D  g
is a smooth hypersurface for every 0 <  0 . Also X is a Hörmander system on
˝ D fx 2 ˝ W .x/ C < 0g and M D @˝ is characteristic. Then Lemma 4.1
applies (with ˝ replaced by ˝ ) to the X-elliptic harmonic map p ı W ˝ ! SC M1

(where p.x; t/ D x) i.e. p ı is constant on ˝ and then, by passing to the limit with
! 0, constant on the whole of ˝. Q.e.d.

5 X-Elliptic Harmonic Morphisms

For every C1 function v W V ! R

 
@v @ ˛ @ ˇ ˚  
L.v ı / D ı A ./˛ C aij r˛ vˇ ı  (28)
@y˛ @x @x
i j

where

@2 v  @v
r˛ vˇ D  ˛ˇ  :
@y˛ @yˇ @y

We need the following result (referred hereafter as Ishihara’s lemma)

Lemma 5.1 Let C˛ ; C˛ˇ 2 R, 1  ˛; ˇ  M, such that C˛ˇ D Cˇ˛ and
PM ˛
˛D1 C˛˛ D 0. Let y0 2 S and let .V; y / a local system of normal coordinates
˛
on S centered at y0 such that y .y0 / D 0. There is a harmonic function v W V ! R
such that

@v  
˛
.y0 / D C˛ ; r˛ vˇ .y0 / D C˛ˇ ; 1  ˛; ˇ  M:
@y

Cf. [5]. Let us prove Theorem 1.2. Let  W RN ! S be an X-elliptic harmonic

morphism. Let ˛0 2 f1;    ; Mg be a fixed index. Let x0 2 RN and let us consider a
normal coordinate system .V; y˛ / on S at y0 D .x0 /. By Ishihara’s lemma applied
for the constants C˛ D ı˛˛0 and C˛ˇ D 0 there is a harmonic function v W V ! R
104 S. Dragomir

such that .@v=@y˛ /.y0 / D ı˛˛0 and .r˛ vˇ /.y0 / D 0 hence (by (28) and L.v ı
/.x0 / D 0) one has A ./˛0 .x0 / D 0. P
Let C˛ˇ 2 R such that C˛ˇ D Cˇ˛ and M ˛D1 C˛˛ D 0. By Ishihara’s lemma
there is a harmonic function v W V ! R such that .@v=@y˛ /.y0 / D 0 and
.r˛ vˇ /.y0 / D C˛ˇ . Then [by (28)]

@ ˛ @ ˇ
aij .x0 / .x 0 / .x0 /C˛ˇ D 0: (29)
@xi @xj

Let us set X ˛ˇ D aij .@ ˛ =@xi /.@ ˇ =@xj /. Then (29) may be written
X X 
C˛ˇ X ˛ˇ .x0 / C C˛˛ X ˛˛ .x0 /  X 11 .x0 / D 0: (30)
˛¤ˇ ˛

If ˛0 2 f2;    ; Mg is a fixed index then let C˛ˇ 2 R be given by

8
ˆ
<1;
ˆ ˛ D ˛0 ;
˛ ¤ ˇ H) C˛ˇ D 0; C˛˛ D 1 ˛ D 1;
ˆ
:̂0; otherwise:

Identity (30) then yields X ˛0 ˛0 .x0 /  X 11 .x0 / D 0 hence X 11 .x0 / D    D X MM .x0 /

and (30) becomes
X
C˛ˇ X ˛ˇ .x0 / D 0:
˛¤ˇ

Finally let ˛0 ; ˇ0 2 f1;    ; Mg be arbitrary fixed indices such that ˛0 ¤ ˇ0 and let
C˛ˇ 2 R be given by
(
1; ˛ D ˛0 and ˇ D ˇ0 ;
C˛ˇ D
0; otherwise;

so that to obtain X ˛0 ˇ0 .x0 / D 0. Gathering the information got so far

X ˛ˇ .x0 / D X 11 .x0 / ı ˛ˇ : (31)

Let us set X 11 D 2U so that U 2 C.U/ and 2U 2 C1 .U/ where U D  1 .V/.
Contraction of ˛ and ˇ in (31) furnishes

X
M
@ ˛ @ ˛
M U .x0 /2 D aij .x0 / .x 0 / .x0 /:
˛D1
@xi @xj
X-Elliptic Harmonic Maps 105

On the other hand if .V 0 ; y0 ˛ / is another normal coordinate

h i system centered at y0 D
0˛
.x0 / then y D aˇ y for some orthogonal matrix a˛ˇ 2 O.M/ hence
˛ ˇ

X @ 0 ˛ @ 0 ˛ X @ ˛ @ ˛
aij .x0 / .x 0 / .x0 / D aij .x0 / i .x0 / j .x0 /
˛
@x i @x j
˛
@x @x

and the functions

ˇ U glue up to a globally defined function  W RN ! Œ0; C1/
ˇ
such that  U D U . Clearly (31) may be written as (5) in Theorem 1.2.
To prove (ii) in Theorem 1.2 let  W RN ! S be an X-elliptic harmonic map
satisfying (5) and let v W V ! R with V  S open and h v D 0 in V. Then (by (28)
and A ./ D 0)

@ ˛ @ ˇ @2 v
L.v ı /.x0 / D aij .x0 / .x 0 / .x 0 / .y0 / D
@xi @xj @y˛ @yˇ

[by (5)]

@2 v
D  .x0 /2 ı ˛ˇ .y0 / D  .x0 /2 . h v/.y0 / D0
@y˛ @yˇ

because of
 
˛ˇ @2 v  @v
hv D g ˛ ˇ
 ˛ˇ  ;
@y @y @y

g˛ˇ .x0 / D ı ˛ˇ ; ˛ˇ .y0 / D 0:

Therefore  is an X-elliptic harmonic morphism.

To prove (iii)–(iv) in Theorem 1.2 let  W RN ! S be an X-elliptic harmonic
morphism. Let x0 2 RN be an arbitrary point and let .V; y˛ / be a normal coordinate
system on S centered at y0 D .x0 /. If  ˛ D y˛ ı  and  ˛ D D ˛ .x0 / 2 RN ,
1  ˛  M, then [by (5)]
˝ ˛
A.x0 / ˛ ;  ˇ D  .x0 /2 ı ˛ˇ : (32)

Lemma 5.2 If the vectors f ˛ W 1  ˛  Mg are linearly dependent then

 .x0 /D0.
P
Proof Assume there is ˛0 2 f1;    ; Mg such that  ˛0 D ˛
˛¤˛0 a˛  for some
a˛ 2 R. Then formula (32) for ˛ D ˇ D ˛0 gives
X
 .x0 /2 D hA.x0 / ˛0 ;  ˛0 i D hA.x0 / ˛0 ;  ˛ i D 0
˛¤˛0

by applying (32) once more. t

u
106 S. Dragomir

Let us assume that M > N. Then f ˛ W 1  ˛  Mg are linearly dependent so that

(by Lemma 5.2)  .x0 / D 0. Consequently [by (5)]
˝ ˛
A.x0 /D ˛ .x0 / ; D ˇ .x0 / D 0:

In particular for ˇ D ˛ [by the X-ellipticity condition (2)]

hXa .x0 / ; D ˛ .x0 /i D 0

or Xa . ˛ /x0 D 0 for every 1  a  m and 1  ˛  M. Let .W; w˛ / be an arbitrary

local coordinate system on S such that y0 2 W. Let f ˛ .y1 ;    ; yM / be the transition
functions relative to the pair of local coordinate systems .V; y˛ / and .W; w˛ /. Then
w˛ ı  D f ˛ . 1 ;    ;  M / on  1 .V \ W/ and

@f ˛ 1
Xa .w˛ ı /x0 D . .x0 /;    ;  M .x0 // Xa . ˇ /x0 D 0
@ ˇ

or  Xa D 0 for every 1  a  m. Let us define X .k/  X.RN / by recurrence by

setting

X .1/ D fXa W 1  a  mg;

˚ 
X .kC1/ D ŒXa ; Y W 1  a  m; Y 2 X .k/ ; k  1:

Then  X .k/ D 0 for every k  1. In particular if X D X .1/ is a Hörmander system

on RN (i.e. there is k  1 such that fYx W Y 2 X .k/ g spans the tangent space Tx .RN /
at any x 2 RN ) then  is constant.
Let now M  N and let x0 2 RN such that  .x0 / ¤ 0. Then (again by
Lemmah5.2) the vectors f ˛i W 1  ˛  Mg are linearly independent. Yet the N M
 T  T
matrix  1 ;    ;  M is the Jacobian of  at x0 hence rank .dx0 / D M i.e. 
is a submersion on some neighborhood of x0 . Formula (6) follows from (28) and (5).
Q.e.d.
Let us prove Theorem 1.3. Given an open connected subset U  RN we shall
show that V D .U/  S is an open set as well. Proof is by contradiction. Let us
assume that V n VV ¤ ; and consider y0 2 V n V. V Then B.y0 ; 1=j/ n V ¤ ; for any
j  1, because otherwise y0 would be an interior point of V. Here B.x; r/  S is the
ball of radius r > 0 and center x 2 S, relative to the distance function associated to
the Riemannian metric h. Let yj 2 B.y0 ; 1=j/ n V for any j  1. This amounts to
having chosen a sequence of points yj 2 S n V such that yj ! y0 as j ! 1. As S is
Riemannian, there is an open set W  S such that y0 2 W and there is a fundamental
solution G to h on W W, which is C1 off the diagonal, and has the property that
for every y 2 W the function x 7! G.x; y/ is strictly positive and h G. ; y/ D 0 in
W n fyg. Also if D D f.x; y/ 2 W W W x D yg is the diagonal then G.x; y/ ! C1
X-Elliptic Harmonic Maps 107

as .x; y/ ! D. We may assume without loss of generality that U   1 .W/. Next

let us consider the sequence of functions

vj W W n fyj g ! .0; C1/;

vj .y/ D G.y; yj /; y 2 W; y ¤ yj :
 
Then h vj D 0 in W n fyj g for every j  1. The set W n fyj g is open in S. Hence,
as  is an X-elliptic harmonic morphism, the function
 
uj D vj ı  W  1 W n fyj g ! .0; C1/
 
must satisfy L.uj / D 0 in  1 W n fyj g and in particular in U. Let x0 2 U such
that .x0 / D y0 . Then

uj .x0 / D vj .y0 / D G.y0 ; yj / ! C1; j ! 1:

To end the proof of Theorem 1.3 we need to recall the Harnack inequality for
uniformly X-elliptic operators L (cf. Theorem 4.1 in [4], p. 1848).
Let ˝  RN be a bounded open subset. By a result in [4] nonnegative solutions
to Lu D 0 in ˝ satisfy an invariant Harnack inequality provided that the structure
assumptions (D) and (P) are satisfied. Let K  RN be a fixed compact subset
containing the closure of ˝ i.e. ˝  K. By Theorem 1.15 in [3] there is a constant
r0 .K/ > 0 such that the following Sobolev inequality

kukLq .Br /  C r kXukL2 .Br / ; u 2 C01 .Br /; (33)

2Q
qD ; Q D log2 Cd ;
Q2

holds for every control d-ball Br whose center lies in K and having radius 0 < r 
r0 .K/. Here one adopted the notation
 Z 1=s
1
kuk Ls .Br / D juj dx
s
:
jBr j Br

It is worth mentioning that (33) follows from the doubling condition (D) and
Poincaré inequality (P). The result from [4] that we need is that given a nonnegative
1
solution u 2 Wloc .˝; X/ to Lu D 0 in ˝ and 0 < r  r0 .K/=4 then for any control
d-ball B4r  ˝

sup u  C inf u (34)

Br Br
108 S. Dragomir

for some constant C D C.; ; Cd ; CP ; ; ˛/ > 0 where ˛ is a Lipschitz constant

for the vector fields fXa W 1  a  mg on ˝. Harnack inequality (34) for
nonnegative solutions to Lu D 0 was proved in [8] and successively generalized
to a larger class of uniformly X-elliptic operators (including equations with lower
order terms Lu D 0) in [4]. To keep notation unitary we however make explicit
references to [4] alone. Let us go back to the proof of Theorem 1.3. Since U is
open there exist a bounded open set ˝ and a compact set K such that x0 2 ˝ and
˝  K  U. Let 0 < r < r0 .K/=4 be sufficiently small such that x0 2 Br and
B4r  ˝. As Luj D 0 and uj > 0 in ˝ one may apply Harnack inequality to get

uj .x0 /  sup uj  C inf uj

Br Br

hence on one hand limj!1 infBr uj D 1. On the other hand

Br n  1 .y0 / ¤ ;: (35)

Indeed if (35) is not true then  is constant on Br hence  .x/ D 0 for every x 2 Br
[as a consequence of (5)], a situation excluded by the hypothesis of Theorem 1.3.
Let then x 2 Br n  1 .y0 / and let y D .x/. It follows that

inf uj  uj .x/ D vj .y/ D G.y ; yj / ! G.y ; y0 / < 1; j ! 1;

Br

a contradiction.

References

1. Baird, P., Wood, J.C.: Harmonic Morphisms Between Riemannian Manifolds. Oxford Science
Publications, London Mathematical Society Monographs, New Series, vol. 29. Clarendon
Press, Oxford (2003)
2. Fuglede, B.: Harmonic morphisms between semi-Riemannian manifolds. Ann. Acad. Sci.
Fenn. 21, 31–50 (1996)
3. Garofalo, N., Nhieu, D.-M.: Isoperimetric and Sobolev inequalities for Carnot-Carathéodory
spaces and the existence of minimal surfaces. Commun. Pure Appl. Math. 49, 1081–1144
(1996)
4. Gutiérrez, C.E., Lanconelli, E.: Maximum principle, nonhomogeneous Harnack inequality,
and Liouville theorems for X-elliptic operators. Commun. Partial Differ. Equ. 28, 1833–1862
(2003)
5. Ishihara, T.: A mapping of Riemannian manifolds which preserves harmonic functions. J.
Math. Kyoto Univ. 19, 215–29 (1979)
6. Jost, J., Xu, C.-J.: Subelliptic harmonic maps. Trans. Am. Math. Soc. 350, 4633–4649 (1988)
7. Lanconelli, E.: Regolarità Hölderiana delle soluzioni deboli di certe equazioni ellittiche
fortemente degeneri. Seminario di Analisi Matematica, Istituto Matematico dell’Università di
Bologna, 22–29 April 1982
8. Lanconelli, E., Kogoi, A.E.: X-elliptic operators and X-elliptic distances. Ricerche Mat. 49,
222–243 (2000)
X-Elliptic Harmonic Maps 109

9. Moser, R.: Partial Regularity for Harmonic Maps and Related Problems. World Scientific, New
Jersey, London, Singapore, Beijing, Shanghai, Hong Kong, Taipei, Chennai (2005)
10. Parmeggiani, A., Xu, C.-J.: The Dirichlet problem for sub-elliptic second order equations. Ann
Mat. Pura Appl. 173, 233–243 (1997)
11. Solomon, B.: Harmonic maps to spheres. J. Differ. Geom. 21, 151–162 (1985)
Sum Operators and Fefferman–Phong
Inequalities

Giuseppe Di Fazio, Maria Stella Fanciullo, and Pietro Zamboni

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract We define Stummel-Kato type classes in a quasimetric homogeneous

setting using sum operators introduced in (J. Fourier Anal. Appl. 9(5), 511–540,
2003) by Franchi, Perez and Wheeden. Then we prove an embedding inequality of
Fefferman–Phong type. As an application we give a unique continuation result for
non negative solutions of some subelliptic equations.

Keywords Stummel spaces • Unique continuation

Mathematics Subject Classification 2000: 46E35, 35B05

1 Introduction

In his celebrated paper [22] C. Fefferman proved the following inequality

Z Z
ju.x/  uB jp jV.x/j dx  c jru.x/jp dx 8u 2 C1
B B

in the case p D 2 assuming the potential V to belong in the Morrey class Lr;n2r ; 1 <
r  n=2: Later, Chiarenza and Frasca [4] extended Fefferman result - with different
proof - assuming V in Lr;npr , 1 < r  n=p, 1 < p < n (see also [35, 37]).
Danielli, Garofalo and Nhieu in [9] and Danielli [8] introduced a suitable
version of Morrey spaces adapted to the Carnot-Carathéodory metric and proved

G. Di Fazio () • M.S. Fanciullo • P. Zamboni

Dipartimento di Matematica e Informatica, Università di Catania, Catania, Italy
e-mail: [email protected]; [email protected]; [email protected]

© Springer International Publishing Switzerland 2015 111

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_6
112 G. Di Fazio et al.

the following inequality assuming V in a Morrey space defined by using a system

of locally Lipschitz vector fields X D .X1 ; X2 ; : : : ; Xq /
Z Z
ju.x/  uB jp jV.x/j dx  c jXu.x/jp dx 8u 2 C1 : (1)
B B

In [10] inequality .1/ was proved assuming V in a Stummel-Kato class defined

by using the Carnot-Carathéodory metric d induced by the system X of locally
Lipschitz vector fields.
In the Euclidean case the Stummel-Kato class was introduced by Aizenman and
Simon in [1] (see also [6, 7]).
The fundamental tool of the proof of .1/ is the following integral representation
formula (see [33])
Z
d.x; y/
ju.x/  uB j  c jXu.y/j dy ; x 2 B: (2)
B jB.x; d.x; y//j

The Fefferman-Phong inequality .1/ has been used by many Authors to obtain
regularity results for solutions of quasilinear equations (see [8, 9, 11–13, 15, 36,
37]). Moreover a Fefferman-Phong inequality type inequality has been used also for
regularity of solutions of linear and quasilinear degenerate elliptic equations with a
degeneracy of A2 type or strong A1 type (see [14, 16–20, 32, 34, 38]).
This paper is the first step in a project whose aim is to obtain regularity properties
of generalized solutions of subelliptic equations in a particular setting (see [21]).
Let X D .X1 ; : : : ; Xq / be a system of locally Lipschitz vector fields in Rn that
turns Rn into a space of homogeneous type.
We assume that X satisfies the Poincaré inequality
Z  Z 1=p
1 1
jf .x/  fB j dx  cr.B/ jXf .x/j dx
p
p>1 (3)
jBj B jBj B

for any smooth f . Unfortunately, in our setting inequality .3/ does not imply .1; 1/
Poincaré-Sobolev inequality (see examples in [30, 31]).
It is known (see [24]) that the integral representation formula .2/ is equivalent to
the following .1; 1/ Poincaré inequality
Z Z
ju.x/  uBr j dx  cr jXu.x/j dx :
Br Br

This implies that we cannot use the representation formula .2/.

Sum Operators and Fefferman–Phong Inequalities 113

In [27] Franchi, Perez and Wheeden showed that the Poincaré inequality .3/
implies the following representation formula

1 Z !1=p
X 1
ju.x/  uB0 j  c r.Bj .x// jXujp dy
jD0
jB j .x/j Bj .x/

where fBj g is a suitable sequence of Carnot-Carathéodory metric balls (see Sect. 2).
This representation formula allows us to introduce a Stummel-Kato type class
modeled to our setting and prove an embedding result of Fefferman-Phong type.
As application, we prove a result of unique continuation for non negative
solutions of linear degenerate subelliptic equations in divergence form with a
potential belonging to the Stummel-Kato class. In other settings similar results can
be found in [5, 11, 16, 28, 35, 37].

2 Preliminaries

Let .S ; / be a quasimetric space, in the sense that  W S S ! R satisfies

(1) .x; y/  0 for all x; y 2 S and .x; y/ D 0 iff x D y.
(2) .x; y/ D .y; x/ for all x; y 2 S .
(3) .x; y/  KŒ.x; z/ C .z; y/ for all x; y; z 2 S .
We denote by B.x; r/ the ball centered at x 2 S of radius r. Let .S ; / be
endowed with a Borel measure  satisfying the following doubling property
(4) There exists A > 0 such that for all x 2 S and r > 0

.B.x; 2r//  A.B.x; r// :

Such a quasimetric space .S ; ; / is called space of homogeneous type.

Let B0 be a fixed ball in S . We assume the following geometric hypotheses: for
all x 2 B0 there exists a chain of balls fBi g D fBi .x/g1
iD1 , of radius r.Bi /, such that

(H1) Bi  B0 for all i  0.

(H2) r.Bi /  2i r.B0 / for all i  0.
(H3) .Bi ; x/  cr.Bi / for all i  0.
(H4) For all i  0, Bi \ BiC1 contains a ball Si with r.Si /  r.Bi /.
The balls Bj .x/ may or may not contain x, but the sequence fBi .x/g1
iD1 depends on x.
Any positive constant that depends only on K, A and the constants in (H2) and (H3)
will be called a geometric constant.
Now we give the definition of sum operator in .S ; ; /.
114 G. Di Fazio et al.

Definition 2.1 Let a W B ! a.B/ be a nonnegative functional defined on balls

B  B0 . If x 2 B0 , let
1
X
T.x/ D a.Bi .x// ;
iD0

where fBi .x/g1

iD1 is a sequence of balls satisfying (H1), (H2), (H3), and B0 .x/ D
B0 for all x 2 B0 . The operator T.x/ is called a sum operator associated with the
functional a.B/.
The meaning of T.x/ lies on the following pointwise representation formula (see
[27]).
Theorem 2.1 Let B0 be a ball and (H1), (H2), (H3), (H4) hold true. Let u 2
L1 .B0 ; / be such that for any ball B  B0
Z
1
ju  uB jd  ca.B/ (4)
.B/ B

1
R
where uB D .B/ B ud. Then for   a:e:x 2 B0

ju.x/  uB0 j  c T.x/;

where c is a geometric constant which also depends on the constant in .4/.

We define Stummel-Kato type spaces in the space of homogeneous type
.S ; ; /.
Definition 2.2 Let 1  p < C1. Let B.x0 ; r/ be a ball of S and let us fBj .x/g1 jD1
be a chain of balls related to x 2 B.x0 ; r/ satisfying (H1), (H2), (H3) and (H4) and
B0 .x/ D B.x0 ; r/. We say that V 2 L1loc .S ; / belongs to the space SQ p .S / if
Z 1 p
X r .Bj .x//jV.x/j
V .r/ sup sup Bj .x/ .y/d.x/
x0 2S y2B.x0 ;r/ B.x0 ;r/ jD0 .Bj .x//

is finite for all r > 0.

We say that V 2 SQ p .S / belongs to Sp .S / if limr!0 V .r/ D 0.

3 Embedding Inequality of Fefferman-Phong Type

Let X D .X1 ; X2 ; : : : ; Xq / be a system of locally Lipschitz vector fields in Rn .

Denoted by d the associated Carnot-Carathéodory distance defined by means of
subunit curves, we assume that d is finite for each pair of points x; y 2 Rn (more
Sum Operators and Fefferman–Phong Inequalities 115

details can be found in [2, 23]). From now on we denote by B.x; r/ the Carnot-
Carathéodory ball centered at x 2 Rn of radius r. Throughout the paper, we shall
assume the following:
.A1/ d is continuous with respect to the Euclidean distance in Rn .
.A2/ The Lebesgue measure is globally doubling with doubling constant A, that is
for all x 2 Rn and r > 0

jB.x; 2r/j  AjB.x; r/j :

.A3/ The .1; p/ Poincaré inequality holds true: let p > 1 and B0 be a ball in Rn ,
then there exists a positive constant c such that 8 B D B.x; r/  B0 , and
8u 2 C1 .B0 /
Z  Z 1=p
1 1
ju  uB jdy  cr jXujp dy ;
jBj B jBj B

1
R
where uB D jBj B udy.
We call Q D log2 A the homogeneous dimension.
Remark 3.1 We recall that the Carnot-Carathéodory metric satisfies the segment
property, i.e. for every pair of points x; y 2 Rn there is a continuous curve  W
Œ0; T ! Rn connecting x and y such that d..t/; .s// D jt  sj for all s, t 2 Œ0; T
(see [26], Remark 2.6). Then in Carnot-Carathéodory space 8x 2 B0 D B.x0 ; r/
there exists a chain of balls satisfying (H1), (H2), (H3) and (H4). An example is
fB.x; 2i d.x; @B0 //g. In this model case
Z
1 1
V .r/ D sup sup jV.x/j  dx
x0 2Rn y2B.x0 ;r/ B.x0 ;r/ .d.x; y//Qp .d.x; @B0 //Qp

(see e.g. [29]).

In the sequel we will use the following Sobolev space.
Definition 3.1 Let ˝ be a bounded domain in Rn . We say that u belongs to W 1;2 .˝/
if u, Xi u 2 L2 .˝/, for i D 1; : : : q;. We denote by W01;2 .˝/ the closure of the smooth
and compactly supported functions in W 1;2 .˝/ with respect to the norm

X
q
kukW 1;2 .˝/ D kukL2 .˝/ C kXi ukL2 .˝/ :
iD1

1;2
We say that u belongs to Wloc .˝/ if u 2 W 1;2 .˝ 0 / for any ˝ 0  ˝.
Let u 2 W 1;2 .˝/, we denote by Xu the vector .X1 u; X2 u; : : : ; Xq u/. We prove the
following embedding theorem and some useful corollaries (see also [4, 10, 14, 35–
37]).
116 G. Di Fazio et al.

Theorem 3.1 Let B0 D B.x0 ; r/ be a ball of Rn and 1 < p < Q. Let V be a function
in SQ p .Rn /. Then there exists a positive constant c such that
Z Z
jV.x/j ju.x/  uB0 jp dx  c V .r/ jXu.x/jp dx
B0 B0

for any smooth function u in B0 .

Proof Let u be a smooth function in B0 . Choosing the functional
 Z 1=p
1
a.B.z; s// D s jXujpdy ;
jB.z; s/j B.z;s/

from .A3/, the Theorem 2.1 yields the following representation formula for u

1 Z !1=p
X 1
ju.x/  uB0 j  c r.Bj .x// jXuj dy p
; (5)
jD0
jB j .x/j Bj .x/

for a.e. x 2 B0 .
Now from .5/ and Hölder inequality
Z
jV.x/jju.x/  uB0 jp dx
B0

Z 1
" Z #1=p
X 1
 jV.x/jju.x/  uB0 j p1
r.Bj .x// jXu.y/j dy p
dx
B0 jD0
jB j .x/j Bj .x/

2 31=p
Z 1=p0 Z X
1 Z
4 rp .Bj .x//
 jV.x/jju.x/  uB0 j dxp
jV.x/j jXu.y/j dydx5
p
B0 B0 jD0
jBj .x/j Bj .x/

2 31=p
Z 1=p0 Z X
1 Z
4 rp .Bj .x// 5
 jV.x/jju.x/  uB0 jp dx jV.x/j jXu.y/jp Bj .x/ .y/dydx
B0 B0 jD0
jBj .x/j B0

2 31=p
Z 1=p0 Z Z X
1
4 rp .Bj .x// 5
 jV.x/jju.x/  uB0 jp dx jXu.y/jp jV.x/j Bj .x/ .y/dxdy
B0 B0 B0 jD0
jBj .x/j
Z 1=p0 Z 1=p
1=p
 jV.x/jju.x/  uB0 jp dx V .r/ jXu.y/jp dy ;
B0 B0
Sum Operators and Fefferman–Phong Inequalities 117

from which
Z Z
jV.x/jju.x/  uB0 jp dx  c V .r/ jXu.y/jpdy :
B0 B0

Corollary 3.1 Let 1 < p < Q and V be a function in SQ p .Rn /. Then there exists a
positive constant c such that
Z Z
jV.x/j ju.x/j dx  c p
V .r/ jXu.x/jp dx
Rn Rn

for any compactly supported smooth function u in Rn .

Corollary 3.2 Let ˝ be a bounded open set ˝  Rn and 1 < p < Q. Let V be a
function in Sp .˝/. For any > 0 there exists a positive function K. /  Œ 1 . /QCp
V
1
(where V is the inverse function of V ), such that
Z Z Z
jV.x/j ju.x/j dx  p
jXu.x/j dx C K. /
p
ju.x/jp dx (6)
˝ ˝ ˝

for any compactly supported smooth function u in ˝.

p
Proof Let > 0. Let r be a positive number that we will choose later. Let f˛i g,
i D 1; 2; : : : N.r/, be a finite partition of unity of ˝, such that spt˛i  B.xi ; r/ with
xi 2 ˝ (for the construction of the cut off functions ˛i see [25]).
From Corollary 3.1 we obtain

Z Z X
N.r/
p
jV.x/j ju.x/j dx p
jV.x/j ju.x/jp ˛i .x/ dx
˝ ˝ iD1

XZ
N.r/
p
D jV.x/j ju.x/jp ˛i .x/dx
iD1 ˝

X
N.r/ Z Z 
p
c V .r/ jXu.x/jp ˛i .x/ dx C jX˛i .x/j ju.x/j dx
p p

iD1 ˝ ˝
Z 
N.r/
c V .r/ jXu.x/jp dx C ju.x/jp dx :
˝ rp

Now we choose r such that c V .r/ D and since N.r/  rQ we get .6/.
Remark 3.2 Our setting is not comparable to Euclidean one. Indeed the .1  1/
Poincaré inequality is not known to be true.
118 G. Di Fazio et al.

4 Unique Continuation

Let ˝ be a bounded domain in Rn . In ˝ we consider the following linear elliptic

equation

 Xi .aij .x/Xj u/ C Vu D 0 (7)

where the coefficients satisfy the following condition

9 > 0 W jj2  aij .x/i j  1 jj2 ; 8 2 Rq ; a:e: x 2 ˝ ;

and V 2 SQ 2 .˝/.
1;2
Definition 4.1 A function u 2 Wloc .˝/ is a local weak solution of .7/ if 8 2
W01;2 .˝/
Z
Œaij Xi uXj  C Vudx D 0 :
˝

Now we prove the unique continuation property for solutions of .7/ (for similar
results see also [5, 11, 16, 35, 37]). First we recall the definition of zero of infinite
order.
Definition 4.2 A function u 2 L1loc .˝/ such that u.x/  0 a.e. x 2 ˝, is said to
vanish of infinite order at x0 2 ˝ if 8k > 0
R
B.x0 ; / u.x/dx
lim D 0:
 !0 jB.x0 ; /jk

1;2
Theorem 4.1 Let u 2 Wloc .˝/, u  0, u 6 0, be a solution of .7/. Then u has no
zero of infinite order in ˝.
Proof Let x0 2 ˝, B.x0 ; r/ a ball such that B.x0 ; 2r/  ˝. Consider a ball B D
B.y; h/ contained in B.x0 ; r/. Let be a non negative smooth function with support
in B.y; 2h/. We take  D 2 u11 as test function and we obtain
Z Z Z
2 2 2
jX log u.x/j .x/dx  c jX .x/j dx C jV.x/j 2 .x/dx :
˝ ˝ ˝

1
We should take u C ( > 0) which is positive in ˝ and, after obtaining estimates independing
of , go to the limit for ! 0.
Sum Operators and Fefferman–Phong Inequalities 119

From Corollary 3.1 we have

Z Z
jX log u.x/j2 2 .x/dx  c jX .x/j2 dx :
˝ ˝

Choosing such that D 1 in B and X  c

h
we obtain
Z
jBj
jX log u.x/j2 dx  c :
B h2

Then from John-Nirenberg Lemma (see [3])

Z Z
uı .x/dx uı .x/dx  cjBj2 ;
B B

that is uı is a A2 weight for some ı > 0. Then uı satisfies a doubling property from
which uı (and then also u) has no zero of infinite order in ˝.

References

1. Aizenman, M., Simon, B.: Brownian motion and Harnack inequality for Schrödinger operators.
Commun. Pure Appl. Math. 35(2), 209–273 (1982)
2. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Stratified Lie Groups and Potential Theory for
Their Sub-Laplacians. Springer Monographs in Mathematics. Springer, Berlin (2007)
3. Buckley, S.M.: Inequalities of John-Nirenberg type in doubling spaces. J. Anal. Math. 79, 215–
240 (1999)
4. Chiarenza, F., Frasca, M.: A remark on a paper by C. Fefferman. Proc. Am. Math. Soc. 108,
407–409 (1990)
5. Chiarenza, F., Garofalo, N.: Unique continuation for non-negative solutions of Schrödinger
operators. Institute for Mathematics and Its Applications, University of Minnesota. Preprint
Series n. 122 (1984)
6. Chiarenza, F., Fabes, E., Garofalo, N.: Harnack’s inequality for Schrödinger operators and the
continuity of solutions. Proc. Am. Math. Soc. 98(3), 415–425 (1986)
7. Citti, G., Garofalo, N., Lanconelli, E.: Harnack’s inequality for sum of squares of vector fields
plus a potential. Am. J. Math. 115(3), 699–734 (1993)
8. Danielli, D.: A Fefferman–Phong inequality and applications to quasilinear subelliptic equa-
tions. Potential Anal. 11, 387–413 (1999)
9. Danielli, D., Garofalo, N., Nhieu, D.M.: Trace inequalities for Carnot-Caratheodory spaces and
applications. Ann. Scuola Norm. Sup. Pisa XXVII, 195–252 (1998)
10. Di Fazio, G., Zamboni, P.: A Fefferman-Poincaré type inequality for Carnot-Carathéodory
vector fields. Proc. Am. Math. Soc. 130(9), 2655–2660 (2002)
11. Di Fazio, G., Zamboni, P.: Unique continuation of non negative solutions to quasilinear
subelliptic equations in Carnot Caratheodory spaces. Nonlinear elliptic and parabolic equations
and systems. Commun. Appl. Nonlinear Anal. 10(2), 97–105 (2003)
12. Di Fazio, G., Zamboni, P.: Hölder continuity for quasilinear subelliptic equations in Carnot
Carathodory spaces. Math. Nachr. 272, 310 (2004)
13. Di Fazio, G., Zamboni, P.: Fefferman Poincaré inequality and regularity for quasilinear
subelliptic equations. Lect. Notes Sem. Int. Matematica 3, 103–122 (2004)
120 G. Di Fazio et al.

14. Di Fazio, G., Zamboni, P.: Regularity for quasilinear degenerate elliptic equations. Math. Z.
253(4), 787–803 (2006)
15. Di Fazio, G., Zamboni, P.: Local regularity of solutions to quasilinear subelliptic equations in
Carnot Caratheodory spaces. Boll. Unione Mat. Ital. Sez. B Artic. Ric. Mat. (8) 9(2), 485–504
(2006)
16. Di Fazio, G., Zamboni, P.: Unique continuation for positive solutions of degenerate elliptic
equations. Math. Nachr. 283(7), 994–999 (2010)
17. Di Fazio, G., Fanciullo, M.S., Zamboni, P.: Harnack inequality and smoothness for quasilinear
degenerate elliptic equations. J. Differ. Equ. 245(10), 2939–2957 (2008)
18. Di Fazio, G., Fanciullo, M.S., Zamboni, P.: Harnack inequality and regularity for degenerate
quasilinear elliptic equations. Math. Z. 264(3), 679–695 (2010)
19. Di Fazio, G., Fanciullo, M.S., Zamboni, P.: Harnack inequality for a class of strongly
degenerate elliptic operators formed by Hörmander vector fields. Manuscripta Math. 135(3–
4), 361–380 (2011)
20. Di Fazio, G., Fanciullo, M.S., Zamboni, P.: Regularity for a class of strongly degenerate
quasilinear operators. J. Differ. Equ. 255(11), 3920–3939 (2013)
21. Di Fazio, G., Fanciullo, M.S., Zamboni, P.: Harnack inequality for degenerate elliptic equations
and sum operators. Commun. Pure Appl. Anal. 14(6) (2015)
22. Fefferman, C.: The uncertainty principle. Bull. Am. Math. Soc. 9, 129–206 (1983)
23. Franchi, B., Lanconelli, E.: Une métrique associée à une classe d’opérateurs elliptiques
égénérés. Rend. Sem. Mat. Univ. Politec. Torino (Special Issue), 105–114 (1983)
24. Franchi, B., Lu, G., Wheeden, R.L.: A relationship between Poincaré-type inequalities and
representation formulas in spaces of homogeneous type. Int. Math. Res. Not. 1996(1), 1–14
25. Franchi, B., Serapioni, R., Cassano, F.S.: Approximation and imbedding theorems for weighted
Sobolev spaces associated with Lipschitz continuous vector fields. Boll. Un. Mat. Ital. B (7)
11(1), 83–117 (1997)
26. Franchi, B., Perez, C., Wheeden, R.L.: Self-improving properties of John-Nirenberg and
Poincaré inequalities on spaces of homogeneous type. J. Funct. Anal. 153, 108–146 (1998)
27. Franchi, B., Perez, C., Wheeden, R.L.: A sum operator with applications to self-improving
properties of Poincaré inequalities in metric spaces. J. Fourier Anal. Appl. 9(5), 511–540
(2003)
28. Garofalo, N., Lanconelli, E.: Zero-order perturbations of the subelliptic Laplacian on the
Heisenberg group and their uniqueness properties. Bull. Am. Math. Soc. 23(2), 501–512 (1990)
29. Gutierrez, C.E.: Harnack’s inequality for degenerate Schrödinger operators. Trans. AMS 312,
403–419 (1989)
30. Hajlasz, P., Koskela, P.: Sobolev met Poincaré. Mem. Am. Math. Soc. 145(688), x+101 (2000)
31. Heinonen, J., Koskela, P.: Quasiconformal maps on metric spaces with controlled geometry.
Acta Math. 181, 1–61 (1998)
32. Lu, G.: On Harnack’s inequality for a class of strongly degenerate Schrödinger operators
formed by vector fields. Differ. Integr. Equ. 7(1), 73–100 (1994)
33. Lu, G., Wheeden, R.L.: An optimal representation formula for Carnot- Carathéodory vector
fields. 30(6), 578–584 (1998)
34. Vitanza, C., Zamboni, P.: Necessary and sufficient conditions for Hölder continuity of solutions
of degenerate Schrödinger operators. Le Matematiche 52, 393–409 (1997)
35. Zamboni, P.: Some function spaces and elliptic partial differential equations. Le Matematiche
(Catania) 42(1–2), 171–178 (1987)
36. Zamboni, P.: The Harnack inequality for quasilinear elliptic equations under minimal assump-
tions. Manuscripta Math. 102(30), 311–323 (2000)
37. Zamboni, P.: Unique continuation for non-negative solutions of quasilinear elliptic equations.
Bull. Aust. Math. Soc. 64(1), 149–156 (2001)
38. Zamboni, P.: Hölder continuity for solutions of linear degenerate elliptic equations under
minimal assumptions. J. Differ. Equ. 182(1), 121–140 (2002)
Lp -Parabolic Regularity and Non-degenerate
Ornstein-Uhlenbeck Type Operators

Enrico Priola

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday
P
Abstract We prove Lp -parabolic a-priori estimates for @t u C di;jD1 cij .t/@2xi xj u D f
on RdC1 when the coefficients cij are locally bounded functions on R. We slightly
generalize the usual parabolicity assumption and show that still Lp -estimates hold
for the second spatial derivatives of u. We also investigate the dependence of the
constant appearing in such estimates from the parabolicity constant. The proof
requires the use of the stochastic integral when p is different from 2. Finally we
extend our estimates to parabolic equations involving non-degenerate Ornstein-
Uhlenbeck type operators.

Keywords A-priori Lp -estimates • Ornstein-Uhlenbeck operators • Parabolic

equations

Mathematics Subject Classification: 35K10, 35B65, 35R05

1 Introduction and Basic Notations

In this paper we deal with global a-priori Lp -estimates for solutions u to second
order parabolic equations like

X
d
ut .t; x/ C cij .t/uxi xj .t; x/ D f .t; x/; .t; x/ 2 RdC1 ; (1)
i;jD1

d  1, with locally bounded coefficients cij .t/. Here ut and uxi xj denote respectively
the first partial derivative with respect to t and the second partial derivative with

E. Priola ()
Dipartimento di Matematica “Giuseppe Peano”, Università di Torino, Torino, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 121

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_7
122 E. Priola

respect to xi and xj . We slightly generalize the usual parabolicity assumption and

show that still Lp -estimates hold for the second spatial derivatives of u. We also
investigate the dependence of the  constant
 appearing in such estimates from the
symmetric d d-matrix c.t/ D cij .t/ i;jD1;:::;d . In the final section we treat more
general equations involving Ornstein-Uhlenbeck type operators and show that the
previous a-priori estimates are still true.
The Lp -estimates we are interested in are the following: for any p 2 .1; 1/, there
exists MQ > 0 such that, for any u 2 C01 .RdC1 / which solves (1), we have

Q kf kLp .RdC1 / ; i; j D 1; : : : ; d;
kuxi xj kLp .RdC1 /  M (2)

where the Lp -spaces are considered with respect to the d C 1-dimensional Lebesgue
measure. Usually, in the literature such a-priori estimates are stated requiring that
there exists  and  > 0 such that

X
d
2
jj  cij .t/i j  jj2 ; t 2 R;  2 Rd ; (3)
i;jD1

P
where jj2 D diD1 i2 . We refer to Chap. 4 in [16], Appendix in [24], Sect. VII.3 in
[19], which also assumes that cij are uniformly continuous, and Chap. 4 in [15].
The proofs are based on parabolic extensions of the Calderon-Zygmund theory
for singular integrals (cf. [8, 11]). This theory was originally used to prove a-
priori Sobolev estimates for the Laplace equation (see [5]). In the above mentioned
Q depends not only on d, p,  (the parabolicity constant)
references, it is stated that M
but also on . An attempt to determine the explicit dependence of M Q from  and 
has been done in Theorem A.2.4 of [24] finding a quite complicate constant.
The fact that M Q is actually independent of  is mentioned in Remark 2.5 of [14].
This property follows from a general result given in Theorem 2.2 of [13]. Once this
independence from  is proved one can use a rescaling argument (cf. Corollary 2.1)
to show that we have

Q D M0 ;
M (4)

for a suitable positive constant M0 depending only on d and p.
In Theorem 2.1 and Corollary 2.1 we generalize  the parabolicity condition by
requiring that the symmetric d d matrix c.t/ D cij .t/ is non-negative definite,
for any t 2 R, and, moreover, that there exists and integer p0 , 1  p0  d, and
 2 .0; 1/ such that

X
p0
X
d
 j2  cij .t/i j ; t 2 R;  2 Rd (5)
jD1 i;jD1
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 123

(cf. Hypothesis 2.1 in Sect. 2). We show that (5) is enough to get estimates like (2)
Q as in (4) (now M0 depends on p; d and p0 ).
for i; j D 1; : : : ; p0 , with a constant M
An example in which (5) holds is

ut .t; x; y/ C uxx .t; x; y/ C tuxy .t; x; y/ C t2 uyy .t; x; y/ D f .t; x; y/; (6)

.t; x; y/ 2 R3 (see Example 2.1). In this case we have an a-priori estimates for
kuxx kLp .
We will first provide a purely analytic proof of Theorem 2.1 in the case of L2 -
estimates. This is based on Fourier transform techniques. Then we provide the proof
for the general case 1 < p < 1 in Sect. 2.2. This proof is inspired by the one of
Theorem 2.2 in [13] and requires the concept of stochastic integral with respect
to the Wiener process. In Sect. 2.2.1 we recall basic properties of the stochastic
integral. It is not clear how to prove Theorem 2.1 for p 6D 2 in a purely analytic way.
One possibility could be to follow step by step the proof given in Appendix of [24]
trying to improve the constants appearing in the various estimates.
In Sect. 3 we will extend our estimates to more general equations like

X
d X
d
ut .t; x/ C cij .t/uxi xj .t; x/ C aij xj uxi .t; x/ D f .t; x/; (7)
i;jD1 i;jD1

where A D .aij / is a given real d d-matrix. If (5) holds with p0 D d then we

show that estimate (2) is still true with M0 D M0 .d; p; T; A/ > 0 for any solution
u 2 C01 ..T; T/ Rd / of (7) (see Theorem 3.1 for a more general statement).
An interesting case of (7) is when c.t/ is constant, i.e., c.t/ D Q, t 2 R. Then
Eq. (7) becomes

ut C A u D f ;

where A is the Ornstein-Uhlenbeck operator, i.e.,

A v.x/ D Tr.QD2 v.x// C hAx; Dv.x/i; x 2 Rd ; v 2 C01 .Rd /: (8)

The operator A and its parabolic counterpart L D A  @t , which is also called

Kolmogorov-Fokker-Planck operator, have recently received much attention (see,
for instance, [3, 4, 6, 7, 9, 17, 20, 23] and the references therein). The operator A
is the generator of the Ornstein-Uhlenbeck process which solves a linear stochastic
differential equation (SDE) describing the random motion of a particle in a fluid (see
[21]). Several interpretations in physics and finance for A and L are explained in
the survey papers [18, 22]. From the a-priori estimates for the parabolic equation (7)
one can deduce elliptic estimates like
 
kvxi xj kLp .Rd /  C1 kA vkLp .Rd / C kvkLp .Rd / ; (9)
124 E. Priola

with C1 D M2 .d;p;A/
 , assuming that A is non-degenerate (i.e., Q is positive definite;
see Corollary 3.1). Similar estimates have been already obtained in [20]. Here we
can show in addition the precise dependence of the constant C1 from the matrix Q.
More generally, estimates like (9) hold for possibly degenerate hypoelliptic
Ornstein-Uhlenbeck operators A (see [3]); a typical example in R2 is A v D
qvxx C xvy with q > 0 (cf. Example 43). In this case we have
 
kvxx kLp .R2 /  C1 kqvxx C xvy kLp .R2 / C kvkLp .R2 / : (10)

Estimates as (10) have been deduced in [3] by corresponding parabolic estimates

for A  @t , using that such operator is left invariant with respect to a suitable
Lie group structure on RdC1 (see [17]). We also mention [4] which contains a
generalization of [3] when Q may also depend on x and [23] where the results in
[3] are used to study well-posedness of related SDEs. Finally, we point out that in
the degenerate hypoelliptic case considered in [3] it is not clear how to prove the
precise dependence of the constant appearing in the a-priori Lp -estimates from the
matrix Q.
We denote by j  j the usual Euclidean norm in any Rk , k  1. Moreover, h; i
indicates the usual inner product in Rk .
We denote by Lp .Rk /, k  1, 1 < p < 1 the usual Banach spaces of measurable
real functions f such that jf jp is integrable on Rk with respect to the Lebesgue
measure. The space of all Lp -functions f W Rk ! Rj with j > 1 is indicated with
Lp .Rk I Rj /. Let H be an open set in Rk ; C01 .H/ stands for the vector space of all
real C1 -functions f W H ! R which have compact support.
Let d  1. Given a regular function u W RdC1 ! R, we denote by D2x u.t; x/ the
d d Hessian matrix of u with respect to the spatial variables at .t; x/ 2 RdC1 , i.e.,
D2x u.t; x/ D .uxi xj .t; x//i;jD1;:::;d . Similarly we define the gradient Dx u.t; x/ 2 Rd with
respect to the spatial variables.
Given a real k k matrix A, kAk denotes its operator norm and Tr.A/ its trace.
Let us recall the notion of Gaussian measure (see, for instance, Sect. 1.2 in [2]
or Chap. 1 in [7] for more details). Let d  1. Given a symmetric non-negative
definite d d matrix Q, the symmetric Gaussian measure N.0; Q/ is the unique
Borel probability measure on Rd such that its Fourier transform is
Z
eihx;i N.0; Q/.dx/ D eh;Qi ;  2 Rd I (11)
Rd

N.0; Q/ is the Gaussian measure with mean 0 and covariance matrix 2Q. If in
addition Q is positive definite than N.0; Q/ has the following density f with respect
to the d-dimensional Lebesgue measure

1 1 1
f .x/ D p e 4 hQ x;xi ; x 2 Rd : (12)
.4/d det.Q/
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 125

Given two Borel probability measures 1 and 2 on Rd the convolution 1  2 is

the Borel probability measure defined as
Z Z Z Z
1  2 .B/ D 1B .x C y/1 .dx/2 .dy/ D 1 .dx/ 1B .x C y/2 .dy/;
Rd Rd Rd Rd

for any Borel set B  Rd . Here 1B is the indicator function of B (i.e., 1B .x/ D 1 if
x 2 B and 1B .x/ D 0 if x 62 B). It can be easily verified that

N.0; Q/  N.0; R/ D N.0; Q C R/; (13)

where Q C R is the sum of the two symmetric non-negative definite matrices Q

and R.

2 A-priori Lp -Estimates

In this section we consider parabolic equations like (1).

We always assume that the coefficients cij .t/ of the symmetric d d matrix c.t/
appearing in (1) are (Borel) measurable and locally bounded on R and, moreover,
that hc.t/; i  0, t 2 R,  2 Rd . Moreover, we will consider the symmetric
non-negative d d matrix
Z r
Csr D c.t/dt; s  r; s; r 2 R: (14)
s

We start with a simple representation formula for solutions to Eq. (1). This formula
is usually obtained assuming that c.t/ is uniformly positive. However there are
no difficulties to prove it even in the present case when c.t/ is only non-negative
definite.
Proposition 2.1 Let u 2 C01 .RdC1 / be a solution to (1). Then we have, for .s; x/ 2
RdC1 ,
Z 1 Z
u.s; x/ D  dr f .r; x C y/N.0; Csr /.dy/: (15)
s Rd

O / the Fourier transform of u.t; / in the space variable x.

Proof Let us denote by u.t;
Applying such partial Fourier transform to both sides of (1) we obtain

X
d
uO t .s; /  cij .s/i j uO .s; / D fO.s; /;
i;jD1
126 E. Priola

i.e., we have
Z 1
uO .s; / D  ehCsr ;i fO .r; /dr; .s; / 2 RdC1 : (16)
s

It follows that
Z 1 Z 
uO .s; / D  eihx;i N.0; Csr /.dx/ fO .r; /dr:
s Rd

By some straightforward computations, using also the uniqueness property of the

Fourier transform, we get (15).
Alternatively, starting from (16) one can directly follow the computations of
pages 48 in [15] and obtain (15). These computations use that there exists > 0
such that hc.t/; i  jj2 ,  2 Rd . We write, for > 0, using the Laplace operator,

X
d
ut .t; x/ C cij .t/uxi xj .t; x/ C 4u.t; x/ D f .t; x/ C 4u.t; x/;
i;jD1

.t; x/ 2 RdC1 I since c.t/ C I is uniformly positive, following [15] we find

Z 1 Z
u.s; x/ D  dr f .r; y C x/N.0; Csr C .r  s/I/.dy/
s Rd
Z 1 Z
 dr 4u.r; y C x/N.0; Csr C .r  s/I/.dy/:
s Rd

Using also (13) we get

Z 1 Z Z
p
u.s; x/ D  dr N.0; .r  s/I/.dz/ f .r; x C y C z/N.0; Csr /.dy/
s Rd Rd
Z 1 Z Z
p
 dr N.0; .r  s/I/.dz/ 4u.r; x C y C z/N.0; Csr /.dy/:
s Rd Rd

Now we can pass to the limit as ! 0C by the Lebesgue theorem and get (15). u
t
The next assumption is a slight generalization of the usual parabolicity condition
which corresponds to the case p0 D d.
Hypothesis
  2.1 The coefficients cij are locally bounded on R and the matrix c.t/ D
cij .t/ is symmetric non-negative definite, t 2 R. In addition, there exists an integer
p0 , 1  p0  d, and  2 .0; 1/ such that

X
d X
p0
hc.t/; i D cij .t/i j   j2 ; t 2 R;  2 Rd : (17)
i;jD1 jD1
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 127

A possible generalization of this hypothesis is given in Remark 2.1. Note that if we

introduce the orthogonal projection

I0 W Rd ! Fp0 ; (18)

where Fp0 is the subspace generated by fe1 ; : : : ; ep0 g (here fei giD1;:::;d denotes the
canonical basis in Rd ) then (19) can be rewritten as

hc.t/; i  jI0 j2 ; t 2 R;  2 Rd : (19)

Lemma 2.1 Let g W RdC1 ! R be Borel, bounded, with compact support and such
that g.t; / 2 C01 .Rd /, t 2 R. Fix i; j 2 f1; : : : ; p0 g and consider
Z 1 Z
wij .s; x/ D  dr gxi xj .r; x C y/N.0; I0 .r  s//.dy/; .s; x/ 2 RdC1 ;
s Rd

where I0 is defined in (18). For any p 2 .1; 1/, there exists M0 D M0 .d; p; p0 / > 0,
such that

kwij kLp .RdC1 /  M0 kgkLp .RdC1 / : (20)

Proof If p0 D d the estimate is classical. In such case we are dealing with the heat
equation

@t u C 4u D g

on RdC1 and wij coincides with the second partial derivative with respect to xi and
xj of the heat potential applied to g (see, for instance, page 288 in [16] or Appendix
in [24]). If p0 < d we write x D .x0 ; x00 / for x 2 Rd , where x0 2 Rp0 and x00 2 Rdp0 .
We get
Z 1 Z
0 00
wij .s; x ; x / D  dr gxi xj .r; x0 C y0 ; x00 /N.0; Ip0 .r  s//.dy0 /;
s Rp 0

where Ip0 is the identity matrix in Rp0 . Let us fix x00 2 Rdp0 and consider the
function l.t; x0 / D g.t; x0 ; x00 / defined on R Rp0 . By classical estimates for the heat
equation @t u C4u D l on Rp0 C1 we obtain
Z Z
0 00 0
jg.s; x0 ; x00 /jp dsdx0 :
p
jwij .s; x ; x /j dsdx  p
M0
Rp0 C1 Rp0 C1

Integrating with respect to x00 we get the assertion. t

u
128 E. Priola

In the sequel we also consider the differential operator L

X
d
Lu.t; x/ D cij .t/uxi xj .t; x/; .t; x/ 2 RdC1 ; u 2 C01 .RdC1 /: (21)
i;jD1

The next regularity result when p0 D d follows by a general result given in

Theorem 2.2 of [13] (cf. Remark 2.5 in [14]).
In the next two sections we provide the proof. First we give a direct and self-
contained proof in the case p D 2 by Fourier transform techniques (see Sect. 2.1).
Then in Sect. 2.2 we consider the general case. The proof for 1 < p < 1 is inspired
by the one of Theorem 2.2 in [13] and uses also a probabilistic argument. This
argument is used to “decompose” a suitable Gaussian measure in order to apply
successfully the Fubini theorem (cf. (30) and (31)).
We stress again that in the case of d D p0 , usually, the next result is stated under
the stronger assumption that (17) holds with  D 1 and also that cij are bounded,
i.e., assuming (3) with  D 1 and   1 (see, for instance, Appendix in [16, 24]).
Theorem 2.1 Assume Hypothesis 2.1 with  D 1 in (17). Then, for p 2 .1; 1/,
there exists a constant M0 D M0 .d; p; p0 / such that, for any u 2 C01 .RdC1 /, i; j D
1; : : : ; p0 , we have

kuxi xj kLp .RdC1 /  M0 kut C LukL p .RdC1 / : (22)

As a consequence of the previous result we obtain

Corollary 2.1 Assume Hypothesis 2.1. Then, for any u 2 C01 .RdC1 /, p 2 .1; 1/,
i; j D 1; : : : ; p0 , we have (see (21))

M0
kuxi xj kLp .RdC1 /  kut C LukLp .RdC1 / ; (23)


where M0 D M0 .d; p; p0 / is the same constant appearing in (22).

p
Proof Let us define w.t; y/ D u.t;  y/. Set f D ut C Lu; since u.t; x/ D w.t; px /,

we find
p 1
f .t;  y/ D wt .t; y/ C
Lw.t; y/:

P Pp0 2
Now the matrix . 1 cij / satisfies 1 di;jD1 cij .t/i j  jD1 j ; t 2 R;  2 R :
d

Applying Theorem 2.1 to w we find

kwxi ;xj kLp  M0  2p kf kLp

d
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 129

and so
d d
1 2p kuxi ;xj kLp  M0  2p kf kLp

which is the assertion. t

u
Example 2.1 Equation (6) verifies the assumptions of Corollary 2.1 with p0 D 1
and  D 3=4 since

2
X 3 2
cij .t/i j D 12 C t1 2 C t2 22   ; .t; 1 ; 2 / 2 R3 :
i;jD1
4 1

Hence there exists M0 > 0 such that if u 2 C01 .R3 / solves (6) then

M0
kuxx kLp .R3 /  kf kLp .R3 / :

Remark 2.1 One can easily generalize Hypothesis 2.1 as follows:
the coefficients cij are locally bounded on R and, moreover, there exists an
orthogonal projection I0 W Rd ! Rd and  > 0 such that, for any t 2 R,

hc.t/; i  jI0 j2 ;  2 Rd : (24)

Theorem 2.1 and Corollary 2.1 continue to hold under this assumption.
Indeed if (24) holds then by a suitable linear change of variables in Eq. (1) we
may assume that I0 .Rd / is the linear subspace generated by fe1 ; : : : ; ep0 g for some
p0 with 1  p  d and so apply Theorem 2.1.
Under hypothesis (24) assertion (22) in Theorem 2.1 becomes

khD2x u./h; kikLp .RdC1 /  M0 kut C LukLp .RdC1 / ;

where h; k 2 I0 .Rd /.

2.1 Proof of Theorem 2.1 When p D 2

This proof is inspired by the one of Lemma A.2.2 in [24]. Note that such lemma has
p0 D d and, moreover, it assumespthe stronger condition (3). In Lemma A.2.2 the
constant M0 appearing in (22) is 2 .
We start from (16) with

f D ut C Lu:
130 E. Priola

Recall that for g W RdC1 ! R, gO .s; / denotes the Fourier transform of g.s; / with
respect to the x-variable (s 2 R,  2 Rd ) assuming that g.s; / 2 L1 .Rd /.
Let us fix s 2 R. Let i; j D 1; : : : ; p0 . We easily compute the Fourier transform
of uxi xj .s; / (the matrix Csr is defined in (14)):
Z 1
uO xi xj .s; / D i j uO .s; / D i j ehCsr ;i fO .r; /dr;  2 Rd :
s
Pp0
Since jI0 j2 D iD1 ji j2 , we get
Z 1  
2jOuxi xj .s; /j  jI0 j2 e hC0r ;ihC0s ;i jfO .r; /jdr D G .s/:
s

Now we fix  2 Rd , such that jI0 j 6D 0, and define

Z r
g .r/ D hC0r ; i D hc. p/; idp; r 2 R:
0

Changing variable t D g .r/; we get

Z 1
1
G .s/ D jI0 j 2
e.g .s/  t/ jfO .g1
 .t/; /j dt:
g .s/ hc.g1
 .t//; i

Let us introduce '.t/ D et  1.1;0/ .t/, t 2 R, and

1
F .t/ D jI0 j2 jfO .g1
 .t/; /j :
hc.g1
 .t//; i

Using the standard convolution for real functions defined on R we find

G .s/ D .'  F / .g .s//:

Therefore (recall (19) with  D 1)

Z
1 1
kG k2L2 .R/ D j.'  F /.t/j2 1
dt  k'  F k2L2 .R/ (25)
R hc.g .t//; i jI0 j2

which implies kG kL2 .R/  jI01j k'  F kL2 .R/ : On the other hand, using the Young
inequality, we find, for any  2 Rd with jI0 j 6D 0,

k'  F kL2 .R/  k'kL1 .R/ kF kL2 .R/ D kF kL2 .R/
Z 1 1=2
D jI0 j2 jfO .g1
 .t/; /j 2
dt
R .hc.g1
 .t//; i/
2
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 131

Z 1 1=2
D jI0 j 2
jfO .r; /j2 hc.r/; idr
R .hc.r/; i/2
Z
jI0 j2  1=2
 jfO .r; /j2 D jI0 j  kfO .; /kL2 .R/ :
jI0 j R

Using also (25) we obtain, for any  2 Rd , jI0 j 6D 0,

2kOuxi xj .; /kL2 .R/  kG kL2 .R/  kfO .; /kL2 .R/ :

From the previous inequality, integrating with respect to  over Rd we find

Z Z Z Z
4 ds jOuxi xj .s; /j2 d  ds jfO .s; /j2 d:
R Rd R Rd

By using the Plancherel theorem in L2 .Rd / we easily obtain (22) with M0 D 1=2.
The proof is complete. t
u

2.2 Proof of Theorem 2.1 When 1 < p < 1

The proof uses the concept of stochastic integral in a crucial point (see (30)
and (31)). Before starting the proof we collect some basic properties of the stochastic
integral with respect to the Wiener process which are needed (see, for instance,
Chap. 4 in [1] or Sect. 4.3 in [24] for more details).

2.2.1 The Stochastic Integral

Let W D .Wt /t0 be a standard d-dimensional Wiener process defined on a

probability space .˝; F ; P/. Denote by E the expectation with respect to P.
Consider a function F 2 L2 .Œa; bI Rd ˝ Rd / (here 0  a  b and Rd ˝ Rd
denotes the space of all real d d-matrices).
Let .n / be any sequence of partitions of Œa; b such that jn j ! 0 as n ! 1
(given a partition  D ft0 D a; : : : ; tN D bg we set jj D suptk ;tkC1 2 jtkC1  tk j).
Rb
One defines the stochastic integral a F.s/dWs as the limit in L2 .˝; PI Rd / of
X
Jn D F.tkn / .WtkC1
n  Wtkn /;
tkn ; tkC1
n
2n

P
as n ! 1 (recall that the previous formula means Jn .!/ D tkn ; tkC1
n
2n F.tk /
n

.WtkC1
n .!/  Wtkn .!//; for any ! 2 ˝). One can prove that the previous limit is
132 E. Priola

independent of the choice of .n /. Moreover, we have, P-a.s.,

Z b Z b Z a
F.s/dWs D F.s/dWs  F.s/dWs : (26)
a 0 0

Rb
Set ab D a F.s/F  .s/ds where F  .s/ denotes the adjoint matrix of F.s/. Clearly,
ab is a d d symmetric non-negative definite matrix. Moreover, we have (see, for
instance, page 77 in [1])
Z p Rb 
p Rb
2h a F.s/dWs ;i
 i 2 h a F.s/dWs .!/ ; i
Ee i
D e P.d!/ (27)
˝
Z
D eihx;i N.0; ab /.dx/ D eh;ab i ;  2 Rd :
Rd

Formula (27) is equivalent to require that for any Borel and bounded f W Rd ! R,
h p Z b i Z
E f 2 F.s/dWs D f .y/N.0; ab /.dy/: (28)
a Rd

p Rb
Equivalently, one can say that the distribution (or image measure) of 2 a F.s/dWs
is N.0; ab /.

2.2.2 Proof of the Theorem

It is convenient to suppose that u.t; / D 0 if t  0 so that u 2 C01 .Œ0; 1/ Rd /.

Indeed if u.t; / D 0, t  T, for some T 2 R, then we can introduce v.t; x/ D
u.t C T; x/ which belongs to u 2 C01 .Œ0; 1/ Rd /; from the a-priori estimate for
vxi xj it follows (22) since kvxi xj kL p .RdC1 / D kuxi xj kLp .RdC1 / :
We know that, for s  0, x 2 Rd ,
Z 1 Z
u.s; x/ D  dr f .r; x C y/N.0; Csr /.dy/;
s Rd

where f D ut C Lu is bounded, with compact support on RdC1 and such that f .t; / 2
C01 .Rd /, t  0. Let us fix i; j 2 f1; : : : ; p0 g.
Differentiating under the integral sign it is not difficult to prove that
Z 1 Z
uxi xj .s; x/ D  dr fxi xj .r; x C y/N.0; Csr /.dy/:
s Rd
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 133

Let us fix s and r, 0  s  r, and consider

Z r
Csr D Asr C .r  s/I0 ; where Asr D .c.t/  I0 /dt:
s

By (13) we know that N.0; Csr / D N.0; Asr /  N.0; .r  s/I0 / and so
Z
fxi xj .r; x C y/N.0; Csr /.dy/ (29)
Rd
Z Z
D N.0; Asr /.dz/ fxi xj .r; x C y C z/N.0; .r  s/I0 /.dy/:
Rd Rd

Now we introduce a standard d-dimensional Wiener process W D .Wt /t0 on a

probability
p space .˝; F :P/ (see Sect. 2.2.1). Consider the symmetric d d square
root c.t/  I0 of c.t/  I0 and define the stochastic integral

p Z rp
sr D 2 c.t/  I0 dWt :
s

By (26) we know that

p Z tp
sr D br  bs ; where bt D 2 c.p/  I0 dWp ;
0

t  0, and bt D 0 if t  0. Moreover (cf. (28)) for any Borel and bounded g W Rd !

R, we have
Z Z
 
EŒg.br  bs / D g br .!/  bs .!/ P.d!/ D g.y/N.0; Asr /.dy/: (30)
˝ Rd

Using this fact and the Fubini theorem we get from (29)
Z
fxi xj .r; x C y/N.0; Csr /.dy/
Rd
hZ i
DE fxi xj .r; x C y C rs / N.0; .r  s/I0 /.dy/
Rd
hZ i
DE fxi xj .r; x C y C br  bs / N.0; .r  s/I0 /.dy/ : (31)
Rd

Therefore we find
hZ 1 Z i
uxi xj .s; x/ D E dr fxi xj .r; x C y C br  bs /N.0; .r  s/I0 /.dy/ : (32)
s Rd
134 E. Priola

Now we estimate the Lp -norm of uxi xj . To simplify the notation in the sequel we set
 
N 0; .r  s/I0 D sr . Using the Jensen inequality and the Fubini theorem we get
Z Z
ds juxi xj .s; x/jp dx
RC Rd
Z Z ˇ hZ Z iˇˇp
ˇ 1
D ds ˇE dr fxi xj .r; x C y C br  bs /sr .dy/ ˇˇ dx
ˇ
RC R d s R d

hZ Z ˇZ 1 Z ˇp i
ˇ ˇ
E ds ˇ dr fxi xj .r; x C y C br  bs /sr .dy/ˇ dx :
RC Rd s Rd

Now in the last line of the previous formula we change variable in the integral over
Rd with respect to the x-variable; we obtain
Z Z
ds juxi xj .s; x/jp dx (33)
RC Rd

hZ Z ˇZ 1 Z ˇp i
ˇ ˇ
E ds ˇ dr fxi xj .r; z C y C br /sr .dy/ˇ dz :
RC Rd s Rd

To estimate the last term we fix ! 2 ˝ and consider the function

g! .t; x/ D f .t; x C bt .!//; .t; x/ 2 RdC1 :

The function g! is bounded, with compact support on RdC1 and such that g! .t; / 2
C01 .Rd /, t 2 R.
By Lemma 2.1 we know that there exists M0 D M0 .d; p; p0 / > 0 such that, for
any ! 2 ˝,
Z Z ˇZ 1 Z ˇp
ˇ   ˇ
ds ˇ dr fxi xj r; z C y C br .!/ sr .dy/ˇ dz
RC Rd s Rd
Z Z ˇZ 1 Z ˇp
ˇ   ˇ
@2xi xj g! r; z C y sr .dy/ˇ dz  M0 kg! kLp :
p p
D ds ˇ dr
RC Rd s Rd

Using also (33) we find

Z Z hZ Z i
p
ds juxi xj .s; x/jp dx  M0 E ds jg! .s; x/jp dx
RC Rd R Rd
hZ Z i
p
D M0 E ds jf .s; x C bs /jp dx
R Rd
Z Z
p
D M0 ds jf .s; z/jp dz:
R Rd

The proof is complete. t

u
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 135

3 Lp -Estimates Involving Ornstein-Uhlenbeck Operators

Let A D .aij / be a given real d d-matrix. We consider the following Ornstein-

Uhlenbeck type operator

X
d X
d
L0 u.t; x/ D cij .t/uxi xj .t; x/ C aij xj uxi .t; x/
i;jD1 i;jD1

D Tr.c.t/D2x u.t; x// C hAx; Dx u.t; x/i;

.t; x/ 2 RdC1 ; u 2 C01 .RdC1 /. This is a kind of perturbation of L given in (21) by

the first order term hAx; Dx u.t; x/i which has linear coefficients.
We will extend Corollary 2.1 to cover the parabolic equation

ut .t; x/ C L0 u.t; x/ D f .t; x/ (34)

on RdC1 . We will assume Hypothesis 2.1 and also

Hypothesis 3.1 Let p0 as in Hypothesis 2.1. Define Fp0 ' Rp0 as the linear
subspace generated by fe1 ; : : : ; ep0 g. Let F p0 be the linear subspace generated by
fep0 C1 ; : : : ; ed g if p0 < d (when p0 D d, F p0 D f0g). We suppose that

A.Fp0 /  Fp0 ; A.F p0 /  F p0 : (35)

Recall that given a d d-matrix B, kBk and Tr.B/ denote, respectively, the operator
norm and the trace of B. In the next result we will use that there exists ! > 0 and
> 0 such that

ketA k  e!jtj ; t 2 R; (36)

where etA is the exponential matrix of tA. Note that the constant M0 below is the
same given in (22).
Theorem 3.1 Assume Hypotheses 2.1 and 3.1. Let T > 0 and set ST D .T; T/
Rd . Suppose that u 2 C01 .ST /. For any p 2 .1; 1/, i; j D 1; : : : ; p0 ,

M1 .T/ 2T
kuxi xj kLp .RdC1 /  kut C L0 ukLp .RdC1 / I M1 .T/ D c.d/M0 4 e4T!C p jTr.A/j
:

(37)

Proof We fix T > 0 and use a change of variable similar to that used in page
100 of [6]. Define v.t; y/ D u.t; etA y/, .t; y/ 2 RdC1 . We have v 2 C01 .RdC1 /,
136 E. Priola

u.t; x/ D v.t; etA x/ and

ut .t; x/ C L0 u.t; x/
  
D vt .t; etA x/  hDy v.t; etA x/; AetA xi C Tr etA c.t/etA D2y v.t; etA x/
ChDy v.t; etA x/; AetA xi
  
D vt .t; etA x/ C Tr etA c.t/etA D2y v.t; etA x/ :

It follows that
  
ut .t; etA y/ C L0 u.t; etA y/ D vt .t; y/ C Tr etA c.t/etA D2y v.t; y/ : (38)

Now we have to check Hypothesis 2.1. We first define c0 .t/, t 2 R,


c0 .t/ D etA c.t/etA ; t 2 ŒT; T; (39)
 
c0 .t/ D eTA c.T/eTA ; t  T; c0 .t/ D eTA c.T/eTA ; t  T:

Since v 2 C01 .ST / we have on RdC1

    
vt .t; y/ C Tr etA c.t/etA D2y v.t; y/ D vt .t; y/ C Tr c0 .t/D2y v.t; y/

and so it is enough to check that c0 .t/ verifies (19). Moreover, by (39) it is enough
to verify (19) for t 2 ŒT; T. We have
  
hc0 .t/; i D hc.t/etA ; etA i   jI0 etA j2 :

By (35) we deduce that Fp0 and F p0 are both invariant for A . It follows easily that
 
I0 esA  D esA I0 ;  2 Rd ; s 2 R: (40)

Using this fact we find for t 2 ŒT; T,  2 Rd ,

    
jI0 j2 D jI0 etA etA j2 D jetA I0 etA j2  2 2T!
e jI0 etA j2

and so

jI0 j2   2 e2T! jI0 etA j2  2 2T!
e hc0 .t/; i;
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 137

which implies  2 e2T! jI0 j2  hc0 .t/; i. By Corollary 2.1 and (38) we get, for
any i; j D 1; : : : p0 ,
2 2T!
M0 e
kvyi yj kLp D khD2y v./ei ; ej ikLp  kvt C Tr.c0 .t/D2y v/kLp (41)

2 2T!
M0 e M0 2 e2T! Tp jTr.A/j
D kut .; e A / C L0 u.; e A /kLp  e kut C L0 ukLp :
 
Note that

hD2y v.t; y/I0 ei ; I0 ej i D hD2y v.t; y/ei ; ej i D hetA D2x u.t; etA y/etA ei ; ej i


and so I0 D2y v.t; y/I0 D etA I0 D2x u.t; etA y/I0 etA , t 2 R; y 2 Rd . Indicating by Rp0 ˝
Rp0 the space of all real p0 p0 -matrices, we find

kI0 D2y v I0 kLp .RdC1 IRp0 ˝Rp0 /  e p jTr.A/j ke A I0 D2x u I0 e A kLp .RdC1 IRp0 ˝Rp0 / :
T

Since, for .t; x/ 2 RdC1 ,


kI0 D2x u.t; x/ I0 k  2 2T!
e ket A I0 D2x u.t; x/ I0 etA k

by (41) we deduce

M0 2T
jTr.A/j
kI0 D2x u I0 kLp .RdC1 IRp0 ˝Rp0 /  c.d/ 4 4T!
e ep kut C L0 ukLp

which gives (37). The proof is complete. t
u
Example 3.1 The equation

ut .t; x; y/ C .1 C et /uxx .t; x; y/ C tuxy .t; x; y/ C t2 uyy .t; x; y/ C yuy .t; x; y/ D f .t; x; y/;
(42)
.t; x; y/ 2 R3 , verifies the assumptions of Theorem 3.1 with p0 D 1 and so
estimate (37) holds for uxx .
Remark 3.1 Assumption (35) does not hold for the degenerate hypoelliptic opera-
tors considered in [3]. To see this let us consider the following classical example of
hypoelliptic operator (cf. [10, 12])

ut .t; x; y/ C uxx .t; x; y/ C xuy .t; x; y/ D f .t; x; y/; (43)

 
00
.t; x; y/ 2 R3 . In this case p0 D 1 and A D . It is clear that (35) does not hold
10
in this case. Indeed we can not recover the Lp -estimates in [3].
138 E. Priola

As an application of the previous theorem we obtain elliptic estimates for

non-degenerate Ornstein-Uhlenbeck operators A . These estimates have been first
proved in [20]. Differently with respect to [20] in the next result we can show the
explicit dependence of the constant C1 in (46) from the ellipticity constant .
Let

A u.x/ D Tr.Q D2 u.x// C hAx; Du.x/i; (44)

x 2 Rd ; u 2 C01 .Rd /, where A is a d d matrix and Q is a symmetric positive define

d d-matrix such that

hQ; i  jj2 ;  2 Rd ; (45)

for some  > 0:

Corollary 3.1 Let us consider (44) under assumption (45). For any w 2 C01 .Rd /,
p 2 .1; 1/, i; j D 1; : : : ; d, we have (the constant M1 .1/ is given in (37))

c.p/ M1 .1/  
kwxi xj kLp .Rd /  kA wkLp .Rd / C kwkLp .Rd / : (46)


Proof We will deduce (46) from (37) in S1 D .1; 1/ Rd with p0 D d.

R1
Let 2 C01 .1; 1/ with 1 .t/dt > 0. We define, similarly to Sect. 1.3 of [3],

u.t; x/ D .t/w.x/:

0
Since ut CL0 u D .t/w.x/C .t/A w.x/, applying (37) to u we easily get (46). u
t

References

1. Arnold, L.: Stochastic Differential Equations, Theory and Applications. Wiley, New York
(1974)
2. Bogachev V. I.: Gaussian Measures. Mathematical Surveys and Monographs, vol. 62. Ameri-
can Mathematical Society, Providence (1998)
3. Bramanti, M., Cupini, G., Lanconelli, E., Priola, E.: Global Lp estimates for degenerate
Ornstein-Uhlenbeck operators. Math. Z. 266, 789–816 (2010)
4. Bramanti, M., Cupini, G., Lanconelli, E., Priola, E.: Global Lp estimates for degenerate
Ornstein-Uhlenbeck operators with variable coefficients. Math. Nachr. 286, 1087–1101 (2013)
5. Calderon, A.P., Zygmund, A.: On the existence of certain singular integrals. Acta Math. 88,
85–139 (1952)
6. Da Prato, G., Lunardi, A.: On the Ornstein-Uhlenbeck operator in spaces of continuous
functions. J. Funct. Anal. 131, 94–114 (1995)
7. Da Prato, G., Zabczyk, J.: Second Order Partial Differential Equations in Hilbert Spaces.
London Mathematical Society Lecture Note Series, vol. 293. Cambridge University Press,
Cambridge (2002)
Lp -Parabolic Regularity and Non-degenerate Ornstein-Uhlenbeck Type Operators 139

8. Fabes, E.B., Rivière, N.M.: Singular integrals with mixed homogeneity. Stud. Math. 27, 19–38
(1966)
9. Farkas, A. Lunardi: Maximal regularity for Kolmogorov operators in L2 spaces with respect to
invariant measures. J. Math. Pures Appl. (9) 86(4), 310–321 (2006)
10. Hörmander, L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171
(1967)
11. Frank Jones, B., Jr.: A class of singular integrals. Am. J. Math. 86, 441–462 (1964)
12. Kolmogoroff, A.: Zufällige Bewegungen (zur Theorie der Brownschen Bewegung). Ann. Math.
35, 116–117 (1934)
13. Krylov, N.V.: A parabolic Littlewood-Paley inequality with applications to parabolic equations.
Topol. Methods Nonlinear Anal. 4, 355–364 (1994)
14. Krylov, N.V.: Parabolic equations in Lp -spaces with mixed norms. Algebra i Analiz. 14 91–106
(2002, in Russian). English translation in St. Petersburg Math. J. 14, 603–614 (2003)
15. Krylov, N.V.: Lectures on Elliptic and Parabolic Equations in Sobolev Spaces. American
Mathematical Society, Providence (2008)
16. Ladyzhenskaya, O.A., Solonnikov, V.A., Ural’tseva, N.N.: Linear and Quasi-Linear Parabolic
Equations. Nauka, Moscow (1967, in Russian). English translation: American Mathematical
Society, Providence (1968)
17. Lanconelli, E., Polidoro, S.: On a class of hypoelliptic evolution operators. Partial differential
equations, II (Turin, 1993). Rend. Sem. Mat. Univ. Politec. Torino 52, 29–63 (1994)
18. Lanconelli, E., Pascucci, A., Polidoro, S.: Linear and nonlinear ultraparabolic equations
of kolmogorov type arising in diffusion theory and in finance. In: Nonlinear Problems
in Mathematical Physics and Related Topics. In honor of Professor O.A. Ladyzhenskaya,
International Mathematical Series, vol. II, pp. 243–265. Kluwer, New York (2002)
19. Lieberman, G.M.: Second Order Parabolic Differential Equations. World Scientific, River Edge
(1996)
20. Metafune, G., Prüss, J., Rhandi, A., Schnaubelt, R.: The domain of the Ornstein-Uhlenbeck
operator on an Lp -space with invariant measure. Ann. Sc. Norm. Super. Pisa Cl. Sci. 1, 471–
485 (2002)
21. Ornstein, L.S., Uhlenbeck, G.E.: On the theory of the Brownian motion. Phys. Rev. 36(3),
823–841 (1930). This paper is also contained In: Wax, N. (ed.) Selected Papers on Noise and
Stochastic Processes. Dover, New York (2003)
22. Priola, E.: On weak uniqueness for some degenerate SDEs by global Lp estimates. Potential
Anal. 42, 247–281 (2015). doi:10.1007/s11118-014-9432-7
23. Priola, E.: On weak uniqueness for some degenerate SDEs by global Lp estimates. Potential
Anal. (to appear). doi:10.1007/s11118-014-9432-7 [Preprint arXiv.org http://arxiv.org/abs/
1305.7174]
24. Stroock, D.W., Varadhan, S.R.S.: Multidimensional Diffusion Processes. Grundlehren der
Mathematischen Wissenschaften, vol. 233. Springer, Berlin (1979)
Local Solvability of Nonsmooth Hörmander’s
Operators

Marco Bramanti

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract This note describes the results of a joint research with L. Brandolini,
M. Manfredini and M. Pedroni, contained in Bramanti et al. [Fundamental solutions
and local solvability of nonsmooth Hörmander’s operators. Mem. Am. Math.
Soc., in press. http://arxiv.org/abs/1305.3398],
P with some background. We consider
operators of the form L D niD1 Xi2 C X0 in a bounded domain of Rp (p  n C 1)
where X0 ; X1 ; : : : ; Xn are nonsmooth Hörmander’s vector fields of step r, such that
the highest order commutators are only C1;˛ . Applying Levi’s parametrix method
we construct a local fundamental solution  for L, provide growth estimates for 
and its first and second order derivatives with respect to the vector fields and deduce
2;ˇ
the local solvability of L in CX spaces (for any ˇ < ˛).

Keywords Fundamental solution • Hölder estimates • Nonsmooth Hörmander’s

vector fields • Solvability

Mathematics Subject Classification: 35A08, 35A17, 35H20

1 Introduction and Main Results

In the study of elliptic-parabolic degenerate partial differential operators, an impor-

tant class is represented by Hörmander’s operators

X
n
LD Xi2 C X0
iD1

M. Bramanti ()
Dipartimento di Matematica, Politecnico di Milano, Milano, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 141

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_8
142 M. Bramanti

built on real smooth vector fields

X
p
Xi D bij .x/ @xj
jD1

(i D 0; 1; 2; : : : ; nI n < p) defined in a domain ˝  Rp .

Let us assume for the moment that bij 2 C1 .˝/ and the vector fields Xi satisfy
Hörmander’s condition, i.e: if we define the commutator of two vector fields

ŒX; Y D XY  YX;

then the system consisting in the Xi ’s, their commutators, the commutators of the
Xi ’s with their commutators, and so on up to some step r, generates Rp at any point
of ˝.
A famous theorem by Hörmander [10] states that under these assumptions the
operator L is hypoelliptic in ˝:

Lu D f in ˝ (in distributional sense), A  ˝; f 2 C1 .A/ H) u 2 C1 .A/ :

After this result, several fundamental properties have been proved, both about
systems of Hörmander’s vector fields and their metric, and about second order
Hörmander’s operators. In the first group of results, let us quote the doubling
property of the Lebesgue measure with respect to metric balls (Nagel et al. [17]);
Poincaré’s inequality with respect to the vector fields (Jerison [9]). In the second
group of results, we recall the a priori estimates (in Lp or C˛ ) on Xi Xj u, in terms
of Lu and u proved by Folland [7], Rothschild and Stein [19]; estimates about the
fundamental solution of L or @t  L ([17], Sanchez-Calle [20]).
It is natural to ask whether part of this theory still holds for a family of vector
fields possessing just the right number of derivatives required to check Hörmander’s
condition. Actually, a quite extensive literature exists, by now, regarding the
geometry of nonsmooth Hörmander’s vector fields. However, if we restrict our
attention to the research about systems of nonsmooth Hörmander’s vector fields
of general structure, only supposed to satisfy Hörmander’s condition at some step
r, the literature becomes much narrower. In this note I am going to describe some
results of this type obtained jointly with Brandolini et al. in [6]. This paper is the
third step in a larger project started by three of us in [4, 5], and the first one devoted
to the study of second order Hörmander’s operators built with nonsmooth vector
fields of general form, and also allowing the presence of a drift term of weight two.
Other results in this direction of research have been obtained in some papers by
Montanari and Morbidelli [14–16] and by Karmanova-Vodopyanov (see [11, 21]
and the references therein).
Our framework is the following. Let X0 ; X1 ; : : : ; Xn be a system of real vector
fields, defined in a bounded domain ˝  Rp such that for some integer r 
2 and ˛ 2 .0; 1 the coefficients of X1 ; X2 ; : : : ; Xn belong to Cr1;˛ .˝/ while the
Local Solvability of Nonsmooth Hörmander’s Operators 143

coefficients of X0 belong to Cr2;˛ .˝/. Here Ck;˛ .˝/ stands for the classical space
of functions with Hölder continuous Cartesian derivatives up to the order k. If r D 2;
we take ˛ D 1. We assume that X0 ; X1 ; : : : ; Xn satisfy Hörmander’s condition of
weighted step r in ˝, where the weight of a commutator

Xi1 ; Xi2 ; : : : Xij1 ; Xij

is defined as the sum of the weights of the vector fields Xik .k D 1; 2; : : : ; j/, with
X1 ; X2 ; : : : ; Xn having weight one while X0 has weight two.
In a few words, our main results are the following. We show how to build a local
fundamental solution  for the operator L, prove natural bounds on the growth of  ,
Xk  , Xi Xj  (i; j D 1; 2; : : : ; n, k D 0; 1; : : : ; n) and the local Hölder continuity of
Xi Xj  , and we use these facts to prove a local solvability result: every point x 2 ˝
ˇ
possesses a neighborhood U .x/ such that for every ˇ 2 .0; ˛/ and f 2 CX .U/ there
2;ˇ
exists a solution u 2 CX;loc .U/ to Lu D f in U. For some results of ours we require
the stronger assumption Xi .i D 1; 2; : : : ; n/ in Cr;˛ .˝/ and X0 in Cr1;˛ .˝/. (See
Remark 4.1).

2 The Classical Framework

To describe the general line and strategy of this paper it is necessary to recall first
the strategy which has been followed in the classical case, as well as some of the
results proved in the nonsmooth case in the previous two papers [4, 5], which the
paper [6] under discussion is built on.

2.1 Homogeneous Groups

The simplest situation in which a priori estimates on Xi Xj u have been proved for
classical Hörmander’s operators is that of homogeneous groups. 
A homogeneous group in RN is a Lie group G D RN ; ı (which we think as
“translations”) for which 0 is the identity and the inverse of u is u, endowed with
a family of automorphisms (“dilations”)

D./ .u1 ; u2 ; : : : ; uN / D .˛1 u1 ; ˛2 u2 ; : : : ; ˛N uN / .

We can define in G a homogeneous norm kk letting

ˇ   ˇ
ˇ ˇ
kuk D r , ˇD 1 uˇ D 1,
ˇ r ˇ
144 M. Bramanti

where jj is the Euclidean norm and k0k D 0: The Lebesgue measure in RN is
biinvariant with respect to ı and

jB .u; r/j D jB .u; 1/j rQ 8u 2 G; r > 0;

P
where Q D NiD1 ˛i is called homogeneous dimension of the group.
We assume there exists a basis Y0 ; Y1 ; : : : ; Yq of the Lie algebra of left invariant
vector fields, Y0 homogeneous of degree 2, the Yi ’s of degree 1. Under these
assumptions, the operator

X
n
LD Yi2 C Y0
iD1

is hypoelliptic by Hörmander’s theorem, left invariant and homogeneous of degree

two. Its transpose is simply

X
n
L D Yi2  Y0 ;
iD1

and shares the same properties of L. Thanks to these facts, Folland proved in [7] the
existence of a left invariant fundamental solution  , homogeneous of degree 2  Q,
such that
Z Z
   
f .v/ D  u1 ı v Lf .u/ du D L  u1 ı v f .u/ du
RN RN
 
for any f 2 C01 RN ; v 2 RN .
The good properties of the kernel  allow to apply a suitable general theory of
singular integrals in a way which is strictly analogous to the one used for classical
elliptic operators, proving local a priori Lp estimates on Xi Xj u and X0 u in terms of
u; Lu; Xi u (i; j D 1; 2; : : : ; n).

2.2 Lifting and Approximation

Let us now come to the case of general Hörmander’s vector fields, that is without an
underlying structure of homogeneous groups. This case has been dealt by Rothschild
and Stein in [19]. The goal is to approximate locally, in a suitable sense, a general
family of Hörmander’s vector fields by another family which is homogeneous
and left invariant with respect to a structure of homogeneous group, in order to
exploit the previous theory developed by Folland. However, it turns out that this
approximation is not possible for a completely general system of Hörmander’s
vector fields, but it is possible for a family satisfying an extra property. To bypass
Local Solvability of Nonsmooth Hörmander’s Operators 145

this problem without losing generality, Rothschild and Stein then implement a two-
step procedure. First the vector fields Xi are “lifted” (in a neighborhood of any
fixed point) to a higher dimensional space RpCm getting new vector fields XQ i , which
project on the original Xi , that is

X
m
@
XQ i D Xi C uij .x; h/ ;
jD1
@hj

the XQ i ’s still fulfil Hörmander’s condition, and also satisfy the required extra
property: they are free up to step r; which means that all their commutators
up to step r do not satisfy linear relations others than those which follow from
anticommutativity and Jacobi identity.
As a second step, the XQ i ’s are locally approximated by homogeneous left invariant
vector fields Yi on a suitable homogeneous group G of the kind we have described
above. The description of this approximation is quite technical, but we cannot avoid
it completely:
Theorem 2.1 (Approximation) There exist a homogeneous group G on RN ,
N D p C m, a family of homogeneous left invariant Hörmander’s vector fields
Y0 ; Y1 ; Y2 ; : : : ; Yn on G and a neighborhood V of .x0 ; 0/ in RN such that for any
2 V there exists a smooth diffeomorphism  from a neighborhood of onto
a neighborhood of the origin in G, smoothly depending on , and for any smooth
function f W G ! R; i D 0; 1; : : : ; n
    
XQ i f ı  ./ D Yi f C Ri f  ./ 8; 2 V

where Ri are smooth vector fields, smoothly depending on , of weight  0 for

i D 1; 2; : : : ; n;  1 for i D 0.
The assertion about the weight means that, for small u,
ˇ ˇ c c
ˇR  .u/ˇ  while jYi  .u/j  for i D 1; 2; : : : ; n
i Q2
kuk kukQ1
ˇ ˇ c c
ˇR  .u/ˇ  while jY0  .u/j  :
0
kukQ1 kukQ

Moreover, the map  ./ enjoys suitable properties, which however we shall
not recall here. The line followed
 by Rothschild-Stein is then the following: they
use the function   ./ as a parametrix of the lifted operator: exploiting this
kernel, which is a good local approximation of the fundamental solution of the lifted
operator

X
n
LQ D XQ i2 C XQ 0 ,
iD1
146 M. Bramanti

they write representation formulas of u and XQ i XQ j u in terms of Lu; Q u and XQ i u. From

these representation formulas and a suitable abstract theory of singular integrals, Lp
a priori estimates are derived for XQ i XQ j u and then, by projection on the original space
of variables, for Xi Xj u.

3 Attacking the Problem: The Nonsmooth Background

In [4] we have built in the nonsmooth context an analogous kit of tools consisting
in “lifting, approximation and basic properties of the map ”. Namely: the lifting
theorem is perfectly analogous to the smooth one, with the new set of vector fields

X
m
@
XQ i D Xi C uij .x; h/
jD1
@hj

still satisfying Hörmander’s condition at step r; the XQ i ’s have the same regularity of
the Xi ’s; the approximation formula takes the same form
    
XQ i f ı  ./ D Yi f C Ri f  ./ 8; 2 V

where the Yi are homogeneous left invariant (smooth) vector fields on G; the Ri are
Crpi ;˛ vector fields of weight  ˛  pi (where p0 D 2, pi D 1 for i D 1; 2; : : : ; n),
that is
ˇ ˇ c c
ˇR  .u/ˇ  while jYi  .u/j 
i
kukQ1˛ kukQ1
ˇ ˇ c c
ˇR  .u/ˇ  while jY0  .u/j  :
0 Q˛
kuk kukQ

Moreover, the coefficients of the Ri ’s and their first order derivatives depend on
in a C˛ way; the map  ./ is smooth in  and C˛ in , and satisfies suitable
other properties which we do not recall here. The important difference with respect
to the classical situation is therefore the lack of smoothness in the dependence on
of both the map  ./ and the “remainder vector fields” Ri . This fact will have an
important drawback, as we will see.  
Let us consider the function   ./ , where Pis Folland’s homogeneous
fundamental solution of the left invariant operator niD1 Yi2 C Y0 . This kernel
should be a parametrix for the operator L. Q Note however that this function is now
smooth in  but just C˛ in : a strong asymmetry in the roles of ; . On the other
hand, Rothschild-Stein’s procedure to write by this parametrix good representation
formulas for XQ i XQ j u heavily relies on the possibility of differentiating the parametrix
with respect to both variables, what we cannot do, due to the lack of regularity of
 ./ with respect to the “bad” variable .
Local Solvability of Nonsmooth Hörmander’s Operators 147

So we apparently are stuck: after rebuilding Rothschild-Stein’s set of tools in the

nonsmooth case, we cannot use it as they do. The idea is then to exploit  a different

technique, compatible with the different degree of regularity of   ./ with
respect to  and . This technique is the parametrix method devised by Levi [13]
to build fundamental solutions for elliptic equations or systems, and later extended
to uniformly parabolic operators (see e.g. [8]). We recall that this method was first
adapted to hypoelliptic ultraparabolic operators of Kolmogorov-Fokker-Planck type
in [18], exploiting the knowledge of an explicit expression for the fundamental
solution of the “frozen” operator, which had been constructed in [12]. It was later
adapted in [1] to a general class of operators structured on homogeneous left
invariant (smooth) vector fields on Carnot groups, for which no explicit fundamental
solution is known in general, and in [3] to the more general context of arbitrary
(smooth) Hörmander’s vector fields.
Our strategy is the following: instead of using the parametrix for writing a
representation formula for second order derivatives (what we cannot do in the
nonsmooth case) and then using the representation formula for proving a priori
estimates, we use the parametrix to build an exact (local) fundamental solution,
and then use this to produce a local solution to the equation having a natural degree
of smoothness.  
However, if we applied the method starting with   ./ , we would build a
local fundamental solution Q for L,Q in the space of lifted variables; but starting with
Q there is no easy way to build a local fundamental solution for L: integrating Q with
respect to the lifted variables just produces a parametrix for L.  
So, we have to reverse the order of the procedures: first, starting with   ./
we define the kernel
Z Z 
 
P .x; y/ D  .y;k/ .x; h/ ' .h/ dh ' .k/ dk;
Rm Rm

where ' 2 C01 .Rm / is a fixed cutoff function, D 1 near 0. Then, starting with this
P, “candidate parametrix” for L, we want to implement the Levi method in the space
of the original variables, to produce a local fundamental solution for L.
This however is not an easy task, because in this space we do not have a simple
geometry like in the space of lifted variables: the volume of metric balls does not
behave like a fixed power of the radius, there is not a number having the meaning of
“homogeneous dimension”. In order to measure the growth of the kernels involved
in the procedure, we have to use the control distance induced by the vector fields, we
need to know an estimate for the volume of metric balls, and a comparison between
volumes of balls in the lifted and original space. Briefly: we need a nonsmooth
analog of the theory developed by Nagel et al. in [17] for general Hörmander’s
vector fields with drift. This theory is contained in the paper [5]. Let us recall a few
facts from this paper.
148 M. Bramanti

The subelliptic metric, analogous to that introduced by Nagel-Stein-Wainger, is

defined as follows:
Definition 3.1 For any ı > 0; let C .ı/ be the class of absolutely continuous
mappings ' W Œ0; 1 ! ˝ such that
X  
' 0 .t/ D aI .t/ XŒI '.t/ a.e.
jIjr

with aI W Œ0; 1 ! R measurable functions, jaI .t/j  ı jIj :Then:

d .x; y/ D inf fı > 0 W 9' 2 C .ı/ with ' .0/ D x; ' .1/ D yg :

The following basic result can be proved also in this case:

Theorem 3.1 (Doubling Condition) Under the previous assumptions, for any
domain ˝ 0 b ˝; there exist positive constants c; 0 ; depending on ˝; ˝ 0 and the
Xi ’s; such that

jB .x; 2/j  c jB .x; /j 8x 2 ˝ 0 ;  < 0 :

We also prove a sharp estimate on the volume of metric balls. A consequence of

this estimate is the couple of bounds:
 p  Q
R jB .x; R/j R
c1   c2 8r; R with 0 > R > r > 0:
r jB .x; r/j r
The dimensional gap between p (Euclidean dimension) and Q (homogeneous
dimension of the locally approximating group) causes a lot of problems in imple-
menting the Levi method. In contrast with this, note that
ˇ ˇ
c1 rQ  ˇBQ .; r/ˇ  c2 rQ :

We can now also give the definitions of the function spaces defined by the vector
fields, which will be used in the following.
ˇ
Definition 3.2 For any ˇ 2 .0; 1/ we will denote by CX .U/ the space of Hölder
continuous functions of order ˇ with respect to the distance d.
By known results the following relations between Euclidean and subelliptic
Hölder spaces holds:

f 2 C˛ .U/ ) f 2 CX˛ .U/

f 2 CX˛ .U/ ) f 2 C˛=r .U/

where r is the step of the Lie algebra generated by the Xi ’s (i.e., r is the integer
appearing in our assumptions).
Local Solvability of Nonsmooth Hörmander’s Operators 149

Definition 3.3 Let CX2 .U/ be the space of continuous functions on U possessing
in U continuous derivatives with respect to Xi (i D 0; 1; 2; : : : ; n) and second
2 ;ˇ
derivatives Xi Xj (i; j D 1; 2; : : : ; n). For any ˇ 2 .0; 1/, let CX .U/ be the space of
CX2 .U/ functions u such that Xk u, Xi Xj u (k D 0; 1; : : : ; n, i; j D 1; 2; : : : ; n) belong
ˇ ˇ 2;ˇ
to CX .U/. We will also use the symbols CX;0 .U/ ; CX;0 .U/ for the analogous spaces
of compactly supported functions.

4 The Parametrix Method

Let us recall what the parametrix method is. We look for a fundamental solution 
for L (that is, such that L . .; y// D ıy ) of the form

 .x; y/ D P .x; y/ C J .x; y/ , with

Z
J .x; y/ D P .x; z/ ˚ .z; y/ dz
U

and ˚ .z; y/ to be determined. In other words, the fundamental solution is sought as

a small integral perturbation of the parametrix.
Computing, for x ¤ y;

0 D L . .; y// D L .P .; y// C L .J .; y//

and letting Z1 .x; y/ D L .P .; y// .x/ ; we find

Z
Z1 .x; y/ D L .J .; y// .x/ D L P .x; z/ ˚ .z; y/ dz
U
Z
D Z1 .x; z/ ˚ .z; y/ dz  ˚ .x; y/ ;
U

whence ˚ .z; y/ satisfies the integral equation

Z
˚ .x; y/ D Z1 .x; y/ C Z1 .x; z/ ˚ .z; y/ dz
U

and can be therefore computed by Neumann series,

1
X
˚ .x; y/ D Zj .x; y/ , with
jD1
Z
ZjC1 .x; y/ D Z1 .x; z/ Zj .z; y/ dz:
U
150 M. Bramanti

So far, all this stuff is purely formal. To make this procedure rigorous we need,
in sequence:
(a) To compute Z1 .x; y/ D L .P .; y// .x/ and find an upper bound.
(b) To bound iteratively ZjC1 .x; y/.
(c) To bound ˚ .z; y/ (getting the series converge for U small enough).
(d) To bound J .x; y/.
(e) To bound  .x; y/.
Let me give just an idea of the proof of step (a) in this procedure, to show how
several tools previously developed in the nonsmooth context are needed.
Let us start noting the following bounds:
ˇ  ˇ c
ˇ Yi Yj   ./ ˇ  , while
Q
 ./
ˇ  ˇˇ
ˇ c
ˇ Ri Rj   ./ ˇ  Q˛
:
 ./

Then, for x ¤ y, the approximation theorem allows to write

Z Z
  
Z1 .x; y/ D LP .x; y/ D LQ  .y;k/ .x; h/ ' .h/ dh ' .k/ dk
Rm Rm
Z Z
 
D ı.y;k/ C .remainders/ .y;k/ .x; h/ ' .h/ dh ' .k/ dk
Rm Rm
 
since, for x ¤ y, .y;k/ .x; h/ ¤ 0; hence ı.y;k/ .y;k/ .x; h/ D 0;
Z Z
 
D .remainders/ .y;k/ .x; h/ ' .h/ dh ' .k/ dk, where:
Rm Rm
ˇ  ˇ c
ˇ.remainders/ .y;k/ .x; h/ ˇ  .
Q˛
 ./

Therefore
Z Z
.h/
jZ1 .x; y/j D jLP .x; y/j  Q˛
dh ' .k/ dk.
Rm Rm  ./

So far, we have used the (nonsmooth) Rothschild-Stein-like machinery. To

bound the last integral we have to use the (nonsmooth) Nagel-Stein-Weinger-like
machinery. The local doubling property and the comparison between the volumes
of lifted and unlifted balls give the following:
Local Solvability of Nonsmooth Hörmander’s Operators 151

Lemma 4.1 For every ˇ 2 R there exists c > 0 such that for any x; y 2 U .x0 /,
Z Z Z
.h/ R
rˇ1
dh ' .k/ dk  c dr:
Rm Rm .y;k/ .x; h/
Qˇ
d.x;y/ jB .x; r/j

The function at the right hand side of the last inequality plays a central role in
our estimates:
Z R
rˇ1
ˇ .x; y/ D dr:
d.x;y/ jB .x; r/j

To visualize its size, note that we have the following bounds (which however are
not equivalences!):
8
ˆ
ˆ d .x; y/ˇ
<c for ˇ < p
ˇ .x; y/  jB .x; d .x; y//j
ˆ d .x; y/ p
:̂ c Rˇp for ˇ > p:
jB .x; d .x; y//j

For instance,
Z Z
.h/
jZ1 .x; y/j D jLP .x; y/j  Q˛
dh ' .k/ dk
Rm Rm  ./
d .x; y/˛
 c˛ .x; y/  c which is locally integrable,
jB .x; d .x; y//j
while, by comparison, we have

jP .x; y/j  c2 .x; y/ I

jXi P .x; y/j  c1 .x; y/ for i D 1; 2; : : : ; nI
ˇ ˇ
ˇXj Xi P .x; y/ˇ ; jX0 P .x; y/j  c0 .x; y/ for i; j D 1; 2; : : : ; n:

Having bounded jZ1 .x; y/j with a locally integrable kernel satisfying a quanti-
tative size condition is the starting point for iterative computations which allow to
carry out the parametrix method. Skipping many other facts, let us now jump to the
statement of the first main result of ours:
Theorem 4.1 (Existence of Fundamental Solution) The functions  .x; y/ D
P .x; y/ C J .x; y/ and Xi  .x; y/ (i D 1; 2; : : : ; n) are well defined and continuous in
the joint variables x; y 2 U; x ¤ y, and satisfy the following bounds:

j .x; y/j  c2 .x; y/ I

jXi  .x; y/j  c1 .x; y/ :
152 M. Bramanti

Moreover,  .; y/ is a weak solution to L .; y/ D ıy , that is:

Z
 .x; y/ L .x/ dx D  .y/ 8 2 C01 .U/ ; y 2 U:
U

Finally, if X0 0, then 9" > 0 such that

 .x; y/ > 0 for d .x; y/ < ":

Remark 4.1 All the results proved so far hold under the following assumptions Xi 2
Cr1;˛ .˝/ ; X0 2 Cr2;˛ .˝/ for some ˛ 2 .0; 1.
Henceforth we will make instead the stronger assumptions Xi 2 Cr;˛ .˝/ ; X0 2
C r1;˛
.˝/ (if r D 2 then ˛ D 1).
The results stated in the previous theorem are not yet satisfying: we want to know
further regularity results for the fundamental solution. Our next step is the following:
Theorem 4.2 (Second Derivatives of the Fundamental Solution) For i; j D
1; 2; : : : ; n and x; y 2 U; x ¤ y, the following assertions hold true:
(a) 9 Xj Xi J .x; y/, X0 J .x; y/, Xi Xj  .x; y/, X0  .x; y/ continuous in the joint variables
for x ¤ y; in particular,

 .; y/ 2 CX2 .U n fyg/ for any y 2 U.

(b) 8" 2 .0; ˛/, U 0 b U 9c > 0 such that 8x 2 U 0 and y 2 U;

ˇ ˇ ˛"
ˇXj Xi J .x; y/ˇ ; jX0 J .x; y/j  c d .x; y/
jB .x; d .x; y//j
ˇ ˇ 1
ˇXj Xi  .x; y/ˇ ; jX0  .x; y/j  c :
jB .x; d .x; y//j

Let us give just an idea of the problems involved in the proof. Recall that

 .x; y/ D P .x; y/ C J .x; y/

Z
D P .x; y/ C P .x; z/ ˚ .z; y/ dz:
U

Hence, in order to compute and bound Xi Xj  , the problem is the computation of the
singular integral
Z
Xi Xj P .x; z/ ˚ .z; y/ dz:
U
Local Solvability of Nonsmooth Hörmander’s Operators 153

This computation is made possible by a Hölder type estimate on the function

˚ .; y/:
Theorem 4.3 For every " 2 .0; ˛/ there exists c > 0 such that

j˚ .x1 ; y/  ˚ .x2 ; y/j  cd .x1 ; x2 /˛" " .x1 ; y/

for any x1 ; x2 ; y 2 U with x1 ¤ x2 ; d .x1 ; y/  3d .x1 ; x2 /.

Exploiting this Hölder bound we are able to prove the following:
Z Z Z
  
Xj Xi J .x; y/ D Yj D1  .z;k/ .x; h/ a0 .h/ b0 .k/ dhdk
U Rm Rm
Z
Œ˚ .z; y/  ˚ .x; y/ dz C c .x/ ˚ .x; y/ C R2 .x; z/ ˚ .z; y/ dz
U

with R2 locally integrable kernel. This representation formula is the starting point
for several computations.
In turn, proving the Hölder bound on ˚ .; y/ requires a more regular dependence
on the parameter for the “remainder vector fields” appearing in Rothschild-Stein-
type approximation formula, and better properties of the map  ./ with respect to
the “bad variable” . This is made possible by a careful analysis of the properties of
this map  ./.
We can now refine the previous analysis of the second derivatives of our local
fundamental solution and prove a sharp bound of Hölder type on Xi Xj  :
Theorem 4.4 For every " 2 .0; ˛/ and U 0 b U there exists c > 0 such that for any
x1 ; x2 2 U 0 , y 2 U with d .x1 ; y/  2d .x1 ; x2 /, i; j D 1; 2; : : : ; n,

ˇ ˇ
ˇXi Xj P .x1 ; y/  Xi Xj P .x2 ; y/ˇ  c d .x1 ; x2 / 1
d .x1 ; y/ jB .x1 ; d .x1 ; y//j
 ˛"
ˇ ˇ
ˇXi Xj J .x1 ; y/  Xi Xj J .x2 ; y/ˇ  c d .x1 ; x2 / d .x1 ; y/˛"
d .x1 ; y/ jB .x1 ; d .x1 ; y//j
 ˛"
ˇ ˇ
ˇXi Xj  .x1 ; y/  Xi Xj  .x2 ; y/ˇ  c d .x1 ; x2 / 1
d .x1 ; y/ jB .x1 ; d .x1 ; y//j
 ˛"
d .x1 ; x2 / 1
jX0  .x1 ; y/  X0  .x2 ; y/j  c :
d .x1 ; y/ jB .x1 ; d .x1 ; y//j

In particular, for every " 2 .0; ˛/ and y 2 U;

2;˛"
 .; y/ 2 CX;loc .U n fyg/ :
154 M. Bramanti

5 Local Solvability

We can now come to another of the main results in the paper:

Theorem 5.1 (Local Solvability in CX2 ) The function  is a solution to the equation

L .; y/ D 0 in U n fyg , 8y 2 U:

ˇ
Moreover, 8ˇ > 0; f 2 CX .U/, the function
Z
w .x/ D   .x; y/ f .y/ dy (1)
U

is a CX2 .U/ solution to the equation Lw D f in U:

Also, if X0 0, choosing U small enough, we have the following positivity
ˇ
property: if f 2 CX .U/ ; f  0 in U, then the equation Lw D f has at least a
2
CX .U/ solution w  0 in U.
The proof amounts to showing that the function w assigned by (1) is actually
CX2 .U/, since this easily implies it solves the equation.
The by-product of the proof of this theorem is a convenient representation
formula for the derivatives Xi Xj w, which is the starting point for the proof of Hölder
continuity of Xi Xj w. In order to simplify this presentation, I write this formula in a
simplified, schematic, way:
 
Corollary 5.1 8x 2 B x; R2 and i; j D 1; 2; : : : ; n; we have:
Z
Xj Xi w .x/ D c .x/ f .x/ C k0 .x; y/ f .y/ dyC
U
Z Z
C k1 .x; z/ b .z/ f .z/ dz C k2 .x; z/ Œf .z/  f .x/ b .z/ dz
B.x;R/ B.x;R/

  
where c 2 CX˛ B x; R2 , k0 is a bounded kernel, k1 is a fractional integral kernel,
k2 is a singular integral kernel, b a cutoff function.
Then, a careful application of suitable abstract theories of singular and fractional
integrals on locally doubling spaces allows to prove Hölder continuity of Xi Xj w. We
will give some more details about this in the next section. Let us first conclude the
description of the main line of the paper. The final goal is to prove the following:
ˇ
Theorem 5.2 For every ˇ 2 .0; ˛/ and f 2 CX .U/, let w 2 CX2 .U/ be the solution
2;ˇ
to Lw D f in U assigned by (1). Then w 2 CX;loc .U/. More precisely, for every
U 0 b U there exists c > 0 such that

kwkC2;ˇ .U0 /  c kf kCˇ .U/ :

X X
Local Solvability of Nonsmooth Hörmander’s Operators 155

2;ˇ
Corollary 5.2 (CX Local Solvability) For every ˇ 2 .0; ˛/ the operator L is
2;ˇ
locally CX solvable in ˝ in the following senses:
ˇ 2;ˇ
8x 2 ˝ 9U .x/ such that 8f 2 CX .U/ there exists a solution u 2 CX;loc .U/ to
Lu D f in U:
ˇ 2;ˇ
8x 2 ˝ 9U .x/ such that 8f 2 CX;0 .U/ there exists a solution u 2 CX .U/ to
Lu D f in U:

6 Real Analysis Estimates

Let us now spend a few words about the real analysis machinery we need to use to
get the C2;ˇ estimates described above.
An important starting remark is the following. Our construction lives in a fixed
neighborhood U, where the distance d induced by the vector fields Xi is defined;
then the Lebesgue measure is locally doubling, while we cannot assure the validity
of a global doubling condition in U, which should mean:

jB .x; 2r/ \ Uj 6 c jB .x; r/ \ Uj for any x 2 U; r > 0. (2)

Actually, even for the Carnot-Carathéodory distance induced by smooth Hörman-

der’s vector fields, condition (2) is known when U is for instance a metric ball
and the drift term X0 is lacking; in presence of a drift, however, the validity of
a condition (2) on some reasonable U seems to be an open problem. This means
that in our situation .U; d; dx/ is not a space of homogeneous type in the sense of
Coifman-Weiss. However, .U; d; dx/ fits the assumptions of locally homogeneous
spaces as defined in [2]. We apply some results proved in [2] which assure the local
C˛ continuity of singular and fractional integrals defined by a kernel of the kind

a .x/ k .x; y/ b .y/

(with a; b smooth cutoff functions) provided that the kernel k satisfies natural
assumptions which never involve integration over domains of the kind B .x; r/ \ U,
but only over balls B .x; r/ b U; which makes our local doubling condition usable.
Definition 6.1 We say that a kernel k .x; y/ satisfies the standard estimates of
fractional integrals with (positive) exponents ; ˇ in B .x; R/ if

d .x; y/
jk .x; y/j  c 8x; y 2 B .x; R/ ; and
jB .x; d .x; y//j
 
d .x0 ; y/ d .x0 ; x/ ˇ
jk .x; y/  k .x0 ; y/j  c
jB .x0 ; d .x0 ; y//j d .x0 ; y/

8x0 ; x; y 2 B .x; R/ such that d .x0 ; y/  Md .x0 ; x/ for suitable M > 1:

156 M. Bramanti

We say that k .x; y/ satisfies the standard estimates of singular integrals if the
previous estimates hold with  D 0 and some ˇ > 0.
As already stated, some of the terms in the representation formula of Xi Xj w are
fractional integrals while another is a multiplicative term by a Hölder function; the
singular integral part is the following term:
Z
Tf .x/ D k2 .x; z/ Œf .z/  f .x/ b .z/ dz; where
B.x;R/
Z Z
 
k2 .x; z/ D Yi Yj  .z;k/ .x; h/ a .h/ b .k/ dhdk;
Rm Rm

k2 satisfying the standard estimates of singular integrals.

In order to deduce an Hölder estimate for Tf we need in particular to establish a
suitable cancellation property for k2 :
Theorem 6.1 There exists C > 0 such that for a.e. x 2 B .x; R/ and 0 < "1
< "2 < 1
ˇZ ˇ
ˇ ˇ
ˇ a.x/k2 .x; y/ b.y/ dyˇˇ  C:
ˇ
"1 <d.x;y/<"2

As far as I know this is the first case of a priori estimate for PDEs when a singular
integral operator is directly handled in a context where there is no kind of exact or
approximate homogeneity, and the measure of a ball does not behave like a fixed
power of the radius.

References

1. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Fundamental solutions for non-divergence form
operators on stratified groups. Trans. Am. Math. Soc. 356(7), 2709–2737 (2004)
2. Bramanti, M., Zhu, M.: Local real analysis in locally doubling spaces. Manuscripta Math.
138(3–4), 477–528 (2012)
3. Bramanti, M., Brandolini, L., Lanconelli, E., Uguzzoni, F.: Non-divergence equations struc-
tured on Hörmander vector fields: heat kernels and Harnack inequalities. Mem. Am. Math.
Soc. 204(961), 1–136 (2010)
4. Bramanti, M., Brandolini, L., Pedroni, M.: On the lifting and approximation theorem for
nonsmooth vector fields. Indiana Univ. Math. J. 59(6), 1889–1934 (2010)
5. Bramanti, M., Brandolini, L., Pedroni, M.: Basic properties of nonsmooth Hörmander’s vector
fields and Poincaré’s inequality. Forum Mathematicum 25(4), 703–769 (2013)
6. Bramanti, M., Brandolini, L., Manfredini, M., Pedroni, M.: Fundamental solutions and local
solvability of nonsmooth Hörmander’s operators. Mem. Am. Math. Soc., in press. http://arxiv.
org/abs/1305.3398
7. Folland, G.B.: Subelliptic estimates and function spaces on nilpotent Lie groups. Arkiv Mat.
13, 161–207 (1975)
Local Solvability of Nonsmooth Hörmander’s Operators 157

8. Friedman, A.: Partial Differential Equations of Parabolic Type. Prentice-Hall, Englewood

Cliffs (1964)
9. Jerison, D.: The Poincaré inequality for vector fields satisfying Hörmander’s condition. Duke
Math. J. 53(2), 503–523 (1986)
10. Hörmander, L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171
(1967)
11. Karmanova, M., Vodopyanov, S.: Geometry of Carnot-Carathéodory spaces, differentiability,
coarea and area formulas. Anal. Math. Phys. Trends Math. 233–335 (2009)
12. Lanconelli, E., Polidoro, S.: On a class of hypoelliptic evolution operators. Partial differential
equations, II (Turin, 1993). Rend. Sem. Mat. Univ. Politec. Torino 52(1), 29–63 (1994)
13. Levi, E.E.: Sulle equazioni lineari totalmente ellittiche alle derivate parziali. Rend. Circ. Mat.
Palermo 24, 312–313 (1907)
14. Montanari, A., Morbidelli, D.: Nonsmooth Hörmander vector fields and their control balls.
Trans. Am. Math. Soc. 364, 2339–2375 (2012)
15. Montanari, A., Morbidelli, D.: Generalized Jacobi identities and ball-box theorem for horizon-
tally regular vector fields. J. Geom. Anal 24(2), 687–720 (2014)
16. Montanari, A., Morbidelli, D.: Steps involutive families of vector fields, their orbits and the
Poincaré inequality. J. Math. Pures Appl. (9) 99(4), 375–394 (2013)
17. Nagel, A., Stein, E.M., Wainger, S.: Balls and metrics defined by vector fields I: Basic
properties. Acta Math. 155, 130–147 (1985)
18. Polidoro, S.: On a class of ultraparabolic operators of Kolmogorov-Fokker-Planck type. Le
Matematiche 49, 53–105 (1994)
19. Rothschild, L.P., Stein, E.M.: Hypoelliptic differential operators and nilpotent groups. Acta
Math. 137, 247–320 (1976)
20. Sánchez-Calle, A.: Fundamental solutions and geometry of sum of squares of vector fields. Inv.
Math. 78, 143–160 (1984)
21. Vodopyanov, S.K., Karmanova, M.B.: Sub-Riemannian geometry for vector fields of minimal
smoothness. Dokl. Akad. Nauk 422(5), 583–588 (2008, Russian). Translation in Dokl. Math.
78(2), 737–742 (2008)
Multiple Solutions for an Eigenvalue Problem
Involving Non-local Elliptic p-Laplacian
Operators

Patrizia Pucci and Sara Saldi

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday, with great feelings of esteem and affection

Abstract In this paper we establish the existence of two nontrivial weak solutions
of a one parameter non-local eigenvalue problem under homogeneous Dirichlet
boundary conditions in bounded domains, involving a general non-local elliptic
p-Laplacian operator.

Keywords Existence and multiplicity of solutions • Fractional elliptic Dirichlet

problems • Fractional Sobolev spaces • Variational methods

Mathematics Subject Classification: 35R11, 35J60, 35S15, 47G20

1 Introduction

In the paper [1] Arcoya and Carmona extend to a wide class of functionals the three
critical point theorem of Pucci and Serrin in [12] (see also [11]) and applied it to
a one-parameter family of functionals J ,  2 I  R. Under suitable assumptions,
they locate an open subinterval of values  in I for which J possesses at least three

The manuscript was sent on November 7, 2013.

P. Pucci ()
Dipartimento di Matematica e Informatica, Università degli Studi di Perugia, Perugia, Italy
e-mail: [email protected]
S. Saldi
Dipartimento di Matematica e Informatica “U. Dini”, Università degli Studi di Firenze, Firenze,
Italy
Dipartimento di Matematica e Informatica, Università degli Studi di Perugia, Perugia, Italy
e-mail: [email protected]; [email protected]

© Springer International Publishing Switzerland 2015 159

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_9
160 P. Pucci and S. Saldi

critical points. Recently, a slight variant of the main abstract theorem of [1] has been
proposed in [4]. In both papers [1, 4] several interesting applications to quasilinear
boundary value problems are given.
In this paper, taking inspiration of [4], we establish the existence of two non-
trivial weak solutions of a one parameter eigenvalue problem under homogeneous
Dirichlet boundary conditions in an open bounded subset ˝ of RN , with Lipschitz
boundary. More precisely, we consider the problem
(
LK u D Œa.x/jujp2 u C f .x; u/; in ˝;
(1)
u D 0; in RN n ˝;

where LK is an integro-differential non-local operator, defined pointwise by

Z
LK '.x/ D  j'.x/  '.y/jp2 Œ'.x/  '.y/  K.x  y/dy;
RN

along any function ' 2 C01 .˝/, and the weight K W RN n f0g ! RC satisfies the
natural restriction. There exists s 2 .0; 1/, with N > ps, such that
.K /  K.x/jxjNCps  ı for all x 2 RN n f0g and some suitable numbers , ı,
with 0 <  ı;
holds.
Clearly, when K.x/ D jxj.NCps/ , the operator LK reduces to the more familiar
fractional p-Laplacian operator . /sp , which up to a multiplicative constant
depending only on N, s and p is defined by
Z
j'.x/  '.y/jp2 Œ'.x/  '.y/
. /sp '.x/ D dy;
RN jx  yjNCps

along any function ' 2 C01 .˝/.

In (1) we assume that the coefficient a is a positive weight of class L˛ .˝/, with
˛ > N=ps, and that the perturbation f W ˝ R ! R is a Carathéodory function,
with f 6 0, satisfying the main assumption .F / of Sect. 2.
In Sect. 3 we determine precisely the intervals of ’s for which problem (1)
admits only the trivial solution and for which (1) has at least two nontrivial solutions.
More precisely, we study problem (1) by a slight variant of the Arcoya and Carmona
result in [1], as proved in Theorem 2.1 of [4].

2 Preliminaries and Auxiliary Results

Throughout the paper ˝ is an open bounded subset of RN , with Lipschitz boundary,

a is a positive weight of class L˛ .˝/, with ˛ > N=ps, and K satisfies .K / of
the Introduction in RN n f0g. Since s 2 .0; 1/ and N > ps we denote by p the
Non-local Elliptic p-Laplacian Problems 161

critical Sobolev exponent for W0 .˝/, that is p D pN=.N  ps/. We recall that
s;p

kk˝
D0 .˝/ D C01 .˝/
s;p
, where k  k˝ is the standard fractional Gagliardo norm,
given by
“ 1=p
kuk˝ D ju.x/  u.y/jp jx  yj.NCps/ dxdy
˝˝

s;p
for all u 2 W0 .˝/. Furthermore, Ds;p .RN / denotes the fractional Beppo–Levi
space, that is the completion of C01 .RN /, with respect to the norm
“ 1=p
kuks D ju.x/  u.y/jp jx  yj.NCps/ dxdy :
R2N

Moreover, by Theorems 1 and 2 of [10]

p s.1  s/
kukLp .RN /  cN;p kukps ;
.N  ps/p1
Z (2)
dx s.1  s/
ju.x/jp  cN;p kukps
RN jxjps .N  ps/p

for all u 2 Ds;p .RN /, where cN;p is a positive constant depending only on N and p.
Hence

Ds;p .RN / D fu 2 Lp .RN / W ju.x/  u.y/j  jx  yj.sCN=p/ 2 Lp .R2N /g:

Following [8], we put

Q s;p .˝/ D fu 2 Lp .˝/ W uQ 2 Ds;p .RN /g;

D

with the norm kukQs D kQuks , where uQ is the natural extension of u in the entire RN ,
with value 0 in RN n ˝. Clearly,
 Z Z 1=p
kukQs .NCps/
p
D kuk˝ C2 ju.x/j dx
p
jx  yj dy  kuk˝ :
˝ RN n˝

Since here ˝ is regular, an application of Theorem 1.4.2.2 of [8] shows that

Q
Q s;p .˝/ D C1 .˝/kks . Finally, since ˝ is bounded and regular, by (2) there exists
D 0
a constant c˝ > 0 such that

c˝ kQukW s;p .RN /  kQuks D kukQs  kQukW s;p .RN /

162 P. Pucci and S. Saldi

Q s;p .˝/, and so, using also Corollary 1.4.4.10 of [8], we have the main
for all u 2 D
property
Q s;p .˝/ D fu 2 W0s;p .˝/ W u d.; @˝/s 2 Lp .˝/g
D
D fu 2 Ds;p .RN / W u D 0 a.e. in RN n ˝g
D fu 2 W s;p .˝/ W uQ 2 W s;p .RN /g;

where d.x; @˝/ is the distance from x to the boundary @˝ of ˝.

Q s;p
 s;p to see thatQ D .˝/ is a closed subspace of D .R /. Hence also
s;p N
It is not hard
Q s;p .˝/ D D
D Q .˝/; k  ks is a reflexive Banach space. For simplicity and abuse
of notation, in the following we still denote by u the extension of every function
u2D Q s;p .˝/, by setting u D 0 in RN n ˝.
From now on we endow D Q s;p .˝/ with the weighted Gagliardo norm
“ 1=p
kuk D ju.x/  u.y/j K.x  y/dxdy
p
;
R2N

equivalent to the norm k  kQs by virtue of .K /. Indeed, .K / implies at once that

mK 2 L1 .RN /, where m.x/ D min f1; jxjp g, so that in particular k'k < 1 for all
' 2 C02 .˝/.  s;p 
Q s;p .˝/ D D
In conclusion, also the natural solution space D Q .˝/; k  k of (1)
is a reflexive Banach space.
Note that by Corollary 7.2 of [5] the embedding DQ s;p .˝/ ,! L˛0p .˝/ is compact,
being ˛ 0p < p by the assumption that ˛ > N=ps. Moreover, the embedding
0 0
L˛ p .˝/ ,! Lp .˝; a/ is continuous, since kukpp;a  kak˛ kuk˛0p for all u 2 L˛ p .˝/
p

by Hölder’s inequality. Hence,

Q s;p .˝/ ,! Lp .˝; a/ is compact:
the embedding D (3)

Let 1 be the first eigenvalue of the problem

(
LK u D  a.x/jujp2u; in ˝;
(4)
u D 0; in RN n ˝;

Q s;p .˝/, that is 1 is defined by the Rayleigh quotient

in D
’
R2N ju.x/  u.y/jp K.x  y/dxdy
1 D inf R : (5)
p
Q s;p .˝/; u6D0
u2D ˝ a.x/juj dx

By Lemma 2.1 of [7] (see also Theorem 5 of [9] for the fractional p-Laplacian first
eigenvalue) the infimum in (5) is achieved and 1 > 0, when a 1. We refer also
to [6] for the special linear case of the fractional Laplacian and a 2 Lip.˝/. For sake
of completeness we prove the result for the general weight a, using a completely
different argument.
Non-local Elliptic p-Laplacian Problems 163

Proposition 2.1 The infimum 1 in (5) is positive and attained at a certain function
u1 2 D Q s;p .˝/, with ku1 kp;a D 1 and ku1 kp D 1 > 0. Moreover, u1 is a solution
of (4) when  D 1 .
Proof For any u 2 D Q s;p .˝/ define the functionals I .u/ D kukp and J .u/ D
kukp;a . Let 0 D inffI .u/=J .u/ W u 2 D
p Q s;p .˝/ n f0g; kukp;a  1g. Observe that
I and J are continuously Fréchet differentiable and convex in D Q s;p .˝/. Clearly
0 0 0
I .0/ D J .0/ D 0. Moreover, J .u/ D 0 implies u D 0. In particular, I
and J are weakly lower semi-continuous on D Q s;p .˝/. Actually, J is weakly
Q
sequentially continuous on D .˝/. Indeed, if .un /n and u are in D
s;p Q s;p .˝/ and
Q
un * u in D .˝/, then un ! u in L .˝; a/ by (3). This implies at once that
s;p p

J .un / D kun kpp;a ! kukpp;a D J .u/, as claimed.

Now, either W D fu 2 D Q s;p .˝/ W J .u/  1g is bounded in D Q s;p .˝/, or not. In
the first case we are done, while in the latter I is coercive in W, being coercive in
DQ s;p .˝/. Therefore, all the assumptions of Theorem 6.3.2 of [2] are fulfilled, being
DQ s;p .˝/ a reflexive Banach space, so that 0 is attained at a point u1 2 D Q s;p .˝/,
with ku1 kp;a D 1. We claim now that 0 D 1 . Indeed,
p
u kukp
1 D inf D inf kukp  inf p D 0  1 :
Q s;p .˝/nf0g
u2D kukp;a u2DQ s;p .˝/ Q s;p .˝/
u2D kukp;a
kukp;a D1 0<kukp;a 1

In particular, 1 D ku1 kp > 0 and I 0 .u1 / D 1 J 0 .u1 / again by Theorem 6.3.2

of [2]. Hence u1 is a solution of (4) when  D 1 . t
u
From the proof of Proposition 2.1 it is also evident that

1 D inf kukp :
Q s;p .˝/
u2D
kukp;a D1

Moreover Proposition 2.1 gives at once that

1 kukpp;a  kukp Q s;p .˝/:

for every u 2 D (6)

In the following we put cpp;a D 1=1 .

On the perturbation f we assume condition
.F / Let f W ˝ R ! R be a Carathéodory function, f 6 0, satisfying the following
properties.
(a) There exist two measurable functions f0 , f1 on ˝ and an exponent q 2
.1; p/, such that 0  f0 .x/  Cf a.x/, 0  f1 .x/  Cf a.x/ a.e. in ˝ and
some appropriate constant Cf > 0, and

j f .x; u/j  f0 .x/ C f1 .x/jujq1 for a.a. x 2 ˝ and all u 2 R:

164 P. Pucci and S. Saldi

jf .x; u/j
(b) There exists  2 . p; p =˛ 0 / such that lim sup < 1, uniformly
u!0 a.x/juj 1
Z in ˝.
a.e. Z u
(c) F.x; u1 .x//dx > 0, where F.x; u/ D f .x; v/dv and u1 is the first
˝ 0
normalized eigenfunction given in Proposition 2.1.
Note that, in the more familiar and standard setting in the literature, as e.g. in [6, 7,
9], in which a 2 L1 .˝/, the exponent  in .F /–.b/ belongs to the open interval
.p; p /. In any case p < p =˛ 0 , since ˛ > N=ps.
As shown in [4], it is clear from .F /–.a/ and .b/ that problem (1) admits always
the trivial solution since f .x; 0/ D 0 a.e. in ˝, and that the quantity

jf .x; u/j
Sf D ess sup (7)
u¤0; x2˝ a.x/jujp1

is a finite positive number. In particular,

jF.x; u/j Sf
ess sup p
 (8)
u¤0; x2˝ a.x/juj p

and the positive number

1
? D (9)
1 C Sf

is well defined and positive.

The main result of the section is proved by using the energy functional J
associated to (1), which is given by J .u/ D ˚.u/ C  .u/, where

1
˚.u/ D kukp ;  .u/ D H .u/; H .u/ D H1 .u/ C H2 .u/;
p
Z (10)
1
H1 .u/ D kukpp;a ; H2 .u/ D F.x; u.x//dx:
p ˝

Q s;p .˝/ and of class C1 in

It is easy to see that the functional J is well defined in D
Q Q
D .˝/. Furthermore, for all u, ' 2 D .˝/,
s;p s;p

“
hJ0 .u/; 'i D ju.x/  u.y/jp2 Œu.x/  u.y/  Œ'.x/  '.y/  K.x  y/dxdy
R2N
Z
˚ 
 a.x/ju.x/jp2 u.x/ C f .x; u.x// '.x/dx;
˝
Non-local Elliptic p-Laplacian Problems 165

where h; i denotes the duality pairing between D Q s;p .˝/ and its dual space
Q
D s;p0
Q .˝/ of the functional J are
.˝/. Therefore, the critical points u 2 D s;p

exactly the weak solutions of problem (1).

Lemma 2.1 The functional ˚ W D Q s;p .˝/ ! R is convex, weakly lower semicontin-
1 Q
uous and of class C in D .˝/. s;p

Moreover, ˚ 0 W DQ s;p .˝/ ! D Q s;p0 .˝/ verifies the .SC / condition, i.e., for every
sequence .un /n  D Q s;p .˝/ such that un * u weakly in D Q s;p .˝/ and

lim sup h˚ 0 .un /; un  ui  0;

n!1
“
h˚ 0 .un /; un  ui D jun .x/  un .y/jp2Œun .x/  un .y/ (11)
R2N

Œun .x/  u.x/  un .y/ C u.y/  K.x  y/dxdy;

Q s;p .˝/.
then un ! u strongly in D
Proof A simple calculation shows that the functional ˚ is convex and of class C1
in DQ s;p .˝/. Hence, in particular ˚ is weakly lower semicontinuous in D Q s;p .˝/, see
Corollary 3.9 of [3].
Let .un /n be a sequence in D Q s;p .˝/ as in the statement. Then ˚.u/ 
lim infn!1 ˚.un /, being ˚ weakly lower semicontinuous in D Q s;p .˝/. Furthermore,
0 Q
the linear functional h˚ .u/; i W D .˝/ ! R is in D
s;p Q s;p0 .˝/, since
0 0
.x; y/ 7! ju.x/  u.y/jp1 jx  yj.NCps/=p 2 Lp .R2N /, so that also .x; y/ 7!
0 0
ju.x/  u.y/jp1 K.x  y/1=p 2 Lp .R2N / by .K /. Hence, since un * u in D Q s;p .˝/
as n ! 1,

h˚ 0 .u/; un  ui D o.1/ as n ! 1: (12)

Therefore, 0  lim supn!1 h˚ 0 .un /  ˚ 0 .u/; un  ui  0 by convexity and (11). In

other words,

lim h˚ 0 .un /  ˚ 0 .u/; un  ui D 0: (13)

n!1

Combining (12) with (13), we get

lim h˚ 0 .un /; un  ui D 0: (14)

n!1

By the convexity of ˚ we have ˚.u/ C h˚ 0 .un /; un  ui  ˚.un / for all n, so that

˚.u/  lim supn!1 ˚.un / by (14). In conclusion,

˚.u/ D lim ˚.un /: (15)

n!1
166 P. Pucci and S. Saldi

Furthermore (13) implies that the sequence

n 7! Un .x; y/ D fjun .x/  un .y/jp2 Œun .x/  un .y/  ju.x/  u.y/jp2 Œu.x/  u.y/g
Œun .x/  u.x/  un .y/ C u.y/  K.x  y/  0

converges to 0 in L1 .R2N /.
Fix now a subsequence .unk /k of .un /n . Hence, up to a further subsequence if
necessary, Unk .x; y/ ! 0 a.e. in R2N , and so unk .x/  unk .y/ ! u.x/  u.y/ for a.a.
.x; y/ 2 R2N . Indeed, fixing x, y 2 RN , with x 6D y and Unk .x; y/ ! 0, and putting
unk .x/  unk .y/ D k and u.x/  u.y/ D , we get
 
jk jp2 k  jjp2   .k  / ! 0; (16)

since K > 0 by .K /. Hence .k /k is bounded in R. Otherwise, up to a subsequence,

 p2 
jk j k  jjp2   .k  /  jk jp ! 1;

which is obviously impossible. Therefore, .k /k is bounded and possesses a

subsequence .kj /j , which converges to some 2 R. Thus (16) implies at once
 
that j jp2 k  jjp2   .  / D 0 and the strict convexity of t 7! jtjp
yields D . This also shows that actually the entire sequence .k /k converges
to .
Consider the sequence .gnk /k in L1 .R2N / defined pointwise by

1 
gnk .x; y/ D junk .x/  unk .y/jp C ju.x/  u.y/jp
2
ˇ ˇ
ˇ unk .x/  unk .y/  u.x/ C u.y/ ˇp
ˇ
ˇ ˇ K.x  y/:
2 ˇ

By convexity gnk  0 and gnk .x; y/ ! ju.x/  u.y/jp K.x  y/ for a.a. .x; y/ 2 R2N
as k ! 1. Therefore, by the Fatou lemma and (15) we have
“
p ˚.u/  lim inf gnk .x; y/dxdy
k!1
R2N
“
1
D p ˚.u/  p lim sup junk .x/  unk .y/  u.x/ C u.y/jp K.x  y/dxdy:
2 k!1 R2N

Hence, lim supk!1 kunk  uk  0, that is limk!1 kunk  uk D 0. Since .unk /k is

an arbitrary subsequence of .un /n , this shows that actually the entire sequence .un /n
Q s;p .˝/, as required.
converges strongly to u in D t
u
Non-local Elliptic p-Laplacian Problems 167

If  .v/ < 0 at some v 2 D Q s;p .˝/, that is  1 .I0 / is non-empty, where I0 D


.1; 0/ D R , then the crucial positive number

˚.u/
? D inf  (17)
u2 1 .I0 /  .u/

is well defined.
Lemma 2.2 If .F /–.a/, .b/ and .c/ hold, then  1 .I0 / is non-empty and moreover
?  ? < 1 .
Proof By .F /–.c/ it follows that

1
H .u1 / > ; i.e. u1 2  1 .I0 /:
p

Hence, ? is well defined. Again by .F /–.c/ and Proposition 2.1

˚.u/ ˚.u1 / ku1 kp

? D inf   D < ku1 kp D 1 ;
u2 1 .I0 /  .u/ H .u1 / pH .u1 /

Q s;p .˝/, with

as required. Finally, by .F /–.a/, .b/, (6), (8) and (10), for all u 2 D
u 6D 0, we have

˚.u/ kukp 1
 p  D ? :
j .u/j .1 C Sf /kukp;a 1 C Sf

Hence, in particular ?  ? . t
u
Lemma 2.3 If .F /–.a/ holds, then H10 , H20 ,
 W D .˝/ ! D 0 Q s;p
.˝/ are Q s;p0
Q s;p .˝/.
compact and H1 , H2 ,  are sequentially weakly continuous in D
Proof Since  D H , it is enough to prove the lemma for H . Of course, H 0 D
H10 C H20 , where
Z Z
hH10 .u/; vi D a.x/jujp2 uv dx and hH20 .u/; vi D f .x; u/v dx;
˝ ˝

for all u; v 2 DQ s;p .˝/. Since H 0 and H 0 are continuous, thanks to the reflexivity
1 2
Q
of D .˝/ it is sufficient to show that H10 and H20 are weak-to-strong sequentially
s;p

continuous, i.e. if .un /n , u are in D Q s;p .˝/ and un * u in D Q s;p .˝/ as n ! 1, then
0 0 0 0
kH1 .un /  H1 .u/kDQ s;p0 .˝/ ! 0 and kH2 .un /  H2 .u/kDQ s;p0 .˝/ ! 0 as n ! 1.
To this aim, fix .un /n  D Q s;p .˝/, with un * u in D Q s;p .˝/.
From the fact that un ! u in Lp .˝; a/ by (3), then kun kp;a ! kukp;a , or
equivalently, kvn kp0 ;a ! kvkp0 ;a , where vn D jun jp2 un and similarly v D jujp2 u.
0
We claim that vn ! v in Lp .˝; a/. Indeed, fix any subsequence .vnk /k of .vn /n . The
168 P. Pucci and S. Saldi

related subsequence .unk /k of .un /n converges in Lp .˝; a/ and admits a subsequence,

say .unkj /j , converging to u a.e. in ˝. Hence, the corresponding subsequence .vnkj /j
of .vnk /k converges to v a.e. in ˝. Therefore, being 1 < p0 < 1, by the Clarkson
0
and Mil’man theorems it follows that vnkj * v in Lp .˝; a/, since the sequence
0
.kvn kp0 ;a /n is bounded, and so by Radon’s theorem we get that vnkj ! v in Lp .˝; a/,
since kvn kp0 ;a ! kvkp0 ;a . This shows the claim, since the subsequence .vnk /k of
.vn /n is arbitrary.
Now, for all ' 2 D Q s;p .˝/, with k'k D 1, by Hölder’s inequality,
Z
0
jhH10 .un /  H10 .u/; 'ij  a1=p jvn  vj  a1=p j'jdx  kvn  vkp0;a k'kp;a
˝

 cp;a kvn  vkp0;a ;

where cpp;a D 1=1 is the Sobolev constant for the embedding D Q s;p .˝/ ,! Lp .˝; a/
by (5) and (6). Hence, kH1 .un /  H1 .u/kDQ s;p0 .˝/ ! 0 as n ! 1 and H10 is
0 0

compact.
Similarly, un ! u in Lq .˝; a/, since the embedding D Q s;p .˝/ ,! Lq .˝; a/
is compact, being L .˝; a/ ,! L .˝; a/ continuous, since 1 < q < p by
p q
1=q1=p
.F /–.a/. Indeed kvkq;a  kak1 kvkp;a for all v 2 Lp .˝; a/ by Hölder’s
inequality and the fact that a 2 L .˝/  L1 .˝/, ˛ > N=ps > 1 and ˝ is
˛
0
bounded. Clearly, the Nemitskii operator Nf W Lq .˝; a/ ! Lq .˝; a1=.1q/ / given
by Nf .u/ D f .; u.// for all u 2 L .˝; a/ is well defined thanks to .F /–.a/. We
q
0
assert that Nf .un / ! Nf .u/ in Lq .˝; a1=.1q/ / as n ! 1. Indeed, fix a subsequence
.unk /k of .un /n . Hence, there exists a subsequence, still denoted by .unk /k , such that
unk ! u a.e. in ˝ and junk j  h a.e. in ˝ for all k 2 N and some h 2 Lq .˝; a/.
0
In particular, jNf .unk /  Nf .u/jq a1=.1q/ ! 0 a.e. in ˝, being f .x; / continuous
0
for a.a. x 2 ˝. Furthermore, jNf .unk /  Nf .u/jq a1=.1q/  a.1 C hq / 2 L1 .˝/,
0 0
 D .2Cf /q 2q 1 , by .F /–.a/, being a 2 L˛ .˝/  L1 .˝/, since ˛ > N=ps > 1
and ˝ is bounded. This shows the assertion, since 1 < q < p by .F /–.a/.
Hence, by the dominated convergence theorem, we have Nf .unk / ! Nf .u/ in
0 0
Lq .˝; a1=.1q/ /. Therefore the entire sequence Nf .un / ! Nf .u/ in Lq .˝; a1=.1q/ /
as n ! 1.
Finally, for all ' 2 DQ s;p .˝/, with k'k D 1, we have by Hölder’s inequality,
Z
jhH20 .un /  H20 .u/; 'ij  a1=q jNf .un /  Nf .u/j  a1=q j'jdx
˝

 kNf .un /  Nf .u/kq0;a1=.1q/ k'kq;a

1=q1=p
 cp;a kak1 kNf .un /  Nf .u/kq0;a1=.1q/ ;

where cp;a is given in (6). Thus, kH20 .un /  H20 .u/kDQ s;p0 .˝/ ! 0 as n ! 1, that
is H20 is compact.
Non-local Elliptic p-Laplacian Problems 169

Since by the above steps H 0 D H10 C H20 is compact, then H is sequentially

Q s;p .˝/ reflexive.
weakly continuous by Zeidler [13, Corollary 41.9], being D t
u
Lemma 2.4 Under the assumption .F /–.a/ the functional J .u/ D ˚.u/ C  .u/
is coercive for every  2 .1; 1 /.
Proof Fix  2 .1; 1 /. Then by (6) and .F /–.a/
  Z
1 
J .u/  1 kukp  jj jF.x; u/jdx
p 1 ˝
  Z Z
1  f1 .x/
 1 kuk  jj
p
f0 .x/dx  jj f0 .x/ C jujq dx (18)
p 1 ˝ ˝ q
 
1 
 1 kukp  jjC1  jj C2 kukq ;
p 1
q
where C1 D kf0 k1 , C2 D c˛0 q kf0 C f1 =qk˛ and c˛0 q denotes the Sobolev constant of
the compact embedding D Q s;p .˝/ ,! L˛0 q .˝/, being ˛ 0 q < p . Note that C1 < 1,
since f0 2 L˛ .˝/  L1 .˝/, by .F /–.a/, being ˛ > N=ps > 1 and ˝ bounded.
This shows the assertion, since 1 < q < p by .F /–.a/.

3 The Main Result

In this section we prove an existence theorem for (1) as an application of the

principle abstract Theorem 2.1-.ii/, Part .a/ in [4], which represents the differential
version of the Arcoya and Carmona Theorem 3.4 in [1]. In order to simplify the
notation let us introduce the main auxiliary functions
inf ˚.v/  ˚.u/
v2 1 .r/
'1 .r/ D inf ; Ir D .1; r/;
u2 1 .Ir /  .u/  r
(19)
inf ˚.v/  ˚.u/
v2 1 .r/
'2 .r/ D sup ; I r D .r; 1/;
u2 1 .I r /  .u/  r
 
which are well-defined for all r 2 inf  .u/; sup  .u/ , see [1, 4].
Q s;p .˝/
u2D Q s;p .˝/
u2D

Theorem 3.1 Assume .F /–.a/ and .b/.

.i/ If  2 Œ0; ? /, where ? is defined in (9), then (1) has only the trivial solution.
.ii/ If f satisfies also .F /–.c/, then problem (1) admits at least two nontrivial
solutions for every  2 .? ; 1 /, where ? < 1 is given in (17).
170 P. Pucci and S. Saldi

Q s;p .˝/ be a nontrivial weak solution of the problem (1), then

Proof Let u 2 D
“
ju.x/  u.y/jp2 Œu.x/  u.y/  Œ'.x/  '.y/  K.x  y/dxdy
R2N
Z
D fa.x/jujp2 u C f .x; u/g' dx
˝

Q s;p .˝/. Take ' D u and put ˝0 D fx 2 ˝ W u.x/ 6D 0g, so that

for all ' 2 D
 Z 
f .x; u/  
1 kukp D 1  kukpp;a C p1
a.x/juj p
dx  1  1 C Sf kukpp;a
˝0 a.x/juj
 
  1 C Sf kukp

by (6) and (7). Therefore   ? by (9), as required.

.ii/ The functional ˚ is clearly convex, ˚ is also weakly lower semicontinuous
in DQ s;p .˝/ and ˚ 0 verifies condition .SC /, as already proved in Lemma 2.1.
Furthermore,  0 W D Q s;p .˝/ ! DQ s;p0 .˝/ is compact and  is sequentially weakly
continuous in D Q s;p .˝/ by Lemma 2.3. The functional J is coercive for every  2 I,
where I D .1; 1 /, thanks to Lemma 2.4.
We claim that  .D Q s;p .˝// R . Indeed,  .0/ D 0 and by .F /–.a/
0
Z Z
1 1
 .u/   kukpp;a C jF.x; u/jdx   kukpp;a C kf0 k1 C 2Cf a.x/jujq dx
p ˝ p ˝
1 .pq/=p
  kukpp;a C kf0 k1 C 2Cf kak1 kukqp;a ;
p

since a 2 L˛ .˝/  L1 .˝/, being ˛ > N=ps > 1 and ˝ bounded. Therefore,

lim  .u/ D 1;

Q s;p .˝/; kukp;a !1
u2D

being q < p. Hence, the claim follows by the continuity of  .

Thus, .inf ; sup  / R 0 . For every u 2 
1
.I0 / we have

˚.u/
'1 .r/  for all r 2 . .u/; 0/;
r   .u/

so that

˚.u/
lim sup '1 .r/   for all u 2  1 .I0 /:
r!0  .u/
Non-local Elliptic p-Laplacian Problems 171

In other words, by (17) and (19)

lim sup '1 .r/  '1 .0/ D ? : (20)

r!0

From .F /–.b/ and L’Hôpital’s rule

jF.x; u/j
lim sup <1 uniformly a.e. in ˝;
u!0 a.x/juj

so that using also .F /–.a/ and again .b/, that is (7), it follows the existence of a
positive real number L > 0 such that

jF.x; u/j  L a.x/juj for a.a. x 2 ˝ and all u 2 R: (21)

The embedding D Q s;p .˝/ ,! L .˝; a/ is continuous, since  2 .p; p =˛ 0 / by .F /–

 
.b/. Indeed, by Hölder’s inequality kuk;a  j˝j1=} kak˛ kukp  ckuk for all

Q s;p .˝/, where c D c  j˝j1=} kak˛ and cp is the Sobolev constant of the
u 2 D p
continuous embedding D Q s;p .˝/ ,! Lp .˝/ and } is the crucial exponent

˛ 0p
}D > 1;
p   ˛ 0

being  2 .p; p =˛ 0 / by .F /–.b/. Hence, by (21)

1
j .u/j  kukp C Ckuk ; (22)
p1

Q s;p .˝/, where C D c L. Therefore, given r < 0 and v 2  1 .r/, we

for every u 2 D
get

1 1
r D  .v/   kvkp  Ckvk D  ˚.v/  ˚.v/=p ; (23)
p1 1

where  D Cp=p . Since the functional ˚ is bounded below, coercive and lower
semicontinuous on the reflexive Banach space DQ s;p .˝/, it is easy to see that ˚ is also
coercive on the sequentially weakly closed non-empty set  1 .r/, see Lemma 2.3.
Therefore, by Theorem 6.1.1 of [2], there exists an element ur 2  1 .r/ such that
˚.ur / D inf ˚.v/. Taking u 0 2  1 .I r / in (19), we have
v2 1 .r/

1 ˚.ur /
'2 .r/   inf ˚.v/ D :
r v2 1 .r/ jrj
172 P. Pucci and S. Saldi

Hence (23), evaluated at v D ur and divided by r < 0, gives

 =p
1 ˚.ur / ˚.ur / '2 .r/
1  C jrj=p1  C jrj=p1 '2 .r/=p :
1 jrj jrj 1

There are now two possibilities to be considered: either '2 is locally bounded at 0 ,
so that the above inequality shows at once that

lim inf

'2 .r/  1 ;
r!0

being  > p by .F /–.b/, or lim supr!0 '2 .r/ D 1. In both cases (20) and
Lemma 2.2 yield

lim sup '1 .r/  ? < 1  lim sup '2 .r/:

r!0 r!0

Hence for all integers n  n? D 1 C Œ2=.1  ? / there exists a number rn < 0 so

close to zero that '1 .rn / < ? C 1=n < 1  1=n < '2 .rn /. In particular,

Œ? C 1=n; 1  1=n  .'1 .rn /; '2 .rn // \ I D .'1 .rn /; '2 .rn // (24)

for all n  n? . Therefore, since all the assumptions of Theorem 2.1-.ii/, Part .a/,
in [4] are satisfied and u 0 is a critical point of J , problem (1) admits at least two
nontrivial solutions for all  2 .'1 .rn /; '2 .rn // and for all n  n? . In conclusion,
problem (1) admits at least two nontrivial solutions for all  2 .? ; 1 / as required,
being
1
[ 1
[
.? ; 1 / D Œ? C 1=n; 1  1=n  .'1 .rn /; '2 .rn //
nDn? nDn?

by (24). t
u
Taking inspiration from [4], also in this new setting we can derive an interesting
consequence from the main Theorem 3.1 for a simpler problem. Let us therefore
replace .F /–.c/ by the next condition much easier to verify.
.F /–.c0 / Assume there exist x0 2 ˝, t0 2 R and r0 > 0 so small that the closed
ball B0 D fx 2 RN W jx  x0 j  r0 g is contained in ˝ and

ess inf F.x; jt0 j/ D 0 > 0; ess sup max jF.x; t/j D M0 < 1:
B0 B0 jtjjt0 j

Clearly, when f does not depend on x, condition .F /–.c0 / simply reduces to the
request that F.t0 / > 0 at a point t0 2 R.
Non-local Elliptic p-Laplacian Problems 173

Corollary 3.1 Assume that f W ˝ R ! R satisfies .F /–.a/, .b/. Consider the

problem
(
LK u D f .x; u/; in ˝;
(25)
u D 0; in RN n ˝:

.i/ If  2 Œ0; `? /, where `? D 1 =Sf , then (25) has only the trivial solution.
.ii/ If furthermore f satisfies .F /–.c0 /, then there exists `?  `? such that (25)
admits at least two nontrivial solutions for all  2 .`? ; 1/.
Proof The energy functional J associated to problemZ(25) is simply given by
J .u/ D ˚.u/ C 2 .u/, where as before 2 .u/ D  F.x; u.x//dx, see (10).
˝
First, note that J is coercive for every  2 R. Indeed, by (18)
Z
1 1
J .u/  kukp  jj jF.x; u/jdx  kukp  jj C1  jj C2 kukq ;
p ˝ p

where C1 and C2 are as in (18). Hence J .u/ ! 1 as kuk ! 1, since 1 < q < p
by .F /–.a/. In conclusion, here I D R, as claimed.
The part .i/ of the statement is proved using the same argument produced for the
proof of Theorem 3.1-.i/, being
Z
1 kuk D 1 
p
f .x; u/udx  1 Sf kukpp;a  Sf kukp
˝

by (6) and (7). Thus, if u is a nontrivial weak solution of (25), then necessarily
  `? D 1 =Sf , as required.
Q s;p .˝/ such that
In order to prove .ii/, we first show that there exists u0 2 D
2 .u0 / < 0, so that the crucial number

˚.u/
`? D '1 .0/ D inf  ; I0 D .1; 0/ D R ;
u221 .I0 / 2 .u/

is well defined. Indeed, in this special subcase (19) simply reduces to

inf ˚.v/  ˚.u/

v221 .r/
'1 .r/ D inf ; Ir D .1; r/;
u221 .Ir / 2 .u/  r
(26)
inf ˚.v/  ˚.u/
v221 .r/
'2 .r/ D sup ; I r D .r; 1/:
u221 .I r / 2 .u/  r
174 P. Pucci and S. Saldi

Clearly t0 6D 0 in .F /–.c0 /. Now take  2 .0; 1/ and put

˚ 
B D fx 2 RN W jx  x0 j  r0 g; B1 D x 2 RN W jx  x0 j  r1 ;

where r1 D .1 C /r0 =2. Hence B  B1  B0 . Set v0 .x/ D jt0 j B1 .x/ and denote
by " the convolution kernel of fixed radius ", with 0 < " < .1  /r0 =2. Define

u0 .x/ D "  v0 .x/;

so that u0 .x/ D jt0 j for all x 2 B, 0  u0 .x/  jt0 j for all x 2 ˝, u0 2 C01 .˝/ and
supp u0  B0 . Therefore, u0 2 D Q s;p .˝/ by .K /. From .F /–.c0 / we also have
Z Z Z Z
2 .u0 / D  F.x; jt0 j/dx  F .x; u0 .x// dx  M0 dx  0 dx
B B0 nB B0 nB B

 !N r0N M0 .1   N /  0  N :

Hence, taking  2 .0; 1/ so large that  N > M0 =.0 C M0 /, we get that 2 .u0 / < 0,
as claimed.
Q s;p .˝/, with u 6 0, we have
Furthermore, by (6), (8) and (10), for all u 2 D

˚.u/ kukp 1
 p  D `? :
j2 .u/j Sf kukp;a Sf

Thus, `?  `? .
In particular, for '1 given now by (26) and for all u 2 21 .I0 /, we get

˚.u/
'1 .r/  for all r 2 .2 .u/; 0/:
r  2 .u/

Therefore,

lim sup '1 .r/  '1 .0/ D `? ;

r!0

which is the analog of (20).

Also in this setting (21) holds and (22) simply reduces to

j2 .u/j  Ckuk :

Taken r < 0 and v 2 21 .r/, we obtain

r D 2 .v/  Ckvk  C Œp˚.v/=p :

Non-local Elliptic p-Laplacian Problems 175

Therefore, by (26), since u 0 2 21 .I r /,

1
'2 .r/  inf ˚.v/  jrjp= 1 ;
jrj v221 .r/

where  D Cp= =p. This implies that lim '2 .r/ D 1, being  > p by .F /–.b/.
r!0
In conclusion, we have proved that

lim sup '1 .r/  '1 .0/ D `? < lim '2 .r/ D 1:
r!0 r!0

This shows that for all integers n  n? D 2 C Œ`?  there exists rn < 0 so close
to zero that '1 .rn / < `? C 1=n < n < '2 .rn /. Hence, all the assumptions of
Theorem 2.1-.ii/, Part .a/ are satisfied and, being u 0 a critical point of J and
I D R, problem (25) admits at least two nontrivial solutions for all
1
[ 1
[
2 .'1 .rn /; '2 .rn // Œ`? C 1=n; n D .`? ; 1/;
nDn? nDn?

as stated. t
u

Acknowledgements The first author was partially supported by the Italian MIUR Project Aspetti
variazionali e perturbativi nei problemi differenziali nonlineari (201274FYK7) and is a member of
the Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA)
of the Istituto Nazionale di Alta Matematica (INdAM). The manuscript was realized within the
auspices of the INdAM–GNAMPA Project 2015 titled Modelli ed equazioni nonlocali di tipo
frazionario (Prot_2015_000368).
We thank the anonymous referee for the careful reading of our manuscript and the useful
comments.

References

1. Arcoya, D., Carmona, J.: A nondifferentiable extension of a theorem of Pucci and Serrin and
applications. J. Differ. Equ. 235, 683–700 (2007)
2. Berger, M.S.: Nonlinearity and Functional Analysis. Lectures on Nonlinear Problems in
Mathematical Analysis. Pure and Applied Mathematics. Academic, New York/London (1977)
3. Brezis, H.: Functional Analysis, Sobolev Spaces and Partial Differential Equations. Universi-
text. Springer, New York (2011)
4. Colasuonno, F., Pucci P., Varga, Cs.: Multiple solutions for an eigenvalue problem involving
p-Laplacian type operators. Nonlinear Anal. 75, 4496–4512 (2012)
5. Di Nezza, E., Palatucci, G., Valdinoci, E.: Hitchhiker’s guide to the fractional Sobolev spaces.
Bull. Sci. Math. 136, 521–573 (2012)
6. Fiscella, A., Servadei, R., Valdinoci, E., A resonance problem for non-local elliptic operators.
Z. Anal. Anwend. 32, 411–431 (2013)
7. Franzina, G., Palatucci, G.: Fractional p-eigenvalues. Riv. Math. Univ. Parma (N.S.) 5, 373–386
(2014)
176 P. Pucci and S. Saldi

8. Grisvard, P.: Elliptic Problems in Nonsmooth Domains. Monographs and Studies in Mathe-
matics, vol. 24. Pitman, Boston (1985)
9. Lindgren, E., Lindqvist, P.: Fractional eigenvalues. Calc. Var. Partial Differ. Equ. 49, 795–826
(2013)
10. Maz’ya, V., Shaposhnikova, T.: On the Bourgain, Brezis, and Mironescu theorem concerning
limiting embeddings of fractional Sobolev spaces. J. Funct. Anal. 195, 230–238 (2002)
11. Pucci, P., Serrin, J.: Extensions of the mountain pass theorem. J. Funct. Anal. 59, 185–210
(1984)
12. Pucci, P., Serrin, J.: A mountain pass theorem. J. Differ. Equ. 60, 142–149 (1985)
13. Zeidler, E.: Nonlinear Functional Analysis and Its Applications. III: Variational Methods and
Optimization. Springer, New York (1985)
Uniqueness of Solutions of a Class of Quasilinear
Subelliptic Equations

Lorenzo D’Ambrosio and Enzo Mitidieri

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract We study the uniqueness problem of the equation,

 L;p u C jujq1 u D h on RN ;

where q > p  1 > 0: and N > p: Uniqueness results proved in this paper hold
for equations associated to the mean curvature type operators as well as for more
general quasilinear coercive subelliptic problems.

Keywords A priori estimates • Carnot groups • Comparison and uniqueness •

Quasilinear elliptic inequalities

AMS Subject Classifications: 35B45, 35B51, 35B53, 35J62, 35J70, 35R03

1 Introduction

Nonlinear elliptic problems of coercive type is still an interesting subject for

scholars of nonlinear partial differential equations.

L. D’Ambrosio
Dipartimento di Matematica, Università degli Studi di Bari, Bari, Italy
e-mail: [email protected]
E. Mitidieri ()
Dipartimento di Matematica e Geoscienze, Università degli Studi di Trieste, Trieste, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 177

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_10
178 L. D’Ambrosio and E. Mitidieri

In [3] the authors studied, among other things, one of the simplest canonical
quasilinear coercive problem with non regular data, namely,

 pu C jujq1 u D h on RN ; (1)

where q > p  1 > 0 and h 2 L1loc .RN /.

An earlier contribution to this problem in the case p D 2 was obtained in [5].
Among other things in [5] it was proved that for the semilinear equation (1), for any
h 2 L1loc .RN / there exists a unique distributional solution u 2 Lloc .RN /:
q

Later on in [3] the Authors studied the general case p > 1:

By using an approximation procedure they proved that if q > p  1 and
1
p > 2  ; then for any h 2 L1loc .RN / the Eq. (1) possesses a solution belonging
N
to the space
1;1 1;p1 q
X D Wloc .RN / \ Wloc .RN / \ Lloc .RN /:

No general results about uniqueness of solutions were claimed in that paper.

In this work, we shall study the uniqueness problem of solutions of general
quasilinear equations of the type
`
 divL .A .x; u.x/; rL u.x/// C jujq1 u D h on RN ; (2)

and related qualitative properties in the subelliptic setting (see Sect. 2 for details).
The main goal of this paper is to show that the ideas introduced in [10] and
developed [11] apply to this more general setting as well.
In this regards we observe that the Eq. (2) contains a weight function which
is related to subellipticity of the operator appearing in (2) and may vanish on some
unbounded negligible set. Problems containing this kind of degeneracy were not
studied in [11].
By using the notations introduced in Sect. 2, we shall prove the uniqueness of
solutions of (2) in the space
1;p q p q p
WL;loc .RN / \ Lloc .RN / D fu 2 Lloc .RN / \ Lloc .RN / W jrL uj 2 Lloc .RN /g:

To this end, first we set up two essential tools which are of independent interest.
1;p q
Namely, the regularity of weak solutions of (2) in the space WL;loc .RN /\Lloc .RN /
and comparison principles on RN : Further we shall derive some properties of the
solutions of the problems under consideration.
Our efforts here is to apply an approach that can be useful when dealing with
more general operators and related equations or inequalities.
Canonical cases of the main results proved in this paper are the following.
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 179

Theorem 1.1 Let 1 < p < 2, 0  `  p, q  1, h 2 L1loc .RN /; then the problem
  `
 divL jrL ujp2 rL u C jujq1 u D h on RN ;

1;p q
has at most one weak solution v 2 WL;loc .RN / \ Lloc .RN /. Moreover,

h h
inf `
 jvjq1 v  sup `
:
RN RN

In the semilinear case we have,

Theorem 1.2 Let 0  `  2, q > 1, h 2 L1loc .RN /; then the problem

`
 divL .rL u/ C jujq1 u D h on RN ;
1;2 q
has at most one weak solution v 2 WL;loc .RN / \ Lloc .RN /. Moreover,

h h
inf `
 jvjq1 v  sup `
:
RN RN

Theorem 1.3 Let q  1, 0  `  1, h 2 L1loc .RN / then the problem,

!
rL u `
 divL p C jujq1 u D h on RN ;
1 C jrL uj2

1;1 q
has at most one weak solution v 2 WL;loc .RN / \ Lloc .RN /. Moreover,

h h
inf `
 jvjq1 v  sup `
:
RN RN

When considering the case ` > 1; we need to look at solutions that belong to a
1;1 q
functional space which is smaller than WL;loc .RN / \ Lloc .RN /.
We have the following.
Theorem 1.4 Let 1 < `  2, q  1, q > `  1, h 2 L1loc .RN / then the problem,
!
rL u `
 divL p C jujq1 u D h on RN ;
1 C jrL uj2

1;` q
has at most one weak solution v 2 WL;loc .RN / \ Lloc .RN /. Moreover,

h h
inf `
 jvjq1 v  sup `
:
RN RN
180 L. D’Ambrosio and E. Mitidieri

1;p
Our uniqueness results concern solutions that belong to the class WL;loc .RN / \
q
Lloc .RN /. Of course, this set in the canonical Euclidean case is contained in the
space X considered in [3]. We point out that when dealing with uniqueness results
additional regularity is required by several Authors. See for instance [1]. Indeed, in
that work the Authors obtain the existence of solutions of problem (1) belonging to a
1;p
certain space T0 . Uniqueness of solutions proved in [1] concerns entropy solutions.
The paper is organized as follow. In the next section we describe the setting and
the notations. In Sect. 3 we prove some general a priori estimates on the solutions
of the problems under consideration.
In Sect. 4 we prove some comparison results and derive some consequences.
Finally in Sect. 5 we discuss an open question and we point out its solution in a
special case.
In this paper an important role is played by the M-p-C operators (see below for
the definition). For easy reference, in Sect. 6 we recall some inequalities proved in
[11]. These inequalities are of independent interest and will be used throughout the
paper when checking that an operator satisfies the M-p-C property.

2 Notations and Definitions

In this paper r and jj stand respectively for the usual gradient in RN and the
Euclidean norm.
Let  2 C .RN I Rl / be a matrix  WD .ij /, i D 1; : : : ; l, j D 1; : : : ; N and
assume that for any i D 1; : : : ; l, j D 1; : : : ; N the derivative @x@ j ij 2 C .RN /. For
i D 1; : : : ; l, let Xi and its formal adjoint Xi be defined as

X
N
@ XN
@  
Xi WD ij ./ ; Xi WD  ij ./ ; (3)
jD1
@j jD1
@j

and let rL be the vector field defined by

rL WD .X1 ; : : : ; Xl /T D r;

and

rL WD .X1 ; : : : ; Xl /T :

For any vector field h D .h1 ; : : : ; hl /T 2 C 1 .RN ; Rl /, we shall use the following
notation divL .h/ WD div.Th /, that is

X
l
divL .h/ D  Xi hi D rL  h:
iD1
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 181

We suppose that the vector fields satisfy the following assumption. Let ı WD
.ı1 ; : : : ; ıN / be an N-uple of positive real number. We shall denote by ıR the function
ıR W RN ! RN defined by

ıR .x/ D ıR .x1 ; : : : ; xN / WD .Rı1 x1 ; : : : ; RıN xN /: (4)

We require that rL is ıR -homogeneous, that is, there exists ı D .ı1 ; : : : ; ıN / such

that rL is pseudo homogeneous of degree 1 with respect to dilation ıR , namely

rL ..ıR ./// D R.rL /.ıR .// for R > 0 and  2 C 1 .RN /:

Notice that in the Euclidean framework we have  D IN , the identity matrix on

RN . Examples of vector fields satisfying our assumptions are the usual gradient
acting on l. N/ variables, vector fields related to Bouendi–Grushin operator,
Heisenberg–Kohn sub-Laplacian, Heisenberg–Greiner operator, sub-Laplacian on
Carnot Groups.
A nonnegative continuous function S W RN ! RC is called a ıR -homogeneous
norm on RN , if S. 1 / D S./, S./ D 0 if and only if  D 0, and it is homogeneous
of degree 1 with respect to ıR (i.e. S.ıR .// D RS./).
An example of smooth homogeneous norm is

! rd1
X
N
d
S./ WD .ir / ıi ; (5)
iD1

where d WD ı1 ı2    ıN and r is the lowest even integer such that r 

maxfı1 =d; : : : ; ıN =d}.
Notice that if S is a homogeneous norm differentiable a.e., then jrL Sj is
homogeneous of degree 0 with respect to ıR ; hence jrL Sj is bounded.
Throughout this paper we assume that jjL 2 C 1 .RN n f0g/ is a general, however
fixed, homogeneous norm.
We denote by BR the open ball generated by jjL , that is BR WD f 2 RN W jjL <
Rg. Since the Jacobian of the map ıR is J.ıR / D RQ with Q WD ı1 C ı2 C : : : ıN , we
have jBR j D RQ jB1 j,
We define WD jrL jjL j and assume that the set where vanishes is negligible.
The function is bounded and may vanish at some point. For instance in the
Euclidean setting, if jjL is the Euclidean norm, then 1. If we endow RN with
the Heisenberg group structure with RN Hn D Rnx Rny Rt , rL is the Heisenberg
gradient and jjL is the gauge of the canonical sublaplacian, then 2 ./ D .jxj2 C
jyj2 /=jj2L with  D .x; y; t/.
In what follows we shall assume that A W RN R Rl ! Rl is a Carathéodory
function, that is for each t 2 R and  2 Rl the function A .; t; / is measurable; and
for a.e. x 2 RN , A .x; ; / is continuous.
182 L. D’Ambrosio and E. Mitidieri

We consider operators L “generated” by A , that is

L.u/.x/ D divL .A .x; u.x/; rL u.x/// : (6)

Our canonical model cases are the p-Laplacian operator, the mean curvature
operator and some related generalizations. See Examples 2.1 below.
Definition 2.1 Let A W RN R Rl ! Rl be a Carathéodory function. The function
A is called weakly elliptic if it generates a weakly elliptic operator L i.e.

A .x; t; /    0 for each x 2 RN ; t 2 R;  2 Rl ;

(WE)
A .x; 0; / D 0 or A .x; t; 0/ D 0:

Let p  1, the function A is called W-p-C (weakly-p-coercive) (see [2]), if A is

(WE) and it generates a weakly-p-coercive operator L, i.e. if there exists a constant
k2 > 0 such that
p
.A .x; t; /  /p1  k2 jA .x; t; /jp for each x 2 RN ; t 2 R;  2 Rl : (W-p-C)

Let p > 1, the function A is called S-p-C (strongly-p-coercive) (see [2, 13, 14]),
if there exist k1 ; k2 > 0 constants such that

p0 0
.A .x; t; /  /  k1 jjp  k2 jA .x; t; /jp for each x 2 RN ; t 2 R;  2 Rl :
(S-p-C)
1;p
We look for solution in the space WL;loc .˝/ defined as
1;p p p
WL;loc .˝/ WD fu 2 Lloc .˝/ W jrL uj 2 Lloc .˝/g:

Definition 2.2 Let ˝  RN be an open set and let f W ˝ R Rl ! R be a

1;p
Carathéodory function. Let p  1. We say that u 2 WL;loc .˝/ is a weak solution of

divL .A .x; u; rL u//  f .x; u; rL u/ on ˝;

p0
if A .; u; rL u/ 2 Lloc .˝/, f .; u; rL u/ 2 L1loc .˝/, and for any nonnegative  2
C01 .˝/ we have
Z Z
 A .x; u; rL u/  rL   f .x; u; rL u/:
˝ ˝

Example 2.1
1. Let p > 1. The p-Laplacian operator defined on suitable functions u by,
 
pu D divL jrL ujp2 rL u

is an operator generated by A .x; t; / WD jjp2  which is S-p-C.

Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 183

2. If A is of mean curvature type, that is A can be written as A .x; t; / WD A.jj/

with A W R ! R a positive bounded continuous function (see [2, 12]), then A is
W-2-C.
3. The mean curvature operator in non parametric form
!
rL u
Tu WD divL p ;
1 C jrL uj2

is generated by A .x; t; / WD p . In this case A is W-p-C with 1  p  2
1Cjj2
and of mean curvature type but it is not S-2-C.
4. Let m > 1. The operator
!
jrL ujm2 rL u
Tm u WD divL p
1 C jrL ujm

is W-p-C for m  p  m=2.

Definition 2.3 Let A W RN Rl ! Rl be a Charateodory function. We say that A
is monotone if

.A .x; /  A .x; //  .  /  0 for ; 2 Rl : (7)

Let p  1. We say that A is M-p-C (monotone p-coercive) if A is monotone and

if there exists k2 > 0 such that
p
..A .x; /  A .x; //  .  //p1  k2 jA .x; /  A .x; /jp : (8)

Example 2.2
1. Let 1 < p  2 the function A ./ WD jjp2  is M-p-C (see Sect. 6 for details).
2. The mean curvature operator is M-p-C with 1  p  2 (see Sect. 6).
In what follows we shall use a special family of test functions that we call cut-off
functions. More precisely, let '1 2 C01 .R/ be such that 0  '1  1, '1 .t/ D 0 if
jtj  2 and '1 .t/ D 1 if jtj  1. Next, for R > 0 by cut-off function we mean the
function 'R defined as 'R .x/ D '1 .jxjL =R/.
Finally, if not otherwise stated, the integrals are considered on the whole
space RN .

3 A Priori Estimates

The following is a slight variation of a result proved in [10]. For easy reference we
shall include its detailed proof.
Consider the following inequality,
divL .A .x; v; rL v//  f  divL .A .x; u; rL u//  g on RN : (9)
184 L. D’Ambrosio and E. Mitidieri

We have,
Theorem 3.1 Let p  1 and let A W RN Rl ! Rl be M-p-C. Let f ; g 2 L1loc .RN /
and let .u; v/ be weak solution of (9). Set w WD .vu/C and let s > 0 and p  `  0.
If .f  g/w  0 and
`
wsCp1 2 L1 .B2R n BR / for R large; (10)

then

.f  g/ws ; .A .x; rL v/  A .x; rL u//  rL w ws1 fw>0g 2 L1loc .RN /: (11)

Moreover, for any nonnegative  2 C01 .RN / we have,

Z Z Z
1p jrL jp
.f g/w Cc1 s
s
.A .x; rL v/A .x; rL u//rL w w s1
c2 s wsCp1 ;
 p1
(12)
  p1
p
pp
where c1 D 1  p1
p k2 > 0, c2 D p p and > 0 is sufficiently small for p > 1
and c1 D 1 and c2 D 1=k2 for p D 1.
Remark 3.1
1;p
i) Notice that from the above result it follows that if u; v 2 WL;loc .RN / is a weak
solution of (9), then .f  g/ w 2 L1loc .RN /.
ii) The above lemma still holds if we replace the function f  g 2 L1loc .RN / with a
regular Borel measure on RN .
iii) The right hand side in (12) could be divergent since we know only that
wsCp1 ` 2 L1loc .RN /.
iv) If in Theorem 3.1 we consider the case ` D 0, then Theorem 3.1 can be restated
for inequalities (9) on a open set ˝ by replacing RN with ˝ and requiring that
wsCp1 2 L1loc .˝/.
v) If .u; v/ is a weak solution of (9) and u is a constant i.e. u const,
then Theorem 3.1 still holds even for W-p-C operators. See the following
Lemma 3.1.
Lemma 3.1 Let p  1 and let A be W-p-C. Let f ; g 2 L1loc .RN / and let v 2
1;p
WL;loc .RN / be a weak solution of

divL .A .x; u; rL u//  f  g; on RN : (13)

Let k > 0 and set w WD .v  k/C and let s > 0, p  `  0. If .f  g/w  0 and (10)
holds, then

.f  g/ws ; A .x; v; rL v/  rL w ws1 fw>0g 2 L1loc .RN / (14)

Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 185

and for any nonnegative  2 C01 .RN / we have,

Z Z Z
1p jrL jp
.f g/w  Cc1 s
s
A .x; v; rL v/rL w w
s1
  c2 s wsCp1 ; (15)
 p1

where c1 and c2 are as in Theorem 3.1.

The above lemma lies on the following result proved in [10, Theorem 2.7].
Theorem 3.2 ([10]) Let A W ˝ R RN ! RN be a monotone Carathéodory
function. Let f ; g 2 L1loc .˝/ and let u; v be weak solution of

divL .A .x; v; rL v//  f  divL .A .x; u; rL u//  g on ˝: (16)

Let  2 C 1 .R/ be such that 0  .t/;  0 .t/  M, then

Z
 .A .x; v; rL v/  A .x; u; rL u//  rL  .v  u/  (17)
˝
Z
  0 .v  u/ .rL v  rL u/  .A .x; v; rL v/  A .x; u; rL u/  (18)
˝
Z
C .v  u/.f  g/ on ˝: (19)
˝

Hence

divL ..v  u/.A .x; v; rL v/  A .x; u; rL u///  .v  u/.f  g/ on ˝:

Moreover1
 
divL signC .v  u/.A .x; v; rL v/  A .x; u; rL u//  signC .v  u/.f  g/ on ˝:
(20)
Proof (of Theorem 3.1) Let  2 C 1 .R/ be a bounded nonnegative function with
bounded nonnegative first derivative and let  2 C01 .˝/ be a nonnegative test
function.
For simplicity we shall omit the arguments of A . So we shall write Au and Av
instead of A .x; rL u/ and A .x; rL v/ respectively.

1
We recall that the function signC is defined as signC .t/ WD 0 if t  0 and signC .t/ WD 1
otherwise.
186 L. D’Ambrosio and E. Mitidieri

Applying Lemma 3.2, we obtain

Z Z Z
.f  g/.w/ C .Av  Au /  rL w  0 .w/   .Av  Au /  rL  .w/
Z
 jAv  Au j jrL j.w/:

(21)

Let p > 1. From (21) we have

Z Z
.f  g/.w/ C .Av  Au /  rL w  0 .w/ 
Z 1=p0 Z 1=p
0 .w/p jrL jp
 jAv  Au jp  0 .w/
 0 .w/p1  p1
p0 Z Z
0 1 .w/p jrL jp
 p0
.A v  A u /  rL w  .w/ C ;
p 0 k2 p p  0 .w/p1
 p1

where > 0 and all integrals are well defined provided  0.w/
p

.w/p1
2 L1loc .˝/. With a
suitable choice of > 0; for any nonnegative  2 C01 .˝/ and  2 C 1 .R/ as above
such that  0.w/
p

.w/p1
2 L1loc .˝/; it follows that,
Z Z Z
1 .w/p jrL jp
.f g/.w/ Cc1 .Av Au /rL w  0 .w/  : (22)
p p  0 .w/p1  p1

Now for s > 0, 1 > ı > 0 and n  1, define

8
<.t C ı/s if 0  t < n  ı;
n .t/ WD s (23)
:cns  nˇCs1 .t C ı/1ˇ if t  n  ı;
ˇ1

ˇ1Cs
where c WD ˇ1 and ˇ > 1 will be chosen later. Clearly n 2 C 1 ,
(
s.t C ı/s1 if 0  t < n  ı;
n0 .t/ D
ˇCs1 ˇ
sn .t C ı/ if t  n  ı;

and n , n0 are nonnegative and bounded with jjn jj1 D cns and jjn0 jj1 D sns1 .
Moreover
(
n .t/p s1p .t C ı/sCp1 for t < n  ı;
0
D
n .t/ p1
.t; n/ for t  n  ı;
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 187

where
ˇCs1
.cns  s
ˇ1 n .t C ı/1ˇ /p
.t; n/ WD  .cns /p s1p n.ˇCs1/.p1/ .t C ı/ˇ.p1/ :
.snˇCs1 .t C ı/ˇ /p1

Choosing ˇ WD sCp1
p1
we have c D p, and

.t; n/  pp s1p nsp.ˇCs1/.p1/ .t C ı/sCp1 D pp s1p .t C ı/sCp1 :

Therefore, for t  0 we have,

n .t/p
 pp s1p .t C ı/sCp1 :
n0 .t/p1

Since by assumption wsCp1 2 L1loc .˝/, from (22) with  D n , it follows that
Z Z Z
pp s1p jrL jp
.f  g/n .w/ C c1 .Av  Au /  rL w n0 .w/  .w C ı/sCp1 :
p p  p1

Now, noticing that n .t/ ! .t C ı/s and n0 .t/ ! s.t C ı/s1 as n ! C1;
.f  g/.n .w/  n .0/  0 and A is monotone (that is .Av  Au /  rL w  0), by
Fatou’s Lemma theorem we obtain
Z Z Z
jrL jp
.f g/ .wCı/s  Cc1 s .Av  Au /rL w .wCı/s1   c2 s1p .wCı/sCp1 p1 :


By letting ı ! 0 in the above inequality, we have the inequality (12).

p
Next, we choose R > 0 large enough and  WD 'R with 'R a cut off function,
that is

.x/ WD .'R .x//p WD .'1 .jxjL =R//p :

With these choice we have

 
jrL jp p p jxjL
D pp R j'10 jp  pp jj jjp` jj'10 jjp1 Rp `
DW c3 `
;
 p1 R

and from (12) we deduce

Z Z Z
.f  g/ ws C c1 s .Av  Au /  rL w ws1  c2 s1p c3 wsCp1 `
;
BR BR B2r nBR

which completes the proof of the claim in the case p > 1.

188 L. D’Ambrosio and E. Mitidieri

Let p D 1. From (21) and the fact that Av  Au is bounded, the estimate (22)
holds provided we replace p with 1 and with k2 . The remaining argument is similar
to the case p > 1; hence we shall omit it.
Lemma 3.2 Let p  1 and let A W RN Rl ! Rl be M-p-C. Let f ; g 2 L1loc .RN /
and let .u; v/ be weak solution of (9). Set w WD .v  u/C . If .f  g/w  0 and
wq ` 2 L1 .B2R n BR / for q > p  1, p  `  0 and R > 0 large, then

.f  g/wqpC1 ; ..A .x; rL v/  A .x; rL u//  rL w wqp fw>0g 2 L1loc .RN /; (24)

and for any 'R 2 C01 .RN / cut-off function, for R large enough, we have,

Z Z  p1
q qpC1
C /p
.f  g/ sign .w/ 'R c w q ` 
'R RQ. q ; (25)
B2R nBR

pq
where c D c.; k2 ; p; q; jj jj1 ; `/ and   qpC1s , 0 < s < minf1; q  p C 1g.
Proof The claim (24) follows from Theorem 3.1.
Let s > 0 be such that q  s C p  1. From Lemma 3.1, for any nonnegative
 2 C01 .RN /; we have
Z Z Z
1p jrL jp
.f  g/w  C c1 s
s
.Av  Au /  rL w w s1
  c2 s wsCp1 ; (26)
S  p1

where, as in the proof of Theorem 3.1, we write Av and Av for A .x; rL v/ and
A .x; rL u/ respectively and S is the support of jrL j.
Next, an application of Theorem 3.2 gives (20). That is
 
divL signC .v  u/.A .x; v; rL v/  A .x; u; rL u//  signC .v  u/.f  g/ on RN :
(27)
Now we consider the case p > 1. Let 0 < s < minf1; q  p C 1g. By definition
of weak solution and Hölder’s inequality with exponent p0 , taking into account that
A is M-p-C and from (26) we get,
Z Z
C
sign w.f  g/   jAv  Au jjrL j signC w (28)
S
Z
1 1s
s1
 p10
D jAv  Au jw p0  p0 jrL jw p0  (29)
S
Z 1=p0 Z 1=p
1 jrL jp
 .Av  Au /  rL w ws1  w.1s/.p1/ (30)
k2 S S  p1
 1=p0 Z p 1=p
0 Z p 1=p
1 c2 sCp1 jrL j .1s/.p1/ jrL j
 w w : (31)
k2 c1 sp S  p1 S  p1
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 189

Since q > s C p  1 and q > p  1, applying Hölder inequality to (31) with

q q
exponents WD sCp1 and y WD .1s/.p1/ , we obtain

Z Z ı Z ! 1
Z ! 1
0 p0 0 0 py0
C jrL jp jrL jpy
sign w .f  g/  c03 w q `
 0 1 p 0 1 y0 1  py0 1
;
S S  S
(32)
where
 1=p0
1 1 p1 c2 1
ı WD C D ; c03 WD :
p0 yp q c1 sp k2

Next for   p 0 (notice that p 0 > py0 implies  > py0 ), we choose  WD 'R .
From (32) it follows that S D B2R n BR and
Z Z ı
C
sign w .f  g/'R  c03  p wq ` 
'R
S
Z  1 Z  1
p p 0 0 jxjL p0 0
p py0 0 jxjL py0
R j'10 jp . / R j'10 jpy . /
S R S R
Z ı p p p 0 py0 p 0 py0
p0 0
C py0  p0 0  py0 p0 0
C py0 1
C py10
 c03  p wq ` 
'R jj jj1 R jj'10 jj1 jB2R n BR j p0 0

S
Z ı
` 
c q
w 'R RQ.1ı/p ;
S

completing the proof of (25).

Now, we assume that p D 1. From (28), with the choice  WD 'R , we have
Z Z

signC w .f  g/'R  jrL 'R j  cRQ1 ;
k2 S

which completes the proof.

4 Comparison and Uniqueness

In this section we prove a comparison principle and its implication on the uniqueness
property.
Consider the following inequality,
` `
divL .A .x; rL v// jvjq1 v  divL .A .x; rL u// jujq1 u on RN : (33)
190 L. D’Ambrosio and E. Mitidieri

As preliminary result we have the following.

Lemma 4.1 Let p  1, let A be M-p-C, q  1 and q > p  1.
Let .u; v/ be weak solution of (33) with p  `  0. Then ..v  u/C /r `
2
1
Lloc .RN / for any r < C1.
Proof Let .u; v/ be a solution of (33) and set w WD .v  u/C . By using the well
known inequality

jtjq1 t  jsjq1 s  cq .t  s/q ; for t  s .q  1/; (34)

we deduce that wq ` 2 L1loc .RN /: From this it follows that we are in the position to
apply Theorem 3.1, with s D q  p C 1 obtaining wq1 ` 2 L1loc .RN / with q1 WD
2q  p C 1. Applying again Theorem 3.1, with s D q1  p C 1, we get wq2 ` 2
L1loc .RN / with q2 WD q1 C q  p C 1 D q C 2.q  p C 1/. Iterating j times we have
that wqj ` 2 L1loc .RN / with qj WD q C j.q  p C 1/. By choosing j sufficiently large
we get the claim.
Theorem 4.1 Let p  1, let A be M-p-C, q  1, q > p  1 and p  `  0. Let
.u; v/ be a weak solution of
` `
divL .A .x; rL v// jvjq1 v  divL .A .x; rL u// jujq1 u on RN : (35)

Then v  u a.e. on RN .
In particular if .u; v/ be a weak solution of
` `
divL .A .x; rL v// jvjq1 v D divL .A .x; rL u// jujq1 u on RN ; (36)

then u v a.e. on RN .
Proof Let .u; v/ be a solution of (35) and set w WD .v  u/C . From Lemma 4.1
we know that wr ` 2 L1loc .RN / for any r, and hence we are in the position to
apply Theorem 3.1 with s large enough. Thus, from (34) and (12) we get wqCs ` 2
L1loc .RN / and
Z Z
` jrL jp
wqCs   c.s; q; p/ wsCp1 :
 p1
qCs
Applying the Hölder inequality with exponent x WD sCp1 > 1 we have

Z Z px0
` p.1x0 / jrL j
w qCs
  c.s; q; p/ :
 px0 1
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 191

By the same choice of  we made in the proof of Theorem 3.1, that is  D 'R a cut
off functions, it follows that
Z
0
wqCs `  cRQpx D cRQp.qCs/=.qpC1/:
BR

Choosing s large enough and letting R ! C1, we have that w 0 a.e. on RN :

This completes the proof.
Corollary 4.1 Let p  1, let A be W-p-C such that A .x; 0/ D 0. Let q and ` be
as in Theorem 4.1. Let h 2 L1loc .RN /. Let v be a weak solution of the problem

`
 divL .A .x; rL v// C jvjq1 v D h: (37)

Then,

h h
inf `
 jvjq1 v  sup `
:
RN RN

In particular, if h  0 [resp.  0], then v  0 [resp.  0] and if h

` 2 L1 .RN /,
then v 2 L1 .RN /.
Proof We shall prove only the estimate

h
jvjq1 v  sup `
;
RN

the proof of the other inequality being similar. If supRN h

` D C1 there is nothing
to prove. Let M WD supRN h
` < C1. We define u WD sign.M/jMj1=q . Then

` ` `
divL .A .x; rL v// jvjq1 vChD0  h MD divL .A .x; rL u// jujq1 uCh;

that is .u; v/ satisfy (35) with u constant. In this case all the previous estimates
still hold since in this case the operator can be seen as it were M-p-C. See also
Remark 3.1 and Lemma 3.1.
Thus the claim follows from Theorem 4.1.
Corollary 4.2 Let p  1 and let A be M-p-C. Let q and ` be as in Theorem 4.1.
Let h 2 L1loc .RN /. Then the possible weak solution of the problem (37) is unique.
Moreover if A .x; 0/ D 0 and v is a solution of (37), then

h h
inf `
 jvjq1 v  sup `
:
RN RN
192 L. D’Ambrosio and E. Mitidieri

Proof Uniqueness. Let u and v two solutions of (37). Then .u; v/ solves
` `
divL .A .x; rL v//  jvjq1 v D divL .A .x; rL u//  jujq1 u on RN ;

and applying Theorem 4.1 we conclude that u v.

The remaining claim follows from Corollary 4.1.

5 Further Applications

5.1 Symmetry Results

An application of Theorem 4.1 to the symmetry of solutions is the following.

Proposition 5.1 Let p  1. Let A be M-p-C and Let L be the operator generated
by A , see (6). Let q be as in Theorem 4.1.
Let ˚ W RN ! RN be a map which leaves L invariant, that is

divL .A .x; rL ..˚.x//// D divL .A .; rL ..///.˚.x// for any  2 C 2 .RN /:

i.e.

L..˚.x/// D L./.˚.x// for any  2 C 2 .RN /:

Let h 2 L1loc .RN / be a ˚-invariant function, that is h.˚.x// D h.x/ for a.e. x 2 RN .
If v is a solution of

 divL .A .x; rL v// C jvjq1 v D h; (38)

then v is ˚-invariant.
If is ˚-invariant, p  `  0 and v is a solution of
`
 divL .A .x; rL v// C jvjq1 v D h; (39)

then v is ˚-invariant.
Proof Set v˚ .x/ WD v.˚.x//. We have that
`
L.v/.x/ C .x/jvjq1 v.x/ D h.x/ D h.˚.x//
`
D L.v/.˚.x// C ..˚.x//jvjq1 v..˚.x//
`
D L.v˚ /.x/ C .x/jv˚ jq1 v˚ .x/

and by the uniqueness of the solution we have the claim.

Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 193

In the Heisenberg group examples of map which leaves the p-laplacian invariant
are the following, ˚./ D , ˚.x; y; t/ D .x; y; t/ and ˚.x; y; t/ D .2 
x; y; t  4y/ for any  2 R.
Proposition 5.2 Let q > 1, 2  `  0 and h 2 L1loc .RN /. Let H be the Heisenberg
Laplacian on the Heisenberg group Hn and let jjL the gauge related to H . Then
the problem
`
 Hv C jvjq1 v D h (40)

has at most one solution.

Moreover, let v be a solution of (40) we have
i) If h is cylindrical, then v is cylindrical.
ii) Let ` D 0. If h does not depend on t, then v is independent on t and it solves the
problem

 v C jvjq1 v D h on R2n : (41)

5.2 Some Applications to Systems

Another consequence of Theorem 4.1 is the following.

Theorem 5.1 Let p  1, let A be M-p-C and odd, that is A .x; / D A .x; /
for any x 2 RN and  2 Rl . Let q  1, q > p  1 and p  `  0. Let h1 ; h2 2
L1loc .RN /. Let .u; v/ be a weak solution of
8 `
< divL .A .x; rL u//  jvjq1 v C h1 on RN ;
(42)
: `
divL .A .x; rL v//  jujq1 u C h2 on RN :

If h1 C h2  0, then u C v  0 a.e. on RN .
Moreover, if .u; v/ solves also the equation in (42) and h1 D h2 , then u D v
and u solves

 divL .A .x; rL u// D jujq1 u:

Proof Let w WD u. Summing up the inequalities, we have that .w; v/ is a solution
of (35). Hence by Theorem 4.1 it follows that v  w: This completes the first part
of the proof.
Now, if .u; v/ is a solution of (42) with equality sign, then .u; v/ solves the
same equations. By the first part of this claim we deduce that u  v  0, thereby
concluding the proof.
194 L. D’Ambrosio and E. Mitidieri

Corollary 5.1 Let p  1, let A be M-p-C and odd. Let q  1, q > p  1 and
p  `  0 and let .u; v/ be a weak solution of
8 `
<  divL .A .x; rL u// D jvjq1 v on RN ;
(43)
: `
 divL .A .x; rL v// D jujq1 u on RN :

Then u D v a.e. on RN .
Proof The claim follows by observing that .u; v/ solves the system (42) with
equality signs and h1 D h1 0. Hence the claim follows from Theorem 5.1.
The above Theorem 5.1 and Corollary 5.1 were proved in a weaker form by the
first author in [7].

5.3 An Interesting Question

We the point out the following challenging question.

If p D 1 and q  1; from the results proved in the preceding sections it follows
that uniqueness and comparison principles for problem (37) hold.
A natural open question is whether in the case 0 < q < 1 the same results hold.
In these respects, the following partial results may give some indication that this
problem has an affirmative answer.
Theorem 5.2 Let p D 1, let A be M-p-C, q > 0 and p  `  0. If .u; v/ is a
bounded weak solution of
` `
divL .A .x; rL v// jvjq1 v  divL .A .x; rL u// jujq1 u on RN ; (44)

then v  u a.e. on RN .
Proof It is easy to see that

jtjq1 t  jsjq1 s  cq .t  s/; for M  t  s  M: (45)

Therefore by the argument used in the proof of Theorem 4.1, the claim follows.
Corollary 5.2 Let p D 1, let A be M-p-C, q > 0, p  `  0 and let h 2 L1loc .RN /.
Then the possible bounded solution of (37) is unique.
Looking at one of the model case, the p-Laplacian, one can easily realize that,
for p > 2 the p-Laplacian operator in not M-p-C. In this direction some efforts have
been made in [11]. However, even if the technique developed in the present paper
shows that it is possible to study equations associated to general operators satisfying
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 195

appropriated structural assumptions, the uniqueness problem for the equation

 pu C jujq1 u D h on RN ;

1;p
for h 2 L1loc .RN / and u 2 Wloc .RN /; with q > p  1 and p > 2 remains still open.
Clearly, looking for nonnegative solution with h  0 several results are known
see [13] for the Euclidean setting and [6] for the degenerate and anisotropic case.
The interested reader may refer also to [8–10] and [11].

6 Inequalities and M-p-C Operators

Here, we recall some fundamental elementary inequalities proved in [11] that we

use throughout the paper.
In what follows we shall assume that A has the form

A .x; / D A.jj/;

where A W RC ! R. We set .t/ WD A.t/t.

Theorem 6.1 Let A be nonincreasing and bounded function such that

.0/ D 0; .t/ > 0 for t > 0;  is nondecreasing: (46)

Then A is M-p-C with p D 2.

Theorem 6.2 Let 1 < p  2. Let  be increasing, concave function satisfying (46)
and such that there exist positive constants cp ; c > 0 such that

.t/  cp tp1 (47)

and

 0 .s/s  c .s/: (48)

Then A is M-p-C.
Remark 6.1 We notice that (47) is a necessary condition on A to be an M-p-C
operator. Indeed, if A is M-p-C, by taking D 0, then it follows that A is W-p-C,
and (47) holds by Hölder inequality.
196 L. D’Ambrosio and E. Mitidieri

7 Examples

Example 7.1 Let l  N be a positive natural number and let l 2 C 1 .RN I Rl / be

the matrix defined as
 
l WD Il 0 :

The corresponding vector field r l is the usual gradient acting only on the first l
variables

r l D .@x1 ; @x2 ; : : : ; @xl /:

Clearly r N D r and r l is homogeneous with respect to dilation

ıR .x/ D .Rx1 ; Rx2 ; : : : ; Rxl ; RılC1 xlC1 ; : : : ; RıN xN /

with ılC1 ; : : : ; ıN are arbitrary real positive numbers.

Example 7.2 (Baouendi-Grushin Type Operator) Let  D .x; y/ 2 Rn Rk .D RN /.
Let   0 and let  be the following matrix
 
In 0
: (49)
0 jxj Ik

The corresponding vector field is given by r D .rx ; jxj ry /T and the linear
operator L D divL .rL / D x C jxj2 y is the so-called Baouendi-Grushin operator.
Notice that if k D 0 or  D 0, then L coincides with the usual Laplacian
operator. The vector field r is homogeneous with respect to dilation ıR .x/ D
.Rx1 ; : : : ; Rxn ; R1C y1 ; : : : ; R1C yk /.
Example 7.3 (Heisenberg-Kohn Operator) Let  D .x; y; t/ 2 Rn Rn R D Hn
and let  be defined as
 
In 0 2y
:
0 In 2x

The corresponding vector field rH is the Heisenberg gradient on the Heisenberg

group Hn . The vector field rH is homogeneous with respect to ıR ./ D .Rx; Ry; R2 t/
and Q D 2n C 2.
In H1 the corresponding vector fields are X D @x C 2y@t , Y D @y  2x@t . In this
case Q D 4.
In Hn a canonical homogeneous norm, called gauge, is defined as
0 !2 11=4
X
n
jjH WD @ x2i C y2i C t2 A :
iD1
Uniqueness of Solutions of a Class of Quasilinear Subelliptic Equations 197

Example 7.4 (Heisenberg-Greiner Operator) Let  D .x; y; t/ 2 Rn Rn R,

r WD j.x; y/j,   1 and let  be defined as
 
In 0 2 yr2 2
: (50)
0 In 2 xr2 2

The corresponding vector fields are Xi D @xi C 2 yi r2 2 @t , Yi D @yi  2 xi r2 2 @t

for i D 1; : : : ; n.
For  D 1 L D divL .rL / is the sub-Laplacian H on the Heisenberg group
Hn . If  D 2; 3; : : : , L is a Greiner operator. The vector field associated to  is
homogeneous with respect to ıR ./ D .Rx; Ry; R2 t/ and Q D 2n C 2 .
Example 7.5 Let RN be splitted as

RN D Rn1 Rn2  Rnr 3 .x1 ; x2 ; : : : ; xr /;

and let ˛2 ; ˛3 ; : : : ; ˛r > 0 be fixed.

Let g2 W Rn1 ! R be an homogeneous function of degree ˛2 .
Let g3 W Rn1 Rn2 ! R be an homogeneous function of degree ˛3 with respect
to dilation ıR .x1 ; x2 / D .Rx1 ; R˛2 C1 x2 /, that is g3 .Rx1 ; R˛2 C1 x2 / D R˛3 g3 .x1 ; x2 /:
Let g4 W Rn1 Rn2 Rn3 ! R be an homogeneous function of degree ˛4 with
respect to dilation ıR .x1 ; x2 ; x3 / D .Rx1 ; R˛2 C1 x2 ; R˛3 C1 x3 /.
We iterate the procedure by choosing analogously other homogeneous functions
gj up to gr W Rn1 Rn2    Rnr1 ! R a homogeneous function of degree ˛r with
respect to dilation ıR .x1 ; x2 ; : : : xr1 / D .Rx1 ; R˛2 C1 x2 ; : : : ; R˛r1 C1 xr1 /.
Next we define the matrix  as
0 1
In1 0
B 0 g .x /I 0  C
B 2 1 n2 C
B C
B   0 g3 .x1 ; x2 /In3 C
B C: (51)
B C
B C
@ ::: ::: A
0 gr .x1 ; x2 ; : : : ; xr1 /Inr

We have that the vector field r satisfies the assumption of Sect. 2. Indeed it is
homogeneous with respect to ıR .x/ D .Rx1 ; R˛2 C1 x2 ; : : : ; R˛r C1 xr /. This example
generalizes the Example 7.2.
Example 7.6 (Carnot Groups) On a Carnot group the horizontal gradient can be
written in the form r as in Sect. 2 and it satisfies our assumptions. We refer the
reader to [4] for more detailed information on this subject. Special examples of
Carnot groups are the Euclidean spaces RN . The simplest nontrivial example of a
Carnot group is the Heisenberg group H1 D R3 . See Example 7.3. Several other
examples can be found in the book [4].
198 L. D’Ambrosio and E. Mitidieri

Acknowledgements This work is supported by the Italian MIUR National Research Project:
Variational and perturbative aspects of nonlinear differential problems.

References

1. Benilan, Ph., Boccardo, L., Galluet, T., Gariepy, R., Pierre, M., Vazquez, J.L.: An L1 - theory
of existence and uniqueness of solutions of nonlinear elliptic equations. Annali della scuola
Normale di Pisa 22, 241–273 (1995)
2. Bidaut-Véron, M.F., Pohozaev, S.I.: Nonexistence results and estimates for some nonlinear
elliptic problems. J. Anal. Math. 84, 1–49 (2001)
3. Boccardo, L., Galluet, T., Vazquez, J.L.: Nonlinear Elliptic Equations in Rn without restriction
on the data. J. Differ. Equ. 105, 334–363 (1993)
4. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Stratified Lie Groups and Potential Theory for
Their Sub-Laplacians. Springer Monographs in Mathematics. Springer, Berlin (2007)
5. Brezis, H.: Semilinear equations in Rn without condition at infinity. Appl. Math. Optim. 12,
271–282 (1984)
6. D’Ambrosio, L.: Liouville theorems for anisotropic quasilinear inequalities. Nonlinear Anal.
70, 2855–2860 (2009)
7. D’Ambrosio, L.: A new critical curve for a class of quasilinear elliptic systems. Nonlinear
Anal. 78, 62–78 (2013)
8. D’Ambrosio, L., Mitidieri, E.: A priori estimates, positivity results, and nonexistence theorems
for quasilinear degenerate elliptic inequalities. Adv. Math. 224, 967–1020 (2010)
9. D’Ambrosio, L., Mitidieri, E.: Nonnegative solutions of some quasilinear elliptic inequalities
and applications. Math. Sb. 201, 885–861 (2010)
10. D’Ambrosio, L., Mitidieri, E.: A priori estimates and reduction principles for quasilinear
elliptic problems and applications. Adv. Differ. Equ. 17, 935–1000 (2012)
11. D’Ambrosio, L., Farina, A., Mitidieri, E., Serrin, J.: Comparison principles, uniqueness and
symmetry results of solutions of quasilinear elliptic equations and inequalities. Nonlinear
Anal. 90,135–158 (2013)
12. Mitidieri, E., Pohozaev, S.I.: Non existence of positive solutions for quasilinear elliptic
problems on RN . Tr. Mat. Inst. Steklova 227, 192–222 (1999)
13. Mitidieri, E., Pohozaev, S.I.: A priori estimates and the absence of solutions of nonlinear partial
differential equations and inequalities. Tr. Mat. Inst. Steklova 234, 1–384 (2001)
14. Serrin, J.: Local behavior of solutions of quasi–linear equations. Acta Math. 111, 247–302
(1964)
Liouville Type Theorems for Non-linear
Differential Inequalities on Carnot Groups

Luca Brandolini and Marco Magliaro

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract We overview some recent results on the existence and non-existence of

positive solutions for differential inequalities of the kind
 
'.jr0 uj/
div0 r0 u > f .u/`.jr0 uj/
jr0 uj

in the setting of Carnot groups under the Keller-Osserman condition.

Keywords Carnot groups • Keller-Osserman condition

Mathematical Subject Classification: Primary: 35R03, Secondary: 35R45,

35B53

1 Introduction

A Carnot group G is a Lie group with underlying manifold RN endowed with a one
parameter family fı g>0 of group automorphisms of the form
   
ı x.1/ ; x.2/ ; : : : ; x.r/ D x.1/ ; 2 x.2/ ; : : : ; r x.r/

L. Brandolini ()
Dipartimento di Ingegneria, Università degli studi di Bergamo, Dalmine (BG), Italy
e-mail: [email protected]
M. Magliaro
Dipartimento di Matematica Informatica ed Economia, Università degli Studi della Basilicata,
Potenza, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 199

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_11
200 L. Brandolini and M. Magliaro

where x.i/ 2 RNi , N1 C N2 C : : : C Nr D N and such that the N1 left-invariant vector

.1/
fields X1 ; X2 ; : : : ; XN1 that agree with @=@xi at the origin generate the whole Lie
algebra of left-invariant vector fields on G.
The vector fields X1 ; : : : ; XN1 are homogeneous of degree 1 with respect to the
dilations ı , that is

Xj Œ f .ı .// .x/ D Xj f .ı x/ :

The linear span of the vector fields X1 ; X2 ; : : : ; XN1 is called the horizontal layer of
the Lie algebra of G. The canonical sub-Laplacian on G is the differential operator

X
N1

G D Xi2
iD1

which is hypoelliptic by Hörmander’s theorem (see [15]). We refer the interested

readers to [3] for a detailed introduction to Carnot groups.
By a general theorem of Folland (see [13]) the sub-Laplacian G admits a
smooth fundamental solution  which is homogeneous of degree 2 Q with respect
to the dilation ı

 .ı .x// D 2Q  .x/

where Q is the homogeneous dimension of G defined by Q D N1 C 2N2 C    C rNr .

The fundamental solution  can be used to define on G a symmetric homogeneous
norm by

 .x/1=.2Q/ x ¤ 0;
d .x/ D
0 x D 0:

More precisely we have d .ı .x// D d .x/ and d .x/ > 0 if and only if x ¤ 0.
Setting
 
d .x; y/ D d y1 ı x

one can check that d .x; y/ D d .y; x/, d .x; y/ D 0 if and only if x D y and that the
pseudo triangle inequality

d .x; y/ 6 c Œd .x; z/ C d .z; y/

holds for a suitable c > 0 and for every x; y; z 2 G.

From now on we will denote by CH1 .G/ the space of continuous functions on G
having continuous derivative with respect to the vector fields of the first layer. For
k 2 N we define likewise CHk .G/.
Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 201

Given a function u 2 CH1 .G/ we define the horizontal gradient r0 u as the vector
field

X
N1
r0 u D .Xi u/ Xi :
iD1

PN1
For a horizontal vector field W D iD1 wi Xi we define the horizontal divergence

X
N1
div0 W D Xi wi :
iD1

P 1 P 1
If W D NiD1 wi Xi and Z D NiD1 z X are horizontal vector fields we can define
PN1 i i P 1 2
the scalar product by W  Z D iD1 wi zi , so that jWj2 D W  W D NiD1 wi and in
particular

X
N1
jr0 uj2 D jXi uj2 :
iD1

Example 1.1 A first example of Carnot group is the Heisenberg group Hn D R2n R
with the group law
    
.x; y; t/ ı x0 ; y0 ; t0 D x C x0 ; y C y0 ; t C t0 C 2 y  x0  x  y0

and the family of dilations

 
ı .x; y; t/ D x; y; 2 t :

In this case the horizontal vector fields are

@ @ @ @
Xi D C 2yi and Yi D  2xi
@xi @t @yi @t

and, since

@
ŒXi ; Yi  D Xi Yi  Yi Xi D 4 D 4T;
@t
they generate the whole (2n C 1)-dimensional Lie algebra of left invariant vector
fields. In this case the sub-Laplacian is given by

X
n
 2 
Hn D Xi C Yi2
iD1
202 L. Brandolini and M. Magliaro

and its homogeneous fundamental solution has the closed-form expression

cn
 .x/ D  n=2
.x2 C y2 /2 C t2

where cn is a suitable constant. In this case the homogeneous dimension is Q D

2n C 2 so that  is homogeneous of degree 2n and the homogeneous norm is
given by

1
 2 1=4
d .x/ D  .x/ 2n D cn1=2n x2 C y2 C t 2 :

In what follows, we shall consider a non-linear generalization of the sub-

Laplacian called '-Laplacian defined by
 
r0 u
' u D div0 ' .jr0 uj/
jr0 uj

where the function ' satisfies the structural assumptions

(    C
' 2 C 0 RC 1
0 \C R ;
' .0/ D 0, ' 0 > 0 on RC :

A meaningful example of '-Laplacian is the p-Laplacian

 
pu D div0 jr0 ujp2 r0 u

that can be obtained with the choice ' .t/ D tp1 . Another interesting example
comes from the choice ' .t/ D p t 2 that provides an analog of the mean curvature
1Ct
operator on Carnot groups
0 1
B r0 u C
MC u D div0 @ q A:
1 C jr0 uj2

Operators of this kind, or even more general, have been studied in Rn , in the
context of Riemannian geometry and on Carnot groups by several authors (see [8, 9,
19, 21, 23] and references therein). In particular in [19] the authors considered the
existence of weak classical solutions to the differential inequality

'u > f .u/ ` .jr0 uj/

Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 203

on the Heisenberg group and on Rn . Under the generalized Keller-Osserman

condition
Z C1
1
dt < C1
t0 K 1 .F .t//
Rt Rt 0
where F .t/ D 0 f .s/ ds and K .t/ D 0 s'`.t/.t/ dt, they proved that such differential
inequality admits only constant non-negative entire solutions.
Observe that for the differential inequality

pu > u jr0 uj

the generalized Keller-Osserman condition takes the form  C > p  1. One can
interpret this condition by saying that the non linearity in the RHS is bigger than the
non linearity in the LHS.

2 A Brief History of the Keller-Osserman Condition

Around 1957 Joseph Keller [17, 18] and Robert Osserman [22] independently
studied non-linear equations of the form

u D f .u/ (1)

or more generally

u > f .u/ : (2)

In [17] Keller derived Eq. (1) from the study of the equilibrium of a charged
gas inside a container. Let p denote the pressure,  the mass density, a the charge
density and E the electric field vector. Keller wrote the following equations
8
ˆ rp D aE
ˆ
<
equilibrium equation,
div E D 4a the electric field is generated by the gas,
ˆ
:̂
p D g ./ equation of state of the gas.

The function g ./ is non-negative and increasing. Eliminating E from the first and
the second equation gives
 
div 1 rp D 4a2 :

It is not difficult to see that by a change of variable this equation can be reduced to

u D 4a2  .p .u// D f .u/ :

204 L. Brandolini and M. Magliaro

For example if p D c  the change of variable

u D log ./

gives

4a2 u
c uD e:
c

Theorem 2.1 (Keller) Let f W R ! Œ0; C1/ be increasing and assume

Z C1 Z x 1=2
f .z/ dz dx < C1: (3)
1 0

There exists a decreasing function g W R ! R such that if u is a solution of uD

f .u/ in a domain D  Rn then

u .x/ 6 g .d .x; @D// :

Moreover g .R/ ! 1 as R ! C1.

Observe that for f .u/ D u condition (3) is equivalent to  > 1.
The conclusion drawn by Keller using his theorem is the following:
Conclusion 2.2 For a certain class of equations of state, both  and p are bounded
above at every inner point of D, independently of the total mass of fluid within the
container D.
He also found this interesting corollary:
Corollary 2.1 Let f be as in the previous theorem, then v D f .v/ has no entire
solutions.
At the same time Osserman studied the differential inequality (2). In [22] he
proved the following:
Theorem 2.3 (Osserman) Let f .z/ be positive, continuous, and monotone increas-
ing for z > z0 , and suppose
Z 1 Z t 1=2
f .z/ dz dt < C1:
0

Then u cannot satisfy v > 0 on Rn and v > f .v/ outside some sphere S.
Osserman’s motivation was mainly geometric and as a consequence of his
theorem, he obtained the following geometric result.
Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 205

Corollary 2.2 If a simply-connected surface S has a Riemannian metric whose

Gauss curvature K satisfies K 6 " < 0 everywhere, then S is conformally
equivalent to the interior of the unit circle.
Let us briefly sketch out the technique used by Keller and Osserman. Under the
R 1 R t 1=2
condition 0 f .z/ dz dt < C1, the initial value problem
(
' 00 .r/ C n1 0
r ' .r/ D f .' .r//
' .0/ D "; ' 0 .0/ D 0

has a solution defined on Œ0; R" / that satisfies lim ' .r/ D C1. Let now u be a
r!R"
solution of u > f .u/ defined in a disk of radius R" . Without loss of generality we
can assume that the disk is centered at the origin and consider v .x/ D u .x/' .jxj/.
Note that v .x/ ! 1 as jxj ! R" . Suppose v .x/ has a positive maximum at x0 .
In a neighborhood of x0

vD u ' > f .u/  f .'/ > 0;

so that v would be sub-harmonic, contradicting that it has a maximum. It follows

that u .x/ 6 ' .jxj/.
After the seminal work of Keller and Osserman their technique has been extended
to a variety of equations, inequalities and operators. For example Redheffer [24]
considered a differential inequality with a gradient term

u > f .u/ ` .jruj/ ;

Naito and Usami [21] and Bandle et al. [2] considered respectively

'u > f .u/

and

'u D f .u/ ` .jruj/

in Rn . More recently Filippucci et al. [11, 12] gave sufficient conditions for the
non-existence of entire positive solutions of differential inequalities of the kind
n o
div g .jxj/ jrujp2 ru > h .jxj/ f .u/

and
n o
div g .jxj/ jrujp2 ru > h .jxj/ f .u/ ˙ hQ .jxj/ ` .jruj/ :
206 L. Brandolini and M. Magliaro

Mari et al. [20] studied the differential inequality

 
1 ' .jruj/
div D ru > b .x/ f .u/ ` .jruj/
D jruj

and
 
1 ' .jruj/
div D ru > b .x/ f .u/ ` .jruj/  g .u/ h .jruj/
D jruj

on weighted Riemannian manifolds.

Farina and Serrin [9] studied differential inequalities of the kind

div .A .x; u; ru// > B.x; u; ru/

with

jA .x; z; /j 6 c jxjs jzjr jA .x; z; /  jp1

B.x; z; / > Cjxjt jzjq

obtaining non existence results under various assumptions on p; s; r; t; q.

Despite the large literature on the subject, the sub-elliptic setting has been
considered only in a few papers. D’Ambrosio [7] and D’Ambrosio and Mitidieri
[8] considered inequalities of the kind

Lu > f .u/

where

Lu D divL .A .x; u; rL u// :

In this case the gradient rL and the divergence divL are generated by suitable
homogeneous vector fields.
Magliaro et al. [19] considered differential inequalities of the kind

'u > f .u/ ` .jr0 uj/

on the Heisenberg group Hn .

Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 207

3 Coercive Differential Inequalities on Carnot Groups

Our starting point is the following theorem of Magliaro et al. [19, Theorem 1.4].
Theorem 3.1 Let '; ` and f satisfy the following structural assumptions
(    C
' 2 C 0 RC 1
0 \C R ;
(4)
' .0/ D 0, ' 0 > 0 on RC ;
(  
f 2 C 0 RC
0 ;
(5)
f .0/ > 0; f increasing,
8
< ` 2 C0 .Œ0; C1// ,
(6)
: sup ` .s/ 6 C` .t/ ; ` .0/ > 0;
Œ0;t

t' 0 .t/  
2 L1 0C n L1 .C1/ ; (7)
` .t/

and the relaxed homogeneity conditions

(
s' 0 .st/ 6 C1 s ' 0 .t/ 8s 2 Œ0; 1 ;
(8)
s1C ` .t/ 6 C2 ` .st/ 8s 2 Œ0; 1

for positive constants C; C1 ; C2 and . Define

Z Z
t
s' 0 .s/ t
K .t/ D ds and F .t/ D f .s/ ds:
0 ` .s/ 0

If the generalized Keller-Osserman condition

1
2 L1 .C1/ (9)
K 1 .F .t//

holds and 0 6 u 2 CH1 .Hn / satisfies

'u > f .u/ ` .jr0 uj/ on Hn

then u 0.
The steps of their proof are more or less the following.
1. They assume there exists a non-negative, entire solution u 6 0 of 'u >
f .u/ ` .jr0 uj/ :
208 L. Brandolini and M. Magliaro

2. They construct a radial function v defined in an annulus of the kind

R1 6 d .x/ 6 R2

satisfying

'v 6 f .v/ ` .jr0 vj/ ;

such that v .x/ ! C1 as d .x/ ! R 2 and such that v .x/ is small when d .x/ is
close to R1 . To do this, they implicitly define ˛ by
Z ˛.R1 /
ds
R1  t D
˛.t/ K 1 .F .s//

and observe that ˛ satisfies ' 0 .˛ 0 / ˛ 00 D f .˛/ ` .˛ 0 /. Setting v .x/ D ˛ .d .x//

they obtain
 
20
 0  00 ' .˛ 0 jr0 dj/ Q  1
' v D jr0 dj ' ˛ jr0 dj ˛ C
jr0 dj d

and using ' 0 .˛ 0 / ˛ 00 D f .˛/ ` .˛ 0 / and the structural assumptions, they are able
to show that for small 

'v 6 f .v/ ` .jr0 vj/ :

3. A suitable choice of v implies that u  v must have a positive maximum q inside

the annulus. At such a point u > v and r0 u D r0 v. Also, since ` > 0

'u > f .u/ ` .jr0 uj/ > f .v/ ` .jr0 vj/ > ' v:

It follows that there is a neighborhood of q where

'u > ' v:

4. A comparison argument shows that this is not possible (if ' were linear then
u  v would be sub-harmonic in a neighborhood of q).
Let now G be a Carnot group, let Q be its homogeneous dimension,  the
1
fundamental solution of the sub-Laplacian on G and d .x/ D  2Q .x/ the
homogeneous norm. In order to extend the results of Magliaro, Mari, Mastrolia and
Rigoli to Carnot groups the main problem to solve is the construction of the radial
supersolution. Let ˛ be defined by
Z ˛.t0 /
ds
t0  t D
˛.t/ K 1 .F .s//
Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 209

and let v .x/ D ˛ .d .x//. For a radial function a lengthy computation gives
 
2 0
 0  00 ' .˛ 0 jr0 dj/ Q  1
' v D jr0 dj ' ˛ jr0 dj ˛ C
jr0 dj d
  ' .˛ 0 jr0 dj/ r0 d
C ' 0 ˛ 0 jr0 dj ˛ 0  r0 jr0 dj  :
jr0 dj jr0 dj

Since on the Heisenberg group the homogeneous norm is explicit, it is possible

to check that in this case
r0 d
r0 jr0 dj  D0
jr0 dj

giving a much simpler expression for the 'Laplacian of a radial function. The
Carnot groups where such quantity vanishes have been studied by Balogh and
Tyson in [1] and have been called polarizable since they admit polar coordinates.
Unfortunately the only known examples of polarizable groups are the Heisenberg
group and more generally Kaplan H-type groups (see [16]).
In [4] the authors show that the techniques of Magliaro, Mari, Mastrolia and
Rigoli can be extended straightforwardly to polarizable groups. The case of non-
polarizable groups turns out to be more complicated and requires extra assumptions.
In [4, Theorem 4.1] the following result is proved.
Theorem 3.2 Assume the validity of (4), (5), (6) and (7). Also assume that
8
0  0
ˆ s' .st/ 6 C1 s ' .t/ ; 8s 2 Œ0; 1 ;
ˆ
<
s 1 ` .t/ 6 C2 ` .st/ ; 8s 2 Œ0; 1 ; (10)
ˆ
:̂ 0
t' .t/ 6 C3 ' .t/

for positive constants C1 ; C2 ; C3 and . If the generalized Keller-Osserman condi-

tion (9) holds, then every solution 0 6 u 2 CH1 .G/ of

'u > f .u/ ` .jr0 uj/ on G

is identically zero.
We point out that conditions (10) are stronger than the original conditions (8).
Indeed, (10) imply that atp 6 ' .t/ 6 btp for some positive constants a; b and p.
When condition (9) is not satisfied, the inequality ' u > f .u/ ` .jr0 uj/ admits
entire solutions. Indeed in [4, Theorem 5.1] the following is proved.
Theorem 3.3 Assume the validity of (4), (5), (6) and (7). Then, if the generalized
Keller-Osserman condition (9) is not satisfied, there exists a non-negative, non-
constant solution u 2 CH1 .G/ of inequality ' u > f .u/ ` .jr0 uj/.
210 L. Brandolini and M. Magliaro

4 A Sharper Result for the Heisenberg Group

An unpleasant feature of Theorem 3.2 is the assumption ` .0/ > 0 since it excludes
some interesting model cases such as

pu > f .u/ jr0 uj :

In [5] it is proved that on the Heisenberg group it is possible to relax this hypothesis
and assume only ` .t/ > 0.
The condition ` .0/ > 0 was necessary in the comparison argument between u
and the radial supersolution. As shown in step 4 of the previous section, there exists
a point q where u > v and r0 u D r0 v. Assuming ` .0/ > 0 gives

'u > f .u/ ` .jr0 uj/ > f .v/ ` .jr0 vj/ > ' v;

and therefore ' u > ' v in a neighborhood of q;which is not possible. If ` is

allowed to vanish at 0 we only obtain

'u > 'v

at the point q and unfortunately this is not enough to get a contradiction. However
since f .u/ > f .v/ the equality case

'u > f .u/ ` .jr0 uj/ D f .v/ ` .jr0 vj/ > 'v

only happens if jr0 uj D jr0 vj D 0. Observe that this may actually happen. Indeed,
since v .x/ D ˛ .d .x// we have

r0 v .q/ D ˛ 0 .d .q// r0 d .q/

and on the Heisenberg group for q D .z; t/ we have

jzj2
jr0 d .q/j D
d .z; t/

so that r0 v .q/ vanishes on the vertical line z D 0. However, note that, if ˛ 0 ¤ 0,

for the Euclidean gradient we have

jrvj ¤ 0:

Idea 1 Construct v in such a way that u  v cannot have a maximum at a point

where jr0 uj D jr0 vj D 0.
Since at a point of maximum we have ru D rv ¤ 0 this will be achieved by
showing that the set

C D fp 2 Hn W r0 u .p/ D 0 and ru .p/ ¤ 0g

Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 211

cannot be too big and choosing v in such a way that u  v cannot have a maximum
in C :
The next theorem (see [5, Proposition 4.1]) shows that, in a suitable sense, C is
“small”.
 
Theorem 4.1 Let u 2 CH2 ˝ , ˝ open set in Hm . Set
˚ 
C D p 2 ˝ W Xj u .p/ D Yj u .p/ D 0; j D 1; : : : ; m, Tu .p/ ¤ 0 :

If m > 1, for a.e. z0 2 R2m

C \ f.z0 ; t/ W t 2 Rg

is countable and discrete.

If m D 1; for a.e. z0 2 R2m

C \ f.z0 ; t/ W t 2 Rg

has Hausdorff dimension 6 12 .

The idea of the proof of this theorem is the following. If p 2 C then

1 
0 ¤ Tu . p/ D  Xj Yj u . p/  Yj Xj u . p/ :
4

It follows that Xj Yj u .p/ and Yj Xj u .p/ cannot both vanish at p. Hence either
˚ 
p 2 q 2 ˝ W Xj u .q/ D 0, Yj Xj u .q/ ¤ 0

or
˚ 
p 2 q 2 ˝ W Yj u .q/ D 0, Xj Yj u .q/ ¤ 0 :

Since this holds for every j D 1; : : : ; m it follows that p is in the intersection of

m of the above set.
Such intersections are m-codimensional H-regular surfaces by a theorem of
Franchi et al. [14]. In particular they have Hausdorff dimension equal to m C 2.
Thus

dim .C / 6 m C 2:

We now use Eilenberg’s inequality (see [10, Theorem 2.10.25] or [6, Theo-
rem 13.3.1]). If f W X ! Y is a Lipschitz map between separable metric spaces,
A  X and 0 6 k 6 d we have
Z
  
Hdk A \ f 1 .y/ dHk .y/ 6 c .Lip f /k Hd .A/ :
Y
212 L. Brandolini and M. Magliaro

R
Here Hd denotes the d-dimensional Hausdorff measure and  the upper Lebesgue
integral.
Taking f W Hm ! R2m such that f .z; t/ D z, d D k D 2m and A D C , we obtain
Z
  
H0 C \ f 1 .z/ dH2m .z/ 6 c .Lip f /k H2m .C / :
R2m

Since dim .C / 6 m C 2 6 2m (if m > 1), we have

Z
  
H0 C \ f 1 .z/ dH2m .z/ < C1;
R2m

which means that

H0 .C \ f.z; t/ W t 2 Rg/

is finite for a.e. z 2 R2m .

The fact that it is possible to construct v in such a way that u  v does not have
a maximum in C is a consequence of the following Lemma. See Proposition 3.4 in
[5] for a proof.
Lemma 4.1 Assume that the structural assumptions (4), (5), (6) and (7) and the
Keller-Osserman condition (9) hold. Let 0 < t0 < t1 , 0 < " < , h1 ; h2 W
Œt0 ; C1/ ! R and let E  R be at most countable. Then there exist T > t1 and a
strictly increasing convex function ˛ 2 C2 .Œt0 ; T// such that, for every q 2 Hm , the
radial function v .p/ D ˛ .d .p; q// satisfies
8
ˆ
ˆ ' v 6 f .v/ ` .jr0 vj/ on BT .q/ n Bt0 .q/
ˆ
ˆ
ˆ
<v D " on @Bt .q/0
(11)
ˆ
ˆ v D C1 on @BT .q/
ˆ
ˆ
:̂
"6v6 on Bt1 n Bt0 :

Moreover, for every t 2 E \ Œt0 ; T ;

 1  1
˛ 0 t 2 ¤ h1 .t/ and ˛ 0 t 2 ¤ h2 .t/ :

The idea of the proof of this lemma is to construct a family of supersolutions

v .p/ D ˛ .d .p; q// that satisfies (11),
 1 prove that for every t 2 E there exists
0
at most one value of  such that ˛ t 2 D h1 .t/ and then note that there are
uncountably many values of  that work.
We are now ready to state the already-advertised result for the Heisenberg group
which is Theorem 5.1 in [5].
Liouville Type Theorems for Non-linear Differential Inequalities on Carnot Groups 213

Theorem 4.2 Let '; f ; ` satisfy the usual structural conditions except that we allow
` .0/ D 0. Assume the “relaxed homogeneity condition”

s2 ' 0 .st/ ' 0 .t/

6c 8s 2 Œ0; 1 , t 2 Œ0; C1/
` .st/ ` .t/

and the Keller-Osserman condition. Let D D f.z0 ; t/ W t 2 Rg for some z0 2 R2m .

Let u be a non-negative solution of

'u > f .u/ ` .jr0 uj/

such that u 2 CH1 .Hm / \ CH2 .Hm n D/. Also, in the case m D 1 assume that for
almost every z 2 R2 , Tu .z; / 2 Cˇ .R/ for some ˇ > 12 . Then u is constant.
When m > 1 this theorem follows from Theorem 4.1 and Lemma 4.1 in the
following way. Following the method of Magliaro, Mari, Mastrolia and Rigoli one
can construct a super-solution defined in an annulus that blows up on the exterior
boundary of the annulus. By choosing carefully the center .z0 ; t0 / of the annulus it
is possible to ensure that

E D C \ f.z0 ; t/ W t 2 Rg
1
is countable. Applying the above lemma with h1 .t/ D 2t 2 Tu .z0 ; t/ and h2 .t/ D
1
2t 2 Tu .z0 ; t/ ensures that at the points of E

Tu ¤ Tv

and therefore u  v cannot attain a maximum where jr0 uj D jr0 vj D 0.

For m D 1, the proof requires a more refined version of Lemma 4.1 which takes
into account the Hausdorff dimension of the set E. See Lemma 3.2 in [5].
The next theorem shows that Theorem 4.2 is sharp (see Theorem 6.1 in [5]).
Theorem 4.3 Under the usual structural assumptions, if the generalized Keller-
Osserman condition is not satisfied, there exists a non-negative, non-constant
solution u 2 CH1 .Hm / \ CH2 .Hm n fz D 0g/ of the inequality

'u > f .u/ ` .jr0 uj/ :

References

1. Balogh, Z.M., Tyson, J.T.: Polar coordinates in Carnot groups. Math. Z. 241(4), 697–730
(2002)
2. Bandle, C., Greco, A., Porru, G.: Large solutions of quasilinear elliptic equations: existence
and qualitative properties. Boll. Unione Mat. Ital. B (7) 11(1), 227–252 (1997)
214 L. Brandolini and M. Magliaro

3. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Stratified Lie Groups and Potential Theory for
Their Sub-Laplacians. Springer Monographs in Mathematics. Springer, Berlin (2007)
4. Brandolini, L., Magliaro, M.: A note on Keller-Osserman conditions on Carnot groups.
Nonlinear Anal. 75(4), 2326–2337 (2012)
5. Brandolini, L., Magliaro, M.: Liouville type results and a maximum principle for non-linear
differential operators on the heisenberg group. Preprint (2013)
6. Burago, Yu.D., Zalgaller, V.A.: Geometric Inequalities. Grundlehren der Mathematischen
Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 285. Springer, Berlin
(1988) [Translated from the Russian by A.B. Sosinskiı̆, Springer Series in Soviet Mathematics]
7. D’Ambrosio, L.: Liouville theorems for anisotropic quasilinear inequalities. Nonlinear Anal.
70(8), 2855–2869 (2009)
8. D’Ambrosio, L., Mitidieri, E.: A priori estimates, positivity results, and nonexistence theorems
for quasilinear degenerate elliptic inequalities. Adv. Math. 224(3), 967–1020 (2010)
9. Farina, A., Serrin, J.: Entire solutions of completely coercive quasilinear elliptic equations, II.
J. Differ. Equ. 250(12), 4409–4436 (2011)
10. Federer, H.: Geometric Measure Theory. Die Grundlehren der Mathematischen Wis-
senschaften, Band 153. Springer, New York (1969)
11. Filippucci, R., Pucci, P., Rigoli, M.: On entire solutions of degenerate elliptic differential
inequalities with nonlinear gradient terms. J. Math. Anal. Appl. 356(2), 689–697 (2009)
12. Filippucci, R., Pucci, P., Rigoli, M.: On weak solutions of nonlinear weighted p-Laplacian
elliptic inequalities. Nonlinear Anal. 70(8), 3008–3019 (2009)
13. Folland, G.B.: Subelliptic estimates and function spaces on nilpotent Lie groups. Ark. Mat.
13(2), 161–207 (1975)
14. Franchi, B., Serapioni, R., Serra Cassano, F.: Regular submanifolds, graphs and area formula
in Heisenberg groups. Adv. Math. 211(1), 152–203 (2007)
15. Hörmander, L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171
(1967)
16. Kaplan, A.: Fundamental solutions for a class of hypoelliptic PDE generated by composition
of quadratic forms. Trans. Am. Math. Soc. 258(1), 147–153 (1980)
17. Keller, J.B.: Electrohydrodynamics, I. The equilibrium of a charged gas in a container. J.
Ration. Mech. Anal. 5, 715–724 (1956)
18. Keller, J.B.: On solutions of u D f .u/. Commun. Pure Appl. Math. 10, 503–510 (1957)
19. Magliaro, M., Mari, L., Mastrolia, P., Rigoli, M.: Keller-Osserman type conditions for
differential inequalities with gradient terms on the Heisenberg group. J. Differ. Equ. 250(6),
2643–2670 (2011)
20. Mari, L., Rigoli, M., Setti, A.G.: Keller-Osserman conditions for diffusion-type operators on
Riemannian manifolds. J. Funct. Anal. 258(2), 665–712 (2010)
21. Naito, Y., Usami, H.: Entire solutions of the inequality div.A.jDuj/Du/  f .u/. Math. Z.
225(1), 167–175 (1997)
22. Osserman, R.: On the inequality u  f .u/. Pac. J. Math. 7, 1641–1647 (1957)
23. Pigola, S., Rigoli, M., Setti, A.G.: Maximum principles on Riemannian manifolds and
applications. Mem. Am. Math. Soc. 174(822), x+99 (2005)
24. Redheffer, R.: On the inequality u = f .u; j grad uj/. J. Math. Anal. Appl. 1, 277–299 (1960)
Modica Type Gradient Estimates
for Reaction-Diffusion Equations

Agnid Banerjee and Nicola Garofalo

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract We continue the study of Modica type gradient estimates for inhomo-
geneous parabolic equations initiated in Banerjee and Garofalo (Nonlinear Anal.
Theory Appl., to appear). First, we show that for the parabolic minimal surface
equation with a semilinear force term if a certain gradient estimate is satisfied at
t D 0, then it holds for all later times t > 0. We then establish analogous results
for reaction-diffusion equations such as (5) below in ˝ Œ0; T, where ˝ is an
epigraph such that the mean curvature of @˝ is nonnegative. We then turn our
attention to settings where such gradient estimates are valid without any a priori
information on whether the estimate holds at some earlier time. Quite remarkably
(see Theorems 4.1, 4.2 and 5.1), this is true for Rn .1; 0 and ˝ .1; 0,
where ˝ is an epigraph satisfying the geometric assumption mentioned above, and
for M .1; 0, where M is a connected, compact Riemannian manifold with
nonnegative Ricci tensor. As a consequence of the gradient estimate (7), we establish
a rigidity result (see Theorem 6.1 below) for solutions to (5) which is the analogue of
Theorem 5.1 in Caffarelli et al. (Commun. Pure Appl. Math. 47, 1457–1473, 1994).
Finally, motivated by Theorem 6.1, we close the paper by proposing a parabolic
version of the famous conjecture of De Giorgi also known as the "-version of the
Bernstein theorem.

Keywords Parabolic Modica type gradient estimates • De Giorgi’s conjecture for

the heat equation

Mathematical Subject Classification: 35K55, 35B45, 35B65

A. Banerjee
University of California, Irvine, CA 92697, USA
e-mail: [email protected]
N. Garofalo ()
Università di Padova, Padova, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 215

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_12
216 A. Banerjee and N. Garofalo

1 Introduction

In his pioneering paper [23] L. Modica proved that if u is a (smooth) bounded entire
solution of the semilinear Poisson equation u D F 0 .u/ in Rn , with nonlinearity
F  0, then u satisfies the a priori gradient bound

jDuj2  2F.u/: (1)

With a completely different approach from Modica’s original one, this estimate
was subsequently extended in [3] to nonlinear equations in which the leading
operator is modeled either on the p-Laplacian div.jDujp2 Du/, or on the minimal
surface operator div..1 C jDuj2 /1=2 Du/, and later to more general integrands of
the calculus of variations in [7]. More recently, in their very interesting paper [12]
Farina and Valdinoci have extended the Modica estimate (1) to domains in Rn which
are epigraphs whose boundary has nonnegative mean curvature, and to compact
manifolds having nonnegative Ricci tensor, see [13], and also the sequel paper with
Sire [15].
It is by now well-known, see [1, 3, 7, 23], that, besides its independent interest,
an estimate such as (1) implies Liouville type results, monotonicity properties of
the relevant energy and it is also connected to a famous conjecture of De Giorgi
(known as the "-version of the Bernstein theorem) which we discuss at the end of
this introduction and in Sect. 6 below, and which nowadays still constitutes a largely
unsolved problem.
In the present paper we study Modica type gradient estimates for solutions
of some nonlinear parabolic equations in Rn and, more in general, in complete
Riemannian manifolds with nonnegative Ricci tensor, and in unbounded domains
satisfying the above mentioned geometric assumptions in [12]. In the first part of the
paper we continue the study initiated in the recent work [2], where we considered
the following inhomogeneous variant of the normalized p-Laplacian evolution in
Rn Œ0; T,
˚ 
jDuj2p div.jDujp2 Du/  F 0 .u/ D ut ; 1 < p  2: (2)

In [2] we proved that if a bounded solution u of (2) belonging to a certain class H

(see [2] for the relevant definition) satisfies the following gradient estimate at t D 0
for a.e. x 2 Rn ,
p
jDu.x; t/jp  F.u.x; t//; (3)
p1

then such estimate continues to hold at any given time t > 0. On the function F we
2;ˇ
assumed that F 2 Cloc .R/ and F  0. These same assumptions will be assumed
throughout this whole paper.
Modica Types Gradient Estimates, etc 217

In Sect. 2 we show that a similar result is true for the following inhomogeneous
variant of the minimal surface parabolic equation
  
Du
.1 C jDuj2 /1=2 div  F 0 .u/ D ut ; (4)
.1 C jDuj2 /1=2

see Theorem 2.1 below. Equation (4) encompasses two types of equations: when
F.u/ D 0 it represents the equation of motion by mean curvature studied in [10],
whereas when u.x; t/ D v.x/, then (4) corresponds to the steady state which is
prescribed mean curvature equation.
In Sect. 3 we establish similar results for the reaction diffusion equation in ˝
Œ0; T

u D ut C F 0 .u/; (5)

where now ˝ is an epigraph and the mean curvature of @˝ is nonnegative.

Theorem 3.1 below constitutes the parabolic counterpart of the cited result in [12]
for the following problem
(
u D F 0 .u/; in ˝;
(6)
u D 0 on @˝; u  0 on ˝:

In that paper the authors proved that a bounded solution u to (6) satisfies the Modica
estimate (1), provided that the mean curvature of @˝ is nonnegative.
In Sect. 4 we turn our attention to settings where global versions of such estimates
for solutions to (5) can be established, i.e., when there is no a priori information on
whether such an estimate hold at some earlier time t0 . In Theorems 4.1 and 4.2 we
show that, quite remarkably, respectively in the case Rn .1; 0 and ˝ .1; 0,
where ˝ is an epigraph that satisfies the geometric assumption mentioned above,
the a priori gradient estimate

jDu.x; t/j2  2F.u.x; t// (7)

holds globally on a bounded solution u of (5).

In Sect. 5 we establish a parabolic generalization of the result in [13], but in the
vein of our global results in Sect. 4. In Theorem 5.1 we prove that if M is a compact
Riemannian manifold with Ric  0, with Laplace-Beltrami , then any bounded
entire solution u to (5) in M .1; 0 satisfies (7). It remains to be seen whether
our result, or for that matter the elliptic result in [13], remain valid when M is only
assumed to be complete, but not compact.
Finally in Sect. 6, as a consequence of the a priori estimate (7) in Sect. 4, we
establish an analogue of Theorem 5.1 in [3] for solutions to (5) in Rn .1; 0.
More precisely, in Theorem 6.1 below we show that if the equality in (7) holds at
218 A. Banerjee and N. Garofalo

some .x0 ; t0 /, then there exists a function g 2 C2 .R/, a 2 Rn , and ˛ 2 R, such

that

u.x; t/ D g.< a; x > C˛/: (8)

In particular, u is independent of time and the level sets of u are vertical hyperplanes
in Rn .1; 0. This result suggests a parabolic version of the famous conjecture
of De Giorgi (also known as the "-version of the Bernstein theorem for minimal
graphs) which asserts that entire solutions to

u D u3  u; (9)
@u
such that juj  1 and @x n
> 0, must be one-dimensional, i.e., must have level sets
which are hyperplanes, at least in dimension n  8, see [8]. We recall that the
conjecture of De Giorgi has been fully solved for n D 2 in [16] and n D 3 in [1],
and it is known to fail for n  9, see [9]. Remarkably, it is still an open question for
4  n  8. Additional fundamental progress on De Giorgi’s conjecture is contained
in the papers [17, 24]. For results concerning the p-Laplacian version of De Giorgi’s
conjecture, we refer the reader to the interesting paper [25]. For further results, the
state of art and recent progress on De Giorgi’s conjecture, we refer to [4, 11, 14] and
the references therein.
In Sect. 7 motivated by our Theorem 6.1 below, we close the paper by proposing
a parabolic version of De Giorgi’s conjecture. It is our hope that it will stimulate
interesting further research.

2 Forward Modica Type Estimates in Rn  Œ0; T

for the Generalized Motion by Mean Curvature Equation

In [3] it was proved that if u 2 C2 .Rn / \ L1 .Rn / is a solution to

 
Du
div D F 0 .u/; (10)
.1 C jDuj2 /1=2

such that jDuj  C, then the following Modica type gradient estimate holds

.1 C jDuj2 /1=2  1
 F.u/: (11)
.1 C jDuj2 /1=2
In Theorem 2.1 below we generalize this result to the parabolic minimal surface
equation (4). Such result also provides the counterpart of the above cited main
result (2) in [2] for the normalized parabolic p-Laplacian (3). Henceforth, by
2;1
v 2 Cloc , we mean that v has continuous derivatives of up to order two in the x
variable and up to order one in the t variable. We would also like to mention that
unlike the case when F D 0, further requirements on F need to be imposed to ensure
Modica Types Gradient Estimates, etc 219

that a bounded solution to (4) has bounded gradient, see e.g. Theorem 4 in [19]. This
is why an L1 gradient bound is assumed in the hypothesis of the next theorem.
2;ˇ
We recall that throughout the whole paper we assume that F 2 Cloc .R/ for some
ˇ > 0, and that F  0.
2;1
Theorem 2.1 For a given " > 0, let u 2 Cloc .Rn Œ0; T/ \ L1 .Rn ."; T/ be a
classical solution to (4) in R Œ0; T such that jDuj  C. If u satisfies the following
n

gradient estimate

.1 C jDuj2 /1=2  1
 F.u/ (12)
.1 C jDuj2 /1=2

at t D 0, then u satisfies (12) for all t > 0.

2;ˇ
Proof Since jDuj  C and F 2 Cloc , it follows from the Schauder regularity theory
of uniformly parabolic non-divergence equations (see Chaps. 4 and 5 in [22]), that
u 2 H3C˛ .Rn Œ0; T/ for some ˛ > 0 which depends on ˇ and the bounds on u
and Du (see Chap. 4 in [22] for the relevant notion). Now we let

.s/ D .s2 C 1/1=2 ; s 2 R: (13)

With this notation we have that u is a classical solution to

div. 0 .jDuj2 /Du/ D  0 .jDuj2 /ut C F 0 .u/: (14)

Now given that u 2 H3C˛ .Rn Œ0; T/, one can repeat the arguments as in the proof
of Theorem 5.1 in [2] with  as in (13). We nevertheless provide the details for the
sake of completeness and also because the corresponding growth of  in s is quite
different from the one in Theorem 5.1 in [2]. Let

.s/ D 2s 0 .s/  .s/; (15)

and define  D  0 . We also define P as follows

P.u; x; t/ D .jDu.x; t/j2 /  2F.u.x; t//: (16)

With  as in (13) above, we have that

.1 C jDuj2 /1=2  1
PD2  2F.u/: (17)
.1 C jDuj2 /1=2

We note that the hypothesis that (12) be valid at t D 0 can be reformulated by saying
that P.; 0/  0. We next write (14) in the following manner

aij .Du/ uij D f .u/ C  0 ut ;

220 A. Banerjee and N. Garofalo

where for  2 Rn we have let

aij ./ D 2 00 i j C  0 ıij : (18)

Therefore, u satisfies

f 0
dij uij D C ut ; (19)
 
aij
where dij D 
. By differentiating (18) with respect to xk , we obtain

.aij .uk /i /j D f 0 uk C  0 utk C 2 00 uhk uh ut : (20)

From the definition of P in (16) we have,

Pi D 2uki uk  2f ui ; Pt D 2ukt uk  2f ut : (21)

We now consider the following auxiliary function

Mp 2 ct
w D wR D P  jxj C 1  1=2 ;
R R
where R > 1 and M, c are to be determined subsequently. Note that P  w for
t  0. Consider the cylinder QR D B.0; R/ Œ0; T. One can see that if M is chosen
large enough, depending on the L1 norm of u and its first derivatives, then w < 0
on the lateral boundary of QR . In this situation we see that if w has a strictly positive
maximum at a point .x0 ; t0 /, then such point cannot be on the parabolic boundary
of QR . In fact, since w < 0 on the lateral boundary, the point cannot be on such set.
But it cannot be on the bottom of the cylinder either since, in view of (12), at t D 0
we have w.; 0/  P.u.; 0//  0.
Our objective is to prove the following claim:

def 1
w  K D R 2 ; in QR ; (22)

provided that M and c are chosen appropriately. This claim will be established
in (43) below. We first fix a point .y; s/ in Rn . Now for all R sufficiently large enough,
we have that .y; s/ 2 QR . We would like to emphasize over here that finally we let
R ! 1. Therefore, once (22) is established, we obtain from it and the definition of
w that

K0
P.u; y; s/  ; (23)
R1=2

where K 0 depends on "; .y; s/ and the bounds of the derivatives of u of order three.
By letting R ! 1 in (23), we find that

P.u; y; s/  0: (24)
Modica Types Gradient Estimates, etc 221

The sought for conclusion thus follows from the arbitrariness of the point .y; s/.
In order to prove the claim (22) we argue by contradiction and suppose that there
exist .x0 ; t0 / 2 QR at which w attains it maximum and for which

w.x0 ; t0 / > K:

It follows that at .x0 ; t0 / we must have

1 1 1
."2 C jDu.x0 ; t0 /j2 /1=2 jDu.x0 ; t0 /j2  P.x0 ; t0 /  w.x0 ; t0 / > K; (25)
2 2 2

which implies, in particular, that Du.x0 ; t0 / ¤ 0. Therefore, we obtain from (25)

1 1
jDu.x0 ; t0 /j  .1 C jDu.x0 ; t0 /j2 /1=2 jDu.x0 ; t0 /j2  P.x0 ; t0 / > K: (26)
2 2

On the other hand, since .x0 ; t0 / does not belong to the parabolic boundary, from the
hypothesis that w has its maximum at such point, we conclude that wt .x0 ; t0 /  0
and Dw.x0 ; t0 / D 0. These conditions translate into
c
Pt  ; (27)
R1=2
and
M x0;i
Pi D : (28)
R .jx0 j C 1/1=2
2

Now
M xi
.dij wi /j D .dij Pi /j  .dij /j ;
R .jxj2 C 1/1=2

where
aij
.dij Pi /j D 2. .uki uk  f ui //j D 2.aij .uk /i uk /j  2.f dij ui /j : (29)

After a simplification, (29) equals

2aij .uki /j uk C 2aij uki ukj  2f 0 dij ui uj  2f dij uij  2f .dij /j ui :

We notice that
00
2 ui uj ui uj C  0 ıij ui uj
dij ui uj D D jDuj2 :

222 A. Banerjee and N. Garofalo

Now by using (20) and by cancelling the term 2f 0 jDuj2 , we get that the right-hand
side in (29) equals
00
2 0 utk uk C 4 uhk uh uk ut C 2aij uki ukj  2fdij uij  2fdij;j ui :

Therefore by using the Eq. (19), we obtain

0 00
.dij Pi /j D 2aij uki ukj C 2 utk uk C 4 uhk uh uk ut (30)
0
f2 f  ut
2 2  2fdij;j ui :
 
By using the extrema conditions (27) and (28), we have the following two conditions
at .x0 ; t0 /

f M xh u h
ukh uk uh D jDuj2 C ; (31)
 2R .jxj2 C 1/1=2
c
2 ukt uk  2fut C : (32)
R1=2
0
Using the extrema conditions and by canceling 2 utk uk we obtain,
00
4 f 2f 2
.dij wi /j 2aij uki ukj C jDuj2 ut   2fdij;j ui (33)
 
00
2 M xh uh ut c 0 M xi
C 2 1=2
C 1=2
 .dij /j :
R  .jxj C 1/ R  R .jxj C 1/1=2
2

Now we have the following structure equation, whose proof is lengthy but straight-
forward,
00
2
dij;j ui D .jDuj2 u  uhk uh uk /: (34)

Using (32) in (34), we find
00
2 jDuj2 f M xh u h
dij;i ui D . u  /:
  2R jDuj .jxj2 C 1/1=2
2

Using the Eq. (14), we have

00
2 uhk uh uk C  0 u D f C  0 ut :
Modica Types Gradient Estimates, etc 223

Therefore,
00
f C  0 ut  2 uhk uh uk
uD : (35)
0

Substituting the value for u in (35) and by using the extrema condition (32), we
have the following equality at .x0 ; t0 /,
00
2 jDuj2 0 00 jDuj
2
0
dij;j ui D f C u t   2 f  f (36)
 0  
00
 M xh u h M xh u h  0
  :
R.jxj2 C 1/1=2 2R jDuj2  .jxj2 C 1/1=2

Using the definition of  and cancelling terms in (36), we have that the right-hand
side in (36) equals
00 00
jDuj2 ut
00  M xh u h 2. /2 jDuj2 M xh uh
2  2  : (37)
  R .jxj2 C 1/1=2 R 2  0 .jxj2 C 1/1=2
00 2
Therefore, by canceling the terms 4 f jDuj ut in (33), we obtain the following
differential inequality at .x0 ; t0 /,
00
c 0 2 f2 M xi 2 M xh uh ut
.dij wi /j  1=2   .dij 2 1=2
/j C (38)
R   R .jxj C 1/ R .jxj2 C 1/1=2
00 00
2f  M xh uh 4f . /2 jDuj2 M xh uh
C C C 2aij uki ukj :
2 R .jxj2 C 1/1=2 R 2  0 .jxj2 C 1/1=2

Now by using the identity for DP in (21) above, we have

.Pk C 2fuk /2
uki ukj ui uj D : (39)
42
Also,
00
aij ukj uki D  0 uik uik C 2 uik ui ujk uj :

Therefore, by Schwarz inequality, we have

uik ujk ui uj 00 uik ui ujk uj

aij ukj uki   0 C 2 uik ui ujk uj D :
jDuj2 jDuj2
224 A. Banerjee and N. Garofalo

Then, by using (39) we find

.Pk C 2fuk /2 jDPj2 C 4f 2 jDuj2 C 2f < Du; DP >

aij ukj uki  2
D : (40)
4jDuj 4jDuj2 

2f 2
At this point, using (40) in (38), we can cancel off  and consequently obtain the
following inequality at .x0 ; t0 /,
00
c 0 f < Du; DP > M xi 2  M xh u h u t
.dij wi /j  C  .dij /j C
R1=2  jDuj2  R .jxj2 C 1/1=2 R .jxj2 C 1/1=2
(41)
00 00
4f . /2 jDuj2 M xh uh 2f  M xh uh
C C 2 :
R   .jxj C 1/
2 0 2 1=2  R .jxj2 C 1/1=2

By assumption, since w.x0 ; t0 /  K, we have that

1
jDuj  :
2R1=2
Moreover, since u has bounded derivatives up to order 3, for a fixed " > 0, we have
that  0 and  are bounded from below by a positive constant. Therefore by (28), the
00 00
term f <Du;DP>
jDuj2 
can be controlled from below by  RM1=2 where M depends on " and
the bounds of the derivatives of u. Consequently, from (41), we have at .x0 ; t0 /,

C.c/ L.M/ M 00
.dij wi /j    : (42)
R1=2 R R1=2
Now in the very first place, if c is chosen large enough depending only on " and
the bounds of the derivatives of u up to order three, we would have the following
inequality at .x0 ; t0 /,

.dij wi /j > 0:

This contradicts the fact that w has a maximum at .x0 ; t0 /. Therefore, either
w.x0 ; t0 / < K, or the maximum of w is achieved on the parabolic boundary where
w < 0. In either case, for an arbitrary point .y; s/ such that jyj  R, we have that

1
w.y; s/  : (43)
R1=2
Modica Types Gradient Estimates, etc 225

3 Forward Gradient Bounds for the Reaction-Diffusion

Equation (5) in Epigraphs

In this section we consider Modica type gradient bounds for solutions to the
parabolic equation (5) in unbounded generalized cylinders of the type ˝ Œ0; T.
On the ground domain ˝  Rn we assume that it is an epigraph, i.e., that

˝ D f.x0 ; xn / 2 Rn j x0 2 Rn1 ; xn > h.x0 /g: (44)

2;˛
Furthermore, we assume that h 2 Cloc .Rn1 / and that

jjDhjjC1;˛ .Rn1 / < 1: (45)

Before proving the main result of the section we establish a lemma which will be
used throughout the rest of the paper.
Lemma 3.1 Let u be a solution to (5), and assume that

inf jDuj > 0; (46)

G

for some open set G 2 Rn R. Define

def
P.x; t/ D P.u; x; t/ D jDu.x; t/j2  2F.u.x; t//: (47)

Then, we have in G that

jDPj2
.  @t /PC < B; DP >  ; (48)
2jDuj2

2F 0 .u/Du
where B D jDuj2
.
Proof The proof of the lemma follows from computations similar to that in the
proof of Theorem 2.1, but we nevertheless provide details since this lemma will be
2;ˇ
crucially used in the rest of the paper. We first note that, since F 2 Cloc , we have
u 2 H3C˛;loc for some ˛ which also depends on ˇ. By using (5), it follows from a
simple computation that

.  @t /P D 2jjD2 ujj2  2F 0 .u/2 : (49)

From the definition of P, it follows that

DP D 2D2 uDu  2F 0 .u/Du:

226 A. Banerjee and N. Garofalo

This gives

4jD2 uDuj2 D jDP C 2F 0 .u/Duj2 D jDPj2 C 4F 0 .u/2 jDuj2 C 4F 0 .u/ < DP; Du > :

Therefore, from Cauchy-Schwartz inequality we obtain

4jjD2 ujj2 jDuj2  jDPj2 C 4F 0 .u/2 jDuj2 C 4F 0 .u/ < DP; Du > :

By dividing both sides of this inequality by 2jDuj2 , and replacing in (49), the desired
conclusion follows.
We now state the relevant result which is the parabolic analogue of Theorem 1
in [12].
Theorem 3.1 Let ˝  Rn be as in (44), with h satisfying (45), and assume
furthermore that the mean curvature of @˝ is nonnegative. Let u be a nonnegative
bounded solution to the following problem
(
u D ut C F 0 .u/;
(50)
u D 0 on @˝ Œ0; T;

such that

jDuj2 .x; 0/  2F.u/.x; 0/: (51)

Furthermore, assume that jju.; 0/jjC1;˛ .˝/ < 1. Then, the following gradient
estimate holds for all t > 0 and all x 2 ˝,

jDuj2 .x; t/  2F.u/.x; t/: (52)

Proof Henceforth in this paper for a given function g W Rn1 ! R we denote by

˝g D f.x0 ; xn / 2 Rn j x0 2 Rn1 ; xn > g.x0 /g

its epigraph. With ˛ as in the hypothesis (45) above, we denote


F D g 2 C2;˛ .Rn1 / j @˝g has nonnegative mean

curvature and jjDgjjC1;˛ .Rn1 /  jjDhjjC1;˛ .Rn1 / :

We now note that, given a bounded solution u to (50) above, then by Schauder
regularity theory (see Chaps. 4, 5 and 12 in [22]) one has

jjujjH1C˛ .˝Œ0;T/  C; (53)

Modica Types Gradient Estimates, etc 227

for some universal C > 0 which also depends on ˝ and jju.; 0/jjC1;˛ .˝/ , and for
every " > 0 there exists C."/ > 0 such that

jjujjH2C˛ .˝Œ";T/  C."/: (54)

Note that in (54), we cannot take " D 0, since the compatibility conditions at the
corner points need not hold. With C as in (53), we now define

˙ D v 2 C2;1 .˝ g Œ0; T/ j there exists g 2 F for which v solves (50) in ˝g Œ0; T;

with 0  v  jjujjL1 ; jjvjjH1C˛ .˝ g Œ0;T/  C; P.v; x; 0/  0 :

Note that in the definition of ˙ we have that given any v 2 ˙ , there exists a
corresponding g.v/ in F such that the assertions in the definition of the class ˙
hold. Moreover ˙ is non-empty since u 2 ˙ . From now on, with slight abuse of
notation, we will denote the corresponding ˝g.v/ by ˝v .
We now set

P0 D sup P.vI x; t/:

v2˙;.x;t/2˝v Œ0;T

We note that P0 is finite because by the definition of ˙ , every v 2 ˙ has H1C˛ norm
bounded from above by a constant C which is independent of v . Furthermore, by
Schauder regularity theory we have that (54) holds uniformly for v 2 ˙ in ˝ v
Œ0; T. Our objective is to establish that

P0  0: (55)

Assume on the contrary that P0 > 0. For every k 2 N there exist vk 2 ˙ and
.xk ; tk / 2 ˝vk
Œ0; T such that

1
P0  < P.vk ; xk ; tk /  P0 :
k

By compactness, possibly passing to a subsequence, we know that there exists t0 2

Œ0; T such that tk ! t0 . We define

uk .x; t/ D vk .x C xk ; tk /:

We then have that uk 2 ˙ and 0 2 ˝uk . Moreover,

P.uk ; 0; tk / D P.vk ; xk ; tk / ! P0 :
228 A. Banerjee and N. Garofalo

Now, if we denote by gk the function corresponding to the graph of ˝uk , from the
fact that 0 2 ˝uk we infer that

gk .0/  0:

We now claim that gk .0/ is bounded. If not, then there exists a subsequence such that

gk .0/ ! 1:

Moreover since jjDgk jjC1;˛ is bounded uniformly in k, we conclude that for every
x0 2 Rn1

gk .x0 / ! 1; (56)

and the same conclusion holds locally uniformly in x0 . Since the uk ’s are uniformly
bounded in H1C˛ .˝uk Œ0; T/, we have that uk ! w0 locally uniformly in Rn
Œ0; T. Note that this can be justified by taking an extension of uk to Rn Œ0; T such
that (53) hold in Rn Œ0; T, uniformly in k. Applying (54) to the uk ’s we see that
the limit function w0 solves (50) in Rn Œ0; T. Since by the definition of ˙ we have
P.uk ; 0; 0/ D P.vk ; xk ; 0/  0, we have that t0 > 0, and therefore by (53) we conclude
that P.w0 ; 0; t0 / D P0 > 0. Moreover, again by (53), we have P.w0 ; 0; 0/  0. This
leads to a contradiction with the case p D 2 of Theorem 1.3 established in [2].
Therefore, the sequence fgk .0/g must be bounded.
Now since gk ’s are such that Dgk ’s have uniformly bounded C1;˛ norms, we
conclude by Ascoli-Arzelà that there exists g0 2 F such that gk ! g0 locally
uniformly in Rn1 . We denote

˝0 D f.x0 ; xn / 2 Rn j x0 2 Rn1 ; xn > g0 .x0 /g:

For each k, by taking an extension uQ k of uk to Rn Œ0; T such that uQ k has bounded

H1C˛ norm, we have that (possibly on a subsequence) uQ k ! u0 locally uniformly
in Rn . Moreover, because of (54) applied to uk ’s, the function u0 solves the Eq. (5)
in ˝0 .0; T. We also note that since Dgk ’s have uniformly bounded C1;˛ norms,
@˝0 has nonnegative mean curvature. Moreover, by arguing as in (33) and (34) in
[12], we have that u0 vanishes on @˝0 Œ0; T. Also, it follows that P.u0 ; x; 0/  0 for
x 2 ˝0 , and therefore u0 2 ˙ . Arguing by compactness as previously in this proof,
we infer that must be t0 > 0, and since u0 2 ˙ , that

P0 D P.u0 ; 0; t0 / D sup P.u0 ; x; t/ > 0:

.x;t/2˝0 Œ0;T

Since u0  0 and u0 vanishes on @˝0 Œ0; T, indicating by  the inward unit normal
to @˝0 at x, we have for each .x; t/ 2 @˝0 Œ0; T

@ u0 .x; t/  0: (57)
Modica Types Gradient Estimates, etc 229

Given (57) and from the fact that u0 is bounded, by arguing as in (36)–(38) in [12],
it follows that for all t 2 Œ0; T

inf jDu0 .x; t/j D 0: (58)

x2˝0

Next, we claim that if for a time level t > 0 we have P.u0 ; y; t/ D P0 , then it must
be y 2 @˝0 . To see this, suppose on the contrary that y 2 ˝0 . Since P0 > 0, this
implies that jDu0 .y; t/j > 0. Consider now the set

U D fx 2 ˝0 j P.u0 ; x; t/ D P0 g:

Clearly, U is closed, and since y 2 U by assumption, we also know that U 6D ¿.

We now prove that U is open. Since jDu0 .x; t/j > 0 for every x 2 U , by Lemma 3.1
2;ˇ
and the strong maximum principle (we note that since F 2 Cloc , we have that u0 2
0
H3C˛0 in the interior for some ˛ which also depends on ˇ . Hence, P.u0 ; ; / is a
classical subsolution), we conclude that for every x 2 U there exists ıx > 0 such that
P.u0 ; z; t/ D P0 for z 2 B.x; ıx /. This implies that U is open.
Since ˝0 , being an epigraph, is connected, we conclude that U D ˝0 . Now
from (58) we have that for every fixed t 2 Œ0; T there exists a sequence xj 2 ˝0 such
that Du0 .xj ; t/ ! 0 as j ! 1. As a consequence, lim inf P.u0 ; xj ; t/  0. This implies
j!1
that for large enough j we must have P.u0 ; xj ; t/ < P0 , which contradicts the above
conclusion that U D ˝0 . Therefore this establishes the claim that if P.u0 ; y; t/ D P0 ,
then y 2 @˝0 . Since P.u0 ; 0; t0 / D P0 , and P0 is assumed to be positive, this implies
in particular that .0; t0 / 2 @˝0 .0; T. Again, since P0 > 0 by assumption, we must
have that in (57) a strict inequality holds at .0; t0 /, i.e.

@ u0 .0; t0 / > 0: (59)

This is because if the normal derivative is zero at .0; t0 /, then it must also be
Du0 .0; t0 / D 0 (since u0 vanishes on the lateral boundary of ˝0 Œ0; T), and this
contradicts the fact that P0 > 0.
From (59) we infer that Du0 .0; t0 / ¤ 0, and therefore Lemma 3.1 implies that,
near .0; t0 /, the function P.u0 ; ; / is a subsolution to a uniformly parabolic equation.
Now, by an application of the Hopf Lemma (see for instance Theorem 30 in [21])
we have that

@ P.u0 ; 0; t0 / < 0: (60)

Again by noting that u0 vanishes on the lateral boundary, we have that @t u0 D 0 at

.0; t0 /. Therefore, at .0; t0 /, the function u0 satisfies the elliptic equation

u0 D F 0 .u0 /: (61)
230 A. Banerjee and N. Garofalo

At this point, by using the fact that the mean curvature of @˝0 is nonnegative and
the Eq. (61) satisfied by u0 at .0; t0 /, one can argue as in (50)–(55) in [12] to reach
a contradiction with (60) above. Such contradiction being generated from having
assumed that P0 > 0, we conclude that (55) must hold, and this implies the sought
for conclusion of the theorem.
Remark 3.1 Note that in the hypothesis of Theorem 3.1 instead of u  0 we could
have assumed that @ u  0 on @˝ Œ0; T.
Remark 3.2 We also note that the conclusion in Theorem 3.1 holds if ˝ is of the
form ˝ D ˝0 Rnn0 for 1  n0  n, where ˝0 is a bounded C2;˛ domain with
nonnegative mean curvature. The corresponding modifications in the proof would
be as follows. Let D be the set of domains which are all translates of ˝. The classes
H and ˙ would be defined corresponding to D as in [12]. Then, by arguing as in the
proof of Theorem 3.1, we can assume that sets ˝uk 2 D are such that ˝uk D pk C ˝
where pk D .p0k ; 0/ 2 Rn0 Rnn0 . Since 0 2 ˝uk and ˝0 is bounded, this implies
that p0k is bounded independent of k. Therefore, up to a subsequence, pk ! p0 and
uk ! u0 such that u0 solves (50) in ˝1 D p0 C ˝. The rest of the proof remains the
same as that of Theorem 3.1.
Remark 3.3 It remains an interesting open question whether Theorem 3.1 holds for
the inhomogeneous variant of the normalized p-Laplacian evolution studied in [2].
Note that unlike the case of Rn , the Hopf lemma applied to P is a crucial step in the
proof of Theorem 3.1 for which Lemma 3.1 is the key ingredient. As far as we are
aware of, an appropriate analogue of Lemma 3.1 is not known to be valid for p ¤ 2,
even in the case when F D 0. Therefore, to be able to generalize Theorem 3.1 to
the case of inhomogeneous normalized p-Laplacian evolution as studied in [2], lack
of an appropriate subsolution-type argument (i.e., Lemma 3.1), and a priori H1C˛
estimates seem to be the two major obstructions at this point.

4 Gradient Estimates for the Reaction-Diffusion

Equation (5) in Rn  .1; 0 and ˝  .1; 0

In this section we turn our attention to the settings Rn .1; 0 and ˝ .1; 0,
where ˝ is an epigraph satisfying the geometric assumptions as in the previous
section. We investigate the validity of Modica type gradient estimates in a different
situation with respect to that of Sect. 3, where such estimates were established under
the crucial hypothesis that the initial datum satisfies a similar inequality. We first
note that such unconstrained global estimates cannot be expected in Rn Œ0; T
without any assumption on the initial datum. This depends of the fact that, if at
time t D 0 the initial datum is such that the function defined in (47) above satisfies
P.u; x; 0/ > 0 at some x 2 Rn , then by continuity P.u; x; t/ > 0 for all t 2 Œ0; ", for
some " > 0. This justifies our choice of the setting in this section. We now state our
first main result.
Modica Types Gradient Estimates, etc 231

Theorem 4.1 Let u be a bounded solution to (5) in Rn .1; 0. Then, with
P.u; ; / as in (47) we have

P.u; x; t/  0; for all .x; t/ 2 Rn .1; 0: (62)

Remark 4.1 An explicit example of a bounded solution to (5) is an eternal travelling

wave as in Sect. 7.
Proof The proof is inspired to that of Theorem 1.6 in [3]. We define the class ˙ as
follows.

˙ D fv j v solves (5) in Rn .1; 0; jjvjjL1  jjujjL1 g: (63)

Note that u 2 ˙. Set

P0 D supv2˙;.x;t/2Rn .1;0 P.v; x; t/: (64)

2;ˇ
Since F 2 Cloc .R/ and the L1 norm of v 2 ˙ is uniformly bounded by that of
u, from the Schauder theory we infer all elements v 2 ˙ have uniformly bounded
H3C˛ norms in Rn .1; 0, for some ˛ depending also on ˇ. Therefore, P0 is
bounded.
We claim that P0  0. Suppose, on the contrary, that P0 > 0. Then, there exists
vk 2 ˙ and corresponding points .xk ; tk / 2 Rn .1; 0 such that P.vk ; xk ; tk / !
P0 . Define now

uk .x; t/ D vk .x C xk ; t C tk /: (65)

Note that since tk  0, we have that uk 2 ˙ and P.uk ; 0; 0/ D P.vk ; xk ; tk / !

P0 . Moreover, since uk ’s have uniformly bounded H3C˛ norms, for a subsequence,
uk ! u0 which belongs to ˙. Moreover,

P.u0 ; 0; 0/ D sup P.u0 ; x; t/ D P0 > 0:

.x;t/2Rn .1;0

As before, this implies that Du0 .0; 0/ ¤ 0. Now, by an application of Lemma 3.1,
the strong maximum principle and the connectedness of Rn , we have that
P.u0 ; x; 0/ D P0 for all x 2 Rn . On the other hand, since u0 is bounded, it follows
that

inf jDu0 .x; 0/j D 0:

x2Rn

Then, there exists xj 2 Rn such that jDu0 .xj ; 0/j ! 0. However, we have that
P.u0 ; xj ; 0/ D P0 > 0 by assumption which is a contradiction for large enough
j. Therefore, P0  0 and the conclusion follows.
232 A. Banerjee and N. Garofalo

As an application of Theorem 4.1 one has the following result on the propagation
of zeros whose proof is identical to that of Theorem 1.8 in [3] (see also Theorem 1.6
in [2]).
Corollary 4.1 Let u be a bounded solution to (5) in Rn .1; 0. If F.u.x0 ; t0 // D
0 for some point .x0 ; t0 / 2 Rn .1; 0, then u.x; t0 / D u.x0 ; t0 / for all x 2 Rn .
We also have the following counterpart of Theorem 4.1 in an infinite cylinder of the
type ˝ .1; 0 where ˝ satisfies the hypothesis in Theorem 3.1.
Theorem 4.2 Let ˝  Rn be as in (44) above, with h satisfying (45). Furthermore,
assume that the mean curvature of @˝ is nonnegative. Let u be a nonnegative
bounded solution to the following problem
(
u D ut C F 0 .u/
(66)
u D 0 on @˝ .1; 0:

Then, we have that P.u; x; t/  0 for all .x; t/ 2 ˝ .1; 0.

Proof By Schauder theory we have that

jjujjH3C˛ .˝.1;0/  C; (67)

for some C which also depends on ˇ. We let F be as in the proof of Theorem 3.1
and define
˚
˙ D v 2 C 2;1 .˝ g Œ0; T/ j there exists g 2 F for which v solves (5) in ˝g Œ0; T;

with 0  v  jjujjL1 ; v D 0 on @˝g .1; 0 :

As before, note that in the definition of ˙ we have that, given any v 2 ˙ , there
exists a corresponding g.v/ in F such that the assertions in the definition of the class
˙ hold. With slight abuse of notation, we will denote the corresponding ˝g.v/ by ˝v .
Again by Schauder theory, we have that any v 2 ˙ satisfies (67) in ˝v .1; 0,
where the constant C is independent of v . We now set,

P0 D sup P.v; x; t/:

v2˙;.x;t/2˝v .1;0

As before, we claim that P0  0. This claim would of course imply the sought for
conclusion. From the definition of H , we note that P0 is bounded. Suppose, on the
contrary, that P0 > 0. Then, there exists vk ’s and corresponding points .xk ; tk / such
that P.vk ; xk ; tk / ! P0 . We define,

uk .x; t/ D vk .x C xk ; t C tk /: (68)
Modica Types Gradient Estimates, etc 233

Since tk  0, we note that uk 2 ˙ . Now, by an application of Theorem 4.1 and

a compactness type argument as in the proof of Theorem 3.1, we conclude that if
gk is function corresponding to ˝gk D ˝uk for each k, then gk .0/’s are bounded
and since Dgk ’s have uniformly bounded C1;˛ norms, then gk ’s are bounded locally
uniformly in Rn1 . From this point on the proof follows step by step the lines of
that of Theorem 3.1 and we thus skip pointless repetitions. There exists a g0 2 F
for which gk ! g0 locally uniformly in Rn1 as in that proof and we call ˝0 the
epigraph of g0 . From the uniform Schauder type estimates, possibly passing to a
subsequence, we conclude the existence of a solution u0  0 of (5) in ˝0 .1; 0
such that ˝uk ! ˝0 , and uk ! u0 which solves such that @˝0 has nonnegative
mean curvature. Moreover, u0 vanishes on the lateral boundary and P.u0 ; 0; 0/ D
sup P.u0 ; 0; 0/ D P0 . The rest of the proof remains the same as that of Theorem 3.1,
but with .0; 0/ in place of .0; t0 /.
Remark 4.2 As indicated in Remark 3.3, the conclusion of Theorem 4.2 remains
valid with minor modifications in the proof when ˝ D ˝0 Rnn0 , 1  n0  n;
where ˝0 is a bounded smooth domain with boundary having nonnegative mean
curvature.

5 Modica Type Estimates for Reaction-Diffusion Equations

on Compact Manifolds with Nonnegative Ricci Tensor

Let .M; g/ be a connected, compact Riemannian manifold with Laplace-Beltrami

g , and suppose that the Ricci tensor be nonnegative. In the paper [13] the authors
established a Modica type estimate for bounded solutions in M of the semilinear
Poisson equation

gu D F 0 .u/; (69)

under the assumption that F 2 C2 .R/, and F  0. Precisely, they proved that
following inequality holds

jrg u.x/j2  2F.u/; (70)

where rg is the Riemannian gradient on M.

In this section, we prove a parabolic analogue of (70). Our main result can be
stated as follows.
Theorem 5.1 Let M be a connected compact Riemannian manifold with Ric  0,
and let u be a bounded solution to

gu D ut C F 0 .u/ (71)
234 A. Banerjee and N. Garofalo

on M .1; 0 where F 2 C2;ˇ .R/ and F  0. Then, the following estimate holds
in M .1; 0

jrg u.x; t/j2  2F.u.x; t//: (72)

Proof By Schauder theory, we have that u 2 H3C˛ .M .1; 0/ for some ˛
which additionally depends on ˇ. This follows from writing the equation in local
coordinates and by using the compactness of M. We next recall the Bochner-
Weitzenbock formula, which holds for any  2 C3 .M/

1 2
g jrg j D jH j2 C < rg ; rg g > C Ricg < rg ; rg  > : (73)
2
Here, H is the Hessian of  and the square of the Hilbert-Schmidt norm of H is
given by

jH j2 D ˙i < 5Xi rg ; 5Xi ; rg >;

where fXi g is a local orthonormal frame. Moreover, Cauchy-Schwarz inequality

gives

jH j2  jrg jrg jj2 : (74)

See for instance [15] for a proof of this fact. Now we define the class
˚ 
F D v j v is a classical solution to (71) in M .1; 0; jjvjjL1 .M/  jjujjL1 .M/ :

By the Schauder theory we see as before that for every v 2 F the norm of v in
H3C˛ .M .1; 0/ is bounded independent of v for some ˛ which additionally
depends on ˇ. In particular, without loss of generality, one may assume that the
choice of the exponent ˛ is the same as for u. Now, given any v 2 F , we let

P.v; x; t/ D jrg v.x; t/j2  2F.v.x; t//: (75)

Applying (73) we find

. g  @t /P.v; x; t/ D 2jHv j2 C 2.< rg v; rg gv > C Ricg < rg v; rg v >/

0
2 < rg v; rg vt > 2F .v/. gv  vt /  2 < rg v; rg F 0 .v/ > :

Using the fact that v solves (71), we obtain

. g  @t /P.v; x; t/ D 2jHv j2 C 2 < rg v; rg F 0 .v/ >

C 2 Ricg < rg v; rg v > 2F 0 .v/2  2 < rg v; rg F 0 .v/ > :
Modica Types Gradient Estimates, etc 235

After cancelling off the term 2 < rg vrg F 0 .v/ >, and by using (74) and the fact that
the Ricci tensor is nonnegative, we find

2
. g  @t /P.v; x; t/ D 2jHv j C 2 Ricg < rg v; rg v > 2F 0 .v/2  2jrg .jrg vj/j2  2F 0 .v/2 :
(76)

Now from the definition of P,

rg P  2F 0 .v/rg v D rg .jrg vj2 /:

Therefore,

jrg Pj2 C 4F 0 .v/2 jrg vj2  4F 0 .v/ < rg v; rg P >D jrg .jrg vj2 /j2 D 4jrg vj2 jrg .jrg vj/j2 :

By dividing by 2jrg vj2 in the latter equation, we find

jrg Pj2 2 0 2 F 0 .v/

D 2jrg .jrg vj/j  2F .v/ C 2 < rg v; rg P > : (77)
2jrg vj2 jrg vj2

Combining (76) and (77), we finally obtain

F 0 .v/ jrg Pj2

. g  @t /P C 2 < rg v; rg P > : (78)
jrg vj2 2jrg vj2

The inequality (78) shows that P.v; x; t/ is a subsolution to a uniformly parabolic

equation in any open set where jrg vj > 0. Now we define

P0 D sup P.v; x; t/:

v2F ;.x;t/2M.1;0/

Our goal as before is to show that P0  0, from the which the conclusion of the
theorem would follow. Suppose on the contrary that P0 > 0. Then, there exists
vk 2 F and .xk ; tk / 2 M .1; 0 such that P.vk ; xk ; tk / ! P0 . We define

uk .x; t/ D vk .xk ; t C tk /:

Since tk  0 we have that uk 2 F , and since M is compact, xk ! x0 after possibly

passing to a subsequence. Moreover, P.uk ; x0 ; 0/ ! P0 . By compactness, we have
that uk ! u0 in H3C˛ , where u0 is a solution to (71), and P.u0 ; x0 ; 0/ D P0 >
0. Since since F  0 this implies that rg u0 .x0 ; 0/ ¤ 0. By continuity, we see
that rg u0 6D 0 in a parabolic neighborhood of .x0 ; 0/. By (78) and by the strong
maximum principle we infer that P.u0 ; x; 0/ D P0 in a neighborhood of x0 , and
since M is connected, we conclude that for all x 2 M

P.u0 ; x; 0/ D P0 > 0: (79)

236 A. Banerjee and N. Garofalo

Since u0 .; 0/ 2 C1 .M/ and M is compact, there exists y0 2 M at which u0 .; 0/

attains its absolute minimum. At such point one has

rg u0 .y0 ; 0/ D 0:

Since F  0, this implies that

P.u0 ; y0 ; 0/  0; (80)

which is a contradiction to (79). Therefore P0  0 and the theorem is proved.

Remark 5.1 It remains an interesting question whether the conclusion of Theo-
rem 5.1 (and for that matter even the corresponding elliptic result in [13]) continue
to hold when M is only assumed to be complete and not compact. In such a case, one
would need to bypass the compactness argument which uses translation in a crucial
way (see for instance (65) as in the proof of Theorem 4.1). We intend to come back
to this question in a future study.

6 On a Conjecture of De Giorgi and Level Sets

of Solutions to (5)

In 1978 Ennio De Giorgi formulated the following conjecture, also known as "-
version of the Bernstein theorem: let u be an entire solution to

u D u3  u; (81)

@u
such that juj  1 and @x n
> 0. Then, u must be one-dimensional, i.e., must have
level sets which are hyperplanes, at least in dimension n  8.
As mentioned in the introduction, the conjecture of De Giorgi has been fully
solved for n D 2 in [16] and n D 3 in [1], and it is known to fail for n  9, see [9].
For 4  n  8 it is still an open question. Additional fundamental progress on De
Giorgi’s conjecture is contained in the papers [17, 24]. Besides these developments,
in [3] it was established that for entire bounded solutions to

div.jDujp2 Du/ D F 0 .u/; (82)

if the equality holds at some point x0 2 Rn for the corresponding gradient estimate
p
jDujp  F.u/; (83)
p1
Modica Types Gradient Estimates, etc 237

then u must be one dimensional. The result in [3] actually regarded a more general
class of equations than (82), and in [7] some further generalizations were presented.
We now establish a parabolic analogue of that result in the case p D 2.
Theorem 6.1 Let u be a bounded solution to (5) in Rn .1; 0. Furthermore,
assume that the zero set of F is discrete. With P as in (47) above, if P.u; x0 ; t0 / D 0
for some point .x0 ; t0 / 2 Rn .1; 0, then there exists g 2 C2 .R/ such that
u.x; t/ D g.< a; x > C˛/ for some a 2 Rn and ˛ 2 R. In particular, u is
independent of time, and the level sets of u are vertical hyperplanes in Rn .1; 0.
Proof We begin by observing that it suffices to prove the theorem under the
hypothesis that t0 D 0. In fact, once that is done, then if t0 < 0 we consider the
function v.x; t/ D u.x; t C t0 /. For such function we have P.v; x; 0/ D P.u; x; t0 /
and therefore v satisfies the same hypothesis as u, except that P.v; x0 ; 0/ D 0. But
then we conclude that v.x; t/ D u.x; t C t0 / D g.< a; x > C˛/, which implies the
desired conclusion for u as well.
We thus assume without restriction that P.u; x0 ; 0/ D 0, and consider the set

A D fx 2 Rn j P.u; x; 0/ D 0g:

By the continuity of P we have that A is closed, and since .x0 ; 0/ 2 A, this set is also
non-empty. We distinguish two cases:
Case 1 There exists x1 2 A such that Du.x1 ; 0/ D 0.
Case 2 Du.x; 0/ ¤ 0 for every x 2 A.
If Case 1 occurs, then from the fact that P.u; x1 ; 0/ D 0 we obtain that
F.u.x1 ; 0// D 0. By Corollary 4.1 we thus conclude that must be u.; 0/ u0 D
u.x1 ; 0/. At this point we observe that, since by assumption F  0, and F.u0 / D 0,
we must also have F 0 .u0 / D 0. Therefore, if we set v D uu0 , then by the continuity
of F 00 and the fact that u 2 L1 .Rn /, we have
Z vCu0
jF 0 .u/j D jF 0 .v C u0 /j D jF 0 .v C u0 /  F 0 .u0 /j  jF 00 .s/jds  Cjvj:
u0

Since by (5) we have v  @t v D u  @t u D F 0 .u/, we see that v is thus a solution

of the following inequality

j v  @t vj  Cjvj:

Since v.; 0/ D 0, by the backward uniqueness result in Theorem 2.2 in [5], we have
that u u0 in Rn .1; 0, from which the desired conclusion follows in this case.
If instead Case 2 occurs, we prove that A is also open. But then, by connected-
ness, we conclude in such case that A D Rn . To see that A is open fix x1 2 A. Since
Du.x1 ; 0/ ¤ 0, by the continuity of Du we conclude the existence of r > 0 such that
Du.x; t/ ¤ 0 for every .x; t/ 2 G D B.x1 ; r/ .r2 ; 0. By Lemma 3.1 above we
238 A. Banerjee and N. Garofalo

conclude that P.u; ; / is a sub-caloric function in G. Since by Theorem 4.1 we know

that P.u; ; /  0, by the strong maximum principle we conclude that P.u; ; / 0
in G. In particular, P.u; x; 0/ D 0 for every x 2 B.x1 ; r/, which implies that A is
open.
Since as we have seen the desired conclusion of the theorem does hold in Case
1, we can without loss of generality assume that we are in Case 2, and therefore
Du.x; 0/ 6D 0 for every x 2 A D Rn . Furthermore, since for x 2 A we have
P.u; x; 0/ D 0, we also have

jDu.x; 0/j2 D 2F.u.x; 0//; for every x 2 Rn : (84)

Next, we consider the set

˚ 
K D .x; t/ 2 Rn .1; 0 j P.u; x; t/ D 0 :

We note that K is closed and non-empty since by assumption we know that .x0 ; 0/ 2
A (in fact, by (84) we now know that Rn f0g  K). Let .y1 ; t1 / 2 K. If Du.y1 ; t1 / D
0, we can argue as above (i.e., as if it were t1 D 0) and conclude by backward
uniqueness that u u.y1 ; t1 / in Rn .1; t1 . Then, by the forward uniqueness
of bounded solutions, see Theorem 2.5 in [20], we can infer that u u.y1 ; t1 / in
Rn .t1 ; 0. All together, we would have proved that u u.y1 ; t1 / in Rn .1; 0
and therefore the conclusion of the theorem would follow.
Therefore from now on, without loss of generality, we may assume that Du never
vanishes in K. With this assumption in place, if .y1 ; t1 / 2 K, then since Du.y1 ; t1 / ¤
0, by continuity there exists r > 0 such that Du does not vanish in G D Br .y1 /
.t1  r2 ; t1 /. But then, again by Lemma 3.1, the function P.u; ; / is sub-caloric in
G. Since P.u; ; /  0 in G (Theorem 4.2) and P.u; y1 ; t1 / D 0 (.y1 ; t1 / 2 K), we
can apply the strong maximum principle to conclude that P 0 in G. Then, again
by connectedness, as in the case when t1 D 0, we conclude that Rn ft1 g  K.
In particular, we have that P.u; y1 ; t/ D 0 when t 2 .t1  r2 ; t1 . Therefore, we can
now repeat the arguments above with .y1 ; t/ in place of .y1 ; t1 / for each such t and
conclude that P 0 in Rn .t1  r2 ; t1 .
We now claim that:

K D Rn .1; 0; or equivalently P.u; x; t/ D 0; for every .x; t/ 2 Rn .1; 0:

(85)

Suppose the claim not true, hence P 6 0 in Rn .1; 0. From the above
arguments it follows that if for t2 < 0 there exists y2 2 Rn such that P.u; y2 ; t2 / ¤ 0,
then it must be P.u; x; t2 / ¤ 0 for all x 2 Rn . We define

T0 D supft < 0 j P.u; ; t/ ¤ 0g:

Since we are assuming the claim not true, we must have ft < 0 j P.u; ; t/ ¤ 0g ¤ ¿,
hence T0  0 is well-defined. We first observe that T0 < 0. In fact, since by the
Modica Types Gradient Estimates, etc 239

hypothesis .x0 ; 0/ 2 K and we are assuming that we are in Case 2, we have already
proved above the existence of r > 0 such that Rn .r2 ; 0  K . This fact shows that
T0  r2 < 0. Next, we see that it must be P.u; ; T0 / D 0. In fact, if this were not the
case there would exist y2 2 Rn such that P.u; y2 ; T0 / < 0. Since T0 < 0, by continuity
we would have that P.u; y2 ; t/ < 0, for all t 2 ŒT0 ; T0 C ı1 / for some ı1 > 0. By the
arguments above, this would imply that P never vanishes in Rn ŒT0 ; T0 C ı1 /, in
contradiction with the definition of T0 . Since, as we have just seen, P.u; ; T0 / D 0,
arguing again as above we conclude that P 0 in Rn .T0  r2 ; T0  for some r > 0.
But this contradicts the definition of T0 .
This contradiction shows that ft < 0 j P.u; ; t/ ¤ 0g D ¿, hence the claim (85)
must be true. We also recall that we are assuming that Du never vanishes in K D
Rn .1; 0.
In conclusion, we have that

jDuj2 D 2F.u/ in Rn .1; 0; and Du ¤ 0: (86)

At this point we argue as in the proof of Theorem 5.1 in [3], and we let  D H.u/,
where H is a function to be suitably chosen subsequently. Then, we have that
00
  t D H .u/jDuj2 C H 0 .u/ u  H 0 .u/ut :

By using (5) and (86), we conclude that

00
  t D 2H .u/F.u/ C H 0 .u/F 0 .u/: (87)

Let u0 D u.0; 0/ and define

Z u
H.u/ D .2F.s//1=2 ds:
u0

Since jDuj.x; t/ > 0 for all .x; t/ 2 Rn .1; 0, we have from (86) that F.u.x; t// >
0. Therefore, if the zero set of F is ordered in the following manner, a0 < a1 < a2 <
a3 < a4 < : : :, then by connectedness, we have that F.u.Rn .1; 0//  .ai ; aiC1 /
for some i. We infer that H is well defined and is C2;ˇ , and with this H it is easy to
check that the right-hand side in (87) is zero, i.e.,  is a solution to the heat equation
in Rn .1; 0. Moreover, by the definition of H and (86),

jDj2 D H 0 .u/2 jDuj2 D 1;

i.e., D is bounded in Rn .1; 0. Since i D Dxi  is a solution to the heat

equation for each i 2 1; : : : n, by Liouville’s theorem in Rn .1; 0 applied to
i , we conclude that D is constant, hence  D 0. This implies t D 0, hence  is
time-independent. Hence, there exist a 2 Rn and ˛ 2 R such that  D< a; x > C˛ .
The desired conclusion now follows by taking g D H 1 . This completes the proof
of the theorem.
240 A. Banerjee and N. Garofalo

7 A Parabolic Version of the Conjecture of De Giorgi

Motivated by the result in Theorem 6.1, the fact that Rn .1; 0 is the appropriate
setting for the parabolic Liouville type theorems, and the crucial role played by
them in the proof of the original conjecture of De Giorgi, at least for n  3 (see
[1, 16, 17]), it is tempting to propose the following parabolic version of De Giorgi’s
conjecture:
Conjecture 1 Let u be a solution in Rn .1; 0 to

u  ut D u3  u;

such that juj  1, and @xn u.x; t/ > 0 for all .x; t/ 2 Rn .1; 0. Then, u must be
one dimensional and independent of t, at least for n  8. In other words, for n  8
the level sets of u must be vertical hyperplanes, parallel to the t axis.
However, Matteo Novaga has kindly brought to our attention that, stated this way,
the conjecture is not true. There exist in fact eternal traveling wave solutions of the
form

v.x0 ; xn ; t/ D u.x0 ; xn  ct/; c  0; (88)

for which @xn u.x/ > 0. This suggests that one should amend the above in the
following way.
Conjecture 2 Let u be a solution in Rn .1; 0 to

u  ut D u3  u;

such that juj  1, and @xn u.x; t/ > 0 for all .x; t/ 2 Rn .1; 0. Then, u must
be an eternal traveling wave, i.e. after a change of coordinates, u must be of the
form (88). For interesting accounts of traveling waves solutions we refer the reader
to the papers [6, 18].
It also remains to be seen what additional assumption needs to be imposed in
the hypothesis of Conjecture 1 so that the corresponding conclusion holds. We hope
that these questions will stimulate interesting further research.

Acknowledgements First author was supported in part by the second author’s NSF Grant DMS-
1001317 and by a postdoctoral grant of the Institute Mittag-Leffler. Second author was supported
in part by NSF Grant DMS-1001317 and by a grant of the University of Padova, “Progetti d’Ateneo
2013”. The paper was finalized during the first author’s stay at the Institut Mittag-Leffler during
the semester-long program Homogenization and Random Phenomenon. The first author would like
to thank the Institute and the organizers of the program for the kind hospitality and the excellent
working conditions. We would like to thank Matteo Novaga for kindly bringing to our attention
that Conjecture 1 at the end of this paper is violated by the traveling wave solutions in [6, 18] and
for suggesting the amended Conjecture 2.
Modica Types Gradient Estimates, etc 241

References

1. Ambrosio, L., Cabré, X.: Entire solutions of semilinear elliptic equations in R3 and a conjecture
of De Giorgi. J. Am. Math. Soc. 13(4), 725–739 (2000)
2. Banerjee, A., Garofalo, N.: Modica type gradient estimates for an inhomogeneous variant of
the normalized p-Laplacian evolution. Nonlinear Anal. Theory Appl. 121, 458–468 (2015)
3. Caffarelli, L., Garofalo, N., Segala, F.: A gradient bound for entire solutions of quasilinear
equations and its consequences. Commun. Pure Appl. Math. 47, 1457–1473 (1994)
4. Cesaroni, A., Novaga, M., Valdinoci, E.: A symmetry result for the Ornstein-Uhlenbeck
operator. Discrete Contin. Dyn. Syst. 34(6), 2451–2467 (2014)
5. Chen, X.-Y.: A strong unique continuation theorem for parabolic equations. Math. Ann. 311(4),
603–630 (1998)
6. Chen, X., Guo, J.-S., Hamel, F., Ninomiya, H., Roquejoffre, J.-M.: Traveling waves with
paraboloid like interfaces for balanced bistable dynamics. Ann. Inst. H. Poincaré Anal. Non
Linéaire 24(3), 369–393 (2007)
7. Danielli, D., Garofalo, N.: Properties of entire solutions of non-uniformly elliptic equations
arising in geometry and in phase transitions. Calc. Var. Partial Differ. Equ. 15(4), 451–491
(2002)
8. De Giorgi, E.: Convergence problems for functionals and operators. In: de Giorgi, E., Magenes,
E., Mosco, U. (eds.) Proceedings of International Meeting on Recent Methods in Nonlinear
Analysis, Rome 1978, Pitagora, Bologna, pp. 131–188 (1979)
9. del Pino, M., Kowalczyk, M., Wei, J.: On De Giorgi’s conjecture in dimension N  9. Ann.
Math. (2) 174(3), 1485–1569 (2011)
10. Ecker, K., Huisken, G.: Interior estimates for hypersurfaces moving by mean curvature. Invent.
Math. 105(3), 547–569 (1991)
11. Farina, A., Valdinoci, E.: The state of the art for a conjecture of De Giorgi and related problems.
In: Recent Progress on Reaction-Diffusion Systems and Viscosity Solutions, pp. 74–96. World
Scientific Publishing, Hackensack (2009) [35J60 (35B05)]
12. Farina, A., Valdinoci, E.: A pointwise gradient estimate in possibly unbounded domains with
nonnegative mean curvature. Adv. Math. 225(5), 2808–2827 (2010)
13. Farina, A., Valdinoci, E.: A pointwise gradient bound for elliptic equations on compact
manifolds with nonnegative Ricci curvature. Discrete Contin. Dyn. Syst. 30(4), 1139–1144
(2011)
14. Farina, A., Sciunzi, B., Valdinoci, E.: Bernstein and De Giorgi type problems: new results via a
geometric approach (English summary) . Ann. Sc. Norm. Super. Pisa Cl. Sci. (5) 7(4), 741–791
(2008) [58E12 (35B05 35J60 35J70 49J45)]
15. Farina, A., Sire, Y., Valdinoci, E.: Stable solutions of elliptic equations on Riemannian
manifolds. J. Geom. Anal. 23, 1158–1172 (2013)
16. Ghoussoub, N., Gui, C.: On a conjecture of De Giorgi and some related problems. Math. Ann.
311(3), 481–491 (1998)
17. Ghoussoub, N., Gui, C.: On De Giorgi’s conjecture in dimensions 4 and 5. Ann. Math. (2)
157(1), 313–334 (2003)
18. Gui, C.: Symmetry of traveling wave solutions to the Allen-Cahn equation in R2 . Arch. Ration.
Mech. Anal. 203(3), 1037–1065 (2012)
19. Ladyzhenskaya, O., Uratlseva, N.: Local estimtes for gradients of solutions to non-uniformly
elliptic and parabolic equations. Commun. Pure. Appl. Math. 23, 677–703 (1970)
20. Ladyzhenskaja, O., Solonnikov, V.A., Uraltseva, N.: Linear and Quasilinear Equations of
Parabolic Type. Translations of Mathematical Monographs, vol. 23, xi+648 pp. American
Mathematical Society, Providence (1967)
21. Li, Y., Nirenberg, L.: On the Hopf lemma. arXiv:0709.3531v1
22. Lieberman, G.: Second Order Parabolic Differential Equations, xii+439 pp. World Scientific,
River Edge (1996)
242 A. Banerjee and N. Garofalo

23. Modica, L.: A gradient bound and a Liouville theorem for nonlinear Poisson equations.
Commun. Pure Appl. Math. 38, 679–684 (1985)
24. Savin, O.: Regularity of flat level sets in phase transitions. Ann. Math. (2) 169(1), 41–78 (2009)
25. Savin, O., Sciunzi, B., Valdinoci, E.: Flat level set regularity of p-Laplace phase transitions.
Mem. Am. Math. Soc. 182(858), vi+144 pp. (2006)
A Few Recent Results on Fully Nonlinear PDE’s

Italo Capuzzo Dolcetta

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday, with sympathy and esteem

Abstract This note dedicated to Ermanno Lanconelli reports on some research in

collaboration with Fabiana Leoni (Sapienza Università di Roma) and Antonio Vitolo
(Università di Salerno) on viscosity solutions of elliptic partial differential equations
of the form

F.D2 u/ D f .u/  h.x/: (1)

In the first part I will discuss local gradient estimates for non-negative solutions
of (1) in the spirit of a 2005 paper by Yan Yan Li and Louis Nirenberg.
The second part of the note focuses on entire solutions of (1) with semilinear
term f satisfying a Keller-Osserman type integrability condition.

Keywords Fully nonlinear PDEs • Keller-Osserman condition

AMS Classification: Primary: 35J60, Secondary: 35J70

1 Introduction

I wish to contribute to the present volume with a short overview of some recent
results about second order fully non linear elliptic partial differential equations of
the form

F.D2 u/ D g.u/ C f .x/: (2)

I. Capuzzo Dolcetta ()

Dipartimento di Matematica, Sapienza Università di Roma, Roma, Italy
Istituto Nazionale di Alta Matematica “F. Severi”, Roma, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 243

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_13
244 I. Capuzzo Dolcetta

The results presented here are part of an ongoing program in collaboration with
F. Leoni (Sapienza Università di Roma) and A. Vitolo (Università di Salerno).
Here, and in the whole paper, f is a bounded continuous function and F denotes
a continuous scalar mapping defined on Sn , the set of symmetric n n matrices with
the standard partial order Y  O if and only if Y is non-negative definite. We will
assume also, for simplicity, that F.O/ D 0.
In the first part we will discuss some L1 -gradient estimates for positive viscosity
solutions of

F.D2 u/ D g.u/ C f .x/

in a ball BR under the main assumptions of uniform ellipticity of F, that is

0 < jjYjj  F.X C Y/  F.X/  jjYjj 8 X; Y 2 Sn ; Y0;

and sublinearity of g. The results in this section of the paper are inspired by and
generalize those obtained in the linear case by Li and Nirenberg [23].
In the second part we address the issue of necessary and sufficient conditions for
existence of entire viscosity solutions of the differential inequality

F.D2 u/  g.u/ C f .x/; x 2 Rn :

In this context, the nonlinear term g is typically superlinear and fulfills a Keller-
Osserman type integrability condition [18, 28]. Most of the existing literature on
both of the above type of problems deals with F D or more general operators
under the assumption of uniform ellipticity, see for example [4, 11, 13, 23].
Let us point out explicitly that our results apply to a class of degenerate elliptic
operators satisfying some form of comparison principle. The model examples
considered in this paper are the partial Laplacian PkC defined for real symmetric
matrices X 2 S n and a positive integer 1  k  n as

PkC .X/ D nkC1 .X/ C : : : C n .X/

where 1 .X/  2 .X/  : : :  n .X/ are the eigenvalues of the matrix X, see [17]
and degenerate maximal Pucci operator defined by
X
C
M0;1 .X/ D i .X/:
i >0
A Few Recent Results on Fully Nonlinear PDE’s 245

2 Glaeser’s Type Inequalities

In this section we discuss some interpolation inequalities for non-negative functions

which are classical for smooth functions and can be generalized to some non-smooth
case.
In order to introduce the reader to this topic, let us consider first the case of a non-
negative single variable function defined on R. A classical interpolation inequality
states that if u W R ! R is a bounded C2 function with bounded second derivative,
then
p
jju0 jjL1  2 jjujjL1 jju00 jjL1 : (3)

This well-known interpolation inequality due to Landau [20], see also Kolmogorov
[19], holds also for bounded functions of n variables having bounded Hessian matrix
D2 u. Many authors contributed later several extensions and variants, for quite recent
results see e.g. [24, 25] and the material presented in this section.

2.1 An n-Dimensional Non-Smooth Glaeser Type Inequality

A similar but perhaps less known interpolation inequality holds under just unilateral
bounds on u and D2 u. More precisely, assume that u 2 C2 .Rn / is non-negative and
that its Hessian matrix D2 u satisfies, for some M  0,

D2 u.x/ h  h  M jhj2 for all x; h 2 Rn : (4)

For such functions the following inequality holds:

p
jDu.x/j  2Mu.x/ for all x 2 Rn : (5)

Note the pointwise character of the above estimate and also that boundedness from
above of u is not required a priori. For bounded above u the above gives back the
Landau inequality (3) in any dimension n. Observe also that for M D 0, (5) implies
the well-known fact that concave non-negative functions defined on the whole Rn
are constants.
The above inequality (5), in the particular case of a strictly positive one variable
functions u with bounded second derivative, can be found in the paper [16] (and
attributed there to B. Malgrange) in the equivalent form
r
ˇ p 0 ˇ sup ju00 j
ˇ u .x/ˇ 
2
and employed later in [26].
246 I. Capuzzo Dolcetta

The elementary proof of the validity of (5) is as follows: the Taylor’s expansion
around a point x gives, since u  0,

M 2
0  u.x C h/  u.x/ C Du.x/  h C jhj : (6)
2
For any fixed x, the convex quadratic polynomial
M 2
Q.h/ WD u.x/ C Du.x/  h C jhj
2
attains its global minimum at h D  M1 Du.x/ : Thanks to (6), one deduces that

1
0  Q.h / D u.x/  jDu.x/j2
2M
and inequality (5) follows.
A more general non smooth version of the weak Landau inequality (5) is valid
for semiconcave, non necessarily differentiable, functions u W Rn ! R. By this we
mean that u is continuous and there exists M  0 such that x ! u.x/  M2 jxj2 is
concave on Rn .
It is well-known that for semiconcave functions, at any point x the superdifferen-
tial of u at x, that is the set
n u.y/  u.x/  p  .y  x/ o
DC u.x/ D p 2 Rn W lim sup 0
y!x jy  xj

is non empty, closed and convex. and that semiconcave functions are locally
Lipschitz continuous and twice differentiable almost everywhere as sums of a C2
function and a concave one. Of course, if u 2 C2 .Rn / and the previously considered
condition

D2 u.x/ h  h  M jhj2 for all x; h 2 Rn

holds, then u semiconcave with constant M. It is also easy to check for semiconcave
functions a vector p 2 DC u.x/ if and only if
M
u.y/  u.x/ C p  .y  x/ C jy  xj2 for all y 2 Rn :
2
It is therefore immediate to derive the simple generalization of estimate (5) stated
in the next
Proposition 2.1 Assume that u 2 C.Rn / is semiconcave with semiconcavity
constant M and non-negative. Then,
p
DC u.x/ Br .0/ with rD 2Mu.x/ :
A Few Recent Results on Fully Nonlinear PDE’s 247

As an application of this estimate, consider the Hamilton-Jacobi equation

u C H.Du/ D f in Rn (7)

where H is convex and coercive and f semiconcave. Equations of this type arise in
the Dynamic Programming approach to deterministic optimal control problems.
Assuming that H.0/ D 0 and f  0, then the unique bounded viscosity
solution of (7) is Lipschitz continuous, non-negative and semiconcave for some
semiconcavity constant M depending on H and f .
Therefore, by the preceding Proposition and the Rademacher’s theorem,
p
jDu.x/j  2Mu.x/ almost everywhere in Rn :

We refer to [2, 6] for properties of viscosity solutions of Hamilton-Jacobi equations.

2.2 Non-negative Functions in Bounded Sets

Let us consider first C2 non-negative functions u defined on a finite interval .R; R/

with u”  M. In this setting, the following form of the Glaeser inequality holds,:
p 2u.0/
.?/ ju0 .0/j  2u.0/M if M 
R2
 
u.0/ R 2u.0/
.??/ ju0 .0/j  C M if M < :
R 2 R2
holding at a generic x 2 .R; R/ can be easily deduced from the
Similar estimatesp
above. The constant 2 is optimal in the first inequality as shown by u.x/ D .xR/2
The elementary proof is as follows:
Z x
0  u.x/ D u.0/ C u0 .0/x C .x  y/u”.y/ dy:
0

Hence,
u.0/ jxj
ju0 .0/j  C M:
jxj 2

The conclusion is then obtained by constrained optimization: if M  2u.0/

R2
, minimize
the right hand side of above with respect to jxj 2 Œ0; R to obtain .?/. In the other
case, the choice jxj D R optimizes the right hand side, yielding .??/.
Similar Glaeser’s type inequalities hold for non-negative functions defined on a
higher dimensional ball, see [23]. A model result from that paper is as follows: if
u 2 C2 .BR .0// is such that j uj  M and u  0, then
r
p u.0/
jDu.x/j  C u.0/M if 2jxj  R
M
248 I. Capuzzo Dolcetta

  r
u.0/ u.0/
jDu.x/j  C C MR if 2jxj  R 
R M

for some constant C depending only on the space dimension.

Observe in this respect that condition (4) implies of course just the unilateral
bound u  n M.
Consider now the following setting, generalizing that of [23]:

jF.D2 u/  g.u/j  M in BR : (8)

Examples of functions satisfying the above are of course, continuous viscosity

solutions of the second order partial differential equation

F.D2 u/  g.u/ D f .x/ in BR

with bounded right-hand side f .

Concerning the zero-order nonlinear term g we shall assume that, for some
positive constant G,

g W RC ! R is continuous and jg.s/j  Gs for all s > 0 : (9)

For the principal part, we assume uniform ellipticity:

0 < jjYjj  F.X C Y/  F.X/  jjYjj 8 X; Y 2 Sn ; Y 0:

For R > 0, let u 2 C.BR / be a non-negative viscosity solution of

F.D2 u/  g.u/ D f .x/; x 2 BR

with f 2 C.BR /, kf kL1 .BR /  M and set

p p
R D u.0/=M ; RG D =G ; R0 D min.R ; RG ; R/:

Our result in this setting is as follows:

Theorem 2.1 For F, g and u as above, there exist positive constants and 
depending only on n,  and  such that
8p
ˆ
< u.0/M if R  min.RG ; R/
u.0/
sup jDuj  Rp
C MR if R  min.R ; RG / : (10)
BR0 =2 :̂ u.0/ G C pM if RG  min.R; R /
G

The main tools used in our proof of Theorem 2.1, which is notably different from
the one in [23] for the linear case, are comparison principles and, in a crucial way,
A Few Recent Results on Fully Nonlinear PDE’s 249

the weak Harnack inequality and the C1;˛ regularity theory for viscosity solutions
as developed by Caffarelli [5]. Here below is a sketch of the proof, for simplicity in
the case F.D2 u/ D u. We refer to [7] for full details and to [8] for complementary
result in this direction.
Let us assume then that

j u  g.u/j  M
u 2 C.BR .0// ; u  0; g.u.x//  Gu.x/:

2.nC2/
The first step is to show that for 0 < r < G
, the following form of weak
Harnack inequality holds:
Z  
1 Mr2
sup  u dx  Gr2
u.0/ C : (11)
d2.0;r/ Bd 1 2.n C 2/
2.nC2/

The proof uses the upper bound u  g.u/  M, the divergence theorem and the
coarea formula.
In the second step we use the lower bound u  g.u/  M in order to show that
for 0 < r < 2.nC2/
G , the following inequality holds:

1 Gr2 Z
2.nC2/ 1 Mr2
u.0/  Gr2
 u dx C Gr2
: (12)
1  nC2 Br 1 2.n C 2/
nC2

Combining the two inequalities above we obtain that the following form of the
Harnack inequality holds
!
3  2n1 3  2n M r2
sup u  u.0/ C C1 (13)
Br=2 1 1 Gr2
1 1 Gr2 4 nC2
2 nC2 2 nC2

p
for r < min. 2.n C 2/=GI R/.
The final step of the proof makes use of the classical gradient estimate for
solutions of the Poisson equation:
"   #
1 1 G 2 M
jDu.0/j  p 4n C r sup u C r (14)
2 r 4 Br=2 4

which, together with the above inequality (13), allows to derive the claim after some
further computations. The Glaeser’s inequality easily produces a (perhaps) unusual
proof of the classical Liouville theorem for harmonic functions:

u 2 C2 .Rn / ; u D 0 ; u  0 imply u constant: (15)

250 I. Capuzzo Dolcetta

Indeed, if u.0/ D 0 then, by the Maximum Principle, u 0. The other possible

case is u.0/ > 0 I since u is harmonic,"  u  " for any arbitrarily small " > 0.
Thanks to the above Theorem,
r
p 1 u.0/
sup jDu.x/j  C " u.0/ ; R" D >0
B R" 2 "

for some constant C depending only on n.

Since R" ! C1 as " ! 0C , one can pass to the limit by monotonicity in the
above to conclude that supRn jDu.x/j D 0 :

3 Entire Subsolutions

Consider the semilinear equation

u D juj 1 u C f .x/ (16)

with  > 1 and f .x/  " > 0 bounded and continuous. We know from Brezis [4]
that this equation has a unique classical entire solution u < 0 in Rn .
Then v D u solves

v D jvj  f .x/ :

Consider now the equation

u D juj C f .x/ ; (17)

and observe that if u is a solution of the above then u solves also

u  g.u/ (18)

where

g.t/ D t C " for t  0 ; g.t/ " for t < 0

is a positive, non decreasing and continuously differentiable function such that

Z C1 Z  12 Z C1
t   1
g.s/ds dt D . C 1/1 t C1 C "t 2 dt < C1:
0 0 0

Therefore, the so called Keller-Ossermann condition

Z C1 Z t  12
g.s/ds dt D C1
0 0
A Few Recent Results on Fully Nonlinear PDE’s 251

is not verified by g. hence, well-known results by Keller [18] and Osserman [28],
imply that inequality (18), and therefore also Eq. (17), does not have entire solutions.
We are interested here in investigating the validity of this type of results for
inequalities where the Laplace operator is replaced by somefully nonlinear, possibly
degenerate elliptic operator. More precisely, we consider viscosity solutions of the
partial differential inequality

F.D2 u/  g.u/ in Rn (19)

where F is a second order degenerate elliptic operator in the sense of Crandall–

Ishii–Lions [10], that is

0  F.x; X C Y/  F.x; X/  Trace .Y/

for all x 2 Rn and X; Y 2 S n with Y  O and g.u/ is a positive, non decreasing

zero order term.
In our presentation here, F will be either the “partial” Laplacian operator PkC ,
see [17, 23] and also [1, 27], defined for real symmetric matrices X 2 S n and a
positive integer 1  k  n as

PkC .X/ D nkC1 .X/ C : : : C n .X/

where 1 .X/  2 .X/  : : :  n .X/ are the eigenvalues of the matrix X or the
degenerate maximal Pucci operator defined by
X
C
M0;1 .X/ D i .X/ : (20)
i >0

Observe that

PkC .X/  M0;1

C
.X/

for any 1  k  n and for all X 2 S n .

Our main results in this context are, for the “partial” Laplacian,
Theorem 3.1 Let 1  k  n and g W R ! R be positive, continuous and non
decreasing. Then the inequality

PkC .D2 u/  g.u/ (21)

has an entire viscosity solution u 2 C.Rn / if and only if g satisfies the Keller-
Osserman condition
Z C1 Z t  12
g.s/ds dt D C1 (22)
0 0

while for the degenerate Pucci operator we have

252 I. Capuzzo Dolcetta

Theorem 3.2 Let g W R ! R be positive, continuous and strictly increasing. Then

the inequality
C
M0;1 .D2 u/  g.u/ (23)

has an entire viscosity solution u 2 C.Rn / if and only if g satisfies the Keller-
Osserman condition (22).
In order to appreciate the novelty of the above results, let us mention that after the
classical results of Keller, Osserman and Brezis for F D several extensions have
been established, see [3, 11, 21, 22] for operators in divergence form and [12, 13, 15]
for fully nonlinear equations. In these papers, existence, uniqueness and comparison
results are given for the equation F.D2 u/ D g.u/ assuming that the zero order term
g W R ! R is odd, continuous, increasing, convex in Œ0; C1/ and satisfying the
growth condition
Z C1 Z t  12
g.s/ds dt < C1:
0

In all these papers with the exception of [12], the principal part F of the operator is
assumed to be uniformly elliptic.
Let us emphasize that our results cover in fact the somewhat complementary
cases in which g is bounded below, say positive, and non decreasing. As far as we
know, no previous results in this spirit were known before for degenerate elliptic
equations.
The proof of both theorems is based on a comparison argument with radial
symmetric functions obtained as solutions of an associated ODE.
It is worth to point out that the comparison principle works also in the present
cases where a strong degeneracy may occur in the principal part and possibly in the
zero order term as well.
Let us indicate the main steps of the proof of Theorem 3.1. The proof of
Theorem 3.2 is completely analogous; observe however that the stronger assumption
required there, namely g strictly increasing, is used to prove the validity of the
comparison principle for this strongly degenerate elliptic operator.
We refer for details to the forthcoming paper [9].
The first step is to consider as in [28] an auxiliary Cauchy problem, namely

c1 0
' 00 .r/ C ' .r/ D g.'.r// ; ' 0 .0/ D 0 (24)
r
A Few Recent Results on Fully Nonlinear PDE’s 253

with g W R ! R continuous, non negative and non decreasing. For this ODE one
can prove the following facts:
• If c > 0 then (24) has solutions ' 2 C2 .Œ0; R//, continuous in Œ0; R/, twice
differentiable in .0; R/ and such that

' 0 .r/
0 D ' 0 .0/ D lim ' 0 .r/ ; ' 00 .0/ D lim ' 00 .r/ D lim ¤ 1:
r!0C r!0C r!0C r

• If c > 0 then every solution ' of (24) in some interval Œ0; R/ is non decreasing
and convex.
• If c  1 then every maximal solution of (24) is globally defined in Œ0; C1/ if
and only if g satisfies the Keller-Osserman condition
Z C1 Z t  12
g.s/ds dt D C1:
0 0

The second step amounts to establish a comparison principle between viscosity

sub solutions and classical super solutions:
• assume g W R ! R continuous and nondecreasing, let u 2 C.BR / and ˚ 2
C2 .BR / be, respectively, a viscosity subsolution and a classical supersolution of
PkC .D2 ˚/ D g.˚/ in BR .
Or, alternatively,
• assume g W R ! R continuous and strictly increasing, let u 2 C.BR / and ˚ 2
C2 .BR / be, respectively,
P a viscosity subsolution and a classical supersolution of
C
M0;1 .X/ D i >0 i .X/ D g.˚/ in BR .
Then the boundary sign condition lim supjxj!R .u.x/  ˚.x//  0 propagates to
the interior, that is u.x/  ˚.x/ for all x 2 BR .
The proof of this property, see also [14], is by contradiction: suppose there is a
point x 2 BR where u.x/ > ˚.x/. As easy to check the set ˝ W fx 2 BR ; u.x/ 
˚.x/ > "g is non-empty and ˝  BR for " > 0 small enough. Since u is a viscosity
subsolution and ˚ is a classical supersolution, then by viscosity calculus it turns out
that the function v D u  ˚ satisfies

PkC .D2 v/  PkC .D2 u/  PkC .D2 ˚/  g.u/  g.˚/

in the viscosity sense in BR . Since g is non decreasing, it follows then that

PkC .D2 v/  0 in ˝.
Moreover, v > " in ˝ v D " on @˝. Hence, there exists a concave paraboloid
 .x/ touching v from above at some point x0 2 ˝, a contradiction to the inequality
PkC .D2  .x0 //  0 which holds since ˚ is a super solution.
The following step is to use the ODE to build a local radial solutions. To this end,
let 1  k  n, g non negative, non decreasing and continuous and ' 2 C2 .Œ0; R//
be a solution of the auxiliary Cauchy problem with c D k.
254 I. Capuzzo Dolcetta

Then, ˚.x/ D '.jxj/ is a classical solution of PkC .D2 ˚/ D g.˚/ in BR .

To check this, note that
8
ˆ 00
< ' .0/ In ; if x D 0
2
D ˚.x/ D 0
 0

:̂ ' .jxj/ In C ' 00 .jxj/  ' .jxj/ x ˝ x if x ¤ 0:
jxj jxj jxj jxj

Hence, it is easy to check that ˚ 2 C2 .BR / and that the eigenvalues of D2 ˚.x/
are:
• ' 00 .0/ with multiplicity n, if x D 0.
0 .jxj/
• ' 00 .jxj/, which is simple, and ' jxj with multiplicity n  1 for x ¤ 0.
Therefore,

PkC .D2 ˚.0// D k ' 00 .0/ D g.'.0// D g.˚.0//

so that, by step 1,

k1 0
PkC .D2 ˚.x// D ' 00 .jxj/ C ' .jxj/ D g.'.jxj// D g.˚.x// for x ¤ 0:
jxj

Hence ˚ is a classical solution of PkC .D2 ˚/ D g.˚/ in BR .

Suppose now that the Keller-Osserman condition (22) holds and let ' be a
maximal solution of the ODE . By the first step we know that ' is globally defined on
Œ0; C1/ which implies that u.x/ D '.jxj/ is an entire solution ofPkC .D2 u/  g.u/.
Conversely, assume that u 2 C.Rn / solves PkC .D2 u/  g.u/ and let ' 2
2
C .Œ0; R// be a maximal solution of the ODE problem such that u.0/ > '.0/. The
claim is that R D C1. If, on the contrary, R < C1, then '.r/ ! C1 as r ! R
and ˚.x/ D '.jxj/ blows up on the boundary @BR .
Hence, by comparison, u.x/  ˚.x/ in BR , a contradiction to u.0/ > '.0/.
Therefore, the maximal interval of existence of ' is Œ0; C1/ and it follows
that (22) is satisfied.

References

1. Ambrosio, L., Soner, H.M.: Level set approach to mean curvature flow in arbitrary codimen-
sion. J. Differ. Geom. 43(4), 693–737 (1996)
2. Bardi, M., Capuzzo Dolcetta, I.: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-
Bellman Equations. Systems and Control: Foundations and Applications. Birkhauser, Basel
(1997)
3. Boccardo, L., Gallouet, T., Vazquez, J.L.: Nonlinear elliptic equations in RN without growth
restriction on the data. J. Differ. Equ. 105(2), 334–363 (1993)
A Few Recent Results on Fully Nonlinear PDE’s 255

4. Brezis, H.: Semilinear equations in Rn without conditions at infinity. Appl. Math. Optim. 12,
271–282 (1984)
5. Caffarelli, L.A.: Interior a priori estimates for solutions of fully nonlinear equations. Ann.
Math. 130, 189–213 (1989)
6. Cannarsa, P., Sinestrari, C.: Semiconcave Functions, Hamilton-Jacobi Equations and Optimal
Control. Progress in Nonlinear Differential Equations and Their Applications. Birkhauser,
Basel (2004)
7. Capuzzo Dolcetta, I., Vitolo, A.: Pointwise gradient estimates of Glaeser’s type. Boll. Unione
Mat. Ital. 5, 211–224 (2012)
8. Capuzzo Dolcetta, I., Vitolo, A.: Glaeser’s type gradient estimates for non-negative solutions of
fully nonlinear elliptic equations. Discrete Contin. Dyn. Syst. A 28, 539–557 (2010) [Special
Issue Dedicated to Louis Nirenberg on the Occasion of his 85th Birthday]
9. Capuzzo Dolcetta, I., Leoni, F., Vitolo, A.: (in preparation)
10. Crandall, M.G., Ishii, H., Lions, P.L., User’s guide to viscosity solutions of second order partial
differential equations. Bull. Am. Math. Soc. (N.S.) 27, 1–67 (1992)
11. D’Ambrosio, L., Mitidieri, E.: A priori estimates, positivity results, and nonexistence theorems
for quasilinear degenerate elliptic inequalities. Adv. Math. 224, 967–1020 (2010)
12. Diaz, G.: A note on the Liouville method applied to elliptic eventually degenerate fully
nonlinear equations governed by the Pucci operators and the Keller–Osserman condition. Math.
Ann. 353, 145–159 (2012)
13. Esteban, M.J., Felmer, P.L., Quaas, A.: Super-linear elliptic equations for fully nonlinear
operators without growth restrictions for the data. Proc. R. Soc. Edinb. 53, 125–141 (2010)
14. Galise, G.: Maximum principles, entire solutions and removable singularities of fully nonlinear
second order equations. Ph.D. Thesis, Università di Salerno a.a. (2011/2012)
15. Galise, G., Vitolo, A.: Viscosity solutions of uniformly elliptic equations without boundary and
growth conditions at infinity. Int. J. Differ. Equ. 2011, 18 pp. (2011)
16. Glaeser, G.: Racine carrée d’une fonction différentiable. Ann. Inst. Fourier 13, 203–210 (1963)
17. Harvey, R., Lawson, B., Jr.: Dirichlet duality and the nonlinear Dirichlet problem. Commun.
Pure Appl. Math. 62, 396–443 (2009)
18. Keller, J.B.: On solutions of u D f .u/. Commun. Pure Appl. Math. 10, 503–510 (1957)
19. Kolmogorov, A.N.: Une géneralization de l’inégalité de M.J. Hadamard entre les bornes
supériores des dérivées successives d’une fonction. C. R. Acad. Sci. Paris 207, 764–765 (1938)
20. Landau, E.: Einige Ungleichungen für zweimal differenzierbare Funktionen. Proc. Lond. Math.
Soc. 13, 43–49 (1913)
21. Leoni, F.: Nonlinear elliptic equations in RN with “absorbing” zero order terms. Adv. Differ.
Equ. 5, 681–722 (2000)
22. Leoni, F., Pellacci, B.: Local estimates and global existence for strongly nonlinear parabolic
equations with locally integrable data. J. Evol. Equ. 6, 113–144 (2006)
23. Li, Y.Y., Nirenberg, L.: Generalization of a well-known inequality. Prog. Nonlinear Differ. Equ.
Appl. 66, 365–370 (2005)
24. Maz’ya, V.G., Kufner, A.: Variations on the theme of the inequality .f 0 /2  2f sup jf 00 j.
Manuscripta Math. 56, 89–104 (1986)
25. Maz’ya, V.G., Shaposhnikova, T.O.: Sharp pointwise interpolation inequalities for derivatives.
Funct. Anal. Appl. 36, 30–48 (2002)
26. Nirenberg, L., Treves, F.: Solvability of the first order linear partial differential equation.
Commun. Pure Appl. Math. 16, 331–351 (1963)
27. Oberman, A., Silvestre, L.: The Dirichlet problem for the convex envelope. Trans. Am. Math.
Soc. 363(11), 5871–5886 (2011)
28. Osserman, R.: On the inequality u  f .u/. Pac. J. Math. 7, 1641–1647 (1957)
Hölder Regularity of the Gradient for Solutions
of Fully Nonlinear Equations with Sub Linear
First Order Term

Isabeau Birindelli and Francoise Demengel

Dedicated to Ermanno Lanconelli and his imperishable

mathematical enthusiasm on the occasion of his 70th birthday

Abstract Using an improvement of flatness Lemma, we prove Hölder regularity of

the gradient of solutions with higher order term a uniformly elliptic fully nonlinear
operator and with Hamiltonian which is sub-linear. The result is based on some
general compactness results.

Keywords Holder regularity • Fully nonlinear

Mathematical Subject Classification: 35J25, 35J60, 35P30

1 Introduction

In this paper we shall establish some regularity results of solutions of a class of

fully nonlinear equations, with a first order term which is sub-linear; it is a natural
continuation of [5, 12]. Precisely we shall consider the following family of equations

F.D2 u/ C b.x/jrujˇ D f .x/ in ˝  RN : (1)

See also [1] for related recent results.

Theorem 1.1 Suppose that F is uniformly elliptic, that ˇ 2 .0; 1/, f and b are in
C .˝/. For any u, bounded viscosity solution of (1) and for any r < 1, there exist
 2 .0; 1/ depending on ellipticity constants of F, kbk1 , !.b/ and ˇ and C D C. /

I. Birindelli ()
Dipartimento di Matematica G. Castelnuovo, Sapienza Università di Roma, Roma, Italy
e-mail: [email protected]
F. Demengel
Laboratoire d’Analyse et Géométrie, Université de Cergy Pontoise, Paris, France
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 257

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_14
258 I. Birindelli and F. Demengel

such that
 1

1ˇ
kukC 1; .Br .xo //  C kuk1 C kbk1 C k f k1 ;

as long as B1 .xo /  ˝.
Answering a question that we raised in [4], Imbert and Silvestre in [12] proved an
interior Hölder regularity for the gradient of the solutions of

jruj˛ F.D2 u/ D f .x/

when ˛  0. Their proof relies on a priori Lipschitz bounds, rescaling and an

improvement of flatness Lemma, in this way they are lead to use the classical
regularity results of Caffarelli, and Evans [7, 8, 11] for uniformly elliptic equations.
Following their breakthrough, in [5], we proved the same interior regularity when
˛  0 in the presence of lower order terms. We also proved C1; regularity up to
the boundary if the boundary datum is sufficiently smooth. Our main motivation to
investigate the regularity of these solutions i.e. the simplicity of the first eigenvalue
associated to the Dirichlet problem for jruj˛ F.D2 u/, required continuity of the
gradient up to the boundary.
When ˛ 2 .1; 0/, in [4] we proved C 1; regularity for solutions of the Dirichlet
problem, using a fixed point argument which required global Dirichlet conditions
on the whole boundary. So one of the question left open was: is the local regularity
valid for ˛ < 0?
Theorem 1.1 answers to this question since the following holds:
Proposition 1.1 Suppose that, for ˛ 2 .1; 0/, u is a viscosity solution of

jruj˛ F.D2 u/ D f .x/ in ˝

then u is a viscosity solution of

F.D2 u/  f .x/jruj˛ D 0 in ˝:

The proof is postponed to the appendix, but recall that singular equations require a
special definition of viscosity solutions.
Theorem 1.1 concerns continuous viscosity solutions of (1); we should point out
that in the case of Lp viscosity solutions (see [9]) it is possible to use a different
strategy. Indeed one could prove first, using the argument below, that the solutions
are Lipschitz continuous. By Rademacher theorem they are almost everywhere
differentiable and hence they will be an Lp viscosity solution of

F.D2 u/ D g.x/
Hölder Regularity for Fully Nonlinear Equations 259

with g 2 L1 . The classical result of Caffarelli [7] implies that the solution are C1;˛ .
But this is a different result from ours, since continuous viscosity solutions are Lp
viscosity solutions only when g is continuous, which somehow is what we want to
prove.
In turn the C1;˛ regularity implies that g is Hölder continuous, so further
regularities can be obtained (see e.g. [6, 14]).
Even for F.D2 u/ D u it would be impossible to mention all the work that has
been done on equation of the form

F.D2 u/ C jrujp D f .x/:

Interestingly most of the literature is concerned with the case p > 1. In particular
the so called natural growth i.e. p D 2 has been much studied in variational contexts
and the behaviours are quite different when p  2 or 1 < p < 2. We will just
mention the fundamental papers of Lasry and Lions [13] and Trudinger [15]. And
more recently the papers of Capuzzo Dolcetta et al. [10] and Barles et al. [2]. In the
latter the Hölder regularity of the solution is proved for non local uniformly elliptic
operators, and with lower order terms that may be sublinear.
Remark 1.1 Observe that the operator is not Lipschitz continuous with respect to
ru. This implies that in general uniqueness of the Dirichlet problem does not hold.
For example, when ˝ is the ball of radius 1, then u 0 and u.x/ D C.1  jxj /
1
2ˇ 1
with  D 1ˇ and C D  . C N  2/ ˇ1 are both solutions of equation

u C jrujˇ D 0 in ˝;
uD0 on @˝:

2 Interior Regularity Results

Let SN denote the symmetric N N matrices. In the whole paper F indicates a

uniformly elliptic operator i.e. F satisfies F.0/ D 0 and, for some 0 <   ,

trN  F.M C N/  F.M/  trN

for any M 2 SN and any N 2 SN such that N  0. The constants appearing in the
estimates below often depend on  and , but we will not specify them explicitly
when it happens.
We recall that we want to prove
Theorem 2.1 Let f and b continuous in B1  ˝. For any u, bounded viscosity
solution of (1) in B1 , and for any r < 1 there exist

 D .kf k1 ; kbk1 ; ˇ; !b .ı// and C D C. /

260 I. Birindelli and F. Demengel

such that
 1

1ˇ
kukC 1; .Br /  C kuk1 C kbk1 C kf k1 :

Before proving Theorem 2.1, we shall prove a local Lipschitz continuity result.
Lemma 2.1 Suppose that H W B1 RN ! R is such that
H.:; 0/ is bounded in B1 and there exist C > 0 such that for all q 2 RN ,

jH.x; q/  H.x; 0/j  C.jqjˇ C jqj/:

Then there exists Co such that if C < Co , any bounded solution u of

F.D2 u/ C H.x; ru/ D f .x/ in B1

is Lipschitz continuous in Br , for r < 1 with some Lipschitz constant depending

on r, kf k1 , Co and kH.:0/k1 .
Proof of Lemma 2.1 The proof proceeds as in [5, 12]. We outline it here, in order to
indicate the changes that need to be done.
Let r < r0 < 1 and xo 2 Br , we consider on Br0 Br0 the function

˚.x; y/ D u.x/  u.y/  L2 !.jx  yj/  Ljx  xo j2  Ljy  xo j2

3
where the continuous function ! is given by !.s/ D s  wo s 2 for s  .2=3wo /2 and
constant elsewhere; here wo is chosen in order that .2=3wo /2 > 1.
The scope is to prove that, for L independent of xo , chosen large enough,

˚.x; y/  0 on B2r : (2)

This will imply that u is Lipschitz continuous on Br by taking x D xo , and letting xo

vary.
So we begin to choose L > .r8 0sup u
r/2
. Suppose by contradiction that ˚.Nx; yN / D
sup ˚.x; y/ > 0. By the hypothesis on L; .Nx; yN / is in the interior of B2r . Proceeding
in the calculations as in [2] (see also [3, 12]) we get that if (2) is not true then there
exist X and Y such that

.qx ; X/ 2 J 2;C u.Nx/; .qy ; Y/ 2 J 2; u.Ny/

2;C 2;
where J , J are the standard semi-jets, while qx D L2 ! 0 .jxyj/ jxyj
xy
C2L.xxo /
2 0
and qy D L ! .jx  yj/ jxyj  2L.y  xo /.
xy

Then, there exist constant 1 ; 2 depending only on ; ; !o such that

M C .X C Y/  1 L2

and jqx j; jqy j  2 L2 .

Hölder Regularity for Fully Nonlinear Equations 261

Using the equation,

f .Nx/  H.Nx; qx / C F.X/

 H.Nx; qx / C F.Y/ C M C .X C Y/
 f .Ny/  1 L2
CkH.:; 0/k1 C C.jqx jˇ C jqy jˇ C jqx j C jqy j/:
1
The term kH.:; 0/k1 is o.L2 /, while for Co  162

1 L2
C.jqx jˇ C jqy jˇ C jqx j C jqy j/  C 4Co .1 C 2 L2 /
2
31 L2
 C 4Co :
4
1 L2
In conclusion we have obtained that f .Nx/  f .Ny/  4
C o.L2 /. This is a
contradiction for L large.
Corollary 2.1 Suppose that .fn /n and .Hn .; 0//n are sequences converging uni-
formly respectively to f1 and H1 on any compact subset of B1 , such that for all
q 2 RN ,
ˇ
jHn .x; q/  Hn .x; 0/j  n .jqj C jqj/ (3)

with n ! 0. Let un be a sequence of solutions of

F.D2 un / C Hn .x; run / D fn .x/ in B1 :

If kun k1 is a bounded sequence, then up to subsequences, un converges, in any

compact subset of B1 , to u1 a solution of the limit equation

F.D2 u1 / C H1 .x/ D f1 .x/ in B1 :

2.1 Holder Regularity of the Gradient: Main Ingredients

We will follow the line of proof in [5, 12]. The modulus of continuity of a function g
is defined by !g .ı/ D supŒxyjı jg.x/  g.y/j. In the following, ! will denote some
continuous increasing function on Œ0; ıo  such that !.0/ D 0.
Lemma 2.2 (Improvement of Flatness) There exist o 2 .0; 1/ and there exists
 2 .0; 1/ depending on .ˇ; N; ; ; !/ such that : for any < o , for any
p 2 RN and for any f and b such that kf k1  , kbk1  and such that
262 I. Birindelli and F. Demengel

!b .ı/  kbk1 !.ı/, if u is a solution of

F.D2 u/ C b.x/jru C pjˇ D f .x/ in B1

with oscB1 u  1 , then there exists q? 2 RN such that

1
osc.u  q?  x/  :
B 2

Proof of Lemma 2.2 We argue by contradiction i.e. we suppose that, for any n 2 N,
there exist pn 2 RN , and un a solution of

F.D2 un / C bn .x/jrun C pn jˇ D fn .x/ in B1

with oscB1 un  1 and such that, for any  2 .0; 1/ and any q? 2 RN ,

1
osc.un  q?  x/  :
B 2

Observe that un  un .0/ satisfies the same equation as un , it has oscillation 1 and it
is bounded, we can then suppose that the sequence .un / is bounded. Suppose first
that jpn j is bounded, so it converges, up to subsequences. Let vn .x/ D un .x/ C pn  x,
which is a solution of

F.D2 vn / C bn .x/jrvn jˇ D fn .x/:

We can apply Corollary 2.1 with Hn .x; q/ D bn .x/jqjˇ , since (3) holds.
Hence vn converges uniformly to v1 , a solution of the limit equation

F.D2 v1 / D 0 in B1 :

Furthermore v1 satisfies, for any  2 .0; 1/ and any q? 2 RN ,

1
osc.v1  q?  x/  : (4)
B 2

This contradicts the classical C 1;˛ regularity results, see Evans [11] and Caffarelli
[7].
We suppose now that jpn j goes to infinity. There are two cases, suppose first
that jpn jˇ kbn k1 is bounded. Let Hn .x; q/ D bn .x/jq C pn jˇ . Since !jpn jˇ bn .ı/ 
jpn jˇ kbn k1 !.ı/, Hn .x; 0/ is equicontinuous and up to a subsequence, it converges
uniformly to some function H1 .x/, while .un /n is a uniformly bounded sequence of
solutions of

F.D2 un / C Hn .x; run / D fn .x/:

Hölder Regularity for Fully Nonlinear Equations 263

We can apply Corollary 2.1 and up to a subsequence, un converges to u1 which is a

solution of

F.D2 u1 / C H1 .x/ D 0:

Furthermore u1 satisfies (4), for any  2 .0; 1/ and any q? 2 RN . As in the case pn
bounded, this contradicts the classical C 1; regularity results cited above.
We are left to treat the case where an D jpn jˇ kbn k1 is unbounded. Hence, up to
a subsequence, it goes to C1. We divide the equation by an , so vn WD uann satisfies

bn .x/ fn .x/
F.D2 vn / C jan rvn C pn jˇ D :
an an

We can apply Corollary 2.1 with

Hn .x; q/ D bn .x/anˇ1 jq C a1 ˇ

n pn j :

Observe that, Hn .x; 0/ D bn .x/a1 ˇ

n jpn j is equicontinuous, of L
1
norm 1 and up to
a subsequence, it converges uniformly to some function H1 .x/.
Passing to the limit one gets that the limit equation is

F.0/ C H1 .x/ D 0:

This yields a contradiction, since H1 has norm 1 and it ends the proof of
Lemma 2.2.
The next step is an iteration process which is needed in order to prove
Theorem 2.1.
Lemma 2.3 Given o , ! and  as in Lemma 2.2. Let b and f be such that
kf k1 ; kbk1  o and such that !b .ı/  kbk1 !.ı/. Suppose that u is a viscosity
solution of

F.D2 u/ C b.x/jrujˇ D f .x/ in B1 (5)

and, oscB1 u  1. Then, there exists  2 .0; 1/, such that for all k > 1, k 2 N there
exists pk 2 RN such that
1C
osc.u.x/  pk  x/  rk (6)
B rk

where rk WD k .
The proof is by induction and rescaling. For k D 0 just take pk D 0. Suppose now
that, for a fixe k, (6) holds with some pk . Choose  2 .0; 1/ such that  > 12 .
264 I. Birindelli and F. Demengel

1
Define the function uk .x/ D rk .u.rk x/  pk  .rk x// : By the induction
hypothesis, pk is such that oscB1 uk  1 and uk is a solution of

1   1
F.D2 uk / C rk b.rk x/jrk .ruk C pk rk /jˇ D rk f .rk x/:

1.1ˇ/
Denoting by bk the function bk .x/ D rk b.rk x/ which satisfies !bk .ı/ D
1.1ˇ/ 1.1ˇ/
rk !b .rk ı/  rk kbk1 !.rk ı/  kbk k1 !.ı/, the equation above can
be written as
 1
F.D2 uk / C bk .x/jruk C pk rk jˇ D rk f .rk x/:

1
Since the L1 norm of fk D rk f .rk / is less than , we can conclude that there
exists qk such that

1
osc.uk .x/  qk  x/  :
B 2

 C1
So that, for pkC1 D pk C qk rk ,

 1C 1C
osc .u.x/  pkC1  x/  r  rkC1 :
BrkC1 2 k

This ends the proof of Lemma 2.3.

2.2 Holder Regularity of the Gradient: Conclusion

Lemma 2.4 Suppose that for any r, there exists pr such that

osc.u.x/  pr  x/  Cr1C
Br

then u is C 1; in 0.
Proof It is clear that it is sufficient to prove that pr converges when r goes to 0.
We will prove that the sequence p2k converges and then conclude for the whole
sequence. Let rk D 21k , since rkC1 < rk for x; y in BrkC1

1C
ju.x/  u.y/  pkC1  .x  y/j  CrkC1

and
1C
ju.x/  u.y/  pk  .x  y/j  Crk :
Hölder Regularity for Fully Nonlinear Equations 265

Subtracting
1C 1C
j.pkC1  pk  x  y/j  C.rkC1 C rk /:
pkC1 pk
Then, choosing x D r
jpkC1 pk j kC1
D y, one gets

1C 1C
2jpkC1  pk jrkC1  C.rkC1 C rk /

which implies

jpkC1  pk j  C2rk :

This proves that the series of general term .pkC1  pk / converges; hence so does the
sequence pk .
We deduce the convergence of the whole sequence p when  goes to zero. Let k
be such that rkC1    rk . Then for all x 2 B

1C
.u.x/  p  x/  C1C  Crk

and also, since x 2 Brk ,

1C
.u.x/  prk  x/  Crk :

1C p prk
Hence, by subtracting, .p  prk /  x  2Crk . Then, taking x D jp prk j , we get
1C 1C
rk r 
jp  prk j  C   D 2Crk : This implies that p has the same limit as pk .
C rkkC1
This ends the proof of Lemma 2.4.
Suppose now that u is a bounded solution of (5), for general f bounded in L1 , and
1
1 1 1ˇ
b continuous. The function v.x/ D u.x/ with D osc u C o
.kf k1 C kbk1 /
satisfies the equation

F.D2 v/ C b.x/ 1ˇ

jrvjˇ D f .x/:

Our choice of implies that we are under the conditions of Lemma 2.3, so v is in
C 1; , by Lemma 2.4, and so is u.

Appendix

Proof of Proposition 1.1 We assume that ˛ 2 .1; 0/ and that u is a supersolution

of

jruj˛ F.D2 u/ D f .x/ in ˝ (7)

266 I. Birindelli and F. Demengel

i.e. we suppose that for any xo 2 ˝ either u is locally constant in a neighbourhood

of xo and then 0  f in that neighbourhood, or, if it is not constant, for any ' test
function that touches u by below at xo and such that r'.xo / ¤ 0, we require that

jr'.xo /j˛ F.D2 '.xo //  f .xo /:

We need to prove that this implies that u is a supersolution of

F.D2 u/  f .x/jruj˛ D 0 in ˝; (8)

in the usual viscosity sense. Without loss of generality we let xo D 0. If u is constant

around 0, D2 u.0/ D 0 and Du.0/ D 0, so the conclusion is immediate. If ' is
some test function by below at zero such that r'.0/ ¤ 0, the conclusion is also
immediate. We then suppose that there exists M 2 S such that

1
u.x/  u.0/ C hMx; xi C o.jxj2 /: (9)
2
We want to prove that

F.M/  0:

Let us observe first that one can suppose that M is invertible, since if it is not, it can
be replaced by Mn D M  1n I which satisfies (9) and tends to M.
Let k > 2 and R > 0 such that
 
1
inf u.x/  hMx; xi C jxj D u.0/
k
jxj<R 2

1
where the infimum is strict. We choose ı < R such that k.2ı/k2 < 2 infi ji .M/j.
Let be such that
 
1
inf u.x/  hMx; xi C jxjk D u.0/ C
ı<jxj<R 2

and let ı2 < ı and such that k.2ı/k1 ı2 C kMk1 .ı22 C 2ı2 ı/ < 4 . Then, for x such
that jxj < ı2 ,

1 1
inf fu.y/  hM.y  x/; y  xi C jy  xjk g  inf fu.y/  hMy; yi C jyjk g C
jyjı 2 jyjı 2 4

D u.0/ C
4
Hölder Regularity for Fully Nonlinear Equations 267

and on the opposite

1
inf fu.y/  hM.y  x/; y  xi C jy  xjk g
R>jyj>ı 2
1
 inf fu.y/  hMy; yi C jyjk g  > u.0/ C 3 :
jyj>ı 2 4 4

Since the function u is supposed to be non locally constant, there exist xı and yı in
B.0; ı2 / such that

1
u.xı / > u.yı /  hM.xı  yı /; xı  yı i C jxı  yı jk
2

and then the infimum infy;jyjı fu.y/  12 hM.xı  y/; xı  yi C jxı  yjk g is achieved
on some point zı different from xı . This implies that the function

1 1
'.z/ WD u.zı / C hM.xı  z/; xı  zi  jxı  zjk C hM.xı  zı /; xı  zı i C jxı  zı jk
2 2
touches u by below at the point zı . But

r'.zı / D M.zı  xı /  kjxı  zı jk2 .zı  xı / ¤ 0;

indeed, if it was equal to zero, zı  xı would be an eigenvector corresponding to the

eigenvalue kjxı  zı jk2 which is supposed to be strictly less than any eigenvalue
of M.
Since u is a super-solution of (7), multiplying by jr'.zı /j˛ , we get
 
d2
F M  2 .jxı  zj /.zı /  f .zı /jr'.zı /j˛ :
k
dz

By passing to the limit for ı ! 0 we obtain the desired conclusion i.e. F.M/  0.
We would argue in the same manner for sub-solutions.

References

1. Araujo, D., Ricarte, G., Teixeira, E.: Optimal gradient continuity for degenerate elliptic
equations. (2013). Preprint [arXiv:1206.4089]
2. Barles, G., Chasseigne, E., Imbert, C.: Hölder continuity of solutions of second-order non-
linear elliptic integro-differential equations. J. Eur. Math. Soc. 13, 1–26 (2011)
3. Birindelli, I., Demengel, F.: Eigenvalue, maximum principle and regularity for fully non linear
homogeneous operators. Commun. Pure Appl. Anal. 6, 335–366 (2007)
4. Birindelli, I., Demengel, F.: Regularity and uniqueness of the first eigenfunction for singular
fully non linear operators. J. Differ. Equ. 249, 1089–1110 (2010)
268 I. Birindelli and F. Demengel

5. Birindelli, I., Demengel, F.: C 1;ˇ regularity for Dirichlet problems associated to fully nonlinear
degenerate elliptic equations. Control Optim. Calc. Var. 20, 1009–1024 (2014)
6. Cabré, X., Caffarelli, L.: Regularity for viscosity solutions of fully nonlinear equations
F.D2 u/ D 0. Topol. Meth. Nonlinear Anal. 6, 31–48 (1995)
7. Caffarelli, L.: Interior a priori estimates for solutions of fully nonlinear equations. Ann. Math.
2nd Ser. 130, 189–213 (1989)
8. Caffarelli, L., Cabré, X.: Fully-Nonlinear Equations Colloquium Publications, vol. 43. Ameri-
can Mathematical Society, Providence (1995)
9. Caffarelli, L., Crandall, M.G., , Kocan, M., Swiȩch, A.: On viscosity solutions of fully
nonlinear equations with measurable ingredients. Commun. Pure Appl. Math. 49(4), 365–397
(1996)
10. Capuzzo Dolcetta, I., Leoni, F., Porretta, A.: Hölder estimates for degenerate elliptic equations
with coercive Hamiltonians. Trans. Am. Math. Soc. 362(9), 4511–4536 (2010)
11. Evans, L.C.: Classical solutions of fully nonlinear, convex, second-order elliptic equations.
Commun. Pure Appl. Math. 25, 333–363 (1982)
12. Imbert, C., Silvestre, L.: C1;˛ regularity of solutions of degenerate fully non-linear elliptic
equations. Adv. Math. 233, 196–206 (2013)
13. Lasry, J.M., Lions, P.L.: Nonlinear elliptic equations with singular boundary conditions and
stochastic control with state constraints, I. The model problem. Math. Ann. 283(4), 583–630
(1989)
14. Teixeira, E.V.: Universal moduli of continuity for solutions to fully nonlinear elliptic equations.
Arch. Ration. Mech. Anal. 211(3), 911–927 (2014)
15. Trudinger, N.S.: Fully nonlinear, uniformly elliptic equations under natural structure condi-
tions. Trans. Am. Math. Soc. 278, 751–769 (1983)
The Reflector Problem and the Inverse Square
Law

Cristian E. Gutiérrez and Ahmad Sabra

Al diletto amico Ermanno Lanconelli in occasione del suo

settantesimo compleanno1

Abstract We introduce a model to design reflectors that take into account the
inverse square law for radiation. We prove existence of solutions in the near field
case when the input and output energies are prescribed.

Keywords geometric optics • Monge-Ampere type equations • radiometry

AMS Subject Classification: 78A05, 35J96, 35Q60

1 Introduction

It is known that the intensity of radiation is inversely proportional to the square of

the distance from the source. In particular, at large distances from the source, the
radiation intensity is distributed over larger surfaces and therefore the intensity per
unit area decreases as the distance from the surface to the source increases. The
purpose in this paper is to describe and solve a problem in radiometry involving the
inverse square law, see e.g., [2, Sect. 4.8.1, formula (10)] and [8, Chap. 4]. We will
present here only the essentials for the solution; details and further results can be
found in [6].
We begin explaining the concepts needed to pose the problem. Let ˝ S2 , and
suppose that radiation is emanating from the origin O for each direction x 2 ˝;
f .x/ denotes the radiant intensity in the direction x, measured in Watts per steradian.

1
Dedicated to Ermanno Lanconelli on the occasion of his 70th birthday.
C.E. Gutiérrez () • A. Sabra
Department of Mathematics, Temple University, Philadelphia, PA, USA
e-mail: [email protected]; [email protected]

© Springer International Publishing Switzerland 2015 269

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_15
270 C.E. Gutiérrez and A. Sabra

Then the total amount of energy received at ˝, or in other words the radiant flux
through ˝, is given by the surface integral
Z
˚D f .x/ dx:2
˝

The irradiance E is the amount of energy or radiant flux incident on a surface per
unit area; it is measured in W=m2 . If radiation is received on a surface , given
parametrically by .x/ x for x 2 ˝, then by [2, Sect. 4.8.1, formula (10)] the
irradiance over an infinitesimal patch around .x/x is given by

f .x/ x  .x/
E.x/ D ;
.x/2

where .x/ is the outer unit normal to the surface  at the point .x/x. Based on the
above considerations we introduce the following quantity, measuring the amount of
irradiance at the patch of surface .˝/, and given by the surface integral
Z
x  .x/
f .x/ dx: (1)
˝ .x/2

The problem we propose and solve in this paper is the following. Suppose f is a
positive function defined in ˝ S2 , and is a Radon measure on a bounded set D
contained on a surface in R3 with dist.0; D/ > 0. We want to find a reflector surface
 parameterized by .x/x for x 2 ˝ such that the radiation emanated from O is
reflected off by  into the set D and such that the irradiance received on each patch
of D has at least measure . In other words, we propose to find  such that
Z
x  .x/
f .x/ dx  .E/; (2)
 .E/ .x/2

for each E D, where the set  .E/ is the collection of directions x 2 ˝ that 
reflects off in E. We ask the reflector to cover all the target D, that is,  .D/ D ˝.
In particular, from (2) we need to have
Z
x  .x/
f .x/ dx  .D/I (3)
˝ .x/2

we say in this case that the reflector  is admissible. Since f and are given but we
do not know the reflector , we do not know a priori if (3) holds. However, assuming

2
The units for this quantity are Watts because the units for ˝  S2 are considered non dimensional
units, i.e., ˝ is measured in steradians.
The Reflector Problem and the Inverse Square Law 271

that the input and output energies satisfy

Z
1
f .x/ dx  .D/;
˝ C

we will show that there exists a reflector  satisfying (2); see condition (12) and
Theorems 4.1 and 5.1. Here C is an appropriate constant depending only on the
distance between the farthest point on the target and the source, and from how close
to the source we want to place the reflector. In particular, we will see that if the
target D has a point very far away from the source, then the constant 1=C will be
very large and therefore, for a given we will need more energy f at the outset to
prove the existence of a reflector satisfying (2). We will also see that, in general, for
each fixed point P0 in the support of the measure , a reflector can be constructed
so that it overshoots energy only at P0 , that is, for each set E ˝ such that P0 … E
we have equality in (2); see Theorems 4.1 [parts (2) and (3)] and Theorem 5.1. In
Sects. 4.1 and 5.1, we show that it is possible to construct a reflector that minimizes
the energy overshot at P0 , that is unique in the discrete case, see Theorem 4.2.
To solve our problem, we introduce the notion of reflector and reflector measure
with supporting ellipsoids of revolution, and show that (2) makes sense in terms
of Lebesgue measurability, Sect. 3. With this definition, reflectors are concave
functions and therefore differentiable a.e., so the normal .x/ exists a.e.. To obtain
the -additivity of the reflector measure given in Proposition 3.5, we need to assume
that the target D is contained in a hyperplane or D is countable. This is needed in
the proof of Lemma 3.2 and Remark 3.1, those results might fail otherwise, see
Remark 3.2.
With this definition of the reflector, the reflected rays might cross the reflector
to reach the target, in other words, the reflector might obstruct the target in certain
directions. This is physically undesirable and it can be avoided by assuming that the
supporting ellipsoids used in the definition of reflector have the target contained in
their interiors. Another kind of physical obstruction might happen when the target
obstructs the incident rays in their way to the reflector. All of these are discussed
and illustrated in Sect. 3.1.
When the reflector is smooth, it satisfies a Monge-Ampère type pde that is
indicated in Sect. 6.
We finish this introduction mentioning results in the literature that are relevant for
this work and place our results in perspective. The reflector problem in the far field
case has been considered by L. Caffarelli, V. Oliker and X-J. Wang, see [3, 9, 10].
The near field case is in [7] where the notion of reflector defined
R with supporting
ellipsoids is introduced. In all these papers it is assumed that ˝ f .x/ dx D .target/,
and the model does not take into account the inverse square law. For the far field
refraction, models taking into account the loss of energy due to internal reflection
are considered in [5].
We believe that this work is the first contribution to the problem of constructing
a reflector that takes into account how far it is from the source.
272 C.E. Gutiérrez and A. Sabra

2 Ellipsoids

Let O be the origin in R3 , P ¤ O be an arbitrary point, and c > OP. The ellipsoid
of revolution Ed .P/ with foci O and P is given by fX W jXj C jX  Pj D cg and has
polar radius

d
d .x/ D ; (4)
1  "x  m

c2  OP2 OP
where d D is the so called semi-latus rectum, " D is the eccentricity,
2c c
!
OP
and m D , x 2 S2 . From (4), we obtain that the outer unit normal to the ellipsoid
OP
Ed .P/ at the point d .x/x is given by
x "m
d .x/ D : (5)
jx  " mj

2"d
Using the formula for ", and d we get that OP D : Solving for " we obtain
1  "2
the following simple proposition that will be used frequently in the paper.
Proposition 2.1 Let O be the origin in R3 and P ¤ O. Fix ı > 0 and consider an
ellipsoid Ed .P/ with d  ı OP. Then there exists a constant 0 < cı < 1, independent
of P, such that Ed .P/ has eccentricity "  cı and we have

d d
 min d .x/  max d .x/  : (6)
1 C cı x2S2 x2S2 1  cı

In fact,
p
"  ı C 1 C ı 2 WD cı < 1: (7)

To conclude this section, we recall the following proposition borrowed from [7,
Lemma 6].
Proposition 2.2 For ellipsoids of fixed foci O and P, the eccentricity " is a strictly
decreasing function of d, and for each fixed x, d .x/ is strictly increasing function
of d.

3 Reflectors and Reflector Measures

In this section we introduce the definition of reflector and reflector measure, and
prove some properties that will be used later in the paper.
The Reflector Problem and the Inverse Square Law 273

Definition 3.1 Let ˝ S2 such that j@˝j D 0. The surface  D f.x/xgx2 N̋ is

a reflector from ˝N to D if for each x0 2 ˝N there exists an ellipsoid Ed .P/ with
d
P 2 D that supports  at .x0 / x0 . That is, Ed .P/ is given by d .x/ D
1 "xm
!
OP
with m D and satisfies .x/  d .x/ for all x 2 ˝N with equality at x D x0 .
OP
Notice that reflectors are concave and therefore continuous.
The reflector mapping associated with a reflector  is given by

N .x0 / D fP 2 D W there exists Ed .P/ supporting  at .x0 /x0 gI

and the tracing mapping is

 .P/ D fx 2 ˝N W P 2 N .x/g:

For the proof of the properties of the reflector measure, we will need the
following measure theory result.
Lemma 3.1 Let S Rn be a set, not necessarily Lebesgue measurable, and
consider
jS \ Br .x/j
f .x/ WD lim sup ;
r!0 jBr .x/j

where j  j and j  j denote the Lebesgue outer measure and Lebesgue measure
respectively. If

M D fx 2 S W f .x/ < 1g;

then jMj D 0. Here Br .x/ is the Euclidean ball centered at x with radius r.
Moreover, if Br .x/ is a ball in a metric space X and  is a Carathéodory outer
measure on X,3 then a similar result holds true for all S X.
The proof of Lemma 3.1 uses Vitali’s covering theorem as stated in [11, Corol-
laries (7.18) and (7.19)]. From the book of Ambrosio and Tilli [1, Theorem 2.2.2.],
we conclude that the same result applies to the case of a general metric space.
The following lemma is essential for the reflector measure.
Lemma 3.2 Suppose D is contained in a plane ˘ in R3 , and let  be a reflector
from ˝N to D. Then the set

S D fx 2 ˝N W there exist P1 ¤ P2 in D such that x 2  .P1 / \  .P2 /g

has measure zero in S2 .

3
From [11, Theorem (11.5)] every Borel subset of X is Carathéodory measurable.
274 C.E. Gutiérrez and A. Sabra

Proof Let N be the set of points where  is not differentiable. Since  is concave,
it is locally Lipschitz and so the measure of N in S2 is zero. Let us write S D
.S \ N/ [ .S \ N c /. We shall prove that the measure, in S2 , of F WD S \ N c is zero.
Let x0 2 S\N c , then there exist Ed1 .P1 / and Ed2 .P2 / supporting ellipsoids to  at
x0 with P1 ¤ P2 , and x0 is not a singular point of . Then there is a unique normal
0 to  at x0 and 0 is also normal to both ellipsoids Ed1 .P1 / and Ed2 .P2 / at x0 .
Hence from Snell’s law .x0 /x0 is on the line joining P1 and P2 . Since D ˘ we
get that E WD f.x0 / x0 W x0 2 S \ N c g ˘ . That is, the graph of , for x 2 S \ N c ,
is contained in the plane ˘ .
We will prove that the set S \ N c has measure zero in S2 .
Case 1 O 2 ˘ . Since .z/ z 2 ˘ , for each z 2 F, then the incident ray is contained
in ˘ . Therefore F is contained in a great circle of S2 and hence has surface measure
zero.
Case 2 O … ˘ . In this case, it can be shown, see [6], that for every z0 2 F, jBr .z0 /\
Fj  12 jBr .z0 /j for all r > 0, and hence by Lemma 3.1 the measure of F is zero in
S2 and the proof of the lemma is complete.
Remark 3.1 If D is a finite or countable set, then the conclusion of Lemma 3.2 holds
regardless if D is on a plane. In fact, let D D fPi g1 iD1 , with O … D. Let ˘ij be the
plane (or line) generated by the points O; Pi ; Pj . Following the proof of Lemma 3.2
we have that

S \ Nc [i¤j ˘ij ;

and since the surface measure of S \ N c \ ˘ij is zero we are done.

Remark 3.2 We present an example of a target D that is not contained in a plane,
a set ˝ S2 , and a reflector  from ˝N to D such that the set S in Lemma 3.2 has
positive measure. Consider the origin O, the point P0 D .0; 2; 0/, and the half sphere
S D fX D .x1 ; x2 ; x3 / W jX  P0 j D 1; x3  0g. Let D D S [ fP0 g, and consider
the ellipsoid Ed .P0 / D fd .x/xgx2S2 with d large enough such that it contains D. Let
˝ D fx D .a; b; c/ 2 S2 W c > 0g and the reflector  D fd .x/xgx2˝N .
Each point P 2 D is reached by reflection, because the ray from P0 passing
through P intersects  at some point P0 and since  is an ellipsoid, the ray emanating
from O with direction P0 =jP0 j is reflected off to P. We can see in this case that the
set S in Lemma 3.2 has positive measure, see [6].
Similarly, Lemma 3.2 does not hold when D is contained in a finite union of
planes. For example, let P D .0; 2; 0/, C be the closed disk centered at .0; 2; 1/
and radius 1 contained on the plane z D 1, and let the target be D D P [ C .
If  is a sufficiently large ellipsoid with foci O, P, and containing D, then the set
 .P/ \  .C / has positive measure.
As a consequence of Lemma 3.2 we obtain the following.
The Reflector Problem and the Inverse Square Law 275

Proposition 3.1 Suppose  is a reflector from ˝N to D and the target D is contained

in a plane or D is countable. If A and B are disjoint subsets of D, then  .A/ \  .B/
has Lebesgue measure zero.
Definition 3.2 Suppose D is compact not containing O, and M D maxP2D OP. For
each ı > 0, we let A .ı/ be the collection of all reflectors  D f.x/xgx2˝N from
˝N to D, such that for each x0 2 ˝N there exist a supporting ellipsoid Ed .P/ to  at
.x0 / x0 with P 2 D and d  ı M.
The following proposition will be used in Sect. 5.
Proposition 3.2 If  D f.x/xgx2 N̋ is a reflector in A .ı/, then  is globally
N the Lipschitz constant of  is bounded uniformly by a constant
Lipschitz in ˝,
depending only on ı and M.
Proof Let x; y 2 ˝. N Then there exist P 2 D with d  ıM such that Ed .P/ supports
 at .x/x, i.e., .z/  d .z/ for all z 2 ˝N with equality at z D x. Therefore since
2"d
OP D , using (7) we get that
1  "2
OP 1 C " M 1 C cı
.y/.x/ D .y/d .x/  d .y/d .x/  jxyj  jxyj:
2 1" 2 1  cı
Interchanging the roles of x; y, we conclude the proposition.
Proposition 3.3 Assume O … D with D compact such that either D is contained
on a plane or D is countable. Let  2 A .ı/ and let S be the set from Lemma 3.2.
Suppose fxn g1 N
nD1 ; x0 are in ˝ n S and xn ! x0 . If Edn .Pn / and Ed0 .P0 / are the
corresponding supporting ellipsoids to  at xn and x0 , and .xn /; .x0 / are the
corresponding unit normal vectors, then we have
1. limn!1 dn D d0 .
2. limn!1 Pn D P0 .
3. limn!1 .xn / D .x0 /.
Definition 3.3 Let ı > 0 and let D be compact with O … D. Given  2 A .ı/, we
define S D f E D W  .E/ is Lebesgue measurableg.
Proposition 3.4 If O … D, with D a compact set contained either on a plane or D
is countable, then S is a sigma-algebra on D containing all Borel sets.
We are now ready to define the notion of reflector measure.
Proposition 3.5 Assume the target D is a compact set with O … D such that D is
contained on a plane or D is countable. Let f 2 L1 .˝/ N be non-negative, and let 
be a reflector in A .ı/ for some ı > 0. We define
Z
x  .x/
.E/ D f .x/ 2 dx
 .E/  .x/
for each Borel set E. Then  is a finite Borel measure on D.
276 C.E. Gutiérrez and A. Sabra

Proof By Proposition 3.4,  .E/ is Lebesgue measurable for each Borel set E. By
Proposition 3.3 the function x  .x/ is continuous relative to ˝N n S. Since  2 A.ı/,
x  .x/
 is continuous and bounded below. It then follows that the function 2 is
 .x/
continuous relative to ˝N n S.
1 "xm
Let x 2 ˝N n S, by (5) and Proposition 2.1, we have x  .x/ D 
jx  "mj
1  cı
> 0, where " is the eccentricity of the supporting ellipsoid to  at .x/x.
1 C cı
From Proposition 3.1, jSj D 0 and therefore .E/ is well defined for each E
Borel set and is non negative. To prove the sigma additivity of , let E1 ; E2 ; : : :
be countable mutually disjoint sequence of Borel sets. PThen by Proposition 3.1,
C1
.Ei \ Ej / D 0 for all i ¤ j, and hence  [C1 E
iD1 i D iD1 .E i /.

To complete the list of properties of the reflector measure, we state the following
stability property.
Proposition 3.6 Suppose D is a compact set with O … D and such that D is
contained on a plane or D is countable, and let f 2 L1 .˝/ N be non-negative. Let n
be a sequence of reflectors in A .ı/ for some fixed ı > 0, where n D fn .x/ xgx2˝N
N for all n and for some b > 0, and n converges
are such that n .x/  b for all x 2 ˝,
point-wise to  in ˝.N Let  D f.x/xgx2 N̋ . Then we have

1.  2 A .ı/, i.e., for all x 2 ˝N there exist P in D and d  ıM such that Ed .P/
supports  at .x/x.
2. If  is the reflector measure corresponding to , then n converges weakly to  .
Corollary 3.1 If D D fP1 ; P2 ; : : : ; PN g and n ; ; n ;  are as in Proposition 3.6,
then

lim n .Pi / D .Pi /:

n!C1

j
Proof Define hi .Pj / D ıi , 1  i; j  N. Since D is discrete, h is continuous on D,
then by the previous proposition
Z Z
lim n .Pi / D lim hi .y/dn .y/ D hi .y/d.y/ D .Pi /:
n!C1 n!C1 D D

3.1 Physical Visibility Issues

With the Definition 3.1 of reflector, the reflected rays might cross the reflector to
reach the target, in other words, the reflector might obstruct the target in certain
directions. This is illustrated in Fig. 1a. In this section, we show by convexity that
if the ellipsoids used in the definition of reflector are chosen such that they contain
The Reflector Problem and the Inverse Square Law 277

Fig. 1 Reflectors illustrating

obstruction. (a) P D .1; 0/,
Q D .0; 1/, E1:2 .P/ and
E1:4 .Q/; (b) P D .1; 0:2/,
Q D .1; 0/, E5:5 .P/ and
E5 .Q/

all points of D in their interiors, this obstruction can be avoided, that is, the reflector
will not obstruct the target in any direction. For example, in Fig. 1b each reflected
ray will not cross the reflector to reach the target.
Indeed, let fEdi gi2I be a family of ellipsoids with foci O and Pi , such that the
convex body B enclosed by all fEdi gi2I is a reflector. Let us assume that all Pi ’s
are in the interior of B, and D D fPi gi2I is compact. We shall prove that under
this condition any ray emanating from O is reflected into a ray that does not cross
the boundary of B to reach the target. Suppose by contradiction that there is ray r
emanating from O so that the reflected ray r0 crosses the boundary of B to reach the
target. Then r hits @B at some point P, and so P is on the boundary of some ellipsoid
Edi , and the reflected ray r0 crosses the boundary of B at a point Q to reach the target
at say Pi . Since Pi is in the interior of B, P 2 @B, and B is convex, the segment
.1  t/P C tPi 2 Int .B/ for all 0 < t  1. Since for some t, Q is on this segment,
then Q belongs to the interior of B, a contradiction.
278 C.E. Gutiérrez and A. Sabra

To assure that each supporting ellipsoid in the definition of reflector contain all
points in D, we proceed as follows. Take m D minP2D OP; M D maxP2D OP. Let
Pi ; Pj 2 D, Pi is inside the body of the ellipsoid with focus O and Pj if and only if

OPj
OPi C Pi Pj < cj D ;
"j

OPj
that is, if and only if "j < for all Pi ; Pj 2 D. Therefore, in the definition
OPi C Pi Pj
of reflector it is enough to choose ellipsoids with eccentricity " satisfying
m
"< : (8)
M C diam.D/

.1  "2j / OPj
Since dj D then by monotonicity of d we have that (8) is then
2 "j
equivalent to
 2
m
1
M C diam.D/
dj > m OPj for all Pj 2 D;
2
M C diam.D/
 2
m
1
M C diam.D/
and so it is enough to choose d > m M.
2
M C diam.D/
Therefore, to avoid obstruction of the target by the reflector, we can consider
reflectors in the class A .ı/ with
 2
m
1
M C diam.D/
ı> m WD ıD : (9)
2
M C diam.D/

To complete this section, we mention the case when the target is on the way to
the reflector, that is, the incident rays cross the target before reaching the reflector.
Clearly, this can be avoided if we assume that ˝N \ D D ;, where D is the
projection of D on S2 .
The Reflector Problem and the Inverse Square Law 279

4 Solution of the Problem in the Discrete Case

Definition 4.1 Let ˝ S2 with j@˝j D 0, D D fP1 ; P2 ; : : : ; PN g is such

that O … D, and M D maxP2D OP. Let d1 ;    ; dN be positive numbers and
N where
w D .d1 ; d2 ;    ; dn /. Define the reflector  D fw .x/xg, x 2 ˝,

w .x/ D min di .x/;

1iN

s !
di di2 di OPi !
with di .x/ D , "i D 1C 2
 and m i D , OPi D jOPi j.
1  " i x  mi OPi OPi OPi
Lemma 4.1 Let 0 < ı  ı 0 , and let fw .x/xg be the reflector with w D
N and
.d1 ;    ; dN /, where d1  ı 0 M and di  ı M for 1  i  N. If f 2 L1 .˝/
f > 0 a.e. then
Z Z
x  w .x/
w .D/ D f .x/ dx > C.ı; ı 0 ; M/ f .x/ dx (10)
˝N w2 .x/ ˝N

where C.ı; ı 0 ; M/ is a constant depending only on ı, ı 0 and M.

Proof From Proposition 3.2, the set of singular points of the reflector w has
measure zero. For each x 2 ˝ not a singular point the normal w .x/ exists and
x  w .x/ .1  cı /3
by (5) and Proposition 2.1, 2  WD C.ı; ı 0 ; M/ and
w .x/ .1 C cı / .ı 0 M/2
Z Z
x  w .x/
w .D/ D f .x/ 2 dx  C.ı; ı 0 ; M/ f .x/ dx:
˝N w .x/ ˝N

To prove the strict inequality, suppose by contradiction that we have equality. Since
f > 0 a.e., we then would get that

x  w .x/
D C.ı; ı 0 ; M/; for a.e. x 2 ˝; (11)
w2 .x/

then w is constant a.e. and hence by continuity w is constant on ˝, a contradiction.

The following lemma is similar to [7, Lemma 9].
Lemma 4.2 Consider the reflectors  D fw .x/xgx2˝N and Q D fwQ .x/xgx2˝N ,
Q D .d1 ; d2 ;    ; dQl ;    ; dN /, such that
with w D .d1 ; d2 ;    ; dl ;    ; dN / and w
Q
dl  dl . We write in this case w l w. Q
If  and Q are the corresponding reflector measures, then .P Q i /  .Pi / for
i ¤ l.
280 C.E. Gutiérrez and A. Sabra

As in [7] we obtain the following corollary.

Corollary 4.1 Let w1 D .d11 ; d21 ;    ; dN1 / and w2 D .d12 ; d22 ;    ; dN2 /. Define w D
.d1 ; d2 ;    ; dN / where di D min.di1 ; di2 /, we write w D min.w1 ; w2 /. Let 1 ; 2 ; 
be their corresponding reflector measures. Then

.Pi /  max.1 .Pi /; 2 .Pi // for all 1  i  N:

We now prove existence of solutions in the discrete case.

Theorem 4.1 Let ˝ S2 with j@˝j D 0, f 2 L1 .˝/ N such that f > 0 a.e,
g1 ; g2 ;    ; gN positive numbers with N > 1. Let D D fP1 ; P2 ; : : : :; PN g be
Psuch that
O … D, and let M D max1iN OPi . Define the measure on D by D NiD1 gi ıPi .
1 C cı
Fix ı > 0, let k  , where cı is from (7), and suppose that
1  cı
Z
1
f .x/ dx  .D/; (12)
˝N C.ı; kı; M/

.1  cı /3
where C.ı; kı; M/ D .
.1 C cı /.kıM/2
Then there exists a reflector wN D .dN1 ;    ; dNN / in A .ı/, i.e., with dN i  ıM for
1  i  N, satisfying:
S
1. ˝N D NiD1 N .Pi /.
2. .P
N i / D gi for 2  i  N, where N is the reflector measure corresponding to w; N
and
3. .P
N 1 / > g1 .
Proof Consider the set:

W D fw D .d1 ;    ; dN / W d1 D kıM; di  ıM;

Z
x  w .x/
w .Pi / D f .x/ 2 dx  gi ; i D 2;    ; Ng:
w .Pi / w .x/

We first show that W ¤ ;. In fact, since d1 is fixed we can choose di large enough
for i ¤ 1 so that w .x/ D d1 .x/, in that case w .Pi / D 0 < gi for i D 2;    ; N and
w 2 W.
W is closed. In fact, let wn D .d1n ;    ; dNn / 2 W converging to w D .d1 ;    ; dN /,
and let n and  be their corresponding reflector measures. By Proposition 2.1 we
kıM
have wn .x/ D d1 .x/  . Then by Corollary 3.1 .Pi / D limn!1 n .Pi / 
1  cı
gi for all i D 2;    ; N. Therefore w 2 W.
The Reflector Problem and the Inverse Square Law 281

Note that w .P1 / > g1 for every w 2 W. In fact, by Lemma 4.1 and
condition (12), we have that

w .P1 /  g1 Dw .D/  .g1 C w .P2 / C    C w .PN //

w .D/  .g1 C g2 C    C gN / > 0:

Let dN1 D kıM, and dNi D infw2W di for 2  i  N. Take the reflector
N D fwN .x/xg and it’s corresponding measure , N with wN D .dN1 ;    ; dNN /.
N
We have that di  ıM for 2  i  N. Since W is closed and the
di0 s are bounded below, the infimum is attained at some reflector wN i D
.kıM; dN 2i ;    ; dN i1
i
; dNi ; dN iC1
i
;    ; dN Ni / 2 W for 2  i  N. Let N i be the reflector
measure corresponding to wN i . Since wN D min2iN wN i , it follows from Corollary 4.1
that .PN i /  max .N 2 .Pi /; N 3 .Pi /;    ; N N .Pi //  gi for 2  i  N, and so wN 2 W.
It remains to prove that in fact we have .P N i / D gi for all i  2. Without loss of
generality, suppose that the inequality is strict for i D 2, that is, .P N 2 / < g2 . Take
0 <  < 1, w D .kıM; dN2 ; dN3 ; : : : dNN /, and let  be the corresponding reflector
measure. We claim that dN2 > ıM. Suppose by contradiction that dN2 D ıM. Then by
ıM kıM 1 C cı
Proposition 2.1, dN2  and dN1  , but since k  , we have
1  cı 1 C cı 1  cı
dN1  dN2 . Therefore N .P1 / N .P2 / and hence by Proposition 3.1 .P N 1 / D 0, a
contradiction. This proves the claim, and therefore dN2 > ıM for all  sufficiently
close to one. Moreover, by Lemma 4.2,  .Pi /  .P N i /  gi for i  3, and by
Corollary 3.1 lim!1  .P2 / D .P N 2 / < g2 Then there exist 0 close to one such
that  .P2 / < g2 and dN2  ıM, for 0   < 1. Hence w 2 W contradicting the
definition of dN2 . We conclude that wN satisfies conditions (1)–(3).

4.1 Discussion About Overshooting in the Discrete Case

Theorem 4.1 shows the existence of a solution that overshoots energy at P1 .

Definition 4.2 With the notation of Theorem 4.1 we define the following
1. W D fw D .d1 ;    ; dN / W d1 D kıM; di  ıM; w .Pi /  gi for 2  i  Ng.
2. The reflector N D fwN .x/xg, and its corresponding reflector measure , N where
wN D .dN1 ;    ; dNN / with dN1 D kıM, and dNi D infw2W di for 2  i  N.
Theorem 4.2 Let w D .d1 ; d2 ; : : : ; dN / 2 C and  its corresponding reflector
measure. Then

.D/
N  .D/;
282 C.E. Gutiérrez and A. Sabra

N Moreover, if ˝N is connected
where N is the reflector measure corresponding to w.
and .D/
N D .D/ then:

dNi D di for all 1  i  N:

Proof Since w and wN are in C , then .Pi / D .P N i / for all 2  i  N. By definition
of wN D .dN 1 ;    ; dN N / we have dN1 D kıM D d1 and dNi  di for all 2  i  N,
since C W. Let  and N be the reflectors corresponding to w and w, N respectively,
then by Proposition 2.2 N .P1 /  .P1 / and .P
N 1 /  .P1 /. We conclude that
.D/
N  .D/.
Suppose now that ˝N is connected and we have equality, i.e., .P N i / D .Pi / for
all 1  i  N. Let I D f1  i  N W dNi D di g and J D f1  i  N W dNi < di g:
Our goal is to prove that J is empty. First notice that I ¤ ;, since 1 2 I. Similarly
as before N .Pi /  .Pi / for all i 2 I, and therefore
Z Z
x  di .x/ x  dN .x/
.Pi / D f .x/ 2 dx D f .x/ 2 i dx;
 .Pi / di .x/  .Pi / dN .x/
i
Z Z
x  dNi .x/ x  dN .x/
D f .x/ dx C f .x/ 2 i dx
N .Pi /  2
dNi .x/  .Pi /nN .Pi / dN .x/
i
Z
x  dNi .x/
D .P
N i/ C f .x/ 2 dx:
 .Pi /nN .Pi / dN .x/
i

x  dNi .x/
Since .Pi / D .P
N i / and f .x/ > 0 a.e., we get j .Pi / n N .Pi /j D 0, and
d2N .x/
i
so j .Pi /j D jN .Pi /j for i 2 I. S
Suppose now that J ¤ ; and let x 2 j2J  .Pj /, then x 2  .Pj0 / for some
j0 2 J. By Proposition 2.2 we have:

wN .x/ D dN j .x/ < dj0 .x/  di .x/ D dNi .x/ for all i 2 I:
0

Then by continuity of wN ,

0 1 0 1
[ [ [
x 2 Int @ N .Pj /A and so  .Pj / Int @ N .Pj /A :
j2J j2J j2J

S
Since ˝N is connected
S S and j2J  .Pj / is closed, we get that S
the set A D
 
N .P / n   .P / contains the non empty open set then j2J N .Pj / D
Sj2J j
 j2J j

j2J  .Pj / [ A with jAj > 0, a contradiction.

The Reflector Problem and the Inverse Square Law 283

5 Solution for a General Measure 

Theorem 5.1 Suppose the target D is compact, O … D, and either D is contained

on a plane, or D is countable, and let M D maxP2D OP. Let ˝ S2 , with j@˝j D 0,
N with f > 0 a.e, and let be a Radon measure on D.
f 2 L1 .˝/
1 C cı
Given ı > 0, k  , with cı from (7), we assume that
1  cı
Z
1
f .x/ dx  .D/; (13)
˝N C.ı; kı; M/

.1  cı /3
where C.ı; kı; M/ D .
.1 C cı /.kıM/2
Given P0 2 supp. /, the support of the measure , there exists a reflector  D
f.x/xgx2 N̋ from ˝N to D in A .ı/ such that
Z
x   .x/
.E/  f .x/ dx;
 .E/ 2 .x/

for each Borel set E D, and

Z
x   .x/
.E/ D f .x/ dx;
 .E/ 2 .x/

ıM kıM N
for each Borel set E D with P0 … E; and  .x/  for all x 2 ˝.
1 C cı 1  cı
Proof Partition the domain D into a disjoint finite union of Borel sets with small
diameter, say less than ", so that P0 is in the interior of one of them (D has
the relative topology inherited from R3 ). Notice that the -measure of such a set
is positive since P0 2 supp. /. Of all these sets discard the ones that have -
measure zero. We then label the remaining sets D11 ; : : : ; D1N1 , and we may assume
P0 2 .D11 /ı and .D1j / > 0 for 1  j  N1 . Next pick P1i 2 D1i , so that
PN1
P11 D P0 , and define a measure on D by 1 D 1
iD1 .Di /ıP1i : Then from (13),
R
1 .D/ D .D/  C.ı; kı; M/ ˝N f .x/ dx: Thus by Theorem 4.1, there exists

di1
a reflector 1 D 1 .x/x W 1 .x/ D min1iN1 with d11 D kıM,
1  "1i x  m1i
!
OP1i
di1  ıM for 2  i  N1 , m1i D for 1  i  N1 , and satisfying
Z OP1i
x  1 .x/
1 .E/  f .x/ dx; with equality if P0 … E, for each E Borel subset
1 .E/ 12 .x/
of D.
284 C.E. Gutiérrez and A. Sabra

By this way for each ` D 1; 2;    , we obtain a finite disjoint sequence of

Borel sets D`j , 1  j  N` , with diameters less that "=2` and .D`j / > 0
such that P0 2 .D`1 /ı , D1`C1 D`1 , and pick P`j 2 D`j with P`1 D P0 , for all
PN` `
` and j. The corresponding measures on D are given by ` D iD1 .Di /ıP`i
R
satisfying ` .D/ D .D/  C.ı; kı; M/ ˝N f .x/ dx: We then have a corresponding

di`
sequence of reflectors given by ` D ` .x/x W ` .x/ D min1iN`
1  "`i x  m`i
!`
OPi
with d1` D kıM, di`  ıM for 2  i  N` , m`i D for 1  i  N` , and satisfying
Z OP`i
x  ` .x/
` .E/  f .x/ dx; with equality if P0 … E, for each E Borel subset
` .E/ `2 .x/
of D.
Since ` 2 A .ı/ for all `, it follows by Proposition 3.2 that ` are Lipschitz
continuous in ˝N with a constant depending only on ı and M. In addition, from
ıM kıM
Proposition 2.1, and since d1` D kıM, we have  ` .x/  8`; x:
1 C cı 1  cı
By Arzelá-Ascoli theorem, there is a subsequence, denoted also by ` , converging
to  uniformly in ˝. N From Proposition 3.6,  D f.x/xg is a reflector in A .ı/ and
the reflector measures ` , corresponding to ` , converge weakly to , the reflector
measure corresponding to . We also have that ` converges weakly to , and
` .E/ D ` .E/ for every Borel set E D with P0 … E, and each `. Then we obtain
that .E/ D .E/ for every Borel set E D with P0 … E. Since ` .E/  ` .E/ for
any Borel set E D, we also conclude that .E/  .E/.

5.1 Discussion About Overshooting

In this section, we will discuss the issue of overshooting energy to the point P0 2
supp. / and show that there is a reflector that minimizes the overshooting. Indeed,
let P0 2 supp. / and
Z
x   .x/
I D inf f .x/ dx W  is a reflector as in Theorem 5.1 : (14)
 .P0 / 2 .x/

There exists a sequence of reflectors k D fk .x/xg such that

Z
x  k .x/
I D lim f .x/ dx:
k!1  .P0 /
k
k2 .x/

Therefore from Proposition 3.2, k are uniformly Lipschitz in ˝, N and by Theo-

rem 5.1 uniformly bounded. Then by Arzelá-Ascoli there exists a subsequence, also
denoted k , converging uniformly to . By Proposition 3.6,  D f.x/xg 2 A .ı/,
The Reflector Problem and the Inverse Square Law 285

and the corresponding

Z reflector measures k and  satisfy k !  weakly. In
x   .x/
particular, I D f .x/ 2 dx, and we are done.
 .P0 /  .x/
We now compare .P0 / with .P0 /.
Rx   .x/
Case 1 .P0 / D dx > 0.
 .P0 / f .x/
2 .x/
In this case, we shall prove that for each open set G D, with P0 2 G, we have:
Z
x   .x/
f .x/ dx > .G/; (15)
 .G/ 2 .x/

in other words, the reflector overshoots on each open set containing P0 . Notice
that from Theorem 5.1 we have equality in (15) for each Borel set not containing
P0 . Suppose by contradiction there exists an open set G, with P0 2 G, such that
R x   .x/
 .G/ f .x/ dx D .G/: Then
2 .x/
Z Z
x   .x/ x   .x/
f .x/ dx D f .x/ dx
˝N 2 .x/  .D/ 2 .x/
Z Z
x   .x/
x   .x/
D f .x/ dx C
dx f .x/
 .DnG/  .G/ 2 .x/
2 .x/
Z
D .D n G/ C .G/ D .D/  C.ı; kı; M/ f .x/ dx
˝N

x   .x/
from (13). But f > 0 a.e. and by Proposition 2.1,  C.ı; kı; D/  0,
2 .x/
x   .x/ N Hence, again by Proposition 2.1,
thus D C.ı; kı; M/ for a.e. x 2 ˝:
2 .x/
.x/ is constant a.e., and since  is continuous, then is constant in ˝N . This is
a contradiction. Notice that if .P0 / > 0, then .P0 / > 0 and so the reflector
overshoots.
R x   .x/
Case 2 .P0 / D  .P0 / f .x/ 2 dx D 0.
 .x/
This implies that j .P0 /j D 0 and .P0 / D 0. Then for each G open
neighborhood of P0 we have
Z Z
x   .x/ x   .x/
.G/ D f .x/ 2 dx C f .x/ dx D .G n P0 / D .G/:
 .GnP0 /  .x/  .P0 / 2 .x/

This identity also holds for every open set not containing P0 , and so for any open set
in D. Since both measures  and are outer regular then they are equal. Therefore
in this case the reflector doesn’t overshoot.
286 C.E. Gutiérrez and A. Sabra

6 The Differential Equation for the Problem

Proceeding similarly as in [4, Appendix] we conclude that  satisfies the following

Monge-Ampère type equation
ˇ  2 ˇ
ˇdet D  C A .x; .x/; D.x// ˇ (16)
f .x/
 p ˇ ˇ p
4 g.T.x// 1  jxj F.F C D  Dp F/ˇ 3 2 C jDj2  .x  D/2
2 ˇ

with T the map from ˝N to D and F WD F.x; .x/; D.x//,where

u
p
u2 C jpj2  .p  x/2
F.x; u; p/ D p u ;
 u2 C jpj2  .p  x/2 C 2.u C p  x/ p
u2 C jpj2  .p  x/2
and
1
A .x; ; D/ D Œ.F C Fu /D ˝ D C D ˝ Dx F :4
 .F C D  Dp F/

References

1. Ambrosio, L., Tilli, P.: Topics on Analysis in Metric Spaces. Oxford Lecture Series in
Mathematics and Its Applications, vol. 25. Oxford University Press, Oxford (2004)
2. Born, M., Wolf, E.: Principles of Optics, Electromagnetic Theory, Propagation, Interference
and Diffraction of Light, 7th (expanded), 2006 edn. Cambridge University Press, Cambridge
(1959)
3. Caffarelli, L.A., Oliker, V.: Weak solutions of one inverse problem in geometric optics. J. Math.
Sci. 154(1), 37–46 (2008)
4. Gutiérrez, C.E., Huang, Q.: The near field refractor. Ann. Inst. Henri Poincaré (C) Anal. Non
Linéaire. 31(4), 655–684 (2014) https://www.math.temple.edu/~gutierre/papers/nearfield.final.
version.pdf
5. Gutiérrez, C.E., Mawi, H.: The far field refractor with loss of energy. Nonlinear Anal. Theory
Methods Appl. 82, 12–46 (2013)
6. Gutiérrez, C.E., Sabra, A.: The reflector problem and the inverse square law. Nonlinear Anal.
Theory Methods Appl. 96, 109–133 (2014)
7. Kochengin, S., Oliker, V.: Determination of reflector surfaces from near-field scattering data.
Inverse Prob. 13, 363–373 (1997)
8. McCluney, W.R.: Introduction to Radiometry and Photometry. Artech House, Boston (1994)
9. Wang, X.-J.: On the design of a reflector antenna. Inverse Prob. 12, 351–375 (1996)
10. Wang, X.-J.: On the design of a reflector antenna II. Calc. Var. Partial Differ. Equ. 20(3), 329–
341 (2004)
11. Wheeden, R.L., Zygmund, A.: Measure and Integral. Marcel Dekker, New York (1977)

4
For a; b vectors in R3 , a ˝ b is the matrix at b.
Gagliardo-Nirenberg Inequalities for Horizontal
Vector Fields in the Engel Group and in the
Seven-Dimensional Quaternionic Heisenberg
Group

Annalisa Baldi, Bruno Franchi, and Francesca Tripaldi

Dedicated to Ermanno Lanconelli on the occasion of his 70th

birthday

Abstract Recently, Bourgain and Brezis and Lanzani and Stein considered a class
of div-curl inequalities in de Rham’s complex. In this note we prove the natural
counterpart of these inequalities for horizontal vector fields in the Engel group and
in the seven-dimensional quaternionic Heisenberg group.

Keywords Differential forms • Div-curl systems • Engel group • Gagliardo-

Nirenberg inequalities • Quaternionic Heisenberg groups

2010 MSC: 58A10, 35R03, 26D15, 43A80, 46E35, 35F35

1 Introduction

Let Z D Z.x/ D .Z1 .x/; Z2 .x/; Z3 .x// be a compactly supported smooth vector field
in R3 , and consider the system
(
curl Z D f
(1)
div Z D 0 :

A. Baldi • B. Franchi ()

Dipartimento di Matematica, Università di Bologna, Bologna, Italy
e-mail: [email protected]; [email protected]
F. Tripaldi
Department of Mathematics, King’s College London, Strand, London, UK
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 287

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_16
288 A. Baldi et al.

It is well known that Z D . /1 curl f is a solution of (1). Then, by the Calderón-
Zygmund theory we can say that

krZkLp .R3 /  Cp kf kLp .R3 / ; for 1 < p < 1:

Then, by Sobolev inequality, if 1 < p < 3 we have:

kZkLp .R3 /  kf kLp .R3 / ;

1
where p D 1p  13 . When we turn to the case p D 1 the first inequality fails.
The second remains true. This is exactly the result proved in [11] by Bourgain and
Brezis.
More precisely, in [11], Bourgain and Brezis establish new estimates for the
Laplacian, the divi-curl system, and more general Hodge systems in Rn and they
show in particular that if Z is a compactly supported smooth vector field in Rn , with
n  3, and if curl Z D f and div Z D 0, then there exists a constant C > 0 so that

kZkLn=.n1/ .Rn /  kf kL1 .Rn / : (2)

This result does not follow straightforwardly from Calderòn-Zygmund theory and
Sobolev inequality. The inequality (2) is a generalization of the classical sharp
Sobolev inequality (the so-called Gagliardo-Nirenberg inequality) valid for all
n  1: let u be a compactly supported scalar smooth function in Rn then

kukLn=.n1/.Rn /  ckrukL1 .Rn / : (3)

In [28] Lanzani and Stein proved that the classical Gagliardo–Niremberg inequal-
ity (3) is the first link of a chain of analogous inequalities for compactly supported
smooth differential h-forms in Rn . In particular, their result for one-forms read as
 
kukLn=.n1/ .Rn /  C kdukL1 .Rn / C kıukH 1 .Rn / (4)

where d is the exterior differential, and ı (the exterior codifferential) is its formal
L2 -adjoint.
Here H 1 .Rn / is the real Hardy space (see e.g. [34]). In other words, the main
result of [28] provides a priori estimates for the div-curl system
(
du D f
ıu D g;

when the data f ; g belong to L1 .Rn /. This result contains in particular Burgain–
Brezis inequality (2); see also [36] for divergence-free vector fields in Rn [10, 11].
Related results have been obtained again by Burgain–Brezis in [12].
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 289

We refer the reader to all previous references for an extensive discussion about
the presence of the Hardy space in (4). We stress explicitly that (4) holds for n D 2
(see [11]).
Recently, in [14], Chanillo and Van Schaftingen extended Burgain–Brezis
inequality to a class of vector fields in Carnot groups. Some of the results of [14]
are presented in Theorem 2.1 below.
We recall that a connected and simply connected Lie group .G; / (in general
non-commutative) is said a Carnot group of step  if its Lie algebra g admits a step
 stratification, i.e. there exist linear subspaces V1 ; : : : ; V such that

g D V1 ˚ : : : ˚ V ; ŒV1 ; Vi  D ViC1 ; V ¤ f0g; Vi D f0g if i > ;

where ŒV1 ; Vi  is the subspace of g generated by the commutators ŒX; Y with X 2 V1

and Y 2 Vi . The first layer V1 is called the horizontal layer and plays a key role in
the theory, since it generates the whole of g by commutation.
A Carnot group G can always be identified, through exponential coordinates,
with the Euclidean space Rn , where n is the dimension of g, endowed with a suitable
group operation.
In addition, the stratification of the Lie algebra induces a family of anisotropic
dilations ı ( > 0) on g and therefore, through the exponential map, on G. We
refer to [18] or [9] for an exhaustive introduction.
We denote by Q the homogeneous dimension of G, i.e. we set

X
Q WD i dim.Vi /:
iD1

It is well known that Q is the Hausdorff dimension of the metric space G endowed
with any left invariant distance that is homogeneous with respect to group dilations.
In general, Q > N.
The Lie algebra g of G can be identified with the tangent space at the origin e
of G, and hence the horizontal layer of g can be identified with a subspace HGe of
TGe . By left translation, HGe generates a subbundle HG of the tangent bundle TG,
called the horizontal bundle. A section of HG is called a horizontal vector field.
Since, as usual, vector fields are identified with differential operators, we refer to
the elements of V1 as the horizontal derivatives.
The scalar Gagliardo-Nirenberg inequality is already well known in the setting of
Carnot groups, as well as its geometric counterpart, the isoperimetric inequality (see
[13, 20, 21, 23, 29, 30]) but, in spite of the extensive study of differential equations in
Carnot groups (and, more generally, in sub-Riemannian spaces) carried out during
the last few decades, very few results are known for pde’s involving differential
forms in groups (see, e.g., [1, 2, 6, 8, 19, 22, 31, 33]).
A natural setting for div-curl type systems in Carnot groups is provided by the
so-called Rumin’s complex .E0 ; dc / of differential forms in G. In fact, De Rham’s
complex .˝  ; d/ of differential forms, endowed with the usual exterior differential,
290 A. Baldi et al.

does not fit the very structure of the group, since it is not invariant under group
dilations: the differential d mixes derivatives along all the layers of the stratification.
Rumin’s complex is meant precisely to overcome this difficulty.
As a matter of fact, the construction of the complex .E0 ; dc / is rather technical
and will be illustrated in Sect. 2. However, it is important to stress here that Rumin’s
differential dc may be a differential operator of higher order in the horizontal
derivatives. This property affects crucially our results, that are therefore a distinct
counterpart of those of Lanzani and Stein.
Among Carnot groups, the simplest but, at the same time, non-trivial instance
is provided by Heisenberg groups Hn , with n  1, and, in particular, by the first
Heisenberg group H1 which is in some sense the “model” of all topologically three-
dimensional contact structures. These are step 2 Carnot groups and Lanzani-Stein
inequalities for Hn are studied in [3–5].
The aim of the present note is to attack the study of inequality (4) for differential
forms and their related div-curl type system in some distinguished Carnot groups
of higher step: the first Engel group and the seven-dimensional quaternionic
Heisenberg group. The Engel group is the model of the class of the so-called filiform
groups ; the quaternionic Heisenberg groups represent in some way an extension
of Heisenberg groups: they are defined by replacing the complex field C by the
field of quaternions H in t he definition of Hn . This generates a two-step Carnot
group whose centre is three-dimensional (while the centre in Hn is one-dimensional
instead). The study of quaternions has received a boost in recent years, especially
from their application to computer graphics. Quaternion multiplication can be used
to rotate vectors in R3 and it is much better suited than the usual multiplication
by 3 3 rotation matrices: data storage is reduced to speed up calculations and
distortions of lengths and angles due to numerical inaccuracies can be avoided since
quaternions can be easily renormalised without floating point computations.
Sections 3 and 4 contain a detailed presentation about these groups.
This note is organized as follows: in Sect. 2 we fix our notations and we
collect some known results about Carnot groups and in particular we recall a
crucial estimate proved by Chanillo and Van Schaftingen [14] for “divergence free”
horizontal vector fields in Carnot groups. Moreover, we sketch the construction
of Rumin’s complex of differential forms in Carnot groups, and we remind some
properties of the fundamental solution for a suitable Laplace operator on Rumin’s
forms [6, 7]. In Sect. 3 we present some basic facts about differential forms in the
first Engel group and we collect our main result in Theorem 3.1 In Sect. 4, we
extend the results seen in the Engel group to the seven-dimensional quaternionic
Heisenberg group.
Finally, we recall that different generalizations of the global inequalities proved
by Lanzani and Stein and Bourgain and Brezis have been proved in [27] (for
the differential complex associated with an involutive elliptic structure), in [38]
(for pseudoconvex CR manifolds) and in [37] (where, in particular, a Gagliardo-
Nirenberg inequality for the subelliptic @-operator in Hn is obtained).
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 291

2 Preliminary Results and Differential Forms in Carnot

Groups

With the same notations used above, let us denote by .G; / a Carnot group of step
 identified to Rn through exponential coordinates, and with g its Lie algebra.
Let X D fX1 ; : : : ; Xn g be the family of left invariant vector fields where the subset
fX1 ; : : : ; Xm g spans V1 , and hence generates by commutations all the other vector
fields; we will refer to X1 ; : : : ; Xm as the generating vector fields of the algebra, or
as the horizontal derivatives of the group.
The Lie algebra g can be endowed with a scalar product h; i, making
fX1 ; : : : ; Xn g an orthonormal basis.
We can write the elements of G in exponential coordinates, identifying p with
the n-tuple .p1 ; : : : ; pn / 2 Rn and we identify G with .Rn ; /, where the explicit
expression of the group operation  is determined by the Campbell-Hausdorff
formula.
For any x 2 G, the (left) translation x W G ! G is defined as

z 7! x z WD x  z:

For any  > 0, the dilation ı W G ! G, is defined as

ı .x1 ; : : : ; xn / D .d1 x1 ; : : : ; dn xn /;

where di 2 N is called the homogeneity of the variable xi in G (see [18], Chap. 1).
The Haar measure of G D .Rn ; / is the V1 Lebesgue measure V1L in R .
n n

The dual space of g is denoted by g. The basis of g, dual of the basis

X1 ;    ; Xn , is the
V family of covectors f 1 ;    ; n g. We still indicate by h; i the
inner product in 1 g that makes 1 ;    ; n an orthonormal basis. We point out that,
except for the trivial case of the commutative group Rn , the forms 1 ;    ; n may
have polynomial (hence variable) coefficients. V
Following Federer (see [16], 1.3), the exterior algebras of g and of 1 g are the
^ M^
n ^ M ^h
n
graded algebras indicated as g D g and g D g where
 h
V V0 hD0 hD0

0g D g D R and, for 1  h  n,
^
g WD spanfXi1 ^    ^ Xih W 1  i1 <    < ih  ng;
h
^h
g WD spanf i1 ^ ^ ih W 1  i1 <    < ih  ng:

V V
The elements of h g and h g are called h-vectors and h-covectors.
V
We denote by  h the basis f i1 ^    ^ ih W 1  i1 <    < ih  ng of h g. We
Vh V n
remind that dim g D dim h g D h :
292 A. Baldi et al.

V V V V
The dual space 1 . h g/ of h g can be naturally identified with h g. The
action of a h-covector ' on an h-vector v is denoted V as h'jvi. V
The inner product h; i extends canonically to h g and to h g making the bases
Xi1 ^    ^ Xih and i1 ^    ^ ih orthonormal.
V ;ng WD XV
We also setXf1; 1 ^    ^ Xn and f1; ;ng WD 1 ^    ^ n .
Starting from  g and  g, by left V translation,
V we can now define two families
of vector bundles (still denoted by  g and  g) over G (see [8] for details).
Sections of these vector bundles are said respectively vector fields and differential
forms.
If f W G ! R, we denote by rG f the horizontal vector field

X
m
rG f WD .Xi f /Xi ;
iD1

whose coordinates are .X1 f ; : : : ; Xm f /. Moreover, if ˚ D .1 ; : : : ; m / is a

horizontal vector field, we define divG  as the real valued function

X
m
divG .˚/ WD X j j :
jD1

As costumary, we set

Gf WD divG .rG f /:

Following e.g. [18], we can define a group convolution on G: if, for instance,
f 2 D.G/ and g 2 L1loc .G/, we set
Z
f  g.p/ WD f .q/g.q1 p/ dq for p 2 G:

We remind that, if (say) g is a smooth function and L is a left invariant differential

operator, then

L.f  g/ D f  Lg: (5)

In addition

hf  gj'i D hgjv f  'i and hf  gj'i D hf j'  v gi

Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 293

for any test function '. Suppose now f 2 E 0 .G/ and g 2 D 0 .G/. Then, if 2 D.G/,
we have (all convolutions being well defined)

h.Lf /  gj i D hLf j  v gi D .1/jIj hf j  .L v g/i

(6)
D .1/jIj hf  v L v gj i:

We should also remind the notion of kernel of order ˛. Following [17], a kernel
of order ˛ is a homogeneous distribution of degree ˛  Q (with respect to group
dilations), that is smooth outside of the origin.
Proposition 2.1 Let K 2 D 0 .˝/ be a kernel of order ˛.
(i) v
K is again a kernel of order ˛.
(ii) X` K is a kernel of order ˛  1 for any horizontal derivative X` K, ` D 1; : : : ; m.
(iii) If ˛ > 0, then K 2 L1loc .Hn /.
(iv) If ˛ D 0, then the map f ! f  K is Lp continuous for 1 < p < 1.
We now recall a remarkable estimate proved by Chanillo and Van Schaftingen in
the spirit of Bourgain–Bresis’s inequality which V is crucial to our proof.
Let k  1 be fixed, and let F 2 L1 .G; ˝k 1 h1 / belong to the space of horizontal
k-tensors. We can write
X
FD Fi1 ;:::;ik Xi1 ˝    ˝ Xik :
i1 ;:::;ik

The tensor F can be identified with the differential operator

X
u ! Fu WD Fi1 ;:::;ik Xi1    Xik u:
i1 ;:::;ik

V
Moreover, we denote by S .G; Sym.˝k 1 h1 // the subspace of smooth symmetric
horizontal k-tensors with coefficients in S .G/.
V
TheoremV2.1 ([14], Theorem 5) Let k  1, F 2 L1 .G; ˝k 1 h1 /, ˚ 2 S .G;
Sym.˝k 1 h1 //.
Suppose
Z
F dV D 0 for all 2 D.G/,
G

i.e. suppose that

X
Wik    Wi1 Fi1 ;:::;ik D 0 in D 0 .G/:
i1 ;:::;ik
294 A. Baldi et al.

Then
ˇZ ˇ
ˇ ˇ
ˇ h˚; Fi dV ˇ  Ck kFkL1 .G;˝k V1 h1 / krG ˚kLQ .G;˝k V1 h1 / :
G

Let us turn to differential forms in Carnot groups. The notion of intrinsic forms in
Carnot groups is due to Rumin [32, 33]. A more extended presentation of the results
of this section can be found in [8, 19, 35].
The following notion of weight of a differential form plays a key role.
V
Definition 2.1 If ˛ 2 1 g, ˛ ¤ 0, we say that V ˛ has pure weight p, and we write
w.˛/ D p, if ˛ \ 2 Vp . More generally, if ˛ 2 h g, we say that ˛ has pure weight p
if ˛ is a linear combination of covectors i1 ^  ^ ih with w. i1 /C  Cw. ih / D p.
In particular, the canonical volume form dV has weight Q (the homogeneous
dimension of the group).
We have ([8], formula (16))

Mhmax
^h M ^h;p
gD g; (7)
pDMhmin

V
where h;p g is the linear span of the h-covectors of weight p and Mhmin , Mhmax are
respectively the smallest and the largest weights of left-invariant h-covectors.
V
Since the elements
V of the basis  h have pure weights, a basis of h;p g is given
by  h;p WD  h \ h;p g. In other words, the basis  h D [p  h;p is a basis adapted
V
to the filtration of h g associated with (7).
We denote by ˝ h;p the vector space Vof all smooth h-forms in G of pure weight p,
i.e. the space of all smooth sections of h;p g. We have

Mhmax
M
˝ Dh
˝ h;p :
pDMhmin

P
Definition 2.2 Let now ˛ D i 2
h h;p ˛i i 2 ˝
h h;p
be a (say) smooth form of pure
weight p. Then we can write d˛ D d0 ˛ C d1 ˛ C    C d ˛; where di increases the
weight by i with i D 1; : : : ; .
Definition 2.3 (M. Rumin) If 0  h  n we set

E0h WD ker d0 \ .Im d0 /?  ˝ h :

In the sequel, we refer to the elements of E0h as the intrinsic h-forms on G. Since the
construction of E0h is left invariant, this space of forms can be seen as the space of
V
sections of a fiber subbundle of h g,V generated by left translations and still denoted
by E0h . In particular E0h inherits from h g the scalar product on the fibers.
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 295

As a consequence, we can obtain a left invariant orthonormal basis 0h D fj g of

E0h such that

Nhmax
[ h;p
0h D 0 ;
pDNhmin

h;p V h;p
where 0 WD  h \ h;p g is a left invariant orthonormal basis of E0 . All the
h;p
elements of 0 have pure weight p. Without loss of generality, the indices j of
0h D fjh g are ordered once and for all in an increasing way according to the weight
of the respective element of the basis.
Correspondingly, the set of indices f1; 2; : : : ; dim E0h g can be written as the union
of finite (possibly empty) sets of indices

Nhmax
[
f1; 2; : : : ; dim E0h g D h
I0;p ;
pDNhmin

where
h;p
j 2 I0;p
h
if and only if jh 2 0 :

Without loss of generality, if m WD dim V1 , we can take

01 D 01;1 D fdx1 ; : : : ; dxm g:

Once the basis 0h is chosen, the spaces E .˝; E0h /, D.˝; E0h /, S .G; E0h / can be
h h h
identified with E .˝/dim E0 , D.˝/dim E0 , S.G/dim E0 , respectively.
The differential dc acting on h-forms can be identified with respect  to theh bases
0h and 0hC1 with a matrix-valued differential operator Lh WD Lhi;j . If j 2 I0;p and
i 2 I0;q , then the Li;j ’s are homogeneous left invariant differential operators of order
hC1 h

q  p  1 in the horizontal derivatives, and Lhi;j D 0 if j 2 I0;p h

and i 2 I0;q
hC1
, with
q  p < 1 (see, e.g., [33] and [8], Sect. 2).
Analogously,
  ıc can be identified, with a matrix-valued differential operator
Ph WD Phi;j .
We have:
 h1 
Phi;j D Lj;i :
 
Let now L WD Lji j;iD1;:::;N be a differential operator on E .G; RN / defined by

X X 
L .˛1 ; : : : ; ˛N / D Li1 ˛i ; : : : ; LiN ˛i ;
i i
296 A. Baldi et al.

where the Lij ’s are constant coefficient homogeneous polynomials of degree a in

X1 ; : : : ; Xm . Due to the left invariance and the homogeneity (with respect to the
group dilations) of the vector fields X1 ; : : : ; Xm , the operator L is left invariant and
homogeneous of degree a. We notice that the formal adjoint t L of L is given by
X X 
t
L .˛1 ; : : : ; ˛N / D t
L1i ˛i ; : : : ; t
LNi ˛i :
i i

The following result is contained in [7], Theorem 3.1.

Theorem 2.2 Suppose L is a left-invariant hypoelliptic differential operator on
E .G; RN / such that t L D L . Suppose also that L is homogeneous of degree
a < Q. Then for j D 1; : : : ; N there exists
 
Kj D K1j ; : : : ; KNj

with Kij 2 D 0 .G/ \ E .G n f0g/, i; j D 1; : : : ; N such that

(i) We have

X 
ı if ` D j
Li` Kij D
0 if ` ¤ j:
i

(ii) The Kij ’s are kernels of type a in the sense of [17], for i; j D 1; : : : ; N (i.e. they
are smooth functions outside of the origin, homogeneous of degree a  Q, and
hence belonging to L1loc .G/, by Corollary 1.7 of [17]).
(iii) When ˛ 2 D.G; RN /, if we set
X X 
K ˛ WD ˛j  K1j ; : : : ; ˛j  KNj ;
j j

then L K ˛ D ˛ and K L ˛ D ˛.

3 Engel Group

The first Engel group is a three-step Carnot group whose Lie algebra is given by
g D V1 ˚ V2 ˚ V3 , where

V1 D spanfX1 ; X2 g ; V2 D spanfT1 D ŒX1 ; X2 g ; V3 D spanfT2 D ŒX1 ; T1 g

Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 297

and thus will be realized on R4 . In exponential coordinates an explicit representation

of the vector fields is

x2 x3 x1 x2 x1 x2
X1 D @1  @3  . C /@4 ; X2 D @2 C @3 C 1 @4
2 2 12 2 12
x1
T1 D @3 C @4 ; T2 D @4 :
2

The Lie algebra g is endowed with a scalar product making fX1 ; X2 ; T1 ; T2 g an

orthonormal basis. We denote by fdx1 ; dx2 ; 1 ; 2 g the dual basis of 1 g. The forms
dx1 ; dx2 have weight 1, whereas 1 has weight 2 and 2 has weight 3.
One can easily compute the intrinsic classes of forms E0 D ker d0 \ .Im d0 /? :
E00 D ˝ 0;
E01 D ˝ 1;1 D spanfdx1 ; dx2 g;
E02 D spanfdx2 ^ 1 ; dx1 ^ 2 g  ˝ 2;3 ˚ ˝ 2;4 ;
E03 D ˝ 3;6 D spanfdx1 ^ 1 ^ 2 ; dx2 ^ 1 ^ 2 g;
E04 D ˝ 4;7 D spanfdx1 ^ dx2 ^ 1 ^ 2 g.
We want to compute the action of the differential operator dc on E0 as a matrix-
valued operator as follows:
• dc W E00 ! E01 can be seen in matrix form as
!
L01;1
dc D
L02;1

with L01;1 D X1 and L02;1 D X2 .

• dc W E01 ! E02 can be expressed as
!
L11;1 L11;2
dc D
L12;1 L12;2

where

L11;1 D X22 ; L11;2 D T1 C X2 X1 ; L12;1 D T2  X1 T1 C X12 X2 ; L12;2 D X13 :

• dc W E02 ! E03 is given by

!
L21;1 L21;2
dc D
L22;1 L22;2

where

L21;1 D X13 ; L21;2 D T1  X1 X2 ; L22;1 D X2 X12 C T2  T1 X1 ; L22;2 D X22 :

298 A. Baldi et al.

• dc W E03 ! E04 can be expressed as

 
dc D L31;1 L32;1

with

L31;1 D X2 ; L32;1 D X1 :

Analogously
• ıc W E01 ! E00 is given by:

ıc .f1 dx1 C f2 dx2 / D X1 f1 C X2 f2

so that, in matrix form we obtain

 
ıc D P11;1 ; P11;2

where P11;1 D X1 and P11;2 D X2 :

• ıc W E02 ! E01 has the form:

ıc .f1 dx2 ^ 1 C f2 dx1 ^ 2 / D .L22;2 f1 C L22;1 f2 /dx1  .L21;2 f1 C L21;1 f2 /dx2 :

The matrix form will be then:

!
P21;1 P21;2
ıc D
P22;1 P22;2

where P21;1 D X22 ; P21;2 D X2 X12 C T2  T1 X1 ; P22;1 D T1 C X1 X2 ; P22;2 D X13 :

• ıc W E03 ! E02 has the form

ıc .f1 dx1 ^ 1 ^ 2 C f2 dx2 ^ 1 ^ 2 / D.L12;2 f1 C L12;1 f2 /dx2 ^ 1

C .L11;2 f1 C L11;1 f2 /dx1 ^ 2 :

The matrix form will be then:

!
P31;1 P31;2
ıc D
P32;1 P32;2

where P31;1 D X13 ; P31;2 D X12 X2 C T2  X1 T1 ; P32;1 D T1  X2 X1 ; P32;2 D X22 :

We must remind now few definitions of the function spaces we need for our
results.
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 299

If p; q 2 Œ1; 1, we define the space

Lp;q .G/ WD Lp .G/ \ Lq .G/

endowed with the norm

kukLp;q .G/ WD .kuk2Lp .G/ C kuk2Lq .G/ /1=2 :

We have:
• Lp;q .G/ is a Banach space.
• D.G/ is dense in Lp;q .G/.
Again if p; q 2 Œ1; 1, we can endow the vector space Lp .G/CLq .G/ with the norm

kukLp .G/CLq .G/ WD inff.ku1 k2Lp .G/ C ku2 k2Lq .G/ /1=2 I
u1 2 Lp .G/; u2 2 Lq .G/; u D u1 C u2 g:

We stress that Lp .G/ C Lq .G/  L1loc .G/. Analogous spaces of forms can be defined
in the usual way.
The following characterization of .Lp;q .G// can be proved by standard argu-
ments of functional analysis.
Proposition 3.1 If p; q 2 .1; 1/ and p0 ; q0 are their conjugate exponents, then
0 0 0 0
(i) If u D u1 C u2 2 Lp .G/ C Lq .G/, with u1 2 Lp .G/ and u2 2 Lq .G/, then the
map
Z
! .u1  C u2 / dV for  2 Lp;q .G/
G

belongs to .Lp;q .G// and kukLp0 .G/CLq0 G/  kFk.

0 0 0 0
(ii) If u 2 Lp .G/ C Lq .G/, then there exist u1 2 Lp .G/ and u2 2 Lq .G/ such
2 2 1=2
that u D u1 C u2 and kukLp0 .G/CLq0 G/ D .ku1 kLp .G/ C ku2 kLq .G/ / . Then the
functional
Z
 ! F./ WD .u1  C u2 / dV for  2 Lp;q .G/
G

belongs to .Lp;q .G// and kFk kukLp0 .G/CLq0 G/ .

0 0
(iii) Reciprocally, if F 2 .Lp;q .G// , then there exist u D u1 Cu2 2 Lp .G/CLq .G/,
p0 q0
u1 2 L .G/ and u2 2 L .G/ such that
Z
F./ D .u1  C u2 / dV for all  2 Lp;q .G/.
G

Moreover kukLp0 .G/CLq0 G/ D kFk.

300 A. Baldi et al.

We can state now our Gagliardo-Nirenberg inequality for horizontal vector fields
in Engel group.
Theorem 3.1 There exists a constant C > 0 such that, if u D u1 dx C u2 dy 2
D.G; E01 / and we set dc u D fdx2 ^ 1 C gdx1 ^ 2 , then
 
kukLQ=.Q2/ .G;E1 /CLQ=.Q3/ .G;E1 /  C kf kL1 .G/ C kgkL1 .G/ C k G ıc ukH 1 .G/ : (8)
0 0

Proof To prove (8), first we need to define a suitable differential operator G;1 on
E01 that is provided of a homogeneous fundamental solution. We set
 
 0
G
G;1 WD ıc dc C .dc ıc /3
0 1
!
 G L11;1  G L11;2
D ıc
L12;1 L12;2
!
.L11;1 / 1
G L1;1 C .L12;1 / L12;1 .L11;1 / 1
G L1;2 C .L12;1 / L12;2
D
.L11;2 / 1
G L1;1 C .L12;2 / L12;1 .L11;2 / 1
G L1;2 C .L12;2 / L12;2

C .dc ıc /3 :

It is easy to see that G;1 is a self-adjoint non-negative left invariant differential

operator that is homogeneous (with respect to group dilations) of degree 6 < 7 D Q.
Lemma 3.1 The operator G;1 is hypoelliptic.
Proof We use Rockland’s approach as in [15, 24, 25]. Let  be a nontrivial
irreducible unitary representation of G. Without loss of generality, if S is the space
of 1 vectors of the representation, we may assume that

S D S .Rk /;

for a suitable k 2 N. By [25] (see also [15],

 p.63, Remark 5), the hypoellipticity of
G;1 is equivalent to the injectivity of 
N1
G;1 on S .
 2
Let now u D .u1 ; u2 / 2 S .Rk / be such that
 
. G/ 0
.ıc / .dc /u C ..dc /.ıc //3 u D 0: (9)
0 1

We multiply (9) by u and we integrate the identity on .Rk /N1 .

Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 301

We consider first the term and we integrate by parts. We obtain

Z  
. G/ 0
h.ıc / .dc /u; ui dV
G 0 1
Z n
1 1
D .. G /.L1;1 /u1 /..L1;1 /u1 / C ..L12;1 /u1 /2
G
1 1
C .. G /.L1;2 /u2 /..L1;1 /u1 / C ..L12;2 /u2 /..L12;1 /u1 /
1 1
C .. C ..L12;1 /u1 /..L12;2 /u2 /
G /.L1;1 /u1 /..L1;2 /u2 /
o
C .. G /.L11;2 /u2 /..L11;2 /u2 / C ..L12;2 /u2 /2 dV WD I:

Consider now the term . G /. We have

. G/ D .X12 / C .X22 / D .X1 / .X1 / C .X2 / .X2 /:

Hence
Z n
ID ..X1 /.L11;1 /u1 //2 C ..L12;1 /u1 /2
G

C 2..X1 /.L11;2 /u2 /..X1 /.L11;1 /u1 / C 2..L12;2 /u2 /..L12;1 /u1 /
o
C ..X1 /.L11;2 /u2 /2 C ..L12;2 /u2 /2 dV
Z n
C ..X2 /.L11;1 /u1 //2
G

C 2..X2 /.L11;2 /u2 /..X2 /.L11;1 /u1 /

o
C ..X2 /.L11;2 /u2 /2 dV
Z n
D ..X1 /.L11;2 /u2 C .X1 /.L11;1 /u1 /2
G
o
C ..L12;2 /u2 C .L12;1 /u1 /2 dV
Z n o
C ..X2 /.L11;2 /u2 C .X2 /.L11;1 /u1 /2 dV:
G
302 A. Baldi et al.

Therefore (9) yields

.X1 /.L11;2 /u2 C .X1 /.L11;1 /u1 D 0; (10)

.X2 /.L11;2 /u2 C .X2 /.L11;1 /u1 D 0; (11)

.L12;2 /u2 C .L12;1 /u1 D 0 (12)

and

. G /.dc /u D 0: (13)

We apply .X1 / to (10) and .X2 / to (11). Summing up we obtain

1
. G /..L1;2 /u2 C .L11;1 /u1 / D 0:

But . G/ is injective, since G is hypoelliptic, by [26], and hence

.L11;2 /u2 C .L11;1 /u1 D 0: (14)

Combining (12) and (14) we obtain

.dc /u D 0: (15)

By [33], proof of Theorem 5.2, there exists X 2 g such that, for any v 2
 N
S .Rk / 1 ,

v D QX .dc /v C .dc /QX v; (16)

where

QX WD .˘E0 ˘E /PX iX .˘E ˘E0 /:

Here PX is the inverse of .LX /, LX being the Lie derivative along X.

Replacing (15) in (16), we get

u D .dc /QX u: (17)

Thus, if we replace (17) in (13), we get

2
.. G/ /QX u D 0;

yielding eventually u D 0, since . G /2 is hypoelliptic and then .. G/

2
/ is
injective. Thus QX u D 0 and therefore u D 0, by (17).
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 303

To achieve the proof of Theorem 3.1, we notice that, by Theorem 2.2, if u 2

D.G; E01 / and  D 1 dx C 2 dy 2 D.G; E01 /, we can write

hu; iL2 .H1 ;E1 / D hu; G;1 K iL2 .H1 ;E1 /

0 0
!
1 1
 G L1;1  G L1;2
D hdc u; 1 1 K iL2 .G;E2 / (18)
L2;1 L2;2 0

C hu; .dc ıc /3 K iL2 .G;E1 / :

0

Since dc u is a closed form in E02 , we can write

dc u D f dy ^ 1 C g dx ^ 2 ;

with

 T1 g C X13 f  X1 X2 g D 0 (19)

and

T2 f C X2 X12 f  X22 g  T1 X1 f D 0: (20)

We notice also that, if

K  D .K /1 dx C .K /2 dy;

we can write
!
1 1
 G L1;1  G L1;2
1 1 K
L2;1 L2;2
 1
 1
D  G L1;1 .K /1  /2 dy ^ 1
G L1;2 .K
 
C L12;1 .K /1 C L12;2 .K /2 dx ^ 2 :

Thus
!
1 1
 G L1;1  G L1;2
hdc u; K iL2 .G;E2 /
L12;1 L12;2 0

Z
 1 1

D f  G L1;1 .K /1  G L1;2 .K /2 dV
G
Z
 
C g L12;1 .K /1 C L12;2 .K /2 dV WD I1 C I2 :
G
304 A. Baldi et al.

We notice now that (19) can be written as

 2X1 X2 g C X2 X1 g C X13 f D 0: (21)

On the other hand, we can write g D X1 g1 C X2 g2 , with g1 ; g2 2 S .G/.

Therefore, (21) can be written as

2X1 X2 X1 g1  2X1 X22 g2 C X2 X12 g1 C X2 X1 X2 g2 C X13 f D 0:

We denote by F the differential operator

F WD 2g1 X1 X2 X1 C 2g2 X1 X22  g1 X2 X12  g2 X2 X1 X2 g2  fX13

that, in turn, can be identified with the horizontal three-tensor

F WD2g1 X1 ˝ X2 ˝ X1 C 2g2 X1 ˝ X2 ˝ X2  g1 X2 ˝ X1 ˝ X1
 g2 X2 ˝ X1 ˝ X2 g2  fX1 ˝ X1 ˝ X1 :

Identity (19) can be written as

Z
F dV D 0 for all 2 D.G/.
G

Now we can estimate I1 . Consider for instance

ˇZ ˇ
ˇ ˇ
ˇ f G L11;1 .K /1 dV ˇ;
G

and let ˚ be the symmetric three-tensor (with coefficients in S .G/)

1
˚ WD G L1;1 .K /1 X1 ˝ X1 ˝ X1 :

By Theorem 2.2,
1 1 1
G L1;1 .K /1 D G L1;1 K11 1 C G L1;1 K12 2 ;

where G L11;1 K11 and G L11;1 K12 are convolution operators associated with kernel
of type 2. Thus by Theorem 2.1 and [17], Proposition 1.11,
ˇZ ˇ Z
ˇ 1 ˇ
ˇ f G L1;1 .K /1 dV ˇ D hF; ˚i dV
G G
   
 C kf kL1 .G/ C kgkL1 .G/  krG G L11;1 K11 1 kLQ .G/ C krG 1
G L1;1 K12 1 kLQ .G/
 
 C kf kL1 .G/ C kgkL1 .G/ kkLQ=2 .G;E1 / :
0
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 305

The same argument can be repeated for all terms that appear in I1 and we obtain
 
I1 C kf kL1 .G/ C kgkL1 .G/ kkLQ=2 .G;E1 /
0
  (22)
 C kf kL1 .G/ C kgkL1 .G/ kkLQ=2;Q=3 .G;E1 / :
0

In order to estimate I2 , we note first that (20) can be written as

X12 X2 f  3X1 X2 X1 f C 2X2 X12 f  X22 g D 0:

We denote by G the differential operator

G WD .X2 f /X12  3.X1 f /X2 X1 C 2.X1 f /X1 X2  gX22

that, in turn, can be identified with the horizontal two-tensor

G WD .X2 f /X1 ˝ X1  3.X1 f /X2 ˝ X1 C 2.X1 f /X1 ˝ X2  gX2 ˝ X2 :

Identity (20) can be written as

Z
G dV D 0 for all 2 D.G/.
G

Since the function g appears as the coefficient of the symmetric tensor X2 ˝ X2 , we

can try to repeat all the arguments yielding to the previous estimate of I1 . However,
we are facing a crucial difference: when handling, e.g., the first term in I2 , the terms
1 1
G L1;1 K11 and G L1;1 K12 (that are convolution operators associated with kernels
of type 2) are now replaced by L12;1 K11 and L12;1 K12 that are convolution operators
associated with kernels of type 3. Thus, we are led to the estimate
 
I2  C kf kL1 .G/ C kgkL1 .G/ kkLQ=3 .G;E1 /
0
  (23)
 C kf kL1 .G/ C kgkL1 .G/ kkLQ=2;Q=3 .G;E1 / :
0

Combining (22) and (23) we obtain an estimate of the first term of the right-hand
side of (18).
Let us proceed to consider the second term of the right-hand side of (18). We can
write

hu; .dcıc /3 K iL2 .G;E1 / D hıc dc ıc u; ıc dc ıc uK iL2 .G/

0

D hıc dc ıc u; ıc dc ıc u..1  K1;1 /dx C .1  K2;1 /dy/iL2 .G/

C hıc dc ıc u; ıc dc ıc u..2  K1;2 /dx C .1  K2;2 /dy/iL2 .G/ :
306 A. Baldi et al.

By (5), the last term is a sum of terms of the form

hıc dc ıc u; j  LKi;j /iL2 .G/ ;

where L is a left invariant differential operator of order 3 in the horizontal

derivatives. On the other hand, by (6),
ˇ ˇ ˇ ˇ
ˇ ˇ ˇ ˇ
ˇhıc dc ıc u; j  LKi;j /iL2 .G/ ˇ D ˇhıc dc ıc u  v LKi;j ; j /iL2 .G/ ˇ

 kıc dc ıc u  v LKi;j kLQ=.Q3/ .G/ kj kLQ=3 .G/ (24)

 Ckıc dc ıc ukH 1 .G/ kj kLQ=3 .G/ ;

by Theorem 6.10 in [18], since v LKi;j is a kernel of type 3, by Proposition 2.1.

Combining (18), (22), (23) and (24) we achieve the proof of the theorem by a
duality argument.
Remark 3.1 If dc u D gdx1 ^ 2 (in particular if u is closed), it follows from the
proof of the previous theorem that (8) may be improved as follows:
 
kukLQ=.Q3/ .G;E1 /  C kgkL1 .G/ C k G ıc ukH 1 .G/ :
0

4 The Seven-Dimensional Quaternionic Heisenberg Group

Let H be the space of quaternionic numbers and let i; j; k be three imaginary units
such that

i2 D j2 D k2 D ijk D 1:

The quaternionic Heisenberg group (in dimension 7) is a nilpotent Lie group with
underlying manifold R4 R3 , where the group structure is given by:

1
Œx; tŒy; s D Œx C y; t C s C Im.Nyx/
2

where x; y 2 H Š R4 and t; s 2 Im.H/ Š R3 , where one identifies x D x1 C x2 i C

x3 j C x4 k, with x D .x1 ; x2 ; x3 ; x4 / and t D t1 i C t2 j C t3 k with t D .t1 ; t2 ; t3 /.
A basis for the Lie algebra of left-invariant vector fields on the group is given by:

@ 1 @ 1 @ 1 @
X1 D C x2 C x3 C x4 I
@x1 2 @t1 2 @t2 2 @t3
@ 1 @ 1 @ 1 @
X2 D  x1 C x4  x3 I
@x2 2 @t1 2 @t2 2 @t3
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 307

@ 1 @ 1 @ 1 @
X3 D  x4  x1 C x2 I
@x3 2 @t1 2 @t2 2 @t3
@ 1 @ 1 @ 1 @
X4 D C x3  x2  x1 I
@x4 2 @t1 2 @t2 2 @t3
@
Tk D for k D 1; 2; 3 :
@tk

The non-trivial commutation relations are:

ŒX1 ; X2  D ŒX3 ; X4  D T1 I ŒX1 ; X3  D ŒX2 ; X4  D T2 I

ŒX1 ; X4  D ŒX2 ; X3  D T3 :

The standard quaternionic contact forms 1 ; 2 ; 3 are given by:

1 1 1 1
1 D dt1  x2 dx1 C x1 dx2  x4 dx3 C x3 dx4 I
2 2 2 2
1 1 1 1
2 D dt2  x3 dx1 C x4 dx2 C x1 dx3  x2 dx4 I
2 2 2 2
1 1 1 1
1 D dt3  x4 dx1  x3 dx2 C x2 dx3 C x1 dx4 :
2 2 2 2
So that:

d1 D dx1 ^ dx2  dx3 ^ dx4 I

d2 D dx1 ^ dx3 C dx2 ^ dx4 I
d3 D dx1 ^ dx4  dx2 ^ dx3 :

The space of intrinsic one-forms and two-forms are

E01 D ˝ 1;1 D spanfdx1 ; dx2 ; dx3 ; dx4 g;

and

E02 D spanf˛2 ; ˛4 ; ˛6 g ˚ spanfˇ1 ; ˇ2 ; ˇ3 ; ˇ4 ; ˇ5 ; ˇ6 ; ˇ7 ; ˇ8 g ;

where

˛1 WD dx1 ^ dx2 C dx3 ^ dx4 ; ˛2 WD dx1 ^ dx2  dx3 ^ dx4 ;

˛3 WD dx1 ^ dx3  dx2 ^ dx4 ; ˛4 WD dx1 ^ dx3 C dx2 ^ dx4 ;
˛5 WD dx1 ^ dx4 C dx2 ^ dx3 ; ˛6 WD dx1 ^ dx4  dx2 ^ dx3 ;
308 A. Baldi et al.

and

ˇ1 WDdx1 ^ 2 C dx4 ^ 1 ; ˇ2 WD dx2 ^ 3 C dx4 ^ 1 ; ˇ3 WD dx1 ^ 3 C dx2 ^ 2 ;

ˇ4 WDdx3 ^ 1 C dx2 ^ 2 ; ˇ5 WD dx1 ^ 1 C dx3 ^ 3 ; ˇ6 WD dx4 ^ 2 C dx3 ^ 3 ;
ˇ7 WDdx2 ^ 1  dx4 ^ 3 ; ˇ8 WD dx3 ^ 2 C dx4 ^ 3 ; ˇ9 WD dx1 ^ 2  dx4 ^ 1 ;
ˇ10 WDdx1 ^ 3  dx2 ^ 2 ; ˇ11 WD dx1 ^ 1  dx3 ^ 3 ; ˇ12 WD dx2 ^ 1 C dx4 ^ 3 ;

respectively.
We want to compute the action of the differential operator dc on E0 as a matrix-
valued operator as follows:
• dc W E00 ! E01 can be seen in matrix form as
0 1
L01;1
B 0 C
BL C
dc D B 2;1 C
@L03;1 A
L04;1

with L01;1 D X1 , L02;1 D X2 , L03;1 D X3 and L04;1 D X4 .

• dc W E01 ! E02 can be expressed as
0 1
Q11;1 Q11;2 Q11;3 Q11;4
B Q1 Q12;2 Q12;3 Q12;4 C
B 2;1 C
B Q1 Q13;2 Q13;3 Q13;4 C
B 3;1 C
B 1 C
BQ4;1 Q14;2 Q14;3 Q14;4 C
B 1 C
B L1;1 L11;2 L11;3 L11;4 C
B 1 C
B L2;1 L12;2 L12;3 L12;4 C
dc D B
B L1
C
B 3;1 L13;2 L13;3 L13;4 C
C
B L1 L14;2 L14;3 L14;4 C
B 4;1 C
B 1 C
B L5;1 L15;2 L15;3 L15;4 C
B 1 C
B L6;1 L16;2 L16;3 L16;4 C
B C
@ L1 L17;2 L17;3 L1 A
7;1 7;4
L18;1 L18;2 L18;3 L18;4

where Q11;1 D 12 X2 , Q11;2 D  12 X1 , Q11;3 D  12 X4 , Q11;4 D 12 X3 , Q12;1 D 12 X3 ,

Q12;2 D 12 X4 , Q12;3 D  12 X1 , Q12;4 D  12 X2 , Q13;1 D 12 X4 , Q13;2 D  12 X3 , Q13;3 D
1 1 1 1 1 1 1
2 X2 , Q3;4 D  2 X1 , L1;1 D 4 .T2  X1 X3 /, L1;2 D 4 .3X1 X4  X4 X1 C X2 X3 /,
L1;3 D 4 .X1  X2  X4 /, L1;4 D 4 .X4 X3  3X1 X2 C X2 X1 /, L12;1 D  12 X2 X4 ,
1 1 2 2 2 1 1

L12;2 D 12 .T3  X3 X2 /, L12;3 D 12 X22 , L12;4 D 12 X2 X1 , L13;1 D 14 .T3  X1 X4 /, L13;2 D

1
4
.X2 X4 3X1 X3 CX3 X1 /, L13;3 D 14 .X3 X4 C3X1 X2 X2 X1 /, L13;4 D 14 .X12 X22 X32 /,
L14;1 D  12 X3 X2 , L14;2 D 12 X3 X1 , L14;3 D 12 .T1  X4 X3 /, L14;4 D 12 X32 , L15;1 D
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 309

1 1 1 2 2 2 1 1
4 .T1  X1 X2 /, L5;2 D 4 .X1  X3  X4 /, L5;3 D 4 .X3 X2  3X1 X4 C X4 X1 /,
L15;4 D 14 .X4 X2  X1 X3 C 3X3 X1 /, L16;1 D  12 X4 X3 , L16;2 D 12 X42 , L16;3 D 12 X4 X1 ,
L16;4 D 12 .T2  X2 X4 /, L17;1 D 14 .X22 C X32 C X42 /, L17;2 D 14 .T1 C X2 X1 /, L17;3 D
1
4
.X2 X4  3X4 X2  X3 X1 /, L17;4 D 14 .3X3 X2  X2 X3  X4 X1 /, L18;1 D  12 X32 ,
L18;2 D 12 X3 X4 , L18;3 D 12 .X1 X3  T2 / and L8;4 D  12 X3 X2 :
• ıc W E01 ! E00 is given by:

ıc .f1 dx1 C f2 dx2 C f3 dx3 C f4 dx4 / D X1 f1  X2 f2  X3 f3  X4 f4

so that, in matrix form we obtain

 
ıc D P11;1 ; P11;2 ; P11;3 ; P11;4

where P11;1 D X1 , P11;2 D X2 , P11;3 D X3 and P11;4 D X4 :
• ıc W E02 ! E01 can be expressed in matrix form as:
 
ıc D P21 ; P22

where
0 1
Q54;1 Q54;2 Q54;3
B 5 C
BQ Q53;2 Q53;3 C
P21 D B 3;1 5 C
@Q52;1 Q52;2 Q2;3 A
Q51;1 Q51;2 Q51;3

with Q51;1 D X3 , Q51;2 D X2 , Q51;3 D X1 , Q52;1 D X4 , Q52;2 D X1 , Q52;3 D X2 ,
Q53;1 D X1 , Q53;2 D X4 , Q53;3 D X3 , Q54;1 D X2 , Q54;2 D X3 , Q54;3 D X4 and
0 1
L54;1 L54;2 L54;3 L54;4 L54;5 L54;6 L54;7 L54;8
B 5 C
BL L53;2 L53;3 L53;4 L53;5 L53;6 L53;7 L53;8 C
P22 D B 53;1 C
@ L2;1 L52;2 L52;3 L52;4 L52;5 L52;6 L52;7 L52;8 A
L51;1 L51;2 L51;3 L51;4 L51;5 L51;6 L51;7 L51;8

with L51;1 D T1 C 12 .X2 X1 X3 X4 /, L51;2 D T1  12 .X1 X3 CX3 X4 /, L51;3 D 12 .X12 X22 /,
L51;4 D 12 .X32  X22 /, L51;5 D 12 .X1 X3 C X3 X1 /, L51;6 D T2 C 12 .X1 X3  X2 X4 /,
L51;7 D T3 C 12 .X1 X4  X3 X2 /, L51;8 D T3  12 .X1 X4 C X2 X3 /, L52;1 D 12 .X12  X42 /,
L52;2 D 12 .X22  X42 /, L52;3 D  12 .X1 X2 C X2 X1 /, L52;4 D T1 C 12 .X4 X3  X1 X2 /,
L52;5 D T3 C 12 .X4 X1  X2 X3 /, L52;6 D T3  12 .X1 X4 C X2 X3 /, L52;7 D  12 .X2 X4 C
X4 X2 /, L52;8 D T2 C 12 .X2 X4  X1 X3 /, L53;1 D  12 .X1 X4 C X4 X1 /, L53;2 D T3 C
1
2
.X3 X2  X1 X4 /, L53;3 D T2 C 12 .X4 X2  X3 X1 /, L53;4 D T2 C 12 .X4 X2 C X1 X3 /,
L3;5 D 12 .X12  X32 /, L53;6 D 12 .X42  X32 /, L53;7 D T1  12 .X1 X2 C X3 X4 /, L53;8 D
5
310 A. Baldi et al.

1 5 1 5 1 5
2 .X3 X4 CX4 X3 /, L4;1 D T2  2 .X2 X4 CX3 X1 /, L4;2 D  2 .X4 X2 CX2 X4 /, L4;3 D
T3 C 12 .X4 X1 C X3 X2 /, L54;4 D 12 .X3 X2 C X2 X3 /, L54;5 D T1 C 12 .X2 X1 C X4 X3 /,
L54;6 D 12 .X3 X4 C X4 X3 /, L54;7 D 12 .X42  X22 /, L54;8 D 12 .X32  X42 / .
We can state now our Gagliardo-Nirenberg inequality for horizontal vector fields
in the seven-dimensional quaternionic Heisenberg group.
Theorem 4.1 There exists a constant C > 0 such that, if

u D u1 dx1 C u2 dx2 C u3 dx3 C u4 dx4 2 D.G; E01 /

and we set
3
X 8
X
dc u WD fi ˛i C gi ˇi ;
iD1 jD1

then
3 8
X X 
kukLQ=.Q1/ .G;E1 /CLQ=.Q2/ .G;E1 /  C kfi kL1 .G/ C kgj kL1 .G/ C k G ıc ukH 1 .G/ :
0 0
iD1 jD1

Proof Thanks to the explicit form of the intrinsic differential dc given above, we can
repeat more or less the proof of Theorem 3.1. In particular, it is crucial to provide
preliminarily a suitable differential operator G;1 on E01 with a homogeneous
fundamental solution. Let us set:
 
 G  Id33 0
G;1 WD ıc dc C .dc ıc /2 :
0 Id88

It is easy to check that G;1 is a hypoelliptic operator and then Theorem 2.2 applies.

Acknowledgements Annalisa Baldi and Bruno Franchi are supported by MIUR, Italy and by
University of Bologna, Italy, funds for selected research topics, by GNAMPA of INdAM and by
EC project CG-DICE.
Francesca Tripaldi is supported by the School of Natural and Mathematical Sciences of King’s
College London through a GTA scheme.
Francesca Tripaldi would also like to thank Prof. Pierre Pansu for his invaluable support during
the preparation of her Master Thesis.

References

1. Baldi, A., Franchi, B.: Maxwell’s equations in anisotropic media and Carnot groups as
variational limits. Adv. Nonlinear Stud. 15, 325–354 (2015)
2. Baldi, A., Franchi, B.: Some remarks on vector potentials for Maxwell’s equations in space-
time Carnot groups. Boll. Unione Mat. Ital. (9) 5(2), 337–355 (2012)
Gagliardo-Nirenberg Inequalities for Horizontal Vector Fields 311

3. Baldi, A., Franchi, B.: Sharp a priori estimates for div-curl systems in Heisenberg groups. J.
Funct. Anal. 265(10), 2388–2419 (2013)
4. Baldi, A., Bernabei, M., Franchi, B.: A recursive basis for primitive forms in symplectic spaces
and applications to Heisenberg groups. To appear in Acta Math. Sin. (Engl. Ser.)
5. Baldi, A., Franchi, B., Pansu, P. : Gagliardo-Nirenberg inequalities for differential forms in
Heisenberg groups. hal - 01140910, arXiv 1506.05904
6. Baldi, A., Franchi, B., Tesi, M.C.: Compensated compactness in the contact complex of
Heisenberg groups. Indiana Univ. Math. J. 57, 133–186 (2008)
7. Baldi, A., Franchi, B., Tesi, M.C.: Hypoellipticity, fundamental solution and Liouville type
theorem for matrix-valued differential operators in Carnot groups. J. Eur. Math. Soc. 11(4),
777–798 (2009)
8. Baldi, A., Franchi, B., Tchou, N., Tesi, M.C.: Compensated compactness for differential forms
in Carnot groups and applications. Adv. Math. 223(5), 1555–1607 (2010)
9. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F: Stratified Lie Groups and Potential Theory for
Their Sub-Laplacians. Springer Monographs in Mathematics. Springer, Berlin (2007)
10. Bourgain, J., Brezis, H: On the equation div Y D f and application to control of phases. J. Am.
Math. Soc. 16(2), 393–426 (2003)
11. Bourgain, J., Brezis, H: New estimates for the Laplacian, the div-curl, and related Hodge
systems. C. R. Math. Acad. Sci. Paris 338(7), 539–543 (2004)
12. Bourgain, J., Brezis, H: New estimates for elliptic equations and Hodge type systems. J. Eur.
Math. Soc. 9(2), 277–315 (2007)
13. Capogna, L., Danielli, D., Garofalo, N.: The geometric Sobolev embedding for vector fields
and the isoperimetric inequality. Commun. Anal. Geom. 2(2), 203–215 (1994)
14. Chanillo, S., Van Schaftingen, J.: Subelliptic Bourgain-Brezis estimates on groups. Math. Res.
Lett. 16(3), 487–501 (2009)
15. Christ, M., Geller, D., Głowacki, P., Polin, L.: Pseudodifferential operators on groups with
dilations. Duke Math. J. 68(1), 31–65 (1992)
16. Federer, H.: Geometric Measure Theory. Die Grundlehren der Mathematischen Wis-
senschaften, Band 153. Springer, New York (1969)
17. Folland, G.B.: Subelliptic estimates and function spaces on nilpotent Lie groups. Ark. Mat.
13(2), 161–207 (1975)
18. Folland, G.B., Stein, E.M.: Hardy Spaces on Homogeneous Groups. Mathematical Notes,
vol. 28. Princeton University Press, Princeton (1982)
19. Franchi, B., Tesi, M.C.: Wave and Maxwell’s equations in Carnot groups. Commun. Contemp.
Math. 14(5), 1250032, 62 (2012)
20. Franchi, B., Gallot, S., Wheeden, R.L.: Sobolev and isoperimetric inequalities for degenerate
metrics. Math. Ann. 300(4), 557–571 (1994)
21. Franchi, B., Lu, G., Wheeden, R.L.: Representation formulas and weighted Poincaré
inequalities for Hörmander vector fields. Ann. Inst. Fourier (Grenoble) 45(2), 577–604 (1995)
22. Franchi, B., Obrecht, E., Vecchi, E.: On a class of semilinear evolution equations for vector
potentials associated with Maxwell’s equations in Carnot groups. Nonlinear Anal. 90, 56–69
(2013)
23. Garofalo, N., Nhieu, D.-M.: Isoperimetric and Sobolev inequalities for Carnot-Carathéodory
spaces and the existence of minimal surfaces. Commun. Pure Appl. Math. 49(10), 1081–1144
(1996)
24. Głowacki, P.: The Rockland condition for nondifferential convolution operators, II. Stud.
Math. 98(2), 99–114 (1991)
25. Helffer, B., Nourrigat, J: Hypoellipticité Maximale Pour des Opérateurs Polynômes de Camps
de Vecteurs. Progress in Mathematics, vol. 58. Birkhäuser, Boston (1985)
26. Hörmander, L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171
(1967)
27. Hounie, J., Picon, T.: Local Gagliardo-Nirenberg estimates for elliptic systems of vector fields.
Math. Res. Lett. 18(4), 791–804 (2011)
28. Lanzani, L., Stein, E.M.: A note on div curl inequalities. Math. Res. Lett. 12(1), 57–61 (2005)
312 A. Baldi et al.

29. Maheux, P., Saloff-Coste, L.: Analyse sur les boules d’un opérateur sous-elliptique. Math.
Ann. 303(4), 713–740 (1995)
30. Pansu, P.: Géomedu group de Heisenberg. Ph.D. thesis, Université Paris VII (1982)
31. Rumin, M.: Formes différentielles sur les variétés de contact. J. Differ. Geom. 39(2), 281–330
(1994)
32. Rumin, M.: Differential geometry on C-C spaces and application to the Novikov-Shubin
numbers of nilpotent Lie groups. C. R. Acad. Sci. Paris Sér. I Math. 329(11), 985–990 (1999)
33. Rumin, M.: Around heat decay on forms and relations of nilpotent Lie groups. In: Séminaire
de Théorie Spectrale et Géométrie, Année 2000–2001, vol. 19, pp. 123–164. University of
Grenoble I (2001)
34. Stein, E.M.: Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscillatory
Integrals. Princeton Mathematical Series, vol. 43. Princeton University Press, Princeton (1993)
[With the assistance of Timothy S. Murphy, Monographs in Harmonic Analysis, III]
35. Tripaldi, F.: Differential forms on Carnot groups. Master’s thesis, School of Sciences,
University of Bologna (2013)
36. Van Schaftingen, J.: Estimates for L1 -vector fields. C. R. Math. Acad. Sci. Paris 339(3), 181–
186 (2004)
37. Wang, Y., Yung, P.-L.: A subelliptic Bourgain-Brezis inequality. J. Eur. Math. Soc. 16(4),
649–693 (2014)
38. Yung, P.-L.: Sobolev inequalities for .0; q/ forms on CR manifolds of finite type. Math. Res.
Lett. 17(1), 177–196 (2010)
Regularity of the Free Boundary in Problems
with Distributed Sources

Daniela De Silva, Fausto Ferrari, and Sandro Salsa

Abstract In this survey paper we describe some recent progress on the analysis of
two phase free boundary problems governed by elliptic inhomogeneous equations.
We also discuss several open questions.

Keywords Free boundary problems • Nonhomogeneous elliptic equations •

Regularity of the free boundary

Mathematics Subject Classification: 35R35, 35D40

1 Main Definitions and Results

In this brief survey we describe new regularity results concerning two phase prob-
lems governed by elliptic equations with forcing terms. In absence of distributed
sources, this theory has been developed by a number of authors (see for example
[2, 13–16]) along the ideas of Caffarelli in the seminal papers [3, 5]. Here we present
a new approach introduced in [8] by the first author and subsequently refined in [10–
12] to cover a broad spectrum of applications.

D. De Silva
Department of Mathematics, Barnard College, Columbia University, New York, NY 10027, USA
e-mail: [email protected]
F. Ferrari
Dipartimento di Matematica dell’ Università, Piazza di Porta S. Donato, 5, 40126 Bologna, Italy
e-mail: [email protected]
S. Salsa ()
Dipartimento di Matematica del Politecnico, Piazza Leonardo da Vinci, 32, 20133 Milano, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 313

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_17
314 D. De Silva et al.

Precisely we are interested in the regularity properties of the free boundary for
the following kind of problems. In a bounded domain ˝  Rn , consider the problem
8
< uDf in ˝ C .u/ [ ˝  .u/;
(1)
:
uC 
 D G.u ; x/ on F .u/ D @˝ C .u/ \ ˝;

where

˝ C .u/ D fx 2 ˝ W u.x/ > 0g; ˝  .u/ D fx 2 ˝ W u.x/  0gı :

Here f is bounded on ˝ and continuous in ˝ C .u/[˝ .u/, while uC 

 and u denote
C 
the normal derivatives in the inward direction to ˝ .u/ and ˝ .u/ respectively.
F .u/ is called the free boundary.
The function

G. ; x/ W Œ0; 1/ ˝ ! .0; 1/

satisfies the following assumptions.

(H1) G. ; / 2 C0;N .˝/ uniformly in I G.; x/ 2 C1;N .Œ0; L/ for every x 2 ˝:
(H2) G .; x/ > 0 with G.0; x/  0 > 0 uniformly in x.
(H3) There exists N > 0 such that N G. ; x/ is strictly decreasing in , uniformly
in x.
We describe two typical model problems of this type arising in classical fluid-
dynamics. A traveling two-dimensional gravity wave moves with constant speed on
the surface of an incompressible, inviscid, heavy fluid. The bottom is horizontal.
With respect to a reference domain moving with the wave speed, the motion is
steady and occupies a fixed region ˝; delimited from above by an unknown free
line S; representing the wave profile.
Since the flow is incompressible, the velocity can be expressed by the gradient
of a stream function : If some suitable hypotheses on the flow speed are satisfied,
then and the vorticity, ! are functionally dependent i.e. ! D .
Assuming furthermore that the bottom and S are streamlines, from Bernoulli law
on S we derive the following model:
8
ˆ
ˆ D  . / in ˝ D f0 < < Bg
<
0 B in ˝N
ˆ DB on y D 0
:̂
jr j2 C 2gy D Q; D 0 on S:

Here Q is constant, B; g are positive constants and  W Œ0; B ! R is called

vorticity function.
Regularity of the Free Boundary in Problems with Distributed Sources 315

Fig. 1 Prandtl-Batchelor
flow configuration

The problem is to find S such that there exists a function satisfying the above
system.
Since  0 this is a one phase problem and several papers have been recently
devoted to it. Of particular interest is the proof of the so-called Stokes conjecture,
according to which at points where the gradient vanishes (stagnation points) the
wave profile presents a 120ı corner. Away from stagnation points the free boundary
is Lipschitz and moreover Q  2gy > 0.
We refer to [21, 22] and the reference therein for more details and known results.
Among the various problems left open there was the regularity of S away from
stagnation points. The answer is given in [8], where the author shows that in this
regions S is a smooth curve.
The second model is a two phase problem called Prantl-Batchelor flow. A
bounded 2-dimensional domain is delimited by two simple closed curves ;  . Let
˝1 ; ˝2 be as in the Fig. 1.
For given constants  < 0; ! > 0; consider functions 1 ; 2 satisfying

1 D 0 in ˝1 ; 1 D 0 on ; 1 D  on ;
2 D ! in ˝2 ; 2 D 0 on :

The two functions 1 ; 2 are interpreted as stream functions of an irrotational

flow in ˝1 and of a constant vorticity flow in ˝2 : In the model proposed by
Batchelor, coming from the limit of large Reynold number in the steady Navier-
Stokes equation, a flow of this type is hypothesized in which there is a jump in the
tangential velocity along  , namely
2 2
jr 2j  jr 1j D

for some positive constant . In this problem  is to be determined and plays the
role of a free boundary.
316 D. De Silva et al.

There is no satisfactory theory for this problem. Viscosity solutions are Lipschitz
across  as shown in [6], but neither existence nor regularity is known (uniqueness
fails already in the radial case, where two explicit solutions can be found).
As a consequence of the results in [11], flat or Lipschitz free boundaries are
smooth.
Other problems of the type (1) arise from singular perturbation problems with
forcing terms in flame propagation theory (see [18]) or from magnetohydrodynam-
ics as in [17].
We shall work in the context of viscosity solutions which we introduce below.
First classical comparison sub/super solutions are defined as follows.
Definition 1.1 We say that v 2 C.˝/ is a C2 strict (comparison) subsolution (resp.
supersolution) to our f.b.p. in ˝, if v 2 C2 .˝ C .v// \ C2 .˝  .v// and the following
conditions are satisfied:
1. v > f (resp. < f ) in ˝ C .v/ [ ˝  .v/.
2. If x0 2 F.v/, then

vC .x0 / > G.v .x0 /; x0 / .resp. vC .x0 / < G.v .x0 /; x0 /; vC .x0 / ¤ 0/:

Observe that the free boundary of a strict comparison sub/supersolution is C2 .

Given u; ' 2 C.˝/, we say that ' touches u by below (resp. above) at x0 2 ˝ if
u.x0 / D '.x0 /; and

u.x/  '.x/ .resp. u.x/  '.x// in a neighborhood O of x0 :

Definition 1.2 Let u be a continuous function in ˝. We say that u is a viscosity

solution (resp. supesolution) to our f.b.p. in ˝, if the following conditions are
satisfied:
1. u D f in ˝ C .u/ [ ˝  .u/ in the viscosity sense.
2. Let x0 2 F.u/ and v 2 C2 .BC .v// \ C2 .B .v// (B D Bı .x0 /) with F.v/ 2 C2 . If
v touches u by below (resp.above) at x0 2 F.v/, then

vC .x0 //  G.v .x0 // .resp. /:

When f D 0 the existence of Lipschitz viscosity solutions has been settled by

Caffarelli in [4]. In particular, the positivity set of u has finite perimeter and, with
respect to the n  1 Hausdorff measure H n1 , a.e. point on F .u/ has a normal in the
measure theoretical sense.
Under the assumption G. ; x/ ! 1; as ! 1; the Lipschitz continuity of
the solution in the nonhomogeneous case has been proven in [6], Theorem 4.5, as a
consequence of the following monotonicity formula:
Theorem 1.1 Let u; v be nonnegative, continuous functions in B1 , with

u  1; v  1 in the sense of distributions

Regularity of the Free Boundary in Problems with Distributed Sources 317

and u .0/ D v .0/ D 0; u .x/ v .x/ D 0 in B1 : Then, for r  1=2;

Z Z   
1 jruj2 jrvj2
˚ .r/ D 4  c .n/ 1 C kuk2L2 .B1 / 1 C kvk2L2 .B1 / :
r Br jxjn2 Br jxjn2

Observe that if the supports of u and v were separated by a smooth surface with
normal  at x D 0 then, by taking the limit as r ! 0, we could deduce that

.u .0//2 .v .0//2  ˚ .1=2/ :

Hence ˚ .r/ “morally” gives a control in average of the product of the normal
derivatives of u at the origin.
As we have said, we are mainly interested in the regularity properties of the free
boundary, in particular in proving that flat or Lipschitz free boundaries are smooth
(C1; ).
A way to express the flatness of the free boundary is to assume that F .u/ is
trapped between two parallel hyperplanes at ı-distance from each other, for a small
ı (ı-flatness): While this looks like a somewhat strong assumption, it is indeed a
natural one since it is satisfied for example by rescaling a solution around a point of
the free boundary where there is a normal in some weak sense (regular points), for
instance in the measure theoretical one. We have seen that in the homogeneous case
H n1 -a.e. points on F .u/ are of this kind. Moreover, starting form a Lipschitz free
boundary, H n1 -a.e. points on F .u/ are regular, by Rademacher Theorem.
The following results are proved in [11]. A constant depending only on (some
of) the parameters n; Lip.u/; 0 and N is called universal. The C1;N norm of G.; x/
may depend on x and enters in a qualitative way only. We will always assume that

0 2 F .u/ :

Theorem 1.2 (Flatness implies C1; ) Let u be a viscosity solution to (1) in B1 ; with
Lip.u/  L. Assume that f is continuous in BC 
1 .u/ [ B1 .u/; kf kL1 .B1 /  L and G
satisfies .H1/-.H3/.
There exists a universal constant ıN > 0 such that, if

fxn  ıg  B1 \ fuC .x/ D 0g  fxn  ıg; .ı  flatness/ (2)

N then F.u/ is C1; in B1=2 .

with 0  ı  ı;
We also have:
Theorem 1.3 (Lipschitz implies C1; ) Let u be a viscosity solution to (1) in B1 , with
Lip.u/  L: Assume that f is continuous in BC 
1 .u/ [ B1 .u/, kf kL1 .B1 /  L and G
satisfies .H1/–.H3/. If F.u/ is a Lipschitz graph in a neighborhood of 0, then F.u/
is C1; in a (smaller) neighborhood of 0.
318 D. De Silva et al.

As we shall see later, Theorem 1.3 follows from Theorem 1.2 and the main result
in [3] via a blow-up argument.
The flatness conditions present in the literature (see, for instance [5]), are often
stated in terms of “"-monotonicity” along a large cone of directions  . 0 ; e/ of axis
e and opening 0 . Precisely, a function u is said to be "-monotone (" > 0 small)
along the direction  in the cone  . 0 ; e/ if for every "0  ",

u.x C "0 /  u.x/:

A variant of Theorem 1.2, found in [11] states the following.

Theorem 1.4 Let u be a solution to our f.b.p in B1 , 0 2 F.u/: Suppose that uC is
non-degenerate. Then there exist 0 < =2 and "0 > 0 such that if uC is "-monotone
along every direction in  . 0 ; en / for some "  "0 , then uC is fully monotone in B1=2
along any direction in  . 1 ; en / for some 1 depending on 0 ; "0 : In particular F.u/
is Lipschitz and therefore C1; :
Geometrically, the "-monotonicity of uC can be interpreted as "-closeness of
F.u/ to the graph of a Lipschitz function (Fig. 2). Our flatness assumption requires
"-closeness of F.u/ to a hyperplane. If kf k1 is small enough, depending on ", it is
not hard to check that "-flatness of F.u/ implies c"-monotonicity of uC along the
directions of a flat cone, for a c depending on its opening.
The proof of Theorem 1.4 follows immediately from the fact that if uC is non-
degenerate and "-monotone along every direction in  . 0 ; en / for some "  "0 , then
there exist a radius r0 > 0 and ı0 > 0 depending on "0 ; 0 such that uC is ı0 -flat in
Br 0 .

Fig. 2 "-monotonicity along

a cone of directions
Regularity of the Free Boundary in Problems with Distributed Sources 319

2 Reduction of Theorem 1.2 to a Localized Form

The proof of Theorem 1.2 is based on an iterative procedure that “squeezes” our
solution around an optimal configuration Uˇ .x  / at a geometric rate in dyadically
decreasing balls. Here Uˇ D Uˇ .t/ is given by

Uˇ .t/ D ˛tC  ˇt ; ˇ  0; ˛ D G0 .ˇ/ G .ˇ; 0/

and  is a unit vector which plays the role of the normal vector at the origin.
Uˇ .x  / is a so-called two plane solution.
This strategy of flatness improvement works nicely in the one phase case (ˇ D 0)
or as long as the two phases uC ; u are, say, comparable (nondegenerate case). The
difficulties arise when the negative phase becomes very small but at the same time
not negligible (degenerate case.) In this case the flatness assumption in Theorem
1.2 gives a control of the positive phase only, through the closeness to a one plane
solution U0 .xn / D xC n :
As we shall see, this requires to face a dychotomy in the final iteration. A similar
situation is already present in the homogeneous case f D 0 (see e.g. [5]).
The first step is to check that the flatness condition (2) implies that u is close to
Uˇ for some ˇ. Indeed we prove the following lemma.
Lemma 2.1 Let u satisfy (2). Given any N N > 0 depending only
> 0 there exist ı;
N then
on ; n; and L such that if ı  ı;

ku  Uˇ kL1 .BN/  N (3)

for some 0  ˇ  L:
The proof, by contradiction, follows from the following compactness result.
Lemma 2.2 Let uk be a sequence of (Lipschitz) viscosity solutions to

j uk j  M; in ˝ C .uk / [ ˝  .uk /;
C 
.uk / D Gk ..uk / ; x/; on F.uk /:

Assume that:
1. uk ! u uniformly on compact sets of ˝.
2. Gk . ; / ! G. ; / on compact sets of ˝, uniformly on 0   L D Lip.uk /:
3. fuC  C
k D 0g ! f.u / D 0g in the Hausdorff distance.

Then

j u j  M; in ˝ C .u / [ ˝  .u /
320 D. De Silva et al.

and u satisfies the free boundary condition

.u /C  
 D G..u / ; x/ on F.u /;

both in the viscosity sense.

In view of Lemma 2.1, after proper rescaling, Theorem 1.2 follows from the
following result.
Lemma 2.3 Let u be a viscosity solution to our f.b.p. in B1 with Lip .u/  L. There
exists a universal constant N > 0 such that, if

ku  Uˇ kL1 .B1 /  N for some 0  ˇ  L; (4)

fxn   N g  B1 \ fuC .x/ D 0g  fxn  N g; (5)

kf kL1 .B1 /  N ; ŒG. ; /C0;N .B1 /  N ; 80   L;

then F.u/ is C1; in B1=2 .

We are almost ready to start the improvement of flatness procedure. This means
that from (4) and (5) we should be able to squeeze more the graph of u (and therefore
F .u/) around a possibly rotated new two plane solution in a neighborhood of the
origin. A closer look to (4) reveals that, when ˛ and ˇ are comparable, a nice control
on the location of F .u/ is available but when ˇ  ˛ only a one side control of F .u/
is possible. This dichotomy is well reflected in the following elementary lemma that
we state for a general continuous function. In particular, it translates the “vertical”
closeness between the graphs of u and Uˇ given by (4) into “horizontal” closeness.
Lemma 2.4 Let u be a continuous function. If, for a small > 0;

u  Uˇ L1 .B1 /


and

fxn   g  B1 \ fuC .x/ D 0g  fxn  g;

then:
1=3
If ˇ  ;
 1=3
  1=3

Uˇ x n   u .x/  Uˇ xn C in B3=4 :

1=3
If ˇ < ,
 1=3
  
U0 x n   uC .x/  U0 xn C 1=3
in B3=4 :
Regularity of the Free Boundary in Problems with Distributed Sources 321

Set N D "Q3 in Lemma 2.3. Then, according to Lemma 2.4, the dichotomy
nondegenerate versus degenerate will translate quantitatively into the two cases:

ˇ  "Q W nondegenerate; ˇ < "Q W degenerate:

The parameter "Q will be chosen later in the final iteration.

3 Lipschitz Implies C1;

In this section we show how Theorem 1.3 follows from Theorem 1.2. For simplicity
of exposition we consider the model case
p
G. ; x/ D 1C 2:

We use the following Liouville type result for global viscosity solutions to a
homogeneous free boundary problem, that could be of independent interest. Note
that no growth at infinity is needed.
Lemma 3.1 Let U be a global viscosity solution to
8
ˆ
ˆ U D 0; in fU > 0g [ fU  0g0 ;
<
(6)
ˆ .UC /2  .U /2 D 1; on F.U/ WD @fU > 0g:
:̂

Assume that F.U/ D fxn D g.x0 /; x0 2 Rn1 g with Lip.g/  M. Then g is linear
and (in a proper system of coordinates) U.x/ D Uˇ .x/ for some ˇ  0.
Proof Balls of radius  and centered at 0 in Rn1 are denoted by B0 .
By the regularity theory in [3] , since U is a solution in B2 , the free boundary
F.U/ is C1; in B1 with a bound depending only on n and on M. Thus,

jg.x0 /  g.0/  rg.0/  x0 j  Cjx0 j1C˛ ; x0 2 B01

with C depending only on n; M: Moreover, since U is a global solution, the rescaling

1
gR .x0 / D g.Rx0 /; x0 2 B02 ;
R
which preserves the same Lipschitz constant as g, satisfies the same inequality as
above i.e.

jgR .x0 /  gR .0/  rgR .0/  x0 j  Cjx0 j1C˛ ; x0 2 B01 :

322 D. De Silva et al.

This reads,

jg.Rx0 /  g.0/  rg.0/  Rx0 j  CRjx0 j1C˛ ; x0 2 B01 :

Thus,

1 0 1C˛
jg.y0 /  g.0/  rg.0/  y0 j  C jy j ; y0 2 B0R :
R˛
Passing to the limit as R ! 1 we obtain that g is linear.
After a change of coordinates, the free boundary reduces to xn D 0: Since uxn
is harmonic and (it can be shown) positive on xn > 0; by Liouville Theorem we
conclude the proof.
We need another Lemma stating that if the free boundary F .u/ is trapped in a
ı-neighborhood of a Lipschitz graph, then our solution grows linearly ı-away from
the free boundary.
Lemma 3.2 Let u be a solution to (1) in B2 with Lip.u/  L and kf kL1  L. If

fxn  g.x0 /  ıg  fuC D 0g  fxn  g.x0 / C ıg;

with g a Lipschitz function, Lip.g/  L; g.0/ D 0, then

u.x/  c0 .xn  g.x0 //; x 2 fxn  g.x0 / C 2ıg \ Bc0 ;

for some c0 > 0 depending on n; L as long as ı  c0 :

Proof All constants in this proof will depend on n; L: It suffices to show that our
statement holds for fxn  g.x0 / C Cıg for some large constant C. Then one can
apply Harnack inequality to obtain the full statement. To this aim, we want to show
that

u.den /  c0 d; d  Cı:

After rescaling, we are reduced to proving that

u.en /  c0

as long as ı  1=C and kf k1 is sufficiently small. Let

1
w.x/ D .1  jxj /


be defined on the closure of the annulus B2 n B1 with kf k1 small enough so that

w > kf k on B2 n B1 :
Regularity of the Free Boundary in Problems with Distributed Sources 323

Let

wt .x/ D w.x C ten /;

t 2 R: Notice that

jrw0 j < 1 on @B1 :

From our flatness assumption for jtj sufficiently large (depending on the Lipschitz
constant of g), wt is strictly above u. We increase t and let Nt be the first t such
that wt touches u by above. Since wNt is a strict supersolution to our free boundary
problem, the touching point z can occur only on the WD 1 .1  2 / level set in
the positive phase of u, and jzj  C D C.L/ . Since u is Lipschitz continuous,
0 < u.z/ D  Ld.z; F.u//, that is a full ball around z of radius =L is contained in
the positive phase of u. Thus, for ıN small depending on ; L we have that B =2L .z/ 
N Since xn D g.x0 / C 2ıN is Lipschitz we can connect en and z with
fxn  g.x0 / C 2ıg.
a chain of intersecting balls included in the positive side of u with radii comparable
to =2L. The number of balls depends on L . Then we can apply Harnack inequality
and obtain

u.en /  cu.z/ D c0 ;

as desired.
We can now provide the proof of Theorem 1.3.
Proof Let N be the universal constant in Lemma 2.3. Consider the blow-up sequence

u.ık x/
uk .x/ D
ık

with ık ! 0 as k ! 1. Each uk solves (1) with right hand side

fk .x/ D ık f .ık x/

and

kfk .x/k  ık kf kL1  N

for k large enough. Standard arguments (see for example [1]), using the uniform
Lipschitz continuity of the uk ’s and the non-degeneracy of their positive part uC
k
(see Lemma 3.2), imply that (up to a subsequence)

uk ! uQ uniformly on compacts
324 D. De Silva et al.

and

fuC
k D 0g ! fQ
u D 0g in the Hausdorff distance,

where the blow-up limit uQ solves the global homogeneous two-phase free boundary
problem

uQ D 0; in fQu > 0g [ fQu  0g0 ;
C 2  2
.Qu /  .Qu / D 1; on F.Qu/ WD @fQu > 0g:

Since F.u/ is a Lipschitz graph in a neighborhood of 0, it follows from

Lemma 3.1 that F.Qu/ is a two-plane solutions, uQ D Uˇ for some ˇ  0. Thus,
for k large enough

kuk  Uˇ kL1  N

and

fxn   N g  B1 \ fuC
k .x/ D 0g  fxn  N g:

Therefore, we can apply our flatness Theorem 1.2 and conclude that F.uk / and hence
F.u/ is smooth.

4 The Nondegenerate Case

4.1 Improvement of Flatness

Assume that for some " > 0 small, we have

Uˇ .xn  "/  u.x/  Uˇ .xn C "/ in B1 ; (7)

with 0 < ˇ  L, ˛ D G .ˇ; 0/ G0 .ˇ/. One would like to get in a smaller ball a
geometric improvement of (7).We assume that (this will be achieved at the end by
rescaling)

kf kL1 .B1 /  "2 min f˛; ˇg ; (8)

and

kG. ; /  G0 . /kL1 .B1 /  "2 ; 80   L:

Then the basic step in the improvement of flatness reads as follows.

Regularity of the Free Boundary in Problems with Distributed Sources 325

Lemma 4.1 If 0 < r  r0 for r0 universal, and 0 < "  "0 for some "0 depending
on r, then
" "
Uˇ0 .x  1  r /  u.x/  Uˇ0 .x  1 C r / in Br ; (9)
2 2
Q and jˇ  ˇ 0 j  Cˇ"
with j1 j D 1; j1  en j  C", Q Q
for a universal constant C:
Assume the lemma above holds. To prove Lemma 2.3 we rescale considering a
blow up sequence

u .k x/
uk .x/ D k D rNk ; x 2 B1 (10)
k
˚ 1

for suitable rN  min r0 ; 16 ; "Q  "0 .Nr/, as in Lemma 4.1, and iterate to get, at the
kth step,

Uˇk .x  k  k "k /  uk .x/  Uˇk .x  k C k "k / in Bk ;

Q k1 ;
with "k D 2k "Q; jk j D 1; jk  k1 j  C"

Q k1 "k1 ; "k  ˇk  L:

jˇk  ˇk1 j  Cˇ

Note that in the non-degenerate case, ˇ  "Q, at each step we have the correct
inductive
p hypotheses. For simplicity, say we are in the model case G. ; x/ D
1 C 2 : Starting with ˇ D ˇ0  "0 D "Q; if k  1 and ˇk1  "k1 , then
 
Q k1 /  2kC1 "Q 1  C2
ˇk  ˇk1 .1  C" Q kC1 "Q

 2k "Q D "k :

Thus, since

fk .x/ D k f .k x/ ; x 2 B1

(recall that N D "Q3 )

kfk kL1 .B1 /  k "Q3  "Q2k ˇk D "Q2k min f˛k ; ˇk g :

The Fig. 3 describes the step from k to k C 1:

This implies that F .u/ is C1; at the origin. Repeating the procedure for points in
a neighborhood of x D 0, since all estimates are universal, we conclude that there
exists a unit vector 1 D lim k and C > 0;  2 .0; 1, both universal, such that,
in the coordinate system e1 ; : : : ; en1 ; 1 , 1 ?ej , ej  ek D ıjk , F .u/ is C1; graph,
326 D. De Silva et al.

Fig. 3 Improvement of
flatness (here k D 2k )

say xn D g .x0 / ; with g .00 / D 0 and

ˇ  0 ˇ ˇ ˇ
ˇg x  1  x0 ˇ  C ˇx0 ˇ1C

in a neighborhood of x D 0:
The main question is: where is it hidden the information allowing one to realize
the step from (7) to (9)?
Here a linearized problem comes into play.

4.2 The Linearized Problem

Let us first consider the one-phase case (see [8]) where u  0 in B1 ,

uDf in BC
1 .u/
ˇ Cˇ
and uC ˇ ˇ D g .x/ on the free boundary. Assume that
 D ru

jf j  "2 ; jg .x/  1j  "2 :

 
The flatness condition writes U0 .x/ D xC
n

.xn  "/C  u.x/  .xn C "/C in B1 : (11)

Regularity of the Free Boundary in Problems with Distributed Sources 327

Renormalize by setting

u .x/  xn
uQ " .x/ D in BC
1 .u/ [ F .u/
"
or

u .x/ D xn C "Qu" .x/ in BC

1 .u/ [ F .u/ : (12)

In (12), u appears as a first order perturbation of the hyperplane xn :

The idea is that the key information we are looking for is stored precisely in
the “corrector” uQ " : To extract it, we look at what happens to uQ " , asymptotically as
" ! 0. Note that, as " ! 0; BC 1 .u/ ! fxn > 0g and F .u/ goes to fxn D 0g ; both in
Hausdorff distance.
We have
f
uQ " D  " in BC
1 .u/
"

and on F .u/ ;

jruj2 D jen C "r uQ " j2 D g2  1 C "2

that is, after simplifying by ",

2Quxn C " jr uQ " j2  ":

Thus, formally, letting " ! 0, we get “for the limit” uQ D uQ 0 the following problem:

uQ D 0; in BC
1=2 D B1=2 \ fxn > 0g (13)

and the Neumann condition (linearization of the free boundary condition)

uQ xn D 0 on B1=2 \ fxn D 0g : (14)

We call (13), (14) the linearized problem.

Let us see how the general condition
ˇ Cˇ
ˇru ˇ D G .jru j ; x/

linearizes in the nondegenerate two phase problem.

First let

uDf in B1
328 D. De Silva et al.

with

jf j  "2 min f˛; ˇg

and

jG . ; /  G0 . /j  "2 8 2 Œ0; L :

The flatness condition

˛.xn  "/C  ˇ.xn  "/  u.x/  ˛.xn C "/C  ˇ.xn C "/ in B1 ; (15)

with 0 < ˇ  L, ˛ D G0 .ˇ/ ; suggests the renormalization

8
ˆ u.x/˛xn C
< ˛" ; x 2 B1 .u/ [ F.u/
uQ " .x/ D
:̂ u.x/ˇxn ; x 2 B .u/
ˇ" 1

or

˛xn C "˛ uQ " .x/; x 2 BC
1 .u/ [ F.u/
u .x/ D (16)
ˇxn C "ˇ uQ " .x/; x 2 B
1 .u/:

We have

uQ "  " in BC 
1 .u/ [ B1 .u/ :

On F .u/ ;
ˇ Cˇ  
ˇru ˇ D ˛ jen C "r uQ " .x/j  ˛ 1 C " .Qu" / C "2 jr uQ " j2
xn

and
   
G .jru j ; x/ D G .jˇen C "ˇr uQ " j ; x/  G ˇ 1 C " .Qu" /xn C "2 jr uQ " j2 ; x
 
 G0 .ˇ/ C "G00 .ˇ/ ˇ .Qu" /xn C "ˇ jr uQ " j2 C "2 :

As before, letting " ! 0, we get formally for “the limit” uQ D uQ 0 the following
problem:

uQ D 0; in BC 
1=2 [ B1=2 (17)
Regularity of the Free Boundary in Problems with Distributed Sources 329

and (˛ D G0 .ˇ/) the transmission condition (linearization of the free boundary

condition)

˛ .Quxn /C  ˇG00 .ˇ/ .Quxn / D 0 onB1=2 \ fxn D 0g (18)

where .Quxn /C and .Quxn / denote the en -derivatives of uQ restricted to fxn > 0g and
fxn < 0g, respectively.
Thus, at least formally, we have found an asymptotic problem for the limits
of the renormalizations uQ " . The crucial information we were mentioning before
is contained in the following regularity result. Consider the transmission problem,
(˛Q ¤ 0)

uQ D 0 in B1 \ fxn ¤ 0g;
(19)
˛Q 2 .Qun /C  ˇQ 2 .Qun / D 0 on B1 \ fxn D 0g:

Theorem 4.1 Let uQ be a viscosity solution to (19) in B1 such that kQuk1  1. Then
uQ 2 C1 BN ˙ and in particular, there exists a universal constant CN such that
1

jQu.x/  uQ .0/  .rx0 uQ .0/  x0 C pQ xC Q x

n q
N 2
n /j  Cr ; in Br (20)

for all r  1=2 and with ˛Q 2 pQ  ˇQ 2 qQ D 0:

The question is now how to transfer the estimate (20) to uQ " and then read it in
terms of flatness for u through the formulas (16).
The right way to obtain the proof of Lemma 4.1 is to proceed by contradiction.
Fix r  r0 , to be chosen suitably. Assume that for a sequence "k ! 0 there is a
sequence uk of solutions of our free boundary problem in B1 ; with right hand side fk
such that kfk kL1 .B1 /  "2k minf˛k ; ˇk g;

kGk . ; /  Gk . ; 0/k1  "2k ; 80   L; (21)

and

Uˇk .xn  "k /  uk .x/  Uˇk .xn C "k / in B1 ; 0 2 F .uk / ; (22)

with 0  ˇk  L, ˛k D Gk .ˇk ; 0/ ; but the conclusion of Lemma 4.1 does not hold
for every k  1.
Construct the corresponding sequence of renormalized functions
8 u .x/˛ x
ˆ
< ˛k "k ;
k k n
x 2 BC
1 .uk / [ F.uk /
uQ k .x/ D
:̂ uk .x/ˇk xn ; x 2 B
ˇk "k 1 .uk /:
330 D. De Silva et al.

Up to a subsequence, Gk .; 0/ converges, locally uniformly, to some C1 -function G Q 0,

while ˇk ! ˇQ so that ˛k ! ˛Q D G Q At this point we need compactness to show
Q 0 .ˇ/:
that the graphs of uQ k converge in the Hausdorff distance to a Hölder continuous uQ in
B1=2 . The compactness is provided by the Harnack inequality stated in Theorem 4.2
below and its corollary, as we shall see later, and is inspired by the work of Savin
[20].
It turns out that the limit function uQ satisfies the linearized problem (17) and (18)
in the viscosity sense. Hence, from (20), having uQ .0/ D 0,

jQu .x/  .x0   0 C pQ xC Q x

n q
2
n /j  Cr ; x 2 Br ; (23)

for all r  1=4 (say); with

˛Q 2 pQ  ˇQ 2 qQ D 0; j 0 j D jrx0 uQ .0/j  C:

Since uQ k converges uniformly to uQ in B1=2 , (23) transfers to uQ k W

jQuk .x/  .x0   0 C pQ xC Q x

n q
0 2
n /j  C r ; x 2 Br : (24)

Set
1   
ˇk0 D ˇk .1 C "k qQ / ; k D q en C " k  0 ; 0 :
1 C "2k j 0 j2

Then,

˛k0 D Gk .ˇk .1 C "k q/; 0/ D Gk .ˇk ; 0/ C ˇk G0k .ˇk ; 0/"k q C O."2k /

G0k .ˇk ; 0/
D ˛k .1 C ˇk q"k / C O."2k / D ˛k .1 C "k p/ C O."2k /
˛k

Q  ˇQ G
since from the identity ˛p Q D 0 we derive that
Q 0 .ˇ/q
0

G0k .ˇk ; 0/
ˇk q D p C O."k /:
˛k

Moreover

k D en C "k . 0 ; 0/ C "2k ; jj  C:

With these choices we can show that (for k large and r  r0 )

Q ˇ0 .x  k  "k r /  uQ k .x/  U
U Q ˇ0 .x  k C "k r /; in Br
k
2 k
2
Regularity of the Free Boundary in Problems with Distributed Sources 331

where again we are using the notation:

8 U 0 .x/˛ x
ˆ
ˆ
ˇk k n
; x 2 BC
< ˛k "k 1 .Uˇk0 / [ F.Uˇk0 /
Q ˇ0 .x/ D
U k ˆ Uˇ0 .x/ˇk xn
:̂ k ; x 2 B
ˇk "k 1 .Uˇk0 /:

This will clearly imply that

r r
Uˇk0 .x  k  "k /  uk .x/  Uˇk0 .x  k C "k /; in Br
2 2
leading to a contradiction.
In view of (24) we need to show that in Br

Q ˇ0 .x  k  "k r /  .x0   0 C pQ xC
U Q x
n q n /  Cr
2
k
2
and

Q ˇ0 .x  k C "k r /  .x0   0 C pQ xC
U Q x
n q
2
n / C Cr :
k
2
This can be shown after some elementary calculations as long as r  r0 ; r0 universal,
and "  "0 .r/.

4.3 Compactness

We are left with compactness. The Harnack inequality takes the following form.
Theorem 4.2 Let u be a solution of our f.b.p. in B1 with Lipschitz constant L: There
exists a universal "Q > 0 such that, if x0 2 B1 and u satisfies the following condition:

Uˇ .xn C a0 /  u .x/  Uˇ .xn C b0 / in Br .x0 /  B1 (25)

with

kf kL1 .B2 /  "2 minf˛; ˇg; 0 < ˇ  L; (26)

kG. ; x/  G0 . /kL1 .B1 /  "2 ; 80   L; (27)

and

0 < b0  a0  "r
332 D. De Silva et al.

for some 0 < "  ";

Q then

Uˇ .xn C a1 /  u .x/  Uˇ .xn C b1 / in Br=20 .x0 /

with

a0  a1  b1  b0 and b1  a1  .1  c/ "r

and 0 < c < 1 universal.

If u satisfies (25) with, say r D 1, then we can apply Harnack inequality
repeatedly and obtain

Uˇ .xn C am /  u.x/  Uˇ .xn C bm / in B20m .x0 /;

with

bm  am  .1  c/m "

for all m’s such that

.1  c/m 20m "  "N:

This implies that for all such m’s, the oscillation of the renormalized functions uQ k in
Br .x0 /; r D 20m , is less than .1c/m D 20 m D r . Thus, the following corollary
holds.
Corollary 4.1 Let u satisfies at some point x0 2 B2

Uˇ .xn C a0 /  u.x/  Uˇ .xn C b0 / in B1 .x0 /  B2 ; (28)

for some 0 < ˇ  L, with

b0  a0  ";

and let (26)–(27) hold, for "  "N; "N universal. Then in B1 .x0 /, (˛ D G0 .ˇ/)
8
ˆ u.x/˛xn
< ˛" ; in BC
2 .u/ [ F.u/
uQ " .x/ D
:̂ u.x/ˇxn ; in B
ˇ" 2 .u/

has a Hölder modulus of continuity at x0 , outside the ball of radius "="N; i.e for all
x 2 B1 .x0 /, with jx  x0 j  "="N

jQu" .x/  uQ " .x0 /j  Cjx  x0 j :

Regularity of the Free Boundary in Problems with Distributed Sources 333

Since in the proof of Lemma 4.1,

1  uQ k .x/  1; for x 2 B1

we can implement the corollary above and use Ascoli-Arzela theorem to obtain that
as "k ! 0 the graphs of the uQ k converge (up to a subsequence) in the Hausdorff
distance to the graph of a Hölder continuous function uQ over B1=2 .
Thus the improvement of flatness process in the nondegenerate case can be
concluded.

5 The Degenerate Case

5.1 Improvement of Flatness

In this case, the negative part of u is negligible and the positive part is close to a
one-plane solution (i.e. ˇ D 0). Precisely, assume that for some " > 0; small, we
have

U0 .xn  "/  uC .x/  U0 .xn C "/; in B1 : (29)

Again one would like to get in a smaller ball an improvement of (29). This time the
key lemma is the following.
Lemma 5.1 Let the solution u satisfies (29) with

kf kL1 .B1 /  "4 ;

kG. ; /  G0 . /kL1  "2 ; 0  C"2 ;

and

ku kL1 .B1 /  "2 : (30)

There exists a universal r1 ; such that if 0 < r  r1 and 0 < "  "1 for some "1
depending on r, then
" "
U0 .x  1  r /  uC .x/  U0 .x  1 C r / in Br ; (31)
2 2

with j1 j D 1; j1  en j  C" for a universal constant C:

The proof follows the same pattern p
of the nondegenerate case. For simplicity, we
outline it in the model case G. ; x/ D 1 C 2 :
334 D. De Silva et al.

Fix r  r1 , to be chosen suitably. By contradiction assume that, for some

sequences "k ! 0 and uk ; solutions of our f.b.p. in B1 with r.h.s. fk such that
kfk kL1 .B1 /  "4k and

ku 2
k kL1 .B1 /  "k ;

U0 .xn  "k /  uk .x/  U0 .xn C "k / in B1 ; 0 2 F .uk /

the conclusion of the lemma does not hold.

Then one proves via a Harnack inequality (see below), that the sequence of
normalized functions

uk .x/  xn
uQ k .x/ D x 2 BC
1 .uk / [ F.uk /
"k

converges to a limit function uQ ; Hölder continuous in B1=2 .

The limit function uQ is a viscosity solution of the linearized problem

uQ D 0; in B1=2 \ fxn > 0g;
uQ n D 0; on B1=2 \ fxn D 0g:

The regularity of uQ is not a problem and the contradiction argument proceeds as

before with obvious changes.
The Harnack inequality takes the following form.
Theorem 5.1 Let u be a solution of our f.b.p. in B1 . There exists a universal "Q > 0
such that, if x0 2 B1 and u satisfies the following condition

.xn C a0 /C  uC .x/  .xn C b0 /C ; in Br .x0 /  B1 (32)

with

kf kL1 .B2 /  "4 ; ku kL1 .B2 /  "2

and

0 < b0  a0  "r

for some 0 < "  ";

Q then

.xn C a1 /C  uC .x/  .xn C b1 /C in Br=20 .x0 /

with

a0  a1  b1  b0 and b1  a1  .1  c/ "r

and 0 < c < 1 universal.

Regularity of the Free Boundary in Problems with Distributed Sources 335

Lemma 5.1 provides the first step in the flatness improvement. Notice that this
improvement is obtained through the closeness of the positive phase to a one plane
solution, as long as inequality (30) holds. This inequality expresses in another
quantitative way the degeneracy of the negative phase and should be kept valid at
each step of the iteration of Lemma 5.1. However, it could happen that this is not
the case and in some step of the iteration, say at the level "k of flatness, the norm
ku kL1 .B1 / becomes of order "2k . When this occurs, a suitable rescaling restores a
nondegenerate situation. This give rise in the final iteration to the dychotomy we
have mentioned in Sect. 2.
The situation is precisely described in the following lemma.
Lemma 5.2 Let u be a solution in B1 satisfying

U0 .xn  "/  uC .x/  U0 .xn C "/ in B1 (33)

with

kf kL1 .B1 /  "4 ;

and for CQ universal,

Q 2 ; ku kL1 .B1 / > "2 :

ku kL1 .B2 /  C" (34)

There exists (universal) "1 such that, if 0 < "  "1 , the rescaling
 
u" .x/ D "1=2 u "1=2 x

satisfies, in B2=3 W

Uˇ0 .xn  C0 "1=2 /  u" .x/  Uˇ0 .xn C C0 "1=2 /

Q
with ˇ 0  "2 and C0 depending on C:
Let us see how the dychotomy arises. To prove Lemma 2.3 in the degenerate
Q
case, ˇ < "Q; choose rN  min fr0 ; r1 ; 1=16g and "Q  minf"0 .Nr/ ; "1 .Nr/ =2; 1=.2C/g.
In view of our choice of ";
Q we obtain that u satisfies the relation

U0 .xn  "Q/  uC .x/  U0 .xn C "Q/ in B1 :

Since

u  Uˇ L1 .B1 /
 N D "Q3
336 D. De Silva et al.

we infer

ku kL1 .B1 /  ˇ C "Q3  2"Q:

p
Call "0 D 2"Q: Then

U0 .xn  "0 /  uC .x/  U0 .xn C "0 / in B1

and
 4  2
kf kL1 .B1 /  "0 ; ku kL1 .B1 /  "0 :

From Lemma 5.1, we get

"0 "0
U0 .x  1  rN /  uC .x/  U0 .x  1 C rN / in BrN
2 2

with j1 j D 1; j1  en j  C"0 for a universal constant C:

We now rescale considering a blow up sequence

u .k x/
uk .x/ D k D rNk ; x 2 B1 (35)
k

and set "k D 2k "0

fk .x/ D k f .k x/ x 2 B1 :

Note that
 4 1  0 4
kfk kL1 .B1 /  k "0  " D "4k :
16
We can iterate Lemma 5.1 and obtain

U0 .x  k  "k /  uC
k .x/  U0 .x  k C "k /; in B1

with jk  k1 j  C"k1 , as long as

ku 2
k kL1 .B1 /  "k :

Let k > 1 be the first integer for which this fails:

ku 2
k kL1 .B1 / > "k
Regularity of the Free Boundary in Problems with Distributed Sources 337

and

ku 2
k 1 kL1 .B1 /  "k 1 :

We also have

U0 .x  k 1  "k 1 /  uC
k 1 .x/  U0 .x  k 1 C "k 1 /;
  in B1 :

By usual comparison arguments we can write

uC 2
k 1 .x/  C jxn  "k 1 j "k 1 in B19=20


for C universal. Rescaling, we have

ku 2
k kL1 .B1 /  C1 "k

where C1 universal (C1 depends on rN ). Then uk satisfies the assumptions of

Lemma 5.2 and therefore the rescaling

1=2 1=2
v .x/ D "k uk ."k x/

satisfies in B2=3

1=2 1=2
Uˇ0 .x  k  C0 "k /  v.x/  Uˇ0 .x  k C C0 "k /

1=2
with ˇ 0  "2k : Call "O D C0 "k : Then v is a solution of our f.b.p. in B2=3 with r.h.s.

1=2 1=2
g .x/ D "k fk ."k x/

satisfying the flatness assumption

Uˇ0 .x  k  "/

O  v.x/  Uˇ0 .x  k C "O/:

Since ˇ 0  "2k ; we have

1=2
kgkL1 .B1 /  "k "4k  "O2 ˇ 0
n o n o
as long as "O  min "0 .Nr/ ; 21CQ ; which is true if C0 .2"Q/1=4  min "0 .Nr/ ; 21CQ or

 4
1 1
"Q  min "0 .Nr / ; :
2C 04
2CQ
338 D. De Silva et al.

With these choices, v satisfies the assumptions of the nondegenerate case and we
can proceed accordingly.
This concludes the proof of the main lemma.

6 Remarks and Further Developments

Theorem 1.2 holds for more general operators (see [11, 12]). For instance when
L is a uniformly elliptic operator in nondivergence form with Hölder continuous
coefficients,
 
L u D Tr A .x/ D2 u C b .x/  ru

or a fully nonlinear operator

 
L u D F D2 u ; .F .O/ D 0/

where D2 u is the Hessian matrix of u.

Notably, in the fully nonlinear case we do not need to assume for F neither
˙
concavity nor homogeneity of degree one. In this case in Theorem 4.1, u 2 C1 .B1 /
˙
has to be replaced by u 2 C1;˛ .B1 / and, in formula (20), r2 is replaced by r1C˛ :
In general, we need to assume Lipschitz regularity of our solution. Indeed, in
this generality, the existence of Lipschitz viscosity solutions with proper measure
theoretical properties of the free boundary is an open problem and it will be object
of future investigations.
However, if L is linear and can be written in divergence form an estimate like in
Theorem 1.1 is available (see [19]) and one can reproduce the proof of Theorem 4.5
in [6], to recover the Lipschitz continuity of a viscosity solution. Observe that then
f D f .x; u; ru/ is allowed, with f .x; ; / locally bounded.
Theorem 1.3 continues to hold when L is linear or if F (positively) homo-
geneous of degree one (or when Fr .M/ has a limit F  .M/; as r ! 0; which is
homogeneous of degree one).
With the two Theorems 1.2 and 1.3 the regularity theory for two phase problems
has reached a reasonably satisfactory level. However many questions remain open,
object of future investigations.
The first one is to provide an existence results for viscosity solutions satisfying a
Dirichlet boundary condition, extending for instance the results in the homogeneous
case in [4].
Another question is the C1 -smoothness (resp. analyticity) of the free boundary
in presence of C1 (resp. analytic) coefficients and data.
We shall deal with these two questions in forthcoming papers.
Also of great importance, we believe, is to have information on the Hausdorff
measure or dimension of the singular (nonflat) points of the free boundary. For
Regularity of the Free Boundary in Problems with Distributed Sources 339

instance, in 3 dimensions, the free boundary for local energy minimizer in the
variational problem
Z n o
jruj2 C fu>0g ! min
˝

is a smooth surface (see [7]). In dimension n D 7, De Silva and Jerison in [9]

provided an example of a minimizer with singular free boundary. The conjecture is
that energy minimizing free boundaries should be smooth for n < 7.
Nothing is known in the nonhomogeneous case.

Acknowledgements Daniela De Silva and Fausto Ferrari are supported by the ERC starting
grant project 2011 EPSILON (Elliptic PDEs and Symmetry of Interfaces and Layers for Odd
Nonlinearities). Daniela De Silva is supported by NSF grant, DMS-1301535. Fausto Ferrari is
supported by Miur Grant (Prin): Equazioni di diffusione in ambiti sub-riemanniani e problemi
geometrici associati. Sandro Salsa is supported by Miur Grant, Geometric Properties of Nonlinear
Diffusion Problems.

References

1. Alt, H.W., Caffarelli L.A., Friedman A.: Variational problems with two phases and their free
boundaries. T.A.M.S. 282, 431–461 (1984)
2. Argiolas, R., Ferrari F.: Flat free boundaries regularity in two-phase problems for a class of
fully nonlinear elliptic operators with variable coefficients. Interfaces Free Bound. 11, 177–
199 (2009)
3. Caffarelli, L.A.: A Harnack inequality approach to the regularity of free boundaries. Part I:
Lipschitz free boundaries are C1;˛ . Rev. Mat. Iberoam. 3, 139–162 (1987)
4. Caffarelli, L.A.: A Harnack inequality approach to the regularity of free boundaries. Part III:
Existence theory, compactness and dependence on x: Ann. Scuola. Norm. Ser. IV XV, 583–602
(1988)
5. Caffarelli, L.A.: A Harnack inequality approach to the regularity of free boundaries. Part II:
Flat free boundaries are Lipschitz. Commun. Pure Appl. Math. 42, 55–78 (1989)
6. Caffarelli, L.A., Jerison, D., Kenig, C.E.: Some new monotonicity theorems with applications
to free boundary problems. Ann. Math. 155, 369–404 (2002)
7. Caffarelli, L.A., Jerison, D., Kenig, C.E.: Global energy minimizers for free boundary problems
and full regularity in three dimensions. Contemp. Math. 350, 83–97 (2004)
8. De Silva, D.: Free boundary regularity for a problem with right hand side. Interfaces Free
Bound. 13, 223–238 (2011)
9. De Silva, D., Jerison, D.: A singular energy minimizing free boundary. J. Reine Angew. Math.
635, 1–21 (2009)
10. De Silva, D., Roquejoffre, J.: Regularity in a one-phase free boundary problem for the
fractional Laplacian. Ann. Inst. H. Poincare (C) Non Linear Anal. 29, 335–367 (2012)
11. De Silva, D., Ferrari, F., Salsa, S.: Two-phase problems with distributed source: regularity of
the free boundary. Anal. PDE 7(2), 267–310 (2014)
12. De Silva, D., Ferrari, F., Salsa, S.: Free boundary regularity for fully nonlinear non-
homogeneous two-phase problems. J. Math. Pures Appl. (9) 103(3), 658–694 (2015)
13. Feldman, M.: Regularity for nonisotropic two-phase problems with Lipshitz free boundaries.
Differ. Integr. Equ. 10, 1171–1179 (1997)
340 D. De Silva et al.

14. Feldman, M.: Regularity of Lipschitz free boundaries in two-phase problems for fully nonlinear
elliptic equations. Indiana Univ. Math. J. 50, 1171–1200 (2001)
15. Ferrari, F.: Two-phase problems for a class of fully nonlinear elliptic operators, Lipschitz free
boundaries are C1; . Am. J. Math. 128, 541–571 (2006)
16. Ferrari, F., Salsa, S.: Regularity of the free boundary in two-phase problems for elliptic
operators. Adv. Math. 214, 288–322 (2007)
17. Friedman, A., Liu, Y.: A free boundary problem arising in magnetohydrodynamic system. Ann.
Scuola Norm. Sup. Pisa Cl. Sci. 22, 375–448 (1994)
18. Lederman, C., Wolanski, N.: A two phase elliptic singular perturbation problem with a forcing
term. J. Math. Pures Appl. 86, 552–589 (2006)
19. Matevosyan, N., Petrosyan, A.: Almost monotonicity formulas for elliptic and parabolic
operators with variable coefficients. Comm. Pure Appl. Math 44, 271–311 (2011)
20. Savin, O.: Small perturbation solutions for elliptic equations. Commun. Partial Differ. Equ. 32,
557–578 (2007)
21. Varvaruca, E.: On the existence of extreme waves and the Stokes conjecture with vorticity. J.
Differ. Equ. 246, 4043–4076 (2009)
22. Varvaruca, E., Weiss, G.S: A geometric approach to generalized Stokes conjectures. Acta Math.
206, 363–403 (2011)
The Role of Fundamental Solution in Potential
and Regularity Theory for Subelliptic PDE

Andrea Bonfiglioli, Giovanna Citti, Giovanni Cupini, Maria Manfredini,

Annamaria Montanari, Daniele Morbidelli, Andrea Pascucci, Sergio Polidoro,
and Francesco Uguzzoni

Tu se’ lo mio maestro e ’l mio autore;

tu se’ solo colui da cu’ io tolsi
lo bello stilo che m’ha fatto onore1
Dante Alighieri

Abstract In this survey we consider a general Hörmander type operator, repre-

sented as a sum of squares of vector fields plus a drift and we outline the central
role of the fundamental solution in developing Potential and Regularity Theory
for solutions of related PDEs. After recalling the Gaussian behavior at infinity of
the kernel, we show some mean value formula on the level set of the fundamental
solution, which allow to obtain a comprehensive parallel of the classical Potential
Theory. Then we show that a precise knowledge of the fundamental solution leads
to global regularity results: estimates at the boundary or on the whole space. Finally
in the problem of regularity of non linear differential equations we need an ad hoc
modification of the parametrix method, based on the properties of the fundamental
solution of an approximating problem.

1
You are my master, and indeed my author;
It is from you alone that I have taken
The exact style for which I have been honoured.
Dante Alighieri, The Divine Comedy, translated by C.H. Sisson, Oxford University Press,
New York, 2008.
A. Bonfiglioli • G. Citti • G. Cupini • M. Manfredini • A. Montanari • D. Morbidelli () •
A. Pascucci • F. Uguzzoni
Dipartimento di Matematica, Università di Bologna, Bologna, Italy
e-mail: [email protected]; [email protected]; [email protected];
[email protected]; [email protected]; [email protected];
[email protected]; [email protected]
S. Polidoro
Dipartimento di Matematica, Università di Bologna, Bologna, Italy
Dipartimento FIM, Università di Modena e Reggio Emilia, Modena, Italy
e-mail: [email protected]

© Springer International Publishing Switzerland 2015 341

G. Citti et al. (eds.), Geometric Methods in PDE’s, Springer INdAM Series 13,
DOI 10.1007/978-3-319-02666-4_18
342 A. Bonfiglioli et al.

Keywords Potential theory • Subelliptic PDEs • Hörmander operators •

Poincaré inequality

Mathematical Subject Classification: 35A17, 35A08, 35R03, 35K70, 35H20,

35B65, 53C17

1 Introduction

In this paper we consider a general operator of the form

X
m
LA D aij .t; x/ Xi Xj  X0 (1)
i;jD1

where
X
N X
N
Xi D ij @xj ; X0 D @t C 0j @xj ;
jD1 jD1

and the coefficients ij only depend on the spatial variables x 2 RN . We also require
that X0 ; X1 ; X2 ; : : : ; Xm is a system of real smooth vector fields defined in some
domain D  Œ0; TŒ RN satisfying the Hörmander’s rank condition at any point:

rank.Lie.X0 ; : : : ; Xm /.t; x// D N C 1; 8 .t; x/ 2 D:

˚ m
The matrix A D aij .t; x/ i;jD1 is real symmetric and uniformly positive definite,
that is
Pm
1 jj2  i;jD1 aij .t; x/ i j   jj2 (2)

for some  > 0 and for every  2 RN and every .t; x/ 2 D. We will assign
degree 1 to the vector fields .Xi /iD1;:::;m , (denoted d.Xi / D 1), while d.X0 / D 2.
We will denote d..t; x/; .; // the Carnot-Carathéodory distance generated in D by
the vector fields X0 ; X1 ; : : : ; Xm with their degrees. Precisely for every pair of points
.t; x/ and .; /, we define
n ˇ
ˇ
d..t; x/;.; // D inf r > 0 ˇ there is a Lipschitz path  such that

X
m
.0/ D .t; x/; .1/ D .; /; and, for a.e. s,  0 .s/ D ˇi .s/Xi ..s//
iD0
o
with jˇi .s/j  r for i D 1; : : : ; m; and jˇ0 .s/j  r2 :
(3)
The Role of Fundamental in Potential and Regularity Theory 343

The Carnot-Carathéodory metric generated by the vector fields X0 ; X1 ; : : : ; Xm plays

a crucial role in the regularity theory for subelliptic degenerate operators.
After the celebrated Hörmander’s paper [65], where the explicit fundamental
solution of a Kolmogorov-type operator was computed, Folland [55], Rothschild
and Stein [97], Jerison and Sánchez-Calle [66] proved existence and asymptotic
behavior of the fundamental solution, under the assumption that A is the identity.
Almost at the same time, Franchi and Lanconelli [58] studied regularity of sum of
squares of diagonal vector fields and established a Poincaré type inequality. The
equivalence of several distances was proved by Nagel et al. in [88]. After that, in the
last 20 years we witnessed an extraordinary development of the theory of subelliptic
operators. We refer the reader to the book [23] and to the introduction of each section
of this paper, for more historical remarks and references.
A significant contribution to the development of Potential Theory of subelliptic
PDEs is due to Ermanno Lanconelli. His personal and original approach is based
on a far-reaching use of the fundamental solution in order to prove, in this setting, a
complete parallel of the classical Potential and Regularity Theory.
In this paper we take this perspective, and we describe from a unitary point of
view a number of results obtained by the authors in collaboration with him. In Sect. 2
we will recall Gaussian estimates of the fundamental solution of large classes of
operators of the type (1). In particular for the heat equation we discuss the results of
Bonfiglioli et al. [21, 22], Bramanti et al. in [28], and for the Kolmogorov operator
we quote the results of Polidoro [94], Lanconelli and Polidoro [76], Lanconelli and
Pascucci in [74]. In Sect. 3 we describe the quasi-exponential mappings, introduced
in Lanconelli and Morbidelli [73], which are a tool to obtain a Poincaré inequality.
Level sets of the fundamental solution are special families of balls, on which mean
value formulas have been proved by Citti et al. (see [42]), Lanconelli and Pascucci
(see [75]), which lead to another proof of the Poincaré inequality. Using the mean
value formulas, characterizations of subharmonicity were obtained by Bonfiglioli
and Lanconelli [13, 15, 17]. The optimality of these sets have been investigated by
Lanconelli [72], Abbondanza and Bonfiglioli [1], Kogoj et al. [69] and Kogoj and
Tralli [68]. The properties of the fundamental solution immediately imply internal
regularity of solutions. Here we are also interested in global regularity of solutions
which will be presented in Sect. 4. Precisely we will recall Schauder regularity up
to the boundary, by Manfredini in [79], and the estimates on the whole of space by
Bramanti et al. [29, 31]. Finally in Sect. 5 we conclude our survey with a discussion
on regularity of solutions of non linear-equations with nonlinearity in the vector
fields, and in particular of the Levi equation. For the case of C2 see [40, 44]. For the
Levi equation in CnC1 with n > 1, we refer to the regularity results in [49, 81, 83],
the counterexamples by Gutierrez et al. [62], and the symmetry results by Martino
and Montanari [80].
344 A. Bonfiglioli et al.

1.1 Applications to Complex Analysis, Finance and Vision

Equation (1) is a natural generalization of the classical equation which models

particle interactions in phase spaces. In this case the drift term expresses the
coupling position-velocity:

X
m
X0 D pj @qj C @t
jD1

and the matrix .aij / is the identity in the space of velocities:

1X 2 X
m m
LD @  pj @qj  @t ; .t; q; p/ 2 R Rm Rm : (4)
2 jD1 pj jD1

Kolmogorov constructed already in 1934 an explicit fundamental solution of (4)

(see (13) below) which is a C1 function outside the diagonal [70].
As it is well known, in this problem the propagation is expressed as a
2m-dimensional stochastic process Y D .P; Q/, and the fundamental solution
of (4) describes its transition density. As a result of the random collision, the
propagation of the P-variables is driven by a m-dimensional standard Brownian
motion W, while Q variables are related to the P by a natural differential equality.
Then the propagation is formalized as solution of the Langevin’s equation
(
dP.t/ D dW.t/;
(5)
dQ.t/ D P.t/dt:

In the deterministic expression, the differential relation between the variables is

coded as a 1-form. Clearly the fundamental solution of the more general Eq. (1) has
an analogous probabilistic meaning.
These models, introduced at microscopical level for the description of kinetic
theory of gases (see [36]), can be applied at meso-scopical level in biological
models, where the atoms are replaced by cells. Indeed simple cells of the cortex are
able to detect not only the intensity of the visual input, but also secondary variables,
typically gradient of perceived images or velocities of objects. The differential
relation between these variables allow to identify the cortical space as a phase space,
and to describe propagation of the visual signal with instruments similar to the ones
recalled above. Consequently propagation of the signal have been modeled with a
Kolmogorov-Fokker-Planck equation by Mumford [87], Williams and Jacobs [107],
August and Zucker [3], models with non linear differential equations are due to [41].
Also in financial mathematics, stochastic models involving linear and non linear
Kolmogorov type equations are relevant because they appear when considering
path-dependent contingent claims (see, for instance, [90]). More precisely, let us
assume that the price S of an asset is defined as in the Black-Scholes framework
The Role of Fundamental in Potential and Regularity Theory 345

 2
 
[10]: St D exp r  2 t C Wt where r and  denote the constant interest rate
and volatility respectively.R t Then the price u D u.t; St ; Yt / of a contingent claim
which depends on Yt D 0 log Ss ds; solves a Kolmogorov type equation (see, for
instance, [4]). Other examples of path-dependent models arising in finance can be
found in [56, 63].
As a generalization of the phase space, we can consider a general CR structure
or a real hyper-surface in Cn : in this case the analogous of the coupling position-
velocity is realized by the quasicomplex structure. The basis of the complex tangent
bundle is a lower dimensional distribution, described by a family of vector fields. In
particular, curvature equations are naturally expressed in terms of vector fields and
provide examples non linear Hörmander type PDE (see [39, 84]).

2 Fundamental Solutions of Linear Operators

The first aspect of the problem we want to face is the existence and Gaussian
estimates and of a fundamental solution for the operator of (1) with Hölder
continuous coefficients. The first existence results for operators of Hörmander type
operators, refer to sum of squares of vector fields, plus a drift term.

X
m
LI D Xi2  X0 : (6)
iD1

In this case the matrix .aij / in (1) is the identity. In particular Hörmander pointed out
in the introduction of his celebrated paper on hypoelliptic second order differential
equations [65] that the Kolmogorov method can also be applied to a class of
operators which generalize Eq. (4), but fall in the general framework (1). Uniform
but not Gaussian estimates, for families of Hörmander operators of this type,
were proved by Rothschild and Stein [97]. Gaussian but not uniform estimates
were proved by Jerison and Sánchez-Calle [66], via Gevrey regularity methods,
Varopoulos et al. [105], via semi-group theory, and by Kusuoka and Stroock [71],
via probabilistic techniques.
The results we plan to present here refer to non divergence form operators,
with C˛ coefficients, and the main results regarding the heat equation are due to
Bonfiglioli et al. [21, 22], Bramanti et al. in [28] while for the Kolmogorov operator
we quote the results of Polidoro [94], Lanconelli and Polidoro [76], Lanconelli and
Pascucci in [74].
The contribution of these papers are twofold: from one side they establish
uniform Gaussian bounds for the fundamental solution of a model operator of the
form

X
m
Lw D aij .w/Xi;w Xj;w  X0;w (7)
i;jD1
346 A. Bonfiglioli et al.

where .aij .w// are constant coefficients while the family .Xi;w / is can be the given
operators or a nilpotent and stratified approximation. This goal can be reached either
with probabilistic instruments or with an analytic approach:
They apply the Levi’s parametrix method to prove the results for operators with
Hölder continuous coefficients aij . The method is based on the approximation of
the fundamental solution A .zI / of the given operator by the fundamental solution
w .zI / of a model operator belonging of the previous studied class and obtained
by evaluating the coefficient at a point w and approximating the vector fields in a
neighborhood of each point w.
We present here the application of the method in two particularly significant
cases of Eq. (1): the Kolmogorov equation, which will be studied with stochastic
instruments and the heat equation, which will be studied with deterministic ones.

2.1 Kolmogorov Type Operators

We will call Kolmogorov type operators an operator of the form

X
m X
N
LA u.t; x/ WD aij .t; x/@xi xj u.t; x/ C bij xj @xi u.t; x/  @t u.t; x/; (8)
i;jD1 i;jD1

where aij satisfy condition (2). This operator clearly falls in the general framework
P
of Eq. (1), by choosing X0 D @t  Ni;jD1 bij xi @xj ; Xj D @j . In order to study its
fundamental solution, we will preliminary study a model operator

1X 2 X
m N
Ku.t; x/ WD @xj u.t; x/ C bij xj @xi u.t; x/  @t u.t; x/: (9)
2 jD1 i;jD1

The linear stochastic differential equation in RN associated to K is the following:

dZt D BZt dt C dWt ; Zs D z; (10)

where W is a standard m-dimensional Brownian motion, B is a N N constant matrix

and  is the N m constant matrix
 
I
D m (11)
0

where Im denotes the identity matrix in Rm . Then the solution of (10) is a Gaussian
process with mean vector

E ŒZt  D e.ts/B z;
The Role of Fundamental in Potential and Regularity Theory 347

and covariance matrix C0 .t  s/ where

Z t

C0 .t/ D e.t/B   e.t/B d; t  0:
0

Since  has dimension N m, the matrix C0 .t/ is generally only positive semi-
definite in RN , that is Zt possibly has degenerate multi-normal distribution. We
recall the well-known Kalman condition from control theory provides an operative
criterion for the positivity of C0 .t/: the matrix C0 .t/ is positive definite for t > 0 if
and only if

rank ; B; B2 ; : : : ; BN1  D N: (12)

Then (12) ensures that Zt has a Gaussian transition density

 
1 1 1 .ts/B .ts/B
G.s; yI t; x/ D p exp  hC0 .t  s/.x  e y/; x  e y :
.2/N det C0 .t  s/ 2
(13)
Furthermore G is the fundamental solution of the Kolmogorov PDE associated
to (10).
The fundamental solution under special assumptions has been found by Kol-
mogorov and Hörmander [65], but a systematic study of the operator (9) has been
done by Lanconelli and Polidoro in [76]. In particular they recognized that the
hypoellipticity is equivalent to the following explicit expression of B, with respect
to a suitable basis of RN : B D .bij /i;jD1;:::;N writes in the form
0 1
    
B B1    C
B C
B C
BDB 0 B2   C; (14)
B : :: :: :: :: C
@ :: : : : :A
0 0    Br 

where each Bj is a pj pj1 matrix with rank pj , with

X
r
p0 D m  p1      pr  1; pj D N; (15)
jD0

and the -blocks are arbitrary. Let us explicitly recall that the stratification condition
implies in a standard way that in canonical coordinates there is a dilation and a
translation naturally associated to the vector fields.
348 A. Bonfiglioli et al.

Using the existence of the fundamental solution for the constant coefficient
operator, from the parametrix method it follows:
 
Theorem 2.1 Assume that aij .t; x/ i;jD1;:::;m is symmetric with Hölder continuous
entries and satisfies (2) for some positive constant . Then the operator L defined
in (8) has a fundamental solution  . Moreover, for any T > 0 there exist some
positive constants c ; cC ;  ; C such that

c   .t; xI ; /   .t; xI ; /  cC  C .t; xI ; /;

ˇ ˇ C
ˇ@xj  .t; xI ; /ˇ  pc  C .t; xI ; /;
 t

for any .t; x/; .; / with 0 <   t < T. Here  ˙ is the fundamental solution of L
in (9) with constant coefficients aC C  
ij D  ıij ; aij D  ıij .

We outline the proof of Theorem 2.1 given in Polidoro [95] and Di Francesco
and Pascucci [51].
Sketch of the Proof. For fixed w 2 R1CN , we denote by w .zI / the fundamental
solution of the model operator Lw , with constant coefficients evaluated at the point w

X
m
Lw u WD aij .w/Xi Xj u  X0 :
i;jD1

Then we call parametrix the function

Z.zI / D  .zI /: (16)

We remark that Z is a good approximation of  near  and the expression of Z can

be estimated explicitly. Then we suppose that the fundamental solution takes the
form:
Z tZ
 .zI / D Z.zI / C Z.zI w/G.wI /dw: (17)
0 RN

In order to find the unknown function G, we impose that  is the solution to the
equation L .I / D 0 in 0; C1ΠRN : we wish to point out one more time, to
make this totally transparent, that the operator L acts on the variable z while the
point  is fixed. Then formally we obtain
“
0 D L .zI / D LZ.zI / C L Z.zI w/G.wI /dw
0;TŒRN
“
D LZ.zI / C LZ.zI w/G.wI /dw  G.zI /;
0;TŒRN
The Role of Fundamental in Potential and Regularity Theory 349

hence
“
G.zI / D LZ.zI / C LZ.zI w/G.wI /dw: (18)
0;TŒRN

Therefore G is a solution of an integral equation equivalent to a fixed-point problem

that can be solved by the method of successive approximations:

C1
X
G.zI / D .LZ/k .zI /; (19)
kD1

where

.LZ/1 .zI / D LZ.zI /;

“
.LZ/kC1 .zI / D LZ.zI w/.LZ/k .wI /dw; k 2 N:
0;TŒRN

It is possible to prove that there exists k0 2 N such that, for all T > 0 and  D
.0; y/ 2 R1CN , the function .LZ/k .I / is continuous and bounded for any k  k0 .
Moreover the series
C1
X
.LZ/k .I /
kDk0

converges uniformly on the strip 0; TΠRN . Furthermore, the function G.; /

defined by (19) is a solution to the integral equation (18) in 0; TΠRN and  in (17)
is a fundamental solution to L.
Remark 2.1 The method also gives some pointwise estimates of the fundamental
solution and its derivatives. We refer to Corielli et al. [48] where the accuracy of
the parametrix method is studied to obtain numerical approximations for financial
problems.
Remark 2.2 There exists a positive constant M and, for every T > 0, there exists
c D c.T/ > 0 such that
2 2
eMd..t;x/;.;y// =.t / ced..t;x/;.;y// =M.t /
 p   A ..t; x/; .; y//   p  (20)
cjB .t; x/; t   j jB .t; x/; t   j

for any .t; x/; .; y/ with 0 <   t < T, where d is the distance defined by the
vector fields. Gaussian estimates for a general equation like (1) have been obtained
by Boscain and Polidoro [26] and Cinti and Polidoro [37].
350 A. Bonfiglioli et al.

2.2 Gaussian Estimates for the Fundamental Solution of Heat

Operators

An other particularly notable class of operators of type (1) is given by the heat
operators

X
m
LA D aij .t; x/ Xi Xj  @t : (21)
i;jD1

For sum of squares of vector fields operators of the kind (1) with left invariant
homogeneous vector fields on Lie groups, Gaussian bounds have been proved by
Varopoulos (see [105] and references therein). In absence of a group structure,
Gaussian bounds have been proved, on a compact manifold and for finite time, by
Jerison and Sánchez-Calle [66], with an analytic approach and, on the whole RNC1 ;
by Kusuoka and Stroock, (see [71] and references therein), using the Malliavin
stochastic calculus.
In a long series of papers Bonfiglioli et al. [20–22], Bramanti et al. [28] and
Capogna et al. [35], proved new Gaussian bounds for the operator LA with Hölder
continuous coefficients. In the first papers the vector fields were assumed to belong
to a Carnot group. Then, in [28] the results are presented in the full generality of
C1 vector fields satisfying the Hörmander condition. In this last case, the operator
LA is initially assumed defined only on a cylinder R ˝ for some bounded ˝; but,
in order to obtain asymptotic estimates, it is extended to the whole space RNC1 , in
such a way that, outside a compact spatial set, it coincides with the classical heat
operator. Henceforth all our statements will be referred to this extended operator.
Theorem 2.2 (Gaussian Bounds) There exists a positive constant M and, for every
T > 0, there exists a positive constant c D c.T/ such that, for 0 < t    T,
x;  2 RN ; the following estimates hold
2 2
eMd.x;/ =.t / ced.x;/ =M.t /
 p   A .t; xI ; /   p 
cjB x; t   j jB x; t   j
2
ced.x;/ =M.t /
jXi A .t; I ; / .x/j   p 
.t  /1=2 jB x; t   j
2
ˇ ˇ ced.x;/ =M.t /
ˇXi Xj A .t; I ; / .x/ˇ C j@t A .; xI ; / .t/j   p 
.t  /jB x; t   j

where jB .x; r/ j denotes the Lebesgue measure of the purely spatial d-Carnot-
Carathéodory ball in RN .
We explicitly note that this estimate is analogous to the estimate (20) for the
Komogorov equation, but here the distance in Œ0; T RN splits in the sum of a
The Role of Fundamental in Potential and Regularity Theory 351

purely spatial one and a purely temporal one. Hence in this case

d2 ..t; x/; .; //2 d .x; /2

 CC
M .t  / M .t  /

allowing to discard the temporal part of the distance in the estimate.

As a main step in the proof of these bounds, they first consider constant
coefficients operators: the point here is to handle carefully the dependence on the
matrix A and obtain uniform estimates, in the ellipticity class of the matrix A. To
prove these uniform bounds, in [21] the authors exploited direct methods and the
previous results in [18, 19]. While in [28] the authors have followed as close as
possible the techniques of Jerison and Sánchez-Calle [66], the main new difficulties
being the following: first, they have to take into account the dependence on the
matrix A, getting estimates depending on A only through the number ; second, the
estimates have to be global in space, while in [66] they work on a compact manifold;
third, they need estimates on the difference of the fundamental solutions of two
operators which have no analogue in [66]. The procedure is technically involved, it
makes use of the uniform estimates [21] on groups, and a crucial role is played by
the Rothschild-Stein lifting theorem [97].
Once obtained the uniform estimates for the model operator with constant
coefficients, one can apply the Levi parametrix method and establish existence and
Gaussian bounds for the fundamental solution of the operators with variable Hölder
continuous coefficients aij .
Theorem 2.3 (Existence of a Fundamental Solution) Under the above assump-
tions, there exists a global fundamental solution A .t; xI ; / for LA in RNC1 , with
the properties listed below.
(i) A is a continuous function away from the diagonal of RNC1 RNC1 ;
A .t; xI ; / D 0 for t  : Moreover, for every fixed  2 R NC1
, A .I / 2
2;˛
Cloc .RNC1 n fg/, and we have

LA .A .I // D 0 in RNC1 n fg:

R
(ii) For every 2 C01 .RNC1 /, the function w.z/ D RNC1 A .zI / ./ d
2;˛
belongs to the class Cloc .RNC1 /, and we have

LA w D  in RNC1 .

(iii) Let   0 and T2 > T1 be such that .T2  T1 / is smallenough.  Then, for
every f 2 Cˇ .ŒT1 ; T2  RN / (where 0 < ˇ  ˛) and g 2 C RN satisfying the
growth condition jf .x; t/j; jg.x/j  c exp. d.x; 0/2 / for some constant c > 0,
the function
R R
u.x; t/ D RN A .t; xI T1 ; / g./ d C ŒT1 ;tRN A .t; xI ; / f .; / dd;
352 A. Bonfiglioli et al.

2;ˇ
x 2 RN ; t 2 .T1 ; T2 ; belongs to the class Cloc ..T1 ; T2 / RN / \ C.ŒT1 ; T2 
RN /. Moreover, u is a solution to the following Cauchy problem

LA u D f in .T1 ; T2 / RN ; u.; T1 / D g in RN :

The proof follows the same ideas of the analogous presented in the previous
section. The parametrix function is built starting from the fundamental solution w
of the constant coefficient operator

X
m
Lw D aij .w/ .t; x/ Xi Xj  @t :
i;jD1

2.3 Fundamental Solution of More General Operators

Operators in the form of sum of squares of Hörmander vector fields with drift

X
m
LD Xj2  X0 (22)
jD1

write in the form (1) as A is the m m identity matrix. Kogoj and Lanconelli consider
this kind of operators in [67], under the assumption that every pair of points .t; x/
and .; / with t <  can be joined by a Lipschitz path  which solves almost
everywhere the non-autonomous ODE

X
m
 0 .s/ D ˇi .s/Xi ..s// C ˇ0 .s/X0 ..s// (23)
iD1

with ˇ0 .s/  0 for almost every s. In the article [67], Kogoj and Lanconelli give
a list of examples of operators satisfying (23), that include, among other examples,
Kolmogorov operators, as well as heat operators with smooth coefficients. For this
family of operators, they prove the existence
˚ of a fundamental solution  .t; x; s; y/,
which is strictly positive in the set .x; t/ 2 RNC1 j t > s , and Gaussian upper
bounds for  . They also prove mean value formulas and Harnack inequalities for
the positive solutions of Lu D 0.
Based on the Harnack inequality proved in [67], and on the translation invariance,
Pascucci and Polidoro prove in [91] sharp lower bounds for the fundamental solution
of operators satisfying (23). More recently, the method used in [91] has been
extended in [38] to the study of Hormander operators that do not satisfy (23). For
instance, the operator L D @2x1 C x21 @2x2 C @t is considered in two space variables.
˚
The fundamental
 solution  D  .t; x; ; / is supported in the set .t; x/ 2 R3 jt >
; x2 > 2 , then no Gaussian estimates can be proved for this example. On the
The Role of Fundamental in Potential and Regularity Theory 353

other hand, upper and lower bound have been proved by combining PDE methods
and Malliavin calculus.

3 Balls, Mean Value Formulas and Potential Theory

An important aspect in the study of the geometric analysis associated with many of
the PDEs discussed so far is the investigation of the underlying geometric properties
naturally associated to these PDEs. Starting from the celebrated papers of Bony
[25] and of Nagel et al. [88], it became clear that the properties of the exponential
maps associated with the smooth vector fields play a crucial role in understanding
the equivalence of the distances of the spaces. This notion has been weakened by
Lanconelli and Morbidelli [73] to the notion of quasi exponential for Lipschitz
continuous vector fields. Then they proved a Poincaré inequality under a ball box
type assumption.
A complementary point of view, largely adopted by Lanconelli, is to choose the
level sets of the fundamental solution as privileged class of balls for the operator.
The main advantage of this perspective is that the level sets of the fundamental
solution reflect the main properties of the operator, and in particular they give
information on the directions of propagation, allowing to express in a natural and
intrinsic way the Poincaré inequality and the Potential Theory results, properties
which are classically expressed on the balls of the metric.
The first results extending the mean-value formulas from the classical Laplace
setting to the parabolic one are due to Pini [92], Watson [106], Fabes and Garofalo
[54], Lanconelli and Garofalo [60, 61]. In the sub-Riemannian setting, a mean value
theorem for sums of squares of vector fields has been proved by Hoh and Jacob
[64], Citti et al. [42], while the formula for general Kolmogorov type operators of
type (1) is due to Lanconelli and Pascucci [75]. It has been proved in [23, 33, 59]
that there is a strict relation between the existence of representation formulas and
the Poincaré inequality, which indeed are equivalent in some special cases.
The use of asymptotic average operators in the characterization of classical
subharmonic functions has a long history, starting with the papers [9] of Blaschke,
[93] of Privaloff, [6] of Beckenbach and Radó, up to the recent monograph [2] of
Armitage and Gardiner. This direction of research has been deeply developed in the
framework of Carnot groups by Bonfiglioli et al. in the monograph [23], and then
by Bonfiglioli and Lanconelli, who obtained new results concerning with: Harnack
and Liouville type theorems [11]; characterizations of subharmonicity [13] (see also
the very recent paper [17]); average formulas and representation theorems [17];
formulas of Poisson and Jensen type; maximum principles for open unbounded sets
[12]; the Dirichlet problem with Lp boundary data and the Hardy spaces associated
with them [14]; the Eikonal equation and Bôcher-type theorems for the removal of
singularities [15]; convexity properties of the mean-value formulas with respect to
the radius [24]; Gauss-Koebe and Montel type normality results [5].
354 A. Bonfiglioli et al.

Finally we quote some results of Lanconelli [72], Abbondanza and Bonfiglioli

[1], Kogoj et al. [69], Kogoj and Tralli [68], who characterized the set on which a
mean value formula can be proved as the level sets of the fundamental solution.

3.1 Almost Exponential Maps and Poincaré Inequality

The most classical result on exponential mappings and properties of control balls is
due to Nagel et al. [88].
An abstract version of these notions was provided in the paper [73] for a
family X1 ; : : : ; Xm of Lipschitz continuous vector fields in RN . Indeed the authors
introduced the notion of controllable almost exponential map and they showed that,
if a suitable ball-box inclusion holds, then one can get a proof of a Poincaré-type
inequality for the family X1 ; : : : ; Xm . Next we will describe such result.
Definition 3.1 Let ˝  RN be an open set and let Q be an open neighborhood of
the origin in RN . We say that a C1 map E W ˝ Q ! RN is an almost exponential
map if:
(i) The map Q 3 h 7! E.x; h/ is one-to-one for each x 2 ˝.
(ii) There is C0 > 1 such that
ˇ @E ˇ ˇ @E ˇ ˇ @E ˇ
ˇ ˇ ˇ ˇ ˇ ˇ
0 < C01 ˇdet .x; 0/ˇ  ˇdet .x; h/ˇ  C0 ˇdet .x; 0/ˇ for all h 2 Q.
@h @h @h
An almost exponential map is controllable if there are a hitting time T > 0 and a
control function  W ˝ Q Œ0; T ! RN such that:
(iii) For each .x; h/ 2 ˝ Q, the path t 7! .x; h; t/ is subunit and it satisfies
.x; h; 0/ D x and .x; h; T.h// D E.x; h/ for some T.h/  T.
(iv) For each h 2 Q and t 2 Œ0; T.h/, the map x 7! .x; h; t/ is one-to-one, of
class C1 and it satisfies for some C0 > 1
ˇ @ ˇ
ˇ ˇ
ˇdet .x; h; t/ˇ  C01 for all x 2 ˝, h 2 Q and t 2 Œ0; T.h/.
@x
Let us recall also the local doubling condition for the Lebesgue measure of
control balls: for any compact K there is CD and r0 > 0 such that

jB.x0 ; 2r/j  CD jB.x0 ; r/j for all x0 2 K and r  r0 :

Now we are ready to give a condition which ensures the Poincaré inequality.
Theorem 3.1 ([73], Theorem 2.1) Let X1 ; : : : ; Xm be a family of locally Lipschitz-
continuous vector fields in RN . Assume that the Lebesgue measure of Carnot–
Carathéodory balls is locally doubling. Let K  RN be a compact set and let
The Role of Fundamental in Potential and Regularity Theory 355

B D B.x0 ; r/ be a ball such that x0 2 K and r  r0 . Assume that for a suitable

C0 > 0 there are open sets Q f0g, ˝  B and an almost exponential map
E W ˝ Q ! RN such that
(1) j˝j > C01 jBj.
(2) The map E is controllable with a control  having hitting time T  C0 r.
(3) we have the inclusion B  E.x; Q/ for each x 2 ˝.
Then, there is a constant C1 depending on C0 and CD such that
Z Z
ju.x/  uB jdx  C1 r jXu.x/jdx for all u 2 C1 .C1 B/: (24)
B C1 B

Remark 3.1 Here uB denote the standard average on the ball B:

Z
1
uB D u.y/dy:
jBj B

In the next section we will give a different definition of mean, to be used when the
vector fields are associated to an operator.
For the proof we refer to the original paper [73]. Here we note that the method
has been tested successfully in the case of Hörmander vector fields, with regular
and non regular coefficients and on a class of vector fields introduced by Franchi
and Lanconelli [57, 58] which have the form

X1 D @x1 ; X2 D 2 .x1 /@x2 ; ::: ; Xn D n .x1 ; : : : ; xn1 /@xn ;

where the functions j satisfy suitable assumptions. We refer to the discussion

in [73, Sect. 3] for the proof that these vector fields fit in the framework of
controllable almost exponential maps. Further results with minimal assumptions on
the coefficients are due to [85], and with a slightly different technique to [30].

3.2 Mean Value Formulas on Level Sets and Poincaré

Inequality

We will present here mean value formulas, which have been constructed for different
operators: in the subelliptic setting: by Citti et al. for sum of squares [42], Lanconelli
and Pascucci for Kolmogorov-type operators [75]. The first corollary will be a
Poincaré formula, to be compared with the one established in the previous section.
Let us consider a particular operator of type (1)

X
N
LA WD aij Xi Xj C X0 (25)
i;jD1
356 A. Bonfiglioli et al.

for a constant coefficient matrix .aij / satisfying (2). We will denote

˚ 
˝r .x/ WD y 2 RN W  .x; y/ > 1=r ;

so that @˝r .x/ will be the level set of  .

Let ˝ RN be an open set and suppose u is u.s.c. on ˝. For every fixed ˛ > 0,
and every x 2 RN and r > 0 such that ˝r .x/  ˝, we define the Surface Mean mr
and the Solid Mean Mr for a function u:
Z
aij .y/Xi x .y/Xj x .y/
mr .u/.x/ D u.y/ d.y/; (26)
@˝r .x/ jrE x .y/j
Z
˛C1 r
Mr˛ .u/.x/ D ˛ m .u/.x/ d; (27)
r˛C1 0

where rE denotes the Euclidean gradient, and x .y/ D  .x; y/. Here  denotes the
Hausdorff .N  1/-dimensional measure in RN . We also denote
Z Z 
˛C1 r
˛
Ir .x/ D ˛C1  aij Xi  .x; y/Xj u.y/ dy d: (28)
r 0 ˝ .x/

The following theorem, for the special case X0 D 0 has been proved in
[42], A general formula has been established by Lanconelli and Pascucci [75] for
Kolmogorov equations, which reduces to the following one, when divX0 D 0.
Theorem 3.2 Then, for every function u of class C2 on an open set containing
˝r .x/, we have the following mean value formulas:
Z
u.x/ D mr .u/.x/ aij Xi  .x; y/Xj u.y/ dy; u.x/ D Mr˛ .u/.x/Ir .x/: (29)
˝r .x/

In [45] the authors remarked that the Poincaré inequality can be obtained by
means of the mean value formula for a very special class of vector fields, with
minimal regularity of the coefficients in the same spirit of Bramanti et al. [30]
and Montanari and Morbidelli [85]. Precisely when X0 D 0, and there exists a
continuous function ' such that

Xi D @xi  xiCn @x2n ; Xn D @xn C 2'.x/@x2n ; XiCn D @xiCn C xi @x2n ; (30)

i D 1; : : : ; n  1: These vector fields satisfy the Hörmander condition, and ' is

continuous, so that there is a CC distance associated to these vector fields.
Theorem 3.3 Let ˝ be an open set. Assume that the functions ' and u are Lipschitz
continuous defined on ˝ with respect to the CC distance associated to these
vector fields. For every compact set K  ˝ there exist positive constants C1 ; C2
The Role of Fundamental in Potential and Regularity Theory 357

with C2 > 1 (depending continuously on the Lipschitz constant of ') such that if
˝C2 r .Nx/  K, we have
Z Z
ju.x/  u˝r .Nx/ jdx  C1 r jruj:
˝r .Nx/ ˝C2 r .Nx/

3.3 L-Subharmonicity and Average Operators

As we shall see soon, mean value formulas naturally allow the characterizations of
the L -subharmonic functions, and the derivation of an in-depth Potential Theory
for L .
Let
X
N
L WD @xi .ai;j .x/ @xj / D div.A.x/ r/ (31)
i;jD1

be a linear second order PDO in RN , in divergence form, with C1 coefficients and

such that the matrix A.x/ WD .ai;j .x//i;jN is symmetric and nonnegative definite at
any point x D .x1 ; : : : ; xN / 2 RN . The operator L is (possibly) degenerate elliptic.
However, we assume that L is not totally degenerate at every point. Precisely, we
assume that the following condition holds: there exists i 2 f1; : : : ; Ng such that
ai;i > 0 on RN . This condition, together with A.x/  0, implies the well-known
Picone’s Maximum Principle for L .
A function h will be said L -harmonic in an open set ˝ RN if h 2 C2 .˝; R/
and L h D 0 in ˝. An upper semicontinuous function (u.s.c. function, for short)
u W ˝ ! Œ1; 1/ will be called L -subharmonic in ˝ if:
1. The set ˝.u/ WD fx 2 ˝ j u.x/ > 1g contains at least one point of every
(connected) component of ˝, and
2. For every bounded open set V  V  ˝ and for every L -harmonic function
h 2 C2 .V; R/ \ C.V; R/ such that u  h on @V, one has u  h in V.
We shall denote by S .˝/ the family of the L -subharmonic functions in ˝.
It is well known that the subharmonic functions play crucial roles in Potential
Theory of linear second order PDEs (just think about Perron’s method for the
Dirichlet problem) as well as in studying the notion of convexity in Euclidean and
non-Euclidean settings.
Our main assumption on L is that it is C1 -hypoelliptic in every open subset of
R . We further assume that, in the spirit of the rest of the present paper, L admits
N

a nonnegative global fundamental solution

RN RN n fx D yg 3 .x; y/ 7!  .x; y/ 2 R;

with pole at any point of the diagonal fx D yg of RN and vanishing at infinity.

358 A. Bonfiglioli et al.

We are then able to define suitable mean value operators on the level sets of  .
We explicitly remark that study of the integral operators related to general PDOs
considered in this paper is complicated by the presence of non-trivial kernels. For
instance, when L in (31) is a sub-Laplacian on a stratified Lie group G, the kernels
appearing in the relevant mean-integrals cannot be identically 1, unless G is the
usual Euclidean group .RN ; C/, as it is proved in [15].
Definition 3.2 (Mean-Integral Operators) Let x 2 RN and let us consider the
functions, defined for y ¤ x,
˝ ˛
A.y/rx .y/; rx .y/
x .y/ WD  .x; y/; Kx .y/ WD :
jrx .y/j

We will call surface mean integral operator and solid mean integral operator, the
two mean operators mr and Mr defined in (26) and (27), respectively. Furthermore,
for every x 2 RN and every r > 0, we set
Z  Z
1 ˛C1 r ˛
qr .x/ D x .y/  dy; Qr .x/ D ˛C1  q .x/ d;
˝r .x/ r r 0
Z
1  ˛ 
!r .x/ D ˛C1
r  x˛ .y/ dy:
˛r ˝r .x/

Remarkable mean-value formulas generalizing the classical Gauss-Green formulas

for Laplace’s operator and the ones in Theorem 3.2 hold true also in this more
general setting:
Theorem 3.4 (Mean-Value Formulas for L ) Let mr ; Mr˛ be the average opera-
tors in Definition 3.2. Let also x 2 RN and r > 0.
Then, for every function u of class C2 on an open set containing ˝r .x/, we have
the following L -representation formulas:
Z  1
u.x/ D mr .u/.x/   .x; y/  L u.y/ dy; (32)
˝r .x/ r
Z Z  
˛C1 r ˛ 1
u.x/ D Mr˛ .u/.x/  ˛C1   .x; y/  L u.y/ dy d: (33)
r 0 ˝ .x/ 

We shall refer to (32) as the Surface Mean-Value Formula for L , whereas (33) will
be called the Solid Mean-Value Formula for L .
Before stating our main theorem, we need two definitions. With the same notations
as in the previous paragraph, an u.s.c. function u defined on an open subset ˝ of RN
will be called m-continuous in ˝ if

lim mr .u/.x/ D u.x/; for every x 2 ˝.

r!0
The Role of Fundamental in Potential and Regularity Theory 359

Analogously, u is said to be M ˛ -continuous in ˝ if lim Mr˛ .u/.x/ D u.x/, for every

r!0
x 2 ˝.
Finally, let I R be an interval and suppose that ' W I ! R is a strictly monotone
continuous function. We say that f W I ! R is '-convex if

'.r2 /  '.r/ '.r/  '.r1 /

f .r/  f .r1 / C f .r2 /;
'.r2 /  '.r1 / '.r2 /  '.r1 /

for every r1 ; r; r2 2 I such that r1 < r < r2 .

We are ready to present our main result (see [17, 24]). This generalizes previous
results in [13]; in the case of sub-Laplacians on Carnot groups, the paramount role
of mean value operators is shown in [1, 5, 11, 12, 14–16]; see also the comprehensive
monograph [23].
Theorem 3.5 (Characterizations of Subharmonicity) Suppose L satisfies the
above axioms. Let ˝ be an open subset of RN and let u W ˝ ! Œ1; 1/ be
an u.s.c. function such that ˝.u/ D fx W u.x/ > 1g contains at least one point of
every component of ˝.
Let qr ; Qr ; !r be as in Definition 3.2. Let also R.x/ WD supfr > 0 W ˝r .x/ ˝g.
Then, the following conditions are equivalent:
1. u 2 S .˝/ with respect to L .
2. u.x/  mr .u/.x/, for every x 2 ˝ and r 2 .0; R.x//.
3. u.x/  Mr˛ .u/.x/, for every x 2 ˝ and r 2 .0; R.x//.
4. It holds that

mr .u/.x/  u.x/
lim sup  0; for every x 2 ˝.u/.
r!0 qr .x/

5. It holds that

Mr˛ .u/.x/  u.x/

lim sup  0; for every x 2 ˝.u/.
r!0 Qr .x/

6. u is m-continuous in ˝, and r 7! mr .u/.x/ is monotone increasing on .0; R.x//,

for every x 2 ˝.
7. u is M ˛ -continuous in ˝, and r 7! Mr˛ .u/.x/ is monotone increasing on
.0; R.x//, for every x 2 ˝.
8. u is m-continuous in ˝, and

Mr˛ .u/.x/  mr .u/.x/;

for every x 2 ˝ and every r 2 .0; R.x//.

9. u is m-continuous in ˝, and

mr .u/.x/  Mr˛ .u/.x/

lim inf  0; for every x 2 ˝.u/.
r!0 !r .x/
360 A. Bonfiglioli et al.

10. u is M ˛ -continuous in ˝, u 2 L1loc .˝/ and L u  0 in the weak sense of

distributions.
1
11. u is m-continuous and the map r ! 7 mr .u/.x/ is -convex on .0; R.x//, for
r
every x 2 ˝ (or, equivalently, for every x 2 ˝.u/).
12. u is M ˛ -continuous and, for every x 2 ˝ (or, equivalently, for every x 2 ˝.u/),
1
the map r 7! Mr˛ .u/.x/ is ˛C1 -convex on .0; R.x//, for some (or for every)
r
˛ > 0.
Furthermore, if u 2 S .RN / we have the following results:
13. The functions x 7! mr .u/.x/; Mr˛ .u/.x/ are L -subharmonic in RN , finite
valued and continuous.
14. Let u be the L -Riesz measure of u; the maps r 7! mr .u/.x/ and r 7! Mr˛ .u/.x/
can be prolonged with continuity up to r D 0 if and only if x 2 ˝.u/.
Furthermore, for every x 2 ˝ and r 2 .0; R.x//, one has the following
representation formulas (of Poisson-Jensen type):
Z
u .˝ .x//
r
u.x/ D mr .u/.x/  d
0 2
Z  1
D mr .u/.x/   .x; y/  du .y/;
˝r .x/ r
Z r Z !
˛C1   1 
˛
u.x/ D Mr .u/.x/  ˛C2
f˛ ./  f˛ du .y/ d
0  ˝ .x/  .x; y/
Z Z  
˛ ˛C1 r ˛ 1
D Mr .u/.x/  ˛C1   .x; y/  du .y/ d:
r 0 ˝ .x/ 

When x … ˝.u/, all the sides of these formulas are 1, and this happens if
and only if u .fxg/ > 0.
The equivalences (1)–(9) do not require the hypoellipticity of L , which is only used
in (10)–(14) (requiring Riesz-type representation results).
We observe that Theorem 3.5 provides new insight on the Potential Theory for
operators in divergence form, which are not necessarily in the form of Hörmander
sums of squares, nor left invariant on some Lie group (see [17, 24]).
Finally we mention some results of Lanconelli [72], Abbondanza and Bonfiglioli
[1], Kogoj et al. [69], Kogoj and Tralli [68]: in these papers, it is proved, for several
classes of PDOs, that the sets on which a mean value formula can be obtained are
precisely the level sets of the fundamental solution. For instance the inverse mean
value theorem for L states the following: let K0 .y/ be as in Definition 3.2 and let
us set d.y/ WD K0 .y/ dy; let D be a bounded open neighborhood of 0 such that
Z
1
u.0/ D u.y/ d.y/; (34)
.D/ D
The Role of Fundamental in Potential and Regularity Theory 361

for every u which is L -harmonic and -integrable on D. Then, necessarily, D D

˝r .0/ for some r > 0. More precisely, it suffices to suppose that (34) holds for the
family of the L -harmonic functions on D of the form D 3 y 7!  .y; x/, for x … D.

4 Global Regularity Results

Interior Schauder and Lp estimates can be obtained as a direct consequence of

existence of the fundamental solution. A much more delicate problem is the problem
of global regularity results, namely regularity on the whole space, or regularity at
the boundary.
We provide here a couple of results, obtained using potential theory and existence
of the fundamental solution, proved in the previous section.

4.1 A First Regularity Result at the Boundary

An essential play in study of the existence and regularity theory of the equation
Lu D f where L is the operator in (8) is the derivation of the Schauder estimates
in terms of weighted interior norms. Such apriori estimates allow to extends the
results of potential theory to the class of L having Hölder continuous coefficients
and to establish the solvability of the Dirichlet problem in the generalized sense.
For continuous boundary values and a suitably wide class of bounded open set the
proof of solvability of the Dirichlet problem can be achieved entirely with interior
estimates.
Interior Schauder’s estimates for the Kolmogorov operator (6) are proved in
Shatyro [99], for the operator (8) in the homogeneous case by Manfredini in [79]
and in the non homogeneous case in Di Francesco and Polidoro [52]. In Lunardi
[78] global estimates with respect to the spatial variable are proved for operator (8)
with constant coefficients aij .
We denote by Cd˛ .˝/ the space of the Hölder continuous function whose norms
j  j˛;dI˝ are weighted by the distance to the boundary of the bounded open set
˝. Schauder’s type estimate can be proved using classical arguments, based on a
representation formula for the second derivatives of smooth functions in terms of
the fundamental solution of the operator and on its bounds in Theorem 2.1.
Theorem 4.1 (Schauder Interior Estimates) Let ˝ be a bounded open set, f 2
2C˛
Cd˛ .˝/, and let u be a bounded function belonging to Cloc .˝/ such that Lu D f in
2C˛
˝. Then u 2 Cd .˝/ and there exists a positive constant c, independent of u, such
that

juj2C˛;dI˝  c .sup juj C jd2 f j˛;dI˝ /:

˝
362 A. Bonfiglioli et al.

Here jd2 f j˛;dI˝ denotes the following norm :

2C˛ jf .z/  f ./j

jd2 f j˛;dI˝ D sup dz2 jf .z/j C sup dz;
z2˝ z;2˝;z¤ d.z; /˛

where dz D infw2˝ d.z; w/ and dz; D minfdz ; d g.

And

X
m
ju.z/  u./j
2C˛
juj2C˛;dI˝ D sup ju.z/j C sup dz j@xi u.z/j C sup dz;
z2˝ iD1 z2˝ z;2˝;z¤ d.z; /˛

X
m
j@xi u.z/  @xi u./j
2C˛
C sup dz; C jd2 X0 uj˛;dI˝
iD1 z;2˝;z¤
d.z; /˛

X
m
C jd2 @2xi xj uj˛;dI˝ :
i;jD1
(35)
Using Schauder apriori estimates we can extend potential theory to the operator
L with Hölder continuous coefficients. In fact, L endows RNC1 with a structure of
ˇ-harmonic space (according to the classical definition in [47]). Precisely, if U is
2C˛
a bounded subset of RNC1 the space .U; H L / of L-harmonic Cloc .U/ functions
satisfies the axiom of positivity and separation, the Doob convergence property and
finally the property of resolutivity. In particular the last axiom requires that there
exists a basis (for the Euclidean topology) of bounded open set V called H L -regular
set such that the Dirichlet problem

Lu D 0 in V;
(36)
u D ' in @V; ' 2 C.@V/

is univocally solvable. We cannot expect that the parabolic cylinders are H L -regular
set. A geometric condition on @V ensuring the solvability of (36) is a generalization
of the Poincaré exterior ball condition. Precisely, we assume that for every z0 2 @V
there exists a L-non-characteristic outer normal  2 RNC1 such that Beucl .z0 C
; jj/  RNC1 n V and

X
m
aij z0 h; Xi ih; Xj i > 0:
i;jD1

The construction of a basis of H L -regular sets is proved using an argument due a

Bony [25] and the method of continuity.
The general potential theory ensures the existence of a generalized solution in
the sense of Perron-Wiener-Brelot-Bauer of the Dirichlet problem in an arbitrary
The Role of Fundamental in Potential and Regularity Theory 363

bounded open set ˝. This solution assumes the boundary data at every L-regular
point. A point z0 is L-regular if there exists a local barrier at z0 .
Theorem 4.2 Manfredini [79] (Existence of a Generalized Solution). Let ˝ be a
bounded open set, f 2 C˛ .˝/ and ' 2 C.@˝/. Then, there exists a solution u 2
2C˛
Cloc .˝/ of Lu D f in ˝ such that limz!z0 u.z/ D 'z0 for every L-regular point
z0 2 @˝.
Geometric properties of the boundary determine the continuous assumption of
boundary values. In the paper [79] the author introduce an exterior cone type
condition which extends the classical Zaremba criteria for the regularity of the
boundary points and a boundary condition for the Kolmogorov operator in R3
proved in [89]. Besides, a geometric condition ensures the regularity for the L-
characteristic boundary point, when the Fichera function X0 z0 is positive definite.
Related results on the regularity of boundary points for the Dirichlet problem are
also proved in [77, 102–104].

4.2 A Global Regularity Result in Lp Spaces

We conclude this section with Lp -regularity results on the whole space for degen-
erate Ornstein-Uhlenbeck operators obtained by Bramanti et al. in [29] (constant
coefficients) and [31] (variable coefficients).
The class of operators considered in [29] is

X
p0
A D aij Xi Xj C X0 ;
i;jD1

P
where 1  p0  N, Xi D @xi and X0 D Ni;jD1 bij xi @xj : Here A D .aij /1i;jp0 and
Bt D .bij /1i;jN are constant coefficient matrices. Moreover, Bt has the structure
described in (14) and A satisfies the ellipticity assumption (2), with p0 in place of m.
The evolution operator corresponding to A , that is

L D A  @t ,

is a Kolmogorov-Fokker-Planck ultraparabolic operator, studied in Sect. 2.1. For

this operator, Lp global estimates on the strip S D RN Œ1; 1 have been proved in
[29].
Theorem 4.3 For every p 2 .1; 1/ there exists a constant c > 0 such that

@2xi xj u  c kLukLp .S/ for i; j D 1; 2; : : : ; p0 ; (37)

Lp .S/
364 A. Bonfiglioli et al.

for every u 2 C01 .S/ : The constant c depends on p; N; p0 , the matrix B and the
number  in (2).
As a by-product of the above result, global Lp .RN / estimates are deduced for the
operator A .
Theorem 4.4 For every p 2 .1; 1/ there exists a constant c > 0; such that for
every u 2 C01 RN one has:
n o
@2xi xj u  c kA ukLp .RN / C kukLp .RN / for i; j D 1; 2; : : : ; p0 : (38)
Lp .RN /

We point out that the estimates of [97] for these type of operators only allow to get
local estimates in Lp , while the results presented here are global.
The same authors prove in [31] similar estimates in the case of variable
coefficients aij , entries of the matrix A. Precisely, if aij are uniformly continuous
and bounded functions in RN , estimates analogous to (37) (with S D RN ŒT; T,
for some T > 0) and (38) still hold true. The proofs of the results in [31] rely on
a freezing argument, that allows to exploit results and techniques contained in [29],
and useful estimates proved in [52, 76].
Let us describe now the general strategy of the proof of Theorem 4.3, as well as
the main difficulties.
Since B has the structure described in (14), with the -blocks possibly not null,
the operator L is left invariant with respect to a suitable Lie group of translations,
but, in general, is not homogeneous. A basic idea is that of linking the properties of
L to those of another operator of the same kind, which not only is left translation
invariant, but is also homogeneous of degree 2 with respect to a family of dilations.
Such an operator L0 always exists under our assumptions by Lanconelli and Polidoro
[76], and has been called “the principal part” of L. Note that the operator L0 fits
the assumptions of Folland’s theory [55]. The authors exploit the fact that, by
results proved in [52], the operator L has a fundamental solution  with some good
properties. First of all,  is translation invariant and has a fast decay at infinity,
in space; this allows to reduce the desired Lp estimates to estimates of a singular
integral operator whose kernel vanishes far off the pole. Second, this singular kernel,
which has the form  @2xi xj  where is a radial cutoff function, satisfies “standard
estimates” (in the language of singular integrals theory) with respect to a suitable
“local quasisymmetric quasidistance” d, which is a key geometrical object in the
paper under consideration. Namely,

d .z; / D  1 ı z (39)

where  1 ı z is the Lie group operation related to the operator L; while kk is
a homogeneous norm related to the principal part operator L0 (recall that L does
not have an associated family of dilations, and therefore does not have a natural
homogeneous norm). This “hybrid” quasidistance does not fulfill enough good
properties in order to apply the standard theory of “singular integrals in spaces of
The Role of Fundamental in Potential and Regularity Theory 365

homogeneous type” (in the sense of Coifman and Weiss [46]). Hence, an ad hoc
theory of singular integrals in nonhomogeneous spaces (see [27]) and a nontrivial
covering argument are applied to get the desired Lp bound.

5 Non Linear Curvature Equations

We conclude this review studying non linear PDE’s. The standard prototype of non
linear equations have always been minimal surfaces and curvature equations. Also
in the setting of CR manifolds and subriemannian spaces, curvature equations can
be chosen as the prototype of non linear equations. These equations describe the
curvature or the evolution of a graph, with respect to vector fields, (or a metric)
dependent on the graph itself. This is why curvature equation in this setting can be
expressed in the form (1), where the coefficients ij D ij .u; Xi u/ of the vector fields
depend on the solution or its intrinsic derivatives. Equations of this type naturally
arise while studying curvature equations in CR manifolds, called Levi Equation
[39, 84], Monge-Ampère equation [96, 98] or minimal graphs in the Heisenberg
group (see for instance [34, 50, 86]), as well as in mathematical finance [43, 53].
Here we will focus in particular on Levi equations, for which much of the
technique has been developed.

5.1 Regularity Results for the Levi Equations

The Levi curvatures of a graph is the formal complex analogous of the curvature
operator in RN . Namely it is the determinant of Levi form of a real hypersurface
in CnC1 (or elementary symmetric functions of it). We can always assume that the
surface M is the graph of a C2 function u W ˝ ! R, where ˝ R2nC1 is open. We
identify R2nC1 R with CnC1 , and denote

z D .x; y/ D .z1 ; : : : ; zn ; znC1 /; zj D x2j1 C ix2j ; 1  j  n; znC1 D x2nC1 C iy:

We let

.u/ D f.x; y/ 2 ˝ R W y D u.x/g graph of u:

Calling f .x; y/ D y  u.x/, the Levi form associated with f at the point p D .x; u.x//
is the following Hermitian form:

X
nC1
Lp .u; / D fj;kN .p/j Nk ;  2 TpC ..u//;
j;kD1
366 A. Bonfiglioli et al.

where TpC .u/ denotes the complex tangent space to the graph of u. If we denote
by h the complexified second fundamental form, it turns our that hp .; / N D
1
Lp .u; / for all  2 TpC ..u//. Let 1 .p/; : : : ; n .p/ be the eigenvalues of
j@f .p/j
h. For 1  m  n;  .m/ denotes the m-th elementary symmetric function and

1
Kp.m/ .@D/ WD  .m/ .1 ; : : : ; n /;
. mn /

we define the m-th Levi curvature operator as

L .m/ .u/.x/ WD Kp.m/ ..u//; x 2 ˝;

(see the papers by Bedford and Gaveau [7], by Tomassini [101], and by Lanconelli
and Montanari [84]).
The Levi form has been introduced by E.E. Levi and used by Oka, Bremmerman
and Norgouet in order to characterize domains of holomorphy. The first existence
results were obtained in the Levi flat case, i.e. null Levi form, by Bedford and
Gaveau [7] and by Bedford and Klingenberg [8]. They used a purely geometric
approach, which does not work in the non Levi flat case. Slodkowski and Tomassini
in [100] introduced a PDE’s approach in studying boundary value problems for
the prescribed Levi curvature equation with curvature different from zero at any
point and proved L1 a-priori bound for the gradient. However the degeneracy of
the equation did not allow the mentioned authors to obtain internal regularity with
standard instruments. Almost 10 years later the work by Slodkowski and Tomassini,
in [39] G. Citti recasted the problem in dimension n D 1 in the set of sum of squares
of vector fields. Precisely, choosing the coefficients of the vector fields Xi D ij @xj
of (1) as ij D ıij for i D 1; 2,
u x2  u x1 u x3 u x1 C u x2 u x3
13 .Du/ D ; 23 .Du/ D 
1 C u2x3 1 C u2x3

and the Levi Curvature operator for n D 1 can be expressed as

L .1/ u
L .1/ u D .X12 u C X22 u/ .1 C u2x3 / and ŒX1 ; X2  D  @x :
1 C u2x3 3

This representation tells us that, while prescribing the curvature, we can control
the rank of the Lie algebra generated by the vector fields, allowing to apply to the
equation the theory of subriemannian operators. E. Lanconelli and A. Montanari
studied the problem in full generality (see [84]) proving that L .m/ can be written as
follows:
2n
X
.m/
L .u/.x/ D aj;k Zj Zk .u/; u 2 C2 .˝; R/; ˝  R2nC1
j;kD1
The Role of Fundamental in Potential and Regularity Theory 367

where
• Zj D @xj C aj @x2nC1 ; aj D aj .Du/; j D 1;    ; 2n:
• .aj;k /j;kD1;:::;2n is symmetric and aj;k D aj;k .Du; D2 u/:
Then, if j ¤ k, we have : Zj;k WD ŒZj ; Zk  D qj;k @x2nC1 : When computed on m-
strictly pseudoconvex functions, i.e., on functions satisfying L .k/ .u/.x/ > 0 for
every x 2 ˝ and 1  k  m, the operator L .m/ displays a subelliptic property.
Precisely:
• For every x 2 ˝; qj;k .x/ ¤ 0 for suitable j; k.
• The matrix .aj;k .x//j;kD1;:::;2n is strictly positive definite at any point x 2 ˝:
Therefore, if u is m-strictly pseudoconvex, L .m/ is elliptic only along the 2n
linearly independent directions Zj D @xj C aj @x2nC1 ej C aj enC1 ; j D 1; : : : ; 2n,
and the missing ellipticity direction e2nC1 is recovered by commutation. This
commutation property can be restated as follows:

dim.spanfZj .x/; Zj;k .x/ W j; k D 1; : : : ; 2ng/ D 2n C 1; for every x 2 ˝:

We would also like to stress that L .m/ is a PDO in R2nC1 , which is fully nonlinear
if n > 1:
From the subelliptic properties of L .m/ several crucial results follow. Here we
only mention a Strong Comparison Principle and a regularity result.
Theorem 5.1 (Strong Comparison Principle) Let u; v W ˝ ! R, where ˝
R2nC1 is open and connected. Assume u and v strictly m-pseudoconvex and
(i) u  v in ˝, u.x0 / D v.x0 / at x0 2 ˝.
(ii) L .m/ .u/  L .m/ .v/ in ˝:
Then u D v in ˝ (see [39] for n D 1, [84] for the general case).
Theorem 5.2 (Smoothness of Classical Solutions) Let u 2 C2;˛ .˝/ be a strictly
m-pseudoconvex solution to the K-prescribed Levi curvature equation

L .m/ .u/ D K.; u/ in ˝:

If K is strictly positive and C1 in its domain, then u 2 C1 .˝/ (see [40] for n D 1,
[83] for 1  m and [81] for the general case 1  m  n).
Strategy of the Proof for n=1. In the low dimensional case, the proof of regularity
is based on an ad hoc approximation method, similar to the parametrix method (see
Sect. 2). The difficult here is the fact that the approximation has to be applied to the
vector fields, not to the metric of the space. Following [97], the approximating vector
fields Xi;w of Xi are obtained via Taylor approximation. The additional difficulty here
is due to the fact that a function differentiable in the direction of the vectors Xi will
not necessarily be differentiable in the direction Xi;w : We explicitly note that not
even the more recent results of Bramanti et al. [32] could allow to obtain the result.
368 A. Bonfiglioli et al.

On the contrary a completely new approach to singular integrals has been introduced
in order to deal with these non linear vector fields.
Strategy of the Proof in Higher Dimension. Since the prescribed Levi curvature
equations present formal similarities with the real and complex Monge-Ampère
equations, which are elliptic PDE’s if evaluated on strictly convex and plurisubhar-
monic functions, respectively, we would like to briefly recall how the smoothness
follows from the classical Schauder theory for the real Monge-Ampère equation.
The real Monge-Ampère equation in a domain ˝  Rn is of the form det.D2 u/ D
f .x; u; Du/: If u 2 C2;˛ .˝/ is a strictly convex solution to this equation, then the
linearized operator L (at u) is elliptic with C˛ coefficients, and Du satisfies a linear
uniformly elliptic equation of the type L.Du/ D F 2 C˛ .˝/: By the classical
Schauder theory, Du 2 C2;˛ .˝/. Repeating this argument one proves u 2 C1 .˝/.
In our case it is not possible to argue in the same way, because the Levi curvature
equations are not elliptic at any point, also when restricted to the class of strictly
pseudoconvex functions. However, in [82] Montanari proved interior Schauder-type
P of Hv D f with H a linear second order subelliptic operator
estimates for solutions
of the type H D nm;jD1 hmj Zm Zj with Hölder continuous coefficients and with Zj
first order partial differential operator with C1;˛ coefficients. This result is obtained
by a non standard freezing method and on the lifting argument by Rothshild and
Stein. The study of the operator H is reduced to the analysis of a family of left
invariant operators on a free nilpotent Lie group, whose fundamental solutions are
used a parametrix of the operator H; and provides an explicit representation formula
for solutions of the linear equation Hv D f : Once this is established, the strategy
to handle the prescribed m-th Levi curvature equation in higher dimension is to
apply the a priori estimates in [82] to first order Euclidean difference quotients of a
strictly m-pseudoconvex solution u, in order to prove that the function Du has Hölder
continuous second order horizontal derivatives. The smoothness result is then obtain
by a bootstrap argument.

5.2 A Negative Regularity Result

We want to stress that, in dimension n > 1, the classical C2;˛ solvability of the
Dirichlet problem for the K-prescribed Levi curvature equations is still a widely
open problem. Even though it is possible to give a definition of Lipschitz continuous
viscosity solutions (we refer [83]), these solutions are not expected to be smooth if
the data are smooth. Indeed, very recently, Gutierrez et al. [62] proved the following
negative regularity result. To state the theorem, we need some more notation. With
Br we denote the Euclidean ball in R2nC1 centered at the origin and with radius r,
K denote a function of class C1 defined on the ball .B1 R/, strictly positive and
such that s 7! K.; s/ is increasing. Then, we have the following result.
The Role of Fundamental in Potential and Regularity Theory 369

Theorem 5.3 (Gutierrez et al. [62]) There exist r 2 .0; 1/ and a pseudoconvex
function u 2 Lip.BN r / solving

L .n/ .u/ D K.x; u/ in Br ;

in the weak viscosity sense and such that

• u 62 C1 .Br / if n D 2.
2
• u26 C1;ˇ for any ˇ > 1  n
when n > 2.
This equation is the motivation for a number of interesting problems: symmetry
problems and isoperimetric integral inequalities [80] of surfaces with prescribed
Levi curvature, and regularity results of radially symmetric solutions.

References

1. Abbondanza, B., Bonfiglioli, A.: On the Dirichlet problem and the inverse mean value
theorem for a class of divergence form operators. J. Lond. Math. Soc. 87, 321–346 (2013)
2. Armitage, D.H., Gardiner, S.J.: Classical Potential Theory. Springer Monographs in Mathe-
matics. Springer, London (2001)
3. August, J., Zucker, S.: Sketches with curvature: the curve indicator random field and markov
processes. IEEE Trans. Pattern Anal. Mach. Intell. 25(4), 387–400 (2003)
4. Barucci, E., Polidoro, S., Vespri, V.: Some results on partial differential equations and Asian
options. Math. Models Methods Appl. Sci. 11,475–497 (2001)
5. Battaglia, E., Bonfiglioli, A.: Normal families of functions for subelliptic operators and the
theorems of Montel and Koebe. J. Math. Anal. Appl. 409, 1–12 (2014)
6. Beckenbach, E.F., Radó, T.: Subharmonic functions and minimal surfaces. Trans. Am. Math.
Soc. 35, 648–661 (1933)
7. Bedford, E., Gaveau, B.: Hypersurfaces with bounded Levi form. Indiana Univ. J. 27(5), 867–
873 (1978)
8. Bedford, E., Klingenberg, W.: On the envelope of holomorphy of a 2-sphere in C2 . J. Am.
Math. Soc. 4(3), 623–646 (1991)
9. Blaschke, W.: Ein Mittelwertsatz und eine kennzeichnende Eigenschaft des logarithmischen
Potentials. Leipz. Ber. 68, 3–7 (1916)
10. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81,
637–654 (1973)
11. Bonfiglioli, A., Lanconelli, E.: Liouville-type theorems for real sub-Laplacians. Manuscripta
Math. 105, 111–124 (2001)
12. Bonfiglioli, A., Lanconelli, E.: Maximum principle on unbounded domains for sub-
Laplacians: a potential theory approach. Proc. Am. Math. Soc. 130, 2295–2304 (2002)
13. Bonfiglioli, A., Lanconelli, E.: Subharmonic functions on Carnot groups. Math. Ann. 325,
97–122 (2003)
14. Bonfiglioli, A., Lanconelli, E.: Dirichlet problem with Lp -boundary data in contractible
domains of Carnot groups. Ann. Sc. Norm. Super. Pisa Cl. Sci. 5, 579–610 (2006)
15. Bonfiglioli, A., Lanconelli, E.: Gauge functions, Eikonal equations and Bôcher’s theorem on
stratified Lie groups. Calc. Var. Partial Differ. Equ. 30, 277–291 (2007)
16. Bonfiglioli, A., Lanconelli, E.: A new characterization of convexity in free Carnot groups.
Proc. Am. Math. Soc. 140, 3263–3273 (2012)
370 A. Bonfiglioli et al.

17. Bonfiglioli, A., Lanconelli, E.: Subharmonic functions in sub-Riemannian settings. J. Eur.
Math. Soc. 15, 387–441 (2013)
18. Bonfiglioli, A., Uguzzoni, F.: Families of diffeomorphic sub-Laplacians and free Carnot
groups. Forum Math. 16, 403–415 (2004)
19. Bonfiglioli, A., Uguzzoni, F.: A note on lifting of Carnot groups. Rev. Mat. Iberoam. 21(3),
1013–1035 (2005)
20. Bonfiglioli, A., Uguzzoni, F.: Harnack inequality for non-divergence form operators on
stratified groups. Trans. Am. Math. Soc. 359(6), 2463–2481 (2007)
21. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Uniform Gaussian estimates of the fundamental
solutions for heat operators on Carnot groups. Adv. Differ. Equ. 7, 1153–1192 (2002)
22. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Fundamental solutions for non-divergence form
operators on stratified groups. Trans. Am. Math. Soc. 356(7), 2709–2737 (2004)
23. Bonfiglioli, A., Lanconelli, E., Uguzzoni, F.: Stratified Lie Groups and Potential Theory for
Their Sub-Laplacians. Springer Monographs in Mathematics, vol. 26. New York, Springer
(2007)
24. Bonfiglioli, A., Lanconelli, E., Tommasoli, A.: Convexity of average operators for subsolu-
tions to subelliptic equations. Anal. PDE 7(2), 345–373 (2014). doi:10.2140/apde.2014.7.345
25. Bony, J.M.: Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy
pour les opérateurs elliptiques dégénérés. Ann. Inst. Fourier 19, 277–304 (1969)
26. Boscain, U., Polidoro, S.: Gaussian estimates for hypoelliptic operators via optimal control.
Rend. Lincei Mat. Appl. 18, 343–349 (2007)
27. Bramanti, M.: Singular integrals in nonhomogeneous spaces: L2 and Lp continuity from
Hölder estimates. Rev. Mat. Iberoam. 26(1), 347–366 (2010)
28. Bramanti, M., Brandolini, L., Lanconelli, E., Uguzzoni, F.: Non-divergence equations
structured on Hörmander vector fields: heat kernels and Harnack inequalities. Mem. Am.
Math. Soc. 204(961), vi+123 pp. (2010)
29. Bramanti, M., Cupini, G., Lanconelli, E., Priola, E.: Global Lp estimates for degenerate
Ornstein-Uhlenbeck operators. Math. Z. 266(4), 789–816 (2010)
30. Bramanti, M., Brandolini, L., Pedroni, M.: Basic properties of nonsmooth Hörmander’s vector
fields and Poincaré’s inequality. Forum Math. 25(4), 703–769 (2013)
31. Bramanti, M., Cupini, G., Lanconelli, E.: Global Lp estimates for degenerate Ornstein-
Uhlenbeck operators with variable coefficients Math. Nach. 286, 1087–1101 (2013)
32. Bramanti, M., Brandolini, L., Manfredini, M., Pedroni, M.: Fundamental solutions and local
solvability for nonsmooth Hr̈mander’s operators. Mem. Amer. Math Soc.
33. Capogna, L., Danielli, D., Garofalo, N.: Subelliptic mollifiers and a basic pointwise estimate
of Poincaré type. 226(1), 147–154 (1997)
34. Capogna, L., Citti, G., Manfredini, M.: Regularity of non-characteristic minimal graphs in the
Heisenberg group H1. Indiana Univ. Math. J. 58(5), 2115–2160 (2009)
35. Capogna, L., Citti, G., Manfredini, M.: Uniform Gaussian bounds for sub elliptic heat kernels
and an application to the total variation flow of graphs over Carnot groups. Anal. Geom.
Metric Spaces 1, 233–234 (2013)
36. Chapman, S., Cowling, T.G.: The Mathematical Theory of Nonuniform Gases, 3rd edn.
Cambridge University Press, Cambridge (1990)
37. Cinti, C., Polidoro, S.: Pointwise local estimates and Gaussian upper bounds for a class of
uniformly subelliptic ultraparabolic operators. J. Math. Anal. Appl. 338, 946–969 (2008)
38. Cinti, C., Menozzi, S., Polidoro, S.: Two-sided bounds for degenerate processes with densities
supported in subsets of RN . Potential Anal. 42, 39–98 (2015)
39. Citti, G.: A comparison theorem for the Levi equation. Rend. Mat. Accad. Lincei 4, 207–212
(1993)
40. Citti, G.: C1 regularity of solutions of the Levi equation. Ann. Inst. H. Poincaré Anal. Non
Linéaire 15, 517–534 (1998)
41. Citti, G., Sarti, A.: A cortical based model of perceptual completion in the roto-translation
space. J. Math. Imaging Vis. 24(3), 307–326 (2006)
The Role of Fundamental in Potential and Regularity Theory 371

42. Citti, G., Garofalo, N., Lanconelli, E.: Harnack’s inequality for sum of squares of vector fields
plus a potential. Am. J. Math. 115, 699–734 (1993)
43. Citti, G., Pascucci, A., Polidoro, S.: On the regularity of solutions to a nonlinear ultraparabolic
equation arising in mathematical finance. Differ. Integral Equ. 14(6), 701–738 (2001)
44. Citti, G., Lanconelli, E., Montanari, A.: Smoothness of Lipschitz continuous graphs with non
vanishing Levi curvature. Acta Math. 188(1), 87–128 (2002)
45. Citti, G., Manfredini, M., Serra Cassano, F., Pinamonti, A.: Poincaré-type inequality for
intrinsic Lipschitz continuous vector fields in the Heisenberg group. J. Math. Pures Appl.
46. Coifman, R., Weiss, G.: Analyse Harmonique Non-Commutative sur Certains Espaces
Homogenes. Lecture Notes in Mathematics, vol. 242. Springer, Berlin (1971)
47. Constantinescu, C., Cornea, A.: Potential Theory on Harmonic Spaces. Springer, Berlin
(1972)
48. Corielli, F., Foschi, P., Pascucci, A.: Parametrix approximation of diffusion transition
densities. SIAM J. Financ. Math. 1, 833–867 (2010)
49. Da Lio, F., Montanari, A.: Existence and uniqueness of Lipschitz continuous graphs with
prescribed Levi curvature. Ann. Inst. H. Poincaré Anal. Non Linéaire 23(1), 1–28 (2006)
50. Danielli, D., Garofalo, N., Nhieu, D.M., Pauls, S.D.: Instability of graphical strips and a
positive answer to the Bernstein problem in the Heisenberg group H1. J. Differ. Geom. 81,
251–295 (2009)
51. Di Francesco, M., Pascucci, A.: On a class of degenerate parabolic equations of Kolmogorov
type. AMRX Appl. Math. Res. Express 3, 77–116 (2005)
52. Di Francesco, M., Polidoro, S.: Schauder estimates, Harnack inequality and Gaussian lower
bound for Kolmogorov type operators in non-divergence form. Adv. Differ. Equ. 11(11),
1261–1320 (2006)
53. Escobedo, M., Vazquez, J.L., Zuazua, E.: Entropy solutions for diusion-convection equations
with partial diffusivity. Trans. Am. Math. Soc., 343, 829–842 (1994)
54. Fabes, E.B., Garofalo, N.: Mean value properties of solutions to parabolic equations with
variable coefficients. J. Math. Anal. Appl. 121(2), 305–316 (1987)
55. Folland, G.B.: Subelliptic estimates and function spaces on nilpotent Lie groups. Ark. Mat.
13, 161–207 (1975)
56. Foschi, P., Pascucci, A.: Calibration of a path-dependent volatility model: empirical tests.
Comput. Stat. Data Anal. 53, 2219–2235 (2009)
57. Franchi, B., Lanconelli, E.: Une métrique associée à une classe d’opérateurs elliptiques
dégénérés. Rend. Sem. Mat. Univ. Politec. Torino, Special Issue, 105–114 (1984). Conference
on Linear Partial and Pseudodifferential Operators, Torino (1982)
58. Franchi, B., Lanconelli, E.: Hölder regularity theorem for a class of linear nonuniformly
elliptic operators with measurable coefficients. Ann. Scuola Norm. Sup. Pisa Cl. Sci. (4)
10(4), 523–541 (1983)
59. Franchi, B., Lu, G., Wheeden, R.L.: A relationship between Poincaré type inequalities and
representation formulas in spaces of homogeneous type. Int. Math. Res. Not. 1, 1–14 (1996)
60. Garofalo, N., Lanconelli, E.: Wiener’s criterion for parabolic equations with variable coeffi-
cients and its consequences. Trans. Am. Math. Soc. 308, 811–836 (1988)
61. Garofalo, N., Lanconelli, E.: Asymptotic behavior of fundamental solutions and potential
theory of parabolic operator with variable coefficients. Math. Ann. 283, 211–239 (1989)
62. Gutierrez, C., Lanconelli, E., Montanari, A.: Nonsmooth Hypersurfaces with Smooth Levi
Curvature. Nonlinear Anal. Theory Methods Appl. 76, 115–121 (2013)
63. Hobson, D.G., Rogers, L.C.G.: Complete models with stochastic volatility. Math. Financ. 8,
27–48 (1998)
64. Hoh, W., Jacob, N.: Remarks on mean value properties of solutions of second order
differential operators. Expo. Math. 9, 367–377 (1991)
65. Hörmander, L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171
(1967)
66. Jerison, D.S., Sánchez-Calle, A.: Estimates for the heat kernel for a sum of squares of vector
fields. Indiana Univ. Math. J. 35(4), 835–854 (1986)
372 A. Bonfiglioli et al.

67. Kogoj, A., Lanconelli, E.: An invariant Harnack inequality for a class of hypoelliptic
ultraparabolic equations. Mediterr. J. Math. 1, 51–80 (2004)
68. Kogoj, A., Tralli, G.: Blaschke, Privaloff, Reade and Saks Theorems for diffusion equations
on Lie groups. Potential Anal. 38(4), 1103–1122 (2013)
69. Kogoj, A., Lanconelli, E., Tralli, G.: An inverse mean value property for evolution equations.
Adv. Differ. Equ. 19(7–8), 783–804 (2014)
70. Kolmogorov, A.: Zufllige Bewegungen. (Zur Theorie der Brownschen Bewegung.). Ann.
Math. II. 35, 116–117 (1934)
71. Kusuoka, S., Stroock, D.: Long time estimates for the heat kernel associated with a uniformly
subelliptic symmetric second order operator. Ann. Math. (2) 127(1), 165–189 (1988)
72. Lanconelli, E.: Potato Kugel for Sub-Laplacians. Isr. J. Math. 194, 277–283 (2013)
73. Lanconelli, E., Morbidelli, D.: On the Poincaré inequality for vector fields. Ark. Mat. 38(2),
327–342 (2000)
74. Lanconelli, E., Pascucci, A.: On the fundamental solution for hypoelliptic second order partial
differential equations with non-negative characteristic form. Ricerche Mat. 48(1), 81–106,
0035–5038 (1999)
75. Lanconelli, E., Pascucci, A.: Superparabolic functions related to second order hypoelliptic
operators. Potential Anal. 11, 303–323 (1999)
76. Lanconelli, E., Polidoro, S.: On a class of hypoelliptic evolution operators. Rend. Semin. Mat.
Univ. Politecnico Torino 52, 29–63 (1994)
77. Lanconelli, E., Uguzzoni, F.: Potential analysis for a class of diffusion equations: a Gaussian
bounds approach. J. Differ. Equ. 248, 2329–2367 (2010)
78. Lunardi, A.: Schauder estimates for a class of parabolic operators with unbounded coeffi-
cients in Rn . Ann. Scuola Norm. Sup. Pisa (4) 24(1), 133–164 (1997)
79. Manfredini, M.: The Dirichlet problem for a class of ultraparabolic equations. Adv. Differ.
Equ. 2, 831–866 (1997)
80. Martino, V., Montanari, A.: Integral formulas for a class of curvature PDE’s and applications
to isoperimetric inequalities and to symmetry problems. Forum Math. 22, 253–265 (2010)
81. Montanari, A.: On the regularity of solutions of the prescribed Levi curvature equation in
several complex variables. Nonlinear elliptic and parabolic equations and systems (Pisa,
2002). Commun. Appl. Nonlinear Anal. 10(2), 63–71 (2003)
82. Montanari, A.: Hölder a priori estimates for second order tangential operators on CR
manifolds. Ann. Scuola Norm. Sup. Pisa Cl. Sci (5) II, 345–378 (2003)
83. Montanari, A., Lascialfari, F.: The Levi Monge-Ampère equation: smooth regularity of
strictly Levi convex solutions. J. Geom. Anal. 14(2), 331–353 (2004)
84. Montanari, A., Lanconelli, E.: Pseudoconvex fully nonlinear partial differential operators:
strong comparison theorems. J. Differ. Equ. 202(2), 306–331 (2004)
85. Montanari, A., Morbidelli, D.: Step-s involutive families of vector fields, their orbits and the
Poincaré inequality. J. Math. Pures Appl. (9) 99(4), 375–394 (2013)
86. Monti, R., Serra Cassano, F., Vittone, D.: A negative answer to the Bernstein problem for
intrinsic graphs in the Heisenberg group. Boll. Unione Mat. Ital. 9, 709–727 (2009)
87. Mumford, D.: Elastica and computer vision. In: Algebraic Geometry and Its Applications
(West Lafayette, IN, 1990), pp. 491–506. Springer, New York (1994)
88. Nagel, A., Stein, E.M., Wainger, S.: Balls and metrics defined by vector fields I: basic
properties. Acta Math. 155, 130–147 (1985)
89. Negrini, P., Scornazzani, V.: Superharmonic functions and regularity of boundary points for a
class of elliptic parabolic partial differential operators. Boll. Unione Mat. Ital. (6) 3, 85–107
(1984)
90. Pascucci, A.: PDE and Martingale Methods in Option Pricing. In: Bocconi Springer Series,
vol. 2. Springer, Milan/Bocconi University Press, Milan (2011)
91. Pascucci, A., Polidoro, S.: Harnack inequalities and Gaussian estimates for a class of
hypoelliptic operators. Trans. Am. Math. Soc. 358(11), 4873–4893 (2006)
92. Pini, B.: Sulle equazioni a derivate parziali lineari del secondo ordine in due variabili di tipo
parabolico. Ann. Mat. Pura Appl. 32, 179–204 (1951)
The Role of Fundamental in Potential and Regularity Theory 373

93. Privaloff, I.: Sur le fonctions harmoniques. Rec. Math. Moscou (Mat. Sbornik) 32, 464–471
(1925)
94. Polidoro, S.: A global lower bound for the fundamental solution of Kolmogorov-Fokker-
Planck equations. Arch. Ration. Mech. Anal. 137, 321–340 (1997)
95. Polidoro, S.: On a class of ultraparabolic operators of Kolmogorov-Fokker-Planck type.
Matematiche (Catania) 49, 53–105 (1994)
96. Rios, C., Sawyer, E.T., Wheeden, R.L.: Regularity of subelliptic Monge-Ampre equations.
Adv. Math. 217(3), 967–1026 (2008)
97. Rothschild, L., Stein, E.M.: Hypoelliptic differential operators and nilpotent groups. Acta
Math. 137, 247–320 (1976)
98. Sawyer, E.T., Wheeden, R.L.: Regularity of degenerate Monge-Ampère and prescribed
Gaussian curvature equations in two dimensions. Potential Anal. 24(3), 267–301 (2006)
99. Shatyro, Y.I.: Smoothness of solutions of certain singular second order equations. Mat.
Zametki 10, 101–111 (1971); English Translation Math. Notes 10, 484–489 (1971)
100. Slodkowski, Z., Tomassini, G.: Weak solutions for the Levi equation and envelope of
holomorphy. J. Funct. Anal. 101, 392–407 (1991)
101. Tomassini, G.: Geometric properties of solutions of the Levi equation. Ann. Mat. Pura Appl.
152(4), 331–344 (1988)
102. Tralli, G., Uguzzoni, F.: Wiener criterion for X-elliptic operators. Arxiv 1408.6789
103. Uguzzoni, F.: Cone criterion for non-divergence equations modeled on Hörmander vector
fields. In: Subelliptic PDE’s and Applications to Geometry and Finance. Lect. Notes Semin.
Interdiscip. Mat, vol. 6, pp. 227–241. Semin. Interdiscip. Mat. (S.I.M.), Potenza (2007)
104. Uguzzoni, F.: Estimates of the Green function for X-elliptic operators. Math. Ann. 361(1–2),
169–190 (2014)
Math. Ann. (2014)
105. Varopoulos, N.Th., Saloff-Coste, L., Coulhon, T.: Analysis and geometry on groups. In:
Cambridge Tracts in Mathematics, vol. 100. Cambridge University Press, Cambridge (1992)
106. Watson, N.A.: A theory of subtemperatures in several variables. Proc. Lond. Math. Soc. 26,
385–417 (1973)
107. Williams, L., Jacobs, D.: Stochastic completion fields: a neural model of illusory contour
shape and salience. In: Proceedings of ICCV, pp. 408–415 (1995)