Maximum principles for anisotropic elliptic inequalities
Roberto Fortini a Dimitri Mugnai a Patrizia Pucci a
a
Dipartimento di Matematica e Informatica, Universit` a degli Studi di Perugia, Via Vanvitelli 1, 06123 Perugia, Italy
Abstract
We establish some maximum and comparison principles for weak distributional solutions of anisotropic elliptic inequalities in divergence form, both in the homogeneous and non homoge- neous case. The main prototypes we have in mind are inequalities involving the p(·)–Laplace operator and the generalized mean curvature operator.
Key words: Anisotropic elliptic inequalities in divergence form, maximum and comparison principles weak solutions.
2000 Mathematics Subject Classification. Primary: 35B40, 35L70, 35L80; Secondary: 35B99, 35Q35, 76A05.
1. Introduction
In the last years great attention was paid to (partial) differential equations having anisotropic nature:
this means that the associated operators possess non standard growth conditions.
In this paper we start by studying maximum principles for weak distributional solutions of anisotropic elliptic inequalities of the form
divA(x, u, Du) + B(x, u, Du) ≥ 0 in Ω, (1.1)
where Ω is a bounded domain contained in R n , and we consider both the homogeneous and the non homogeneous cases.
Anisotropic equations and systems of anisotropic equations appear in many situations, among them we recall some processes in elasticity theory, in modelling thermoconvective stationary fluxes for non New- tonian fluids (see [3,4,25]), and above all those processes concerning electrorheological fluids, which are extremely important in technology, especially in fast acting hydraulic valves and clutches. This type of non Newtonian fluids, also known as smart fluids, can change significantly their mechanical properties un- der the action of an external electromagnetic field, and exactly this physical characteristic produces the anisotropy in the equations which describe the phenomenon in which they are involved (for example, see [2–4,6,16,17,19,20,24,25]).
Email addresses: [email protected] (Roberto Fortini), [email protected] (Dimitri Mugnai), [email protected] (Patrizia Pucci).
1
This research was supported by the Project Metodi Variazionali ed Equazioni Differenziali Non Lineari.
The mathematical modelling of these fluids was made precise by many people, using different approaches, not excluding numerical ones (for instance, see [7]). Recently Ru˘ zi˘ cka in [20], improving the ideas of the previous paper [19] with Rajagopal, presented a very interesting model which reduces, in the stationary case, to the system
rot E = 0, div E = 0, div u = 0, divS(E, E (u)) − Dπ − [Du] u = f − X E [DE] E,
where E is the external electromagnetic field, u : Ω ⊂ R 3 → R 3 denotes the velocity of the fluid, S is the extra stress tensor, π is the pressure, X E is the constant of electric susceptibility and, according to the usual notation, E (u) denotes the symmetric part of the Jacobian matrix Du of u.
In [20,21] a particular form of S is considered, finally obtaining the following equation of generalized mean curvature
div
(1 + |D(u)| 2 ) [p(x)−2]/2 D(u)
+ B(x, u, Du) = 0, 1 < p(x) ≤ 2, where p(·) is a variable exponent in Ω and now u : Ω → R.
In [23] the author presents a model for a thermistor describing the electric current which varies in a given conductor according to the temperature p = p(x); in other words the problem here is to find an electric potential u = u(x) satisfying an equation of the following type
div(|Du| p(x)−2 Du) + B(x, u) = 0 in Ω,
with p(x) > 1, x ∈ Ω. This is a generalization of equations involving the standard p–Laplace operator,
∆ p u ≡ div(|Du| p−2 Du), where p > 1 is a constant. Note that, differently from the p–Laplacian, i.e. when p(x) ≡ p is constant in Ω, the p(·)–Laplace operator
∆ p(·) u ≡ div(|Du| p(x)−2 Du), p(x) > 1, is not homogeneous in general.
In order to face maximum principles in this framework, we make a short preamble to describe the tools of Lebesgue and Sobolev spaces with variable exponent p(·).
After that, in Section 3 we present a general maximum principle, which allows us to derive in the following sections some comparison principles for solutions of elliptic anisotropic homogeneous and also non homogeneous differential inequalities. Our results were inspired by some theorems of [18], in which the case p(x) ≡ p is considered.
Concerning comparison principles for elliptic operators A, covering the fundamental examples of the generalized mean curvature and of the p(·)–Laplace operator, a typical result that we prove has the following form, where we are intentionally vague for the regularity of the solutions, referring to the following sections for precise statements.
Prototype of Comparison Theorem. Let u, v be solutions of
divA(x, v, Dv) + B(x, v) ≤ 0 ≤ divA(x, u, Du) + B(x, u) in Ω, (1.2) where Ω is a bounded domain of R n and B(x, z) is non increasing in the variable z. If u ≤ v on ∂Ω, then u ≤ v in Ω.
On the other hand, by constructing suitable comparison functions, also general maximum principles are given. Again we present a na¨ıve version of our results in the following
Prototype of Maximum Principle. Assume that Ω is a bounded domain contained in B R and that B(x, z) ≤ γ for a.e. x ∈ Ω and for all z ∈ R. Let u be a solution of
divA(x, Du) + B(x, u) ≥ 0 in Ω, u ≤ 0 on ∂Ω.
Then there exists a universal constant C > 0 such that
u(x) ≤ RC in Ω.
In Section 6 we give some final applications and consequences of the comparison principles proved in the earlier sections, providing uniqueness results for elliptic problems having non homogeneous boundary conditions.
2. Preliminaries
In this section we introduce some notation. Throughout the rest of the paper we assume that Ω is a bounded domain of R n . Put
C + (Ω) = {h ∈ C(Ω) : min
x∈Ω
h(x) > 1}, and for any h ∈ C + (Ω) define
h + = max
x∈Ω
h(x) and h − = min
x∈Ω
h(x).
From now on we assume to work with a fixed p ∈ C + (Ω). The variable exponent Lebesgue space is the real vector space of all those measurable functions u : Ω → R such that R
Ω |u(x)| p(x) dx is finite. This space, endowed with the Luxemburg norm,
kuk p(·) = inf (
λ > 0 : Z
Ω
u(x) λ
p(x)
dx ≤ 1 )
,
is a separable and reflexive Banach space. For basic properties of the variable exponent Lebesgue spaces we refer to [15], where classical results for Lebesgue spaces are extended to variable exponent Lebesgue spaces.
For example, since in this paper 0 < |Ω| < ∞, if q is a variable exponent in C + (Ω), with p ≤ q in Ω, then the embedding L q(·) (Ω) ,→ L p(·) (Ω) is continuous by [15, Theorem 2.8].
Let L p
0(·) (Ω) be the conjugate space of L p(·) (Ω), obtained by conjugating the exponent pointwise that is, 1/p(x) + 1/p 0 (x) = 1, [15, Corollary 2.7]. Then for any u ∈ L p(·) (Ω) and v ∈ L p
0(·) (Ω) the following H¨ older type inequality
Z
Ω
|uv| dx ≤ r p kuk p(·) kvk p
0(·) , r p := 1 p − + 1
p 0 + , is valid by [15, Theorem 2.1]. Moreover, if u ∈ L p(·) (Ω), setting
ρ p(·) (u) = Z
Ω
|u| p(x) dx, the following properties hold:
kuk p(·) < 1 (= 1; > 1) ⇔ % p(·) (u) < 1 (= 1; > 1) kuk p(·) > 1 ⇒ kuk p p(·)
−≤ % p(·) (u) ≤ kuk p p(·)
+kuk p(·) < 1 ⇒ kuk p p(·)
+≤ % p(·) (u) ≤ kuk p p(·)
−(2.1) ku n − uk p(·) → 0 ⇔ % p(·) (u n − u) → 0, (2.2) Analogously, the variable exponent Sobolev space W 1,p(·) (Ω), consisting of functions u ∈ L p(·) (Ω) whose distributional gradient Du exists almost everywhere and belongs to L p(·) (Ω), endowed with the norm
kuk 1,p(·) = kuk p(·) + kDuk p(·) ,
is a separable and reflexive Banach space (see [15, Theorem 3.1]). As shown by Zhikov [22,23], in general smooth functions are not dense in W 1,p(·) (Ω), but if the exponent p ∈ C + (Ω) is also logarithmic H¨ older continuous, i.e. there exists M > 0 such that
|p(x) − p(y)| ≤ − M
log |x − y| for all x, y ∈ Ω with |x − y| ≤ 1/2, (2.3)
and if ∂Ω is Lipschitz continuous, then smooth functions are dense in W 1,p(·) (Ω) (see [10, Theorem 2.6]). Of
course a fundamental role in the applications is played by W 0 1,p(·) (Ω), the Sobolev space with zero boundary
values, defined as the closure of C 0 ∞ (Ω) under the norm k · k 1,p(·) .
In addition, if p satisfies (2.3), the p(·)–Poincar´ e inequality
kuk p(·) ≤ CkDuk p(·) (2.4)
holds for all u ∈ W 0 1,p(·) (Ω), where C depends on p, |Ω|, diam(Ω), [12, Theorem 4.3], and so kuk = kDuk p(·)
is an equivalent norm in W 0 1,p(·) (Ω). Hence W 0 1,p(·) (Ω) is a separable and reflexive Banach space. Due to the intensive use of the Poincar´ e inequality, from now we assume that p ∈ C + (Ω) satisfies (2.3).
Note that if p + < n, then the variable critical Sobolev exponent p ∗ (x) = np(x)
n − p(x)
is well defined also in this setting, and the embedding W 0 1,p(·) (Ω) ,→ L p
∗(·) (Ω) is continuous (see [13, Proposition 4.2]), that is
kuk p
∗(·) ≤ SkDuk p(·) , (2.5)
where S = S(p(·), n, |Ω|). Moreover, the embedding W 0 1,p(·) (Ω) ,→ L h(·) (Ω) is compact and continuous for any h ∈ C(Ω), with 1 ≤ h(x) < p ∗ (x) for all x ∈ Ω (see [10, Theorem 2.3]).
Details, extensions and further references about p(·)–spaces and embeddings can be found in [6] and [8]–[15].
3. Maximum Principle for homogeneous inequalities
Now consider inequality (1.1), where, without any regularity condition, we only assume A(x, z, ξ) : Ω × R × R n → R n , B(x, z, ξ) : Ω × R × R n → R.
Definition 3.1 Let u ∈ L 1 loc (Ω) be a function having weak gradient Du with the property that A(·, u, Du) and B(·, u, Du) ∈ L 1 loc (Ω). We say that u is a (weak distributional) solution of (1.1) if
Z
Ω
hA(x, u, Du), Dϕi dx ≤ Z
Ω
B(x, u, Du)ϕdx (3.1)
for all ϕ ∈ C 1 (Ω) such that ϕ ≥ 0 in Ω and ϕ ≡ 0 near ∂Ω.
In particular we say that u is a p(·)–regular solution if (3.1) holds and in addition A(·, u, Du) ∈ L p
0
(·)
loc (Ω). (3.2)
Note that in Definition 3.1 condition (3.2) is automatic when p 0 ≡ 1, so that in this case the regularity is included in the notion of solution itself.
Furthermore by u ≤ M on ∂Ω for some M ∈ R we mean that for every δ > 0 there exists a neighborhood of ∂Ω in which u ≤ M + δ.
For simplicity, if s(·) ∈ C + (Ω), we write k·k s(·),Γ in place of k·k L
s(·)(Γ) when Γ is a measurable subset of Ω, and k·k s(·) for k·k L
s(·)(Ω) .
We recall that p ∈ C + (Ω) is logarithmic H¨ older continuous in the sense of (2.3) throughout the paper.
Following the ideas of [1], we start proving some useful lemmas.
Lemma 3.2 Let ω ⊂ R n be a bounded domain with Lipschitz continuous boundary and let ψ : R → R be a piecewise smooth function, with ψ 0 ∈ L ∞ (R). If u ∈ W 1,p(·) (ω), then ψ ◦ u ∈ W 1,p(·) (ω). Moreover, if S denotes the set where ψ is not differentiable, then
D(ψ ◦ u) =
( ψ 0 (u)Du, se u / ∈ S,
0, se u ∈ S.
Proof. Under our assumptions C ∞ (ω) is dense in W 1,p(·) (ω). Let us first suppose ψ ∈ C 1 (R), with
|ψ 0 | ≤ λ. Set v = ψ ◦ u and take (u k ) k∈N in C ∞ (ω) such that u k → u in W 1,p(·) (ω) and a.e. in ω. Then v k := ψ ◦ u k ∈ C 1 (ω) and Dv k = ψ 0 (u k )Du k for any k ∈ N. Moreover, |v k | ≤ λ |u k | and |Dv k | ≤ λ |Du k |, so they are both p(·)−integrable on ω.
It remains to prove that v k → v and Dv k → Dv = ψ 0 (u)Du in L p(·) (ω). Of course, by the mean value theorem, we have |v k (x) − v(x)| ≤ λ |u k (x) − u(x)| and so
Z
ω
|v k (x) − v(x)| p(x) dx ≤ max {λ p
−, λ p
+} Z
ω
|u k (x) − u(x)| p(x) dx → 0.
Moreover,
|Dv k − Dv| ≤ |ψ 0 (u k )Du k − ψ 0 (u k )Du| + |ψ 0 (u k )Du − ψ 0 (u)Du|
≤ λ |Du k − Du| + |ψ 0 (u k ) − ψ 0 (u)| · |Du| , hence, since ω is bounded and p ∈ C + (ω),
|Dv k (x) − Dv(x)| p(x) ≤ C
|Du k (x) − Du(x)| p(x) + |ψ 0 (u k ) − ψ 0 (u)| p(x) |Du| p(x) . Consequently, by the Lebesgue Theorem, as k → ∞
% p(·) (Dv k − Dv) = Z
ω
|Dv k (x) − Dv(x)| p(x) dx → 0
by (2.2), since kDu k − Duk p(·) → 0 in L p(·) (ω), while |ψ 0 (u k ) − ψ 0 (u)| · |Du| → 0 a.e. in ω and
|ψ 0 (u k ) − ψ 0 (u)| p(·) |Du| p(·) ≤ 2 p
+max {λ p
−, λ p
+} |Du| p(·) ∈ L 1 (ω).
From (2.2) we obtain kDv k − Dvk p(·) → 0. Finally we observe that Dv = ψ 0 (u)Du is the weak gradient of v. This completes the first case.
Now let ψ be a piecewise smooth function. By iterating the following argument, we can assume that ψ is not differentiable at only one point, say u 0 . Without loss of generality, we take u 0 = 0 and suppose ψ(0) = 0. Now let ψ 1 , ψ 2 ∈ C 1 (R), with bounded derivatives, be such that ψ 1 (u) = ψ(u) for u ≥ 0 and ψ 2 (u) = ψ(u) for u ≤ 0. Then ψ(u) = ψ 1 (u + ) + ψ 2 (u − ). Since ψ 1 , ψ 2 ∈ C 1 (R), for the first step, it is enough to show that u ± ∈ W 1,p(·) (ω).
Take ε > 0 and define
ψ ε (t) =
(p t 2 + ε 2 − ε, se t ≥ 0,
0, se t ≤ 0.
Of course ψ ε ∈ C 1 (R) and |ψ ε 0 | ≤ 1. For the first step ψ ε ◦ u ∈ W 1,p(·) (ω) and Z
ω
ψ ε (u) ∂ϕ
∂x i
dx = − Z
ω
ϕ ψ 0 ε (u) ∂u
∂x i
dx = − Z
ω
+√ u
u 2 + ε 2 ϕ ∂u
∂x i
dx
for any ϕ ∈ C 0 ∞ (ω), i = 1, ..., n, where ω + := {x ∈ ω : u(x) > 0}. Moreover |ψ ε (u)| = ψ ε (u) ≤ u + a.e. in ω and ψ ε (u) → u + as ε → 0. Furthermore u/ √
u 2 + ε 2 → 1 a.e. in ω + and
√ u
u 2 + ε 2 ϕ ∂u
∂x i
≤ |ϕ| ·
∂u
∂x i
.
Therefore, we can pass to limit for ε → 0 and we obtain D(u + ) = (Du) χ
ω+. The rest of the proof is
straightforward. 2
Lemma 3.3 Let ψ : R → R + 0 be a non decreasing continuous function such that ψ(t) = 0 for t ∈ (−∞, l], l > 0, and ψ ∈ C 1 in (l, m) t (m, ∞), and with ψ 0 bounded in R. Let u ∈ W loc 1,p(·) (Ω) be a p(·)–regular solution of (1.1) with u ≤ 0 on ∂Ω, then (3.1) is valid for ϕ = ψ ◦ u, in the sense that
Z
Ω
hA(x, u, Du), Dϕi dx ≤ Z
Ω
[B(x, u, Du)] + ϕ dx, (3.3)
where Dϕ = ϕ 0 (u)Du when u / ∈ {l, m}.
Proof. Clearly ϕ is compactly supported in Ω. Let ω ⊂⊂ Ω be an open domain with Lipschitz continuous boundary which contains the support of ϕ. Let ϕ k = ψ k ◦ u be the truncation of ψ ◦ u at the level k, that is, ϕ k (u) = ψ(u) when u < k and ϕ k (u) = ψ(k) when u ≥ k. By the properties of ψ and by Lemma 3.2, clearly ϕ k ∈ W 0 1,p(·) (Ω). Moreover, ϕ k has compact support in ω and can be used as a test function in (3.1).
Hence
Z
Ω
hA(x, u, Du), Dϕ k i dx ≤ Z
Ω
[B(x, u, Du)] + ϕ k dx.
Since
kDϕ k − Dϕk p(·),Ω = kDϕk p(·),{u≥k} → 0
as k → ∞, by the Beppo Levi theorem (ϕ k ↑ ϕ) the result follows at once. 2 Now suppose that A and B in (1.1) satisfy the condition that there exist a 1 > 0 and a 2 ≥ 0 such that for all (x, z, ξ) ∈ Ω × R + × R n there holds
hA(x, z, ξ), ξi ≥ a 1 |ξ| p(x) − a 2 z p(x) , (3.4) or, more simply, it is enough that the inequality holds true for those z and ξ’s belonging to the range of the solution and of its gradient.
Our first result in the spirit of maximum principles is the following.
Theorem 3.4 (Maximum Principle). Assume that A satisfies (3.4) and B(x, z, ξ) ≤ 0. Let u ∈ W loc 1,p(·) (Ω) be a p(·)–regular solution of (1.1) in Ω. If u ≤ 0 on ∂Ω, then u ≤ 0 a.e. in Ω.
Proof. Assume by contradiction that V := ess sup
x∈Ω
u(x) > 0, possibly infinite, and let ε > 0 be such that ε < min {1, V }. Without loss of generality, we suppose p + > p − , otherwise p(·) is constant and the proof proceeds as in [18, Theorem 3.2.2]. We define
ψ(t) =
0, for t ≤ ε,
1 − ε t
p
−−1
, for ε < t ≤ 1,
1 − ε p
−−1 + ε p
+−1 − ε t
p
+−1
, for t ≥ 1.
Lemma 3.3 applies with l = ε and m = 1, so that ϕ := ψ(u) can be used as a nonnegative test function in (3.1). That is, by (3.3),
0 ≥ Z
Γ
1hA(x, u, Du), Dϕi dx + Z
Γ
2hA(x, u, Du), Dϕi dx, (3.5)
where Γ 1 := {x ∈ Ω : ε < u(x) ≤ 1}, Γ 2 := {x ∈ Ω : u(x) > 1} and Γ := Γ 1 ∪ Γ 2 . Since Dϕ = ψ 0 (u)Du and
ψ 0 (u) =
(p − − 1)ε p
−−1 u −p
−a.e. in Γ 1 , (p + − 1)ε p
+−1 u −p
+a.e. in Γ 2 , we obtain
0 ≥ Z
Γ
1hA(x, u, Du), Dui(p − − 1)ε p
−−1
u p
−dx +
Z
Γ
2hA(x, u, Du), Dui(p + − 1)ε p
+−1
u p
+dx.
From (3.4) we get Z
Γ
1hA(x, u, Du), Dui
u p
−dx ≥ a 1
Z
Γ
1|Du| p(x)
u p(x) dx − a 2
Z
Γ
1u p(x) u p
−dx and also
Z
Γ
2hA(x, u, Du), Dui
u p
+dx ≥ a 1
Z
Γ
2|Du| p(x)
u p(x) dx − a 2
Z
Γ
2u p(x)
u p
+dx.
Since u p(x) /u p
−≤ 1 in Γ 1 and R
Γ
1{|Du| p(x) /|u| p(x) }dx = R
Γ
1|D log u| p(x) dx, we have a 2 |Γ 1 | ≥ a 1
Z
Γ
1|D log u| p(x) dx + I Γ
2ε p
+−p
−, (3.6) where
I Γ
2:= p + − 1 p − − 1
"
a 1
Z
Γ
2|Du| p(x)
|u| p(x) dx − a 2
Z
Γ
2u p(x) u p
+dx
# .
Define ϕ 1 (x) = log(u(x)/ε) if u(x) > ε and ϕ 1 (x) = 0 if u(x) ≤ ε. Let also δ > 0 be such that ε < δ < min{1, V } and put
Σ := {x ∈ Ω : δ ≤ u(x) ≤ 1} .
Obviously Σ ⊂ Γ 1 has positive measure. Moreover, since ϕ 1 = 0 in Ω \ Γ, it then follows from the Sobolev inequality (2.5) that
kϕ 1 k p
∗(·),Γ ≤ S kDϕ 1 k p(·),Γ = S D log u
ε p(·),Γ
= S kD log uk p(·),Γ . (3.7) If kD log uk p(·),Γ ≤ 1, we find from (2.1) 2 , (3.6) and (3.7) that
kϕ 1 k p
∗(·),Σ ≤ kϕ 1 k p
∗(·),Γ ≤ C
Z
Γ
1∪Γ
2|D log u| p(x) dx
1/p
+≤ C J Γ
2+ (a 2 |Γ 1 | − I Γ
2ε p
+−p
−)/a 1 1/p
+,
(3.8)
where J Γ
2= R
Γ
2|D log u| p(x) dx. We observe that ϕ 1 ≥ log (δ/ε) in Σ. If ε > 0 is so small that log (δ/ε) > 1, then from (2.1) we obtain
kϕ 1 k p
∗(·),Σ ≥
log δ ε p
∗(·),Σ
≥ min (
% p
∗(·),Σ
log δ
ε
1/p
∗+,
% p
∗(·),Σ
log δ
ε
1/p
∗−)
≥ min n
|Σ| 1/p
∗+, |Σ| 1/p
∗−o log δ
ε
p
∗−/p
∗+. By (3.8) we finally get
|Σ| 1/p
∗+log δ
ε
p
∗−/p
∗+≤ C J Γ
2+ (a 2 |Γ 1 | − I Γ
2ε p
+−p
−)/a 1 1/p
+, which gives a contradiction as ε → 0.
If kD log uk p(·),Γ
1