THE HARNACK INEQUALITY FOR -HARMONIC FUNCTIONS. Peter Lindqvist and Juan J. Manfredi

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1 Electronic Journal of ifferential Equations Vol. 1995(1995), No. 04, pp Published April 3, ISSN URL: or ftp (login: ftp) or THE HARNACK INEQUALITY FOR -HARMONIC FUNCTIONS Peter Lindqvist and Juan J. Manfredi Abstract. The Harnack inequality for nonnegative viscosity solutions of the equation u = 0 is proved, extending a previous result of L.C. Evans for smooth solutions. The method of proof consists in considering u = 0 as the limit as p of the more familiar p-harmonic equation p u =0. The purpose of this note is to present a proof of the Harnack inequality for nonnegative viscosity solutions of the harmonic equation n u x i i=1,j=1 u x j 2 u x i x j =0 (1) where u = u(x 1,,x n ).For classical C 2 solutions this has recently been obtained by Evans, see [E]. While Evans works directly with equation (1), we approximate it by the p harmonic equation div( u p 2 u) =0 (2) and let p.(see [A], [K], and [BMB] for background and information about the -Laplacian.) The Harnack inequality for nonnegative p harmonic functions can be proved by the now standard iteration methods of egiorgi and Moser, see [S] and [B- T]. Unfortunately, in both of these methods the Harnack constants blow up as p. Another approach to the Harnack inequality, valid only when p > n, follows from energy bounds for (log u), see [M] and [KMV]. We begin with a well known estimate: 1991 Mathematics Subject Classifications: 35J70, 26A16. Key words and phrases: Harnack inequality, p-harmonic equations. c 1995 Southwest Texas State University and University of North Texas. Submitted: February 22,

2 2 P. Lindqvist & J. J. Manfredi EJE 1995/04 Lemma. Suppose that u p is a nonnegative weak solution of (2) in a domain R n. Then, we have ( ) p p ζ log u p p dx ζ p dx (3) whenever ζ C0 (). Proof. We may assume that u p > 0. (Consider u p (x)+εand let ε 0 +.) Use the test function ζ p u 1 p p in the weak formulation of (2). This simple calculation is given in [L, Corollary 3.8]. Our main result states that one can take the limit as p in (3). Theorem. Suppose that u is a nonnegative viscosity solution of (1) in a domain R n. Then we have whenever ζ C0 (). Proof. Select a bounded smooth domain such that ζ log u, ζ, (4) supp ζ. By a fundamental result of Jensen u W 1, () and it is the unique viscosity solution of (1) with boundary values u. For these results and the definition of viscosity solutions we refer to [J]. For p>nlet u p be the solution to the problem { div( up p 2 u p )=0 in u p u W 1,p 0 (). By the results of [BBM, Section I], there exists a sequence p j such that u pj tends to a viscosity solution v of (1) in C α () for any α [0, 1) and weakly in W 1,m () for any finite m. Since u and v have the same boundary values, the uniqueness theorem of Jensen [J] implies that u v. Note, in addition, that any other subsequence of u p has a subsequence converging to a viscosity solution of (1) and that this limit is u. We conclude that u p u in C α () for any α [0, 1) (5) and u p u in W 1,m () for any finite m (6) as p. Fix m n and consider p>m.we have ) m/p ζ log u p m dx ζ log u p p (p m)/p dx ( p ) m ζ p dx) m/p (p m)/p,

3 EJE 1995/04 The Harnack inequality for -harmonic functions 3 where we have used the Lemma in the second inequality. Therefore, we get ) 1/m ζ log u p m p 1/p dx ζ dx) p (p m)/pm. (7) Assume momentarily that ζ log u p converges weakly to ζ log u in L m (). By the weak lower semi-continuity of the norm we obtain 1/m ζ log u dx) m ζ, 1/m. (8) Observe that (7) holds for the translated functions u p (x)+ε, where ε>0isfixed, in place of u p. Since these functions are bounded away from zero, it is elementary to check that ζ log(u p + ε) converges weakly to ζ log(u + ε) inl m (). It now follows from (5) and (6) that estimate (8) holds for u(x)+ε. We now let ε 0. By the Monotone Convergence theorem, we obtain estimate (8) for u. Finally, letting m we finish the proof of (4). If B r and R R are two concentric balls in with radius r and R, the usual choice of a radial test function ζ (0 ζ 1, ζ =1inB r, ζ =0outsideB R )in(4) yields the estimate log u,br 1 (11) R r provided that B R. In particular, we obtain the following result. Corollary 1. (a) If u is a nonnegative viscosity solution of (1) in a domain R n, then for a. e. x u(x) u(x) d(x, ) (12) (b) If u is a bounded viscosity solution of (1) in a domain R n, then for a. e. x we have u(x) 2 u d(x, ) (13) Proof. It remains to consider only the second case, which follows from the first by considering v = u + u. Next, we state the Harnack inequality, which follows from (11). Corollary 2. Suppose that u is a nonnegative viscosity solution of (1) in B R (x 0 ). Then if x, y B r (x 0 ), 0 r<r,we have u(x) e x y /(R r) u(y). (14) Proof. By integrating (11) on a line segment from x to y we obtain log u(x) log u(y) x y R r,

4 4 P. Lindqvist & J. J. Manfredi EJE 1995/04 from which (14) follows by exponentiating. Remarks. 1. The Lemma holds for nonnegative super-solutions of the p Laplacian by exactly the same proof. Thus for p > n we get an estimate like (10) with m replaced by p, from which a Harnack inequality follows easily. This suggests the possibility that corollary 2 holds, indeed, for nonnegative viscosity super-solutions of (1). 2. If one uses the estimate in [L, (4.10)] ( p ) p u p p up 1 ε ζ p dx up p 1 ε ζ p dx ε where 0 <ε<p 1 instead of (3), we obtain the estimate ζu α u, 1 α u1 α ζ, for any α>0 and for any nonnegative viscosity solution u of (1) in. Roughly speaking, estimates for the p Laplacian that are independent of p, always yield estimates for harmonic functions. References [A] Aronsson, G., On the partial differential equation u 2 xu xx +2u x u y u xy +u 2 yu yy =0,Arkiv für Matematik 7 (1968), [BBM] Batthacharya, T., i Benedetto, E. and Manfredi, J., Limits extremal problems, Classe Sc. Math. Fis. Nat., Rendiconti del Sem. Mat. Fascicolo Speciale Non Linear PE s, Univ. de Torino, 1989, pp [B-T] i Benedetto, E and Trudinger, N., Harnack inequalities for quasiminima of variational integrals, Analyse nonlinéaire, Ann. Inst. Henri Poincaré 1 (1984), [E] Evans, L., Estimates for smooth absolutely minimizing Lipschitz extensions, Electronic Journal of ifferential Equations 1993 No. 3 (1993), [J] Jensen, R., Uniqueness of Lipschitz extensions: Minimizing the sup-norm of the gradient, Arch. for Rational Mechanics and Analysis 123 (1993), [K] Kawohl, B., On a family of torsional creep problems, J. Reine angew. Math. 410 (1990), [KMV] Koskela, P., Manfredi, J. and Villamor, E., Regularity theory and traces of A-harmonic functions, to appear, Transactions of the American Mathematical Society. [L] Lindqvist, P., On the definition and properties of p-superharmonic functions, J. Reine angew. Math. 365 (1986), [M] Manfredi, J. J., Monotone Sobolev functions, J. Geom. Anal. 4 (1994), [S] Serrin, J., Local behavior of solutions of quasilinear elliptic equations, ActaMath. 111 (1964),

5 EJE 1995/04 The Harnack inequality for -harmonic functions 5 epartment of Mathematics Norwegian Institute of Technology N-7034 Trondheim Norway address: lqvist@imf.unit.no epartment of Mathematics University of Pittsburgh Pittsburgh, PA USA address: juanjo@na0b.math.pitt.edu

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