Abstract
In this paper, we prove up to the boundary gradient estimates for viscosity solutions to inhomogeneous nonlinear Free Boundary Problems (FBP) governed by fully nonlinear and quasilinear elliptic equations with unbounded measurable ingredients. Here, we build upon our previous results in [9] to construct Inhomogeneous Pucci Barriers (IPB) for the Pucci extremal equations with unbounded coefficients. Using these barriers, we obtain a version of a boundary growth type lemma for inhomogeneous nonlinear equations that may be of independent interest. In a certain way, this lemma detects the expansion of the level sets of supersolutions from the boundary to the interior. The use of this boundary growth type lemma together with the geometry of IPB bridge the interchanging information between the free boundary condition and Dirichlet boundary data on the free and fixed boundary respectively. This produces an estimate on the trace of solutions to FBP along the fixed boundary. This way, control of such solutions (up to the boundary) by the distance to the negative phase is obtained. Finally, this distance control combined with the PDE boundary gradient estimates render our final result.
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Notes
More precisely, \(u_{\nu }^{+}\) and \(u_{\nu }^{-}\) here are understood in the weak sense, since there is no apriori regularity assumption on the smoothness of the free boundary F(u) and thus the unit normal vector \(\nu \) to F(u) may not exist apriori. The coefficients of the asymptotic development of u near F(u) are the (weak) substitutes that mimic the roles of \(u_{\nu }^{+}, u_{\nu }^{-}\) on F(u). This is explained in chapters 11 and 12 of the book of L. Caffarelli and S. Salsa [16] and in the Appendix of [15].
Clearly, we can always assume that \(\Upsilon _{0}\in (0,1/2)\) replacing it by \( \min \{\Upsilon _{0},1/2\}\) if this becomes necessary.
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Acknowledgements
We would like to thank Gary Lieberman for sharing with us some thoughts about the boundary regularity for quasilinear equations with unbounded RHS (Remark 13.1). We also thank Mariana Smit Vega Garcia for kindly bring to our attention the paper [21] by O. Savin and H. Chang-Lara. We would like to thank Sandro Salsa and Carlos Kenig for sharing some comments and impressions in an earlier version of this manuscript. We also thank Ovidiu Savin for a nice discussion that led to Proposition 14.2. The work of the second author is partially funded by PRONEX (FUNCAP) and by CNPq (Brazil). The work of the first author is funded by CNPq.
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Appendix: On The Comparison Principle and Additional Properties
Appendix: On The Comparison Principle and Additional Properties
1.1 Fully Nonlinear
Lemma 14.1
Let \(U\subset {\mathbb {R}}^{n}\) be an open set and \(f,g\in L^{n}(U)\). Suppose that \( {\mathcal {P}}_{\gamma }^{\pm }[u]= f\) in U in the \(L^{n}\)-viscosity sense and that \(v\in W_{loc}^{2,n}(U)\) is a strong solution to \( {\mathcal {P}}_{\gamma }^{\pm }[v]= g \) in U. Then, \(u-v\in S(\gamma , f-g)\) in U.
Proof
The proof is done in Lemma 7.2 in [8] although there the drift coefficient is bounded. It is easy to see that the argument does not depend on the boundedness of the drift coefficient and thus can be repeated here. \(\square \)
Proposition 14.1
(Comparison Principle) Suppose \(U\subset {\mathbb {R}}^{n}\) is a bounded open set. Assume that
Assume that \(u,v\in C^{0}({\overline{U}})\) with \(v\in W^{2,n}_{loc}(U)\) be such that
This way
Moreover, the roles of \(L^{n}-\)viscosity and \(L^{n}-\)strong solutions played by u and v can be swapped.
Proof
The Proposition above is essentially a consequence of the ABP estimate and the fact the \(L^{p}-\)strong solutions are also viscosity solutions. Both of these facts also holds in the case \(\gamma , f\) are in \(L^{q}\) with \(q>n\). The ABP estimate is Theorem 2.4 of [54] and the second one is Theorem 3.1 in [54]. Thus, under the possession of these facts, we can repeat the same proof of the bounded drift coefficient case done in Theorem 2.10 in [17]. \(\square \)
As a Corollary of the Comparison Principle, Proposition 14.1, we indicate the following Lipschitz type estimates in rings that was needed in the proof of Theorem 4.1. As before, we use the following notation
Proposition 14.2
Let us assume that \(u\in C^{0}(\overline{{\mathcal {A}}_{\frac{r}{2}, r}(x_0)})\cap S^{*}(\gamma ;f)\) in \({\mathcal {A}}_{\frac{r}{2}, r}(x_0)\) where \(\gamma \in L_{+}^{q_{0}}({\mathcal {A}}_{\frac{r}{2}, r}(x_0))\) and \(f\in L^{q}({\mathcal {A}}_{\frac{r}{2}, r}(x_0))\) under (EC). Assume that \(u=0\) along \(\partial {\mathcal {A}}_{\frac{r}{2}, r}(x_0)\). Then, the following estimate holds
where
Proof
The proof goes essentially ipsis-literis to the proof of Lemma 7.3 in [8] that was originally hinted to us by Ovidiu Savin. The only difference is that now the drift coefficient \(\gamma \in L^{q_{0}}\) with \(q_0\ge q>n\) instead of \(\gamma \in L^{\infty }.\) So, we argue as in Lemma 7.3 in [8] just by replacing the existence Theorem (to barriers in (7.54) in [8]) and the \(C^{1,\alpha }\) up to the boundary estimate by the case where the drift coefficient \(\gamma \) is now unbounded. These results are respectively Theorem 2.4 in [55] and Theorem 1.1 in [68]. \(\square \)
1.2 Quasilinear
We start by proving a technical approximation Lemma.
We define for an open set \(U\subset {\mathbb {R}}^{n}\)
Lemma 14.2
Let \(V \subset {\mathbb {R}}^{n}\) be a bounded open set in \({\mathbb {R}}^{n}\). Assume that \(0\le u\in W_{c}^{1,G}(V)\). Then,
Proof
Let \(supp(u)\subset V_{0}\subset \subset V_{00}\subset \subset V\) for open sets \(V_{0}, V_{00}\). Let \(\eta \) be a smooth standard mollifier, i.e, \(\eta \in C_{0}^{\infty }({\mathbb {R}}^{n}), \ supp(\eta )\subset B_{1}\), \(0\le \eta \le 1\) and \(\eta \) radially symmetric such that \(\int _{{\mathbb {R}}^{n}}\eta (x)dx=1\). We then set
where \(\eta _{\varepsilon }(x){:}{=}\varepsilon ^{-n}\eta (x/\varepsilon ).\) For \(p=1+\delta _{0}\), we have \(u\in W^{1,G}(V_{0})\hookrightarrow W^{1,p}(V_{0})\hookrightarrow L^{1}(V_{0})\) by Theorem 2.2 in [64]. Then for \(\varepsilon<<1\), we have \(0\le \phi _{\varepsilon }\in C_{c}^{\infty }(V_{00})\) and also that \(\nabla \phi _{\varepsilon }(x)= (\nabla u*\eta _{\varepsilon })(x)\ \forall x\in V_{00}\) (by Lemma 7.3 in [42]). The proof is finished by observing that \(||\phi _{\varepsilon } - u||_{W^{1,G}(V)} = ||\phi _{\varepsilon } - u||_{W^{1,G}({\mathbb {R}}^{n})}\rightarrow 0 \) by Lemma 2.1 in [35].\(\square \)
Lemma 14.3
Let \(V\subset {\mathbb {R}}^{n}\) be a bounded open set and \(\Upsilon :W_{c}^{1,G}(V)\rightarrow {\mathbb {R}}\) be a linear functional. Assume that
If \(\Upsilon \) is bounded on the smooth compactly supported functions, i.e, if there exists \(C>0\) such that
Then, (14.1) holds for every \(\varphi \in W_{c}^{1,G}(V), \ \varphi \ge 0.\)
Proof
Let \(0\le \xi \in W_{c}^{1,G}(V).\) By Lemma 14.2, there exists \(0\le \phi _{\varepsilon } \in C_{0}^{\infty }(V)\) with \(\phi _{\varepsilon }\rightarrow \xi \) in \(W_{0}^{1,G}(V).\) Now,
Since \(\Upsilon (\phi _{\varepsilon })\le 0\) by (14.1), passing to the limit via inequality above we arrive to \(\Upsilon (\xi )\le 0\). \(\square \)
Lemma 14.4
Let \(V\subset {\mathbb {R}}^{n}\) be a open bounded set. Let \(X\in L^{{\widetilde{G}}}(V;{\mathbb {R}}^{n})\) and define \(\Lambda _{X}:W_{c}^{1,G}(V)\rightarrow {\mathbb {R}}\) by
Then, \(\Lambda _{X}\) is linear and bounded, i.e,
Proof
Linearity is trivial. The boundedness is a direct consequence of Hölder inequality in the context of Orlicz spaces (Remark 9.1 item f). Indeed,
\(\square \)
Lemma 14.5
Let \(V\subset {\mathbb {R}}^{n}\) be a bounded open set and \(f\in L^{q}(V)\) with \(q\ge n\). Consider the functional given by
Then, there exist a constant \(C=C(||f||_{L^{q}(V)}, |V|,n , \delta _{0}, g_{0})>0\) such that
Proof
Let \(\xi \in W_{c}^{1,G}(V).\) By regularization process, it is easy to see that \(\xi \in W_{c}^{1,G}(V)\subset W_{0}^{1,G}(V)\). Now, we recall once more (by by Theorem 2.2 in [64]) that \(W_{0}^{1,G}(V)\hookrightarrow W_{0}^{1,p}(V)\) where \(p=1+\delta _{0}>1\). We study three possible cases:
Case 1: Suppose \(p>n\). In this case, \(W_{0}^{1,p}(V)\hookrightarrow L^{\infty }(V)\) and then if \(q'=q/(q-1)\),
for \(C_{1}, C_{2}>0\) depending on \(n,\delta _{0}, g_{0}\).
Case 2: Suppose \(p=n\). In this case, \(W_{0}^{1,p}(V)\hookrightarrow L^{r}(V)\) for all \(r\in [1,\infty )\). Then, as before
where \(C_{1}, C_{2}>0\) depend on \(n, \delta _{0}, g_{0}, q\).
Case 3: Suppose \(1<p<n\). In this case, \(W_{0}^{1,p}(V)\hookrightarrow L^{p*}(V)\) with \(p^{*}=np/(n-p)\). Observe that \((p^{*})' = np/(np-n+p).\) Now, we have
This way, since we know that \(p=1+\delta _{0}>1\) then \((p^{*})'<n\le q\). Thus,
where \(C_{1}, C_{2}>0\) depend on \(n, \delta _{0}, g_{0}\). Thus, in any case, there exists a constant \(C>0\) with the dependence as indicated in the statement so that
\(\square \)
Lemma 14.6
In the definition of subsolution given in (3.5) we can take test functions \(0\le \varphi \in W_{c}^{1,G}(\Omega )\) provided \(f\in L_{loc}^{n}(\Omega )\).
Proof
Indeed, for each \(V\subset \subset \Omega \), we set \(\Upsilon _{V}:W_{c}^{1,G}(V)\rightarrow {\mathbb {R}}\) given by
where \(X(x)=H_{g}(\nabla u)\nabla u(x)\). In order to prove the result, it is enough to prove that
Since u is a subsolution, what we do know is that
We observe now that
Thus, \(||X||_{L^{{\widetilde{G}}}(V)} <\infty \) by Remark 9.1 item e). By Lemma 14.4 and Lemma 14.5, we conclude that \(\Upsilon _{V}\) is bounded in \(W_{c}^{1,G}(V)\). The result follows now immediately from Lemma 14.3. \(\square \)
Now, we are in conditions to prove the Comparison Principle for quasilinear equations.
We consider equations of the form in \(U\subset {\mathbb {R}}^{n}\) an open set in \({\mathbb {R}}^{n}\)
Here, \({\mathcal {A}}:\Omega \times {\mathbb {R}}^{n}\rightarrow {\mathbb {R}}^{n}\) are continuous satisfying the following conditions
The concepts of solutions (sub and supersolutions) are defined as in (3.5).
Proposition 14.3
(Comparison principle for the quasilinear case with local integrabiltiy) Let \(\Omega \) be an open bounded set. Assume \(u,v\in W_{loc}^{1,G}(\Omega )\) and \(f\in L^{1}(\Omega )\) be such that \(Q_{{\mathcal {A}}}[u] \ge f\) and \(Q_{{\mathcal {A}}}[v]\le f\) in the distributional sense in \(\Omega \). Suppose the operator \({\mathcal {A}}\) satisfy the properties \(Q_{1}), Q_{2}), Q_{3})\). This way, if \(u,v\in C^{0}({\overline{\Omega }})\) with \(u\le v\) on \(\partial \Omega \) then \(u\le v\) along \(\Omega \).
Proof
Writing down the weak formulation of the equations, we have
Adding the inequalities above, we arrive to
We now set the vector fields
Observe that by (\(Q_{2}\))
Thus, let \(V\subset \subset \Omega \) be an open set. Then,
Analogously,
Thus
Thus, if we define \(\Upsilon :W_{c}^{1,G}(V)\rightarrow {\mathbb {R}}\) given by \((\varphi \in W_{c}^{1,G}(V))\)
Observe that \(\Upsilon (\varphi ) \le 0\) forall \(\varphi \in C_{0}^{\infty }(V)\) such that \(\varphi \ge 0\) by (14.4). This way, we conclude by Lemma 14.3 that (14.4) holds in fact for any \(0\le \varphi \in W_{c}^{1,G}(V)\). Since \(V\subset \subset \Omega \) was taken arbitrary, we actually proved that
We set \(w{:}{=}u-v\in C^{0}({\overline{\Omega }})\) and \(w\le 0\) along \(\partial \Omega \) pointwise. Since \(\Omega \) is bounded, w is uniformly continuous in \({\overline{\Omega }}\). This way, for any \(\varepsilon >0\) there exists a \(\delta >0\) such that \(w_{\varepsilon }(x){:}{=}(w-\varepsilon )^{+}(x) =0\) for all \(x\in \Omega _{\delta }{:}{=}\{y\in {\overline{\Omega }}; \ dist(y,\partial \Omega ) <\delta \} \subset \subset \Omega .\) In particular, this proves that \(w_{\varepsilon }\in W_{c}^{1,G}(\Omega )\subset W_{0}^{1,G}(\Omega )\) and thus, \(0\le w_{\varepsilon }\) becomes an admissible test function, i.e, by (14.6) we find
By property \(Q_{1}\),
This implies, in particular, that \(I(x)=0\) for almost every \(x\in \{ u>v+\varepsilon \}\). As a matter of fact, we can deduce from \(Q_{1}\) that \(\nabla u = \nabla v \ a.e. \) in \(\{ u>v+\varepsilon \}.\) This implies \(\nabla w_{\varepsilon } = 0 \ a.e.\) in \(\Omega .\) Since \(W_{0}^{1,G}(\Omega )\hookrightarrow W_{0}^{1,1+\delta }(\Omega )\) (see Theorem 2.2 in [64]), we conclude by Poincaré inequality that \(||w_{\varepsilon }||_{L^{1+\delta }(\Omega )} \le C\cdot ||\nabla w_{\varepsilon }||_{L^{1+\delta }(\Omega )}=0.\) Thus \(w_{\varepsilon }=0 \ a.e.\) in \(\Omega \). Since \(w_{\varepsilon } \in C^{0}({\overline{\Omega }})\), we actually have \(w_{\varepsilon }\equiv 0\) in \(\Omega \). Moreover, since \(g(t)=t^{+}\) is Lipschitz continuous with \([g]_{C^{0,1}({\mathbb {R}})} = 1\), then \(\forall x\in \Omega \) and \(\forall \varepsilon >0\)
Letting \(\varepsilon \rightarrow 0\), we conclude that \((u-v)^{+}\equiv 0\) in \(\Omega \), i.e, \(u\le v\) in \(\Omega \). \(\square \)
Remark 14.1
(Inhomogeneous Hopf-Oleĭnik Lemma for quasilinear equations in [9]) The version of the Comparison Principle for quasilinear equations above is needed in the proof of the Inhomogeneous Hopf-Oleĭnik Lemma, Theorem 3.2 in [9]. Theorem 3.2 in [9] is correct and as it was stated for functions in \(C^{0}({\overline{\Omega }})\cap W_{loc}^{1,G}(\Omega )\). However, in our proof there, we used a weaker version of the Comparison Principle for quasilinear equations, namely, Proposition 5.2 in [9]. This version assumes integrability of the gradients all the way up to the boundary, i.e, \(u,v\in C^{0}({\overline{\Omega }})\cap W^{1,G}(\Omega ).\) The new version of the Comparison Principle above (Proposition 14.3) requires only interior local integrability of the gradients. Thus, by using it (instead of Proposition 5.2 in [9]), we fix this small shortcoming into the proof of Theorem 3.2 in [9].
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Braga, J.E.M., Moreira, D.R. Up to the boundary gradient estimates for viscosity solutions to nonlinear free boundary problems with unbounded measurable ingredients. Calc. Var. 61, 197 (2022). https://doi.org/10.1007/s00526-022-02289-2
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DOI: https://doi.org/10.1007/s00526-022-02289-2