Abstract
We study a nonlinear generalization of a free boundary problem that arises in the context of thermal insulation. We consider two open sets \(\Omega \subseteq A\), and we search for an optimal A in order to minimize a nonlinear energy functional, whose minimizers u satisfy the following conditions: \(\Delta _p u=0\) inside \(A{\setminus }\Omega \), \(u=1\) in \(\Omega \), and a nonlinear Robin-like boundary (p, q)-condition on the free boundary \(\partial A\). We study the variational formulation of the problem in \({{\,\textrm{SBV}\,}}\), and we prove that, under suitable conditions on the exponents p and q, a minimizer exists and its jump set satisfies uniform density estimates.
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1 Introduction
Let \(\Omega \subseteq {\mathbb {R}}^n\) be a bounded open set with smooth boundary, and let A be a set containing \(\Omega \). Consider the functional
with \(v\in H^1(A)\), \(v=1\) in \(\Omega \) and \(\beta , C_0>0\) fixed positive constants. The problem of minimizing this functional arises in the environment of thermal insulation: F represents the energy of a heat configuration v when the temperature is maintained constant inside the body \(\Omega \) and there’s a bulk layer \(A\setminus \Omega \) of insulating material whose cost is represented by \(C_0\) and the heat transfer with the external environment is conveyed by convection. For simplicity’s sake in the following we will set \(C_0=1\). The variational formulation in (1.1) leads to an Euler-Lagrange equation, which is the weak form of the following problem:
The problems we are interested in concern the existence of a solution and its regularity. In this sense, one could be interested in studying a more general setting in which it is possible to consider possibly irregular sets A. Specifically, we could generalize the problem into the context of \({{\,\textrm{SBV}\,}}\) functions, aiming to minimize the functional
with \(v\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) and \(v=1\) in \(\Omega \). This problem has been studied in [7], where the authors have proved the existence of a solution u for the problem and the regularity of its jump set. Similar two-phase problems in the linear case can be found in [1], and [3]. With regards to the nonlinear context, analogous versions of the problem have been addressed in [4], and in [6] with a boundedness constraint.
In this paper, our main aim is to generalize the problem and techniques employed in [7] to a nonlinear formulation. In detail, for \(p,q>1\) fixed, we consider the functional
and in the following we are going to study the problem
Notice that if \(v\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) with \(v=1\) a.e. in \(\Omega \), letting \(v_0=\max \{0,\min \{v,1\}\}\) we have that \(v_0\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) with \(v_0=1\) a.e. in \(\Omega \) and \({\mathcal {F}}(v_0)\le {\mathcal {F}}(v)\) so it suffices to consider the problem
In a more regular setting, problem (1.4) can be seen as a PDE. Let us fix \(\Omega ,A\) sufficiently smooth open sets, \(u\in W^{1,p}(A)\) with \(u=1\) on \(\Omega \), and let us define the functional
minimizers u to (1.5) solve the following boundary value problem
In Sect. 2 we give some preliminary tools and definitions, and then we will prove the existence of a minimizer u of (1.4), under a prescribed condition on p and q. Finally, we will prove density estimates for the jump set \(J_u\).
We resume in the following theorems the main results of this paper.
Theorem 1.1
Let \(\Omega \subseteq {\mathbb {R}}^n\) be a bounded open set, and let \(p,q>1\) be exponents satisfying one of the following conditions:
-
\(1<p<n\), and \(1<q<\dfrac{p(n-1)}{n-p}:=p_*\);
-
\(n\le p<\infty \), and \(1<q<\infty \).
Then there exists a solution u to problem (1.4) and there exists a constant \(\delta _0=\delta _0(\Omega ,\beta ,p,q)>0\) such that
\({\mathcal {L}}^n\)-almost everywhere in \(\{u>0\}\), and there exists \(\rho (\delta _0)>0\) such that
Theorem 1.2
Let \(\Omega \subseteq {\mathbb {R}}^n\) be a bounded open set, and let \(p,q>1\) be exponents satisfying the assumptions of Theorem 1.1. Then there exist positive constants \(C(\Omega ,\beta ,p,q)\), \(c(\Omega ,\beta ,p,q)\), \(C_1(\Omega ,\beta ,p,q)\) such that if u is a minimizer to problem (1.4), then
and
for every \(x\in \overline{J_u}\) with \(B_r(x)\subseteq {\mathbb {R}}^n{\setminus } \Omega \).
In particular, this implies the essential closedness of the jump set \(J_u\) outside of \(\Omega \), namely
In Sect. 3 we prove that the a priori estimate (1.7) holds for inward minimizers (see Definition 3.1), such an estimate will be crucial in the proof of Theorem 1.1 in Sect. 4. Finally, in Sect. 5 we prove Theorem 1.2.
Remark 1.3
Notice that the condition on the exponents is undoubtedly verified when \(p\ge q>1\). Furthermore, if \(\Omega \) is a set with Lipschitz boundary, the exponent \(p_*\) is the optimal exponent such that
2 Notation and tools
In this section, we give the definition of the space \({{\,\textrm{SBV}\,}}\), and some useful notations and results that we will use in the following sections. We refer to [2, 5, 9] for a more intensive study of these topics.
Definition 2.1
(\({{\,\textrm{BV}\,}}\)) Let \(u\in L^1({\mathbb {R}}^n)\). We say that u is a function of bounded variation in \({\mathbb {R}}^n\) and we write \(u\in {{\,\textrm{BV}\,}}({\mathbb {R}}^n)\) if its distributional derivative is a Radon measure, namely
with Du a \({\mathbb {R}}^n\)-valued measure in \({\mathbb {R}}^n\). We denote with \(|Du|\) the total variation of the measure Du. The space \({{\,\textrm{BV}\,}}({\mathbb {R}}^n)\) is a Banach space equipped with the norm
Definition 2.2
Let \(E\subseteq {\mathbb {R}}^n\) be a measurable set. We define the set of points of density 1 for E as
and the set of points of density 0 for E as
Moreover, we define the essential boundary of E as
Definition 2.3
(Approximate upper and lower limits) Let \(u:{\mathbb {R}}^n\rightarrow {\mathbb {R}}\) be a measurable function. We define the approximate upper and lower limits of u, respectively, as
and
We define the jump set of u as
We denote by \(K_u\) the closure of \(J_u\).
If \({\overline{u}}(x)={\underline{u}}(x)=l\), we say that l is the approximate limit of u as y tends to x, and we have that, for any \(\varepsilon >0\),
If \(u\in {{\,\textrm{BV}\,}}({\mathbb {R}}^n)\), the jump set \(J_u\) is a \((n-1)\)-rectifiable set, i.e., \({J_u\subseteq \bigcup _{i\in {\mathbb {N}}}M_i}\), up to a \({\mathcal {H}}^{n-1}\)-negligible set, with \(M_i\) a \(C^1\)-hypersurface in \({\mathbb {R}}^n\) for every i. We can then define \({\mathcal {H}}^{n-1}\)-almost everywhere on \(J_u\) a normal \(\nu _u\) coinciding with the normal to the hypersurfaces \(M_i\). Furthermore, the direction of \(\nu _u(x)\) is chosen in such a way that the approximate upper and lower limits of u coincide with the approximate limit of u on the half-planes
and
, respectively.
Definition 2.4
Let \(\Omega \subseteq {\mathbb {R}}^n\) be an open set, and \(E\subseteq {\mathbb {R}}^n\) a measurable set. We define the relative perimeter of E inside \(\Omega \) as
If \(P(E;{\mathbb {R}}^n)<+\infty \) we say that E is a set of finite perimeter.
Theorem 2.5
(Decomposition of \({{\,\textrm{BV}\,}}\) functions) Let \(u\in {{\,\textrm{BV}\,}}({\mathbb {R}}^n)\). Then we have
where \(\nabla u\) is the density of Du with respect to the Lebesgue measure, \(\nu _u\) is the normal to the jump set \(J_u\) and \(D^c u\) is the Cantor part of the measure Du. The measure \(D^c u\) is singular with respect to the Lebesgue measure and concentrated out of \(J_u\).
Definition 2.6
Let \(v\in {{\,\textrm{BV}\,}}({\mathbb {R}}^n)\), let \(\Gamma \subseteq {\mathbb {R}}^n\) be a \({\mathcal {H}}^{n-1}\)-rectifiable set, and let \(\nu (x)\) be the generalized normal to \(\Gamma \) defined for \({\mathcal {H}}^{n-1}\)-a.e. \(x\in \Gamma \). For \({\mathcal {H}}^{n-1}\)-a.e. \(x\in \Gamma \) we define the traces \(\gamma _\Gamma ^{\pm }(v)(x)\) of v on \(\Gamma \) by the following Lebesgue-type limit quotient relation
where
Remark 2.7
Notice that, by [2, Remark 3.79], for \({\mathcal {H}}^{n-1}\)-a.e. \(x\in \Gamma \), \((\gamma _\Gamma ^{+}(v)(x),\gamma _\Gamma ^-(v)(x))\) coincides with either \(({\overline{v}}(x),{\underline{v}}(x))\) or \(({\underline{v}}(x),{\overline{v}}(x))\), while, for \({\mathcal {H}}^{n-1}\)-a.e. \(x\in \Gamma \setminus J_v\), we have that \(\gamma _\Gamma ^+(v)(x)=\gamma _\Gamma ^-(v)(x)\) and they coincide with the approximate limit of v in x. In particular, if \(\Gamma =J_v\), we have
for \({\mathcal {H}}^{n-1}\)-a.e. \(x\in J_v\).
We now focus our attention on the \({{\,\textrm{BV}\,}}\) functions whose Cantor parts vanish.
Definition 2.8
(SBV) Let \(u\in {{\,\textrm{BV}\,}}({\mathbb {R}}^n)\). We say that u is a special function of bounded variation and we write \(u\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) if \(D^c u=0\).
For \({{\,\textrm{SBV}\,}}\) functions we have the following.
Theorem 2.9
(Chain rule) Let \(g:{\mathbb {R}}\rightarrow {\mathbb {R}}\) be a differentiable function. Then if \(u\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\), we have
Furthermore, if g is increasing,
while, if g is decreasing,
We now state a compactness theorem in \({{\,\textrm{SBV}\,}}\) that will be useful in the following.
Theorem 2.10
(Compactness in \({{\,\textrm{SBV}\,}}\)) Let \(u_k\) be a sequence in \({{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\). Let \(p,q>1\), and let \(C>0\) such that for every \(k\in {\mathbb {N}}\)
Then there exists \(u\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) and a subsequence \(u_{k_j}\) such that
-
Compactness:
$$\begin{aligned} u_{k_j}\xrightarrow {L^1_{{{\,\textrm{loc}\,}}}({\mathbb {R}}^n)} u \end{aligned}$$ -
Lower semicontinuity: for every open set A we have
$$\begin{aligned} \int _A |\nabla u|^p\, \textrm{d}{\mathcal {L}}^n\le \liminf _{j\rightarrow +\infty }\int _A |\nabla u_{k_j}|^p\,\textrm{d}{\mathcal {L}}^n\end{aligned}$$and
$$\begin{aligned} \int _{J_u\cap A}\left( {{\overline{u}}}^q+{\underline{u}}^q\right) \, \textrm{d}{\mathcal {H}}^{n-1}\le \liminf _{j\rightarrow +\infty }\int _{J_{u_{k_j}}\cap A} \left( {{\overline{u}}}_{k_j}^q+{\underline{u}}_{k_j}^q\right) \, \textrm{d}{\mathcal {H}}^{n-1}\end{aligned}$$
We refer to [2, Theorem 4.7, Theorem 4.8, Theorem 5.22] for the proof of this theorem. We now conclude this section with the following proposition whose proof can be found in [7, Lemma 3.1].
Proposition 2.11
Let \(u\in {{\,\textrm{BV}\,}}({\mathbb {R}}^n)\cap L^\infty ({\mathbb {R}}^n)\). Then
3 Lower bound
In the following, we assume that \(\Omega \subset {\mathbb {R}}^n\) is a bounded open set and that p and q are two positive real numbers such that
where \(p'\) and \(q'\) are the Hölder conjugates of p and q, respectively.
Definition 3.1
Let \(v\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) be a function such that \(v=1\) a.e. in \(\Omega \). We say that v is an inward minimizer if
for every set of finite perimeter A containing \(\Omega \), where \(\chi _A\) is the characteristic function of set A.
Let \(A\subset {\mathbb {R}}^n\) be a set of finite perimeter such that \(\Omega \subset A\), and let \(v\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\). We will make use of the following expression
Let B be a ball containing \(\Omega \), then \(\chi _B\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) and \(\chi _B=1\) in \(\Omega \), we will denote \({\mathcal {F}}(\chi _B)\) by \(\tilde{{\mathcal {F}}}\).
Theorem 3.2
There exists a positive constant \(\delta =\delta (\Omega ,\beta ,p,q)\) such that if u is an inward minimizer with \({\mathcal {F}}(u)\le 2\tilde{{\mathcal {F}}}\), then
\({\mathcal {L}}^n\)-almost everywhere in \(\left\{ u>0\right\} \).
Proof
Let \(0<t<1\) and
For every such t, we have
Let \(u_t=u\chi _{\{u>t\}}\). Using (3.2) we have
and rearranging the terms,
On the other hand,
where we used
and \(\gamma >1\) by (3.1). By classical BV embedding in \(L^{1^*}\) applied to the function \((u\chi _{\{u\le t\}})^q\) and the estimate (3.4), we have
We can compute
We therefore get
Let \(0<t_0<1\) such that \(f(t_0)>0\), then for every \(t_0<t<1\), we have \(f(t)>0\) and
integrating from \(t_0\) to 1, we have
so that, using (3.3),
Let
for every \(t_0<\delta \) we would have \(f(t_0)<0\), which is a contradiction. Therefore \(f(t)=0\) for every \(t<\delta \), from which \(u>\delta \) \({\mathcal {L}}^n\)-almost everywhere on \(\{u>0\}\). \(\square \)
Remark 3.3
From Theorem 3.2, if u is an inward minimizer with \({\mathcal {F}}(u)\le 2\tilde{{\mathcal {F}}}\), we have that
Indeed, on \(\partial ^*\{u>0\}\) we have that, by definition, \({\underline{u}}=0\) and that, since \(u\ge \delta \) \({\mathcal {L}}^n\)-almost everywhere in \(\{u>0\}\), \({\overline{u}}\ge \delta \).
Proposition 3.4
There exists a positive constant \(\delta _0=\delta _0(\Omega ,\beta ,p,q)<\delta \) such that if u is an inward minimizer with \({\mathcal {F}}(u)\le 2\tilde{{\mathcal {F}}}\), then u is supported on \(B_{\rho (\delta _0)}\), where \(\rho (\delta _0)=\delta _0^{1-q}\) and \(B_{\rho (\delta _0)}\) is the ball centered at the origin with radius \(\rho (\delta _0)\). Moreover there exist positive constants \(C(\Omega ,\beta ,p,q),C_1(\Omega ,\beta ,p,q)\) such that, for any \(B_r(x)\subseteq {\mathbb {R}}^n\setminus \Omega \) we have
and if \(x\in K_u\), then
Proof
By Theorem 3.2, if u is an inward minimizer, we have
on the other hand, using \(u\chi _{{\mathbb {R}}^n\setminus B_r(x)}\) as a competitor for u, we have
Let now \(x\in K_u\) and consider \(\mu (r)={\mathcal {L}}^n\left( B_r(x)\cap \{u>0\}^{(1)}\right) \). Using the isoperimetric inequality and inequality (3.5), we have that for almost every \(r\in (0,d(x,\Omega ))\)
Notice that we used Remark 3.3 in the last inequality. We have
Integrating the differential inequality, we obtain
Finally, let \(\delta _0>0\) and \(x\in K_u\) such that \(d(x,\Omega )>\rho (\delta _0)=\delta _0^{1-q}\). By (3.6)
which leads to a contradiction if \(\delta _0\) is too small, hence there exists a positive value \(\delta _0(\Omega ,\beta ,p,q)\) such that \(\{u>0\}\subset B_{\rho (\delta _0)}\). \(\square \)
4 Existence
In this section, we are going to prove the existence of a solution u to the problem (1.4). Let us denote
We also denote by \(H_0\) the set
Notice that if \(u\in H_0\) is an inward minimizer, by Theorem 3.2 and Corollary 3.4, then \(u\in H_{\delta _0}\).
Proposition 4.1
Let \(u\in H_0\). Then u is a minimizer for the functional (1.3) on \(H_0\) if and only if \(u\in H_{\delta _0}\) and
Proof
As we observed before, if u is a minimizer over \(H_0\) then u is in \(H_{\delta _0}\), hence it is a minimizer over \(H_{\delta _0}\). Conversely, let us take \(u\in H_{\delta _0}\) a minimizer over \(H_{\delta _0}\), and let us consider in addition \(v\in H_0\). Without loss of generality assume \({\mathcal {F}}(v)\le 2\tilde{{\mathcal {F}}}\). We will prove that there exists a sequence \(w_k\) of inward minimizers such that
We first construct a family of functions \(v_a\in H_a\) such that
with \(\lim _{a\rightarrow 0}r(a)=0\). Let \(0<a<1\), and let \({v_a=v\chi _{\{v\ge a\}\cap B_{\rho (a)}}}\), where \(\rho (a)=a^{1-q}\), we have
In order to estimate the right-hand side, fix \(t\in (0,1)\), and observe that by the coarea formula
while, with a change of variables,
By mean value theorem, for every \(k\in {\mathbb {N}}\) we can find \(a_k\le 1/k\) such that
and in (4.1) we get
We now construct the aforementioned sequence of inward minimizers: let us consider the functional
with A containing \(\Omega \) and contained in \(\{v_{a_k}>0\}\). If we consider \(A_j\) a minimizing sequence for \({\mathcal {G}}_k\), then they are certainly equibounded. Moreover,
Notice in addition that since \(v_{a_k}\ge a_k\) on its support, then the jump set \(J_{\chi _{A_j} v_{a_k}}\) clearly contains \(\partial ^* A_j\). We now have that \(\chi _{A_j}\) satisfies the conditions of Theorem 2.10, and eventually extracting a subsequence we can suppose that
with a suitable \(A^{(k)}\), and moreover, letting \(w_k=\chi _{A^{(k)}} v_{a_k}\), we have
By construction \(w_k\) is an inward minimizer, therefore we have \(w_k\in H_{\delta _0}\), and consequently, we can compare it with u, obtaining
Letting k go to infinity we get the thesis. \(\square \)
Proposition 4.2
There exists a minimizer for problem (1.4).
Proof
By Proposition 4.1 and Theorem 3.2 it is enough to find a minimizer in \(H_{\delta _0}\). Let \(u_k\) be a minimizing sequence in \(H_{\delta _0}\), then, for k large enough, we have
From Theorem 2.10 we have that there exists \(u\in H_{\delta _0}\) such that, up to a subsequence, \(u_k\) converges to u in \(L^1_{{{\,\textrm{loc}\,}}}\) and
therefore u is a solution. \(\square \)
Proof of Theorem 1.1
The result is obtained by joining Theorems 4.2 and 3.2. \(\square \)
5 Density estimates
In this section, we prove the density estimates in Theorem 1.2 by adapting techniques used in [7] analogous to classical ones used in [8] to prove density estimates for the jump set of almost-quasi minimizers of the Mumford–Shah functional.
Definition 5.1
Let \(u\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) be a function such that \(u=1\) a.e. in \(\Omega \). We say that u is a local minimizer for \({\mathcal {F}}\) on a set of finite perimeter \(E\subset {\mathbb {R}}^n\setminus \Omega \), if
for every \(v\in {{\,\textrm{SBV}\,}}({\mathbb {R}}^n)\) such that \(u-v\) has support in E.
Let E be a set of finite perimeter. We introduce the notation
To prove Theorem 1.2 we will use the following Poincaré-Wirtinger type inequality whose proof can be found in [8, Theorem 3.1 and Remark 3.3]. Let \(\gamma _n\) be the isoperimetric constant relative to the balls of \({\mathbb {R}}^n\), i.e.,
for every Borel set E, then
Proposition 5.2
Let \(p\ge 1\) and let \(u\in {{\,\textrm{SBV}\,}}(B_r)\) such that
Then there exist numbers \(-\infty< \tau ^-\le m\le \tau ^+<+\infty \) such that the function
satisfies
and
where the constants depend only on n, p, and r.
Lemma 5.3
Let \(u\in H_s\) be a local minimizer on \(B_r(x)\) in the sense of definition Definition 5.1. For sufficiently small values of \(\tau \), there exist values \(r_0,\varepsilon _0\) depending only on \(n,\tau ,\beta ,p,q\) and s such that, if \(r<r_0\),
and
then
Proof
Without loss of generality, assume \(x=0\). Assume by contradiction that the conclusion fails, then for every \(\tau >0\) there exists a sequence \(u_k\in H_s\) of local minimizers on \(B_{r_k}\), with \(\lim _{k}r_k=0\), such that
with \(\lim _k \varepsilon _k=0\),
and yet
For every \(t\in [0,1]\), we define the sequence of monotone functions
By compactness of \({{\,\textrm{BV}\,}}([0,1])\) in \(L^1([0,1])\), we can assume that, up to a subsequence, \(\alpha _k\) converges \({\mathcal {L}}^1\)-almost everywhere to a monotone function \(\alpha \). Moreover, notice that, by (5.3), for every k
Our final aim is to prove that there exists a p-harmonic function \(v\in W^{1,p}(B_1)\) such that for every t
Let
Then \(v_k\in {{\,\textrm{SBV}\,}}(B_1)\), and
Thus, applying the Poincaré–Wirtinger type inequality in Proposition 5.2 to functions \(v_k\) we obtain truncated functions \({\tilde{v}}_k\) and values \(m_k\), such that
and
-
Step 1: We prove that there exists \(v\in W^{1,p}(B_1)\) such that
$$\begin{aligned}{} & {} {\tilde{v}}_k-m_k\xrightarrow {L^p(B_1)}{v},\nonumber \\{} & {} \int _{B_\rho }|\nabla v|^p\,\hbox {d}{\mathcal {L}}^n\le \alpha (\rho ),\qquad \text {for }{\mathcal {L}}^1\text {-a.e. }\rho <1, \end{aligned}$$(5.6)and
$$\begin{aligned} \lim _k \dfrac{r_k^{p-1}}{E_k}{\mathcal {H}}^{n-1}(\{v_k\ne {\tilde{v}}_k\}\cap \partial B_\rho )=0, \qquad \text {for }{\mathcal {L}}^1\text {-a.e. }\rho <1. \end{aligned}$$(5.7)Notice that
$$\begin{aligned} \int _{B_1}|\nabla ({\tilde{v}}_k-m_k)|^p\,\hbox {d}{\mathcal {L}}^n\le \int _{B_1} |\nabla v_k|^p\,\hbox {d}{\mathcal {L}}^n\le 1, \end{aligned}$$since \({\tilde{v}}_k\) is a truncation of v. From compactness theorems in \({{\,\textrm{SBV}\,}}\) (see for instance [8, Theorem 3.5]), we have that \({\tilde{v}}_k-m_k\) converges in \(L^p(B_1)\) and \({\mathcal {L}}^n\)-almost everywhere to a function \(v\in W^{1,p}(B_1)\), since \({\mathcal {H}}^{n-1}(J_{{\tilde{v}}_k})\) goes to 0 as \(k\rightarrow +\infty \). Moreover, for every \(\rho <1\),
$$\begin{aligned} \int _{B_\rho }|\nabla v|^p\,\hbox {d}{\mathcal {L}}^n\le \liminf _{k}\int _{B_\rho }|\nabla {\tilde{v}}_k|^p\,\hbox {d}{\mathcal {L}}^n, \end{aligned}$$and
$$\begin{aligned} \int _{B_\rho }|\nabla v|^p\,\hbox {d}{\mathcal {L}}^n\le \liminf _{k}\int _{B_\rho }|\nabla {\tilde{v}}_k|^p\,\hbox {d}{\mathcal {L}}^n\le \liminf _{k}\alpha _k(\rho )=\alpha (\rho ), \end{aligned}$$since by definition
$$\begin{aligned} \int _{B_\rho }|\nabla v_k|^p\,\hbox {d}{\mathcal {L}}^n=\frac{r_k^{p-n}}{E_k}\int _{B_{\rho r_k}}|\nabla u_k|^p\,\hbox {d}{\mathcal {L}}^n\le \frac{r_k^{p-n}}{E_k}{\mathcal {F}}(u_k;B_{\rho r_k})\le \alpha _k(\rho ). \end{aligned}$$Finally, up to a subsequence,
$$\begin{aligned} \lim _{k} \dfrac{r_k^{p-1}}{E_k}{\mathcal {L}}^n(\{v_k\ne {\tilde{v}}_k\})=0. \end{aligned}$$Indeed, by (5.5),
$$\begin{aligned} \dfrac{r_k^{p-1}}{E_k}{\mathcal {L}}^n(\{v_k\ne {\tilde{v}}_k\})\le C\dfrac{r_k^{p-1}}{E_k}\varepsilon _k^{\frac{n}{n-1}}, \end{aligned}$$which tends to zero as long as \(r_k^{p-1}/E_k\) is bounded. On the other hand, if \(r_k^{p-1}/E_k\) diverges, we could use the fact that \(\varepsilon _k\le s^{-q} {\mathcal {F}}(u_k;B_{r_k})r_k^{1-n}\) and get
$$\begin{aligned} \dfrac{r_k^{p-1}}{E_k}{\mathcal {L}}^n(\{v_k\ne {\tilde{v}}_k\})\le C \dfrac{r_k^{p-1}}{E_k}\left( \dfrac{E_k}{r_k^{p-1}}\right) ^{\frac{n}{n-1}} \end{aligned}$$which goes to zero. Using Fubini’s theorem we have (5.7).
Let \({\tilde{u}}_k(x)=E_k^{1/p}{\tilde{v}}_k(\frac{x}{r_k})\), and for every \(t\in [0,1]\) we define
$$\begin{aligned} {\tilde{\alpha }}_k(t)=\dfrac{{\mathcal {F}}({\tilde{u}}_k;B_{t r_{k}})}{{\mathcal {F}}(u_k,B_{r_k})}. \end{aligned}$$The \({\tilde{\alpha }}_k\) functions are also monotone and bounded: the jump set of \({\tilde{u}}_k\) is contained in \(J_{u_k}\), therefore we can write
$$\begin{aligned} {\tilde{\alpha }}_k(t)\le \alpha _k(t)+\dfrac{2\beta {\mathcal {H}}^{n-1}(J_{u_k}\cap B_{t r_{k}})}{{\mathcal {F}}(u_k;B_{r_k})}\le \left( 1+\dfrac{2}{s^q}\right) \alpha _k(t), \end{aligned}$$using the fact that \(u_k\in H_s\). As done for \(\alpha _k\), we can assume that \({\tilde{\alpha }}_k\) converges \({\mathcal {L}}^1\)-almost everywhere to a function \({\tilde{\alpha }}\).
-
Step 2: Let \(I\subset [0,1]\) be the set of values \(\rho \) for which (5.7) holds, \(\alpha _k\) and \({\tilde{\alpha }}_k\) converge and \(\alpha \) and \({\tilde{\alpha }}\) are continuous. Notice that \({\mathcal {L}}^1(I)=1\). Fix \(\rho ,\rho '\in I\) with \(\rho<\rho '<1\) and let
$$\begin{aligned} {\mathcal {I}}_k(\xi )=\beta E_k^{q/p-1}r_k^{p-1}\int _{J_{\xi }\cap ( B_{\rho '}\setminus B_\rho )}\left( {\overline{\xi }}^q+{\underline{\xi }}^q\right) \,\hbox {d}{\mathcal {H}}^{n-1}, \end{aligned}$$with \(\xi \in {{\,\textrm{SBV}\,}}(B_1)\). Let \(w\in W^{1,p}(B_1)\) and consider \(\eta \) a smooth cutoff function supported on \(B_{\rho '}\) and identically equal to 1 in \(B_\rho \). Let
$$\begin{aligned} \varphi _k=((w+m_k)\eta +{\tilde{v}}_k(1-\eta )) \chi _{B_{\rho '}}+v_k\chi _{B_1\setminus B_{\rho '}}. \end{aligned}$$We want to prove that
$$\begin{aligned} {\tilde{\alpha }}_k(\rho ')-{\tilde{\alpha }}_k(\rho )\ge \int _{B_{\rho '}\setminus B_\rho } |\nabla {\tilde{v}}_k|^p\,\hbox {d}{\mathcal {L}}^n+{\mathcal {I}}_k({\tilde{v}}_k), \end{aligned}$$(5.8)and
$$\begin{aligned} \alpha _k(\rho ')\le R_k+\int _{B_{\rho '}}|\nabla \varphi _k|^p\,\hbox {d}{\mathcal {L}}^n+{\mathcal {I}}_k(\varphi _k), \end{aligned}$$(5.9)where \(R_k\) goes to zero as k goes to infinity. We immediately compute
$$\begin{aligned} \begin{aligned} {\tilde{\alpha }}_k(\rho ')-{\tilde{\alpha }}_k(\rho )&={\mathcal {F}}(u_k;B_{r_k})^{-1}\left[ \int _{B_{\rho ' r_{k}}\cap B_{\rho r_{k}}}|\nabla {\tilde{u}}_k|^p\,\hbox {d}{\mathcal {L}}^n\right. \\&\quad \left. +\beta \int _{J_{{\tilde{u}}_k}\cap (B_{\rho ' r_{k}}\setminus B_{\rho r_{k}})}\left( \overline{{\tilde{u}}_k}^q +\underline{{\tilde{u}}_k}^q\right) \,\hbox {d}{\mathcal {H}}^{n-1}\right] \\&\quad +{\mathcal {F}}(u_k;B_{r_k})^{-1}{\mathcal {L}}^n(\{{\tilde{u}}_k>0\}\cap (B_{\rho ' r_k}\setminus B_{\rho r_k}))\\&\ge \int _{B_{\rho '}\setminus B_\rho } |\nabla {\tilde{v}}_k|^p\,\hbox {d}{\mathcal {L}}^n+E_k^{q/p-1}r_k^{p-1} \beta \int _{J_{{\tilde{v}}_k}\cap ( B_{\rho '}\setminus B_\rho )} \left( \overline{{\tilde{v}}_k}^q +\underline{{\tilde{v}}_k}^q\right) \,\hbox {d}{\mathcal {H}}^{n-1}, \end{aligned} \end{aligned}$$and then we have (5.8). Now let \(\psi _k=E_k^{1/p}\varphi _k(x/r_k)\) and observe that \(\psi _k\) coincides with \(u_k\) outside \(B_{\rho ' r_k}\). We get from the local minimality of \(u_k\) that
$$\begin{aligned} \begin{aligned} {\mathcal {F}}(u_k;B_{r_k})\le {\mathcal {F}}(\psi _k;B_{r_k})&={\mathcal {F}}(\psi _k;B_{\rho ' r_k})+\beta \int _{\{u_k\ne {\tilde{u}}_k\}\cap \partial B_{\rho ' r_k}}\left( \underline{\psi _k}^{q}+\overline{\psi _k}^{\,q}\right) \,\hbox {d}{\mathcal {H}}^{n-1}\\&\quad +{\mathcal {F}}(u_k;B_{r_k}\setminus \overline{B_{\rho ' r_k}}\,)\\&\le {\mathcal {F}}(\psi _k;B_{\rho ' r_k}) +2\beta r_k^{n-1}{\mathcal {H}}^{n-1}(\{v_k\ne {\tilde{v}}_k\}\cap \partial B_{\rho '})\\&\quad +{\mathcal {F}}(u_k;B_{r_k}\setminus \overline{B_{\rho ' r_k}}\,). \end{aligned} \end{aligned}$$(5.10)So, in particular, we have
$$\begin{aligned} \begin{aligned} {\mathcal {F}}(u_k;B_{\rho 'r_k})&={\mathcal {F}}(u_k;B_{r_k}) -{\mathcal {F}}(u_k;B_{r_k}\setminus \overline{B_{\rho 'rfcfc_k}}) -\beta \int _{J_{u_k}\cap \partial B_{\rho 'r_k}} \left( \overline{u_k}^q+\underline{u_k}^q\right) \,\hbox {d}{\mathcal {H}}^{n-1}\\&\le \,2\beta r_k^{n-1}{\mathcal {H}}^{n-1}(\{v_k\ne {\tilde{v}}_k\}\cap \partial B_{\rho '})+{\mathcal {F}}(\psi _k;B_{\rho ' r_k}). \end{aligned} \end{aligned}$$Dividing by \({\mathcal {F}}(u_k;B_{r_k})\) and using (5.7) we get
$$\begin{aligned} \alpha _k(\rho ')\le R_k +r_k^{p-n}E_k^{-1}{\mathcal {F}}(\psi _k;B_{\rho 'r_k}). \end{aligned}$$With appropriate rescalings we have
$$\begin{aligned} \begin{aligned} r_k^{p-n}E_k^{-1}{\mathcal {F}}(\psi _k;B_{\rho ' r_k})&= \int _{B_{\rho '}}|\nabla \varphi _k|^p\,\hbox {d}{\mathcal {L}}^n+ {\mathcal {I}}_k(\varphi _k)+r_k^p E_k^{-1}{\mathcal {L}}^n(\{\varphi _k>0\}\cap B_{\rho '}). \end{aligned} \end{aligned}$$From (5.2) and the definition of \(E_k\), we have
$$\begin{aligned} r_k^p E_k^{-1}{\mathcal {L}}^n(\{\varphi _k>0\}\cap B_{\rho '})\le \omega _n r_k^{1/2}, \end{aligned}$$and then we get (5.9).
-
Step 3: We want to prove that for every \(\varphi \in W^{1,p}(B_1)\) such that \(v-\varphi \) is supported on \(B_{\rho }\), we have
$$\begin{aligned} \alpha (\rho ')\le \int _{B_\rho }|\nabla \varphi |^p\,\hbox {d}{\mathcal {L}}^n+ C\left[ {{\tilde{\alpha }}}(\rho ')-{{\tilde{\alpha }}}(\rho )\right] + C\int _{B_{\rho '}\setminus B_\rho }|\nabla \varphi |^p\,\hbox {d}{\mathcal {L}}^n, \end{aligned}$$(5.11)where C does not depend on either \(\rho \) or \(\rho '\). From the definition of \(\varphi _k\), we have that on \(B_\rho \)
$$\begin{aligned} \nabla \varphi _k=\nabla w \end{aligned}$$and on \(B_{\rho '}\setminus B_\rho \)
$$\begin{aligned} \nabla \varphi _k=\eta \nabla w+(w+m_k-{\tilde{v}}_k)\nabla \eta +\nabla {\tilde{v}}_k(1-\eta ), \end{aligned}$$so that
$$\begin{aligned} \begin{aligned} \int _{B_{\rho '}}|\nabla \varphi _k|^p\,\hbox {d}{\mathcal {L}}^n&\le \int _{B_\rho }|\nabla w|^p\,\hbox {d}{\mathcal {L}}^n\\&\quad +C\left[ \int _{B_{\rho '}\setminus B_\rho }|\nabla {\tilde{v}}_k|^p\,\hbox {d}{\mathcal {L}}^n+\int _{B_{\rho '}\setminus B_\rho }(|\nabla w|^p+|w+m_k-{\tilde{v}}_k|^p|\nabla \eta |^p)\,\hbox {d}{\mathcal {L}}^n\right] .\end{aligned}\nonumber \\ \end{aligned}$$(5.12)We split the proof into two cases: either
$$\begin{aligned} \limsup _{k}E_k>0 \end{aligned}$$(5.13)or
$$\begin{aligned} \lim _{k}E_k=0. \end{aligned}$$(5.14)Assume (5.13) occurs. Notice that \(s\le u_k\le 1\) for every k, then by definition we have that, for every k, \(s\le E_k^{1/p} {\tilde{v}}_k\le 1\) and, since \(m_k\) is a median of \(v_k\), \(0\le E_k^{1/p} m_k\le 1\). In particular we have that
$$\begin{aligned} |{\tilde{v}}_k-m_k|\le \frac{2}{E_k^{1/p}}, \end{aligned}$$passing to the limit when k goes to infinity we have that
$$\begin{aligned} \Vert v\Vert _{\infty }\le \liminf _{k}\frac{2}{E_k^{1/p}}<+\infty \quad {\mathcal {L}}^n\text {-a.e.} \end{aligned}$$then v belongs to \(L^\infty (B_1)\) and there exists a positive constant C independent of k, and a natural number \({\overline{k}}\) such that
$$\begin{aligned} |v+m_k-{\tilde{v}}_k|\le \frac{C}{E_k^{1/p}}\le \frac{C}{s} {\tilde{v}}_k\quad {\mathcal {L}}^n\text {-a.e.} \end{aligned}$$for all \(k>{\overline{k}}\). Let \(\varphi \in W^{1,p}(B_1)\) with \(v-\varphi \) supported on \(B_{\rho }\), and let \(w=\varphi \) in the definition of \(\varphi _k\), then, for every \(k>{\overline{k}}\), we have
$$\begin{aligned} |\varphi _k|=|{\tilde{v}}_k+(v+m_k- {\tilde{v}}_k)\eta |\le C {\tilde{v}}_k \end{aligned}$$(5.15)\({\mathcal {L}}^n\)-a.e. on \(B_{\rho '}\setminus B_\rho \). From (5.15) we have that
$$\begin{aligned} {\mathcal {I}}_k(\varphi _k)\le C{\mathcal {I}}_k({\tilde{v}}_k). \end{aligned}$$(5.16)Notice, in addition, that (5.12) reads as
$$\begin{aligned} \begin{aligned} \int _{B_{\rho '}}|\nabla \varphi _k|^p\,\hbox {d}{\mathcal {L}}^n&\le \int _{B_\rho }|\nabla \varphi |^p\,\hbox {d}{\mathcal {L}}^n\\&\quad +C\int _{B_{\rho '}\setminus B_\rho }|\nabla {\tilde{v}}_k|^p\,\hbox {d}{\mathcal {L}}^n+C\int _{B_{\rho '}\setminus B_\rho }|\nabla \varphi |^p\,\hbox {d}{\mathcal {L}}^n+ R_k. \end{aligned} \end{aligned}$$(5.17)finally joining (5.9), (5.17), (5.16), and (5.8), we have
$$\begin{aligned} \alpha _k(\rho ')\le \int _{B_\rho }|\nabla \varphi |^p\,\hbox {d}{\mathcal {L}}^n+C\left[ {\tilde{\alpha }}_k(\rho ')-{\tilde{\alpha }}_k(\rho )\right] +C\int _{B_{\rho '}\setminus B_\rho } |\nabla \varphi |^p\,\hbox {d}{\mathcal {L}}^n+R_k. \end{aligned}$$Letting k go to infinity we get (5.11).
Suppose now that (5.14) occurs. The functions \(|{\tilde{v}}_k-m_k|^p\), \(|v|^p\) are uniformly integrable, namely for every \(\varepsilon >0\) there exists a \(\sigma =\sigma _\varepsilon <\varepsilon \) such that if A is a measurable set with \(|A|<\sigma \), then
Since \(v\in L^p(B_1)\), we can find \(M>1/\varepsilon \) such that
Setting \(w=\varphi _M=\max \{-M,\min \{\varphi ,M\}\}\), then (5.12) reads as
We can estimate the last integral as follows
where we used (5.19) and (5.18), and C only depends on \(\rho \) and \(\rho '\). Furthermore, we have
Indeed, as before, \(|{\tilde{v}}_k-m_k|\le C {\tilde{v}}_k\), while
which goes to 0 as \(k\rightarrow \infty \). Finally, joining (5.9), (5.20), (5.21), (5.22), and (5.8), we have
Taking the limit as k tends to infinity, and then the limit as \(\varepsilon \) tends to 0, we get (5.11).
We are now in a position to prove that v is p-harmonic: taking the limit as \(\rho '\) tends to \(\rho \) in (5.11), we have that if \(\varphi \in W^{1,p}(B_1)\), with \(v-\varphi \) supported on \(B_\rho \),
for every \(\rho \in I\), therefore v is p-harmonic in \(B_1\). Notice that this implies that v is a locally Lipschitz function (see [2, Theorem 7.12]). Moreover, if \(\varphi =v\), we have
for every \(\rho \in I\), so that \(\alpha \) is continuous on the whole interval [0, 1], \(\alpha (1)=1\) and \(\alpha (\tau )=\lim _k\alpha _k(\tau )\ge \tau ^{n-1/2}\). Nevertheless, if \(\tau \) is sufficiently small this contradicts the fact that v is locally Lipschitz, since
where C is a positive constant depending only on n and p. \(\square \)
Proof of Theorem 1.2
Let u be a minimizer for the problem (1.4). By Corollary 3.4 there exist two positive constants \(C(\Omega ,\beta ,p,q), C_1(\Omega ,\beta ,p,q)\) such that if \(B_r(x)\subseteq {\mathbb {R}}^n\setminus \Omega \), then
and if \(x\in K_u\)
We now prove that there exists a positive constant \(c=c(\Omega ,\beta ,p,q)\) such that
for every \(x\in K_u\) and \(B_r(x)\subset {\mathbb {R}}^n\setminus \Omega \). Assume by contradiction that there exists \(x\in J_u\) such that, for \(r>0\) small enough,
where \(\varepsilon _0\) is the one in Lemma 5.3. Iterating Lemma 5.3 it can be proven (see [7, Theorem 5.1]) that
which, in particular, implies
By [8, Theorem 3.6], (5.24) implies that \(x\notin J_u\), which is a contradiction. Finally, if \(x\in K_u\) and
there exists \(y\in J_u\cap B_r(x)\) such that
which, again, is a contradiction. Then the assertion is proved. The density estimate (5.23) implies in particular that
hence \({\mathcal {H}}^{n-1}((K_u\setminus J_u)\setminus {\bar{\Omega }})=0\) (see for instance [8, Lemma 2.6]). \(\square \)
Remark 5.4
Let u be a minimizer for problem (1.4), then from Theorem 3.2 we have that the function \(u^*=(\beta \delta ^q)^{-1/p}u\) is an almost-quasi minimizer for the Mumford–Shah functional
with the Dirichlet condition \(u^*=(\beta \delta ^q)^{-1/p}\) on \(\Omega \). If \(\Omega \) is sufficiently smooth we can apply the results in [4] to have that the density estimate for the jump set of minimizers holds up to the boundary of \(\Omega \).
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Acampora, P., Cristoforoni, E. A free boundary problem for the p-Laplacian with nonlinear boundary conditions. Annali di Matematica 203, 1–20 (2024). https://doi.org/10.1007/s10231-023-01350-x
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DOI: https://doi.org/10.1007/s10231-023-01350-x