Boundary pointwise regularity and Liouville theorems for fully nonlinear equations on cones
Abstract.
In this paper, we prove a boundary pointwise regularity for fully nonlinear elliptic equations on cones. In addition, based on this regularity, we give simple proofs of the Liouville theorems on cones.
Key words and phrases:
Boundary pointwise regularity, Liouville theorem, cone, fully nonlinear elliptic equation1991 Mathematics Subject Classification:
Primary 35B65, 35J25, 35J60, 35D401. Introduction
In this paper, we study the boundary pointwise regularity and Liouville theorems on cones for viscosity solutions of fully nonlinear uniformly elliptic equations
(1.1) |
where is a real fully nonlinear operator defined in with ellipticity constants and . Here, denotes the set of symmetric matrices.
We are interested in understanding how solutions of 1.1 that subject to Dirichlet boundary conditions behave at the vertex and the infinity of an unbounded cone. In other words, we investigate the boundary pointwise regularity and its connections to the Liouville theorems of 1.1 on cones.
Pointwise regularity occupies an important position because it gives deeper understanding of the behaviour of the solution near the point concerned. Usually, the assumptions are weaker than that for local and global regularity and the pointwise regularity implies the local and global regularity. Many pointwise regularity results spring up since Caffarelli [Caffarelli(1989)] (see also [Caffarelli and Cabré(1995)]) proved the interior pointwise and regularity for fully nonlinear elliptic equations. With respect to the boundary pointwise regularity, Silvestre and Sirakov [Silvestre and Sirakov(2014)] proved the boundary pointwise and regularity on flat boundaries. Lian and Zhang [Lian and Zhang(2020)] obtained the boundary pointwise and regularity with respect to general smooth boundaries. However, the boundary pointwise regularity on domains with corners, e.g. cones, remains empty. In this paper, we will derive the boundary pointwise regularity on cones by a simple way.
The Liouville theorems have received many concerns because of its wide applications in several areas of mathematics such as differential geometry, geometric analysis, non-linear potential theory and PDEs. The Liouville theorems are fundamental to the classification of global solutions. The first Liouville theorem was presented by Liouville in 1844 and immediately proved by Cauchy[Farina(2007)]. Large amount research has been performed for different types of elliptic equations.
It is easy to show that any bounded harmonic function in must be a constant by the mean value property. For more complicated equations, the representation of solutions or energy estimates method are applied widely for the Liouville theorems. For example, based on energy estimates, Gidas and Spruck [Gidas and Spruck(1981)] showed that any nonnegative solution is identically equal to for the semilinear equation (). Another idea to obtain the Liouville theorem is that the rigidity of solutions can be derived from the symmetry of solutions. Chen and Li [Chen and Li(1991)] proved the same Liouville theorem by employing the moving plane method. For fully nonlinear elliptic equations, Armstrong, Sirakov and Smart [Armstrong et al.(2012)Armstrong, Sirakov and Smart] proved the Liouville theorem on cones. Braga [Braga(2017)] gave a simple proof of the Liouville theorem on half-spaces depending boundary Harnack inequality. In this paper, we presents a new and simple proof of the Liouville theorems on cones with the aid of the boundary pointwise regularity.
We use standard notations in this paper. For , we may write . Let denote the upper half-space. As usual, is the Euclidean norm of and the unit sphere is . Set and . Additionally, the half ball is represented as and . Similarly, and . The is the standard basis of and denotes the distance between and for .
Definition 1.1 (Conical cone).
Let be a proper smooth subdomain of the unit sphere (). Define the infinite conical cone
In addition, we often consider the cone in a ball. Hence, we define and . Throughout this paper, we always assume that and is the vertex of the cone without loss of generality.
Armstrong, Sirakov and Smart [Armstrong et al.(2012)Armstrong, Sirakov and Smart] proved the existence of nonnegative homogenous solutions on conical cones:
Lemma 1.2.
Assume that is positively -homogeneous, i.e.,
(1.2) |
Then for any , there exists a nonnegative solution of
with
where depends only on and .
Remark 1.3.
Throughout this paper, we always assume (excepting the case of a half-space, see Section 2) that is positively -homogeneous unless stated otherwise.
Our main results are the following.
Theorem 1.4 (Pointwise regularity).
Let be a viscosity solution of
(1.3) |
Then there exists a constant such that
(1.4) |
and
where and depend only on and .
Remark 1.5.
Theorem 1.4 shows that the difference between and is controlled by an infinitesimal with order higher than . Thus, we call . If is a homogenous polynomial of degree (a nonnegative integer), we arrive at the classical boundary pointwise regularity.
Remark 1.6.
Interestingly, on the upper half-space , is exactly and for every uniformly elliptic equation. Thus, Theorem 1.4 reduces to the well-kown boundary regularity for equations on half-spaces. This was first proved by Krylov [Krylov(1983)] and further simplified by Caffarelli [Gilbarg and Trudinger(2001), Theorem 9.31].
Remark 1.7.
By checking the definition of (see [Armstrong et al.(2012)Armstrong, Sirakov and Smart, 3.2]), if . That is, the regularity at the vertex of the cone is higher if is smaller.
Remark 1.8.
The boundary pointwise regularity also holds for general domains with corners, such as Lipschitz domains. The general cases:
will be treated in a future work.
If is the Laplace operator, can be expressed explicitly as
(1.5) |
where the first eigenvalue of the Dirichlet problem for the spherical Laplacian in (see [Ancona(2012)] for example). The is exactly the eigenfunction corresponding to . Hence, we have the following interesting corollary.
Corollary 1.9.
Let be a viscosity solution of
(1.6) |
Then , i.e., there exists a constant such that
(1.7) |
and
where and depend only on and and is defined as in 1.5.
In particular, if ,
(1.8) |
where is the central angle of the cone (reduced to a circular sector). Hence, for some depending only on .
Remark 1.10.
In the interesting case of , we have on the half-space and on the first quadrant etc. In addition, with for any cone since the central angle .
Based on the boundary pointwise regularity, we can prove the following Liouville theorems.
Theorem 1.11 (Liouville theorem-type I).
Let be a viscosity solution of
If as ,
In particular, if as ,
Theorem 1.12 (Liouville theorem-type II).
Let be a viscosity solution of
Then
(1.9) |
This paper is organized as follows. We first consider the special cone, i.e., in Section 2. In Section 3, we prove the pointwise regularity at the vertex of a conical cone and then obtain the Liouville theorems on cones in the similar way as on half-spaces. Throughout this paper, we use the letter denote a positive constant depending only on the dimension , the ellipticity constants and and and we call a universal constant.
2. Liouville theorems on half-spaces
To show the main idea in a clear manner, we prove the Liouville theorems on based on the boundary pointwise regularity in this section. In addition, the homogenous condition 1.2 is not needed and hence we don’t assume 1.2 throughout this section. Another reason for considering and general cones separately is that on for any elliptic operator . Indeed, we prove the Liouville theorems for the Pucci class (see the main results below). Furthermore, we can obtain a higher order Liouville theorem on based on the same idea (see Theorem 2.12).
We first introduce two lemmas (see [Wu et al.(2021)Wu, Lian and Zhang, Lemma 2.11 and Lemma 2.12]).
Lemma 2.1 (Hopf lemma).
Let and be a viscosity solution of
(2.1) |
Then
(2.2) |
where is universal.
Remark 2.2.
The denotes the Pucci class. For more details about its properties, we refer to [Caffarelli and Cabré(1995)].
Theorem 2.3 (Boundary pointwise regularity).
Let be a viscosity solution of
(2.3) |
Then , i.e., there exists a constant such that
(2.4) |
and
where and are universal.
From the boundary pointwise regularity, we can obtain the Liouville theorem-type I immediately:
Theorem 2.4 (Liouville theorem-type I).
Let be a viscosity solution of
(2.5) |
If as ,
In particular, if as ,
Proof.
If , must be zero. That is, in . ∎
To prove the Liouville theorem-type II, we need the following Carleson type estimate.
Lemma 2.5 (Carleson type estimate).
Let and be a viscosity solution of
Then
(2.7) |
where is universal.
Proof.
Let be the zero extension of to the whole . Then satisfies (see [Caffarelli and Cabré(1995), Proposition 2.8])
By the local maximum principle (see [Caffarelli and Cabré(1995), Theorem 4.8]), for any ,
where depends only on and . Thus, we only need to prove that for some universal constant ,
Fix and denote for . From and the Harnack inequality (see [Caffarelli and Cabré(1995), Theorem 4.3]),
By the Harnack inequality again,
where is universal. Similarly,
Take such that . Then
(2.8) |
where is universal. Hence,
for some universal . ∎
Remark 2.6.
To obtain the Carleson type estimate by combining the interior Harnack inequality and zero extension is inspired by the work of De Silva and Savin [De Silva and Savin(2020)].
Now, we can prove the Liouville theorem-type II on the half-space.
Theorem 2.7 (Liouville theorem-type II).
Let be a viscosity solution of
(2.9) |
Then
Proof.
By Theorem 2.3 (in fact the scaling version of Theorem 2.3), there exists a constant such that for any ,
(2.10) |
The Carleson estimate (Lemma 2.5) implies
(2.11) |
From the Hopf lemma (Lemma 2.1),
By setting and we have
(2.12) |
Remark 2.8.
If we consider the Liouville theorem in the whole space , can be obtained by the Harnack inequality. However, on a half-space, has a linear growth away from the flat boundary according to the Hopf lemma. Hence, is a linear function in .
Remark 2.9.
The method of proving the Liouville theorem based on the boundary pointwise regularity is shown clearly in above proof. The boundary pointwise regularity gives the estimate of the error between the solution and a linear function (see 2.10). If grows linearly as , we arrive at the Liouville theorem. The Hopf lemma guarantees that grows linearly. Finally, the Carleson type estimate provides a bridge between and .
Remark 2.10.
Theorem 2.7 has been proved by Armstrong, Sirakov and Smart [Armstrong et al.(2012)Armstrong, Sirakov and Smart] and Braga gave a simplified proof. Our proof is simpler and clearer by comparing with that of [Braga(2017)].
Since is a special cone, we can prove a higher order Liouville theorem with aid of the boundary pointwise regularity. The next lemma concerns the boundary pointwise regularity (see Silvestre and Sirakov and [Lian and Zhang(2020)]).
Lemma 2.11.
Let be a viscosity solution of
Then , i.e., there exists a polynomial of degree such that
and
where and are universal constants. Moreover, can be written as
(2.13) |
where and are constants.
Next, we prove a higher order Liouville theorem on .
Theorem 2.12.
Let be a viscosity solution of
(2.14) |
Then
(2.15) |
where depends only on .
Proof.
Let be the zero extension of to the whole space . Since and on , . Hence, is a nonnegative strong solution of
(2.16) |
By the Harnack inequality and , for any ,
(2.17) |
For any fixed , by taking and Lemma 2.11, there exists a polynomial in the form 2.13 such that
(2.18) | ||||
3. Boundary pointwise regularity and Liouville theorems on cones
In this section, we first give the proof of the boundary pointwise regularity Theorem 1.4 and then prove the Liouville theorems Theorem 1.11 and Theorem 1.12. Similar to the Liouville theorems on half-spaces, we can obtain a control of the error between the solution and by the boundary pointwise regularity at the vertex of the cone. Next, we use the Hopf lemma and the Carleson estimate to get a control of . Then, the Liouville type theorem on cones can be derived.
The following Hopf lemma and boundary Lipschitz regularity can be proved easily by constructing proper barriers based on the interior and the exterior sphere conditions.
Lemma 3.1 (Hopf lemma).
Let and be a viscosity solution of
(3.1) |
Suppose that and satisfies the interior sphere condition at , i.e., for some .
Then
(3.2) |
where depends only on and .
Lemma 3.2 (Boundary Lipschitz regularity).
Let be a viscosity solution of
Suppose that and satisfies the exterior sphere condition at , i.e., for some .
Then is at and there exists a constant such that
(3.3) |
where depends only on and .
Remark 3.3.
The geometrical conditions in Lemma 3.1 and Lemma 3.2 can be relaxed. In fact, Lemma 3.1 holds if satisfies the interior condition at and Lemma 3.2 holds if satisfies the exterior condition at (see [Lian and Zhang(2018)]).
Next, we prove a Hopf lemma on cones, which is a simple consequence of the comparison principle.
Lemma 3.4 (Hopf lemma on cones).
Let and satisfy
Then
(3.4) |
where is universal.
Proof.
Since , excepting the origin. Hence, satisfies the uniform interior and exterior sphere condition with some radius (depending only on ) at any .
For any , if , by the Harnack inequality
(3.5) |
If , take with . By Lemma 3.1 (up to a proper changing of coordinate system),
In addition, from Lemma 3.2,
Hence,
(3.6) |
Lemma 3.5 (Boundary Lipschitz regularity on cones).
Let be a viscosity solution of
Then
(3.7) |
where is universal.
Proof.
Without loss of generality, we assume that . Similar to the proof of Lemma 3.4, satisfies the uniform interior and exterior sphere condition with some radius (depending only on ) at any .
For any , if , by the Harnack inequality and ,
(3.8) |
If , take with . By Lemma 3.1 (up to a proper changing of coordinate system),
In addition, from Lemma 3.2,
Hence,
(3.9) |
By combining 3.8 and 3.9, we have
Then from the comparison principle,
Finally, consider in above proof and then
Hence, 3.7 holds. ∎
We also need the following lemma, which is motivated by [Armstrong et al.(2012)Armstrong, Sirakov and Smart, Lemma 2.54]. For and , denote .
Lemma 3.6.
Let and satisfy
where depending only on and is small enough. Then
Proof.
Let and be viscosity solutions of
and
respectively.
As before, satisfies the uniform interior and exterior sphere conditions with some radius (depending only on ) at any . For any , if , by the strong maximum principle and noting ,
(3.10) |
where depends only on and . If , by the Hopf lemma and the boundary Lipschitz regularity,
(3.11) |
Hence,
Note that if is small enough,
Thus,
and therefore the conclusion holds. ∎
Now, we can prove the “ regularity” at the vertex of a conical cone.
Proof of Theorem 1.4. Without loss of generality, we assume that . To obtain1.4, we only need to prove the following: there exist a non-increasing sequence () and a non-decreasing sequence () such that
(3.12) |
and for all ,
(3.13) | ||||
where and are universal.
We prove the above by induction. From Lemma 3.5,
Thus, for , by taking and , 3.13 holds where is to be specified later. Assume 3.13 holds for , we need to prove that it holds for .
Since 3.13 holds for , there are two possible cases:
Case 1: | |||||
Case 2: |
Without loss of generality, we assume that Case 1 holds.
Set and define
By the Harnack inequality and noting that
we have
Let and
where is a small constant to be specified later. Then satisfies
Hence, by taking small enough, satisfies the conditions of Lemma 3.6. Therefore,
That is,
By the comparison principle,
As on the upper half-space, if we have the control of the behavior of at infinity, the Liouville theorem-type I Theorem 1.11 holds based on the boundary pointwise regularity.
Proof of Theorem 1.11. The proof is similar to that of Theorem 2.4. By the boundary pointwise regularity Theorem 1.4, there exists such that for any ,
(3.14) |
Since as , for any ,
Fix and let in 3.14. Then . Hence,
Obviously, . If , must be zero. That is, in . ∎
In the following, we prove the Liouville theorem-type II for nonnegative solutions. We need the following Carleson type estimate on cones, which can be proved similarly as Lemma 2.5.
Lemma 3.7 (Carleson type estimate on cones).
Let and be a viscosity solution of
(3.15) |
Then
where is universal.
Now, we can give the
Proof of Theorem 1.12. By Theorem 1.4, there exists a constant such that for any ,
(3.16) |
By the Carleson type estimate on cones,
(3.17) |
From the Hopf lemma Lemma 3.4,
By taking and we have
(3.18) |
By combining 3.16, 3.17 and 3.18, we have
Fix any and let in above inequality. Then and . Hence,
∎
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