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Green functions and smooth distances

Joseph Feneuil Joseph Feneuil. Mathematical Sciences Institute, Australian National University, Acton, ACT, Australia joseph.feneuil@anu.edu.au Linhan Li Linhan Li. School of Mathematics, The University of Edinburgh, Edinburgh, UK linhan.li@ed.ac.uk  and  Svitlana Mayboroda Svitlana Mayboroda. School of Mathematics, University of Minnesota, Minneapolis, MN 55455, USA svitlana@math.umn.edu
Abstract.

In the present paper, we show that for an optimal class of elliptic operators with non-smooth coefficients on a 1-sided Chord-Arc domain, the boundary of the domain is uniformly rectifiable if and only if the Green function GG behaves like a distance function to the boundary, in the sense that |G(X)G(X)D(X)D(X)|2D(X)dX\left|\frac{\nabla G(X)}{G(X)}-\frac{\nabla D(X)}{D(X)}\right|^{2}D(X)dX is the density of a Carleson measure, where DD is a regularized distance adapted to the boundary of the domain. The main ingredient in our proof is a corona decomposition that is compatible with Tolsa’s α\alpha-number of uniformly rectifiable sets. We believe that the method can be applied to many other problems at the intersection of PDE and geometric measure theory, and in particular, we are able to derive a generalization of the classical F. and M. Riesz theorem to the same class of elliptic operators as above.

S. Mayboroda was partly supported by the NSF RAISE-TAQS grant DMS-1839077 and the Simons foundation grant 563916, SM. J. Feneuil was partially supported by the Simons fundation grant 601941, GD and the ERC grant ERC-2019-StG 853404 VAREG.

Key words: Uniform rectifiability, Chord-Arc domains, elliptic operators with non-smooth coefficients, Green functions, regularized distance, Dahlberg-Kenig-Pipher condition.

1. Introduction

1.1. Motivation and predecessors

We consider elliptic operators LL on a domain Ωn\Omega\subset\mathbb{R}^{n}. In recent years a finale of an enormous body of work brought a characterization of uniform rectifiability in terms of absolute continuity of harmonic measure (see [AHMMT], a sample of earlier articles: [DJ], [HM1], [HM2], [HMU], [AHM3TV], [Azz2], see also the related article [NTV] which proves the David-Semmes conjecture in codimension 1 and is a key step for the converse established in [AHM3TV]). It also became clear that this characterization has its restrictions, for it fails in the domains with lower dimensional boundaries and it requires, in all directions, restrictions on the coefficients – see a discussion in [DM2]. In these contexts, the Green function emerged as a more suitable object to define the relevant PDE properties. Already the work in [Azz1] and [DM2] suggested a possibility of a Green function characterization of regularity of sets. However, factually, [DM2] provided more than satisfactory “free boundary” results and only weak “direct” results (no norm control). The papers [DLM1], and [DLM2], and [DFM4] aimed at the desired quantitative version of such “direct” results but were restricted to either Lipschitz graphs or sets with lower dimensional boundaries. The primary goal of the article is to show that if LL is reasonably well-behaved, and Ω\Omega provides some access to its boundary, then the boundary of Ω\Omega is reasonably regular (uniformly rectifiable) if and only if the Green function behaves like a distance to the boundary.

Let us discuss some predecessors of this work, including the aforementioned ones, in more details. In [Azz1] Theorem VI, it is shown that the affine deviation of the Green function for the Laplace operator is related to the linear deviation of the boundary of the domain. In [DM2], G. David and the third author of the paper show that for a class of elliptic operators, the Green function can be well approximated by distances to planes, or by a smooth distance to Ω\partial\Omega, if and only Ω\partial\Omega is uniformly rectifiable. The bounds on the Green function given in [DM2] are weak, more precisely, they carry no norm control of the sets where the Green function is close to a distance. Later, stronger and quantitative estimates on the comparison of the Green function and some distance functions are obtained in [DFM4], [DLM1], and [DLM2]. In [DLM1], a quantitative comparison between the Green function and the distance function to the boundary is given for an optimal class of elliptic operators on the upper half-space. Moreover, the proximity of the Green function and the distance function is shown to be precisely controlled by the oscillation of the coefficients of the operator. Next, [DLM2] extends the result of [DLM1] to nd\mathbb{R}^{n}\setminus\mathbb{R}^{d} with dd strictly less than nn. But the methods employed in [DLM1] and [DLM2] seem to the authors difficult to be adapted to domains whose boundaries are rougher than Lipschitz graphs. In [DFM4], a bound for the difference of the Green function and smooth distances is obtained for sets with uniformly rectifiable boundaries, but its proof, which might appear surprising, is radically dependent on the fact that the boundary is of codimension strictly larger than 1. Also, the class of operators considered in [DFM4] is not optimal. So the instant motivation for the present work is to obtain a strong estimate on the Green function for an optimal class of operators, similar to the one considered in [DLM1], in a “classical” setting: on domains with uniformly rectifiable boundaries of codimension 1. The method employed here is completely different from [DFM4] or [DLM1], and has the potential to be applicable to many other problems at the intersection of PDE and geometric measure theory.

We should also mention that in [HMT1] and [DLM1], some Carleson measure estimates on the second derivatives of the Green function have been obtained, and that in [Azz1], the second derivative of the Green function for the Laplace operator is linked to the regularity (uniform rectifiability) of the boundary of the domain. However, the result of [Azz1] is only for the Laplace operator, the class of elliptic operators considered in [HMT1] is more general but still not optimal, and the estimates obtained in [DLM1] are restricted to Lipschitz graph domains. We think that our estimates might shed some light on proving an estimate on second derivatives of the Green function for an optimal class of elliptic operators on chord-arc domains.

For the “free boundary” direction, since the weak type property of the Green function considered in [DM2] already implies uniform rectifiablity, one expects the strong estimate on the Green function that we consider in this paper to automatically give uniform rectifiability. However, linking the two conditions directly seems to be more subtle than it might appear, and we actually need to obtain uniform rectifiablity from scratch. We point out that our result also holds for bounded domains, and thus dispensing with the unboundedness assumption on the domain in [DM2].

All in all, this paper is a culmination of all of the aforementioned efforts, featuring a true equivalence (characterization) of geometry through PDEs, and an optimal class of operators.

1.2. Statements of the main results.

We take a domain Ωn\Omega\subset\mathbb{R}^{n} whose boundary Ω\partial\Omega is (n1)(n-1)-Ahlfors regular (AR for shortness), which means that there exists a measure σ\sigma supported on Ω\partial\Omega such that

(1.1) Cσ1rn1σ(B(x,r))Cσrn1 for xΩ,r(0,diamΩ).C_{\sigma}^{-1}r^{n-1}\leq\sigma(B(x,r))\leq C_{\sigma}r^{n-1}\qquad\text{ for }x\in\partial\Omega,\,r\in(0,\operatorname{diam}\Omega).

The domain Ω\Omega can be bounded or unbounded. In the unbounded case, diamΩ=\operatorname{diam}\Omega=\infty. In the rest of the paper, σ\sigma will always be an Ahlfors regular measure on Ω\partial\Omega. It is known that the Ahlfors regular measures are the ones that can be written as dσ=wdn1|Ωd\sigma=wd\mathcal{H}^{n-1}|_{\partial\Omega}, where n1|Ω\mathcal{H}^{n-1}|_{\partial\Omega} is the n1n-1 dimensional Hausdorff measure on Ω\partial\Omega, and ww is a weight in L(Ω,n1|Ω)L^{\infty}(\partial\Omega,\mathcal{H}^{n-1}|_{\partial\Omega}) such that C1wCC^{-1}\leq w\leq C for some constant C>0C>0.

We shall impose more assumptions on our domain. For both the “free boundary” and the “direct” results, we will assume that Ω\Omega is a 1-sided Chord Arc Domain (see Definition 2.11). For the “direct” result, we will rely on the assumption that Ω\partial\Omega is uniformly rectifiable (see [DS1, DS2] and Section 3 below), and thus ultimately assuming that Ω\Omega is a (2-sided) Chord Arc Domain. The optimality of the assumptions on Ω\Omega is discussed in more details in the end of this subsection. Since the dimension n1n-1 plays an important role in our paper, and in order to lighten the notion, we shall write dd for n1n-1.

Without any more delay, let us introduce the regularized distance to a set Ω\partial\Omega. The Euclidean distance to the boundary is denoted by

(1.2) δ(X):=dist(X,Ω).\delta(X):=\operatorname{dist}(X,\partial\Omega).

For β>0\beta>0, we define

(1.3) Dβ(X):=(Ω|Xy|dβ𝑑σ(y))1/β for XΩ.D_{\beta}(X):=\left(\int_{\partial\Omega}|X-y|^{-d-\beta}d\sigma(y)\right)^{-1/\beta}\qquad\text{ for }X\in\Omega.

The fact that the set Ω\partial\Omega is dd-Ahlfors regular is enough to have that

(1.4) C1δ(X)Dβ(X)Cδ(X) for XΩ,C^{-1}\delta(X)\leq D_{\beta}(X)\leq C\delta(X)\quad\text{ for }X\in\Omega,

where the constant depends on CσC_{\sigma}, β\beta, and nn. The proof is easy and can be found after Lemma 5.1 in [DFM2].

The notion of Carleson measure will be central all over our paper. We say that a quantity ff defined on Ω\Omega satisfies the Carleson measure condition - or fCMΩ(M)f\in CM_{\Omega}(M) for short - if there exists MM such that for any xΩx\in\partial\Omega and r<diam(Ω)r<\operatorname{diam}(\Omega),

(1.5) B(x,r)Ω|f(X)|2δ(X)1𝑑XMrn1.\iint_{B(x,r)\cap\Omega}|f(X)|^{2}\delta(X)^{-1}dX\leq Mr^{n-1}.

Our operators are in the form L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla and defined on Ω\Omega. We shall always assume that they are uniformly elliptic and bounded, that is, there exists C𝒜>1C_{\mathcal{A}}>1 such that

(1.6) 𝒜(X)ξξC𝒜1|ξ|2 for XΩ,ξn,\mathcal{A}(X)\xi\cdot\xi\geq C_{\mathcal{A}}^{-1}|\xi|^{2}\qquad\text{ for }X\in\Omega,\,\xi\in\mathbb{R}^{n},

and

(1.7) |𝒜(X)ξζ|C𝒜|ξ||ζ| for XΩ,ξ,ζn.|\mathcal{A}(X)\xi\cdot\zeta|\leq C_{\mathcal{A}}|\xi||\zeta|\qquad\text{ for }X\in\Omega,\,\xi,\zeta\in\mathbb{R}^{n}.

A weak solution to Lu=0Lu=0 in EΩE\subset\Omega lies in Wloc1,2(E)W^{1,2}_{loc}(E) and is such that

(1.8) Ω𝒜uφdX for φC0(E).\int_{\Omega}\mathcal{A}\nabla u\cdot\nabla\varphi\,dX\qquad\text{ for }\varphi\in C^{\infty}_{0}(E).

If Ω\Omega has sufficient access to the boundary (and Ω\partial\Omega is (n1)(n-1)-Ahlfors regular), then for any ball BB centered on Ω\partial\Omega and any function uu in W1,2(BΩ)W^{1,2}(B\cap\Omega), we have notion of trace for uu on BΩB\cap\partial\Omega. It is well known that if uW1,2(BΩ)u\in W^{1,2}(B\cap\Omega) is such that Tr(u)=0\operatorname{Tr}(u)=0 on BΩB\cap\partial\Omega, and if uu is a weak solution to Lu=0Lu=0 on BΩB\cap\Omega with LL satisfying (1.6) and (1.7), then uu is continuous BΩB\cap\Omega and can be continuously extended by 0 on BΩB\cap\partial\Omega.

In addition to (1.6) and (1.7), we assume that our operators satisfy a weaker variant of the Dahlberg-Kenig-Pipher condition. The Dahlberg-Kenig-Pipher (DKP) condition was introduced by Dahlberg and shown to be sufficient for the LpL^{p} solvability of the Dirichlet problem for some p>1p>1 by Kenig and Pipher ([KP]). It was also shown to be essentially necessary in [CFK, MM]. The DKP condition says that the coefficient matrix 𝒜\mathcal{A} satisfies

(1.9) δ()supB(,δ()/2)|𝒜|CMΩ(M)for some M<.\delta(\cdot)\sup_{B(\cdot,\,\delta(\cdot)/2)}\left|\nabla\mathcal{A}\right|\in CM_{\Omega}(M)\qquad\text{for some }M<\infty.

Our assumption, slightly weaker than the classical DKP, is as follows.

Definition 1.10 (Weak DKP condition).

An elliptic operator L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla is said to satisfy the weak DKP condition with constant MM on Ω\Omega if there exists a decomposition 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} such that

(1.11) |δ|+|𝒞|CMΩ(M).|\delta\nabla\mathcal{B}|+|\mathcal{C}|\in CM_{\Omega}(M).

Obviously, this condition is weaker than (1.9): it allows for small Carleson perturbations and carries no supremum over the Whitney cubes. Moreover, we show in Lemma 2.1 that the weak DKP condition self improves.

We are now ready for the statement of our main result.

Theorem 1.12.

Let β>0\beta>0, Ωn\Omega\subset\mathbb{R}^{n} be a 1-sided Chord-Arc Domain, and L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla be a uniformly elliptic operator – i.e., that verifies (1.6) and (1.7) – which satisfies the weak DKP condition with constant MM on Ω\Omega. We write GX0G^{X_{0}} for the Green function of LL with pole at X0X_{0}. The following are equivalent:

  1. (i)

    Ω\Omega is a Chord-Arc Domain,

  2. (ii)

    Ω\partial\Omega is uniformly rectifiable,

  3. (iii)

    there exists C(0,)C\in(0,\infty) such that for any ball BB centered on the boundary, and for any positive weak solution uu to Lu=0Lu=0 in 2BΩ2B\cap\Omega for which Tru=0\operatorname{Tr}u=0 on 2BΩ2B\cap\partial\Omega, we have

    (1.13) ΩB|uuDβDβ|2Dβ𝑑XCσ(B),\iint_{\Omega\cap B}\left|\frac{\nabla u}{u}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dX\leq C\sigma(B),
  4. (iv)

    there exists C(0,)C\in(0,\infty) such that for any X0ΩX_{0}\in\Omega and for any ball BB centered on the boundary satisfying X02BX_{0}\notin 2B, we have

    (1.14) ΩB|GX0GX0DβDβ|2Dβ𝑑XCσ(B),\iint_{\Omega\cap B}\left|\frac{\nabla G^{X_{0}}}{G^{X_{0}}}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dX\leq C\sigma(B),
  5. (v)

    there exist X0ΩX_{0}\in\Omega and C(0,)C\in(0,\infty) such that for any ball BB centered on the boundary that satisfies X02BX_{0}\notin 2B, we have (1.14).

Moreover, the constants CC in (1.13)–(1.14) can be chosen to depend only on C𝒜C_{\mathcal{A}}, MM, the CAD constants of Ω\Omega, β\beta, and nn.

Remark 1.15.

The bound (1.13) is a local one, meaning for instance that the bound will hold with a constant CC independent of the BB and the solution uu as long as Ω\Omega is chord-arc locally in 2B2B (that is, we only need the existence of Harnack chains and of corkscrew points in 2BΩ2B\cap\Omega) and the uniformly elliptic operator LL satisfies the weak DKP condition in 2B2B.

The equivalence (i)(ii)(i)\Longleftrightarrow(ii) is already well known, see Theorem 1.2 in [AHMNT]. Moreover, (iii)(iv)(v)(iii)\implies(iv)\implies(v) is immediate. So we need only to prove (ii)(iii)(ii)\implies(iii) and (v)(i)(v)\implies(i) in Theorem 1.12.

When the domain is unbounded, we can use the Green function with pole at infinity instead of the Green function. The Green function with pole at infinity associated to LL is the unique (up to a multiplicative constant) positive weak solution to Lu=0Lu=0 with zero trace. See for instance Lemma 6.5 in [DEM] for the construction ([DEM] treats a particular case but the same argument works as long as we have CFMS estimates, see Lemma 2.18 below). So we have that:

Corollary 1.16.

Let β\beta, Ω\Omega and LL be as in Theorem 1.12. If Ω\Omega is unbounded, the following are equivalent:

  1. (a)

    Ω\Omega is a Chord-Arc Domain,

  2. (b)

    Ω\partial\Omega is uniformly rectifiable,

  3. (c)

    there exists C(0,)C\in(0,\infty) such that for any ball BB centered on the boundary, we have

    (1.17) ΩB|GGDβDβ|2Dβ𝑑XCσ(B),\iint_{\Omega\cap B}\left|\frac{\nabla G^{\infty}}{G^{\infty}}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dX\leq C\sigma(B),

For our proof of the “direct” result, we need the fact that, for the same operators, the LL-elliptic measure is AA_{\infty}-absolutely continuous with respect to σ\sigma.

Theorem 1.18.

Let Ω\Omega be a Chord-Arc Domain, and let L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla be a uniformly elliptic operator – i.e., that verifies (1.6) and (1.7) – which satisfies the weak DKP condition with constant MM on Ω\Omega.

Then the LL-elliptic measure ωLA(σ)\omega_{L}\in A_{\infty}(\sigma), i.e. there exists C,θ>0C,\theta>0 such that given an arbitrary surface ball Δ=BΩ\Delta=B\cap\partial\Omega, with B=B(x,r)B=B(x,r), xΩx\in\partial\Omega, 0<r<diam(Ω)0<r<\operatorname{diam}(\partial\Omega), and for every Borel set FΔF\subset\Delta, we have that

(1.19) σ(F)σ(Δ)C(ωLXΔ(F))θ,\frac{\sigma(F)}{\sigma(\Delta)}\leq C\left(\omega_{L}^{X_{\Delta}}(F)\right)^{\theta},

where XΔX_{\Delta} is a corkscrew point relative to Δ\Delta (see Definition 2.8).

The constants CC and θ\theta - that are called the intrinsic constants in ωLA(σ)\omega_{L}\in A_{\infty}(\sigma) - depend only on C𝒜C_{\mathcal{A}}, MM, the CAD constants of Ω\Omega, and nn.

The above is known for operators satisfying the DKP condition (1.9) on Chord-Arc domains. In fact, it is shown in [KP] that ωLA(σ)\omega_{L}\in A_{\infty}(\sigma) for DKP operators on Lipschitz domains. But since the DKP condition is preserved in subdomains, and the Chord-Arc domains are well approximated by Lipschitz subdomains ([DJ]), the AA_{\infty} property can be passed from Lipschitz subdomains to Chord-Arc domains (see [JK], or [HMMTZ]). Moreover, combined with the stability of the AA_{\infty} property under Carleson perturbation of elliptic operators proved in [CHMT], it is also known for the elliptic operators L=div𝒜L=-\operatorname{div}\mathcal{A}\nabla for which 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C}, where

(1.20) supB(,δ()/2){|δ|+|𝒞|}CMΩ(M)for some M<.\sup_{B(\cdot,\,\delta(\cdot)/2)}\{\left|\delta\nabla\mathcal{B}\right|+\left|\mathcal{C}\right|\}\in CM_{\Omega}(M)\qquad\text{for some }M<\infty.

However, to the best of our knowledge, the AA_{\infty}-absolute continuity of the elliptic measure was not proved explicitly for elliptic operators satisfying the slightly weaker condition (1.11).

We obtain Theorem 1.18 as a consequence of the following result - which is another contribution of the article - and Theorem 1.1 in [CHMT].

Theorem 1.21.

Let Ω\Omega be a domain in n\mathbb{R}^{n} with uniformly rectifiable (UR) boundary of dimension n1n-1. Let LL be a uniformly elliptic operator which satisfies the weak DKP condition with constant MM on Ω\Omega. Suppose that uu is a bounded solution of Lu=0Lu=0 in Ω\Omega. Then for any ball BB centered on the boundary, we have

(1.22) ΩB|u(X)|2δ(X)𝑑XCuL(Ω)2σ(BΩ),\iint_{\Omega\cap B}\left|\nabla u(X)\right|^{2}\delta(X)dX\leq C\left\|u\right\|_{L^{\infty}(\Omega)}^{2}\sigma(B\cap\partial\Omega),

where the constant CC depends only on nn, MM, and the UR constants of Ω\partial\Omega.

Notice that in this theorem, we completely dispense with the Harnack chain and corkscrew conditions (see Definitions 2.8 and 2.9) for the domain. Previously, an analogous result was obtained for bounded harmonic functions in [HMM1] (see also [GMT] for the converse) and for DKP operators in [HMM2, Theorem 7.5]. The result for elliptic operators which satisfy the weak DKP condition is again not explicitly written anywhere. However, slightly changing the proofs of a combination of papers would give the result. For instance, we can adapt Theorem 1.32 in [DFM2] to the codimension 1 case to prove Theorem 1.18 in the flat case, then extending it to Lipschitz graph by using the change of variable in [KP], and finally proving 1.18 to all complement of uniformly rectifiable domains by invoking Theorem 1.19 (iii) in [HMM2]).

Here, we claim that we can directly demonstrate Theorem 1.21 using a strategy similar to our proof of Theorem 1.12. In Section 8, we explain how to modify the proof of Theorem 1.12 to obtain Theorem 1.21. By [CHMT] Theorem 1.1, assuming that Ω\Omega is 1-sided CAD, the estimate (1.22) implies that ωLA(σ)\omega_{L}\in A_{\infty}(\sigma), and therefore our Theorem 1.18 follows from Theorem 1.21. Note that the bound (1.19) is a characterization of AA_{\infty}, see for instance Theorem 1.4.13 in [Ken].

Let us discuss in more details our assumptions for Theorem 1.12. In order to get the bound (1.13), we strongly require that the boundary Ω\partial\Omega is uniformly rectifiable and that the operator LL satisfies the weak DKP condition. We even conjecture that those conditions are necessary, that is, if Ω\partial\Omega is not uniformly rectifiable, then the bound (1.13) holds for none of the weak DKP operators.

The corkscrew condition and the Harnack chain condition (see Definitions 2.8 and 2.9) are only needed for the proof of Lemma 7.12 - where we used the comparison principle - and for the implication (iii)(i)(iii)\implies(i) in Theorem 1.12. However, since most of our intermediate results can be proved without those conditions and could be of interest in other situations where the Harnack chain is not assumed (like - for instance - to prove Theorem 1.21), we avoided to use the existence of Harnack chains and of corkscrew points in all the proofs and the intermediate results except for Lemma 7.12 and in Section 9, even if it occasionally slightly complicated the arguments.

These observations naturally lead to the question about the optimality of our conditions on Ω\Omega, and more precisely, whether we can obtain the estimate (1.13) assuming only uniform rectifiablity. The answer is no, as we can construct a domain Ω\Omega which has uniformly rectifiable boundary but is only semi-uniform (see Definition 10.1) where (1.13) fails. More precisely, we prove in Section 10 that:

Proposition 1.23.

There exists a semi-uniform domain Ω\Omega and a positive harmonic function GG on Ω\Omega such that (1.13) is false.

But of course, assuming Ω\Omega is a Chord-Arc Domain is not necessary for (1.13) since (1.13) obviously holds when Ω=nn1=+nn\Omega=\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}=\mathbb{R}^{n}_{+}\cup\mathbb{R}^{n}_{-}, because we can apply Theorem 1.12 to both Ω+=+n\Omega_{+}=\mathbb{R}^{n}_{+} and Ω=n\Omega_{-}=\mathbb{R}^{n}_{-} and then sum.

1.3. Main steps of the proof of (ii)(iii)(ii)\implies(iii)

In this section, we present the outline of the proof of (ii)(iii)(ii)\implies(iii) in Theorem 1.12. More exactly, this subsection aims to link the results of all other sections of the paper in order to provide the proof.

The approach developed in this article is new and it is interesting by itself, because it gives an alternative to proofs that use projection and extrapolation of measures. Aside from Theorems 1.12 and 1.21, we claim that our approach can be used to obtain a third proof of the main result from [Fen1] and [DM1], which establishes the AA_{\infty}-absolute continuity of the harmonic measure when Ω\Omega is the complement of a uniformly rectifiable set of low dimension and LL is a properly chosen degenerate operator.

Let Ω\Omega and LL be as in the assumptions of Theorem 1.12, and let \mathcal{B} and 𝒞\mathcal{C} denote the matrices in (1.11). Take B:=B(x0,r)B:=B(x_{0},r) to be a ball centered at the boundary, that is x0Ωx_{0}\in\partial\Omega, and then a non-negative weak solution uu to Lu=0Lu=0 in 2BΩ2B\cap\Omega such that Tr(u)=0\operatorname{Tr}(u)=0 on BΩB\cap\partial\Omega.

Step 1: From balls to dyadic cubes. We construct a dyadic collection 𝔻Ω\mathbb{D}_{\partial\Omega} of pseudo-cubes in Ω\partial\Omega in the beginning of Section 3, and a collection of Whitney regions WΩ(Q),WΩ(Q)W_{\Omega}(Q),W_{\Omega}^{*}(Q) associated to Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega} in the beginning Section 4. We claim that (1.13) is implied by cubes

(1.24) I:=Q𝔻ΩQQ0WΩ(Q)|uuDβDβ|2δ𝑑XCσ(Q0)I:=\sum_{\begin{subarray}{c}Q\in\mathbb{D}_{\partial\Omega}\\ Q\subset Q_{0}\end{subarray}}\iint_{W_{\Omega}(Q)}\left|\frac{\nabla u}{u}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}\delta\,dX\leq C\sigma(Q_{0})

for any cube Q0𝔻ΩQ_{0}\in\mathbb{D}_{\partial\Omega} satisfying Q087BΩQ_{0}\subset\frac{8}{7}B\cap\partial\Omega and (Q0)28r\ell(Q_{0})\leq 2^{-8}r. It follows from the definition of WΩ(Q)W^{*}_{\Omega}(Q) (4.5) that

(1.25) WΩ(Q)74B for QQ0W^{*}_{\Omega}(Q)\subset\frac{7}{4}B\qquad\text{ for }Q\subset Q_{0}

and Q0Q_{0} as above.

We take {Q0i}𝔻Ω\{Q_{0}^{i}\}\subset\mathbb{D}_{\partial\Omega} as the collection of dyadic cubes that intersects BΩB\cap\partial\Omega and such that 29r<(Q0i)28r2^{-9}r<\ell(Q_{0}^{i})\leq 2^{-8}r. There is a uniformly bounded number of them, each of them satisfies Q0i32BΩQ_{0}^{i}\subset\frac{3}{2}B\cap\Omega and (Q0i)28r\ell(Q_{0}^{i})\leq 2^{-8}r and altogether, they verify

BΩ{XB,δ(X)>29r}(iQ𝔻Ω(Q0i)WΩ(Q)).B\cap\Omega\subset\{X\in B,\,\delta(X)>2^{-9}r\}\bigcup\Bigl{(}\bigcup_{i}\bigcup_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0}^{i})}W_{\Omega}(Q)\Bigr{)}.

The estimate (1.13) follows by applying (1.24) to each Q0iQ_{0}^{i} - using (1.4) and (1.1) when needed - and (1.26) below to {XB,δ(X)>29r}\{X\in B,\,\delta(X)>2^{-9}r\}.

Step 2: Bound on a Whitney region. In this step, we establish that if E74BE\subset\frac{7}{4}B is such that diam(E)Kδ(E)\operatorname{diam}(E)\leq K\delta(E), then

(1.26) JE:=E|uuDβDβ|2δ𝑑XCKδ(E)n1.J_{E}:=\iint_{E}\left|\frac{\nabla u}{u}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}\delta\,dX\leq C_{K}\delta(E)^{n-1}.

We could use Lemma 7.9 to prove this, but it would be like using a road roller to crack a nutshell, because it is actually easy. We first separate

JEE|uu|2δ𝑑X+E|DβDβ|2δ𝑑X:=JE1+JE2.J_{E}\leq\iint_{E}\left|\frac{\nabla u}{u}\right|^{2}\delta\,dX+\iint_{E}\left|\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}\delta\,dX:=J^{1}_{E}+J^{2}_{E}.

We start with JE2J_{E}^{2}. Observe that |[Dββ]|(d+β)Dβ+1β1|\nabla[D_{\beta}^{-\beta}]|\leq(d+\beta)D_{\beta+1}^{-\beta-1}, so |DβDβ|δ1|\frac{\nabla D_{\beta}}{D_{\beta}}|\lesssim\delta^{-1} by (1.4). We deduce that JE2|E|δ(E)1δ(E)n1J_{E}^{2}\lesssim|E|\delta(E)^{-1}\lesssim\delta(E)^{n-1} as desired. As for JE1J_{E}^{1}, we construct

E:={XΩ,dist(X,E)δ(E)/100}158B,E^{*}:=\{X\in\Omega,\operatorname{dist}(X,E)\leq\delta(E)/100\}\subset\frac{15}{8}B,

and then the Harnack inequality (Lemma 2.15) and the Caccioppoli inequality (Lemma 2.14) yield that

JE1δ(E)(supEu)2E|u|2𝑑Xδ(E)1(supEu)2Eu2𝑑Xδ(E)1|E|δ(E)n1.J_{E}^{1}\lesssim\delta(E)(\sup_{E^{*}}u)^{-2}\iint_{E}|\nabla u|^{2}dX\lesssim\delta(E)^{-1}(\sup_{E^{*}}u)^{-2}\iint_{E^{*}}u^{2}dX\leq\delta(E)^{-1}|E^{*}|\lesssim\delta(E)^{n-1}.

The bound (1.26) follows.

Step 3: Corona decomposition. Let Q0Q_{0} as in Step 1. One can see that we cannot use (1.26) to each E=WΩ(Q)E=W_{\Omega}(Q) and still hope to get the bound (1.24) for II. We have to use (1.26) with parsimony. We first use a corona decomposition of DΩ(Q0)D_{\partial\Omega}(Q_{0}), and we let the stopping time region stops whenever α(Q)\alpha(Q) or the angle between the approximating planes are too big. We choose 0<ϵ1ϵ010<\epsilon_{1}\ll\epsilon_{0}\ll 1 and Lemma 3.16 provides a first partition of 𝔻Ω\mathbb{D}_{\partial\Omega} into bad cubes \mathcal{B} and good cubes 𝒢\mathcal{G} and then a partition of 𝒢\mathcal{G} into a collection of coherent regimes {𝒮}𝒮𝔖\{\mathcal{S}\}_{\mathcal{S}\in\mathfrak{S}}.

Let (Q0):=𝔻Ω(Q0)\mathcal{B}(Q_{0}):=\mathcal{B}\cap\mathbb{D}_{\partial\Omega}(Q_{0}) and then 𝔖(Q0)={𝒮𝔻Ω(Q0)}\mathfrak{S}(Q_{0})=\{\mathcal{S}\cap\mathbb{D}_{\partial\Omega}(Q_{0})\}. Observe that 𝔖(Q0)\mathfrak{S}(Q_{0}) contains the collection of 𝒮𝔖\mathcal{S}\in\mathfrak{S} such that Q(𝒮)Q0Q(\mathcal{S})\subset Q_{0} and maybe one extra element, in the case where Q0𝒮𝔖Q(𝒮)Q_{0}\notin\mathcal{B}\cup\bigcup_{\mathcal{S}\in\mathfrak{S}}Q(\mathcal{S}), which is the intersection with 𝔻Ω(Q0)\mathbb{D}_{\partial\Omega}(Q_{0}) of the coherent regime 𝒮𝔖\mathcal{S}\in\mathfrak{S} that contains Q0Q_{0}. In any case 𝔖(Q0)\mathfrak{S}(Q_{0}) is a collection of (stopping time) coherent regimes. In addition, Lemma 3.16 shows that 𝔖(Q0)\mathfrak{S}(Q_{0}) and (Q0)\mathcal{B}(Q_{0}) verifies the Carleson packing condition

(1.27) Q(Q0)σ(Q)+𝒮𝔖(Q0)σ(Q(𝒮))Cσ(Q0).\sum_{Q\in\mathcal{B}(Q_{0})}\sigma(Q)+\sum_{\mathcal{S}\in\mathfrak{S}(Q_{0})}\sigma(Q(\mathcal{S}))\leq C\sigma(Q_{0}).

We use this corona decomposition to decompose the sum II from (1.24) as

(1.28) I=Q(Q0)WΩ(Q)|uuDβDβ|2δ𝑑X+𝒮𝔖(Q0)WΩ(𝒮)|uuDβDβ|2δ𝑑X:=I1+𝒮𝔖(Q0)I𝒮,I=\sum_{Q\in\mathcal{B}(Q_{0})}\iint_{W_{\Omega}(Q)}\left|\frac{\nabla u}{u}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}\delta\,dX+\sum_{\mathcal{S}\in\mathfrak{S}(Q_{0})}\iint_{W_{\Omega}(\mathcal{S})}\left|\frac{\nabla u}{u}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}\delta\,dX\\ :=I_{1}+\sum_{\mathcal{S}\in\mathfrak{S}(Q_{0})}I_{\mathcal{S}},

where WΩ(𝒮)=Q𝒮WΩ(Q)W_{\Omega}(\mathcal{S})=\bigcup_{Q\in\mathcal{S}}W_{\Omega}(Q). For each cube Q(Q0)Q\in\mathcal{B}(Q_{0}), the regions WΩ(Q)W_{\Omega}(Q) are included in 74B\frac{7}{4}B and verify diam(WΩ(Q))8δ(WΩ(Q))8(Q)\operatorname{diam}(W_{\Omega}(Q))\leq 8\delta(W_{\Omega}(Q))\leq 8\ell(Q), so we can use (1.26) and we obtain

(1.29) I1Q(Q0)(Q)n1σ(Q0).I_{1}\lesssim\sum_{Q\in\mathcal{B}(Q_{0})}\ell(Q)^{n-1}\lesssim\sigma(Q_{0}).

by (1.1) and (1.27).

Step 4: How to turn the estimation of I𝒮I_{\mathcal{S}} into a problem on +n\mathbb{R}^{n}_{+}. Now, we take 𝒮\mathcal{S} in 𝔖(Q0)\mathfrak{S}(Q_{0}), which is nice because Ω\partial\Omega is well approximated by a small Lipschitz graph Γ𝒮\Gamma_{\mathcal{S}} around any dyadic cube of 𝒮\mathcal{S} (see Subsection 3.4 for the construction of Γ𝒮\Gamma_{\mathcal{S}}). For instance, fattened versions of our Whitney regions WΩ(Q)W^{*}_{\Omega}(Q), Q𝒮Q\in\mathcal{S}, are Whitney regions in nΓ𝒮\mathbb{R}^{n}\setminus\Gamma_{\mathcal{S}} (see Lemma 4.13). More importantly, at any scale Q𝒮Q\in\mathcal{S}, the local Wasserstein distance between σ\sigma and the Hausdorff measure of Γ𝒮\Gamma_{\mathcal{S}} is bounded by the local Wasserstein distance between σ\sigma and the best approximating plane, which means that Γ𝒮\Gamma_{\mathcal{S}} approximate Ω\partial\Omega better (or at least not much worse) than the best plane around any Q𝒮Q\in\mathcal{S}. Up to our knowledge, it is the first time that such a property on Γ𝒮\Gamma_{\mathcal{S}} is established. It morally means that Dβ(X)D_{\beta}(X) will be well approximated by

Dβ,𝒮(X):=(Γ𝒮|Xy|dβ𝑑n1(y))1βD_{\beta,\mathcal{S}}(X):=\left(\int_{\Gamma_{\mathcal{S}}}|X-y|^{-d-\beta}d\mathcal{H}^{n-1}(y)\right)^{-\frac{1}{\beta}}

whenver XXΩ(𝒮)X\in X_{\Omega}(\mathcal{S}), and that the error can be bounded in terms of the Tolsa’s α\alpha-numbers.

Nevertheless, what we truly want is the fact Ω\partial\Omega is well approximated by a plane - instead of a Lipschitz graph - from the standpoint of any XWΩ(𝒮)X\in W_{\Omega}(\mathcal{S}), because in this case we can use Lemma 7.9. Yet, despite this slight disagreement, Γ𝒮\Gamma_{\mathcal{S}} is much better than a random uniformly rectifiable set, because Γ𝒮\Gamma_{\mathcal{S}} is the image of a plane PP by a bi-Lipschitz map. So we construct a bi-Lipschitz map ρ𝒮:nn\rho_{\mathcal{S}}:\,\mathbb{R}^{n}\to\mathbb{R}^{n} that of course maps a plane to Γ𝒮\Gamma_{\mathcal{S}}, but which also provides an explicit map from any point XX in WΩ(𝒮)W_{\Omega}(\mathcal{S}) to a plane Λ(ρ𝒮1(X))\Lambda(\rho_{\mathcal{S}}^{-1}(X)) that well approximates Γ𝒮\Gamma_{\mathcal{S}} - hence Ω\partial\Omega - from the viewpoint of XX. So morally, we constructed ρ𝒮\rho_{\mathcal{S}} such that we have a function

Xdist(X,Λ(ρ𝒮1(X)))X\mapsto\operatorname{dist}(X,\Lambda(\rho^{-1}_{\mathcal{S}}(X)))

which, when XWΩ(𝒮)X\in W_{\Omega}(\mathcal{S}), is a good approximation of

Dβ,𝒮(X):=(Γ𝒮|Xy|dβ𝑑n1(y))1βD_{\beta,\mathcal{S}}(X):=\left(\int_{\Gamma_{\mathcal{S}}}|X-y|^{-d-\beta}d\mathcal{H}^{n-1}(y)\right)^{-\frac{1}{\beta}}

in terms of the Tolsa’s α\alpha-numbers.

We combine the two approximations to prove (see Lemma 6.30, which is a consequence of Corollary 5.53 and our construction of ρ𝒮\rho_{\mathcal{S}}) that

WΩ(Q)|Dβ(X)Dβ(X)Nρ𝒮1(X)(X)dist(X,Λ(ρ𝒮1(X))|2δ(X)𝑑XC|ασ,β(Q)|2σ(Q) for Q𝒮,\iint_{W_{\Omega}(Q)}\left|\frac{\nabla D_{\beta}(X)}{D_{\beta}(X)}-\frac{N_{\rho^{-1}_{\mathcal{S}}(X)}(X)}{\operatorname{dist}(X,\Lambda(\rho^{-1}_{\mathcal{S}}(X))}\right|^{2}\,\delta(X)\,dX\leq C|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q)\qquad\text{ for }Q\in\mathcal{S},

where YNρ𝒮1(X)(Y)Y\to N_{\rho_{\mathcal{S}}^{-1}(X)}(Y) is the gradient of the distance to Λ(ρ𝒮1(X))\Lambda(\rho_{\mathcal{S}}^{-1}(X)). And since the ασ,β(Q)\alpha_{\sigma,\beta}(Q) satisfies the Carleson packing condition, see Lemma 5.31, we deduce that

(1.30) I𝒮2I𝒮+CQ𝒮|ασ,β(Q)|2σ(Q)2I𝒮+Cσ(Q(𝒮))I_{\mathcal{S}}\leq 2I^{\prime}_{\mathcal{S}}+C\sum_{Q\in\mathcal{S}}|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q)\leq 2I^{\prime}_{\mathcal{S}}+C\sigma(Q(\mathcal{S}))

where

I𝒮:=WΩ(𝒮)|uuNρ𝒮1(X)(X)dist(X,Λ(ρ𝒮1(X))|2δ𝑑X.I^{\prime}_{\mathcal{S}}:=\iint_{W_{\Omega}(\mathcal{S})}\left|\frac{\nabla u}{u}-\frac{N_{\rho^{-1}_{\mathcal{S}}(X)}(X)}{\operatorname{dist}(X,\Lambda(\rho^{-1}_{\mathcal{S}}(X))}\right|^{2}\delta\,dX.

We are left with I𝒮I^{\prime}_{\mathcal{S}}. We make the change of variable (p,t)=ρ𝒮1(X)(p,t)=\rho^{-1}_{\mathcal{S}}(X) in the integral defining I𝒮I^{\prime}_{\mathcal{S}} and we obtain that

I𝒮=ρ𝒮1(WΩ(𝒮))|(u)ρ𝒮(p,t)uρ(p,t)Np,t(ρ𝒮(p,t))dist(ρ𝒮(p,t),Λ(p,t)|2δρ𝒮(p,t)det(Jac(p,t))dtdp2ρ𝒮1(WΩ(𝒮))|(uρ𝒮(p,t))uρ(p,t)Jac(p,t)Np,t(ρ𝒮(p,t))dist(ρ𝒮(p,t),Λ(p,t))|2|t|𝑑t𝑑p,\begin{split}I^{\prime}_{\mathcal{S}}&=\iint_{\rho_{\mathcal{S}}^{-1}(W_{\Omega}(\mathcal{S}))}\left|\frac{(\nabla u)\circ\rho_{\mathcal{S}}(p,t)}{u\circ\rho(p,t)}-\frac{N_{p,t}(\rho_{\mathcal{S}}(p,t))}{\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Lambda(p,t)}\right|^{2}\delta\circ\rho_{\mathcal{S}}(p,t)\det\left(\operatorname{Jac}(p,t)\right)\,dt\,dp\\ &\leq 2\iint_{\rho_{\mathcal{S}}^{-1}(W_{\Omega}(\mathcal{S}))}\left|\frac{\nabla\left(u\circ\rho_{\mathcal{S}}(p,t)\right)}{u\circ\rho(p,t)}-\frac{\operatorname{Jac}(p,t)N_{p,t}(\rho_{\mathcal{S}}(p,t))}{\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Lambda(p,t))}\right|^{2}\,|t|\,dt\,dp,\end{split}

where Jac(p,t)\operatorname{Jac}(p,t) is the Jacobian matrix of ρ𝒮\rho_{\mathcal{S}}, which is close to the identity by Lemma 6.8. We have also used that δρ𝒮(p,t)t\delta\circ\rho_{\mathcal{S}}(p,t)\approx t since δ(X)dist(X,Γ𝒮)\delta(X)\approx\operatorname{dist}(X,\Gamma_{\mathcal{S}}) on WΩ(𝒮)W_{\Omega}(\mathcal{S}) and the bi-Lipschitz map ρ𝒮1\rho_{\mathcal{S}}^{-1} preserves this equivalence. Even if the term

Jac(p,t)Np,t(ρ𝒮(p,t))dist(ρ𝒮(p,t),Λ(p,t))\frac{\operatorname{Jac}(p,t)N_{p,t}(\rho_{\mathcal{S}}(p,t))}{\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Lambda(p,t))}

looks bad, all the quantities inside are constructed by hand, and of course, we made them so that they are close to the quotient dPdP\frac{\nabla d_{P}}{d_{P}}, where dPd_{P} is the distance to a plane that depends only on 𝒮\mathcal{S}. With our change of variable, we even made it so that P=n1×{0}P=\mathbb{R}^{n-1}\times\{0\}, that is dPdP=tt\frac{\nabla d_{P}}{d_{P}}=\frac{\nabla t}{t}. Long story short, Lemma 6.32 gives that

(1.31) I𝒮4I𝒮′′+σ(Q(𝒮))I^{\prime}_{\mathcal{S}}\leq 4I^{\prime\prime}_{\mathcal{S}}+\sigma(Q(\mathcal{S}))

where

I𝒮′′:=ρ1(WΩ(𝒮))|vvtt|2|t|𝑑t𝑑p,v=uρ𝒮.I^{\prime\prime}_{\mathcal{S}}:=\iint_{\rho^{-1}(W_{\Omega}(\mathcal{S}))}\left|\frac{\nabla v}{v}-\frac{\nabla t}{t}\right|^{2}|t|\,dt\,dp\,,\qquad v=u\circ\rho_{\mathcal{S}}.

Step 5: Conclusion on I𝒮I_{\mathcal{S}} using the flat case. It is easy to see from the definition that Chord-Arc Domains are preserved by bi-Lipschitz change of variable, and the new CAD constants depends only on the old ones and the Lipschitz constants of the bi-Lipschitz map. Since the bi-Lipschitz constants of ρ𝒮\rho_{\mathcal{S}} is less than 2 (and so uniform in 𝒮\mathcal{S}), we deduce that ρ𝒮1(Ω)\rho^{-1}_{\mathcal{S}}(\Omega) is a Chord-Arc Domain with CAD constants that depends only on the CAD constants of Ω\Omega.

Then, in Section 4, we constructed a cut-off function Ψ𝒮\Psi_{\mathcal{S}} adapted to WΩ(𝒮)W_{\Omega}(\mathcal{S}). We have shown in Lemma 4.20 that Ψ𝒮\Psi_{\mathcal{S}} is 1 on WΩ(𝒮)W_{\Omega}(\mathcal{S}) and supported in WΩ(𝒮)W^{*}_{\Omega}(\mathcal{S}), on which we still have δ(X)dist(X,Γ𝒮)\delta(X)\approx\operatorname{dist}(X,\Gamma_{\mathcal{S}}). In Lemma 4.28, we proved that the support of Ψ𝒮\nabla\Psi_{\mathcal{S}} is small, in the sense that implies 𝟙suppΨ𝒮CMΩ{\mathds{1}}_{\operatorname{supp}\nabla\Psi_{\mathcal{S}}}\in CM_{\Omega}. What is important is that those two properties are preserved by bi-Lipschitz change of variable, and thus Ψ𝒮ρ𝒮\Psi_{\mathcal{S}}\circ\rho_{\mathcal{S}} is as in Definition 7.1.

We want the support of Ψ𝒮ρ𝒮\Psi_{\mathcal{S}}\circ\rho_{\mathcal{S}} to be included in a ball B𝒮B_{\mathcal{S}} such that 2B𝒮2B_{\mathcal{S}} is a subset of our initial ball BB, and such that the radius of B𝒮B_{\mathcal{S}} is smaller than C(Q(𝒮))C\ell(Q(\mathcal{S})). But those facts are an easy consequence of (1.25) and the definition of WΩ(𝒮)W^{*}_{\Omega}(\mathcal{S}) (and the fact that ρ𝒮\rho_{\mathcal{S}} is bi-Lipschitz with the Lipschitz constant close to 1).

We also want uρ𝒮u\circ\rho_{\mathcal{S}} to be a solution of L𝒮(uρ𝒮)=0L_{\mathcal{S}}(u\circ\rho_{\mathcal{S}})=0 for a weak-DKP operator L𝒮L_{\mathcal{S}}. The operator L𝒮L_{\mathcal{S}} is not exactly weak-DKP everywhere in ρ𝒮1(Ω)\rho^{-1}_{\mathcal{S}}(\Omega), but it is the case on the support of Ψ𝒮\Psi_{\mathcal{S}} (see Lemma 6.20), which is one condition that we need for applying Lemma 7.9.

To apply Lemma 7.9 - or more precisely for Lemma 7.12, where one term from the integration by parts argument is treated - we need to show that ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma). This is a consequence of Theorem 1.18. Indeed, since the adjoint operator LL^{*} is also a weak DKP operator on Ω\Omega, Theorem 1.18 asserts that ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma), where σ\sigma is an Ahlfors regular measure on Ω\partial\Omega. A direct computation shows that for any set EΩE\subset\partial\Omega and any X0ΩX_{0}\in\Omega,

ωL𝒮ρ𝒮1(X0)(ρ𝒮1(E))=ωLX0(E),\omega_{L^{*}_{\mathcal{S}}}^{\rho_{\mathcal{S}}^{-1}(X_{0})}\left(\rho_{\mathcal{S}}^{-1}(E)\right)=\omega_{L^{*}}^{X_{0}}(E),

and since the mapping ρ𝒮\rho_{\mathcal{S}} is bi-Lipschitz, ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma) implies that the L𝒮L^{*}_{\mathcal{S}}-elliptic measure ωL𝒮A(σ~)\omega_{L^{*}_{\mathcal{S}}}\in A_{\infty}(\widetilde{\sigma}), where σ~\widetilde{\sigma} is an Ahlfors regular measure on the boundary of ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\Omega). Moreover, the intrinsic constants in ωL𝒮A(σ~)\omega_{L^{*}_{\mathcal{S}}}\in A_{\infty}(\widetilde{\sigma}) depend only on the intrinsic constants in ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma) because the the bi-Lipschitz constants of ρ𝒮\rho_{\mathcal{S}} are bounded uniformly in 𝒮\mathcal{S}.

All those verification made sure that we can apply Lemma 7.9, which entails that

(1.32) I𝒮′′ρ1(WΩ(𝒮))|t||(uρ𝒮)uρ𝒮tt|2(Ψ𝒮ρ𝒮)2𝑑t𝑑p(Q(𝒮))n1σ(Q(𝒮)).I^{\prime\prime}_{\mathcal{S}}\leq\iint_{\rho^{-1}(W_{\Omega}(\mathcal{S}))}|t|\left|\frac{\nabla(u\circ\rho_{\mathcal{S}})}{u\circ\rho_{\mathcal{S}}}-\frac{\nabla t}{t}\right|^{2}(\Psi_{\mathcal{S}}\circ\rho_{\mathcal{S}})^{2}\,dt\,dp\lesssim\ell(Q(\mathcal{S}))^{n-1}\lesssim\sigma(Q(\mathcal{S})).

Step 6: Gathering of the estimates. We let the reader check that (1.27)–(1.32) implies (1.24), and enjoy the end of the sketch of the proof!

1.4. Organisation of the paper

In Section 2, we present the exact statement on our assumptions on Ω\Omega, and we give the elliptic theory that will be needed in Section 7.

Sections 3 to 7 proved the implication (ii)(iii)(ii)\implies(iii) in Theorem 1.12. Section 3 introduces the reader to the uniform rectifiability and present the corona decomposition that will be needed. The corona decomposition gives a collection of (stopping time) coherent regimes {𝒮}𝔖\{\mathcal{S}\}_{\mathfrak{S}}. From Subsection 3.4 to Section 6, 𝒮𝔖\mathcal{S}\in\mathfrak{S} is fixed. We construct in Subsection 3.4 a set Γ𝒮\Gamma_{\mathcal{S}} which is the graph of a Lipschitz function with small Lipschitz constant.

Section 4 associate a “Whitney” region WΩ(𝒮)W_{\Omega}(\mathcal{S}) to the coherent regime 𝒮\mathcal{S} so that from the stand point of each point of WΩ(𝒮)W_{\Omega}(\mathcal{S}), Γ𝒮\Gamma_{\mathcal{S}} and Ω\partial\Omega are well approximated by the same planes.

In Section 5, we are applying the result from Section 4 to compare DβD_{\beta} with the distance to a plane that approximate Γ𝒮\Gamma_{\mathcal{S}}.

Section 6 construct a bi-Lipschitz change of variable ρ𝒮\rho_{\mathcal{S}} that flattens Γ𝒮\Gamma_{\mathcal{S}}, and we use the results from Sections 4 and 5 in order to estimate the difference

[Dβρ𝒮]Dβρ𝒮tt\frac{\nabla[D_{\beta}\circ\rho_{\mathcal{S}}]}{D_{\beta}\circ\rho_{\mathcal{S}}}-\frac{\nabla t}{t}

in terms of Carleson measure. Sections 3 to 6 are our arguments for the geometric side of the problem, in particular, the solutions to Lu=0Lu=0 are barely mentionned (just to explain the effect of ρ𝒮\rho_{\mathcal{S}} on LL).

Section 7 can be read independently and will contain our argument for the PDE side of the problem. Morally speaking, it proves Theorem 1.12 (ii)(iii)(ii)\implies(iii) when Ω=+n\Omega=\mathbb{R}^{n}_{+}.

Section 8 presents a sketch of proof of Theorem 1.21. The strategy is similar to our proof of Theorem 1.12, and in particular, many of the constructions and notations from Section 3 to Section 7 are adopted in Section 8. But since we do not need to deal with the regularized distance DβD_{\beta}, the proof is much shorter.

Section 9 tackles the converse implication, proving (v)(i)(v)\implies(i) in Theorem 1.12. The proof adapts an argument of [DM2], which states that if GG is sufficiently close to DβD_{\beta}, then Ω\partial\Omega is uniformly rectifiable. As mentioned earlier, we unfortunately did not succeed to link our strong estimate (1.14) directly to the weak ones assumed in [DM2], which explains why we needed to rewrite the argument.

We finish with Section 10, where we construct a semi-uniform domain and a positive harmonic solution on it for which our estimate (1.13) is false.

2. Miscellaneous

2.1. Self improvement of the Carleson condition on 𝒜\mathcal{A}

Lemma 2.1.

Let 𝒜\mathcal{A} be a uniformly elliptic matrix on a domain Ω\Omega, i.e. a matrix function that satisfies (1.6) and (1.7) with constant C𝒜C_{\mathcal{A}}. Assume that 𝒜\mathcal{A} can be decomposed as 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} where

(2.2) |δ|+|𝒞|CMΩ(M).|\delta\nabla\mathcal{B}|+|\mathcal{C}|\in CM_{\Omega}(M).

Then there exists another decomposition 𝒜=~+𝒞~\mathcal{A}=\widetilde{\mathcal{B}}+\widetilde{\mathcal{C}} such that

(2.3) |δ~|+|𝒞~|CMΩ(CM)|\delta\nabla\widetilde{\mathcal{B}}|+|\widetilde{\mathcal{C}}|\in CM_{\Omega}(CM)

with a constant C>0C>0 that depends only on nn, and ~\widetilde{\mathcal{B}} satisfies (1.6) and (1.7) with the same constant C𝒜C_{\mathcal{A}} as 𝒜\mathcal{A}. In addition,

(2.4) |δ~|CC𝒜.|\delta\nabla\widetilde{\mathcal{B}}|\leq CC_{\mathcal{A}}.

Proof: Let 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} as in the assumption of the lemma. Let θC0(n)\theta\in C^{\infty}_{0}(\mathbb{R}^{n}) be a nonnegative function such that suppθB(0,110)\operatorname{supp}\theta\subset B(0,\frac{1}{10}), nθ(X)𝑑X=1\iint_{\mathbb{R}^{n}}\theta(X)dX=1. Construct θX(Y):=δ(X)nθ(YXδ(X))\theta_{X}(Y):=\delta(X)^{-n}\theta\big{(}\frac{Y-X}{\delta(X)}\big{)} and then

(2.5) ~(X):=n𝒜(Y)θX(Y)𝑑Y and 𝒞~:=𝒜~.\widetilde{\mathcal{B}}(X):=\iint_{\mathbb{R}^{n}}\mathcal{A}(Y)\,\theta_{X}(Y)\,dY\quad\text{ and }\quad\widetilde{\mathcal{C}}:=\mathcal{A}-\widetilde{\mathcal{B}}.

We see that ~\widetilde{\mathcal{B}} is an average of 𝒜\mathcal{A}, so B~\widetilde{B} verifies (1.6) and (1.7) with the same constant as 𝒜\mathcal{A}. So it remains to prove (2.3) and (2.4). Observe that

XθX(Y)=nδ(X)n1δ(X)θ(YXδ(X))δ(X)n1(θ)(YXδ(X))δ(X)n2δ(X)(YX)(θ)(YXδ(X)).\nabla_{X}\theta_{X}(Y)=-n\delta(X)^{-n-1}\nabla\delta(X)\theta\Big{(}\frac{Y-X}{\delta(X)}\Big{)}-\delta(X)^{-n-1}(\nabla\theta)\Big{(}\frac{Y-X}{\delta(X)}\Big{)}\\ -\delta(X)^{-n-2}\nabla\delta(X)(Y-X)\cdot(\nabla\theta)\Big{(}\frac{Y-X}{\delta(X)}\Big{)}.

Let Θ(Z)\Theta(Z) denote Zθ(Z)Z\theta(Z), then divΘ(Z)=nθ(Z)+Zθ(Z)\mathop{\operatorname{div}}\Theta(Z)=n\theta(Z)+Z\cdot\nabla\theta(Z). So

δ(X)XθX(Y)=δ(X)n(θ)(YXδ(X))δ(X)nδ(X)(divΘ)(YXδ(X)).\delta(X)\nabla_{X}\theta_{X}(Y)=-\delta(X)^{-n}(\nabla\theta)\Big{(}\frac{Y-X}{\delta(X)}\Big{)}-\delta(X)^{-n}\nabla\delta(X)(\mathop{\operatorname{div}}\Theta)\Big{(}\frac{Y-X}{\delta(X)}\Big{)}.

From here, one easily sees that |δ(X)XθX(Y)|\left|\delta(X)\nabla_{X}\theta_{X}(Y)\right| is bounded by Cδ(X)nC\delta(X)^{-n} uniformly in XX and YY, and thus

|δ(X)B~(X)|B(X,δ(X)/2)|𝒜(Y)|𝑑YC𝒜,|\delta(X)\nabla\widetilde{B}(X)|\lesssim\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{B(X,\delta(X)/2)}|\mathcal{A}(Y)|dY\leq C_{\mathcal{A}}\,,

which proves (2.4). Set ΘX(Y)=δ(X)nΘ(YXδ(X))\Theta_{X}(Y)=\delta(X)^{-n}\Theta\Big{(}\frac{Y-X}{\delta(X)}\Big{)}. Then

δ(X)XθX(Y)=δ(X)YθX(Y)δ(X)δ(X)divYΘX(Y).\delta(X)\nabla_{X}\theta_{X}(Y)=-\delta(X)\nabla_{Y}\theta_{X}(Y)-\delta(X)\nabla\delta(X)\operatorname{div}_{Y}\Theta_{X}(Y).

As a consequence,

δ(X)~(X)=n(+𝒞)(Y)δ(X)XθX(Y)𝑑Y=δ(X)n(Y)θX(Y)𝑑Y+δ(X)δ(X)n(Y)ΘX(Y)𝑑Y+n𝒞(Y)[δ(X)XθX(Y)]𝑑Y.\begin{split}\delta(X)\nabla\widetilde{\mathcal{B}}(X)&=\iint_{\mathbb{R}^{n}}(\mathcal{B}+\mathcal{C})(Y)\,\delta(X)\nabla_{X}\theta_{X}(Y)\,dY\\ &=\delta(X)\iint_{\mathbb{R}^{n}}\nabla\mathcal{B}(Y)\,\theta_{X}(Y)\,dY+\delta(X)\nabla\delta(X)\iint_{\mathbb{R}^{n}}\nabla\mathcal{B}(Y)\cdot\Theta_{X}(Y)\,dY\\ &\qquad+\iint_{\mathbb{R}^{n}}\mathcal{C}(Y)\,[\delta(X)\nabla_{X}\theta_{X}(Y)]\,dY.\end{split}

We deduce that

|δ(X)~(X)|B(X,δ(X)/10)(δ|(Y)|+|𝒞(Y)|)𝑑Y,|\delta(X)\nabla\widetilde{\mathcal{B}}(X)|\lesssim\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{B(X,\delta(X)/10)}(\delta|\nabla\mathcal{B}(Y)|+|\mathcal{C}(Y)|)\,dY,

and so the fact that |δ|+|𝒞|CMΩ(M)|\delta\nabla\mathcal{B}|+|\mathcal{C}|\in CM_{\Omega}(M) is transmitted to δ~\delta\nabla\widetilde{\mathcal{B}}, i.e. δ~CMΩ(CM)\delta\nabla\widetilde{\mathcal{B}}\in CM_{\Omega}(CM).

As for 𝒞~\widetilde{\mathcal{C}}, since θX(Y)𝑑Y=1\iint\theta_{X}(Y)dY=1, we have

(2.6) |𝒞~(X)|=|n(𝒜(Y)𝒜(X))θX(Y)𝑑Y|n(|(Y)(X)|+|𝒞(Y)|+|𝒞(X)|)θX(Y)𝑑Y|𝒞(X)|+B(X,δ(X)/10)(|(Y)(X)|+|𝒞(Y)|)𝑑Y.\begin{split}|\widetilde{\mathcal{C}}(X)|&=\left|\iint_{\mathbb{R}^{n}}(\mathcal{A}(Y)-\mathcal{A}(X))\theta_{X}(Y)\,dY\right|\\ &\leq\iint_{\mathbb{R}^{n}}(|\mathcal{B}(Y)-\mathcal{B}(X)|+|\mathcal{C}(Y)|+|\mathcal{C}(X)|)\theta_{X}(Y)\,dY\\ &\lesssim|\mathcal{C}(X)|+\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{B(X,\delta(X)/10)}(|\mathcal{B}(Y)-\mathcal{B}(X)|+|\mathcal{C}(Y)|)\,dY.\end{split}

By Fubini’s theorem, to show that |𝒞~|CMΩ(CM)\left|\widetilde{\mathcal{C}}\right|\in CM_{\Omega}(CM), it suffices to show that for any ball BB centered on the boundary,

BΩB(Z,δ(Z)/4)|𝒞~(X)|2𝑑XdZδ(Z)CMσ(BΩ).\iint_{B\cap\Omega}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{B(Z,\delta(Z)/4)}\left|\widetilde{\mathcal{C}}(X)\right|^{2}dX\frac{dZ}{\delta(Z)}\leq CM\sigma(B\cap\partial\Omega).

From this one sees that the terms on the right-hand side of (2.6) that involves 𝒞\mathcal{C} can be easily controlled using |𝒞|CMΩ(M)\left|\mathcal{C}\right|\in CM_{\Omega}(M). So by the Cauchy-Schwarz inequality, it suffices to control

(2.7) ZBΩXB(Z,δ(Z)/4)YB(X,δ(X)/10)|(Y)(X)|2𝑑Y𝑑XdZδ(Z).\iint_{Z\in B\cap\Omega}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{X\in B(Z,\delta(Z)/4)}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{Y\in B(X,\delta(X)/10)}\left|\mathcal{B}(Y)-\mathcal{B}(X)\right|^{2}dYdX\frac{dZ}{\delta(Z)}.

Notice that for all XB(Z,δ(Z)/4)X\in B(Z,\delta(Z)/4), B(X,δ(X)/10)B(Z,δ(Z)/2)B(X,\delta(X)/10)\subset B(Z,\delta(Z)/2), and thus

YB(X,δ(X)/10)|(Y)(X)|2𝑑YYB(Z,δ(Z)/2)|(Y)(X)|2𝑑Y.\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{Y\in B(X,\delta(X)/10)}\left|\mathcal{B}(Y)-\mathcal{B}(X)\right|^{2}dY\lesssim\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{Y\in B(Z,\delta(Z)/2)}\left|\mathcal{B}(Y)-\mathcal{B}(X)\right|^{2}dY.

Therefore,

(2.7)ZBΩXB(Z,δ(Z)/4)YB(Z,δ(Z)/2)|(Y)(X)|2𝑑Y𝑑XdZδ(Z)ZBΩXB(Z,δ(Z)/2)|(X)|2𝑑Xδ(Z)𝑑ZX2BΩ|(X)|2δ(X)𝑑XCMσ(BΩ)\eqref{BLHS}\lesssim\iint_{Z\in B\cap\Omega}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{X\in B(Z,\delta(Z)/4)}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{Y\in B(Z,\delta(Z)/2)}\left|\mathcal{B}(Y)-\mathcal{B}(X)\right|^{2}dYdX\frac{dZ}{\delta(Z)}\\ \lesssim\iint_{Z\in B\cap\Omega}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{X\in B(Z,\delta(Z)/2)}\left|\nabla\mathcal{B}(X)\right|^{2}dX\delta(Z)dZ\\ \lesssim\iint_{X\in 2B\cap\Omega}\left|\nabla\mathcal{B}(X)\right|^{2}\delta(X)dX\leq CM\sigma(B\cap\partial\Omega)

by the Poincaré inequality, Fubini’s theorem, and |δ|CMΩ(M)\left|\delta\nabla\mathcal{B}\right|\in CM_{\Omega}(M). So again, the Carleson bound on |δ|+|𝒞||\delta\nabla\mathcal{B}|+|\mathcal{C}| is given to 𝒞~\widetilde{\mathcal{C}} as well. The lemma follows. \square

2.2. Definition of Chord-Arc Domains.

Definition 2.8 (Corkscrew condition, [JK]).

We say that a domain Ωn\Omega\subset\mathbb{R}^{n} satisfies the corkscrew condition with constant c(0,1)c\in(0,1) if for every surface ball Δ:=Δ(x,r),\Delta:=\Delta(x,r), with xΩx\in\partial\Omega and 0<r<diam(Ω)0<r<\operatorname{diam}(\Omega), there is a ball B(XΔ,cr)B(x,r)ΩB(X_{\Delta},cr)\subset B(x,r)\cap\Omega. The point XΔΩX_{\Delta}\subset\Omega is called a corkscrew point relative to Δ\Delta (or, for xx at scale rr).

Definition 2.9 (Harnack Chain condition, [JK]).

We say that Ω\Omega satisfies the Harnack Chain condition with constants MM, C>1C>1 if for every ρ>0,Λ1\rho>0,\,\Lambda\geq 1, and every pair of points X,XΩX,X^{\prime}\in\Omega with δ(X),δ(X)ρ\delta(X),\,\delta(X^{\prime})\geq\rho and |XX|<Λρ|X-X^{\prime}|<\Lambda\,\rho, there is a chain of open balls B1,,BNΩB_{1},\dots,B_{N}\subset\Omega, NM(1+logΛ)N\leq M(1+\log\Lambda), with XB1,XBN,X\in B_{1},\,X^{\prime}\in B_{N}, BkBk+1B_{k}\cap B_{k+1}\neq\emptyset and C1diam(Bk)dist(Bk,Ω)Cdiam(Bk).C^{-1}\operatorname{diam}(B_{k})\leq\operatorname{dist}(B_{k},\partial\Omega)\leq C\operatorname{diam}(B_{k}). The chain of balls is called a Harnack Chain.

Definition 2.10 (1-sided NTA and NTA).

We say that a domain Ω\Omega is a 1-sided NTA domain with constants c,C,Mc,C,M if it satisfies the corkscrew condition with constant cc and Harnack Chain condition with constant M,CM,C. Furthermore, we say that Ω\Omega is an NTA domain if it is a 1-sided NTA domain and if, in addition, Ωext:=nΩ¯\Omega_{\rm ext}:=\mathbb{R}^{n}\setminus\overline{\Omega} also satisfies the corkscrew condition.

Definition 2.11 (1-sided CAD and CAD).

A 1-sided chord-arc domain (1-sided CAD) is a 1-sided NTA domain with AR boundary. The 1-sided NTA constants and the AR constant are called the 1-sided CAD constants. A chord-arc domain (CAD, or 2-sided CAD) is an NTA domain with AR boundary. The 1-sided NTA constants, the corkscrew constant for Ωext\Omega_{\rm ext}, and the AR constant are called the CAD constants.

Uniform rectifiability (UR) is a quantitative version of rectifiability.

Definition 2.12 (UR).

We say that EE is uniformly rectifiable if EE has big pieces of Lipschitz images, that is, if EE is (n1)(n-1)-Ahlfors regular (1.1), and there exists θ,M>0\theta,M>0 such that, for each xΓx\in\Gamma and r>0r>0, there is a Lipschitz mapping ρ\rho from the ball B(0,r)dB(0,r)\subset\mathbb{R}^{d} into n\mathbb{R}^{n} such that ρ\rho has Lipschitz norm M\leq M and

σ(ΓB(x,r)ρ(Bd(0,r)))θrd.\sigma(\Gamma\cap B(x,r)\cap\rho(B_{\mathbb{R}^{d}}(0,r)))\geq\theta r^{d}.

However, we shall not use the above definition. What we do require is the characterization of UR by Tolsa’s α\alpha-numbers ([Tol] ), as well as a modification of the corona decomposition of uniformly rectifiable sets constructed in [DS1]. See Section 3 for details. We shall also need the following result.

Lemma 2.13.

Suppose that Ωn\Omega\subset\mathbb{R}^{n} is 1-sided chord-arc domain. Then the following are equivalent:

  1. (1)

    Ω\partial\Omega is uniformly rectifiable.

  2. (2)

    Ωext\Omega_{\rm ext} satisfies the corkscrew condition, and hence, Ω\Omega is a chord-arc domain.

That (1) implies (2) was proved in [AHMNT]. That (2) implies (1) can be proved via the AA_{\infty} of harmonic measure (see [AHMNT] Theorem 1.2), or directly as in [DJ].

2.3. Preliminary PDE estimates

Lemma 2.14 (The Caccioppoli inequality).

Let L=divAL=-\operatorname{div}A\nabla be a uniformly elliptic operator and uW1,2(2B)u\in W^{1,2}(2B) be a solution of Lu=0Lu=0 in 2B2B, where BB is a ball with radius rr. Then there exists CC depending only on nn and the ellipticity constant of LL such that

B|u(X)|2𝑑XCr22B|u(X)|2𝑑X.\fint_{B}\left|\nabla u(X)\right|^{2}dX\leq\frac{C}{r^{2}}\fint_{2B}\left|u(X)\right|^{2}dX.
Lemma 2.15 (The Harnack inequality).

Let LL be as in Lemma 2.14 and let uu be a nonnegative solution of Lu=0Lu=0 in 2BΩ2B\subset\Omega. Then there exists constant C1C\geq 1 depending only on nn and the ellipticity constant of LL such that

supBuCinfBu.\sup_{B}u\leq C\inf_{B}u.

Write LL^{*} for the transpose of LL defined by L=divAL^{*}=-\operatorname{div}A^{\top}\nabla, where AA^{\top} denotes the transpose matrix of AA. Associated with LL and LL^{*} one can respectively construct the elliptic measures {ωLX}XΩ\{\omega_{L}^{X}\}_{X\in\Omega} and {ωLX}XΩ\{\omega_{L^{*}}^{X}\}_{X\in\Omega}, and the Green functions GLG_{L} and GLG_{L^{*}} on domains with Ahlfors regular boundaries (cf. [Ken], [HMT1]).

Lemma 2.16 (The Green function).

Suppose that Ωn\Omega\subset\mathbb{R}^{n} is an open set such that Ω\partial\Omega is Ahlfors regular. Given an elliptic operator LL, there exists a unique Green function GL(X,Y):Ω×Ωdiag(Ω)G_{L}(X,Y):\Omega\times\Omega\setminus\operatorname{diag}(\Omega)\to\mathbb{R} with the following properties: GL(,Y)Wloc1,2(Ω{Y})C(Ω¯{Y})G_{L}(\cdot,Y)\in W^{1,2}_{\rm loc}(\Omega\setminus\{Y\})\cap C(\overline{\Omega}\setminus\{Y\}), GL(,Y)|Ω0G_{L}(\cdot,Y)\big{|}_{\partial\Omega}\equiv 0 for any YΩY\in\Omega, and LGL(,Y)=δYLG_{L}(\cdot,Y)=\delta_{Y} in the weak sense in Ω\Omega, that is,

ΩA(X)XGL(X,Y)φ(X)𝑑X=φ(Y),for any φCc(Ω).\iint_{\Omega}A(X)\,\nabla_{X}G_{L}(X,Y)\cdot\nabla\varphi(X)\,dX=\varphi(Y),\qquad\text{for any }\varphi\in C_{c}^{\infty}(\Omega).

In particular, GL(,Y)G_{L}(\cdot,Y) is a weak solution to LGL(,Y)=0LG_{L}(\cdot,Y)=0 in Ω{Y}\Omega\setminus\{Y\}. Moreover,

(2.17) GL(X,Y)C|XY|2nfor X,YΩ,G_{L}(X,Y)\leq C\,|X-Y|^{2-n}\quad\text{for }X,Y\in\Omega\,,
cθ|XY|2nGL(X,Y),if |XY|θdist(X,Ω),θ(0,1),c_{\theta}\,|X-Y|^{2-n}\leq G_{L}(X,Y)\,,\quad\text{if }\,\,\,|X-Y|\leq\theta\,\operatorname{dist}(X,\partial\Omega)\,,\,\,\theta\in(0,1)\,,
GL(X,Y)0,GL(X,Y)=GL(Y,X),for all X,YΩ,XY.G_{L}(X,Y)\geq 0\,,\quad G_{L}(X,Y)=G_{L^{*}}(Y,X),\qquad\text{for all }X,Y\in\Omega\,,\,X\neq Y.

The following lemma will be referred to as the CFMS estimates (cf. [CFMS], [Ken] for NTA domains, and [HMT2] or [DFM3] for 1-sided CAD).

Lemma 2.18 (The CFMS estimates).

Let Ω\Omega be a 1-sided CAD domain. Let LL be an elliptic operator satisfying (1.6) and (1.7). There exist CC depending only on nn, C𝒜C_{\mathcal{A}}, and the 11-sided CAD constants, such that for any B:=B(x,r)B:=B(x,r), with xΩx\in\partial\Omega, 0<r<diam(Ω)0<r<\operatorname{diam}(\partial\Omega) and Δ:=Δ(x,r)\Delta:=\Delta(x,r), we have the following properties.

  1. (1)

    The elliptic measure is non-degenerate, that is

    C1ωLXΔ(Δ)C.C^{-1}\leq\omega_{L}^{X_{\Delta}}(\Delta)\leq C.
  2. (2)

    For XΩ2BX\in\Omega\setminus 2\,B we have

    (2.19) 1CωLX(Δ)rn1GL(X,XΔ)CωLX(Δ).\frac{1}{C}\omega_{L}^{X}(\Delta)\leq r^{n-1}G_{L}(X,X_{\Delta})\leq C\omega_{L}^{X}(\Delta).
  3. (3)

    If 0u,vWloc1,2(4BΩ)C(4BΩ¯)0\leq u,v\in W^{1,2}_{\rm loc}(4\,B\cap\Omega)\cap C(\overline{4\,B\cap\Omega}) are two nontrivial weak solutions of Lu=Lv=0Lu=Lv=0 in 4BΩ4\,B\cap\Omega such that u=v=0u=v=0 in 4Δ4\,\Delta, then

    C1u(XΔ)v(XΔ)u(X)v(X)Cu(XΔ)v(XΔ),for all XBΩ.C^{-1}\frac{u(X_{\Delta})}{v(X_{\Delta})}\leq\frac{u(X)}{v(X)}\leq C\frac{u(X_{\Delta})}{v(X_{\Delta})},\qquad\text{for all }X\in B\cap\Omega.

3. Characterization of the uniform rectifiability

In all this section, we assume that Ω\partial\Omega is uniformly rectifiable, and we plan to prove a corona decomposition of the uniformly rectifiable set which is “Tolsa’s α\alpha-number compatible”.

Instead of a long explanation of the section, which will not be helpful anyway to any reader who is not already fully familiar with the corona decomposition (C3) in [DS1] and the Tolsa α\alpha-number (see [Tol]), we shall only state below the results proved in the section (the definition of all the notions and notation will be ultimately given in the section below).

Lemma 3.1.

Let Ω\partial\Omega be a uniformly rectifiable set. Given any positive constants 0<ϵ1<ϵ0<10<\epsilon_{1}<\epsilon_{0}<1, there exists a disjoint decomposition 𝔻Ω=𝒢\mathbb{D}_{\partial\Omega}=\mathcal{G}\cup\mathcal{B} such that

  1. (i)

    The “good” cubes Q𝒢Q\in\mathcal{G} are such that ασ(Q)ϵ1\alpha_{\sigma}(Q)\leq\epsilon_{1} and

    (3.2) supy999ΔQdist(y,PQ)+suppPQ999BQdist(p,Ω)ϵ1(Q).\sup_{y\in 999\Delta_{Q}}\operatorname{dist}(y,P_{Q})+\sup_{p\in P_{Q}\cap 999B_{Q}}\operatorname{dist}(p,\partial\Omega)\leq\epsilon_{1}\ell(Q).
  2. (ii)

    The collection 𝒢\mathcal{G} of “good” cubes can be further subdivided into a disjoint family 𝒢=𝒮𝔖𝒮\mathcal{G}=\displaystyle\bigcup_{\mathcal{S}\in\mathfrak{S}}\mathcal{S} of coherent regimes such that for any 𝒮𝔖\mathcal{S}\in\mathfrak{S}, there a hyperplane P:=P𝒮P:=P_{\mathcal{S}} and a 2ϵ02\epsilon_{0}-Lipschitz function 𝔟𝒮:=𝔟\mathfrak{b}_{\mathcal{S}}:=\mathfrak{b} on PP such that

    (3.3) PΠ(2BQ)dist(𝔟(p),PQ)𝑑pC(Q)σ(Q)ασ(Q) for Q𝒮,\int_{P\cap\Pi(2B_{Q})}\operatorname{dist}(\mathfrak{b}(p),P_{Q})\,dp\leq C\ell(Q)\sigma(Q)\alpha_{\sigma}(Q)\qquad\text{ for }Q\in\mathcal{S},

    where CC depends only on nn.

  3. (iii)

    The cubes in \mathcal{B} (the “bad” cubes) and the maximal cubes Q(𝒮)Q(\mathcal{S}) satisfies the Carleson packing condition

    (3.4) QQQ0σ(Q)+𝒮𝔖Q(𝒮)Q0σ(Q(𝒮))Cϵ0,ϵ1σ(Q0) for all Q0𝔻Ω.\sum_{\begin{subarray}{c}Q\in\mathcal{B}\\ Q\subset Q_{0}\end{subarray}}\sigma(Q)+\sum_{\begin{subarray}{c}\mathcal{S}\in\mathfrak{S}\\ Q(\mathcal{S})\subset Q_{0}\end{subarray}}\sigma(Q(\mathcal{S}))\leq C_{\epsilon_{0},\epsilon_{1}}\sigma(Q_{0})\qquad\text{ for all }Q_{0}\in\mathbb{D}_{\partial\Omega}.

In the above lemma, σ\sigma is the Ahlfors regular measure for Ω\partial\Omega given in (1.1), 𝔻Ω\mathbb{D}_{\partial\Omega} is a dyadic decomposition of Ω\partial\Omega, Π:=Π𝒮\Pi:=\Pi_{\mathcal{S}} is the orthogonal projection on P𝒮P_{\mathcal{S}}, PQP_{Q} is the best approximating plane of Ω\partial\Omega around QQ, and ασ\alpha_{\sigma} is the Tolsa α\alpha-number for σ\sigma. The novelty, which is not similar to any of the corona decompositions that the authors are aware of, is (3.3), which quantify the difference between Ω\partial\Omega and the approximating graph Γ𝒮\Gamma_{\mathcal{S}} in terms of α\alpha-number.

Corona decompositions are a useful and popular tool in the recent literature pertaining to uniformly rectifiable sets, see for instance [DS1], [HMM1], [GMT], [AGMT], [BH], [AHMMT], [BHHLN], [MT], [CHM], [MPT] to cite only a few.

3.1. Dyadic decomposition

We construct a dyadic system of pseudo-cubes on Ω\partial\Omega. In the presence of the Ahlfors regularity property, such construction appeared for instance in [D1], [D2], [DS1] or [DS2]. We shall use the very nice construction of Christ [Chr], that allow to bypass the need of a measure on Ω\partial\Omega. More exactly, one can check that the construction of the dyadic sets by Christ to not require a measure, and as such are independent on the measure on Ω\partial\Omega.

There exist a universal constant 0<a0<10<a_{0}<1 and a collection 𝔻Ω=k𝔻k\mathbb{D}_{\partial\Omega}=\cup_{k\in\mathbb{Z}}\mathbb{D}_{k} of Borel subsets of Ω\partial\Omega, with the following properties. We write

𝔻k:={Qjk𝔻Ω:jk},\mathbb{D}_{k}:=\{Q_{j}^{k}\subset\mathbb{D}_{\partial\Omega}:j\in\mathfrak{I}_{k}\},

where k\mathfrak{I}_{k} denotes some index set depending on kk, but sometimes, to lighten the notation, we shall forget about the indices and just write Q𝔻kQ\in\mathbb{D}_{k} and refer to QQ as a cube (or pseudo-cube) of generation kk. Such cubes enjoy the following properties:

  1. (i)

    Ω=jQjk\partial\Omega=\cup_{j}Q_{j}^{k}\,\, for any kk\in\mathbb{Z}.

  2. (ii)

    If m>km>k then either QimQjkQ_{i}^{m}\subseteq Q_{j}^{k} or QimQjk=Q_{i}^{m}\cap Q_{j}^{k}=\emptyset.

  3. (iii)

    QimQjm=Q_{i}^{m}\cap Q_{j}^{m}=\emptyset if iji\neq j.

  4. (iv)

    Each pseudo-cube Q𝔻kQ\in\mathbb{D}_{k} has a “center” xQ𝔻x_{Q}\in\mathbb{D} such that

    (3.5) Δ(xQ,a02k)QΔ(xQ,2k).\Delta(x_{Q},a_{0}2^{-k})\subset Q\subset\Delta(x_{Q},2^{-k}).

Let us make a few comments about these cubes. We decided to use a dyadic scaling (by opposition to a scaling where the ratio of the sizes between a pseudo-cube and its parent is, in average, ϵ<12\epsilon<\frac{1}{2}) because it is convenient. The price to pay for forcing a dyadic scaling is that if Q𝔻k+Q\in\mathbb{D}_{k+\ell} and RR is the cube of 𝔻k\mathbb{D}_{k} that contains QQ (it is unique by (iiii), and it is called an ancestor of QQ) is not necessarily strictly larger (as a set) than QQ. We also considered that the Ω\partial\Omega was unbounded, to avoid separating cases. If the boundary Ω\partial\Omega is bounded, then 𝔻Ω:=kk0𝔻k\mathbb{D}_{\partial\Omega}:=\bigcup_{k\leq k_{0}}\mathbb{D}_{k} where k0k_{0} is such that 2k01diam(Ω)2k012^{k_{0}-1}\leq\operatorname{diam}(\Omega)\leq 2^{k_{0}-1}, and we let the reader check that this variation doesn’t change a single argument in the sequel.

If μ\mu is any doubling measure on Ω\partial\Omega - that is if μ(2Δ)Cμμ(Δ)\mu(2\Delta)\leq C_{\mu}\mu(\Delta) for any boundary ball ΔΩ\Delta\subset\partial\Omega - then we have the following extra property:

  1. (v)

    μ(Qik)=0\mu(\partial Q_{i}^{k})=0 for all i,ki,k.

In our construction, (i) and (iii) forces the QikQ_{i}^{k} to be neither open nor closed. But this last property (v) means that taking the interior or the closure of QikQ_{i}^{k} instead of QikQ_{i}^{k} would not matter, since the boundary amounts to nothing.

Let us introduce some extra notation. When EΩE\subset\partial\Omega is a set, 𝔻Ω(E)\mathbb{D}_{\partial\Omega}(E) is the sub-collection of dyadic cubes that are contained in EE. When Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega}, we write k(Q)k(Q) for the generation of QQ and (Q)\ell(Q) for 2k(Q)2^{-k(Q)}, which is roughly the diameter of QQ by (3.5). We also use BQnB_{Q}\subset\mathbb{R}^{n} for the ball B(xQ,(Q))B(x_{Q},\ell(Q)) and ΔQ\Delta_{Q} for the boundary ball Δ(xQ,(Q))\Delta(x_{Q},\ell(Q)) that appears in (3.5). For κ1\kappa\geq 1, the dilatation κQ\kappa Q is

(3.6) κQ={xΩ,dist(x,Q)(κ1)(Q)},\kappa Q=\{x\in\partial\Omega,\,\operatorname{dist}(x,Q)\leq(\kappa-1)\ell(Q)\},

which means that κQκΔQ(κ+1)Q\kappa Q\subset\kappa\Delta_{Q}\subset(\kappa+1)Q.

The dyadic decomposition of Ω\partial\Omega will be the one which is the most used. However, we also use dyadic cubes for other sets, for instance to construct Whitney regions, and we use the same construction and notation as the one for Ω\partial\Omega. In particular, we will use dyadic cubes in n\mathbb{R}^{n} and in a hyperplane PP that still satisfy (3.5) for the universal constant a0a_{0} - i.e. the dyadic cubes are not real cubes - and the definition (3.6) holds even in those contexts.

3.2. Tolsa’s α\alpha numbers

Tolsa’s α\alpha numbers estimate how far a measure is from a flat measure, using Wasserstein distances. We denote by Ξ\Xi the set of affine n1n-1 planes in n\mathbb{R}^{n}, and for each plane PΞP\in\Xi, we write μP\mu_{P} for the restriction to PP of the (n1)(n-1)-dimensional Hausdorff measure, that is μP\mu_{P} is the Lebesgue measure on PP. A flat measure is a measure μ\mu that can be written μ=cμP\mu=c\mu_{P} where c>0c>0 and PΞP\in\Xi, the set of flat measure is then denoted by \mathcal{F}.

Definition 3.7 (local Wasserstein distance).

If μ\mu and σ\sigma are two (n1)(n-1)-Ahlfors regular measures on n\mathbb{R}^{n}, and if yny\in\mathbb{R}^{n} and s>0s>0, we define

disty,s(μ,σ):=snsupfLip(y,s)|f𝑑μf𝑑σ|\operatorname{dist}_{y,s}(\mu,\sigma):=s^{-n}\sup_{f\in Lip(y,s)}\left|\int f\,d\mu-\int f\,d\sigma\right|

where Lip(y,s)Lip(y,s) is the set of 11-Lipschitz functions that are supported in B(y,s)B(y,s).

If Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega}, then we set distQ(μ,σ):=distxQ,103(Q)(μ,σ)\operatorname{dist}_{Q}(\mu,\sigma):=\operatorname{dist}_{x_{Q},10^{3}\ell(Q)}(\mu,\sigma) and Lip(Q):=Lip(xQ,103(Q))Lip(Q):=Lip(x_{Q},10^{3}\ell(Q)), where xQx_{Q} is as in (3.5). Moreover, if σ\sigma is an Ahlfors regular measure on Ω\partial\Omega, then we set

ασ(Q):=infμdistQ(μ,σ).\alpha_{\sigma}(Q):=\inf_{\mu\in\mathcal{F}}\operatorname{dist}_{Q}(\mu,\sigma).

Note that

(3.8) 0ασ(Q)Cfor all Q𝔻Ω0\leq\alpha_{\sigma}(Q)\leq C\qquad\text{for all }Q\in\mathbb{D}_{\partial\Omega}

where C<C<\infty depends only on the Ahlfors constants of μ\mu and σ\sigma.

The uniform rectifiability of Ω\partial\Omega is characterized by the fact that, for any (n1)(n-1)-Ahlfors regular measure σ\sigma supported on Ω\partial\Omega, and any Q0𝔻ΩQ_{0}\in\mathbb{D}_{\partial\Omega}, we have

(3.9) Q𝔻Ω(Q0)ασ(Q)2σ(Q)Cσ(Q0)(Q0)n1\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}\alpha_{\sigma}(Q)^{2}\sigma(Q)\leq C\sigma(Q_{0})\approx\ell(Q_{0})^{n-1}

and, for any ϵ>0\epsilon>0,

(3.10) Q𝔻Ω(Q0)ασ(Q)>ϵσ(Q)Cϵσ(Q0)(Q0)n1.\sum_{\begin{subarray}{c}Q\in\mathbb{D}_{\partial\Omega}(Q_{0})\\ \alpha_{\sigma}(Q)>\epsilon\end{subarray}}\sigma(Q)\leq C_{\epsilon}\sigma(Q_{0})\approx\ell(Q_{0})^{n-1}.

For a proof of these results, see Theorem 1.2 in [Tol].

It will be convenient to introduce the following notation. Given Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega}, the quantities cQc_{Q}, PQP_{Q}, and μQ\mu_{Q} are such that

(3.11) μQ=cQμPQ and distQ(σ,μQ)2ασ(Q),\mu_{Q}=c_{Q}\mu_{P_{Q}}\quad\text{ and }\quad\operatorname{dist}_{Q}(\sigma,\mu_{Q})\leq 2\alpha_{\sigma}(Q),

that is μQ\mu_{Q} is a flat measure which well approximates σ\sigma (as long as ασ(Q)\alpha_{\sigma}(Q) is small). So it means that

(3.12) |f𝑑σf𝑑μQ|2(103(Q))nασ(Q) for fLip(Q).\left|\int f\,d\sigma-\int f\,d\mu_{Q}\right|\leq 2(10^{3}\ell(Q))^{n}\alpha_{\sigma}(Q)\qquad\text{ for }f\in Lip(Q).

Let us finish the subsection with the following simple result.

Lemma 3.13.

There exists C>1C>1 depending only on CσC_{\sigma} and nn such that if Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega} and ϵ(0,Cn)\epsilon\in(0,C^{-n}) verify ασ(Q)ϵ\alpha_{\sigma}(Q)\leq\epsilon, then

(3.14) supy999ΔQdist(y,PQ)+suppPQ999BQdist(p,Ω)Cϵ1/n(Q).\sup_{y\in 999\Delta_{Q}}\operatorname{dist}(y,P_{Q})+\sup_{p\in P_{Q}\cap 999B_{Q}}\operatorname{dist}(p,\partial\Omega)\leq C\epsilon^{1/n}\ell(Q).

Proof: Assume that ασ(Q)ϵ=8000nCσ1ηn\alpha_{\sigma}(Q)\leq\epsilon=8000^{-n}C_{\sigma}^{-1}\eta^{n} with η(0,1)\eta\in(0,1). For a given point y999ΔQy\in 999\Delta_{Q}, we set the function f1(z):=max{0,η(Q)|yz|}Lip(Q)f_{1}(z):=\max\{0,\eta\ell(Q)-|y-z|\}\in Lip(Q). Observe that

f1𝑑ση(Q)2σ(η2ΔQ)Cσ1(η(Q)2)n.\int f_{1}d\sigma\geq\frac{\eta\ell(Q)}{2}\sigma\left(\frac{\eta}{2}\Delta_{Q}\right)\geq C_{\sigma}^{-1}\Big{(}\frac{\eta\ell(Q)}{2}\Big{)}^{n}.

and thanks to (3.12)

8000nCσ1ηn>ασ(Q)(1000(Q))n2distQ(σ,μQ)(2000(Q))n|f1𝑑σf1𝑑μQ|.\begin{split}8000^{-n}C_{\sigma}^{-1}\eta^{n}&>\alpha_{\sigma}(Q)\geq\frac{(1000\ell(Q))^{-n}}{2}\operatorname{dist}_{Q}(\sigma,\mu_{Q})\\ &\geq(2000\ell(Q))^{-n}\left|\int f_{1}\,d\sigma-\int f_{1}\,d\mu_{Q}\right|.\end{split}

By combining the two inequalities above, we have

|f1𝑑σf1𝑑μQ|Cσ1(η(Q)4)n12f1𝑑σ.\left|\int f_{1}\,d\sigma-\int f_{1}\,d\mu_{Q}\right|\leq C_{\sigma}^{-1}\Big{(}\frac{\eta\ell(Q)}{4}\Big{)}^{n}\leq\frac{1}{2}\int f_{1}d\sigma.

So necessarily, the support of f1f_{1} intersects the support of μQ\mu_{Q}, that is dist(y,PQ)η(Q)\operatorname{dist}(y,P_{Q})\leq\eta\ell(Q) and the first part of (3.14) is proved. But notice also that the same computations force the constant cQc_{Q} in the flat measure μQ=cQμPQ\mu_{Q}=c_{Q}\mu_{P_{Q}} to be larger than (2cn1Cσ)1(2c_{n-1}C_{\sigma})^{-1}, where cnc_{n} is the volume of the nn-dimensional unit ball. We take now a point pPQ999BQp\in P_{Q}\cap 999B_{Q} and construct f2:=max{0,η(Q)|pz|}Lip(Q)f_{2}:=\max\{0,\eta\ell(Q)-|p-z|\}\in Lip(Q). We have

|f2𝑑σf2𝑑μQ|2(1000(Q))nασ(Q)<Cσ1(η(Q)4)n<f2𝑑μQ.\begin{split}\left|\int f_{2}\,d\sigma-\int f_{2}\,d\mu_{Q}\right|&\leq 2(1000\ell(Q))^{n}\alpha_{\sigma}(Q)<C_{\sigma}^{-1}\Big{(}\frac{\eta\ell(Q)}{4}\Big{)}^{n}<\int f_{2}\,d\mu_{Q}.\end{split}

So necessarily, the the support of f1f_{1} intersects the support of σ\sigma, that is dist(p,Ω)η(Q)\operatorname{dist}(p,\partial\Omega)\leq\eta\ell(Q). The lemma follows. \square

3.3. Corona decomposition

We first introduce the notion of coherent subset of 𝔻Ω\mathbb{D}_{\partial\Omega}.

Definition 3.15.

Let 𝒮𝔻Ω\mathcal{S}\subset\mathbb{D}_{\partial\Omega}. We say that 𝒮\mathcal{S} is coherent if

  1. (a)

    𝒮\mathcal{S} contains a unique maximal element Q(𝒮)Q(\mathcal{S}), that is Q(𝒮)Q(\mathcal{S}) contains all the other element of 𝒮\mathcal{S} as subsets.

  2. (b)

    If Q𝒮Q\in\mathcal{S} and QRQ(𝒮)Q\subset R\subset Q(\mathcal{S}), then R𝒮R\in\mathcal{S}.

  3. (c)

    Given a cube Q𝒮Q\in\mathcal{S}, either all its children belong to 𝒮\mathcal{S} or none of them do.

The aim of the section is to prove the following corona decomposition for a uniformly rectifiable boundary Ω\partial\Omega.

Lemma 3.16.

Let Ω\partial\Omega be a uniformly rectifiable set. Given any positive constants ϵ1<ϵ0(0,1)\epsilon_{1}<\epsilon_{0}\in(0,1), there exists a disjoint decomposition 𝔻Ω=𝒢\mathbb{D}_{\partial\Omega}=\mathcal{G}\cup\mathcal{B} such that

  1. (i)

    The “good” cubes Q𝒢Q\in\mathcal{G} are such that ασ(Q)ϵ1\alpha_{\sigma}(Q)\leq\epsilon_{1} and

    (3.17) supy999ΔQdist(y,PQ)+suppPQ999BQdist(p,Ω)ϵ1(Q).\sup_{y\in 999\Delta_{Q}}\operatorname{dist}(y,P_{Q})+\sup_{p\in P_{Q}\cap 999B_{Q}}\operatorname{dist}(p,\partial\Omega)\leq\epsilon_{1}\ell(Q).
  2. (ii)

    The collection 𝒢\mathcal{G} of “good” cubes can be further subdivided into a disjoint family 𝒢=𝒮𝔖𝒮\mathcal{G}=\displaystyle\bigcup_{\mathcal{S}\in\mathfrak{S}}\mathcal{S} of coherent regimes that satisfy

    (3.18) Angle(PQ,PQ)ϵ0 for all 𝒮𝔖 and Q,Q𝒮.\operatorname{Angle}(P_{Q},P_{Q^{\prime}})\leq\epsilon_{0}\qquad\text{ for all }\mathcal{S}\in\mathfrak{S}\text{ and }Q,Q^{\prime}\in\mathcal{S}.
  3. (iii)

    The cubes in \mathcal{B} (the “bad” cubes) and the maximal cubes Q(𝒮)Q(\mathcal{S}) satisfies the Carleson packing condition

    (3.19) QQQ0σ(Q)+𝒮𝔖Q(𝒮)Q0σ(Q(𝒮))Cϵ0,ϵ1σ(Q0) for all Q0𝔻Ω.\sum_{\begin{subarray}{c}Q\in\mathcal{B}\\ Q\subset Q_{0}\end{subarray}}\sigma(Q)+\sum_{\begin{subarray}{c}\mathcal{S}\in\mathfrak{S}\\ Q(\mathcal{S})\subset Q_{0}\end{subarray}}\sigma(Q(\mathcal{S}))\leq C_{\epsilon_{0},\epsilon_{1}}\sigma(Q_{0})\qquad\text{ for all }Q_{0}\in\mathbb{D}_{\partial\Omega}.
Remark 3.20.

What we secretly expect is, in addition to (3.18), to also have a control on the constants cQc_{Q} - defined in (3.11) - that belongs to the same 𝒮\mathcal{S}. For instance, we would like to have

|cQcQ(𝒮)|ϵ0.|c_{Q}-c_{Q(\mathcal{S})}|\leq\epsilon_{0}.

Imposing this extra condition while keeping the number of 𝒮\mathcal{S} low should be doable, but we do not need it, so we avoided this complication.

The difficult part in the above lemma is to prove that (3.18) holds while keeping the number of coherent regimes 𝒮\mathcal{S} small enough so that (3.19) stays true. To avoid a long and painful proof, we shall prove Lemma 3.16 with the following result as a startpoint.

Lemma 3.21 ([DS1]).

Let Ω\partial\Omega be a uniformly rectifiable set. Given any positive constants ϵ3<ϵ2(0,1)\epsilon_{3}<\epsilon_{2}\in(0,1), there exists a disjoint decomposition 𝔻Ω=𝒢\mathbb{D}_{\partial\Omega}=\mathcal{G}^{\prime}\cup\mathcal{B}^{\prime} such that

  1. (i)

    The “good” cubes Q𝒢Q\in\mathcal{G}^{\prime} are such that there exists an affine plane PQΞP^{\prime}_{Q}\in\Xi such that

    (3.22) dist(x,PQ)ϵ3(Q) for x999ΔQ\operatorname{dist}(x,P^{\prime}_{Q})\leq\epsilon_{3}\ell(Q)\qquad\text{ for }x\in 999\Delta_{Q}
  2. (ii)

    The collection 𝒢\mathcal{G}^{\prime} of “good” cubes can further subdivided into a disjoint family 𝒢=𝒮𝔖𝒮\mathcal{G}^{\prime}=\displaystyle\bigcup_{\mathcal{S}^{\prime}\in\mathfrak{S}^{\prime}}\mathcal{S}^{\prime} of coherent stopping time regimes that satisfies

    (3.23) Angle(PQ,PQ(𝒮))ϵ2 for all 𝒮𝔖 and Q𝒮.\operatorname{Angle}(P^{\prime}_{Q},P^{\prime}_{Q(\mathcal{S}^{\prime})})\leq\epsilon_{2}\qquad\text{ for all }\mathcal{S}^{\prime}\in\mathfrak{S}^{\prime}\text{ and }Q\in\mathcal{S}^{\prime}.

    .

  3. (iii)

    The cubes in \mathcal{B}^{\prime} and the maximal cubes Q(𝒮)Q(\mathcal{S}^{\prime}) satisfies the Carleson packing condition

    (3.24) QQQ0σ(Q)+𝒮𝔖Q(𝒮)Q0σ(Q(𝒮))Cϵ2,ϵ3σ(Q0) for all Q0𝔻Ω.\sum_{\begin{subarray}{c}Q\in\mathcal{B}^{\prime}\\ Q\subset Q_{0}\end{subarray}}\sigma(Q)+\sum_{\begin{subarray}{c}\mathcal{S}^{\prime}\in\mathfrak{S}^{\prime}\\ Q(\mathcal{S}^{\prime})\subset Q_{0}\end{subarray}}\sigma(Q(\mathcal{S}^{\prime}))\leq C_{\epsilon_{2},\epsilon_{3}}\sigma(Q_{0})\qquad\text{ for all }Q_{0}\in\mathbb{D}_{\partial\Omega}.

    .

The proof of Lemma 3.21 is contained in Sections 6 to 11 of [DS1], and the statement that we gave is the combination of Lemma 7.1 and Lemma 7.4 in [DS1]. Lemma 3.16 might already be stated and proved in another article, and we apologize if it were the case. Moreover, the proof of Lemma 3.16 is probably obvious to anyone that is a bit familiar with this tool. However, every corona decomposition has its own small differences, and we decided to write our own using only the results of David and Semmes as a prerequisite.

Proof of Lemma 3.16 from Lemma 3.21. We pick then ϵ1\epsilon_{1} and ϵ0\epsilon_{0} small such that ϵ1ϵ01\epsilon_{1}\ll\epsilon_{0}\ll 1. We apply Lemma 3.21 with the choices of ϵ2:=ϵ0/2\epsilon_{2}:=\epsilon_{0}/2 and ϵ3=ϵ1\epsilon_{3}=\epsilon_{1}. Note that we can choose

(3.25) PQ=PQ when Q𝒢 and ασ(Q)Cnϵ1nP^{\prime}_{Q}=P_{Q}\qquad\text{ when }Q\in\mathcal{G}^{\prime}\text{ and }\alpha_{\sigma}(Q)\leq C^{-n}\epsilon_{1}^{n}

if C>0C>0 is the constant from Lemma 3.13.

Since we applied Lemma 3.21, we have a first disjoint decomposition 𝔻Ω=𝒢\mathbb{D}_{\partial\Omega}=\mathcal{G}^{\prime}\cup\mathcal{B}^{\prime} and a second decomposition 𝒢=𝒮\mathcal{G}^{\prime}=\bigcup\mathcal{S}^{\prime} into coherent regimes which satisfy (3.22), (3.23), and (3.24).

We define 𝒢\mathcal{G} as

𝒢:=𝒢{Q𝔻,ασ(Q)Cnϵ1n}\mathcal{G}:=\mathcal{G}^{\prime}\cap\{Q\in\mathbb{D},\,\alpha_{\sigma}(Q)\leq C^{-n}\epsilon_{1}^{n}\}

where CC is the constant in Lemma 3.13. Of course, it means that :=(𝒢𝒢)\mathcal{B}:=\mathcal{B}^{\prime}\cup(\mathcal{G}^{\prime}\setminus\mathcal{G}). The coherent regimes 𝒮\mathcal{S}^{\prime} may not be contained in 𝒢\mathcal{G}, that is 𝒮𝒢\mathcal{S}^{\prime}\cap\mathcal{G} may not be a coherent regime anymore. So we split further 𝒮𝒢\mathcal{S}^{\prime}\cap\mathcal{G} into a disjoint union of (stopping time) coherent regimes {𝒮i}iI𝒮\{\mathcal{S}_{i}\}_{i\in I_{\mathcal{S}^{\prime}}} that are maximal in the sense that the minimal cubes of 𝒮i\mathcal{S}_{i} are those for which at least one children belongs to 𝔻(𝒮𝒢)\mathbb{D}\setminus(\mathcal{S}^{\prime}\cap\mathcal{G}). The collection {𝒮}𝒮𝔖\{\mathcal{S}\}_{\mathcal{S}\in\mathfrak{S}} is then the collection of all the 𝒮i\mathcal{S}_{i} for iI𝒮i\in I_{\mathcal{S}^{\prime}} and 𝒮𝔖\mathcal{S}^{\prime}\in\mathfrak{S}^{\prime}.

It remains to check that the 𝒢\mathcal{G}, \mathcal{B} and {𝒮}𝒮𝔖\{\mathcal{S}\}_{\mathcal{S}\in\mathfrak{S}} that we just built satisfy (3.18) and (3.19). For the former, we use the fact that a regime 𝒮\mathcal{S} is necessarily included in a 𝒮\mathcal{S}^{\prime}, so for any Q𝒮Q\in\mathcal{S}, we have

(3.26) Angle(PQ,PQ(𝒮))Angle(PQ,PQ(𝒮))+Angle(PQ(𝒮),PQ(𝒮))=Angle(PQ,PQ(𝒮))+Angle(PQ(𝒮),PQ(𝒮))2ϵ2=ϵ0\operatorname{Angle}(P_{Q},P_{Q(\mathcal{S})})\leq\operatorname{Angle}(P_{Q},P_{Q(\mathcal{S}^{\prime})})+\operatorname{Angle}(P_{Q(\mathcal{S}^{\prime})},P_{Q(\mathcal{S}^{\prime})})\\ =\operatorname{Angle}(P^{\prime}_{Q},P^{\prime}_{Q(\mathcal{S}^{\prime})})+\operatorname{Angle}(P^{\prime}_{Q(\mathcal{S})},P^{\prime}_{Q(\mathcal{S}^{\prime})})\leq 2\epsilon_{2}=\epsilon_{0}

by (3.25), (3.23), and our choice of ϵ2\epsilon_{2}. The fact that \mathcal{B} satisfies the Carleson packing condition

(3.27) QQQ0σ(Q)Cϵ0,ϵ1σ(Q0) for all Q0𝔻Ω\sum_{\begin{subarray}{c}Q\in\mathcal{B}\\ Q\subset Q_{0}\end{subarray}}\sigma(Q)\leq C_{\epsilon_{0},\epsilon_{1}}\sigma(Q_{0})\qquad\text{ for all }Q_{0}\in\mathbb{D}_{\partial\Omega}

is an immediate consequence of the definition of \mathcal{B}, (3.10), and (3.24). Finally, by the maximality of the coherent regimes 𝒮\mathcal{S}, then either Q(𝒮)Q(\mathcal{S}) is the maximal cube of a coherent regime from the collection {𝒮}𝒮𝔖\{\mathcal{S}^{\prime}\}_{\mathcal{S}^{\prime}\in\mathfrak{S}^{\prime}}, or (at least) the parent or one sibling of Q(𝒮i)Q(\mathcal{S}_{i}) belongs to \mathcal{B}. Therefore, if QQ^{*} denotes the parent of a dyadic cube QQ, then for any Q0𝔻ΩQ_{0}\in\mathbb{D}_{\partial\Omega},

𝒮𝔖Q(𝒮)Q0σ(Q(𝒮))𝒮𝔖Q(𝒮)Q0σ(Q(𝒮))+QQQ0σ(Q)σ(Q0)\sum_{\begin{subarray}{c}\mathcal{S}\in\mathfrak{S}\\ Q(\mathcal{S})\subset Q_{0}\end{subarray}}\sigma(Q(\mathcal{S}))\leq\sum_{\begin{subarray}{c}\mathcal{S}^{\prime}\in\mathfrak{S}^{\prime}\\ Q(\mathcal{S}^{\prime})\subset Q_{0}\end{subarray}}\sigma(Q(\mathcal{S}^{\prime}))+\sum_{\begin{subarray}{c}Q\in\mathcal{B}\\ Q\subset Q_{0}\end{subarray}}\sigma(Q^{*})\lesssim\sigma(Q_{0})

because of the Carleson packing conditions (3.24) and (3.27), and because σ(Q)(Q)n1σ(Q)\sigma(Q^{*})\approx\ell(Q)^{n-1}\approx\sigma(Q). The lemma follows. \square

3.4. The approximating Lipschitz graph

In this subsection, we show that each coherent regime given by the corona decomposition is well approximated by a Lipschitz graph. We follow the outline of Section 8 in [DS1] except that we are a bit more careful about our construction in order to obtain Lemma 3.47 below. That is, instead of just wanting the Lipschitz graph Γ𝒮\Gamma_{\mathcal{S}} to be close to Ω\partial\Omega, we aim to prove that the Lipschitz graph is an approximation of Ω\partial\Omega at least as good as the best plane.

Pick 0<ϵ1ϵ010<\epsilon_{1}\ll\epsilon_{0}\ll 1, and then construct the collection of coherent regimes 𝔖\mathfrak{S} given by Lemma 3.16. Take 𝒮\mathcal{S} to be either in 𝔖\mathfrak{S}, or a coherent regime included in an element of 𝔖\mathfrak{S}, and let it be fixed. Set P:=PQ(𝒮)P:=P_{Q(\mathcal{S})} and define Π\Pi as the orthogonal projection on PP. Similarly, we write PP^{\bot} for the linear plane orthogonal to PP and Π\Pi^{\bot} for the projection onto PP^{\bot}. We shall also need the function dd on PP: for pPp\in P, define

(3.28) d(p):=infQ𝒮{dist(p,Π(2BQ))+(Q)}.d(p):=\inf_{Q\in\mathcal{S}}\{\operatorname{dist}(p,\Pi(2B_{Q}))+\ell(Q)\}.

We want to construct a Lipschitz function b:PPb:\,P\mapsto P^{\bot}. First, we prove a small result. We claim that for x,yΩ999BQ(𝒮)x,y\in\partial\Omega\cap 999B_{Q(\mathcal{S})}, we have

(3.29) |Π(x)Π(y)|2ϵ0|Π(y)Π(x)| whenever |xy|>103d(Π(x))|\Pi^{\bot}(x)-\Pi^{\bot}(y)|\leq 2\epsilon_{0}|\Pi(y)-\Pi(x)|\qquad\text{ whenever }|x-y|>10^{-3}d(\Pi(x))

Indeed, with such choices of xx and yy, we can find Q𝒮Q\in\mathcal{S} such that

0<|xy|dist(Π(x),Π(Q))+(Q)0<|x-y|\approx\operatorname{dist}(\Pi(x),\Pi(Q))+\ell(Q)

and by taking an appropriate ancestor of QQ, we find QQ^{*} such that |xy|(Q)|x-y|\approx\ell(Q^{*}). Since x,y999BQ(𝒮)x,y\in 999B_{Q(\mathcal{S})}, we can always take QQ(𝒮)Q^{*}\subset Q(\mathcal{S}) - that is Q𝒮Q^{*}\in\mathcal{S} thanks to the coherence of 𝒮\mathcal{S} - and x,y999BQx,y\in 999B_{Q^{*}}. Due to (3.17), we deduce that

dist(x,PQ)+dist(y,PQ)ϵ1(Q)ϵ0|xy|\operatorname{dist}(x,P_{Q^{*}})+\operatorname{dist}(y,P_{Q^{*}})\leq\epsilon_{1}\ell(Q^{*})\ll\epsilon_{0}|x-y|

if ϵ1/ϵ0\epsilon_{1}/\epsilon_{0} is sufficiently small. Since Angle(PQ,P)ϵ0\operatorname{Angle}(P_{Q^{*}},P)\leq\epsilon_{0} by (3.18), we conclude

|Π(x)Π(y)|dist(x,PQ)+dist(y,PQ)+12ϵ0|xy|34ϵ0|xy|ϵ0|Π(x)Π(y)||\Pi^{\bot}(x)-\Pi^{\bot}(y)|\leq\operatorname{dist}(x,P_{Q^{*}})+\operatorname{dist}(y,P_{Q^{*}})+\frac{1}{2}\epsilon_{0}|x-y|\leq\frac{3}{4}\epsilon_{0}|x-y|\leq\epsilon_{0}|\Pi(x)-\Pi(y)|

if ϵ0\epsilon_{0} is small enough. The claim (3.29) follows.

Define the closed set

(3.30) Z={pP,d(p)=0}.Z=\{p\in P,\,d(p)=0\}.

The Lipschiz function bb will be defined by two cases.

Case d(p)=0d(p)=0. That is, pZp\in Z. In this case, since Ω\partial\Omega is closed, there necessarily exists xΩx\in\partial\Omega such that Π(x)=p\Pi(x)=p. Moreover, (3.29) shows that such xx is unique, that is Π\Pi is a one to one map on ZZ, and we define

(3.31) b(p):=Π(Π1(p)) for pZ.b(p):=\Pi^{\bot}(\Pi^{-1}(p))\qquad\text{ for }p\in Z.

Case d(p)>0d(p)>0. We partition PZP\setminus Z with a union of dyadic cubes, in the spirit of a Whitney decomposition, as follows. Construct the collection 𝒲P\mathcal{W}_{P} as the subset of the dyadic cubes of PP that are maximal for the property

(3.32) 0<21(R)infq3Rd(q).0<21\ell(R)\leq\inf_{q\in 3R}d(q).

By construction, d(p)d(q)d(p)\approx d(q) whenever p,q3R𝒲Pp,q\in 3R\in\mathcal{W}_{P}. Moreover, let us check that

(3.33) (R1)/(R2){1/2,1,2} whenever R1,R2𝒲P are such that 3R13R2.\ell(R_{1})/\ell(R_{2})\in\{1/2,1,2\}\quad\text{ whenever }R_{1},R_{2}\in\mathcal{W}_{P}\text{ are such that }3R_{1}\cap 3R_{2}\neq\emptyset.

Indeed, if R𝒲PR\in\mathcal{W}_{P} and SS is such that (S)=(R)\ell(S)=\ell(R) and 3S3R3S\cap 3R\neq\emptyset, then 3S9R3S\in 9R and hence

20(S)=20(R)infp3Rd(p)infp9Rd(p)+6(R)infp3Sd(p)+6(S).20\ell(S)=20\ell(R)\leq\inf_{p\in 3R}d(p)\leq\inf_{p\in 9R}d(p)+6\ell(R)\leq\inf_{p\in 3S}d(p)+6\ell(S).

So every children of SS has to satisfies (3.32), which proves (3.33).

By construction of 𝒲P\mathcal{W}_{P}, for each R𝒲PR\in\mathcal{W}_{P}, we can find QR𝒮Q_{R}\in\mathcal{S} such that

(3.34) dist(R,Π(QR))(262)(R),(QR)25(R), and either QR=Q(𝒮) or (QR)=25(R)infq2Rd(q)supq2Rd(q).\operatorname{dist}(R,\Pi(Q_{R}))\leq(2^{6}-2)\ell(R),\quad\ell(Q_{R})\leq 2^{5}\ell(R),\\ \text{ and either }Q_{R}=Q(\mathcal{S})\text{ or }\ell(Q_{R})=2^{5}\ell(R)\approx\inf_{q\in 2R}d(q)\approx\sup_{q\in 2R}d(q).

We want to associate each RR with an affine function bR:PPb_{R}:\,P\mapsto P^{\bot} such that the image of the function 𝔟R\mathfrak{b}_{R} defined as 𝔟R(p)=(p,bR(p))\mathfrak{b}_{R}(p)=(p,b_{R}(p)) approximates Ω\partial\Omega well. First, we set

(3.35) bR0 when QR=Q(𝒮).b_{R}\equiv 0\quad\text{ when }Q_{R}=Q(\mathcal{\mathcal{S}}).

When QRQ(𝒮)Q_{R}\neq Q(\mathcal{\mathcal{S}}), we take bRb_{R} such that 𝔟R\mathfrak{b}_{R} verifies

(3.36) 999ΔQ(𝒮)|y𝔟R(Π(y))|𝟙Π(y)2R𝑑σ(y):=mina999ΔQ(𝒮)|y𝔞R(Π(y))|𝟙Π(y)2R𝑑σ(y),\int_{999\Delta_{Q(\mathcal{S})}}|y-\mathfrak{b}_{R}(\Pi(y))|{\mathds{1}}_{\Pi(y)\in 2R}\,d\sigma(y):=\min_{a}\int_{999\Delta_{Q(\mathcal{S})}}|y-\mathfrak{a}_{R}(\Pi(y))|{\mathds{1}}_{\Pi(y)\in 2R}\,d\sigma(y),

where the minimum is taken over the affine functions a:PPa:\,P\mapsto P^{\bot} and 𝔞(p):=(p,a(p))\mathfrak{a}(p):=(p,a(p)). The uniqueness of the minimum is not guaranteed, but it does not matter for us. The existence is guaranteed, because RΠ(3BQR)P999BQRR\subset\Pi(3B_{Q_{R}})\subset P\cap 999B_{Q_{R}} by (3.34), and hence (3.17) entails that the graph of the aa that almost realize the infimum are very close to the plane PQP_{Q} which makes a small angle with PP. The same argument shows that

(3.37) supy999ΔQR|y𝔟R(Π(y))|+suppΠ(999BQR)dist(𝔟R(p),Ω)Cϵ1(QR).\sup_{y\in 999\Delta_{Q_{R}}}|y-\mathfrak{b}_{R}(\Pi(y))|+\sup_{p\in\Pi(999B_{Q_{R}})}\operatorname{dist}(\mathfrak{b}_{R}(p),\partial\Omega)\leq C\epsilon_{1}\ell(Q_{R}).

for a constant C>0C>0 that depends only on nn and

(3.38) bRb_{R} is 1.1ϵ01.1\epsilon_{0}-Lipschitz

if 0<ϵ1ϵ010<\epsilon_{1}\ll\epsilon_{0}\ll 1. We associate to the collection 𝒲P\mathcal{W}_{P} a partition of unity {φR}R𝒲P\{\varphi_{R}\}_{R\in\mathcal{W}_{P}} such that φRC0(2Ri)\varphi_{R}\in C^{\infty}_{0}(2R_{i}), |φR|(R)1|\nabla\varphi_{R}|\lesssim\ell(R)^{-1}, and RφR1\sum_{R}\varphi_{R}\equiv 1 on PZP\setminus Z. We then define

(3.39) b(p):=R𝒲PφR(p)bR(p) for pPZ.b(p):=\sum_{R\in\mathcal{W}_{P}}\varphi_{R}(p)b_{R}(p)\qquad\text{ for }p\in P\setminus Z.

Due to (3.33), the sum in (3.39) is finite and thus the quantity b(p)b(p) is actually well defined.

For pPp\in P, we define 𝔟(p):=(p,b(p))\mathfrak{b}(p):=(p,b(p)) to be the graph of bb.

Lemma 3.40.

The function bb defined by (3.31) and (3.39) is 2ϵ02\epsilon_{0}-Lipschitz and supported in P4BQ(𝒮)P\cap 4B_{Q(\mathcal{S})}.

Proof: Recall that the property (3.34) implies that 2RPΠ(3BQR)2R\subset P\cap\Pi(3B_{Q_{R}}) as long as QRQ(𝒮)Q_{R}\neq Q(\mathcal{S}). So if pPΠ(3BQ(𝒮))p\notin P\cap\Pi(3B_{Q(\mathcal{S})}) and R𝒲PR\in\mathcal{W}_{P} is such that p2Rp\in 2R, we necessarily have QR=Q(𝒮)Q_{R}=Q(\mathcal{S}) and then bR(p)=0b_{R}(p)=0 by (3.35). We conclude that b(p)=0b(p)=0 and thus that bb is supported in PΠ(3BQ(𝒮))P4BQ(𝒮)P\cap\Pi(3B_{Q(\mathcal{S})})\subset P\cap 4B_{Q(\mathcal{S})}.

Now, we want to show that bb is Lipschitz. The fact that bb is Lipschitz on ZZ is an immediate consequence from the definition (3.31) and (3.29). Let us prove now that bb is Lipschitz on the interior of 2R02R_{0} for every R0𝒲PR_{0}\in\mathcal{W}_{P}. Take R0𝒲PR_{0}\in\mathcal{W}_{P} and p2R0(2R0)p\in 2R_{0}\setminus\partial(2R_{0}). Then, since φR(p)=0\sum\nabla\varphi_{R}(p)=0, we have

(3.41) |b(p)|=|R𝒲P2R2R0φR(p)bQR(p)+R𝒲P2R2R0bQR(p)φR(p)|supR𝒲P2R2R0|bQR(p)|+R𝒲P2R2R0|φR(p)||bQR(p)bQR0(p)|1.1ϵ0+C(R0)1supR𝒲P2R2R0|bQR(p)bQR0(p)|\begin{split}|\nabla b(p)|&=\left|\sum_{\begin{subarray}{c}R\in\mathcal{W}_{P}\\ 2R\cap 2R_{0}\neq\emptyset\end{subarray}}\varphi_{R}(p)\nabla b_{Q_{R}}(p)+\sum_{\begin{subarray}{c}R\in\mathcal{W}_{P}\\ 2R\cap 2R_{0}\neq\emptyset\end{subarray}}b_{Q_{R}}(p)\nabla\varphi_{R}(p)\right|\\ &\leq\sup_{\begin{subarray}{c}R\in\mathcal{W}_{P}\\ 2R\cap 2R_{0}\neq\emptyset\end{subarray}}|\nabla b_{Q_{R}}(p)|+\sum_{\begin{subarray}{c}R\in\mathcal{W}_{P}\\ 2R\cap 2R_{0}\neq\emptyset\end{subarray}}|\nabla\varphi_{R}(p)||b_{Q_{R}}(p)-b_{Q_{R_{0}}}(p)|\\ &\leq 1.1\epsilon_{0}+C\ell(R_{0})^{-1}\sup_{\begin{subarray}{c}R\in\mathcal{W}_{P}\\ 2R\cap 2R_{0}\neq\emptyset\end{subarray}}|b_{Q_{R}}(p)-b_{Q_{R_{0}}}(p)|\end{split}

by (3.38) and (3.33). We can assume that p2R0P4BQ(𝒮)p\in 2R_{0}\subset P\cap 4B_{Q(\mathcal{S})}, because we have already shown that b(p)=0b(p)=0 otherwise. So due to (3.34) and (3.33), both QRQ_{R} and QR0Q_{R_{0}} are close to 2R02R_{0}, in the sense that

3R0P999Π(BQR),3R_{0}\subset P\cap 999\Pi(B_{Q_{R}}),

so we can invoke (3.37) to say that dist(𝔟QR(p),PQR0)ϵ1(QR0)\operatorname{dist}(\mathfrak{b}_{Q_{R}}(p),P_{Q_{R_{0}}})\lesssim\epsilon_{1}\ell(Q_{R_{0}}) and then

(3.42) |bQR(p)bQR0(p)|ϵ1(QR0).|b_{Q_{R}}(p)-b_{Q_{R_{0}}}(p)|\lesssim\epsilon_{1}\ell(Q_{R_{0}}).

So if ϵ1ϵ0\epsilon_{1}\ll\epsilon_{0} is small enough, (3.41) becomes |b(p)|2ϵ0|\nabla b(p)|\leq 2\epsilon_{0}.

We proved that bb is Lipschitz on ZZ and PZP\setminus Z, so it remains to check that bb is continuous at every point in Z\partial Z. Take zZz\in\partial Z and set x:=𝔟(z)Ωx:=\mathfrak{b}(z)\in\partial\Omega. Take also pPZp\in P\setminus Z such that |pz|1|p-z|\ll 1. Due to (3.37) and (3.42), we have the existence of yΩy\in\partial\Omega such that, for any R𝒲PR\in\mathcal{W}_{P} satisfying p2Rp\in 2R, we have

(3.43) |y𝔟QR(p)|ϵ1(R)ϵ1d(p)ϵ1|pz||y-\mathfrak{b}_{Q_{R}}(p)|\lesssim\epsilon_{1}\ell(R)\lesssim\epsilon_{1}d(p)\leq\epsilon_{1}|p-z|

by (3.32) and the fact that qd(q)q\to d(q) is 1-Lipschitz. The latter bound shows in particular that

(3.44) |y𝔟(p)|ϵ0|pz||y-\mathfrak{b}(p)|\leq\epsilon_{0}|p-z|

if ϵ1/ϵ0\epsilon_{1}/\epsilon_{0} is small enough. The bound (3.44) also implies that Π(x)Π(y)\Pi(x)\neq\Pi(y) and then xyx\neq y, and so (3.29) entails that

(3.45) |b(z)Π(y)|=|Π(x)Π(y)|2ϵ0|zΠ(y)|.|b(z)-\Pi^{\bot}(y)|=|\Pi^{\bot}(x)-\Pi^{\bot}(y)|\leq 2\epsilon_{0}|z-\Pi(y)|.

The combination of (3.44) and (3.45) proves that the restriction of bb to PZP\setminus Z has the limit b(z)b(z) at the point zΩz\in\partial\Omega. Since it is true for all zZz\in\partial Z, and since bb is already continuous (even Lipschitz) on ZZ and PZP\setminus Z, we conclude that bb is continuous on PP. The lemma follows. \square

We prove that the graph of bb is well approximated by the same plane as the ones that approximate Ω\partial\Omega, as shown below.

Lemma 3.46.

For Q𝒮Q\in\mathcal{S}, we have

suppPΠ(28BQ)[dist(𝔟(p),Ω)+dist(𝔟(p),PQ)]ϵ1(Q).\sup_{p\in P\cap\Pi(2^{8}B_{Q})}\Big{[}\operatorname{dist}(\mathfrak{b}(p),\partial\Omega)+\operatorname{dist}(\mathfrak{b}(p),P_{Q})\Big{]}\lesssim\epsilon_{1}\ell(Q).

Proof: Take pΠ(28BQ)p\in\Pi(2^{8}B_{Q}). If pZp\in Z, then 𝔟(p)Ω\mathfrak{b}(p)\in\partial\Omega, but since we also have (3.29), we deduce 𝔟(p)29ΔQ\mathfrak{b}(p)\in 2^{9}\Delta_{Q}. The bound dist(𝔟(p),PQ)Cϵ1(Q)\operatorname{dist}(\mathfrak{b}(p),P_{Q})\leq C\epsilon_{1}\ell(Q) is then just a consequence of (3.17).

Assume now that pPZp\in P\setminus Z. We have d(p)28(Q)d(p)\leq 2^{8}\ell(Q) so any RR that verifies p2Rp\in 2R is such that 21(R)d(p)28(Q)21\ell(R)\leq d(p)\leq 2^{8}\ell(Q) by (3.32), that implies (QR)29(Q)\ell(Q_{R})\leq 2^{9}\ell(Q) by (3.34). Since 𝔟(p)\mathfrak{b}(p) is a weighted average of the 𝔟R(p)\mathfrak{b}_{R}(p), the estimate (3.37) on 𝔟R(p)\mathfrak{b}_{R}(p) gives that

dist(𝔟(p),Ω)ϵ1supR:p2R(QR)ϵ1(Q).\operatorname{dist}(\mathfrak{b}(p),\partial\Omega)\lesssim\epsilon_{1}\sup_{R:\,p\in 2R}\ell(Q_{R})\lesssim\epsilon_{1}\ell(Q).

If xΩx\in\partial\Omega is such that |𝔟(p)x|=dist(𝔟(p),Ω)|\mathfrak{b}(p)-x|=\operatorname{dist}(\mathfrak{b}(p),\partial\Omega), then we have again by (3.29) that x29ΔQx\in 2^{9}\Delta_{Q} so (3.17) gives that dist(x,PQ)ϵ1\operatorname{dist}(x,P_{Q})\leq\epsilon_{1}. We conclude

dist(𝔟(p),PQ)|𝔟(p)x|+dist(x,PQ)ϵ1\operatorname{dist}(\mathfrak{b}(p),P_{Q})\leq|\mathfrak{b}(p)-x|+\operatorname{dist}(x,P_{Q})\lesssim\epsilon_{1}

as desired. \square

We also need a L1L^{1} version of the above lemma, and with a better control in term of the ασ(Q)\alpha_{\sigma}(Q) (which is smaller than ϵ1\epsilon_{1} when Q𝒮Q\in\mathcal{S}).

Lemma 3.47.

For Q𝒮Q\in\mathcal{S}, we have

PΠ(2BQ)dist(𝔟(p),PQ)𝑑p(Q)nασ(Q).\int_{P\cap\Pi(2B_{Q})}\operatorname{dist}(\mathfrak{b}(p),P_{Q})\,dp\lesssim\ell(Q)^{n}\alpha_{\sigma}(Q).

Proof: The plane PP is the union of ZZ and PZ:=RWPRP\setminus Z:=\bigcup_{R\in W_{P}}R, so

I:=PΠ(2BQ)dist(𝔟(p),PQ)𝑑p=ZΠ(2BQ)dist(𝔟(p),PQ)𝑑p+ZcΠ(2BQ)dist(𝔟(p),PQ)𝑑p:=I1+I2.\begin{split}I&:=\int_{P\cap\Pi(2B_{Q})}\operatorname{dist}(\mathfrak{b}(p),P_{Q})\,dp\\ &=\int_{Z\cap\Pi(2B_{Q})}\operatorname{dist}(\mathfrak{b}(p),P_{Q})\,dp+\int_{Z^{c}\cap\Pi(2B_{Q})}\operatorname{dist}(\mathfrak{b}(p),P_{Q})\,dp:=I_{1}+I_{2}.\end{split}

The term I1I_{1} is easy, because 𝔟(p)4ΔQΩ\mathfrak{b}(p)\in 4\Delta_{Q}\subset\partial\Omega by (3.29), and so we have

I14ΔQdist(y,PQ)𝑑σ(y)I_{1}\lesssim\int_{4\Delta_{Q}}\operatorname{dist}(y,P_{Q})\,d\sigma(y)

We apply (3.12) with the test function

f(y):=min{dist(y,n999BQ),dist(y,PQ)}f(y):=\min\{\operatorname{dist}(y,\mathbb{R}^{n}\setminus 999B_{Q}),\operatorname{dist}(y,P_{Q})\}

which lies in LipQLip_{Q} and takes the value 0 on PQP_{Q} and dist(y,PQ)\operatorname{dist}(y,P_{Q}) on 4ΔQ4\Delta_{Q}, and we conclude that

I1f𝑑σ=|f𝑑σf𝑑μQ|(Q)nασ(Q)I_{1}\lesssim\int f\,d\sigma=\left|\int f\,d\sigma-\int f\,d\mu_{Q}\right|\lesssim\ell(Q)^{n}\alpha_{\sigma}(Q)

as desired.

We turn to the bound on I2I_{2}. We know that Angle(PQ,P)ϵ0\operatorname{Angle}(P_{Q},P)\leq\epsilon_{0} so PQP_{Q} is the graph of an affine function aQ:PPa_{Q}:\,P\mapsto P^{\bot} with small Lipschitz constant. Therefore, we have

I2PΠ(2BQ))|b(p)aQ(p)|𝑑pI_{2}\approx\int_{P\cap\Pi(2B_{Q}))}|b(p)-a_{Q}(p)|\,dp

Let 𝒲P(Q)\mathcal{W}_{P}(Q) be the subfamily of 𝒲P\mathcal{W}_{P} of elements RR such that 2R2R that intersects Π(2BQ)\Pi(2B_{Q}). The fact that 2RΠ(2BQ)=2R\cap\Pi(2B_{Q})=\emptyset implies by (3.32) that 21(R)(Q)21\ell(R)\leq\ell(Q). Consequently, (R)25(Q)\ell(R)\leq 2^{-5}\ell(Q) because both (R)\ell(R) and (Q)\ell(Q) are in the form 2k2^{k}, and then 2RΠ(3BQ)2R\subset\Pi(3B_{Q}).

Assume first that QQ(𝒮)Q\varsubsetneq Q(\mathcal{S}), and check that this condition implies that (QR)25(R)(Q)<(Q(𝒮))\ell(Q_{R})\leq 2^{5}\ell(R)\leq\ell(Q)<\ell(Q(\mathcal{S})), hence QRQ(𝒮)Q_{R}\neq Q(\mathcal{S}) for every R𝒲P(Q)R\in\mathcal{W}_{P}(Q). So we have

I2=ZcΠ(2BQ)|R𝒲P(Q)φR(p)(bR(p)aQ(p))|𝑑pR𝒲P(Q)2R|bR(p)aQ(p)|𝑑p.\begin{split}I_{2}&=\int_{Z^{c}\cap\Pi(2B_{Q})}\left|\sum_{R\in\mathcal{W}_{P}(Q)}\varphi_{R}(p)(b_{R}(p)-a_{Q}(p))\right|\,dp\leq\sum_{R\in\mathcal{W}_{P}(Q)}\int_{2R}|b_{R}(p)-a_{Q}(p)|\,dp.\end{split}

We want to estimate 2R|bR(p)aQ(p)|𝑑p\int_{2R}|b_{R}(p)-a_{Q}(p)|\,dp, but now both bRb_{R} and aQa_{Q} are affine, so knowing |bR(p)aQ(p)||b_{R}(p)-a_{Q}(p)| for nn different points p2Rp\in 2R that are far from each other is enough. By (3.17), we know that Π(Ω)2R\Pi(\partial\Omega)\cap 2R contains many points all over 2R2R, and by using those points to estimate the distance between bRb_{R} and aQa_{Q}, we deduce that

2R|bR(p)aQ(p)|𝑑p999ΔQ(𝒮)|bR(Π(y))aQ(Π(y))|𝟙Π(y)2R𝑑σ(y)999ΔQ(𝒮)|Π(y)bR(Π(y))|𝟙Π(y)2R𝑑σ(y)+999ΔQ(𝒮)|Π(y)aQ(Π(y))|𝟙Π(y)2R𝑑σ(y)999ΔQ(𝒮)|Π(y)aQ(Π(y))|𝟙Π(y)2R𝑑σ(y)\int_{2R}|b_{R}(p)-a_{Q}(p)|\,dp\lesssim\int_{999\Delta_{Q(\mathcal{S})}}|b_{R}(\Pi(y))-a_{Q}(\Pi(y))|{\mathds{1}}_{\Pi(y)\in 2R}\,d\sigma(y)\\ \leq\int_{999\Delta_{Q(\mathcal{S})}}|\Pi^{\bot}(y)-b_{R}(\Pi(y))|{\mathds{1}}_{\Pi(y)\in 2R}\,d\sigma(y)+\int_{999\Delta_{Q(\mathcal{S})}}|\Pi^{\bot}(y)-a_{Q}(\Pi(y))|{\mathds{1}}_{\Pi(y)\in 2R}\,d\sigma(y)\\ \lesssim\int_{999\Delta_{Q(\mathcal{S})}}|\Pi^{\bot}(y)-a_{Q}(\Pi(y))|{\mathds{1}}_{\Pi(y)\in 2R}\,d\sigma(y)

by (3.36), because QRQ(𝒮)Q_{R}\neq Q(\mathcal{S}). Since the 2R2R are finitely overlapping, see (3.33), the bound on I2I_{2} becomes

(3.48) I24ΔQ)|Π(y)aQ(Π(y))|𝑑σ(y)4ΔQdist(y,PQ)𝑑σ(y).I_{2}\lesssim\int_{4\Delta_{Q})}|\Pi^{\bot}(y)-a_{Q}(\Pi(y))|\,d\sigma(y)\lesssim\int_{4\Delta_{Q}}\operatorname{dist}(y,P_{Q})\,d\sigma(y).

We had the same bound on I1I_{1}, and with the same strategy, we can conclude that

I2f𝑑σ=|f𝑑σf𝑑μQ|(Q)nασ(Q)I_{2}\lesssim\int f\,d\sigma=\left|\int f\,d\sigma-\int f\,d\mu_{Q}\right|\lesssim\ell(Q)^{n}\alpha_{\sigma}(Q)

as desired.

If Q=Q(𝒮)Q=Q(\mathcal{S}), the same computations apply. It is possible to have some RR in 𝒲P(Q)\mathcal{W}_{P}(Q) for which QR=Q(𝒮)Q_{R}=Q(\mathcal{S}) and thus bR0b_{R}\equiv 0, but at the same time, we now have aQ0a_{Q}\equiv 0, so those RR verify bRaQ0b_{R}-a_{Q}\equiv 0 and do no have any contribution in the above bounds on I2I_{2}. Therefore, we also conclude that

I2(Q(𝒮))nασ(Q(𝒮))=(Q)nασ(Q).I_{2}\lesssim\ell(Q(\mathcal{S}))^{n}\alpha_{\sigma}(Q(\mathcal{S}))=\ell(Q)^{n}\alpha_{\sigma}(Q).

The lemma follows. \square

4. Whitney regions for coherent regimes

We associate the dyadic cubes of Ω\partial\Omega to Whitney regions in Ω\Omega and therefore associate the coherent family of dyadic cubes obtained in the corona decomposition to a subset of Ω\Omega. The idea is similar to the construction found in [HMM1], but we need different properties than those in [HMM1], so we rewrite the construction.

This section will prove the following extension of Lemma 3.1.

Lemma 4.1.

Let Ω\partial\Omega be a uniformly rectifiable sets. We keep the notation from Lemma 3.1, and we further have the existence of K>0K^{**}>0 and a collection {Ψ𝒮}𝒮𝔖\{\Psi_{\mathcal{S}}\}_{\mathcal{S}\in\mathfrak{S}} of functions such that

  1. (a)

    Ψ𝒮\Psi_{\mathcal{S}} are cut-off functions, that is 0Ψ𝒮10\leq\Psi_{\mathcal{S}}\leq 1, and |Ψ𝒮|2δ1|\nabla\Psi_{\mathcal{S}}|\leq 2\delta^{-1}.

  2. (b)

    For any 𝒮𝔖\mathcal{S}\in\mathfrak{S}, if Xsupp(1Ψ𝒮)X\in\operatorname{supp}(1-\Psi_{\mathcal{S}}), then there exists Q𝒮Q\in\mathcal{S} such that

    (Q)/2<δ(X)=dist(X,Q)(Q).\ell(Q)/2<\delta(X)=\operatorname{dist}(X,Q)\leq\ell(Q).
  3. (c)

    If XsuppΨ𝒮X\in\operatorname{supp}\Psi_{\mathcal{S}}, then there exists Q𝒮Q\in\mathcal{\mathcal{S}} and such that

    (Q)/26<δ(X)=dist(X,26ΔQ)26(Q).\ell(Q)/2^{6}<\delta(X)=\operatorname{dist}(X,2^{6}\Delta_{Q})\leq 2^{6}\ell(Q).
  4. (d)

    For any 𝒮𝔖\mathcal{S}\in\mathfrak{S} and any XsuppΨ𝒮X\in\operatorname{supp}\Psi_{\mathcal{S}}, we have

    (4.2) (12ϵ0)|X𝔟(Π(X))|δ(X)(1+2ϵ0)|X𝔟(Π(X))|(1-2\epsilon_{0})|X-\mathfrak{b}(\Pi(X))|\leq\delta(X)\leq(1+2\epsilon_{0})|X-\mathfrak{b}(\Pi(X))|

    and, if Γ𝒮\Gamma_{\mathcal{S}} is the graph of 𝒮\mathcal{S},

    (4.3) (12ϵ0)dist(X,Γ𝒮)δ(X)(1+3ϵ0)dist(X,Γ𝒮).(1-2\epsilon_{0})\operatorname{dist}(X,\Gamma_{\mathcal{S}})\leq\delta(X)\leq(1+3\epsilon_{0})\operatorname{dist}(X,\Gamma_{\mathcal{S}}).
  5. (e)

    There exists a collection of dyadic cubes {Qi}iI𝒮\{Q_{i}\}_{i\in I_{\mathcal{S}}} in 𝔻Ω\mathbb{D}_{\partial\Omega} such that {2Qi}iI𝒮\{2Q_{i}\}_{i\in I_{\mathcal{S}}} has an overlap of at most 2, and

    Ω(suppΨ𝒮)supp(1Ψ𝒮)iI𝒮{(K)1(Qi)<δ(X)=dist(X,KΔQi)K(Qi)}.\Omega\cap(\operatorname{supp}\Psi_{\mathcal{S}})\cap\operatorname{supp}(1-\Psi_{\mathcal{S}})\subset\bigcup_{i\in I_{\mathcal{S}}}\Big{\{}(K^{**})^{-1}\ell(Q_{i})<\delta(X)=\operatorname{dist}(X,K\Delta_{Q_{i}})\leq K^{**}\ell(Q_{i})\Big{\}}.

    In particular, |δΨ𝒮|CMΩ(C)|\delta\nabla\Psi_{\mathcal{S}}|\in CM_{\Omega}(C) with a constant C>0C>0 that depends only on nn.

4.1. Whitney decomposition

We divide Ω\Omega into Whitney regions. Usually, one constructs them with dyadic cubes of n\mathbb{R}^{n}, but we prefer to construct them directly. We recall that δ(X):=dist(X,Ω)\delta(X):=\operatorname{dist}(X,\partial\Omega), and for Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega}, we define

(4.4) WΩ(Q):={XΩ:xQ such that (Q)/2<δ(X)=|Xx|(Q)}.W_{\Omega}(Q):=\{X\in\Omega:\,\exists\,x\in Q\text{ such that }\ell(Q)/2<\delta(X)=|X-x|\leq\ell(Q)\}.

It is easy to see that the sets {WΩ(Q)}QΩ\{W_{\Omega}(Q)\}_{Q\in\partial\Omega} covers Ω\Omega. The sets WΩ(Q)W_{\Omega}(Q) are not necessarily disjoint, but we do not care, we are perfectly happy if {WΩ(Q)}Q𝔻Ω\{W_{\Omega}(Q)\}_{Q\in\mathbb{D}_{\partial\Omega}} is finitely overlapping, and we choose WΩ(Q)W_{\Omega}(Q) small only because it will make our estimates easier. The sets WΩ(Q)W_{\Omega}(Q) can be disconnected and have a bad boundary, but that is not an issue, since - contrary to [HMM1] - we won’t try to prove that the WΩ(Q)W_{\Omega}(Q) are Chord-Arc Domains.

We also need fattened versions of WΩ(Q)W_{\Omega}(Q), that we call WΩ(Q)W_{\Omega}^{*}(Q) and WΩ(Q)W_{\Omega}^{**}(Q), which are defined as

(4.5) WΩ(Q):={XΩ:x26ΔQ such that 26(Q)<δ(X)=|Xx|26(Q)}W_{\Omega}^{*}(Q):=\{X\in\Omega:\,\exists\,x\in 2^{6}\Delta_{Q}\text{ such that }2^{-6}\ell(Q)<\delta(X)=|X-x|\leq 2^{6}\ell(Q)\}

and

(4.6) WΩ(Q):={XΩ:xKΔQ such that (K)1(Q)<δ(X)=|Xx|K(Q)}W_{\Omega}^{**}(Q):=\{X\in\Omega:\,\exists\,x\in K^{**}\Delta_{Q}\text{ such that }(K^{**})^{-1}\ell(Q)<\delta(X)=|X-x|\leq K^{**}\ell(Q)\}

The exact value of the constant KK^{**} does not matter. In Lemma 4.28, we will choose it large enough to fit our purpose. The first properties of WΩ(Q)W_{\Omega}(Q) and WΩ(Q)W_{\Omega}^{*}(Q) are the ones that we expect and are easy to prove. We have

(4.7) Ω=QDΩWΩ(Q),\Omega=\bigcup_{Q\in D_{\partial\Omega}}W_{\Omega}(Q),
(4.8) diam(WΩ(Q))27(Q),\operatorname{diam}(W^{*}_{\Omega}(Q))\leq 2^{7}\ell(Q),

and

(4.9) WΩ(Q)28BQ.W^{*}_{\Omega}(Q)\subset 2^{8}B_{Q}.

We want WΩ(Q)W_{\Omega}(Q) and WΩ(Q)W_{\Omega}^{*}(Q) to be so that we can squeeze a cut-off function between the two sets, which is possible because

(4.10) dist(WΩ(Q),nWΩ(Q))14(Q).\operatorname{dist}(W_{\Omega}(Q),\mathbb{R}^{n}\setminus W^{*}_{\Omega}(Q))\geq\frac{1}{4}\ell(Q).

Indeed, if XWΩ(Q)X\in W_{\Omega}(Q) and |XY|(Q)/4|X-Y|\leq\ell(Q)/4, then (Q)/4dist(Y,Ω)5(Q)/4\ell(Q)/4\leq\operatorname{dist}(Y,\partial\Omega)\leq 5\ell(Q)/4 and for any yΩy\in\partial\Omega such that |Yy|=δ(Y)|Y-y|=\delta(Y), we have

|yx||yY|+|YX|+|Xx|54(Q)+14(Q)+(Q)3(Q),|y-x|\leq|y-Y|+|Y-X|+|X-x|\leq\frac{5}{4}\ell(Q)+\frac{1}{4}\ell(Q)+\ell(Q)\leq 3\ell(Q),

so in particular, y25Qy\in 2^{5}Q, and thus YWΩ(Q)Y\in W^{*}_{\Omega}(Q). The claim (4.10) follows.

4.2. Coherent regions associated to coherent regimes

As before, we pick 0<ϵ1ϵ010<\epsilon_{1}\ll\epsilon_{0}\ll 1, and then construct the collection of coherent regimes 𝔖\mathfrak{S} given by Lemma 3.16. Let then 𝒮\mathcal{S} be either in 𝔖\mathfrak{S}, or a coherent regime included in an element of 𝔖\mathfrak{S}. For such 𝒮\mathcal{S}, we define the regions

(4.11) WΩ(𝒮):=Q𝒮WΩ(Q) and WΩ(𝒮):=Q𝒮WΩ(Q).W_{\Omega}(\mathcal{S}):=\bigcup_{Q\in\mathcal{S}}W_{\Omega}(Q)\quad\text{ and }\quad W_{\Omega}^{*}(\mathcal{S}):=\bigcup_{Q\in\mathcal{S}}W^{*}_{\Omega}(Q).

Associated to the coherent regime 𝒮\mathcal{S}, we have affine planes PP and PP^{\bot}, the projections Π\Pi and Π\Pi^{\bot}, a Lipschitz function b:PPb:\,P\to P^{\bot}, and 𝔟(p)=(p,b(p))\mathfrak{b}(p)=(p,b(p)) as in Subsection 3.4. We also have the “distance function” d(p)d(p) defined in (3.28). We now define the Lipschitz graph

(4.12) Γ𝒮:={𝔟(p),pP}n.\Gamma_{\mathcal{S}}:=\{\mathfrak{b}(p),\,p\in P\}\subset\mathbb{R}^{n}.
Lemma 4.13.

If XWΩ(𝒮)X\in W^{*}_{\Omega}(\mathcal{S}) and xΩx\in\partial\Omega is such that |Xx|=δ(X)|X-x|=\delta(X), then

(4.14) (12ϵ0)δ(X)|X𝔟(Π(X))|(1+2ϵ0)δ(X),(1-2\epsilon_{0})\delta(X)\leq|X-\mathfrak{b}(\Pi(X))|\leq(1+2\epsilon_{0})\delta(X),
(4.15) (12ϵ0)dist(X,Γ𝒮)δ(X)(1+3ϵ0)dist(X,Γ𝒮),(1-2\epsilon_{0})\operatorname{dist}(X,\Gamma_{\mathcal{S}})\leq\delta(X)\leq(1+3\epsilon_{0})\operatorname{dist}(X,\Gamma_{\mathcal{S}}),

and

(4.16) |𝔟(Π(X))x|2ϵ0δ(X).|\mathfrak{b}(\Pi(X))-x|\leq 2\epsilon_{0}\delta(X).

Proof: Since XWΩ(𝒮)X\in W^{*}_{\Omega}(\mathcal{S}), there exists Q𝒮Q\in\mathcal{S} such that XWΩ(Q)X\in W^{*}_{\Omega}(Q). Such QQ verifies x26ΔQx\in 2^{6}\Delta_{Q} and

26|Xx|(Q)26|Xx|,2^{-6}|X-x|\leq\ell(Q)\leq 2^{6}|X-x|,

so X27BQX\in 2^{7}B_{Q} and Π(X)Π(27BQ)\Pi(X)\in\Pi(2^{7}B_{Q}). Lemma 3.46 and (3.17) entail that

dist(x,PQ)+dist(𝔟(Π(X)),PQ)Cϵ1(Q)18ϵ0|Xx|\operatorname{dist}(x,P_{Q})+\operatorname{dist}(\mathfrak{b}(\Pi(X)),P_{Q})\leq C\epsilon_{1}\ell(Q)\leq\frac{1}{8}\epsilon_{0}|X-x|

if ϵ1/ϵ0\epsilon_{1}/\epsilon_{0} is small enough. Because the plane PQP_{Q} makes a small angle with PP, we deduce that

(4.17) |b(Π(X))Π(x)|14ϵ0|Xx||b(\Pi(X))-\Pi^{\bot}(x)|\leq\frac{1}{4}\epsilon_{0}|X-x|

if ϵ0\epsilon_{0} is small enough. Define ΠQ\Pi_{Q} and ΠQ\Pi^{\bot}_{Q} as the projection onto PQP_{Q} and PQP_{Q}^{\bot}. We have |ΠQ(x)x|ϵ1|Xx||\Pi_{Q}(x)-x|\lesssim\epsilon_{1}|X-x| thanks to (3.17). In addition, the projection ΠQ\Pi_{Q} lies in PQ28BQP_{Q}\cap 2^{8}B_{Q}, so using (3.17) again gives the existence of yΩy\in\partial\Omega such that |ΠQ(X)y|ϵ1(Q)ϵ1|Xx||\Pi_{Q}(X)-y|\leq\epsilon_{1}\ell(Q)\lesssim\epsilon_{1}|X-x|. By definition of xx, the point yy has to be further away from XX that xx so

|Xx||Xy||XΠQ(X)x+ΠQ(x)|+|ΠQ(x)x|+|ΠQ(X)y||ΠQ(X)ΠQ(x)|+Cϵ1|Xx|.\begin{split}|X-x|&\leq|X-y|\leq|X-\Pi_{Q}(X)-x+\Pi_{Q}(x)|+|\Pi_{Q}(x)-x|+|\Pi_{Q}(X)-y|\\ &\leq|\Pi^{\bot}_{Q}(X)-\Pi^{\bot}_{Q}(x)|+C\epsilon_{1}|X-x|.\end{split}

So one has |ΠQ(X)ΠQ(x)|(1Cϵ1)|Xx||\Pi^{\bot}_{Q}(X)-\Pi^{\bot}_{Q}(x)|\geq(1-C\epsilon_{1})|X-x| and hence |ΠQ(X)ΠQ(x)|Cϵ1|\Pi_{Q}(X)-\Pi_{Q}(x)|\leq C\sqrt{\epsilon_{1}}. Since PQP_{Q} makes an angle at most ϵ0\epsilon_{0} with PP, we conclude that

(4.18) |Π(X)Π(x)|32ϵ0|Xx||\Pi(X)-\Pi(x)|\leq\frac{3}{2}\epsilon_{0}|X-x|

if ϵ0\epsilon_{0} and ϵ1/ϵ0\epsilon_{1}/\epsilon_{0} are small enough. The two bounds (4.17) and (4.18) easily prove (4.16), and also prove (4.14) by writing

||X𝔟(Π(X))||Xx||||Π(X)b(Π(X))||Π(X)Π(x)||+|Π(X)Π(x)||Π(x)b(Π(X))|+|Π(X)Π(x)|2ϵ0|Xx|.\begin{split}\Big{|}|X-\mathfrak{b}(\Pi(X))|-|X-x|\Big{|}&\leq\Big{|}|\Pi^{\bot}(X)-b(\Pi(X))|-|\Pi^{\bot}(X)-\Pi^{\bot}(x)|\Big{|}+|\Pi(X)-\Pi(x)|\\ &\leq|\Pi^{\bot}(x)-b(\Pi(X))|+|\Pi(X)-\Pi(x)|\\ &\leq 2\epsilon_{0}|X-x|.\end{split}

The bounds (4.15) is just a consequence of (4.14) and the fact that Γ𝒮\Gamma_{\mathcal{S}} is the graph of bb which is a 2ϵ02\epsilon_{0}-Lipschitz function with ϵ01\epsilon_{0}\ll 1. The lemma follows. \square

Let ψC0()\psi\in C^{\infty}_{0}(\mathbb{R}) be such that 0ψ10\leq\psi\leq 1, ψ1\psi\equiv 1 on [0,1][0,1], ψ0\psi\equiv 0 on [2,)[2,\infty) and |ψ|2|\nabla\psi|\leq 2. We set

(4.19) Ψ𝒮(X)=𝟙Ω(X)ψ(d(Π(X))3|X𝔟(Π(X))|)ψ(|X𝔟(Π(X))|2(Q(𝒮))).\Psi_{\mathcal{S}}(X)={\mathds{1}}_{\Omega}(X)\psi\Big{(}\frac{d(\Pi(X))}{3|X-\mathfrak{b}(\Pi(X))|}\Big{)}\psi\Big{(}\frac{|X-\mathfrak{b}(\Pi(X))|}{2\ell(Q(\mathcal{S}))}\Big{)}.

We want to prove the points (b)(b), (c)(c), and (d)(d) of Lemma 4.1, that is

Lemma 4.20.

The function Ψ𝒮\Psi_{\mathcal{S}} is constant equal to 1 on WΩ(𝒮)W_{\Omega}(\mathcal{S}) and ΩsuppΨ𝒮WΩ(𝒮)\Omega\cap\operatorname{supp}\Psi_{\mathcal{S}}\subset W^{*}_{\Omega}(\mathcal{S}). Consequently, for any XsuppΨ𝒮X\in\operatorname{supp}\Psi_{\mathcal{S}}, we have (4.2) and (4.3) by Lemma 4.13.

Remark 4.21.

We know from its definition that Ψ𝒮0\Psi_{\mathcal{S}}\equiv 0 on nΩ\mathbb{R}^{n}\setminus\Omega, but the support of Ψ𝒮\Psi_{\mathcal{S}} can reach the boundary Ω\partial\Omega. So if ΩsuppΨ𝒮WΩ(𝒮)\Omega\cap\operatorname{supp}\Psi_{\mathcal{S}}\subset W_{\Omega}^{*}(\mathcal{S}), then we actually have

suppΨ𝒮WΩ(𝒮)(ΩWΩ(𝒮)¯).\operatorname{supp}\Psi_{\mathcal{S}}\subset W_{\Omega}^{*}(\mathcal{S})\cup\Big{(}\partial\Omega\cap\overline{W_{\Omega}^{*}(\mathcal{S})}\Big{)}.

Proof: Take Q𝒮Q\in\mathcal{S} and XWΩ(Q)X\in W_{\Omega}(Q), and pick xQx\in Q such that |Xx|=δ(X)|X-x|=\delta(X). We want to show that Ψ𝒮(X)=1\Psi_{\mathcal{S}}(X)=1, i.e. that

(4.22) d(Π(X))3|X𝔟(Π(X))|d(\Pi(X))\leq 3|X-\mathfrak{b}(\Pi(X))|

and

(4.23) |X𝔟(Π(X))|2(Q(𝒮)).|X-\mathfrak{b}(\Pi(X))|\leq 2\ell(Q(\mathcal{S})).

For (4.23), it suffices to notice that |X𝔟(Π(X))|2|Xx|2(Q)2(Q(𝒮))|X-\mathfrak{b}(\Pi(X))|\leq 2|X-x|\leq 2\ell(Q)\leq 2\ell(Q(\mathcal{S})) by (4.14) and by the definition of xx and QQ. As for (4.22), observe that |Xx|2ϵ0δ(X)+|X𝔟(Π(X))|\left|X-x\right|\leq 2\epsilon_{0}\delta(X)+\left|X-\mathfrak{b}(\Pi(X))\right| by the triangle inequality and (4.16), and thus

d(Π(X))(Q)2|Xx|3|X𝔟(Π(X))|d(\Pi(X))\leq\ell(Q)\leq 2|X-x|\leq 3|X-\mathfrak{b}(\Pi(X))|

by (4.14).

It remains to verify that suppΨ𝒮\operatorname{supp}\Psi_{\mathcal{S}} is supported in WΩ(𝒮)W^{*}_{\Omega}(\mathcal{S}), because (4.2) and (4.3) are then just (4.14) and (4.15). So we pick XsuppΨ𝒮X\in\operatorname{supp}\Psi_{\mathcal{S}} which means in particular that

(4.24) d(Π(X))6|X𝔟(Π(X))|d(\Pi(X))\leq 6|X-\mathfrak{b}(\Pi(X))|

and

(4.25) |X𝔟(Π(X))|4(Q(𝒮)),|X-\mathfrak{b}(\Pi(X))|\leq 4\ell(Q(\mathcal{S})),

and we want to show that XWΩ(𝒮)X\in W^{*}_{\Omega}(\mathcal{S}). By definition of d(Π(X))d(\Pi(X)), there exists Q𝒮Q\in\mathcal{S} such that

dist(Π(X),Π(2BQ))+(Q)=d(Π(X))6|X𝔟(Π(X))|24(Q(𝒮))\operatorname{dist}(\Pi(X),\Pi(2B_{Q}))+\ell(Q)=d(\Pi(X))\leq 6|X-\mathfrak{b}(\Pi(X))|\leq 24\ell(Q(\mathcal{S}))

by (4.24) and (4.25). Since 𝒮\mathcal{S} is coherent, by taking a suitable ancestor of QQ, we can find QX𝒮Q_{X}\in\mathcal{S} such that

(4.26) 14|X𝔟(Π(X))|(QX)6|X𝔟(Π(X))|\frac{1}{4}|X-\mathfrak{b}(\Pi(X))|\leq\ell(Q_{X})\leq 6|X-\mathfrak{b}(\Pi(X))|

and

(4.27) Π(X)26Π(BQX).\Pi(X)\in 26\Pi(B_{Q_{X}}).

We want to prove that XWΩ(QX)X\in W_{\Omega}^{*}(Q_{X}). The combination of (4.27), Lemma 3.46, and (3.29) forces 𝔟(Π(X))27BQ(𝒮)\mathfrak{b}(\Pi(X))\in 27B_{Q(\mathcal{S})} when ϵ0\epsilon_{0} is small, and hence X31BXX\in 31B_{X} by (4.26). Let xΩx\in\partial\Omega such that |Xx|=δ(X)|X-x|=\delta(X). Since X31BXX\in 31B_{X}, we have x26ΔQXx\in 2^{6}\Delta_{Q_{X}}, and of course |Xx|26(QX)|X-x|\leq 2^{6}\ell(Q_{X}). So it remains to verify if |Xx|26(QX)|X-x|\geq 2^{-6}\ell(Q_{X}). In one hand, thanks to (3.17), we know that xx lies close to PQP_{Q}, in the sense that dist(x,PQX)ϵ1(QX)\operatorname{dist}(x,P_{Q_{X}})\leq\epsilon_{1}\ell(Q_{X}). In the other hand, if PQXP_{Q_{X}} is the graph of the function aQX:PPa_{Q_{X}}:\,P\mapsto P^{\bot}, we have

dist(X,PQX)(1ϵ0)|Π(X)aQX(Π(X))|(1ϵ0)[|X𝔟(Π(X))|dist(𝔟(Π(X)),PQX)](1ϵ0Cϵ1)|X𝔟(Π(X))|16(1ϵ0Cϵ1)(QX)\begin{split}\operatorname{dist}(X,P_{Q_{X}})&\geq(1-\epsilon_{0})|\Pi^{\bot}(X)-a_{Q_{X}}(\Pi(X))|\\ &\geq(1-\epsilon_{0})\Big{[}|X-\mathfrak{b}(\Pi(X))|-\operatorname{dist}(\mathfrak{b}(\Pi(X)),P_{Q_{X}})\Big{]}\\ &\geq(1-\epsilon_{0}-C\epsilon_{1})|X-\mathfrak{b}(\Pi(X))|\\ &\geq\frac{1}{6}(1-\epsilon_{0}-C\epsilon_{1})\ell(Q_{X})\end{split}

by Lemma 3.46 and (4.26); that is XX is far from PQXP_{Q_{X}}. Altogether, we deduce that

|Xx|(1Cϵ1)dist(X,PQX)(1ϵ0Cϵ1)|X𝔟(Π(X))|18(QX).|X-x|\geq(1-C\epsilon_{1})\operatorname{dist}(X,P_{Q_{X}})\geq(1-\epsilon_{0}-C\epsilon_{1})|X-\mathfrak{b}(\Pi(X))|\geq\frac{1}{8}\ell(Q_{X}).

if ϵ0\epsilon_{0} and ϵ1\epsilon_{1} are small. The lemma follows. \square

We are left with the proof of point (e)(e) in Lemma 4.1, which is:

Lemma 4.28.

There exists a collection of dyadic cubes {Qi}iI𝒮\{Q_{i}\}_{i\in I_{\mathcal{S}}} in 𝔻Ω\mathbb{D}_{\partial\Omega} such that {2Qi}iI𝒮\{2Q_{i}\}_{i\in I_{\mathcal{S}}} has an overlap of at most 2, and

Ω(suppΨ𝒮)supp(1Ψ𝒮)iWΩ(Qi).\Omega\cap(\operatorname{supp}\Psi_{\mathcal{S}})\cap\operatorname{supp}(1-\Psi_{\mathcal{S}})\subset\bigcup_{i}W^{**}_{\Omega}(Q_{i}).

Proof: Observe that (suppΨ𝒮)supp(1Ψ𝒮)E1E2(\operatorname{supp}\Psi_{\mathcal{S}})\cap\operatorname{supp}(1-\Psi_{\mathcal{S}})\subset E_{1}\cup E_{2} where

E1:={XWΩ(𝒮), 2(Q(𝒮))|X𝔟(Π(X))|4(Q(𝒮))}E_{1}:=\{X\in W_{\Omega}^{*}(\mathcal{S}),\,2\ell(Q(\mathcal{S}))\leq|X-\mathfrak{b}(\Pi(X))|\leq 4\ell(Q(\mathcal{S}))\}

and

E2:={XWΩ(𝒮),d(Π(X))/6|X𝔟(Π(X))|d(Π(X))/3}.E_{2}:=\{X\in W_{\Omega}^{*}(\mathcal{S}),\,d(\Pi(X))/6\leq|X-\mathfrak{b}(\Pi(X))|\leq d(\Pi(X))/3\}.

Thanks to (4.2), the set E1E_{1} is included in WΩ(Q(𝒮))W^{*}_{\Omega}(Q(\mathcal{S})).

For each XE2X\in E_{2}, we construct the ball BX:=B(𝔟(Π(X)),d(Π(X))/100)nB_{X}:=B(\mathfrak{b}(\Pi(X)),d(\Pi(X))/100)\subset\mathbb{R}^{n}. The radius of BXB_{X} is bounded uniformly by (Q(𝒮))/4\ell(Q(\mathcal{S}))/4. So by the Vitali lemma, we can find a non overlapping subfamily {BXi}iI2\{B_{X_{i}}\}_{i\in I_{2}} such that E2iI25BXiE_{2}\subset\bigcup_{i\in I_{2}}5B_{X_{i}}. We use (4.16) and (4.14) to find a point xi12BXiΩx_{i}\in\frac{1}{2}B_{X_{i}}\cap\partial\Omega. We take Qi𝔻ΩQ_{i}\in\mathbb{D}_{\partial\Omega} to be the unique dyadic cube such that such that xiQix_{i}\in Q_{i} and (Qi)<d(Π(Xi))/4002(Qi)\ell(Q_{i})<d(\Pi(X_{i}))/400\leq 2\ell(Q_{i}). By construction, we have 2QiBXi2Q_{i}\subset B_{X_{i}}, so the {2Qi}iI2\{2Q_{i}\}_{i\in I_{2}} are non-overlapping, and 5BXi100BQi5B_{X_{i}}\subset 100B_{Q_{i}}.

It remains to check that E2iWΩ(Qi)E_{2}\subset\bigcup_{i}W^{**}_{\Omega}(Q_{i}). Take XE2X\in E_{2}. From what we proved, there exists an iI2i\in I_{2} such that

(4.29) |Π(X)Π(Xi)||𝔟(Π(X))𝔟(Π(Xi))|d(Π(Xi))/20.|\Pi(X)-\Pi(X_{i})|\leq|\mathfrak{b}(\Pi(X))-\mathfrak{b}(\Pi(X_{i}))|\leq d(\Pi(X_{i}))/20.

Observe from the definition that dd is 11-Lipschitz. Therefore,

|d(Π(X))d(Π(Xi))||Π(X)Π(Xi)|d(Π(Xi))/20|d(\Pi(X))-d(\Pi(X_{i}))|\leq|\Pi(X)-\Pi(X_{i})|\leq d(\Pi(X_{i}))/20

and

(4.30) 1920d(Π(Xi))d(Π(X))2120d(Π(Xi)).\frac{19}{20}d(\Pi(X_{i}))\leq d(\Pi(X))\leq\frac{21}{20}d(\Pi(X_{i})).

From (4.29) and (4.30), we obtain

|Xxi||X𝔟(X)|+|𝔟(X)𝔟(Xi)|+|𝔟(Xi)xi|d(Π(X))800(Qi)|X-x_{i}|\leq|X-\mathfrak{b}(X)|+|\mathfrak{b}(X)-\mathfrak{b}(X_{i})|+|\mathfrak{b}(X_{i})-x_{i}|\leq d(\Pi(X))\leq 800\ell(Q_{i})

and, from (4.2) and (4.30), we get

δ(X)(12ϵ0)|X𝔟(Π(X))|17d(Π(X))18d(Π(Xi))50(Qi).\delta(X)\geq(1-2\epsilon_{0})|X-\mathfrak{b}(\Pi(X))|\geq\frac{1}{7}d(\Pi(X))\geq\frac{1}{8}d(\Pi(X_{i}))\geq 50\ell(Q_{i}).

The last two computations show that XWΩ(Qi)X\in W^{**}_{\Omega}(Q_{i}) if K1601K^{**}\geq 1601. The lemma follows. \square

5. Replacement lemma and application to the smooth distance DD

As usual, let 0<ϵ1ϵ010<\epsilon_{1}\ll\epsilon_{0}\ll 1, and then construct the collection of coherent regimes 𝔖\mathfrak{S} given by Lemma 3.16. We take then 𝒮\mathcal{S} to be either in 𝔖\mathfrak{S}, or a coherent regime included in an element of 𝔖\mathfrak{S}.

In Lemma 3.47, we started to show that the graph of bb behaves well with respect to the approximating planes PQP_{Q}, and we want to use the graph of bb as a substitute for Ω\partial\Omega. Roughly speaking, the graph of the Lipschitz function bb is “a good approximation of Ω\partial\Omega for the regime 𝒮\mathcal{S}”. Let us explain what we mean by this. The Lipschitz graph Γ𝒮\Gamma_{\mathcal{S}} defined in (4.12) is uniformly rectifiable, that is, Γ𝒮\Gamma_{\mathcal{S}} is well approximated by planes. And even better, we can easily construct explicit planes that approximate Γ𝒮\Gamma_{\mathcal{S}}.

First, we equip PP with an Euclidean structure, which means that PP can be identified to n1\mathbb{R}^{n-1}. Similarly, we identify PP^{\bot} to \mathbb{R}, and of course, we choose PP and PP^{\bot} such that Π(P)={0}\Pi^{\bot}(P)=\{0\} and Π(P)={0}\Pi(P^{\bot})=\{0\}, and so n\mathbb{R}^{n} can be identified to P×PP\times P^{\bot}.

We take a non-negative radial smooth function ηC0(P,+)\eta\in C^{\infty}_{0}(P,\mathbb{R}_{+}) which is supported in the unit ball and that satisfies Pη𝑑x=1\int_{P}\eta dx=1. Even if PP depends on the regime 𝒮\mathcal{S}, PP is identified to n1\mathbb{R}^{n-1}, so morally the smooth function η\eta is defined on n1\mathbb{R}^{n-1} and does not depend on anything but the dimension nn. For t0t\neq 0, we construct the approximation of identity by

(5.1) ηt(p):=|t|1nη(p|t|),\eta_{t}(p):=\left|t\right|^{1-n}\eta\Big{(}\frac{p}{\left|t\right|}\Big{)},

then the functions

(5.2) bt:=ηtb,𝔟t:=ηt𝔟,b^{t}:=\eta_{t}*b,\quad\mathfrak{b}^{t}:=\eta_{t}*\mathfrak{b},

and the planes

(5.3) Λ(p,t):={(q,(qp)bt(p)+bt(p)),qP}.\Lambda(p,t):=\{(q,(q-p)\nabla b^{t}(p)+b^{t}(p)),\,q\in P\}.

Notice that Λ(p,t)\Lambda(p,t) is the tangent plane of the approximating graph {𝔟t(p),pP}\left\{\mathfrak{b}^{t}(p),\,p\in P\right\} at 𝔟t(p)\mathfrak{b}^{t}(p). What we actually want is flat measures, so we fix a radial function θC(n)\theta\in C^{\infty}(\mathbb{R}^{n}) such that 0θ10\leq\theta\leq 1, suppθB(0,1)\operatorname{supp}\theta\subset B(0,1), and θ1\theta\equiv 1 on B(0,12)B(0,\frac{1}{2}). We set then

(5.4) θp,t(y):=θ(𝔟t(p)yt)\theta_{p,t}(y):=\theta\left(\frac{\mathfrak{b}^{t}(p)-y}{t}\right)

and

(5.5) λ(p,t):=Ωθp,t𝑑σΛ(p,t)θp,t𝑑μΛ(p,t)=cθ1|t|1nΩθp,t𝑑σ\lambda(p,t):=\dfrac{\displaystyle\int_{\partial\Omega}\theta_{p,t}\,d\sigma}{\displaystyle\int_{\Lambda(p,t)}\theta_{p,t}\,d\mu_{\Lambda(p,t)}}=c_{\theta}^{-1}\left|t\right|^{1-n}\int_{\partial\Omega}\theta_{p,t}\,d\sigma

where the second inequality uses the fact that we centered θp,t\theta_{p,t} at 𝔟t(p)Λ(p,t)\mathfrak{b}^{t}(p)\in\Lambda(p,t), and cθ:=n1θ(y)𝑑yc_{\theta}:=\int_{\mathbb{R}^{n-1}}\theta(y)dy. Note that the Ahlfors regularity of σ\sigma implies that

(5.6) λ(p,t)1,\lambda(p,t)\approx 1,

whenever 𝔟t(p)\mathfrak{b}^{t}(p) is close to Ω\partial\Omega - which is the case when d(p)|t|(Q(𝒮))d(p)\lesssim\left|t\right|\lesssim\ell(Q(\mathcal{S})) - and with constants that depend only on CσC_{\sigma} and nn. Finally, we introduce the flat measures

(5.7) μp,t:=λ(p,t)μΛ(p,t).\mu_{p,t}:=\lambda(p,t)\mu_{\Lambda(p,t)}.

The flat measures μp,t\mu_{p,t} are approximations of the Hausdorff measure on Γ𝒮\Gamma_{\mathcal{S}}, and we shall show that the same explicit measures almost minimize the distance from σ\sigma to flat measures, for the local Wasserstein distances distQ\operatorname{dist}_{Q} with Q𝒮Q\in\mathcal{S}.

Lemma 5.8.

For Q𝒮Q\in\mathcal{S}, pΠ(32BQ)p\in\Pi(\frac{3}{2}B_{Q}), and (Q)/4|t|(Q)/2\ell(Q)/4\leq\left|t\right|\leq\ell(Q)/2, we have

(5.9) distQ(σ,μp,t)Cασ(Q),\operatorname{dist}_{Q}(\sigma,\mu_{p,t})\leq C\alpha_{\sigma}(Q),

where C>0C>0 depends only on nn and CσC_{\sigma}.

The lemma is not very surprising. The plane Λ(p,t)\Lambda(p,t) is obtained by locally smoothing Γ𝒮\Gamma_{\mathcal{S}}, which is composed of pieces of planes that approximate Ω\partial\Omega.

Proof: Thanks to the good approximation properties of the Lipschitz graph 𝔟(p)\mathfrak{b}(p) that we obtain in Section 3.4, this lemma can be proved similarly as Lemma 5.22 in [DFM2].

Let Q𝒮Q\in\mathcal{S}, pΠ(32BQ)p\in\Pi(\frac{3}{2}B_{Q}), and tt with (Q)/4|t|(Q)/2\ell(Q)/4\leq\left|t\right|\leq\ell(Q)/2 be fixed. Denote r=|t|r=\left|t\right|. By Lemma 3.16, ασ(Q)ϵ1\alpha_{\sigma}(Q)\leq\epsilon_{1}. Since we have chosen ϵ1\epsilon_{1} sufficiently small, Lemma 3.13 gives that

(5.10) supy999ΔQdist(y,PQ)Cϵ11/n(Q)10(Q).\sup_{y\in 999\Delta_{Q}}\operatorname{dist}(y,P_{Q})\leq C\epsilon_{1}^{1/n}\ell(Q)\leq 10\ell(Q).

Define a Lipschitz function Ψ\Psi by

Ψ(z):={14zB(xQ,100(Q)),13600(Q)(103(Q)|zxQ|)+otherwise,\Psi(z):=\begin{cases}\frac{1}{4}\qquad\qquad z\in B(x_{Q},100\ell(Q)),\\ \frac{1}{3600\ell(Q)}\left(10^{3}\ell(Q)-\left|z-x_{Q}\right|\right)_{+}\quad\text{otherwise},\end{cases}

where (f(z))+:=max{0,f(z)}(f(z))_{+}:=\max\left\{0,f(z)\right\}. Then set f(z)=Ψ(z)dist(z,PQ)f(z)=\Psi(z)\operatorname{dist}(z,P_{Q}). Observe that suppfB(xQ,103(Q))\operatorname{supp}f\subset B(x_{Q},10^{3}\ell(Q)), and that |f(z)|Ψ(z)+dist(z,PQ)|Ψ|1\left|\nabla f(z)\right|\leq\Psi(z)+\operatorname{dist}(z,P_{Q})\left|\nabla\Psi\right|\leq 1, because dist(z,PQ)10(Q)+103(Q)\operatorname{dist}(z,P_{Q})\leq 10\ell(Q)+10^{3}\ell(Q) by (5.10). Hence fLip(Q)f\in Lip(Q). By using successively the facts that f0f\geq 0, f𝑑μQ=0\int f\,d\mu_{Q}=0 and (3.12), we have that

(5.11) Δ(xQ,100(Q))dist(z,PQ)𝑑σ(z)=4Δ(xQ,100(Q))Ψ(z)dist(z,PQ)𝑑σ(z)4f𝑑σ=4f(z)(dσdμQ)C(Q)nασ(Q).\int_{\Delta(x_{Q},100\ell(Q))}\operatorname{dist}(z,P_{Q})d\sigma(z)=4\int_{\Delta(x_{Q},100\ell(Q))}\Psi(z)\operatorname{dist}(z,P_{Q})d\sigma(z)\\ \leq 4\int f\,d\sigma=4\int f(z)(d\sigma-d\mu_{Q})\leq C\ell(Q)^{n}\alpha_{\sigma}(Q).

Now we estimate the distance from Λ(p,t)\Lambda(p,t) to PQP_{Q}. Write

dist(𝔟t(p),PQ)qB(p,r)Pηt(pq)dist(𝔟(q),PQ)𝑑q.\operatorname{dist}(\mathfrak{b}^{t}(p),P_{Q})\leq\int_{q\in B(p,r)\cap P}\eta_{t}(p-q)\operatorname{dist}(\mathfrak{b}(q),P_{Q})dq.

Notice that our choice of pp and tt ensures that

(5.12) B(p,r)PΠ(2BQ).B(p,r)\cap P\subset\Pi(2B_{Q}).

So we have that

(5.13) dist(𝔟t(p),PQ)r1nηqΠ(2BQ)dist(𝔟(q),PQ)𝑑qCr1nη(Q)nασ(Q)C(Q)ασ(Q),\operatorname{dist}(\mathfrak{b}^{t}(p),P_{Q})\leq r^{1-n}\left\|\eta\right\|_{\infty}\int_{q\in\Pi(2B_{Q})}\operatorname{dist}(\mathfrak{b}(q),P_{Q})dq\\ \leq Cr^{1-n}\left\|\eta\right\|_{\infty}\ell(Q)^{n}\alpha_{\sigma}(Q)\leq C\ell(Q)\alpha_{\sigma}(Q),

where we have used Lemma 3.47. We claim that

(5.14) dist(y,PQ)Cασ(Q)(|y𝔟t(p)|+(Q))for all yΛ(p,t).\operatorname{dist}(y,P_{Q})\leq C\alpha_{\sigma}(Q)\left(\left|y-\mathfrak{b}^{t}(p)\right|+\ell(Q)\right)\qquad\text{for all }y\in\Lambda(p,t).

Let y=(q,(qp)bt(p)+bt(p))Λ(p,t)y=(q,(q-p)\nabla b^{t}(p)+b^{t}(p))\in\Lambda(p,t) be fixed. Denote by ΠQ\Pi_{Q}^{\bot} the orthogonal projection on the orthogonal complement of PQP_{Q}. Then

(5.15) dist(y,PQ)|ΠQ(y𝔟t(p))|+dist(𝔟t(p),PQ).\operatorname{dist}(y,P_{Q})\leq\left|\Pi_{Q}^{\bot}\left(y-\mathfrak{b}^{t}(p)\right)\right|+\operatorname{dist}(\mathfrak{b}^{t}(p),P_{Q}).

Also, ΠQ(PQ)\Pi_{Q}^{\bot}(P_{Q}) is a single point ξQ\xi_{Q}\in\mathbb{R}. Denote v:=y𝔟t(p)=(qp,(qp)bt(p))v:=y-\mathfrak{b}^{t}(p)=(q-p,(q-p)\nabla b^{t}(p)). Let v^i=v^i(p,t)=pi𝔟t(p)\hat{v}^{i}=\hat{v}^{i}(p,t)=\partial_{p_{i}}\mathfrak{b}^{t}(p), i=1,2,,n1i=1,2,\dots,n-1. Then v=i=1n1(qipi)v^iv=\sum_{i=1}^{n-1}(q_{i}-p_{i})\hat{v}^{i}. We estimate |ΠQ(v^i)|\left|\Pi_{Q}^{\bot}(\hat{v}^{i})\right|. By definition, we write

|ΠQ(v^i)|=|ΠQ(pi𝔟t(p))|=1r|ΠQ((iη)t𝔟(p))|=1r|qB(p,r)P(iη)t(pq)ΠQ(𝔟(q))𝑑q|=1r|qB(p,r)P(iη)t(pq)(ΠQ(𝔟(q))ξQ)𝑑q|,\left|\Pi_{Q}^{\bot}(\hat{v}^{i})\right|=\left|\Pi_{Q}^{\bot}(\partial_{p_{i}}\mathfrak{b}^{t}(p))\right|=\frac{1}{r}\left|\Pi_{Q}^{\bot}((\partial_{i}\eta)_{t}*\mathfrak{b}(p))\right|=\frac{1}{r}\left|\int_{q\in B(p,r)\cap P}(\partial_{i}\eta)_{t}(p-q)\Pi_{Q}^{\bot}(\mathfrak{b}(q))dq\right|\\ =\frac{1}{r}\left|\int_{q\in B(p,r)\cap P}(\partial_{i}\eta)_{t}(p-q)\left(\Pi_{Q}^{\bot}(\mathfrak{b}(q))-\xi_{Q}\right)dq\right|,

where in the last equality we have used that (iη)t(x)𝑑x=0\int(\partial_{i}\eta)_{t}(x)dx=0. Notice that |ΠQ(z)ξQ|=|ΠQ(z)ΠQ(PQ)|=dist(z,PQ)\left|\Pi_{Q}^{\bot}(z)-\xi_{Q}\right|=\left|\Pi_{Q}^{\bot}(z)-\Pi_{Q}^{\bot}(P_{Q})\right|=\operatorname{dist}(z,P_{Q}), so we have that

|ΠQ(v^i)|1rniηqB(p,r)Pdist(𝔟(q),PQ)𝑑qCrn(Q)nασ(Q)Cασ(Q)\left|\Pi_{Q}^{\bot}(\hat{v}^{i})\right|\leq\frac{1}{r^{n}}\left\|\partial_{i}\eta\right\|_{\infty}\int_{q\in B(p,r)\cap P}\operatorname{dist}(\mathfrak{b}(q),P_{Q})dq\leq\frac{C}{r^{n}}\ell(Q)^{n}\alpha_{\sigma}(Q)\leq C\alpha_{\sigma}(Q)

by (5.12) and Lemma 3.47. This gives that

(5.16) |ΠQ(v)|Cασ(Q)|v|.\left|\Pi_{Q}^{\bot}(v)\right|\leq C\alpha_{\sigma}(Q)\left|v\right|.

Then the claim (5.14) follows from (5.15) and (5.13).

Next we compare cQc_{Q} (defined in (3.11)) and λ(p,t)\lambda(p,t), and claim that

(5.17) |λ(p,t)cQ|Cασ(Q).\left|\lambda(p,t)-c_{Q}\right|\leq C\alpha_{\sigma}(Q).

We intend to apply (3.12) to the 1-Lipschitz function |t|θp,t/θLip|t|\,\theta_{p,t}/\left\|\theta\right\|_{Lip}. So we need to check that suppθp,tB(xQ,103(Q))\operatorname{supp}\theta_{p,t}\subset B(x_{Q},10^{3}\ell(Q)). By the construction of θp,t\theta_{p,t}, we have that suppθp,tB(𝔟t(p),r)\operatorname{supp}\theta_{p,t}\subset B(\mathfrak{b}^{t}(p),r). By Lemma 3.40 and the fact that ϵ0\epsilon_{0} has been chosen to be small,

(5.18) |𝔟t(p)𝔟(p)|=|bt(p)b(p)|=|ηt(q)(b(q)b(p))𝑑q|br2ϵ0r<r.\left|\mathfrak{b}^{t}(p)-\mathfrak{b}(p)\right|=\left|b^{t}(p)-b(p)\right|=\left|\int\eta_{t}(q)\left(b(q)-b(p)\right)dq\right|\leq\left\|\nabla b\right\|_{\infty}r\leq 2\,\epsilon_{0}\,r<r.

So B(𝔟t(p),r)B(𝔟(p),2r)B(\mathfrak{b}^{t}(p),r)\subset B(\mathfrak{b}(p),2r). We show that

(5.19) |𝔟(p)xQ|10(Q).\left|\mathfrak{b}(p)-x_{Q}\right|\leq 10\ell(Q).

Then the assumption r[(Q)/4,(Q)/2]r\in[\ell(Q)/4,\ell(Q)/2] gives that suppθp,tB(𝔟(p),2r)B(xQ,103(Q))\operatorname{supp}\theta_{p,t}\subset B(\mathfrak{b}(p),2r)\subset B(x_{Q},10^{3}\ell(Q)), as desired. To see (5.19), we recall that pΠ(32BQ)p\in\Pi(\frac{3}{2}B_{Q}), and so |pΠ(xQ)|3(Q)/2\left|p-\Pi(x_{Q})\right|\leq 3\ell(Q)/2. Let xΩx\in\partial\Omega be a point such that |𝔟(p)x|=dist(𝔟(p),Ω)ϵ1(Q)\left|\mathfrak{b}(p)-x\right|=\operatorname{dist}(\mathfrak{b}(p),\partial\Omega)\lesssim\epsilon_{1}\ell(Q), where the last inequality is due to Lemma 3.46. Notice that by the definition (3.28), d(Π(xQ))(Q)d(\Pi(x_{Q}))\leq\ell(Q). So if |xxQ|103d(Π(xQ))\left|x-x_{Q}\right|\leq 10^{-3}d(\Pi(x_{Q})), then |xxQ|103(Q)\left|x-x_{Q}\right|\leq 10^{-3}\ell(Q), and thus

|𝔟(p)xQ||𝔟(p)x|+|xxQ|Cϵ1(Q)+103(Q)10(Q),\left|\mathfrak{b}(p)-x_{Q}\right|\leq\left|\mathfrak{b}(p)-x\right|+\left|x-x_{Q}\right|\leq C\epsilon_{1}\ell(Q)+10^{-3}\ell(Q)\leq 10\ell(Q),

as desired. If |xxQ|>103d(Π(xQ))\left|x-x_{Q}\right|>10^{-3}d(\Pi(x_{Q})), then we can apply (3.29) to get that |Π(x)Π(xQ)|2ϵ0|Π(x)Π(xQ)|\left|\Pi^{\bot}(x)-\Pi^{\bot}(x_{Q})\right|\leq 2\epsilon_{0}\left|\Pi(x)-\Pi(x_{Q})\right|. By the triangle inequality, |Π(x)Π(xQ)||Π(x)p|+|pΠ(xQ)|(Cϵ1+32)(Q)\left|\Pi(x)-\Pi(x_{Q})\right|\leq\left|\Pi(x)-p\right|+\left|p-\Pi(x_{Q})\right|\leq\left(C\epsilon_{1}+\frac{3}{2}\right)\ell(Q), and so |Π(x)Π(xQ)|2ϵ0(32+Cϵ1)(Q)\left|\Pi^{\bot}(x)-\Pi^{\bot}(x_{Q})\right|\leq 2\epsilon_{0}\left(\frac{3}{2}+C\epsilon_{1}\right)\ell(Q). Hence, we still have that

|𝔟(p)xQ||𝔟(p)x|+|xxQ|Cϵ1(Q)+2(Cϵ1+3/2)(Q)10(Q),\left|\mathfrak{b}(p)-x_{Q}\right|\leq\left|\mathfrak{b}(p)-x\right|+\left|x-x_{Q}\right|\leq C\epsilon_{1}\ell(Q)+2\left(C\epsilon_{1}+3/2\right)\ell(Q)\leq 10\ell(Q),

which completes the proof of (5.19). We have justified that tθp,t/θLipLip(Q)t\,\theta_{p,t}/\left\|\theta\right\|_{Lip}\in Lip(Q), so we can apply (3.12) to this function and obtain that

(5.20) |cθrn1λ(p,t)cQθp,t𝑑μPQ|=|θp,t(dσdμQ)|C(Q)n1ασ(Q).\left|c_{\theta}r^{n-1}\lambda(p,t)-c_{Q}\int\theta_{p,t}d\mu_{P_{Q}}\right|=\left|\int\theta_{p,t}(d\sigma-d\mu_{Q})\right|\leq C\ell(Q)^{n-1}\alpha_{\sigma}(Q).

We now estimate Aμ:=cQθp,t(z)𝑑μPQ(z)A_{\mu}:=c_{Q}\int\theta_{p,t}(z)d\mu_{P_{Q}}(z). Denote by ΠQ\Pi_{Q} the orthogonal projection from Λ(p,t)\Lambda(p,t) to PQP_{Q}; by (5.16) this is an affine bijection, with a constant Jacobian JQJ_{Q} that satisfies

(5.21) |det(JQ)1||1Cασ(Q)21|Cασ(Q).\left|\det(J_{Q})-1\right|\leq\left|\sqrt{1-C\alpha_{\sigma}(Q)^{2}}-1\right|\leq C\alpha_{\sigma}(Q).

By a change of variables z=ΠQ(y)z=\Pi_{Q}(y), we write

(5.22) Aμ=cQdet(JQ)yΛ(p,t)θp,t(ΠQ(y))𝑑μΛ(p,t)(y).A_{\mu}=c_{Q}\det(J_{Q})\int_{y\in\Lambda(p,t)}\theta_{p,t}\left(\Pi_{Q}(y)\right)d\mu_{\Lambda(p,t)}(y).

We compare yΛ(p,t)θp,t(ΠQ(y))𝑑μΛ(p,t)(y)\int_{y\in\Lambda(p,t)}\theta_{p,t}\left(\Pi_{Q}(y)\right)d\mu_{\Lambda(p,t)}(y) and yΛ(p,t)θp,t(y)𝑑μΛ(p,t)(y)\int_{y\in\Lambda(p,t)}\theta_{p,t}(y)d\mu_{\Lambda(p,t)}(y). For yΛ(p,t)y\in\Lambda(p,t), |ΠQ(y)y|=dist(y,PQ)\left|\Pi_{Q}(y)-y\right|=\operatorname{dist}(y,P_{Q}). So by (5.14), for yΛ(p,t)y\in\Lambda(p,t)

(5.23) |θp,t(ΠQ(y))θp,t(y)|θLipr1|ΠQ(y)y|Cr1ασ(Q)(|y𝔟t(p)|+(Q)).\left|\theta_{p,t}\left(\Pi_{Q}(y)\right)-\theta_{p,t}(y)\right|\leq\left\|\theta\right\|_{Lip}r^{-1}\left|\Pi_{Q}(y)-y\right|\leq C\,r^{-1}\alpha_{\sigma}(Q)\left(\left|y-\mathfrak{b}^{t}(p)\right|+\ell(Q)\right).

Moreover, the support property of θp,t\theta_{p,t} implies that |θp,t(ΠQ(y))θp,t(y)|\left|\theta_{p,t}\left(\Pi_{Q}(y)\right)-\theta_{p,t}(y)\right| is not zero when either yB(𝔟t(p),r)y\in B(\mathfrak{b}^{t}(p),r) or ΠQ(y)B(𝔟t(p),r)\Pi_{Q}(y)\in B(\mathfrak{b}^{t}(p),r). By the triangle inequality and (5.14),

|y𝔟t(p)||ΠQ(y)𝔟t(p)|+Cασ(Q)(|y𝔟t(p)|+(Q)).\left|y-\mathfrak{b}^{t}(p)\right|\leq\left|\Pi_{Q}(y)-\mathfrak{b}^{t}(p)\right|+C\alpha_{\sigma}(Q)\left(\left|y-\mathfrak{b}^{t}(p)\right|+\ell(Q)\right).

Since ασ(Q)ϵ1\alpha_{\sigma}(Q)\leq\epsilon_{1} is sufficiently small, we get that when ΠQ(y)B(𝔟t(p),r)\Pi_{Q}(y)\in B(\mathfrak{b}^{t}(p),r), |y𝔟t(p)|2r+𝒞ϵ1(Q)3(Q)\left|y-\mathfrak{b}^{t}(p)\right|\leq 2r+\mathcal{C}\epsilon_{1}\ell(Q)\leq 3\ell(Q). So by (5.23) and the fact that suppθp,tB(𝔟t(p),r)\operatorname{supp}\theta_{p,t}\subset B(\mathfrak{b}^{t}(p),r),

(5.24) |yΛ(p,t)(θp,t(ΠQ(y))θp,t(y))𝑑μΛ(p,t)(y)|Crn1ασ(Q).\left|\int_{y\in\Lambda(p,t)}\left(\theta_{p,t}\left(\Pi_{Q}(y)\right)-\theta_{p,t}(y)\right)d\mu_{\Lambda(p,t)}(y)\right|\leq C\,r^{n-1}\alpha_{\sigma}(Q).

Recalling the definition of cθc_{\theta}, we have obtained that |AμcQdet(JQ)cθrn1|CcQrn1ασ(Q)\left|A_{\mu}-c_{Q}\det(J_{Q})c_{\theta}\,r^{n-1}\right|\leq C\,c_{Q}\,r^{n-1}\alpha_{\sigma}(Q). By the triangle inequality, (5.21), and the fact that r(Q)r\approx\ell(Q),

|AμcQcθrn1|CcQασ(Q)(Q)n1.\left|A_{\mu}-c_{Q}\,c_{\theta}\,r^{n-1}\right|\leq C\,c_{Q}\alpha_{\sigma}(Q)\ell(Q)^{n-1}.

By this, the triangle inequality and (5.20),

(5.25) cθrn1|λ(p,t)cQ|=|cθrn1λ(p,t)cQcθrn1|C(1+cQ)ασ(Q)(Q)n1,c_{\theta}\,r^{n-1}\left|\lambda(p,t)-c_{Q}\right|=\left|c_{\theta}r^{n-1}\lambda(p,t)-c_{Q}\,c_{\theta}\,r^{n-1}\right|\leq C(1+c_{Q})\alpha_{\sigma}(Q)\ell(Q)^{n-1},

which implies that |λ(p,t)cQ|12(1+cQ)\left|\lambda(p,t)-c_{Q}\right|\leq\frac{1}{2}(1+c_{Q}) because ασ(Q)\alpha_{\sigma}(Q) is sufficiently small. But we know λ(p,t)1\lambda(p,t)\approx 1 by (5.6), so cQ1c_{Q}\approx 1 and then (5.25) yields the desired estimate (5.17).

Finally, we are ready to show that

(5.26) distQ(μQ,μp,t)Cασ(Q).\operatorname{dist}_{Q}(\mu_{Q},\mu_{p,t})\leq C\alpha_{\sigma}(Q).

Let fLip(Q)f\in Lip(Q). We have that

f(z)𝑑μQ(z)=cQPQf(z)𝑑μPQ(z)=cQdet(JQ)Λ(p,t)f(ΠQ(y))𝑑μΛ(p,t)(y).\int f(z)d\mu_{Q}(z)=c_{Q}\int_{P_{Q}}f(z)d\mu_{P_{Q}}(z)=c_{Q}\det(J_{Q})\int_{\Lambda(p,t)}f\left(\Pi_{Q}(y)\right)d\mu_{\Lambda(p,t)}(y).

An argument similar to the one for (5.24) gives that

|Λ(p,t)(f(ΠQ(y))f(y))𝑑μΛ(p,t)(y)|Cασ(Q)(Q)n.\left|\int_{\Lambda(p,t)}\left(f\left(\Pi_{Q}(y)\right)-f(y)\right)d\mu_{\Lambda(p,t)}(y)\right|\leq C\alpha_{\sigma}(Q)\ell(Q)^{n}.

So

|f𝑑μQλ(p,t)f𝑑μΛ(p,t)||f𝑑μQcQf𝑑μΛ(p,t)|+|λ(p,t)cQ||f𝑑μΛ(p,t)|CcQdet(JQ)ασ(Q)(Q)n+cQ|det(JQ)1||f𝑑μΛ(p,t)|+|λ(p,t)cQ||f𝑑μΛ(p,t)|.\left|\int f\,d\mu_{Q}-\lambda(p,t)\int f\,d\mu_{\Lambda(p,t)}\right|\leq\left|\int f\,d\mu_{Q}-c_{Q}\int f\,d\mu_{\Lambda(p,t)}\right|+\left|\lambda(p,t)-c_{Q}\right|\left|\int f\,d\mu_{\Lambda(p,t)}\right|\\ \leq Cc_{Q}\det(J_{Q})\alpha_{\sigma}(Q)\ell(Q)^{n}+c_{Q}\left|\det(J_{Q})-1\right|\left|\int f\,d\mu_{\Lambda(p,t)}\right|+\left|\lambda(p,t)-c_{Q}\right|\left|\int f\,d\mu_{\Lambda(p,t)}\right|.

By (5.21), (5.17), and cQ1c_{Q}\approx 1,

(5.27) |f𝑑μQλ(p,t)f𝑑μΛ(p,t)|Cασ(Q)(Q)n,\left|\int f\,d\mu_{Q}-\lambda(p,t)\int f\,d\mu_{\Lambda(p,t)}\right|\leq C\alpha_{\sigma}(Q)\ell(Q)^{n},

which proves (5.26). Now (5.9) follows from (5.26) and (3.12). ∎

We want to use the flat measures μp,t\mu_{p,t} to estimate the smooth distance DβD_{\beta} introduced in (1.3). But before that, we shall need to introduce

(5.28) ασ(Q,k):=ασ(Q(k)),\alpha_{\sigma}(Q,k):=\alpha_{\sigma}(Q^{(k)}),

where Q(k)Q^{(k)} is the unique ancestor of QQ such that (Q(k))=2k(Q)\ell(Q^{(k)})=2^{k}\ell(Q), and then for β>0\beta>0,

(5.29) ασ,β(Q):=k2kβασ(Q,k).\alpha_{\sigma,\beta}(Q):=\sum_{k\in\mathbb{N}}2^{-k\beta}\alpha_{\sigma}(Q,k).

The collection {ασ,β(Q)}Q\{\alpha_{\sigma,\beta}(Q)\}_{Q} is nice, because we have

(5.30) ασ,β(Q)ασ,β(Q)\alpha_{\sigma,\beta}(Q^{*})\approx\alpha_{\sigma,\beta}(Q)

whenever Q𝔻ΩQ\in\mathbb{D}_{\partial\Omega} and QQ^{*} is the parent of QQ, a property which is not satisfied by the {ασ(Q)}Q\{\alpha_{\sigma}(Q)\}_{Q}. And of course the ασ,β(Q)\alpha_{\sigma,\beta}(Q)’s still satisfies the Carleson packing condition.

Lemma 5.31.

Let Ω\partial\Omega be uniformly rectifiable and σ\sigma be an Ahlfors regular measure satisfying (1.1). There exists a constant Cσ,βC_{\sigma,\beta} that depends only on the constant in (3.9), the Ahlfors regular constant CσC_{\sigma}, and β\beta such that, for any Q0𝔻ΩQ_{0}\in\mathbb{D}_{\partial\Omega},

(5.32) Q𝔻Ω(Q0)|ασ,β(Q)|2σ(Q)Cσ,βσ(Q0).\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q)\leq C_{\sigma,\beta}\sigma(Q_{0}).

Proof: By Cauchy-Schwarz,

|ασ,β(Q)|2(k2βkασ(Q,k)2)(k2βk)Ck2βkασ(Q,k)2.\left|\alpha_{\sigma,\beta}(Q)\right|^{2}\leq\left(\sum_{k\in\mathbb{N}}2^{-\beta k}\alpha_{\sigma}(Q,k)^{2}\right)\left(\sum_{k\in\mathbb{N}}2^{-\beta k}\right)\leq C\sum_{k\in\mathbb{N}}2^{-\beta k}\alpha_{\sigma}(Q,k)^{2}.

Therefore,

(5.33) Q𝔻Ω(Q0)|ασ,β(Q)|2σ(Q)CQ𝔻Ω(Q0)k2βkασ(Q,k)2σ(Q)=Ck2βkQ𝔻Ω(Q0)ασ(Q,k)2σ(Q)=:Ck2βk(I1+I2),\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q)\leq C\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}\sum_{k\in\mathbb{N}}2^{-\beta k}\alpha_{\sigma}(Q,k)^{2}\sigma(Q)\\ =C\sum_{k\in\mathbb{N}}2^{-\beta k}\sum_{Q\in\mathbb{D}_{\Omega}(Q_{0})}\alpha_{\sigma}(Q,k)^{2}\sigma(Q)=:C\sum_{k\in\mathbb{N}}2^{-\beta k}\left(I_{1}+I_{2}\right),

where I1I_{1} is the sum over Q𝔻σ(Q0)Q\in\mathbb{D}_{\sigma}(Q_{0}) such that 2k(Q)<(Q0)2^{k}\ell(Q)<\ell(Q_{0}), and I2I_{2} is the rest. By (3.8) and Alfhors regularity of Ω\partial\Omega,

I2CQ𝔻Ω(Q0),(Q)2k(Q0)σ(Q)Cj=0k(Q)=2j(Q0)σ(Q)Cj=0k(Q0)d=Ckσ(Q0).I_{2}\leq C\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0}),\,\ell(Q)\geq 2^{-k}\ell(Q_{0})}\sigma(Q)\leq C\sum_{j=0}^{k}\sum_{\ell(Q)=2^{-j}\ell(Q_{0})}\sigma(Q)\leq C\sum_{j=0}^{k}\ell(Q_{0})^{d}=Ck\sigma(Q_{0}).

For I1I_{1}, we observe that σ(Q(k))2kdσ(Q)\sigma(Q^{(k)})\approx 2^{kd}\sigma(Q), and that for each Q(k)Q^{(k)}, it has at most C2kdC2^{kd} descendants such that (Q(k))=2k(Q)\ell(Q^{(k)})=2^{k}\ell(Q). Therefore,

I1CQ𝔻Ω(Q0),(Q)<2k(Q0)ασ(Q(k))2σ(Q(k))2kdCQ(k)𝔻Ω(Q0),(Q(k))(Q0)ασ(Q(k))2σ(Q(k))=CQ𝔻Ω(Q0)ασ(Q)2σ(Q)Cσ(Q0)I_{1}\leq C\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0}),\,\ell(Q)<2^{-k}\ell(Q_{0})}\alpha_{\sigma}(Q^{(k)})^{2}\sigma(Q^{(k)})2^{-kd}\\ \leq C\sum_{Q^{(k)}\in\mathbb{D}_{\partial\Omega}(Q_{0}),\,\ell(Q^{(k)})\leq\ell(Q_{0})}\alpha_{\sigma}(Q^{(k)})^{2}\sigma(Q^{(k)})=C\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}\alpha_{\sigma}(Q)^{2}\sigma(Q)\leq C\sigma(Q_{0})

by (3.9). Returning to (5.33), we have that

Q𝔻Ω(Q0)|ασ,β(Q)|2σ(Q)Ck2βk(k+1)σ(Q0)Cσ(Q0),\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q)\leq C\sum_{k\in\mathbb{N}}2^{-\beta k}(k+1)\sigma(Q_{0})\leq C\sigma(Q_{0}),

as desired. \square

The quantities ασ,β\alpha_{\sigma,\beta} are convenient, because we can now obtain an analogue of Lemma 5.8 where we don’t need to pay too much attention on the choices of pp and tt.

Lemma 5.34.

Let β>0\beta>0 and K1K\geq 1. For Q𝒮Q\in\mathcal{S}, pΠ(KBQ)p\in\Pi(KB_{Q}), and (Q)/K|t|K(Q)\ell(Q)/K\leq\left|t\right|\leq K\ell(Q), we have

(5.35) distQ(σ,μp,t)Cβ,Kασ,β(Q),\operatorname{dist}_{Q}(\sigma,\mu_{p,t})\leq C_{\beta,K}\alpha_{\sigma,\beta}(Q),

where Cβ,K>0C_{\beta,K}>0 depends only on nn, CσC_{\sigma}, β\beta, and KK.

Proof: First, we prove that when pΠ(32BQ)p\in\Pi(\frac{3}{2}B_{Q}) and (Q)/K|t|(Q)/2\ell(Q)/K\leq|t|\leq\ell(Q)/2, we have

(5.36) distQ(σ,μp,t)CKασ(Q),\operatorname{dist}_{Q}(\sigma,\mu_{p,t})\leq C_{K}\alpha_{\sigma}(Q),

We set tj=22j(Q)t_{j}=2^{-2-j}\ell(Q). We also take a dyadic cube QQQ^{\prime}\subset Q such that (Q)/4|t|(Q)/2\ell(Q^{\prime})/4\leq|t|\leq\ell(Q^{\prime})/2, and then we pick p0Π(32BQ)p_{0}\in\Pi(\frac{3}{2}B_{Q^{\prime}}). By Lemma 5.8, we have that

distQ(σ,μp,t0)+distQ(σ,μp0,t0)ασ(Q),\operatorname{dist}_{Q}(\sigma,\mu_{p,t_{0}})+\operatorname{dist}_{Q}(\sigma,\mu_{p_{0},t_{0}})\lesssim\alpha_{\sigma}(Q),

so distQ(μp,t0,μp0,t0)ασ(Q)\operatorname{dist}_{Q}(\mu_{p,t_{0}},\mu_{p_{0},t_{0}})\lesssim\alpha_{\sigma}(Q) too. Consequently, the claim (5.36) is reduced to

(5.37) distQ(μp0,t,μp0,t0)CKασ(Q).\operatorname{dist}_{Q}(\mu_{p_{0},t},\mu_{p_{0},t_{0}})\leq C_{K}\alpha_{\sigma}(Q).

For this latter bound, we decompose

(5.38) distQ(μp0,t,μp0,t0)distQ(μp0,t,μp0,tk)+j=0k1distQ(μp0,tj,μp0,tj+1),\operatorname{dist}_{Q}(\mu_{p_{0},t},\mu_{p_{0},t_{0}})\leq\operatorname{dist}_{Q}(\mu_{p_{0},t},\mu_{p_{0},t_{k}})+\sum_{j=0}^{k-1}\operatorname{dist}_{Q}(\mu_{p_{0},t_{j}},\mu_{p_{0},t_{j+1}}),

where kk is chosen so that tk=(Q)/2t_{k}=\ell(Q^{\prime})/2, and k1+log2(K)k\leq 1+\log_{2}(K) is bounded by KK. We look at distQ(μp0,t,μp0,tk)\operatorname{dist}_{Q}(\mu_{p_{0},t},\mu_{p_{0},t_{k}}), but since we are dealing with two flat measures that intersects BQB_{Q^{\prime}}, Lemma A.5 in [Fen1] shows that

(5.39) distQ(μp0,t,μp0,tk)distQ(μp0,t,μp0,tk)\operatorname{dist}_{Q}(\mu_{p_{0},t},\mu_{p_{0},t_{k}})\lesssim\operatorname{dist}_{Q^{\prime}}(\mu_{p_{0},t},\mu_{p_{0},t_{k}})

and then Lemma 5.8 and the fact that (Q)K(Q)\ell(Q^{\prime})\approx_{K}\ell(Q) entail that

(5.40) distQ(μp0,t,μp0,tk)distQ(μp0,t,σ)+distQ(σ,μp0,tk)ασ(Q)CKασ(Q).\operatorname{dist}_{Q}(\mu_{p_{0},t},\mu_{p_{0},t_{k}})\lesssim\operatorname{dist}_{Q^{\prime}}(\mu_{p_{0},t},\sigma)+\operatorname{dist}_{Q^{\prime}}(\sigma,\mu_{p_{0},t_{k}})\lesssim\alpha_{\sigma}(Q^{\prime})\leq C_{K}\alpha_{\sigma}(Q).

A similar reasoning gives that

(5.41) distQ(μp0,tj,μp0,tj+1)CKασ(Q)\operatorname{dist}_{Q}(\mu_{p_{0},t_{j}},\mu_{p_{0},t_{j+1}})\lesssim C_{K}\alpha_{\sigma}(Q)

whenever 0jk10\leq j\leq k-1. The combination of (5.38), (5.40), and (5.41) shows the claim (5.37) and thus (5.36).

In the general case, we pick the smallest ancestor QQ^{*} of QQ such that pΠ(32BQ)p\in\Pi(\frac{3}{2}B_{Q^{*}}) and |t|(Q)/2|t|\leq\ell(Q^{*})/2, and we apply (5.36) to get

distQ(σ,μp,t)CKασ(Q).\operatorname{dist}_{Q}(\sigma,\mu_{p,t})\leq C_{K}\alpha_{\sigma}(Q^{*}).

The lemma follows then by simply observing that ασ(Q)ασ,β(Q)\alpha_{\sigma}(Q^{*})\lesssim\alpha_{\sigma,\beta}(Q). \square

We need the constant

(5.42) cβ:=n1(1+|p|2)d+β2𝑑yc_{\beta}:=\int_{\mathbb{R}^{n-1}}(1+|p|^{2})^{-\frac{d+\beta}{2}}dy

and the unit vector Np,tN_{p,t} defined as the vector

(5.43) Np,t(X):=[dist(.,Λ(p,t))](X)N_{p,t}(X):=[\nabla\operatorname{dist}(.,\Lambda(p,t))](X)

which is of course constant on the two connected components of nΛ(p,t)\mathbb{R}^{n}\setminus\Lambda(p,t). We are now ready to compare DβD_{\beta} with the distance to Λ(p,t)\Lambda(p,t).

Lemma 5.44.

Let Q𝒮Q\in\mathcal{S}, XWΩ(Q)X\in W_{\Omega}(Q), pΠ(25Q)p\in\Pi(2^{5}Q) and 25(Q)|t|25(Q)2^{-5}\ell(Q)\leq|t|\leq 2^{5}\ell(Q). We have

(5.45) |Dββ(X)cβλ(p,t)dist(X,Λ(p,t))β|C(Q)βασ,β(Q).|D^{-\beta}_{\beta}(X)-c_{\beta}\lambda(p,t)\operatorname{dist}(X,\Lambda(p,t))^{-\beta}|\leq C\ell(Q)^{-\beta}\alpha_{\sigma,\beta}(Q).

and

(5.46) |[Dββ](X)+βcβλ(p,t)dist(X,Λ(p,t))β1Np,t(X)|C(Q)β1ασ,β+1(Q),|\nabla[D^{-\beta}_{\beta}](X)+\beta c_{\beta}\lambda(p,t)\operatorname{dist}(X,\Lambda(p,t))^{-\beta-1}N_{p,t}(X)|\\ \leq C\ell(Q)^{-\beta-1}\alpha_{\sigma,\beta+1}(Q),

where the constant C>0C>0 depends only CσC_{\sigma} and β\beta.

Proof: Denote r=|t|r=\left|t\right|, and d=n1d=n-1. By the definition of WΩ(Q)W_{\Omega}(Q), dist(X,Ω)>(Q)/2\operatorname{dist}(X,\partial\Omega)>\ell(Q)/2 and X2BQX\in 2B_{Q}. We show that in addition,

(5.47) XB(𝔟t(p),26(Q)),X\in B(\mathfrak{b}^{t}(p),2^{6}\ell(Q)),

and

(5.48) dist(X,Λ(p,t)Ω)>(Q)20.\operatorname{dist}(X,\Lambda(p,t)\cup\partial\Omega)>\frac{\ell(Q)}{20}.

Since X2BQX\in 2B_{Q}, |Π(X)p|(25+2)(Q)\left|\Pi(X)-p\right|\leq(2^{5}+2)\ell(Q). Then |𝔟(Π(X))𝔟(p)|(1+2ϵ0)(25+2)(Q)\left|\mathfrak{b}(\Pi(X))-\mathfrak{b}(p)\right|\leq(1+2\epsilon_{0})(2^{5}+2)\ell(Q) because 𝔟\mathfrak{b} is the graph of a 2ϵ02\epsilon_{0}-Lipschitz function. Write

|X𝔟t(p)||X𝔟(Π(X))|+|𝔟(Π(X))𝔟(p)|+|𝔟(p)𝔟t(p)|,\left|X-\mathfrak{b}^{t}(p)\right|\leq\left|X-\mathfrak{b}(\Pi(X))\right|+\left|\mathfrak{b}(\Pi(X))-\mathfrak{b}(p)\right|+\left|\mathfrak{b}(p)-\mathfrak{b}^{t}(p)\right|,

then use (4.14) and (5.18) to get

|X𝔟t(p)|(1+2ϵ0)(δ(X)+(25+2)(Q))+2ϵ0r26(Q),\left|X-\mathfrak{b}^{t}(p)\right|\leq(1+2\epsilon_{0})\left(\delta(X)+(2^{5}+2)\ell(Q)\right)+2\epsilon_{0}r\leq 2^{6}\ell(Q),

and thus (5.47) follows. To see (5.48), we only need to show that dist(X,Λ(p,t))>(Q)20\operatorname{dist}(X,\Lambda(p,t))>\frac{\ell(Q)}{20}. Notice that (bt(p),1)(\nabla b^{t}(p),-1) is a normal vector of the plane Λ(p,t)\Lambda(p,t), and that 𝔟t(p)Λ(p,t)\mathfrak{b}^{t}(p)\in\Lambda(p,t). So

(5.49) dist(X,Λ(p,t))=|(X𝔟t(p))(bt(p),1)||(bt(p),1)|=|(Π(X)p)bt(p)+(bt(p)Π(X))||bt(p)|2+112(|Π(X)bt(p)||(Π(X)p)bt(p)|)12|Π(X)bt(p)|C 25(Q)ϵ0,\operatorname{dist}(X,\Lambda(p,t))=\frac{\left|\left(X-\mathfrak{b}^{t}(p)\right)\cdot\left(\nabla b^{t}(p),-1\right)\right|}{\left|(\nabla b^{t}(p),1)\right|}=\frac{\left|(\Pi(X)-p)\cdot\nabla b^{t}(p)+\left(b^{t}(p)-\Pi^{\bot}(X)\right)\right|}{\sqrt{\left|\nabla b^{t}(p)\right|^{2}+1}}\\ \geq\frac{1}{2}\left(\left|\Pi^{\bot}(X)-b^{t}(p)\right|-\left|(\Pi(X)-p)\cdot\nabla b^{t}(p)\right|\right)\geq\frac{1}{2}\left|\Pi^{\bot}(X)-b^{t}(p)\right|-C\,2^{5}\ell(Q)\epsilon_{0},

by btCϵ0\left\|\nabla b^{t}\right\|_{\infty}\leq C\epsilon_{0} (see (6.2)). We have that |b(Π(X))b(p)|2ϵ0|Π(X)p|26ϵ0\left|b(\Pi(X))-b(p)\right|\leq 2\epsilon_{0}\left|\Pi(X)-p\right|\leq 2^{6}\epsilon_{0}, and that |Π(X)b(Π(X))|dist(X,ΓS)δ(X)1+3ϵ0(Q)2(1+3ϵ0)\left|\Pi^{\bot}(X)-b(\Pi(X))\right|\geq\operatorname{dist}(X,\Gamma_{S})\geq\frac{\delta(X)}{1+3\epsilon_{0}}\geq\frac{\ell(Q)}{2(1+3\epsilon_{0})} by (4.15). So

|Π(X)bt(p)||Π(X)b(Π(X))||b(Π(X))b(p)||bt(p)b(p)|(Q)5\left|\Pi^{\bot}(X)-b^{t}(p)\right|\geq\left|\Pi^{\bot}(X)-b(\Pi(X))\right|-\left|b(\Pi(X))-b(p)\right|-\left|b^{t}(p)-b(p)\right|\geq\frac{\ell(Q)}{5}

by (5.18). Then dist(X,Λ(p,t))>(Q)20\operatorname{dist}(X,\Lambda(p,t))>\frac{\ell(Q)}{20} follows from this and (5.49).

Now we prove (5.45). We intend to cut the integral Dββ=Ω|Xy|dβ𝑑σ(y)D_{\beta}^{-\beta}=\int_{\partial\Omega}\left|X-y\right|^{-d-\beta}d\sigma(y) into pieces. So we introduce a cut-off function θ0Cc(B(0,r/2))\theta_{0}\in C_{c}^{\infty}(B(0,r/2)), which is radial, 𝟙B(0,r/4)θ0𝟙B(0,r/2){\mathds{1}}_{B(0,r/4)}\leq\theta_{0}\leq{\mathds{1}}_{B(0,r/2)}, and |θ0|2r\left|\nabla\theta_{0}\right|\leq 2r. Then we set θk(y):=θ0(2ky)θ0(2k+1y)\theta_{k}(y):=\theta_{0}(2^{-k}y)-\theta_{0}(-2^{-k+1}y) for k1k\geq 1 and yny\in\mathbb{R}^{n}, and define θ~k(y)=θk(y𝔟t(p))\widetilde{\theta}_{k}(y)=\theta_{k}(y-\mathfrak{b}^{t}(p)) for kk\in\mathbb{N}. Denote Bk=B(𝔟t(p),2k1r)B_{k}=B(\mathfrak{b}^{t}(p),2^{k-1}r). We have that suppθ~0B0\operatorname{supp}\widetilde{\theta}_{0}\subset B_{0}, suppθ~kBkBk2\operatorname{supp}\widetilde{\theta}_{k}\subset B_{k}\setminus B_{k-2} for k1k\geq 1, and that

kθ~k=1.\sum_{k\in\mathbb{N}}\widetilde{\theta}_{k}=1.

Now we can write

Dβ(X)β=kΩ|Xy|dβθ~k(y)dσ(y)=:kΩfk(y)dσ(y),D_{\beta}(X)^{-\beta}=\sum_{k\in\mathbb{N}}\int_{\partial\Omega}\left|X-y\right|^{-d-\beta}\widetilde{\theta}_{k}(y)d\sigma(y)=:\sum_{k\in\mathbb{N}}\int_{\partial\Omega}f_{k}(y)d\sigma(y),

with fk(y)=|Xy|dβθ~k(y)f_{k}(y)=\left|X-y\right|^{-d-\beta}\widetilde{\theta}_{k}(y). We intend to compare fk(y)𝑑σ(y)\int f_{k}(y)d\sigma(y) and fk(y)𝑑μp,t(y)\int f_{k}(y)d\mu_{p,t}(y). Both integrals are well-defined because of (5.48). Observe that

kfk(y)𝑑μp,t(y)=λ(p,t)Λ(p,t)|Xy|dβ𝑑μΛ(p,t)(y)=λ(p,t)d(dist(X,Λ(p,t))2+|y|2)(d+β)/2dy=λ(p,t)cβdist(X,Λ(p,t))β\sum_{k\in\mathbb{N}}\int f_{k}(y)d\mu_{p,t}(y)=\lambda(p,t)\int_{\Lambda(p,t)}\left|X-y\right|^{-d-\beta}d\mu_{\Lambda(p,t)}(y)\\ =\lambda(p,t)\int_{\mathbb{R}^{d}}\left(\operatorname{dist}(X,\Lambda(p,t))^{2}+\left|y\right|^{2}\right)^{-(d+\beta)/2}dy=\lambda(p,t)c_{\beta}\operatorname{dist}(X,\Lambda(p,t))^{-\beta}

by a change of variables. So

(5.50) Dββ(X)cβλ(p,t)dist(X,Λ(p,t))β=kfk(dσdμp,t).D^{-\beta}_{\beta}(X)-c_{\beta}\lambda(p,t)\operatorname{dist}(X,\Lambda(p,t))^{-\beta}=\sum_{k\in\mathbb{N}}\int f_{k}\,(d\sigma-d\mu_{p,t}).

We are interested in the Lipschitz properties of fkf_{k} because we intend to use Wasserstein distances. We claim that

(5.51) |Xy|c2krwhen yΩΛ(p,t) is such that θ~k(y)0,\left|X-y\right|\geq c2^{k}r\quad\text{when }y\in\partial\Omega\cup\Lambda(p,t)\text{ is such that }\widetilde{\theta}_{k}(y)\neq 0,

where c=101221c=10^{-1}2^{-21}. In fact, by (5.47) and the support properties of θ~k\widetilde{\theta}_{k}, if k15k\geq 15, then

|Xy|2k3r26(Q)(2k3211)r2k4rfor ysuppθ~k.\left|X-y\right|\geq 2^{k-3}r-2^{6}\ell(Q)\geq(2^{k-3}-2^{11})r\geq 2^{k-4}r\quad\text{for }y\in\operatorname{supp}\widetilde{\theta}_{k}.

If 0k<150\leq k<15, then by (5.48), for yΩΛ(p,t)y\in\partial\Omega\cup\Lambda(p,t),

|Xy|dist(X,ΩΛ(p,t))(Q)2026r10221102kr.\left|X-y\right|\geq\operatorname{dist}(X,\partial\Omega\cup\Lambda(p,t))\geq\frac{\ell(Q)}{20}\geq\frac{2^{-6}r}{10}\geq\frac{2^{-21}}{10}2^{k}r.

So (5.51) is justified. But fkf_{k} is not a Lipschitz function in n\mathbb{R}^{n} because yy can get arbitrary close to XX when kk is small. Set

f~k(y):=max{|Xy|,c 2kr}dβθ~k(y).\widetilde{f}_{k}(y):=\max\left\{\left|X-y\right|,c\,2^{k}r\right\}^{-d-\beta}\widetilde{\theta}_{k}(y).

Then by (5.51), f~k(y)=fk(y)\widetilde{f}_{k}(y)=f_{k}(y) for yΩΛ(p,t)y\in\partial\Omega\cup\Lambda(p,t), and therefore,

(5.52) fk(dσdμp,t)=f~k(dσdμp,t).\int f_{k}\,(d\sigma-d\mu_{p,t})=\int\widetilde{f}_{k}\,(d\sigma-d\mu_{p,t}).

The good thing about f~k\widetilde{f}_{k} is that it is Lipschitz. A direct computation shows that f~kC(2kr)dβ\left\|\widetilde{f}_{k}\right\|_{\infty}\leq C\left(2^{k}r\right)^{-d-\beta}, and f~kC(2kr)dβ1\left\|\nabla\widetilde{f}_{k}\right\|_{\infty}\leq C(2^{k}r)^{-d-\beta-1}. Moreover, f~k\widetilde{f}_{k} is supported on B(𝔟t(p),2k1r)B(\mathfrak{b}^{t}(p),2^{k-1}r), which is contained in B(xQ(k),103(Q(k)))B(x_{Q^{(k)}},10^{3}\ell(Q^{(k)})). To see this, one can use (5.18), (5.19), and |xQxQ(k)|2k1(Q)\left|x_{Q}-x_{Q^{(k)}}\right|\leq 2^{k-1}\ell(Q) to get that

|𝔟t(p)xQ(k)|(2ϵ0+2k1)r+10 25(Q)+2k1(Q)25(2k+11)(Q)1032k(Q).\left|\mathfrak{b}^{t}(p)-x_{Q^{(k)}}\right|\leq\left(2\epsilon_{0}+2^{k-1}\right)r+10\,2^{5}\ell(Q)+2^{k-1}\ell(Q)\leq 2^{5}(2^{k}+11)\ell(Q)\leq 10^{3}2^{k}\ell(Q).

Write

f~k(dσdμp,t)=f~k(dσdμQ(k))+f~k(dμQdμp,t)+j=1kf~k(dμQ(j)dμQ(j1))=:I+II+j=1kIIIj.\int\widetilde{f}_{k}\,(d\sigma-d\mu_{p,t})=\int\widetilde{f}_{k}\,(d\sigma-d\mu_{Q^{(k)}})+\int\widetilde{f}_{k}\,(d\mu_{Q}-d\mu_{p,t})+\sum_{j=1}^{k}\int\widetilde{f}_{k}\,(d\mu_{Q^{(j)}}-d\mu_{Q^{(j-1)}})\\ =:I+II+\sum_{j=1}^{k}III_{j}.

By the definition (3.11) of μQ(k)\mu_{Q^{(k)}} and properties of f~k\widetilde{f}_{k}, |I|C(2kr)βασ(Q,k)\left|I\right|\leq C\left(2^{k}r\right)^{-\beta}\alpha_{\sigma}(Q,k). We then have |II|(2kr)βdistQ(k)(μQ,μp,t)|II|\leq\left(2^{k}r\right)^{-\beta}\operatorname{dist}_{Q^{(k)}}(\mu_{Q},\mu_{p,t}), but because we are looking at the Wasserstein distance between two flat measures whose supports intersect 10BQ10B_{Q}, Lemma A.5 in [Fen1] shows that

distQ(k)(μQ,μp,t)distQ(μQ,μp,t)\operatorname{dist}_{Q^{(k)}}(\mu_{Q},\mu_{p,t})\lesssim\operatorname{dist}_{Q}(\mu_{Q},\mu_{p,t})

and thus

|II|(2kr)βdistQ(μQ,μp,t)(2kr)β(distQ(μQ,σ)+distQ(σ,μp,t))(2kr)βασ,β(Q)|II|\lesssim\left(2^{k}r\right)^{-\beta}\operatorname{dist}_{Q}(\mu_{Q},\mu_{p,t})\leq\left(2^{k}r\right)^{-\beta}\Big{(}\operatorname{dist}_{Q}(\mu_{Q},\sigma)+\operatorname{dist}_{Q}(\sigma,\mu_{p,t})\Big{)}\lesssim\left(2^{k}r\right)^{-\beta}\alpha_{\sigma,\beta}(Q)

by Lemma 5.34. The terms IIIjIII_{j} can be bounded by a Wasserstein distance between planes, and similarly to IIII, we get

|IIIj|(2kr)βdistQ(k)(μQ(j),μQ(j1))(2kr)βdistQ(j)(μQ(j),μQ(j1))(2kr)βασ(Q,j).|III_{j}|\lesssim\left(2^{k}r\right)^{-\beta}\operatorname{dist}_{Q^{(k)}}(\mu_{Q^{(j)}},\mu_{Q^{(j-1)}})\lesssim\left(2^{k}r\right)^{-\beta}\operatorname{dist}_{Q^{(j)}}(\mu_{Q^{(j)}},\mu_{Q^{(j-1)}})\lesssim\left(2^{k}r\right)^{-\beta}\alpha_{\sigma}(Q,j).

Altogether, we obtain that

|f~k(dσdμp,t)|C(2kr)β(ασ,β(Q)+j=0kασ(Q,j)).\left|\int\widetilde{f}_{k}\,(d\sigma-d\mu_{p,t})\right|\leq C\left(2^{k}r\right)^{-\beta}\left(\alpha_{\sigma,\beta}(Q)+\sum_{j=0}^{k}\alpha_{\sigma}(Q,j)\right).

Then by (5.52) and (5.50),

|Dββ(X)cβλ(p,t)dist(X,Λ(p,t))β|Ck(2kr)β(ασ,β(Q)+j=0kασ(Q,j))C(Q)βασ,β(Q),\left|D^{-\beta}_{\beta}(X)-c_{\beta}\lambda(p,t)\operatorname{dist}(X,\Lambda(p,t))^{-\beta}\right|\leq C\sum_{k\in\mathbb{N}}\left(2^{k}r\right)^{-\beta}\left(\alpha_{\sigma,\beta}(Q)+\sum_{j=0}^{k}\alpha_{\sigma}(Q,j)\right)\\ \leq C\ell(Q)^{-\beta}\alpha_{\sigma,\beta}(Q),

which is (5.45).

We claim that (5.46) can be established similarly to (5.45) as long as one expresses the left-hand side of (5.46) appropriately. A direct computation shows that

(Dββ)(X)=(d+β)|Xy|dβ2(Xy)𝑑σ(y).\nabla(D_{\beta}^{-\beta})(X)=-(d+\beta)\int\left|X-y\right|^{-d-\beta-2}(X-y)d\sigma(y).

On the other hand,

|Xy|dβ2(Xy)𝑑μΛ(p,t)(y)=Np,t(X)|Xy|dβ2(Xy)Np,t(X)𝑑μΛ(p,t)(y)=Np,t(X)|Xy|dβ2dist(X,Λ(p,t))dμΛ(p,t)(y)=cβ+2dist(X,Λ(p,t))β1Np,t(X).\int\left|X-y\right|^{-d-\beta-2}(X-y)d\mu_{\Lambda(p,t)}(y)=N_{p,t}(X)\int\left|X-y\right|^{-d-\beta-2}(X-y)\cdot N_{p,t}(X)d\mu_{\Lambda(p,t)}(y)\\ =N_{p,t}(X)\int\left|X-y\right|^{-d-\beta-2}\operatorname{dist}(X,\Lambda(p,t))d\mu_{\Lambda(p,t)}(y)=c_{\beta+2}\operatorname{dist}(X,\Lambda(p,t))^{-\beta-1}N_{p,t}(X).

By [Fen1] (3.30), (β+d)cβ+2=βcβ(\beta+d)c_{\beta+2}=\beta c_{\beta} for all β>0\beta>0. Hence

[Dββ](X)+βcβλ(p,t)dist(X,Λ(p,t))β1Np,t(X)=(d+β)|Xy|dβ2(Xy)(dσ(y)dμp,t(y)).\nabla[D^{-\beta}_{\beta}](X)+\beta c_{\beta}\lambda(p,t)\operatorname{dist}(X,\Lambda(p,t))^{-\beta-1}N_{p,t}(X)\\ =-(d+\beta)\int\left|X-y\right|^{-d-\beta-2}(X-y)\left(d\sigma(y)-d\mu_{p,t}(y)\right).

Now we set fk(y)=|Xy|dβ2(Xy)f_{k}^{\prime}(y)=\left|X-y\right|^{-d-\beta-2}(X-y). Using (5.47) and (5.48), we can see that fkf_{k}^{\prime} is Lipschitz on ΩΛ(p,t)\partial\Omega\cup\Lambda(p,t). Then we can play with measures as before to obtain (5.46). \square

Corollary 5.53.

Let Q𝒮Q\in\mathcal{S}, XWΩ(Q)X\in W_{\Omega}(Q), pΠ(25Q)p\in\Pi(2^{5}Q) and 25(Q)|t|25(Q)2^{-5}\ell(Q)\leq|t|\leq 2^{5}\ell(Q). We have

(5.54) |Dβ(X)Dβ(X)Np,t(X)dist(X,Λ(p,t))|C(Q)1ασ,β(Q).\left|\dfrac{\nabla D_{\beta}(X)}{D_{\beta}(X)}-\dfrac{N_{p,t}(X)}{\operatorname{dist}(X,\Lambda(p,t))}\right|\leq C\ell(Q)^{-1}\alpha_{\sigma,\beta}(Q).

where the constant C>0C>0 still depends only CσC_{\sigma} and β\beta.

Proof: To lighten the notation, we denote by 𝒪CM\mathcal{O}_{CM} any quantity such that

|𝒪CM|Cασ,β(Q)|\mathcal{O}_{CM}|\leq C\alpha_{\sigma,\beta}(Q)

for some constant CC. Then by (5.46),

Dβ(X)Dβ(X)=1β[Dββ](X)Dββ(X)=1β(βcβλ(p,t)dist(X,Λ(p,t))β1Np,t(X)Dββ(X)+(Q)β1𝒪CMDββ(X)).\frac{\nabla D_{\beta}(X)}{D_{\beta}(X)}=-\frac{1}{\beta}\frac{\nabla[D_{\beta}^{-\beta}](X)}{D_{\beta}^{-\beta}(X)}\\ =-\frac{1}{\beta}\left(\frac{-\beta c_{\beta}\lambda(p,t)\operatorname{dist}(X,\Lambda(p,t))^{-\beta-1}N_{p,t}(X)}{D_{\beta}^{-\beta}(X)}+\frac{\ell(Q)^{-\beta-1}\mathcal{O}_{CM}}{D_{\beta}^{-\beta}(X)}\right).

Using Dβ(X)δ(X)(Q)D_{\beta}(X)\approx\delta(X)\approx\ell(Q) and (5.45), we can further write the above as

Dβ(X)Dβ(X)=Np,t(X)dist(X,Λ(p,t))+(Q)1𝒪CM,\frac{\nabla D_{\beta}(X)}{D_{\beta}(X)}=\dfrac{N_{p,t}(X)}{\operatorname{dist}(X,\Lambda(p,t))}+\ell(Q)^{-1}\mathcal{O}_{CM},

which implies the corollary. \square

6. The bi-Lipschitz change of variable ρ𝒮\rho_{\mathcal{S}}

The results in this section are similar, identical, or often even easier than the ones found in Sections 2, 3, and 4 of [DFM2]. Many proofs will only be sketched and we will refer to the corresponding result in [DFM2] for details.

As in the previous sections, we take 0<ϵ0ϵ110<\epsilon_{0}\ll\epsilon_{1}\ll 1 and we use Lemma 3.16 with such ϵ0,ϵ1\epsilon_{0},\epsilon_{1} to obtain a collection 𝔖\mathfrak{S} of coherent regimes. We take then 𝒮\mathcal{S} that either belongs to 𝔖\mathfrak{S}, or is a coherent regime included in an element of 𝔖\mathfrak{S}. We keep the notations introduced in Sections 3, 4, and 5.

6.1. Construction of ρ𝒮\rho_{\mathcal{S}}

In this section, the gradients are column vectors. The other notation is fairly transparent. A hyperplane PP is equipped with an orthonormal basis and p\nabla_{p} correspond to the vector of the derivatives in each coordinate of pp in this basis; t\partial_{t} or s\partial_{s} are the derivatives with respect to tt or ss, that are always explicitly written; p,t\nabla_{p,t} or p,s\nabla_{p,s} are the gradients in n\mathbb{R}^{n} seen as P×PP\times P^{\bot}.

Lemma 6.1.

The quantities p,tbt\nabla_{p,t}b^{t} and tp,tpbtt\nabla_{p,t}\nabla_{p}b^{t} are bounded, that is, for any t0t\neq 0 and any p0Pp_{0}\in P,

(6.2) |p,tbt|+|tp,tpbt|Cϵ0.|\nabla_{p,t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|\leq C\epsilon_{0}.

In addition, |tbt|+|tp,tpbt|CMP×(P{0})|\partial_{t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|\in CM_{P\times(P^{\bot}\setminus\{0\})}, that is, for any r>0r>0 and any p0Pp_{0}\in P,

(6.3) B(p0,r)(|tbt(p)|2+|tp,tpbt(p)|2)dtt𝑑pCϵ02rn1.\iint_{B(p_{0},r)}\Big{(}|\partial_{t}b^{t}(p)|^{2}+|t\nabla_{p,t}\nabla_{p}b^{t}(p)|^{2}\Big{)}\frac{dt}{t}\,dp\leq C\epsilon_{0}^{2}r^{n-1}.

In both cases, the constant C>0C>0 depends only on nn (and η\eta).

Proof: The result is well known and fairly easy. The boundedness is proven in Lemma 3.17 of [DFM2], while the Carleson bound is established Lemma 4.11 in [DFM2] (which is itself a simple application of the Littlewood-Paley theory found in [Ste, Section I.6.3] to the bounded function b\nabla b). \square

Observe that the convention that we established shows that (pbt(p))T(\nabla_{p}b^{t}(p))^{T} is n1n-1 dimensional horizontal vector. We define the map ρ:P×PP×P\rho:P\times P^{\bot}\to P\times P^{\bot} as

(6.4) ρ𝒮(p,t):=(pt(bt(p))T,t+bt(p))\rho_{\mathcal{S}}(p,t):=(p-t(\nabla b^{t}(p))^{T},t+b^{t}(p))

if t0t\neq 0 and ρ𝒮(p,0)=𝔟(p)\rho_{\mathcal{S}}(p,0)=\mathfrak{b}(p). Because the codimension of our boundary in 1 in our paper, contrary to [DFM2] which stands in the context of domains with higher codimensional boundaries, our map is way easier than the one found in [DFM2]. However, the present mapping is still different from the one found in [KP], and has the same weak and strong features as the change of variable in [DFM2]. Note that the ithi^{th} coordinate of ρ𝒮\rho_{\mathcal{S}}, 1in11\leq i\leq n-1, is

(6.5) ρ𝒮i(p,t):=pitpibt(p).\rho_{\mathcal{S}}^{i}(p,t):=p_{i}-t\partial_{p_{i}}b^{t}(p).

Note that ρ𝒮\rho_{\mathcal{S}} is continuous on P×P=nP\times P^{\bot}=\mathbb{R}^{n}, because both tbtt\nabla b^{t} and btbb^{t}-b converges (uniformly in pPp\in P) to 0 as t0t\to 0. The map ρ𝒮\rho_{\mathcal{S}} is CC^{\infty} on nP\mathbb{R}^{n}\setminus P, and we compute the Jacobian Jac\operatorname{Jac} of ρ𝒮\rho_{\mathcal{S}} which is

(6.6) Jac(p,t)=(Itpipjbt(p)pibt(p)ttpjbt(p)pjbt(p)1+tbt(p)),\operatorname{Jac}(p,t)=\begin{pmatrix}I-t\partial_{p_{i}}\partial_{p_{j}}b^{t}(p)&\partial_{p_{i}}b^{t}(p)\\ -t\partial_{t}\partial_{p_{j}}b^{t}(p)-\partial_{p_{j}}b^{t}(p)&1+\partial_{t}b^{t}(p)\end{pmatrix},

where ii and jj refers to respectively the line and the column of the matrix. We define the approximation of the Jacobian Jac\operatorname{Jac} as

(6.7) J=(Ipibt(p)pjbt(p)1)=(Ipbt(p)(pbt(p))T1).J=\begin{pmatrix}I&\partial_{p_{i}}b^{t}(p)\\ -\partial_{p_{j}}b^{t}(p)&1\end{pmatrix}=\begin{pmatrix}I&\nabla_{p}b^{t}(p)\\ -(\nabla_{p}b^{t}(p))^{T}&1\end{pmatrix}.
Lemma 6.8.

We have the following pointwise bounds:

  1. (i)

    JI|pbt|ϵ0\displaystyle\|J-I\|\lesssim|\nabla_{p}b^{t}|\lesssim\epsilon_{0},

  2. (ii)

    JacJ|tbt|+|tp,tpbt|ϵ0\displaystyle\|\operatorname{Jac}-J\|\lesssim|\partial_{t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|\lesssim\epsilon_{0},

  3. (iii)

    |det(J)1||pbt|ϵ0\displaystyle|\det(J)-1|\lesssim|\nabla_{p}b^{t}|\lesssim\epsilon_{0},

  4. (iv)

    |det(Jac)det(J)||tbt|+|tp,tpbt|\displaystyle|\det(\operatorname{Jac})-\det(J)|\lesssim|\partial_{t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|,

  5. (v)

    (Jac)1J1|tb|+|tp,tpbt|\displaystyle\|(\operatorname{Jac})^{-1}-J^{-1}\|\lesssim|\partial_{t}b|+|t\nabla_{p,t}\nabla_{p}b^{t}|,

  6. (vi)

    |p,tdet(J)|+|p,tJ1||p,tpbt|\displaystyle|\nabla_{p,t}\det(J)|+\||\nabla_{p,t}J^{-1}|\|\lesssim|\nabla_{p,t}\nabla_{p}b^{t}|,

In each estimate, the constants depends only on nn and η\eta.

Proof: Only a rapid proof is provided, and details are carried out in the proof of Lemmas 3.26, 4.12, 4.13, and 4.15 in [DFM2].

The items (i) and (ii) are direct consequences of (6.2) and the definitions of JJ and Jac\operatorname{Jac}.

For items (iii)(iii) and (iv)(iv), we use the fact that the determinant is the sum of products of coefficients of the matrix. More precisely, the Leibniz formula states that

(6.9) det(M):=σSnsgn(σ)i=1nMi,σ(i),\det(M):=\sum_{\sigma\in S_{n}}\operatorname{sgn}(\sigma)\prod_{i=1}^{n}M_{i,\sigma(i)},

where SnS_{n} is the sets of permutations of {1,,n}\{1,\dots,n\} and sgn\operatorname{sgn} is the signature. So the difference between the determinant of two matrices M1M_{1} and M2M_{2} is the sum of products of coefficients of M1M_{1} and M2M1M_{2}-M_{1}, and each product contains at least one coefficient of M2M1M_{2}-M_{1}. With this observation, (iii)(iii) and (iv)(iv) follow from (i)(i) and (ii)(ii).

The items (iii)(iii) and (iv)(iv) shows that both det(J)\det(J) and det(Jac)\det(\operatorname{Jac}) are close to 11 - say in (1/2,2)(1/2,2) - as long as ϵ0\epsilon_{0} is small enough. This implies that

(6.10) |1det(Jac)1det(J)|=|det(J)det(Jac)det(Jac)det(J)||tb|+|tp,tpbt|\left|\frac{1}{\det(\operatorname{Jac})}-\frac{1}{\det(J)}\right|=\left|\frac{\det(J)-\det(\operatorname{Jac})}{\det(\operatorname{Jac})\det(J)}\right|\lesssim|\partial_{t}b|+|t\nabla_{p,t}\nabla_{p}b^{t}|

by (iv)(iv). Cramer’s rule states that the coefficients of M1M^{-1} is the quotient of a linear combination of product of coefficients of MM over det(M)\det(M). By using Cramer’s rule to Jac\operatorname{Jac} and JJ, (6.10), and (ii)(ii), we obtain (v)(v).

Finally, the bound on det(J)\nabla\det(J) and J1\nabla J^{-1} are obtained by taking the gradient respectively in (6.9) and in Cramer’s rule. \square

Lemma 6.11.

For any pPp\in P and tP{0}t\in P^{\bot}\setminus\{0\}, we have

(6.12) (1Cϵ0)|t|dist(ρ𝒮(p,t),Γ𝒮)|ρ𝒮(p,t)𝔟(p)|(1+Cϵ0)|t|(1-C\epsilon_{0})|t|\leq\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Gamma_{\mathcal{S}})\leq|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)|\leq(1+C\epsilon_{0})|t|

and

(6.13) |ρ𝒮(p,t)𝔟(p)(0,t)|Cϵ0|t|,|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)-(0,t)|\leq C\epsilon_{0}|t|,

where C>0C>0 depends only on nn (and η\eta).

Proof: The lemma is an analogue of Lemma 3.40 in [DFM2]. But since the lemma is key to understand why ρ𝒮\rho_{\mathcal{S}} is a bi-Lipschitz change of variable, and since it is much easier in our case, we prove it carefully.

By definition of ρ𝒮\rho_{\mathcal{S}},

ρ𝒮(p,t)𝔟(p)(0,t)=(t(bt(p))T,bt(p)b(p)).\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)-(0,t)=(-t(\nabla b^{t}(p))^{T},b^{t}(p)-b(p)).

So the mean value theorem applied to the continuous function tbt(p)t\mapsto b^{t}(p) [recall that bb is Lipschitz and btb^{t} is the convolution of bb with a mollifier, so we even have a uniform convergence of btb^{t} to bb] entails that

(6.14) |ρ𝒮(p,t)𝔟(p)(0,t)||tbt(p)|+|bt(p)b(p)||tbt(p)|+|t|sups(0,|t|)|sbs(p)|ϵ0|t|\begin{split}|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)-(0,t)|&\leq|t\nabla b^{t}(p)|+|b^{t}(p)-b(p)|\\ &\leq|t\nabla b^{t}(p)|+|t|\sup_{s\in(0,|t|)}|\partial_{s}b^{s}(p)|\lesssim\epsilon_{0}|t|\end{split}

by (6.2). Therefore, (6.13) is proven and we have

(6.15) |ρ𝒮(p,t)𝔟(p)|(1+Cϵ0)|t|,|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)|\leq(1+C\epsilon_{0})|t|,

is the upper bound in (6.12). The middle bound of (6.12) is immediate, since 𝔟(p)Γ𝒮\mathfrak{b}(p)\in\Gamma_{\mathcal{S}}. It remains thus to prove the lower bound in (6.12). Let qPq\in P be such that |ρ𝒮(p,t)𝔟(q)|=dist(ρ𝒮(p,t),Γ𝒮)|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(q)|=\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Gamma_{\mathcal{S}}). We know that

|𝔟(q)𝔟(p)||𝔟(q)ρ𝒮(p,t)|+|ρ𝒮(p,t)𝔟(p)|2|ρ𝒮(p,t)𝔟(p)|3|t|,|\mathfrak{b}(q)-\mathfrak{b}(p)|\leq|\mathfrak{b}(q)-\rho_{\mathcal{S}}(p,t)|+|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)|\leq 2|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)|\leq 3|t|,

if ϵ01\epsilon_{0}\ll 1 is small enough, hence |qp|3|t||q-p|\leq 3|t| too. So

dist(ρ𝒮(p,t),Γ𝒮)=|ρ𝒮(p,t)𝔟(q)||𝔟(p)𝔟(q)+(0,t)||ρ𝒮(p,t)𝔟(p)(0,t)||b(p)b(q)+t|Cϵ0|t|\begin{split}\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Gamma_{\mathcal{S}})&=|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(q)|\geq|\mathfrak{b}(p)-\mathfrak{b}(q)+(0,t)|-|\rho_{\mathcal{S}}(p,t)-\mathfrak{b}(p)-(0,t)|\\ &\geq|b(p)-b(q)+t|-C\epsilon_{0}|t|\end{split}

by (6.13). But by Lemma 3.40, the function bb is 2ϵ02\epsilon_{0}-Lipschitz, so we can continue with

dist(ρ𝒮(p,t),Γ𝒮)(1Cϵ0)|t||b(p)b(q)|(1Cϵ0)|t|2ϵ0|pq|(1Cϵ0)|t|.\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Gamma_{\mathcal{S}})\geq(1-C{\epsilon_{0}})|t|-|b(p)-b(q)|\geq(1-C{\epsilon_{0}})|t|-2\epsilon_{0}|p-q|\geq(1-C^{\prime}{\epsilon_{0}})|t|.

The lemma follows. \square

Lemma 6.16.

The map ρ𝒮\rho_{\mathcal{S}} is a bi-Lipschitz change of variable that maps PP to Γ𝒮\Gamma_{\mathcal{S}}.

Proof: See Theorem 3.53 in [DFM2] for more details. We shall show that ρ𝒮\rho_{\mathcal{S}} is a bi-Lipschitz change of variable from P×(0,)P\times(0,\infty) to

Ω𝒮+:={(p,t)P×P,t>b(p)}\Omega^{+}_{\mathcal{S}}:=\{(p,t)\in P\times P^{\bot},\,t>b(p)\}

and a similar argument also give that ρ𝒮\rho_{\mathcal{S}} is a bi-Lipschitz change of variable from P×(,0)P\times(-\infty,0) to

Ω𝒮:={(p,t)P×P,t<b(p)}.\Omega^{-}_{\mathcal{S}}:=\{(p,t)\in P\times P^{\bot},\,t<b(p)\}.

The lemma follows because we know that ρ𝒮\rho_{\mathcal{S}} is continuous on P×PP\times P^{\bot}.

First, we know by the lower bound in (6.12) that the range of ρ𝒮(P×(0,))\rho_{\mathcal{S}}(P\times(0,\infty)) never intersects Γ𝒮\Gamma_{\mathcal{S}}, so since ρ𝒮\rho_{\mathcal{S}} is connected, it means that ρ𝒮(P×(0,))\rho_{\mathcal{S}}(P\times(0,\infty)) is included in either Ω𝒮+\Omega^{+}_{\mathcal{S}} or Ω𝒮\Omega^{-}_{\mathcal{S}}. A quick analysis of ρ𝒮\rho_{\mathcal{S}}, for instance (6.13), shows that ρ𝒮(P×(0,))Ω𝒮+\rho_{\mathcal{S}}(P\times(0,\infty))\subset\Omega^{+}_{\mathcal{S}}.

At any point (p,t)P×(0,)(p,t)\in P\times(0,\infty) the Jacobian of ρ𝒮\rho_{\mathcal{S}} is close to the identity, as shown by (i)(i) and (ii)(ii) of Lemma 6.8. So ρ𝒮\rho_{\mathcal{S}} is a local diffeomorphism, and the inversion function theorem shows that there exists a neighborhood Vp,tP×(0,)V_{p,t}\subset P\times(0,\infty) of (p,t)(p,t) such that ρ𝒮\rho_{\mathcal{S}} is a bijection between Vp,tV_{p,t} and its range ρ(Vp,t)\rho(V_{p,t}), which is a neighborhood of ρ𝒮(p,t)\rho_{\mathcal{S}}(p,t). Since the Jacobian is uniformly close to the identity, all the ρ𝒮:Vp,tρ(Vp,t)\rho_{\mathcal{S}}:\,V_{p,t}\mapsto\rho(V_{p,t}) are bi-Lipschitz maps with uniform Lipschitz constant.

If zΩ𝒮+z\in\Omega^{+}_{\mathcal{S}}, we define the degree of the map ρ𝒮\rho_{\mathcal{S}} as

N(z):=“number of points (p,t)P×(0,) such that ρ(p,t)=z{+}.N(z):=\text{``number of points $(p,t)\in P\times(0,\infty)$ such that $\rho(p,t)=z$''}\in\mathbb{N}\cup\{+\infty\}.

We want to prove that N(z)N(z) is constantly equal to 1. If this is true, then the lemma is proven and we can construct the inverse ρ1\rho^{-1} locally by inversing the appropriate bijection ρ𝒮:Vp,tρ(Vp,t)\rho_{\mathcal{S}}:\,V_{p,t}\mapsto\rho(V_{p,t}).

We already know that the number of points that satisfies ρ(p,t)=z\rho(p,t)=z is countable, because we can cover P×(0,)P\times(0,\infty) by a countable union of the neighborhoods Vp,tV_{p,t} introduced before. Moreover, if N(z)v>0N(z)\geq v>0, then we can find vv points (pi,ti)P×(0,)(p_{i},t_{i})\in P\times(0,\infty) such that ρ𝒮(pi,ti)=z\rho_{\mathcal{S}}(p_{i},t_{i})=z and so vv disjoint neighborhoods Vpi,tiV_{p_{i},t_{i}} of (pi,ti)(p_{i},t_{i}). Consequently, each point zz^{\prime} in the neighborbood iρ𝒮(Vpi,ti)\bigcap_{i}\rho_{\mathcal{S}}(V_{p_{i},t_{i}}) of zz satisfies N(z)vN(z^{\prime})\geq v. This proves that NN is constant on any connected component, that is

N is constant on Ω𝒮+.\text{$N$ is constant on $\Omega^{+}_{\mathcal{S}}$}.

It remains to prove that N(z0)=1N(z_{0})=1 for one point z0z_{0} in Ω𝒮+\Omega^{+}_{\mathcal{S}}. Take p0p_{0} far from the support of bb, for instance dist(p0,Π(Q(𝒮))99(Q(𝒮))\operatorname{dist}(p_{0},\Pi(Q(\mathcal{S}))\geq 99\ell(Q(\mathcal{S})) and t0=(Q(𝒮))t_{0}=\ell(Q(\mathcal{S})). In this case, we have ρ𝒮(p0,t0)=(p0,t0)\rho_{\mathcal{S}}(p_{0},t_{0})=(p_{0},t_{0}) and dist(ρ𝒮(p0,t0),Γ𝒮)=t0\operatorname{dist}(\rho_{\mathcal{S}}(p_{0},t_{0}),\Gamma_{\mathcal{S}})=t_{0}. Let (p1,t1)P×(0,)(p_{1},t_{1})\in P\times(0,\infty) be such that ρ𝒮(p1,t1)=(p0,t0)\rho_{\mathcal{S}}(p_{1},t_{1})=(p_{0},t_{0}), the bound 6.12 entails that |t1t0|Cϵ1|t0|(Q(𝒮))|t_{1}-t_{0}|\leq C\epsilon_{1}|t_{0}|\leq\ell(Q(\mathcal{S})) and (6.12) implies that |p1p0|Cϵ0|t1|(Q(𝒮))|p_{1}-p_{0}|\leq C\epsilon_{0}|t_{1}|\leq\ell(Q(\mathcal{S})). Those conditions force p1p_{1} to stay far away from the support of bb, which implies that ρ𝒮(p1,t1)=(p1,t1)=(p0,t0)\rho_{\mathcal{S}}(p_{1},t_{1})=(p_{1},t_{1})=(p_{0},t_{0}). We just proved that N(p0,t0)=1N(p_{0},t_{0})=1, as desired. \square

6.2. Properties of the operator L𝒮L_{\mathcal{S}}

Lemma 6.17.

Let L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla is a uniformly elliptic operator satisfying (1.6) and (1.7) on Ω\Omega. Construct on ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\Omega) the operator L𝒮=div𝒜𝒮L_{\mathcal{S}}=-\mathop{\operatorname{div}}\mathcal{A}_{\mathcal{S}}\nabla with

(6.18) 𝒜𝒮(p,t):=det(Jac(p,t))JacT(p,t)𝒜(ρ𝒮(p,t))Jac1(p,t) for (p,t)ρ𝒮1(Ω).\mathcal{A}_{\mathcal{S}}(p,t):=\det(\operatorname{Jac}(p,t))\operatorname{Jac}^{-T}(p,t)\mathcal{A}(\rho_{\mathcal{S}}(p,t))\operatorname{Jac}^{-1}(p,t)\qquad\text{ for }(p,t)\in\rho_{\mathcal{S}}^{-1}(\Omega).

Then L𝒮L_{\mathcal{S}} is the conjugate operator of LL by ρ𝒮\rho_{\mathcal{S}}, that is, uρ𝒮u\circ\rho_{\mathcal{S}} is a weak solution to L𝒮(uρ𝒮)=0L_{\mathcal{S}}(u\circ\rho_{\mathcal{S}})=0 in ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\Omega) if and only if uu is a weak solution to Lu=0Lu=0 in Ω\Omega.

Proof: The maps ρ𝒮\rho_{\mathcal{S}} is a bi-Lipschitz change of variable on n=P×P\mathbb{R}^{n}=P\times P^{\bot}, so the construction (6.18) properly define a matrix of coefficients in L(ρ𝒮1(Ω))L^{\infty}(\rho_{\mathcal{S}}^{-1}(\Omega)).

Let uu be a weak solution to Lu=0Lu=0 in Ω\Omega. Then, for any φC0(ρ𝒮1(Ω))\varphi\in C^{\infty}_{0}(\rho_{\mathcal{S}}^{-1}(\Omega)), we have

n𝒜𝒮(uρ𝒮)φdpdt=ndet(Jac)JacT(𝒜ρ𝒮)Jac1(uρ𝒮)φdpdt=ndet(Jac)(𝒜ρ𝒮)Jac1(uρ𝒮)Jac1φdpdt=ndet(Jac)(𝒜ρ𝒮)(uρ𝒮)([φρ𝒮1]ρ𝒮)dpdt\begin{split}\iint_{\mathbb{R}^{n}}\mathcal{A}_{\mathcal{S}}\nabla(u\circ\rho_{\mathcal{S}})\cdot\nabla\varphi\,dp\,dt&=\iint_{\mathbb{R}^{n}}\det(\operatorname{Jac})\operatorname{Jac}^{-T}(\mathcal{A}\circ\rho_{\mathcal{S}})\operatorname{Jac}^{-1}\nabla(u\circ\rho_{\mathcal{S}})\cdot\nabla\varphi\,dp\,dt\\ &=\iint_{\mathbb{R}^{n}}\det(\operatorname{Jac})(\mathcal{A}\circ\rho_{\mathcal{S}})\operatorname{Jac}^{-1}\nabla(u\circ\rho_{\mathcal{S}})\cdot\operatorname{Jac}^{-1}\nabla\varphi\,dp\,dt\\ &=\iint_{\mathbb{R}^{n}}\det(\operatorname{Jac})(\mathcal{A}\circ\rho_{\mathcal{S}})(\nabla u\circ\rho_{\mathcal{S}})\cdot(\nabla[\varphi\circ\rho_{\mathcal{S}}^{-1}]\circ\rho_{\mathcal{S}})\,dp\,dt\end{split}

because (fρ𝒮)\nabla(f\circ\rho_{\mathcal{S}}) is equal to the matrix multiplication Jac(fρ𝒮)\operatorname{Jac}(\nabla f\circ\rho_{\mathcal{S}}) by definition of the Jacobian. Recall that det(Jac)>0\det(\operatorname{Jac})>0, so doing the change of variable X=ρ𝒮(p,t)X=\rho_{\mathcal{S}}(p,t) gives

(6.19) n𝒜𝒮(uρ𝒮)φdpdt=n𝒜u[φρ𝒮1]dX.\iint_{\mathbb{R}^{n}}\mathcal{A}_{\mathcal{S}}\nabla(u\circ\rho_{\mathcal{S}})\cdot\nabla\varphi\,dp\,dt=\iint_{\mathbb{R}^{n}}\mathcal{A}\nabla u\cdot\nabla[\varphi\circ\rho_{\mathcal{S}}^{-1}]\,dX.

The function φρ𝒮1\varphi\circ\rho_{\mathcal{S}}^{-1} may not be smooth anymore, but is still compactly supported in Ω\Omega and in W1,(Ω)Wloc1,2(Ω)W^{1,\infty}(\Omega)\subset W^{1,2}_{loc}(\Omega), so φρ𝒮1\varphi\circ\rho_{\mathcal{S}}^{-1} is a valid test function for the weak solution uu, and so the right-hand side of (6.19) is 0. We conclude that

n𝒜𝒮(uρ𝒮)φdpdt=0\iint_{\mathbb{R}^{n}}\mathcal{A}_{\mathcal{S}}\nabla(u\circ\rho_{\mathcal{S}})\cdot\nabla\varphi\,dp\,dt=0

for any φC0(ρ𝒮1(Ω))\varphi\in C^{\infty}_{0}(\rho_{\mathcal{S}}^{-1}(\Omega)), hence uρ𝒮u\circ\rho_{\mathcal{S}} is a weak solution to L𝒮(uρ𝒮)=0L_{\mathcal{S}}(u\circ\rho_{\mathcal{S}})=0 in ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\Omega).

The same reasoning shows that uu is a weak solution to Lu=0Lu=0 in Ω\Omega whenever uρ𝒮u\circ\rho_{\mathcal{S}} is a weak solution to L𝒮(uρ𝒮)=0L_{\mathcal{S}}(u\circ\rho_{\mathcal{S}})=0 in ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\Omega). The lemma follows. \square

We want to say that A𝒮A_{\mathcal{S}} satisfies the same Carleson-type condition as Aρ𝒮A\circ\rho_{\mathcal{S}}. For instance, we want to say that δACMΩ\delta\nabla A\in CM_{\Omega} - which implies (δρ𝒮)(Aρ𝒮)CMρ𝒮1(Ω)(\delta\circ\rho_{\mathcal{S}})\nabla(A\circ\rho_{\mathcal{S}})\in CM_{\rho_{\mathcal{S}}^{-1}(\Omega)} - will give that (δρ𝒮)A𝒮CMρ𝒮1(Ω)(\delta\circ\rho_{\mathcal{S}})\nabla A_{\mathcal{S}}\in CM_{\rho_{\mathcal{S}}^{-1}(\Omega)}. However, it is not true, for the simple reason that the Carleson estimates on Jac\operatorname{Jac} are related to the set nP\mathbb{R}^{n}\setminus P while the ones on Aρ𝒮A\circ\rho_{\mathcal{S}} are linked to the domain ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\Omega). Since A𝒮A_{\mathcal{S}} is the product of these two objects, we only have Carleson estimates for A𝒮A_{\mathcal{S}} in the areas of n\mathbb{R}^{n} where ρ𝒮(Ω)\rho_{\mathcal{S}}(\partial\Omega) looks like PP.

Lemma 6.20.

Assume that the matrix function 𝒜\mathcal{A} defined on Ω\Omega satisfies (1.6) and (1.7), and can be decomposed as 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} where

(6.21) |δ|+|𝒞|CMΩ(M)|\delta\nabla\mathcal{B}|+|\mathcal{C}|\in CM_{\Omega}(M)

Then the matrix 𝒜𝒮\mathcal{A}_{\mathcal{S}} constructed in (6.18) can also be decomposed as 𝒜𝒮=𝒮+𝒞𝒮\mathcal{A}_{\mathcal{S}}=\mathcal{B}_{\mathcal{S}}+\mathcal{C}_{\mathcal{S}} where 𝒮\mathcal{B}_{\mathcal{S}} satisfies (1.6) and (1.7) with the constant 2C𝒜2C_{\mathcal{A}}, |t𝒮||t\nabla\mathcal{B}_{\mathcal{S}}| is uniformly bounded by CC𝒜CC_{\mathcal{A}}, and

(6.22) (|t𝒮|+|𝒞𝒮|)𝟙ρ𝒮1(WΩ(𝒮))CMnP(C(ϵ02+M))(|t\nabla\mathcal{B}_{\mathcal{S}}|+|\mathcal{C}_{\mathcal{S}}|){\mathds{1}}_{\rho^{-1}_{\mathcal{S}}(W^{*}_{\Omega}(\mathcal{S}))}\in CM_{\mathbb{R}^{n}\setminus P}(C(\epsilon_{0}^{2}+M))

for a constant CC that depends only on nn and the ellipticity constant C𝒜C_{\mathcal{A}}.

Proof: Let 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} as in the lemma. Without loss of generality, we can choose \mathcal{B} to be a smooth average of 𝒜\mathcal{A} (see Lemma 2.1) and so \mathcal{B} satisfies (1.6) and (1.7) with the constant C𝒜C_{\mathcal{A}} and |δ|CC𝒜|\delta\nabla\mathcal{B}|\leq CC_{\mathcal{A}}. Define

𝒮:=det(J)JT(ρ𝒮)J1\mathcal{B}_{\mathcal{S}}:=\det(J)J^{-T}(\mathcal{B}\circ\rho_{\mathcal{S}})J^{-1}

and of course 𝒞𝒮:=𝒜𝒮𝒮\mathcal{C}_{\mathcal{S}}:=\mathcal{A}_{\mathcal{S}}-\mathcal{B}_{\mathcal{S}}. First, Lemma 6.8 shows that det(J)\det(J) is close to 11 and J1J^{-1} is close to the identity, so 𝒮\mathcal{B}_{\mathcal{S}} satisfies (1.6) and (1.7) with the constant (1+Cϵ0)C𝒜2C𝒜(1+C\epsilon_{0})C_{\mathcal{A}}\leq 2C_{\mathcal{A}}. Moreover, the same Lemma 6.8 gives that |det(J)|+J13|\det(J)|+\|J^{-1}\|\leq 3, JacI3\|\operatorname{Jac}-I\|\leq 3, and |p,tdet(J)|+|p,tJ1||p,tpbt|\displaystyle|\nabla_{p,t}\det(J)|+\||\nabla_{p,t}J^{-1}|\|\lesssim|\nabla_{p,t}\nabla_{p}b^{t}|, and hence

|𝒮||()ρ𝒮|+|p,tpbt|,|\nabla\mathcal{B}_{\mathcal{S}}|\lesssim|(\nabla\mathcal{B})\circ\rho_{\mathcal{S}}|+|\nabla_{p,t}\nabla_{p}b^{t}|,

and

|𝒞𝒮||det(Jac)det(J)|+Jac1J1+|𝒞ρ𝒮||tbt|+|tp,tpbt|+|𝒞ρ𝒮|.\begin{split}|\mathcal{C}_{\mathcal{S}}|&\lesssim|\det(\operatorname{Jac})-\det(J)|+\|\operatorname{Jac}^{-1}-J^{-1}\|+|\mathcal{C}\circ\rho_{\mathcal{S}}|\\ &\lesssim|\partial_{t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|+|\mathcal{C}\circ\rho_{\mathcal{S}}|.\end{split}

Lemma 6.1 entails that |tp,tpbt|ϵ01C𝒜|t\nabla_{p,t}\nabla_{p}b^{t}|\lesssim\epsilon_{0}\leq 1\leq C_{\mathcal{A}}, so 𝒮\mathcal{B}_{\mathcal{S}} verifies |t𝒮|C𝒜|t\nabla\mathcal{B}_{\mathcal{S}}|\lesssim C_{\mathcal{A}}, so thus (6.22) is the only statement we still have to prove. Lemma 6.1 also implies that |tbt|+|tp,tpbt|CMP×(0,)(Cϵ02)|\partial_{t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|\in CM_{P\times(0,\infty)}(C\epsilon_{0}^{2}). Therefore, it suffices to establish that

(6.23) (|tρ𝒮|+|𝒞ρ𝒮|)𝟙ρ𝒮1(WΩ(𝒮))CMP×(0,)(CM).(|t\nabla\mathcal{B}\circ\rho_{\mathcal{S}}|+|\mathcal{C}\circ\rho_{\mathcal{S}}|){\mathds{1}}_{\rho^{-1}_{\mathcal{S}}(W^{*}_{\Omega}(\mathcal{S}))}\in CM_{P\times(0,\infty)}(CM).

Take p0Pp_{0}\in P and r0>0r_{0}>0. We want to show that

(6.24) B(p0,r0)ρ𝒮1(WΩ(𝒮))(|tρ𝒮|2+|𝒞ρ𝒮|2)dtt𝑑pCM(r0)n1.\iint_{B(p_{0},r_{0})\cap\rho^{-1}_{\mathcal{S}}(W^{*}_{\Omega}(\mathcal{S}))}(|t\nabla\mathcal{B}\circ\rho_{\mathcal{S}}|^{2}+|\mathcal{C}\circ\rho_{\mathcal{S}}|^{2})\,\frac{dt}{t}\,dp\leq CM(r_{0})^{n-1}.

If ρ𝒮(B(p0,r0))WΩ(𝒮)=\rho_{\mathcal{S}}(B(p_{0},r_{0}))\cap W^{*}_{\Omega}(\mathcal{S})=\emptyset, the left hand side above is zero and there is nothing to prove. Otherwise, pick a point Xρ𝒮(B(p0,r0))WΩ(𝒮)X\in\rho_{\mathcal{S}}(B(p_{0},r_{0}))\cap W^{*}_{\Omega}(\mathcal{S}). The fact that Xρ𝒮(B(p0,r0))X\in\rho_{\mathcal{S}}(B(p_{0},r_{0})) means that

(6.25) |X𝔟(p0)|(1+Cϵ0)r0.|X-\mathfrak{b}(p_{0})|\leq(1+C\epsilon_{0})r_{0}.

since ρ𝒮(p0)=𝔟(p0)\rho_{\mathcal{S}}(p_{0})=\mathfrak{b}(p_{0}) and JacICϵ0\|\operatorname{Jac}-I\|\leq C\epsilon_{0} by Lemma 6.8. Because bb is 2ϵ02\epsilon_{0}-Lipschitz with ϵ01\epsilon_{0}\ll 1, we deduce

(6.26) |X𝔟(Π(X))|(1+ϵ0)|X𝔟(p0)|(1+2Cϵ0)r0.|X-\mathfrak{b}(\Pi(X))|\leq(1+\epsilon_{0})|X-\mathfrak{b}(p_{0})|\leq(1+2C\epsilon_{0})r_{0}.

The fact that XWΩ(𝒮)X\in W^{*}_{\Omega}(\mathcal{S}) implies by (4.14) that

(6.27) δ(X)(1+2ϵ0)|X𝔟(Π(X))|2r0\delta(X)\leq(1+2\epsilon_{0})|X-\mathfrak{b}(\Pi(X))|\leq 2r_{0}

thanks to (6.26). Moreover, if xΩx\in\partial\Omega is such that |Xx|=δ(X)|X-x|=\delta(X),

(6.28) |x𝔟(p0)||x𝔟(Π(X))|+|𝔟(Π(X)𝔟(p0)|2ϵ0δ(X)+(1+ϵ0)|Π(X)p0|12r0+(1+ϵ0)|X𝔟(p0)|2r0|x-\mathfrak{b}(p_{0})|\leq|x-\mathfrak{b}(\Pi(X))|+|\mathfrak{b}(\Pi(X)-\mathfrak{b}(p_{0})|\\ \leq 2\epsilon_{0}\delta(X)+(1+\epsilon_{0})|\Pi(X)-p_{0}|\leq\frac{1}{2}r_{0}+(1+\epsilon_{0})|X-\mathfrak{b}(p_{0})|\leq 2r_{0}

by using in order (4.16), the fact that bb is 2ϵ02\epsilon_{0}-Lipschitz, (6.27), and (6.25). Fix X0ρ𝒮(B(p0,r0))WΩ(𝒮)X_{0}\in\rho_{\mathcal{S}}(B(p_{0},r_{0}))\cap W^{*}_{\Omega}(\mathcal{S}) and x0Ωx_{0}\in\partial\Omega such that |X0x0|=δ(X0)|X_{0}-x_{0}|=\delta(X_{0}). The inequalities (6.25) and (6.28) show that,

|Xx0||X𝔟(p0)|+|x0𝔟(p0)|4r0 for Xρ𝒮(B(p0,r0))WΩ(𝒮),|X-x_{0}|\leq|X-\mathfrak{b}(p_{0})|+|x_{0}-\mathfrak{b}(p_{0})|\leq 4r_{0}\qquad\text{ for }X\in\rho_{\mathcal{S}}(B(p_{0},r_{0}))\cap W^{*}_{\Omega}(\mathcal{S}),

that is

(6.29) ρ𝒮(B(p0,r0))WΩ(𝒮)B(x0,4r0).\rho_{\mathcal{S}}(B(p_{0},r_{0}))\cap W^{*}_{\Omega}(\mathcal{S})\subset B(x_{0},4r_{0}).

We are now ready to conclude. We make the change of variable X=ρ𝒮(p,s)X=\rho_{\mathcal{S}}(p,s) in (6.24), and since ρ𝒮\rho_{\mathcal{S}} is a bi-Lipschitz change of variable that almost preserves the distances (because JacICϵ01\|\operatorname{Jac}-I\|\leq C\epsilon_{0}\ll 1), we obtain

B(p0,r)ρ𝒮1(WΩ(𝒮))(|tρ𝒮|2+|𝒞ρ𝒮|2)dttdp2B(x0,4r)WΩ(𝒮)(|dist(X,Γ𝒮)|2+|𝒞|2)dXdist(X,Γ𝒮)4B(x0,4r)(|δ|2+|𝒞|2)dXδ(X)CM(r0)n1\begin{split}\iint_{B(p_{0},r)\cap\rho^{-1}_{\mathcal{S}}(W^{*}_{\Omega}(\mathcal{S}))}&(|t\nabla\mathcal{B}\circ\rho_{\mathcal{S}}|^{2}+|\mathcal{C}\circ\rho_{\mathcal{S}}|^{2})\,\frac{dt}{t}\,dp\\ &\leq 2\iint_{B(x_{0},4r)\cap W^{*}_{\Omega}(\mathcal{S})}(|\operatorname{dist}(X,\Gamma_{\mathcal{S}})\nabla\mathcal{B}|^{2}+|\mathcal{C}|^{2})\,\frac{dX}{\operatorname{dist}(X,\Gamma_{\mathcal{S}})}\\ &\leq 4\iint_{B(x_{0},4r)}(|\delta\nabla\mathcal{B}|^{2}+|\mathcal{C}|^{2})\,\frac{dX}{\delta(X)}\leq CM(r_{0})^{n-1}\end{split}

by using (4.15) and then the fact that |δ|+|𝒞|CMΩ(M)|\delta\nabla\mathcal{B}|+|\mathcal{C}|\in CM_{\Omega}(M). The lemma follows. \square

6.3. Properties of the composition of the smooth distance by ρ𝒮\rho_{\mathcal{S}}

The change of variable ρ𝒮\rho_{\mathcal{S}} maps P×(P{0})P\times(P^{\bot}\setminus\{0\}) to nΓ𝒮\mathbb{R}^{n}\setminus\Gamma_{\mathcal{S}}, so for any XnΓ𝒮X\in\mathbb{R}^{n}\setminus\Gamma_{\mathcal{S}}, the quantities Nρ𝒮1(X)(Y)N_{\rho^{-1}_{\mathcal{S}}(X)}(Y) and Λ(ρ𝒮1(X))\Lambda(\rho^{-1}_{\mathcal{S}}(X)) make sense as Np,t(Y)N_{p,t}(Y) and Λ(p,t)\Lambda(p,t), respectively, where (p,t)=ρ𝒮1(X)(p,t)=\rho^{-1}_{\mathcal{S}}(X). With this in mind, we have the following result.

Lemma 6.30.

For any Q𝒮Q\in\mathcal{S}, we have

(6.31) WΩ(Q)|Dβ(X)Dβ(X)Nρ𝒮1(X)(X)dist(X,Λ(ρ𝒮1(X))|2δ(X)𝑑XC|ασ,β(Q)|2σ(Q),\iint_{W_{\Omega}(Q)}\left|\frac{\nabla D_{\beta}(X)}{D_{\beta}(X)}-\frac{N_{\rho^{-1}_{\mathcal{S}}(X)}(X)}{\operatorname{dist}(X,\Lambda(\rho^{-1}_{\mathcal{S}}(X))}\right|^{2}\,\delta(X)\,dX\leq C|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q),

with a constant C>0C>0 that depends only on nn, CσC_{\sigma}, and β\beta.

Proof: The lemma is a consequence of Corollary 5.53 and the definition of ρ𝒮\rho_{\mathcal{S}}.

First , Lemma 4.1 (d) entails that WΩ(Q)nΓ𝒮W_{\Omega}(Q)\subset\mathbb{R}^{n}\setminus\Gamma_{\mathcal{S}}, which means that the quantities Nρ𝒮1(X)N_{\rho^{-1}_{\mathcal{S}}(X)} and Λ(ρ𝒮1(X))\Lambda(\rho^{-1}_{\mathcal{S}}(X)) are well defined in (6.31). Let XWΩ(Q)X\in W_{\Omega}(Q) and set (p,t)=ρ𝒮1(X)(p,t)=\rho^{-1}_{\mathcal{S}}(X).

On one hand, Lemma 6.11 gives that

dist(X,Γ𝒮)|X𝔟(p)|(1+Cϵ0)|t|(1+Cϵ0)dist(X,Γ𝒮)\operatorname{dist}(X,\Gamma_{\mathcal{S}})\leq|X-\mathfrak{b}(p)|\leq(1+C\epsilon_{0})|t|\leq(1+C^{\prime}\epsilon_{0})\operatorname{dist}(X,\Gamma_{\mathcal{S}})

and

|X𝔟(p)(0,t)|Cϵ0|t|.|X-\mathfrak{b}(p)-(0,t)|\leq C\epsilon_{0}|t|.

By projecting the left-hand side on PP, the latter implies that

|Π(X)p|Cϵ0|t|.|\Pi(X)-p|\leq C\epsilon_{0}|t|.

On the other hand, since XWΩ(Q)X\in W_{\Omega}(Q), Lemma 4.13 gives that

dist(X,Γ𝒮)|X𝔟(Π(X))|(1+2ϵ0)δ(X)(1+Cϵ0)dist(X,Γ𝒮),\operatorname{dist}(X,\Gamma_{\mathcal{S}})\leq|X-\mathfrak{b}(\Pi(X))|\leq(1+2\epsilon_{0})\delta(X)\leq(1+C\epsilon_{0})\operatorname{dist}(X,\Gamma_{\mathcal{S}}),

and, if xQx\in Q is such that |Xx|=δ(X)|X-x|=\delta(X), then by (4.16),

|𝔟(Π(X))x|2ϵ0δ(X),|\mathfrak{b}(\Pi(X))-x|\leq 2\epsilon_{0}\delta(X),

which implies that

|Π(X)Π(x)|2ϵ0δ(X),|\Pi(X)-\Pi(x)|\leq 2\epsilon_{0}\delta(X),

Altogether, we have

δ(X)(1Cϵ0)|t|(1+Cϵ0)δ(X)\delta(X)(1-C\epsilon_{0})\leq|t|\leq(1+C\epsilon_{0})\delta(X)

and

dist(p,Π(Q))|pΠ(x)||pΠ(X)|+|Π(X)Π(x)|Cϵ0δ(X).\operatorname{dist}(p,\Pi(Q))\leq|p-\Pi(x)|\leq\left|p-\Pi(X)\right|+\left|\Pi(X)-\Pi(x)\right|\leq C\epsilon_{0}\delta(X).

If we throw in the fact that δ(X)[(Q)/2,(Q)]\delta(X)\in[\ell(Q)/2,\ell(Q)] by definition of WΩ(Q)W_{\Omega}(Q), then we easily observe that pp and tt satisfy the assumptions of Corollary 5.53, and so

|Dβ(X)Dβ(X)Nρ𝒮1(X)(X)dist(X,Λ(ρ𝒮1(X))|C(Q)1ασ,β(Q) for XWΩ.\left|\frac{\nabla D_{\beta}(X)}{D_{\beta}(X)}-\frac{N_{\rho^{-1}_{\mathcal{S}}(X)}(X)}{\operatorname{dist}(X,\Lambda(\rho^{-1}_{\mathcal{S}}(X))}\right|\leq C\ell(Q)^{-1}\alpha_{\sigma,\beta}(Q)\qquad\text{ for }X\in W_{\Omega}.

We conclude that

WΩ(Q)|Dβ(X)Dβ(X)Nρ𝒮1(X)(X)dist(X,Λ(ρ𝒮1(X))|2δ(X)𝑑XC|WΩ(Q)||(Q)1ασ,β(Q)|2(Q)C|ασ,β(Q)|2σ(Q)\begin{split}\iint_{W_{\Omega}(Q)}\left|\frac{\nabla D_{\beta}(X)}{D_{\beta}(X)}-\frac{N_{\rho^{-1}_{\mathcal{S}}(X)}(X)}{\operatorname{dist}(X,\Lambda(\rho^{-1}_{\mathcal{S}}(X))}\right|^{2}\,\delta(X)\,dX&\leq C|W_{\Omega}(Q)||\ell(Q)^{-1}\alpha_{\sigma,\beta}(Q)|^{2}\ell(Q)\\ &\leq C|\alpha_{\sigma,\beta}(Q)|^{2}\sigma(Q)\end{split}

because |WΩ(Q)|σ(Q)(Q)|W_{\Omega}(Q)|\approx\sigma(Q)\ell(Q) by (4.8) and (1.1). The lemma follows. \square

Lemma 6.32.

We have

(6.33) ρ𝒮1(WΩ(𝒮))|ttJac(p,t)Np,t(ρ𝒮(p,t))dist(ρ𝒮(p,t),Λ(p,t))|2|t|𝑑t𝑑pC(ϵ0)2σ(Q(𝒮))\iint_{\rho_{\mathcal{S}}^{-1}(W_{\Omega}(\mathcal{S}))}\left|\frac{\nabla t}{t}-\frac{\operatorname{Jac}(p,t)N_{p,t}(\rho_{\mathcal{S}}(p,t))}{\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Lambda(p,t))}\right|^{2}\left|t\right|\,dt\,dp\leq C(\epsilon_{0})^{2}\sigma(Q(\mathcal{S}))

where C>0C>0 depends only on nn (and η\eta).

Proof: From the definition, we can see that Λ(p,t)\Lambda(p,t) is the affine plane that goes through the point 𝔟t(p)\mathfrak{b}^{t}(p) and whose directions are given by the vectors (q,qbt(p))(q,q\nabla b^{t}(p)), that is Λ(p,t)\Lambda(p,t) is the codimension 1 plane that goes through 𝔟t(p)\mathfrak{b}^{t}(p) and with upward unit normal vector

Np,t=1|((br(p))T,1)|(bt(p)1)=11+|bt(p)|2(bt(p)1)N_{p,t}=\frac{1}{|(-(\nabla b^{r}(p))^{T},1)|}\begin{pmatrix}-\nabla b^{t}(p)\\ 1\end{pmatrix}=\frac{1}{\sqrt{1+|\nabla b^{t}(p)|^{2}}}\begin{pmatrix}-\nabla b^{t}(p)\\ 1\end{pmatrix}

The vector function Np,t(X)N_{p,t}(X) is just +Np,t+N_{p,t} or Np,t-N_{p,t}, depending whether XX lies above or below Λ(p,t)\Lambda(p,t).

Observe that ρ𝒮(p,t)𝔟t(p)=t((bt(p))T,1)\rho_{\mathcal{S}}(p,t)-\mathfrak{b}^{t}(p)=t(-(\nabla b^{t}(p))^{T},1), which means that 𝔟t(p)\mathfrak{b}^{t}(p) is the projection of ρ𝒮(p,t)\rho_{\mathcal{S}}(p,t) onto Λ(p,t)\Lambda(p,t) and that

dist(ρ𝒮(p,t),Λ(p,t))=|t||((bt(p))T,1)|=|t|1+|bt(p)|2.\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Lambda(p,t))=|t||(-(\nabla b^{t}(p))^{T},1)|=|t|\sqrt{1+|\nabla b^{t}(p)|^{2}}.

Moreover, ρ𝒮(p,t)\rho_{\mathcal{S}}(p,t) lies above Λ(p,t)\Lambda(p,t) if t>0t>0 and below otherwise, that is

Np,t(ρ(p,t))=sgn(t)Np,t=sgn(t)1+|bt(p)|2(bt(p)1).N_{p,t}(\rho(p,t))=\operatorname{sgn}(t)N_{p,t}=\frac{\operatorname{sgn}(t)}{\sqrt{1+|\nabla b^{t}(p)|^{2}}}\begin{pmatrix}-\nabla b^{t}(p)\\ 1\end{pmatrix}.

From all this, we deduce

(6.34) J(p,t)Np,t(ρ𝒮(p,t))dist(ρ𝒮(p,t),Λ(p,t))=1t(1+|bt(p)|2)(Ibt(p)(bt(p))T1)(bt(p)1)=1t(0n11)=tt.\begin{split}\frac{J(p,t)N_{p,t}(\rho_{\mathcal{S}}(p,t))}{\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Lambda(p,t))}&=\frac{1}{t(1+|\nabla b^{t}(p)|^{2})}\begin{pmatrix}I&\nabla b^{t}(p)\\ -(\nabla b^{t}(p))^{T}&1\end{pmatrix}\begin{pmatrix}-\nabla b^{t}(p)\\ 1\end{pmatrix}\\ &=\frac{1}{t}\begin{pmatrix}0_{\mathbb{R}^{n-1}}\\ 1\end{pmatrix}=\frac{\nabla t}{t}.\end{split}

Recall that |JacJ||tbt|+|tp,tpbt||\operatorname{Jac}-J|\lesssim|\partial_{t}b^{t}|+|t\nabla_{p,t}\nabla_{p}b^{t}|. Together with (6.34), we obtain that the left-hand side of (6.33) is equal to

(6.35) I=ρ𝒮1(WΩ(𝒮))|Jac(p,t)J(p,t)t(1+|bt(p)|2)(bt(p)1)|2|t|𝑑t𝑑pρ𝒮1(WΩ(𝒮))(|tbt|2+|tp,tpbt|2)dt|t|𝑑p.I=\iint_{\rho^{-1}_{\mathcal{S}}(W_{\Omega}(\mathcal{S}))}\left|\frac{\operatorname{Jac}(p,t)-J(p,t)}{t(1+|\nabla b^{t}(p)|^{2})}\begin{pmatrix}-\nabla b^{t}(p)\\ 1\end{pmatrix}\right|^{2}\left|t\right|\,dt\,dp\\ \lesssim\iint_{\rho_{\mathcal{S}}^{-1}(W_{\Omega}(\mathcal{S}))}(|\partial_{t}b^{t}|^{2}+|t\nabla_{p,t}\nabla_{p}b^{t}|^{2})\,\frac{dt}{\left|t\right|}\,dp.

Take X0WΩ(𝒮)X_{0}\in W_{\Omega}(\mathcal{S}), and notice that the set WΩ(𝒮)W_{\Omega}(\mathcal{S}) is included in B(𝔟(Π(X0)),4(Q(𝒮)))B(\mathfrak{b}(\Pi(X_{0})),4\ell(Q(\mathcal{S}))) by definition of WΩ(𝒮)W_{\Omega}(\mathcal{S}) and by (4.16). Since the Jacobian of ρ𝒮\rho_{\mathcal{S}} is close to the identity, ρ𝒮1\rho_{\mathcal{S}}^{-1} almost preserves the distance, and hence ρ𝒮1(WΩ(𝒮))B(Π(X0),5(Q(𝒮)))\rho^{-1}_{\mathcal{S}}(W_{\Omega}(\mathcal{S}))\subset B(\Pi(X_{0}),5\ell(Q(\mathcal{S}))). We conclude that

IB(Π(X0),5(Q(𝒮)))(|tbt|2+|tp,tpbt|2)dtt𝑑p(ϵ0)2(Q(𝒮))n1(ϵ0)2σ(Q(𝒮))I\lesssim\iint_{B(\Pi(X_{0}),5\ell(Q(\mathcal{S})))}(|\partial_{t}b^{t}|^{2}+|t\nabla_{p,t}\nabla_{p}b^{t}|^{2})\,\frac{dt}{t}\,dp\lesssim(\epsilon_{0})^{2}\ell(Q(\mathcal{S}))^{n-1}\lesssim(\epsilon_{0})^{2}\sigma(Q(\mathcal{S}))

by Lemma 6.1 and then (1.1). The lemma follows. \square

7. The flat case.

In this section, we intend to prove an analogue of Theorem 1.12 when the boundary is flat, that is when the domain is Ω0:=+n\Omega_{0}:=\mathbb{R}^{n}_{+}. This is our main argument on the PDE side (contrary to other sections which are devoted to geometric arguments) and the general case of Chord-Arc Domains is eventually brought back to this simpler case.

We shall bring a little bit of flexibility in the following manner. We will allow Ω\Omega to be different from +n\mathbb{R}^{n}_{+}, but we shall stay away from the parts where Ω\partial\Omega differs from +n\partial\mathbb{R}^{n}_{+} with some cut-off functions. More exactly, we shall use cut-off functions ϕ\phi that guarantee that δ(X):=dist(X,Ω)t\delta(X):=\operatorname{dist}(X,\partial\Omega)\approx t whenever X=(x,t)suppϕX=(x,t)\in\operatorname{supp}\phi. We shall simply use n1\mathbb{R}^{n-1} for n=n1×{0}\partial\mathbb{R}^{n}=\mathbb{R}^{n-1}\times\left\{0\right\}. We start with the precise definition of the cut-off functions that we are allowing.

Definition 7.1.

We say that ϕL(Ω)\phi\in L^{\infty}(\Omega) is a cut-off function associated to both Ω\partial\Omega and n1\mathbb{R}^{n-1} if 0ϕ10\leq\phi\leq 1, and there is a constant Cϕ1C_{\phi}\geq 1 such that |ϕ|Cϕδ1|\nabla\phi|\leq C_{\phi}\delta^{-1},

(7.2) (Cϕ)1|t|δ(X)Cϕ|t| for all X=(x,t)suppϕ,(C_{\phi})^{-1}|t|\leq\delta(X)\leq C_{\phi}|t|\qquad\text{ for all }X=(x,t)\in\operatorname{supp}\phi,

and there exists a collection of dyadic cubes {Qi}iIϕ\{Q_{i}\}_{i\in I_{\phi}} in 𝔻Ω\mathbb{D}_{\partial\Omega} such that

(7.3) {Qi}iIϕ\{Q_{i}\}_{i\in I_{\phi}} is finitely overlapping with an overlap of at most CϕC_{\phi},

and

(7.4) Ω(suppϕ)supp(1ϕ)iIϕWΩ(Qi).\Omega\cap(\operatorname{supp}\phi)\cap\operatorname{supp}(1-\phi)\subset\bigcup_{i\in I_{\phi}}W_{\Omega}^{**}(Q_{i}).

The condition (7.2) allows us to say that

(7.5)  if, for xΩ and r>0B(x,r)suppϕ, then there exists yn1 such that B(x,r)B(y,Cr);\text{ if, for $x\in\partial\Omega$ and $r>0$, $B(x,r)\cap\operatorname{supp}\phi\neq\emptyset$,}\\ \text{ then there exists $y\in\mathbb{R}^{n-1}$ such that $B(x,r)\subset B(y,Cr)$;}

so we can pass from Carleson measures in Ω\Omega to Carleson measure in nn1\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}. For instance, we have

(7.6) fCMΩ(M)fϕ,f𝟙suppϕCMnn1(CϕM),δgCMΩ(M)tϕgCMnn1(CϕM).\begin{array}[]{c}f\in CM_{\Omega}(M)\implies f\phi,\,f{\mathds{1}}_{\operatorname{supp}\phi}\in CM_{\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}}(C^{\prime}_{\phi}M),\\ \delta\nabla g\in CM_{\Omega}(M)\implies t\phi\nabla g\in CM_{\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}}(C^{\prime}_{\phi}M).\end{array}

and vice versa. The conditions (7.3) and (7.4) ensure that 𝟙(suppϕ)supp(1ϕ){\mathds{1}}_{(\operatorname{supp}\phi)\cap\operatorname{supp}(1-\phi)} (and hence δϕ\delta\nabla\phi) satisfies the Carleson measure condition on Ω\Omega. So by (7.6),

(7.7) |tϕ|+𝟙suppϕ+𝟙(suppϕ)supp(1ϕ)CMnn1(Cϕ).|t\nabla\phi|+{\mathds{1}}_{\operatorname{supp}\nabla\phi}+{\mathds{1}}_{(\operatorname{supp}\phi)\cap\operatorname{supp}(1-\phi)}\in CM_{\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}}(C^{\prime}_{\phi}).

And if the support of of ϕ\phi is contained in a ball of radius rr centered on Ω\partial\Omega, then

(7.8) Ω(|ϕ|t+|tϕ|2)dtt𝑑yrn1.\iint_{\Omega}\big{(}|\nabla\phi|t+|t\nabla\phi|^{2}\big{)}\,\frac{dt}{t}\,dy\lesssim r^{n-1}.

We are ready to state the main result of the section.

Lemma 7.9.

Let Ω\Omega be a Chord-Arc Domain and let L=div𝒜L=-\operatorname{div}\mathcal{A}\nabla be a uniformly elliptic operator on Ω\Omega, that is 𝒜\mathcal{A} verifies (1.6) and (1.7). Assume that the LL^{*}-elliptic measure ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma), where LL^{*} is the adjoint operator of LL, and σ\sigma is an Ahlfors regular measure on Ω\partial\Omega. Let ϕ\phi be as in Definition 7.1 and be supported in a ball B:=B(x,r)B:=B(x,r) centered on the boundary Ω\partial\Omega. Assume that the coefficients 𝒜\mathcal{A} can be decomposed as 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} where

(7.10) (|t|+|𝒞|)𝟙suppϕCMnn1(M).(|t\nabla\mathcal{B}|+|\mathcal{C}|){\mathds{1}}_{\operatorname{supp}\phi}\in CM_{\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}}(M).

Then for any non-negative nontrivial weak solution uu to Lu=0Lu=0 in 2BΩ2B\cap\Omega with zero trace on Ω2B\partial\Omega\cap 2B, one has

(7.11) Ω|t||uutt|2ϕ2𝑑t𝑑y=Ω|t||ln(u|t|)|2ϕ2𝑑t𝑑yC(1+M)rn1,\iint_{\Omega}|t|\left|\frac{\nabla u}{u}-\frac{\nabla t}{t}\right|^{2}\phi^{2}\,dt\,dy=\iint_{\Omega}|t|\left|\nabla\ln\Big{(}\frac{u}{|t|}\Big{)}\right|^{2}\phi^{2}\,dt\,dy\leq C(1+M)r^{n-1},

where CC depends only on the dimension nn, the elliptic constant C𝒜C_{\mathcal{A}}, the 1-sided CAD constants of Ω\Omega, the constant CϕC_{\phi} in Definition 7.1, and the intrinsic constants in ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma).

The above lemma is the analogue of Theorem 2.21 from [DFM4] in our context, and part of our proof will follow the one from [DFM4] but a new argument is needed to treat the non-diagonal structure of 𝒜\mathcal{A}.

We need ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma) for the proof of the following intermediate lemma. Essentially, we need that the logarithm of the Poisson kernel lies in BMOBMO. Let us state and prove it directly in the form that we need.

Lemma 7.12.

Let Ω\Omega, LL, ϕ\phi, B:=B(x,r)B:=B(x,r), and uu be as in Lemma 7.9. Assume that ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma) as in Lemma 7.9. Then there exists K:=K(u,B)K:=K(u,B) such that

Ω|ϕ||ln(Ku|t|)|𝑑t𝑑yCrn1,\iint_{\Omega}|\nabla\phi|\left|\ln\Big{(}\frac{Ku}{|t|}\Big{)}\right|dt\,dy\leq Cr^{n-1},

where CC depends only on nn, C𝒜C_{\mathcal{A}}, the 1-sided CAD constants of Ω\Omega, the constant CϕC_{\phi} in Definition 7.1, and the intrinsic constants in ωLA(σ)\omega_{L^{*}}\in A_{\infty}(\sigma).

Proof of Lemma 7.12. The first step is to replace Ku/tKu/t by the elliptic measure. Take X0B(x,r)ΩX_{0}\in B(x,r)\cap\Omega and X1ΩB(x,4r)X_{1}\in\Omega\setminus B(x,4r) to be two corkscrew points for xx at the scale rr. If G(Y,X)G(Y,X) is the Green function associated to LL in Ω\Omega and {ωX}XΩ\{\omega^{X}_{*}\}_{X\in\Omega} is the elliptic measure associated to the adjoint LL^{*}, the CFMS estimates (Lemma 2.18) entails, for YWΩ(Q)BY\in W_{\Omega}^{**}(Q)\cap B, that

u(Y)u(X0)G(Y,X1)G(X0,X1)(Q)rσ(Δ)σ(Q)ωX1(Q)ωX1(Δ),\frac{u(Y)}{u(X_{0})}\approx\frac{G(Y,X_{1})}{G(X_{0},X_{1})}\approx\frac{\ell(Q)}{r}\frac{\sigma(\Delta)}{\sigma(Q)}\frac{\omega_{*}^{X_{1}}(Q)}{\omega_{*}^{X_{1}}(\Delta)},

where Δ=BΩ\Delta=B\cap\partial\Omega. Moreover, if Y=(y,t)suppϕWΩ(Q)Y=(y,t)\in\operatorname{supp}\phi\cap W^{**}_{\Omega}(Q), then (Q)|t|\ell(Q)\approx|t| by (7.2). Altogether, we have

(7.13) u(Y)|t|u(X0)rσ(Δ)σ(Q)ωX1(Q)ωX1(Δ) for Y=(y,t)suppϕWΩ(Q).\frac{u(Y)}{|t|}\approx\frac{u(X_{0})}{r}\frac{\sigma(\Delta)}{\sigma(Q)}\frac{\omega_{*}^{X_{1}}(Q)}{\omega_{*}^{X_{1}}(\Delta)}\qquad\text{ for }Y=(y,t)\in\operatorname{supp}\phi\cap W_{\Omega}^{**}(Q).

Set K:=r/u(X0)K:=r/u(X_{0}), and Iϕ:={iIϕ:WΩ(Qi) intersects suppϕ}I_{\phi}^{\prime}:=\left\{i\in I_{\phi}:W_{\Omega}^{**}(Q_{i})\text{ intersects }\operatorname{supp}\nabla\phi\right\},

(7.14) Ω|ϕ||ln(Ku|t|)|𝑑t𝑑yiIϕ(Qi)1WΩ(Qi)|ln(Ku|t|)|𝑑t𝑑yiIϕσ(Qi)[1+|ln(σ(Δ)σ(Qi)ωX1(Qi)ωX1(Δ))|]\begin{split}\iint_{\Omega}|\nabla\phi|\left|\ln\Big{(}\frac{Ku}{|t|}\Big{)}\right|dt\,dy&\lesssim\sum_{i\in I_{\phi}^{\prime}}\ell(Q_{i})^{-1}\int_{W_{\Omega}^{**}(Q_{i})}\left|\ln\Big{(}\frac{Ku}{|t|}\Big{)}\right|\,dt\,dy\\ &\lesssim\sum_{i\in I_{\phi}^{\prime}}\sigma(Q_{i})\left[1+\left|\ln\Big{(}\frac{\sigma(\Delta)}{\sigma(Q_{i})}\frac{\omega_{*}^{X_{1}}(Q_{i})}{\omega_{*}^{X_{1}}(\Delta)}\Big{)}\right|\right]\end{split}

by (7.4), (7.13), and the fact that |WΩ(Qi)|(Qi)σ(Qi)|W^{**}_{\Omega}(Q_{i})|\approx\ell(Q_{i})\sigma(Q_{i}).

The second step is to use the fact that ωX1\omega^{X_{1}}_{*} is AA_{\infty}-absolutely continuous with respect to σ\sigma. To that objective, we define for kk\in\mathbb{Z}

k:={iIϕ, 2kσ(Δ)σ(Qi)ωX1(Qi)ωX1(Δ)2k+1}\mathcal{I}_{k}:=\Big{\{}i\in I_{\phi}^{\prime},\,2^{k}\leq\frac{\sigma(\Delta)}{\sigma(Q_{i})}\frac{\omega_{*}^{X_{1}}(Q_{i})}{\omega_{*}^{X_{1}}(\Delta)}\leq 2^{k+1}\Big{\}}

and then Ek:=ikQiE_{k}:=\bigcup_{i\in\mathcal{I}_{k}}Q_{i}. Since the collection {Qi}iIϕ\{Q_{i}\}_{i\in I_{\phi}} is finitely overlapping, due to (7.3), the bound (7.14) becomes

(7.15) Ω|ϕ||ln(Ku|t|)|𝑑t𝑑yk(1+|k|)σ(Ek).\begin{split}\iint_{\Omega}|\nabla\phi|\left|\ln\Big{(}\frac{Ku}{|t|}\Big{)}\right|dt\,dy&\lesssim\sum_{k\in\mathbb{Z}}(1+|k|)\sigma(E_{k}).\end{split}

We want thus to estimate σ(Ek)\sigma(E_{k}). Observe first that for any iIϕi\in I_{\phi}^{\prime}, WΩ(Qi)W_{\Omega}^{**}(Q_{i}) intersects suppϕB\operatorname{supp}\phi\subset B. Therefore QiQ_{i} and EkE_{k} have to be inside Δ:=CΔ\Delta^{*}:=C\Delta for a large CC depending only on the constant KK^{**} in (4.6). The finite overlapping (7.3) also implies that

σ(Δ)σ(Ek)ωX1(Ek)ωX1(Δ)2k\frac{\sigma(\Delta^{*})}{\sigma(E_{k})}\frac{\omega_{*}^{X_{1}}(E_{k})}{\omega_{*}^{X_{1}}(\Delta^{*})}\approx 2^{k}

For k0k\geq 0, we have

(7.16) σ(Ek)σ(Δ)2kωX1(Ek)ωX1(Δ)2k.\frac{\sigma(E_{k})}{\sigma(\Delta^{*})}\approx 2^{-k}\frac{\omega_{*}^{X_{1}}(E_{k})}{\omega_{*}^{X_{1}}(\Delta^{*})}\lesssim 2^{-k}.

The elliptic measure ωX1\omega_{*}^{X_{1}} is AA_{\infty}-absolutely continuous with respect to σ\sigma by assumption, so for k0k\leq 0, we use the characterization (iv) from Theorem 1.4.13 in [Ken] to deduce

(7.17) σ(Ek)σ(Δ)(ωX1(Ek)ωX1(Δ))θ2kθ(σ(Ek)σ(Δ))θ2kθ\frac{\sigma(E_{k})}{\sigma(\Delta^{*})}\lesssim\left(\frac{\omega_{*}^{X_{1}}(E_{k})}{\omega_{*}^{X_{1}}(\Delta^{*})}\right)^{\theta}\approx 2^{k\theta}\left(\frac{\sigma(E_{k})}{\sigma(\Delta^{*})}\right)^{\theta}\lesssim 2^{k\theta}

for some θ(0,1)\theta\in(0,1) independent of xx, rr, and kk. We reinject (7.16) and (7.17) in (7.15) to conclude that

Ω|ϕ||ln(Ku|t|)|𝑑t𝑑yσ(Δ)k(1+|k|)2|k|θσ(Δ)rn1\begin{split}\iint_{\Omega}|\nabla\phi|\left|\ln\Big{(}\frac{Ku}{|t|}\Big{)}\right|dt\,dy&\lesssim\sigma(\Delta^{*})\sum_{k\in\mathbb{Z}}(1+|k|)2^{-|k|\theta}\lesssim\sigma(\Delta^{*})\lesssim r^{n-1}\end{split}

because σ\sigma is Ahlfors regular. The lemma follows. \square

Proof of Lemma 7.9. The proof is divided in two parts: the first one treats the case where i,n=0\mathcal{B}_{i,n}=0 for i<ni<n, and the second one shows that we can come back to the first case by a change of variable, by adapting the method presented in [Fen2].

Observe that ϕ\phi can be decomposed as ϕ=ϕ++ϕ\phi=\phi_{+}+\phi_{-} where ϕ+=𝟙t>0ϕ\phi_{+}={\mathds{1}}_{t>0}\phi and ϕ=𝟙t<0ϕ\phi_{-}={\mathds{1}}_{t<0}\phi. Both ϕ+\phi_{+} and ϕ\phi_{-} are as in Definition 7.1 with constant CϕC_{\phi}. So it is enough to prove the lemma while assuming

(7.18) suppϕ{t0}=+n¯.\operatorname{supp}\phi\subset\{t\geq 0\}=\overline{\mathbb{R}^{n}_{+}}.

The proof of the case suppϕn\operatorname{supp}\phi\subset\mathbb{R}^{n}_{-} is of course identical up to obvious changes.

Step 1: Case where i,n=0\mathcal{B}_{i,n}=0 for i<ni<n on suppϕ\operatorname{supp}\phi and \mathcal{B} satisfies (1.6) and (1.7) with the same constant C𝒜C_{\mathcal{A}} as 𝒜\mathcal{A}. If b:=n,nb:=\mathcal{B}_{n,n}, this assumption on \mathcal{B} implies that

(7.19) tvϕ2=btvϕ2.\mathcal{B}\nabla t\cdot\nabla v\,\phi^{2}=b\,\partial_{t}v\,\phi^{2}.

whenever vWloc1,1(Ω)v\in W^{1,1}_{loc}(\Omega) and

(7.20) (C𝒜)1bC𝒜.(C_{\mathcal{A}})^{-1}\leq b\leq C_{\mathcal{A}}.

We want to prove (7.11) with the assumption (7.18), and for this, we intend to establish that

(7.21) T:=+nt|ln(ut)|2ϕ2𝑑t𝑑yT12rn12+rn1,T:=\iint_{\mathbb{R}^{n}_{+}}t\left|\nabla\ln\Big{(}\frac{u}{t}\Big{)}\right|^{2}\phi^{2}\,dt\,dy\lesssim T^{\frac{1}{2}}r^{\frac{n-1}{2}}+r^{n-1},

which implies the desired inequality (7.11) provided that TT is a priori finite. However that is not necessary the case, because some problems can occur when tt is close to 0. So we take ψC()\psi\in C^{\infty}(\mathbb{R}) such that ψ(t)=0\psi(t)=0 when t<1t<1, ψ(t)=1\psi(t)=1 when t2t\geq 2, and 0ψ10\leq\psi\leq 1. We construct then ψk(Y)=ψ(2kδ(Y))\psi_{k}(Y)=\psi(2^{k}\delta(Y)) and ϕk=ϕψk\phi_{k}=\phi\psi_{k}. It is not very hard to see that

suppψk:={XΩ, 2kδ(X)21k}Q𝔻kWΩ(Q)\operatorname{supp}\nabla\psi_{k}:=\{X\in\Omega,\,2^{-k}\leq\delta(X)\leq 2^{1-k}\}\subset\bigcup_{Q\in\mathbb{D}_{k}}W_{\Omega}^{**}(Q)

and therefore that ϕk\phi_{k} is as in Definition 7.1 (with Cϕk=Cϕ+1C_{\phi_{k}}=C_{\phi}+1). The quantity

T(k):=+nt|ln(ut)|2ϕk2𝑑t𝑑y=+nt|uutt|2ϕk2𝑑t𝑑yT(k):=\iint_{\mathbb{R}^{n}_{+}}t\left|\nabla\ln\Big{(}\frac{u}{t}\Big{)}\right|^{2}\phi_{k}^{2}\,dt\,dy=\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{\nabla u}{u}-\frac{\nabla t}{t}\right|^{2}\phi_{k}^{2}\,dt\,dy

is finite, because ϕk\phi_{k} is compactly supported in both Ω\Omega and +n\mathbb{R}^{n}_{+} (the fact that u/u\nabla u/u is in Lloc2(Ω)L^{2}_{loc}(\Omega) for a non-negative nontrivial solution to Lu=0Lu=0 is a consequence of the Caccioppoli inequality and the Harnack inequality). So, we prove (7.21) for T(k)T(k) instead of TT, which implies T(k)rn1T(k)\lesssim r^{n-1} as we said, and take kk\to\infty to deduce (7.11).

We are now ready for the core part of the proof, which can be seen as an elaborate integration by parts. Our previous discussion established that we (only) have to prove (7.21), and that we can assume that ϕ\phi is compactly supported in Ω+n\Omega\cap\mathbb{R}^{n}_{+}. We use the ellipticity of 𝒜\mathcal{A} and the boundedness of bb to write

T=+nt|uutt|2ϕ2𝑑t𝑑yC𝒜2+n𝒜b(uutt)(uutt)ϕ2𝑑t𝑑y=C𝒜2(+n𝒜ubu(uutt)tϕ2𝑑t𝑑y+n𝒜tbtln(ut)tϕ2𝑑t𝑑y):=C𝒜2(T1+T2).\begin{split}T&=\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{\nabla u}{u}-\frac{\nabla t}{t}\right|^{2}\phi^{2}\,dt\,dy\leq C_{\mathcal{A}}^{2}\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{A}}{b}\left(\frac{\nabla u}{u}-\frac{\nabla t}{t}\right)\cdot\left(\frac{\nabla u}{u}-\frac{\nabla t}{t}\right)\phi^{2}dtdy\\ &=C_{\mathcal{A}}^{2}\left(\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{A}\nabla u}{bu}\cdot\left(\frac{\nabla u}{u}-\frac{\nabla t}{t}\right)\,t\phi^{2}\,dt\,dy-\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{A}\nabla t}{bt}\cdot\nabla\ln\Big{(}\frac{u}{t}\Big{)}\,t\phi^{2}\,dt\,dy\right)\\ &:=C_{\mathcal{A}}^{2}(T_{1}+T_{2}).\end{split}

We deal first with T2T_{2}. We use the fact that 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} and (7.19) to obtain

T2=+ntln(ut)ϕ2dtdy+n𝒞btln(ut)ϕ2𝑑t𝑑y:=T21+T22.T_{2}=-\iint_{\mathbb{R}^{n}_{+}}\partial_{t}\ln\Big{(}\frac{u}{t}\Big{)}\,\phi^{2}\,dt\,dy-\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{C}}{b}\nabla t\cdot\nabla\ln\Big{(}\frac{u}{t}\Big{)}\,\phi^{2}\,dt\,dy:=T_{21}+T_{22}.

The term T22T_{22} can be then bounded with the help of the Cauchy-Schwarz inequality as follows

T22b1(+n|𝒞|2ϕ2dtt𝑑y)12(+nt|ln(ut)|2ϕ2𝑑t𝑑y)12rn12T12T_{22}\leq\|b^{-1}\|_{\infty}\left(\iint_{\mathbb{R}^{n}_{+}}|\mathcal{C}|^{2}\phi^{2}\,\frac{dt}{t}\,dy\right)^{\frac{1}{2}}\left(\iint_{\mathbb{R}^{n}_{+}}t\left|\nabla\ln\Big{(}\frac{u}{t}\Big{)}\right|^{2}\,\phi^{2}\,dt\,dy\right)^{\frac{1}{2}}\lesssim r^{\frac{n-1}{2}}T^{\frac{1}{2}}

by (7.10). As for T21T_{21}, observe that multiplying by any constant KK inside the logarithm will not change the term (because we differentiate the logarithm). As a consequence, we have

T21=+ntln(Kut)ϕ2dtdy=+nln(Kut)n[ϕ2]dtdy+n|ϕ||ln(Kut)|𝑑t𝑑yrn1\begin{split}T_{21}&=-\iint_{\mathbb{R}^{n}_{+}}\partial_{t}\ln\Big{(}\frac{Ku}{t}\Big{)}\,\phi^{2}\,dt\,dy=\iint_{\mathbb{R}^{n}_{+}}\ln\Big{(}\frac{Ku}{t}\Big{)}\,\partial_{n}[\phi^{2}]\,dt\,dy\\ &\leq\iint_{\mathbb{R}^{n}_{+}}|\nabla\phi|\left|\ln\Big{(}\frac{Ku}{t}\Big{)}\right|\,dt\,dy\lesssim r^{n-1}\end{split}

by successively using integration by parts and Lemma 7.12.

We turn to T1T_{1}, and we want now to use the fact that uu is a weak solution to Lu=0Lu=0. So we notice that

T1=+n𝒜bu(tu)ϕ2dtdy=+n𝒜u(tϕ2bu)dtdy+2+n𝒜uϕ(tϕbu)𝑑t𝑑y+n𝒜ub(tϕ2b2u)𝑑t𝑑y:=T11+2T12T13.\begin{split}T_{1}&=-\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{A}}{b}\nabla u\cdot\nabla\Big{(}\frac{t}{u}\Big{)}\,\phi^{2}\,dt\,dy\\ &=-\iint_{\mathbb{R}^{n}_{+}}\mathcal{A}\nabla u\cdot\nabla\Big{(}\frac{t\phi^{2}}{bu}\Big{)}\,\,dt\,dy+2\iint_{\mathbb{R}^{n}_{+}}\mathcal{A}\nabla u\cdot\nabla\phi\,\Big{(}\frac{t\phi}{bu}\Big{)}\,dt\,dy-\iint_{\mathbb{R}^{n}_{+}}\mathcal{A}\nabla u\cdot\nabla b\,\Big{(}\frac{t\phi^{2}}{b^{2}u}\Big{)}\,dt\,dy\\ &:=-T_{11}+2T_{12}-T_{13}.\end{split}

Since ϕ\phi is compactly supported, we have that u>ϵϕu>\epsilon_{\phi} on suppϕ\operatorname{supp}\phi (by the Harnack inequality, see Lemma 2.15) and uLloc2(Ω)\nabla u\in L^{2}_{loc}(\Omega) (by the Caccioppoli inequality, see Lemma 2.14). Therefore tϕ2/(bu)t\phi^{2}/(bu) is a valid test function for the solution uWloc1,2(Ω)u\in W^{1,2}_{loc}(\Omega) to Lu=0Lu=0, and then T11=0T_{11}=0. As for T12T_{12}, we have

T12=+n𝒜b(uutt)ϕ(tϕ)𝑑t𝑑y++n𝒜btϕϕdtdy:=T121+T122.\begin{split}T_{12}&=\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{A}}{b}\left(\frac{\nabla u}{u}-\frac{\nabla t}{t}\right)\cdot\nabla\phi\,(t\phi)\,dt\,dy+\iint_{\mathbb{R}^{n}_{+}}\frac{\mathcal{A}}{b}\nabla t\cdot\nabla\phi\,\phi\,dt\,dy:=T_{121}+T_{122}.\end{split}

The term T121T_{121} is similar to T22T_{22}. The boundedness of 𝒜/b\mathcal{A}/b and the Cauchy-Schwarz inequality infer that

T121(+nt|ϕ|2dtt𝑑y)12(+nt|ln(ut)|2ϕ2𝑑t𝑑y)12rn12T12T_{121}\leq\left(\iint_{\mathbb{R}^{n}_{+}}t|\nabla\phi|^{2}\,\frac{dt}{t}\,dy\right)^{\frac{1}{2}}\left(\iint_{\mathbb{R}^{n}_{+}}t\left|\nabla\ln\Big{(}\frac{u}{t}\Big{)}\right|^{2}\,\phi^{2}\,dt\,dy\right)^{\frac{1}{2}}\lesssim r^{\frac{n-1}{2}}T^{\frac{1}{2}}

by (7.8). The quantity T122T_{122} is even easier since

T122+n|ϕ|𝑑t𝑑yrn1,T_{122}\lesssim\iint_{\mathbb{R}^{n}_{+}}|\nabla\phi|\,dt\,dy\lesssim r^{n-1},

again by (7.8). It remains to bound T13T_{13}. We start as for T12T_{12} by writing

T13=+n𝒜(uutt)btϕ2b2dtdy++n𝒜tbϕ2b2dtdy:=T131+T132.\begin{split}T_{13}&=\iint_{\mathbb{R}^{n}_{+}}\mathcal{A}\left(\frac{\nabla u}{u}-\frac{\nabla t}{t}\right)\cdot\nabla b\,\frac{t\phi^{2}}{b^{2}}\,dt\,dy+\iint_{\mathbb{R}^{n}_{+}}\mathcal{A}\nabla t\cdot\nabla b\,\frac{\phi^{2}}{b^{2}}\,dt\,dy:=T_{131}+T_{132}.\end{split}

The term T131T_{131} is like T121T_{121}, and by using tbCM+nt\nabla b\in CM_{\mathbb{R}^{n}_{+}} instead of tϕCM+nt\nabla\phi\in CM_{\mathbb{R}^{n}_{+}} , we obtain that T131r(n1)/2T1/2T_{131}\lesssim r^{(n-1)/2}T^{1/2}. The term T132T_{132} does not contain the solution uu, but it is a bit harder than T122T_{122} to deal with, because b\nabla b is not as nice as ϕ\nabla\phi. We use 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} and (7.19) to get

T132=+n(tb)ϕ2b𝑑t𝑑y++n𝒞tbϕ2b2dtdy:=T1321+T1322.\begin{split}T_{132}&=\iint_{\mathbb{R}^{n}_{+}}(\partial_{t}b)\,\frac{\phi^{2}}{b}\,dt\,dy+\iint_{\mathbb{R}^{n}_{+}}\mathcal{C}\nabla t\cdot\nabla b\,\frac{\phi^{2}}{b^{2}}\,dt\,dy:=T_{1321}+T_{1322}.\end{split}

We easily deal with T1322T_{1322} by using the Cauchy-Schwarz inequality as follows:

T1322b12(+n|𝒞|2ϕ2dtt𝑑y)12(+n|tb|2ϕ2dtt𝑑y)12rn1T_{1322}\leq\|b^{-1}\|_{\infty}^{2}\left(\iint_{\mathbb{R}^{n}_{+}}|\mathcal{C}|^{2}\phi^{2}\,\frac{dt}{t}\,dy\right)^{\frac{1}{2}}\left(\iint_{\mathbb{R}^{n}_{+}}|t\nabla b|^{2}\phi^{2}\,\frac{dt}{t}\,dy\right)^{\frac{1}{2}}\lesssim r^{n-1}

by (7.10). As last, observe that

T1321=+nt[ln(b)ϕ2]dtdy+ntϕϕln(b)dtdy,T_{1321}=\iint_{\mathbb{R}^{n}_{+}}\partial_{t}[\ln(b)\phi^{2}]\,\,dt\,dy-\iint_{\mathbb{R}^{n}_{+}}\partial_{t}\phi\,\phi\ln(b)\,dt\,dy,

but the first integral in the right-hand side above is zero, so

|T1321|ln(b)+n|tϕ|𝑑t𝑑yrn1,|T_{1321}|\lesssim\|\ln(b)\|_{\infty}\iint_{\mathbb{R}^{n}_{+}}|\partial_{t}\phi|\,dt\,dy\lesssim r^{n-1},

by (7.8) and the fact that b1b\approx 1. The inequality (7.11) under the three assumptions (7.19), (7.20), and (7.10) follows.

Step 2: We can assume that t|y|\left\|t\left|\nabla_{y}\mathcal{B}\right|\right\|_{\infty} is as small as we want.

We construct

(7.22) 𝒜~:=𝒜ϕ+(1ϕ)I,\widetilde{\mathcal{A}}:=\mathcal{A}\phi+(1-\phi)I,

where II is the identity matrix. Note that 𝒜~\widetilde{\mathcal{A}} is elliptic with the same elliptic constant C𝒜C_{\mathcal{A}} as 𝒜\mathcal{A}. We choose then a bump function θC0(n)\theta\in C^{\infty}_{0}(\mathbb{R}^{n}) supported in B(0,1/10)B(0,1/10), that is 0θ10\leq\theta\leq 1 and nθ𝑑X=1\iint_{\mathbb{R}^{n}}\theta\,dX=1. We construct θy,t(z,s)=tnθ(zyt,stt)\theta_{y,t}(z,s)=t^{-n}\theta\big{(}\frac{z-y}{t},\frac{s-t}{t}\big{)}, which satisfies nθy,t=1\iint_{\mathbb{R}^{n}}\theta_{y,t}=1, and then

(7.23) ~(y,t):=n𝒜~θy,Nt𝑑z𝑑s.\widetilde{\mathcal{B}}(y,t):=\iint_{\mathbb{R}^{n}}\widetilde{\mathcal{A}}\,\theta_{y,Nt}\,dz\,ds.

for a large NN to be fixed later to ensure that (7.28) below is invertible. Since ~\widetilde{\mathcal{B}} is some average of 𝒜~\widetilde{\mathcal{A}}, then

(7.24) ~\widetilde{\mathcal{B}} is elliptic and bounded with the same constant C𝒜C_{\mathcal{A}} as 𝒜~\widetilde{\mathcal{A}} and 𝒜\mathcal{A}.

The construction is similar to the one done in Lemma 2.1, so we do not write the details again. Observe also that

(7.25) |ty~(y,t)|1N𝒜~ and |tt~(y,t)|𝒜~.|t\nabla_{y}\widetilde{\mathcal{B}}(y,t)|\lesssim\frac{1}{N}\|\widetilde{\mathcal{A}}\|_{\infty}\quad\text{ and }\quad|t\,\partial_{t}\widetilde{\mathcal{B}}(y,t)|\lesssim\|\widetilde{\mathcal{A}}\|_{\infty}.

In addition, we have that

|~(y,t)|tnBNt/10(y,Nt)(||ϕ+|ϕ|+1t|𝒞|ϕ)𝑑z𝑑s,|\nabla\widetilde{\mathcal{B}}(y,t)|\lesssim t^{-n}\iint_{B_{Nt/10}(y,Nt)}\Big{(}|\nabla\mathcal{B}|\phi+|\nabla\phi|+\frac{1}{t}|\mathcal{C}|\phi\Big{)}dz\,ds,

and if 𝒞~\widetilde{\mathcal{C}} denotes (𝒜~)𝟙suppϕ(\mathcal{A}-\widetilde{\mathcal{B}}){\mathds{1}}_{\operatorname{supp}\phi}, the Poincaré inequality entails that

Δ(x,t)t3t|𝒞~(z,s)|2dss𝑑zΔ(x,2Nt)t9Nt(s2||2ϕ2+|𝒞|2ϕ2+s2|ϕ|2+|𝟙(suppϕ)supp(1ϕ)|2)dss𝑑z,\int_{\Delta(x,t)}\int_{t}^{3t}|\widetilde{\mathcal{C}}(z,s)|^{2}\frac{ds}{s}\,dz\\ \lesssim\int_{\Delta(x,2Nt)}\int_{t}^{9Nt}\Big{(}s^{2}|\nabla\mathcal{B}|^{2}\phi^{2}+|\mathcal{C}|^{2}\phi^{2}+s^{2}|\nabla\phi|^{2}+|{\mathds{1}}_{(\operatorname{supp}\phi)\cap\operatorname{supp}(1-\phi)}|^{2}\Big{)}\frac{ds}{s}\,dz,

which means that t|~|+|𝒞~|CM+nt|\nabla\widetilde{\mathcal{B}}|+|\widetilde{\mathcal{C}}|\in CM_{\mathbb{R}^{n}_{+}} by (7.10), and (7.7).

Step 3: The change of variable. We write ~\widetilde{\mathcal{B}} as the block matrix

(7.26) ~=(B1B2B3b),\widetilde{\mathcal{B}}=\begin{pmatrix}B_{1}&B_{2}\\ B_{3}&b\end{pmatrix},

where bb is the scalar function ~n,n\widetilde{\mathcal{B}}_{n,n}, so B1B_{1} is a matrix of order n1n-1, B2B_{2} and B3B_{3} are respectively a vertical and a horizontal vector of length n1n-1. We use vv for the horizontal vector v=(B2)T/bv=-(B_{2})^{T}/b, and we define

(7.27) ρ(y,t):=(y+tv(y,t),t),\rho(y,t):=(y+tv(y,t),t),

which is a Lipschitz map from +n\mathbb{R}^{n}_{+} to +n\mathbb{R}^{n}_{+} (since vv and t|v|t|\nabla v| are uniformly bounded, see (7.24) and (7.25)), and we compute its Jacobian

(7.28) Jacρ:=(I+tyv0v+ttv1).Jac_{\rho}:=\begin{pmatrix}I+t\nabla_{y}v&0\\ v+t\partial_{t}v&1\end{pmatrix}.

We can choose NN big enough in (7.25) such that JacρJac_{\rho} is invertible and even det(Jacρ)1/2\det(Jac_{\rho})\geq 1/2. Let JρJ_{\rho} be the matrix

(7.29) Jρ:=(I0v1).J_{\rho}:=\begin{pmatrix}I&0\\ v&1\end{pmatrix}.

We easily have that

(7.30) |JacρJρ|+|det(Jacρ)11||tv||t~|.|Jac_{\rho}-J_{\rho}|+|\det(Jac_{\rho})^{-1}-1|\lesssim|t\nabla v|\lesssim|t\nabla\widetilde{\mathcal{B}}|.

We aim to use ρ\rho for a change of variable. If uu is a weak solution to L=div𝒜L=-\operatorname{div}\mathcal{A}\nabla, then uρ1u\circ\rho^{-1} is solution to Lρ=div(𝒜ρρ1)L_{\rho}=-\operatorname{div}(\mathcal{A}_{\rho}\circ\rho^{-1})\nabla where

(7.31) 𝒜ρ=det(Jacρ)1(Jacρ)T𝒜Jacρ.\mathcal{A}_{\rho}=\det(Jac_{\rho})^{-1}(Jac_{\rho})^{T}\mathcal{A}\,Jac_{\rho}.

We want to compute 𝒜ρ\mathcal{A}_{\rho}. To lighten the notation, we write 𝒪CM\mathcal{O}_{CM} for a scalar function, a vector, or a matrix which satisfies the Carleson measure condition with respect to +n\mathbb{R}^{n}_{+}, i.e. 𝒪CM\mathcal{O}_{CM} can change from one line to another as long as 𝒪CMCM+n\mathcal{O}_{CM}\in CM_{\mathbb{R}^{n}_{+}}. So (7.30) becomes

(7.32) Jacρ=Jρ+𝒪CM and det(Jacρ)1=1+𝒪CM.Jac_{\rho}=J_{\rho}+\mathcal{O}_{CM}\quad\text{ and }\quad\det(Jac_{\rho})^{-1}=1+\mathcal{O}_{CM}.

Remember that by construction, the matrix 𝒜\mathcal{A} equals ~+𝒞~=~+𝒪CM\widetilde{\mathcal{B}}+\widetilde{\mathcal{C}}=\widetilde{\mathcal{B}}+\mathcal{O}_{CM} on suppϕ\operatorname{supp}\phi, and that Jacρ\operatorname{Jac}_{\rho} and 𝒜\mathcal{A} are uniformly bounded, so

(7.33) (𝟙suppϕ)𝒜ρ=𝟙suppϕ(IvT01)(B1B2B3b)(I0v1)+𝒪CM=𝟙suppϕ(B1+vTB3+B2v+bvvTB2+bvTB3+bvb)+𝒪CM=𝟙suppϕ(b(B1+vTB3+B2v+bvvT)0B3(B2)Tb):=ρ+𝒪CM\begin{split}({\mathds{1}}_{\operatorname{supp}\phi})\mathcal{A}_{\rho}&={\mathds{1}}_{\operatorname{supp}\phi}\begin{pmatrix}I&v^{T}\\ 0&1\end{pmatrix}\begin{pmatrix}B_{1}&B_{2}\\ B_{3}&b\end{pmatrix}\begin{pmatrix}I&0\\ v&1\end{pmatrix}+\mathcal{O}_{CM}\\ &={\mathds{1}}_{\operatorname{supp}\phi}\begin{pmatrix}B_{1}+v^{T}B_{3}+B_{2}v+bvv^{T}&B_{2}+bv^{T}\\ B_{3}+bv&b\end{pmatrix}+\mathcal{O}_{CM}\\ &={\mathds{1}}_{\operatorname{supp}\phi}\underbrace{\begin{pmatrix}b(B_{1}+v^{T}B_{3}+B_{2}v+bvv^{T})&0\\ B_{3}-(B_{2})^{T}&b\end{pmatrix}}_{:=\mathcal{B}_{\rho}}+\mathcal{O}_{CM}\end{split}

with our choices of vv. We write 𝒞ρ\mathcal{C}_{\rho} for (𝒜ρρ)𝟙suppϕ=𝒪CM(\mathcal{A}_{\rho}-\mathcal{B}_{\rho}){\mathds{1}}_{\operatorname{supp}\phi}=\mathcal{O}_{CM}. The matrices ρρ1\mathcal{B}_{\rho}\circ\rho^{-1} and 𝒞ρρ1\mathcal{C}_{\rho}\circ\rho^{-1} satisfy (7.10) (because the Carleson measure condition is stable under bi-Lipschitz transformations) and ρρ1\mathcal{B}_{\rho}\circ\rho^{-1} has the structure (7.19) as in Step 1. So Step 1 gives that

(7.34) +ns|ln(uρ1s)|2ϕ2ρ1𝑑s𝑑zrn1.\iint_{\mathbb{R}^{n}_{+}}s\left|\nabla\ln\Big{(}\frac{u\circ\rho^{-1}}{s}\Big{)}\right|^{2}\phi^{2}\circ\rho^{-1}\,ds\,dz\lesssim r^{n-1}.

If ss (and tt) is also used, by notation abuse, for the projection on the last coordinate, then

+nt|ln(ut)|2ϕ2𝑑t𝑑y=+nt|uutt|2ϕ2𝑑t𝑑y=+nt|Jacρ(uρ1)ρutt|2ϕ2𝑑t𝑑y+nt|Jacρ(uρ1)ρuJacρ(s)ρsρ|2ϕ2𝑑t𝑑y++nt|Jacρ(s)ρsρtt|2ϕ2𝑑t𝑑y:=I1+I2.\begin{split}\iint_{\mathbb{R}^{n}_{+}}t\left|\nabla\ln\Big{(}\frac{u}{t}\Big{)}\right|^{2}\phi^{2}\,dt\,dy&=\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{\nabla u}{u}-\frac{\nabla t}{t}\right|^{2}\phi^{2}\,dt\,dy\\ &=\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{Jac_{\rho}\nabla(u\circ\rho^{-1})\circ\rho}{u}-\frac{\nabla t}{t}\right|^{2}\phi^{2}\,dt\,dy\\ &\leq\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{Jac_{\rho}\nabla(u\circ\rho^{-1})\circ\rho}{u}-\frac{Jac_{\rho}(\nabla s)\circ\rho}{s\circ\rho}\right|^{2}\phi^{2}\,dt\,dy\\ &\hskip 128.0374pt+\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{Jac_{\rho}(\nabla s)\circ\rho}{s\circ\rho}-\frac{\nabla t}{t}\right|^{2}\phi^{2}\,dt\,dy\\ &:=I_{1}+I_{2}.\end{split}

Yet, ρ\rho is a bi-Lipschitz change of variable, so JacρJac_{\rho} and det(Jacρ)1\det(Jac_{\rho})^{-1} are uniformly bounded, and we have

(7.35) I1+nt|(uρ1)ρu(s)ρsρ|2ϕ2𝑑t𝑑y+ns|(uρ1)uρ1ss|2ϕ2ρ1𝑑s𝑑z=+ns|ln(uρ1s)|2ϕ2ρ1𝑑s𝑑zrn1I_{1}\lesssim\iint_{\mathbb{R}^{n}_{+}}t\left|\frac{\nabla(u\circ\rho^{-1})\circ\rho}{u}-\frac{(\nabla s)\circ\rho}{s\circ\rho}\right|^{2}\phi^{2}\,dt\,dy\\ \lesssim\iint_{\mathbb{R}^{n}_{+}}s\left|\frac{\nabla(u\circ\rho^{-1})}{u\circ\rho^{-1}}-\frac{\nabla s}{s}\right|^{2}\phi^{2}\circ\rho^{-1}\,ds\,dz\\ =\iint_{\mathbb{R}^{n}_{+}}s\left|\nabla\ln\Big{(}\frac{u\circ\rho^{-1}}{s}\Big{)}\right|^{2}\phi^{2}\circ\rho^{-1}\,ds\,dz\lesssim r^{n-1}

by (7.34). As for I2I_{2}, we simply observe that sρ=ts\circ\rho=t and

Jacρ(s)ρ=tJac_{\rho}(\nabla s)\circ\rho=\nabla t

to deduce that I2=0I_{2}=0. The lemma follows. \square

8. Proof of Theorem 1.21

In this section we prove Theorem 1.21, using the same strategy as our proof of Theorem 1.12. As mentioned in the introduction, we shall explain how to change the 5-step sketch of proof given in Subsection 1.3 to prove Theorem 1.21.

Fix a bounded solution uu of Lu=0Lu=0 in Ω\Omega with uL(Ω)1\left\|u\right\|_{L^{\infty}(\Omega)}\leq 1 and a ball B=B(x0,r)B=B(x_{0},r) centered on Ω\partial\Omega with radius rr. By the same argument as Step 1 in in Subection 1.3, it suffices to show that there exists some constant C(0,)C\in(0,\infty) depending only on nn, MM and the UR constants of Ω\partial\Omega, such that

(8.1) I:=Q𝔻Ω(Q0)WΩ(Q)|u(X)|2δ(X)𝑑XCσ(Q0)I:=\sum_{Q\in\mathbb{D}_{\partial\Omega}(Q_{0})}\iint_{W_{\Omega}(Q)}\left|\nabla u(X)\right|^{2}\delta(X)dX\leq C\sigma(Q_{0})

for any cube Q0𝔻ΩQ_{0}\in\mathbb{D}_{\partial\Omega} that satisfies Q087BΩQ_{0}\subset\frac{8}{7}B\cap\partial\Omega and (Q0)28r\ell(Q_{0})\leq 2^{-8}r.

Then observe that if EΩE\subset\Omega is a Whitney region, that is, E74BE\subset\frac{7}{4}B and diam(E)Kδ(E)\operatorname{diam}(E)\leq K\delta(E), then

(8.2) E|u|2δdXCKdiam(E)1E|u|2dXCKδ(E)n1,\iint_{E}\left|\nabla u\right|^{2}\delta\,dX\leq C_{K}\operatorname{diam}(E)^{-1}\iint_{E^{*}}\left|u\right|^{2}dX\leq C_{K}\delta(E)^{n-1},

by the Caccioppoli inequality and uL(Ω)1\left\|u\right\|_{L^{\infty}(\Omega)}\leq 1, where EE^{*} is an enlargement of EE. This bound (8.2) is the analogue of (1.26), and proves Step 2.

Step 3 is not modified. We pick 0<ϵ1ϵ110<\epsilon_{1}\ll\epsilon_{1}\ll 1 and we use the corona decomposition constructed in Section 3 to decompose II as follows.

I=Q(Q0)WΩ(Q)|u|2δdX+𝒮𝔖(Q0)WΩ(𝒮)|u|2δdX=:I1+𝒮𝔖(Q0)I𝒮.I=\sum_{Q\in\mathcal{B}(Q_{0})}\iint_{W_{\Omega}(Q)}\left|\nabla u\right|^{2}\delta\,dX+\sum_{\mathcal{S}\in\mathfrak{S}(Q_{0})}\iint_{W_{\Omega}(\mathcal{S})}\left|\nabla u\right|^{2}\delta\,dX=:I_{1}+\sum_{\mathcal{S}\in\mathfrak{S}(Q_{0})}I_{\mathcal{S}}.

By (8.2) and (3.19),

I1CQ(Q0)(Q)n1Cσ(Q0).I_{1}\leq C\sum_{Q\in\mathcal{B}(Q_{0})}\ell(Q)^{n-1}\leq C\sigma(Q_{0}).

Step 4 is significantly simpler for Theorem 1.21, because we do not need any estimate on the smooth distance DβD_{\beta}, but the spirit is the same. That is, by using the bi-Lipschitz map ρ𝒮\rho_{\mathcal{S}} constructed in Section 6, I𝒮I_{\mathcal{S}} can be turned into an integral on nn1\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}, which can be estimated by an integration by parts argument. More precisely, for any fixed 𝒮𝔖(Q0)\mathcal{S}\in\mathfrak{S}(Q_{0}),

I𝒮=ρ𝒮1(WΩ(𝒮))|(u)ρ𝒮(p,t)|2δρ𝒮(p,t)detJac(p,t)dpdt2|(uρ𝒮(p,t))|2dist(ρ𝒮(p,t),Γ𝒮)(Ψ𝒮ρ𝒮(p,t))2𝑑p𝑑t3|v(p,t)|2|t|ϕ(p,t)2𝑑p𝑑t,v=uρ𝒮,ϕ=Ψ𝒮ρ𝒮I_{\mathcal{S}}=\iint_{\rho_{\mathcal{S}}^{-1}(W_{\Omega}(\mathcal{S}))}\left|(\nabla u)\circ\rho_{\mathcal{S}}(p,t)\right|^{2}\delta\circ\rho_{\mathcal{S}}(p,t)\det\operatorname{Jac}(p,t)dpdt\\ \leq 2\iint\left|\nabla(u\circ\rho_{\mathcal{S}}(p,t))\right|^{2}\operatorname{dist}(\rho_{\mathcal{S}}(p,t),\Gamma_{\mathcal{S}})\left(\Psi_{\mathcal{S}}\circ\rho_{\mathcal{S}}(p,t)\right)^{2}dpdt\\ \leq 3\iint\left|\nabla v(p,t)\right|^{2}\left|t\right|\phi(p,t)^{2}dpdt,\qquad v=u\circ\rho_{\mathcal{S}},\quad\phi=\Psi_{\mathcal{S}}\circ\rho_{\mathcal{S}}

by (4.15), Lemmata 4.1 (d) and 6.8, as well as (6.12), for ϵ0\epsilon_{0} sufficiently small.

The fifth step consists roughly in proving the result in nn1\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}. The function ϕ\phi is the same as the one used to prove Theorem 1.12, in particular it is a cutoff function associated to both ρ𝒮1(Ω)\rho_{\mathcal{S}}^{-1}(\partial\Omega) and n1\mathbb{R}^{n-1} as defined in Definition 7.1, and it satisfies

(8.3) suppϕρ𝒮1(WΩ(𝒮)),\operatorname{supp}\phi\subset\rho_{\mathcal{S}}^{-1}(W_{\Omega}^{*}(\mathcal{S})),

and

(8.4) |ϕ|𝑑t𝑑p+|ϕ|2t𝑑t𝑑pσ(Q(𝒮)),\iint\left|\nabla\phi\right|dtdp+\iint\left|\nabla\phi\right|^{2}tdtdp\lesssim\sigma(Q(\mathcal{S})),

where the implicit constant depends on nn and the AR constant in (1.1). Notice that v=uρ𝒮v=u\circ\rho_{\mathcal{S}} is a bounded solution of L𝒮=div𝒜𝒮L_{\mathcal{S}}=-\operatorname{div}\mathcal{A}_{\mathcal{S}}\nabla that satisfies vL1\left\|v\right\|_{L^{\infty}}\leq 1, where 𝒜𝒮\mathcal{A}_{\mathcal{S}} is defined in (6.18). By Lemma 6.20, I𝒮Cσ(Q(𝒮))I_{\mathcal{S}}\leq C\sigma(Q(\mathcal{S})) will follow from the following lemma, which is essentially a result in nn1\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}.

Lemma 8.5.

Let L=div𝒜L=-\operatorname{div}\mathcal{A}\nabla be a uniformly elliptic operator on Ω𝒮:=ρ𝒮1(Ω)\Omega_{\mathcal{S}}:=\rho^{-1}_{\mathcal{S}}(\Omega). Assume that the coefficients 𝒜\mathcal{A} can be decomposed as 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} where

(8.6) (|t|+|𝒞|)𝟙suppϕCMnn1(M),(|t\nabla\mathcal{B}|+|\mathcal{C}|){\mathds{1}}_{\operatorname{supp}\phi}\in CM_{\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}}(M),

where ϕ=Ψ𝒮ρ𝒮\phi=\Psi_{\mathcal{S}}\circ\rho_{\mathcal{S}} is as above. Then for any solution vv of Lv=0Lv=0 in ρ𝒮1(Ω)\rho^{-1}_{\mathcal{S}}(\Omega) that satisfies vL1\left\|v\right\|_{L^{\infty}}\leq 1, there holds

(8.7) nn1|v|2ϕ2|t|𝑑t𝑑yC(1+M)σ(Q(𝒮)),\iint_{\mathbb{R}^{n}\setminus\mathbb{R}^{n-1}}\left|\nabla v\right|^{2}\phi^{2}{|t|}\,dtdy\leq C(1+M)\sigma(Q(\mathcal{S})),

where CC depends only on the dimension nn, the elliptic constant C𝒜C_{\mathcal{A}}, the AR constant of Ω\partial\Omega, and the implicit constant in (8.4).

The proof of this lemma is similar to the proof of Lemma 7.9, except that there is no need to invoke the CFMS estimates and AA_{\infty} as in Lemma 7.12, essentially because vv is bounded and we do not need information of vv on the boundary. For the same reason, with the properties of the cutoff function ϕ\phi in mind, we can forget about the domain Ω𝒮\Omega_{\mathcal{S}}, and in particular, we do not need the corkscrew and Harnack chain conditions in the proof.

Proof of Lemma 8.5.

We can decompose ϕ=ϕ 1t>0+ϕ 1t<0:=ϕ++ϕ\phi=\phi\,{\mathds{1}}_{t>0}+\phi\,{\mathds{1}}_{t<0}:=\phi_{+}+\phi_{-} and prove the result for each of the functions ϕ+\phi_{+} and ϕ\phi_{-}, and since the proof is the same in both cases (up to a sign), we can restrain ourselves as in the proof of Lemma 7.9 to the case where ϕ=ϕ𝟙t>0\phi=\phi{\mathds{1}}_{t>0}. By an approximation argument as in Step 1 of the proof of Lemma 7.9, we can assume that T:=+n|v|2tϕ2𝑑y𝑑tT:=\iint_{\mathbb{R}^{n}_{+}}\left|\nabla v\right|^{2}t\phi^{2}dydt is finite, and that ϕ\phi is compactly supported in Ω+n\Omega\cap\mathbb{R}^{n}_{+}. We first assume that \mathcal{B} has the special structure that

(8.8) ni=0for all 1in1,nn=b.\mathcal{B}_{ni}=0\qquad\text{for all }1\leq i\leq n-1,\qquad\mathcal{B}_{nn}=b.

Then for any fW01,2(+n)f\in W_{0}^{1,2}(\mathbb{R}^{n}_{+}),

(8.9) bftdydt=tfdydt=0.\iint\frac{\mathcal{B}}{b}\nabla f\cdot\nabla t\,dydt=\iint\partial_{t}f\,dydt=0.

Using ellipticity of 𝒜\mathcal{A} and boundeness of bb, we write

TC𝒜2𝒜bvvϕ2tdydt=C𝒜2{𝒜v(vϕ2b1t)dydt𝒜v(ϕ2b1)vtdydt𝒜vtvϕ2b1dydt}=C𝒜2{𝒜v(ϕ2b1)vtdydt+𝒜vtvϕ2b1dydt}=:C𝒜2(T1+T2)T\leq C_{\mathcal{A}}^{2}\iint\frac{\mathcal{A}}{b}\nabla v\cdot\nabla v\,\phi^{2}t\,dydt\\ =C_{\mathcal{A}}^{2}\Big{\{}\iint\mathcal{A}\nabla v\cdot\nabla\left(v\phi^{2}b^{-1}t\right)dydt-\iint\mathcal{A}\nabla v\cdot\nabla\left(\phi^{2}b^{-1}\right)vt\,dydt-\iint\mathcal{A}\nabla v\cdot\nabla t\,v\phi^{2}b^{-1}dydt\Big{\}}\\ =-C_{\mathcal{A}}^{2}\Big{\{}\iint\mathcal{A}\nabla v\cdot\nabla\left(\phi^{2}b^{-1}\right)vt\,dydt+\iint\mathcal{A}\nabla v\cdot\nabla t\,v\phi^{2}b^{-1}dydt\Big{\}}=:-C_{\mathcal{A}}^{2}\left(T_{1}+T_{2}\right)

since Lv=0Lv=0. We write T1T_{1} as

T1=2𝒜vϕϕb1vtdydt𝒜vbϕ2b2vtdydt=:T11T12.T_{1}=2\iint\mathcal{A}\nabla v\cdot\nabla\phi\,\phi b^{-1}vt\,dydt-\iint\mathcal{A}\nabla v\cdot\nabla b\,\phi^{2}b^{-2}vt\,dydt=:T_{11}-T_{12}.

By Cauchy-Schwarz and Young’s inequalities, as well as the boundedness of vv and bb,

|T11|C𝒜26T+C|ϕ|2t𝑑y𝑑t,|T12|C𝒜28T+C|b|2tϕ2𝑑t𝑑y.\left|T_{11}\right|\leq\frac{C_{\mathcal{A}}^{-2}}{6}T+C\iint\left|\nabla\phi\right|^{2}t\,dydt,\qquad\left|T_{12}\right|\leq\frac{C_{\mathcal{A}}^{-2}}{8}T+C\iint\left|\nabla b\right|^{2}t\phi^{2}dtdy.

So (8.4) and (8.6), as well as (8.3) give that

|T1|C𝒜24T+C(Q(𝒮))n1.\left|T_{1}\right|\leq\frac{C_{\mathcal{A}}^{2}}{4}T+C\ell(Q(\mathcal{S}))^{n-1}.

For T2T_{2}, we write

T2=12𝒜b(v2ϕ2)tdydt𝒜bϕtv2ϕdydt=12𝒞b(v2ϕ2)tdydt𝒜bϕtv2ϕdydt=:T21+T22T_{2}=\frac{1}{2}\iint\frac{\mathcal{A}}{b}\nabla\left(v^{2}\phi^{2}\right)\cdot\nabla t\,dydt-\iint\frac{\mathcal{A}}{b}\nabla\phi\cdot\nabla t\,v^{2}\phi\,dydt\\ =\frac{1}{2}\iint\frac{\mathcal{C}}{b}\nabla\left(v^{2}\phi^{2}\right)\cdot\nabla t\,dydt-\iint\frac{\mathcal{A}}{b}\nabla\phi\cdot\nabla t\,v^{2}\phi\,dydt=:T_{21}+T_{22}

by writing 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} and applying (8.9). For T21T_{21}, we use Cauchy-Schwarz and Young’s inequalities, and get

|T21||𝒞vtvϕ2b1dydt|+2|𝒞ϕtv2ϕb1dydt|C𝒜24T+C|𝒞|2ϕ2t1𝑑y𝑑t+|ϕ2|t𝑑y𝑑tC𝒜24T+C(Q(𝒮))n1\left|T_{21}\right|\leq\left|\iint\mathcal{C}\nabla v\cdot\nabla t\,v\phi^{2}b^{-1}dydt\right|+2\left|\iint\mathcal{C}\nabla\phi\cdot\nabla t\,v^{2}\phi b^{-1}dydt\right|\\ \leq\frac{C_{\mathcal{A}}^{-2}}{4}T+C\iint\left|\mathcal{C}\right|^{2}\phi^{2}t^{-1}dydt+\iint\left|\nabla\phi^{2}\right|tdydt\leq\frac{C_{\mathcal{A}}^{-2}}{4}T+C\ell(Q(\mathcal{S}))^{n-1}

by the boundedness of vv, (8.4), (8.6), and (8.3). The boundedness of the coefficients and vv implies that

|T22|C|ϕ|𝑑y𝑑tC(Q(𝒮))n1\left|T_{22}\right|\leq C\iint\left|\nabla\phi\right|dydt\leq C\ell(Q(\mathcal{S}))^{n-1}

by (8.4). Altogether, we have obtained that T12T+C(Q(𝒮))n1T\leq\frac{1}{2}T+C\ell(Q(\mathcal{S}))^{n-1}, and thus the desired estimate (8.7) follows.

We claim that the lemma reduces to the case when (8.8) holds by almost the same argument as in Steps 2 and 3 in the proof of Lemma 7.9. That is, we can assume that |y|tC𝒜N\left\|\left|\nabla_{y}\mathcal{B}\right|t\right\|_{\infty}\lesssim\frac{C_{\mathcal{A}}}{N} with NN to be chosen to be sufficiently large, and then we do a change of variables, which produces the structure (8.8) in the conjugate operator. The only difference from the proof of Lemma 7.9 is that now we need to choose v=B3/bv=-B_{3}/b in the bi-Lipschitz map ρ\rho defined in (7.27) because we want B3+bv=0B_{3}+bv=0 in (7.33). We leave the details to the reader. ∎

9. The converse

In this section, we show that (v)(i)(v)\implies(i) in Theorem 1.12, that is, we establish that under certain conditions on the domain Ω\Omega and the operator LL, the Carleson condition (1.14) on the Green function implies that Ω\partial\Omega is uniformly rectifiable. More precisely, we prove the following.

Theorem 9.1.

Let Ω\Omega be a 1-sided Chord-Arc Domain (bounded or unbounded) and let L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla be an uniformly elliptic operator which satisfies the weak DKP condition with constant M(0,)M\in(0,\infty) on Ω\Omega. Let X0ΩX_{0}\in\Omega, and when Ω\Omega is unbounded, X0X_{0} can be \infty. We write GX0G^{X_{0}} for the Green funtion of LL with pole at X0X_{0}. Suppose that there exists C(0,)C\in(0,\infty) and β>0\beta>0 such that for all balls BB centered at the boundary and such that X02BX_{0}\notin 2B, we have

(9.2) ΩB|GX0GX0DβDβ|2Dβ𝑑XCσ(BΩ).\iint_{\Omega\cap B}\left|\frac{\nabla G^{X_{0}}}{G^{X_{0}}}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dX\leq C\sigma(B\cap\partial\Omega).

Then Ω\partial\Omega is uniformly rectifiable.

In [DM2] Theorem 7.1, uniform rectifiability is obtained from some weak condition on the Green function, namely, GG^{\infty} being prevalently close to DβD_{\beta}. Following [DM2], we say that GG^{\infty} is prevalently close to DβD_{\beta} if for each choice of ϵ>0\epsilon>0 and M1M\geq 1, the set 𝒢GDβ(ϵ,M)\mathcal{G}_{GD_{\beta}}(\epsilon,M) of pairs (x,r)Ω×(0,)(x,r)\in\partial\Omega\times(0,\infty) such that there exists a positive constant c>0c>0, with

|Dβ(X)cG(X)|ϵrfor XΩB(x,Mr),\left|D_{\beta}(X)-c\,G^{\infty}(X)\right|\leq\epsilon r\quad\text{for }X\in\Omega\cap B(x,Mr),

is Carleson-prevalent.

Definition 9.3 (Carleson-prevalent).

We say that 𝒢Ω×(0,)\mathcal{G}\subset\partial\Omega\times(0,\infty) is a Carleson-prevalent set if there exists a constant C0C\geq 0 such that for every xΩx\in\partial\Omega and r>0r>0,

yΩB(x,r)0<t<r𝟙𝒢c(y,t)dσ(y)dttCrn1.\int_{y\in\partial\Omega\cap B(x,r)}\int_{0<t<r}{\mathds{1}}_{\mathcal{G}^{c}}(y,t)\frac{d\sigma(y)dt}{t}\leq C\,r^{n-1}.

One could say that our condition (9.2) is stronger than GG^{\infty} being prevalently close to DβD_{\beta}, and so the theorem follows from [DM2]. But actually it is not so easy to link the two conditions directly. Nonetheless, we can use Chebyshev’s inequality to derive a weak condition from (9.2), which can be used as a replacement of GG^{\infty} being prevalently close to DβD_{\beta} in the proof.

We will soon see that the condition on the operator in Theorem 9.1 can be relaxed. Again following [DM2], given an elliptic operator L=div𝒜L=-\mathop{\operatorname{div}}{\mathcal{A}\nabla}, we say that LL is locally sufficiently close to a constant coefficient elliptic operator if for every choice of τ>0\tau>0 and K1K\geq 1, 𝒢cc(τ,K)\mathcal{G}_{cc}(\tau,K) is a Carleson prevalent set, where 𝒢cc(τ,K)\mathcal{G}_{cc}(\tau,K) is the set of pairs (x,r)Ω×(0,)(x,r)\in\partial\Omega\times(0,\infty) such that there is a constant matrix 𝒜0=𝒜0(x,r)\mathcal{A}_{0}=\mathcal{A}_{0}(x,r) such that

XWK(x,r)|𝒜(X)𝒜0|𝑑Xτrn,\iint_{X\in W_{K}(x,r)}\left|\mathcal{A}(X)-\mathcal{A}_{0}\right|dX\leq\tau r^{n},

where

(9.4) WK(x,r)={XΩB(x,Kr):dist(X,Ω)K1r}.W_{K}(x,r)=\left\{X\in\Omega\cap B(x,Kr):\operatorname{dist}(X,\partial\Omega)\geq K^{-1}r\right\}.

We will actually prove Theorem 9.1 for elliptic operators LL that are sufficiently close locally to a constant coefficient elliptic operator.

The first step of deriving weak conditions from the strong conditions on the operator and GG^{\infty} is the observation that for any integrable function FF, if there is a constant C(0,)C\in(0,\infty) such that

B(x,r)Ω|F(Y)|𝑑YCrn1for xΩ,r>0,\iint_{B(x,r)\cap\Omega}\left|F(Y)\right|dY\leq C\,r^{n-1}\quad\text{for }x\in\partial\Omega,r>0,

then for any K1K\geq 1,

(9.5) yB(x,r)Ω0<t<rWK(y,t)|F(Y)|𝑑Y𝑑t𝑑σ(y)CKn1rn1\int_{y\in B(x,r)\cap\partial\Omega}\int_{0<t<r}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{W_{K}(y,t)}\left|F(Y)\right|dY\,dt\,d\sigma(y)\leq C\,K^{n-1}r^{n-1}

for xΩx\in\partial\Omega, r>0r>0. This follows immediately from Fubini’s theorem and the fact that WK(x,r)W_{K}(x,r) defined in (9.4) is a Whitney region which is away from the boundary.

Lemma 9.6.
  1. (1)

    Let L=div𝒜L=-\mathop{\operatorname{div}}\mathcal{A}\nabla be a uniformly elliptic operator which satisfies the weak DKP condition with constant M(0,)M\in(0,\infty) on Ω\Omega. Then LL is locally sufficiently close to a constant coefficient elliptic operator.

  2. (2)

    If GX0G^{X_{0}} satisfies (9.2) for all BB centered at the boundary and such that X02BX_{0}\notin 2B, then for every choice of ϵ>0\epsilon>0 and K1K\geq 1, the set

    (9.7) 𝒢X0(ϵ,K):={(x,r)Ω×(0,):X0B(x,2Kr) and WK(x,r)|ln(GX0Dβ(X))|2Dβ(X)dXϵrn1}\mathcal{G}^{X_{0}}(\epsilon,K):=\Big{\{}(x,r)\in\partial\Omega\times(0,\infty):\,X_{0}\notin B(x,2Kr)\text{ and }\\ \iint_{W_{K}(x,r)}\left|\nabla\ln\left(\frac{G^{X_{0}}}{D_{\beta}}(X)\right)\right|^{2}D_{\beta}(X)dX\leq\epsilon\,r^{n-1}\Big{\}}

    is Carleson-prevalent.

Proof.

Both results follow from the previous observation (9.5) and Chebyshev’s inequality. In fact, for (1), we have 𝒜=+𝒞\mathcal{A}=\mathcal{B}+\mathcal{C} such that for any xΩx\in\partial\Omega and r>0r>0,

(9.8) yB(x,r)Ω0<t<rWK(y,t)(||2δ+|𝒞|21δ)𝑑Y𝑑t𝑑σ(y)MKn1rn1.\int_{y\in B(x,r)\cap\Omega}\int_{0<t<r}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{W_{K}(y,t)}\left(\left|\nabla\mathcal{B}\right|^{2}\delta+\left|\mathcal{C}\right|^{2}\frac{1}{\delta}\right)dY\,dt\,d\sigma(y)\leq M\,K^{n-1}r^{n-1}.

By the Poincaré inequality, the left-hand side is bounded from below by

cyB(x,r)Ω0<t<rWK(y,t)(|()WK(y,t)|2+|𝒞|2)𝑑Y(Kt)1𝑑t𝑑σ(y)c2yB(x,r)Ω0<t<rWK(y,t)(|𝒜()WK(y,t)|2)𝑑Y(Kt)1𝑑t𝑑σ(y)c2τKn+1yB(x,r)Ω0<t<r𝟙𝒢cc(τ,K)c(y,t)dtdσ(y)t,c\int_{y\in B(x,r)\cap\Omega}\int_{0<t<r}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{W_{K}(y,t)}\left(\left|\mathcal{B}-(\mathcal{B})_{W_{K}(y,t)}\right|^{2}+\left|\mathcal{C}\right|^{2}\right)dY(Kt)^{-1}dt\,d\sigma(y)\\ \geq\frac{c}{2}\int_{y\in B(x,r)\cap\Omega}\int_{0<t<r}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{W_{K}(y,t)}\left(\left|\mathcal{A}-(\mathcal{B})_{W_{K}(y,t)}\right|^{2}\right)dY(Kt)^{-1}dt\,d\sigma(y)\\ \geq\frac{c}{2}\frac{\tau}{K^{n+1}}\int_{y\in B(x,r)\cap\Omega}\int_{0<t<r}{\mathds{1}}_{\mathcal{G}_{cc}(\tau,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t},

where we have used the fact that ()WK(y,t)(\mathcal{B})_{W_{K}(y,t)} is a constant matrix and the definition of the set 𝒢cc(τ,K)\mathcal{G}_{cc}(\tau,K). Combining with (9.8), we have that

yB(x,r)Ω0<t<r𝟙𝒢cc(τ,K)c(y,t)dtdσ(y)tCMK2nτrn1,\int_{y\in B(x,r)\cap\Omega}\int_{0<t<r}{\mathds{1}}_{\mathcal{G}_{cc}(\tau,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t}\leq\frac{CMK^{2n}}{\tau}r^{n-1},

which proves (1).

Now we justify (2). Let ϵ>0\epsilon>0, K1K\geq 1 and X0ΩX_{0}\in\Omega be fixed, and let BB be a ball of radius rr centered at the boundary. Our goal is to show that

yBΩ0<t<r𝟙𝒢X0(ϵ,K)c(y,t)dtdσ(y)tCϵ,Kσ(BΩ).\int_{y\in B\cap\partial\Omega}\int_{0<t<r}{\mathds{1}}_{\mathcal{G}^{X_{0}}(\epsilon,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t}\leq C_{\epsilon,K}\sigma(B\cap\partial\Omega).

We discuss two cases. If X04KBX_{0}\notin 4KB, then since GX0G^{X_{0}} satisfies (9.2) for the ball 2KB2KB, we have that

yBΩ0<t<rWK(y,t)|ln(GX0Dβ)(Y)|2Dβ(Y)𝑑Y𝑑t𝑑σ(y)CKn1rn1.\int_{y\in B\cap\partial\Omega}\int_{0<t<r}\mathchoice{{\vbox{\hbox{$\textstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-6.94159pt}}{{\vbox{\hbox{$\scriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-3.65501pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.82753pt}}{{\vbox{\hbox{$\scriptscriptstyle\mkern-1.5mu{-}\mkern-7.5mu{-}$}}\kern-1.06253pt}}\!\int\!\!\!\!\!\int_{W_{K}(y,t)}\left|\nabla\ln\left(\frac{G^{X_{0}}}{D_{\beta}}\right)(Y)\right|^{2}D_{\beta}(Y)dYdtd\sigma(y)\leq CK^{n-1}r^{n-1}.

Notice that the assumption X04KBX_{0}\notin 4KB guarantees that X0B(y,2Kt)X_{0}\notin B(y,2Kt) for all yBΩy\in B\cap\partial\Omega and 0<t<r0<t<r. Therefore, if (y,t)𝒢X0(ϵ,K)c(y,t)\in\mathcal{G}^{X_{0}}(\epsilon,K)^{c}, then

WK(y,t)|ln(GX0Dβ)(Y)|2Dβ(Y)𝑑Y>ϵrn1.\iint_{W_{K}(y,t)}\left|\nabla\ln\left(\frac{G^{X_{0}}}{D_{\beta}}\right)(Y)\right|^{2}D_{\beta}(Y)dY>\epsilon\,r^{n-1}.

From this, it follows that

(9.9) yBΩ0<t<r𝟙𝒢X0(ϵ,K)c(y,t)dtdσ(y)tCK2n1ϵσ(BΩ).\int_{y\in B\cap\partial\Omega}\int_{0<t<r}{\mathds{1}}_{\mathcal{G}^{X_{0}}(\epsilon,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t}\leq\frac{CK^{2n-1}}{\epsilon}\sigma(B\cap\partial\Omega).

Now let us deal with the case where X04KBX_{0}\in 4KB. For xBΩx\in B\cap\partial\Omega, we define Bx:=B(x,|xX0|/20K)B_{x}:=B(x,|x-X_{0}|/20K). Since {Bx}xB\{B_{x}\}_{x\in B} covers BΩB\cap\partial\Omega, we can find a non-overlapping subcollection {Bi}iI\{B_{i}\}_{i\in I} such that {5Bi}iI\{5B_{i}\}_{i\in I} covers BΩB\cap\partial\Omega. We write ri>0r_{i}>0 for the radius of BiB_{i} and we define

S:=(BΩ)×(0,r)iI(5BiΩ)×(0,5ri)S:=(B\cap\partial\Omega)\times(0,r)\setminus\bigcup_{i\in I}(5B_{i}\cap\partial\Omega)\times(0,5r_{i})

We have

yBΩ0<t<r𝟙𝒢X0(ϵ,K)c(y,t)dtdσ(y)tiIy5BiΩ0<t<5ri𝟙𝒢X0(ϵ,K)c(y,t)dtdσ(y)t+S𝟙𝒢X0(ϵ,K)c(y,t)dtdσ(y)t=:T1+T2.\int_{y\in B\cap\partial\Omega}\int_{0<t<r}{\mathds{1}}_{\mathcal{G}^{X_{0}}(\epsilon,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t}\leq\sum_{i\in I}\int_{y\in 5B_{i}\cap\partial\Omega}\int_{0<t<5r_{i}}{\mathds{1}}_{\mathcal{G}^{X_{0}}(\epsilon,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t}\\ +\iint_{S}{\mathds{1}}_{\mathcal{G}^{X_{0}}(\epsilon,K)^{c}}(y,t)\frac{dt\,d\sigma(y)}{t}=:T_{1}+T_{2}.

Since X020KBiX_{0}\notin 20KB_{i}, we can apply (9.9), and we have

T1CK,ϵiIσ(5BiΩ)iIσ(BiΩ)σ(2BΩ)σ(BΩ),T_{1}\leq C_{K,\epsilon}\sum_{i\in I}\sigma(5B_{i}\cap\partial\Omega)\lesssim\sum_{i\in I}\sigma(B_{i}\cap\partial\Omega)\leq\sigma(2B\cap\partial\Omega)\lesssim\sigma(B\cap\partial\Omega),

because {Bi}\{B_{i}\} is a non-overlapping and included in 2B2B. It remains to prove a similar bound on T2T_{2}. Remark first that

S{(y,t)Ω×(0,r):|yX0|/100K<t},S\subset\{(y,t)\in\partial\Omega\times(0,r):\,|y-X_{0}|/100K<t\},

and therefore

T20ryB(X0,100Kt)Ωdσ(y)dttCKn1rn1σ(BΩ).T_{2}\leq\int_{0}^{r}\int_{y\in B(X_{0},100Kt)\cap\partial\Omega}\frac{d\sigma(y)\,dt}{t}\leq CK^{n-1}r^{n-1}\lesssim\sigma(B\cap\partial\Omega).

The lemma follows. ∎

Before we continue, we need to adapt Theorem 2.19 in [DM2] to our situation, that is we want to construct a positive solution in a domain which is the limit of a sequence of domain.

Lemma 9.10.

Let Ωk\Omega_{k} be a sequence of 1-sided Chord-Arc domains domains in n\mathbb{R}^{n} with uniform 1-sided CAD constants. Let Ωk\partial\Omega_{k} be its Ahlfors regular boundary equipped with a Ahlfors regular measure σk\sigma_{k} (such that the constant in (1.1) is uniform in kk).

Assume that 0Ωk0\in\partial\Omega_{k} and diamΩk2k\operatorname{diam}\Omega_{k}\geq 2^{k}. Moreover, assume that the Ωk\partial\Omega_{k} and Ωk\Omega_{k} converges to EE_{\infty} and Ω\Omega_{\infty} locally in the Hausdorff distance, that is, for any jj\in\mathbb{N}, we have

limkd0,2j(E,Ωk)=0 and limkd0,2j(Ω,Ωk)=0.\lim_{k\to\infty}d_{0,2^{j}}(E_{\infty},\partial\Omega_{k})=0\text{ and }\lim_{k\to\infty}d_{0,2^{j}}(\Omega_{\infty},\Omega_{k})=0.

Here, for a couple of sets (E,F)(E,F), we define the Hausdorff distance

d0,2j(E,F):=supxEB(0,2j)dist(x,F)+supyFB(0,2j)dist(y,E).d_{0,2^{j}}(E,F):=\sup_{x\in E\cap B(0,2^{j})}\operatorname{dist}(x,F)+\sup_{y\in F\cap B(0,2^{j})}\operatorname{dist}(y,E).

Then E=ΩE_{\infty}=\partial\Omega_{\infty}, EE_{\infty} is an unbounded (n1)(n-1)-Ahlfors regular set, Ω\Omega_{\infty} is a 1-sided Chord-Arc Domain. Moreover, if the Radon measure σ\sigma is any weak-* limit of the σk\sigma_{k}, then σ\sigma is an Ahlfors regular measure on E=ΩE_{\infty}=\partial\Omega_{\infty}.

Let Y0Y_{0} be a corkscrew point of Ω\Omega_{\infty} for the boundary point 0 at the scale 1. If Lk=divAkL_{k}=-\operatorname{div}A_{k}\nabla and L=divAL_{\infty}=-\operatorname{div}A_{\infty}\nabla are operators - in Ωk\Omega_{k} and Ω\Omega_{\infty} respectively - that satisfies

limkAkAL1(B)=0 for any ball B such that 2BΩ,\lim_{k\to\infty}\|A_{k}-A_{\infty}\|_{L^{1}(B)}=0\qquad\text{ for any ball $B$ such that $2B\subset\Omega_{\infty}$},

and if uku_{k} are positive solutions in ΩkB(0,2k+1)\Omega_{k}\cap B(0,2^{k+1}) to Lkuk=0L_{k}u_{k}=0 with Truk=0\operatorname{Tr}u_{k}=0 on ΩkB(0,2k+1)\partial\Omega_{k}\cap B(0,2^{k+1}), then the sequence of functions vk:=uk/uk(Y0)v_{k}:=u_{k}/u_{k}(Y_{0}) converges, uniformly on every compact subset of Ω\Omega_{\infty}, and in Wloc1,2(Ω)W^{1,2}_{\operatorname{loc}}(\Omega_{\infty}), to GG^{\infty}, the unique Green function with pole at infinity which verifies G(Y0)=1G^{\infty}(Y_{0})=1.

Proof.

The geometric properties of EE_{\infty} and Ω\Omega_{\infty} can be derived verbatim as in the proof of Theorem 2.19 in [DM2]. The uniform convergence of a subsequence of vkv_{k} on any compact set KΩK\Subset\Omega_{\infty} follows from the standard argument of uniform boundedness of {vk}\left\{v_{k}\right\} on KK, and Hölder continuity of solutions. The Caccioppoli inequality would give the weak convergence of another subsequence of vkv_{k} to some vv_{\infty} in Wloc1,2(Ω)W_{\operatorname{loc}}^{1,2}(\Omega_{\infty}). This is enough to show that vWloc1,2(Ω)C(Ω¯)v_{\infty}\in W_{\operatorname{loc}}^{1,2}(\Omega_{\infty})\cap C(\overline{\Omega_{\infty}}) is a weak solution of Lv=0L_{\infty}v_{\infty}=0 in Ω\Omega_{\infty}, as we can write

ΩAvφdX=ΩA(vvk)φdX+Ω(AAk)vkφdX\iint_{\Omega_{\infty}}A_{\infty}\nabla v_{\infty}\cdot\nabla\varphi dX=\iint_{\Omega_{\infty}}A_{\infty}(\nabla v_{\infty}-\nabla v_{k})\cdot\nabla\varphi\,dX+\iint_{\Omega_{\infty}}(A_{\infty}-A_{k})\nabla v_{k}\cdot\nabla\varphi\,dX

for every φC0(Ω)\varphi\in C_{0}^{\infty}(\Omega_{\infty}) and any kk sufficiently big so that suppφΩkB(0,2k+1)\operatorname{supp}\varphi\subset\Omega_{k}\cap B(0,2^{k+1}). Therefore, v=Gv_{\infty}=G^{\infty} is the Green function with pole at infinity for LL_{\infty} in Ω\Omega_{\infty} and normalized so that G(Y0)=1G^{\infty}(Y_{0})=1.

That vkv_{k} converges to GG^{\infty} (strongly) in Wloc1,2(Ω)W_{\operatorname{loc}}^{1,2}(\Omega_{\infty}) needs more work, but we can directly copy the proof of Lemma 2.29 in [DM2]. Roughly speaking, for any fixed ball BB with 4BΩ4B\subset\Omega, we would need to introduce an intermediate function VkV_{k}, which satisfies LkVk=0L_{k}V_{k}=0 in BρB_{\rho} for some ρ(r,2r)\rho\in(r,2r), and Vk=vkV_{k}=v_{k} on the sphere Bρ\partial B_{\rho}. We refer the readers to [DS2] for the details. ∎

We shall need the following result on compactness of closed sets, which has been proved in [DS3].

Lemma 9.11 ([DS3] Lemma 8.2).

Let {Ej}\left\{E_{j}\right\} be a sequence of non-empty closed subsets of n\mathbb{R}^{n}, and suppose that there exists an r>0r>0 such that EjB(0,r)E_{j}\cap B(0,r)\neq\emptyset for all jj. Then there is a subsequence of {Ej}\left\{E_{j}\right\} that converges to a nonempty closed subset EE of n\mathbb{R}^{n} locally in the Hausdorff distance.

Now we are ready to prove the main theorem of this section.

Proof of Theorem 9.1.

We prove that Ω\partial\Omega is uniformly rectifiable by showing that Ωext\Omega_{\rm ext} satisfies the corkscrew condition (see Lemma 2.13). Following the proof of Theorem 7.1 in [DM2], it suffices to show that the set 𝒢CB(c)\mathcal{G}_{CB}(c) is Carleson-prevalent for some c>0c>0, where 𝒢CB(c)\mathcal{G}_{CB}(c) is the set of pairs (x,r)Ω×(0,)(x,r)\in\partial\Omega\times(0,\infty) such that we can find Z1,Z2B(x,r)Z_{1},Z_{2}\in B(x,r), that lie in different connected components of nΩ\mathbb{R}^{n}\setminus\partial\Omega, and such that dist(Zi,Ω)cr\operatorname{dist}(Z_{i},\partial\Omega)\geq cr for i=1,2i=1,2. To do that, we will rely on the fact that, on 1-sided CAD domains, if the elliptic measure is comparable to the surface measure, then the complement Ωext\Omega_{\rm ext} satisfies the corkscrew condition, which is implied by the main result of [HMMTZ].

Thanks to Lemma 9.6, for each choice of ϵ>0\epsilon>0 and M1M\geq 1, the sets 𝒢X0(ϵ,M)\mathcal{G}^{X_{0}}(\epsilon,M) and 𝒢cc(ϵ,M)\mathcal{G}_{cc}(\epsilon,M) are Carleson-prevalent. So it suffices to show that

(9.12) 𝒢X0(ϵ,M)𝒢cc(ϵ,M)𝒢CB(c)for some c>0,ϵ>0, and M1.\mathcal{G}^{X_{0}}(\epsilon,M)\cap\mathcal{G}_{cc}(\epsilon,M)\subset\mathcal{G}_{CB}(c)\quad\text{for some }c>0,\epsilon>0,\text{ and }M\geq 1.

We prove by contradiction. Assume that (9.12) is false, then for ck=ϵk=Mk1=2kc_{k}=\epsilon_{k}=M_{k}^{-1}=2^{-k}, we can find a 1-sided NTA domain Ωk\Omega_{k} bounded by an Ahlfors regular set Ωk\partial\Omega_{k}, a point XkΩkX_{k}\in\Omega_{k} (or XkΩk{}X_{k}\in\Omega_{k}\cup\left\{\infty\right\} when Ω\Omega is unbounded), an elliptic operator Lk=div𝒜kL_{k}=-\mathop{\operatorname{div}}\mathcal{A}_{k}\nabla that is locally sufficiently close to a constant coefficient elliptic operator, and a pair (xk,rk)Ωk×(0,)(x_{k},r_{k})\in\partial\Omega_{k}\times(0,\infty) for which

(xk,rk)𝒢Xk(ϵk,Mk)𝒢cc(ϵk,Mk)𝒢CB(ck).(x_{k},r_{k})\in\mathcal{G}^{X_{k}}(\epsilon_{k},M_{k})\cap\mathcal{G}_{cc}(\epsilon_{k},M_{k})\setminus\mathcal{G}_{CB}(c_{k}).

By translation and dilation invariance, we can assume that xk=0x_{k}=0 and rk=1r_{k}=1. Notice that (0,1)𝒢Xk(ϵk,Mk)(0,1)\in\mathcal{G}^{X_{k}}(\epsilon_{k},M_{k}) implies that XkB(0,2k)X_{k}\notin B(0,2^{k}), and in particular, diam(Ωk)2k\operatorname{diam}(\Omega_{k})\geq 2^{k}, and XkX_{k} tends to infinity as kk\to\infty.

By Lemma 9.11, we can extract a subsequence so that Ωk\Omega_{k} converges to a limit Ω\Omega_{\infty}. By Lemma 9.10, Ω\Omega_{\infty} is 1-sided NTA, Ωk\partial\Omega_{k} converges to Ω\partial\Omega_{\infty} which is Ahlfors regular. Moreover, by Lemma 9.11, we can extract a further subsequence so that the Ahlfors regular measure σk\sigma_{k} given on Ωk\partial\Omega_{k} converges weakly to an Ahlfors regular measure σ\sigma. Since (0,1)𝒢cc(2k,2k)(0,1)\in\mathcal{G}_{cc}(2^{-k},2^{k}), 𝒜k\mathcal{A}_{k} converges to some constant matrix 𝒜0\mathcal{A}_{0} in Lloc1(Ω)L^{1}_{\operatorname{loc}}(\Omega_{\infty}).

Choose a corkscrew point Y0ΩY_{0}\in\Omega_{\infty} for some ball B0B_{0} centered on Ω\partial\Omega_{\infty}, and let Gk=GkXkG_{k}=G_{k}^{X_{k}} be the Green function for LkL_{k} in Ωk\Omega_{k}, normalized so that Gk(Y0)=1G_{k}(Y_{0})=1. Since LkGk=0L_{k}G_{k}=0 in ΩkB(0,2k)\Omega_{k}\cap B(0,2^{k}), Lemma 9.10 asserts that GkG^{k} converges to the Green function G=GG=G_{\infty}^{\infty} with pole at infinity for the constant-coefficient operator L0=div𝒜0L_{0}=-\mathop{\operatorname{div}}\mathcal{A}_{0}\nabla, uniformly on compact sets of Ω\Omega_{\infty}, and in Wloc1,2(Ω)W_{\operatorname{loc}}^{1,2}(\Omega_{\infty}). Since σkσ\sigma_{k}\rightharpoonup\sigma, Dk=Dβ,σkD_{k}=D_{\beta,\sigma_{k}} converges to D=Dβ,σD=D_{\beta,\sigma} uniformly on compact sets of Ω\Omega_{\infty}, and so does Dk\nabla D_{k} to D\nabla D. Since (0,1)𝒢Xk(2k,2k)(0,1)\in\mathcal{G}^{X_{k}}(2^{-k},2^{k}),

(9.13) W2k(0,1)|GkGkDkDk|2Dk(X)𝑑X2kfor all k+,\iint_{W_{2^{k}}(0,1)}\left|\frac{\nabla G_{k}}{G_{k}}-\frac{\nabla D_{k}}{D_{k}}\right|^{2}D_{k}(X)dX\leq 2^{-k}\qquad\text{for all }k\in\mathbb{Z}_{+},

where W2k(0,1)W_{2^{k}}(0,1) is the Whitney region defined as in (9.4) for Ωk\Omega_{k}. Fix any compact set KΩK\Subset\Omega_{\infty}. We claim that

(9.14) limkK|GkGkDkDk|2Dk(X)𝑑X=K|GGDD|2D(X)𝑑X.\lim_{k\to\infty}\iint_{K}\left|\frac{\nabla G_{k}}{G_{k}}-\frac{\nabla D_{k}}{D_{k}}\right|^{2}D_{k}(X)dX=\iint_{K}\left|\frac{\nabla G}{G}-\frac{\nabla D}{D}\right|^{2}D(X)dX.

In fact, since GG is a positive solution of L0G=0L_{0}G=0 in Ω\Omega_{\infty} with G(Y0)=1G(Y_{0})=1, the Harnack inequality implies that Gc0G\geq c_{0} on KK for some c0>0c_{0}>0. Then the uniform convergence of GkG_{k} to GG on KK implies that for kk large enough, {Gk1}\left\{G_{k}^{-1}\right\} is uniformly bounded on KK, and so Gk1G_{k}^{-1} converges uniformly to G1G^{-1} on KK. Then (9.14) follows from the fact that Gk\nabla G_{k} converges to G\nabla G in L2(K)L^{2}(K), the uniform convergence of Gk1G_{k}^{-1} to G1G^{-1} on KK, and the uniform convergences of Dk\nabla D_{k} and Dk1D_{k}^{-1} to D\nabla D and D1D^{-1}.

Now by (9.13) and (9.14), we get that

K|ln(GD)(X)|2D(X)𝑑X=0,\iint_{K}\left|\nabla\ln\left(\frac{G}{D}\right)(X)\right|^{2}D(X)dX=0,

and so G=CDβ,σG=CD_{\beta,\sigma} in Ω\Omega_{\infty}. We can copy the proof of Theorem 7.1 of [DM2] verbatim from now on to conclude that this leads to a contradiction. Roughly speaking, G=CDβ,σG=CD_{\beta,\sigma} would imply that the elliptic measure ω\omega^{\infty} for L0L_{0}, with a pole at \infty, is comparable to |Ωn1\mathcal{H}_{|\partial\Omega_{\infty}}^{n-1}. Then by [HMMTZ] Theorem 1.6 one can conclude that Ω\partial\Omega_{\infty} is uniformly rectifiable, and hence nΩ¯\mathbb{R}^{n}\setminus\overline{\Omega}_{\infty} satisfies the corkscrew condition, which contradicts with the assumption that (0,1)=(xk,rk)𝒢CB(ck)(0,1)=(x_{k},r_{k})\notin\mathcal{G}_{CB}(c_{k}). ∎

10. Assuming that Ω\Omega is semi-uniform is not sufficient.

In this subsection, we will give an example of domain where the harmonic measure on Ω\partial\Omega is AA_{\infty}-absolutely continuous with respect to the (n1)(n-1)-dimensional Hausdorff measure, but where Theorem 1.12 fails. It is known that the harmonic measure is AA_{\infty}-absolute continuous with respect to the surface measure whenever the domain Ω\Omega is semi-uniform and its boundary is (n1)(n-1)-Ahlfors regular and uniformly rectifiable (see [Azz2, Theorem III]). The notion of semi-uniform domain is given by the next definition.

Definition 10.1 (Semi-uniform domains).

We say that Ω\Omega is semi-uniform if it satisfies the corkscrew condition and (see Definition 2.8) if for every Λ1\Lambda\geq 1, there exists CΛ>0C_{\Lambda}>0 such that for any ρ>1\rho>1 and every pair of points (X,x)Ω×Ω(X,x)\in\Omega\times\partial\Omega such that |Xx|<Λρ\left|X-x\right|<\Lambda\rho, there exists a Harnack chain of length bounded by CΛC_{\Lambda} linking XX to one of the corkscrew points for xx at scale ρ\rho.

Semi-uniform domains were first introduced by Aikawa and Hirata in [AiHi] using cigar curves. The two definitions of semi-uniform domains are known to be equivalent, see for instance, [Azz2] Theorem 2.3.

Our counterexample is constructed in 2\mathbb{R}^{2} for simplicity but can easily be extended to any dimension.

Refer to caption
Figure 1. The domain Ω\Omega

Our domain (see Figure 1) will be

Ω:=2k{(x,t)2,|x2k|+|t|<12}\Omega:=\mathbb{R}^{2}\setminus\bigcup_{k\in\mathbb{Z}}\Big{\{}(x,t)\in\mathbb{R}^{2},|x-2k|+|t|<\frac{1}{2}\Big{\}}

Note that Ω\partial\Omega is uniformly rectifiable, but the domain contains two parts (Ω+2\Omega\cap\mathbb{R}^{2}_{+} and Ω2\Omega\cap\mathbb{R}^{2}_{-}) which are not well connected to each other, that is, this domain does not satisfy the Harnack Chain Condition (see Definition 2.9). We let the reader check that the domain is still semi-uniform.

Due to the lack of Harnack chains, the space Ω\Omega does not have a unique - up to constant - Green function with pole at \infty. If we take the pole at tt\to-\infty, then we can construct a positive function GG which will be bounded on Ω+2\Omega\cap\mathbb{R}^{2}_{+}, and we shall prove that this is incompatible with our estimate (1.17) that says that tGG\frac{\partial_{t}G}{G} is “close” to 1t\frac{1}{t} when tt is large enough.

10.1. Construction of GG

The goal now will be to construct a positive function in Ω\Omega, which is morally the Green function with pole at t=t=-\infty. We could have used the usual approach, that is taking the limit when nn goes to infinity of - for instance - G(X,Xn)/G(X0,Xn)G(X,X_{n})/G(X_{0},X_{n}) in the right sense, where GG is the Green function on Ω\Omega for the Laplacian, and Xn:=(1,n)X_{n}:=(1,n). However, the authors had difficulty proving the 2-periodicity in xx of the limit and didn’t know where to find the right properties in the literature (as our domains are unbounded). So we decided to make the construction from scratch.

We want to work with the Sobolev space

W={uWloc1,2(Ω¯),u(x,t)=u(x+2,t) andu(x,t)=u(x,t) for (x,t)Ω,S0|u(x,t)|2dxdt<+}.W=\Big{\{}u\in W^{1,2}_{loc}(\overline{\Omega}),\,u(x,t)=u(x+2,t)\text{ and}\,u(x,-t)=u(x,t)\text{ for $(x,t)\in\Omega$},\\ \,\iint_{S_{0}}|\nabla u(x,t)|^{2}dx\,dt<+\infty\Big{\}}.

Here and in the sequel SkS_{k} is the strip Ω([k,k+1)×)\Omega\cap\Big{(}[k,k+1)\times\mathbb{R}\Big{)}. Note that due to the 2-periodicity in xx and the symmetry, the function uWu\in W is defined on 2\mathbb{R}^{2} as soon as uu is defined on any of the sets SkS_{k}. We will also need

W+:={u|Ω+2,uW} and W0:={uW,Tr(u)=0 on Ω}.W^{+}:=\{u_{|\Omega\cap\mathbb{R}^{2}_{+}},\,u\in W\}\text{ and }W_{0}:=\{u\in W,\,\operatorname{Tr}(u)=0\text{ on }\partial\Omega\}.

We let the reader check that the quantity

uW:=(S0|u(x,t)|2𝑑x𝑑t)12\|u\|_{W}:=\left(\iint_{S_{0}}|\nabla u(x,t)|^{2}dx\,dt\right)^{\frac{1}{2}}

is a norm on the space W0W_{0}, and the couple (W0,.W)(W_{0},\|.\|_{W}) is a Hilbert space.

The bilinear form

a(u,v):=S0uvdtdxa(u,v):=\iint_{S_{0}}\nabla u\cdot\nabla v\,dt\,dx

is continuous and coercive on W0W_{0}, so for any kk\in\mathbb{N}, there exists G~kW0\widetilde{G}_{k}\in W_{0} such that

(10.2) a(G~k,v)=S0G~kvdxdt=2k012k+12kv(x,t)𝑑t𝑑x for vW0.a(\widetilde{G}_{k},v)=\iint_{S_{0}}\nabla\widetilde{G}_{k}\cdot\nabla v\,dx\,dt=2^{-k}\int_{0}^{1}\int_{-2^{k+1}}^{-2^{k}}v(x,t)\,dt\,dx\qquad\text{ for }v\in W_{0}.

The first key observation is:

Proposition 10.3.

G~kW0\widetilde{G}_{k}\in W_{0} is a positive weak solution to Δu=0-\Delta u=0 in Ω{t>2k}\Omega\cap\{t>-2^{k}\}.

Proof: The fact that G~k\widetilde{G}_{k} is nonnegative is a classical result that relies on the fact that uW0|u|W0u\in W_{0}\implies|u|\in W_{0} and the bilinear form a(u,v)a(u,v) is coercive. See for instance [DFM1], (10.18)–(10.20).

In order to prove that G~k\widetilde{G}_{k} is a solution in Ω{t>2k}\Omega\cap\{t>-2^{k}\}, take ϕC0(Ω{t>2k})\phi\in C^{\infty}_{0}(\Omega\cap\{t>-2^{k}\}). For jj\in\mathbb{Z}, let ϕj\phi_{j} be the only symmetric and 2-periodic function in xx such that ϕj=ϕ\phi_{j}=\phi on SjS_{j}. Observe that ϕj\phi_{j} is necessary continuous, and so ϕj\phi_{j} lies in W0W_{0}. Thus

ΩG~kϕdxdt=jSjG~kϕdxdt=jSjG~kϕjdxdt=jS0G~kϕjdxdt=0\iint_{\Omega}\nabla\widetilde{G}_{k}\cdot\nabla\phi\,dx\,dt=\sum_{j\in\mathbb{Z}}\iint_{S_{j}}\nabla\widetilde{G}_{k}\cdot\nabla\phi\,dx\,dt=\sum_{j\in\mathbb{Z}}\iint_{S_{j}}\nabla\widetilde{G}_{k}\cdot\nabla\phi_{j}\,dx\,dt\\ =\sum_{j\in\mathbb{Z}}\iint_{S_{0}}\nabla\widetilde{G}_{k}\cdot\nabla\phi_{j}\,dx\,dt=0

by (10.2), since ϕj=ϕ0\phi_{j}=\phi\equiv 0 on {t2k}\{t\leq-2^{k}\} for all jj\in\mathbb{Z}.

Since G~k\widetilde{G}_{k} is a solution, which is nonnegative and not identically equal to 0 (otherwise (10.2) would be false), the Harnack inequality (Lemma 2.15) entails that G~k\widetilde{G}_{k} is positive. The proposition follows. \square

Let X0:=(1,0)ΩX_{0}:=(1,0)\in\Omega. From the above proposition, G~k(X0)>0\widetilde{G}_{k}(X_{0})>0 so we can define

(10.4) Gk(X):=G~k(X)G~k(X0).G_{k}(X):=\frac{\widetilde{G}_{k}(X)}{\widetilde{G}_{k}(X_{0})}.
Proposition 10.5.

For each kk\in\mathbb{N}, the function Gk(X)W0G_{k}(X)\in W_{0} is a positive weak solution to Δu=0-\Delta u=0 in Ω{t>2k}\Omega\cap\{t>-2^{k}\}. Moreover, we have the following properties:

  1. (i)

    for any compact set KΩ¯K\Subset\overline{\Omega}, there exists k:=k(K)k:=k(K) and C:=C(K)C:=C(K) such that Gj(X)CKG_{j}(X)\leq C_{K} for all jkj\geq k and XKX\in K and {Gj}jk\{G_{j}\}_{j\geq k} is equicontinuous on KK;

  2. (ii)

    there exists C>0C>0 such that

    Ω([2,2]×[1,1])|Gk(x,t)|2𝑑x𝑑tC for all k;\iint_{\Omega\cap([-2,2]\times[-1,1])}|\nabla G_{k}(x,t)|^{2}dx\,dt\leq C\qquad\text{ for all }k\in\mathbb{N};
  3. (iii)

    there exists C>0C>0 such that

    GkW+2:=S0+2|Gk|2𝑑x𝑑tC for all k.\|G_{k}\|_{W^{+}}^{2}:=\iint_{S_{0}\cap\mathbb{R}^{2}_{+}}|\nabla G_{k}|^{2}dx\,dt\leq C\qquad\text{ for all }k\in\mathbb{N}.

Proof: The fact that GkG_{k} is a positive weak solution is given by Proposition 10.3. So it remains to prove (i), (ii) and (iii).

We start with (i). Since GkG_{k} is a weak solution in Ω0:=Ω[(4,4)×(2,2)]\Omega_{0}:=\Omega\cap[(-4,4)\times(-2,2)] when k1k\geq 1, and since Ω0\Omega_{0} is a Chord Arc Domain, we can invoke the classical elliptic theory and we can show that there exists C>0C>0 such that

supΩ([2,2]×[1,1])GkCGk(1,0)=Cfor all k1,\sup_{\Omega\cap([-2,2]\times[-1,1])}G_{k}\leq CG_{k}(1,0)=C\quad\text{for all }k\geq 1,

see for instance Lemma 15.14 in [DFM3]. By the 2-periodicity of GkG_{k}, it means that

supk1supΩ(×[1,1])GkC,\sup_{k\geq 1}\sup_{\Omega\cap(\mathbb{R}\times[-1,1])}G_{k}\leq C,

and then since we can link any point of a compact KΩ¯K\Subset\overline{\Omega} back to Ω(×[1,1])\Omega\cap(\mathbb{R}\times[-1,1]) with a Harnack chain (the length of the chain depends on KK), we have

supjksupKGjCK,\sup_{j\geq k}\sup_{K}G_{j}\leq C_{K},

whenever GjG_{j} is a solution in the interior of KK, which is bound to happen if jk(K)j\geq k(K) is large enough.

The functions GkG_{k} are also Hölder continuous up to the boundary in the areas where they are solutions, so {Gj}jk\{G_{j}\}_{j\geq k} is equicontinuous on KK as long as kk is large enough so that KΩ¯{t>2k}K\subset\overline{\Omega}\cap\left\{t>-2^{k}\right\}.

Point (ii) is a consequence of the Caccioppoli inequality at the boundary. We only need to prove the bound when k2k\geq 2, since all the GkG_{k} are already in W0W_{0} by construction. We have by the Caccioppoli inequality at the boundary (see for instance Lemma 11.15 in [DFM3]) that

Ω([2,2]×[1,1])|Gk(x,t)|2𝑑x𝑑tΩ([4,4]×[2,2])|Gk(x,t)|2𝑑x𝑑tsupΩ([4,4]×[2,2])|Gk(x,t)|21.\iint_{\Omega\cap([-2,2]\times[-1,1])}|\nabla G_{k}(x,t)|^{2}dx\,dt\lesssim\iint_{\Omega\cap([-4,4]\times[-2,2])}|G_{k}(x,t)|^{2}dx\,dt\\ \lesssim\sup_{\Omega\cap([-4,4]\times[-2,2])}|G_{k}(x,t)|^{2}\lesssim 1.

Point (iii) is one of our key arguments. We define W0+W_{0}^{+} as the subspace of W+W^{+} that contained the functions with zero trace on (Ω+2)\partial(\Omega\cap\mathbb{R}^{2}_{+}).

Since GkW0G_{k}\in W_{0}, its restriction (Gk)|Ω+2(G_{k})_{|\Omega\cap\mathbb{R}^{2}_{+}} is of course in W+W^{+}. Moreover, GkG_{k} is a solution to Δu=0-\Delta u=0 in Ω+2\Omega\cap\mathbb{R}^{2}_{+}. We can invoke the uniqueness in Lax-Milgram theorem (see Lemma 12.2 in [DFM3], but adapted to our periodic function spaces W0+W_{0}^{+} and W+W^{+}) to get that GkG_{k} is the only weak solution to Δu=0-\Delta u=0 in Ω+2\Omega\cap\mathbb{R}^{2}_{+} for which the trace on (Ω+2)\partial(\Omega\cap\mathbb{R}^{2}_{+}) is (Gk)|(Ω+2)(G_{k})_{|\partial(\Omega\cap\mathbb{R}^{2}_{+})}. Moreover,

GkW+C(Gk)|(Ω+2)HΩ+1/2,\|G_{k}\|_{W^{+}}\leq C\|(G_{k})_{|\partial(\Omega\cap\mathbb{R}^{2}_{+})}\|_{H^{1/2}_{\partial\Omega_{+}}},

where HΩ+1/2H^{1/2}_{\partial\Omega_{+}} is the space of traces on Ω+:=(Ω+2)\partial\Omega_{+}:=\partial(\Omega\cap\mathbb{R}^{2}_{+}) for the symmetric 2-periodic functions defined as

HΩ+1/2:={f:Ω+ measurable such that f is symmetric and 2-periodic in x, and fHΩ+1/2:=(Ω+S0Ω+S0|f(x)f(y)|2|xy|3/2d1(x)d1(y))12<+}.H^{1/2}_{\partial\Omega_{+}}:=\Big{\{}f:\,\partial\Omega_{+}\mapsto\mathbb{R}\text{ measurable such that $f$ is symmetric and $2$-periodic in $x$,}\\ \text{ and }\|f\|_{H^{1/2}_{\partial\Omega_{+}}}:=\left(\int_{\partial\Omega_{+}\cap S_{0}}\int_{\partial\Omega_{+}\cap S_{0}}\frac{|f(x)-f(y)|^{2}}{|x-y|^{3/2}}d\mathcal{H}^{1}(x)\,d\mathcal{H}^{1}(y)\right)^{\frac{1}{2}}<+\infty\Big{\}}.

So in particular, we have by a classical argument that

(Gk)|(Ω+2)HΩ+1/22CΩ([2,2]×[1,1])|Gk(x,t)|2𝑑x𝑑t.\|(G_{k})_{|\partial(\Omega\cap\mathbb{R}^{2}_{+})}\|^{2}_{H^{1/2}_{\partial\Omega_{+}}}\leq C\iint_{\Omega\cap([-2,2]\times[-1,1])}|\nabla G_{k}(x,t)|^{2}dx\,dt.

We conclude that

S0+2|Gk|2𝑑x𝑑tΩ([2,2]×[1,1])|Gk(x,t)|2𝑑x𝑑t1\iint_{S_{0}\cap\mathbb{R}^{2}_{+}}|\nabla G_{k}|^{2}dx\,dt\lesssim\iint_{\Omega\cap([-2,2]\times[-1,1])}|\nabla G_{k}(x,t)|^{2}dx\,dt\lesssim 1

by (ii). Point (iii) follows. \square

Proposition 10.6.

There exists a symmetric (in xx), 2-periodic (in xx), positive weak solution GWloc1,2(Ω)C(Ω¯)G\in W_{\operatorname{loc}}^{1,2}(\Omega)\cap C(\overline{\Omega}) to ΔG=0-\Delta G=0 in Ω\Omega such that G=0G=0 on Ω\partial\Omega and G(X0)=1G(X_{0})=1 and

(10.7) S0+2|G|2𝑑x𝑑t<+.\iint_{S_{0}\cap\mathbb{R}^{2}_{+}}|\nabla G|^{2}dx\,dt<+\infty.

Proof: We invoke the Arzelà-Ascoli theorem - whose conditions are satisfied thanks to Proposition 10.5 (i) - to extract a subsequence of GkG_{k} that converges uniformly on any compact to a continuous function GG. The fact GG is non-negative, symmetric, 2-periodic, and satisfies G(X0)=1G(X_{0})=1 is immediate from the fact that all the GkG_{k} are already like this. The functions GkG_{k} converges to GG in Wloc1,2(Ω¯)W^{1,2}_{loc}(\overline{\Omega}) thanks to the Caccioppoli inequality, and then by using the weak convergence of GkG_{k} to GG in Wloc1,2(Ω¯)W^{1,2}_{loc}(\overline{\Omega}), we can easily prove that GG is a solution to Δu=0-\Delta u=0 in Ω\Omega (hence GG is positive by the Harnack inequality, since it was already non-negative). The convergence of GkG_{k} to GG in Wloc1,2(Ω¯)W^{1,2}_{loc}(\overline{\Omega}) also allow the uniform bound on GkW+\|G_{k}\|_{W^{+}} given by Proposition 10.5 (iii) to be transmitted to GG, hence (10.7) holds. The proposition follows. \square

10.2. GG fails the estimate given in Theorem 1.12

Lemma 10.8.

tG\partial_{t}G is harmonic in Ω\Omega, that is, it is a solution of Δu=0-\Delta u=0 in Ω\Omega, and we have

101|tG|2𝑑x𝑑t<+.\int_{1}^{\infty}\int_{0}^{1}|\nabla\partial_{t}G|^{2}dx\,dt<+\infty.

Proof: Morally, we want to prove that if GG is a solution (to Δu=0-\Delta u=0), then GW1,2\nabla G\in W^{1,2}, which is a fairly classical regularity result. The difficulty in our case is that the domain in consideration is unbounded.

Since GG is a harmonic function (solution of the Laplacian), the function g(x):=G(x,1)g(x):=G(x,1) is smooth. We can prove the bound

101|xG|2𝑑x𝑑t01|g(x)|2𝑑x+01|g′′(x)|2𝑑x+101|G|2𝑑x𝑑t<+\int_{1}^{\infty}\int_{0}^{1}|\nabla\partial_{x}G|^{2}dx\,dt\lesssim\int_{0}^{1}|g^{\prime}(x)|^{2}dx+\int_{0}^{1}|g^{\prime\prime}(x)|^{2}dx+\int_{1}^{\infty}\int_{0}^{1}|\nabla G|^{2}dx\,dt<+\infty

by adapting the proof of Proposition 7.3 in [DFM5] to our simpler context (and invoking (10.7) and gC()g\in C^{\infty}(\mathbb{R}) to have the finiteness of the considered quantities). In order to have the derivative on the tt-derivative, it is then enough to observe

101|tG|2𝑑x𝑑t101|xtG|2𝑑x𝑑t+101|ttG|2𝑑x𝑑t=101|txG|2𝑑x𝑑t+101|xxG|2𝑑x𝑑t101|xG|2𝑑x𝑑t<+,\int_{1}^{\infty}\int_{0}^{1}|\nabla\partial_{t}G|^{2}dx\,dt\lesssim\int_{1}^{\infty}\int_{0}^{1}|\partial_{x}\partial_{t}G|^{2}dx\,dt+\int_{1}^{\infty}\int_{0}^{1}|\partial_{t}\partial_{t}G|^{2}dx\,dt\\ =\int_{1}^{\infty}\int_{0}^{1}|\partial_{t}\partial_{x}G|^{2}dx\,dt+\int_{1}^{\infty}\int_{0}^{1}|\partial_{x}\partial_{x}G|^{2}dx\,dt\\ \lesssim\int_{1}^{\infty}\int_{0}^{1}|\nabla\partial_{x}G|^{2}dx\,dt<+\infty,

where we use the fact that GG is a solution to Δu=0-\Delta u=0 - i.e. ttG=xxG\partial_{t}\partial_{t}G=-\partial_{x}\partial_{x}G - for the second line. The lemma follows. \square

We will also need a maximum principle, given by

Lemma 10.9.

If uu is a symmetric (in xx), 2-periodic (in xx) harmonic function in ×(t0,)\mathbb{R}\times(t_{0},\infty) that satisfies

(10.10) t001|u|2𝑑x𝑑t<+,\int_{t_{0}}^{\infty}\int_{0}^{1}|\nabla u|^{2}dx\,dt<+\infty,

then uu has a trace - denoted by Trt0u\operatorname{Tr}_{t_{0}}u - on ×{t0}\mathbb{R}\times\{t_{0}\} and

infy(0,1)(Trt0u)(y)u(x,t)supy(0,1)(Trt0u)(y) for all x,t>t0.\inf_{y\in(0,1)}(\operatorname{Tr}_{t_{0}}u)(y)\leq u(x,t)\leq\sup_{y\in(0,1)}(\operatorname{Tr}_{t_{0}}u)(y)\qquad\text{ for all }x\in\mathbb{R},\,t>t_{0}.

Proof: The existence if the trace - in the space W2,12(×{t0})W^{2,\frac{1}{2}}(\mathbb{R}\times\{t_{0}\}) - is common knowledge. The proof of Lemma 12.8 in [DFM3] (for instance) can be easily adapted to prove our case. \square

Lemma 10.11.

There exists C1C\geq 1 such that

C1G(x,t)C for x,t1.C^{-1}\leq G(x,t)\leq C\qquad\text{ for }x\in\mathbb{R},\,t\geq 1.

Proof: Since G(1,0)=G(X0)=1G(1,0)=G(X_{0})=1 and GG is a positive solution, the Harnack inequality implies that C1G(x,1)CC^{-1}\leq G(x,1)\leq C for x[0,1]x\in[0,1]. Since GG is symmetric and 2-periodic in xx, we have C1G(x,1)CC^{-1}\leq G(x,1)\leq C for xx\in\mathbb{R}. We conclude with the maximum principle (Lemma 10.9), since the bound (10.10) is given by (10.7). \square

Lemma 10.12.

For every c>0c>0, there exists t01t_{0}\geq 1 such that

tG(x,t)ct for all xtt0.\partial_{t}G(x,t)\leq\frac{c}{t}\text{ for all $x\in\mathbb{R}$, $t\geq t_{0}$}.

Proof: Let xx be fixed. Since GG is symmetric and 2-periodic in xx, we can assume without loss of generality that x(0,1)x\in(0,1). Then recall that tG\partial_{t}G is a weak solution in Ω\Omega, so in particular, we have the Moser estimate and the Caccioppoli inequality, which give

(10.13) supy,s>4s|tG(y,s)|supy,s>4s(s/22sxsx+s|G(z,r)|2𝑑z𝑑r)12supy,s>1G1.\sup_{y\in\mathbb{R},\,s>4}s|\partial_{t}G(y,s)|\lesssim\sup_{y\in\mathbb{R},\,s>4}s\left(\fint_{s/2}^{2s}\fint_{x-s}^{x+s}|\nabla G(z,r)|^{2}dz\,dr\right)^{\frac{1}{2}}\lesssim\sup_{y\in\mathbb{R},\,s>1}G\lesssim 1.

by Lemma 10.11. Moreover, tG\partial_{t}G is Hölder continuous, that is,

(10.14) supy(0,1)|tG(x,t)tG(y,t)|Ctα((1t)/2(1+t)/2t/23t/2|tG(y,s)|2𝑑s𝑑y)1/2Ctαsupy,s>t/2|tG(y,s)|Ctα1 for t8\sup_{y\in(0,1)}|\partial_{t}G(x,t)-\partial_{t}G(y,t)|\leq Ct^{-\alpha}\left(\fint_{(1-t)/2}^{(1+t)/2}\fint_{t/2}^{3t/2}\left|\partial_{t}G(y,s)\right|^{2}dsdy\right)^{1/2}\\ \leq Ct^{-\alpha}\sup_{y\in\mathbb{R},\,s>t/2}|\partial_{t}G(y,s)|\leq C^{\prime}t^{-\alpha-1}\qquad\text{ for }t\geq 8

by (10.13).

We pick t08t_{0}\geq 8 such that 2C(t0)αc2C^{\prime}(t_{0})^{-\alpha}\leq c. Assume by contradiction that there exist x(0,1)x\in(0,1) and tt0t\geq t_{0} are such that tG(x,t)c/t\partial_{t}G(x,t)\geq c/t, then

infytG(y,t)=infy(0,1)tG(y,t)tG(x,t)supy(0,1)|tG(x,t)tG(y,t)|cCtαtc2t\inf_{y\in\mathbb{R}}\partial_{t}G(y,t)=\inf_{y\in(0,1)}\partial_{t}G(y,t)\geq\partial_{t}G(x,t)-\sup_{y\in(0,1)}|\partial_{t}G(x,t)-\partial_{t}G(y,t)|\\ \geq\frac{c-C^{\prime}t^{-\alpha}}{t}\geq\frac{c}{2t}

by our choice of t0t_{0}. Since tG\partial_{t}G is a solution that satisfies (10.10) - see Lemma 10.8 - the maximum principle given by Lemma 10.9 entails that

tG(y,s)c2t for y,s>t,\partial_{t}G(y,s)\geq\frac{c}{2t}\qquad\text{ for }y\in\mathbb{R},\,s>t,

which implies

01t|G(y,s)|2𝑑s𝑑y=+,\int_{0}^{1}\int_{t}^{\infty}|\nabla G(y,s)|^{2}ds\,dy=+\infty,

which is in contradiction with (10.7). We conclude that for every x(0,1)x\in(0,1) and tt0t\geq t_{0}, we necessary have tGc/t\partial_{t}G\leq c/t. The lemma follows. \square

Lemma 10.15.

For any β>0\beta>0, there exists a t01t_{0}\geq 1 and ϵ>0\epsilon>0 such that

(10.16) |tG(x,t)G(x,t)tDβ(x,t)Dβ(x,t)|ϵt for x,tt0.\left|\frac{\partial_{t}G(x,t)}{G(x,t)}-\frac{\partial_{t}D_{\beta}(x,t)}{D_{\beta}(x,t)}\right|\geq\frac{\epsilon}{t}\qquad\text{ for }x\in\mathbb{R},\,t\geq t_{0}.

Proof: The set Ω\partial\Omega is (n1)(n-1)-Ahlfors regular, so (1.4) gives the equivalence Dβ(X)dist(X,Ω)D_{\beta}(X)\approx\operatorname{dist}(X,\partial\Omega) for XΩX\in\Omega, and hence the existence of C1>0C_{1}>0 (depending on β\beta and nn) such that

(10.17) (C1)1tDβ(x,t)C1Dβ+2(x,t)(C1)2t for x,t1.(C_{1})^{-1}t\leq D_{\beta}(x,t)\leq C_{1}D_{\beta+2}(x,t)\leq(C_{1})^{2}t\qquad\text{ for }x\in\mathbb{R},\,t\geq 1.

Check then that

tDβ(x,t)=d+ββDβ1+β(x,t)(y,s)Ω|(x,t)(y,s)|dβ2(ts)𝑑σ(y,s)\partial_{t}D_{\beta}(x,t)=\frac{d+\beta}{\beta}D_{\beta}^{1+\beta}(x,t)\int_{(y,s)\in\partial\Omega}|(x,t)-(y,s)|^{-d-\beta-2}(t-s)\,d\sigma(y,s)

In particular, since s12s\leq\frac{1}{2} whenever (y,s)Ω(y,s)\in\partial\Omega, we have, for (x,t)×[1,)(x,t)\in\mathbb{R}\times[1,\infty), that

tDβ(x,t)(t12)n+β1βDβ1+β(x,t)(y,s)Ω|(x,t)(y,s)|nβ1𝑑σ(y,s)t2n+β1βDβ1+β(x,t)Dβ+2β2(x,t)cβ,n\partial_{t}D_{\beta}(x,t)\geq\Big{(}t-\frac{1}{2}\Big{)}\frac{n+\beta-1}{\beta}D^{1+\beta}_{\beta}(x,t)\int_{(y,s)\in\partial\Omega}|(x,t)-(y,s)|^{-n-\beta-1}\,d\sigma(y,s)\\ \geq\frac{t}{2}\frac{n+\beta-1}{\beta}D^{1+\beta}_{\beta}(x,t)D^{-\beta-2}_{\beta+2}(x,t)\geq c_{\beta,n}

for some cβ,n>0c_{\beta,n}>0, by (10.17). In conclusion, using (10.17) again, we have the existence of c1>0c_{1}>0 such that

(10.18) tDβ(x,t)Dβ(x,t)c1t for x,t1.\frac{\partial_{t}D_{\beta}(x,t)}{D_{\beta}(x,t)}\geq\frac{c_{1}}{t}\qquad\text{ for }x\in\mathbb{R},\,t\geq 1.

Let C2C_{2} be the constant in Lemma 10.11. Thanks to Lemma 10.12, there exists t01t_{0}\geq 1 such that tG(x,t)c1/(2C2t)\partial_{t}G(x,t)\leq c_{1}/(2C_{2}t) for any xx\in\mathbb{R} and tt0t\geq t_{0}, which means that

(10.19) tG(x,t)G(x,t)c12t for x,tt0.\frac{\partial_{t}G(x,t)}{G(x,t)}\leq\frac{c_{1}}{2t}\qquad\text{ for }x\in\mathbb{R},\,t\geq t_{0}.

The combination of (10.18) and (10.19) gives (10.16) for ϵ=c1/2\epsilon=c_{1}/2. \square

Lemma 10.20.

The positive solution GG does not satisfies (1.13), proving that assuming that Ω\Omega is semi-uniform is not sufficient for Theorem 1.12.

Proof: Let BrB_{r} be the ball of radius rr centered at (0,12)Ω(0,\frac{1}{2})\in\partial\Omega, and take r2t0r\geq 2t_{0}, where t01t_{0}\geq 1 is the value from Lemma 10.15. We have

ΩBr|GGDβDβ|2Dβ𝑑x𝑑tBr{tt0}|GGDβDβ|2Dβ𝑑x𝑑tC1ϵ2Br{tt0}dxdtt\iint_{\Omega\cap B_{r}}\left|\frac{\nabla G}{G}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dx\,dt\geq\iint_{B_{r}\cap\{t\geq t_{0}\}}\left|\frac{\nabla G}{G}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dx\,dt\\ \geq C^{-1}\epsilon^{2}\iint_{B_{r}\cap\{t\geq t_{0}\}}\frac{dx\,dt}{t}

by (10.16) and (1.4). We conclude that

1σ(Br)ΩBr|GGDβDβ|2Dβ𝑑x𝑑tln(rt0)+ as r,\frac{1}{\sigma(B_{r})}\iint_{\Omega\cap B_{r}}\left|\frac{\nabla G}{G}-\frac{\nabla D_{\beta}}{D_{\beta}}\right|^{2}D_{\beta}\,dx\,dt\gtrsim\ln\Big{(}\frac{r}{t_{0}}\Big{)}\rightarrow+\infty\text{ as }r\to\infty,

which means that GG does not satisfies (1.13). The lemma follows. \square

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