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The Gradient Flow of Infinity-Harmonic Potentials

Erik Lindgren, Peter Lindqvist

Abstract: We study the streamlines of \infty-harmonic functions in planar convex rings. We include convex polygons. The points where streamlines can meet are characterized: they lie on certain curves. The gradient has constant norm along streamlines outside the set of meeting points, the infinity-ridge.



AMS Classification 2010: 49N60, 35J15, 35J60, 35J65, 35J70.

Keywords: Infinity-Laplace Equation, streamlines, convex rings, infinity-potential function

1 Introduction

The \infty-Laplace Equation

Δui,juxiuxj2uxixj= 0\Delta_{\infty}u\,\equiv\,\sum_{i,j}\frac{\partial u}{\partial x_{i}}\frac{\partial u}{\partial x_{j}}\frac{\partial^{2}u}{\partial x_{i}\partial x_{j}}\,=\,0

was introduced by G. Aronsson in 1967 (cf. [Ar1]) to produce optimal Lipschitz extensions of boundary values. It has been extensively studied. Some of the highlights are

  • Viscosity solutions for Δ\Delta_{\infty}, [BDM]

  • Uniqueness, [J]

  • Differentiability, [S], [ESa] and [ES]

  • Tug-of-War (connection with stochastic game theory), [PSW]

We are interested in the two-dimensional equation

(ux1)22ux12+ 2ux1ux22ux1x2+(ux2)22ux22= 0\Bigl{(}\frac{\partial u}{\partial x_{1}}\Bigr{)}^{\!2}\frac{\partial^{2}u}{\partial x_{1}^{2}}\,+\,2\,\frac{\partial u}{\partial x_{1}}\frac{\partial u}{\partial x_{2}}\frac{\partial^{2}u}{\partial x_{1}\partial x_{2}}\,+\,\Bigl{(}\frac{\partial u}{\partial x_{2}}\Bigr{)}^{\!2}\frac{\partial^{2}u}{\partial x_{2}^{2}}\,=\,0

in so-called convex ring domains G=ΩKG=\Omega\setminus K. Here Ω\Omega is a bounded convex domain in 2\mathbb{R}^{2} and KΩK\Subset\Omega is a closed convex set. We continue our investigation in [LL] of the \infty-potential uu_{\infty}, which is the unique solution in C(G¯)C(\overline{G}) of the boundary value problem

{Δu= 0inGu= 0onΩu= 1onK.\begin{cases}\Delta_{\infty}u\,=\,0\qquad\text{in}\qquad G\\ \phantom{\Delta_{\infty}}u\,=\,0\qquad\text{on}\qquad\partial\Omega\\ \phantom{\Delta_{\infty}}u\,=\,1\qquad\text{on}\qquad\partial K.\end{cases}

In [LL] we proved that the ascending streamlines, the solutions 𝜶=(α1,α2)\boldsymbol{\alpha}=(\alpha_{1},\alpha_{2}) of

d𝜶(t)dt=+u(𝜶(t)),0t<T𝜶\frac{d\boldsymbol{\alpha}(t)}{dt}=+\nabla u_{\infty}(\boldsymbol{\alpha}(t)),\quad 0\leq t<T_{\boldsymbol{\alpha}}

with given initial point 𝜶(0)Ω¯K\boldsymbol{\alpha}(0)\in\overline{\Omega}\setminus K, are unique and terminate at K\partial K. (The descending ones are not!) Streamlines may meet and then continue along a common arc. Uniqueness prevents crossing streamlines.

Along a streamline one would expect that the speed |u(𝜶)||\nabla u_{\infty}(\boldsymbol{\alpha})| is constant. Indeed,

ddt|u(𝜶(t))|2=2Δu(𝜶(t))=0,\frac{d}{dt}|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}=2\,\Delta_{\infty}u_{\infty}(\boldsymbol{\alpha}(t))=0,

but the calculation requires second derivatives. The main difficulty is the lack of second derivatives. Although, the second derivatives are known to exist almost everywhere with respect to the Lebesgue area, see [KZZ] for this new result, this is of little use since the area of a streamline is zero. In [LL] it was shown that the above calculation fails: for most streamlines the speed is not constant the whole way up to K\partial K. (We shall see that the speed is constant from the initial point till the streamline meets another streamline.)

We use the approximation with the (unique) solution of the pp-Laplace equation

Δpu=div(|u|p2u)=0,p>2.\Delta_{p}u=\operatorname{div}(|\nabla u|^{p-2}\nabla u)=0,\qquad p>2.

in GG with the same boundary values as uu_{\infty}.

We shall use several facts about these pp-harmonic functions due to J. Lewis, cf. [L]. It is decisive that the level curves {up(x)=c}\{u_{p}(x)=c\} are convex and that Δup0\Delta u_{p}\leq 0. See Section 2 for more details.

We also need the facts that (i) upu\nabla u_{p}\to\nabla u_{\infty} in Lloc2L^{2}_{\text{loc}} and (ii) the family {|up|}\{|\nabla u_{p}|\} is locally equicontinuous. (Notice that we wrote |up||\nabla u_{p}|, not up\nabla u_{p}.) We extract a proof of this from the recent pathbreaking work by H. Koch, Y. R-Y. Zhang and Y. Zhou in [KZZ], complementing their results by applying a simple device, due to Lebesgue in [Leb], to the norm |up||\nabla u_{p}| of the quasiregular mapping

upx1iupx2,i2=1.\frac{\partial u_{p}}{\partial x_{1}}-i\frac{\partial u_{p}}{\partial x_{2}},\quad i^{2}=-1.

The quasiregularity was obtained by B. Bojarski and T. Iwaniec in [BI].

We prove the following basic result in Section 3.

Theorem 1 (Non-decreasing speed).

Let 𝛂=𝛂(t)\boldsymbol{\alpha}_{\infty}=\boldsymbol{\alpha}_{\infty}(t), 0tT0\leq t\leq T, be a streamline of uu_{\infty}, i.e.,

d𝜶(t)dt=u(𝜶(t)),0t<T,\frac{d\boldsymbol{\alpha}_{\infty}(t)}{dt}=\nabla u_{\infty}(\boldsymbol{\alpha}_{\infty}(t)),\quad 0\leq t<T,

and 𝛂(0)Ω\boldsymbol{\alpha}_{\infty}(0)\in\partial\Omega, 𝛂(T)K\boldsymbol{\alpha}_{\infty}(T)\in\partial K. Then the function u(𝛂(t))u_{\infty}(\boldsymbol{\alpha}_{\infty}(t)) is convex when 0tT0\leq t\leq T. In particular, the speed |u(𝛂(t))||\nabla u_{\infty}(\boldsymbol{\alpha}_{\infty}(t))|, is a non-decreasing function of tt.

Combining this with a result in the opposite direction (cf. Lemma 12 in [LL]), we can control the meeting points so that these lie on a few specific streamlines, here called attracting streamlines.

Polygons.

To avoid a complicated description, we begin with a convex polygon as Ω\Omega with NN vertices P1,P2,,PNP_{1},P_{2},\ldots,P_{N} (set PN+1=P1P_{N+1}=P_{1} for convenience). With Pk=𝜸k(0)P_{k}=\boldsymbol{\gamma}_{k}(0) as initial point there is a unique streamline

𝜸k=𝜸k(t),0tTk,\boldsymbol{\gamma}_{k}=\boldsymbol{\gamma}_{k}(t),\quad 0\leq t\leq T_{k},

with terminal point 𝜸k(Tk)\boldsymbol{\gamma}_{k}(T_{k}) on K\partial K. The

attracting streamlines are𝜸1,𝜸2,,𝜸N.\text{\emph{attracting streamlines} are}\qquad\boldsymbol{\gamma}_{1},\boldsymbol{\gamma}_{2},\ldots,\boldsymbol{\gamma}_{N}.

Occasionally, some of them meet and then share a common arc up to K\partial K. The collection of all the points on the attracting streamlines is called the \infty-ridge and is denoted by Γ\Gamma, i.e.,

Γ=k=1N{𝜸k(t):  0tTk}.\Gamma=\bigcup_{k=1}^{N}\{\boldsymbol{\gamma}_{k}(t):\,\,0\leq t\leq T_{k}\}.

It seems to play a similar role for the \infty-Laplace Equation as the (ordinary) ridge does for the Eikonal Equation.

Before meeting any other streamline, a streamline 𝜶\boldsymbol{\alpha} either meets an attracting streamline or hits the upper boundary K\partial K. We formulate this as a theorem, proved in Section 6.

Theorem 2.

The speed |u(𝛂(t))||\nabla u_{\infty}(\boldsymbol{\alpha}(t))| is constant along the streamline 𝛂\boldsymbol{\alpha} from the initial point on Ω\partial\Omega until it meets one of the attracting streamlines 𝛄k\boldsymbol{\gamma}_{k}, after which the speed is non-decreasing. It cannot meet any other streamline before it meets an attracting one.

Thus there are no meeting points in GΓG\setminus\Gamma, i.e., they all lie on the attracting streamlines 𝜸1,𝜸2,,𝜸N\boldsymbol{\gamma}_{1},\boldsymbol{\gamma}_{2},\ldots,\boldsymbol{\gamma}_{N}. In other words, there is no branching outside the \infty-ridge Γ\Gamma.

General Domains.

The polygon has a piecewise smooth boundary and at the vertices |u(Pk)|=0|\nabla u_{\infty}(P_{k})|=0. Thus the attracting streamlines start at the points of minimal speed. Similar results hold when Ω\Omega is no longer a polygon, but now we have to assume that the following holds:


Assumptions:

  1. 1.

    u\nabla u_{\infty} is continuous in Ω¯K\overline{\Omega}\setminus K, in particular along Ω\partial\Omega.111For example, if Ω\partial\Omega is piecewise C2C^{2}, then the gradient is continuous in Ω¯K\overline{\Omega}\setminus K, see Section 2.

  2. 2.

    On Ω\partial\Omega, the continuous function |u||\nabla u_{\infty}| has a finite number of local minimum points, say P1,P2,,PNP_{1},P_{2},\ldots,P_{N}, and a finite number of local maximum points.

Again, the streamlines with the initial points PkP_{k} are called attracting streamlines:

𝜸k=𝜸k(t),0tTk;𝜸k(0)=Pk.\boldsymbol{\gamma}_{k}=\boldsymbol{\gamma}_{k}(t),\quad 0\leq t\leq T_{k};\quad\boldsymbol{\gamma}_{k}(0)=P_{k}.

The \infty-ridge is again

Γ=k=1N{𝜸k(t):  0tTk}.\Gamma=\bigcup_{k=1}^{N}\{\boldsymbol{\gamma}_{k}(t):\,\,0\leq t\leq T_{k}\}.

Theorem 2 holds also in this setting. As a consequence, streamlines cannot meet, except on Γ\Gamma. The theorem below is proved in Section 7.

Theorem 3.

The speed |u(𝛂(t))||\nabla u_{\infty}(\boldsymbol{\alpha}(t))| is constant along a streamline 𝛂\boldsymbol{\alpha} from the initial point on Ω\partial\Omega until it meets one of the attracting streamlines 𝛄k\boldsymbol{\gamma}_{k}. It cannot meet any other streamline before it meets an attracting one.

The situation when |u||\nabla u_{\infty}| is constant on some arc on Ω\partial\Omega can happen even for a rectangle, but does not cause extra complications.

Proposition 4.

If the speed |u||\nabla u_{\infty}| is constant along a boundary arc ab¯\overline{ab}, then the streamlines with initial points on the arc are non-intersecting segments of straight lines. They meet no other streamlines in GG, except possibly when the initial point is aa or bb.

This follows from Lemma 12 and Lemma 16. It allows us to relax assumption 2 to include boundary arcs with constant local maximum speed:

  • 2*.

    The local maxima and minima of |u||\nabla u_{\infty}| on Ω\partial\Omega are attained along at most finitely many closed subarcs, which may degenerate to points.

The definition of the attracting streamlines must be amended if the speed attains a local minimum along a boundary arc ab¯\overline{ab}: it contributes with two attracting streamlines, namely the ones with initial points at aa and bb.

Remark 5.

The behavior of the streamlines suggests that the \infty-potential is smooth outside the \infty-ridge Γ\Gamma.

Examples.

We mention some examples.

Refer to caption
Figure 1: The streamlines of uu_{\infty} when Ω\Omega is the square in Example 1.
Example 1.

Let Ω\Omega be the square

1<x1<1,1<x2<1,-1<x_{1}<1,\quad-1<x_{2}<1,\quad

and KK the origin. The attracting streamlines are the four half-diagonals, constituting the \infty-ridge

Γ={(x1,x2):x1=±x2,|x1|1,|x2|1}.\Gamma=\{(x_{1},x_{2}):\quad x_{1}=\pm x_{2},|x_{1}|\leq 1,|x_{2}|\leq 1\}.

All streamlines meet at a diagonal, except the four segments along the coordinate axes. See Figure 1.

Example 2.

Let KK be the origin and Ω\Omega the square in Example 1 which is truncated in the following symmetric way: in the south west corner we have removed the triangle with corners (1,1),(1+δ,1)(-1,-1),(-1+\delta,-1) and (1,1+δ)(-1,-1+\delta), for some small δ\delta. See Figure 2. We only describe the behavior in the south west quarter of Ω\Omega.

The attracting streamlines are those starting in (1+δ,1)(-1+\delta,-1) and (1,1+δ)(-1,-1+\delta) (in blue). The only streamlines that do not meet any other before reaching origin, are the medians (in red). Any other streamline will meet one of the attracting streamlines. The streamline starting in the middle of (1+δ,1)(-1+\delta,-1) and (1,1+δ)(-1,-1+\delta) (in red) will be a straight line to the origin and will be joined by the attracting streamlines from both sides before terminating at the origin.

Ω\Omega(0,0)(0,0)
Figure 2: The truncated square in Example 2 and some possible streamlines.

2 Preliminaries

Ω\Omega is a bounded convex domain in 2\mathbb{R}^{2} and KΩK\Subset\Omega is a compact and convex set, which may reduce to a point. We study the equation in the convex ring G=ΩKG=\Omega\setminus K. We assume the following normalization:

dist(Ω,K)=1.\boxed{\operatorname{dist}(\partial\Omega,K)=1.}

The boundary value problem

{Δu= 0inG,u= 0onΩ,u= 1onK,\begin{cases}\Delta_{\infty}u\,=\,0\qquad\text{in}\qquad G,\\ \phantom{\Delta_{\infty}}u\,=\,0\qquad\text{on}\qquad\partial\Omega,\\ \phantom{\Delta_{\infty}}u\,=\,1\qquad\text{on}\qquad\partial K,\end{cases}

has a unique solution uC(G¯)u_{\infty}\in C(\overline{G}) in general. By [ESa], u\nabla u_{\infty} is locally Hölder continuous in GG. We will assume that also uC(Ω¯K)\nabla u_{\infty}\in C(\overline{\Omega}\setminus K). This is fulfilled if for instance Ω\partial\Omega has a piecewise C2C^{2} regular boundary. See Lemma 2 and Theorem 2 in [HL], Theorem 7.1 in [MPS] and Theorem 1 in [WY].

In [LL] it was established that, for a given initial point ξ0Ω\xi_{0}\in\partial\Omega, the gradient flow

{d𝜶(t)dt=+u(𝜶(t)),0t<T,𝜶(0)=ξ0,\begin{cases}\displaystyle\frac{d\boldsymbol{\alpha}(t)}{dt}&=\,+\nabla u_{\infty}(\boldsymbol{\alpha}(t)),\quad 0\leq t<T,\\ \boldsymbol{\alpha}(0)&=\,\xi_{0},\end{cases}

has a unique solution 𝜶=𝜶(t)\boldsymbol{\alpha}=\boldsymbol{\alpha}(t), which terminates at some point 𝜶(T)\boldsymbol{\alpha}(T) on K\partial K. (Some caution is required if |u(ξ0)|=0|\nabla u_{\infty}(\xi_{0})|=0.) We say that 𝜶\boldsymbol{\alpha} is a streamline. Although unique, two streamlines may meet, join, and continue along a common arc.

We shall employ the pp-harmonic approximation

{Δpup= 0inG,up= 0onΩ,up= 1onK,\begin{cases}\Delta_{p}u_{p}\,=\,0\qquad\text{in}\qquad G,\\ \phantom{\Delta_{p}}u_{p}\,=\,0\qquad\text{on}\qquad\partial\Omega,\\ \phantom{\Delta_{p}}u_{p}\,=\,1\qquad\text{on}\qquad\partial K,\end{cases}

for 𝐩>𝟐\mathbf{p>2}. It is known that upC(G¯)u_{p}\in C(\overline{G}) and it takes the correct values (in the classical sense) at each boundary point. We shall need the following results from [L] (see also [Ja]):

  1. 1.

    The level curves {up=c}\{u_{p}=c\} are convex, if 0c10\leq c\leq 1,

  2. 2.

    upuu_{p}\nearrow u_{\infty} uniformly in G¯\overline{G},

  3. 3.

    |up|0|\nabla u_{p}|\neq 0 in GG,

  4. 4.

    upu_{p} is real analytic in GG,

  5. 5.

    Δup0\Delta u_{p}\leq 0.

The streamlines of upu_{p} do not meet in GG. This is due to the regularity of upu_{p} and the Picard-Lindelöf theorem. Properties 1), 3), and 5) are preserved at the limit p=p=\infty. Especially, u0\nabla u_{\infty}\neq 0 in GG.

We keep the normalization dist(Ω,K)=1\operatorname{dist}(\partial\Omega,K)=1. Then |u|1|\nabla u_{\infty}|\leq 1, but we also need a uniform bound for |up||\nabla u_{p}|. The bound

|up|1on Ω.|\nabla u_{p}|\leq 1\quad\text{on }\partial\Omega. (1)

follows by comparison with the distance function

δ(x)=dist(x,Ω).\delta(x)=\operatorname{dist}(x,\partial\Omega).

In a convex domain, δ\delta is a supersolution of the pp-Laplace equation. Since

0up(x)δ(x)on G,0\leq u_{p}(x)\leq\delta(x)\quad\text{on }\partial G,

the same inequality also holds in GG. In general, |up||\nabla u_{p}| is unbounded (but |u|1|\nabla u_{\infty}|\leq 1), so we have to consider a subdomain, say {up<c}\{u_{p}<c\}.

Lemma 6.

The uniform bound

|up(x)|(11c)1p2|\nabla u_{p}(x)|\leq\Bigl{(}\frac{1}{1-c}\Bigr{)}^{\frac{1}{p-2}} (2)

holds when up(x)cu_{p}(x)\leq c, 0<c<10<c<1.

Proof.

Let Υp(c)\Upsilon_{p}(c) denote the level curve {up=c}\{u_{p}=c\} and

δp(x)=dist(x,Υp(c)).\delta_{p}(x)=\operatorname{dist}(x,\Upsilon_{p}(c)).

Since |up||\nabla u_{p}| obeys the maximum principle and |up|1|\nabla u_{p}|\leq 1 on Ω\partial\Omega by (1), it is enough to control |up||\nabla u_{p}| on Υp(c)\Upsilon_{p}(c). We see that

cup(x)c+(1c)δp(x)dist(Υp(c),K)c\leq u_{p}(x)\leq c+(1-c)\frac{\delta_{p}(x)}{\operatorname{dist}(\Upsilon_{p}(c),\partial K)} (3)

on Υp(c)\Upsilon_{p}(c) and on K\partial K, i.e., on the boundary of {1>up>c}\{1>u_{p}>c\}. Again, the majorant is a supersolution to the pp-Laplace equation, and hence (3) holds in {1>up>c}\{1>u_{p}>c\} by the comparison principle. It follows that

|up(x)|1cdist(Υp(c),K),|\nabla u_{p}(x)|\leq\frac{1-c}{\operatorname{dist}(\Upsilon_{p}(c),\partial K)}, (4)

on222Since upuu_{p}\nearrow u_{\infty}, dist(Υp(c),K)\operatorname{dist}(\Upsilon_{p}(c),\partial K) increases with pp. Thus we get an upper bound independent of pp. This is sufficient for our purpose. Υp(c)\Upsilon_{p}(c).

To get the explicit upper bound in (2), we assume that x0Kx_{0}\in\partial K is a point at which the distance dist(Υp(c),K)\operatorname{dist}(\Upsilon_{p}(c),\partial K) is attained. Let RR be the radius of the largest ball BR(x0)ΩB_{R}(x_{0})\subset\Omega. Then

up(x)1(|xx0|R)p2p1in BR(x0)Ku_{p}(x)\geq 1-\left(\frac{|x-x_{0}|}{R}\right)^{\frac{p-2}{p-1}}\quad\text{in }B_{R}(x_{0})\setminus K

by comparison. Here the minorant is pp-harmonic in BR(x0){x0}B_{R}(x_{0})\setminus\{x_{0}\}. Now

1(|xx0|R)p2p1=c|xx0|=R(1c)1+1p2=rc1-\left(\frac{|x-x_{0}|}{R}\right)^{\frac{p-2}{p-1}}=c\iff|x-x_{0}|=R(1-c)^{1+\frac{1}{p-2}}=r_{c}

and clearly dist(Υp(c),K)rc\operatorname{dist}(\Upsilon_{p}(c),\partial K)\geq r_{c}. We have by (4)

|up(x)|1R(1c)1p2.|\nabla u_{p}(x)|\leq\frac{1}{R(1-c)^{\frac{1}{p-2}}}.

To conclude, use Rdist(Ω,K)=1R\geq\operatorname{dist}(\partial\Omega,\partial K)=1. ∎

3 Equicontinuity of |up||\nabla u_{p}|

We shall prove that

limp|up|=|u|\lim_{p\to\infty}{|\nabla u_{p}|}=|\nabla u_{\infty}|

locally uniformly in GG. From [KZZ] we can extract the following important properties: If DGD\Subset G, then

D|upu|2𝑑x1𝑑x20,as p,\iint_{D}|\nabla u_{p}-\nabla u_{\infty}|^{2}\,dx_{1}dx_{2}\to 0,\quad\text{as }p\to\infty,
D|(|up|2)|2𝑑x1𝑑x2MD<,\iint_{D}|\nabla(|\nabla u_{p}|^{2})|^{2}\,dx_{1}dx_{2}\leq M_{D}<\infty, (J)

for all (large) pp.

The constant MDM_{D} depends on upL(E)\|\nabla u_{p}\|_{L^{\infty}(E)}, where DEGD\Subset E\Subset G, and dist(D,G)\operatorname{dist}(D,\partial G), but not on pp.

In [KZZ] the estimates were derived for solutions uεu^{\varepsilon} of the auxiliary equation

Δuε+εΔuε=0\Delta_{\infty}u^{\varepsilon}+\varepsilon\Delta u^{\varepsilon}=0

while we use Δpup=0\Delta_{p}u_{p}=0 written as

Δup+1p2|up|2Δup=0.\Delta_{\infty}u_{p}+\frac{1}{p-2}\,|\nabla u_{p}|^{2}\Delta u_{p}=0.

The advantage of our approach is that the inequality Δup0\Delta u_{p}\leq 0 is available in convex domains for p2p\geq 2.

The conversion from uεu^{\varepsilon} to upu_{p} requires only obvious changes. Formally, the factor ε\varepsilon in front of an integral in [KZZ] should be moved in under the integral sign and then replaced by |up|2/(p2)|\nabla u_{p}|^{2}/(p-2), upon which every uεu^{\varepsilon} be replaced by upu_{p}. This procedure is explained in our Appendix.

In order to prove that the family {|up|}\{|\nabla u_{p}|\} is locally equicontinuous, we shall use a device due to Lebesgue in [Leb]. A function fC(B¯R)W1,2(BR)f\in C(\overline{B}_{R})\cap W^{1,2}(B_{R}) is monotone (in the sense of Lebesgue) if

oscBrf=oscB¯rf,0<r<R,\operatorname*{osc}_{\partial B_{r}}f=\operatorname*{osc}_{\overline{B}_{r}}f,\quad 0<r<R,

where BrB_{r} are concentric discs. For such a function

(oscBrf)2lnRrπBR|f|2𝑑x1𝑑x2.\Bigl{(}\operatorname*{osc}_{B_{r}}f\Bigr{)}^{2}\ln\frac{R}{r}\leq\pi\iint_{B_{R}}|\nabla f|^{2}\,dx_{1}dx_{2}. (4)

The proof is merely an integration in polar coordinates, cf. [Leb]. We shall apply this oscillation lemma on the function f=|up|2f=|\nabla u_{p}|^{2}. It was shown by Bojarski and Iwaniec in [BI] that the mapping

upx1iupx2,i2=1,\frac{\partial u_{p}}{\partial x_{1}}-i\,\frac{\partial u_{p}}{\partial x_{2}},\quad i^{2}=-1,

is quasiregular. That property implies that its norm |up||\nabla u_{p}| satisfies the maximum principle, and, where |up|0|\nabla u_{p}|\neq 0, also the minimum principle. Thus |up||\nabla u_{p}| is monotone. So is |up|2|\nabla u_{p}|^{2}. From (4) we obtain

(oscBr{|up|2})2lnRrπBR|(|up|2)|2𝑑x1𝑑x2.\Bigl{(}\operatorname*{osc}_{B_{r}}\{|\nabla u_{p}|^{2}\}\Bigr{)}^{2}\ln\frac{R}{r}\leq\pi\iint_{B_{R}}|\nabla(|\nabla u_{p}|^{2})|^{2}\,dx_{1}dx_{2}.

The uniform bound in (2) and a standard covering argument for compact sets yields the following result.

Theorem 7.

(Equicontinuity) Let DGD\Subset G. Given ε>0\varepsilon>0, there is δ=δ(ε,D)\delta=\delta(\varepsilon,D) such that the inequality

||up(x)||up(y)||<εwhen |xy|<δ,x,yD,\Big{|}|\nabla u_{p}(x)|-|\nabla u_{p}(y)|\Big{|}<\varepsilon\quad\text{when $|x-y|<\delta$},\quad x,y\in D,

holds simultaneously for all p>2p>2.

Since upu\nabla u_{p}\to\nabla u_{\infty} in Lloc2(G)L^{2}_{\text{loc}}(G) we can use Ascoli’s theorem to conclude that

limp|up|=|u|\lim_{p\to\infty}|\nabla u_{p}|=|\nabla u_{\infty}|

locally uniformly. (More accurately, we have to extract a subsequence in Ascoli’s theorem, but since the limit |u||\nabla u_{\infty}| is unique, this precaution is not called for here.)

Caution: The more demanding convergence upu\nabla u_{p}\to\nabla u_{\infty} holds a.e., but perhaps not locally uniformly.

Let us finally mention that the uniform convergence is not global. For example, in the ring 0<|x|<10<|x|<1 we have

up(x)=1|x|p2p1,u=1|x|.u_{p}(x)=1-|x|^{\frac{p-2}{p-1}},\quad u_{\infty}=1-|x|.

Now |up||\nabla u_{p}| is not even bounded near x=0x=0. Thus the convergence cannot be uniform in the whole ring.

4 Convergence of the Streamlines

In this section, we study the convergence of the streamlines and prove Theorem 1. It is plain that the level curves {up=c}\{u_{p}=c\} converge to the level curves {u=c}\{u_{\infty}=c\}. However, the convergence of the streamlines requires a more sophisticated proof. (The problem is the identification of the limit as an \infty-streamline.)

Suppose that we have the streamlines 𝜶p\boldsymbol{\alpha}_{p} and 𝜶\boldsymbol{\alpha}_{\infty} having the same initial point 𝜶p(0)=𝜶(0)=x0\boldsymbol{\alpha}_{p}(0)=\boldsymbol{\alpha}_{\infty}(0)=x_{0}. Now

d𝜶p(t)dt=up(𝜶p(t)),d𝜶(t)dt=u(𝜶(t))\frac{d\boldsymbol{\alpha}_{p}(t)}{dt}=\nabla u_{p}(\boldsymbol{\alpha}_{p}(t)),\quad\frac{d\boldsymbol{\alpha}_{\infty}(t)}{dt}=\nabla u_{\infty}(\boldsymbol{\alpha}_{\infty}(t))

when 0<t<Tp0<t<T_{p}, where up(𝜶p(Tp))=1u_{p}(\boldsymbol{\alpha}_{p}(T_{p}))=1. Thus

𝜶p(t2)𝜶p(t1)=t1t2up(𝜶p(t))𝑑t.\boldsymbol{\alpha}_{p}(t_{2})-\boldsymbol{\alpha}_{p}(t_{1})=\int_{t_{1}}^{t_{2}}\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))dt.

Using the bound

|up|(11c)1p2,when upc,|\nabla u_{p}|\leq\Bigl{(}\frac{1}{1-c}\Bigr{)}^{\frac{1}{p-2}},\quad\text{when }u_{p}\leq c,

in Lemma 6 we see that

|𝜶p(t2)𝜶p(t1)|(11c)1p2|t2t1||\boldsymbol{\alpha}_{p}(t_{2})-\boldsymbol{\alpha}_{p}(t_{1})|\leq\Bigl{(}\frac{1}{1-c}\Bigr{)}^{\frac{1}{p-2}}|t_{2}-t_{1}| (5)

as long as the curves are below the level up=cu_{p}=c, i.e., up(𝜶(t2))cu_{p}(\boldsymbol{\alpha}(t_{2}))\leq c. In particular, the bound is valid in the domain {u<c}\{u_{\infty}<c\}, where c<1c<1. Thus, the family of curves is locally equicontinuous. By Ascoli’s theorem we can extract a sequence pjp_{j}\to\infty such that

𝜶pj(t)𝜶(t)\boldsymbol{\alpha}_{p_{j}}(t)\to\boldsymbol{\alpha}(t)

uniformly in every domain {u<c}\{u_{\infty}<c\}. Here 𝜶(t)\boldsymbol{\alpha}(t) is some curve with initial point 𝜶(0)=x0\boldsymbol{\alpha}(0)=x_{0}.

The endpoint of 𝜶\boldsymbol{\alpha} is on K\partial K. Indeed, let tp=tp(c)t_{p}=t_{p}(c) denote the parameter value at which up(𝜶p(tp))=cu_{p}(\boldsymbol{\alpha}_{p}(t_{p}))=c. Take any convergent sequence, say tptt_{p}\to t^{*}. Then

c=limpup(𝜶p(tp))=u(𝜶(t)).c=\lim_{p\to\infty}u_{p}(\boldsymbol{\alpha}_{p}(t_{p}))=u_{\infty}(\boldsymbol{\alpha}(t^{*})).

Thus t=t(c)t^{*}=t_{\infty}(c). Then tp(c)t(c)t_{p}(c)\to t_{\infty}(c) for all cc.

By (5)

|𝜶(t2)𝜶(t1)||t2t1|.|\boldsymbol{\alpha}(t_{2})-\boldsymbol{\alpha}(t_{1})|\leq|t_{2}-t_{1}|.

Rademacher’s theorem for Lipschitz continuous functions implies that 𝜶(t)\boldsymbol{\alpha}(t) is differentiable at a.e. tt.

We claim that 𝜶=𝜶\boldsymbol{\alpha}=\boldsymbol{\alpha}_{\infty}. Since they start at the same point, the uniqueness of \infty-streamlines shows that it is enough to verify

d𝜶(t)dt=u(𝜶(t)).\frac{d\boldsymbol{\alpha}(t)}{dt}=\nabla u_{\infty}(\boldsymbol{\alpha}(t)).

To this end, we shall employ the convex functions Fp(t)=up(𝜶p(t))F_{p}(t)=u_{p}(\boldsymbol{\alpha}_{p}(t)). Indeed,

dFp(t)dt=up(𝜶p(t)),d𝜶p(t)dt=|up(𝜶p(t))|2\frac{dF_{p}(t)}{dt}=\Big{\langle}\nabla u_{p}(\boldsymbol{\alpha}_{p}(t)),\frac{d\boldsymbol{\alpha}_{p}(t)}{dt}\Big{\rangle}=|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|^{2}

and

d2Fp(t)dt2=2Δup(𝜶p(t))=2p2Δup(𝜶p(t))|up(𝜶p(t))|2.\frac{d^{2}F_{p}(t)}{dt^{2}}=2\,\Delta_{\infty}u_{p}(\boldsymbol{\alpha}_{p}(t))=-\frac{2}{p-2}\,\Delta u_{p}(\boldsymbol{\alpha}_{p}(t))\,|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|^{2}.

By Lewis’s theorem, Δup0\Delta u_{p}\leq 0 in convex ring domains, if p2p\geq 2. Thus,

d2Fp(t)dt20\frac{d^{2}F_{p}(t)}{dt^{2}}\geq 0

and so the function Fp(t)F_{p}(t) is convex. The convergence

Fp(t)=up(𝜶p(t))u(𝜶(t))=F(t)F_{p}(t)=u_{p}(\boldsymbol{\alpha}_{p}(t))\to u_{\infty}(\boldsymbol{\alpha}(t))=F(t)

is at least locally uniform, when pp takes the values p1,p2,p3,p_{1},p_{2},p_{3},\ldots extracted above. Also the limit F(t)F(t) is convex, of course.

We have the locally uniform convergence

|up(𝜶p(t))|2|u(𝜶(t))|2,|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|^{2}\to|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2},

which follows from Theorem 7 by writing

|up(𝜶p(t))||u(𝜶(t))|=|up(𝜶p(t))||up(𝜶(t))|+|up(𝜶(t))||u(𝜶(t))|.|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|-|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|=|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|-|\nabla u_{p}(\boldsymbol{\alpha}(t))|+|\nabla u_{p}(\boldsymbol{\alpha}(t))|-|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|.

Thus,

dFp(t)dt=|up(𝜶p(t))|2|u(𝜶(t))|2.\frac{dF_{p}(t)}{dt}=|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|^{2}\,\to\,|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}.

It follows that333|u(𝜶(t))|2ϕ(t)𝑑tFp(t)ϕ(t)𝑑t=Fp(t)ϕ(t)𝑑tF(t)ϕ(t)𝑑t\int|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}\phi(t)dt\leftarrow\int F_{p}^{\prime}(t)\phi(t)dt=-\int F_{p}(t)\phi^{\prime}(t)dt\to-\int F(t)\phi^{\prime}(t)dt F(t)=|u(𝜶(t))|2F^{\prime}(t)=|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2} for a.e. tt. We also have by the chain rule

dF(t)dt=u(𝜶(t)),d𝜶dt\frac{dF(t)}{dt}=\Big{\langle}\nabla u_{\infty}(\boldsymbol{\alpha}(t)),\frac{d\boldsymbol{\alpha}}{dt}\Big{\rangle}

a.e., since d𝜶dt\frac{d\boldsymbol{\alpha}}{dt} exists for a.e. tt.

We have arrived at the identity

|u(𝜶(t))|2=u(𝜶(t)),d𝜶dt|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}=\Big{\langle}\nabla u_{\infty}(\boldsymbol{\alpha}(t)),\frac{d\boldsymbol{\alpha}}{dt}\Big{\rangle}

valid for a.e. tt. From

𝜶p(t2)𝜶p(t1)t1t2|up(𝜶p(t))|𝑑t,\boldsymbol{\alpha}_{p}(t_{2})-\boldsymbol{\alpha}_{p}(t_{1})\leq\int_{t_{1}}^{t_{2}}|\nabla u_{p}(\boldsymbol{\alpha}_{p}(t))|dt,

we get

𝜶(t2)𝜶(t1)t1t2|u(𝜶(t))|𝑑t,\boldsymbol{\alpha}(t_{2})-\boldsymbol{\alpha}(t_{1})\leq\int_{t_{1}}^{t_{2}}|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|dt,

and, hence for a.e. tt

|d𝜶(t)dt||u(𝜶(t))|.\Big{|}\frac{d\boldsymbol{\alpha}(t)}{dt}\Big{|}\leq|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|.

We conclude that in the Cauchy-Schwarz inequality

|u(𝜶(t))|2=u(𝜶(t)),d𝜶dt|u(𝜶(t))||d𝜶dt||u(𝜶(t))|2|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}=\Big{\langle}\nabla u_{\infty}(\boldsymbol{\alpha}(t)),\frac{d\boldsymbol{\alpha}}{dt}\Big{\rangle}\leq|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|\Big{|}\frac{d\boldsymbol{\alpha}}{dt}\Big{|}\leq|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}

we have equality. It follows that

d𝜶dt=u(𝜶(t))\frac{d\boldsymbol{\alpha}}{dt}=\nabla u_{\infty}(\boldsymbol{\alpha}(t))

for a.e. tt. In fact, it holds everywhere because now the identity

𝜶(t2)𝜶(t1)=t1t2u(𝜶(t))𝑑t\boldsymbol{\alpha}(t_{2})-\boldsymbol{\alpha}(t_{1})=\int_{t_{1}}^{t_{2}}\nabla u_{\infty}(\boldsymbol{\alpha}(t))dt

can be differentiated. This concludes our proof of the fact 𝜶=𝜶\boldsymbol{\alpha}=\boldsymbol{\alpha}_{\infty}.

We see that the tangent d𝜶dt\frac{d\boldsymbol{\alpha}}{dt} is continuous. The proof reveals that the convex functions FpFF_{p}\to F uniformly and hence FF is convex as well. Therefore, its derivative

F(t)=|u(𝜶(t))|2F^{\prime}(t)=|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|^{2}

is non-decreasing. In other words, |u|2|\nabla u_{\infty}|^{2} is non-decreasing along the limit streamline.

This proves Theorem 1.

5 Quadrilaterals and Triangles

Curved quadrilaterals and triangles, bounded by arcs of streamlines and level curves, are useful building blocks. It is tentatively understood that at least the interior of the figures are comprised in GG; the level arcs can be on Ω\partial\Omega and, occasionally, on K\partial K.

Recall that the \infty-streamline

𝜶(t),0tT,\boldsymbol{\alpha}(t),\quad 0\leq t\leq T,

with initial point 𝜶(0)=aΩ\boldsymbol{\alpha}(0)=a\in\partial\Omega is unique and terminates at 𝜶(T)\boldsymbol{\alpha}(T) on K\partial K. On its way, it may (and usually does) meet other streamlines and has common parts with them. By Theorem 1, the speed

|d𝜶(t)dt|=|u(𝜶(t))|\left|\frac{d\boldsymbol{\alpha}(t)}{dt}\right|=|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|

is non-decreasing. Thus we have the bound444 |u(𝜶(T))|=limtT|u(𝜶(t))||\nabla u_{\infty}(\boldsymbol{\alpha}(T))|=\lim_{t\to T-}|\nabla u_{\infty}(\boldsymbol{\alpha}(t))|

|u(𝜶(t1))||u(𝜶(t2))|,0t1t2T.|\nabla u_{\infty}(\boldsymbol{\alpha}(t_{1}))|\leq|\nabla u_{\infty}(\boldsymbol{\alpha}(t_{2}))|,\quad 0\leq t_{1}\leq t_{2}\leq T.

Sometimes the result below (cf. Lemma 12 in [LL]), valid for curved quadrilaterals and triangles, provides us with the reverse inequality, so that we may even conclude that the speed is constant along suitable arcs of streamlines.

bbaabb^{\prime}aa^{\prime}η\etaξ\xi𝝁\boldsymbol{\mu}𝝈\boldsymbol{\sigma}𝜶\boldsymbol{\alpha}𝜷\boldsymbol{\beta}𝝎\boldsymbol{\omega}
Figure 3: The quadrilateral abbaabb^{\prime}a^{\prime}.
Lemma 8.

Suppose that the streamlines 𝛂\boldsymbol{\alpha} and 𝛃\boldsymbol{\beta} together with the level curves 𝛔\boldsymbol{\sigma} (lower level) and 𝛚\boldsymbol{\omega} (upper level) form a quadrilateral with vertices a,b,ba,b,b^{\prime} and aa^{\prime}. If 𝛂\boldsymbol{\alpha} and 𝛃\boldsymbol{\beta} do not meet before reaching ω\omega, then

maxab¯|u(𝝎)|maxab¯|u(𝝈)|,\max_{\overline{a^{\prime}b^{\prime}}}|\nabla u_{\infty}(\boldsymbol{\omega})|\leq\max_{\overline{ab}}|\nabla u_{\infty}(\boldsymbol{\sigma})|,

i.e., the maximal speed on the upper level is the smaller one.

Suppose now that ξab¯\xi\in\overline{ab} is a point on the lower level curve 𝝈\boldsymbol{\sigma} at which

|u(ξ)|=maxab¯|u(𝝈)|=M.|\nabla u_{\infty}(\xi)|=\max_{\overline{ab}}|\nabla u_{\infty}(\boldsymbol{\sigma})|=M.

Let 𝝁\boldsymbol{\mu} be the streamline that passes through ξ\xi. It intersects 𝝎\boldsymbol{\omega} at some point ηab¯\eta\in\overline{a^{\prime}b^{\prime}} (it may have joined 𝜶\boldsymbol{\alpha} or 𝜷\boldsymbol{\beta} before reaching η\eta). See Figure 3. The following result holds:

Lemma 9.

We have

|u(𝝁)|=Mon ξη¯.|\nabla u_{\infty}(\boldsymbol{\mu})|=M\quad\text{on }\overline{\xi\eta}.

Moreover,

maxab¯|u(𝝎)|=maxab¯|u(𝝈)|.\max_{\overline{a^{\prime}b^{\prime}}}|\nabla u_{\infty}(\boldsymbol{\omega})|=\max_{\overline{ab}}|\nabla u_{\infty}(\boldsymbol{\sigma})|.
Proof.

By Lemma 8

|u(ξ)|maxab¯|u(𝝎)||u(η)||\nabla u_{\infty}(\xi)|\geq\max_{\overline{a^{\prime}b^{\prime}}}|\nabla u_{\infty}(\boldsymbol{\omega})|\geq|\nabla u_{\infty}(\eta)|

and the monotonicity of the speed implies

|u(ξ)||u(𝝁(t))||u(η)||\nabla u_{\infty}(\xi)|\leq|\nabla u_{\infty}(\boldsymbol{\mu}(t))|\leq|\nabla u_{\infty}(\eta)|

along the arc ξη¯\overline{\xi\eta} of 𝝁\boldsymbol{\mu}. Thus we have equality. ∎

We can also formulate a similar result for curved triangles. Suppose that the streamlines 𝜶\boldsymbol{\alpha} and 𝜷\boldsymbol{\beta} together with the level curve 𝝈\boldsymbol{\sigma} form a curved triangle with vertices a,ba,b and cc. Assume again that ξab¯\xi\in\overline{ab} is a point at which

|u(ξ)|=maxab¯|u(𝝈)|=M.|\nabla u_{\infty}(\xi)|=\max_{\overline{ab}}|\nabla u_{\infty}(\boldsymbol{\sigma})|=M.

Let 𝝁\boldsymbol{\mu} be the streamline that passes through ξ\xi. It passes through cc (but may have joined 𝜶\boldsymbol{\alpha} or 𝜷\boldsymbol{\beta} before reaching cc). The following result holds:

Corollary 10.

For the triangle abca\,b\,c we have

|u(𝝁)|=Mon ξc¯.|\nabla u_{\infty}(\boldsymbol{\mu})|=M\quad\text{on }\overline{\xi c}.

Moreover,

|u(c)|=maxab¯|u(𝝈)|.|\nabla u_{\infty}(c)|=\underset{\overline{ab}}{\max}|\nabla u_{\infty}(\boldsymbol{\sigma})|.
Proof.

Take 𝝎i\boldsymbol{\omega}_{i} to be a sequence of level curves approaching cc from below. Then apply Lemma 9 on the quadrilateral formed by 𝝈,𝝎i,𝜶\boldsymbol{\sigma},\boldsymbol{\omega}_{i},\boldsymbol{\alpha} and 𝜷\boldsymbol{\beta} and let ii\to\infty. ∎

The Quadrilateral Rule.

We provide a practical rule for preventing meeting points. We keep the same notation.

Proposition 11 (Quadrilateral Rule).

If |u(𝛔(t))||\nabla u(\boldsymbol{\sigma}(t))| is strictly monotone on the arcs aξ¯\overline{a\xi} and ξb¯\overline{\xi b} of the level curve 𝛔\boldsymbol{\sigma} (one of them may reduce to a point), then no streamlines can meet inside the quadrilateral. A streamline with initial point on the arc ab¯\overline{ab} (but not aa or bb) has constant speed |u||\nabla u_{\infty}| till it meets 𝛂,𝛃\boldsymbol{\alpha},\boldsymbol{\beta} or reaches 𝛚\boldsymbol{\omega}.

Proof.

Let 𝝀=𝝀(t)\boldsymbol{\lambda}=\boldsymbol{\lambda}(t) be a streamline passing through the point xξb¯x\in\overline{\xi b}, xξx\neq\xi on the level curve 𝝈\boldsymbol{\sigma}.

bbaabb^{\prime}aa^{\prime}η\etaξ\xi𝝁\boldsymbol{\mu}𝝈\boldsymbol{\sigma}𝜶\boldsymbol{\alpha}𝜷\boldsymbol{\beta}𝝎\boldsymbol{\omega}xxyy
Figure 4: Case 1: impossible

We have three cases: 1) If 𝝀\boldsymbol{\lambda} meets 𝝁\boldsymbol{\mu} at the point yy, then Lemma 9 applied on the quadrilateral xbbηyxxbb^{\prime}\eta yx (or Corollary 10 if 𝝁\boldsymbol{\mu} meets 𝜷\boldsymbol{\beta}, so that we have a triangle) implies

M=|u(𝝀)|M=|\nabla u_{\infty}(\boldsymbol{\lambda})|

on the whole arc xη¯\overline{x\eta} of 𝝀\boldsymbol{\lambda} (or until 𝝁\boldsymbol{\mu} reaches 𝜷\boldsymbol{\beta}). But then

|u(ξ)|=|u(x)|,|\nabla u_{\infty}(\xi)|=|\nabla u_{\infty}(x)|,

which contradicts the strict monotonicity of |u(𝝈(t))||\nabla u(\boldsymbol{\sigma}(t))|.

bbaabb^{\prime}aa^{\prime}η\etaξ\xi𝝁\boldsymbol{\mu}𝝈\boldsymbol{\sigma}𝜶\boldsymbol{\alpha}𝜷\boldsymbol{\beta}𝝎\boldsymbol{\omega}xxyy
Figure 5: Case 2: possible

2) If 𝝀\boldsymbol{\lambda} meets 𝜷\boldsymbol{\beta} at ybb¯y\in\overline{bb^{\prime}}, then Corollary 10 applied on the triangle xbyxby yields

|u(𝝀)|=constant|\nabla u_{\infty}(\boldsymbol{\lambda})|=\text{constant}

on the arc xy¯\overline{xy}.

bbaabb^{\prime}aa^{\prime}η\etaξ\xi𝝁\boldsymbol{\mu}𝝈\boldsymbol{\sigma}𝜶\boldsymbol{\alpha}𝜷\boldsymbol{\beta}𝝎\boldsymbol{\omega}xxyy
Figure 6: Case 3: possible

3) If 𝝀\boldsymbol{\lambda} passes through a point yηb¯y\in\overline{\eta b^{\prime}} on the upper level 𝝎\boldsymbol{\omega}, yηy\neq\eta, yby\neq b^{\prime}, then Lemma 9 applied on the quadrilateral xbbyxbb^{\prime}y (or Corollary 10 in case of a curved triangle) yields

|u(𝝀)|=constant|\nabla u_{\infty}(\boldsymbol{\lambda})|=\text{constant}

on the arc xy¯\overline{xy}.

Finally, if xx is chosen from the left level arc aξ¯\overline{a\xi}, the proof consists of three similar cases again. Thus we have established that 𝝀\boldsymbol{\lambda} has constant speed till it first meets 𝜶,𝜷\boldsymbol{\alpha},\boldsymbol{\beta}, or hits 𝝎\boldsymbol{\omega}.

It remains to show that no two streamlines can meet in the quadrilateral. A streamline 𝝀\boldsymbol{\lambda} passing through the point xx at the level curve 𝝈\boldsymbol{\sigma} has constant speed

|u(x)|=|u(𝝀)||\nabla u_{\infty}(x)|=|\nabla u_{\infty}(\boldsymbol{\lambda})|

till 𝝀\boldsymbol{\lambda} meets 𝜶\boldsymbol{\alpha}, 𝜷\boldsymbol{\beta} or hits 𝝎\boldsymbol{\omega}. But two meetings streamlines must have the same speed, which requires that they pass through 𝝈\boldsymbol{\sigma} at two points with the same speed |u||\nabla u_{\infty}|. By the strict monotonicity of |u(𝝈)||\nabla u_{\infty}(\boldsymbol{\sigma})|, this would require that the points are on different arcs aξ¯\overline{a\xi} and ξb¯\overline{\xi b}. This is impossible, since no streamlines meet 𝝁\boldsymbol{\mu}. ∎

The Quadrilateral Rule remains true if the monotonicity of |u(𝝈)||\nabla u_{\infty}(\boldsymbol{\sigma})| is not supposed to be strict. If |u(𝝈)||\nabla u_{\infty}(\boldsymbol{\sigma})| is constant on some subarc cd¯\overline{cd}, then the streamlines with initial points on cd¯\overline{cd} are non-intersecting straight lines. To see this, we again consider the quadrilateral abbaa\,b\,b^{\prime}\,a^{\prime} bounded by 𝜶,𝜷,𝝈,𝝎.\boldsymbol{\alpha},\boldsymbol{\beta},\boldsymbol{\sigma},\boldsymbol{\omega}.

Lemma 12.

Assume that |u(𝛔)||\nabla u_{\infty}(\boldsymbol{\sigma})| is constant on the arc ab¯\overline{ab}. Then no streamlines can meet inside the quadrilateral. Moreover, |u||\nabla u_{\infty}| is constant in the quadrilateral and all streamlines are straight lines.

Proof.

By Lemma 9, |u(𝝎)||\nabla u_{\infty}(\boldsymbol{\omega})| is constant on the upper arc ab¯\overline{a^{\prime}b^{\prime}} . In particular, |u||\nabla u_{\infty}| must be constant along 𝜶\boldsymbol{\alpha} and 𝜷\boldsymbol{\beta}. Then |u||\nabla u_{\infty}| must be constant along any arc of a streamline passing through the quadrilateral. Every point inside the quadrilateral lies on such a streamline. Therefore |u||\nabla u_{\infty}| is constant in the quadrilateral, which means that it solves the Eikonal Equation. Since uu_{\infty} is of class C1C^{1}, we can apply the next proposition to conclude that all streamlines are non-intersecting straight lines. ∎

Proposition 13 (Eikonal Equation).

Suppose that vC1(D)v\in C^{1}(D) is a solution of the Eikonal Equation |v|=C|\nabla v|=C in the domain DD, where CC denotes a constant. Then the streamlines of vv are non-intersecting segments of straight lines.

Proof.

A very appeling direct proof is given in Lemma 1 in [Ar2]. ∎

For the next result we abandon the strict monotonicity in Proposition 11.

Corollary 14 (Quadrilateral Rule).

Assume that |u(𝛔)||\nabla u_{\infty}(\boldsymbol{\sigma})| is monotone on the arc ab¯\overline{ab}. Then no streamlines can meet inside the quadrilateral. A streamline with initial point on the arc ab¯\overline{ab} (but not aa or bb) has constant speed till it meets 𝛂\boldsymbol{\alpha}, 𝛃\boldsymbol{\beta} or reaches 𝛚\boldsymbol{\omega}.

Proof.

Assume that |u(𝝈)||\nabla u_{\infty}(\boldsymbol{\sigma})| is non-decreasing. Consider the subarc x1x2¯\overline{x^{1}x^{2}} on 𝝈\boldsymbol{\sigma} so that |u(x1)||u(x2)||\nabla u_{\infty}(x^{1})|\leq|\nabla u_{\infty}(x^{2})|, where x1<x2x_{1}<x_{2}. Let 𝜶j\boldsymbol{\alpha}^{j} be the streamline passing through xjx^{j}. We claim that 𝜶1\boldsymbol{\alpha}^{1} does not meet 𝜶2\boldsymbol{\alpha}^{2} inside the quadrilateral. Indeed, suppose they meet at a point cc at the level line 𝝎~\widetilde{\boldsymbol{\omega}} before reaching 𝝎\boldsymbol{\omega}, where 𝝎~\widetilde{\boldsymbol{\omega}} intersects 𝜶\boldsymbol{\alpha} and 𝜷\boldsymbol{\beta} at a′′a^{\prime\prime} and b′′b^{\prime\prime} respectively. Then Lemma 9 applied to the quadrilaterals ax1ca′′a\,x^{1}\,c\,a^{\prime\prime} and ax2ca′′a\,x^{2}\,c\,a^{\prime\prime} exhibit that the speeds

|u(𝜶1(t))|=|u(𝜶2(t))|=|u(c)||\nabla u_{\infty}(\boldsymbol{\alpha}^{1}(t))|=|\nabla u_{\infty}(\boldsymbol{\alpha}^{2}(t))|=|\nabla u_{\infty}(c)|

are constant along the arcs. Again we see that the Eikonal Equation is valid in the triangle x1x2cx^{1}\,x^{2}\,c. At the point cc this leads to a contradiction with Proposition 13. (Thus the eventual point cc must lie on 𝝎\boldsymbol{\omega} and on K\partial K.)

The Triangular Rule.

The above results may be formulated for a curved triangle as in Figure 7 (seen as a degenerate quadrilateral). Again, suppose that the streamlines 𝜶\boldsymbol{\alpha} and 𝜷\boldsymbol{\beta} together with the level curve 𝝈\boldsymbol{\sigma} form a curved triangle with vertices a,ba,b and cc; cc is the meeting point of 𝜶\boldsymbol{\alpha} and 𝜷\boldsymbol{\beta}. Assume that ξab¯\xi\in\overline{ab} is a point at which

|u(ξ)|=maxab¯|u(𝝈)|=M.|\nabla u_{\infty}(\xi)|=\max_{\overline{ab}}|\nabla u_{\infty}(\boldsymbol{\sigma})|=M.

Let 𝝁\boldsymbol{\mu} be the streamline that passes through ξ\xi. It passes through cc (but may have joined 𝜶\boldsymbol{\alpha} or 𝜷\boldsymbol{\beta} before reaching cc).

bbaaccξ\xi𝝁\boldsymbol{\mu}𝝈\boldsymbol{\sigma}𝜶\boldsymbol{\alpha}𝜷\boldsymbol{\beta}
Figure 7: The curved triangle abcabc.

By simply using the results for quadrilaterals, we may deduce the following.

Corollary 15.

If |u(𝛔(t))||\nabla u(\boldsymbol{\sigma}(t))| is strictly monotone on the arcs aξ¯\overline{a\xi} and ξb¯\overline{\xi b} of the level curve 𝛔\boldsymbol{\sigma} (one of them may reduce to a point), then no streamlines can meet inside the triangle. A streamline with initial point on the arc ab¯\overline{ab} (but not aa or bb) has constant speed |u||\nabla u_{\infty}| till it meets 𝛂\boldsymbol{\alpha} or 𝛃\boldsymbol{\beta}.

Proof.

If two streamlines meet at a point in the triangle we may construct a quadrilateral containing that point by letting 𝝎\boldsymbol{\omega} be a level curve above cc. Then Proposition 11 yields a contradiction. ∎

Lemma 16.

|u(𝝈)||\nabla u_{\infty}(\boldsymbol{\sigma})| cannot be constant on a subarc of ab¯\overline{ab}, except if cK.c\in\partial K.

Proof.

We can again construct a triangle in which the Eikonal Equation is valid. This yields a contradiction, unless we allow a corner to be outside GG. ∎

Vi can again abandon the strict monotonicity.

Corollary 17 (Triangular Rule).

Suppose that |u(𝛔)||\nabla u_{\infty}(\boldsymbol{\sigma})| is monotone on the arc ab¯\overline{ab} of the level curve 𝛔\boldsymbol{\sigma}. Then no streamlines can meet inside the triangle. A streamline with initial point on the arc ab¯\overline{ab} has constant speed till it meets 𝛂\boldsymbol{\alpha} or 𝛃\boldsymbol{\beta}.

Proof.

Reason as in the proof of Corollary 15 and apply Corollary 14. ∎

6 Polygons

Let Ω\Omega be a convex polygon with NN vertices P1,P2,,PNP_{1},P_{2},\ldots,P_{N} and set PN+1=P1P_{N+1}=P_{1}. The gradient u\nabla u_{\infty} is continuous up to the boundary Ω\partial\Omega and especially at the vertices,

|u(Pj)|=0,j=1,2,,N.|\nabla u_{\infty}(P_{j})|=0,\quad j=1,2,\ldots,N.

From each vertex PjP_{j}, there is a unique streamline 𝜸j\boldsymbol{\gamma}_{j} that terminates on KK. They are the attracting streamlines.

Let MjM_{j} denote a point on the edge PjPj+1¯\overline{P_{j}P_{j+1}} at which |u||\nabla u_{\infty}| attains its maximum, i.e,

|u(Mj)|=maxPjPj+1¯|u|.|\nabla u_{\infty}(M_{j})|=\max_{\overline{P_{j}P_{j+1}}}|\nabla u_{\infty}|.

The point divides the edge PjPj+1¯\overline{P_{j}P_{j+1}} into two line segments PjMj¯\overline{P_{j}M_{j}} and MjPj+1¯\overline{M_{j}P_{j+1}}. Denote by 𝝁j\boldsymbol{\mu}_{j} the streamline starting at the point MjM_{j}.

Lemma 18.

The normal derivative

un=|u|\frac{\partial u_{\infty}}{\partial n}=|\nabla u_{\infty}|

is monotone along the half-edges PjMj¯\overline{P_{j}M_{j}} and MjPj+1¯\overline{M_{j}P_{j+1}} for j=1,2,,Nj=1,2,\ldots,N.

Proof.

We arrange it so that the polygon is in the upper half-plane x2>0x_{2}>0 and the edge in question is on the x1x_{1}-axis, say the edge is

ax1b,x2=0.a\leq x_{1}\leq b,\quad x_{2}=0.

The convex level curves

{u=c}\{u_{\infty}=c\}

approach the x1x_{1}-axis as c0c\to 0. The shortest distance from the level curve to the edge is attained at some point, say (x1(c),x2(c))(x_{1}(c),x_{2}(c)). Choose a sequence cj0c_{j}\to 0 so that x1(cj)ξx_{1}(c_{j})\to\xi and x2(cj)0x_{2}(c_{j})\to 0, where (ξ,0)(\xi,0) is some point, aξba\leq\xi\leq b (in fact, a<ξ<ba<\xi<b). If ξ>a\xi>a, let a<ξ1<ξ2<ξa<\xi_{1}<\xi_{2}<\xi and keep jj so large that ξ2<x1(cj)\xi_{2}<x_{1}(c_{j}). The vertical lines x1=ξ1x_{1}=\xi_{1} and x1=ξ2x_{1}=\xi_{2} intersect the level curve {u=c}\{u_{\infty}=c\} at the points (ξ1,h1j)(\xi_{1},h_{1}^{j}) and (ξ2,h2j)(\xi_{2},h_{2}^{j}), i.e.

u(ξ1,h1j)=u(ξ2,h2j)=cj.u_{\infty}(\xi_{1},h_{1}^{j})=u_{\infty}(\xi_{2},h_{2}^{j})=c_{j}.

The convexity of the level curve implies that h1jh2jh_{1}^{j}\geq h_{2}^{j}. (The chord between (ξ1,h1j)(\xi_{1},h_{1}^{j}) and (x1(cj),x2(cj))(x_{1}(c_{j}),x_{2}(c_{j})) must lie inside the set {uc}\{u_{\infty}\geq c\}.) It follows that the difference quotients in the normal direction satisfy

u(ξ1,h1j)u(ξ1,0)h1ju(ξ2,h2j)u(ξ2,0)h2j,\frac{u_{\infty}(\xi_{1},h_{1}^{j})-u_{\infty}(\xi_{1},0)}{h_{1}^{j}}\,\leq\,\frac{u_{\infty}(\xi_{2},h_{2}^{j})-u_{\infty}(\xi_{2},0)}{h_{2}^{j}},

since both numerators are =cj0=c_{j}-0. As cj0c_{j}\to 0, also h1j0h_{1}^{j}\to 0 and h2j0h_{2}^{j}\to 0. By passing to the limit we obtain

|u(ξ1,0)||u(ξ2,0)|,ξ1<ξ2<ξ|\nabla u_{\infty}(\xi_{1},0)|\,\leq\,|\nabla u_{\infty}(\xi_{2},0)|,\quad\xi_{1}<\xi_{2}<\xi

as desired.

If a<ξ<ba<\xi<b we also obtain the reverse inequality for all ξ<ξ1<ξ2<b\xi<\xi_{1}<\xi_{2}<b so that we may conclude the desired result again. It also follows that (ξ,0)(\xi,0) is the MjM_{j} point of this edge. This excludes that ξ=a\xi=a or ξ=b\xi=b. ∎

We are now ready to prove our main theorem for polygons.

Proof of Theorem 2..

Consider the region bounded by PjPj+1¯,𝜸j,𝜸j+1\overline{P_{j}P_{j+1}},\boldsymbol{\gamma}_{j},\boldsymbol{\gamma}_{j+1} and, if 𝜸j\boldsymbol{\gamma}_{j} does not meet 𝜸j+1\boldsymbol{\gamma}_{j+1} also K\partial K. This can be either a curved triangle (meeting attracting streamlines) or a quadrilateral (the attracting streamlines do not meet). By Lemma 18, |u||\nabla u_{\infty}| is monotone along PjMj¯\overline{P_{j}M_{j}} and MjPj+1¯\overline{M_{j}P_{j+1}}. Therefore, Corollary 14 (in the case of a quadrilateral) and Corollary 17 (in the case of a curved triangle) imply that no streamlines can meet (on either side of μj\mu_{j}) and that they have constant speed until they meet 𝜸j\boldsymbol{\gamma}_{j} or 𝜸j+1\boldsymbol{\gamma}_{j+1}, or hit K.\partial K.

7 General Domains

In this section we assume that u\nabla u_{\infty} is continuous in Ω¯K\overline{\Omega}\setminus K and that |u||\nabla u_{\infty}| has a finite number of local minimum points and maximum points. Denote by P1,,PNP_{1},\ldots,P_{N} (with PN+1=P1P_{N+1}=P_{1} as before) the minimum points. From each PjP_{j}, there is a unique streamline 𝜸j\boldsymbol{\gamma}_{j} that terminates in KK. These streamlines divide GG into triangles with corners Pk,PkP_{k},P_{k} and QkQ_{k} if 𝜸k\boldsymbol{\gamma}_{k} and 𝜸k+1\boldsymbol{\gamma}_{k+1} meet at QkQ_{k}, and quadrilateras with corners Pk,Pk+1,Sk+1P_{k},P_{k+1},S_{k+1} and SkS_{k} if 𝜸k\boldsymbol{\gamma}_{k} and 𝜸k+1\boldsymbol{\gamma}_{k+1} do not meet but they reach KK at the points SkS_{k} and Sk+1S_{k+1}. Recall the \infty-ridge,

Γ=k=1N{𝜸k(t),0TTk}.\Gamma=\bigcup_{k=1}^{N}\{\boldsymbol{\gamma}_{k}(t),\quad 0\leq T\leq T_{k}\}.

We give the proof of Theorem 3.

Proof of Theorem 3..

Consider the region bounded by PjPj+1¯,𝜸j,𝜸j+1\overline{P_{j}P_{j+1}},\boldsymbol{\gamma}_{j},\boldsymbol{\gamma}_{j+1} and perhaps K\partial K. This can be either a curved triangle or quadrilateral. By construction, |u||\nabla u_{\infty}| is monotone along PjMj¯\overline{P_{j}M_{j}} and MjPj+1¯\overline{M_{j}P_{j+1}}. Therefore, Corollary 14 in the case of a quadrilateral and Corollary 17 in the case of a curved triangle imply that no streamlines can meet (on either side of μj\mu_{j}) and that they are constant until they meet 𝜸j\boldsymbol{\gamma}_{j} or 𝜸j+1\boldsymbol{\gamma}_{j+1} or reach K\partial K. ∎

8 Appendix: Estimates of Derivatives of |up||\nabla u_{p}|

The fundamental properties

D|upu|2𝑑x1𝑑x20,as p,\iint_{D}|\nabla u_{p}-\nabla u_{\infty}|^{2}\,dx_{1}dx_{2}\to 0,\quad\text{as }p\to\infty,
D|(|up|2)|2𝑑x1𝑑x2MD<,\iint_{D}|\nabla(|\nabla u_{p}|^{2})|^{2}\,dx_{1}dx_{2}\leq M_{D}<\infty, (J)

for all (large) pp used in Section 3 follow directly from [KZZ], where the corresponding estimates are ingeniously derived for the solution uεu^{\varepsilon} of

Δuε+εΔuε=0.\Delta_{\infty}u^{\varepsilon}+\varepsilon\Delta u^{\varepsilon}=0.

To transcribe the work to the solution upu_{p} of the pp-Laplace equation

Δup+1p2|up|2Δup=0\Delta_{\infty}u_{p}+\frac{1}{p-2}|\nabla u_{p}|^{2}\Delta u_{p}=0

one has to replace the constant factor ε\varepsilon by the function |up|2/(p2)|\nabla u_{p}|^{2}/(p-2) under the integral sign. Below we give just a synopsis of the procedure, referring to the numbering of formulas and theorems in [KZZ]. (The reader is supposed to have access to [KZZ].)

Formula (2.5) in [KZZ] becomes

det(D2up)=||up||2+1p2(Δup)2.-\det(D^{2}u_{p})=|\nabla|\nabla u_{p}||^{2}+\frac{1}{p-2}(\Delta u_{p})^{2}.

Formula (2.7) becomes

Ip(ϕ)=U||up||2ϕ𝑑x1𝑑x2+1p2U(Δup)2ϕ𝑑x1𝑑x2I_{p}(\phi)=\iint_{U}|\nabla|\nabla u_{p}||^{2}\phi\,dx_{1}dx_{2}+\frac{1}{p-2}\iint_{U}(\Delta u_{p})^{2}\phi\,dx_{1}dx_{2}

and (2.8)

Ip(ϕ)=12U(Δupup,ϕi,j=122upxixjupxjϕxi)𝑑x1𝑑x2.I_{p}(\phi)=\frac{1}{2}\iint_{U}\Bigl{(}\Delta u_{p}\langle\nabla u_{p},\nabla\phi\rangle-\sum_{i,j=1}^{2}\frac{\partial^{2}u_{p}}{\partial x_{i}\partial x_{j}}\frac{\partial u_{p}}{\partial x_{j}}\frac{\partial\phi}{\partial x_{i}}\Bigr{)}\,dx_{1}dx_{2}.

Lemma 5.1 is needed only for α=2\alpha=2 (and since |up|0|\nabla u_{p}|\neq 0 we can put κ=0\kappa=0 in the proof). It becomes

U||up|2|2ξ2𝑑x1𝑑x2+1p2U|up|2(Δup)2ξ2𝑑x1𝑑x2C(2)U|up|4(|ξ|2+|ξ||D2ξ|)𝑑x1𝑑x2.\begin{split}&\iint_{U}|\nabla|\nabla u_{p}|^{2}|^{2}\xi^{2}\,dx_{1}dx_{2}+\frac{1}{p-2}\iint_{U}|\nabla u_{p}|^{2}(\Delta u_{p})^{2}\xi^{2}\,dx_{1}dx_{2}\\ &\leq C(2)\iint_{U}|\nabla u_{p}|^{4}\left(|\nabla\xi|^{2}+|\xi||D^{2}\xi|\right)\,dx_{1}dx_{2}.\end{split}

This yields Lemma 2.6 and the desired property (J), since |up||\nabla u_{p}| is locally bounded by Lemma 6.

Lemma 5.2 is valid with no changes (replace uεu^{\varepsilon} with upu_{p}), but the proof uses Lemma 5.1 as above. Then Lemma 5.2 implies the flatness estimate in Lemma 2.7:

Br(x)(|up|2P,up)2𝑑x1𝑑x2C(B2r(x)|up|4𝑑x1𝑑x2)12×(B2r(x)(|upP|2r2(|P|+|up|)2+|upP|4r4)𝑑x1𝑑x2)12\begin{split}&\mathchoice{{\vbox{\hbox{$\textstyle\raisebox{-8.61108pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-6.83905pt}}{{\vbox{\hbox{$\scriptstyle\raisebox{-6.02777pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-5.93481pt}}{{\vbox{\hbox{$\scriptscriptstyle\raisebox{-4.30554pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-4.18451pt}}{{\vbox{\hbox{$\scriptscriptstyle\raisebox{-4.30554pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-3.41951pt}}\!\iint_{B_{r}(x)}\left(|\nabla u_{p}|^{2}-\langle\nabla P,\nabla u_{p}\rangle\right)^{2}\,dx_{1}dx_{2}\leq C\left(\mathchoice{{\vbox{\hbox{$\textstyle\raisebox{-8.61108pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-6.83905pt}}{{\vbox{\hbox{$\scriptstyle\raisebox{-6.02777pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-5.93481pt}}{{\vbox{\hbox{$\scriptscriptstyle\raisebox{-4.30554pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-4.18451pt}}{{\vbox{\hbox{$\scriptscriptstyle\raisebox{-4.30554pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-3.41951pt}}\!\iint_{B_{2r}(x)}|\nabla u_{p}|^{4}\,dx_{1}dx_{2}\right)^{\frac{1}{2}}\\ &\times\left(\mathchoice{{\vbox{\hbox{$\textstyle\raisebox{-8.61108pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-6.83905pt}}{{\vbox{\hbox{$\scriptstyle\raisebox{-6.02777pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-5.93481pt}}{{\vbox{\hbox{$\scriptscriptstyle\raisebox{-4.30554pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-4.18451pt}}{{\vbox{\hbox{$\scriptscriptstyle\raisebox{-4.30554pt}{\rotatebox[origin={c}]{20.0}{${-}\mkern-3.5mu{-}$}}$}}\kern-3.41951pt}}\!\iint_{B_{2r}(x)}\left(\frac{|u_{p}-P|^{2}}{r^{2}}\left(|\nabla P|+|\nabla u_{p}|\right)^{2}+\frac{|u_{p}-P|^{4}}{r^{4}}\right)dx_{1}dx_{2}\right)^{\frac{1}{2}}\end{split}

valid for any linear function PP. This estimate is needed for the proof of Theorem 1.4, when one has to identify the limit of |up|2|\nabla u_{p}|^{2} in Lloc2L^{2}_{\text{loc}} as |u|2|\nabla u_{\infty}|^{2}. Theorem 1.4 contains our desired property (8).

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Acknowledgments:

Erik Lindgren was supported by the Swedish Research Council, 2017-03736. Peter Lindqvist was supported by The Norwegian Research Council, grant no. 250070 (WaNP).

Erik Lindgren
Department of Mathematics
Uppsala University
Box 480
751 06 Uppsala, Sweden

e-mail: [email protected]

Peter Lindqvist
Department of Mathematical Sciences
Norwegian University of Science and Technology
N–7491, Trondheim, Norway
e-mail
: [email protected]