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TauCeti.Analysis.PDE.Regularity.LocalBoundedness

Local boundedness of weak subsolutions (De Giorgi) #

Let a be measurable and uniformly elliptic on Ω ⊆ ℝⁿ with constants 0 < λ ≤ Λ, and let u ∈ H¹(Ω) be a weak subsolution of the divergence-form equation

-∂ⱼ(aⁱʲ ∂ᵢu) ≤ 0 in Ω,

meaning a(u, v) ≤ 0 for every nonnegative v ∈ H¹₀(Ω). This file proves De Giorgi's local boundedness theorem: on every ball B(x₀, R) ⊆ Ω and above every level k,

u ≤ k + D R^{-n/2} ‖(u - k)⁺‖_{L²(B(x₀, R))} almost everywhere on B(x₀, R/2),

with D depending on λ, Λ, the dimension n ≥ 3 and the normalization of the additive Haar measure used for the L² norm. No regularity of the coefficients beyond measurability is used. This is the first half of the De Giorgi–Nash–Moser theorem; Hölder continuity is the second.

The energy recursion setIntegral_sq_mul_max_sub_sq_le is useful when a Sobolev inequality ‖v‖_q ≤ S ‖∇v‖₂ is available on W^{1,2}_0(Ω) for some q > 2. It controls higher truncation levels on smaller balls and yields the local bound below. The bound can be used as the boundedness input for interior oscillation and Hölder regularity estimates.

The Sobolev inequality enters as a hypothesis in the general form, so the theorem applies to any exponent q > 2 for which it is available. In dimension n ≥ 3 it is the Gagliardo–Nirenberg–Sobolev inequality at q = 2n/(n - 2), which holds on every Ω with a constant independent of Ω, but dependent on the normalization of the additive Haar measure.

Main declarations #

References #

theorem TauCeti.PDE.UniformlyEllipticOn.setIntegral_sq_mul_max_sub_sq_le {ι : Type u_1} [Fintype ι] [DecidableEq ι] {mu : MeasureTheory.Measure (EuclideanSpace ℝ ι)} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens (EuclideanSpace ℝ ι)} {a : EuclideanSpace ℝ ι → Matrix ι ι ℝ} {lam Lam : ℝ} (h : UniformlyEllipticOn (↑Omega) a lam Lam) (ha : MeasureTheory.AEStronglyMeasurable a (mu.restrict ↑Omega)) {q : ENNReal} (hq : 2 ≤ q) {S : NNReal} (hS : ∀ v ∈ w1p0Submodule mu Omega 2, MeasureTheory.eLpNorm (↑↑(W1p.value v)) q (mu.restrict ↑Omega) ≤ ↑S * ‖W1p.gradient v‖ₑ) {u : ↥(W1p mu Omega 2)} (hu : ∀ (v : ↥(W1p0 mu Omega 2)), (∀ᵐ (x : EuclideanSpace ℝ ι) ∂mu.restrict ↑Omega, 0 ≤ ↑↑(W1p.value ↑v) x) → energyFormH1 a 0 0 u ↑v ≤ 0) {k l : ℝ} (hkl : k < l) (hwLp : MeasureTheory.MemLp (fun (x : EuclideanSpace ℝ ι) => max (↑↑(W1p.value u) x - k) 0) 2 (mu.restrict ↑Omega)) {ψ : EuclideanSpace ℝ ι → ℝ} (hψ : ContDiff ℝ (↑⊤) ψ) (hcpt : HasCompactSupport ψ) (hts : tsupport ψ ⊆ ↑Omega) {G : ℝ} (hG : ∀ (x : EuclideanSpace ℝ ι), ‖gradient ψ x‖ ≤ G) :
∫ (x : EuclideanSpace ℝ ι) in ↑Omega, ψ x ^ 2 * max (↑↑(W1p.value u) x - l) 0 ^ 2 ∂mu ≤ (2 * (1 + (2 * Lam / lam) ^ 2) * ↑S ^ 2 * G ^ 2 * ∫ (x : EuclideanSpace ℝ ι) in ↑Omega ∩ tsupport ψ, max (↑↑(W1p.value u) x - k) 0 ^ 2 ∂mu) * ((∫ (x : EuclideanSpace ℝ ι) in ↑Omega ∩ tsupport ψ, max (↑↑(W1p.value u) x - k) 0 ^ 2 ∂mu) / (l - k) ^ 2) ^ (1 - 2 / q.toReal)

De Giorgi's energy recursion. Let a be measurable and uniformly elliptic on Ω with constants 0 < λ ≤ Λ, and suppose that W^{1,2}_0(Ω) satisfies a Sobolev inequality ‖v‖_q ≤ S ‖∇v‖₂ for some exponent q ≥ 2. Let u ∈ H¹(Ω) be a weak subsolution of -∂ⱼ(aⁱʲ ∂ᵢu) ≤ 0, that is a(u, v) ≤ 0 for every nonnegative v ∈ H¹₀(Ω). Take levels k < l with (u - k)⁺ ∈ L²(Ω), and a smooth ψ compactly supported in Ω with ‖∇ψ‖ ≤ G. Then, writing I = ∫_{Ω ∩ supp ψ} ((u - k)⁺)²,

∫_Ω ψ² ((u - l)⁺)² ≤ 2 (1 + (2Λ/λ)²) S² G² · I · (I / (l - k)²)^{1 - 2/q}.

The truncation at the higher level is controlled by a power 1 + (1 - 2/q) > 1 of the truncation at the lower level: this superlinear gain is what drives De Giorgi's iteration.

theorem TauCeti.PDE.exists_ae_value_le_add_mul_rpow_mul_sqrt_setIntegral {ι : Type u_1} [Fintype ι] [DecidableEq ι] {mu : MeasureTheory.Measure (EuclideanSpace ℝ ι)} [mu.IsAddHaarMeasure] {lam Lam : ℝ} {q : ENNReal} (hq : 2 < q) (S : NNReal) :
∃ (D : ℝ), 0 < D ∧ ∀ {Omega : TopologicalSpace.Opens (EuclideanSpace ℝ ι)} {a : EuclideanSpace ℝ ι → Matrix ι ι ℝ} {u : ↥(W1p mu Omega 2)} {k : ℝ} {x₀ : EuclideanSpace ℝ ι} {R : ℝ}, UniformlyEllipticOn (↑Omega) a lam Lam → MeasureTheory.AEStronglyMeasurable a (mu.restrict ↑Omega) → (∀ v ∈ w1p0Submodule mu Omega 2, MeasureTheory.eLpNorm (↑↑(W1p.value v)) q (mu.restrict ↑Omega) ≤ ↑S * ‖W1p.gradient v‖ₑ) → (∀ (v : ↥(W1p0 mu Omega 2)), (∀ᵐ (x : EuclideanSpace ℝ ι) ∂mu.restrict ↑Omega, 0 ≤ ↑↑(W1p.value ↑v) x) → energyFormH1 a 0 0 u ↑v ≤ 0) → 0 < R → Metric.ball x₀ R ⊆ ↑Omega → ∀ᵐ (x : EuclideanSpace ℝ ι) ∂mu.restrict (Metric.ball x₀ (R / 2)), ↑↑(W1p.value u) x ≤ k + D * R ^ (-(1 - 2 / q.toReal)⁻¹) * √(∫ (x : EuclideanSpace ℝ ι) in Metric.ball x₀ R, max (↑↑(W1p.value u) x - k) 0 ^ 2 ∂mu)

Local boundedness of weak subsolutions (De Giorgi). Fix ellipticity constants λ, Λ, an exponent q > 2 and a constant S. There is D > 0, depending only on these (and the dimension), such that the following holds. Let a be measurable and uniformly elliptic on Ω with constants λ, Λ, suppose that ‖v‖_q ≤ S ‖∇v‖₂ for every v ∈ W^{1,2}_0(Ω), and let u ∈ H¹(Ω) be a weak subsolution of -∂ⱼ(aⁱʲ ∂ᵢu) ≤ 0, that is a(u, v) ≤ 0 for every nonnegative v ∈ H¹₀(Ω). Then for every level k and every ball B(x₀, R) ⊆ Ω,

u ≤ k + D R^{-1/α} (∫_{B(x₀, R)} ((u - k)⁺)²)^{1/2} almost everywhere on B(x₀, R/2),

where α = 1 - 2/q. For n ≥ 3 and the Sobolev exponent q = 2n/(n - 2), α = 2/n and the bound is the classical u ≤ k + D R^{-n/2} ‖(u - k)⁺‖_{L²(B(x₀, R))}; see TauCeti.PDE.exists_ae_value_le_add_mul_rpow_mul_sqrt_setIntegral_of_inv_add_eq_inv.

No regularity of the coefficients beyond measurability, and no boundary condition on u, is assumed.

theorem TauCeti.PDE.exists_ae_value_le_add_mul_rpow_mul_sqrt_setIntegral_of_inv_add_eq_inv {ι : Type u_1} [Fintype ι] [DecidableEq ι] {mu : MeasureTheory.Measure (EuclideanSpace ℝ ι)} [mu.IsAddHaarMeasure] {lam Lam : ℝ} {pstar : ENNReal} (hpstar : pstar ≠ ⊤) (hexp : pstar⁻¹ + (↑(Fintype.card ι))⁻¹ = 2⁻¹) :
∃ (D : ℝ), 0 < D ∧ ∀ {Omega : TopologicalSpace.Opens (EuclideanSpace ℝ ι)} {a : EuclideanSpace ℝ ι → Matrix ι ι ℝ} {u : ↥(W1p mu Omega 2)} {k : ℝ} {x₀ : EuclideanSpace ℝ ι} {R : ℝ}, UniformlyEllipticOn (↑Omega) a lam Lam → MeasureTheory.AEStronglyMeasurable a (mu.restrict ↑Omega) → (∀ (v : ↥(W1p0 mu Omega 2)), (∀ᵐ (x : EuclideanSpace ℝ ι) ∂mu.restrict ↑Omega, 0 ≤ ↑↑(W1p.value ↑v) x) → energyFormH1 a 0 0 u ↑v ≤ 0) → 0 < R → Metric.ball x₀ R ⊆ ↑Omega → ∀ᵐ (x : EuclideanSpace ℝ ι) ∂mu.restrict (Metric.ball x₀ (R / 2)), ↑↑(W1p.value u) x ≤ k + D * R ^ (-↑(Fintype.card ι) / 2) * √(∫ (x : EuclideanSpace ℝ ι) in Metric.ball x₀ R, max (↑↑(W1p.value u) x - k) 0 ^ 2 ∂mu)

Local boundedness of weak subsolutions in dimension n ≥ 3 (De Giorgi). Let 2* be the Sobolev exponent of W^{1,2} in dimension n, so that 1/2* + 1/n = 1/2 and 2* < ∞ (this forces n ≥ 3). There is D > 0, depending on λ, Λ, the dimension and the normalization of the additive Haar measure mu, such that for every measurable, uniformly elliptic a on Ω with constants λ, Λ, every weak subsolution u ∈ H¹(Ω) of -∂ⱼ(aⁱʲ ∂ᵢu) ≤ 0, every level k and every ball B(x₀, R) ⊆ Ω,

u ≤ k + D R^{-n/2} (∫_{B(x₀, R)} ((u - k)⁺)²)^{1/2} almost everywhere on B(x₀, R/2).

The Sobolev inequality needed by TauCeti.PDE.exists_ae_value_le_add_mul_rpow_mul_sqrt_setIntegral is the Gagliardo–Nirenberg–Sobolev inequality on W^{1,2}_0(Ω), whose constant does not depend on Ω, but does depend on mu; this makes D independent of the domain.

theorem TauCeti.PDE.exists_ae_abs_value_le_mul_rpow_mul_sqrt_setIntegral {ι : Type u_1} [Fintype ι] [DecidableEq ι] {mu : MeasureTheory.Measure (EuclideanSpace ℝ ι)} [mu.IsAddHaarMeasure] {lam Lam : ℝ} {pstar : ENNReal} (hpstar : pstar ≠ ⊤) (hexp : pstar⁻¹ + (↑(Fintype.card ι))⁻¹ = 2⁻¹) :
∃ (D : ℝ), 0 < D ∧ ∀ {Omega : TopologicalSpace.Opens (EuclideanSpace ℝ ι)} {a : EuclideanSpace ℝ ι → Matrix ι ι ℝ} {u : ↥(W1p mu Omega 2)} {x₀ : EuclideanSpace ℝ ι} {R : ℝ}, UniformlyEllipticOn (↑Omega) a lam Lam → MeasureTheory.AEStronglyMeasurable a (mu.restrict ↑Omega) → (∀ (v : ↥(W1p0 mu Omega 2)), energyFormH1 a 0 0 u ↑v = 0) → 0 < R → Metric.ball x₀ R ⊆ ↑Omega → ∀ᵐ (x : EuclideanSpace ℝ ι) ∂mu.restrict (Metric.ball x₀ (R / 2)), |↑↑(W1p.value u) x| ≤ D * R ^ (-↑(Fintype.card ι) / 2) * √(∫ (x : EuclideanSpace ℝ ι) in Metric.ball x₀ R, ↑↑(W1p.value u) x ^ 2 ∂mu)

Local boundedness of weak solutions in dimension n ≥ 3 (De Giorgi). Let 2* be the Sobolev exponent of W^{1,2} in dimension n, so that 1/2* + 1/n = 1/2 and 2* < ∞ (this forces n ≥ 3). There is D > 0, depending on λ, Λ, the dimension and the normalization of the additive Haar measure mu, such that for every measurable, uniformly elliptic a on Ω with constants λ, Λ, every weak solution u ∈ H¹(Ω) of -∂ⱼ(aⁱʲ ∂ᵢu) = 0, that is a(u, v) = 0 for every v ∈ H¹₀(Ω), and every ball B(x₀, R) ⊆ Ω,

|u| ≤ D R^{-n/2} ‖u‖_{L²(B(x₀, R))} almost everywhere on B(x₀, R/2).

This is the two-sided form of TauCeti.PDE.exists_ae_value_le_add_mul_rpow_mul_sqrt_setIntegral_of_inv_add_eq_inv, obtained by applying it at the level 0 to the weak subsolutions u and -u.