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Moser iteration for positive supersolutions: negative-power and logarithmic comparison

Statement

Assume Countable Choice and the Axiom of Choice. Let n≥2, let Ω⊆Rn be open, let A and L0 be as in De Giorgi local boundedness of homogeneous subsolutions, and let u∈H1(Ω;R) with u>0 a.e. be a positive weak supersolution of L0u=0. Then the negative-power chain of the Moser iteration holds: for every 0<ρ<1, every p>0 and every ball BR(x0)⋐Ω, (1∣BR(x0)∣∫BR(x0)u−pdx)−1/p≤C(n,θ,Ma,ρ,p) ess inf⁡BρR(x0)u. Moreover there is an exponent p0=p0(n,θ,Ma)>0 such that, for every BR(x0)⋐Ω, (1∣B3R/4(x0)∣∫B3R/4(x0)up0dx)1/p0≤C(n,θ,Ma)(1∣B3R/4(x0)∣∫B3R/4(x0)u−p0dx)−1/p0. The proof does not assume that u is bounded away from zero: the negative-power tests and positive moments are handled after regularisation u↦u+ε; monotone convergence passes the increasing negative moments, while dominated convergence passes the decreasing positive moments. The logarithmic estimate Logarithmic Caccioppoli estimate for positive supersolutions supplies the input for the comparison of opposite powers.

Facts & Assumptions

Given: Countable Choice and the Axiom of Choice; an open set Ω⊆Rn, n≥2; measurable symmetric coefficients A with θ∣ξ∣2≤⟨A(x)ξ,ξ⟩≤Ma2∣ξ∣2; the principal operator L0u=−Di(aijDju) and its form a0; a class u∈H1(Ω;R) with u>0 a.e. and a0(u,v)≥0 for every nonnegative v∈H01(Ω); a ball BR(x0)⋐Ω and 0<ρ<1.

[F1]

Assume the Axiom of Choice. Composition, products and density: a globally Lipschitz scalar composition of an H1 class obeys the Sobolev chain rule; a compactly supported smooth factor obeys the weak product rule; and a compactly supported H1 class lies in H01 by zero extension and smooth approximation. Thus the bounded truncation of Uβ and its cutoff test in step 1.1 are admissible (Chain rule for globally Lipschitz scalar maps of Sobolev functions, Weak Leibniz rule with a smooth factor, Compactly supported Sobolev functions extend by zero in every integer order, Compactly supported smooth functions are dense in W^{k,p}(R^n), Zero-boundary Sobolev space as a norm closure, Weak subsolutions and supersolutions of a divergence-form equation, Integer-order Sobolev spaces and their norms).

[F2]

Assume the Axiom of Choice. Ellipticity and boundedness of the coefficients: θ∣ξ∣2≤aijξiξj≤Ma2∣ξ∣2 for a.e. point and every ξ (Uniformly elliptic divergence-form operators and their sesquilinear forms, The elliptic form is well defined and bounded on H1).

[F3]

Assume the Axiom of Choice. Sobolev input: there is κ>1, namely κ=n/(n−2) for n≥3 and any fixed finite κ>1 for n=2, and a constant S with ∥w∥L2κ(B1)≤S∥Dw∥L2(B1) for every w∈H01(B1) (The Sobolev inequality for zero-boundary Sobolev closures on open sets, The critical Sobolev embedding into every finite Lq). In dimension two the gradient-only form follows directly from the zero-boundary supplier: set r=2κ/(κ+1)∈(1,2), so r∗=2κ. The same smooth approximants and finite measure put w in W01,r(B1), and Holder gives ∥w∥2κ≤C(2,r)∥Dw∥r≤C(2,r)∣B1∣1/(2κ)∥Dw∥2.

[F4]

Assume the Axiom of Choice. If g∈L∞(Bρ) on a finite-measure ball, then ∥g∥Lq(Bρ)→ess sup⁡Bρ∣g∣ as q→∞ (Lp norms converge to the essential supremum for essentially bounded Lr functions, The space Lp(μ) as the quotient by null functions, The essential supremum of a measurable function with respect to a measure).

[F5]

Assume the Axiom of Choice. Logarithmic Caccioppoli estimate: for every η∈Cc∞(Ω) and every ε>0, ∫Ωη2∣Dlog⁡(u+ε)∣2dx≤4Ma2θ∫Ω∣Dη∣2dx (Logarithmic Caccioppoli estimate for positive supersolutions).

[F6]

Assume the Axiom of Choice. Poincare-Wirtinger inequality on balls, and the existence of smooth bumps between concentric balls with ∣Dη∣≤C/(s−r) (Poincare inequality on a ball, A smooth bump between concentric Euclidean balls).

[F7]

Assume the Axiom of Choice. Monotone and dominated convergence for the integral, used to pass to the limit ε↓0 in the regularised estimates (Monotone convergence for the integral, Dominated convergence, The essential supremum of a measurable function with respect to a measure, The average of a locally integrable function over a Euclidean ball).

[F8]

Dyadic differentiation and layer cake: for a locally integrable function, averages over shrinking dyadic subcubes containing x converge to its Lebesgue value at almost every x. To use the whole-space supplier on a fixed covering cube, first zero-extend its integrable restriction. At a Lebesgue point x, enclose each containing cube of side s in Bns(x); the volume ratio is fixed, so the cube average of ∣g−g(x)∣ tends to zero by Almost every point is a Lebesgue point of a locally integrable function. For j>0, ∫∣g∣j=j∫0∞tj−1∣{∣g∣>t}∣ dt, with extended nonnegative values (Lebesgue differentiation theorem on Rn, For 0 < p < infinity, the layer-cake formula computes the integral of |f|^p from the distribution function).

Proof

Here avg⁡g denotes the normalized integral of g over the ball in the surrounding estimate.

Proof technique: direct; regularise by u+ε, test with bounded truncations of negative powers to derive a positive-power Sobolev iteration for 1/(u+ε), and use the scale-invariant logarithmic Caccioppoli estimate to obtain local mean oscillation, a dyadic stopping estimate and exponential integrability of the logarithm.

1.1givenF1F2F6algebra

Scaling, bounded truncation, density and the energy estimate. Under y=(x−x0)/R, the principal divergence form and the weak supersolution inequality retain the same ellipticity bounds, while ball averages are invariant; it is enough to work on B1. Fix ε>0, put U=u+ε, and for p>0 choose β=−p−1<−1. Then U≥ε, so Uβ and its weak gradient are bounded by constants (depending on p,ε) times 1 and ∣Du∣, respectively. More explicitly, for N>εβ the globally Lipschitz bounded truncation Pε,N(t):=min⁡{(max⁡{t,0}+ε)β,N} satisfies Pε,N(u)=Uβ a.e. The cutoff product η2Pε,N(u) lies in H01(B1) by the chain and product rules and compact-support zero extension; approximate it in H01 by nonnegative smooth tests and use continuity of the form to pass the supersolution inequality to this test. Testing with η2Uβ gives (p+1)∫B1η2U−p−2⟨ADU,DU⟩ dx≤2∫B1∣η∣U−p−1∣⟨ADU,Dη⟩∣ dx. By Cauchy--Schwarz in the A-energy, ∣⟨ADU,Dη⟩∣≤⟨ADU,DU⟩1/2⟨ADη,Dη⟩1/2≤Ma∣Dη∣⟨ADU,DU⟩1/2. Absorbing the resulting energy square root yields ∫B1η2U−p−2⟨ADU,DU⟩ dx≤4Ma2(p+1)2∫B1U−p∣Dη∣2 dx. Ellipticity and D(U−p/2)=−(p/2)U−p/2−1DU then give ∫η2∣D(U−p/2)∣2≤Ma2p2(p+1)2θ∫U−p∣Dη∣2≤Ma2θ∫U−p∣Dη∣2.

1.2givenF5F6algebra

Local logarithmic oscillation. Put w=log⁡U and ℓ=1∣B7/8∣∫B7/8w. The logarithmic Caccioppoli estimate [F5], with a smooth cutoff supported in B1 and equal to one on B7/8, gives ∫B7/8∣Dw∣2 dx≤C(n,θ,Ma); Poincare [F6] therefore gives ∥w−ℓ∥L2(B7/8)≤C. Cover B3/4 by finitely many axis-parallel cubes Q0 of a fixed side sn>0 so small that their closures lie in B13/16 and every concentric ball below lies in B1. For each dyadic subcube Q of side s, let B be the concentric ball of radius ns, which contains Q. The logarithmic estimate with a smooth cutoff equal to one on B and supported in the concentric ball of radius 2ns gives ∫B∣Dw∣2≤Csn−2. The ball Poincare inequality [F6] on B, together with ∣B∣/∣Q∣=∣Bn∣, then yields 1∣Q∣∫Q∣w−wQ∣≤K, with K=K(n,θ,Ma)≥1 independent of Q, ε and Q0.

2.1step 1.1F3F4F6algebra

The reverse-exponent iteration. Let κ=n/(n−2) for n≥3 and fix κ=2 for n=2, so the L2κ Sobolev inequality is available in both cases by [F3]. Combining step 1.1 with the product rule and a cutoff equal to one on Br and supported in Bs, 0<r<s≤1, yields ∥U−1∥Lpκ(Br)≤(Cs−r)2/p∥U−1∥Lp(Bs),C=C(n,θ,Ma). For pj=pκj and rj=ρ+(1−ρ)2−j, apply this with (pj,rj+1,rj) and multiply. The logarithm of the product is bounded by a constant multiple of ∑j≥0(1+j)κ−j<∞, so ess sup⁡BρU−1≤C1∥U−1∥Lp(B1),C1=C1(n,θ,Ma,p,ρ). Taking reciprocals and inserting the volume factor gives (1∣B1∣∫B1U−p dx)−1/p≤C2ess inf⁡BρU. This is a positive-exponent iteration for U−1; in particular the reverse-exponent range is pj=pκj>0, with arbitrary starting p>0.

2.2step 1.1step 1.2F1F4F6F7F8algebra

Bounded truncations, stopping cubes and factorial moments. For each M>0 set XM:=min⁡{∣w−ℓ∣,M}. It is a bounded H1 truncation by the Lipschitz chain rule; its mean oscillation on every dyadic subcube of a covering cube Q0 is at most 2K. By [F8], dyadic averages differentiate XM almost everywhere, so the stopping cubes cover the relevant superlevel set up to a null set. For g=XM and every dyadic cube Q, avg⁡Q∣g−gQ∣≤2K: compare first with the constant min⁡{∣wQ−ℓ∣,M} using the 1-Lipschitz scalar map, then with gQ. Set A=2n+3K. In each cube Q select the maximal proper dyadic subcubes P with avg⁡P∣g−gQ∣>A. They are disjoint and their total measure is at most q∣Q∣, where q=2K/A=2−(n+2). Their immediate parents are not bad, so ∣gP−gQ∣≤avg⁡P∣g−gQ∣≤2nA. Outside their union, dyadic differentiation gives ∣g−gQ∣≤A a.e. Repeat the same selection inside each selected cube, recentering at its own mean; its mean oscillation is still at most 2K. The generation-m union has measure at most qm∣Q0∣, while outside it the accumulated mean differences and final good-set bound give ∣g−gQ0∣≤m2nA for m≥1. Consequently there are dimensional constants Cn,cn>0 such that ∣{x∈Q0:∣XM−(XM)Q0∣>t}∣∣Q0∣≤Cne−cnt/K. The layer-cake formula [F8] then yields 1∣Q0∣∫Q0∣XM−(XM)Q0∣j≤Cnj!(K/cn)j for every integer j≥1. The factorial cancels the denominator in the exponential series: its jth averaged term is at most Cn(p0K/cn)j. Choose p0:=min⁡{1,cn/(2K)}>0. The geometric bound and monotone convergence of the nonnegative series give 1∣Q0∣∫Q0ep0∣XM−(XM)Q0∣ dx≤Cn′. By step 1.2 and the fixed cube size, (XM)Q0≤1∣Q0∣∫Q0∣w−ℓ∣≤C uniformly in M, hence 1∣Q0∣∫Q0ep0XM dx≤ep0CCn′. Since XM↑∣w−ℓ∣, monotone convergence gives 1∣Q0∣∫Q0ep0∣w−ℓ∣ dx≤C3. Summing over the finite cover and normalizing yields 1∣B3/4∣∫B3/4ep0∣w−ℓ∣ dx≤C4, uniformly in ε. The bounded negative-power test in step 1.1 was placed in H01 by compact-support smooth density; here the bounded logarithm truncations ensure every oscillation estimate is finite before the monotone limit.

3.1step 1.1step 2.1step 2.2F7algebra∎

The product constant and the limit ε↓0. Since e±p0(w−ℓ)≤ep0∣w−ℓ∣, step 2.2 gives (1∣B3/4∣∫B3/4Up0 dx)(1∣B3/4∣∫B3/4U−p0 dx)≤C42, hence the second assertion with comparison constant C42/p0. For the fixed exponent p0, U−p0↑u−p0 and Up0↓up0 as ε↓0; dominated convergence for the positive moment (using (u+1)p0≤u+1 since p0≤1 on this bounded ball) and monotone convergence for the negative moment pass the product bound. Since u>0 a.e., the limiting positive moment is strictly positive, so the product bound also shows that this particular negative moment is finite. For an arbitrary exponent p>0 in the first assertion, monotone convergence passes avg⁡U−p with its extended value; interpret (+∞)−1/p=0, so the reciprocal negative-moment inequality remains valid without asserting finiteness. The same scaling as in step 1.1 restores arbitrary R,x0; all constants depend only on the listed parameters, and no positive lower bound for u is assumed.

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