This article was downloaded by: [Indiana Universities]

On: 10 April 2013, At: 03:01

Publisher: Taylor & Francis
Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered office:
Mortimer House, 37-41 Mortimer Street, London W1T 3JH, UK

Communications in Partial Differential

Equations
Publication details, including instructions for authors and subscription
information:
http://www.tandfonline.com/loi/lpde20

The local regularity of solutions of degenerate

elliptic equations
a b c
Eugene B. Fabes , Carlos E. Kenig & Raul P. Serapioni
a
U. of innesota
b
U. of Minnesota
c
Università di Trento, U. of Minnesota
Version of record first published: 23 Dec 2010.

To cite this article: Eugene B. Fabes , Carlos E. Kenig & Raul P. Serapioni (1982): The local regularity of
solutions of degenerate elliptic equations, Communications in Partial Differential Equations, 7:1, 77-116

To link to this article: http://dx.doi.org/10.1080/03605308208820218

PLEASE SCROLL DOWN FOR ARTICLE

Full terms and conditions of use: http://www.tandfonline.com/page/terms-and-conditions

This article may be used for research, teaching, and private study purposes. Any substantial
or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or
distribution in any form to anyone is expressly forbidden.

The publisher does not give any warranty express or implied or make any representation that the
contents will be complete or accurate or up to date. The accuracy of any instructions, formulae, and
drug doses should be independently verified with primary sources. The publisher shall not be liable
for any loss, actions, claims, proceedings, demand, or costs or damages whatsoever or howsoever
caused arising directly or indirectly in connection with or arising out of the use of this material.
 Corn, IN PARTIAL DIFFERENTIAL EQUATIONS, 7(1}, 77-116 (1982)

The Local Regularity of Solutions of

Degenerate E l l i p t i c Equations

Eugene B. Babes Carlos E. Kenig Raul P. Serapioni

V. of Minnesota U. of Minnesota U. of Minnesota
Wniversit'a d i Trento

Introduction

The main purpose of t h i s paper i s t o estabLish t h e l o c a l h'6lder continuity of

(weak) s o l u t i o n s of c e r t a i n c l a s s e s of degenerate e l l i p t i c equations, and

t o prove a Harnack p r i n c i p l e f o r non-negative (weak) solutions. I n t h e case when

Downloaded by [Indiana Universities] at 03:01 10 April 2013

t h e equations under consideration a r e e l l i p t i g , these a r e the well known r e s u l t s

of De Giorgi [IG], Bash [MI, and Moser [%I. Ow i n t e r e s t i n these questions

arose because of some of t h e r e s u l t s i n [ J,K]. I n t h a t paper t h e following Fatou

type theorem i s established. If D c TRn i s a quasisphere,(i.e. D = f(B) ,

f :IR " 4 W i s quasiconformal and B i s the unit b a l l i n IRn and u is

a non-negative harmonic function i n D , then u has non-tangential l i m i t s

a . e . on OD with respect t o t h e harmonic measure D . This r e s u l t

-lo&

i s proved by c a r e f u l l y analyzing t h e behavior of t h e harmonic measure < . In

t h e case n = 2 , an a l t e r n a t e proof of t h a t r e s u l t i s a s follows. Consider

t h e function v = uof i n t h e u n i t b a l l of w* . Since f i s quasi-conformal.

it is easy t o check t h a t v s a t i s f i e s an e l l i p t i c equation L , i n divergence

form, with bounded measurable c o e f f i c i e n t s . Because of t h e r e s u l t s of [L,S,W],

and [c,F,M,s], v then admits ncn-tangential l i m f t s a . e . doJI: on h B , wnere

$ i s t h e e l l i p t i c harmonic measure associated with L . (This i s t h e family

of measures 6 such t h a t , given gE C(FBJ , u(x) = f g(~)$ i s the solution

3
of t h e D i r i c h l e t problem Lu = 0 , u c(B) , ulBs = g 1. As quasiconformal
 78 FABES, KENIG, AND SEBAPIONI

mappings preserve non-tangential approaches, and %0 corresponds under change

of variables t o $ , the r e s u l t f o r u follows. A t t h i s point we would l i k e

t o point out t h a t the De Giorgi-Nash theorem, and Mxer's Harnack principle are

essential ingredients i n [L,S,W] and [C,F,M,S]. I f we t r y t o imitate t h i s approach

when n>2 , we immediately run i n t o d i f f i c u l t i e s . These stem from t h e f a c t t h a t

the equation L i s no longer e l l i p t i c . I n f a c t , a simple computation shows

that Lv=div(A(x)Vv) , where the matrix i s symmetric and s a t i s f i e s

A
2
1
-
C
W ( X ) J ~ ~ ~c _~ <A~ w
( (Xx ) 1512 , where w(x) = l f ' ( x ) l l - G , ( l f l ( x ) l i s the

determinant of the Jacobian matrix of f ). Of course, when n>2 , w(x)

may vanish or be i n f i n i t e , or both. I n t h i s manner , we were lead t o study the

c l a s s i c a l Md-etproblem and the behavior of nonnegative solutions of equations

of the form ( * ) ~ v = d i v ( ~ ( x ), ~with

) $ 2
W ( X ) I ~ I ~ ~ F_<cw(x)I</
A(X) , and
w may either vanish, or be i n f i n i t e , or both. Such equations are called degenerate

elliptic. As a f i r s t step i n our study we consider i n t h i s gaper the l o c a l

behavior of solutions t o these degenerate equations f o r c e r t a i n classes of w .

Downloaded by [Indiana Universities] at 03:01 10 April 2013

In a subsequent paper and f o r the same classes of w , the f i r s t two authors and
D. S. Jerison w i l l study the analogue of the Wiener t e s t f o r solvability of the

c l a s s i c a l Dirichlet problem, and the behavior of non-negative solutions near

the boundary of a very general class of domains ( t h e nontangentially available

domains introduced i n [ J,KI]) .

It turns out t h a t the problem of studying extensions of the De Giorgi

Nash r e s u l t s and of the Moser's Harnack inequality t o degenerate e l l i p t i c

equation was studied considerable i n the l a t e 60's and early 70's (See [K],
[M,S], ['T1]and [T2]. The conditions these authors found f o r the weight w , in

order t o have l o c a l Holder continuity i s t h a t (& w~)'/~. (&S w-~)'" -< C

B B
for a l l b a l l s B in a n , where I
t
.+ s
< n
.I n the paper [ E , P ~ ,the
1
authors found t h a t i f i n a domain 51 , w c L ~ ( ~;.)E, LS(w), with + $ $< ,

a d
1
(rn
B
I)(&
B
w-I) 5 C .
then f o r a l l non-negative solutions v of (*) ,

we must have 5 c d n v , where B c n , but the constant CB cannot

max v
B B
be taken uniformly f o r a l l b a l l s B contained i n a fixed b a l l Bl ~ I Y .

The reason f o r t h i s r e s t r i c t i o n i s that the condition assumed on w i s not

 DEGENERATE ELLIPTIC EQUATIONS 79

d i l a t i o n invariant. The lack of uniformity i n the Harnack principle obtained

makes it impossible t o deduce l o c a l K6lder continuity from i t .

When one t r i e s t o apply the Moser i t e r a t i o n technique ([M~]) or the De Giorgi

variable truncation method ( [ G I ) t o equations of the form (*), one soon

realizes t h a t the main e s t i m t e s required a r e weighted Sobolev imbedding theorems

f o r the weight w . The precise estimates t h a t a r e needed are pointed out i n

section 2 of t h i s paper. A sample r e s u l t one needs i s the following: let

BC R be a b a l l , then f o r a l l fq E C;(B) ,

where k > l . As i s well known, one way of obtaining Sobolev type theorems i s

by using f r a c t i o n a l integrals. I n section 1 we prove t h a t a necessary and

Downloaded by [Indiana Universities] at 03:01 10 April 2013

sufficient condition f o r the analogue of (A) f o r fractional i n t e g r a l s t o hold

i s that the weight w belong t o the Muckmhoupt = l a s s A2 ([% 1 ) . That means
t h a t for all b a l l s B E lRn , ( & w)lm w-l) 5c . ~f w i s i n A~ ,
k can be taken t o equal &+E , an8 t h i s isBsharp. Using t h i s r e s u l t , we

derive (A) for A2 weights and several companion r e s u l t s . In section 2

we then deduce t h e l o c a l &lder continuity of solution (*) , and t h e Harnack

principle for non-negative solutions, when w E A2 . These r e s u l t s obviously

generalize the corresponding ones i n [K], [N,S], [ T I , and [E,P] . The class

A2 i s part of a scale of classebthe A classes ( [ % I ) , defined as follows:

P
w E A if
P

These classes have found many usef'ul applications i n harmonic analysis. It is

interesting t o point out (see section 2 ) t h a t there e x i s t weights w E A

P '
, w
f o r every p > 2 , w A2 such t h a t t h e equation (*) has non-Hslder continuous

l o c a l solutions. Thus, f o r weights i n the A scale, our r e s u l t i s sharp.

P
 In s p i t e of the f a c t *at the + elass is necessary sn8 sufficient f o r

the estimat=? corresponding t o (6) for f r a c t i m a l integrals. there are weights

w vfnicb are not necessarily i n AL, , but f o r which (A) $olBn. Wotable exqLe.es

of these weights are ~ = l l ' ( x ) l ' - ~ ' ' , f q u a s i - c o n f o m l In 3Rn . Tbis i s

proved i n section 3, togetber with some ecqpwim estimates. Ow methods then

apply t o prove the l o c a l HoIder continuity 04 so3utions and Harnack'r inequality
1-2/n
for non-negative solutions of the equation (*I , with 1
w(x3 = f 4(#) 1

r e q u ~ t i m mt b t motivated o w wo&.
thus obtaining the r e s u l t s f ~ the

We would l i k e t o point ~ u t ,that even t$w@ our main i n t e r e s t was Lm

i n t e r i o r l o c a l estimates, same @-&a1 estimates a r e obtained Ln section 2.
In t h a t same section we a l s o study the behavior of solutions near portions of
the bowndary where they v d s h . These r e s v l t s w i l l a l l be applied i n the

forthcoming paper of the f i r s t two w t h o r s an3 D. S , JerLsc~.

A t the t h e when we were vsitlng *is paper, we Leameil t h a t E. Stredulinsky,
i n his doctoral dissertation a t Indiana Vnivarsity (see [S33) had characterized
Downloaded by [Indiana Universities] at 03:01 10 April 2013

a l l weights w for whicb (A) hob%. Nis ebaraeberization Onvolves certain

weighted elapaslties of a&lltrarj s e t s . Becatme of *he nature of n i s conditions

we have been unable t o verify M r e e t B ushw S t r e d a i n s k y ' s chamcterizatioa t h a t

either A, weights, or w = 1 f ' (x) 1 , f quasi-conform%L, verify (A) .

We would l i k e t o thank E. Stredulinsky for shoving us his usrpwbushed worL

---
Sec t Ion I.

Weighted SaboLev w d Poiware I n e q w l t i e s ,

men one attempts t o p r w e Hamac&'s Theorem f o r nmnegatiue solutions of

degenerate e l l l p t i c e q u a t b w foJA.ming the tecimlques of De Giorgl and Ploser,

it i s clear from the beg5misg t h a t the primary r e s u l t s w e s s a r y are tlpe usual

Sobolev imbedding and Po?lncwb i n e q w l t t i e s with L e b w u e measwe, dx ,

replaced by the weighted masure, w(x)dx . The p!.wposr of't h i s section is

t o prove such inequalities i n the case Wen the w e i e t , w(x) , belongs

t o the Muckeahcupt class, A
P
, (See .the D.tro8uction).
For v c A
P
we w i l l cPfRn r e f e r t o tbR
 DEGENERATE ELLIPTIC EQUATIONS

as the "A - c o n s t a n t of w".

P
Given a measurable s u b s e t E of Fin we w i l l denote by L ~ ( E , W ),

l l p < ~ , t h e Bsnach space of a l l r n = a s u r a b l e f u n c t i o n s , f , d e f i n e d on E

f o r which

I n t h i s s e c t i o n t h e n-dimensional Lebesgue measure o f a s u b s e t E of

w i l l be denoted by IE~ while we w i l l s e t

W(E)= w(x)dx .
Downloaded by [Indiana Universities] at 03:01 10 April 2013

~ s t o m r yt h e l e t t e r C wi.11 always denote a c o n s t a n t , n o t n e c e s s a r i l y

t h e same i n a l l occurrences, depending a t most on n , p and t h e A -constant
P
of d .

Lemma ( 1 . 1 ) Set T f ( x ) = sup l-( f ( y ) Idy where f i s measurable and

0 < s sn-I ,qX)
slrpported i n a b a l l , BR , of radius R . I f w(x) E A 1< p <- , then
P '
t h e r e e x i s t constants C and 6 >0 such t h a t f o r a l l numbers k , l s k s s + 6
and f o r a l l f E L'(B~,w)

-
Proof.

We may, of c o u r s e , assume t h a t f i s non-negative. For any p o s i t i v e A

set E =[x
X
BR : ~ f ( x ) . For each x E E
A
there i s a ball, Br(x)(~) ,
 82 FABES, KENIG, AND SERAPIONI

with c e n t e r x and r a d i u s r(x) , such t h a t

We can always take r ( x ) <2R since t h e function s - s

B~(X)
f(y)dy is

decreasing f o r 2R and x E BR . From t h e V i t a l i covering Lemma ([S2p.91)

we can s e l e c t a sequence of d i s j o i n t b a l l s , Bj E Br(xj)(~j) . from t h e above
*
family so t h a t E c U Bj
A 3
where
;
B =B
5r(Xj)(X~)
what we have previously

indicated a l l the b a l l s Bj a r e contained i n B

3R '
We now e s t i m a t e w(E*) . Recalling t h a t when w E A
P
then w(B?),CW(B )
J j
( t h e "doubling condition") we have f o r any k l l
Downloaded by [Indiana Universities] at 03:01 10 April 2013

Using Holder's i n e q u a l i t y and t h e f a c t k_>l ,

Since w E A , wEAq forsome q , l<q<p ([M.,],[c,F]). Hence

P

and from t h i s i t follows t h a t

1
We now choose k so t h a t q(T - 1)+ 2 0 . This i s equivalent t o t h e

condition
 DEGENERATE ELLIPTIC EQUATIONS

and since q < p we have 1 5 k 5 5 + 6 with 6 >O . Having now chosen such k ,

Once again using the fact w E A

9 '

The final inequality above states that the operator T is continuous from
LP(B , w )
R
into weak-LPk(BR,w) provided ilks* + 6 (6 depends on p). Also
Downloaded by [Indiana Universities] at 03:01 10 April 2013

Let us now fix p , l<p<m , and assume w(x) E A

P
. There exists
Eo>O such w E A for all q 1 p - c0=q0 . The Marcinkiewicz interpolation
9
theorem ([S2,p 2721) implies the boundedness of T from LP(BR,w) into

LP~(B~,w) for 15k_< 5+ P ' P

s >O .
Moreover from the previous integral inequality we obtain the conclusion of Lemma (1.1)

Remark. In order for a nonnegative, locally integrable function, w , to

satisfy the conclusion of Lemma 1.1 for any fixed k _ > l and all balls, BR ,
it is necessary that w E A
P
. In fact for any ball, BR , and f 1 0 ,

is the characteristic function of the set BR .

where %
 84 FABES, KENIG, AND SERAPIONI

For the conclusion of Lemma 1.1 to hold we must have

If we set f =
wL'~-l
we obtain w i A
P
.
The weighted Sobolev imbedding theorem, we will need is a consequence of
Lemma 1.1 and the following theorem of Muckenhoupt and Wheeden:

- -
Theorem [M,Wl] Given p , l<p<- , and w E A_ (Am = U A ) there exists
q>1q
a constant c such that for all measurable nonnegative f ,

We are now ready to prove:

Downloaded by [Indiana Universities] at 03:01 10 April 2013

Theorem (1.2). (Weighted Imbedding Theorem) .

Given l < p Cm and w(x) E AP , there exist constants c and F > 3

such that for all balls BR , all u E ctj(BR) , and all numbers k satisfying

Proof.
It is well known that

Hence by the result of Muckenhoupt and Wheeden,

 DEGENERATE ELLIPTIC EQUATIONS

DTar we w i l l estimate the l a s t term. In fact

1
Since w E A w- p-l E Ax and so there i s a positive n u d e r 130
P '
P-1
f o r which
Downloaded by [Indiana Universities] at 03:01 10 April 2013

Hence

From t h i s i t f o U m s t h a t

A t t h i s point k may be any number Sn the i n t e r v a l [ 1, -& + E ] where

S>O I s a mrmber given t o us from the Lemma 1.1. I n order f o r the above s e r i e s

ito omverge we need t o regulre n - (n-1)k-n1'P-l) :0 , i.e.

P
 86 FABES, KENIG, AND SERAPIONI

We have the freedom t o choose such a k and once chosen we have

The use of Lenrma 1.1and t h e observation,

prove the Imbedding Theorem f o r

Downloaded by [Indiana Universities] at 03:01 10 April 2013

The proof f o r the remaining values of k follows from K61der1s inequality.

An immediate consequence of Theorem ( 1 . 2 ) i s

Theorem (1.3) Let 0 be an open bounded s e t i n F? . Take 1< p < m and

a function w E A
P
.
There e x i s t constants Cn and S p o s i t i v e such t h a t

f o r a l l u E C: (n) and a l l k s a t i s e i n g l _ < k l & + 6 ,

Cn may be taken t o depend only on n , the A constant of w , p , and

P
the diameter of R .
Proof.

Take R s u f f i c i e n t l y .large so t h a t BR .I n and apply Theorem 1.2.

We now t u r n our a t t e n t i o n t o weighted Poincare type i n e q u a l i t i e s . Our

 DEGENERATE ELLIPTIC EQUATIONS

proofs are easy consequences of the proof of Theorem 1.2 and the following
useful L e m .

Lemma (1.4)
-- Suppose u is Lipschitz continuous on gR , the closure of BR .
Then

--
Pf:
We may assume uq c1(sR) . From the mean-value theorem,

Set z = ty + (1-t)x . As y varies over BR z describes the ball,

BRt((l-t)x) , with center (1-t)x and radius Rt . Hence
Downloaded by [Indiana Universities] at 03:01 10 April 2013

For x E BR , ~ ~ ~ ( ( 1 - tc)B~
~ ) and if Iz-(l-t)xI < % then Iz-XI52Rt

So

We can now prove a weighted Poincarh inequality.

Theorem (1.5). and w € A

Once again let l<p <aa
P
.
Then there are positive
constants c and 6 such that for all Lipschitz continuous functions, u ,
defined on BR and for all l l k s s + S ,
 --
Prcof.
First let's consider the case $ = -
1 U(Y)Q .

Clearly

f r m Lema 1.L. In the proof of the imbeiding theorem, Theorem 1.2, we showed
the existence of c and 6 > 0 such that
Downloaded by [Indiana Universities] at 03:01 10 April 2013

provided lskl* + S . From this the conclusion of Theorem 1.5 is imnediate

in the case $ is the mean value of u over BR with respect to Lebesgue
R
measure. For the case when *gR= i
-$- ~(~)w(y)d~it is only necessary to
observe R

and we are reduced to the previous case.

The 1ast.result we will prove is an imbedding theorem near the boun*

of a given domain for c1 functions which vanish on a portion of the boundary.

 DEGENERATE ELLIPTIC EQUATIONS 89

This result will, be useful when we consider the Holder continuity at the boundary

of solutions of degenerate elliptic equations. At this time we restrict the

class of domains, n .

-----
Definition. An open bounded set nC R" is said to belong to the class S if
there exist U and p o positive such that for each x En and for each , <Po
we have

--
Theorem (1.6). Assme 1<p <- , w E Ap , and ff E S . Then there are
positive constants c and 6 such that for all xoEhn , O < p <po . and
a u ( B( x I vanishing on b D 0 B (xo) ,
P
Downloaded by [Indiana Universities] at 03:01 10 April 2013

where k is any number satisfying llkl& + 6 .

(B z B (xo))
F P

Proof.
We can extend u to all of B by setting u(x) = O for x E B \ ff .
P P
This extended function, again named u , is Lipschitz continuous in B
P
. For

"EBD ,

Since n E S ,

The remaining steps in the proof follow along the exact lines of Theorem 1.5
 FABES, KENIG, AND SERAPIONI

Section 2

In t h i s section we use the imbedding r e s u l t s of the previous section t o

study solutions of degenerate e l l i p t i c aquaticns. Our main theorems a r e a

Harnack principle, i n t e r i o r m l d e r continuity of solutions, and Wlder continuity

a t the boundary (on sufficiently nice domains) f o r solutions which are 0 on

the boundary.

Since the techniques we use a r e well known (an3 j u s t depend on suitable

imbedding theorems f o r the weights we consider), we merely s t a t e the main theorems

and lemmas. After the statement-is given, we give a reference t o the corresponding

non-degenerate theorem, and explain the differences i n the proofs ( i f there are

any). The references we use i n t h i s section are [S1] and chapter 2 of [ K , S ] .

Throughout t h i s section, w w i l l be an A2 weight (see introduction).

However, we w i l l point out what a r e the specific properties of weights

A2
t h a t are used. A l l the theorems remain valid f o r any weight satisfying those

properties. We s h a l l see i n t h e next section some further examples of weights

Downloaded by [Indiana Universities] at 03:01 10 April 2013

which are not necessarily iri the class A2 but which s t i l l v e r i f y those

properties. A t the end we s h a l l discuss some examples t o h t h e r c l a r i f y

t h e role of 4,
- weights.
2 . 1 Weighted Sobolev waces: Let w be a weight i n A2 , and 0 c R n be
a bounded upen s e t . Then, the following f a c t s hold:
 DEGENERATE ELLIPTIC EQUATIONS

1) i s an easy consequence of t h e f a c t t h a t w and

W
L1(n,dx) .
2) was proved i n Section 1.

3 ) i s immediate.

We now gather some r e s u l t s on weighted Sobolev spaces which follow from these

results.

1
Definition: a) H ( n,w) = closure of ~'(fl) under the norm

b) H;(n,a) = closure of :C (82) under the norm

Downloaded by [Indiana Universities] at 03:01 10 April 2013

men, by 21,
1
E , ( ~ , w )= closure of C:
1
( n ) i n H (n,w) .
Due t o property 1) of w , we can define the gradient, VU , for
1

-.
2
u E H ( n , ~ ) ; namely i f [Q c cm , % u i n L ( n , ~ ) - . and % ; -
i n L2(n,w) then we s e t Vu z v This i s well defined because of 1).

Clearly, i n the case when w E A2 (and so $ E L?n,bx)), u i s a distribution,

and vu i t s gradient i n the sense of distribution.

It may seem a l i t t l e surprising t h a t we have specified condition 1 a s one

of the e s s e n t i a l properties of our weights. However the following example

indicates t h a t i n general the gradient of a function i n H: need not be

uniquely defined.

Specifically we w i l l construct a weight w(x) and a sequence of functions

{ fnIn on the r e a l i n t e r v a l I = [ o , l l such t h a t :

2
(ii) l i m Jlr;(x)-lI w(x)dX = 0
 92 FABES, KENIG, AND SERAPIONI

The weight we w i l l define does not belong t o A, , and we have not been able
t o find an analogous a x q l e with an fb weight. Neither have we succeeded i n

showing t h a t such an example i s impossible.

Let & *= I "1k2-%2-~'', M - n +2-*] for n >O and 05k(?"

For any fixed positive number a we define:

and f i n a l l y the weight

Bote t h a t w(x) > O almost everywhere.

Downloaded by [Indiana Universities] at 03:01 10 April 2013

low consider t h e sequence of continuous piecewise l i n e a r functions [ fn!x)3n

defined on I by:

Since f converges uniformly t o zero on I ( i ) i s verifie3. Also ( i i ) i s

a simple computation:

1
and t h i s l a s t term converges t o zero f o r n Large i f a> 7
-
We now return t o the c e n t r a l subject matter of t h i s section. Because
of condition 11, the proof of leuma A.4 of [K,Sl applies, to show t h a t i f

u E ~ ' ( f f , ~ ) , then w =0 a.e. i n E = [x E 0 : u = O ] . Also, the following

1
- holds:
 DEGeElEEATE ELLIPTIC EQUATIONS 93

Lenaaa 2.1. Let e(t) , -e<t<+ o. be either a c1 function with bounded

d e r i m t i ~ e ,or a piecewise linear furrction whose derivative has discontinuities

at [ a >,..., an] . Let u E B%.W) . men, e(u1 c &4n,w) and O B ( U ) = e ( u ) v u ,

with the convention that both sides are 0 when x f U {y: U(Y) = a.]
J
.
.I
The proof of t h i s lemma f o l h s the 3.i-~s of leuma A . 3 snd Corollary A.5 of

fK,S]. A useful. comllary of this letma, is:

u+ , u- and {ul . If v slso belongs to X1h,w) , 60 do snp(u,v) and

b f (a,v) .

Defirdtion: u c ~ 1l , ( n , m ) i f 1
u 6 H fns.u) f o r every n' cc 0 . Given

E c fi , and u F ff1h,w) , the notions of u being nonnegative on E i n

the sense of H'(o,~I , and u = O on E in the sense of &n,w) are

Downloaded by [Indiana Universities] at 03:01 10 April 2013

aefined as u s a a l (see for example [K,sJ, Definition 2.1). The noti- of

nlv on E i n the Iil(n,v) , and sip u i n &n,v) eue also defined as

nsual {see IK,Sj Definition 5.1). The follcwing lennna sunmarizes the =in

properties of the concepts mentioned above.

a2.1.3. k t ~ c i ,
; u c ~'h,v) .
1
1) If u _ > O on E in H (n.v) then . 1120on E a.e.
it) If u _ > O on 0 a.e.,then 1120on n i n &n,w)
1
iii) I f n_>O on n a.e., u 6 fIo(n,v) , then there exists a sequence

E ~ i ~ G ,j ) suyp (pk cc 0 , such that %_>O in n ,ad % rq,- u

1
in Iiohu)
i v ) If E i s open in 0 , and u_>O on E a.e., then u_>O on K . in
1
the H {n,v) sense, for any cosqact K c E .
-
froof: i ) , i i ) and iii) have identical p r w f s t o the corresponding stateatents

in Proposition 5.2 of fK,S].

Toprove iv), pick 9 1 1 i n K supprpcd , a, E c : ( ~. , Olmll .

1
.
Then, m u E H,{~,W) and pD u_>O in n . 3y i i i ) , there exists
 94 FABES, KENIG, AND S E W I O N 1
1
in lip(6) , %->O in D , with % W in H (0,~) . Pick ( Y ~ ] -
in ~("(6) -
, Yk u in H (n,w)
1
.
Then, ( 1 - v ) +
1
~ ~(1-v)u in H (n,w) .
-1 ~ ~ _> 0 in K
u in H (n,~) and ( 1 - v )+cpk
mus, cpk + ( I - ~ ) Y ~ .
2.2 Degenerate Elliptic equations: Global Properties
Let ~ ( x =)(aij(x) be a symmetric, non-negative matrix defined in IR ,
with smallest eigenvalue ~ ( x ) , and biggest eigenvalue ~ ( x_<CX(X)
) , and
we will let 1(x)=w(x) . We wlll suppose throughout that w E A2 , although
in fact we will only use properties l), 21, 3 ) of w in this paragraph. We
will consider the operator Lu=D.a D. u , for u 6 ~ 4 5 2 , ~ or
1 iJ 3
) ~:~~(n,w) .
The concepts of u being a solution (or a local solution) of Lu=O in 3
are defined as usual (see [K,s], Theorem 5.4). The notions of u being a
subsolution (or a local subsolution), or u being a supersolution (or a local
supersolution) in n , are also defined as usual (see [ K , S ] , Definition 5.6).

Definition: given ?= (f,, ,fn) or 3 , such that $ C ~ ~ ( n , w ,) we say

Downloaded by [Indiana Universities] at 03:01 10 April 2013

that u E ~'(n,w) is a solution of Lu= -div r? , if for every cp E C- (n) ,

we have

Note that the fact that $-E ~'(n,w) insures the convergence of the integral
in the right hand side, for every (D
1
E Ho (0,~) .

The following theorem on existence and uniqueness of solutions is an easy

consequence of the Lax-Milgram theorem.

4
Theorem 2.2. given f = (fl, 131/w E ~*(n,w), and
,fn) such that

h E H'(~,W) , there exists a unique solution in H1(n,w) of Lu= -div (7) ,

such that u-h E :H (0,~) .
Proof: Theorem5.4 of [ K , S ] .
We now turn to the weak maximum principle.

Theorem 7.2.2: Let u H1(n,w) be a supersolution in n . Then, u(x) _>

inf u 3.e. in , where inf u is taken in the H'(",w) sense.
hn M
 DEGENERATE ELLIPTIC EQUATIONS

Proof: See Theorem 5.7 i n [K,s].

We now pass t o a d i f f e r e n t kind of maximum p r i n c i p l e . Since w A2 ,
recall that i t satisfies for a l l rn E C z (n) ,

(Actually, i t was shown i n Section 1 t h a t f o r weights we can take

A2
k =A
n-1
+c , where F depends only on w ).

Theorem 2.2>: Let k be as i n 2 ' 1 , and assume t h a t ? = (fl, ,fn) i s such

k
. 2
that

solves
l?l/w

Lu=-div f
-,
E LP(n,w) with p > 2
we have
Let B = k ( l - -)
P
. Then, i f u c H~(~,W)
Downloaded by [Indiana Universities] at 03:01 10 April 2013

where C1<C.Cn
n- , and Cn i s as i n 2 ' ) .

The proof i s l i k e the one of Theorem B.2 of [ K , S ] , replacing t h e exponent 2*

by 2k .

-
Remark: For w c A2 , we can take k=
n-1
+E , so t h a t 2
k-1
= 2n - c' ,
and thus, the requirement on p becomes p >2n - E) .

2 . 3 Local properties of solutions: I n t h i s paragraph we use the following

properties of A2 weights:

Let 2-T R n be an a r b i t r a r y b a l l , then,

f o r some k > l , independent of cp and B .

B
where c ~ =g
1
J Q wdx .
B
 TRese fnequalities were proven in SectLon I. In f a c t , it m s sboM there that
one can choose, f o r R2 n-1 + E
weights, k =& . Using 41, the following
theor- can be pmred.

The- 2.3.1. Let n be a local subsvlatiau in 0 . Then, there e x i s t s

M>O such that f o r any ball % =B(xo,~);z n . we b e .

In order t o prave Ohis theorera, we prooeea a s i n Theorem C . 4 of [E,S]. The

m i n fact t h a t i s nee&& i s i f a is a non-negative I m a l suboolDitFon i n n ,

and a: E :C (a) , then
Downloaded by [Indiana Universities] at 03:01 10 April 2013

where -k2 + i;,

1
= 1 . The proof ROW proceeds as in Theorem C.4 of' I K , s ~ , using
this estimate instead af mmllmy C.10. TBe cfrsnge needed i s to choose
5 and ll s o that % = 97
I + T ) = 8 5 , E, ,v f t h .9>1 . This can be dome w i t h

T[ = 1 ,i f we choose 9 tn lrre m e af the r& of the equation e2-B- 6, = O .

The ebove theorem i s *erg impcrTtantto QW dtuelogment, since it shows

that s o h t i o n s 8.m locally hum%&. In f a - ,w e hiwe:

Corollary 2.3.4: If u(x) is a local aoluhiom in CT ,t h

 DEGENERATE ELLIPTIC EQUATIONS 97

For the proof we use both 4 ) and 5 ) . The heart of the matter i s the following

lemma :

Lemma 1.3.5: Let u be a positive, l o c a l solution of Lu=O i n 0 . Assume

that 4p 5 dist(xo,a) . Then, max u 5 M min u , where M i s independent

B(x_,P) B(X_.P )

-
Proof: The proof i s along the l i n e s of the Moser i t e r a t i o n technique. See f o r

example theorem 8 . 1 of [ S1]. The msin estimates t h a t are used a r e the following:

l e t pf l/2 , v = up , a E ~30), then,

We also need t o estimate v = log u . It i s a t t h i s point t h a t we w e 5 ) . The

The inequality we obtain i s

Downloaded by [Indiana Universities] at 03:01 10 April 2013

Yzcause of t h i s inequality, using t h e John-Nirenberg lemm f o r ~ ~ ( w d x f

(which i s v a l i d since v E ~ d d * ) ) (See I M W,11),we obtain:

f o r some positive 4 . Using Theorem 2.3.1 applie l t o v = up for p<O or

p>l , one sees t h a t

Combining (7.1.6) and (2.3.7). we a r e reduced t o sh&m that

f o r any a>o .
 98 FABES, KENIG, AND SERAPIONI

This i s done by t h e u s u a l i t e r a t i o n argument, using 4). ( s e e f o r example

Theorem 8 . 1 of [ S1l ) .
As i s w e l l known, Lemma 2 . 3 . 5 has s e v e r a l important consequences, which

we w i l l now l i s t .

Theorem 2.3.8: Let u be a p o s i t i v e l o c a l s o l u t i o n of Lu=O i n 0 .

Then, f o r each compact K c n , t h e r e e x i s t s a constant M , independent of

u such t h a t max u s M min u .

K K

-Corollary 2.3.9: If u i s a non-negative l o c a l s o l u t i o n of Lu=O i n n ,

then e i t h e r u i s p o s i t i v e o r it i s i d e n t i c a l l y zero.

-
Corollary 2 . 3 . 1 0 (Strong maximum p r i n c i p l e ) A s o l u t i o n of Lu = 0 in n ,
which a t t a i n s i t s maximm o r i t s minimum i n n , is constult. Another consequence

i s t h e following lemma, which implies i n t e r i o r Hslder c o n t i n u i t y :

Downloaded by [Indiana Universities] at 03:01 10 April 2013

Lemma 2.3.11: Assume t h a t u i s a local solution i n n of Lu=O . Let xoE ,

and Bp < d i s t (xO,&2) . Then, cu( p)
M-l ~
M+l ( 8 ,~where
) M i s a s i n Lemma

2.3.5, U ( P ) = ~ ( p ) - m ( p ,) w h e r e
M(p) = m u , m ( p ) = m i n u Toestablish .
B(xo,p) B(xo?p )
t h i s lemma consider t h e p o s i t i v e s o l u t i o n s ( i n B(xo,8p ) ) v =M(@1-u , v =u-m(?~)
1 2
and apply lemma 2 . 3 . 5 t o them i n B(xo,p )

It i s w e l l known t h i s lermna implies l o c a l Holder c o n t i n u i t y . I n f a c t we

have :

-Theorem 2 . 3 . U : Let u(x) be a l o c a l s o l u t i o n of Lu=O i n n . Then, u(x)

i s l o c a l l y HUlder continuous i n il . More p r e c i s e l y , t h e r e e x i s t M, A , 0 < i < 1

1
such t h a t i f xoE 3 , 0 <p <R<% d i s t (x ,a) then,

The proof follows from learma 2 . 3 . 1 1 and Theorem 2 . 3 . 1 , using lemma 7.3 i n [ s ~ ] .
+
We now wish t o study t h e l o c a l behavior of s o l u t i o n s of Lu= - div f

I f7/w ', p) > 2 k

E ~~(n,w rl, where k i s as i n 4). To t h i s end we p o i n t out
 DEGENERATE ELLIPTIC EQUATIONS 99

t h e f o l l d n g e s t i m a t e , which i s an immediate consequence of Theorem 2 . 2 . 3 and

p r o p e r t y 4 ) of w : If u E H;(B,w) , and Lu = - d i v 3 , where I?l/w E L ~ ( B , W,)

k
p>2 F- , and 8=k(l- 2, , then
P

This e s t i m a t e i s t h e key p o i n t i n t h e following lemma, which t o g e t h e r w i t h

Lemna 2 . 3 . 1 1 , w i l l imply t h e l o - a l H3lder c o n t i n u i t y o f t h e f u n c t i o n s we a r e

considering.

---
Lemma 2.3.14: Assume t h a t B r B1 a large fixed ball. Let u E H;(B,w) be

a s o l u t i o n of Lu= -div ? , with I?l/w E L'(B,G) ,p>2 I:; , where k i s as

i n 4). Assume a l s o t h a t p i s so large that w belongs t o t h e c l a s s A .

P/"
Downloaded by [Indiana Universities] at 03:01 10 April 2013

Then t h e r e e x i s t s A>0 such t h a t

-
Proof: I f w A , $2) C ( . Hence,

Since we assume t h a t w E A
p/n '
and hence t o A
p/n-€
, we can t a k e q= ( 2 - E) < 2
so that n
P
<1 . The lemma now follows from 2 . 3 . 1 3 .

Remark 1 : We know t h a t f o r A2 weights we csn choose k = n-1 + E 'and

therefore p>2n-E' . Choosing E' a p p r o p i a t e l y , we s e e t h a t a l s o i n t h i s

range of p w E ApIn , and s o Lemma 2.3.14 i s v a l i d f o r p >2n-e' .

Remark 2: A u s e f u l f a c t which w i l l be used l a t e r on i s t h a t i f n ,= B , and

1
u € Ho(n,w) solves Lu=-div ? , with ITl/w E LP(n,w) ,p a s i n 2.3.14, t h e n
 the estimate

As indicated before, Lemma 2.3.14 and L- 2.3.U imply the i n t e r i o r

Holder continuity of solutions of Lu= -div ? , vLth I?!,& E LP(n,r) , and

p as i n Lenuaa 2.3.14. I n f a c t , we have

Theorem 2.3.15: Let u be a l o c a l solution of Lu = -div ? in 0 . where

I?l/w E LP(n,u) ,p>2 & ,k as i n 41, and p w E A

i s s o large t h a t
P/. -
Then, u i s locally IF6lder continuous i n 0 , t h a t i s , there e x i s t M,l, 0 < \ < 1
1
such that i f xo E Q , O < P < R < 5 M s t (xo,@) then
Downloaded by [Indiana Universities] at 03:01 10 April 2013

The proof i s l i k e the one of theorem 7.2 i n ~ ~ w1i n g. Leomna 2.3. ll. Lemms
2.3.14 and meorem 2.2.3. Note t h a t when w E A2 , p >2n-E' suffices f o r Theoreta

2.3.15 t o hold.

A t t h i s point, we would l i k e t o point out t h a t among A- weights, the A*

class i s the best one f o r which Ilblder continlrity r e s u l t s hold. In f a c t , given

n22 , there exists a weight w(xl, . ..,xn) in A

P
(a for every p > 2 ,
(which of course i s not i n %),f o r which i n addition w and are locally $
integrable in xn 1
.
, and a function u € H (8,wdx) where B = unit b a l l i n 3Rn ,
such t h a t Z ~ ~ ( r ( x ) ~ ~ u, )and
= O u is 9 K d l d e r cmtinuous a t 0 . !The
i
weight v(xl, . .. 2
,xn) = (xll log l/lxll and the function u ( 5 , .,x,j .. =
sign xl
logmrx1l verify a l l the required properties.

Another rentark we would l i k e t o mke a t t h i s point i s that the exponent

p 22n 6 '- i n Theoren: 2.3.15 f o r A2 weights i s sharp. Thls can be seen by

a
considerin# the Green function corresponding t o operators with weights 1x1 ,
-n<U<n . The d e t a i l s of t h i s w i l l appear i n a subsequent work, where general

properties of Green functions w i l l be studied. Note t h i s a l s o implies that the

rsnge of k . l/k<fil + E i n Section 1 i s sharp.

 2.4 E s t i w s t e s n e a r t h e hlmdary. We n w proceed t o study t h e behavior o f

s o l u S o n s of L u = O near a p o r t i o n o f t h e bourm&sry where t h e s o l u t i o n vanishes.

Our f i r s t r e s u l t i s ern e s t i m a t e which i s analogous t o Theorem 2.3.1.

1
hmua 2.4.1: Let no E , aad let ufx) 6 K ( R ~ B ( X ~ .'"1R ~ )be a s a 0 s o l u t i o n
i n ~3 B[x ,R~I such t h a t as0 i fl B(xO,RO) i n t h e sense o f
un g B'(~" ~ ( xR ) .w).
0' 0

Then, if R<Bo , we kave

The proof of t h i s L e e i s very simfbr t o t h e one of theorem 2.3.1.

Tk lnrrln f a c t that i s needed i s t h a t if xo E &,I

and v is a non-negative

suhsofution i n n n ~ ( x ~ , ~ ~ t i s non-positive on
. which b n i B(X ,R ) %n t h e
0 0

@'H ,w)~ ) s e w e , then f o r a E B

7BEX~,R (
'
C )
" Ro
Downloaded by [Indiana Universities] at 03:01 10 April 2013

(2.4.2) is wed i n eon;lunctian w i t h p r o p e r t y 4) o f w a s i n Themem 2.3.1.

! P h e p r o ~ f t h e n p r o c e e d sa s i n T h e o p e m 2 . 3 . 1 . (See c o r o l l a r y C.5 of [K,s~).

Ws a c o r o l l a r y o f 2.4.1. we o b t a i n an L- e s t i m a t e far s o l u t i o n s .

%orem 2-4.3: Let xo E an . arnct l e t u b e a soLu;tion of Lu = 0 in.

an B(xo,Ro) such t h a t u=O on n B ( X , , R ~ ) i n the s e n s e of

~ ( ~ ^ ~ B ( X ~ , R ~ )m
.W .
e n ,) i f R<Ro *

In fsct, as in !Theorem C . E of [ K , B ] , t h e same proof a f 2.4.1 gbes a

s t r o n g e r conclnsion, *Xch W i l l b e need& l a t e r . &des t h e same c o n d i t f a n c of

Lennna 2.4.1, if kZ0 . then

 102 FABES, KENIG, AND SERAPIONI

In order t o establish H'dlder continuity a t the boundary, certain smwthness

assumption on the domains t o be considered are necessary. Thus, we now introduce

the following class of domains n in Rn :

Definition: An open s e t n c l ~ " i s of class S i f there e x i s t two numbers

a (0 < a l l ) and p o >O such t h a t f o r a l l xo E ?2 and a l l p <po ,

Note that f o r a w w E ~ ~ ( d ,x t)h i s i s equivalent with w ( ~ ( x ~ , p ) - ~ l n ~ ( x ~ , p ) )

x ) ) , for
-> a ' w ( ~ ( osP some a' , O < a r 51 . (See [ c , F ] ) . We now r e c a l l t h a t

A;, weights s a t i s f y the following condition (see Section 1). 6 ) I f 0 is

of class S , there exists q>O , p <2 su6h t h a t i f p <po , and u E C ,1-6

then
Downloaded by [Indiana Universities] at 03:01 10 April 2013

where Bp =B(xo,p) .
I n fact, f o r A2 weights, we can take q = (&)(2-E) , p = 2-E , where w E A2-E .
When'we assume property 6) f o r the weight w we can establish boundary K6lder

continuity i n domains of class S . This i s , i n f a c t , the goal of the r e s t of t h i s

section. However, before proceeding we should point out t h a t i n the case of a

Lipschitz domain the Holder continuity of solutions near p a r t s of the boundary

where they vanish i s a consequence of the i n t e r i o r Holder continuity of l o c a l

solutions proved i n Theorem 2.3.32 This i s e a s i l y seen by f i r s t considering the

solution, u ,in B(xo,p ) n n 3 B n n where xoE h n and writing

with u a Lipschitz continuous on R"-~ . The function v(xf,t) E u(xl,t tQ(x11)

i s a l o c a l solution i n say ( ( x ' , t ) : Ix'l <p ' , 0 < t < P '1 of a divergence
operator with the same type af degeneracy as the o r i g i n a l operator. Since
V(x1.0) = O . i f we.extend V i n an odd manner f o r t < O we obtain a l o c a l

solution of a similar degenerate e l l i p t i c operator f o r [ ( x ' , t ) : Ix'l < p ,

 DEGENERATE ELLIPTIC EQUATIONS 103

I tl <p ') . The Holder continuity of V , and therefore of u , then follows

from t h e i n t e r i o r r e s u l t .

We now r e t u r n t o t h e general case of Holder continuity a t t h e boundary f o r

solutions i n domains of c l a s s S . A preliminary version of t h i s i s t h e following:

Leorma 2.4.5: Let (2 b e of c l a s s S , G a bounded open s e t , and u a

solution i n G n n of L u = O , which i s 0 on b n n G i n the H1(~nn,w) sense.

Then, t h e r e e x i s t s 7 < 1 , such t h a t , f o r x E b 017 G , and p small enough,

ST/ (o(4p) , where u ( p ) =Max u ( x ) - Min u(x) .

n Q B ( X ~ . Pn) n B ( X ~ , P )
The proof follows along t h e l i n e s of Theorem D.6 i n [K,S]. The main f a c t
t h a t 6 ) implies, i s t h a t i f i s of c l a s s S ,p <po , and q and p are

a s i n 6 ) , then f o r t satisfying + = 1 , we have:

Downloaded by [Indiana Universities] at 03:01 10 April 2013

w(A(r,R) - A ( ~ - I , R ) ) ~ /,Pwhere
~

1
h < r<O , u E H ( ~ ~ B ( X ~ , R )and
, W )u = O on b n 'iB(xo,R) i n the ~'(nllB(x~,R),w)
sense.

Our main r e s u l t on boundary r e g u l a r i t y , which follows from Lemma 2.4.5, and

Remark 2 a f t e r Lemma 2.3.14 i s :

Theorem 2.4.6: Let 0 be of c l a s s S . Let G be a bounded open s e t , and

let u be a s o l u t i o n i n H1(Gnn,w) of t h e equation L u = - d i v ? , I?l/w E ~'(n,w) ,

p>2 bl , k a s i n 41, and w E A
P/.
.
I f u i s 0 i n t h e H1(Gnn,w)

sense on b n f l G , then u i s Holder continuous on G nfi , i.e. t h e r e e x i s t

M, 0 < 5 < 1 such t h a t i f x E Gnr? , B(x,R)nn=G , then

An inmediate consequence of t h i s theorem, which we s t a t e s e p a r a t e l y ?or

f i t u r e reference i s t h e following:
 104 FABES. KENIG, AND SEBiCPIONI

2
+&ere 8 = k ( l - -1. Also u i s Holder continuaus in fi , i.e. for any x E fi ,
P
Downloaded by [Indiana Universities] at 03:01 10 April 2013

-Section
- 3 Special Cases Associated with Quasi-Confol7BiL Maps

In the previous s e c t i m we outlined the proof of Harnack's Theorem aad the

lo& Holder continuity of solutions of degenerate e l l i p t i c equations vhen

the degeneracy i s detenained by a weight, w(x) , belonging t o the W h e n h o q t

class, 4 . We carefully pointed out s j l pmperties of v which were needed
for the proofs, each property satisfied, i n ~ t i c u l a r by
, an %-weight.

There are, i n fact. many interesting examples of weights that s a t i s f y t h e six

conditions and f o r which, therefore, the t h e o m of Section 2 are vnlid.

but these veigbts do not belong t o 4 . In t h i s section we consider a class

of su& examples, namely t h a t associated with a q u a s i - c o n f o ~ lchange of variable

in Fin , and we prove the s i x properties i n t h i s special case.

Definitim. A mapping f : R ~-. Rn i s said t o be quasi-confolmal i f f is

one-to-one, the coaponents, fi , of f have distrLbutioaalderivatives

belauging t o , and
L ~ ~ ( R ~ ) there is a constant M>0 , called the dilatation

Constant of f , so that almost everywhere

 DEGENERATE EUIPTIC EQUATIONS

bf. 2 1/2 bfi -1

(x(-2)
) < M I det (-)In
193 %I

We w i l l s e t f l ( x )= ( --hfi(x)) and I f ' ( x ) l = [ d e t f ' ( x ) l

hXj i,j
Suppose now f i s a quasi-conformal msp on R" and V i s a l o c a l solution
-
of div ( ~ ( y ~) ( y ) =)0 uhere the nv~trix A(y) i s sylnnetric and s a t i s f i e s

for all y E , S E R" with A and h f k e d positive constants, independent

of y and 5 . The function u=Vof i s ( f o m a l l y ) a l o c a l solution of

h e r e A(x) = ~ f * ( x ) / ( f ' ( x ) -~~; ()f~( x ) ) f * ( x ) - ' -

(For any uiatrix, M ,k denotes the transpace of M .) Hence
Downloaded by [Indiana Universities] at 03:01 10 April 2013

Since f i s quasi-cmformsl the eigenvalues, %(XI..

t
..,Xn(x) of t h e matrix .
f'(x) f ' ( x ) a r e a l l equivalent i . e . there e x i s t s c >O such that
ri(x)
-1
c -
< q-3 -< c f a r all i , j and x . Rris i n turn implies the equivalence
of 1 f ' ( x ) ~ 1and
~ ff'(x)[2/niq12 . Setting then q = f ' ( x ) - \ we have

In t h i s section we w i l l show t h a t the weight, / f ' ( ~ ) \ l - ~,/ s~a t i s f i e s

the s i x properties stipulated i n Section 2. Hence, a l l the r e s u l t s o f Section

2 resvlin valid f o r solutions, u(x) , of w degenerate e l l i p t i c equation of

the form

div (A(x) vu(x)) = 0

where the degeneracy of A(x)~,. 5 i s t h a t described inmediately above.

Before proceeding t o the proofs of the six properties l e t ' s look a t a c l a s s

a
of special quasi-confowal maps. For each a > - 1 s e t % ( X I = 1x1 x .
x x
a
'hen f , ( x ) = 1x1 ( B i j + 9 9
). I t i s e a s i l y checked t h a t If~(x)l i s
1x1
 106 FABES, KENIG, AND SERAPIONI

equivalent ot Ixlan . Also for each 5 E Rn , If&(x)112 is equivalent to

1x1 2a1512 . Hence fa(x) is quasi-conformal on lRn for a > - 1 and ~f;(x)ll'

is equivalent ot 1x1Nn-2) .
Certainly for a?$ , ~ x l ~ ( ~does ) belong to the class A2 ,
- ~ not
but as a consequence of the results of this section these weights satisfy the
basic six properties needed in Section 2. As a consequence all the properties
stated there remain valid for solutions of degenerate elliptic equations of the
form

div (~(x)vu(x) ) = 0

B 2 B 2
where $ 1x1 _>A(X)~.P _> c 1x1 15) and B>-(11-21 .
B
We should observe that the cases of w(x) = xl with -n<a I 5 -(n-2)
fall into the A2 class and so the degenerate equations governed by these are
covered by the techniques of Section I, not by the methods of this section.
Downloaded by [Indiana Universities] at 03:01 10 April 2013

We now return to the case of a general quasi-conformal map, f(x) , and we

1-2/n
begin the proof that I f'(x) 1
satisfies the six properties of weights
given in Section 2.

Property 1. Let n denote a bounded domain in Rn and a sequence of

C=(R~) satisfying:

The.n vi= O for i = l ,...,n

-
Proof: From condition ( a ) and the fact 1 f'( x ) 1 0 (see [GI) almost everywhere

we may assume cpk + 0 pointwise almost everywhere.

Set Yk =
(% if 1 V J 9
sgn$ if Iskl >l
. The sequence, [yk) . is a sequence

of uniformly bohded Lipschitz continuous functions on F? with the properties:

 DEGENERATE ELLIPTIC EQUATIONS

.
where v = (vl,. ,vn) .
This in turn implies that the sequence ( \ s Y of-']
k
satisfies:

From this it follows that vof-l and, hence v is identically 0 .

Property 2. For any cp E :C (n) ,

Downloaded by [Indiana Universities] at 03:01 10 April 2013

where Cn is independent of cp .

-
Proof. This is an immediate consequence of Property 4 whose proof will be given
shortly.

Praperty 3. lf'(~)ll-'/~ belongs to A,

Proof. This follows from fundamental work of Gehring in [GI where it was shown
that Ift(x)1 E A, .
Property 4. Set w(x) = lfl(x) 1-2/n . There exists k >l such that for all B
and for all cp E C: (B)

-
Proof. By the change of variable y = f(x) J"lvV(x) 12w(x) dx is equivalent
B
to ~o(~qof-l(y))l~ dy . At the same time for any k_>l ,
f(B)
 108 FABES, KENIG, AND SERAPIONI

Because f is quasi-conformal there exists a ball B" such that

where 6 depends only on f . Also f-I is quasi-conformal and from the

Downloaded by [Indiana Universities] at 03:01 10 April 2013

work of Gehring ([GI), !f-'(y)( belongs to A . As a consequence there is

a number s >n/2 such that for ball, B' ,

To see this set E = (r>l : there is a constant, c , so that for any cube Q ,

Since w E Am , E is not empty. Set s =sup E . From Gehring's result

([GI) there exists a number s t>n/2 such that wS' = !f-1'12s'/n belongs
S
to Am . Suppose so_<s' . Then w O E A- and, hence, belongs to Aq for
some q > l . This implies wr E Aq for all 1 <r_<so and so there exists
S>O such that for all r_<so and all cubes Q ,

(c,,~ depends only on r and 6 ) . Now choose r = so -E where E > O is

chosen so that (so-c)(1+6)=~o . Then for any cube, Q ,

 DEGENERATE ELLIPTIC EQUATIONS

This means s E E which c o n t r a d i c t s t h e f a c t so = sup E . We must then

have sl<s and t h i s implies t h e e x i s t e n c e of a constant C so that for a l l

cubes

Returning now t o t h e i n e q u a l i t y ( * ) , t h e l e f t h m d s i d e i s l e s s than or

equal t o

As f(B) i s equivalent t o B t h e above "reverse Holder i n e q u a l i t y " f o r

5 implies
Downloaded by [Indiana Universities] at 03:01 10 April 2013

Hence

Since s ' >n/2 t h e conjugate exponent s is < -L

n-2 . We now pick k >1 so
that ks = 5 . With t h i s choice of k t h e usual Sobolev imbedding Theorem

gives

Hence t h e left-hand s i d e of (*) i s

 FABES, KENIG, AND SERAPIONI

Finally,

Since If(B)I i s equivalent ot I%/ we have

This concludes the proof of inequality (*) and thus of Property 4.

Property 5 ) Let w(x) = 1 f ' ( x ) 1 1-2/n . There i s a constant c such t h a t f o r

all B and f o r a l l cp E ~'(5) ,

Downloaded by [Indiana Universities] at 03:01 10 April 2013

-
Proof. It i s enough t o establish the above inequality with the mean value,

QB , replaced by a constant, CB . Again using the change of variables

y = f ( x ) and the procedure i n the proof of Property 4 we see t h a t what we must

prove i s the inequality,

for a l l cp E c'(B) with C independent of cp . (As i n the previous proof

C(y) = 1 f-"(y) 12/n .) It i s enough t o establish the l a s t inequality with the

exponent 2 on the left-hand side replaced by 2k with k>l . I n f a c t we

choose k and s as i n the previous proof so t h a t 2ks = q and A = 1- -1 .

q 2 n
The exact same steps a s i n the case of Property L reduce the above inequality

t o showing the existence of a constant c such t h a t f o r each cp E c1(B) there

e x i s t s a number CB satisfying
 DEGENERATE ELLIPTIC EQUATIONS

The f i r s t s t e p i n proving t h i s i n e q u a l i t y i s t o reduce it t o t h e case B

i s the unit b a l l ,
B1
, centered a t t h e o r i g i n and t h e i q e of Bl, under t h e

qussi-conforms1 map contains and i s contained i n constant m h l t i p l e s of where

El
t h e c o n s t a n t s depend only on t h e d i l a t a t i o n constant of t h e given nap, f .
We can c e r t a i n l y assume our o r i g i n a l b a l l , B 5 B i s centered a t 0 and t h a t

f(0) = 0 . Recall there e x i s t s 6> O , depending only on t h e d i l a t a t i o n

constant of f and t h e r e e x i s t s s >O such t h a t SBsC f ( B r ) C Bs . Set

g(x) =
1
- f(rx) . g i s quasi-conformal with t h e same s i l a t a t i o n c o n s t a n t a s

f . Moreover g-'(y) = $ f-l(sy) .

Remember B1 denotes the u n i t b a l l . Assume we know t h e e x i s t e n c e of C ,
depending only on dimension and t h e d i l a t a t i o n constant of g , such t h a t f o r
1
each Y E C (S1) t h e r e i s a number satisfying
Downloaded by [Indiana Universities] at 03:01 10 April 2013

This i n e q u a l i t y i s equivalent t o

i.e. (setting x' = -1 f-1( s y ) )

and f i n a l l y t h i s i s equivalent t o t h e i n e q u a l i t y
 112 FABES, KENIG, AND SERAPIONI

L e t t i w now ? ( x ) = Y( 1! ) we have

Since = I: - 1 t h i s l a s t i n e q u a l i t y i m e d i a t e l y gives t h e r e l a t i o n
-?: (xx) ,
q 2 n
r e c a l l i n g t h a t 9 5 3- .
What i , j l e f t t o show i s t h e v a l i d i t y of

f o r each Y E C :g1'I with c depsniing only on t h s d i l a t a t i o n constant of

g , which equals the one f o r f

We now use Jones' extension theorem ([J]) applied t o \yo&-' t o get a

function, h , d ~ f i l l f ? don a l l of R" with yog-'- -@lg(Bl) md

Downloaded by [Indiana Universities] at 03:01 10 April 2013

with C depending only on dil?msion -in3 t h e d i l a t i o n constant of g . Also

there i s a p o s i t i v e number S , wain depending only on t h e d i l a t i o n constant

of g , so t h a t

The usual Poincard i n e q u a l i t y f i n i s a constant so that

The f i n s 1 property i s

Property 5. Set w(x) = 1 l" ( c 't 11-2/

,
n . There a r e p o s i t i v e numbers, q,p, c d t h
1
l < p <2 such t h a t f o r any B and cp E C (5) s a t i s f y i n g [ ( x E B : q(x) =o]1 2
 DEGENERATE ELLIPTIC EQUATIONS

--
Pro3f. Again s e t "w(y) := 1 f - l ' ( y ) 12//n The l e f t - h a n d s i d e of t h e i n e q u a l i t y

i n Property 6 equals

and cpof-l i s zero on a s e t F f (B) with IF/ l )(

~ cf ( B . Here we have used

the fzct I f ' (x) 1 E A, , .

Let s , s ' , and denote t h e exponents and b a l l used i n Property 4.

From ~ ' d l d e r ' si n e q u a l i t y t h e above i n t e g r a l i s l e s s than or equal t o

Downloaded by [Indiana Universities] at 03:01 10 April 2013

l =c(
For t h e r i g h t - h a n i r i d e f i r s t r e c a l l d i a ~ J 1 f'l'(y) 1dy)l/" md

Hence ~ l ~ ~lPw(x)
( x )c
k i s equivalent t o
B

Making t h e change of v a r i a b l e y = f(x) t h e l a s t i n t e g r a l equals

Thus t h e right-hand s i d e o f t h e i n e q u a l i t y i n Property 5 i s equivalent t o

 114 FABES, KENIG, AND SERAPIONI

We w i l l no7# show t h a t f o r some r > 1 t h e above expression i s g r e a t e r than

a constant times

Once t h i s i s done we r e c a l l t h a t t h e left-hand s i d e of t h e inequality i n

Property 6 i s bounded by

and a l s o t h a t rpof-I s 0 on a s e t F with IF^ _>clf ( B ) I . I f we now choose

q so t h a t qs = t and
t = 1r: - 1
-n t h e desired inequality follows again using
Jones' extension theorem f o r Sobolev spaces ( [ J I ) and t h e standard inequality on

noting t h a t IF^ _>cl$I .

L e t ' s now r e t u r n t o proving t h a t t h e expression (-) i s bigger
Downloaded by [Indiana Universities] at 03:01 10 April 2013

than some constant times

f o r some r > l . Set E= ,

2
(1-p/2) . The

-cL P-r
( J V o f - I ~ f - ~ ' Y l q Y( ~J '~ f - ~ ' Y lP - r d ~ ) p .
f (B) f (B)

Remember we a r e thinking of p<2 but near 2 and r > 1 but near 1.

Since I f'll(y) 1 E %, there e x i s t s a p o s i t i v e number CX ( l a r g e ) such

that ~ f - l ' ( y ) l EA., . We now choose small enough, i . e . p near 2,

so that = with p >a . Therefore since 6 c f ( ~ c) $
P - r @ - I m 1P - 1
[L J)f-l'(y)Icll isequivalentto
 DEGENERATE ELLIPTIC EQUATIONS

We conclude t h a t t h e expression (**) dominates a c o n s t a n t times

Now

Therefore t h e c o e f f i c i e n t of t h e above i n t e g r a l i s b i g g e r than o r e q u a l t o

Downloaded by [Indiana Universities] at 03:01 10 April 2013

We now observe t h a t Ep +
1
;--2
= 0
1 1
and --
-r - Ep - 1 L .
np P = ;-
So t h e c o e f f i c i e n t o f t h e above i n t e g r a l i s l a r g e r t h a n which

i s e x a c t l y what we wished t o prove.

Acknowledganent: The f i r s t tv.u a u t h r s w e supprtd in part by N.S.F.

References

[c,F,M,S] C a f f a r e l l i , L . , Fabes, E . , Mortola, S. and S a l s a , S . , Boundary

behavior of nonnegative s o l u t i o n s of e l l i p t i c o p e r a t o r s i n divergence
form., t o appear i n t h e I n d i a n a U. Math. J o u r n a l .

[C,F] Coifman, R. and Fefferman, C . , Weighted norm i n e q u a l i t i e s f o r maximal

f u n c t i o n s and s i n g u l a r ' i n t e g r a l s , S t u d i a Math., T. L I . (1974), 341-250.

[D,Gl De G i o r g i , E . , S u l l a d i f f e r e n z i a b i l i t ' a e a n a l i t i c i t i d e l l e e s t r e m a l i
d e g l i i i t e g r a i i m u l t i p l i , r e g o l a r i , Mem. Accad. S c i . Torino 3 (19571,
25-43.
Downloaded by [Indiana Universities] at 03:01 10 April 2013