Journal of Inequalities in Pure and Applied Mathematics ESTIMATES FOR THE GREEN FUNCTION AND CHARACTERIZATION OF A CERTAIN KATO CLASS BY THE GAUSS SEMIGROUP IN THE HALF SPACE volume 6, issue 4, article 119, 2005. IMED BACHAR Département de Mathématiques Faculté des Sciences de Tunis Campus Universitaire, 2092 Tunis, Tunisia. Received 06 July, 2005; accepted 11 August, 2005. Communicated by: C. Bandle EMail: Imed.Bachar@ipeit.rnu.tn Abstract Contents JJ J II I Home Page Go Back Close c 2000 Victoria University ISSN (electronic): 1443-5756 204-05 Quit Abstract We establish a 3G-theorem for the Green functions Gm,n of (−∆)m (m ≥ 1) on Rn+ := {x = (x1 , . . . , xn ) ∈ Rn : xn > 0}, n ≥ 2m − 1, with Navier boundary conditions ∆j u |∂Rn = 0, 0 ≤ j ≤ m − 1. + We exploit these results to define a certain Kato class of functions that we characterize by means of the Gauss semigroup on Rn+ . 2000 Mathematics Subject Classification: 34B27. Key words: Green functions, 3G-theorem, Kato class. The author is especially thankful to Professor Habib Mâagli for valuable discussions. He also thanks the referees for their careful reading of the paper Contents Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2 Inequalities for the Green’s Function . . . . . . . . . . . . . . . . . . . . 7 3 The Class Km,n (Rn+ ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 References JJ J II I Go Back Close Quit Page 2 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 1. Introduction In [2], for n ≥ 3 and [3], for n = 2, the authors have established interesting estimates for G(x, y), the Green function of the Laplace operator corresponding to zero Dirichlet boundary conditions in the half space Rn+ := {x = (x1 , . . . , xn ) ∈ Rn , xn > 0}. In particular, they have proved the following form of the 3G-Theorem: Theorem 1.1. There exists a constant C > 0 such that for each x, y, z ∈ Rn+ G(x, z)G(z, y) zn zn (1.1) ≤C G(x, z) + G(y, z) . G(x, y) xn yn They then introduced a class of functions K1,n (Rn+ ) as follows: Definition 1.1. A Borel measurable function q in Rn+ belongs to the class K1,n (Rn+ ) if q satisfies the following condition Z yn lim sup G(x, y) |q(y)| dy = 0. r→0 x∈Rn (|x−y|≤r)∩Rn xn + + They have studied the properties of functions belonging to this class. In particular, in [2], the authors have showed the following characterization: (1.2) q ∈ K1,n (Rn+ ) ⇐⇒ lim t→0 Z Z sup x∈Rn + Rn + 0 t yn p(s, x, y) |q(y)| dsdy xn ! Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back = 0, where p(s, x, y) is the density of the Gauss semigroup on Rn+ . Note that similar characterizations have been already established in [1], (see also [5] and [8]) for the classical Kato class Kn (Rn ) defined as follows: Close Quit Page 3 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Definition 1.2. A Borel measurable function q in Rn+ (n ≥ 3) belongs to the Kato class Kn Rn+ if q satisfies the following condition ! Z 1 lim sup |q(y)|dy = 0. α→0 x∈Rn Rn ∩B(x,α) |x − y|n−2 + + For properties of functions in Kn (Rn+ ) we refer to [1], [5], [8], [10] and [11]). Throughout this paper, we denote by Gm,n (x, y) the Green’s function of the operator u 7→ (−∆)m u on Rn+ with Navier boundary conditions ∆j u |∂Rn = 0, + 0 ≤ j ≤ m − 1 for m ≥ 1 and n ≥ max(3, 2m − 1). The outline of the paper is as follows. In Section 2, we give explicitly the expression of Gm,n (x, y) and we prove some inequalities on Gm,n (x, y) including a 3G-Theorem of the form (1.1). In Section 3, we introduce a class of functions Km,n (Rn+ ) defined as follows: Definition 1.3. A Borel measurable function q in Rn+ belongs to the class Km,n (Rn+ ) if q satisfies ! Z yn (1.3) lim sup Gm,n (x, y) |q(y)| dy = 0. n r→0 xn x∈R+ (|x−y|≤r)∩Rn + We then study properties of functions belonging to this class. In particular, we prove the following characterization for n > 2m: (1.4) Z t→0 Imed Bachar Title Page Contents JJ J II I Go Back Close q ∈ Km,n (Rn+ ) ⇔ lim Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Z sup x∈Rn + Rn + 0 t yn m−1 s p(s, x, y) |q(y)| dsdy xn Quit ! = 0, Page 4 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 which extends (1.2). In order to simplify our statements, we define some convenient notations. Notations: • B(Rn+ ) denotes the set of Borel measurable functions in Rn+ . • s ∧ t = min(s, t) and s ∨ t = max(s, t) for s, t ∈ R. • Let f and g be two nonnegative functions on a set S. We say f g if there exists a constant c > 0, such that f (x) ≤ cg(x) for all x ∈ S. We say f ∼ g if f g and g f. Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar • Let x, y ∈ Rn+ . Put y = (y1 , . . . , yn−1 , −yn ). Then we have |x − y|2 = |x − y|2 + 4xn yn and |x − y|2 ≥ (xn + yn )2 , Title Page Contents which implies that (1.5) (1.6) |x − y|2 ∼ |x − y|2 + xn yn xn ∨ yn ≤ |x − y| . JJ J II I Go Back The following properties will be used several times. (i) For s, t ≥ 0, we have (1.7) Close Quit s∧t∼ st . s+t Page 5 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 (ii) Let λ, µ > 0 and 0 < γ ≤ 1, then we have (1.8) (1.9) (1.10) (1.11) 1 − tλ ∼ 1 − tµ , for t ∈ [0, 1]. log(1 + λt) ∼ log(1 + µt), for t ≥ 0. log 1 + tλ ∼ 1 ∧ tλ log (2 + t) , for t ≥ 0. log(1 + t) tγ , for t ≥ 0. (iii) Let a > 0, then we have (1.12) 1 − e−a ∼ min(1, a). Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 6 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 2. Inequalities for the Green’s Function In the sequel for t > 0, x and y ∈ Rn+ , we denote by !! ! 1 |x − y|2 |x − y|2 p(t, x, y) = exp − − exp − n 4t 4t (4πt) 2 ! x y 1 |x − y|2 n n = exp − 1 − exp − , n 2 4t t (4πt) the density of the Gauss semigroup on Rn+ . Then the Green’s function of ∆ with the Dirichlet condition on ∂Rn+ is given by Z ∞ (2.1) G(x, y) = p(t, x, y)dt. Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar 0 Let Gm,n (x, y) be the Green’s function of the operator u 7→ (−∆)m u on Rn+ with Navier boundary conditions ∆j u |∂Rn = 0, 0 ≤ j ≤ m − 1. + Then Gm,n satisfies for m ≥ 2, Z Z Gm,n (x, y) = ··· G(x, z1 )G(z1 , z2 ) · · · G(zm−1 , y)dz1 . . . dzm−1 . Rn + Rn + Moreover, using the Fubini theorem, (2.1) and the Chapman-Kolmogorov iden- Title Page Contents JJ J II I Go Back Close Quit Page 7 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 tity we have Gm,n (x, y) Z Z = ··· Rn + G(x, z1 )G(z1 , z2 )dz1 )G(z2 , z3 ) · · · G(zm−1 , y)dz2 . . . dzm−1 Rn + ∞Z ∞ Z Z ··· Z = Rn Z +∞ Rn + Z ··· = 0 p(t1 +t2 , x, z2 )dt1 dt2 G(z2 , z3 ) · · · G(zm−1 , y)dz2 . . . dzm−1 0 ∞ 0 p(t1 + t2 + · · · + tm , x, y)dt1 . . . dtm . Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space 0 A simple computation shows that for each m ≥ 1 and x, y ∈ Rn+ Z ∞ 1 sm−1 p(s, x, y)ds. (2.2) Gm,n (x, y) = (m − 1)! 0 Imed Bachar Next, we purpose to give an explicit expression for Gm,n . Let δ > 0 and x, y ∈ Rn+ such that x 6= y. Put a = |x−y| and b = |x−y| . Then 2 2 we have Z δ Z ∞ n−2m 2m−n m−1 (2.3) s p(s, x, y)ds = αm,n |x − y| r( 2 )−1 e−r dr 2 |x−y| 4δ 0 − |x−y|2m−n ∞ Z = βm,n ξ Z Contents JJ J II I Go Back ! ∞ |x−y|2 4δ ( n−2m )−1 2 Title Page r( −a2 ξ (e n−2m )−1 2 e−r dr Close Quit −b2 ξ −e )dξ, Page 8 of 33 1 δ J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 where αm,n and βm,n are some positive constants. Hence, using this fact and (2.2) it follows that Z δ lim sm−1 p(s, x, y)ds = (m−1)!Gm,n (x, y) < ∞ for x 6= y ⇐⇒ 2m−n < 2. δ→∞ 0 Moreover, we deduce from (2.3) by letting δ → ∞, the following explicit expression of Gm,n . Proposition 2.1. For each x, y ∈ Rn+ , we have 1 1 a − , if n > 2m, m,n |x−y|n−2m |x−y|n−2m 4xn yn Gm,n (x, y) = b log 1 + , if n = 2m, m,n |x−y|2 c (|x−y| − |x − y| ), if n = 2m − 1, m,n Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page where am,n , bm,n and cm,n are some positive constants. Contents JJ J Corollary 2.2. For each x, y ∈ Rn+ , we have (i) For n > 2m, xn yn 1 Gm,n (x, y) ∼ n−2m 2 ∼ |x − y| |x − y| |x − y|n−2m xn yn 1∧ |x − y|2 II I Go Back . Close Quit Page 9 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 (ii) For n = 2m, xn yn 1∧ |x − y|2 xn yn Gm,n (x, y) ∼ log 2 + |x − y|2 ! xn yn |x − y|2 . ∼ log 1 + |x − y|2 |x − y|2 (iii) For n = 2m − 1, 1 xn yn Gm,n (x, y) ∼ ∼ (xn yn ) 2 |x − y| 1 (xn yn ) 2 1∧ |x − y| ! . Proof. The proof follows immediately from Proposition 2.1 and the statements (1.8), (1.5) and (1.7) for n > 2m or n = 2m − 1 and using further (1.9) – (1.10) for n = 2m. Rn+ Corollary 2.3. For each x, y ∈ we have 1 , if n > 2m, |x−y|n−2m yn 1 + Gm,n (x, y) if n = 2m, Gm,n (x, y) xn x ∧y if n = 2m − 1. n n Imed Bachar Title Page Contents JJ J II I Go Back Close Remark 1. For each x, y ∈ Rn+ we have yn 1 Gm,n (x, y) xn |x − y|n−2m Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Quit 1∧ yn xn 2 ! , if n > 2m. Page 10 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Indeed, from Corollary 2.3, we have yn 1 Gm,n (x, y) . xn |x − y|n−2m Interchanging the role of x and y, we get Gm,n (x, y) yn 1 · , xn |x − y|n−2m Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space which implies the result. The next lemma is crucial in this work. Lemma 2.4 (see [7]). Let x, y ∈ Rn+ . Then we have the following properties: 1. If xn yn ≤ |x − y|2 , then √ ( 5 + 1) (xn ∨ yn ) ≤ |x − y|. 2 2. If |x − y|2 ≤ xn yn , then √ ! 3− 5 xn ≤ yn ≤ 2 √ ! 3+ 5 xn . 2 Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 11 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Corollary 2.5. For each x, y ∈ Rn+ , we have Gm,n (x, y) (2.4) (2.5) (2.6) (|x| + xn yn , |x − y|n−2m+2 xn yn n−2m+2 1) (|y| Gm,n (x, y), + 1)n−2m+2 xn ∧ yn Gm,n (x, y) . |x − y|n+1−2m Proof. The assertions (2.4) and (2.5) follow from Corollary 2.2 and the fact that |x − y| ≤ | x−y| ≤ (|x| + 1)(|y| + 1) and Imed Bachar t ≤ log(1 + t) ≤ t, 1+t for t ≥ 0. To prove (2.6) we claim that (2.7) Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Gm,n (x, y) Title Page Contents xn . |x − y|n+1−2m Indeed, we have the following cases: Case 1. If n > 2m or n = 2m − 1, the inequality (2.7) follows from Corollary 2.2, (1.6) and the fact that |x − y| ≥ |x − y| . Case 2. If n = 2m, then we have the following subcases: JJ J II I Go Back Close Quit Page 12 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 1. If |x − y|2 ≤ xn yn , then by Lemma 2.4, we get xn ∼ yn . Using this fact, Proposition 2.1, (1.9) and (1.11) we deduce that cx2n Gm,n (x, y) ∼ log 1 + , (where c > 0), |x − y|2 xn . |x − y| 2. If xn yn ≤ |x − y|2 , then Lemma 2.4 gives that (xn ∨ yn ) |x − y|. Hence from (2.4), we deduce that Gm,n (x, y) xn yn xn . 2 |x − y| |x − y| Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar This proves (2.7). Interchange the role of x and y, we obtain (2.6). Proposition 2.6. a) For each t > 0, and all x, y ∈ Rn+ , we have Z t sm−1 p(s, x, y)ds Gm,n (x, y). 0 b) Let t > 0 and x, y ∈ Rn+ . Then Z Gm,n (x, y) Title Page Contents JJ J II I Go Back t s m−1 p(s, x, y)ds, Close 0 provided √ i) n > 2m and |x − y| ≤ 2 t; or Quit Page 13 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 √ ii) n = 2m and |x − y| ≤ 2 t; or √ iii) n = 2m − 1 and |x − y| ≤ 2 t. Proof. Let t > 0 and x, y ∈ Rn+ . Then a) follows immediately from (2.2). To prove b) we distinguish three cases. i) For n > 2m, using (1.12) and the fact that for a, b ∈ (0, ∞) we have (1 ∧ ab) ≥ (1 ∧ a)(1 ∧ b), √ then there exists C > 0 such that for |x − y| ≤ 2 t, Z t s 0 m−1 Z t 2 |x − y| exp − 4s ! xn yn 1∧ p(s, x, y)ds ≥ C ds n +1−m s 0 s2 Z ∞ n C 4rxn yn −1−m −r ≥ r2 e 1∧ dr 2 |x − y|n−2m |x−y| |x − y|2 4t Z ∞ n C xn yn −1−m −r 2 r e (1 ∧ 4r)dr ≥ 1∧ n−2m 2 2 |x−y| |x − y| |x − y| Z ∞4t n C xn yn ≥ 1∧ r 2 −1−m e−r dr n−2m 2 |x − y| |x − y| 1 C xn yn ≥ 1∧ . n−2m |x − y| |x − y|2 1 Hence the result follows from Corollary 2.2. Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 14 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 √ ii) For n = 2m, by (2.3), there exists C > 0 such that for |x − y| ≤ 2 t ! Z t Z |x−y|2 −r 2 4t e | x−y| dr ≥ C log . sm−1 p(s, x, y)ds = αm,n |x−y|2 r |x − y|2 0 4t Hence the result follows from Proposition 2.1. √ iii) Let n = 2m − 1, t > 0 and x, y ∈ Rn+ such that |x − y| ≤ 2 t. |x−y| √ and b = √ . Then using (2.3), we obtain Put a = |x−y| 2 t 2 t Z I := Z t √ m−1 s p(s, x, y)ds = 2αm,n t a ∞ r −3 2 e−r dr − b Z a2 0 Now since for α > 0, we have Z ∞ −3 r 2 e−r dr = 2 α2 ∞ r −3 2 e−r dr . b2 Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar 2 e−α − α Z ! ∞ r −1 2 e−r dr , α2 √ Z ∞ Z ∞ −1 −1 −a2 −b2 −r −r 2 2 I = 4αm,n t (e −e )+b r e dr − a r e dr b2 a2 # " Z b2 Z ∞ √ −1 −1 1 r 2 e−r (r 2 − a)dr . = 4αm,n t (b − a) r 2 e−r dr + a2 b2 Title Page Contents we deduce that Hence JJ J II I Go Back Close Quit √ I ≥ 4αm,n t(b − a) Z ∞ r −1 2 e−r dr. Page 15 of 33 b2 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 That is ∞ Z I ≥ 2αm,n (|x − y| − |x − y|) |x−y|2 4t ∞ Z ≥ 2αm,n (|x − y| − |x − y|) r r −1 2 −1 2 e−r dr e−r dr. 1 The result follows from Proposition 2.1. Next we purpose to prove that Gm,n satisfies (1.1). 3G-Theorem. For x, y, z ∈ Rn+ , we have Gm,n (x, z)Gm,n (z, y) zn zn Gm,n (x, z) + Gm,n (y, z) . Gm,n (x, y) xn yn Proof. To prove the inequality, we denote by A(x, y) := that A is a quasi-metric, that is for each x, y, z ∈ Rn+ , (2.8) xn y n Gm,n (x,y) and we claim A(x, y) A(x, z) + A(y, z). To this end, we observe that by using Corollary 2.2 and Lemma 2.4, the claim can be proved by similar arguments as in [2], for n > 2m and as in [3], for n = 2m. To prove (2.8), for n = 2m − 1, we derive from Corollary 2.2 that 1 A(x, y) ∼ (|x − y|2 ∨ xn yn ) 2 ∼ |x−y| . Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 16 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Now since | x − z |≤| x−z|, we deduce that A(x, y) |x − z| + |z−y| |x−z| + |z−y| (A(x, z) + A(y, z)). Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 17 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 The Class Km,n(Rn+) 3. Next we purpose to study and to characterize the class Km,n (Rn+ ) for n > 2m. We recall that for 0 < α < n, we say that a Borel measurable function q in n e α,n (Rn ) (see [6]) if q satisfies the following condition R+ belongs to the class K + Z (3.1) lim sup r→0 x∈Rn + (|x−y|≤r)∩Rn + |q(y)| dy = 0. |x − y|n−α The usual Kato class Kn (Rn+ ), corresponds to α = 2. Remark 2. Let n > 2m. Using Corollary 2.3, the class Km,n (Rn+ ) obviously e 2m,n (Rn+ ). In particular, Kn (Rn+ ) ⊂ Km,n (Rn+ ). includes the class K n Example 3.1. Suppose that for p > > 1, we have 2m 2p ! Z yn M0 = sup min , 1 |q(y)|p dy < ∞, n x x∈Rn n + (|x−y|≤1)∩R+ then q ∈ Km,n (Rn+ ). Indeed, let 0 < r < 1 and x ∈ Rn+ , then using Remark 1 and the Hölder inequality we get Z yn Gm,n (x, y) |q(y)| dy xn (|x−y|≤r)∩Rn + Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 18 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Z yn xn min (|x−y|≤r)∩Rn + Z min (|x−y|≤r)∩Rn + ! 2 ,1 yn xn 2p Z 1 |q(y)| dy |x − y|n−2m ! ! p1 , 1 |q(y)|p dy 1 × p (|x−y|≤r)∩Rn + |x − y| p−1 (n−2m) ! p−1 p dy . Hence Z sup x∈Rn + (|x−y|≤r)∩Rn + 1 2mp−n yn Gm,n (x, y)q(y)dy M0p r p → 0 as r → 0. xn Proposition 3.1. Let p > max y 7→ n ,1 2m and f ∈ Lp Rn+ . Then f (y) ∈ Km,n (Rn+ ) (|y| + 1)µ−λ ynλ provided i) n > 2m, λ ≤ 2 and λ < 2m − n p and µ ≥ max(0, λ) or ii) n = 2m and λ < min(2, 2m − np ) ≤ µ iii) n = 2m − 1, λ ≤ 2 and λ < 2m − n p or and µ ≥ max(1, λ). Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 19 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 n Proof. Let p > max 2m , 1 and q ≥ 1 such that p1 + 1q = 1. For f ∈ Lp (Rn+ ), x ∈ Rn+ and 0 < r < 1, put Z |f (y)| yn Gm,n (x, y) dy. I = I(x, r) := xn (|y| + 1)µ−λ ynλ B(x,r)∩Rn + Note that if |x − y| ≤ r, then (|x| + 1) ∼ (|y| + 1). So, we distinguish the following cases: Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Case 1. n > 2m. Assume that λ ≤ 2 and λ < 2m − np . Let µ ≥ max(0, λ) and put λ+ = max(λ, 0). Then using Corollary 2.2, (1.6) and the fact that |x − y| ≤ |x − y| , we deduce by the Hölder inequality that |f (y)| Z I B(x,r)∩Rn + r Z n+λ+ −2m |x − y| dy kf kp 1 B(x,r)∩Rn + Imed Bachar ! 1q (n+λ+ −2m)q |x − y| dy Title Page 2m− n −λ+ p , which tends to zero if r → 0. n Case 2. n = 2m. Assume that λ < min 2, 2m − p ≤ µ. Using Proposition 2.1 and the Hölder inequality, we deduce that Z I kf kp (|x−y|≤r)∩Rn + yn xn q log 1 + 4xn yn |x − y|2 q Contents JJ J 1 (|y| + 1)(µ−λ)q ynλq ! 1q dy II I Go Back Close Quit Page 20 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 q q 1q yn 4xn yn 1 log 1 + dy xn |x − y|2 (|y| + 1)(µ−λ)q ynλq (|x−y|≤r)∩D1 Z q q 1q yn 4xn yn 1 + log 1 + dy xn |x − y|2 (|y| + 1)(µ−λ)q ynλq (|x−y|≤r)∩D2 Z = I1 + I2 , where D1 = {y ∈ Rn+ 2 : xn yn ≤ |x − y| } and D2 = {y ∈ Rn+ 2 : |x − y| ≤ xn yn }. So, using that log(1 + t) ≤ t, for t ≥ 0 and Lemma 2.4, we obtain Z I1 (|x−y|≤r)∩D1 Z (|x−y|≤r)∩D1 2m− n −λ p Imed Bachar ! 1q Title Page 1q 1 r (2−λ)q yn dy |x − y|2q Contents dy |x − y|λq JJ J , which converges to zero as r → 0. On the other hand, from Lemma 2.4 and the fact that (|x| + 1) ∼ (|y| + 1), we obtain I2 1 xλn (|x| + 1)(µ−λ) Z log 1 + (|x−y|≤r)∩D2 Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space (cxn )2 |x − y|2 1q q dy , II I Go Back Close Quit Page 21 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 √ where c = 1 + 5. Let γ ∈ ] max(0, λ), min(2, 2m − np )[. Since log(1 + t2 ) tγ , for t ≥ 0, then xnγ−λ I2 (|x| + 1)µ−λ Z r Z (|x−y|≤r)∩D2 −γ 2m− n p 1 dy γq (|x−y|≤r)∩D2 |x − y| 1q 1 dy |x − y|γq 1q , which converges to zero as r → 0. Case 3. n = 2m − 1. Assume that λ ≤ 2 and λ < 2m − np . Let µ ≥ max(1, λ). Using Corollary 2.2 and the Hölder inequality, we obtain ! 1q Z (2−λ)q y n I dy q (µ−λ)q B(x,r)∩D1 |x − y| (|y| + 1) ! 1q Z (2−λ)q yn + dy q (µ−λ)q B(x,r)∩D2 |x − y| (|y| + 1) = I1 + I2 . I1 B(x,r)∩D1 Imed Bachar Title Page Contents JJ J II I Go Back Now, if y ∈ D1 , then |x − y| ∼ |x − y| and so Z Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space 1 |x − y|(λ−1)q Close ! 1q dy Quit r 2m− n −λ p , which tends to zero as r → 0. Page 22 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 On the other hand, if y ∈ D2 , then |x − y|2 ∼ xn yn and by Lemma 2.4, we have further xn ∼ yn . This implies that Z 1q n x2−λ x1−λ n n I2 dy (r ∧ cxn ) q µ−λ µ−λ xn (|x| + 1) (|x| + 1) B(x,r)∩D2 n r q , which converges to zero as r → 0. The proof of the next results are similar to the case m = 1 and n ≥ 3, which has been considered in [2]. Since reference [2] is not available, I have chosen to reproduce it here. Proposition 3.2. Let q ∈ Km,n (Rn+ ), then for each compact L ⊆ Rn we have Z yn2 sup |q(y)| dy < ∞. 1 + xn yn x∈Rn (x+L)∩Rn + + Proof. Let q ∈ Km,n (Rn+ ), then by (1.3) there exists r > 0 such that Z yn sup Gm,n (x, y) |q(y)| dy ≤ 1. x x∈Rn n (|x−y|≤r)∩Rn + + Let a1 , a2 , . . . , ap ∈ Rn+ ∩ L such that Rn+ ∩ L ⊆ ∪ B(ai , r). Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back 1≤i≤p Since for a, b ∈ (0, ∞), we have it follows that Rn+ b 1+ab ≤ 1 + |a − b| , then for each x, y, z ∈ 1 + (xn + zn )yn ≤ [1 + zn (1 + |xn − yn |)]. 1 + xn yn Close Quit Page 23 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Using this fact and Corollary 2.2, we obtain: For n > 2m, yn2 [1 + zn (1 + |xn − yn |)] |x + z − y|n−2m 1 + xn yn 1 + (xn + zn )yn yn × |x + z − y|2 + 4(xn + zn )yn Gm,n (x + z, y). (xn + zn ) For n = 2m, using further that t 1+t ≤ log(1 + t), ∀t ≥ 0, we have yn2 [1 + zn (1 + |xn − yn |)] 1 + xn yn 1 + (xn + zn )yn × [|x + z − y|2 + 4(xn + zn )yn ] yn Gm,n (x + z, y). (xn + zn ) Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page For n = 2m − 1, Contents yn2 [1 + zn (1 + |xn − yn |)] 1 + xn yn 1 + (xn + zn )yn 1 × [|x + z − y|2 + 4(xn + zn )yn ] 2 yn Gm,n (x + z, y). (xn + zn ) Now, if z ∈ L and |x + z − y| ≤ r, then yn2 yn Gm,n (x + z, y). 1 + xn yn (xn + zn ) JJ J II I Go Back Close Quit Page 24 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Hence Z (x+L)∩Rn + yn2 |q(y)| dy 1 + xn yn p Z X i=1 (|x+ai −y|≤r)∩Rn + So yn Gm,n (x + ai , y) |q(y)| dy p. (xn + (ai )n ) Z sup x∈Rn + (x+L)∩Rn + yn2 |q(y)| dy < ∞. 1 + xn yn Corollary 3.3. Let q ∈ Km,n (Rn+ ).Then we have for M > 0, Z yn2 |q(y)| dy < ∞. (|y|≤M )∩Rn + Proposition 3.4. Let q ∈ Km,n (Rn+ ), then for each fixed α > 0, we have Z yn p(t, x, y) |q(y)| dy := M (α) < ∞. (3.2) sup sup x t≤1 x∈Rn n (|x−y|>α)∩Rn + + Proof. Let q ∈ Km,n (Rn+ ), 0 < t ≤ 1 and without loss of generality assume that Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 25 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 0 < α < 1. Then by (1.12) and (1.7), it follows that Z yn sup p(t, x, y) |q(y)| dy x x∈Rn n (|x−y|>α)∩Rn + + ! Z 1 − α2 yn2 |x − y|2 n +1 e 8t sup exp − |q(y)| dy. 8 1 + xn yn t2 x∈Rn Rn + + To conclude, it is sufficient to prove that ! Z |x − y|2 yn2 sup exp − |q(y)| dy < ∞. n 8 1 + x y x∈Rn n n R + + Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Indeed, using Proposition 3.2, we have Z yn2 f < ∞. sup |q(y)| dy := M n 1 + x y x∈Rn n n (x+B(0,1))∩R+ + n Imed Bachar Title Page Contents n Now since any ball B(0, k), of radius k ≥ 1 in R can be covered by An k := α(n) balls of radius 1, where An is a constant depending only on n (see [5, p. 67]), then there exists a1 , a2 , . . . , aα(n) ∈ Rn+ such that Rn+ ∩ B(0, k) ⊆ Using the fact that for each x, y, z ∈ ∪ 1≤i≤α(n) B(ai , 1). Rn+ , 1 + (xn + zn )yn ≤ [1 + zn (1 + |xn − yn |)], 1 + xn yn JJ J II I Go Back Close Quit Page 26 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 it follows that for all x ∈ Rn+ and k ≥ 1 : Z yn2 |q(y)| dy 1 + xn yn (x+B(0,k))∩Rn + α(n) Z X i=1 B(x+ai ,1)∩Rn + α(n) Z X i=1 B(x+ai ,1)∩Rn + yn2 |q(y)| dy 1 + xn yn yn2 |q(y)| dy 1 + (xn + (ai )n )yn f. An k n M Hence for all x ∈ Rn+ , we have ! Z yn2 |x − y|2 exp − |q(y)| dy 8 1 + xn yn Rn + Z ∞ X α2 k 2 yn2 exp − |q(y)| dy n 1 + xn yn 8 [kα≤|x−y|≤(k+1)α]∩R + k=0 ∞ 2 2 X f (k + 1)n exp − α k An M < ∞. 8 k=0 Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Thus 2 Z exp − sup x∈Rn + Rn + |x − y| 8 ! yn2 1 + xn yn |q(y)| dy < ∞, Quit Page 27 of 33 which completes the proof. J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Theorem 3.5. Let n > 2m and q ∈ B(Rn+ ). Then the following assertions are equivalent: 1. q ∈ Km,n (Rn+ ) R R t yn m−1 2. lim sup Rn 0 s p(s, x, y) |q(y)| dsdy = 0. + t→0 x∈Rn xn + Proof. 2) ⇒ 1) Assume that Z Z lim sup t→0 x∈Rn + Rn + 0 t yn m−1 s p(s, x, y) |q(y)| dsdy = 0. xn Then by Proposition 2.6, there exists c > 0 such that for α > 0 we have Z (|x−y|≤α)∩Rn + yn Gm,n (x, y) |q(y)| dy ≤ c xn Z Rn + Z 0 α2 4 yn m−1 s p(s, x, y) |q(y)| dsdy, xn which shows that the function q satisfies (1.3). Conversely suppose that q ∈ Km,n (Rn+ ). Let ε > 0, then there exists 0 < α < 1 such that Z yn sup Gm,n (x, y) |q(y)| dy ≤ ε. xn x∈Rn (|x−y|≤α)∩Rn + + Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 28 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 On the other hand, using Proposition 2.6 and (3.2), we have for 0 < t < 1 Z Z t yn m−1 s p(s, x, y) |q(y)| dsdy x n Rn 0 + Z Z t yn m−1 s p(s, x, y) |q(y)| dsdy x n 0 (|x−y|≤α)∩Rn + Z Z t yn m−1 + s p(s, x, y) |q(y)| dsdy x n (|x−y|>α)∩Rn 0 + Z yn Gm,n (x, y) |q(y)| dy xn (|x−y|≤α)∩Rn + Z tZ yn + p(s, x, y) |q(y)| dyds xn 0 (|x−y|>α)∩Rn + ε + tM (α), Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents which implies that Z Z lim sup t→0 x∈Rn + Rn + 0 t yn m−1 s p(s, x, y) |q(y)| dsdy = 0. xn JJ J II I Go Back Corollary 3.6. Let n > 2m and q ∈ B(Rn+ ). For α > 0 and x ∈ Rn+ , put Z Z ∞ yn Gα q(x) := e−αs sm−1 p(s, x, y) |q(y)| dsdy. xn Rn 0 + Close Quit Page 29 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 Then q ∈ Km,n (Rn+ ) ⇔ lim kGα qk∞ = 0, α→+∞ where kGα qk∞ = sup |Gα q(x)| . x∈Rn + Proof. (see [9]). Let q ∈ Km,n (Rn+ ), α > 0 and put Z 1Z α yn m−1 a(α) = sup s p(s, x, y) |q(y)| dyds. x x∈Rn n 0 Rn + + Then we have Z ∞ αe−αt Gα q(x) = "Z Z t 0 Z = Rn + 0 ∞ e−t 0 "Z 0 t α Z Rn + # yn m−1 s p(s, x, y) |q(y)| dyds dt xn # yn m−1 s p(s, x, y) |q(y)| dyds dt. xn 1 It follows that, a(α) ≤ kGα qk∞ . e On the other hand, for t > 0 and k ∈ N such that k ≤ t < k + 1, we have # "Z k+1 Z m Z ∞ X α yn m−1 −t s p(s, x, y) |q(y)| dyds dt Gα q(x) ≤ e k xn Rn + α k=0 0 Z ∞ ≤ a(α) e−t (m + 1)dt Z0 ∞ ≤ a(α) e−t (t + 1)dt = 2a(α), Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 30 of 33 0 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 1 which gives that a(α) ≤ kGα qk∞ ≤ 2a(α). e Hence the results follow from Theorem 3.5. Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 31 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 References [1] M. AIZENMAN AND B. SIMON, Brownian motion and Harnack inequality for Schrödinger operators, Comm. Pure Appl. Math., XXXV (1982), 209–273. [2] I. BACHAR AND H. MÂAGLI, Estimates on the Green’s function and existence of positive solutions of nonlinear singular elliptic equations in the half space, Positivity, 9(2) (2005), 153–192. [3] I. BACHAR, H. MÂAGLI AND L. MÂATOUG, Positive solutions of nonlinear elliptic equations in a half space in R2 , E.J.D.E, 2002 (2002), No. 41, 1–24. [4] I. BACHAR, H. MÂAGLI AND M. ZRIBI, Estimates on the Green function and existence of positive solutions for some polyharmonic nonlinear equations in the half space, Manuscripta Math., 113, (2004), 269–291. [5] K.L. CHUNG AND Z. ZHAO, From Brownian Motion to Schrödinger’s Equation, Springer Verlag (1995). [6] E.B. DAVIES AND A.M. HINZ, Kato class potentials for higher order elliptic operators, J. London Math. Soc., (2) 58 (1998) 669–678. Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back [7] H. MÂAGLI, Inequalities for the Riesz potentials, Archives of Inqualities and Applications, 1 (2003) 285–294. [8] B. SIMON, Schrödinger semi-groups, Bull. Amer. Math. Soc., 7(3) (1982), 447–526. Close Quit Page 32 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005 [9] J.A. VAN CASTEREN, Generators Strongly Continuous Semi-groups, Pitman Advanced Publishing Program, Boston, (1985). [10] Z. ZHAO, Subcriticality and gaugeability of the schrödinger operator, Trans. Amer. Math. Society, 334(1) (1992), 75–96. [11] Z. ZHAO, On the existence of positive solutions of nonlinear elliptic equations. A probabilistic potential theory approach, Duke Math. J., 69 (1993), 247–258. Estimates for the Green function and Characterization of a Certain Kato Class by the Gauss Semigroup in the Half Space Imed Bachar Title Page Contents JJ J II I Go Back Close Quit Page 33 of 33 J. Ineq. Pure and Appl. Math. 6(4) Art. 119, 2005