Lecture 23: Moser’s approach to the mean value inequality 1 The mean value inequality: Moser’s Approach In this lecture we will give an alternative proof of the mean value inequality. As before we take L a uniformly elliptic second order operator in divergence form, and u an L harmonic function on Rn . Let x0 ∈ Rn , take an open ball Bs (x0 ),k > 1 a positive constant, and η be a cutoff function (ie η : Bs (x0 ) → R with η = 0 on the boundary). We have � Aij Bs (x0 ) ∂u ∂η 2 uk =0 ∂xi ∂xj (1) (this is from the weak definition of L harmonic). Therefore � � ∂u ∂η ∂u ∂u +2 ηuk Aij . 0=k η 2 uk−1 Aij ∂xi ∂xj ∂xi ∂xj Bs (x0 ) Bs (x0 ) Note that ∂uβ ∂uβ ∂u ∂u = β 2 u2β−2 Aij ∂xi ∂xj ∂xi ∂xj Aij for all constants β. If we pick β = � k+1 2 k+1 2 we u k−1 (3) get k+1 �2 (2) k+1 ∂u ∂u ∂u 2 ∂u 2 Aij = Aij ∂xi ∂xj ∂xi ∂xj (4) and applying this to 2 gives 4k (k + 1)2 k+1 � k+1 ∂u 2 ∂u 2 η Aij = −2 ∂xi ∂xj Bs (x0 ) 2 � ηuk Aij Bs (x0 ) ∂u ∂η . ∂xi ∂xj (5) Let k = l1 + l2 and apply Cauchy Schwarz to the right hand side to get 4k (k + 1)2 � k+1 k+1 ∂u 2 ∂u 2 η 2 Aij ≤2 ∂xi ∂xj Bs (x0 ) �� ∂u ∂u Aij η 2 u2l1 ∂xi ∂xj Bs (x0 ) 1 �1/2 �� ∂η ∂η Aij u2l2 ∂xi ∂xj Bs (x0 ) (6) �1/2 . Apply 3 with β = l1 + 1 to get 4k (k + 1)2 k+1 ∂u 2 ∂u 2 2 η 2 Aij ≤ l1 + 1 ∂xi ∂xj Bs (x0 ) Choosing l1 = 2l2 − 1 l2 2 k+1 � k−1 2 , l2 = k+1 2 �� ∂ul1 +1 ∂ul1 +1 Aij η 2 ∂xi ∂xj Bs (x0 ) �1/2 �� ∂η ∂η Aij u2l2 ∂xi ∂xj Bs (x0 ) (7) we have �1/2 �� �1/2 ∂η ∂η Aij u2l2 , ∂xi ∂xj Bs (x0 ) (8) �� 2 ∂ul2 ∂ul2 ≤ η 2 Aij l2 ∂xi ∂xj Bs (x0 ) ∂ul2 ∂ul2 Aij η 2 ∂xi ∂xj Bs (x0 ) � so dividing and squaring gives � 2l2 − 1 l2 �2 � ∂ul2 ∂ul2 η Aij ≤4 ∂xi ∂xj Bs (x0 ) � 2 Aij u2l2 Bs (x0 ) ∂η ∂η . ∂xi ∂xj (9) Use uniform ellipticity to simplify this to � 2l2 − 1 l2 �2 � 4Λ η |�u | ≤ λ Bs (x0 ) 2 Since k ≥ 1, we have l2 ≥ 1 and so � � l2 2 2l2 −1 l2 �2 We need to estimate � � l2 2 Bs (x0 ) |�(ηu l2 )|2 . u2l2 |�η|2 . (10) Bs (x0 ) ≥ 1. Thus 4Λ η |�u | ≤ λ Bs (x0 ) 2 � u2l2 |�η|2 . (11) Bs (x0 ) Note that |�(ηul2 )|2 ≤ 2u2l2 |�η|2 + 2η 2 |�ul2 |2 . (12) Apply 11 to get � � l2 |�(ηu )| ≤ Bs (x0 ) 8Λ 2+ λ �� u2l2 |�η|2 . (13) Bs (x0 ) From this we can use Sobolev to estimate �� l2 (ηu ) 2n n−2 � n−2 n � ≤ c Bs (x0 ) |�(ηul2 )|2 (14) Bs (x0 ) � 8Λ ≤ c 2+ λ 2 �� Bs (x0 ) u2l2 |�η|2 (15) �1/2 . for some dimensional constant c. Pick r < s and let η be the usual linear cutoff function, i.e. φ= ⎧ ⎨ 1 s−|x| s−r ⎩ 0 on Br (x0 ) on Bs (x0 ) \ Br (x0 ), and outside Bs (x0 ) . (16) This gives �� (ul2 ) 2n n−2 � n−2 �� n (ηul2 ) ≤ 2n n−2 � n−2 n (17) Bs (x0 ) Br (x0 ) � u2l2|�η|2 ≤ c̃ (18) Bs (x0 )\Br (x0 ) � c̃ u2l2 (s − r)2 Bs (x0 )\Br (x0 ) � c̃ u2l2 (s − r)2 Bs (x0 ) ≤ ≤ for an appropriate constant c̃ that depends on L and n. Define χ = We’ve shown that �� �1/pχ upχ Br (x0 ) � ≤ c̃ (s − r)2 (20) > 1 and p = 2l2 . �1/p �1/p �� up . (21) Bs (x0 ) We can define the Lq norm of a function f by �� ||f ||Lq (BR (x0 )) = n n−2 (19) �1/q f q . (22) BR (x0 ) This is useful notion of length for integrable functions, and in this notation we have � �1/p c̃ ||u||Lp (Bs (x0 )) (23) ||u||Lpχ (Br (x0 )) ≤ (s − r)2 for all r < s. Let rm = 1 + 2−m and pm = 2χm . Then � �1/pm ||u||Lpm+1 (Brm+1 (x0 )) ≤ c̃22m+2 ||u||Lpm (Brm (x0 )) , (24) so, by induction, ||u||Lpm+1 (Brm+1 (x0 )) � � 1 m 2i+2 2χi ||u||L2 (B2 (x0 )) ≤ Πi=0 (2 c̃) Pm ≤ 2 i+1 i=0 2χm 3 Pm c c i=0 2χm ||u||L2 (B2 (x0 )) . (25) (26) Both of these sums converge as m → ∞ by the ration test. Therefore if the L2 norm of u is finite on B2 (x0 ) then the L∞ norm onB1 (x0 ) is finite, and indeed, is bounded by a dimensional constant. 4