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On the heterogeneous distortion inequality

Ilmari Kangasniemi Department of Mathematics, Syracuse University, Syracuse, NY 13244, USA kikangas@syr.edu  and  Jani Onninen Department of Mathematics, Syracuse University, Syracuse, NY 13244, USA and Department of Mathematics and Statistics, P.O.Box 35 (MaD) FI-40014 University of Jyväskylä, Finland jkonnine@syr.edu
Abstract.

We study Sobolev mappings fWloc1,n(n,n)f\in W_{\mathrm{loc}}^{1,n}(\mathbb{R}^{n},\mathbb{R}^{n}), n2n\geq 2, that satisfy the heterogeneous distortion inequality

|Df(x)|nKJf(x)+σn(x)|f(x)|n\left|Df(x)\right|^{n}\leq KJ_{f}(x)+\sigma^{n}(x)\left|f(x)\right|^{n}

for almost every xnx\in\mathbb{R}^{n}. Here K[1,)K\in[1,\infty) is a constant and σ0\sigma\geq 0 is a function in Llocn(n)L^{n}_{\mathrm{loc}}(\mathbb{R}^{n}). Although we recover the class of KK-quasiregular mappings when σ0\sigma\equiv 0, the theory of arbitrary solutions is significantly more complicated, partly due to the unavailability of a robust degree theory for non-quasiregular solutions. Nonetheless, we obtain a Liouville-type theorem and the sharp Hölder continuity estimate for all solutions, provided that σLnε(n)Ln+ε(n)\sigma\in L^{n-\varepsilon}(\mathbb{R}^{n})\cap L^{n+\varepsilon}(\mathbb{R}^{n}) for some ε>0\varepsilon>0. This gives an affirmative answer to a question of Astala, Iwaniec and Martin.

Key words and phrases:
Heterogeneous distortion inequality, Quasiregular mappings, Liouville theorem, Hölder continuity, Astala-Iwaniec-Martin question
2020 Mathematics Subject Classification:
Primary 30C65; Secondary 35B53, 35R45, 53C21
J. Onninen was supported by the NSF grant DMS-1700274.

1. Introduction

Let Ω\Omega be a connected, open subset of n\mathbb{R}^{n} with n2n\geq 2. We study mappings f=(f1,,fn):Ωnf=(f_{1},\dots,f_{n})\colon\Omega\to\mathbb{R}^{n} in the Sobolev space Wloc1,n(Ω,n)W_{\mathrm{loc}}^{1,n}(\Omega,\mathbb{R}^{n}) that satisfy the heterogeneous distortion inequality

(1.1) |Df(x)|nKJf(x)+σn(x)|f(x)|n\left|Df(x)\right|^{n}\leq KJ_{f}(x)+\sigma^{n}(x)\left|f(x)\right|^{n}

for a.e. (almost every) xΩx\in\Omega, where K[1,)K\in[1,\infty) and σLlocn(Ω)\sigma\in L_{\mathrm{loc}}^{n}(\Omega). Here, |Df(x)|\left|Df(x)\right| is the operator norm of the weak derivative Df(x):nnDf(x)\colon\mathbb{R}^{n}\to\mathbb{R}^{n} of ff at a point xΩx\in\Omega; that is, |Df(x)|=sup{|Df(x)h|:h𝕊n1}\left|Df(x)\right|=\sup\{\left|Df(x)h\right|:h\in\mathbb{S}^{n-1}\}. Moreover, Jf(x)=detDf(x)J_{f}(x)=\det Df(x) is the Jacobian determinant of ff. It is worth noting that the natural Sobolev space in which to seek the solutions is Wloc1,n(Ω,n)W^{1,n}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}). The reason for this is that this space provides enough regularity to apply integration by parts to the form JfdxJ_{f}\mathop{}\!\mathrm{d}x.

If σ0\sigma\equiv 0 in (1.1), we recover the mappings of bounded distortion, also known as KK-quasiregular maps. Homeomorphic KK-quasiregular maps are also commonly called KK-quasiconformal. The theory of mappings of bounded distortion arose from the need to generalize the geometry of holomorphic functions to higher dimensions, and is by now a central topic in modern analysis with important connections to partial differential equations, complex dynamics, differential geometry and the calculus of variations; see the monographs by Reshetnyak [32], Rickman [33], Iwaniec and Martin [19], and Astala, Iwaniec and Martin [1]. The last 20 years have also seen widespread study of a more general class of deformations, mappings of finite distortion, where the constant KK is replaced by a finite function K:Ω[1,)K\colon\Omega\to[1,\infty); see e.g. the monographs [19] and [14].

A core part of the theory of quasiregular mappings is that the distortion estimate implies several strong topological properties. In higher dimensions this was pioneered in a series of papers by Reshetnyak (1966–1969). Accordingly, spatial quasiregular mappings enjoy the following properties:

  1. (i)

    A KK-quasiregular mapping is locally 1/K1/K-Hölder continuous [28];

  2. (ii)

    A nonconstant quasiregular mapping is both discrete and open [31, 30];

  3. (iii)

    A bounded quasiregular mapping in n\mathbb{R}^{n} is constant [29].

Recall that a mapping ff is open if f(U)f(U) is open for every open UU, and that ff is discrete if the sets f1{y}f^{-1}\{y\} consist of isolated points. Generalizations of these results also hold for mappings of finite distortion, assuming sufficient integrability conditions on the distortion function; see e.g. [35, 17, 21, 34, 15].

Solutions to the heterogeneous distortion inequality (1.1) generally lack these powerful conditions, and therefore require new tools for their treatment. For instance, if g:Ωg\colon\Omega\to\mathbb{R} in W1,n(Ω)W^{1,n}(\Omega) and f(x)=(eg(x),0,,0)f(x)=(e^{g(x)},0,\dots,0), then ff satisfies (1.1) with σ=|g|Ln(Ω)\sigma=|\nabla g|\in L^{n}(\Omega). This results in a discontinuous solution ff by simply choosing a discontinuous gW1,n(Ω)g\in W^{1,n}(\Omega). Similarly, by choosing a smooth, compactly supported gg, we have that ff satisfies (1.1) with σLp(n)\sigma\in L^{p}(\mathbb{R}^{n}) for every p[1,]p\in[1,\infty], yet ff is neither constant nor discrete or open. Hence, the heterogeneous distortion inequality even with a regular σ\sigma is too weak for its solutions to satisfy the above conditions (ii) and (iii), and therefore the use of e.g. degree theory [9] is unavailable for non-quasiregular solutions.

However, in the planar case n=2n=2, Astala, Iwaniec and Martin showed that entire solutions ff of (1.1) which vanish at infinity do satisfy a counterpart of the Liouville theorem (iii), provided that σ\sigma is sufficiently regular; see [1, Theorem 8.5.1]. This uniqueness theorem has found several important applications, such as the nonlinear ¯\overline{\partial}-problem in the theory of holomorphic motions [22] or the solution to the Calderón problem [2]. It is for this reason that Astala, Iwaniec and Martin asked in [1, p. 253] whether their form of the Liouville theorem and a version of the continuity result (i) remain valid in higher dimensions.

Astala-Iwaniec-Martin Question.  Suppose that fWloc1,n(n,n)f\in W_{\mathrm{loc}}^{1,n}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with σLn+ε(n)Lnε(n)\sigma\in L^{n+\varepsilon}(\mathbb{R}^{n})\cap L^{n-\varepsilon}(\mathbb{R}^{n}) for some ε>0\varepsilon>0. Under these assumptions, is the mapping ff continuous? Moreover, does ff satisfy the following Liouville-type theorem: if f(x)0f(x)\to 0 as |x|\left|x\right|\to\infty, then f0f\equiv 0?

Along with their proof of the planar case, Astala, Iwaniec and Martin provided a counterexample which shows that the assumption σL2()\sigma\in L^{2}(\mathbb{C}) is not enough for the Liouville-type theorem; see [1, Theorem 8.5.2.]. Note that in the planar case, the heterogeneous distortion inequality (1.1) with σLn+ε(n)Lnε(n)\sigma\in L^{n+\varepsilon}(\mathbb{R}^{n})\cap L^{n-\varepsilon}(\mathbb{R}^{n}) amounts to saying that the solutions fWloc1,2(Ω,)f\in W_{\mathrm{loc}}^{1,2}(\Omega,\mathbb{C}) satisfy the homogeneous differential inequality

(1.2) |z¯f|k|zf|+σ~|f|,\left|\partial_{\overline{z}}f\right|\leq k\left|\partial_{z}f\right|+\tilde{\sigma}\left|f\right|,

with k<1k<1 and σ~L2+ε()L2ε()\tilde{\sigma}\in L^{2+\varepsilon}(\mathbb{C})\cap L^{2-\varepsilon}(\mathbb{C}). Moreover, (1.2) can in fact be expressed as a linear heterogeneous Cauchy-Riemann system, and is thus uniformly elliptic. However, for n3n\geq 3, the theory is nonlinear, and the main inherent difficulty lies in the lack of general existence theorems and counterparts to power series expansions of the solutions.

In this paper, we give an affirmative answer to the Astala–Iwaniec–Martin question. The continuity is the more straightforward part of the solution, whereas the main challenge lies in proving the Liouville-type uniqueness theorem.

1.1. Continuity

The solutions to (1.1) are indeed continuous when σLlocn+ε(Ω)\sigma\in L_{\mathrm{loc}}^{n+\varepsilon}(\Omega). We in fact establish sharp local Hölder continuity estimates for such mappings.

For γ(0,1]\gamma\in(0,1] we denote the class of locally γ\gamma-Hölder continuous mappings f:Ωnf\colon\Omega\to\mathbb{R}^{n} by Cloc0,γ(Ω,n)C^{0,\gamma}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}). We let γK:=1/K\gamma_{K}:=1/K denote the sharp Hölder exponent of KK-quasiregular mappings, and γε:=ε/(n+ε)\gamma_{\varepsilon}:=\varepsilon/(n+\varepsilon) the sharp Hölder exponent of W1,n+εW^{1,n+\varepsilon}-functions. Our result shows that if γKγε\gamma_{K}\not=\gamma_{\varepsilon}, then the sharp Hölder exponent γ\gamma for solutions to (1.1) is the minimum of the exponents γK\gamma_{K} and γε\gamma_{\varepsilon}. There is, however, a somewhat surprising special case: if γK\gamma_{K} and γε\gamma_{\varepsilon} coincide, then we in fact end up with an infinitesimally weaker Hölder exponent than γK=γε\gamma_{K}=\gamma_{\varepsilon}.

Theorem 1.1.

Let Ωn\Omega\subset\mathbb{R}^{n} be a domain, K[1,)K\in[1,\infty), ε>0\varepsilon>0, γ=min(γK,γε)\gamma=\min(\gamma_{K},\gamma_{\varepsilon}), and σLlocn+ε(Ω)\sigma\in L_{\mathrm{loc}}^{n+\varepsilon}(\Omega). Suppose that fWloc1,n(Ω,n)f\in W^{1,n}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with KK and σ\sigma.

If γKγε\gamma_{K}\neq\gamma_{\varepsilon}, then fCloc0,γ(Ω,n)f\in C^{0,\gamma}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}). Moreover, there exist σ\sigma and ff satisfying the assumptions such that fCloc0,γ(Ω,n)f\notin C^{0,\gamma^{\prime}}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}) for any γ>γ\gamma^{\prime}>\gamma.

If γK=γε\gamma_{K}=\gamma_{\varepsilon}, then fCloc0,γ(Ω,n)f\in C^{0,\gamma^{\prime}}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}) for every γ<γ\gamma^{\prime}<\gamma, and there exist σ\sigma and ff satisfying the assumptions such that fCloc0,γ(Ω,n)f\notin C^{0,\gamma}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}).

1.2. Liouville Theorem

Recall that the classical Liouville theorem asserts that bounded entire holomorphic functions are constant [5]. Its quasiregular counterpart (iii) follows from the Caccioppoli inequality [3], which controls the derivatives of a quasiregular mapping locally in terms of the mapping. Attempting the same approach under the assumptions of the Astala-Iwaniec-Martin question yields that the integral of the Jacobian over the entire space n\mathbb{R}^{n} equals zero, or equivalently, that

(1.3) n|Df|nn|f|nσn.\int_{\mathbb{R}^{n}}\left|Df\right|^{n}\leq\int_{\mathbb{R}^{n}}\left|f\right|^{n}\sigma^{n}.

Analogously to the quasiregular theory [10], the local variants of the energy estimate (1.3) imply a higher degree of integrability for the derivatives of a solution. These observations can be further combined with the nonlinear Hodge theory developed by Iwaniec and Martin [18, 16], which provides LpL^{p}-estimates for |Df|\left|Df\right| with exponents pp either smaller or larger than the dimension nn. However, this approach alone appears insufficient for the desired Liouville-type theorem, and although it could be used to show the continuity of ff, the proof would not yield the sharp Hölder exponents we obtain in Theorem 1.1.

Our first Liouville-type result shows that if σLn(n)Llocn+ε(n)\sigma\in L^{n}(\mathbb{R}^{n})\cap L^{n+\varepsilon}_{\mathrm{loc}}(\mathbb{R}^{n}), then nontrivial solutions to (1.1) that are bounded in n\mathbb{R}^{n} do not vanish at any point. Note that the standard radial example of a KK-quasiregular mapping f(x)=|x|1K1xf(x)=\left|x\right|^{\frac{1}{K}-1}x shows that this result has no local alternative.

Theorem 1.2.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLn(n)Llocn+ε(n)\sigma\in L^{n}(\mathbb{R}^{n})\cap L^{n+\varepsilon}_{\mathrm{loc}}(\mathbb{R}^{n}) for some ε>0\varepsilon>0. If ff is bounded and ff is not identically zero, then 0f(n)0\notin f(\mathbb{R}^{n}).

The first and key step in the proof of Theorem 1.2 is to show that a solution to the heterogeneous distortion inequality with σLn(n)\sigma\in L^{n}(\mathbb{R}^{n}) satisfies

(1.4) nJf|f|n=0,and therefore,n|Df|n|f|nnσn.\int_{\mathbb{R}^{n}}\frac{J_{f}}{\left|f\right|^{n}}=0,\qquad\textnormal{and therefore,}\quad\int_{\mathbb{R}^{n}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\leq\int_{\mathbb{R}^{n}}\sigma^{n}\,.

The proof of this is based on a thorough analysis of the integrals of JfJ_{f} over the sublevel sets of |f|\left|f\right|. In turn, we obtain that |log|f||Ln(n)\left|\nabla\log\left|f\right|\right|\in L^{n}(\mathbb{R}^{n}). The second step is to establish a Morrey-type decay estimate  [24] on the integrals of |log|f||n\left|\nabla\log\left|f\right|\right|^{n} over the balls in n\mathbb{R}^{n}. Our proof of the decay estimate relies on the formal identity

Jf(x)|f(x)|nvoln=dω,\frac{J_{f}(x)\,}{\left|f(x)\right|^{n}}\operatorname{vol}_{n}=\mathop{}\!\mathrm{d}\omega,

where ω\omega is a certain differential (n1)(n-1)-form. The resulting polynomial decay estimate implies that the function log|f|\log\left|f\right| is Hölder continuous. Thus, the mapping ff itself must omit the point 0 from its range, completing the proof of Theorem 1.2.

Our final main result is then the Liouville part of the Astala-Iwaniec-Martin question.

Theorem 1.3.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) for K[1,)K\in[1,\infty) and σLnε(n)Ln+ε(n)\sigma\in L^{n-\varepsilon}(\mathbb{R}^{n})\cap L^{n+\varepsilon}(\mathbb{R}^{n}) for some ε>0\varepsilon>0. If limx|f(x)|=0\lim_{x\to\infty}\left|f(x)\right|=0, then f0f\equiv 0.

We prove Theorem 1.3 by showing that, if there exists a non-identically zero solution f:nnf\colon\mathbb{R}^{n}\to\mathbb{R}^{n} to (1.1) with σLn+ε(n)Lnε(n)\sigma\in L^{n+\varepsilon}(\mathbb{R}^{n})\cap L^{n-\varepsilon}(\mathbb{R}^{n}), then the oscillation of the function log|f|\log\left|f\right| over the entire space n\mathbb{R}^{n} is uniformly bounded. This clearly leads to a contradiction with the assumption f(x)0f(x)\to 0 when |x|\left|x\right|\to\infty. The crucial step in obtaining the uniform oscillation bound is to strengthen the estimate (1.4); that is, to prove an integrability estimate below the natural exponent nn for the expression |Df|/|f|\left|Df\right|/\left|f\right|.

Our solution is influenced by the case n=2n=2. Indeed, in this case, the mapping ff has no zeros by Theorem 1.2, and hence ff has a well-defined complex logarithm logf\log f. The mapping logf\log f satisfies the distortion estimate

(1.5) |Dlogf|2KJlogf+σ2\left|D\log f\right|^{2}\leq KJ_{\log f}+\sigma^{2}

almost everywhere. This, in turn, gives a nonhomogeneous linear elliptic equation for logf\log f, which implies the desired integrability estimate below the natural exponent for |Dlogf|\left|D\log f\right|. In higher dimensions, the issue is to construct a similar map logf:nn\log f\colon\mathbb{R}^{n}\to\mathbb{R}^{n}. The Zorich map hZ:nn{0}h_{Z}\colon\mathbb{R}^{n}\to\mathbb{R}^{n}\setminus\{0\} provides a well-known nn-dimensional generalization of the planar exponential mapping; see [37]. Unfortunately, hZh_{Z} has a branch set consisting of (n2)\left(n-2\right)-dimensional hyperplanes, which prevents lifting an arbitrary continuous f:nn{0}f\colon\mathbb{R}^{n}\to\mathbb{R}^{n}\setminus\{0\} through hZh_{Z}.

We circumvent the lifting difficulties by moving to the Riemannian manifold setting. Indeed, a well defined counterpart for the logarithm exists from n{0}\mathbb{R}^{n}\setminus\{0\} to ×𝕊n1\mathbb{R}\times\mathbb{S}^{n-1}, providing us with a mapping ``logf:n×𝕊n1``\log f\text{''}\colon\mathbb{R}^{n}\to\mathbb{R}\times\mathbb{S}^{n-1}. This mapping satisfies a higher dimensional counterpart of the estimate (1.5), and the single Euclidean component \mathbb{R} in the target space is sufficient for a Caccioppoli-type inequality to hold, which leads to the desired integrability estimate below the natural exponent nn.

Acknowledgments

We thank Tadeusz Iwaniec and Xiao Zhong for discussions and shared insights.

2. Preliminaries

In this section, we go over some of the tools we require which might be less familiar to readers.

2.1. Sobolev mappings with manifold target

For the most part of this text we use the standard Sobolev spaces W1,p(Ω,k)W^{1,p}(\Omega,\mathbb{R}^{k}) and Wloc1,p(Ω,k)W^{1,p}_{\mathrm{loc}}(\Omega,\mathbb{R}^{k}), where Ωn\Omega\subset\mathbb{R}^{n} is an open connected set, see e.g. [9, 36]. However, towards the end of the text, we consider a locally Sobolev mapping f:nMf\colon\mathbb{R}^{n}\to M, where MM is an nn-dimensional Riemannian manifold.

There are various approaches to defining first order Sobolev mappings with a manifold target; see e.g. [11] or [6]. However, in our case, we only have to consider continuous Sobolev mappings with a manifold target, which simplifies the definition significantly.

Definition 2.1.

Let Ωn\Omega\subset\mathbb{R}^{n} be a domain, and let MM be a Riemannian kk-manifold. We say that a continuous f:ΩMf\colon\Omega\to M is in the Sobolev space Wloc1,p(Ω,M)W^{1,p}_{\mathrm{loc}}(\Omega,M) for p[1,)p\in[1,\infty) if, for every xΩx\in\Omega, there exists a neighborhood UΩU\subset\Omega of xx and a smooth bilipschitz chart φ:VM\varphi\colon V\to M such that fUφVfU\subset\varphi V and φ1fW1,n(U,k)\varphi^{-1}\circ f\in W^{1,n}(U,\mathbb{R}^{k}).

If a continuous function f:ΩMf\colon\Omega\to M is in Wloc1,p(Ω,M)W^{1,p}_{\mathrm{loc}}(\Omega,M), then there exists a weak derivative Df:Ω×nTMDf\colon\Omega\times\mathbb{R}^{n}\to TM which satisfies D(φ1f)=D(φ1)DfD(\varphi^{-1}\circ f)=D(\varphi^{-1})\circ Df for bilipschitz charts φ:VM\varphi\colon V\to M. This weak derivative is unique up to a set of measure zero, in the sense that if D~f\tilde{D}f is another such mapping, then D~f=Df\tilde{D}f=Df outside a set of the form E×nE\times\mathbb{R}^{n} where the set EE has zero nn-dimensional Lebegue measure, mn(E)=0m_{n}(E)=0.

At a given point xΩx\in\Omega, we denote by |Df(x)|\left|Df(x)\right| the operator norm of Df(x):nTf(x)MDf(x)\colon\mathbb{R}^{n}\to T_{f(x)}M, where Tf(x)MT_{f(x)}M is equipped with the norm induced by the Riemannian metric. It follows that |Df|:Ω[0,]\left|Df\right|\colon\Omega\to[0,\infty] is in Llocp(Ω)L^{p}_{\mathrm{loc}}(\Omega) for any continuous fWloc1,p(Ω,M)f\in W^{1,p}_{\mathrm{loc}}(\Omega,M). If dimΩ=dimM\dim\Omega=\dim M and MM is oriented, then we also have a measurable Jacobian Jf:ΩJ_{f}\colon\Omega\to\mathbb{R}, characterized almost everywhere by fvolM=Jfvolnf^{*}\operatorname{vol}_{M}=J_{f}\operatorname{vol}_{n}.

We remark that if M=kM=\mathbb{R}^{k}, then the above definition coincides with the usual definition of fWloc1,p(Ω,k)f\in W^{1,p}_{\mathrm{loc}}(\Omega,\mathbb{R}^{k}) for continuous ff. We also remark that if the target is a product manifold M=M1×M2M=M_{1}\times M_{2}, then given two continuous mappings f1:ΩM1f_{1}\colon\Omega\to M_{1} and f2:ΩM2f_{2}\colon\Omega\to M_{2}, we have that (f1,f2)Wloc1,p(Ω,M)(f_{1},f_{2})\in W^{1,p}_{\mathrm{loc}}(\Omega,M) if and only if f1Wloc1,p(Ω,M1)f_{1}\in W^{1,p}_{\mathrm{loc}}(\Omega,M_{1}) and f2Wloc1,p(Ω,M2)f_{2}\in W^{1,p}_{\mathrm{loc}}(\Omega,M_{2}).

Next we recall Sobolev differential forms. Namely, suppose that MM is a Riemannian manifold. A measurable k+1k+1-form dωLloc1(k+1M)d\omega\in L^{1}_{\mathrm{loc}}(\wedge^{k+1}M) is the weak differential of a measurable kk-form ωLloc1(kM)\omega\in L^{1}_{\mathrm{loc}}(\wedge^{k}M) if

Mωdη=(1)k+1M𝑑ωη\int_{M}\omega\wedge d\eta=(-1)^{k+1}\int_{M}d\omega\wedge\eta

for every ηC0(nk1M)\eta\in C^{\infty}_{0}(\wedge^{n-k-1}M). We denote by Wlocd,p,q(kM)W^{d,p,q}_{\mathrm{loc}}(\wedge^{k}M) the space of kk-forms ωLlocp(kM)\omega\in L^{p}_{\mathrm{loc}}(\wedge^{k}M) with a weak differential dωLlocq(k+1M)d\omega\in L^{q}_{\mathrm{loc}}(\wedge^{k+1}M). The version where ωLp(kM)\omega\in L^{p}(\wedge^{k}M) and dωLq(k+1M)d\omega\in L^{q}(\wedge^{k+1}M) is denoted Wd,p,q(kM)W^{d,p,q}(\wedge^{k}M). We also use the shorthands Wd,p(kM)=Wd,p,p(kM)W^{d,p}(\wedge^{k}M)=W^{d,p,p}(\wedge^{k}M) and Wlocd,p(kM)=Wlocd,p,p(kM)W^{d,p}_{\mathrm{loc}}(\wedge^{k}M)=W^{d,p,p}_{\mathrm{loc}}(\wedge^{k}M).

In particular, we require the following standard result about pull-backs of compactly supported smooth forms with Sobolev mappings. We sketch the proof for the convenience of the reader.

Lemma 2.2.

Let Ωn\Omega\subset\mathbb{R}^{n} be a domain, and let MM be a Riemannian mm-manifold. Suppose that fWloc1,p(Ω,M)f\in W^{1,p}_{\mathrm{loc}}(\Omega,M), where we assume that ff is continuous if MmM\neq\mathbb{R}^{m}. If ωC0(kM)\omega\in C^{\infty}_{0}(\wedge^{k}M) and pk+1p\geq k+1, then fωWlocd,p/k,p/(k+1)(kΩ)f^{*}\omega\in W^{d,p/k,p/(k+1)}_{\mathrm{loc}}(\wedge^{k}\Omega) and dfω=fdωdf^{*}\omega=f^{*}d\omega.

Sketch of proof.

The fact that fωf^{*}\omega and fdωf^{*}d\omega satisfy the correct integrabilities follows from the estimates

|(fω)x|\displaystyle\left|(f^{*}\omega)_{x}\right| ω|Df(x)|k,\displaystyle\leq\left\lVert\omega\right\rVert_{\infty}\left|Df(x)\right|^{k}, |(fdω)x|\displaystyle\left|(f^{*}d\omega)_{x}\right| dω|Df(x)|k+1\displaystyle\leq\left\lVert d\omega\right\rVert_{\infty}\left|Df(x)\right|^{k+1}

for a.e. xΩx\in\Omega.

For dfω=fdωdf^{*}\omega=f^{*}d\omega, it suffices to consider ω\omega for which the support sptω\operatorname{spt}\omega of ω\omega is contained in the domain of a bilipschitz chart ϕ:Um\phi\colon U\to\mathbb{R}^{m}, as the general ω\omega is a finite sum of such forms. Moreover, it suffices to consider ω\omega of the form ω0dϕ1dϕk\omega_{0}d\phi_{1}\wedge\dots\wedge d\phi_{k}, as a general ω\omega with sptωU\operatorname{spt}\omega\subset U is again a finite sum of such forms with the coordinates of ϕ\phi rearranged. We may also select ϕC0(M,m)\phi^{\prime}\in C^{\infty}_{0}(M,\mathbb{R}^{m}) such that ϕ=ϕ\phi^{\prime}=\phi on sptω\operatorname{spt}\omega, which lets us write ω=ω0dϕ1dϕk\omega=\omega_{0}d\phi_{1}^{\prime}\wedge\dots\wedge d\phi_{k}^{\prime} in a form where the components are defined on all of NN.

We then use the chain rule of locally Sobolev and C1C^{1} maps to conclude thatfω0=ω0fLlocp(0Ω)f^{*}\omega_{0}=\omega_{0}\circ f\in L^{p}_{\mathrm{loc}}(\wedge^{0}\Omega), fdω0=d(ω0f)Llocp(1Ω)f^{*}d\omega_{0}=d(\omega_{0}\circ f)\in L^{p}_{\mathrm{loc}}(\wedge^{1}\Omega), and fdϕi=d(ϕif)Llocp(1Ω)f^{*}d\phi_{i}^{\prime}=d(\phi_{i}^{\prime}\circ f)\in L^{p}_{\mathrm{loc}}(\wedge^{1}\Omega) for every i{1,,k}i\in\{1,\dots,k\}. By the wedge product rules for Sobolev forms and the formula dd=0d\circ d=0 for the weak differential, we conclude that fdω=fdω0fdϕ1fdϕk=d(fω0)d(ϕ1f)d(ϕkf)=dfωf^{*}d\omega=f^{*}d\omega_{0}\wedge f^{*}d\phi_{1}^{\prime}\wedge\dots\wedge f^{*}d\phi_{k}^{\prime}=d(f^{*}\omega_{0})\wedge d(\phi_{1}^{\prime}\circ f)\wedge\dots\wedge d(\phi_{k}^{\prime}\circ f)=df^{*}\omega. ∎

2.2. Caccioppoli inequality

The Caccioppoli inequalities are a standard tool in the study of quasiregular mappings. The most basic form of the Caccioppoli estimate for a KK-quasiregular mapping f:Ωnf\colon\Omega\to\mathbb{R}^{n} reads as

Ωηn|Df|nnnKnΩ|f|n|η|n,\int_{\Omega}\eta^{n}\left|Df\right|^{n}\leq n^{n}K^{n}\int_{\Omega}\left|f\right|^{n}\ \left|\nabla\eta\right|^{n}\,,

where is a real-valued smooth test function with compact support in Ω\Omega. This follows from the general inequality

ΩηnJfnΩ|Df|n1|η|n1|η||f|\int_{\Omega}\eta^{n}J_{f}\leq n\int_{\Omega}\left|Df\right|^{n-1}\left|\eta\right|^{n-1}\left|\nabla\eta\right|\left|f\right|

which can be proved for arbitrary fWloc1,n(Ω,n)f\in W_{\mathrm{loc}}^{1,n}(\Omega,\mathbb{R}^{n}) via an integration-by-parts argument. Our arguments, however, require a version with a target space other than n\mathbb{R}^{n}. In general, it is not possible to obtain a Caccioppoli-type estimate for mappings f:nMf\colon\mathbb{R}^{n}\to M where MM is a Riemannian nn-manifold. This happens when MM is a rational homology sphere, see [11]. However, the standard proof generalizes to the case of M=×NM=\mathbb{R}\times N, where NN is a Riemannian (n1)(n-1)-manifold.

Lemma 2.3.

Let Ωn\Omega\subset\mathbb{R}^{n} be a domain, and let NN be a compact oriented Riemannian (n1)(n-1)-manifold without boundary. Let fWloc1,n(Ω,×N)f\in W^{1,n}_{\mathrm{loc}}(\Omega,\mathbb{R}\times N), where we assume that ff is continuous if Nn1N\neq\mathbb{R}^{n-1}. Denote by f:Ωf_{\mathbb{R}}\colon\Omega\to\mathbb{R} and fN:ΩNf_{N}\colon\Omega\to N the coordinate functions of ff. Then for every ηC0(Ω)\eta\in C^{\infty}_{0}(\Omega) and every cc\in\mathbb{R}, we have

|ΩηnJf|nn|Df|n1|η|n1|η||fc|.\left|\int_{\Omega}\eta^{n}J_{f}\right|\leq n\int_{\mathbb{R}^{n}}\left|Df\right|^{n-1}\left|\eta\right|^{n-1}\left|\nabla\eta\right|\left|f_{\mathbb{R}}-c\right|.
Proof.

We define the function fη=(ηn(fc),fN)f_{\eta}=(\eta^{n}(f_{\mathbb{R}}-c),f_{N}). Then fηWloc1,n(Ω,×N)f_{\eta}\in W^{1,n}_{\mathrm{loc}}(\Omega,\mathbb{R}\times N). Moreover, since vol×N=(πvol1)(πNvolN)\operatorname{vol}_{\mathbb{R}\times N}=(\pi_{\mathbb{R}}^{*}\operatorname{vol}_{1})\wedge(\pi_{N}^{*}\operatorname{vol}_{N}), we have

fηvol×N=d(ηn(fc))fNvolN.f_{\eta}^{*}\operatorname{vol}_{\mathbb{R}\times N}=d(\eta^{n}(f_{\mathbb{R}}-c))\wedge f_{N}^{*}\operatorname{vol}_{N}.

We may select a subdomain UU with smooth boundary such that UU is compactly contained in Ω\Omega and sptηU\operatorname{spt}\eta\subset U. Since ηn(fc)W1,n(U)\eta^{n}(f_{\mathbb{R}}-c)\in W^{1,n}(U) with compact support, we may approximate it in W1,n(U)W^{1,n}(U) with giC0(U)g_{i}\in C^{\infty}_{0}(U). Moreover, we have by Lemma 2.2 that fNvolNWlocd,n/(n1),1(n1Ω)f_{N}^{*}\operatorname{vol}_{N}\in W^{d,n/(n-1),1}_{\mathrm{loc}}(\wedge^{n-1}\Omega) and dfNvolN=fNdvolN=0df_{N}^{*}\operatorname{vol}_{N}=f_{N}^{*}d\operatorname{vol}_{N}=0. Hence, fNvolNWd,n/(n1)(n1U)f_{N}^{*}\operatorname{vol}_{N}\in W^{d,n/(n-1)}(\wedge^{n-1}U), and we may approximate fNvolNf_{N}^{*}\operatorname{vol}_{N} in Wd,n/(n1)(n1U)W^{d,n/(n-1)}(\wedge^{n-1}U) with ωiC(n1U)\omega_{i}\in C^{\infty}(\wedge^{n-1}U) (see e.g. [20, Corollary 3.6]).

By a standard Hölder-type estimate and the Leibniz rule, it therefore follows that d(giωi)d(ηn(fc))fNvolNd(g_{i}\omega_{i})\to d(\eta^{n}(f_{\mathbb{R}}-c))\wedge f_{N}^{*}\operatorname{vol}_{N} in L1(nU)L^{1}(\wedge^{n}U). However, since giωig_{i}\omega_{i} is smooth and compactly supported for every ii, it follows that

Ωd(ηn(fc))fNvolN=limiUd(giωi)=limi0=0.\int_{\Omega}d(\eta^{n}(f_{\mathbb{R}}-c))\wedge f_{N}^{*}\operatorname{vol}_{N}=\lim_{i\to\infty}\int_{U}d(g_{i}\omega_{i})=\lim_{i\to\infty}0=0.

Hence, we may estimate that

|ΩηnJf|=|Ωηnd(fc)fNvolN|=|Ω(fc)d(ηn)fNvolN|n|fc|(n|η|n1|η|)|Df|n1.\left|\int_{\Omega}\eta^{n}J_{f}\right|=\left|\int_{\Omega}\eta^{n}d(f_{\mathbb{R}}-c)\wedge f_{N}^{*}\operatorname{vol}_{N}\right|=\left|\int_{\Omega}(f_{\mathbb{R}}-c)d(\eta^{n})\wedge f_{N}^{*}\operatorname{vol}_{N}\right|\\ \leq\int_{\mathbb{R}^{n}}\left|f_{\mathbb{R}}-c\right|(n\left|\eta\right|^{n-1}\left|\nabla\eta\right|)\left|Df\right|^{n-1}.

The claim therefore follows. ∎

2.3. Jacobians of entire mappings

To end the preliminaries section, we also discuss a result regarding the Jacobian of an entire Sobolev mapping. It is the main reason why we stated the Caccioppoli inequality also in the case where the target is the product of \mathbb{R} and an (n1)(n-1)-manifold.

Lemma 2.4.

Let NN be a compact oriented Riemannian (n1)(n-1)-manifold without boundary. Suppose that fWloc1,n(n,×N)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}\times N), where we assume that ff is continuous if Nn1N\neq\mathbb{R}^{n-1}. If |Df|Ln(n)\left|Df\right|\in L^{n}(\mathbb{R}^{n}), then

nJf=0.\int_{\mathbb{R}^{n}}J_{f}=0.
Proof.

We let ηrC(n,[0,1])\eta_{r}\in C^{\infty}(\mathbb{R}^{n},[0,1]) be such that we have η|Bn(0,r)1\eta|_{B^{n}(0,r)}\equiv 1, η|nBn(0,2r)0\eta|_{\mathbb{R}^{n}\setminus B^{n}(0,2r)}\equiv 0, and |η|2/r\left|\nabla\eta\right|\leq 2/r. We again denote f=(f,fN)f=(f_{\mathbb{R}},f_{N}). We then use the Caccioppoli inequality of Lemma 2.3 and Hölder’s inequality to obtain

|nηrnJf|\displaystyle\left|\int_{\mathbb{R}^{n}}\eta_{r}^{n}J_{f}\right|
nηrn1|Df|n1|f(f)Bn(0,2r)||ηr|\displaystyle\qquad\leq\int_{\mathbb{R}^{n}}\eta_{r}^{n-1}\left|Df\right|^{n-1}\left|f_{\mathbb{R}}-(f_{\mathbb{R}})_{B^{n}(0,2r)}\right|\left|\nabla\eta_{r}\right|
(spt|ηr|ηrn|Df|n)n1n(Bn(0,2r)|f(f)Bn(0,2r)|n|ηr|n)1n\displaystyle\qquad\leq\left(\int_{\operatorname{spt}\left|\nabla\eta_{r}\right|}\eta_{r}^{n}\left|Df\right|^{n}\right)^{\frac{n-1}{n}}\left(\int_{B^{n}(0,2r)}\left|f_{\mathbb{R}}-(f_{\mathbb{R}})_{B^{n}(0,2r)}\right|^{n}\left|\nabla\eta_{r}\right|^{n}\right)^{\frac{1}{n}}

Since fWloc1,n(n)f_{\mathbb{R}}\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n}) and |η|2/r\left|\nabla\eta\right|\leq 2/r, the Sobolev-Poincaré inequality then yields that

(spt|ηr|ηrn|Df|n)n1n(Bn(0,2r)|f(f)Bn(0,2r)|n|ηr|n)1n\displaystyle\left(\int_{\operatorname{spt}\left|\nabla\eta_{r}\right|}\eta_{r}^{n}\left|Df\right|^{n}\right)^{\frac{n-1}{n}}\left(\int_{B^{n}(0,2r)}\left|f_{\mathbb{R}}-(f_{\mathbb{R}})_{B^{n}(0,2r)}\right|^{n}\left|\nabla\eta_{r}\right|^{n}\right)^{\frac{1}{n}}
4(spt|ηr|ηrn|Df|n)n1n(1(2r)nBn(0,2r)|f(f)Bn(0,2r)|n)1n\displaystyle\qquad\leq 4\left(\int_{\operatorname{spt}\left|\nabla\eta_{r}\right|}\eta_{r}^{n}\left|Df\right|^{n}\right)^{\frac{n-1}{n}}\left(\frac{1}{(2r)^{n}}\int_{B^{n}(0,2r)}\left|f_{\mathbb{R}}-(f_{\mathbb{R}})_{B^{n}(0,2r)}\right|^{n}\right)^{\frac{1}{n}}
4Cn(nBn(0,r)|Df|n)n1n(Bn(0,2r)|f|n)1n.\displaystyle\qquad\leq 4C_{n}\left(\int_{\mathbb{R}^{n}\setminus B^{n}(0,r)}\left|Df\right|^{n}\right)^{\frac{n-1}{n}}\left(\int_{B^{n}(0,2r)}\left|\nabla f_{\mathbb{R}}\right|^{n}\right)^{\frac{1}{n}}.

Since |f||Df|Ln(n)\left|\nabla f_{\mathbb{R}}\right|\leq\left|Df\right|\in L^{n}(\mathbb{R}^{n}), the first integral term on the right hand side tends to 0 as rr\to\infty, while the second term stays bounded. Since |ηrnJf||Df|n\left|\eta_{r}^{n}J_{f}\right|\leq\left|Df\right|^{n}, the claim therefore follows by dominated convergence. ∎

3. Hölder continuity

In this section, we prove the continuity part of Theorem 1.1. Our proof is based on Morrey’s rather elegant ideas in geometric function theory [24, 28, 19]. A crucial tool in establishing the sharp Hölder exponent is the isoperimetric inequality in the Sobolev space Wloc1,n(Ω,n)W_{\mathrm{loc}}^{1,n}(\Omega,\mathbb{R}^{n}). For xΩx\in\Omega and almost every r>0r>0 such that Br=Bn(x,r)B_{r}=B^{n}(x,r) compactly contained in Ω\Omega, we have

(3.1) |BrJf|(nωn1n1)1(Br|Df|)nn1,\left|\int_{B_{r}}J_{f}\right|\leq(n\sqrt[n-1]{\omega_{n-1}})^{-1}\left(\int_{\partial B_{r}}\left|D^{\sharp}f\right|\right)^{\frac{n}{n-1}},

where ωn1\omega_{n-1} is the (n1)(n-1)-dimensional area of the unit sphere B1\partial B_{1} in n\mathbb{R}^{n}. Here Df(x)D^{\sharp}f(x) stands for the cofactor matrix of the differential matrix Df(x)Df(x). For a diffeomorphism f:BrUf\colon B_{r}\to U this integral form of the isoperimetric inequality follows immediately from the familiar geometric form of the isoperimetric inequality

nn1ωn1[mn(U)]n1[mn1(U)]n,n^{n-1}\omega_{n-1}[m_{n}(U)]^{n-1}\leq[m_{n-1}(\partial U)]^{n},

where mn(U)m_{n}(U) stands for the volume of a domain UnU\subset\mathbb{R}^{n} and mn1(U)m_{n-1}({\partial U}) is its (n1)(n-1)-dimensional surface area. For the proof of (3.1) for Sobolev mappings see Reshetnyak [32, Lemma II.1.2.] for a more detailed account.

We begin with the primary estimate our proof relies on.

Lemma 3.1.

Let Ω,Ωn\Omega,\Omega^{\prime}\subset\mathbb{R}^{n} be bounded domains with Ω¯Ω\overline{\Omega}\subset\Omega^{\prime}. Suppose that fW1,n(Ω,n)f\in W^{1,n}(\Omega^{\prime},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) for K[1,)K\in[1,\infty) and σLn(Ω)Ln+ε(Ω)\sigma\in L^{n}(\Omega^{\prime})\cap L^{n+\varepsilon}(\Omega^{\prime}), where ε>0\varepsilon>0. Let xΩx\in\Omega, let Br=B(x,r)B_{r}=B(x,r) for all r(0,)r\in(0,\infty), let R>0R>0 be such that BRΩB_{R}\subset\Omega. Then for every δ<ε\delta<\varepsilon and a.e. r<Rr<R we have the estimate

Br|Df|nKrnBr|Df|n+Crnδn+δ,\int_{B_{r}}\left|Df\right|^{n}\leq\frac{Kr}{n}\int_{\partial B_{r}}\left|Df\right|^{n}+Cr^{\frac{n\delta}{n+\delta}},

where CC depends only on nn, Ω\Omega, ff, σ\sigma, ε\varepsilon and δ\delta. In particular, CC doesn’t depend on xx, rr and RR. Moreover, if fL(Ω,n)f\in L^{\infty}(\Omega,\mathbb{R}^{n}), then the estimate also holds for δ=ε\delta=\varepsilon.

Proof.

By using the heterogeneous distortion inequality, the isoperimetric inequality (3.1) for W1,nW^{1,n}-mappings, Hadamard’s inequality |Df||Df|n1\left|D^{\sharp}f\right|\leq\left|Df\right|^{n-1}, and Hölder’s inequality, we obtain for a.e. r<Rr<R the estimate

Br|Df|n\displaystyle\int_{B_{r}}\left|Df\right|^{n} KBrJf+Br|f|nσn\displaystyle\leq K\int_{B_{r}}J_{f}+\int_{B_{r}}\left|f\right|^{n}\sigma^{n}
Knωn1n1(Br|Df|n1)nn1+Br|f|nσn\displaystyle\leq\frac{K}{n\sqrt[n-1]{\omega_{n-1}}}\left(\int_{\partial B_{r}}\left|Df\right|^{n-1}\right)^{\frac{n}{n-1}}+\int_{B_{r}}\left|f\right|^{n}\sigma^{n}
KrnBr|Df|n+Br|f|nσn\displaystyle\leq\frac{Kr}{n}\int_{\partial B_{r}}\left|Df\right|^{n}+\int_{B_{r}}\left|f\right|^{n}\sigma^{n}

For the final term, we note that for every p<p<\infty, we have fLlocp(Ω,n)f\in L^{p}_{\mathrm{loc}}(\Omega^{\prime},\mathbb{R}^{n}) by the Sobolev embedding theorem, and consequently also fLp(Ω,n)f\in L^{p}(\Omega,\mathbb{R}^{n}). Hence, we may use Hölder’s inequality to obtain the desired estimate

Br|f|nσn\displaystyle\int_{B_{r}}\left|f\right|^{n}\sigma^{n} (Brσn+ε)nn+ε(Br1)δnδ(Br|f|(n+δ)(n+ε)εδ)n(εδ)(n+δ)(n+ε)\displaystyle\leq\left(\int_{B_{r}}\sigma^{n+\varepsilon}\right)^{\frac{n}{n+\varepsilon}}\left(\int_{B_{r}}1\right)^{\frac{\delta}{n-\delta}}\left(\int_{B_{r}}\left|f\right|^{\frac{(n+\delta)(n+\varepsilon)}{\varepsilon-\delta}}\right)^{\frac{n(\varepsilon-\delta)}{(n+\delta)(n+\varepsilon)}}
(Ωσn+ε)nn+ε(Ω|f|(n+δ)(n+ε)εδ)n(εδ)(n+δ)(n+ε)rnδn+δ.\displaystyle\leq\left(\int_{\Omega}\sigma^{n+\varepsilon}\right)^{\frac{n}{n+\varepsilon}}\left(\int_{\Omega}\left|f\right|^{\frac{(n+\delta)(n+\varepsilon)}{\varepsilon-\delta}}\right)^{\frac{n(\varepsilon-\delta)}{(n+\delta)(n+\varepsilon)}}r^{\frac{n\delta}{n+\delta}}.

Moreover, if we additionally know that fL(Ω,n)f\in L^{\infty}(\Omega,\mathbb{R}^{n}), we obtain the claim for δ=ε\delta=\varepsilon by estimating

Br|f|nσnf(Ωσn+ε)nn+εrnεn+ε.\int_{B_{r}}\left|f\right|^{n}\sigma^{n}\leq\left\lVert f\right\rVert_{\infty}\left(\int_{\Omega}\sigma^{n+\varepsilon}\right)^{\frac{n}{n+\varepsilon}}r^{\frac{n\varepsilon}{n+\varepsilon}}.

Note that the estimate of Lemma 3.1 is of the form Φ(r)ArΦ(r)+Brα\Phi(r)\leq Ar\Phi^{\prime}(r)+Br^{\alpha}. This differential inequality allows us to obtain an estimate for the decay of Φ\Phi at 0, which in our case is a decay estimate on the integrals of |Df|n\left|Df\right|^{n} over balls.

Lemma 3.2.

Suppose that Φ:[0,R][0,S]\Phi\colon[0,R]\to[0,S] is an absolutely continuous increasing function such that Φ(0)=0\Phi(0)=0 and

(3.2) Φ(r)ArΦ(r)+Brα\Phi(r)\leq Ar\Phi^{\prime}(r)+Br^{\alpha}

for a.e. r[0,R]r\in[0,R], where A,α>0A,\alpha>0 and B0B\geq 0. Then there exists a constant C=C(A,B,α,R,S)C=C(A,B,\alpha,R,S) such that the following holds:

  • if α<A1\alpha<A^{-1}, then for all r[0,R]r\in[0,R] we have

    Φ(r)Crα;\Phi(r)\leq Cr^{\alpha};
  • if α=A1\alpha=A^{-1}, then for all r[0,R]r\in[0,R] we have

    Φ(r)Crαlog(Re1+α1r);\Phi(r)\leq Cr^{\alpha}\log\Bigl{(}\frac{Re^{1+\alpha^{-1}}}{r}\Bigr{)};
  • if α>A1\alpha>A^{-1}, then for all r[0,R]r\in[0,R] we have

    Φ(r)CrA1.\Phi(r)\leq Cr^{A^{-1}}.
Proof.

We observe that

ddr(ArA1Φ(r))=Φ(r)ArΦ(r)r1+A1\frac{\mathop{}\!\mathrm{d}}{\mathop{}\!\mathrm{d}r}\left(-Ar^{-A^{-1}}\Phi(r)\right)=\frac{\Phi(r)-Ar\Phi^{\prime}(r)}{r^{1+A^{-1}}}

for a.e. r[0,R]r\in[0,R]. Consequently, the estimate (3.2) can be rewritten in the form

ddr(ArA1Φ(r))Br1(A1α).\frac{\mathop{}\!\mathrm{d}}{\mathop{}\!\mathrm{d}r}\left(-Ar^{-A^{-1}}\Phi(r)\right)\leq Br^{-1-(A^{-1}-\alpha)}.

We integrate this estimate, obtaining

(3.3) rRdds(AsA1Φ(s))dsBrRs1(A1α)ds.\int_{r}^{R}\frac{\mathop{}\!\mathrm{d}}{\mathop{}\!\mathrm{d}s}\left(-As^{-A^{-1}}\Phi(s)\right)\mathop{}\!\mathrm{d}s\leq B\int_{r}^{R}s^{-1-(A^{-1}-\alpha)}\mathop{}\!\mathrm{d}s.

Consider first the case α<A1\alpha<A^{-1}. Computing the integrals in (3.3) yields

A(rA1Φ(r)RA1Φ(R))BA1α(r(A1α)R(A1α)),A(r^{-A^{-1}}\Phi(r)-R^{-A^{-1}}\Phi(R))\leq\frac{B}{A^{-1}-\alpha}\left(r^{-(A^{-1}-\alpha)}-R^{-(A^{-1}-\alpha)}\right),

and further rearrangement and estimation yields

Φ(r)rA1(RA1Φ(R)+B1AαrαA1)(RαS+B1Aα)rα\Phi(r)\leq r^{A^{-1}}\left(R^{-A^{-1}}\Phi(R)+\frac{B}{1-A\alpha}r^{\alpha-A^{-1}}\right)\leq\left(R^{-\alpha}S+\frac{B}{1-A\alpha}\right)r^{\alpha}

Suppose then that α=A1\alpha=A^{-1}. Then (3.3) results in

A(rA1Φ(r)RA1Φ(R))Blog(R/r),A(r^{-A^{-1}}\Phi(r)-R^{-A^{-1}}\Phi(R))\leq B\log(R/r),

and we may again further estimate

Φ(r)rA1(RA1Φ(R)+BAlogRr)(RA1S+BA)rA1log(Re1+α1r).\Phi(r)\leq r^{A^{-1}}\left(R^{-A^{-1}}\Phi(R)+\frac{B}{A}\log\frac{R}{r}\right)\\ \leq\left(R^{-A^{-1}}S+\frac{B}{A}\right)r^{A^{-1}}\log\Bigl{(}\frac{Re^{1+\alpha^{-1}}}{r}\Bigr{)}.

Finally, consider the case α>A1\alpha>A^{-1}. In this case, it follows from (3.3) that

A(rA1Φ(r)RA1Φ(R))BαA1(RαA1rαA1),A(r^{-A^{-1}}\Phi(r)-R^{-A^{-1}}\Phi(R))\leq\frac{B}{\alpha-A^{-1}}\left(R^{\alpha-A^{-1}}-r^{\alpha-A^{-1}}\right),

and further rearrangement and estimation yields

Φ(r)rA1(RA1S+BRαA1Aα1).\Phi(r)\leq r^{A^{-1}}\left(R^{-A^{-1}}S+\frac{BR^{\alpha-A^{-1}}}{A\alpha-1}\right).

For the remaining component to the proof of Theorem 1.1, we recall a well known fact that the decay estimate on |Df|\left|Df\right| implies that ff belongs to a Morrey–Campanato space [25, 4], and is thus Hölder continuous. The precise formulation of this fact that we use is as follows.

Lemma 3.3.

Let Ω=Bn(x,R/4)\Omega=B^{n}(x,R/4) for some R>0R>0 and kk\in\mathbb{N}. Suppose that fW1,n(Bn(x,R),k)f\in W^{1,n}(B^{n}(x,R),\mathbb{R}^{k}) satisfies

(3.4) Br|Df|nCrαlogβLr\int_{B_{r}}\left|Df\right|^{n}\leq Cr^{\alpha}\log^{\beta}\frac{L}{r}

for all Br=Bn(y,r)Bn(x,R)B_{r}=B^{n}(y,r)\subset B^{n}(x,R), where α>0\alpha>0, β0\beta\geq 0, and L>0L>0 is large enough that R<Leβ/αR<Le^{-\beta/\alpha}. Then

|f(y)f(z)|C|yz|αnlogβnL4|yz|\left|f(y)-f(z)\right|\leq C^{\prime}\left|y-z\right|^{\frac{\alpha}{n}}\log^{\frac{\beta}{n}}\frac{L}{4\left|y-z\right|}

for all y,zΩy,z\in\Omega, where CC^{\prime} depends on nn, kk, CC, AA, α\alpha and β\beta.

Note that the assumption R<Leβ/αR<Le^{-\beta/\alpha} is to ensure that rαlogβ(A/r)r^{\alpha}\log^{\beta}(A/r) is increasing on [0,R][0,R]. Lemma 3.3 is merely a small variant of a classical result of Morrey [24] with an extra logarithmic term, where the logarithmic term becomes relevant when investigating the exact modulus of continuity. See [26, Theorem 3.5.2] for a proof in the classical case β=0\beta=0. For general β\beta, we note that Lemma 3.3 also follows from the fractional maximal function estimate of Sobolev functions: if uWloc1,1(n)u\in W^{1,1}_{\mathrm{loc}}(\mathbb{R}^{n}) and γ(0,1)\gamma\in(0,1), then for all y,zny,z\in\mathbb{R}^{n} outside a set of measure zero, we have

(3.5) |u(y)u(z)|Cn,γ|yz|1γ(𝐌γ,4|yz||Du|(y)+𝐌γ,4|yz||Du|(z)),\left|u(y)-u(z)\right|\\ \leq C_{n,\gamma}\left|y-z\right|^{1-\gamma}\left(\operatorname{{\bf M}}_{\gamma,4\left|y-z\right|}\left|Du\right|(y)+\operatorname{{\bf M}}_{\gamma,4\left|y-z\right|}\left|Du\right|(z)\right),

where 𝐌γ,R\operatorname{{\bf M}}_{\gamma,R} stands for the restricted fractional maximal function

𝐌γ,R|Du|(y)=sup0<r<Rrγmn(B(y,r))B(y,r)|Du|.\operatorname{{\bf M}}_{\gamma,R}\left|Du\right|(y)=\sup_{0<r<R}\frac{r^{\gamma}}{m_{n}(B(y,r))}\int_{B(y,r)}\left|Du\right|.

Indeed, taking γ\gamma close to 11 and combining (3.4) with (3.5) yields the desired estimate of Lemma 3.3. The proof of (3.5) is due to Hedberg [12].

We are now ready to prove the local Hölder continuity stated in Theorem 1.1.

Lemma 3.4.

Let Ω=Bn(x,R)\Omega=B^{n}(x,R) for some R>0R>0. Suppose that fW1,n(Bn(x,5R),n)f\in W^{1,n}(B^{n}(x,5R),\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLn(Bn(x,5R))Ln+ε(Bn(x,5R))\sigma\in L^{n}(B^{n}(x,5R))\cap L^{n+\varepsilon}(B^{n}(x,5R)), where ε>0\varepsilon>0.

If K1ε/(n+ε)K^{-1}\neq\varepsilon/(n+\varepsilon), then

|f(y)f(z)|C|yz|min(K1,εn+ε)\left|f(y)-f(z)\right|\leq C\left|y-z\right|^{\min(K^{-1},\frac{\varepsilon}{n+\varepsilon})}

for all y,zΩy,z\in\Omega, where C=C(n,K,ε,σ,f)C=C(n,K,\varepsilon,\sigma,f).

If K1=ε/(n+ε)K^{-1}=\varepsilon/(n+\varepsilon), then

|f(y)f(z)|C|yz|K1log1n(Re1+K|yz|)\left|f(y)-f(z)\right|\leq C\left|y-z\right|^{K^{-1}}\log^{\frac{1}{n}}\Bigl{(}\frac{Re^{1+K}}{\left|y-z\right|}\Bigr{)}

for all y,zΩy,z\in\Omega, where C=C(n,K,ε,σ,f)C=C(n,K,\varepsilon,\sigma,f).

Proof.

We first prove a slightly weaker Hölder continuity estimate for ff than is claimed. This in turn implies the local boundedness of ff, which lets us apply Lemma 3.1 in full force and to obtain the stated estimates.

We set α=min(nε/(n+ε),n/K)\alpha=\min(n\varepsilon/(n+\varepsilon),n/K) and choose α(0,α)\alpha^{\prime}\in(0,\alpha). Applying Lemmas 3.1 and 3.2 we conclude that

(3.6) Br|Df|nCrα\int_{B_{r}}\left|Df\right|^{n}\leq Cr^{\alpha^{\prime}}

for all Br=Bn(y,r)Bn(x,4R)B_{r}=B^{n}(y,r)\subset B^{n}(x,4R). Therefore, it follows from Lemma 3.3 that ff is (α/n)(\alpha^{\prime}/n)-Hölder continuous in Bn(x,R)B^{n}(x,R). Since continuity is a local property, we conclude that ff is continuous, and in particular bounded in Bn(x,4R)B^{n}(x,4R).

Now, knowing that ff is locally bounded we may and do take δ=ε\delta=\varepsilon in Lemma 3.1. Combining this with Lemma 3.2, we obtain the following decay estimate for the differential:

(3.7) Br|Df|nCrαlogβ((4R)e1+Kr),where{β=0if nεn+εnKβ=1if nεn+ε=nK.\int_{B_{r}}\left|Df\right|^{n}\leq Cr^{\alpha}\log^{\beta}\Bigl{(}\frac{(4R)e^{1+K}}{r}\Bigr{)}\,,\qquad\textnormal{where}\quad\begin{cases}\beta=0&\textnormal{if }\;\frac{n\varepsilon}{n+\varepsilon}\not=\frac{n}{K}\\ \beta=1\;\;&\textnormal{if }\;\frac{n\varepsilon}{n+\varepsilon}=\frac{n}{K}\,.\end{cases}

for all BrB_{r}. Thus, the desired Hölder continuity estimates for ff follow from Lemma 3.3.

4. Sharpness of the Hölder exponents

Having Lemma 3.4, the remaining part of proving Theorem 1.1 is to construct solutions which show that the obtained Hölder exponents cannot be improved. Recalling the notation γK=K1\gamma_{K}=K^{-1} and γε=ε/(n+ε)\gamma_{\varepsilon}=\varepsilon/(n+\varepsilon), we consider three different cases: γK<γε\gamma_{K}<\gamma_{\varepsilon}, γK>γε\gamma_{K}>\gamma_{\varepsilon} and γK=γε\gamma_{K}=\gamma_{\varepsilon}.

For the first case γK<γε\gamma_{K}<\gamma_{\varepsilon}, we can simply use the standard radial example

f(x)=|x|1Kx|x|.f(x)=\left|x\right|^{\frac{1}{K}}\frac{x}{\left|x\right|}.

Indeed, the mapping ff is KK-quasiregular and hence satisfies (1.1) with σ0\sigma\equiv 0, and we also have fC0,γ(Bn(0,1))f\notin C^{0,\gamma}(B^{n}(0,1)) for every γ>K1\gamma>K^{-1}.

Next, we discuss the case γK>γε\gamma_{K}>\gamma_{\varepsilon} in-depth.

Example 4.1.

Let K1K\geq 1 and ε>0\varepsilon>0 such that K1>ε/(n+ε)K^{-1}>\varepsilon/(n+\varepsilon). We define a mapping f:Bn(0,1)nf\colon B^{n}(0,1)\to\mathbb{R}^{n} with only a single non-vanishing coordinate function, namely

f(x)=(1+|x|εn+εlog1n(e|x|),0,0,,0).f(x)=\left(1+\left|x\right|^{\frac{\varepsilon}{n+\varepsilon}}\log^{-\frac{1}{n}}\left(\frac{e}{\left|x\right|}\right),0,0,\dots,0\right).

This mapping lies in W1,n(Bn(0,1),n)W^{1,n}(B^{n}(0,1),\mathbb{R}^{n}), with

f1(x)=|x|nn+ε(εn+εlog1n(e|x|)+1nlogn+1n(e|x|))x|x|.\nabla f_{1}(x)=\left|x\right|^{-\frac{n}{n+\varepsilon}}\left(\frac{\varepsilon}{n+\varepsilon}\log^{-\frac{1}{n}}\left(\frac{e}{\left|x\right|}\right)+\frac{1}{n}\log^{-\frac{n+1}{n}}\left(\frac{e}{\left|x\right|}\right)\right)\frac{x}{\left|x\right|}\,.

Furthermore, Jf0J_{f}\equiv 0. Hence, the heterogeneous distortion inequality (1.1) for ff reduces to

|f1|n|f|nσn.\left|\nabla f_{1}\right|^{n}\leq\left|f\right|^{n}\sigma^{n}.

Since |f(x)|=f1(x)1\left|f(x)\right|=f_{1}(x)\geq 1 for every xBn(0,1)x\in B^{n}(0,1), the mapping ff solves the heterogeneous distortion inequality for any σ|f1|\sigma\geq\left|\nabla f_{1}\right|. We choose

σ=|f1|=|x|nn+ε(εn+εlog1n(e|x|)+1nlogn+1n(e|x|))\sigma=\left|\nabla f_{1}\right|=\left|x\right|^{-\frac{n}{n+\varepsilon}}\left(\frac{\varepsilon}{n+\varepsilon}\log^{-\frac{1}{n}}\left(\frac{e}{\left|x\right|}\right)+\frac{1}{n}\log^{-\frac{n+1}{n}}\left(\frac{e}{\left|x\right|}\right)\right)

and then observe that

σn+ε2n+ε|x|n(εn+εlogn+εn(e|x|)+1nlog(n+1)(n+ε)n(e|x|)).\sigma^{n+\varepsilon}\leq 2^{n+\varepsilon}\left|x\right|^{-n}\left(\frac{\varepsilon}{n+\varepsilon}\log^{-\frac{n+\varepsilon}{n}}\left(\frac{e}{\left|x\right|}\right)+\frac{1}{n}\log^{-\frac{(n+1)(n+\varepsilon)}{n}}\left(\frac{e}{\left|x\right|}\right)\right).

We recall that for any p>1p>1, the function |x|nlogp(e/|x|)\left|x\right|^{-n}\log^{-p}(e/\left|x\right|) is integrable over Bn(0,1)B^{n}(0,1). Indeed,

Bn(0,1)|x|nlogpe|x|=Cn01rn1drrnlogper=Cn01ddr(log(p1)er)dr<.\int_{B^{n}(0,1)}\left|x\right|^{-n}\log^{-p}\frac{e}{\left|x\right|}=C_{n}\int_{0}^{1}\frac{r^{n-1}\mathop{}\!\mathrm{d}r}{r^{n}\log^{p}\frac{e}{r}}\\ =C_{n}\int_{0}^{1}\frac{\mathop{}\!\mathrm{d}}{\mathop{}\!\mathrm{d}r}\left(\log^{-(p-1)}\frac{e}{r}\right)\mathop{}\!\mathrm{d}r<\infty.

Hence, the mapping ff solves (1.1) with σLn+ε(Bn(0,1))\sigma\in L^{n+\varepsilon}(B^{n}(0,1)). However, for any exponent γ>ε/(n+ε)\gamma>\varepsilon/(n+\varepsilon), the map ff fails to be γ\gamma-Hölder continuous at the origin.

The remaining part of the proof of Theorem 1.1 is therefore to provide an example in the special case γK=γε\gamma_{K}=\gamma_{\varepsilon}.

Example 4.2.

Let K1K\geq 1 and ε>0\varepsilon>0, and suppose that K1=ε/(n+ε)K^{-1}=\varepsilon/(n+\varepsilon). We define a mapping f:Bn(0,1)nf\colon B^{n}(0,1)\to\mathbb{R}^{n} by

f(x)=|x|1Klog12nK(e|x|)x|x|+(2,0,0,,0).f(x)=\left|x\right|^{\frac{1}{K}}\log^{\frac{1}{2nK}}\left(\frac{e}{\left|x\right|}\right)\frac{x}{\left|x\right|}+(2,0,0,\dots,0).

The mapping ff is hence obtained by shifting a radially symmetric map of the form (Φ(|x|)/|x|)x(\Phi(\left|x\right|)/\left|x\right|)x, where Φ(t)=t1/Klog1/(2nK)(e/t)\Phi(t)=t^{1/K}\log^{1/(2nK)}(e/t). For xBn(0,1)x\in B^{n}(0,1) we have

|Φ(|x|)|x||\displaystyle\left|\frac{\Phi(\left|x\right|)}{\left|x\right|}\right| =|x|K1Klog12nK(e|x|)and\displaystyle=\left|x\right|^{-\frac{K-1}{K}}\log^{\frac{1}{2nK}}\left(\frac{e}{\left|x\right|}\right)\quad\text{and}
|Φ(|x|)|\displaystyle\left|\Phi^{\prime}(\left|x\right|)\right| =|x|K1K(1Klog12nK(e|x|)12nKlog2nK12nK(e|x|)).\displaystyle=\left|x\right|^{-\frac{K-1}{K}}\left(\frac{1}{K}\log^{\frac{1}{2nK}}\left(\frac{e}{\left|x\right|}\right)-\frac{1}{2nK}\log^{-\frac{2nK-1}{2nK}}\left(\frac{e}{\left|x\right|}\right)\right).

Using these and the fact that ff is orientation preserving, we conclude, see e.g. [19, 6.5.1], that

|Df(x)|n\displaystyle\left|Df(x)\right|^{n} =max(|Φ(|x|)|x||n,|Φ(|x|)|n)\displaystyle=\max\left(\left|\frac{\Phi(\left|x\right|)}{\left|x\right|}\right|^{n},\left|\Phi^{\prime}(\left|x\right|)\right|^{n}\right)
=|x|n(K1)Klog12K(e|x|)\displaystyle=\left|x\right|^{-\frac{n(K-1)}{K}}\log^{\frac{1}{2K}}\left(\frac{e}{\left|x\right|}\right)

and

KJf(x)\displaystyle KJ_{f}(x) =K|Φ(|x|)|x||n1|Φ(|x|)|\displaystyle=K\left|\frac{\Phi(\left|x\right|)}{\left|x\right|}\right|^{n-1}\left|\Phi^{\prime}(\left|x\right|)\right|
=|x|n(K1)K(logn2nK(e|x|)12nlogn12nK2nK12nK(e|x|))\displaystyle=\left|x\right|^{\frac{-n(K-1)}{K}}\left(\log^{\frac{n}{2nK}}\left(\frac{e}{\left|x\right|}\right)-\frac{1}{2n}\log^{\frac{n-1}{2nK}-\frac{2nK-1}{2nK}}\left(\frac{e}{\left|x\right|}\right)\right)
=|x|n(K1)K(log12K(e|x|)12nlog2nKn2nK(e|x|)).\displaystyle=\left|x\right|^{\frac{-n(K-1)}{K}}\left(\log^{\frac{1}{2K}}\left(\frac{e}{\left|x\right|}\right)-\frac{1}{2n}\log^{-\frac{2nK-n}{2nK}}\left(\frac{e}{\left|x\right|}\right)\right).

Since Φ\Phi is increasing on [0,1][0,1], we have |f(x)|2Φ(1)=1\left|f(x)\right|\geq 2-\Phi(1)=1 for all xBn(0,1)x\in B^{n}(0,1). Therefore, the heterogeneous distortion inequality (1.1) is satisfied if we choose

σn(x)=12n|x|n(K1)Klog2nKn2nK(e|x|).\sigma^{n}(x)=\frac{1}{2n}\left|x\right|^{-\frac{n(K-1)}{K}}\log^{-\frac{2nK-n}{2nK}}\left(\frac{e}{\left|x\right|}\right).

We then observe that

σn+ε(x)=(σn(x))KK1=1(2n)K1K|x|nlog(2nKn)K2nK(K1)(e|x|),\sigma^{n+\varepsilon}(x)=\left(\sigma^{n}(x)\right)^{\frac{K}{K-1}}=\frac{1}{(2n)^{\frac{K-1}{K}}}\left|x\right|^{-n}\log^{-\frac{(2nK-n)K}{2nK(K-1)}}\left(\frac{e}{\left|x\right|}\right),

and since

(2nKn)K2nK(K1)=2nK2nK2nK22nK>1,\frac{(2nK-n)K}{2nK(K-1)}=\frac{2nK^{2}-nK}{2nK^{2}-2nK}>1,

we conclude that σLn+ε(Bn(0,1))\sigma\in L^{n+\varepsilon}(B^{n}(0,1)). However, we have

|f(x)f(0)||x0|1K=log12nK(e|x|)x,\frac{\left|f(x)-f(0)\right|}{\left|x-0\right|^{\frac{1}{K}}}=\log^{\frac{1}{2nK}}\left(\frac{e}{\left|x\right|}\right)\xrightarrow[x\to\infty]{}\infty,

and therefore fCloc0,K1(Bn(0,1))f\notin C^{0,K^{-1}}_{\mathrm{loc}}(B^{n}(0,1)).

The proof of Theorem 1.1 is thus complete.

5. Sublevel sets and the logarithm

In this section, we begin studying bounded entire functions ff satisfying (1.1), with the goal of eventually reaching the Liouville type theorem stated in the Astala-Iwaniec-Martin question. Our main goal in this section is to show that if ff is not identically zero, then log|f|Wloc1,n(n)\log\left|f\right|\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n}). This is already notable, since this condition is not satisfied by all unbounded entire quasiregular maps. Our approach does not rely on the theory of partial differential equations. Instead, the proof is based on two main tools: integration by parts and truncating ff with respect to its level sets.

5.1. Global integrability

We begin with a simple global integrability result for DfDf when ff is an entire mapping that solves the heterogeneous distortion inequality (1.1).

Lemma 5.1.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLn(n)\sigma\in L^{n}(\mathbb{R}^{n}). If ff is bounded, then |Df|Ln(n)\left|Df\right|\in L^{n}(\mathbb{R}^{n}).

Proof.

Let ηr:n[0,1]\eta_{r}\colon\mathbb{R}^{n}\to[0,1] be a smooth mapping chosen such that η|Bn(0,r)1\eta|_{B^{n}(0,r)}\equiv 1, η|nBn(0,2r)0\eta|_{\mathbb{R}^{n}\setminus B^{n}(0,2r)}\equiv 0, and |η|2/r\left|\nabla\eta\right|\leq 2/r. Now, by using the heterogeneous distortion inequality, the Caccioppoli estimate of Lemma 2.3, and Hölder’s inequality, we obtain

nηrn|Df|n\displaystyle\int_{\mathbb{R}^{n}}\eta_{r}^{n}\left|Df\right|^{n} KnηrnJf+nηrn|f|nσn\displaystyle\leq K\int_{\mathbb{R}^{n}}\eta_{r}^{n}J_{f}+\int_{\mathbb{R}^{n}}\eta_{r}^{n}\left|f\right|^{n}\sigma^{n}
Kn(ηr|Df|)n1|f||ηr|+fnnηrnσn\displaystyle\leq K\int_{\mathbb{R}^{n}}(\eta_{r}\left|Df\right|)^{n-1}\left|f\right|\left|\nabla\eta_{r}\right|+\left\lVert f\right\rVert_{\infty}^{n}\int_{\mathbb{R}^{n}}\eta_{r}^{n}\sigma^{n}
(Bn(0,2r)|f|n|ηr|n)1n(nηrn|Df|n)n1n+fnσnn\displaystyle\leq\left(\int_{B^{n}(0,2r)}\left|f\right|^{n}\left|\nabla\eta_{r}\right|^{n}\right)^{\frac{1}{n}}\left(\int_{\mathbb{R}^{n}}\eta_{r}^{n}\left|Df\right|^{n}\right)^{\frac{n-1}{n}}+\left\lVert f\right\rVert_{\infty}^{n}\left\lVert\sigma\right\rVert_{n}^{n}
4ωnf(nηrn|Df|n)n1n+fnσnn\displaystyle\leq 4\omega_{n}\left\lVert f\right\rVert_{\infty}\left(\int_{\mathbb{R}^{n}}\eta_{r}^{n}\left|Df\right|^{n}\right)^{\frac{n-1}{n}}+\left\lVert f\right\rVert_{\infty}^{n}\left\lVert\sigma\right\rVert_{n}^{n}

Hence, we obtain an upper bound on the integral of ηrn|Df|n\eta^{n}_{r}\left|Df\right|^{n} independent on rr. Letting rr\to\infty yields the claim. ∎

5.2. Level set methods

We just proved that for a bounded f:nnf\colon\mathbb{R}^{n}\to\mathbb{R}^{n} satisfying (1.1) with σLn\sigma\in L^{n}, the differential |Df|\left|Df\right| lies in Ln(n)L^{n}(\mathbb{R}^{n}). Therefore, by Lemma 2.4, the integral of JfJ_{f} over the entire space n\mathbb{R}^{n} is zero. We now proceed to improve this by showing that the integral of the Jacobian also vanishes over every strict sublevel set of |f|\left|f\right|.

Lemma 5.2.

Let fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}). Suppose that |Df|Ln(n)\left|Df\right|\in L^{n}(\mathbb{R}^{n}). Then for every t>0t>0, we have

{xn:|f|<t}Jf=0.\int_{\left\{x\in\mathbb{R}^{n}\colon\left|f\right|<t\right\}}J_{f}=0.
Proof.

Let t>ε>0t>\varepsilon>0, and let ψ=ψt,ε:[0,)[0,)\psi=\psi_{t,\varepsilon}\colon[0,\infty)\to[0,\infty) be a non-decreasing smooth function such that ψ|[0,tε]=id\psi|_{[0,t-\varepsilon]}=\operatorname{id}, ψ|[t,)t\psi|_{[t,\infty)}\equiv t, and |ψ|2\left|\psi^{\prime}\right|\leq 2. Let ht,ε:nnh_{t,\varepsilon}\colon\mathbb{R}^{n}\to\mathbb{R}^{n} be the radial function defined by

ht,ε(x)=ψt,ε(|x|)x|x|.h_{t,\varepsilon}(x)=\psi_{t,\varepsilon}(\left|x\right|)\frac{x}{\left|x\right|}.

Then ht,εh_{t,\varepsilon} is a smooth and 2-Lipschitz regular mapping. Consequently, the chain rule applies, Dft,ε(x)=Dht,ε(f(x))Df(x)Df_{t,\varepsilon}(x)=Dh_{t,\varepsilon}(f(x))Df(x) for a.e. xx, and ft,ε=ht,εff_{t,\varepsilon}=h_{t,\varepsilon}\circ f lies in Wloc1,n(n,n)W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}), see e.g. [7, p.130].

In particular, since |Dht,ε|2\left|Dh_{t,\varepsilon}\right|\leq 2, we have Dft,εLn(n)Df_{t,\varepsilon}\in L^{n}(\mathbb{R}^{n}). Therefore, Lemma 2.4 yields that

n(Jht,εf)Jf=nJft,ε=0.\int_{\mathbb{R}^{n}}(J_{h_{t,\varepsilon}}\circ f)J_{f}=\int_{\mathbb{R}^{n}}J_{f_{t,\varepsilon}}=0.

As ε0\varepsilon\to 0, we have Jht,εχ[0,t)J_{h_{t,\varepsilon}}\to\chi_{[0,t)} pointwise where χE\chi_{E} denotes the characteristic function χE\chi_{E} of a set EE. Hence, the claim follows by letting ε0\varepsilon\to 0 and applying the dominated convergence theorem for the Lebesgue integral. ∎

Lemma 5.2 is our main tool in showing that, for an entire non-identically zero solution ff, the function |log|f||\left|\nabla\log\left|f\right|\right| belongs to Ln(n)L^{n}(\mathbb{R}^{n}). Towards this, we first prove that the function |Df|n/|f|n\left|Df\right|^{n}/\left|f\right|^{n} is globally integrable.

Lemma 5.3.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) solves the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLn(n)\sigma\in L^{n}(\mathbb{R}^{n}). If ff is bounded, then Jf/|f|nJ_{f}/\left|f\right|^{n} is integrable,

nJf|f|n\displaystyle\int_{\mathbb{R}^{n}}\frac{J_{f}}{\left|f\right|^{n}} =0,\displaystyle=0, and n|Df|n|f|n\displaystyle\int_{\mathbb{R}^{n}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}} nσn<.\displaystyle\leq\int_{\mathbb{R}^{n}}\sigma^{n}<\infty.

Here and in what follows, we interpret Jf/|f|n=0J_{f}/\left|f\right|^{n}=0 when Jf=0J_{f}=0, and similarly, |Df|n/|f|n=0\left|Df\right|^{n}/\left|f\right|^{n}=0 when |Df|=0\left|Df\right|=0.

Proof.

We split JfJ_{f} into its positive and negative parts Jf=Jf+JfJ_{f}=J_{f}^{+}-J_{f}^{-}. These parts satisfy the inequality

(5.1) |Df|n+KJfKJf++σn|f|n.\left|Df\right|^{n}+KJ_{f}^{-}\leq KJ_{f}^{+}+\sigma^{n}\left|f\right|^{n}.

In particular, we have

(5.2) JfK1|f|nσn.J_{f}^{-}\leq K^{-1}\left|f\right|^{n}\sigma^{n}.

Indeed, this is trivial when Jf0J_{f}\geq 0, and if Jf<0J_{f}<0, then (5.2) follows from (5.1). Hence, Jf=0J_{f}^{-}=0 a.e. where |f|=0\left|f\right|=0, and we have

(5.3) nJf|f|n1Knσn<.\int_{\mathbb{R}^{n}}\frac{J_{f}^{-}}{\left|f\right|^{n}}\leq\frac{1}{K}\int_{\mathbb{R}^{n}}\sigma^{n}<\infty\,.

For every t>0t>0, we denote the strict sublevel set of |f|\left|f\right| at tt by Lt={xn:|f|<t}L_{t}=\left\{x\in\mathbb{R}^{n}\colon\left|f\right|<t\right\}. By Lemmas 5.1 and 5.2, we have

LtJf=0 for every t>0.\int_{L_{t}}J_{f}=0\qquad\textnormal{ for every }t>0\,.

In particular, we have for every t>0t>0 that

LtJf+=LtJf.\int_{L_{t}}J_{f}^{+}=\int_{L_{t}}J_{f}^{-}\,.

Multiplying this estimate by tn1/nt^{-n-1}/n, we obtain

(5.4) ntn1nJf+χ{xn:|f|<t}=ntn1nJfχ{xn:|f|<t}.\int_{\mathbb{R}^{n}}\frac{t^{-n-1}}{n}J_{f}^{+}\chi_{\left\{x\in\mathbb{R}^{n}\colon\left|f\right|<t\right\}}=\int_{\mathbb{R}^{n}}\frac{t^{-n-1}}{n}J_{f}^{-}\chi_{\left\{x\in\mathbb{R}^{n}\colon\left|f\right|<t\right\}}.

By integrating (5.4) over (0,)(0,\infty) with respect to tt and applying the Fubini–Tonelli theorem to change the order of integration, we have

nJf+|f(x)|tn1ndtdx=nJf|f(x)|tn1ndtdx.\int_{\mathbb{R}^{n}}J_{f}^{+}\int_{\left|f(x)\right|}^{\infty}\frac{t^{-n-1}}{n}\mathop{}\!\mathrm{d}t\mathop{}\!\mathrm{d}x=\int_{\mathbb{R}^{n}}J_{f}^{-}\int_{\left|f(x)\right|}^{\infty}\frac{t^{-n-1}}{n}\mathop{}\!\mathrm{d}t\mathop{}\!\mathrm{d}x.

Evaluating the inner integral yields

nJf+|f|n=nJf|f|n<\int_{\mathbb{R}^{n}}\frac{J_{f}^{+}}{\left|f\right|^{n}}=\int_{\mathbb{R}^{n}}\frac{J_{f}^{-}}{\left|f\right|^{n}}<\infty

where the finiteness of the integrals follows from (5.3).

We therefore conclude that Jf+=0J_{f}^{+}=0 a.e. where |f|=0\left|f\right|=0, that Jf+/|f|nJ_{f}^{+}/\left|f\right|^{n} and therefore also Jf/|f|nJ_{f}/\left|f\right|^{n} are integrable, and that

nJf|f|n=0.\int_{\mathbb{R}^{n}}\frac{J_{f}}{\left|f\right|^{n}}=0.

Finally, by the heterogeneous distortion inequality (1.1), we see that |Df|=0\left|Df\right|=0 a.e. where |f|=0\left|f\right|=0, and that

n|Df|n|f|nKnJf|f|n+nσn=nσn.\int_{\mathbb{R}^{n}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\leq K{\int_{\mathbb{R}^{n}}\frac{J_{f}}{\left|f\right|^{n}}}+\int_{\mathbb{R}^{n}}\sigma^{n}=\int_{\mathbb{R}^{n}}\sigma^{n}.

5.3. The logarithm

With the global integrability of |Df|n/|f|n\left|Df\right|^{n}/\left|f\right|^{n} shown, we now proceed to study the Sobolev regularity of log|f|\log\left|f\right|.

Let BR=Bn(x,R)B_{R}=B^{n}(x,R) be a ball in n\mathbb{R}^{n} with R>0R>0. Suppose that fL(BR,n)Wloc1,n(BR,n)f\in L^{\infty}(B_{R},\mathbb{R}^{n})\cap W_{\mathrm{loc}}^{1,n}(B_{R},\mathbb{R}^{n}), and that |Df|/|f|Ln(BR)\left|Df\right|/\left|f\right|\in L^{n}(B_{R}). For every λ>0\lambda>0, we denote by |f|λ\left|f\right|_{\lambda} the function xmax(|f|,λ)x\mapsto\max(\left|f\right|,\lambda). We then proceed to study the functions log|f|λ\log\left|f\right|_{\lambda}. Since ff is bounded and the function hλ:nh_{\lambda}\colon\mathbb{R}^{n}\to\mathbb{R} given by hλ(x)=logmax(|x|,λ)h_{\lambda}(x)=\log\max(\left|x\right|,\lambda) is locally Lipschitz, we may use the chain rule of Lipschitz and Sobolev maps to obtain that log|f|λ=hλfWloc1,n(BR)\log\left|f\right|_{\lambda}=h_{\lambda}\circ f\in W^{1,n}_{\mathrm{loc}}(B_{R}); see e.g. [36, Theorem 2.1.11]. Moreover, we have the uniform estimate

(5.5) |log|f|λ|n=||f||n|f|nχ{|f|>λ}|Df|n|f|λn|Df|n|f|n<\left|\nabla\log\left|f\right|_{\lambda}\right|^{n}=\frac{\left|\nabla\left|f\right|\right|^{n}}{\left|f\right|^{n}}\chi_{\left\{\left|f\right|>\lambda\right\}}\leq\frac{\left|Df\right|^{n}}{\left|f\right|_{\lambda}^{n}}\leq\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}<\infty

which is independent of λ\lambda.

By using these truncated logarithms as a tool, we achieve the following result.

Lemma 5.4.

Let f:BRnf\colon B_{R}\to\mathbb{R}^{n} be a bounded and not identically zero mapping. Suppose that fWloc1,n(BR,n)f\in W^{1,n}_{\mathrm{loc}}(B_{R},\mathbb{R}^{n}) and that |Df|/|f|Ln(BR).\left|Df\right|/\left|f\right|\in L^{n}(B_{R}). Then f1{0}f^{-1}\{0\} has zero Lebesgue measure, the measurable function log|f|\log\left|f\right| lies in Wloc1,n(BR)W^{1,n}_{\mathrm{loc}}(B_{R}), and

|log|f|||Df||f|Ln(BR).\left|\nabla\log\left|f\right|\right|\leq\frac{\left|Df\right|}{\left|f\right|}\in L^{n}(B_{R}).
Proof.

By our assumptions, the set |f|1(0,)\left|f\right|^{-1}(0,\infty) has positive measure. Hence, there exists t(0,1)t\in(0,1) such that Ft={xBR:t1>|f(x)|>t}F_{t}=\left\{x\in B_{R}:t^{-1}>\left|f(x)\right|>t\right\} has positive measure. For every λ>0\lambda>0, we denote by fλ:BRf_{\lambda}\colon B_{R}\to\mathbb{R} the function fλ=log|f|λf_{\lambda}=\log\left|f\right|_{\lambda}.

Our first goal is to show that log|f|L1(BR)\log\left|f\right|\in L^{1}(B_{R}). For the proof, we assume towards a contradiction that the integral of |log|f||\left|\log\left|f\right|\right| over BRB_{R} is instead infinite. In this case, since the functions fλf_{\lambda} are uniformly bounded from above and decrease to log|f|\log\left|f\right| monotonically as λ0+\lambda\to 0+, we have limλ0+(fλ)BR=\lim_{\lambda\to 0+}(f_{\lambda})_{B_{R}}=-\infty; recall that (fλ)BR(f_{\lambda})_{B_{R}} stands for the integral average value of the function fλf_{\lambda} over BRB_{R}.

By the Sobolev-Poincaré inequality and (5.5), we have the upper bound

1mn(BR)BR|fλ(fλ)BR|Cn(BR|fλ|n)1nCn(BR|Df|n|f|n)1n.\frac{1}{m_{n}(B_{R})}\int_{B_{R}}\left|f_{\lambda}-(f_{\lambda})_{B_{R}}\right|\leq C_{n}\left(\int_{B_{R}}\left|\nabla f_{\lambda}\right|^{n}\right)^{\frac{1}{n}}\leq C_{n}\left(\int_{B_{R}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\right)^{\frac{1}{n}}.

This upper bound, independent of λ\lambda, is finite by our assumptions. We also have the lower bound

1mn(BR)BR|fλ(fλ)BR|mn(Ft)mn(BR)(|(fλ)BR|logt1).\frac{1}{m_{n}(B_{R})}\int_{B_{R}}\left|f_{\lambda}-(f_{\lambda})_{B_{R}}\right|\geq\frac{m_{n}(F_{t})}{m_{n}(B_{R})}\left(\left|(f_{\lambda})_{B_{R}}\right|-\log t^{-1}\right).

Since limλ0+(fλ)B=\lim_{\lambda\to 0+}(f_{\lambda})_{B}=-\infty, we arrive at a contradiction. Hence, log|f|L1(BR)\log\left|f\right|\in L^{1}(B_{R}). In particular, it follows that log|f|\log\left|f\right| is finite almost everywhere, and therefore f1{0}f^{-1}\{0\} has zero Lebesgue measure.

Now, for λ<1\lambda<1, we have

BR|log|f|fλ|f1[0,λ)|log|f||0when λ0+,\int_{B_{R}}\left|\log\left|f\right|-f_{\lambda}\right|\leq\int_{f^{-1}[0,\lambda)}\left|\log\left|f\right|\right|\to 0\qquad\textnormal{when }\lambda\to 0+\,,

and

BR|fλ|f||f||nf1[0,λ]|Df|n|f|n0when λ0+.\int_{B_{R}}\left|\nabla f_{\lambda}-\frac{\nabla\left|f\right|}{\left|f\right|}\right|^{n}\leq\int_{f^{-1}[0,\lambda]}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\to 0\qquad\textnormal{when }\lambda\to 0+\,.

Therefore, fλlog|f|f_{\lambda}\to\log\left|f\right| in L1(BR)L^{1}(B_{R}) and fλ(|f|)/|f|\nabla f_{\lambda}\to(\nabla\left|f\right|)/\left|f\right| in Ln(BR)L^{n}(B_{R}). Thus, the weak gradient of log|f|\log\left|f\right| equals (|f|)/|f|(\nabla\left|f\right|)/\left|f\right|. Since (|f|)/|f|Ln(BR,n)(\nabla\left|f\right|)/\left|f\right|\in L^{n}(B_{R},\mathbb{R}^{n}), the Sobolev embedding theorem shows that log|f|Llocn(BR)\log\left|f\right|\in L^{n}_{\mathrm{loc}}(B_{R}), and hence log|f|Wloc1,n(BR)\log\left|f\right|\in W^{1,n}_{\mathrm{loc}}(B_{R}). ∎

6. Non-existence of zeroes

In this section we will show that log|f|\log\left|f\right| is locally Hölder continuous if ff is a bounded entire solution to the heterogeneous distortion inequality with σLn(n)Llocn+ε(n)\sigma\in L^{n}(\mathbb{R}^{n})\cap L^{n+\varepsilon}_{\mathrm{loc}}(\mathbb{R}^{n}). This will prove Theorem 1.2. Our approach again mimics the lines of reasoning by Morrey and is based on obtaining a quantitative integral estimate for |Df|n/|f|n\left|Df\right|^{n}/\left|f\right|^{n} over balls. This is done by employing a suitable isoperimetric inequality.

6.1. Logarithmic isoperimetric inequality

We then proceed to show the following isoperimetric-type estimate for |Df|n/|f|n\left|Df\right|^{n}/\left|f\right|^{n}. As before, we use Br=Bn(x,r)B_{r}=B^{n}(x,r) to denote a ball in n\mathbb{R}^{n} around a fixed point xx.

Lemma 6.1.

Let fLloc(BR,n)Wloc1,n(BR,n)f\in L^{\infty}_{\mathrm{loc}}(B_{R},\mathbb{R}^{n})\cap W_{\mathrm{loc}}^{1,n}(B_{R},\mathbb{R}^{n}), where R>0R>0. If |Df|/|f|Llocn(BR)\left|Df\right|/\left|f\right|\in L_{\mathrm{loc}}^{n}(B_{R}), then there is a constant CnC_{n} such that for a.e. r(0,R)r\in(0,R), we have

(6.1) BrJf|f|nCnrBr|Df|n|f|n.\int_{B_{r}}\frac{J_{f}}{\left|f\right|^{n}}\leq C_{n}\,r\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\,.

The main idea behind the proof is to write

Jf(x)|f(x)|nvoln=dω,\frac{J_{f}(x)\,}{\left|f(x)\right|^{n}}\operatorname{vol}_{n}=\mathop{}\!\mathrm{d}\omega,

where ω\omega is a certain differential (n1)(n-1)-form, and then to use Stokes’ theorem. This method actually gives similar estimates for integrals of the more general form ψ(|f|)Jf\psi(\left|f\right|)J_{f} over balls. The precise estimate obtained is given by the following lemma, which is a variant of [27, Lemma 2.1] by Onninen and Zhong. We provide a proof here due to our assumptions being slightly weaker than in [27].

Lemma 6.2.

Let Ωn\Omega\subset\mathbb{R}^{n} be a domain. Suppose that f:Ωnf\colon\Omega\to\mathbb{R}^{n} is in Lloc(Ω,n)Wloc1,n(Ω,n)L^{\infty}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n})\cap W^{1,n}_{\mathrm{loc}}(\Omega,\mathbb{R}^{n}). If Ψ:[0,)\Psi\colon[0,\infty)\to\mathbb{R} is a piecewise C1C^{1}-smooth function with Ψ\Psi^{\prime} locally bounded, then for every test function ηC0(Ω)\eta\in C^{\infty}_{0}(\Omega), we have

|Ωη[nΨ(|f|2)+2|f|2Ψ(|f|2)]Jf|nΩ|η||f|Ψ(|f|2)|Df|n1.\left|\int_{\Omega}\eta\bigl{[}n\Psi(|f|^{2})+2\left|f\right|^{2}\Psi^{\prime}(\left|f\right|^{2})\bigr{]}J_{f}\right|\leq\sqrt{n}\int_{\Omega}\left|\nabla\eta\right|\left|f\right|\Psi(\left|f\right|^{2})\left|Df\right|^{n-1}.

Before jumping into the proof, we comment on the well-definedness of the left integrand. The function Ψ\Psi^{\prime} is defined outside finitely many jump points y[0,)y\in[0,\infty). Consider the set Ay={xΩ:|f(x)|2=y}A_{y}=\{x\in\Omega:\left|f(x)\right|^{2}=y\}. Then a.e. on AyA_{y}, we have |f|2=0\nabla\left|f\right|^{2}=0; see e.g. [13, Corollary 1.21]. Since |f|2=i=1n2fifi\nabla\left|f\right|^{2}=\sum_{i=1}^{n}2f_{i}\nabla f_{i}, this implies that for a.e. xAyx\in A_{y}, we have |f(x)|=0\left|f(x)\right|=0 or some non-zero linear combination of {(dfi)x:i=1,,n}\{(df_{i})_{x}:i=1,\dots,n\} vanishes. In the latter case, Jf(x)=0J_{f}(x)=0. Hence, almost everywhere where Ψ(|f|2)\Psi^{\prime}(\left|f\right|^{2}) is not defined, we have |f|=0\left|f\right|=0 or Jf=0J_{f}=0, making the integrand in the statement well defined.

Proof of Lemma 6.2.

By switching to a smaller domain Ω\Omega which still contains the support of η\eta, we may assume that Ω\Omega is bounded and fW1,n(Ω,n)L(Ω,n)f\in W^{1,n}(\Omega,\mathbb{R}^{n})\cap L^{\infty}(\Omega,\mathbb{R}^{n}). By boundedness of |f|\left|f\right| and the local boundedness of Ψ\Psi and Ψ\Psi^{\prime}, we may also assume that Ψ\Psi and Ψ\Psi^{\prime} are bounded.

We consider the function

Fi=(f1,,fi1,ηΨ(|f|2)fi,fi+1,,fn).F_{i}=(f_{1},\dots,f_{i-1},\eta\Psi(\left|f\right|^{2})f_{i},f_{i+1},\dots,f_{n}).

Since Ψ\Psi^{\prime} is bounded and |f|2\left|f\right|^{2} is Sobolev, the chain rule of Lipschitz and Sobolev maps yields that (Ψ(|f|2))=Ψ(|f|2)|f|2=2Ψ(|f|2)j=1nfjfj\nabla(\Psi(\left|f\right|^{2}))=\Psi^{\prime}(\left|f\right|^{2})\nabla\left|f\right|^{2}=2\Psi^{\prime}(\left|f\right|^{2})\sum_{j=1}^{n}f_{j}\nabla f_{j} a.e. on Ω\Omega, see e.g. [36, Theorem 2.1.11]. By further using the product rules of Sobolev mappings, we see that ηΨ(|f|2)fi\eta\Psi(\left|f\right|^{2})f_{i} has a locally integrable weak gradient given by

(ηΨ(|f|2)fi)=Ψ(|f|2)fiη+2ηΨ(|f|2)fi(j=1nfjfj)+ηΨ(|f|2)fi.\nabla(\eta\Psi(\left|f\right|^{2})f_{i})\\ =\Psi(\left|f\right|^{2})f_{i}\nabla\eta+2\eta\Psi^{\prime}(\left|f\right|^{2})f_{i}\left(\sum_{j=1}^{n}f_{j}\nabla f_{j}\right)+\eta\Psi(\left|f\right|^{2})\nabla f_{i}.

Using the fact that η\eta, Ψ(|f|2)\Psi(\left|f\right|^{2}), Ψ(|f|2)\Psi^{\prime}(\left|f\right|^{2}) and fif_{i} are bounded, we then conclude that this weak gradient is in Ln(Ω,n)L^{n}(\Omega,\mathbb{R}^{n}).

We therefore have that ηnΨ(|f|2)fiW1,n(Ω)\eta^{n}\Psi(\left|f\right|^{2})f_{i}\in W^{1,n}(\Omega). Consequently, FiW1,n(Ω)F_{i}\in W^{1,n}(\Omega), and therefore JFiJ_{F_{i}} is integrable. Since FiF_{i} also has a compactly supported coordinate function, we therefore have

ΩJFi=0.\int_{\Omega}J_{F_{i}}=0.

By writing JFivolnJ_{F_{i}}\operatorname{vol}_{n} as a wedge product, we obtain

Ωη[Ψ(|f|2)+2fi2Ψ(|f|2)]Jfvoln=ΩΨ(|f|2)fi𝑑f1dfi1dηdfi+1dfn.\int_{\Omega}\eta\bigl{[}\Psi(|f|^{2})+2f_{i}^{2}\Psi^{\prime}(\left|f\right|^{2})\bigr{]}J_{f}\operatorname{vol}_{n}\\ =-\int_{\Omega}\Psi(\left|f\right|^{2})f_{i}df_{1}\wedge\dots\wedge df_{i-1}\wedge d\eta\wedge df_{i+1}\wedge\dots\wedge df_{n}.

By summing over ii, and by using the fact that |α1αn||α1||αn|\left|\alpha_{1}\wedge\dots\wedge\alpha_{n}\right|\leq\left|\alpha_{1}\right|\cdots\left|\alpha_{n}\right| for 1-forms α1,,αn\alpha_{1},\dots,\alpha_{n}, the claim follows. ∎

With the proof of Lemma 6.2 complete, we then proceed to prove Lemma 6.1.

Proof of Lemma 6.1.

We first prove an isoperimetric estimate of the following form: for a.e. r(0,R)r\in(0,R) and every constant cc, we have

(6.2) BrJf|f|nCnBr|Df|n1|f|n1|log|f|c|.\int_{B_{r}}\frac{J_{f}}{\left|f\right|^{n}}\leq C_{n}\int_{\partial B_{r}}\frac{\left|Df\right|^{n-1}}{\left|f\right|^{n-1}}\bigl{|}\log\left|f\right|-c\bigr{|}\,.

Hence, fix a cc\in\mathbb{R} and let r(0,R)r\in(0,R). For all sufficiently large jj\in\mathbb{N}, we select cutoff functions ηjC0(Br)\eta_{j}\in C^{\infty}_{0}(B_{r}) such that ηjηj+11\eta_{j}\leq\eta_{j+1}\leq 1, ηj(x)=1\eta_{j}(x)=1 for all xBr1/jx\in B_{r-1/j}, and sup{|ηj(x)|:xBr}1/j\sup\{\left|\nabla\eta_{j}(x)\right|\colon x\in B_{r}\}\leq 1/j. We also fix a>0a>0 and ε(0,1)\varepsilon\in(0,1), and define a function Ψa,ε:[0,)\Psi_{a,\varepsilon}\colon[0,\infty)\to\mathbb{R} by

Ψa,ε(t)={tn2(12log(t+ε)c),ta2an(loga2+εc),ta2.\Psi_{a,\varepsilon}(t)=\begin{cases}t^{-\frac{n}{2}}\left(\frac{1}{2}\log(t+\varepsilon)-c\right),&t\geq a^{2}\\ a^{-n}(\log\sqrt{a^{2}+\varepsilon}-c),&t\leq a^{2}\end{cases}.

The function Ψa,ε\Psi_{a,\varepsilon} is piecewise C1C^{1} and its derivative is locally bounded. Moreover, we have

nΨa,ε(t2)+2t2Ψa,ε(t2)={t(n2)(t2+ε)1t>anan(loga2+εc),t<a.n\Psi_{a,\varepsilon}(t^{2})+2t^{2}\Psi_{a,\varepsilon}^{\prime}(t^{2})=\begin{cases}t^{-(n-2)}(t^{2}+\varepsilon)^{-1}&t>a\\ na^{n}(\log\sqrt{a^{2}+\varepsilon}-c),&t<a.\\ \end{cases}

Hence, by using Lemma 6.2 with Ψ=Ψa,ε\Psi=\Psi_{a,\varepsilon} and η=ηj\eta=\eta_{j}, we obtain that

|{|f|>a}ηjJf|f|n2(|f|2+ε)|\displaystyle\left|\int_{\left\{\left|f\right|>a\right\}}\frac{\eta_{j}J_{f}}{\left|f\right|^{n-2}(\left|f\right|^{2}+\varepsilon)}\right| Cnjr1jrBs|Df|n1|f||f|an|log|f|a2+εc|𝑑s\displaystyle\leq\frac{C_{n}}{j}\int^{r}_{r-\frac{1}{j}}\int_{\partial B_{s}}\frac{\left|Df\right|^{n-1}\left|f\right|}{\left|f\right|_{a}^{n}}\left|\log\sqrt{\left|f\right|_{a}^{2}+\varepsilon}-c\right|\,ds
+|{|f|<a}nηjJf(loga2+εc)an|,\displaystyle\qquad+\left|\int_{\left\{\left|f\right|<a\right\}}\frac{n\eta_{j}J_{f}(\log\sqrt{a^{2}+\varepsilon}-c)}{a^{n}}\right|,

where we recall that |f|a=max(|f|,a)\left|f\right|_{a}=\max(\left|f\right|,a). We then let jj\to\infty, where we use monotone convergence and the Lebesgue differentiation theorem to obtain

|{|f|>a}BrJf|f|n2(|f|2+ε)|CnBr|Df|n1|f||f|an|log|f|a2+εc|+|{|f|<a}BrnJf(loga2+εc)an|\left|\int_{\left\{\left|f\right|>a\right\}\cap B_{r}}\frac{J_{f}}{\left|f\right|^{n-2}(\left|f\right|^{2}+\varepsilon)}\right|\leq C_{n}\int_{\partial B_{r}}\frac{\left|Df\right|^{n-1}\left|f\right|}{\left|f\right|_{a}^{n}}\left|\log\sqrt{\left|f\right|_{a}^{2}+\varepsilon}-c\right|\\ +\left|\int_{\left\{\left|f\right|<a\right\}\cap B_{r}}\frac{nJ_{f}(\log\sqrt{a^{2}+\varepsilon}-c)}{a^{n}}\right|

for a.e. r(0,R)r\in(0,R). Combining this with Hadamard’s inequality |Jf||Df|n\left|J_{f}\right|\leq\left|Df\right|^{n} yields

|{|f|>a}BrJf|f|n2(|f|2+ε)|\displaystyle\left|\int_{\left\{\left|f\right|>a\right\}\cap B_{r}}\frac{J_{f}}{\left|f\right|^{n-2}(\left|f\right|^{2}+\varepsilon)}\right| CnBr|Df|n1|f||f|an|log|f|a2+εc|\displaystyle\leq C_{n}\int_{\partial B_{r}}\frac{\left|Df\right|^{n-1}\left|f\right|}{\left|f\right|_{a}^{n}}\left|\log\sqrt{\left|f\right|_{a}^{2}+\varepsilon}-c\right|
(6.3) +n|loga2+εc|{|f|<a}Br|Df|n|f|n.\displaystyle\quad+n\left|\log\sqrt{a^{2}+\varepsilon}-c\right|{\int_{\left\{\left|f\right|<a\right\}\cap B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}}\,.

for a.e. r(0,R)r\in(0,R).

Next, we let a0+a\to 0+. Since |Df|n/|f|n\left|Df\right|^{n}/\left|f\right|^{n} is integrable and f1{0}f^{-1}\{0\} has zero measure by Lemma 5.4, the last integral in (6.3) goes to zero as a0+a\to 0+. For the first integral on the right hand side of 6.3, we observe that its integrand is dominated by the function (|Df|n1/|f|n1)(log|f|+C)(\left|Df\right|^{n-1}/\left|f\right|^{n-1})(\log\left|f\right|+C) for some C>0C>0. This dominant is in Lloc1(BR)L^{1}_{\mathrm{loc}}(B_{R}) for any C>0C>0, since |Df|n1/|f|n1Ln/(n1)(BR)\left|Df\right|^{n-1}/\left|f\right|^{n-1}\in L^{n/(n-1)}(B_{R}), and since log|f|Llocn(BR)\log\left|f\right|\in L^{n}_{\mathrm{loc}}(B_{R}) by Lemma 5.4. Consequently, the dominant is also in L1(Br)L^{1}(\partial B_{r}) for a.e. r(0,R)r\in(0,R) by the Fubini-Tonelli theorem. Hence, we may apply the dominated convergence theorem as a0+a\to 0+ in (6.3), and therefore obtain

|BrJf|f|n2(|f|2+ε)|CnBr|Df|n1|f|n1|log|f|2+εc|\left|\int_{B_{r}}\frac{J_{f}}{\left|f\right|^{n-2}(\left|f\right|^{2}+\varepsilon)}\right|\leq C_{n}\int_{\partial B_{r}}\frac{\left|Df\right|^{n-1}}{\left|f\right|^{n-1}}\left|\log\sqrt{\left|f\right|^{2}+\varepsilon}-c\right|\,

for a.e. r(0,R)r\in(0,R).

We then let ε0+\varepsilon\to 0^{+} and again use the dominated convergence theorem, obtaining the claimed inequality (6.2) for a.e. r(0,R)r\in(0,R) and our fixed value of cc. Consequently, if SS\subset\mathbb{R} is a countable dense subset, then (6.2) holds for a.e. r(0,R)r\in(0,R) and all cSc\in S. We then obtain (6.2) for all cc\in\mathbb{R} and a.e. r(0,R)r\in(0,R) by taking limits, since the constant in (6.2) is independent of cc and since |Df|n1/|f|n1\left|Df\right|^{n-1}/\left|f\right|^{n-1} is integrable over Br\partial B_{r} for a.e. r(0,R)r\in(0,R).

It remains to derive the statement of the lemma from (6.2). We denote

osc(log|f|,Br)=supBrlog|f|infBrlog|f|.\operatorname{osc}(\log\left|f\right|,\partial B_{r})=\underset{\partial B_{r}}{\sup}\log\left|f\right|-\underset{\partial B_{r}}{\inf}\log\left|f\right|\,.

Since |log|f||Ln(BR)\left|\nabla\log\left|f\right|\right|\in L^{n}(B_{R}), the Sobolev embedding theorem on spheres [14, Lemma 2.19] implies that, after changing ff in a set of measure zero, we have

(6.4) osc(log|f|,Br)Cnr1nlog|f|nCnr1n(Br|Df|n|f|n)1n\operatorname{osc}(\log\left|f\right|,\partial B_{r})\leq C_{n}r^{\frac{1}{n}}\left\lVert\nabla\log\left|f\right|\right\rVert_{n}\leq C_{n}r^{\frac{1}{n}}\left(\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\right)^{\frac{1}{n}}

for a.e. r(0,R)r\in(0,R). Moreover, if r(0,R)r\in(0,R) is such that (6.2) is valid, we may select bBrb\in\partial B_{r} and take c=log|f(b)|c=\log\left|f(b)\right|, in which case (6.2) yields

(6.5) BrJf|f|nCnosc(log|f|,Br)Br|Df|n1|f|n1.\int_{B_{r}}\frac{J_{f}}{\left|f\right|^{n}}\leq C_{n}\operatorname{osc}(\log\left|f\right|,\partial B_{r})\int_{\partial B_{r}}\frac{\left|Df\right|^{n-1}}{\left|f\right|^{n-1}}\,.

for a.e. r(0,R)r\in(0,R).

Now, combining (6.4), (6.5) and Hölder’s inequality, we obtain

BrJf|f|nCnr1n(Br|Df|n|f|n)1nBr|Df|n1|f|n1Cnr1n(Br|Df|n|f|n)1nrn1n(Br|Df|n|f|n)n1n=CnrBr|Df|n|f|n.\begin{split}\int_{B_{r}}\frac{J_{f}}{\left|f\right|^{n}}&\leq C_{n}r^{\frac{1}{n}}\left(\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\right)^{\frac{1}{n}}\int_{\partial B_{r}}\frac{\left|Df\right|^{n-1}}{\left|f\right|^{n-1}}\\ &\leq C_{n}r^{\frac{1}{n}}\left(\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\right)^{\frac{1}{n}}r^{\frac{n-1}{n}}\left(\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\right)^{\frac{n-1}{n}}\\ &=C_{n}r\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\,.\end{split}

This concludes the proof of Lemma 6.1. ∎

6.2. Hölder continuity of the logarithmic function

Here we complete the proof of Theorem 1.2. We recall the statement first.

Theorem 1.2.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLn(n)Llocn+ε(n)\sigma\in L^{n}(\mathbb{R}^{n})\cap L^{n+\varepsilon}_{\mathrm{loc}}(\mathbb{R}^{n}) where ε>0\varepsilon>0. If ff is bounded and f0f\not\equiv 0, then 0f(n)0\notin f(\mathbb{R}^{n}).

The proof is based on the following logarithmic counterpart of Lemma 3.1, where the use of the isoperimetric inequality is replaced with Lemma 6.1.

Lemma 6.3.

Suppose that f:nnf\colon\mathbb{R}^{n}\to\mathbb{R}^{n} is in Wloc1,n(n,n)W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) and solves the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty), and σLn(n)\sigma\in L^{n}(\mathbb{R}^{n}). If ff is bounded and not the constant function f0f\equiv 0, then for every xnx\in\mathbb{R}^{n} and almost every ball Br=Bn(x,r)nB_{r}=B^{n}(x,r)\subset\mathbb{R}^{n}, we have

Br|Df|n|f|nCn(K)rBr|Df|n|f|n+Brσn.\int_{B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\leq C_{n}(K)r\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}+\int_{B_{r}}\sigma^{n}.
Proof.

By Lemmas (5.1) and Lemma 5.3, we have |Df|/|f|Ln(n)\left|Df\right|/\left|f\right|\in L^{n}(\mathbb{R}^{n}). Hence, the heterogeneous distortion inequality is in this case equivalent with the inequality

(6.6) |Df(x)|n|f(x)|nKJf(x)|f(x)|n+σn(x)for a.e. xn,\frac{\left|Df(x)\right|^{n}}{\left|f(x)\right|^{n}}\leq K\frac{J_{f}(x)}{\left|f(x)\right|^{n}}+\sigma^{n}(x)\,\qquad\textnormal{for a.e. }x\in\mathbb{R}^{n},

since mn(f1{0})=0m_{n}(f^{-1}\{0\})=0 by Lemma 5.4. We then combine (6.6) with Lemma 6.1, and the claim follows. ∎

Proof of Theorem 1.2.

Let BR=Bn(0,R)B_{R}=B^{n}(0,R) for some R>0R>0. By Lemmas 5.3 and 5.4, we have that log|f|W1,n(𝔹R)\log\left|f\right|\in W^{1,n}(\mathbb{B}_{R}), and we moreover have |log|f|||Df|/|f|\left|\nabla\log\left|f\right|\right|\leq\left|Df\right|/\left|f\right| almost everywhere.

Let then Br=Bn(x,r)BRB_{r}=B^{n}(x,r)\subset B_{R}. By Lemma 6.3 and Hölder’s inequality, we have

Br|Df|n|f|nCn(K)rBr|Df|n|f|n+QrσnCn(K)rBr|Df|n|f|n+(2r)nεn+ε(𝔹Rσn+ε)nn+ε.\int_{B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\leq C_{n}(K)r\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}+\int_{Q_{r}}\sigma^{n}\\ \leq C_{n}(K)r\int_{\partial B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}+(2r)^{\frac{n\varepsilon}{n+\varepsilon}}\left(\int_{\mathbb{B}_{R}}\sigma^{n+\varepsilon}\right)^{\frac{n}{n+\varepsilon}}.

Since this holds for every xBRx\in B_{R} and a.e. r(0,dist(x,𝔹))r\in(0,\operatorname{dist}(x,\partial\mathbb{B})), Lemma 3.2 yields that

Br|log|f||nBr|Df|n|f|nCrα,\int_{B_{r}}\left|\nabla\log\left|f\right|\right|^{n}\leq\int_{B_{r}}\frac{\left|Df\right|^{n}}{\left|f\right|^{n}}\leq Cr^{\alpha},

where CC and α\alpha are independent of our choice of BrBRB_{r}\subset B_{R}. Hence, by Lemma 3.3, we have that log|f|\log\left|f\right| is Hölder continuous in BR/4B_{R/4}. Therefore, the function log|f|\log\left|f\right| locally Hölder continuous in n\mathbb{R}^{n}. In particular, log|f|\log\left|f\right| is locally bounded. However, if f(x)=0f(x)=0 for some xnx\in\mathbb{R}^{n}, then log|f(x)|=\log\left|f(x)\right|=-\infty. We conclude that ff cannot have any zeroes. ∎

7. The Liouville theorem

The remaining part of this paper is devoted to proving the Liouville theorem formulated in Theorem 1.3.

We recall from the introduction that our approach is to consider a function “logf\log f” from n\mathbb{R}^{n} to ×𝕊n1\mathbb{R}\times\mathbb{S}^{n-1}. This mapping is well defined and satisfies a similar distortion inequality as the classical complex logarithm map. The differential inequality makes it possible to show that the weak derivative of our “logf\log f” lies in Lnε(n)L^{n-\varepsilon}(\mathbb{R}^{n}) for some ε>0\varepsilon>0. The argument for this goes back to two remarkable papers by Iwaniec and Martin [18] (for even dimensions) and Iwaniec [16] (for all dimensions), where they proved local integral estimates of quasiregular mappings below the natural exponent nn. Later, a short proof was given by Faraco and Zhong [8]. We in turn perform a global version of the Lipschitz truncation argument of Faraco and Zhong in our setting.

7.1. The logarithm with a manifold target

Let n2n\geq 2. Then there exists a smooth mapping s:×𝕊n1n{0}s\colon\mathbb{R}\times\mathbb{S}^{n-1}\to\mathbb{R}^{n}\setminus\{0\}, defined by

s(t,θ)=etθs(t,\theta)=e^{t}\theta

for tt\in\mathbb{R} and θ𝕊n1n\theta\in\mathbb{S}^{n-1}\subset\mathbb{R}^{n}. The map ss is conformal, with |Ds(t,θ)|n=Js(t,θ)=ent\left|Ds(t,\theta)\right|^{n}=J_{s}(t,\theta)=e^{nt}. The inverse of ss is given by

s1(x)=(log|x|,x|x|)s^{-1}(x)=\left(\log\left|x\right|,\frac{x}{\left|x\right|}\right)

for xn{0}x\in\mathbb{R}^{n}\setminus\{0\}. A simple calculation yields that 1=(Jss1)Js1=enlog|x|Js11=(J_{s}\circ s^{-1})J_{s^{-1}}=e^{n\log\left|x\right|}J_{s^{-1}}, and therefore

|Ds1(x)|n=Js1(x)=1|x|n.\left|Ds^{-1}(x)\right|^{n}=J_{s^{-1}}(x)=\frac{1}{\left|x\right|^{n}}.

We use the inverse s1s^{-1} to take a “logarithm” of our mapping ff.

Lemma 7.1.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLn(n)Llocn+ε(n)\sigma\in L^{n}(\mathbb{R}^{n})\cap L^{n+\varepsilon}_{\mathrm{loc}}(\mathbb{R}^{n}), for some ε>0\varepsilon>0. Suppose also that ff is bounded, and that ff is not the constant mapping f0f\equiv 0. Denote

h=s1f(x)=(log|f|,f|f|).h=s^{-1}\circ f(x)=\left(\log\left|f\right|,\frac{f}{\left|f\right|}\right).

Then hh has the following properties:

  1. (1)

    hh is continuous and hWloc1,n(n,×𝕊n1)h\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}\times\mathbb{S}^{n-1});

  2. (2)

    we have |Dh|Ln(n)\left|Dh\right|\in L^{n}(\mathbb{R}^{n});

  3. (3)

    we have

    |Dh(x)|nKJh(x)+σn(x)\left|Dh(x)\right|^{n}\leq KJ_{h}(x)+\sigma^{n}(x)

    for a.e. xnx\in\mathbb{R}^{n}.

Proof.

By Theorem 1.1, we have that ff is continuous, and by Theorem 1.2, we have that the image of ff does not meet zero. Hence, hh is well defined and continuous. We also easily see that hWloc1,n(n,×𝕊n1)h\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}\times\mathbb{S}^{n-1}), since if BB is a ball compactly contained in n{0}\mathbb{R}^{n}\setminus\{0\}, then s|Bs|_{B} is a smooth bilipschitz chart. Hence, we have (1).

We then note that since s1s^{-1} is conformal, we have

|Dh|=(|Ds1|f)|Df|=|Df||f|.\left|Dh\right|=\left(\left|Ds^{-1}\right|\circ f\right)\left|Df\right|=\frac{\left|Df\right|}{\left|f\right|}.

Hence, we have by Lemma 5.3 that |Dh|Ln(n)\left|Dh\right|\in L^{n}(\mathbb{R}^{n}), proving (2). Finally, we prove (3) by computing that

|Dh|n=(|Ds1|f)|Df|(Js1f)(KJf+σn|f|n)=K(Js1f)Jf+σn|f|n|f|n=KJh+σn.\left|Dh\right|^{n}=\left(\left|Ds^{-1}\right|\circ f\right)\left|Df\right|\leq(J_{s^{-1}}\circ f)(KJ_{f}+\sigma^{n}\left|f\right|^{n})\\ =K(J_{s^{-1}}\circ f)J_{f}+\frac{\sigma^{n}\left|f\right|^{n}}{\left|f\right|^{n}}=KJ_{h}+\sigma^{n}.

7.2. Integrability below the natural exponent

According to Lemma 7.1, the logarithmic mapping h:n×𝕊n1h\colon\mathbb{R}^{n}\to\mathbb{R}\times\mathbb{S}^{n-1} lies in Wloc1,n(n,×𝕊n1)W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}\times\mathbb{S}^{n-1}) and it solves the distortion inequality,

(7.1) |Dh(x)|nKJh(x)+σn(x) for K[1,) and a.e. xn.\left|Dh(x)\right|^{n}\leq KJ_{h}(x)+\sigma^{n}(x)\quad\textnormal{ for }K\in[1,\infty)\textnormal{ and a.e. }x\in\mathbb{R}^{n}\,.

Since |Dh|Ln(n)\left|Dh\right|\in L^{n}(\mathbb{R}^{n}), the integral of the Jacobian JhJ_{h} over n\mathbb{R}^{n} vanishes. Therefore, the natural integral estimate for the logarithmic map over the entire space reads as follows

n|Dh|nnσn.\int_{\mathbb{R}^{n}}\left|Dh\right|^{n}\leq\int_{\mathbb{R}^{n}}\sigma^{n}\,.

The next lemma gives the key global integrability estimate for the differential below the natural exponent nn.

Lemma 7.2.

Suppose that a mapping h:n×𝕊n1h\colon\mathbb{R}^{n}\to\mathbb{R}\times\mathbb{S}^{n-1} is continuous, and that hWloc1,n(n,×𝕊n1)h\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}\times\mathbb{S}^{n-1}) with |Dh|Ln(n)\left|Dh\right|\in L^{n}(\mathbb{R}^{n}). If hh satisfies the distortion inequality (7.1) with σLnε(n)Ln(n)\sigma\in L^{n-\varepsilon}(\mathbb{R}^{n})\cap L^{n}(\mathbb{R}^{n}) for some ε>0\varepsilon>0, then there exists ε=ε(n,K,ε)(0,ε)\varepsilon^{\prime}=\varepsilon^{\prime}(n,K,\varepsilon)\in(0,\varepsilon) such that |Dh|Lnε(n)\left|Dh\right|\in L^{n-\varepsilon^{\prime}}(\mathbb{R}^{n}). In particular, we have the estimate

n|Dh|nεC(ε)nσnε,\int_{\mathbb{R}^{n}}\left|Dh\right|^{n-\varepsilon^{\prime}}\leq C(\varepsilon^{\prime})\int_{\mathbb{R}^{n}}\sigma^{n-\varepsilon^{\prime}},

where C(ε)1C(\varepsilon^{\prime})\to 1 as our choice of ε\varepsilon^{\prime} tends to 0.

Proof.

We may assume ε<1\varepsilon<1. We denote h=(h,h𝕊n1)h=(h_{\mathbb{R}},h_{\mathbb{S}^{n-1}}), where h:nh_{\mathbb{R}}\colon\mathbb{R}^{n}\to\mathbb{R} and h𝕊n1:n𝕊n1h_{\mathbb{S}^{n-1}}\colon\mathbb{R}^{n}\to\mathbb{S}^{n-1}. Let

g=|Dh|+σ,g=\left|Dh\right|+\sigma,

and for every λ>0\lambda>0, let

Fλ={xn:M(g)(x)λ}.F_{\lambda}=\{x\in\mathbb{R}^{n}:M(g)(x)\leq\lambda\}.

Suppose that x,yFλx,y\in F_{\lambda}. Then by a pointwise Sobolev estimate, we have for every i{1,,n}i\in\{1,\dots,n\} that

|h(x)h(y)|Cn|xy|(M(|h|)(x)+M(|h|)(y))Cn|xy|(M(g)(x)+M(g)(y))Cnλ|xy|.\left|h_{\mathbb{R}}(x)-h_{\mathbb{R}}(y)\right|\leq C_{n}\left|x-y\right|(M(\left|\nabla h_{\mathbb{R}}\right|)(x)+M(\left|\nabla h_{\mathbb{R}}\right|)(y))\\ \leq C_{n}\left|x-y\right|(M(g)(x)+M(g)(y))\leq C_{n}\lambda\left|x-y\right|.

Hence, hh_{\mathbb{R}} is CnλC_{n}\lambda-Lipschitz in FλF_{\lambda}. Consequently, by using the McShane extension theorem [23], we find a CnλC_{n}\lambda-Lipschitz map h,λ:nh_{\mathbb{R},\lambda}\colon\mathbb{R}^{n}\to\mathbb{R} such that h,λ|Fλ=h|Fλh_{\mathbb{R},\lambda}|_{F_{\lambda}}=h_{\mathbb{R}}|_{F_{\lambda}}. We denote hλ=(h,λ,h𝕊n1)h_{\lambda}=(h_{\mathbb{R},\lambda},h_{\mathbb{S}^{n-1}}).

We point out that we have

|Dhλ|(1+Cn)M(g)\left|Dh_{\lambda}\right|\leq(1+C_{n})M(g)

a.e. in n\mathbb{R}^{n}. Indeed, we have |Dhλ|=|Dh|gM(g)\left|Dh_{\lambda}\right|=\left|Dh\right|\leq g\leq M(g) a.e. in FλF_{\lambda}, and since |h,λ|Cnλ\left|\nabla h_{\mathbb{R},\lambda}\right|\leq C_{n}\lambda, we also have |Dhλ||Dh|+Cnλ(1+Cn)M(g)\left|Dh_{\lambda}\right|\leq\left|Dh\right|+C_{n}\lambda\leq(1+C_{n})M(g) a.e. in nFλ\mathbb{R}^{n}\setminus F_{\lambda}. Since gLn(n)g\in L^{n}(\mathbb{R}^{n}), we also have M(g)Ln(n)M(g)\in L^{n}(\mathbb{R}^{n}), and therefore |Dhλ|Ln(n)\left|Dh_{\lambda}\right|\in L^{n}(\mathbb{R}^{n}). Hence, we may apply the case of Lemma 2.4 with a manifold target, obtaining that

nJhλ=0.\int_{\mathbb{R}^{n}}J_{h_{\lambda}}=0.

For r>0r>0, we denote Br=Bn(0,r)B_{r}=B^{n}(0,r). Since Jh=JhλJ_{h}=J_{h_{\lambda}} in FλF_{\lambda}, we may therefore estimate that

|BrFλJh|\displaystyle\left|\int_{B_{r}\cap F_{\lambda}}J_{h}\right| =|n(BrFλ)Jhλ|\displaystyle=\left|\int_{\mathbb{R}^{n}\setminus(B_{r}\cap F_{\lambda})}J_{h_{\lambda}}\right|
|BrFλJhλ|+|nBrJhλ|\displaystyle\leq\left|\int_{B_{r}\setminus F_{\lambda}}J_{h_{\lambda}}\right|+\left|\int_{\mathbb{R}^{n}\setminus B_{r}}J_{h_{\lambda}}\right|
(1+Cn)n(BrFλλM(g)n1+nBrM(g)n).\displaystyle\leq(1+C_{n})^{n}\left(\int_{B_{r}\setminus F_{\lambda}}\lambda M(g)^{n-1}+\int_{\mathbb{R}^{n}\setminus B_{r}}M(g)^{n}\right).

Moreover, since |Dh|nKJh+σn\left|Dh\right|^{n}\leq KJ_{h}+\sigma^{n}, we have

BrFλ|Dh|nK|BrFλJh|+BrFλσn.\int_{B_{r}\cap F_{\lambda}}\left|Dh\right|^{n}\leq K\left|\int_{B_{r}\cap F_{\lambda}}J_{h}\right|+\int_{B_{r}\cap F_{\lambda}}\sigma^{n}.

We now chain these estimates together, and multiply by λ1ε\lambda^{-1-\varepsilon^{\prime}}, where ε(0,ε)\varepsilon^{\prime}\in(0,\varepsilon). We obtain

(7.2) Br|Dh|nλ1εχFλBrσnλ1εχFλ+(1+Cn)nK(BrλεM(g)n1χnFλ+λ1εnBrM(g)n).\int_{B_{r}}\left|Dh\right|^{n}\lambda^{-1-\varepsilon^{\prime}}\chi_{F_{\lambda}}\leq\int_{B_{r}}\sigma^{n}\lambda^{-1-\varepsilon^{\prime}}\chi_{F_{\lambda}}\\ +(1+C_{n})^{n}K\left(\int_{B_{r}}\lambda^{-\varepsilon^{\prime}}M(g)^{n-1}\chi_{\mathbb{R}^{n}\setminus F_{\lambda}}+\lambda^{-1-\varepsilon^{\prime}}\int_{\mathbb{R}^{n}\setminus B_{r}}M(g)^{n}\right).

Let t>0t>0. We now integrate (7.2) from tt to \infty with respect to λ\lambda, and use the Fubini–Tonelli theorem to switch the order of integration. Observe that χFλ(x)=0\chi_{F_{\lambda}}(x)=0 if λ<M(g)(x)\lambda<M(g)(x), and χFλ(x)=1\chi_{F_{\lambda}}(x)=1 otherwise. Hence,

tλ1εχFλ(x)dλ=max(t,Mg(x))λ1εdλ=[max(t,Mg(x))]εε[Mg(x)]εε\int_{t}^{\infty}\lambda^{-1-\varepsilon^{\prime}}\chi_{F_{\lambda}}(x)\mathop{}\!\mathrm{d}\lambda=\int_{\max(t,Mg(x))}^{\infty}\lambda^{-1-\varepsilon^{\prime}}\mathop{}\!\mathrm{d}\lambda\\ =\frac{\left[\max(t,Mg(x))\right]^{-\varepsilon^{\prime}}}{\varepsilon^{\prime}}\leq\frac{\left[Mg(x)\right]^{-\varepsilon^{\prime}}}{\varepsilon^{\prime}}

for a.e. xnx\in\mathbb{R}^{n}. Moreover, we also have

tλεχnFλ(x)dλ={tM(g)(x)λεif Mg(x)>t0if Mg(x)t,\int_{t}^{\infty}\lambda^{-\varepsilon^{\prime}}\chi_{\mathbb{R}^{n}\setminus F_{\lambda}}(x)\mathop{}\!\mathrm{d}\lambda=\begin{cases}\displaystyle{\int_{t}^{M(g)(x)}\lambda^{-\varepsilon^{\prime}}}&\text{if }Mg(x)>t\\ 0\phantom{\displaystyle{\int}}&\text{if }Mg(x)\leq t\end{cases},

and hence

tλεχnFλ(x)dλ=χnFt(x)tMg(x)λεdλ=χnFt(x)[Mg(x)]1εt1ε1εχnFt(x)[Mg(x)]1ε1ε\int_{t}^{\infty}\lambda^{-\varepsilon^{\prime}}\chi_{\mathbb{R}^{n}\setminus F_{\lambda}}(x)\mathop{}\!\mathrm{d}\lambda=\chi_{\mathbb{R}^{n}\setminus F_{t}}(x)\int_{t}^{Mg(x)}\lambda^{-\varepsilon^{\prime}}\mathop{}\!\mathrm{d}\lambda\\ =\chi_{\mathbb{R}^{n}\setminus F_{t}}(x)\frac{\left[Mg(x)\right]^{1-\varepsilon^{\prime}}-t^{1-\varepsilon^{\prime}}}{1-\varepsilon^{\prime}}\leq\chi_{\mathbb{R}^{n}\setminus F_{t}}(x)\frac{\left[Mg(x)\right]^{1-\varepsilon^{\prime}}}{1-\varepsilon^{\prime}}

for a.e. xnx\in\mathbb{R}^{n}. In conclusion, we obtain the estimate

(7.3) Br|Dh|n[max(M(g),t)]εBrσnM(g)ε+(1+Cn)nK(ε1εBrFtM(g)nε+tεnBrM(g)n).\int_{B_{r}}\left|Dh\right|^{n}\left[\max(M(g),t)\right]^{-\varepsilon^{\prime}}\leq\int_{B_{r}}\sigma^{n}M(g)^{-\varepsilon^{\prime}}\\ +(1+C_{n})^{n}K\left(\frac{\varepsilon^{\prime}}{1-\varepsilon^{\prime}}\int_{B_{r}\setminus F_{t}}M(g)^{n-\varepsilon^{\prime}}+t^{-\varepsilon^{\prime}}\int_{\mathbb{R}^{n}\setminus B_{r}}M(g)^{n}\right).

We then further estimate some of the terms in (7.3). On the left hand side, we observe that if xFtx\notin F_{t}, then M(g)(x)>tM(g)(x)>t, and therefore max(M(g)(x),t)=M(g)(x)\max(M(g)(x),t)=M(g)(x). Hence, we have

Br|Dh|n[max(M(g),t)]εBrFt|Dh|nM(g)ε.\int_{B_{r}}\left|Dh\right|^{n}\left[\max(M(g),t)\right]^{-\varepsilon^{\prime}}\geq\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n}M(g)^{-\varepsilon^{\prime}}.

For the first term on the right hand side, we see from the definition of gg that σgM(g)\sigma\leq g\leq M(g), and therefore obtain

BrσnM(g)εBrσnε.\int_{B_{r}}\sigma^{n}M(g)^{-\varepsilon^{\prime}}\leq\int_{B_{r}}\sigma^{n-\varepsilon^{\prime}}.

For the remaining terms, we use the strong Hardy–Littlewood maximal inequality, where the same constant MnM_{n} can be used for all exponents in the interval [n1,n][n-1,n]. Moreover, we also estimate the third term by gnε2n(|Dh|nε+σnε).g^{n-\varepsilon^{\prime}}\leq 2^{n}(\left|Dh\right|^{n-\varepsilon^{\prime}}+\sigma^{n-\varepsilon^{\prime}}). After all these estimates of individual terms, we obtain a total estimate of the form

(7.4) BrFt|Dh|nM(g)ε(1+(2+2Cn)nKε1ε)Brσnε+(2+2Cn)nKε1εBrFt|Dh|nε+(2+2Cn)nKtεnBrgn.\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n}M(g)^{-\varepsilon^{\prime}}\leq\left(1+\frac{(2+2C_{n})^{n}K\varepsilon^{\prime}}{1-\varepsilon^{\prime}}\right)\int_{B_{r}}\sigma^{n-\varepsilon^{\prime}}\\ +\frac{(2+2C_{n})^{n}K\varepsilon^{\prime}}{1-\varepsilon^{\prime}}\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n-\varepsilon^{\prime}}+(2+2C_{n})^{n}Kt^{-\varepsilon^{\prime}}\int_{\mathbb{R}^{n}\setminus B_{r}}g^{n}.

We then use Young’s inequality to obtain the estimate

BrFt|Dh|nε\displaystyle\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n-\varepsilon^{\prime}}
=BrFt(|Dh|nεM(g)ε(nε)n)(M(g)ε(nε)n)\displaystyle\qquad=\int_{B_{r}\setminus F_{t}}\Bigl{(}\left|Dh\right|^{n-\varepsilon^{\prime}}M(g)^{-\frac{\varepsilon^{\prime}(n-\varepsilon^{\prime})}{n}}\Bigr{)}\Bigl{(}M(g)^{\frac{\varepsilon^{\prime}(n-\varepsilon^{\prime})}{n}}\Bigr{)}
(nε)nBrFt|Dh|nM(g)ε+εnBrFtM(g)nε\displaystyle\qquad\leq\frac{(n-\varepsilon^{\prime})}{n}\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n}M(g)^{-\varepsilon^{\prime}}+\frac{\varepsilon^{\prime}}{n}\int_{B_{r}\setminus F_{t}}M(g)^{n-\varepsilon^{\prime}}
BrFt|Dh|nM(g)ε+εMn2nBrFt(|Dh|nε+σnε).\displaystyle\qquad\leq\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n}M(g)^{-\varepsilon^{\prime}}+\varepsilon^{\prime}M_{n}2^{n}\int_{B_{r}\setminus F_{t}}\left(\left|Dh\right|^{n-\varepsilon^{\prime}}+\sigma^{n-\varepsilon^{\prime}}\right).

Hence, combining this with (7.4), we now have

(7.5) BrFt|Dh|nε(1+δ)Brσnε+δBrFt|Dh|nε+(2+2Cn)nKtεnBrgn,\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n-\varepsilon^{\prime}}\leq\left(1+\delta\right)\int_{B_{r}}\sigma^{n-\varepsilon^{\prime}}+\delta\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n-\varepsilon^{\prime}}\\ +(2+2C_{n})^{n}Kt^{-\varepsilon^{\prime}}\int_{\mathbb{R}^{n}\setminus B_{r}}g^{n},

where δ=2nε((1+Cn)nK/(1ε)+Mn)\delta=2^{n}\varepsilon^{\prime}((1+C_{n})^{n}K/(1-\varepsilon^{\prime})+M_{n}). We then select ε\varepsilon^{\prime} small enough that δ<1\delta<1. Since BrFtB_{r}\setminus F_{t} is of finite measure, |Dh|nε\left|Dh\right|^{n-\varepsilon^{\prime}} is integrable over it, and we may absorb its term from the right hand side of (7.5) to the left hand side. We obtain the estimate

BrFt|Dh|nε1+δ1δBrσnε+(2nCn)nKtε1δnBrgn.\int_{B_{r}\setminus F_{t}}\left|Dh\right|^{n-\varepsilon^{\prime}}\leq\frac{1+\delta}{1-\delta}\int_{B_{r}}\sigma^{n-\varepsilon^{\prime}}+\frac{(2nC_{n})^{n}Kt^{-\varepsilon^{\prime}}}{1-\delta}\int_{\mathbb{R}^{n}\setminus B_{r}}g^{n}.

We let rr\to\infty. Since gLn(n)g\in L^{n}(\mathbb{R}^{n}), this makes the final term vanish, yielding

nFt|Dh|nε1+δ1δnσnε<.\int_{\mathbb{R}^{n}\setminus F_{t}}\left|Dh\right|^{n-\varepsilon^{\prime}}\leq\frac{1+\delta}{1-\delta}\int_{\mathbb{R}^{n}}\sigma^{n-\varepsilon^{\prime}}<\infty.

Note that we may assume that t>0nFt=n\bigcup_{t>0}\mathbb{R}^{n}\setminus F_{t}=\mathbb{R}^{n}. Indeed, otherwise M(g)M(g) has a zero; this is possible only if g0g\equiv 0, in which case hh is constant and the claim is trivial. Hence, by letting t0+t\to 0^{+}, the claim follows. ∎

7.3. Proof of the Liouville theorem

It remains to complete the proof of Theorem 1.3. We recap the statement before the proof.

Theorem 1.3.

Suppose that fWloc1,n(n,n)f\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) satisfies the heterogeneous distortion inequality (1.1) with K[1,)K\in[1,\infty) and σLnε(n)Ln+ε(n)\sigma\in L^{n-\varepsilon}(\mathbb{R}^{n})\cap L^{n+\varepsilon}(\mathbb{R}^{n}), for some ε>0\varepsilon>0. If ff is bounded and limx|f(x)|=0\lim_{x\to\infty}\left|f(x)\right|=0, then f0f\equiv 0.

Proof.

Suppose towards to a contradiction that ff is bounded and limx|f(x)|=0\lim\limits_{x\to\infty}\left|f(x)\right|=0, but ff is not identically zero. By Theorems 1.1 and 1.2, we have that ff is continuous and has no zeros. Hence, we may define the “logarithmic” mapping h:n×𝕊n1h\colon\mathbb{R}^{n}\to\mathbb{R}\times\mathbb{S}^{n-1} by

h(x)=(log|f|,|f||f|).h(x)=\left(\log\left|f\right|,\frac{\left|f\right|}{\left|f\right|}\right).

By Lemma 7.1, we have that hWloc1,n(n,×𝕊n1)h\in W^{1,n}_{\mathrm{loc}}(\mathbb{R}^{n},\mathbb{R}\times\mathbb{S}^{n-1}), |Dh|Ln(n)\left|Dh\right|\in L^{n}(\mathbb{R}^{n}), and |Dh|nKJh+σn\left|Dh\right|^{n}\leq KJ_{h}+\sigma^{n}. Combining this with Lemma 7.2 we conclude that |Dh|Lnε(n)\left|Dh\right|\in L^{n-\varepsilon^{\prime}}(\mathbb{R}^{n}) for some ε>0\varepsilon^{\prime}>0. In particular, since |log|f|||Dh|\left|\nabla\log\left|f\right|\right|\leq\left|Dh\right|, we have

(7.6) n|log|f||nεn|Dh|nεC(ε)nσnε.\int_{\mathbb{R}^{n}}\left|\nabla\log\left|f\right|\right|^{n-\varepsilon^{\prime}}\leq\int_{\mathbb{R}^{n}}\left|Dh\right|^{n-\varepsilon^{\prime}}\leq C(\varepsilon^{\prime})\int_{\mathbb{R}^{n}}\sigma^{n-\varepsilon^{\prime}}\,.

Consider now balls of the form Bi=Bn(0,2i)B_{i}=B^{n}(0,2^{i}). Our goal is to show that the integral average of |log|f||\left|\log\left|f\right|\right| over BiB_{i}, denoted by (log|f|)Bi(\log\left|f\right|)_{B_{i}}, is bounded independently of i{0}i\in\mathbb{N}\cup\{0\}. By the Sobolev-Poincaré inequality [7, 4.5.2] and (7.6) we have

|(log|f|)Bi1(log|f|)Bi|2nmn(Bi)Bi|log|f|(log|f|)Bi|Cn2n2i(1mn(Bi)Bi|log|f||nε)1nεCn2n2ininεωn1nε(n|log|f||nε)1nεCnC(ε)2nmax(1,ωnn)2εnεi(nσnε)1nε.\left|(\log\left|f\right|)_{B_{i-1}}-(\log\left|f\right|)_{B_{i}}\right|\leq\frac{2^{n}}{m_{n}(B_{i})}\int_{B_{i}}\left|\log\left|f\right|-(\log\left|f\right|)_{B_{i}}\right|\\ \leq C_{n}2^{n}2^{i}\left(\frac{1}{m_{n}(B_{i})}\int_{B_{i}}\left|\nabla\log\left|f\right|\right|^{n-\varepsilon^{\prime}}\right)^{\frac{1}{n-\varepsilon^{\prime}}}\\ \leq C_{n}2^{n}2^{i-\frac{ni}{n-\varepsilon^{\prime}}}\omega_{n}^{-\frac{1}{n-\varepsilon^{\prime}}}\left(\int_{\mathbb{R}^{n}}\left|\nabla\log\left|f\right|\right|^{n-\varepsilon^{\prime}}\right)^{\frac{1}{n-\varepsilon^{\prime}}}\\ \leq C_{n^{\prime}}C(\varepsilon^{\prime})2^{n}\max(1,\omega_{n}^{-n})2^{-\frac{\varepsilon^{\prime}}{n-\varepsilon^{\prime}}i}\left(\int_{\mathbb{R}^{n}}\sigma^{n-\varepsilon^{\prime}}\right)^{\frac{1}{n-\varepsilon^{\prime}}}.

Consequently, we have that

|(log|f|)Bi(log|f|)B0|CnC(ε)2nmax(1,ωnn)(nσnε)1nεi=02εnεi<.\left|(\log\left|f\right|)_{B_{i}}-(\log\left|f\right|)_{B_{0}}\right|\\ \leq C_{n}C(\varepsilon^{\prime})2^{n}\max(1,\omega_{n}^{-n})\left(\int_{\mathbb{R}^{n}}\sigma^{n-\varepsilon^{\prime}}\right)^{\frac{1}{n-\varepsilon^{\prime}}}\sum_{i=0}^{\infty}2^{-\frac{\varepsilon^{\prime}}{n-\varepsilon^{\prime}}i}<\infty.

Since log|f|Lloc1\log\left|f\right|\in L^{1}_{\mathrm{loc}} by Lemma 5.4, we have |(log|f|)B0|<\left|(\log\left|f\right|)_{B_{0}}\right|<\infty. However, since limxf(x)=0\lim\limits_{x\to\infty}f(x)=0, we have limi(log|f|)Bi=\lim_{i\to\infty}(\log\left|f\right|)_{B_{i}}=-\infty. This leads to a contradiction, and the claim follows. ∎

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