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pp Harmonic Measure in Simply Connected Domains

John L. Lewis
Department of Mathematics, University of Kentucky
Lexington, KY 40506-0027, USA
Kaj Nyström
Department of Mathematics, Umeå University
S-90187 Umeå, Sweden
Pietro Poggi-Corradini
Department of Mathematics, Cardwell Hall, Kansas State University
Manhattan, KS 66506, USA
email: john@ms.uky.eduLewis was partially supported by DMS-0552281.email: kaj.nystrom@math.umu.seNyström was partially supported by grant VR-70629701 from the Swedish research council VR.email: pietro@math.ksu.edu
Abstract

Let Ω\Omega be a bounded simply connected domain in the complex plane, \mathbb{C}. Let NN be a neighborhood of Ω\partial\Omega, let pp be fixed, 1<p<,1<p<\infty, and let u^\hat{u} be a positive weak solution to the pp Laplace equation in ΩN.\Omega\cap N. Assume that u^\hat{u} has zero boundary values on Ω\partial\Omega in the Sobolev sense and extend u^\hat{u} to NΩN\setminus\Omega by putting u^0\hat{u}\equiv 0 on NΩ.N\setminus\Omega. Then there exists a positive finite Borel measure μ^\hat{\mu} on \mathbb{C} with support contained in Ω\partial\Omega and such that

|u^|p2u^,ϕ𝑑A=ϕ𝑑μ^\displaystyle\int|\nabla\hat{u}|^{p-2}\,\langle\nabla\hat{u},\nabla\phi\rangle\,dA=-\int\phi\,d\hat{\mu}

whenever ϕC0(N).\phi\in C_{0}^{\infty}(N). If p=2p=2 and if u^\hat{u} is the Green function for Ω\Omega with pole at xΩN¯x\in\Omega\setminus\bar{N} then the measure μ^\hat{\mu} coincides with harmonic measure at xx, ω=ωx\omega=\omega^{x}, associated to the Laplace equation. In this paper we continue the studies in [BL05], [L06] by establishing new results, in simply connected domains, concerning the Hausdorff dimension of the support of the measure μ^\hat{\mu}. In particular, we prove results, for 1<p<1<p<\infty, p2p\neq 2, reminiscent of the famous result of Makarov [Mak85] concerning the Hausdorff dimension of the support of harmonic measure in simply connected domains.

2000 Mathematics Subject Classification. Primary 35J25, 35J70.

Keywords and phrases: harmonic function, harmonic measure, pp harmonic measure, pp harmonic function, simply connected domain, Hausdorff measure, Hausdorff dimension.

1 Introduction

Let Ω𝐑n\Omega\subset\mathbf{R}^{n} be a bounded domain and recall that the continuous Dirichlet problem for Laplace’s equation in Ω\Omega can be stated as follows. Given a continuous function ff on Ω\partial\Omega, find a harmonic function uu in Ω\Omega which is continuous in Ω¯\overline{\Omega}, with u=fu=f on Ω\partial\Omega. Although such a classical solution may not exist, it follows from a method of Perron-Wiener-Brelot that there is a unique bounded harmonic function uu with continuous boundary values equal to ff, outside a set of capacity zero (logarithmic capacity for n=2n=2 and Newtonian capacity for n>2n>2). The maximum principle and Riesz representation theorem yield, for each xΩx\in\Omega, the existence of a Borel measure ωx\omega^{x} with ωx(Ω)=1,\omega^{x}(\partial\Omega)=1, and

u(x)=Ωf(y)𝑑ωx(y)whenever xΩ.u(x)=\int_{\partial\Omega}f(y)d\omega^{x}(y)\quad\mbox{whenever $x\in\Omega$.}

Then, ω=ωx\omega=\omega^{x} is referred to as the harmonic measure at xx associated with the Laplace operator.

Let also g=g()=g(,x)g=g(\cdot)=g(\cdot,x) be the Green function for Ω\Omega with pole at xΩx\in\Omega and extend gg to 𝐑nΩ\mathbf{R}^{n}\setminus\Omega by putting g0g\equiv 0 on 𝐑nΩ\mathbf{R}^{n}\setminus\Omega. Then ω\omega is the Riesz measure associated to gg in the sense that

g,ϕ𝑑x=ϕ𝑑ω whenever ϕC0(𝐑n{x}).\displaystyle{\displaystyle\int}\langle\nabla g,\nabla\phi\rangle\,dx=-{\displaystyle\int}\,\phi\,d\omega\mbox{ whenever $\phi\in C_{0}^{\infty}(\mathbf{R}^{n}\setminus\{x\})$}.

We define the Hausdorff dimension of ω\omega, denoted H-dimω\mbox{H-dim}\;\omega, by

H-dimω=inf{α: there exists E Borel Ω with Hα(E)=0 and ω(E)=ω(Ω)},\mbox{H-dim}\;\omega\,={\displaystyle\inf}\{\alpha:\mbox{ there exists $E$ Borel $\subset\partial\Omega$ with }H^{\alpha}(E)=0\mbox{ and }\omega(E)=\omega(\partial\Omega)\},

where Hα(E)H^{\alpha}(E), for α𝐑+\alpha\in\mathbf{R}_{+}, is the α\alpha-dimensional Hausdorff measure of EE defined below. In the past twenty years a number of remarkable results concerning H-dimω\mbox{H-dim}\;\omega have been established in planar domains, Ω𝐑2\Omega\subset\mathbf{R}^{2}. In particular, Carleson [C85] showed that H-dimω=1\mbox{H-dim}\;\omega=1 when Ω\partial\Omega is a snowflake and that H-dimω1\mbox{H-dim}\;\omega\leq 1 for any self similar Cantor set. Later Makarov [Mak85] proved that H-dimω=1\mbox{H-dim}\;\omega=1 for any simply connected domain in the plane. Furthermore, Jones and Wolff [JW88] proved that H-dimω1\mbox{H-dim}\;\omega\leq 1 whenever Ω𝐑2\Omega\subset\mathbf{R}^{2} and ω\omega exists and Wolff [W93] strengthened [JW88] by showing that ω\omega is concentrated on a set of s finite H1H^{1}-measure. We also mention results of Batakis [Ba96], Kaufmann-Wu [KW85], and Volberg [V93] who showed, for certain fractal domains and domains whose complements are Cantor sets, that

Hausdorff dimension of Ω\partial\Omega = inf{α:Hα(Ω)=0}>H-dimω\inf\{\alpha:\ H^{\alpha}(\partial\Omega)=0\}>\mbox{H-dim}\;\omega.

Finally we note that higher dimensional results for the dimension of harmonic measure can be found in [Bo87], [W95], and [LVV05].

In [BL05] the first author, together with Bennewitz, started the study of the dimension of a measure, here referred to as pp harmonic measure, associated with a positive pp harmonic function which vanishes on the boundary of certain domains in the plane. The study in [BL05] was continued in [L06]. Let \mathbb{C} denote the complex plane and let dAdA be Lebesgue measure on .\mathbb{C}. If OO\subset\mathbb{C} is open and 1q,1\leq q\leq\infty, let W1,q(O)W^{1,q}(O) be the space of equivalence classes of functions u^\hat{u} with distributional gradient u^=(u^x,u^y),\nabla\hat{u}=(\hat{u}_{x},\hat{u}_{y}), both of which are qq th power integrable on O.O. Let

u^1,q=u^q+u^q\|\hat{u}\|_{1,q}=\|\hat{u}\|_{q}+\|\nabla\hat{u}\|_{q}

be the norm in W1,q(O)W^{1,q}(O) where q\|\cdot\|_{q} denotes the usual Lebesgue qq norm in O.O. Let C0(O)C^{\infty}_{0}(O) be infinitely differentiable functions with compact support in OO and let W01,q(O)W^{1,q}_{0}(O) be the closure of C0(O)C^{\infty}_{0}(O) in the norm of W1,q(O).W^{1,q}(O). Let Ω\Omega\subset\mathbb{C} be a simply connected domain and suppose that the boundary of Ω\Omega, Ω\partial\Omega, is bounded and non empty. Let NN be a neighborhood of Ω,p\partial\Omega,\,p fixed, 1<p<,1<p<\infty, and let u^\hat{u} be a positive weak solution to the pp Laplace equation in ΩN.\Omega\cap N. That is, u^W1,p(ΩN)\hat{u}\in W^{1,p}(\Omega\cap N) and

|u^|p2u^,θ𝑑A=0\int|\nabla\hat{u}|^{p-2}\,\langle\nabla\hat{u},\nabla\theta\rangle\,dA=0 (1.1)

whenever θW01,p(ΩN).\theta\in W^{1,p}_{0}(\Omega\cap N). Observe that if u^\hat{u} is smooth and u^0\nabla\hat{u}\not=0 in ΩN,\Omega\cap N, then (|u^|p2u^)0,\,\nabla\cdot(|\nabla\hat{u}|^{p-2}\,\nabla\hat{u})\equiv 0, in the classical sense, where \nabla\cdot denotes divergence. We assume that u^\hat{u} has zero boundary values on Ω\partial\Omega in the Sobolev sense. More specifically if ζC0(N),\zeta\in C^{\infty}_{0}(N), then u^ζW01,p(ΩN).\hat{u}\,\zeta\in W^{1,p}_{0}(\Omega\cap N). Extend u^\hat{u} to NΩN\setminus\Omega by putting u^0\hat{u}\equiv 0 on NΩ.N\setminus\Omega. Then u^W1,p(N)\hat{u}\in W^{1,p}(N) and it follows from (1.1), as in [HKM93], that there exists a positive finite Borel measure μ^\hat{\mu} on \mathbb{C} with support contained in Ω\partial\Omega and the property that

|u^|p2u^,ϕ𝑑A=ϕ𝑑μ^\int|\nabla\hat{u}|^{p-2}\,\langle\nabla\hat{u},\nabla\phi\rangle\,dA=-\int\phi\,d\hat{\mu} (1.2)

whenever ϕC0(N).\phi\in C_{0}^{\infty}(N). We note that if Ω\partial\Omega is smooth enough, then dμ^=|u^|p1dH1|Ω.\,\,d\hat{\mu}=|\nabla\hat{u}|^{p-1}\,dH^{1}|_{\partial\Omega}. Note that if p=2p=2 and if u^\hat{u} is the Green function for Ω\Omega with pole at xΩx\in\Omega then the measure μ^\hat{\mu} coincides with harmonic measure at xx, ω=ωx\omega=\omega^{x}, introduced above. We refer to μ^\hat{\mu} as the pp harmonic measure associated to u^\hat{u}. In [BL05], [L06] the Hausdorff dimension of the pp harmonic measure μ^\hat{\mu} is studied for general pp, 1<p<1<p<\infty, and to state results from [BL05], [L06] we next properly introduce the notions of Hausdorff measure and Hausdorff dimension. In particular, let points in the complex plan be denoted by z=x+iyz=x+iy and put B(z,r)={w:|wz|<r}B(z,r)=\{w\in\mathbb{C}:|w-z|<r\} whenever zz\in\mathbb{C} and r>0.r>0. Let d(E,F)d(E,F) denote the distance between the sets E,FE,F\subset\mathbb{C}. If λ>0\lambda>0 is a positive function on (0,r0)(0,r_{0}) with limr0λ(r)=0{\displaystyle\lim_{r\mbox{$\rightarrow$}0}\lambda(r)=0} define HλH^{\lambda} Hausdorff measure on \mathbb{C} as follows: For fixed 0<δ<r00<\delta<r_{0} and E2E\subseteq\mathbb{R}^{2}, let L(δ)={B(zi,ri)}L(\delta)=\{B(z_{i},r_{i})\} be such that EB(zi,ri)E\subseteq\bigcup\,B(z_{i},r_{i}) and 0<ri<δ,i=1,2,..0<r_{i}<\delta,~~i=1,2,... Set

ϕδλ(E)=infL(δ)λ(ri).\phi_{\delta}^{\lambda}(E)={\displaystyle\inf_{L(\delta)}}\sum\,\lambda(r_{i}).

Then

Hλ(E)=limδ0ϕδλ(E).H^{\lambda}(E)={\displaystyle\lim_{\delta\rightarrow 0}}\,\,\phi_{\delta}^{\lambda}(E).

In case λ(r)=rα\lambda(r)=r^{\alpha} we write HαH^{\alpha} for Hλ.H^{\lambda}. We now define the Hausdorff dimension of the measure μ^\hat{\mu} introduced in (1.2) as

H-dimμ^=inf{α: there exists E Borel Ω with Hα(E)=0 and μ^(E)=μ^(Ω)}.\mbox{H-dim}\;\hat{\mu}\,={\displaystyle\inf}\{\alpha:\mbox{ there exists $E$ Borel $\subset\partial\Omega$ with }H^{\alpha}(E)=0\mbox{ and }\hat{\mu}(E)=\hat{\mu}(\partial\Omega)\}.

In [BL05] the first author, together with Bennewitz, proved the following theorem.

Theorem A. Let u^,μ^,\hat{u},\hat{\mu}, be as in (1.1), (1.2). If Ω\partial\Omega is a quasicircle, then H-dimμ^1\mbox{H-dim}\;\hat{\mu}\leq 1 for 2p<,2\leq p<\infty, while H-dimμ^1\mbox{H-dim}\;\hat{\mu}\geq 1 for 1<p2.1<p\leq 2. Moreover, if Ω\partial\Omega is the von Koch snowflake then strict inequality holds for H-dimμ^.\mbox{H-dim}\;\hat{\mu}.

In [L06] the results in [BL05] were improved at the expense of assuming more about Ω\partial\Omega. In particular, we refer to [L06] for the definition of a kk quasi-circle. The following theorem is proved in [L06].

Theorem B. Given p,1<p<,p2,p,1<p<\infty,p\not=2,\, there exists k0(p)>0k_{0}(p)>0 such that if Ω\partial\Omega is a kk quasi-circle and 0<k<k0(p),0<k<k_{0}(p), then

(a) μ^ is concentrated on a set of σ finite H1 measure when p>2.(b) There exists A=A(p),0<A(p)<, such that if 1<p<2, then μ^ is absolutely   continuous with respect to Hausdorff measure defined relative to λ~ where \begin{array}[]{l}(a)\mbox{$\hskip 14.45377pt$}\hat{\mu}\mbox{ is concentrated on a set of $\sigma$ finite $H^{1}$ measure when }p>2.\\ (b)\mbox{$\hskip 14.45377pt$}\mbox{There exists $A=A(p),0<A(p)<\infty,$ such that if $1<p<2,$ then $\hat{\mu}$ is absolutely }\\ \mbox{$\hskip 27.46295pt$}\mbox{ continuous with respect to Hausdorff measure defined relative to $\tilde{\lambda}$ where }\end{array}
λ~(r)=rexp[Alog1/rlogloglog1/r],0<r<106.\tilde{\lambda}(r)=r\,\exp[A\sqrt{\log 1/r\,\log\log\log 1/r}],0<r<10^{-6}.

We note that Makarov in [Mak85] proved Theorem B for harmonic measure ω\omega, p=2p=2, when Ω\Omega is simply connected. Moreover, in this case it suffices to take A=6(243)/5A=6\sqrt{(\sqrt{24}-3)/{5}}, see [HK07]. In this paper we continue the studies in [BL05] and [L06] and we prove the following theorem.

Theorem 1. Given p,1<p<,p2,p,1<p<\infty,p\not=2,\, let u^,μ^\hat{u},\hat{\mu} be as in (1.1), (1.2), and suppose Ω\Omega is simply connected. Put

λ(r)=rexp[Alog1/rloglog1/r],0<r<106.\lambda(r)=r\,\exp[A\sqrt{\log 1/r\,\log\log 1/r}],0<r<10^{-6}.

Then the following is true.

(a)  If p>2, there exists A=A(p)1 such that μ^ is concentrated   on a set of σ finite Hλ measure. (b)  If 1<p<2, there exists A=A(p)1, such that μ^ is absolutely   continuous with respect to Hλ. \begin{array}[]{l}(a)\mbox{$\hskip 14.45377pt$}\mbox{ If $p>2,$ there exists $A=A(p)\leq-1$ such that $\hat{\mu}$ is concentrated }\\ \mbox{$\hskip 27.46295pt$}\mbox{ on a set of $\sigma$ finite $H^{\lambda}$ measure. }\\ (b)\mbox{$\hskip 14.45377pt$}\mbox{ If $1<p<2,$ there exists $A=A(p)\geq 1,$ such that $\hat{\mu}$ is absolutely }\\ \mbox{$\hskip 27.46295pt$}\mbox{ continuous with respect to $H^{\lambda}.$ }\end{array}

Note that Theorem 1 and the definition of H-dimμ^\mbox{H-dim}\;\hat{\mu} imply the following corollary.

Corollary 1. Given p,1<p<,p2,p,1<p<\infty,p\not=2,\, let u^,μ^\hat{u},\hat{\mu} be as in (1.1), (1.2), and suppose Ω\Omega is simply connected. Then H-dimμ^1\mbox{H-dim}\;\hat{\mu}\leq 1 for 2p<,2\leq p<\infty, while H-dimμ^1\mbox{H-dim}\;\hat{\mu}\geq 1 for 1<p2.1<p\leq 2.

In Lemma 2.4, stated below, we first show that it is enough to to prove Theorem 1 for a specific pp harmonic function u^\hat{u} satisfying the hypotheses. Thus, we choose z0Ωz_{0}\in\Omega and let uu be the pp capacitary functions for D=ΩB¯(z0,d(z0,Ω)/2).D=\Omega\setminus\overline{B}(z_{0},d(z_{0},\partial\Omega)/2). Then uu is pp harmonic in DD with continuous boundary values, u0u\equiv 0 on Ω\partial\Omega and u1u\equiv 1 on B(z0,d(z0,Ω)/2).\partial B(z_{0},d(z_{0},\partial\Omega)/2). Furthermore, to prove Theorem 1, we build on the tools and techniques developed in [BL05]. In particular, as noted in [BL05, sec. 7, Closing Remarks, problem 5], given the tools in [BL05] the main difficulty in establishing Theorem 1 is to prove the following result.

Theorem 2. Given p,1<p<,p2,p,1<p<\infty,p\not=2,\, let u,Du,D be as above. There exists c11,c_{1}\geq 1, depending only on pp, such that

c11u(z)d(z,Ω)|u(z)|c1u(z)d(z,Ω), whenever zD. c_{1}^{-1}\frac{u(z)}{d(z,\partial\Omega)}\leq|\nabla u(z)|\leq c_{1}\frac{u(z)}{d(z,\partial\Omega)},\mbox{ whenever $z\in D.$ }

In fact, most of our effort in this paper is devoted to proving Theorem 2. Armed with Theorem 2 we then use arguments from [BL05] and additional measure-theoretic arguments to prove Theorem 1. To further appreciate and understand the importance of the type of estimate we establish in Theorem 2, we note that this type of estimate is also crucial in the recent work by the first and second author on the boundary behaviour, regularity and free boundary regularity for pp harmonic functions, p2p\neq 2, 1<p<1<p<\infty, in domains in 𝐑n\mathbf{R}^{n}, n2n\geq 2, which are Lipschitz or which are well approximated by Lipschitz domains in the Hausdorff distance sense, see [LN07,LN,LN08a,LN08b]. Moreover, Theorem 2 seems likely to be an important step when trying to solve several problems for pp harmonic functions and pp harmonic measure, in planar simply-connected domains previously only studied in the case p=2p=2, i.e., for harmonic functions and harmonic measure. In particular, we refer to [BL05, sec. 7, Closing Remarks] and [L06, Closing Remarks] for discussions of open problems.

The rest of the paper is organized as follows. In section 2 we list some basic local results for a positive pp harmonic function vanishing on a portion of Ω.\partial\Omega. In section 3 we use these results to prove Theorem 1 under the assumption that Theorem 2 is valid. In sections 4 and 5 we then prove Theorem 2.

Finally the first author would like to thank Michel Zinsmeister for some helpful comments regarding the proof of (4.16).

2 Basic Estimates.

In the sequel cc will denote a positive constant 1\geq 1 (not necessarily the same at each occurrence), which may depend only on p,p, unless otherwise stated. In general, c(a1,,an)c(a_{1},\dots,a_{n}) denotes a positive constant 1,\geq 1, which may depend only on p,a1,,an,p,a_{1},\dots,a_{n}, not necessarily the same at each occurrence. CC will denote an absolute constant. ABA\approx B means that A/BA/B is bounded above and below by positive constants depending only on p.p. In this section, we will always assume that Ω\Omega is a bounded simply connected domain, 0<r< diam Ω0<r<\mbox{ diam }\partial\Omega and wΩw\in\partial\Omega. We begin by stating some interior and boundary estimates for u~,\tilde{u}, a positive weak solution to the pp Laplacian in B(w,4r)ΩB(w,4r)\cap\Omega with u~0\tilde{u}\equiv 0 in the Sobolev sense on ΩB(w,4r).\partial\Omega\cap B(w,4r). That is, u~W1,p(B(w,4r)Ω)\tilde{u}\in W^{1,p}(B(w,4r)\cap\Omega) and (1.1) holds whenever θW01,p(B(w,4r)Ω).\theta\in W^{1,p}_{0}(B(w,4r)\cap\Omega). Also ζu~W01,p(B(w,4r)Ω)\zeta\tilde{u}\in W^{1,p}_{0}(B(w,4r)\cap\Omega) whenever ζC0(B(w,4r)).\zeta\in C_{0}^{\infty}(B(w,4r)). Extend u~\tilde{u} to B(w,4r)B(w,4r) by putting u~0\tilde{u}\equiv 0 on B(w,4r)Ω.B(w,4r)\setminus\Omega. Then there exists a locally finite positive Borel measure μ~\tilde{\mu} with support B(w,4r)Ω\subset B(w,4r)\cap\partial\Omega and for which (1.2) holds with u^\hat{u} replaced by u~\tilde{u} and ϕC0(B(w,4r)).\phi\in C_{0}^{\infty}(B(w,4r)). Let maxB(z,s)u~,minB(z,s)u~{\displaystyle\max_{B(z,s)}\tilde{u},\,\min_{B(z,s)}\tilde{u}} be the essential supremum and infimum of u~\tilde{u} on B(z,s)B(z,s) whenever B(z,s)B(w,4r).B(z,s)\subset B(w,4r). For references to proofs of Lemmas 2.1 - 2.3 (see [BL05]).

Lemma 2.1. Fix p,1<p<,p,1<p<\infty, and let Ω,w,r,u~,\Omega,w,r,\tilde{u}, be as above. Then

c1rp2B(w,r/2)|u~|p𝑑xmaxB(w,r)u~pcr2B(w,2r)u~p𝑑x.c^{-1}r^{p-2}\,\int_{B(w,r/2)}\,|\nabla\tilde{u}|^{p}\,dx\,\leq\,\max_{B(w,r)}\,\tilde{u}^{p}\,\,\leq c\,r^{-2}\,\int_{B(w,2r)}\,\tilde{u}^{p}\,dx.

If B(z,2s)Ω,B(z,2s)\subset\Omega, then

maxB(z,s)u~cminB(z,s)u~.\max_{B(z,s)}\,\tilde{u}\,\leq c\min_{B(z,s)}\tilde{u}.

Lemma 2.2. Let p,Ω,w,r,u~,p,\Omega,w,r,\tilde{u}, be as in Lemma 2.1. Then there exists α=α(p)(0,1)\alpha=\alpha(p)\in(0,1) such that u~\tilde{u} has a Hölder α\alpha continuous representative in B(w,r)B(w,r) (also denoted u~\tilde{u}). Moreover if x,yB(w,r)x,y\in B(w,r) then

|u~(x)u~(y)|c(|xy|/r)αmaxB(w,2r)u~.|\tilde{u}(x)-\tilde{u}(y)|\leq\,c\,(|x-y|/r)^{\alpha}\,\max_{B(w,2r)}\,\tilde{u}.

Lemma 2.3. Let p,Ω,w,r,u~,p,\Omega,w,r,\tilde{u}, be as in Lemma 2.1 and let μ~\tilde{\mu} be the measure associated with u~\tilde{u} as in (1.2). Then there exists cc such that

c1rp2μ~[B(w,r/2)]maxB(w,r)u~p1crp2μ~[B(w,2r)].c^{-1}\,r^{p-2}\,\tilde{\mu}[B(w,r/2)]\,\leq\,{\displaystyle\max_{B(w,r)}\,\tilde{u}^{p-1}}\,\,\leq\,c\,r^{p-2}\,\tilde{\mu}[B(w,2r)].\,

Using Lemma 2.3 we prove,

Lemma 2.4. Fix p,1<p<,p,1<p<\infty, and let u^\hat{u} be the positive pp harmonic function in Theorem 1. Also, let uu be the pp capacitary function for D=ΩB¯(z0,d(z0,Ω)/2),D=\Omega\setminus\bar{B}(z_{0},d(z_{0},\partial\Omega)/2), defined below Corollary 1, and let μ,μ^,\mu,\hat{\mu}, be the measures corresponding to u,u^,u,\hat{u}, respectively. Then μ,μ^\mu,\hat{\mu} are mutually absolutely continuous. In particular, Theorem 1 is valid for μ^\hat{\mu} if and only if it is valid for μ.\mu.

Proof: We note that if ν0\nu\not\equiv 0 is a finite Borel measure on \mathbb{C} with compact support, then

ν(Γ)=0 where Γ={z supp ν:lim inft0ν(B(z,100t))ν(B(z,t))109}\nu(\mathbb{C}\setminus\Gamma)=0\mbox{ where }\Gamma=\left\{z\in\mbox{ supp }\nu:\liminf_{t\mbox{$\rightarrow$}0}\frac{\nu(B(z,100t))}{\nu(B(z,t))}\leq 10^{9}\right\} (2.5)

Indeed otherwise, there exists a Borel set Λ\Lambda\subset\mathbb{C} with ν(Λ)>0\nu(\Lambda)>0 and the property that if zΛ,z\in\Lambda, then there exists t0(z)>0t_{0}(z)>0 for which

ν(B(z,t))108ν(B(z,100t)) for 0<t<t0(z).\nu(B(z,t))\leq 10^{-8}\nu(B(z,100t))\mbox{ for }0<t<t_{0}(z). (2.6)

Iterating (2.6) it follows that

limt0ν(B(z,t))t3=0 whenever zΛ.\lim_{t\mbox{$\rightarrow$}0}\frac{\nu(B(z,t))}{t^{3}}=0\mbox{ whenever $z\in\Lambda.$} (2.7)

Since H3()=0,H^{3}(\mathbb{C})=0, we deduce from (2.7) that ν(Λ)=0,\nu(\Lambda)=0, which is a contradiction. Thus (2.5) is true.

Now suppose that μ,μ^\mu,\hat{\mu} are as in Lemma 2.4. Let N1N_{1} be a neighborhood of Ω\partial\Omega with

ΩN1N¯1N.\partial\Omega\subset N_{1}\subset\bar{N}_{1}\subset N.

Then from compactness and continuity of u^,u,\hat{u},u, there exists M^<\hat{M}<\infty such that

uM^u^M^2uu\leq\hat{M}\hat{u}\leq\hat{M}^{2}u (2.8)

on ΩN1.\Omega\cap\partial N_{1}. From (2.8) and the boundary maximum principle for pp harmonic functions we conclude that (2.8) holds in ΩN1.\Omega\cap N_{1}. In view of (2.8) and Lemma 2.3 we see there exists r^>0,\hat{r}>0, and a constant b<,b<\infty, such that

μ(B(w,s))bμ^(B(w,2s))b2μ(B(w,4s))\mu(B(w,s))\leq b\hat{\mu}(B(w,2s))\leq b^{2}\mu(B(w,4s)) (2.9)

whenever wΩw\in\partial\Omega and 0<sr^.0<s\leq\hat{r}. We also note from Lemma 2.3 that supp μ\mu = supp μ^=Ω.\hat{\mu}=\partial\Omega.

The proof of Lemma 2.4 is by contradiction. Let EΩE\subset\partial\Omega be a Borel set with μ^(E)=0.\hat{\mu}(E)=0. If μ(E)>0,\mu(E)>0, then from properties of Borel measures, and with Γ\Gamma as in (2.5) with ν=μ,\nu=\mu, we see there exists a compact set KK with

KEΓ and μ(K)>0.K\subset E\cap\Gamma\mbox{ and }\mu(K)>0. (2.10)

Given ϵ>0\epsilon>0 there also exists an open set OO with

EO and μ^(O)<ϵ.E\subset O\mbox{ and }\hat{\mu}(O)<\epsilon. (2.11)

Moreover, we may suppose for each zKz\in K that there is a ρ=ρ(z)\rho=\rho(z) with 0<ρ(z)<r^/1000,0<\rho(z)<\hat{r}/1000, B¯(z,100ρ(z))O,\bar{B}(z,100\rho(z))\subset O, and

μ(B(z,100ρ))1010μ(B(z,ρ)).\mu(B(z,100\rho))\leq 10^{10}\mu(B(z,\rho)). (2.12)

Applying Vitali’s covering theorem we then get {B(zi,ri)}\{B(z_{i},r_{i})\} with ziΩ,0<100ri<r^z_{i}\in\partial\Omega,0<100r_{i}<\hat{r} and the property that

(a)\displaystyle(a) (2.12) holds with ρ=ri\rho=r_{i} for each i,i,
(b)\displaystyle(b) KiB(zi,100ri)O,\displaystyle\ K\subset{\displaystyle\bigcup_{i}B(z_{i},100r_{i})}\subset O,
(c)\displaystyle(c) B(zi,10ri)B(zj,10rj)= when ij.\displaystyle\ B(z_{i},10r_{i})\cap B(z_{j},10r_{j})=\emptyset\mbox{ when $i\not=j$. } (2.13)

Using (2.9) and (2.11) - (2.13), it follows that

μ(K)\displaystyle\mu(K) \displaystyle\leq μ[iB(zi,100ri)]iμ[B(zi,100ri)]1010iμ[B(zi,ri)]\displaystyle\mu[\cup_{i}B(z_{i},100r_{i})]\leq\sum_{i}\mu[B(z_{i},100r_{i})]\leq 10^{10}\sum_{i}\mu[B(z_{i},r_{i})] (2.14)
\displaystyle\leq 1010biμ^[B(zi,10ri)]1010bμ^(O)1010bϵ.\displaystyle 10^{10}b\sum_{i}\hat{\mu}[B(z_{i},10r_{i})]\leq 10^{10}\,b\,\hat{\mu}(O)\leq 10^{10}\,b\,\epsilon.

Since ϵ\epsilon is arbitrary we conclude that μ(K)=0,\mu(K)=0, which contradicts (2.10). Thus μ\mu is absolutely continuous with respect to μ^.\hat{\mu}. Interchanging the roles of μ,μ^\mu,\hat{\mu} we also get that μ^\hat{\mu} is absolutely continuous with respect to μ.\mu. Thus Lemma 2.4 is true. \Box

3 Proof of Theorem 1 (assuming Theorem 2).

From Lemma 2.4 we see that it suffices to prove Theorem 1 with u^,μ^,\hat{u},\hat{\mu}, replaced by u,μ.u,\mu. In this section we prove Theorem 1 for uu under the assumption that Theorem 2 is correct. Given Theorem 2 we can follow closely the argument in [BL05] from (6.9) on. However, our argument is necessarily somewhat more complicated, as in [BL05] we used the fact that μ\mu was a doubling measure, which is not necessarily true when Ω\Omega is simply connected. We claim that it suffices to prove Theorem 1 when

z0=0 and d(z0,Ω)=2.z_{0}=0\mbox{ and }d(z_{0},\partial\Omega)=2. (3.1)

Indeed, let τ=d(z0,Ω)/2\tau=d(z_{0},\partial\Omega)/2 and put T(z)=z0+τz.T(z)=z_{0}+\tau z. If u(z)=u(T(z))u^{\prime}(z)=u(T(z)) for zD,z\in D, then since the pp Laplacian is invariant under translations, rotations, dilations, it follows that uu^{\prime} is pp harmonic in T1(D).T^{-1}(D). Let μ\mu^{\prime} be the measure corresponding to u.u^{\prime}. Then from (1.2) it follows easily that

μ(E)=τp2μ(T(E)) whenever En is a Borel set. \mu^{\prime}(E)=\tau^{p-2}\mu(T(E))\mbox{ whenever $E\subset\mathbb{R}^{n}$ is a Borel set. }

This equality clearly implies that H-dimμ=H-dimμ.\mbox{H-dim}\;\mu^{\prime}=\mbox{H-dim}\;\mu. Thus we may assume that (3.1) holds. Then B(0,2)ΩB(0,2)\subset\Omega and D=ΩB¯(0,1).D=\Omega\setminus\bar{B}(0,1).

Using Theorem 2 we have, for some c=c(p)1c=c(p)\geq 1, that

c1u(z)d(z,Ω)|u(z)|cu(z)d(z,Ω) whenever zD. c^{-1}\frac{u(z)}{d(z,\partial\Omega)}\leq|\nabla u(z)|\leq c\frac{u(z)}{d(z,\partial\Omega)}\mbox{ whenever $z\in D.$ } (3.2)

Next set

v(x)={max(log|u(x)|,0) when 1<p<2 max(log|u(x)|,0) when p>2. v(x)=\left\{\begin{array}[]{l}\max(\log|\nabla u(x)|,0)\mbox{ when $1<p<2$ }\\ \max(-\log|\nabla u(x)|,0)\mbox{ when $p>2.$ }\end{array}\right.

Then in [BL05] it is shown that

{x:u(x)=t}|u|p1exp[w22c+log(1/t)]𝑑H1x 2c+\int_{\{x:u(x)=t\}}\,|\nabla u|^{p-1}\,\exp\left[\frac{w^{2}}{2c_{+}\log(1/t)}\right]\,dH^{1}x\,\leq\,2\,c_{+} (3.3)

for some c+1.c^{+}\geq 1. In [BL05], c+c^{+} depends on k,p,k,p, but only because the constant in (3.2) depends on k,p.k,p. So, given Theorem 2, c+=c+(p)c^{+}=c^{+}(p) in (3.3). Next let

ξ(t)=2c+log(1/t)loglog(1/t) for 0<t<106, F(t)={x:u(x)=t and v(x)ξ(t)}.\begin{array}[]{c}\xi(t)=2\sqrt{\,c_{+}\,\log(1/t)\,\log\log(1/t)}\mbox{ for $0<t<10^{-6},$ }\\ \\ F(t)=\{x:u(x)=t\mbox{ and }v(x)\,\geq\,\xi(t)\}.\end{array}

Then from (3.3) and weak type estimates we deduce

F(t)|u|p1𝑑H1x2c+[log(1/t)]2.\,\int_{F(t)}\,|\nabla u|^{p-1}\,dH^{1}x\,\leq 2c_{+}\,[\log(1/t)]^{-2}. (3.4)

Next for AA fixed with |A||A| large, we define λ\lambda as in Theorem 1. Let a=|A|2c+a=\frac{|A|}{2\sqrt{c^{+}}} and note that

λ(r)={reaξ(r) when 1<p<2,reaξ(r) when p>2.\lambda(r)=\left\{\begin{array}[]{l}r\,e^{a\xi(r)}\,\mbox{ when }1<p<2,\\ r\,e^{-a\xi(r)}\mbox{ when }p>2.\end{array}\right. (3.5)

To prove Theorem 1 when either 1<p<21<p<2 or p>2,p>2, we intially allow aa to vary but will later fix it as a constant depending only on p,p, satisfying several conditions. Fix p,1<p<2,p,1<p<2, and let KΩK\subset\partial\Omega be a Borel set with Hλ(K)=0.H^{\lambda}(K)=0. Let K1K_{1} be the subset of all zKz\in K with

lim supr0μ(B(z,r))λ(r)<.\limsup_{r\mbox{$\rightarrow$}0}\frac{\mu(B(z,r))}{\lambda(r)}<\infty.

Then from the definition of λ\lambda and a covering argument (see [Mat95, sec 6.9]), it is easily shown that μ(K1)=0.\mu(K_{1})=0. Thus to prove μ(K)=0,\mu(K)=0, it suffices to show μ(E)=0\mu(E)=0 when EE is Borel and is equal μ\mu almost everywhere to the set of all points in Ω\partial\Omega for which

lim supr0μ(B(z,r))λ(r)=.\limsup_{r\mbox{$\rightarrow$}0}\frac{\mu(B(z,r))}{\lambda(r)}=\infty. (3.6)

Let GG be the set of all zz where (3.6)(3.6) holds. Given 0<r0<10100,0<r_{0}<10^{-100}, we first show for each zGz\in G that there exists s=s(z),0<s/100<r0,s=s(z),0<s/100<r_{0}, such that

μ(B(z,100s))109μ(B(z,s)) and λ(100s)μ(B(z,s)).\mu(B(z,100s))\leq 10^{9}\mu(B(z,s))\mbox{ and }\lambda(100s)\leq\mu(B(z,s)). (3.7)

In fact let s(0,r0)s\in(0,r_{0}) be the first point starting from r0r_{0} where

μ(B(z,s))λ(s)1020min{μ(B(z,r0))λ(r0), 1}.\frac{\mu(B(z,s))}{\lambda(s)}\geq 10^{20}\min\left\{\frac{\mu(B(z,r_{0}))}{\lambda(r_{0})},\,1\right\}.

From (3.6) we see that ss exists. Using λ(100r)200λ(r),0<r<r0/100,\lambda(100r)\leq 200\lambda(r),0<r<r_{0}/100, it is also easily checked that (3.7) holds. From (3.7) and Vitali again, we get {B(zi,ri)}\{B(z_{i},r_{i})\} with ziG,0<100ri<r0,z_{i}\in G,0<100r_{i}<r_{0}, and the property that

(a)\displaystyle(a) (3.7) holds with z=zi,s=ri,z=z_{i},s=r_{i}, for each i,i,
(b)\displaystyle(b) GiB(zi,100ri)\displaystyle\ G\subset{\displaystyle{\displaystyle\bigcup_{i}}B(z_{i},100r_{i})}
(c)\displaystyle(c) B(zi,10ri)B(zj,10rj)= when ij.\displaystyle\ B(z_{i},10r_{i})\cap B(z_{j},10r_{j})=\emptyset\mbox{ when $i\not=j$. } (3.8)

Let tm=2mt_{m}=2^{-m} for m=1,2,.m=1,2,\dots. Given i,i, we claim there exists wiB(zi,5ri)w_{i}\in B(z_{i},5r_{i}) and m=m(i)m=m(i) with

(α)\displaystyle(\alpha) u(wi)=tm and d(wi,Ω)ri\displaystyle\ u(w_{i})=t_{m}\mbox{ and }d(w_{i},\partial\Omega)\approx r_{i}
(β)\displaystyle(\beta) μ[B(zi,10ri)]/ri[u(wi)/d(wi,Ω)]p1|u(w)|p1\displaystyle\ \mu[B(z_{i},10r_{i})]/r_{i}\approx[u(w_{i})/d(w_{i},\partial\Omega)]^{p-1}\approx|\nabla u(w)|^{p-1} (3.9 )
whenever wB(wi,d(wi,Ω)/2).w\in B(w_{i},d(w_{i},\partial\Omega)/2).

In (3.9) all proportionality constants depend only on p.p. To prove (3.9) choose ζiB(zi,2ri)\zeta_{i}\in\partial B(z_{i},2r_{i}) with u(ζi)=maxB¯(zi,2ri)u.u(\zeta_{i})={\displaystyle\max_{\bar{B}(z_{i},2r_{i})}}u. Then d(ζi,Ω)ri,d(\zeta_{i},\partial\Omega)\approx r_{i}, since otherwise, it would follow from Lemma 2.2 that u(ζi)u(\zeta_{i}) is small in comparison to maxB¯(zi,5ri)u.{\displaystyle\max_{\bar{B}(z_{i},5r_{i})}}u. However from (3.8) (a)(a) and Lemma 2.3, these two maximums are proportional with constants depending only on p.p. Thus d(ζi,Ω)ri.d(\zeta_{i},\partial\Omega)\approx r_{i}. Using this fact, (3.2), (3.8) (a),(a), and Lemma 2.3, once again we get (3.9) (β)(\beta) with wiw_{i} replaced by ζi.\zeta_{i}. If tmu(ζi)<tm1t_{m}\leq u(\zeta_{i})<t_{m-1} we let wiw_{i} be the first point on the line segment connecting ζi\zeta_{i} to a point in ΩB(ζi,d(ζi,Ω))\partial\Omega\cap\partial B(\zeta_{i},d(\zeta_{i},\partial\Omega)) where u=tm.u=t_{m}. From our construction, Harnack’s inequality, and Lemma 2.2 we see that (3.9) is true.

Using (3.8), (3.9), we deduce for 1<p<21<p<2 that

v(z)=log|u(z)|aξ(100ri)/c~ on B(wi,d(wi,Ω)/2)v(z)=\log|\nabla u(z)|\geq\,a\,\xi(100r_{i})/\tilde{c}\mbox{ on }B(w_{i},d(w_{i},\partial\Omega)/2) (3.10)

where aa is as in (3.5). Next we note that

H1[B(wi,d(wi,Ω)/2){z:u(z)=tm}]d(wi,Ω)/2H^{1}[B(w_{i},d(w_{i},\partial\Omega)/2)\cap\{z:u(z)=t_{m}\}]\geq d(w_{i},\partial\Omega)/2 (3.11)

as we see from the maximum principle for pp harmonic functions, a connectivity argument and basic geometry. Also, we can use (3.8) (a)(a) to estimate tmt_{m} below in terms of rir_{i} and Lemma 2.2 to estimate tmt_{m} above in terms of ri.r_{i}. Doing this we find for some β=β(p),0<β<1,c¯=c¯(p),\beta=\beta(p),0<\beta<1,\bar{c}=\bar{c}(p), that

ric¯tmβc¯2riβ2.r_{i}\leq\bar{c}\,t_{m}^{\beta}\leq\bar{c}^{2}\,r_{i}^{\beta^{2}}\,. (3.12)

Using (3.8)-(3.12) we conclude, for aa large enough, that

μ[B(zi,10ri)]cF(tm)B(zi,10ri)|u|p1𝑑H1.\mu[B(z_{i},10r_{i})]\,\leq\,c\,\int_{F(t_{m})\cap B(z_{i},10r_{i})}|\nabla u|^{p-1}\,dH^{1}. (3.13)

Using (3.8), (3.12), (3.13), and (3.4) it follows for cc large enough that

μ(G)\displaystyle\mu(G) \displaystyle\leq μ(iB(zi,100ri)) 109iμ[B(zi,10ri)]\displaystyle{\displaystyle\mu\left(\bigcup_{i}B(z_{i},100r_{i})\right)}\leq\,{\displaystyle 10^{9}\,\sum_{i}\,\mu[B(z_{i},10r_{i})]} (3.14)
\displaystyle\leq cm=m0F(tm)|u|p1𝑑H1xc2m=m0m2c3m01\displaystyle c{\displaystyle\sum_{m=m_{0}}^{\infty}\int_{F(t_{m})}|\nabla u|^{p-1}dH^{1}x\,}\leq\,c^{2}{\displaystyle\sum_{m=m_{0}}^{\infty}}m^{-2}\,\leq c^{3}m_{0}^{-1}

where 2m0β=c¯r0β2.2^{-m_{0}\beta}=\bar{c}\,r_{0}^{\beta^{2}}. Since r0r_{0} can be arbitrarily small we see from (3.14) that μ(G)=0.\mu(G)=0. This equality and the remark above (3.6) yield μ(K)=0.\mu(K)=0. Hence μ\mu is absolutely continuous with respect to HλH^{\lambda} and Theorem 1 is true for 1<p<2.1<p<2.

Finally to prove Theorem 1 for p>2,p>2, we show there exists a Borel set K^Ω\hat{K}\subset\partial\Omega such that

μ(K^)=μ(Ω) and K^ has σ finite Hλ measure.\mu(\hat{K})=\mu(\partial\Omega)\mbox{ and }\hat{K}\mbox{ has $\sigma$ finite $H^{\lambda}$ measure.} (3.15)

In fact let K^\hat{K} be the set of all zΩz\in\partial\Omega with

lim supr0μ(B(z,r))λ(r)>0.\limsup_{r\mbox{$\rightarrow$}0}\frac{\mu(B(z,r))}{\lambda(r)}>0. (3.16)

Let K^n\hat{K}_{n} be the subset of K^\hat{K} where the above lim sup\limsup is greater than 1/n.1/n. Then from the definition of λ\lambda and a Vitali covering type argument (see [Mat95, ch 2]) it follows easily that

Hλ(K^n)100nμ(K^n).H^{\lambda}(\hat{K}_{n})\leq 100n\mu(\hat{K}_{n}).

Since K^=nK^n\hat{K}=\cup_{n}\,\hat{K}_{n} we conclude that K^\hat{K} is σ\sigma finite with respect to HλH^{\lambda} measure. Thus to prove (3.15) it suffices to show μ(G^)=0\mu(\hat{G})=0 where G^\hat{G} is equal to the set of all points in Ω\partial\Omega for which

limr0μ(B(z,r))λ(r)=0.\lim_{r\mbox{$\rightarrow$}0}\frac{\mu(B(z,r))}{\lambda(r)}=0. (3.17)

Given 0<r0<101000<r_{0}<10^{-100} we argue as in the proof of (2.5) to deduce for each zG^z\in\hat{G} the existence of s=s(z),0<s/100<r0,s=s(z),0<s/100<r_{0}, such that

μ(B(z,100s))109μ(B(z,s)) and λ(s)μ(B(z,100s)).\mu(B(z,100s))\leq 10^{9}\mu(B(z,s))\mbox{ and }\lambda(s)\geq\mu(B(z,100s)). (3.18)

Using (3.18) and once again applying Vitali’s covering lemma we get {B(zi,ri)}\{B(z_{i},r_{i})\} with ziG^,0<100ri<r0,z_{i}\in\hat{G},0<100r_{i}<r_{0}, and the property that

(a)\displaystyle(a) (3.18) holds with z=zi,s=riz=z_{i},s=r_{i} for each i,i,
(b)\displaystyle(b) G^iB(zi,100ri),\displaystyle\ \hat{G}\subset{\displaystyle{\displaystyle\bigcup_{i}}B(z_{i},100r_{i}),}
(c)\displaystyle(c) B(zi,10ri)B(zj,10rj)= when ij.\displaystyle\ B(z_{i},10r_{i})\cap B(z_{j},10r_{j})=\emptyset\mbox{ when $i\not=j$. } (3.19)

Let Θ\Theta be the set of all indexes, i,i, for which μ(B(zi,100ri))ri3\mu(B(z_{i},100r_{i}))\geq r_{i}^{3} and let Θ1\Theta_{1} be the indexes for which this inequality is false. Arguing as in (3.14) we obtain

μ(G^)iΘμ(B(zi,100ri))+iΘ1ri3109iΘμ(B(zi,10ri))+ 100r0(H2(Ω)+1).\displaystyle\mu(\hat{G})\leq\bigcup_{i\in\Theta}\mu(B(z_{i},100r_{i}))+\sum_{i\in\Theta_{1}}r_{i}^{3}\,\leq 10^{9}\,\bigcup_{i\in\Theta}\mu(B(z_{i},10r_{i}))\,+\,100r_{0}\,(H^{2}(\Omega)+1). (3.20)

If iΘ,i\in\Theta, we can repeat the argument after (3.8) to get (3.9). (3.9) and (3.8) (a)(a) imply (3.10) for w=log|u|.w=-\log|\nabla u|. Also since iΘi\in\Theta we can use (3.9) to estimate tmt_{m} from below in terms of rir_{i} and once again use Lemma 2.2 to estimate tmt_{m} from above in terms of ri.r_{i}. Thus (3.12) also holds for some β,c¯\beta,\bar{c} depending only on p.p. (3.10) - (3.12) imply (3.13) for aa (as in (3.5)) suitably large. In view of (3.20), (3.13), and (3.4) we have

μ(G^)100r0(H2(Ω)+1)\displaystyle\mu(\hat{G})-100r_{0}(H^{2}(\Omega)+1) \displaystyle\leq μ(iB(zi,100ri)) 109iΘμ[B(zi,10ri)]\displaystyle{\displaystyle\mu\left(\bigcup_{i}B(z_{i},100r_{i})\right)}\leq\,{\displaystyle 10^{9}\,\sum_{i\in\Theta}\,\mu[B(z_{i},10r_{i})]} (3.21)
\displaystyle\leq cm=m0F(tm)|u|p1𝑑H1xc2m=m0m2c3m01\displaystyle c{\displaystyle\sum_{m=m_{0}}^{\infty}\int_{F(t_{m})}|\nabla u|^{p-1}dH^{1}x\,}\leq\,c^{2}{\displaystyle\sum_{m=m_{0}}^{\infty}}m^{-2}\,\leq c^{3}m_{0}^{-1}

where 2m0β=c¯r0β2.2^{-m_{0}\beta}=\bar{c}\,r_{0}^{\beta^{2}}. Since r0r_{0} can be arbitrarily small we conclude first from (3.21) that μ(G^)=0\mu(\hat{G})=0 and thereupon that (3.15) is valid. Hence μ\mu is concentrated on a set of σ\sigma finite HλH^{\lambda} measure when p>2.p>2. The proof of Theorem 1 is now complete given that Theorem 2 is true. \Box

4 Preliminary Reductions for Theorem 2.

Let uu be the pp capacitary function for D=ΩB(z0,d(z0,Ω)/2).D=\Omega\setminus B(z_{0},d(z_{0},\partial\Omega)/2). We extend uu to \mathbb{C} by putting u1u\equiv 1 on B¯(z0,d(z0,Ω)/2)\bar{B}(z_{0},d(z_{0},\partial\Omega)/2) and u0u\equiv 0 in Ω.\mathbb{C}\setminus\Omega. We shall need some more basic properties of uu. Again references for proofs can be found in [BL05].

Lemma 4.1. If z=x+iy,i=1,x,y,z=x+iy,i=\sqrt{-1},x,y\in\mathbb{R}, then uz=(1/2)(uxiuy)u_{z}=(1/2)(u_{x}-iu_{y}) is a quasi-regular mapping of DD and log|u|\log|\nabla u| is a weak solution to a linear elliptic PDE in divergence form in DD. Moreover, positive weak solutions to this PDE in B(ζ,r)DB(\zeta,r)\subset D satisfy the Harnack inequality

maxB(ζ,r/2)hc~minB(ζ,r/2)h\max_{B(\zeta,r/2)}h\leq\tilde{c}\min_{B(\zeta,r/2)}h

where c~\tilde{c} depends only on pp.

Lemma 4.2. uu is real-analytic in D,D, u0\nabla u\neq 0 in D,D, and u\nabla u has a Hölder continuous extension to a neighborhood of B(z0,d(z0,Ω)/2).\partial B(z_{0},d(z_{0},\partial\Omega)/2). Moreover, there are constants β,0<β<1,\beta,0<\beta<1, and c^1\hat{c}\geq 1, depending only on pp, such that

|u(z)u(w)|c^(|zw|d(z,Ω))βmaxB(z,d(z,Ω)/2)|u|c^2(|zw|d(z,Ω))βu(z)d(z,Ω)|\nabla u(z)-\nabla u(w)|\leq\hat{c}\left(\frac{|z-w|}{d(z,\partial\Omega)}\right)^{\beta}\,\max_{B(z,d(z,\partial\Omega)/2)}\,|\nabla u|\,\leq\,\hat{c}^{2}\,\left(\frac{|z-w|}{d(z,\partial\Omega)}\right)^{\beta}\,\frac{u(z)}{d(z,\partial\Omega)}

whenever wDB(z,d(z,Ω)/2).w\in D\cap B(z,d(z,\partial\Omega)/2). Finally

c^|u(w)|u(w)d(w,Ω) for wDB(z0,3d(z0,Ω)/4).\hat{c}\,|\nabla u(w)|\geq\,\frac{u(w)}{d(w,\partial\Omega)}\mbox{ for $w\in D\cap B(z_{0},3d(z_{0},\partial\Omega)/4).$}

Using Lemma 4.2 we see that Theorem 2 is true when zDB(z0,3d(z0,Ω)/4).z\in D\cap B(z_{0},3d(z_{0},\partial\Omega)/4). Thus it is enough to prove Theorem 2 with z=z1z=z_{1} for

z1DB(z0,3d(z0,Ω)/4).z_{1}\in D\setminus B(z_{0},3d(z_{0},\partial\Omega)/4). (4.3)

Recall the definition of the hyperbolic distance ρΩ\rho_{\Omega} for a simply connected domain Ω\Omega (see [GM05]). Then ρΩ(z1,z2)\rho_{\Omega}(z_{1},z_{2}), z1,z2Ωz_{1},z_{2}\in\Omega, is comparable to the quasi-hyperbolic distance

QΩ(z1,z2):=infγ|dz|d(z,Ω)Q_{\Omega}(z_{1},z_{2}):=\inf\int_{\gamma}\frac{|dz|}{d(z,\partial\Omega)}

where the infimum is taken over all the paths γΩ\gamma\subset\Omega connecting z1z_{1} to z2z_{2}. More specifically,

ρΩQΩ4ρΩ\rho_{\Omega}\leq Q_{\Omega}\leq 4\rho_{\Omega} (4.4)

as follows from the Koebe estimates

14|f(z)|(1|z|2)d(f(z),Ω)|f(z)|(1|z|2),zB(0,1),\frac{1}{4}|f^{\prime}(z)|(1-|z|^{2})\leq d(f(z),\partial\Omega)\leq|f^{\prime}(z)|(1-|z|^{2}),\,z\in B(0,1), (4.5)

whenever f:B(0,1)Ωf:B(0,1)\rightarrow\Omega is a conformal map, (see Theorem I.4.3 in [GM05]). In the following we will often use the following distortion estimate, which also follows from Koebe’s Theorem, (see (I.4.17) in [GM05]), for conformal maps f:B(0,1)f:B(0,1)\rightarrow\mathbb{C}. For z1,z2Dz_{1},z_{2}\in D,

ρΩ(z1,z2)A1|f(f1(z2))|A2|f(f1(z1))|\rho_{\Omega}(z_{1},z_{2})\leq A_{1}\Longrightarrow|f^{\prime}(f^{-1}(z_{2}))|\leq A_{2}|f^{\prime}(f^{-1}(z_{1}))| (4.6)

for some constant A2A_{2} depending only on A1A_{1}. Note also that (4.6) implies that d(z2,Ω)A3d(z1,Ω)d(z_{2},\partial\Omega)\leq A_{3}d(z_{1},\partial\Omega) for some constant A3A_{3} depending only on A2A_{2}. The same holds if ff is a conformal mapping of the upper half-plane \mathbb{H}. Our main lemma in the proof of Theorem 2 is the following.

Lemma 4.7. There is a constant CC, depending only on pp, such that if z1z_{1} is as in (4.3) then there exists zΩz^{\star}\in\Omega with u(z)=u(z1)/2u(z^{\star})=u(z_{1})/2 and ρΩ(z1,z)C\rho_{\Omega}(z_{1},z^{\star})\leq C.

Assuming for the moment that Lemma 4.7 is proved we get Theorem 2 from the following argument. Let Γ\Gamma be the hyperbolic geodesic connecting z1z_{1} to z.z^{*}. If ΓB(z0,5d(z0,Ω)/8)=,\Gamma\cap B(z_{0},5d(z_{0},\partial\Omega)/8)=\emptyset, we put γ=Γ.\gamma=\Gamma. Otherwise, γ=γ1+γ2+γ3\gamma=\gamma_{1}+\gamma_{2}+\gamma_{3} where γ1\gamma_{1} is the subarc of Γ\Gamma joining z1z_{1} to the first point, P1,P_{1}, where Γ\Gamma intersects B(z0,5d(z0,Ω)/8)\partial B(z_{0},5d(z_{0},\partial\Omega)/8); γ2\gamma_{2} is the short arc of B(z0,5d(z0,Ω)/8)\partial B(z_{0},5d(z_{0},\partial\Omega)/8) joining PP to the last point, P2,P_{2}, where γ\gamma intersects B(z0,5d(z0,Ω)/8)\partial B(z_{0},5d(z_{0},\partial\Omega)/8); and finally γ3\gamma_{3} joins P2P_{2} to z.z^{*}. Using (4.3)-(4.6), one sees that

H1(γ)cd(z1,Ω) and d(γ,Ω)c1d(z1,Ω),H^{1}(\gamma)\leq cd(z_{1},\partial\Omega)\mbox{ and }d(\gamma,\partial\Omega)\geq c^{-1}d(z_{1},\partial\Omega), (4.8)

where c=c(p).c=c(p). Thus

12u(z1)u(z1)u(z)γ|u(z)||dz|cH1(γ)maxγ|u|Cd(z1,Ω)maxγ|u|.\frac{1}{2}u(z_{1})\leq u(z_{1})-u(z^{\star})\leq\int_{\gamma}|\nabla u(z)||dz|\leq cH^{1}(\gamma)\,\max_{\gamma}|\nabla u|\leq Cd(z_{1},\partial\Omega)\max_{\gamma}|\nabla u|.

So for some ζγ\zeta\in\gamma,

c|u(ζ)|u(z1)d(z1,Ω)c^{\star}|\nabla u(\zeta)|\,\geq\,\frac{u(z_{1})}{d(z_{1},\partial\Omega)} (4.9)

where c1c^{\star}\geq 1 depends only on pp. Also from (4.8) we deduce the existence of balls {B(wj,rj}j=1N,\{B(w_{j},r_{j}\}_{j=1}^{N}, with wjγw_{j}\in\gamma and

(a)\displaystyle(a) B(wj,rj/4)B(wj+1,rj+1/4) for 1jN1,\displaystyle\ B(w_{j},r_{j}/4)\cap B(w_{j+1},r_{j+1}/4)\not=\emptyset\mbox{ for $1\leq j\leq N-1,$ }
(b)\displaystyle(b) rjd(B(wj,rj),Ω)d(z1,Ω),\displaystyle\ r_{j}\,\approx\,d(B(w_{j},r_{j}),\partial\Omega)\,\approx d(z_{1},\partial\Omega),
(c)\displaystyle(c) γjB(wj,rj/4),\displaystyle\ \gamma\subset\bigcup_{j}B(w_{j},r_{j}/4), (4.10)

where NN and proportionality constants depend only on pp. Observe from (4.10) and Harnack’s inequality applied to uu (see Lemma 2.1) that u(z)u(z1)u(z)\approx u(z_{1}) when zjB(wj,rj).z\in\cup_{j}B(w_{j},r_{j}). In view of Lemma 4.2, (4.10), it follows for some c=c(p)c=c(p) that

|u(z)|cu(z1)/d(z1,Ω) when zjB(wj,rj/2).|\nabla u(z)|\leq cu(z_{1})/d(z_{1},\partial\Omega)\mbox{ when }z\in\bigcup_{j}B(w_{j},r_{j}/2)\,. (4.11)

From (4.11) we see that if c=c(p)1c=c(p)\geq 1 is large enough and

h(z)=:log(cu(z1)d(z1,Ω)|u(z)|) for zjB(wi,ri/2) h(z)=:\log\left(\frac{c\,u(z_{1})}{d(z_{1},\partial\Omega)\,|\nabla u(z)|}\right)\mbox{ for ${\displaystyle z\in\bigcup_{j}B(w_{i},r_{i}/2)}$ }

then h>0h>0 in iB(wi,ri/2).\cup_{i}B(w_{i},r_{i}/2). Choose i,1iN,i,1\leq i\leq N, so that ζB(wi,ri/4).\zeta\in B(w_{i},r_{i}/4). Using (4.9) we have h(ζ)c.h(\zeta)\leq c. Applying the Harnack inequality in Lemma 4.1 to hh in B(wi,ri/2)B(w_{i},r_{i}/2) we get

c|u|u(z1)/d(z1,Ω) in B(wi,ri/4). c|\nabla u|\geq u(z_{1})/d(z_{1},\partial\Omega)\mbox{ in $B(w_{i},r_{i}/4).$ } (4.12)

From (4.10) we see that the argument leading to (4.12) can be repeated in a chain of balls connecting ζ\zeta to z1.z_{1}. Doing this and using N=N(p),N=N(p), we get Theorem 2. \Box

In the proof of Lemma 4.7 we may assume without loss of generality that Ω\partial\Omega is an analytic Jordan curve, as the constant in this lemma will depend only on pp. Indeed, we can approximate Ω\Omega by an increasing sequence of analytic Jordan domains ΩnΩ\Omega_{n}\subset\Omega, and apply Lemma 4.7 to unu_{n} the pp capacitary function for Dn=ΩnB(z0,d(z0,Ω)/2).D_{n}=\Omega_{n}\setminus B(z_{0},d(z_{0},\partial\Omega)/2). Doing this and letting n,n\mbox{$\rightarrow$}\infty, we get Lemma 4.7 for u,u, since by Lemmas 2.2, 4.2, there are subsequences of un,u_{n}, un,\nabla u_{n}, converging to u,u,u,\nabla u, respectively, uniformly on compact subsets of Ω\Omega.

4.1 Outline of the proof of Lemma 4.7.

To prove Lemma 4.7 It will be useful to transfer the problem to the upper half-plane \mathbb{H} via the Riemann map f:Ωf:\mathbb{H}\rightarrow\Omega such that f(i)=z0f(i)=z_{0} and f(a)=z1f(a)=z_{1} where a=isa=is for some 0<s<10<s<1. We note that ff has a continuous extension to ¯,\bar{\mathbb{H}}, since Ω\partial\Omega is a Jordan curve. We also let U=ufU=u\circ f, and note that UU satisfies a maximum principle and Harnack’s inequality. Consider the box

Q(a)={z=x+iy:|x|s, 0<y<s}.Q(a)=\{z=x+iy:|x|\leq s,\ 0<y<s\}.

We will show that Q(a)Q(a) can be shifted to a nearby box Q~(a)\tilde{Q}(a) whose boundary in \mathbb{H} we call ξ\xi. It consists of the horizontal segment from x1+isx_{1}+is to x2+isx_{2}+is, and the vertical segments connecting xl+isx_{l}+is to xlx_{l} for l=1,2l=1,2. x1,x_{1}, x2,x_{2}, are chosen to satisfy s<x1<s/2,s/2<x2<s.-s<x_{1}<-s/2,\,s/2<x_{2}<s. Let f(xj)=wj,j=1,2.f(x_{j})=w_{j},j=1,2. Q~(a)\tilde{Q}(a) will be constructed to have several nice properties. In particular, we will prove that UAU(a),U\leq AU(a), on ξ\xi, and hence, by the maximum principle, UAU(a)U\leq AU(a) on Q~(a)\tilde{Q}(a), for some constant AA depending only on pp. In other words, if we let σ:=f(ξ)\sigma:=f(\xi) and Ω1:=f(Q~(a))\Omega_{1}:=f(\tilde{Q}(a)), then we will prove that

uAu(z1)u\leq Au(z_{1}) (4.13)

on σ\sigma and hence in Ω1\Omega_{1}. Moreover, we will prove that

H1(σ)C1d(z1,Ω)H^{1}(\sigma)\leq C_{1}d(z_{1},\partial\Omega) (4.14)

for some absolute constant C1C_{1} depending only on pp. Furthermore,we will establish the existence of w0=f(x0)w_{0}=f(x_{0}), for some |x0|<s/4|x_{0}|<s/4, such that |w0z1|C2d(z1,Ω)|w_{0}-z_{1}|\leq C_{2}d(z_{1},\partial\Omega) and such that

d(w0,σ)d(z1,Ω)/C2d(w_{0},\sigma)\geq d(z_{1},\partial\Omega)/C_{2} (4.15)

where C2C_{2} is an other absolute constant. In addition we will construct a Lipschitz curve τ:[0,1)Ω1\tau:[0,1)\rightarrow\Omega_{1} with τ(0)=z1\tau(0)=z_{1} and τ(1)=w0\tau(1)=w_{0}, which satisfies the cigar condition

min{H1(τ[0,t]),H1(τ[t,1])}C3d(τ(t),Ω),\min\{H^{1}(\tau[0,t]),H^{1}(\tau[t,1])\}\leq C_{3}d(\tau(t),\partial\Omega), (4.16)

for 0t10\leq t\leq 1 and some absolute constant C3.C_{3}.

To briefly outline the construction of τ\tau we note that we construct τ\tau as the image under ff of a polygonal path

λ=k=1λkQ~(a),\lambda={\displaystyle\sum_{k=1}^{\infty}\lambda_{k}}\subset\tilde{Q}(a),

starting at aa and tending to x0x_{0} non-tangentially. The segment λk\lambda_{k}, k=1,2,,k=1,2,\dots, joins ak1a_{k-1} to aka_{k} and consists of a horizontal line segment followed by a downward pointing vertical segment. More precisely, fix δ,\delta, 0<δ<1010000<\delta<10^{-1000} and put δ=ec/δ,t0=0,s0=s,a0=t0+is0=a.\delta^{*}=e^{-c^{*}/\delta},t_{0}=0,s_{0}=s,a_{0}=t_{0}+is_{0}=a. In our construction we initially allow δ\delta to vary but shall fix δ\delta in (5.3) to be a small positive absolute constant satisfying several conditions. Also, c1c^{*}\geq 1 is an absolute constant which will be defined in Lemma 4.26. Then λ1\lambda_{1} consists of the horizontal segment from a0a_{0} to t1+is0t_{1}+is_{0} followed by the vertical segment from t1+is0t_{1}+is_{0} to a1=t1+iδs0a_{1}=t_{1}+i\delta^{*}s_{0}. Put s1=δs0.s_{1}=\delta^{*}s_{0}. Inductively, if ak1=tk1+isk1a_{k-1}=t_{k-1}+is_{k-1} has been defined, then λk\lambda_{k} consists of the horizontal line segment joining ak1a_{k-1} to tk+isk1,t_{k}+is_{k-1}, followed by the vertical line segment connecting tk+isk1t_{k}+is_{k-1} to ak=tk+isk,a_{k}=t_{k}+is_{k}, where sk=δsk1.s_{k}=\delta^{*}s_{k-1}. Moreover the numbers tk,k=1,2,,t_{k},k=1,2,\dots, are chosen in such a way that

|tktk1|sk1 and 0sk|f(tk+iτ)|𝑑τδd(f(ak1),Ω).|t_{k}-t_{k-1}|\leq s_{k-1}\mbox{ and }\int_{0}^{s_{k}}|f^{\prime}(t_{k}+i\tau)|d\tau\,\leq\,\delta\,d(f(a_{k-1}),\partial\Omega). (4.17)

Existence of (tk)(t_{k}) will be shown in the paragraph after (5.2). Letting τk=f(λk)\tau_{k}=f(\lambda_{k}) and zk=f(ak1),k=1,2,,z_{k}=f(a_{k-1}),k=1,2,\dots, we note that (4.17) and our construction imply

d(zk+1,Ω)δd(zk,Ω).d(z_{k+1},\partial\Omega)\leq\delta d(z_{k},\partial\Omega). (4.18)

For wλkw\in\lambda_{k}, (4.6) and our construction give a constant c¯\bar{c}, depending only on δ\delta and pp, such that

c¯1|f(ak1)||f(w)|c¯|f(ak1)| whenever wλk.\bar{c}^{-1}|f^{\prime}(a_{k-1})|\leq|f^{\prime}(w)|\leq\bar{c}|f^{\prime}(a_{k-1})|\mbox{ whenever }w\in\lambda_{k}.

Consequently for some constant c1c\geq 1, depending only on δ\delta and pp,

cd(w,Ω)d(zk,Ω) when wτk and H1(τk)c(δ)d(zk,Ω)c\,d(w,\partial\Omega)\geq d(z_{k},\partial\Omega)\mbox{ when $w\in\tau_{k}$ and }H^{1}(\tau_{k})\leq c(\delta)d(z_{k},\partial\Omega) (4.19)

for k=1,2,3,k=1,2,3,...

Putting (4.18) and (4.19) together we see that if w=τ(t)τk,w=\tau(t)\in\tau_{k}, then for some c+1,c_{+}\geq 1, depending only on δ\delta and pp,

|ww0|H1(τ[t,1])j=kH1(τj)c+d(w,Ω)c+2δk1d(z1,Ω).|w-w_{0}|\leq H^{1}(\tau[t,1])\leq{\displaystyle\sum_{j=k}^{\infty}}\,H^{1}(\tau_{j})\,\leq c_{+}d(w,\partial\Omega)\leq c^{2}_{+}\delta^{k-1}d(z_{1},\partial\Omega).

Using this equality and (4.19) we conclude that τ\tau satisfies the cigar condition in (4.16) with a constant depending only on δ,p\delta,p.

To show the existence of zz^{*} in Lemma 4.7, we suppose δ>0\delta>0 is now fixed as in (5.3) and suppose that λ\lambda is parametrized by [0,1][0,1] with λ(0)=a\lambda(0)=a and λ(1)=x0.\lambda(1)=x_{0}. Let

t=max{t:U(λ(t))=12U(a)}t^{\star}=\max\{t:U(\lambda(t))={\textstyle\frac{1}{2}}U(a)\}

and put aa^{\star} = λ(t)\lambda(t^{\star}) and z=f(a)z^{\star}=f(a^{\star}). If ρ=d(w0,σ),\rho=d(w_{0},\sigma), Then from the definition of Ω1\Omega_{1} above (4.13) we have

B(w0,ρ)ΩΩ1.B(w_{0},\rho)\cap\Omega\subset\Omega_{1}.

so from Lemma 2.2 applied to the restriction of uu to Ω1,\Omega_{1}, (4.13), (4.15), and (4.16) we deduce for some c~=c~(p)\tilde{c}=\tilde{c}(p) that

12u(z1)=u(z)c~(d(z,Ω)ρ)αmaxB(w0,ρ)Ωuc~2A(d(z,Ω)d(z1,Ω))αu(z1).\frac{1}{2}u(z_{1})=u(z^{\star})\leq\tilde{c}\left(\frac{d(z^{*},\partial\Omega)}{\rho}\right)^{\alpha}\max_{B(w_{0},\rho)\cap\Omega}u\leq\tilde{c}^{2}A\left(\frac{d(z^{*},\partial\Omega)}{d(z_{1},\partial\Omega)}\right)^{\alpha}u(z_{1}).

Thus

d(z1,Ω)cd(z,Ω) for some c=c(p)d(z_{1},\partial\Omega)\leq cd(z^{*},\partial\Omega)\mbox{ for some $c=c(p)$. }

This inequality and (4.16) imply that there is a chain of N=N(p)N=N(p) balls (as in (4.10)) connecting z1z_{1} to z.z^{*}. Using this implication and once again (4.4) we conclude that ρΩ(z,z1)c.\rho_{\Omega}(z^{*},z_{1})\leq c. This completes our outline of the proof of Lemma 4.7.

To finish the proof of Lemma 4.7 we show there exists δ>0,σ,τ,c,(τk)1,\delta>0,\sigma,\tau,c^{*},(\tau_{k})_{1}^{\infty}, for which (4.13) - (4.15) and (4.17), are true.

4.2 Several Lemmas.

To set the stage for the proof of (4.13) - (4.15) and (4.17) we shall need several lemmas. To this end define, for bb\in\mathbb{H}, the interval I(b):=[ Re b Im b, Re b+ Im b]I(b):=[\mbox{ Re }b-\mbox{ Im }b,\mbox{ Re }b+\mbox{ Im }b].

Lemma 4.20. There is an absolute constant C^\hat{C} such that if ff is univalent on \mathbb{H} and bb\in\mathbb{H}, then

|f(w)||f(w)f(b)|𝑑A(w)C^ Im b.\int\int_{\mathbb{H}}\frac{|f^{\prime}(w)|}{|f(w)-f(b)|}dA(w)\leq\hat{C}\mbox{ Im }b.

Proof of Lemma 4.20: The proof is left as an exercise. Hints are provided in problem 21 on page 33 of [GM05], where the case for functions gg univalent on B(0,1)B(0,1) with  Re g0\mbox{ Re }g\neq 0 is discussed. The same arguments give the result for univalent functions gg on B(0,1)B(0,1) with g(0)=0g(0)=0 and then Lemma 4.20 is obtained by applying the result to g=fMbg=f\circ M_{b} where Mb(z)=i Im b(1+z)/(1z)+ Re bM_{b}(z)=i\mbox{ Im }b(1+z)/(1-z)+\mbox{ Re }b. \Box

Lemma 4.21. There is a set E(b)I(b)E(b)\subset I(b) such that for xE(b)x\in E(b)

0 Im b|f(x+iy)|𝑑yCd(f(b),Ω)\int_{0}^{{\textstyle\mbox{ Im }b}}|f^{\prime}(x+iy)|dy\leq C^{\star}d(f(b),\partial\Omega) (4.22)

for some absolute constant C,C^{\star}, and also

H1(E(b))(110100)H1(I(b)).H^{1}(E(b))\geq(1-10^{-100})H^{1}(I(b)). (4.23)

Note that we could achieve Lemma 4.21 by invoking known results in the literature, such as the result in [BB99] related to previous theorems of Beurling and Pommerenke (see [P75], Section 10.3). For completeness we give an alternative proof of Lemma 4.21 based on Lemma 4.20.

Proof of Lemma 4.21: Let \ell be a large positive integer that will soon be fixed as an absolute number and let

T=T(b)={z=x+iy:|x|< Im b:y= Im b}T=T(b)=\{z=x+iy:|x|<\mbox{ Im }b:\ y=\mbox{ Im }b\}

be the top of the box Q(b)Q(b) defined at the beginning of subsection 4.1. Set

K=K(b):={xI(b):|f(x+it)f(b)|>2|f(b)| Im b for some 0<t< Im b}.K=K(b):=\{x\in I(b):|f(x+it)-f(b)|>2^{\ell}|f^{\prime}(b)|\mbox{ Im }b\mbox{ for some }0<t<\mbox{ Im }b\}.

Note that

|ylog|f(z)f(b)|||f(z)||f(z)f(b)|.|\partial_{y}\log|f(z)-f(b)||\leq\frac{|f^{\prime}(z)|}{|f(z)-f(b)|}.

Also, for zz in the top TT,

|f(z)f(b)|1000|f(b)| Im b.|f(z)-f(b)|\leq 1000|f^{\prime}(b)|\mbox{ Im }b.

Thus,

0 Im b|f(x+iy)||f(x+iy)f(b)|𝑑yC,\int_{0}^{\mbox{ Im }{\textstyle b}}\frac{|f^{\prime}(x+iy)|}{|f(x+iy)-f(b)|}dy\geq\frac{\ell}{C},

whenever xKx\in K. Integrating both sides over KK and using Lemma 4.20 we therefore find that

H1(K)C Im b.H^{1}(K)\leq C\frac{\mbox{ Im }b}{\ell}. (4.24)

Next for we define a function g(x)g(x) for xI(b)x\in I(b) as follows. If xI(b)Kx\in I(b)\setminus K we set

g(x):=0 Im b|f(x+iy)|𝑑yg(x):=\int_{0}^{\mbox{ Im }{\textstyle b}}|f^{\prime}(x+iy)|dy

and if xKx\in K then we set g(x)=0g(x)=0. From the definition of KK we see that

g(x)2|f(b)| Im b0 Im b|f(x+iy)||f(x+iy)f(b)|𝑑yg(x)\leq 2^{\ell}|f^{\prime}(b)|\mbox{ Im }b\int_{0}^{\mbox{ Im }{\textstyle b}}\frac{|f^{\prime}(x+iy)|}{|f(x+iy)-f(b)|}dy

whenever xI(b)x\in I(b). Using this inequality and Integrating over I(b)I(b) we find that

I(b)g(x)𝑑xC2|f(b)|( Im b)2C22d(f(b),Ω) Im b.\int_{I(b)}g(x)dx\leq C2^{\ell}|f^{\prime}(b)|(\mbox{ Im }b)^{2}\leq C^{2}2^{\ell}d(f(b),\partial\Omega)\mbox{ Im }b.

So from weak-type estimates, if

K:={xI(b):g(x)>22d(f(b),Ω)},K^{\prime}:=\{x\in I(b):g(x)>2^{2\ell}d(f(b),\partial\Omega)\},

then

H1(K)C22 Im b,H^{1}(K^{\prime})\leq C^{2}2^{-\ell}\mbox{ Im }b, (4.25)

for some absolute constant CC. Using (4.24) and (4.25) we can fix \ell to be a large absolute number so that

H1(KK)<10100 Im b.H^{1}(K\cup K^{\prime})<10^{-100}\mbox{ Im }b.

With \ell thus fixed we put

E(b):=I(b)(KK)E(b):=I(b)\setminus(K\cup K^{\prime})

and conclude that Lemma 4.21 is valid. \Box

Lemma 4.26. Let b,Cb,C^{\star} be as in Lemma 4.21 and put c=4(C)2c^{*}=4(C^{\star})^{2}. Given 0<δ<1010000<\delta<10^{-1000}, let δ=ec/δ.\delta_{\star}=e^{-c^{*}/\delta}. Then, whenever xE(b)x\in E(b) there is an interval J=J(x)J=J(x) centered at xx with

2δ Im bH1(J)Cδ1/2 Im b Im b100002\delta_{\star}\mbox{ Im }b\leq H^{1}(J)\leq C\delta^{1/2}\mbox{ Im }b\leq\frac{\mbox{ Im }b}{10000} (4.27)

(for some absolute constant CC) and a subset F=F(x)JF=F(x)\subset J with H1(F)(110100)H1(J)H^{1}(F)\geq(1-10^{-100})H^{1}(J) so that

0δ Im b|f(t+iy)|𝑑yδd(f(b),Ω) for every tF.\int_{0}^{{\textstyle\delta_{\star}\mbox{ Im }b}}|f^{\prime}(t+iy)|dy\leq\delta d(f(b),\partial\Omega)\mbox{ \, for every $t\in F.$} (4.28)

Proof of Lemma 4.26: Given xE(b)x\in E(b) put b=x+i Im bb^{\prime}=x+i\mbox{ Im }b and let y1,0<y1< Im b,y_{1},0<y_{1}<\mbox{ Im }b, be such that

d(f(x+iy),Ω)>δCd(f(b),Ω)d(f(x+iy),\partial\Omega)>\frac{\delta}{C^{\star}}d(f(b),\partial\Omega)

for y1<y< Im by_{1}<y<\mbox{ Im }b, but

d(f(b^),Ω)=δCd(f(b),Ω)d(f(\hat{b}),\partial\Omega)=\frac{\delta}{C^{\star}}d(f(b),\partial\Omega)

where b^:=x+iy1\hat{b}:=x+iy_{1}. By (4.4), Lemma 4.21, and conformal invariance of hyperbolic distance,

log Im by1ρ(b^,b)4QΩ(f(b^),f(b))4Cδd(f(b),Ω)y1 Im b|f(x+iy)|𝑑y4(C)2δ,\log\frac{\mbox{ Im }b}{y_{1}}\leq\rho_{\mathbb{H}}(\hat{b},b^{\prime})\leq 4Q_{\Omega}(f(\hat{b}),f(b^{\prime}))\leq\frac{4C^{\star}}{\delta d(f(b),\partial\Omega)}\int_{y_{1}}^{\mbox{ Im }{\textstyle b}}|f^{\prime}(x+iy)|dy\leq\frac{4(C^{\star})^{2}}{\delta},

i.e., y1δ Im b.y_{1}\geq\delta_{\star}\mbox{ Im }b. Let J=I(b^)J=I(\hat{b}) and F=E(b^)F=E(\hat{b}). Then by Lemma 4.21, H1(F)(110100)H1(J)H^{1}(F)\geq(1-10^{-100})H^{1}(J) and for tE(b^)t\in E(\hat{b})

0δ Im b|f(t+iy)|𝑑yCd(f(b^),Ω)=δd(f(b),Ω).\int_{0}^{{\textstyle\delta_{\star}\mbox{ Im }b}}|f^{\prime}(t+iy)|dy\leq C^{\star}d(f(\hat{b}),\partial\Omega)=\delta d(f(b),\partial\Omega).

Notice also that,

H1(J)=2 Im b^2δ Im b.H^{1}(J)=2\mbox{ Im }\hat{b}\geq 2\delta_{\star}\mbox{ Im }b.

On the other hand, elementary distortion theorems for univalent functions (see for example [GM05, ch 1, section 4]) and the fact that b^Q(b)\hat{b}\in Q(b) yield for some absolute constant C+1C_{+}\geq 1 that

δ/C=d(f(b^),Ω)d(f(b),Ω)( Im b^C+ Im b)2.\delta/C^{*}=\frac{d(f(\hat{b}),\partial\Omega)}{d(f(b),\partial\Omega)}\geq\left(\frac{\mbox{ Im }\hat{b}}{C_{+}\mbox{ Im }b}\right)^{2}.

Thus (4.27), (4.28) are valid and the proof of Lemma 4.26 is complete. \Box

Lemma 4.29 Let b,xE(b),J(x),F(x),b,x\in E(b),J(x),F(x), be as in Lemma 4.26 and set F^=xE(b)F(x).\hat{F}=\bigcup_{x\in E(b)}\,F(x). If LI(b)L\subset I(b) is an interval with H1(L) Im b100,H^{1}(L)\geq{\displaystyle\frac{\mbox{ Im }b}{100}}, then

H1(E(b)F^L) Im b1000.H^{1}(E(b)\cap\hat{F}\cap L)\geq\frac{\mbox{ Im }b}{1000}\,\,. (4.30)

Moreover, if {τ1,τ2,,τm}\{\tau_{1},\tau_{2},\dots,\tau_{m}\} is a set of points in I(b),I(b), then there exists τm+1\tau_{m+1} in E(b)F^LE(b)\cap\hat{F}\cap L with

|f(τm+1)f(τj)|d(f(b),Ω)1010m2 whenever 1jm.|f(\tau_{m+1})-f(\tau_{j})|\geq\frac{d(f(b),\partial\Omega)}{10^{10}\,\,m^{2}}\mbox{ whenever }1\leq j\leq m. (4.31)

Proof of Lemma 4.29: Given an interval II let λI\lambda I be the interval with the same center as II and λ\lambda times its length. Using Vitali, we see there exists {x^j}E(b)12L\{\hat{x}_{j}\}\subset E(b)\cap\frac{1}{2}L and {J(x^j)}\{J(\hat{x}_{j})\} as in Lemma 4.26 such that

E(b)12Lj 4J(x^j) and the intervals {J(x^j)} are pairwise disjoint.E(b)\cap{\textstyle\frac{1}{2}}L\subset\bigcup_{j}\,4J(\hat{x}_{j})\mbox{ and the intervals $\{J(\hat{x}_{j})\}$ are pairwise disjoint.}

Observe from (4.27) that J(x^j)LJ(\hat{x}_{j})\subset L for each j.j. From this fact and (4.27) we get

H1(F^L)jH1(F^J(x^j))\displaystyle H^{1}(\hat{F}\cap L)\geq{\displaystyle\sum_{j}H^{1}(\hat{F}\cap J(\hat{x}_{j}))} \displaystyle\geq (110100)jH1(J(x^j))1101004jH1(4J(x^j))\displaystyle(1-10^{-100}){\displaystyle\sum_{j}H^{1}(J(\hat{x}_{j}))\geq{\textstyle\frac{1-10^{-100}}{4}}\,\sum_{j}H^{1}(4J(\hat{x}_{j}))} (4.32)
\displaystyle\geq 1101004H1(E(b)12L) Im b/900.\displaystyle\frac{1-10^{-100}}{4}\,H^{1}(E(b)\cap\frac{1}{2}L)\geq\mbox{ Im }b/900.

From (4.32) and (4.23) we conclude that (4.30) is valid. To prove (4.31) observe from (4.30) and the Poisson integral formula for \mathbb{H} that

ω(E(b)F^L,b)104\omega(E(b)\cap\hat{F}\cap L,b)\geq 10^{-4} (4.33)

where ω(,b)\omega(\cdot,b) denotes harmonic measure on \mathbb{H} relative to b.b. Let

r=supxE(b)F^Lmin{|f(x)f(τj)|,1jm}.r=\sup_{x\in E(b)\cap\hat{F}\cap L}\min\{|f(x)-f(\tau_{j})|,1\leq j\leq m\}.

Then

f(E(b)F^L)j=1mB¯(f(τj),r).f(E(b)\cap\hat{F}\cap L)\subset\bigcup_{j=1}^{m}\bar{B}(f(\tau_{j}),r).

Using this fact, (4.33), and invariance of harmonic measure under f,f, it follows that

104j=1mω~(B¯(f(τj),r),f(b))10^{-4}\leq\sum_{j=1}^{m}\tilde{\omega}(\bar{B}(f(\tau_{j}),r),f(b)) (4.34)

where ω~(,f(b))\tilde{\omega}(\cdot,f(b)) denotes harmonic measure in Ω\Omega relative to f(b).f(b). Finally we note from the Beurling projection theorem (see [GM05, ch 3, Corollary 9.3]) that for each j,j,

ω~(B¯(f(τj),r),f(b))(4/π)(rd(f(b),Ω))1/2.\tilde{\omega}(\bar{B}(f(\tau_{j}),r),f(b))\leq(4/\pi)\left(\frac{r}{d(f(b),\partial\Omega)}\right)^{1/2}.

Using this inequality in (4.34) we conclude that (4.31) is true. The proof of Lemma 4.29 is now complete. \Box

5 Proof of Theorem 2.

5.1 Proof of (4.14) and (4.15)

Using Lemma 4.29 with b=a=is,b=a=is, we deduce for given δ,0<δ<101000,\delta,0<\delta<10^{-1000}, the existence of x1,x2,x3E(a)x_{1},x_{2},x_{3}\in E(a) with s<x1<s/2,18s<x3<18s,-s<x_{1}<-s/2,-\frac{1}{8}s<x_{3}<\frac{1}{8}s, and 12s<x2<s,\frac{1}{2}s<x_{2}<s, such that

0δs|f(xj+iy)|𝑑yδd(f(a),Ω) for 1j3,\int_{0}^{\delta_{*}s}|f^{\prime}(x_{j}+iy)|\,dy\leq\,\delta d(f(a),\partial\Omega)\mbox{ for }1\leq j\leq 3, (5.1)
min{|f(x1)f(x3)|,|f(x2)f(x3)|}1011d(f(a),Ω).\min\{|f(x_{1})-f(x_{3})|,|f(x_{2})-f(x_{3})|\}\geq 10^{-11}d(f(a),\partial\Omega). (5.2)

As earlier we let Q~(a)\tilde{Q}(a) be the shifted box whose boundary in ,ξ,\mathbb{H},\xi, consists of the horizontal line segment from x1+isx_{1}+is to x2+is,x_{2}+is, and the vertical line segments from xjx_{j} to xj+is,x_{j}+is, for j=1,2.j=1,2. Also we put σ=f(ξ)\sigma=f(\xi) and note from xjE(a),j=1,2,x_{j}\in E(a),j=1,2, that (4.14)(4.14) is valid. Moreover, we let wi=f(xi)w_{i}=f(x_{i}) for i{1,2,3}i\in\{1,2,3\}. To construct τ\tau as defined after (4.15), we put t1=x3t_{1}=x_{3} and continue as outlined above (4.17). In general if ak1=tk1+isk1,a_{k-1}=t_{k-1}+is_{k-1}, we choose tkE(ak1)t_{k}\in E(a_{k-1}) so that (4.17) holds with sk=δsk1.s_{k}=\delta_{*}s_{k-1}. This choice is possible thanks to Lemma 4.29. With λ\lambda now defined note from the argument following (4.17) that x0=limt1λ(t)x_{0}=\lim_{t\mbox{$\rightarrow$}1}\lambda(t) exists, |x0|<1/4,|x_{0}|<1/4, and that τ=f(λ)\tau=f(\lambda) satisfies the cigar condition in (4.16) for t[0,1).t\in[0,1). If w0=τ(1),w_{0}=\tau(1), then using (4.17), (4.18), we see that

|w3w0|C^δd(z1,Ω)|w_{3}-w_{0}|\leq\hat{C}\delta d(z_{1},\partial\Omega)

for some absolute constant C^.\hat{C}. From this inequality and (5.2), it follows that if

δ=min(1012C^1,101000),\delta=\min(10^{-12}\hat{C}^{-1},10^{-1000}), (5.3)

then

min{|w0wj|,j=1,2}1012d(z1,Ω).\min\{|w_{0}-w_{j}|,j=1,2\}\geq 10^{-12}d(z_{1},\partial\Omega). ( 5.4)

With δ\delta now fixed, we see from (5.1) that the part of σ,\sigma, say σ1,\sigma_{1}, corresponding to the vertical line segments from xjx_{j} to xj+iδs,j=1,2,x_{j}+i\delta_{*}s,\,j=1,2, satisfies

d(σ1,w0)1013d(z1,Ω).d(\sigma_{1},w_{0})\geq 10^{-13}d(z_{1},\partial\Omega). (5.5)

Using (4.4) we also get

d(σσ1,Ω)C1d(z1,Ω)d(\sigma\setminus\sigma_{1},\partial\Omega)\geq C^{-1}d(z_{1},\partial\Omega) (5.6)

for some absolute constant C.C. Combining (5.5), (5.6), we obtain (4.15).

5.2 Proof of (4.13)

The proof of (4.13) is by contradiction. Suppose u>Au(z1)u>Au(z_{1}) on σ.\sigma. We shall obtain a contradiction if A=A(p)A=A(p) is suitably large. Our argument is based on a recurrence type scheme often attributed to Carleson - Domar, see [C62], [D57], in the complex world, and to Caffarelli et. al., see [CFMS81], in the PDE world (see also [AS05] for references). Given the shifted box Q~(a)\tilde{Q}(a) we let bj,1=xj+iδ Im a,j=1,2,b_{j,1}=x_{j}+i\delta_{*}\mbox{ Im }a,j=1,2, and note that bj,1,j=1,2,b_{j,1},j=1,2, are points on the vertical sides of Q~(a).\tilde{Q}(a). These points will spawn two new boxes Q~(bj,1)\tilde{Q}(b_{j,1}), j=1,2j=1,2, which in turn will each spawn two more new boxes, and so on. Without loss of generality, we focus on Q~(b1,1).\tilde{Q}(b_{1,1}). This box is constructed in the same way as Q~(a)\tilde{Q}(a) and we also construct, using Lemma 4.29 once again, a polygonal path λ1,1\lambda_{1,1} from b1,1b_{1,1} to some point x1,1I(b1,1),x_{1,1}\in I(b_{1,1}), so that λ1,1\lambda_{1,1} is defined relative to b1,1b_{1,1} in the same way that λ\lambda was defined relative to a.a. There is only one caveat. Namely, the path λ1,1\lambda_{1,1} is required to be contained in the half-plane { Re z< Re b1,1}\{\mbox{ Re }z<\mbox{ Re }b_{1,1}\}, i.e., to stay entirely to the left of b1,1.b_{1,1}. This extra caveat is easily achieved in view of Lemma 4.29. λ2,1\lambda_{2,1} with endpoints, b2,1,x2,1b_{2,1},x_{2,1} is constructed similarly, to lie in { Re z> Re b2,1}\{\mbox{ Re }z>\mbox{ Re }b_{2,1}\} (see Picture 1).

\psfrag{a}{\large$a$}\psfrag{Qa}{\large$\tilde{Q}(a)$}\psfrag{l}{\large$\lambda$}\psfrag{l1}{\large$\lambda_{1,1}$}\psfrag{x1}{\large$x_{1}$}\psfrag{xi}{\large$\xi$}\psfrag{xi1}{\large$\xi_{1,1}$}\psfrag{x0}{\large$x_{0}$}\psfrag{x2}{\large$x_{2}$}\psfrag{H}{\large$\mathbb{H}$}\psfrag{b1}{\large$b_{1,1}$}\psfrag{b2}{\large$b_{2,1}$}\includegraphics{domar.eps}
Figure 1: Domar-type recursion construction

Next, using the Harnack inequality we see that there exists Λ\Lambda such that

u(f(z))Λu(f(a)) whenever z=x+iyξ,yδ Im a.u(f(z))\leq\Lambda u(f(a))\mbox{ whenever }z=x+iy\in\xi,\ y\geq\delta_{\ast}\mbox{ Im }a. (5.7)

In particular, from Harnack’s inequality for uu and the fact that δ\delta is now fixed in (5.3), it is clear that Λ\Lambda in (5.7) can be chosen to depend only on pp, and hence can also be used in further iterations.

By (5.7), the fact that A>ΛA>\Lambda and the maximum principle, we see that there exists a point zλ1,1λ2,1z\in\lambda_{1,1}\cup\lambda_{2,1} such that U(z)>AU(a)U(z)>AU(a). This is the reason why the paths λj,1\lambda_{j,1} are constructed outside the original box Q~(a)\tilde{Q}(a). First suppose zλ1,1z\in\lambda_{1,1}. The larger the constant AA, the closer zz will be to \mathbb{R}. More precisely, if A>ΛkA>\Lambda^{k} then  Im zδk Im a\mbox{ Im }z\leq\delta_{\star}^{k}\mbox{ Im }a, as we see from (5.7) and inequalities analogous to (4.17)-(4.19). Arguing as in the display below (4.19), we find that

|f(z)f(x1,1)|Cδk1d(f(b1,1),Ω).|f(z)-f(x_{1,1})|\leq C\delta^{k-1}d(f(b_{1,1}),\partial\Omega).

The argument now is similar to the argument showing the existence of zz^{*} at the end of subsection 4.1. Let ξ1,1\xi_{1,1} be the boundary of Q~(b1,1)\tilde{Q}(b_{1,1}) which is in \mathbb{H} and let σ1,1=f(ξ1,1)\sigma_{1,1}=f(\xi_{1,1}). Set ρ1,1:=d(w0,1,σ1,1)\rho_{1,1}:=d(w_{0,1},\sigma_{1,1}), where w0,1=f(x1,1)w_{0,1}=f(x_{1,1}). Then

B(w0,1,ρ1,1)Ωf(Q~(b1,1)).B(w_{0,1},\rho_{1,1})\cap\Omega\subset f(\tilde{Q}(b_{1,1})).

So, by Lemma 2.2,

u(f(z))CδαkmaxQ~(b1,1)uf.u(f(z))\leq C\delta^{\alpha k}\max_{\tilde{Q}(b_{1,1})}u\circ f.\,

Choose kk, depending only on pp, to be the least positive integer such that

Cδαk<Λ1.C\delta^{\alpha k}<\Lambda^{-1}.

This choice of kk determines AA (say A=2ΛkA=2\Lambda^{k}) which therefore also depends only on pp (since δ\delta is fixed in (5.3)). With this choice of AA we have

maxξ1,1U>ΛU(z)>ΛAU(a).\max_{\xi_{1,1}}U>\Lambda U(z)>\Lambda AU(a). (5.8)

Since U(b1,1)ΛU(a)U(b_{1,1})\leq\Lambda U(a) we see from (5.8) that we can now repeat the above argument with Q~(b1,1)\tilde{Q}(b_{1,1}) playing the role of Q~(a).\tilde{Q}(a). That is, we find b1,2b_{1,2} on the vertical sides of Q~(b1,1)\tilde{Q}(b_{1,1}) with  Im b1,2=δ2 Im a\mbox{ Im }b_{1,2}=\delta_{\star}^{2}\mbox{ Im }a and a box Q~(b1,2)\tilde{Q}(b_{1,2}) with boundary ξ1,2\xi_{1,2} such that

maxξ1,2U>Λ2AU(a)AU(b1,2).\max_{\xi_{1,2}}U>\Lambda^{2}AU(a)\geq AU(b_{1,2}).

Continuing by induction we get a contradiction because U=0U=0 continuously on \mathbb{R}. If zλ2,1,z\in\lambda_{2,1}, we get a contradiction by the same argument. Thus, there exists A=A(p)1A=A(p)\geq 1 for which (4.13) holds. The proof of Theorem 2 is now complete. \Box

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