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The Inhomogeneous Boundary Harnack Principle for Fully Nonlinear and pp-Laplace equations

Mark Allen Department of Mathematics, Brigham Young University, Provo, UT allen@mathematics.byu.edu Dennis Kriventsov Department of Mathematics, Rutgers University, Piscataway, NJ dnk34@math.rutgers.edu  and  Henrik Shahgholian Department of Mathematics, KTH Royal Institute of Technology, Stockholm, Sweden henriksh@math.kth.se
(Date: October 22, 2020)
Abstract.

We prove a boundary Harnack principle in Lipschitz domains with small constant for fully nonlinear and pp-Laplace type equations with a right hand side, as well as for the Laplace equation on nontangentially accessible domains under extra conditions. The approach is completely new and gives a systematic approach for proving similar results for a variety of equations and geometries.

1. Introduction

This work is intended as a sequel to [3] by the first and third authors, where a boundary Harnack principle (BHP) was established for the Laplace equation with right hand side in Lipschitz domains (with small Lipschitz norm). Here we extend the result to the case of fully non-linear as well as pp-Laplace equations. The novel and very simple approach introduced here also allows us to consider nontangentially accessible (NTA) domains when there is an assumed lower bound on the growth of the solution from the boundary.

In lay terms, the main result in [3] states that (up to a multiplicative constant) a positive harmonic function can dominate a superharmonic function close to a boundary point x0x^{0} of a domain111Throughout the paper we assume all domains are in n{\mathbb{R}}^{n} with n2n\geq 2. DnD\subset{\mathbb{R}}^{n} (n2n\geq 2), so long as both functions have zero boundary values in a small neighborhood of x0x^{0}. See below Theorem 1.1 for an exact formulation of the general case in this paper.

The BHP with right hand side can be used to prove the regularity of free boundaries, for the obstacle problem (see [3]), and the thin obstacle problem (see [10]). Therefore further study and generalization of the BHP with right hand side should be emphasised to allow applications to more complicated free boundary problems. This work aims to make progress in this direction.

The reader may find it useful to read the longer introduction and applications mentioned in [3], which we have chosen not to repeat here. Since then there has been some further research on this topic, including [11], as well as [10] which we learned about in the final stages of preparation of this work. The approach taken here is rather different and allows treatment of very general configurations (see Theorem 2.2 in Section 2); however, our results do not entirely overlap with the above mentioned references.

Our main results in this paper are the following theorems:

Theorem 1.1.

Let Ω\Omega be a Lipschitz domain with Lipschitz constant LηL\leq\eta and assume 0Ω0\in\partial\Omega. Let u,v0u,v\geq 0 with u=v=0u=v=0 on ΩB1\partial\Omega\cap B_{1} and assume u(en/2)=v(en/2)=1u(e_{n}/2)=v(e_{n}/2)=1. Assume the fully nonlinear operator FF satisfies the structural conditions (3.1) and (3.2). There exist constants C,ϵ,η0>0C,\epsilon,\eta_{0}>0 (depending on dimension and the ellipticity constants λ,Λ\lambda,\Lambda of FF) such that if

1F(D2u,u),F(D2v,v)ϵ,-1\leq F(D^{2}u,\nabla u),F(D^{2}v,\nabla v)\leq\epsilon,

then

vuC in ΩB1/2.\frac{v}{u}\leq C\text{ in }\Omega\cap B_{1/2}.

For the pp-Laplacian we obtain a similar result for supersolutions:

Theorem 1.2.

Let Ω\Omega be a Lipschitz domain with Lipschitz constant LL and assume 0Ω0\in\partial\Omega. Let u,v0u,v\geq 0 with u=v=0u=v=0 on ΩB1\partial\Omega\cap B_{1} and assume u(en/2)=v(en/2)=1u(e_{n}/2)=v(e_{n}/2)=1. There exist constants C,η>0C,\eta>0 such that if LηL\leq\eta and

1Δpv,Δpu0,-1\leq\Delta_{p}v,\Delta_{p}u\leq 0,

then

vuC in ΩB1/2.\frac{v}{u}\leq C\text{ in }\Omega\cap B_{1/2}.

The main ingredients in applying our method are

A:

A boundary Harnack principle for solutions (to the homogeneous equation, with no right hand side).

B:

An appropriate lower bound on the growth of u,vu,v from the boundary.

C:

A comparison principle for sub and supersolutions.

D:

Solvability of the Dirichlet problem (with continuous data).

Our theorems require a Lipschitz boundary for (A) and (B). However, for operators such as the Laplacian Δ\Delta, one has a boundary Harnack principle for NTA domains [7]. Furthermore, for many free boundary problems a lower bound on the growth from the free boundary is often obtained directly (using competitors, barriers, or other techniques). In those cases (B) may be difficult or impossible to verify in general, but will be already available for the specific functions being considered. To handle this situation, one may apply our method on NTA domains and obtain the following conditional theorem, which appears useful in practice:

Theorem 1.3.

Let Ω\Omega be an NTA domain with 0Ω0\in\partial\Omega, and assume that for some x0Ωx^{0}\in\Omega we have u(x0)=v(x0)=1u(x^{0})=v(x^{0})=1 and u,v0u,v\geq 0 with u=v=0u=v=0 on ΩB1\partial\Omega\cap B_{1}. If for some 0<β<20<\beta<2 and some c>0c>0 one has

u(x),v(x)c(dist(x,Ω))βu(x),v(x)\geq c(\text{dist}(x,\partial\Omega))^{\beta}

then there exist a constant C0C_{0} (depending on β\beta, the NTA constants, and dist(x0,B1)(x^{0},\partial B_{1})) such that if

1Δu,Δv1,-1\leq\Delta u,\Delta v\leq 1,

then

vuC0 in ΩB1/2.\frac{v}{u}\leq C_{0}\text{ in }\Omega\cap B_{1/2}.

Unlike in Theorems 1.1 and 1.2, we do not assume that Δuϵ\Delta u\leq\epsilon small here, nor that the domain is somehow flat: the growth bound is all that is required, though it does carry some indirect implications about the geometry of Ω\partial\Omega and Δu\Delta u.

2. A Metatheorem

Let HΩH_{\Omega} be a family of operators mapping C(Ω)×C(Ω)C(Ω¯)C(\Omega)\times C(\partial\Omega)\to C(\bar{\Omega}), and QQ a collection of open sets. The map HH should be thought of as a solution operator, mapping boundary data and right hand sides to solutions of an elliptic PDE. Fix a particular open set UQU\in Q. Let VC(U¯)V\subset C(\bar{U}) consist of some subset of functions u0u\geq 0 with H[f,u]=uH[f,u]=u on UU for some ff (generally this may be interpreted as positive functions with ff bounded by 11, but only some specific properties below will be relevant; in fact neither u0u\geq 0 nor H[f,u]=uH[f,u]=u are used explicitly in the proof below). Assume the following properties for HΩH_{\Omega}:

  1. (P1)

    Localization: For every r>0r>0 and xU¯x\in\bar{U}, there is a set Ux,rQU_{x,r}\in Q such that Ux,rB2r(x)U_{x,r}\subset B_{2r}(x) and UBr(x)=Ux,rBr(x)U\cap B_{r}(x)=U_{x,r}\cap B_{r}(x).

  2. (P2)

    Homogeneity: HΩ[0,0]=0H_{\Omega}[0,0]=0 for every ΩQ\Omega\in Q.

  3. (P3)

    Solvability: If ΩQ\Omega\in Q, then HΩ[f,g]=gH_{\Omega}[f,g]=g on Ω\partial\Omega for any gC(Ω)g\in C(\partial\Omega).

  4. (P4)

    Extension: If ΩΩ\Omega\subset\Omega^{\prime} are in QQ, then HΩ[fΩ,HΩ[f,g]|Ω]=HΩ[f,g]H_{\Omega}[f_{\Omega},H_{\Omega^{\prime}}[f,g]|_{\partial\Omega}]=H_{\Omega^{\prime}}[f,g] on Ω\Omega.

  5. (P5)

    Comparison:222It is possible to replace this assumption with a homogeneous minimum principle: if g0g\geq 0, then HΩ[0,g]0H_{\Omega}[0,g]\geq 0, though without the full comparison principle some of the remarks and typical applications will not follow. In cases where lower-order terms interfere with the comparison principle, it may still be possible to apply the results here by treating the lower-order terms as an inhomogeneity instead. For example, when studying Δu=λu\Delta u=-\lambda u for λ>0\lambda>0, our theorem will apply if one first shows uu is bounded, and then sets Δu=f=λu\Delta u=f=-\lambda u, with f[C,0]f\in[-C,0]. Here HΩH_{\Omega} should be set to the solution to the Laplace equation, not to the eigenvalue problem. If f1f2f_{1}\geq f_{2} and g1g2g_{1}\leq g_{2}, then HΩ[f1,g1]HΩ[f2,g2]H_{\Omega}[f_{1},g_{1}]\leq H_{\Omega}[f_{2},g_{2}].

  6. (P6)

    Approximation: For any set Ω=Ux,r\Omega=U_{x,r} from (P1) with r14r\leq\frac{1}{4}, xB1/2Ux,rx\in B_{1/2}\cap\partial U_{x,r}, and uVu\in V, we have |uHΩ[0,u]|C1rζ|u-H_{\Omega}[0,u]|\leq C_{1}r^{\zeta} for some ζ>1\zeta>1 on Ω\Omega.

  7. (P7)

    Harnack: For any uVu\in V and B2r(x)UB_{2r}(x)\subset U

    supBr(x)uC2[infBr(x)u+1].\sup_{B_{r}(x)}u\leq C_{2}[\inf_{B_{r}(x)}u+1].
  8. (P8)

    Boundary Harnack: For any aUa\in\partial U and Ω=Ua,r\Omega=U_{a,r} from (P1), let u1,u2u_{1},u_{2} satisfy HΩ[0,u1]=u1H_{\Omega}[0,u_{1}]=u_{1} and HΩ[0,u2]=u2H_{\Omega}[0,u_{2}]=u_{2}. Assume, moreover, that u1,u20u_{1},u_{2}\geq 0 on Ω\Omega and u1,u2=0u_{1},u_{2}=0 on UBr(a)\partial U\cap B_{r}(a). Then

    u(x)v(x)(1+C3|xy|αrα)u(y)v(y)\frac{u(x)}{v(x)}\leq(1+C_{3}\frac{|x-y|^{\alpha}}{r^{\alpha}})\frac{u(y)}{v(y)}

    for any x,yUBr/2(a)x,y\in U\cap B_{r/2}(a).

In addition, we will use the following concept of 11-sided NTA (or uniform) domain:

Definition 2.1.

A domain Ωn\Omega\subset{\mathbb{R}}^{n} is a 11-sided NTA domain (with constant KK) if it satisfies the following two conditions:

  1. (D1)

    For every xΩx\in\partial\Omega and 0<r<diam(Ω)0<r<\text{diam}(\Omega), there exists a ball Br/K(y)ΩBr(x)B_{r/K}(y)\subset\Omega\cap B_{r}(x).

  2. (D2)

    For every x,yΩx,y\in\Omega, there is a curve γ:[0,1]Ω\gamma:[0,1]\rightarrow\Omega with γ(0)=x\gamma(0)=x, γ(1)=y\gamma(1)=y, l(γ([0,1]))K|xy|l(\gamma([0,1]))\leq K|x-y|, and min{l(γ([0,t])),l(γ([t,1]))}Kd(γ(t),Ω)\min\{l(\gamma([0,t])),l(\gamma([t,1]))\}\leq Kd(\gamma(t),\partial\Omega) for all t[0,1]t\in[0,1]. Here ll denotes length.

Our main theorem can now be phrased as follows:

Theorem 2.2.

Let QQ, HΩH_{\Omega}, and UU satisfy (P1-8), assume that UU is a 11-sided NTA domain with constant KK, and 0U0\in\partial U. Then there is a constant c=c(n,K)c_{*}=c_{*}(n,K) such that the following holds: let u1,u2Vu_{1},u_{2}\in V with ui>0u_{i}>0 on UB1U\cap B_{1}, ui=0u_{i}=0 on UB1\partial U\cap B_{1} (i=1,2i=1,2), and assume that for some β(0,ζ)\beta\in(0,\zeta) uiu_{i} satisfies the growth condition

(2.1) ui(x)C4dβ(x,UB1)xU.u_{i}(x)\geq C_{4}d^{\beta}(x,\partial U\cap B_{1})\qquad\forall x\in U.

In addition, assume that u1(x0)=1u_{1}(x^{0})=1 for some x0Bc(0)x^{0}\in B_{c_{*}}(0) with d(x0,U)c2d(x^{0},\partial U)\geq c_{*}^{2}. Then

u1u2C\frac{u_{1}}{u_{2}}\leq C_{*}

on BcUB_{c_{*}}\cap U. The constant CC_{*} depends only on n,K,C1,C2,C3,C4,ζ,βn,K,C_{1},C_{2},C_{3},C_{4},\zeta,\beta (where C1,C2,C3C_{1},C_{2},C_{3} are the constants from (P6-8)).

Remark 2.3.

While UU being a 11-sided NTA domain suffices for our argument, verifying property (P3), and possibly (P1), will often require making stronger assumptions. For the Laplace equation, two-sided NTA domains (where the complement of UU also satisfies (D1)) do have these properties, and in particular (P1) may be found in [7]. If one is working on Lipschitz graph domains DL,rD_{L,r} as we do below, some of the details here can be simplified, and the Ux,rU_{x,r} can simply be chosen to be UBr(x)U\cap B_{r}(x). It is worth noting, however, that (P8) does hold on 11-sided NTA domains at least for the Laplace equation [1], and this is roughly the most general class of domains on which it might be expected to hold [2].

Remark 2.4.

Although we only assume that u1(x0)=1u_{1}(x^{0})=1 in the above theorem, the lower bound (2.1) automatically implies that u2(x0)cu_{2}(x^{0})\geq c, while an upper bound for u2u_{2} is unnecessary. An abstract argument shows that for u1u_{1}, (2.1) may be replaced with a growth condition on the corresponding homogeneous equation, up to increasing the radii slightly: first, if ui=HU[fi,u1]u_{i}=H_{U}[f_{i},u_{1}], let w=HU0,1[fi,u1]w=H_{U_{0,1}}[f_{i}^{-},u_{1}] and use the comparison principle to ensure u1wu_{1}\leq w. Thus it suffices to prove the theorem for ww. Then set h=H[0,u1]h=H[0,u_{1}]: this has hwh\leq w, so a growth estimate for hh implies the same for ww. Growth estimates for solutions to the homogeneous equation are equivalent to one another, from (P8); therefore in some cases (e.g. f20f_{2}\geq 0) this estimate on u1u_{1} may be redundant or easily obtainable. On the other hand, an inspection of the proof shows that if f2=0f_{2}=0 (and if f20f_{2}\leq 0, after applying the comparison principle), then (2.1) for u2u_{2} may be replaced with the condition u2(x0)1u_{2}(x^{0})\geq 1: the approximating function v2v_{2} is equal to u2u_{2}, so (2.2) below is automatic.

Proof.

Let {rk}k=0\{r_{k}\}_{k=0}^{\infty} be a decreasing sequence of numbers rk14rk1r_{k}\leq\frac{1}{4}r_{k-1} to be determined below, with r0=c22r_{0}=\frac{c_{*}^{2}}{2}, and

Ak={xUBc+rk1c:rkd(x,U)rk1},k1,A_{k}=\{x\in U\cap B_{c_{*}+\frac{r_{k-1}}{c_{*}}}:r_{k}\leq d(x,\partial U)\leq r_{k-1}\},\qquad k\geq 1,

with A0={xUB2c:d(x,U)r0}A_{0}=\{x\in U\cap B_{2c_{*}}:d(x,\partial U)\geq r_{0}\}; the constant cc_{*} will be chosen below in terms of KK and nn only. Here KK is a constant which will be determined later, depending only on the NTA constant of UU. Let

Mk=supAku1u2;M_{k}=\sup_{A_{k}}\frac{u_{1}}{u_{2}};

as u,vu,v are continuous and positive, we have Mk<M_{k}<\infty, for each kk. Our main goal is to estimate MkM_{k} in terms of Mk1M_{k-1}, but we first consider M0M_{0}.

Applying (D2), if cc_{*} is sufficiently small in terms of the NTA constant KK, any x,yBcUx,y\in B_{c_{*}}\cap U may be connected by a curve as described there which is contained in B1/2B_{1/2}. Furthermore, from (D1) for any xUx\in\partial U, and every r<1r<1, there is a ball Br/K(y)UBr(x)B_{r/K}(y)\subset U\cap B_{r}(x); so long as c12Kc_{*}\leq\frac{1}{2K}, Brc/2(y)B_{rc_{*}/2}(y) has the same property. We now fix cc_{*} so that these properties hold.

To estimate M0M_{0}, we first observe that by the lower bound assumption (2.1) we have u2Cu_{2}\geq C on A0A_{0}. On the other hand, we know that u1(x0)=1u_{1}(x^{0})=1, that x0A0x^{0}\in A_{0} and any other point xA0x\in A_{0} may be connected to x0x^{0} via a path in B1/2B_{1/2} of bounded length and staying a distance at least c=r0/Kc=r_{0}/K from the boundary U\partial U. This path may be covered by finitely many balls of radius c/2c/2, and applying the Harnack principle (P7) to each ball consecutively gives that u1(x)u_{1}(x) is bounded. Taking the supremum, we see that M0M_{0} is bounded in terms of KK and the constant C2C_{2} in (P7).

Now take any point xAkx\in A_{k}, and let yUy\in\partial U with |yx|rk1|y-x|\leq r_{k-1}. Use the NTA property to find a ball Brk1(z)UBrk1/2c(y)B_{r_{k-1}}(z)\subset U\cap B_{r_{k-1}/2c_{*}}(y); then we have that d(z,U)rk1d(z,\partial U)\geq r_{k-1}, while

|z||zy|+|yx|+|x|rk12c+rk1+c+rk1cc+rk2c|z|\leq|z-y|+|y-x|+|x|\leq\frac{r_{k-1}}{2c_{*}}+r_{k-1}+c_{*}+\frac{r_{k-1}}{c_{*}}\leq c_{*}+\frac{r_{k-2}}{c_{*}}

if k2k\geq 2, using here that rk114rk2r_{k-1}\leq\frac{1}{4}r_{k-2}. If k=1k=1, then using r0=c2/2r_{0}=c_{*}^{2}/2 gives

|z|r02c+r0+c+r0c(14+c2+1+12)c2c|z|\leq\frac{r_{0}}{2c_{*}}+r_{0}+c_{*}+\frac{r_{0}}{c_{*}}(\frac{1}{4}+\frac{c_{*}}{2}+1+\frac{1}{2})c_{*}\leq 2c_{*}

instead. Consider the line segment connecting the points zz and yy: all points on this line segment must lie inside Bc+rk2cB_{c_{*}+\frac{r_{k-2}}{c_{*}}} and Brk1/2c(y)B_{r_{k-1}/2c_{*}}(y) as well, as both endpoints do and balls are convex. As d(y,U)=0d(y,\partial U)=0, d(z,U)rk1d(z,\partial U)\geq r_{k-1}, and the distance is continuous, we may find some z1z^{1} on the line segment such that d(z1,U)=rk1d(z^{1},\partial U)=r_{k-1}. In particular, the two important properties are that z1Ak1z^{1}\in A_{k-1}, while x,z1Brk1/2c(y)x,z^{1}\in B_{r_{k-1}/2c_{*}}(y).

Next we fix Uy,sU_{y,s} with srk1cs\geq\frac{r_{k-1}}{c_{*}} to be chosen below, and use (P1) and (P3) to find v1,v2v_{1},v_{2} which satisfy HUy,s[0,ui]=viH_{U_{y,s}}[0,u_{i}]=v_{i} (recall that this is analogous to solving the homogeneous equation on Uy,sU_{y,s} with boundary data given by uiu_{i}). Note that by comparison (P5), with the function 0, and homogeneity (P2), we have vi0v_{i}\geq 0 on Uy,sU_{y,s} There are two main estimates we need for uiu_{i} and viv_{i}. The first is from (P6): we have that |viui|C1sζ|v_{i}-u_{i}|\leq C_{1}s^{\zeta} on UBs(y)U\cap B_{s}(y). We may further combine it with the assumed growth estimate (2.1) to arrive at

(2.2) |uivi|C1sζuiC1sζC4rkβ|u_{i}-v_{i}|\leq C_{1}s^{\zeta}\leq u_{i}\frac{C_{1}s^{\zeta}}{C_{4}r_{k}^{\beta}}

on Bs(y)(AkAk1)B_{s}(y)\cap(A_{k}\cup A_{k-1}), that may be rephrased as

(2.3) (1Csζrkβ)uivi(1+Csζrkβ)ui,(1-C\frac{s^{\zeta}}{r_{k}^{\beta}})u_{i}\leq v_{i}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}})u_{i},

so after dividing

(2.4) (1Csζrkβ)viui(1+Csζrkβ)vi(1-C\frac{s^{\zeta}}{r_{k}^{\beta}})v_{i}\leq u_{i}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}})v_{i}

on this region, so long as rkβr_{k}^{\beta} is much larger than sζs^{\zeta}, which we will ensure below.

On the other hand, we may apply (P8), the homogeneous boundary Harnack principle, to viv_{i}. We apply it specifically with r=sr=s, a=ya=y, x=xx=x, and y=z1y=z^{1}, to get that

(2.5) v1(x)v2(x)v1(z1)v2(z1)(1+Crk1αsα).v_{1}(x)\leq v_{2}(x)\frac{v_{1}(z^{1})}{v_{2}(z^{1})}(1+C\frac{r_{k-1}^{\alpha}}{s^{\alpha}}).

Now, z1Ak1z^{1}\in A_{k-1}, so there we may argue as follows, using (2.2):

v1(z1)v2(z1)(1+Csζrkβ)2u1(z1)u2(z1)(1+Csζrkβ)Mk1.\frac{v_{1}(z^{1})}{v_{2}(z^{1})}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}})^{2}\frac{u_{1}(z^{1})}{u_{2}(z^{1})}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}})M_{k-1}.

This along with (2.5) gives

v1(x)v2(x)(1+Csζrkβ+Crk1αsα)Mk1,\frac{v_{1}(x)}{v_{2}(x)}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}}+C\frac{r_{k-1}^{\alpha}}{s^{\alpha}})M_{k-1},

and finally using (2.2) again but this time at xx,

u1(x)u2(x)(1+Csζrkβ)2v1(x)v2(x)(1+Csζrkβ+Crk1αsα)Mk1.\frac{u_{1}(x)}{u_{2}(x)}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}})^{2}\frac{v_{1}(x)}{v_{2}(x)}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}}+C\frac{r_{k-1}^{\alpha}}{s^{\alpha}})M_{k-1}.

This entire construction can be done at any xAkx\in A_{k}, so taking the supremum gives

Mk(1+Csζrkβ+Crk1αsα)Mk1.M_{k}\leq(1+C\frac{s^{\zeta}}{r_{k}^{\beta}}+C\frac{r_{k-1}^{\alpha}}{s^{\alpha}})M_{k-1}.

Now we must choose ss and rkr_{k} in an appropriate manner; we have already required that sζrkβs^{\zeta}\ll r_{k}^{\beta}, rk1sr_{k-1}\ll s, and rkrk1/4r_{k}\leq r_{k-1}/4. To proceed, select a γ>1\gamma>1 such that βγ<ζ\beta\gamma<\zeta, and set rk=rk1γr_{k}=r_{k-1}^{\gamma}. This immediately implies that rkrk14r_{k}\leq\frac{r_{k-1}}{4}. Next, choose a σ<1\sigma<1 with ζσ>βγ\zeta\sigma>\beta\gamma, and set s=rk1σ=rkσ/γs=r_{k-1}^{\sigma}=r_{k}^{\sigma/\gamma}; this has the other two necessary properties. With these choices, our recurrence relation may be rewritten as

Mk(1+Crkζσ/γβ+Crk(1σ)γα)Mk1.M_{k}\leq(1+Cr_{k}^{\zeta\sigma/\gamma-\beta}+Cr_{k}^{(1-\sigma)\gamma\alpha})M_{k-1}.

As rk14rk1r_{k}\leq\frac{1}{4}r_{k-1}, rkr04kr_{k}\leq r_{0}4^{-k}, we’ll have

Mk(1+C4ck)Mk1i=1(1+C4ck)M0.M_{k}\leq(1+C4^{-ck})M_{k-1}\leq\prod_{i=1}^{\infty}(1+C4^{-ck})M_{0}.

This infinite product is finite, giving MkCM0M_{k}\leq CM_{0} for all kk. As the union of the AkA_{k} exhausts BcUB_{c_{*}}\cap U, we have shown that

supBcUu1u2CM0.\sup_{B_{c_{*}}\cap U}\frac{u_{1}}{u_{2}}\leq CM_{0}.

This completes the proof. ∎

Proof of Theorem 1.3.

Set U=ΩU=\Omega, QQ the collection of (two-sided, as in Remark 2.3) NTANTA domains with constant at most KK, and HUx,r[f,g]H_{U_{x,r}}[f,g] the Perron solution to the Laplace equation on Ux,rU_{x,r}. Set V={uC(U¯):u0,|Δu|A on U}V=\{u\in C(\bar{U}):u\geq 0,|\Delta u|\leq A\text{ on }U\}, with AA to be determined in terms of cc_{*} and the given constants only. Then (P1), (P3), and (P8) follow from [7] as long as KK is taken to be a sufficiently large multiple of the NTA constant of Ω\Omega, while (P2), (P4), (P5), and (P7) are classical. The approximation property (P6) follows from an elementary barrier argument (as in Lemma 3.3 below). After applying the Harnack inequality repeatedly, we have that

Cu,vcC\geq u,v\geq c

on UB2{d(x,U)c2}U\cap B_{2}\cap\{d(x,\partial U)\geq c^{2}_{*}\}. Fix AA so that if we define the functions u1=u()/u(x1)u_{1}=u(\cdot)/u(x^{1}), u2=v()/v(x1)u_{2}=v(\cdot)/v(x^{1}) on B1(x)B_{1}(x) for xUB1x\in\partial U\cap B_{1} and x1x^{1} a point in Bc(x)B_{c_{*}}(x) a distance at least c2c_{*}^{2} from U\partial U, they have |Δui|max{1u(x1)1v(x1)}A|\Delta u_{i}|\leq\max\{\frac{1}{u(x^{1})}\frac{1}{v(x^{1})}\}\leq A.

Applying Theorem 2.2 to u1u_{1}, u2u_{2} on B1(x)B_{1}(x) for every xUB1x\in\partial U\cap B_{1} gives that

supB1U{z:d(z,U)<c}uvC,\sup_{B_{1}\cap U\cap\{z:d(z,\partial U)<c_{*}\}}\frac{u}{v}\leq C,

which implies the conclusion. ∎

3. Fully Nonlinear Equations

Let S(n)S(n) be the set of symmetric n×nn\times n matrices, Λλ>0\Lambda\geq\lambda>0 and M0M\geq 0 be constants, and PΛ,λ,PΛ,λ+P_{\Lambda,\lambda}^{-},P_{\Lambda,\lambda}^{+} the extremal Pucci operators defined by

PΛ,λ(R)=λei>0ei+Λei<0eiPΛ,λ+(R)=Λei>0ei+λei<0ei,P_{\Lambda,\lambda}^{-}(R)=\lambda\sum_{e_{i}>0}e_{i}+\Lambda\sum_{e_{i}<0}e_{i}\qquad P_{\Lambda,\lambda}^{+}(R)=\Lambda\sum_{e_{i}>0}e_{i}+\lambda\sum_{e_{i}<0}e_{i},

where eie_{i} are the eigenvalues of RR.

As our method requires that the boundary Harnack principle already holds for solutions to the homogeneous equation, we will require the same structural conditions for fully nonlinear equations as required in [5] where a boundary Harnack principle without right hand side is shown. We therefore assume that F:S(n)×nF:S(n)\times{\mathbb{R}}^{n}\rightarrow{\mathbb{R}} (the nonlinear operator in our equation F(D2u,u)=fF(D^{2}u,\nabla u)=f) satisfies

(3.1) PΛ,λ(RS)M|pq|F(R,p)F(S,q)PΛ,λ+(RS)+M|pq|P_{\Lambda,\lambda}^{-}(R-S)-M|p-q|\leq F(R,p)-F(S,q)\leq P_{\Lambda,\lambda}^{+}(R-S)+M|p-q|

for R,SS(n)R,S\in S(n) and p,qnp,q\in\mathbb{R}^{n}.

We also assume that FF is positively homogeneous of degree 11, i.e.

(3.2) F(γR,γp)=γF(R,p) for all γ>0,RS(n),pn.F(\gamma R,\gamma p)=\gamma F(R,p)\quad\text{ for all }\gamma>0,\quad R\in S(n),p\in\mathbb{R}^{n}.

We follow [5, 4] when we write F(D2u,u)()fF(D^{2}u,\nabla u)\leq(\geq)f in the viscosity sense for a continuous function ff. The key property of viscosity solutions is the following comparison-type fact: if F(D2u,u)fF(D^{2}u,\nabla u)\geq f and F(D2v,v)gF(D^{2}v,\nabla v)\leq g on a domain Ω\Omega, in the viscosity sense, then PΛ,λ(D2(vu))M|vu|gfP_{\Lambda,\lambda}^{-}(D^{2}(v-u))-M|\nabla v-\nabla u|\leq g-f in the viscosity sense on Ω\Omega. The proof is straightforward if one of v,uv,u is C2C^{2} from the definitions and (3.1), but the general case may be derived from [4].

We recall the following notation from [3] for Lipschitz domains. We consider Lipschitz domains DL,RD_{L,R} where

DL,R:={(x,xn)BR:xn>g(x)},D_{L,R}:=\{(x^{\prime},x_{n})\in B_{R}:x_{n}>g(x^{\prime})\},

and gg is a Lipschitz function with constant at most LL, that is |g(x)g(y)|L|xy||g(x^{\prime})-g(y^{\prime})|\leq L|x^{\prime}-y^{\prime}|. We will assume g(0)=0g(0)=0, and will write DL,D_{L,\infty} if R=R=\infty.

3.1. Approximation and homogeneous boundary Harnack

We need the following classical boundary Harnack principle, which is Lemma 2.4 in [5]:

Lemma 3.1.

Let F(D2u,u)=F(D2v,v)=0F(D^{2}u,\nabla u)=F(D^{2}v,\nabla v)=0 in DL,1D_{L,1} (in the viscosity sense), with u,v0u,v\geq 0, and u=v=0u=v=0 on DL,1B3/4\partial D_{L,1}\cap B_{3/4}. If u(en/2)=v(en/2)=1u(e_{n}/2)=v(e_{n}/2)=1, then there exists C(Λ,λ,M,L,n)C(\Lambda,\lambda,M,L,n) such that

uvCDL,1/2.\frac{u}{v}\leq C\in D_{L,1/2}.

In our situation, it will be more convenient to apply the following slight variation of Lemma (3.1).

Lemma 3.2.

Let F(D2u,u)=F(D2v,v)=0F(D^{2}u,\nabla u)=F(D^{2}v,\nabla v)=0 (in the viscosity sense) in DL,1D_{L,1}, with u,v0u,v\geq 0, and u=v=0u=v=0 on DL,1B3/4\partial D_{L,1}\cap B_{3/4}. If u(x)=v(x)=1u(x)=v(x)=1 for some xDL,1/2x\in D_{L,1/2}, then u/vCu/v\leq C in DL,1/2D_{L,1/2}.

Proof.

We apply Lemma 3.1 to v~,u~\tilde{v},\tilde{u} in place of u,vu,v, where

u~:=u(x)u(en/2) and v~:=v(x)v(en/2),\tilde{u}:=\frac{u(x)}{u(e_{n}/2)}\quad\text{ and }\quad\tilde{v}:=\frac{v(x)}{v(e_{n}/2)},

and obtain

Cv~(x)u~(x)=v(x)u(x)u(en/2)v(en/2)=u(en/2)v(en/2).C\geq\frac{\tilde{v}(x)}{\tilde{u}(x)}=\frac{v(x)}{u(x)}\frac{u(e_{n}/2)}{v(e_{n}/2)}=\frac{u(e_{n}/2)}{v(e_{n}/2)}.

Now apply Lemma 3.1 again to u~,v~\tilde{u},\tilde{v} in the opposite order to get that for any yDL,1/2y\in D_{L,1/2},

Cu~(y)v~(y)=u(y)v(y)v(en/2)u(en/2)u(y)v(y)1C.C\geq\frac{\tilde{u}(y)}{\tilde{v}(y)}=\frac{u(y)}{v(y)}\frac{v(e_{n}/2)}{u(e_{n}/2)}\geq\frac{u(y)}{v(y)}\frac{1}{C}.

This concludes the proof. ∎

We will also need the following lemma.

Lemma 3.3.

Let vv satisfy 1F(D2v,v)1-1\leq F(D^{2}v,\nabla v)\leq 1 in DL,RD_{L,R} (in the viscosity sense), where R1R\leq 1. If v=h+wv=h+w where ww solves

{F(D2w,w)=0 in DL,Rw=v on DL,R,\begin{cases}F(D^{2}w,\nabla w)=0&\text{ in }D_{L,R}\\ w=v&\text{ on }\partial D_{L,R},\end{cases}

then there exists a constant C=C(n,λ,Λ,M)C=C(n,\lambda,\Lambda,M) such that

|h|CR2.|h|\leq CR^{2}.
Proof.

From earlier remarks we have that h=vwh=v-w satisfies

(3.3) PΛ,λ(D2h)M|h|11PΛ,λ+(D2h)+M|h|P^{-}_{\Lambda,\lambda}(D^{2}h)-M|\nabla h|\leq 1\qquad-1\leq P^{+}_{\Lambda,\lambda}(D^{2}h)+M|\nabla h|

in the viscosity sense.

Assume first that Rλn2MR\leq\frac{\lambda n}{2M}: we use

G(x):=R2λn(1|x|2R2)G(x):=\frac{R^{2}}{\lambda n}\left(1-\frac{|x|^{2}}{R^{2}}\right)

as an explicit barrier on BRB_{R}. We have that

PΛ,λ+(D2G)+M|G|=2+2MRλn1.P^{+}_{\Lambda,\lambda}(D^{2}G)+M|\nabla G|=-2+2\frac{MR}{\lambda n}\leq-1.

Since h=0h=0 on DL,R\partial D_{L,R} and G0G\geq 0 there, using the comparison principle with the right inequality in (3.3) we obtain that hGCR2h\leq G\leq CR^{2}.

On the other hand, if Rλn2Mc(n,λ,M)R\geq\frac{\lambda n}{2M}\geq c(n,\lambda,M), we may use a barrier of the form

G(x)=e2SeS(x1+1)G(x)=e^{2S}-e^{S(x_{1}+1)}

where S0S\geq 0. Then G0G\geq 0 on DL,1D_{L,1}, and

PΛ,λ+(D2G)+M|G|=AeS(x1+1)[S2λ+SM]Se2S[Sλ+M]1P^{+}_{\Lambda,\lambda}(D^{2}G)+M|\nabla G|=Ae^{S(x_{1}+1)}[-S^{2}\lambda+SM]\leq Se^{2S}[-S\lambda+M]\leq-1

if we select S=max{2Mλ,1}S=\max\{\frac{2M}{\lambda},1\}. This gives hGe2SC(n,λ,M)CR2h\leq G\leq e^{2S}\leq C(n,\lambda,M)\leq CR^{2} on DL,RD_{L,R} after applying the comparison principle.

The opposite inequality follows by considering h-h instead, using the other viscosity inequality. ∎

3.2. Growth estimates

Lemma 3.4.

There is a number ϵ=ϵ(n,λ,Λ,M)>0\epsilon=\epsilon(n,\lambda,\Lambda,M)>0 such that for every η<η0(n,λ,Λ,M)\eta<\eta_{0}(n,\lambda,\Lambda,M), if u0u\geq 0 on DL,1D_{L,1}, u(en/2)1u(e_{n}/2)\geq 1, u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1},

1F(D2u,u)ϵ-1\leq F(D^{2}u,\nabla u)\leq\epsilon

in the viscosity sense, and LηL\leq\eta, then

u(x)c(xnη)u(x)\geq c_{*}(x_{n}-\eta)

on DL,1/16D_{L,1/16} for a c=c(n,λ,Λ,M)c_{*}=c_{*}(n,\lambda,\Lambda,M) (which does not depend on η\eta).

Proof.

We will show this using an explicit estimate with a barrier. The barrier argument proceeds in two steps, but they use the same function.

Set ϕ(x)=|x|q\phi(x)=|x|^{-q}. Direct computation shows that for qq sufficiently large in terms of MM, λ\lambda, and Λ\Lambda, we have that

Pλ,Λ(D2ϕ)M|ϕ|1P^{-}_{\lambda,\Lambda}(D^{2}\phi)-M|\nabla\phi|\geq 1

for |x|1|x|\leq 1. Fix qq to be such a value, this implies that F(D2ϕ,ϕ)1F(D^{2}\phi,\nabla\phi)\geq 1.

From the Krylov-Safonov Harnack inequality, we have that

infBκ(en/2)ucsupBκ(en/2)uCκ2c\inf_{B_{\kappa}(e_{n}/2)}u\geq c\sup_{B_{\kappa}(e_{n}/2)}u-C\kappa^{2}\geq c

for a small κ38\kappa\ll\frac{3}{8}, cc depending only on the ellipticity constants. Consider the barrier function

h(x)=cϕ(xen/2)(3/8)qκq(3/8)qh(x)=c\frac{\phi(x-e_{n}/2)-(3/8)^{-q}}{\kappa^{-q}-(3/8)^{-q}}

defined on the annulus A=B3/8(en/2)Bκ(en/2)A=B_{3/8}(e_{n}/2)\setminus B_{\kappa}(e_{n}/2). On the outer boundary, we have that h=0h=0, while on the inner boundary, h=cuh=c\leq u. On AA, we have

F(D2h,h)Pλ,Λ(D2h)M|h|cκq(3/8)q:=ϵ1(n,λ,Λ,M).F(D^{2}h,\nabla h)\geq P^{-}_{\lambda,\Lambda}(D^{2}h)-M|\nabla h|\geq\frac{c}{\kappa^{-q}-(3/8)^{-q}}:=\epsilon_{1}(n,\lambda,\Lambda,M).

So long as ϵ<ϵ1\epsilon<\epsilon_{1} (and η0\eta_{0} is small enough so that ADL,1A\subset D_{L,1}), we may apply the comparison principle to hh and uu to obtain uhu\geq h on AA. In particular, take any point yy a distance at most 132\frac{1}{32} from a point zz on the region D={(x,xn):|xn12|14,|x|<110}D=\{(x^{\prime},x_{n}):|x_{n}-\frac{1}{2}|\leq\frac{1}{4},|x^{\prime}|<\frac{1}{10}\}; then

|yen/2||yz|+|zen/2|132+(14)2+(116)21132<38.|y-e_{n}/2|\leq|y-z|+|z-e_{n}/2|\leq\frac{1}{32}+\sqrt{(\frac{1}{4})^{2}+(\frac{1}{16})^{2}}\leq\frac{11}{32}<\frac{3}{8}.

Hence uhc0u\geq h\geq c_{0} at any such point. To summarize: at any xDx\in D, uc0u\geq c_{0} on B1/32(x)B_{1/32}(x).

Now we apply a similar argument around any xDx\in D with xn=14x_{n}=\frac{1}{4}, except slightly more carefully. Fix η\eta, and note that DL,1/16D_{L,1/16} contains the large region B1/16{xnη}B_{1/16}\cap\{x_{n}\geq\eta\}. Define r=14ηr=\frac{1}{4}-\eta, the annulus Ax=Br(x)B132(x)A_{x}=B_{r}(x)\setminus B_{\frac{1}{32}(x)} contained within this region, and the barrier function

hx(y)=c0ϕ(yx)(r)q(1/32)q(r)qh_{x}(y)=c_{0}\frac{\phi(y-x)-(r)^{-q}}{(1/32)^{-q}-(r)^{-q}}

defined on AxA_{x}. As before, hx=0h_{x}=0 on the outer boundary, hx=c0uh_{x}=c_{0}\leq u on the inner boundary, and

F(D2hx,hx)c0(1/32)q(r)qc0(1/32)q:=ϵ2(n,λ,Λ,M).F(D^{2}h_{x},\nabla h_{x})\geq\frac{c_{0}}{(1/32)^{-q}-(r)^{-q}}\geq\frac{c_{0}}{(1/32)^{-q}}:=\epsilon_{2}(n,\lambda,\Lambda,M).

If ϵ<ϵ2\epsilon<\epsilon_{2} (which does not depend on η\eta), we have that uhxu\geq h_{x} on AxA_{x}. Using the explicit form of hxh_{x},

u(x,t)hx(x,t)c1[r(xnt)]=c1[tη]u(x^{\prime},t)\geq h_{x}(x^{\prime},t)\geq c_{1}[r-(x_{n}-t)]=c_{1}[t-\eta]

for t(η,14132)t\in(\eta,\frac{1}{4}-\frac{1}{32}), where c1c_{1} can be taken independent of η\eta.

So far, we have shown that for any xx^{\prime} with |x|116|x^{\prime}|\leq\frac{1}{16} and any t(η,14132)t\in(\eta,\frac{1}{4}-\frac{1}{32}),

u(x,t)c1[tη].u(x^{\prime},t)\geq c_{1}[t-\eta].

For tηt\leq\eta, this inequality remains true automatically. In particular, this means that it holds for all (x,t)DL,1/16(x^{\prime},t)\in D_{L,1/16}, giving the conclusion. ∎

Lemma 3.5.

Let β(1,2)\beta\in(1,2). Then there are constants ϵ,η>0\epsilon,\eta>0 such that if u0u\geq 0 on DL,1D_{L,1}, u(en/2)1u(e_{n}/2)\geq 1, u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1},

1F(D2u,u)ϵ-1\leq F(D^{2}u,\nabla u)\leq\epsilon

in the viscosity sense, and LηL\leq\eta, then

u(x)c1dβ(x,DL,1)u(x)\geq c_{1}d^{\beta}(x,\partial D_{L,1})

for xDL,1/64x\in D_{L,1/64}.

Proof.

We begin by ensuring that η,ϵ\eta,\epsilon are small enough and applying Lemma 3.4 to learn that

u(x)c[xnη]c2xnu(x)\geq c_{*}[x_{n}-\eta]\geq\frac{c_{*}}{2}x_{n}

so long as xn2ηx_{n}\geq 2\eta and xDL,1/16x\in D_{L,1/16}. Fix a point xDL,1B1/64x\in\partial D_{L,1}\cap B_{1/64}, and define

u1(y)=u(x+r1y)u(x+r1/2en)u_{1}(y)=\frac{u(x+r_{1}y)}{u(x+r_{1}/2e_{n})}

where r1=64ηr_{1}=64\eta. We claim that on B1B_{1}, u1u_{1} satisfies all of the assumptions of Lemma 3.4 (using DL,1=(DL,1x)/r1D^{\prime}_{L,1}=(D_{L,1}-x)/r_{1}). Indeed, most of the assumptions follow immediately: u10u_{1}\geq 0 on DL,1D^{\prime}_{L,1} and vanishes on the graphical boundary, has u1(en/2)=1u_{1}(e_{n}/2)=1 by construction, and DL,1D^{\prime}_{L,1} has Lipschitz constant bounded by LηL\leq\eta. The main assumption we must check is that it satisfies the relevant differential inequalities. For this, rescaling gives that (for a F~\tilde{F} which satisfies the same properties as FF)

(3.4) r12u(x+r1/2en)F~(D2u1,u1)r12u(x+r1/2en)ϵ,-\frac{r_{1}^{2}}{u(x+r_{1}/2e_{n})}\leq\tilde{F}(D^{2}u_{1},\nabla u_{1})\leq\frac{r_{1}^{2}}{u(x+r_{1}/2e_{n})}\epsilon,

so we must show that u(x+r1/2en)r12u(x+r_{1}/2e_{n})\geq r_{1}^{2}. Note that x+r1/2enx+r_{1}/2e_{n} has nn-th component larger than 2η2\eta, so

u(x+r1/2en)c2(xn+r1/2)c8r1.u(x+r_{1}/2e_{n})\geq\frac{c_{*}}{2}(x_{n}+r_{1}/2)\geq\frac{c_{*}}{8}r_{1}.

So long as c/8>64ηc_{*}/8>64\eta this is larger than r12r_{1}^{2}, so we may proceed so long as η\eta is chosen small enough.

Applying Lemma 3.4 to u1u_{1} gives that

u1(y)c/2ynu_{1}(y)\geq c_{*}/2y_{n}

for yn2ηy_{n}\geq 2\eta, which translates to

u(x,t)c/2(txn)u(x+r1/2en)r1c2/16(txn)u(x^{\prime},t)\geq c_{*}/2(t-x_{n})\frac{u(x+r_{1}/2e_{n})}{r_{1}}\geq c_{*}^{2}/16(t-x_{n})

for t(xn+2ηr1,xn+r1)t\in(x_{n}+2\eta r_{1},x_{n}+r_{1}). Note that from our choices, xn+r12ηx_{n}+r_{1}\geq 2\eta.

We may continue to apply Lemma 3.4 to uku_{k} around xx, with rk=64ηrk1r_{k}=64\eta r_{k-1}, in a similar manner, and we claim that this gives

u(x,t)(c8)kc2(txn)u(x^{\prime},t)\geq(\frac{c_{*}}{8})^{k}\frac{c_{*}}{2}(t-x_{n})

on t(xn+2ηrk,xn+rk)t\in(x_{n}+2\eta r_{k},x_{n}+r_{k}). Let us verify this claim by induction on kk, with the k=1k=1 case already complete. As before we must ensure that uku_{k} satisfies the differential inequalities, which follows from

u(x+rk/2en)(c8)k1c2rk2(64η)krkrk2;u(x+r_{k}/2e_{n})\geq(\frac{c_{*}}{8})^{k-1}\frac{c_{*}}{2}\frac{r_{k}}{2}\geq(64\eta)^{k}r_{k}\geq r_{k}^{2};

we are using here that rk/2(2ηrk1,rk1)r_{k}/2\in(2\eta r_{k-1},r_{k-1}) by construction and the inductive hypothesis. After applying the lemma and scaling back, we obtain for t(xn+2ηrk,xn+rk)t\in(x_{n}+2\eta r_{k},x_{n}+r_{k}) that

u(x,t)c/2(txn)u(x+rk/2en)rk(c8)kc2(txn),u(x^{\prime},t)\geq c_{*}/2(t-x_{n})\frac{u(x+r_{k}/2e_{n})}{r_{k}}\geq(\frac{c_{*}}{8})^{k}\frac{c_{*}}{2}(t-x_{n}),

as claimed.

Now fix t(xn,2η)t\in(x_{n},2\eta), and find the largest kk for which t(xn+2ηrk,xn+rk)t\in(x_{n}+2\eta r_{k},x_{n}+r_{k}). As these intervals cover (xn,2η)(x_{n},2\eta) this is well-defined, and as rk=(64η)kr_{k}=(64\eta)^{k}, we have that

klog(txn)log64ηk+1.k\leq\frac{\log(t-x_{n})}{\log 64\eta}\leq k+1.

Using this with our estimate on uu,

u(x,t)(c8)kc2(txn)c(txn)clogη(txn)c(txn)1clogηu(x^{\prime},t)\geq(\frac{c_{*}}{8})^{k}\frac{c_{*}}{2}(t-x_{n})\geq c(t-x_{n})^{-c^{\prime}\log\eta}(t-x_{n})\geq c(t-x_{n})^{1-c^{\prime}\log\eta}

where c,cc,c^{\prime} only depend on cc_{*} and explicit numbers. Select η\eta small enough that 1clogη<β1-c^{\prime}\log\eta<\beta.

Finally, we observe that if t2ηt\geq 2\eta, then from our very first estimate

u(x,t)c2tc4(txn),u(x^{\prime},t)\geq\frac{c_{*}}{2}t\geq\frac{c_{*}}{4}(t-x_{n}),

as |xn|η|x_{n}|\leq\eta from the Lipschitz nature of DL,1D_{L,1}. For any point z=(x,t)z=(x^{\prime},t) as above, d(z,DL,1)(txn)d(z,\partial D_{L,1})\leq(t-x_{n}) (as (x,xn)DL,1(x^{\prime},x_{n})\in\partial D_{L,1}), so this reads

u(x,t)cdβ((x,t),DL,1)u(x^{\prime},t)\geq cd^{\beta}((x^{\prime},t),\partial D_{L,1})

for (x,t)DL,1/64(x^{\prime},t)\in D_{L,1/64}. ∎

Proof of Theorem 1.1.

We write Ω=DL,1\Omega=D_{L,1}, as above. Set U=DL,1U=D_{L,1}, QQ to be the collection of all sets of the form UBr(x)U\cap B_{r}(x), and HUBr(x)[f,g]H_{U\cap B_{r}(x)}[f,g] the Perron solution operator, mapping right hand side ff and boundary data gg to the unique viscosity solution. Then properties (P1), (P2), and (P4) are immediate, while (P3) and (P5) follow from the viscosity comparison principle (see [5]). Set V={uC(U¯):u0,AF(D2u,u)A on U}V=\{u\in C(\bar{U}):u\geq 0,-A\leq F(D^{2}u,\nabla u)\leq A\text{ on }U\} with constant AA to be chosen; then (P6) follows from Lemma 3.3. Finally, (P7) is the Krylov-Safonov Harnack inequality, while (P8) may be found in [5], Lemma 2.4, combined with Lemma 3.2 above.

Fix β(1,2)\beta\in(1,2) and apply Lemma 3.5 to uu and vv, selecting η,ϵ\eta,\epsilon sufficiently small. This gives that

u(x),v(x)cdβ(x,UB1)u(x),v(x)\geq cd^{\beta}(x,\partial U\cap B_{1})

on B1/2UB_{1/2}\cap U. This gives that if x0=cen/4x^{0}=c_{*}e_{n}/4, u(x0),v(x0)cu(x^{0}),v(x^{0})\geq c. On the other hand, applying the Harnack inequality on a region bounded away from U\partial U and containing en/2,x0e_{n}/2,x^{0} gives that u(x0),v(x0)Cu(x^{0}),v(x^{0})\leq C. The functions u1(x)=u(x)/u(x0)u_{1}(x)=u(x)/u(x^{0}) and u2(x)=v(x)/v(x0)u_{2}(x)=v(x)/v(x^{0}) solve CF(D2ui,ui)C-C\leq F(D^{2}u_{i},\nabla u_{i})\leq C, so in particular in VV if AA is chosen appropriately. Applying Theorem 2.2 gives

supUBc/2uvCsupBc/2Uu1u2C.\sup_{U\cap B_{c_{*}/2}}\frac{u}{v}\leq C\sup_{B_{c_{*}/2}\cap U}\frac{u_{1}}{u_{2}}\leq C.

The statement as written (on UB1/2U\cap B_{1/2}) then follows after a standard covering argument. ∎

4. p-Laplacian boundary Harnack

We now demonstrate the versatility of this approach by showing the same result for the pp-Laplacian (1<p<)(1<p<\infty) defined through div(|u|p2u)\hbox{div}(|\nabla u|^{p-2}\nabla u). The analogue of Lemma 3.2 (the boundary Harnack principle for the pp-Laplace with right hand side zero) is proven in [9]. We will also need the analogues of Lemma 3.3 and Lemma 3.5 for the pp-Laplacian. The analogue of Lemma 3.5 is proven in the same manner for the pp-Laplacian. However, proving Lemma 3.3 for the pp-Laplacian is more difficult: to see why, note that a difference uvu-v of two solutions to the (inhomogeneous) pp-Laplacian does not satisfy a PDE of the same type; rather, at best it satisfies a kind of linearized equation with coefficients dependent on u\nabla u and v\nabla v. Our approach here will be to establish bounds on these gradients and then work with this linearized equation.

4.1. Growth estimates

Lemma 4.1.

Let β(1,2)\beta\in(1,2). Then there are constants ϵ,η>0\epsilon,\eta>0 such that if u0u\geq 0 on DL,1D_{L,1}, u(en/2)1u(e_{n}/2)\geq 1, u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1},

1Δpuϵ,-1\leq\Delta_{p}u\leq\epsilon,

and LηL\leq\eta, then

u(x)c1dβ(x,DL,1)u(x)\geq c_{1}d^{\beta}(x,\partial D_{L,1})

for xDL,1/64x\in D_{L,1/64}.

Proof.

The proof follows that of Lemma 3.5 with minor modifications, which we explain here. First, in the proof of Lemma 3.4 we used a barrier function ϕ(x)=|x|q\phi(x)=|x|^{-q} which was a subsolution to the equation on B1{0}B_{1}\setminus\{0\}. For large values of qq (depending on pp), this also has Δpu1\Delta_{p}u\geq 1. Indeed, the pp-Laplacian is given by

Δpϕ=|u|p2Tr[I+(p2)ϕϕ|ϕ|2]D2ϕ.\Delta_{p}\phi=|\nabla u|^{p-2}Tr[I+(p-2)\frac{\nabla\phi\otimes\nabla\phi}{|\nabla\phi|^{2}}]D^{2}\phi.

The matrix in square brackets is independent of the form of ϕ\phi for any radial, radially decreasing function, and at the point renre_{n} the ijij-th entry is given by δij+δinδjn(p2)\delta_{ij}+\delta_{in}\delta_{jn}(p-2). Computing D2ϕD^{2}\phi at this point, one may check that this is a diagonal matrix in the eie_{i} basis with iiϕ=qrq2\partial_{ii}\phi=-qr^{-q-2} for i<ni<n and nnϕ=q(q2)rq2\partial_{nn}\phi=q(q-2)r^{-q-2}. This gives that at renre_{n},

Tr[I+(p2)ϕϕ|ϕ|2]D2ϕc(p,n)q(q2)rq2Tr[I+(p-2)\frac{\nabla\phi\otimes\nabla\phi}{|\nabla\phi|^{2}}]D^{2}\phi\geq c(p,n)q(q-2)r^{-q-2}

for all qq sufficiently large enough. On the other hand, |ϕ|=qrq1|\nabla\phi|=qr^{-q-1}, so

Δpϕcq(q2)rq2[qrq1]p2cqp1(q2)r[q+2+(p2)(q+1)].\Delta_{p}\phi\geq cq(q-2)r^{-q-2}[qr^{-q-1}]^{p-2}\geq cq^{p-1}(q-2)r^{-[q+2+(p-2)(q+1)]}.

As p>1p>1, the exponent in square brackets q+2+(p2)(q+1)>1q+2+(p-2)(q+1)>1, so

Δpϕcqp1(q2)r11\Delta_{p}\phi\geq cq^{p-1}(q-2)r^{-1}\geq 1

so long as qq is chosen large enough in terms of cc and pp.

The only other modification needed is in (3.4) in the proof of Lemma 3.5, where we rescale uk(y)=u(x+rky)/u(x+rken/2)u_{k}(y)=u(x+r_{k}y)/u(x+r_{k}e_{n}/2) and compute the PDE. Here our equation is different, but we still have that

Δpuk(x)=rkpup1(x+rken/2)(Δpu)(x+rky),\Delta_{p}u_{k}(x)=\frac{r_{k}^{p}}{u^{p-1}(x+r_{k}e_{n}/2)}(\Delta_{p}u)(x+r_{k}y),

which implies 1Δpukϵ-1\leq\Delta_{p}u_{k}\leq\epsilon so long as u(x+rken/2)rkpp1u(x+r_{k}e_{n}/2)\geq r_{k}^{\frac{p}{p-1}}. This may be ensured by replacing the condition c/8>64ηc_{*}/8>64\eta with c/8>(64η)1p1c_{*}/8>(64\eta)^{\frac{1}{p-1}} on η\eta. ∎

An elementary Harnack principle at the boundary:

Lemma 4.2.

Assume L1100L\leq\frac{1}{100}. Let u0u\geq 0 on DL,1D_{L,1} and satisfy 1Δpu1-1\leq\Delta_{p}u\leq 1. Assume, moreover, that u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1}, the graph part of the boundary, and u(en/2)=1u(e_{n}/2)=1. Then there is a constant C=C(n,p)C=C(n,p) such that

supDL,1/2uC.\sup_{D_{L,1/2}}u\leq C.
Proof.

We argue by contradiction, assuming that the conclusion is false. First, observe that from the Harnack inequality, we have that uC[u(en/2)+1]Cu\leq C[u(e_{n}/2)+1]\leq C on B1/2{xn110}B_{1/2}\cap\{x_{n}\geq\frac{1}{10}\}. However, as the conclusion of the lemma is false (with this particular C>1C>1), we may then find a point x1DL,1/2{xn110}x^{1}\in D_{L,1/2}\cap\{x_{n}\leq\frac{1}{10}\} with u(x1)>Cu(x^{1})>C. Let z1z^{1} be the unique point in DL,1B1\partial D_{L,1}\cap B_{1} with (z1)n=(x1)n(z^{1})_{n}=(x^{1})_{n}, and set u1(y)=u(z1+r1y)/u(x1)u_{1}(y)=u(z^{1}+r_{1}y)/u(x^{1}), where r1=2|z1x1|r_{1}=2|z^{1}-x^{1}|. Let DL,11=(DL,1z1)/r1Br1(z1)B4/10(x1)B9/10D^{1}_{L,1}=(D_{L,1}-z^{1})/r_{1}\subset B_{r_{1}}(z^{1})\subset B_{4/10}(x^{1})\subset B_{9/10}, noting this is still a Lipschitz set with the same constant LL. Then u10u_{1}\geq 0 on DL,11D^{1}_{L,1}, has u1(en/2)=1u_{1}(e_{n}/2)=1, and satisfies rp/Cp1Δpu1rp/Cp1-r^{p}/C^{p-1}\leq\Delta_{p}u_{1}\leq r^{p}/C^{p-1} on it.

Now we repeat the process, finding a point ww for u1u_{1}, in the same region as x1x^{1} for uu, where u1(w)>Cu_{1}(w)>C. Set x2=z1+rwB9/10x^{2}=z^{1}+rw\in B_{9/10}, and continue the process in this way, constructing a sequence of points {xk}B9/10\{x^{k}\}\subset B_{9/10}, where u(xk)Cku(x^{k})\geq C^{k}. After a finite number of steps, we will find a point where u(xk)maxDL,9/10uu(x^{k})\geq\max_{D_{L,9/10}}u, which is finite as uu is continuous. This is a contradiction. ∎

There is an analogous version of the lower bound lemma which gives bounds from above instead. The proof is identical apart from using barriers from above, which may be constructed from the functions CϕC-\phi.

Lemma 4.3.

Let β(0,1)\beta\in(0,1). Then there is a constant η>0\eta>0 such that if u0u\geq 0 on DL,1D_{L,1}, u(en/2)=1u(e_{n}/2)=1, u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1},

1Δpu1,-1\leq\Delta_{p}u\leq 1,

and LηL\leq\eta, then

u(x)C1dβ(x,DL,1B1)u(x)\leq C_{1}d^{\beta}(x,\partial D_{L,1}\cap B_{1})

for xDL,1/64x\in D_{L,1/64}.

Proof.

For the first conclusion, the proof proceeds similarly to the proof of Lemma 4.1, with two minor differences: first, apply Lemma 4.2 to ensure that uCu\leq C in DL,1/2D_{L,1/2}, after which the analogue of Lemma 3.4 follows easily by using CϕC-\phi in place of ϕ\phi as a barrier (with the inner part of the annulus outside the domain). When proving the analogue of Lemma 3.5, first apply Lemma 4.1 to give that

u(x)cdβ2(x,DL,1B1)dpp1(x,DL,1B1)u(x)\geq cd^{\beta_{2}}(x,\partial D_{L,1}\cap B_{1})\geq d^{\frac{p}{p-1}}(x,\partial D_{L,1}\cap B_{1})

for |x||x| small enough, choosing β2\beta_{2} close to 11. This alone guarantees that all of the functions ur(z)=u(y+rz)/u(y+ren/2)u_{r}(z)=u(y+rz)/u(y+re_{n}/2) (for yDL,1B1y\in\partial D_{L,1}\cap B_{1} and rr small) satisfy the same differential inequalities as uu:

1Δpur1.-1\leq\Delta_{p}u_{r}\leq 1.

The proof then proceeds similarly to the lower bound. ∎

4.2. Derivative lower bounds

We use the following Liouville-type result.

Lemma 4.4.

If u,v0u,v\geq 0 and u,vu,v satisfy Δpu,Δpv=0\Delta_{p}u,\Delta_{p}v=0 on DL,D_{L,\infty}, with u,v=0u,v=0 on DL,\partial D_{L,\infty}, then u=cvu=cv for some constant cc.

Proof.

We assume that u,vu,v are both not identically zero. We use the classical boundary Harnack principle from [8] to show that u/vu/v is uniformly Hölder continuous up to the boundary on any compact subset of n\mathbb{R}^{n}. We normalize uu so that limx0u(x)/v(x)=1\lim_{x\rightarrow 0}u(x)/v(x)=1, and let x0DL,x^{0}\in D_{L,\infty}. The rescaled functions

uR(x):=u(Rx)u(Ren)vR:=v(Rx)v(Ren)u_{R}(x):=\frac{u(Rx)}{u(Re_{n})}\qquad v_{R}:=\frac{v(Rx)}{v(Re_{n})}

are also pp-harmonic. Furthermore, we have that limx0uR(x)/vR(x)=1\lim_{x\rightarrow 0}u_{R}(x)/v_{R}(x)=1, and that uR/vRu_{R}/v_{R} is Hölder continuous on DL,2D_{L,2} with norms independent of RR. Then by continuity of the quotient, for any ϵ>0\epsilon>0 there exists RR large enough, so that

|uR(x0/R)vR(x0/R)uR(0)vR(0)|C|x0|/R<ϵ.\left|\frac{u_{R}(x^{0}/R)}{v_{R}(x^{0}/R)}-\frac{u_{R}(0)}{v_{R}(0)}\right|\leq C|x^{0}|/R<\epsilon.

We note that

uR(x0/R)vR(x0/R)=u(x0)v(x0),\frac{u_{R}(x^{0}/R)}{v_{R}(x^{0}/R)}=\frac{u(x^{0})}{v(x^{0})},

and therefore u(x0)/v(x0)=1u(x^{0})/v(x^{0})=1, implying u=vu=v. ∎

As a consequence, on DL,=+nD_{L,\infty}={\mathbb{R}}_{+}^{n} we have u=c(xn)+u=c(x_{n})_{+} in the configuration above. We exploit this fact below.

Theorem 4.5.

There exist constants C,ϵ,η,r>0C,\epsilon,\eta,r>0 depending only on nn and pp such that if L<ηL<\eta,

{1Δpuϵ on DL,2u=0 on DL,2B2u(en)=1u0 in DL,2\begin{cases}-1\leq\Delta_{p}u\leq\epsilon&\text{ on }D_{L,2}\\ u=0\text{ on }&\partial D_{L,2}\cap B_{2}\\ u(e_{n})=1&\\ u\geq 0&\text{ in }D_{L,2}\end{cases}

then

1Cu(x)d(x,DL,2)|u(x)|Cu(x)d(x,DL,2) whenever xBr.\frac{1}{C}\frac{u(x)}{d(x,\partial D_{L,2})}\leq|\nabla u(x)|\leq C\frac{u(x)}{d(x,\partial D_{L,2})}\text{ whenever }x\in B_{r}.
Proof.

Suppose by way of contradiction that the theorem is not true. Then there exists uk,DLk,2k,ϵku_{k},D^{k}_{L_{k},2},\epsilon_{k} satisfying the assumptions with ϵk0\epsilon_{k}\to 0 and xkBrkx^{k}\in B_{r_{k}} satisfying such that either

(4.1) |uk(xk)|1Cuk(xk)d(xk,DLk,2k)or|uk(xk)|Cuk(xk)d(xk,DLk,2k).|\nabla u_{k}(x^{k})|\leq\frac{1}{C}\frac{u_{k}(x^{k})}{d(x^{k},\partial D_{L_{k},2}^{k})}\quad\text{or}\quad|\nabla u_{k}(x^{k})|\geq C\frac{u_{k}(x^{k})}{d(x^{k},\partial D_{L_{k},2}^{k})}.

Apply Lemma 4.1 to uku_{k} to obtain (for some c>0c>0)

cdβ1(z,DLk,2k)uk(z)cd^{\beta_{1}}(z,\partial D_{L_{k},2}^{k})\leq u_{k}(z)

on B1/32B_{1/32} for a β1>1\beta_{1}>1 to be chosen. Set yk=(xk,gk(xk))DLk,2ky^{k}=(x^{\prime}_{k},g_{k}(x^{\prime}_{k}))\in\partial D^{k}_{L_{k},2}, the projection of xkx^{k} onto the graphical part of the boundary of DLk,2kD^{k}_{L_{k},2} and sk=|xkyk|rks_{k}=|x^{k}-y^{k}|\leq r_{k}. We rescale with

u~k(x):=uk(yk+2skx)uk(yk+sken).\tilde{u}_{k}(x):=\frac{u_{k}(y^{k}+2s_{k}x)}{u_{k}(y^{k}+s_{k}e_{n})}.

Note that yk+sken=xky^{k}+s_{k}e_{n}=x^{k}.

Let us verify the differential inequalities satisfied by u~k\tilde{u}_{k}: if Ak=(2sk)pukp1(yk+sken)A_{k}=\frac{(2s_{k})^{p}}{u_{k}^{p-1}(y^{k}+s_{k}e_{n})}, then

AkΔpu~kAkϵk-A_{k}\leq\Delta_{p}\tilde{u}_{k}\leq A_{k}\epsilon_{k}

on D~Lk,1/skk=(DLk,2kyk)/skB1/sk\tilde{D}^{k}_{L_{k},1/s_{k}}=(D^{k}_{L_{k},2}-y^{k})/s_{k}\cap B_{1/s_{k}}. We claim that Ak0A_{k}\rightarrow 0. Indeed,

Ak(2sk)pcskβ1(p1)Crkpβ1(p1),A_{k}\leq\frac{(2s_{k})^{p}}{cs_{k}^{\beta_{1}(p-1)}}\leq Cr_{k}^{p-\beta_{1}(p-1)},

which converges to 0 so long as β1<p/(p1)\beta_{1}<p/(p-1).

Next, fix any large RR. We have u~k0\tilde{u}_{k}\geq 0 and u~k(en)=1\tilde{u}_{k}(e_{n})=1 by construction. Applying Lemma 4.3 a finite number of times to u~k\tilde{u}_{k} on progressively larger balls which exhaust D~Lk,Rk\tilde{D}^{k}_{L_{k},R}, we obtain that

(4.2) u~k(z)C(R)dβ2(z,D~Lk,2k)\tilde{u}_{k}(z)\leq C(R)d^{\beta_{2}}(z,\partial\tilde{D}_{L_{k},2}^{k})

for a fixed β2<1\beta_{2}<1. Meanwhile, on any U=BR{xn>δ}U=B_{R}\cap\{x_{n}>\delta\}, which lies entirely inside D~Lk,1/skk\tilde{D}^{k}_{L_{k},1/s_{k}} for kk large, from standard interior C1,αC^{1,\alpha} estimates we have that

u~kC1,α(U)C.\|\tilde{u}_{k}\|_{C^{1,\alpha}(U)}\leq C.

We may extract a subsequence along which u~k\tilde{u}_{k} converges in C1,α(U)C^{1,\alpha}(U) for every set UU to a limiting function u0u\geq 0 on +n{\mathbb{R}}^{n}_{+}. From (4.2), we have that uu is continuous up to {xn=0}\{x_{n}=0\} and vanishes along that set. The PDE passes to the limit to give that Δpu=0\Delta_{p}u=0. We also have u(en)=1u(e_{n})=1, and

uk(xk)uk(xk)=u~k(en)u(en),\frac{\nabla u_{k}(x^{k})}{u_{k}(x^{k})}=\nabla\tilde{u}_{k}(e_{n})\rightarrow\nabla u(e_{n}),

meaning that |u(en)|[1C,C]|\nabla u(e_{n})|\notin[\frac{1}{C},C]. Applying Lemma 4.4, however, gives that u(x)=xnu(x)=x_{n} (using u(en)=1u(e_{n})=1 here), so this is impossible. ∎

4.3. The approximation lemma

Lemma 4.6.

Let uu be an H01H^{1}_{0} function on DL,1D_{L,1}, L110L\leq\frac{1}{10}, which satisfies

DL,1AuϕDL,1ϕ\int_{D_{L,1}}A\nabla u\cdot\nabla\phi\leq\int_{D_{L,1}}\phi

for all nonnegative ϕCc1(DL,1)\phi\in C^{1}_{c}(D_{L,1}), where AA is a measurable matrix-valued function with

λdϵ(x,DL,1B1)IAλ1dϵ(x,DL,1B1)I.\lambda d^{\epsilon}(x,\partial D_{L,1}\cap B_{1})I\leq A\leq\lambda^{-1}d^{-\epsilon}(x,\partial D_{L,1}\cap B_{1})I.

Then if ϵ<ϵ0\epsilon<\epsilon_{0} small enough, we have that

supDL,1uC(λ).\sup_{D_{L,1}}u\leq C(\lambda).
Proof.

Let uk=(ulk)+u_{k}=(u-l_{k})_{+}, where {lk}\{l_{k}\} is a strictly increasing sequence of real numbers. A straightforward approximation argument shows that uku_{k} may be used as test functions, i.e.

(4.3) λdϵ|uk|2Auukuk\int\lambda d^{\epsilon}|\nabla u_{k}|^{2}\leq\int A\nabla u\cdot\nabla u_{k}\leq\int u_{k}

where d(x)=d(x,DL,1B1)d(x)=d(x,\partial D_{L,1}\cap B_{1}). Applying the Hölder inequality,

|uk|2α=|uk|2αdϵαdϵα(dϵ|uk|2)α(dϵα(1α)(x))11α.\int|\nabla u_{k}|^{2\alpha}=\int|\nabla u_{k}|^{2\alpha}\frac{d^{\epsilon\alpha}}{d^{\epsilon\alpha}}\leq(\int d^{\epsilon}|\nabla u_{k}|^{2})^{\alpha}(\int d^{\epsilon\alpha(1-\alpha)}(x))^{\frac{1}{1-\alpha}}.

For any α<1\alpha<1, we may choose ϵ\epsilon small enough that the rightmost factor is bounded. Now from the Sobolev embedding,

ukL2αnn2αCukL2αC(dϵ|uk|2)12.\|u_{k}\|_{L^{\frac{2\alpha n}{n-2\alpha}}}\leq C\|\nabla u_{k}\|_{L^{2\alpha}}\leq C(\int d^{\epsilon}|\nabla u_{k}|^{2})^{\frac{1}{2}}.

Choose α<1\alpha<1 so the exponent q:=2αnn2α>2q:=\frac{2\alpha n}{n-2\alpha}>2. Applying (4.3) to the right and raising to the qq-th power,

ukqC(dϵ|uk|2)q/2C(uk)q/2.\int u_{k}^{q}\leq C(\int d^{\epsilon}|\nabla u_{k}|^{2})^{q/2}\leq C(\int u_{k})^{q/2}.

In particular, applying Hölder’s inequality to the right and dividing gives

(4.4) ukqC.\int u_{k}^{q}\leq C.

Alternatively, we can obtain the recursion formula

(4.5) uk+1uk>lk+1lkuk1(lklk1)q1ukqC(lklk1)q1(uk)q/2.\int u_{k+1}\leq\int_{u_{k}>l_{k+1}-l_{k}}u_{k}\leq\frac{1}{(l_{k}-l_{k-1})^{q-1}}\int u_{k}^{q}\leq\frac{C}{(l_{k}-l_{k-1})^{q-1}}(\int u_{k})^{q/2}.

Next, select lk=2kl_{k}=2^{k}: for any K>2K>2, choosing mm so that 2mK2m+12^{m}\leq K\leq 2^{m+1} and then combining (4.4) and (4.5) gives

(4.6) (uK)+(u2m)+=umC2(m1)(q1)(um1)q/2CKq1.\int(u-K)_{+}\leq\int(u-2^{m})_{+}=\int u_{m}\leq\frac{C}{2^{(m-1)(q-1)}}(\int u_{m-1})^{q/2}\leq\frac{C}{K^{q-1}}.

Now we make a different selection of lkl_{k}: lk=K+12kl_{k}=K+1-2^{-k} with K>2K>2 large. From (4.5),

uk+1C2k(q1)(uk)q/2.\int u_{k+1}\leq C2^{k(q-1)}(\int u_{k})^{q/2}.

If u0δ\int u_{0}\leq\delta for some δ\delta depending on CC and qq here, the sequence {uk}k=1\{\int u_{k}\}_{k=1}^{\infty} converges to 0, which would give that uK+1u\leq K+1. Using (4.6), though,

u0=(uK)+CKq1δ\int u_{0}=\int(u-K)_{+}\leq\frac{C}{K^{q-1}}\leq\delta

if KK is chosen large enough in terms of CC and qq. Thus for a large enough KK, uK+1u\leq K+1, which implies the conclusion. ∎

Lemma 4.7.

There exist constants η,ϵ,r\eta,\epsilon,r small such that if LηL\leq\eta, u0u\geq 0 on DL,1D_{L,1}, u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1}, u(e1/2)=1u(e_{1}/2)=1, and A0ΔpuA0ϵ-A_{0}\leq\Delta_{p}u\leq A_{0}\epsilon on DL,1D_{L,1} for some A01A_{0}\leq 1, the following holds: if ww satisfies

{Δpw=0 on DL,rw=u on DL,r,\begin{cases}\Delta_{p}w=0&\text{ on }D_{L,r}\\ w=u&\text{ on }\partial D_{L,r},\end{cases}

then |wu|CA0|w-u|\leq CA_{0}.

Proof.

Set d(x)=d(x,DL,1B1)d(x)=d(x,\partial D_{L,1}\cap B_{1}) below. Let ff solve the following PDE:

{Δpf=1 on DL,1f=u on DL,1.\begin{cases}\Delta_{p}f=-1&\text{ on }D_{L,1}\\ f=u&\text{ on }\partial D_{L,1}.\end{cases}

From the maximum principle, fuf\geq u and fwf\geq w. In particular Cf(e1/2)1C\geq f(e_{1}/2)\geq 1, with the upper bound from the Harnack inequality, so applying Lemma 4.3 to f/f(e1/2)f/f(e_{1}/2) gives that

u(x),w(x)f(x)Cdβ1(x)u(x),w(x)\leq f(x)\leq Cd^{\beta_{1}}(x)

on DL,1/64D_{L,1/64} for β1<1\beta_{1}<1 fixed.

Apply Lemmas 4.1 and 4.5 to uu for β2>1\beta_{2}>1 fixed, choosing η\eta and ϵ\epsilon so the assumptions are satisfied regardless of A0A_{0}. Set rr to the smaller of the rr in Lemma 4.5 and 1/641/64; then we have that

cdβ2(x)u(x)cd^{\beta_{2}}(x)\leq u(x)

and

|u(x)|u(x)d(x),|\nabla u(x)|\approx\frac{u(x)}{d(x)},

so

cdβ21(x)|u(x)|Cdβ11(x)cd^{\beta_{2}-1}(x)\leq|\nabla u(x)|\leq Cd^{\beta_{1}-1}(x)

for xDL,rx\in D_{L,r}. Now, take any xDL,rx\in D_{L,r} and Bd(x)/2(x)B_{d(x)/2}(x): on this ball, we may apply either the boundary or interior form of the C1,αC^{1,\alpha} estimate for pp-harmonic functions [6] to give that

|w(x)|Cmax{dpp1(x),supBd(x)/2w}d(x)Cdβ11(x).|\nabla w(x)|\leq C\frac{\max\{d^{\frac{p}{p-1}}(x),\sup_{B_{d(x)/2}}w\}}{d(x)}\leq Cd^{\beta_{1}-1}(x).

Next, set

a(x)=01|u(x)t+w(x)(1t)|p2𝑑t.a(x)=\int_{0}^{1}|\nabla u(x)t+\nabla w(x)(1-t)|^{p-2}dt.

The quantities u,w\nabla u,\nabla w are locally bounded on the set DL,rD_{L,r}, so when p2p\geq 2 this is well-defined on this region. When p<2p<2, note that u0\nabla u\neq 0, and so the integrand is an integrable function regardless of the value of w\nabla w, meaning aa is still well-defined. In a similar vein, we estimate aa from above and below. If p2p\geq 2, then

a(x)C[|u(x)|p2+|w(x)|p2]Cd(β11)(p2)Cdαa(x)\leq C[|\nabla u(x)|^{p-2}+|\nabla w(x)|^{p-2}]\leq Cd^{(\beta_{1}-1)(p-2)}\leq Cd^{-\alpha}

so long as β1\beta_{1} is chosen large enough relative to α\alpha, which will be determined below. When p<2p<2, the same computation instead gives

a(x)[|u(x)|+|w(x)|]p2cd(β11)(p2)cdα.a(x)\geq[|\nabla u(x)|+|\nabla w(x)|]^{p-2}\geq cd^{(\beta_{1}-1)(p-2)}\geq cd^{\alpha}.

On the other hand, we have

|u(x)t+w(x)(1t)|t|u|(1t)|w|14|u||\nabla u(x)t+\nabla w(x)(1-t)|\geq t|\nabla u|-(1-t)|\nabla w|\geq\frac{1}{4}|\nabla u|

for t34t\geq\frac{3}{4} if |w||u||\nabla w|\leq|\nabla u|. If instead |w||u||\nabla w|\geq|\nabla u|, we get

|u(x)t+w(x)(1t)|(1t)|w|t|u|14|w|14|u||\nabla u(x)t+\nabla w(x)(1-t)|\geq(1-t)|\nabla w|-t|\nabla u|\geq\frac{1}{4}|\nabla w|\geq\frac{1}{4}|\nabla u|

for t<14t<\frac{1}{4}. In either case this holds on an interval of length 14\frac{1}{4}, so if p>2p>2,

a(x)c|u|p2cd(β21)(p2)(x)cdα(x)a(x)\geq c|\nabla u|^{p-2}\geq cd^{(\beta_{2}-1)(p-2)}(x)\geq cd^{\alpha}(x)

if β2\beta_{2} is small enough. Finally, for p<2p<2 one may check that

01|u(x)t+w(x)(1t)|p2𝑑tC|u|p2Cd(β21)(p2)Cdα\int_{0}^{1}|\nabla u(x)t+\nabla w(x)(1-t)|^{p-2}dt\leq C|\nabla u|^{p-2}\leq Cd^{(\beta_{2}-1)(p-2)}\leq Cd^{-\alpha}

by directly computing the integral. To summarize, we have shown that

cdαa(x)Cdα.cd^{\alpha}\leq a(x)\leq Cd^{-\alpha}.

Consider now the matrix

aij(x)=01|u(x)t+w(x)(1t)|p2mijt𝑑t.a_{ij}(x)=\int_{0}^{1}|\nabla u(x)t+\nabla w(x)(1-t)|^{p-2}m_{ij}^{t}dt.

where

mijt=δij+(p2)(uit+wi(1t))(ujt+wj(1t))|u(x)t+w(x)(1t)|2.m_{ij}^{t}=\delta_{ij}+(p-2)\frac{(u_{i}t+w_{i}(1-t))(u_{j}t+w_{j}(1-t))}{|\nabla u(x)t+\nabla w(x)(1-t)|^{2}}.

For any fixed tt and ξn\xi\in{\mathbb{R}}^{n}, the factor mijtm_{ij}^{t} has λ|ξ|2mijtξiξjλ1|ξ|2\lambda|\xi|^{2}\leq m_{ij}^{t}\xi_{i}\xi_{j}\leq\lambda^{-1}|\xi|^{2}, with constant λ\lambda depending only on pp. Using this,

aij(x)ξiξj=01|u(x)t+w(x)(1t)|p2mijtξiξj𝑑ta(x)λ|ξ|2,a_{ij}(x)\xi_{i}\xi_{j}=\int_{0}^{1}|\nabla u(x)t+\nabla w(x)(1-t)|^{p-2}m_{ij}^{t}\xi_{i}\xi_{j}dt\geq a(x)\lambda|\xi|^{2},

and similarly aij(x)λ1|ξ|2a(x)a_{ij}(x)\leq\lambda^{-1}|\xi|^{2}a(x).

The point of this aija_{ij} is that, if F(z)=|z|p2zF(z)=|z|^{p-2}z,

Fi(u)Fi(w)=01tF(u(x)t+w(x)(1t))dt=aij(x)(ujwj).F_{i}(\nabla u)-F_{i}(\nabla w)=\int_{0}^{1}\partial_{t}F(\nabla u(x)t+\nabla w(x)(1-t))dt=a_{ij}(x)(u_{j}-w_{j}).

Setting h=uvh=u-v, we have shown that

ΔpuΔpw=div[F(u)F(w)]=i(aijhj)\Delta_{p}u-\Delta_{p}w=\text{div}[F(\nabla u)-F(\nabla w)]=\partial_{i}(a_{ij}h_{j})

on DL,rD_{L,r} (in the distributional sense). In particular,

A0i(aijhj)A0-A_{0}\leq\partial_{i}(a_{ij}h_{j})\leq A_{0}

from the equations on uu and ww. Apply Lemma 4.6 to ±h(r)A0\pm\frac{h(r\cdot)}{A_{0}}, using our bounds on aija_{ij} and choosing α\alpha small enough, to get that

|h|CA0|h|\leq CA_{0}

on DL,1D_{L,1}. This completes the argument. ∎

We may reformulate this approximation lemma in a more helpful way:

Lemma 4.8.

For every α>0\alpha>0, there exist constants η,ϵ,r0\eta,\epsilon,r_{0} small such that if LηL\leq\eta, u0u\geq 0 on DL,1D_{L,1}, u=0u=0 on DL,1B1\partial D_{L,1}\cap B_{1}, u(e1/2)=1u(e_{1}/2)=1, and 1Δpuϵ-1\leq\Delta_{p}u\leq\epsilon on DL,1D_{L,1}, the following holds: if ww satisfies

{Δpw=0 on DL,rw=u on DL,r,\begin{cases}\Delta_{p}w=0&\text{ on }D_{L,r}\\ w=u&\text{ on }\partial D_{L,r},\end{cases}

with rr0r\leq r_{0}, then |wu|Cr2α|w-u|\leq Cr^{2-\alpha}.

Proof.

First, apply Lemma 4.1 to uu to obtain that cdβ(x)u(x)cd^{\beta}(x)\leq u(x) for a β\beta to be determined shortly on DL,r0D_{L,r_{0}}. Set

u1(y)=u(sy)u(sen/2),u_{1}(y)=\frac{u(sy)}{u(se_{n}/2)},

where s=rr1s=\frac{r}{r_{1}}, where we set r1r_{1} to be the rr in Lemma 4.7’s conclusion and ask that r0r12r_{0}\leq r_{1}^{2}. Set w1(y)=w(sy)u(sen/2)w_{1}(y)=\frac{w(sy)}{u(se_{n}/2)}. Let us check the equation satisfied by u1u_{1} on DL,1D^{\prime}_{L,1} (the rescaled domain):

Δpu1(y)=spup1(sen/2)Δu(y/s):=AΔu(y/s).\Delta_{p}u_{1}(y)=\frac{s^{p}}{u^{p-1}(se_{n}/2)}\Delta u(y/s):=A\Delta u(y/s).

We wish to arrange to have A01A_{0}\leq 1. This may be done, as

up1(sen/2)cs(p1)βsp12,u^{p-1}(se_{n}/2)\geq cs^{(p-1)\beta}\geq s^{p-\frac{1}{2}},

where we choose β\beta sufficiently close to 11, and then r0r_{0} small enough so as to have sr0/r1s\leq r_{0}/r_{1} absorb the constant. Apply Lemma 4.7 to deduce that

|u1w1|CA0,|u_{1}-w_{1}|\leq CA_{0},

which scales back to

|uw|CA0u(sen/2)Cspup2(sen/2).|u-w|\leq CA_{0}u(se_{n}/2)\leq C\frac{s^{p}}{u^{p-2}(se_{n}/2)}.

As before, we may estimate

up2(sen/2)cs(p2)βcsp2+α,u^{p-2}(se_{n}/2)\geq cs^{(p-2)\beta}\geq cs^{p-2+\alpha},

by choosing β\beta close to 11, so that

|uw|Cs2αCr2α.|u-w|\leq Cs^{2-\alpha}\leq Cr^{2-\alpha}.

Proof of Theorem 1.2..

We apply Theorem 2.2 with HH the solution mapping for the pp-Laplacian, UU our Lipschitz graph domain DL,1D_{L,1}, Ux,r=UBr(x)U_{x,r}=U\cap B_{r}(x), and VV the set of all uu with u>0u>0 on UU, u=0u=0 on U\partial U, u(en/2)=1u(e_{n}/2)=1, and 1Δpuϵ-1\leq\Delta_{p}u\leq\epsilon for ϵ\epsilon small. Then all of the properties (P1-5) and (P7-8) follow in a standard way. For property (P6), we apply Lemma 4.8 to uVu\in V to see that at least it is valid when centered at x=0x=0 and r<r0r<r_{0}. For r0r\geq 0, the property is automatic from the bound in Lemma 4.2 instead. For other xUB1/2x\in\partial U\cap B_{1/2}, it then follows from a simple translation argument.

Lemma 4.1 ensures that the growth assumptions on u,vu,v hold, so we may apply Theorem 2.2 to u,vVu,v\in V. The rest follows as in the proof of Theorem 1.3 or 1.1. ∎

Acknowledgments

HS was supported by Swedish Research Council.

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