A priori H\"older and Lipschitz regularity for generalized $p$-harmonious functions in metric measure spaces
\'Angel Arroyo, Jos\'e G. Llorente

TL;DR
This paper establishes local Hölder and Lipschitz regularity for solutions of a generalized mean value operator in metric measure spaces, extending properties of p-harmonious functions to more abstract settings.
Contribution
It introduces a framework for proving regularity of solutions to a generalized operator in metric measure spaces, broadening the understanding of p-harmonious functions beyond Euclidean domains.
Findings
Solutions are locally Hölder continuous under certain conditions.
Solutions are locally Lipschitz continuous under stronger assumptions.
The results generalize known regularity properties of p-harmonious functions.
Abstract
Let be a proper metric measure space and let be a bounded domain. For each , we choose a radius and let be the closed ball centered at with radius . If , consider the following operator in , Under appropriate assumptions on , , and the radius function we show that solutions of the functional equation satisfy a local H\"{o}lder or Lipschitz condition in . The motivation comes from the so called -harmonious functions in euclidean domains.
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Taxonomy
TopicsNumerical methods in inverse problems · Advanced Mathematical Modeling in Engineering · Nonlinear Partial Differential Equations
A priori Hölder and Lipschitz regularity for generalized -harmonious functions in metric measure spaces
Ángel Arroyo and José G. Llorente
( Departament de Matemàtiques
Universitat Autònoma de Barcelona
08193 Bellaterra. Barcelona
SPAIN
March 18, 2024 )
Abstract
Let be a proper metric measure space and let be a bounded domain. For each , we choose a radius and let be the closed ball centered at with radius . If , consider the following operator in ,
[TABLE]
Under appropriate assumptions on , , and the radius function we show that solutions of the functional equation satisfy a local Hölder or Lipschitz condition in . The motivation comes from the so called -harmonious functions in euclidean domains.
††footnotetext: Keywords: mean value property, -harmonious, -laplacian, metric measure spaces. MSC2010: 31C05, 31C45, 35B05, 35B65. Partially supported by grants MTM2011-24606, MTM2014-51824-p and 2014 SGR 75.
1 Introduction
The main goal of this paper is to provide a priori regularity estimates for functions satisfying certain nonlinear mean value properties in metric measure spaces. Our main motivation are classical harmonic functions and the so called -harmonious functions in . First of all, let us recall some basic facts about harmonic functions in euclidean space and their connections to the mean value property.
It is well known that a continuous function in a domain is harmonic if and only if it satisfies the mean value property
[TABLE]
for each and each such that , where denotes -dimensional Lebesgue measure. The mean value property plays a relevant role in Geometric Function Theory and is indeed the fundamental key of the interplay between harmonic functions, Probability and Brownian motion.
The so called restricted mean value property problems ask how many radii in (1.1) are enough to guarantee harmonicity. One of the most representative results in this direction is a classical theorem due to Volterra (for regular domains) and Kellogg’s (in the general case): if is bounded, and if for each there is a radius , with , such that (1.1) holds, then is harmonic in (see [23], [10]). Therefore, under appropriate hypothesis, the mean value property for a single radius (depending on the point) implies harmonicity. See [17] for a detailed account of this and other results related to the mean value property.
The question of what are the natural stochastic processes associated to some nonlinear differential operators, like the -laplacian or the -laplacian, has attracted an increasing attention in the last years. If the -laplacian is the divergence form differential operator given by
[TABLE]
and weak solutions of the equation are called -harmonic functions. Suppose that and that . Then direct computation gives
[TABLE]
where
[TABLE]
is the so called -laplacian in . So, at least in the smooth case and away from the critical points, the -laplacian can be understood as a sort of linear combination of the usual laplacian and the normalized -laplacian. Observe that we recover the usual laplacian when .
Let us briefly explain now the connection between the -laplacian and the mean value property. First, we recall that if , where , then the following asymptotic mean value property holds for any :
[TABLE]
On the other hand, if then the following mid-range asymptotic mean value property also holds (see [18], [14]):
[TABLE]
Therefore, taking
[TABLE]
it follows from (1.3) and (1.4) that if is -harmonic in then satisfies the asymptotic -mean value property
[TABLE]
at those ’s such that . When and it is an open question whether -harmonic functions satisfy the asymptotic -mean value property at any point, one of the obstacles being that -harmonic functions are only for some ([22], [12]), but not in general. More information has been recently obtained when : it turns out that planar -harmonic functions always satisfy the asymptotic -mean value property at any point. (In [13] the result was proven for a certain interval of ’s and in [3] for the whole range ).
Let be a bounded domain. Suppose that for each , a radius is given so that and let be the closed ball centered at of radius . Inspection of formula (1.6) suggests the definition of the following operators in :
[TABLE]
The operators have recently come out in different contexts. When and a radius function in is given, functions satisfying have been called harmonious functions in the literature. The connection between harmonious functions and extension problems was studied in [11], in the more general context of metric spaces. Existence and uniqueness of the Dirichlet problem for harmonious functions was also discussed there. The influential papers [20] and [21] opened the path to an stochastic interpretation of the -laplacian and the -laplacian, via the Dynamic Programming Principle (corresponding essentially to the functional equation ) for certain tug-of-war games. See also [18] and [19], where the game-stochastic approach was continued and developed, in the case , or .
If , is as in (1.5) and is constant then (not necessarily continuous) functions satisfying were called -harmonious functions in [19]. Note that the range corresponds to the range . In order to pose the Dirichlet problem for such -harmonious functions, the authors in [19] needed to extend a given to the strip and proved that, if is bounded and satisfies some regularity assumptions then there is a unique -harmonious function having as boundary values (in the extended sense). Furthermore, uniformly in as , where is the unique -harmonic function solving the Dirichlet problem in with boundary data . See also [15] for an analytic approach, still in the constant radius case.
Continuous functions satisfying in the variable radius case were considered in [2] and the existence and uniqueness of the Dirichlet problem for such a class of functions was established there under certain assumptions on the domain, the parameter and the radius function.
Our main concern in this paper is to provide Hölder and Lipschitz regularity estimates for continuous solutions of the functional equation in metric measure spaces, depending on the regularity of the radius function (see Theorem 5.1 below). In the constant radius case, the local Lipschitz regularity of -harmonious functions for was obtained in [16]. As for the case (or ), not much is known. Unfortunately, our methods cannot be extended to cover the case .
2 Preliminary definitions and main results
2.1 Metric measure spaces and admissible radius functions
Let be a metric space. We say that is proper if every closed and bounded subset of is compact. is a geodesic space if for any two points , there is a curve connecting and whose length is equal to .
A metric measure space is a metric space endowed with a Borel positive regular measure . In what follows, we will only consider measures such that for every ball .
Definition 2.1**.**
Let be a metric measure space. We say that is doubling (equivalently, is a doubling metric measure space) if there exists a constant such that
[TABLE]
for any and each .
The following property will play a central role in what follows.
Definition 2.2**.**
Let . A metric measure space satisfies the -annular decay property if there exists a constant such that
[TABLE]
for each and . For , this property is also known as the strong annular decay property.
We will also use the following definition when studying the continuity properties of the operator .
Definition 2.3**.**
We say that a (Borel, regular) measure in a metric space is ring-continuous if, for each the function
[TABLE]
is continuous in .
As a canonical example, endowed with the euclidean distance and Lebesgue -dimensional measure satisfies the strong annular decay property. The -annular decay property was introduced in manifolds by Colding and Minicozzi ([6]) and, independently, in metric spaces by Buckley ([5]). It is easy to check that the -annular decay property implies the doubling property. Conversely, in [5] it is proved in particular that a geodesic metric space with a doubling measure satisfies a -annular decay condition for some , where only depends on the doubling constant. In the context of harmonicity in metric measure spaces, the -annular decay property has already been used in [1]. See also [4] for a local version.
Remark 2.4**.**
Let be a metric measure space. The following implications hold:
[TABLE]
In addition, by [7] and [8], if is geodesic then
[TABLE]
Moreover, by [5], if is geodesic then
[TABLE]
We introduce some basic concepts that will be useful in the following sections: given any subset , we denote by the infimum of all distances where . Moreover, if is bounded, let be the largest distance to the boundary for points in :
[TABLE]
Given two subsets , we denote by the symmetric difference of and . If , it follows that
[TABLE]
If are two measurable subsets, then
[TABLE]
and, from the triangle inequality,
[TABLE]
A modulus of continuity in a bounded domain is a non-decreasing continuous function such that . We will often require to be concave too. If and , we will denote by a concave modulus of continuity such that
[TABLE]
for all .
Definition 2.5**.**
Let be a fixed bounded open domain in a proper metric space . We say that a non-negative function is an admissible radius function in if for each , and if and only if . Whenever , we define
[TABLE]
Also, we introduce the following notation for closed balls in with radii given by :
[TABLE]
for each . Since the balls are not necessarily contained in , we define
[TABLE]
Following the notation in (2.5), we denote by a concave modulus of continuity for in . Since for each , , we can also assume that . As we will see in the next sections, a distinguished case occurs when the admissible radius function is -Lipschitz, that is,
[TABLE]
for each , in which case we can simply take . For technical reasons, we need to define another concave modulus of continuity for (that will be denoted by ) as follows: if for all then we set . Otherwise, we define
[TABLE]
Note that, defined in this way, is a concave modulus of continuity for in satisfying
[TABLE]
for each . Consequently, successive compositions of with itself will produce a sequence of continuous functions given by
[TABLE]
for , where .
Remark 2.6**.**
We will hereafter make use of some of the concepts introduced in this subsection (like the family of balls and the operator on sets ) without any explicit mention of their dependence on the choice of the admissible radius function , which is assumed to be fixed.
2.2 Main results
Let be a metric measure space. Assume that an admissible radius function in a domain is given. If , and we define:
[TABLE]
We are interested in studying the fixed points of the operators , which can be seen as functions satisfying an specific nonlinear mean value property. For that reason, we give the following fundamental definition.
Definition 2.7**.**
Let be a metric measure space, a domain and an admissible radius function in . Let . A function is said to satisfy the -mean value property in if it is a solution of the functional equation
[TABLE]
The case is interesting enough by itself. Harmonicity in a metric measure space in connection to the mean value property has been recently introduced in [9] and [1] in the following way: a locally integrable function in a domain is said strongly harmonic in if it satisfies the mean value property in any ball compactly contained in . The following regularity result has been obtained in [1]:
Theorem** ([1, Thm. 4.2]).**
If is a doubling metric measure space satisfying a -annular decay condition for some then every locally bounded, strongly harmonic function in a domain is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
(See also Lemma 2.3 in [2], where the local Hölder continuity of functions satisfying the mean value property for a single radius is obtained if , is doubling and the radius function is -Lipschitz).
We have obtained the following generalizations for functions satisfying the [math]-mean value property in the sense of 2.7 with respect to some admissible radius function.
Corollary 3.11.
Let be a proper metric measure space satisfying the -annular decay property for some . Suppose that there is such that is a -Hölder continuous admissible radius function in a bounded domain . Then any satisfying the [math]-mean value property in with respect to the radius admissible function (that is, ) is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
As for the general case , our main result requires certain rigid control of the radius function.
Theorem 5.1.
Let be a proper, geodesic metric measure space satisfying the -annular decay condition for some and let be a bounded domain. Suppose that is a Lipschitz admissible radius function in with Lipschitz constant such that
[TABLE]
for all , where . Assume also that
[TABLE]
and choose so that
[TABLE]
Then any verifying the -mean value property in with respect to (that is, ) is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
In the particular case we get the following corollary.
Corollary 5.2.
Let be a proper, geodesic metric measure space satisfying the -annular decay condition for some and let be a bounded domain. Suppose that is a Lipschitz admissible radius function in with Lipschitz constant such that
[TABLE]
for all , where . Assume also that
[TABLE]
Then any verifying the -mean value property in with respect to (that is, ) is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
We obtain further regularity for solutions of the -mean value property assuming that they are continuous in . This explains the a priori in the title. However, the existence part is not discussed here. Compare with [2], where existence and uniqueness of the Dirichlet problem are established if , is bounded and strictly convex and is Lebesgue measure. In this particular case, the connection between -harmonious functions and the -mean value property has already been pointed out at the introduction, where and are related by (1.5) (note that the intervals and correspond, respectively, to the intervals and ). This explains the term generalized -harmonious in the title, even though the link between and is missing in the general metric space case.
3 Basic Estimates for and
3.1 Continuity of
We will first look at the continuity and regularity of the function
[TABLE]
where an admissible radius function in a domain , a measure and a bounded, continuous function in are given. The following Lemma is a preliminary result in this direction.
Lemma 3.1**.**
Let be a metric measure space. If and are two balls contained in , then
[TABLE]
for each .
Proof.
We can assume that , then
[TABLE]
and estimating this, we obtain
[TABLE]
∎
The following corollary follows from Lemma 3.1 and the fact that if .
Corollary 3.2**.**
Let be a metric measure space. Let be a domain and an admissible radius function in . Then, for each and all , we have
[TABLE]
The importance of 3.2 lies in the fact that the continuity of can be transferred from the continuity of the function
[TABLE]
without any dependence of the function . To see that, consider any and and recall (2.4). Then
[TABLE]
Now suppose that is ring-continuous (recall 2.3). Then, since or , the first term in the right hand side of (3.5) is equal to . For the second term, we recall the following result due to Gaczkowski and Górka:
Lemma** ([9, Theorem 2.1]).**
Let be a metric measure space such that is ring-continuous. Then for each and each ,
[TABLE]
Moreover, the function is continuous (w.r.t. ) for each fixed .
Remark 3.3**.**
The converse is not true (see Example 2 in [1]).
Therefore, replacing and in (3.5) we get the following proposition.
Proposition 3.4**.**
Let be a metric measure space such that is ring-continuous. Suppose that is a domain and is a continuous admissible radius function in . Then, .
Remark 3.5**.**
By definition, the continuous admissible radius function vanishes on the boundary of the domain , thus tends to zero as approaches the boundary of . In consequence, estimates obtained from (3.3) are local, that is, they only make sense on compact subsets .
3.2 Estimates for
Let be a given domain in a metric measure space and let be a compact subset. In this section we will construct moduli of continuity depending on , and such that
[TABLE]
for every . Hence, by (3.3), we would have
[TABLE]
for each .
Lemma 3.6**.**
Let be a metric measure space satisfying the -annular decay property (2.2) for some and . Suppose that is a -Lipschitz admissible radius function in a domain for some . Then, for any compact set and each , we have
[TABLE]
Proof.
Since is -Lipschitz by assumption, . Then:
- i)
if , then , and
[TABLE] 2. ii)
If then, since , we get that and, in particular, and . As a consequence, the following inclusions hold:
[TABLE]
Thus, by (2.2) and the fact that for , we obtain
[TABLE]
Using the -Lipschitz assumption on and adding these two quantities we get
[TABLE]
which implies (3.9).
∎
Remark 3.7**.**
Note that if are as in the statement of Lemma 3.6 then only the pointwise inequality is really used in the proof.
Lemma 3.8**.**
Let be a proper metric measure space satisfying the -annular decay property (2.2) for some and . Suppose that is a continuous admissible radius function in a bounded domain . Then, for any compact set and each , we have
[TABLE]
where and is as in (2.9).
Proof.
Since is a continuous function by assumption, for each pair of points , we need distinguish two cases depending on the values of : if , this case was already studied in Lemma 3.6 with , then (3.10) follows from (3.9) and (2.9).
Otherwise, . We can assume directly that
[TABLE]
since the other case is analogous. Then and
[TABLE]
Consequently, the -annular decay (2.2) yields
[TABLE]
On the other hand, since the -annular decay property implies that is doubling with some constant , using the inclusion , it turns out that
[TABLE]
Therefore, replacing this in (3.12) we reach
[TABLE]
Since , , and (3.11),
[TABLE]
Recalling (2.9) the proof is completed. ∎
Theorem 3.9**.**
Let be a proper metric measure space satisfying the -annular decay property (2.2) for some and . Suppose that is a continuous admissible radius function in a bounded domain . Then, for any , any compact set , any and each we have
[TABLE]
where is given by
[TABLE]
and . In particular, the sequence is locally uniformly equicontinuous in .
Corollary 3.10**.**
Let be a proper metric measure space satisfying the -annular decay property (2.2) for some and . Suppose that is a -Hölder continuous admissible radius function in a bounded domain , for some . Then,
- i)
for any , any compact set , any and each we have
[TABLE]
where is given by
[TABLE]
and where is the Hölder coefficient of . In particular, the sequence is locally uniformly equicontinuous in . 2. ii)
the operator sends to the space of locally -Hölder continuous functions in , that is
[TABLE]
Corollary 3.11**.**
Let be a prper metric measure space satisfying the -annular decay property for some . Suppose that there is such that is a -Hölder continuous admissible radius function in a bounded domain . Then any satisfying the [math]-mean value property in with respect to the radius admissible function (that is, ) is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
3.3 Estimates for
The following lemma was proven in [11] under the assumption that the admissible radius function is -Lipschitz. Note that, since the operator does not depend on any measure, we state it in the context of a metric space ).
Lemma 3.12**.**
Let be a geodesic metric space and let be a continuous admissible radius function in a bounded domain . Then, for any , any compact subset and each , we have
[TABLE]
where , and are as in (2.7) , (2.5) and (2.8). We have, in particular
[TABLE]
Proof.
Recalling the definition of , (2.11), and the elementary formulas
[TABLE]
we can write
[TABLE]
Note that it may happen that or . However, by (2.7), the inclusion holds. Then,
[TABLE]
Replacing this term (the other term is analogous) in (3.16) and using that is concave, we get
[TABLE]
Thus, we need to show that, for any ,
[TABLE]
From [11, p.282] we get:
[TABLE]
Finally, (3.17) follows from (3.18) and (2.9). Therefore, this together with (3.16) finishes the proof.
∎
4 Iteration of
As a direct consequence of 3.4 and Lemma 3.12 we have the following result.
Proposition 4.1**.**
Let be a proper, geodesic metric measure space. Suppose that is a bounded domain and let be a continuous admissible radius function in . If then .
As in the case in which reduces to , to go beyond this result we need to take into consideration stronger hypothesis on the measure .
Lemma 4.2**.**
Let be a proper, geodesic metric measure space and let be a bounded domain. Suppose that is an admissible radius function in and assume that, for every compact set , a modulus of continuity is given satisfying (3.8). Then, if , and , the estimate
[TABLE]
holds for all .
Proof.
Let . Then, since , we get
[TABLE]
and (4.1) is obtained by taking into consideration the estimates (3.15) and (3.8). ∎
The key point for this subsection is the iteration of formula (4.1). Note that, in order to obtain estimates for on the compact set , we need to control on , where is given by (2.7). Thus, when iterating (4.1), we need to guarantee some control on the sequence of sets given by successive application of the operation over the compact set . For that reason, we need to assume that the domain is bounded and we impose the following restriction on :
[TABLE]
for each , where , and . We also introduce the following exhaustion of :
[TABLE]
for , where is the constant appearing in (4.2). Hence, and in the sense that, for every , there exists large enough such that for all . Moreover, by (2.7) and (4.2), it is easy to check that
[TABLE]
for . From (4.2), we can also control from below the values of on :
[TABLE]
where is as in (2.6). Replacing by in (4.1) and iterating it we can control the oscillation of , for , as the next lemma shows.
Lemma 4.3**.**
Let be a proper, geodesic metric measure space, a bounded domain and let be a continuous admissible radius function in . Suppose that, for every compact sect , a modulus of continuity is given satisfying (3.8). Then, for and , the estimate
[TABLE]
holds for each , and every .
Proof.
Since , we get from (4.1)
[TABLE]
for each . Now, iteration of this inequality gives (4.6). ∎
To get equicontinuity of the sequence , we need to add some extra condition.
Lemma 4.4**.**
Let be a proper, geodesic metric measure space with a continuous admissible radius function in a bounded domain . Suppose that, for every compact sect , a modulus of continuity is given satisfying (3.8). Assume also that
[TABLE]
Then for any , the sequence is locally uniformly equicontinuous in .
Proof.
Fix . Regarding the first term in the right-hand side of (4.6) we note that, since for each , then
[TABLE]
Thus,
[TABLE]
uniformly in as . Consequently there exists a common modulus of continuity for the sequence (4.8). Now we focus on the series in (4.6). Note that
[TABLE]
for all . Then, since
[TABLE]
it follows from (4.7) that
[TABLE]
so the root test implies that the series
[TABLE]
converges uniformly in . In particular, there exists another modulus of continuity for the series, say . Summarizing:
[TABLE]
Since is arbitrary and the right-hand side of the previous inequality does not depend on , the proof is finished. ∎
Theorem 4.5**.**
Let be a proper, geodesic metric measure space satisfying the -annular decay property (2.2) for some . Let and suppose that is a continuous admissible radius function in a bounded domain satisfying (4.2) with . Assume also that
[TABLE]
Then, for any , the sequence of iterates is locally uniformly equicontinuous in .
Proof.
We only need to check that the assumptions in Lemma 4.4 are satisfied. By Theorem 3.9, for any compact set , we can choose as in (3.13) for any compact set . Thus, after replacing by and by and recalling that , we get,
[TABLE]
and by (4.5),
[TABLE]
Taking limits we get
[TABLE]
On the other hand, by (4.9) we have so condition (4.7) follows and the sequence is locally uniformly equicontinuous in by Lemma 4.4. ∎
5 Regularity of solutions
In this section we give regularity results for functions satisfying the -mean value property (that is, solutions of the functional equation ) with respect to an admissible radius function in a bounded domain . When , then and the regularity of such solutions was already obtained in 3.11. However, the case is more delicate and stronger assumptions on the radius function are needed, as we have already seen in Section 4.
We focus our attention on inequality (4.6). Since the continuous function is assumed to be a fixed point of the operator , after replacing by , we are allowed to pass to the limit when . From (4.6) we get
[TABLE]
for , where is fixed. Therefore, the series in (5.1) will provide the information about the regularity of the solution . The following is our main regularity result.
Theorem 5.1**.**
Let be a proper, geodesic metric measure space satisfying the -annular decay condition for some and let be a bounded domain. Suppose that is a Lipschitz admissible radius function in with Lipschitz constant such that
[TABLE]
for all , where and is given by (2.3). Assume also that
[TABLE]
and choose so that
[TABLE]
Then any verifying the -mean value property in with respect to (that is, ) is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
Proof.
By assumption, is -Lipschitz, therefore we have Iterating we get the inequality for each and each . Moreover, since satisfies the -annular decay property (2.2), from (3.14) together with (4.5) we get
[TABLE]
for some constant . Replacing all this in (5.1) we obtain the following estimate:
[TABLE]
Now observe that (5.2) implies the convergence of the above series and, consequently, the desired Hölder regularity estimate. ∎
In the particular case that we obtain the following corollary.
Corollary 5.2**.**
Let be a proper, geodesic metric measure space satisfying the -annular decay condition for some and let be a bounded domain. Suppose that is a Lipschitz admissible radius function in with Lipschitz constant such that
[TABLE]
for all , where . Assume also that
[TABLE]
Then any verifying the -mean value property in with respect to (that is, ) is locally -Hölder continuous in . In particular, if then is locally Lipschitz continuous in .
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