Liouville's theorem and comparison results for solutions of degenerate elliptic equations in exterior domains
Leonardo Prange Bonorino, Andre Rodrigues Silva, Paulo Ricardo de, Avila Zingano

TL;DR
This paper extends Liouville's theorem to certain degenerate elliptic equations in exterior domains, correcting previous results, and establishes comparison and uniqueness results with theoretical and numerical examples.
Contribution
It provides a corrected version of Liouville's theorem for degenerate elliptic equations in exterior domains, including new comparison and uniqueness results.
Findings
Liouville's theorem is valid under specific conditions for degenerate elliptic equations.
Comparison and uniqueness results are established for solutions in exterior domains.
The paper includes theoretical proofs and numerical illustrations.
Abstract
A version of Liouville's theorem is proved for solutions of some degenerate elliptic equations defined in , where is a compact set, provided the structure of this equation and the dimension are related. This result is a correction of a previous one established by Serrin, since some additional hypotheses are necessary. Theoretical and numerical examples are given. Furthermore, a comparison result and the uniqueness of solution are obtained for such equations in exterior domains.
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Liouville’s theorem and comparison results
for solutions of degenerate elliptic equations in exterior domains
Leonardo Bonorino
André Silva
Paulo Zingano
Abstract
A version of Liouville’s theorem is proved for solutions of some degenerate elliptic equations defined in , where is a compact set, provided the structure of this equation and the dimension are related. This result is a correction of a previous one established by Serrin, since some additional hypotheses are necessary. Theoretical and numerical examples are given. Furthermore, a comparison result and the uniqueness of solution are obtained for such equations in exterior domains.
1 Introduction
In this work we study some results established by J. Serrin in [32] concerning the classical Liouville’s theorem and make some suitable corrections. Furthermore, we obtain a comparison principle and uniqueness result for solutions in exterior domains.
According to Theorem 3 in [32], if is a weak solution of
[TABLE]
bounded from below, where and satisfies the following hypotheses,
(i) ,
(ii) with ,
(iii) is strictly increasing for ,
(iv) is bounded from above and also bounded below for all respectively
by positive constants and ,
then is constant.
This result (and its proof provided in [32]) are correct only in the case ; simple counterexamples can be given if . Indeed, if and , then (1) is a -Laplacian equation that admits the radial solution
[TABLE]
which is bounded from below, but it is not constant.
This motivates the main goal of this paper, which is to find additional hypotheses that guarantee the Liouville’s property and present some counterexamples when these assumptions fail. In fact we establish some Liouville’s extension in exterior domains , where is a compact set. Related to this kind of question, we also investigate the comparison principle in exterior domains for a similar class of equations and prove that if are bounded weak solutions of
[TABLE]
satisfying on , then in . From this, we get the uniqueness of bounded weak solutions satisfying on , where is a given boundary data. To obtain the uniqueness and the comparison principle, we need the following conditions on :
(v)
(vi) for
(vii) for and
(viii) for , and
where and are suitable positive constants. Although can depend on , the problem studied in (1) is not a particular case of the one seen in (2), since the conditions (v)-(viii) do not include some functions that satisfy (i)-(iv).
Several Liouville type theorems have been established for different equations. For example, positive superharmonic functions in must be constant (see [26]) and the same holds for positive solutions of in provided (see [33] and [25]). This result was extended by Mitidieri and Pohozaev to more general equations in [25], which was generalized by Filippucci in [13]. D’Alambrosio proved this result for a class of operators that includes the sum of -Laplacians with different degrees (see [8]). Some interesting similar results were obtained for equations that have zero order terms as, for instance, by Gidas and Spruck ([17]), by Bidaut-Veron ([3]) and by D’Alambrosio ([8]). Other matter of interest is a Liouville type theorem for functions that are not defined in all of , like the one investigated by Serrin in [32]. Another example is the work of Bidaut-Veron ([3]) that studies the case for exterior domains.
On the other hand, comparison results are also a subject of intense research. For bounded domains, such results were obtained, for instance, by Guedda and Veron ([19]), García-Melián and Sabina de Lis ([16]), Cuesta and Takáč ([4]), Damascelli and Sciunzi ([7]), Roselli and Sciunzi ([30],[32]), Galakhov ([15]) for equations involving the p-laplacian operator. For a more general class of quasilinear equations, some important comparison results were established by Douglas et al ([9]), Trudinger ([35]), Tolksdorff ([34]), Damascelli ([6]), Pucci et al ([29]), Cuesta and Takàč ([5]), Lucia and Prashant ([23]), Pucci and Serrin ([27],[28]), Alvino et al ([1]), among others.
In the case that the domain is unbounded, comparison results are proved by Hwang ([20]) for some quasilinear and mean curvature equations provided that some growth condition on the difference between the functions to be compared is satisfied. Uniformly elliptic linear equations are treated by Berestycki et al ([2]) for general unbounded domains. They also investigate some semilinear equations in . For equations with the -laplacian operator, comparison principles were established by Farina et al ([11]) and Sciunzi [31] for “narrow” domains. For this kind of domain, some results are proved to the quasilinear case by Farina et al ([12]). In [14], Galakhov also obtained some comparison principle for quasilinear equations in domains that are the cartesian product between a bounded domain and some .
Unlike the previous works, inspired in [32], this paper points out the importance of the condition to guarantee the validity of comparison principles for bounded solutions in exterior domains without requiring further assumptions on the domain. Also, no condition on the behavior of the solution at infinity is necessary. In other words, the boundary data determines the bounded solution in an exterior domain for . (Such result is false in general for .) From this we get some kind of Liouville’s theorem in the sense that if the boundary data on an exterior domain is constant, then the constant function is the unique bounded solution for the problem.
In Section 3 we prove some Liouville’s results following the ideas of [32], making some necessary corrections. The comparison principle and the uniqueness are proved for bounded weak solutions in Section 4 for . We show the existence of counterexamples in Section 5 when some assumptions do not hold and present an explicit counterexample computed numerically.
2 Preliminary results
We need the following result, which follows the same computation as in [32]:
Proposition 2.1
*There exists a family of radially symmetric weak solutions of (1) in , for , such that
(a) for any ;
(b) is strictly increasing and unbounded in for any fixed ;
(c) for any .*
Proof: To find increasing radially symmetric solutions of (1), we have to solve
[TABLE]
which admits the solution
[TABLE]
for any positive , where , borrowed from [32], is defined by . Observe that from (ii) and (iii) we have that is nonnegative, strictly increasing and continuous. Moreover, condition (iv) implies that
[TABLE]
Then is well defined, and for any it holds
[TABLE]
proving (a) and (c). Since is positive for , is strictly increasing. The first inequality of (4) implies that
[TABLE]
showing that is unbounded, concluding the result.
Remark 2.2
A similar result can be stated for . In this case, for a given there exists a family of radially symmetric weak solutions in that satisfies condition (b) and (c) of Proposition 2.1, and satisfies also the following condition instead of (a):
(a’) for any .
For that, observe that
[TABLE]
is a solution of (3) with , for , and satisfies condition (a’). As before, is nonnegative, strictly increasing, continuous and inequality (4) is satisfied with . Hence, following the same steps, we can prove (b) and (c).
Consider the extension of to given by
[TABLE]
Observe that is a radially symmetric weak solution of (1) in that satisfies (a’) and (c). Condition (b) is also satisfied for .
In order to develop the argument for comparison principle and uniqueness we need Lemma 2.1 of [6], which in our case can be stated as follows:
Lemma 2.3
If satisfies conditions (v)-(viii), then there exist positive constants and depending on , and such that
[TABLE]
and
[TABLE]
for any and satisfying , where the dot stands for the scalar product in . In particular,
[TABLE]
[TABLE]
for and . Moreover, if , then
[TABLE]
for and .
3 Liouville’s result for solutions in exterior domains
To pursue the main result of this section (Theorem 3.2), we consider the following:
Definition 3.1
Given a compact set and a function bounded in , let and be defined by
[TABLE]
Theorem 3.2
Let be a compact set and a weak solution of (1) in , where conditions - are satisfied. If is bounded and , then
[TABLE]
where and .
Proof: Given , we can prove that in . For that, notice that from hypothesis we have that for each , there exists a ball centered at of radius such that
[TABLE]
Since is compact, a finite number of these balls, , cover . Defining , we have in .
Let be a bounded open subset that contains such that . Hence, using that and are disjoint, we have that is continuous on and
[TABLE]
Let and such that . Now we show that in , defining by
[TABLE]
where was introduced in Proposition 2.1 for and in Remark 2.2 for .
The idea is to use a comparison principle to prove that in for some suitable .
First observe that is a weak solution of (1) in if . For , is a weak solution in , where will be chosen later. In any case, from (c) of Proposition 2.1 or Remark 2.2, if is chosen small enough. Then, using that is nondecreasing, we have
[TABLE]
Furthermore, since is unbounded, there exists such that for , where . Hence
[TABLE]
Now, using that , in and is continuous, it follows that in for some small . (If , we take .) Therefore
[TABLE]
From this and (12), we have on , and from (10) we conclude that on . Then
[TABLE]
Hence, since and are solutions of (1) in , a comparison principle as in Theorem 2.4.1 of [27] implies that in . Then (11) implies that
[TABLE]
From (13), this inequality also holds in and, using that in , we have
[TABLE]
Since is arbitrary, we get in , as stated in the beginning. Hence . By an analogous argument, , completing the proof.
Observe that is constant in the case . This is some version of the Liouville’s theorem that can be stated as follows:
Corollary 3.3
Assuming the same hypotheses as in the previous theorem, if can be extended continuously to the boundary of and its extension is constant on , then is constant.
Remark 3.4
If the result is false. For instance, consider the Laplacian equation in for and . This corresponds to equation (1) with and . The function is a bounded solution of the Laplacian equation in such that , but is not constant.
From Corollary 3.3 we get a correct version of Theorem 3 in [32]:
Corollary 3.5
Let be a finite set and be a weak solution of (1) in , where conditions - are satisfied. Suppose that is bounded from below and from above, and . Then is constant.
This result is not true if and we do not suppose that is continuous in , , or is bounded from above. For instance, if is not bounded from above, Proposition 2.1 provides an example of a solution of (1) in that is continuous in all , is bounded from below, but is not constant. A counterexample for the case where is bounded but condition fails is presented in the next section.
For , the continuity of on , and the boundedness from above are unnecessary assumptions according to Theorem 3 of [32].
4 Comparison principle and uniqueness for solutions in exterior domains
We can prove that the comparison principle for exterior domains holds provided that the given boundary data and satisfy some conditions. First we have to show some boundedness for .
Theorem 4.1
Let be a compact set of and be a bounded weak solution of (2) in . Suppose that and that satisfies v-viii. If is an open set such that , then and
[TABLE]
where is a constant that depends on , , and the constants and of Lemma 2.3.
Proof: We can assume without loss of generality that is bounded. Let such that . For , let such that
for
for
for , where is a open set such that
for , where is a constant that depends on and , but not on
for
Observe that the function belongs to . Hence, using that is a weak solution of (2) and an admissible test function, we have
[TABLE]
where is the compact support of . Hence, (7) and (8) imply that
[TABLE]
where . Using Hölder inequality in the last integral, we get
[TABLE]
Therefore,
[TABLE]
From the hypotheses on , we have
[TABLE]
where stands for the Lebesgue measure of and is the volume of the unit ball. Since ,
[TABLE]
for . Observe that the expression in the right-hand side does not depend on . It is a constant that we denote by and conclude from (15) that
[TABLE]
Using that and in , we have
[TABLE]
Making , we conclude the result.
Remark 4.2
This result holds more generally. Assume that is a weak solution of
[TABLE]
where for any such that , satisfies (v)-(viii) and . Then, we can prove that . Indeed using the same argument as in the previous result, we get the following inequality in place of (14):
[TABLE]
Hence, from (16) and , we conclude that
[TABLE]
*where and .
Therefore, we have at least one of the following inequalities:*
[TABLE]
Analyzing both possibilities, we get
[TABLE]
Since in and , making we obtain
[TABLE]
concluding the statement.
Now we obtain a comparison result.
Theorem 4.3
Let be a compact set of and be bounded weak solutions of (2) in . Suppose that satisfies the conditions v-viii and that . If on , then
[TABLE]
Proof: Let . Since is continuous and on , there exists a bounded open set with smooth boundary such that in . Let and , for , as described in the previous theorem. Observe that
[TABLE]
so that has a compact support . Because (see, for instance, Lemma 7.6 of [18]), it follows that . Let us also define .
Since and are weak solutions of (2), taking the test function we get
[TABLE]
Using that (see e.g. [18]) a.e. in , where is the characteristic function of the set , it follows that
[TABLE]
Hence, from , we can use (9) to obtain
[TABLE]
Then, applying (7),
[TABLE]
where . Using the Hölder inequality, this gives
[TABLE]
Therefore, since and ,
[TABLE]
where . Recalling that and in , we have
[TABLE]
for all . Therefore, from (18) and (19), this gives
[TABLE]
By Theorem 4.1, the right-hand side converges to [math] as . On the other hand,
[TABLE]
so that, for each , we have
[TABLE]
Since a.e. in , it follows that
[TABLE]
Thus, is constant in . Recalling that in , we therefore have everywhere in , that is,
[TABLE]
Since is arbitrary, this gives the result, as claimed.
A uniqueness result is a direct consequence of this theorem:
Corollary 4.4
Let be a compact set of and be a continuous function on . Suppose that satisfies the conditions v-viii for . If are bounded weak solutions of (2) in satisfying on , then in .
Corollary 4.5
Let be a compact set of and be a continuous function on . Suppose that satisfies the conditions v-viii for . If is a bounded weak solution of (2) in satisfying on , then
[TABLE]
Proof: Observe that is a solution of (2) and satisfies on . Then, from Theorem 4.3, we get . Similarly, .
Remark 4.6
Observe that if satisfy
[TABLE]
in the weak sense, then we have
[TABLE]
instead of (17), for any nonnegative . Hence, if we assume that for any open set such that and , following the same steps as in Theorem 4.3, we obtain a similar comparison principle:
Theorem 4.7
Let be a compact set of and be bounded functions such that
[TABLE]
in the weak sense. Suppose that for any open set such that , that satisfies the conditions v-viii and that . If on , then
[TABLE]
Corollary 4.8
Let be a compact set of and be bounded functions such that
[TABLE]
in the weak sense, where for any open set such that . Suppose that satisfies the conditions v-viii and that . If on , then
[TABLE]
Proof: Since and satisfy the hypothesis of Remark 4.2, it follows that and are in for any open set such that . Therefore, from Theorem 4.7, we get the result.
Remark 4.9
*Observe that if satisfies conditions (i), (ii), (iv) and
(iii)’ is nondecreasing in ,
then satisfies conditions (v)-(viii). Hence all results in this section holds for if conditions (i),(ii),(iii)’ and (iv) are satisfied.*
5 Examples of non constant bounded solutions
In this section we build an example of weak solution of (1) in that is bounded, belongs to , but is not constant.
Indeed, for , and , we show that the problem
[TABLE]
has a bounded weak solution in .
Proposition 5.1
Problem (20) has a weak solution in .
Proof: First, let , and such that the balls are disjoint. Consider also such that for all , and define
[TABLE]
Using standard techniques, we can show that there exists a weak solution of
[TABLE]
We also know that for some (for instance, see [10] or Theorem 6.20 of [24]). By the maximum principle, in . For each , define
[TABLE]
where is as introduced in Proposition 2.1, associated to the -Laplacian problem, and is chosen such that
[TABLE]
Observe that and are weak solutions of in , radially symmetric with respect to and .
Since and are weak solutions of in , on and on , the comparison principle implies that in the annulus . Hence, using that if (recall that increases as increases and ), we have
[TABLE]
In the same way,
[TABLE]
For fixed, let be a decreasing sequence converging to [math] and . Given a compact set of , we have for large. Moreover, since , Theorem 1.1 of [21] (page 251) implies that
[TABLE]
for some and , where depends only on , , , and . Hence, Arzelà-Ascoli’s Theorem guarantees that some subsequence of , that we rename by , converges uniformly to some continuous function in . Considering a increasing sequence of compact subsets such that and using a diagonal process, we can find a continuous function and a subsequence that converges uniformly to on compact sets of .
We define . Observe that the uniform convergence of to in compacts implies that is a weak solution of in . Hence, for some . Then and, using that
[TABLE]
we have that for any . Therefore, . Thus can be extended continuously to , satisfying
[TABLE]
Finally, taking a sequence , using a compactness argument and a diagonal process, we get, as before, a subsequence converging to some function that is a weak solution of in . From (22), we get , proving the existence of solution to (20).
Remark 5.2
This proposition also holds if we replace the -Laplacian equation by equation (1), provided that, besides the conditions (i)-(iv), also satisfies (v)-(viii) to guarantee the regularity of weak solutions.
In the 2-D case, we illustrate in Fig. 1 the solution to Problem (7) as constructed in the proof of Proposition 4.1 in the particular case , , , with , . Note the expected symmetries ( is odd in , and even in ) and the asymptotic zero value in the far field.
**Fig. 1: The solution given in Proposition 4.1 (numerically computed).
Here, , , , , and . **
**Fig. 2: Three particular - profiles of the solution shown above
in Fig. 1, corresponding to the sections , , and , respectively. **
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