Boundary regularity for $p$-harmonic functions and solutions of obstacle problems on unbounded sets in metric spaces
Anders Bj\"orn, Daniel Hansevi

TL;DR
This paper extends boundary regularity theory for p-harmonic functions and obstacle problems to unbounded sets in metric spaces, establishing local regularity criteria and barrier classifications.
Contribution
It introduces boundary regularity results and barrier characterizations for p-harmonic functions on unbounded metric spaces, a novel extension of classical theory.
Findings
Barrier classification of regular boundary points established
Regularity is shown to be a local boundary property
Boundary regularity results for obstacle problem solutions obtained
Abstract
The theory of boundary regularity for -harmonic functions is extended to unbounded open sets in complete metric spaces with a doubling measure supporting a -Poincar\'e inequality, . The barrier classification of regular boundary points is established, and it is shown that regularity is a local property of the boundary. We also obtain boundary regularity results for solutions of the obstacle problem on open sets, and characterize regularity further in several other ways.
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Boundary regularity for -harmonic functions
and solutions of obstacle problems
on unbounded sets in metric spaces
Anders Björn and Daniel Hansevi
Anders Björn
*Department of Mathematics, Linköping University,
SE-581 83 Linköping, Sweden; [email protected]
Daniel Hansevi
Department of Mathematics, Linköping University,
SE-581 83 Linköping, Sweden; [email protected] *
(Preliminary version, )
Abstract. The theory of boundary regularity for -harmonic functions is extended to unbounded open sets in complete metric spaces with a doubling measure supporting a -Poincaré inequality, . The barrier classification of regular boundary points is established, and it is shown that regularity is a local property of the boundary. We also obtain boundary regularity results for solutions of the obstacle problem on open sets, and characterize regularity further in several other ways.
Key words and phrases: barrier, boundary regularity, Dirichlet problem, doubling measure, Kellogg property, metric space, nonlinear potential theory, obstacle problem, Perron solution, -harmonic function, Poincaré inequality.
Mathematics Subject Classification (2010): Primary: 31E05; Secondary: 30L99, 35J66, 35J92, 49Q20.
1 Introduction
Let be a nonempty bounded open set and let . The Perron method (introduced on in 1923 by Perron [47] and independently by Remak [48]) provides a unique function that is harmonic in and takes the boundary values in a weak sense, i.e., is a solution of the Dirichlet problem for the Laplace equation. A point is regular if for all . Regular boundary points were characterized in 1924 by the so-called Wiener criterion and in terms of barriers, by Wiener [51] and Lebesgue [42], respectively.
A nonlinear analogue is to consider the Dirichlet problem for -harmonic functions, which are solutions of the -Laplace equation , . This leads to a nonlinear potential theory, which has been studied since the 1960s, initially for , and later generalized to weighted , Riemannian manifolds, and other settings. For an extensive treatment in weighted , the reader may consult the monograph Heinonen–Kilpeläinen–Martio [33].
More recently, nonlinear potential theory has been developed on complete metric spaces equipped with a doubling measure supporting a -Poincaré inequality, , see, e.g., the monograph Björn–Björn [11] and the references therein. The Perron method was extended to this setting by Björn–Björn–Shanmugalingam [17] for bounded open sets and Hansevi [30] for unbounded open sets. Note that when is equipped with a measure , our assumptions on are equivalent to assuming that is -admissible as in [33], and our definition of -harmonic functions is equivalent to the one in [33], see Appendix A.2 in [11].
Boundary regularity for -harmonic functions on metric spaces was first studied by Björn [22] and Björn–MacManus–Shanmugalingam [26]. Björn–Björn–Shanmugalingam [16] obtained the Kellogg property saying that the set of irregular boundary points has capacity zero. Björn–Björn [9] obtained the barrier characterization, showed that regularity is a local property, and also studied boundary regularity for obstacle problems showing that they have essentially the same regular boundary points as the Dirichlet problem. These studies were pursued on bounded open sets.
In this paper we study boundary regularity for -harmonic functions on unbounded sets in metric spaces (satisfying the assumptions above). The boundary is considered within the one-point compactification of , and is in particular always compact. We also impose the condition that the capacity .
In this generality it is not known if continuous functions are resolutive, i.e., whether the upper and lower Perron solutions {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{\Omega}f and {\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{\Omega}f coincide. We therefore make the following definition.
Definition 1.1**.**
A boundary point is regular if
[TABLE]
With a few exceptions, we limit ourselves to studying regularity at finite boundary points.
Our main results can be summarized as follows.
Theorem 1.2**.**
Let and let for some .
The Kellogg property holds,* i.e., , where is the set of irregular boundary points.* 2. 2.
* is regular if and only if there is a barrier at .* 3. 3.
Regularity is a local property,* i.e., is regular with respect to if and only if it is regular with respect to .*
Once the barrier characterization 2 has been shown, the locality 3 follows easily. Our proofs of these facts are however intertwined, and even though we use that these facts are already known to hold for bounded open sets, our proof is significantly longer than the proof in Björn–Björn [9] (or [11]). On the other hand, once 3 has been deduced, 1 follows from its version for bounded domains. Several other characterizations of regularity are also given, see Sections 5 and 9.
We also study the associated (one-sided) obstacle problem with prescribed boundary values and an obstacle , where the solution is required to be greater than or equal to q.e. in (i.e., up to a set of capacity zero). This problem obviously reduces to the Dirichlet problem for -harmonic functions when . In Section 8, we show that if is a regular boundary point and is continuous at , then the solution of the obstacle problem attains the boundary value at in the limit, i.e.,
[TABLE]
if and only if \text{{C_{p}}-}\operatorname*{ess\,lim\,sup}_{\Omega\ni y\to x_{0}}\psi(y)\leq f(x_{0}). The results in Section 8 generalize the corresponding results in Björn–Björn [9] to unbounded sets, with some improvements also for bounded sets. These results are new even on unweighted .
Boundary regularity for -harmonic functions on was first studied by Maz*′*ya [45] who obtained the sufficiency part of the Wiener criterion in 1970. Later on the full Wiener criterion has been obtained in various situations including weighted and for Cheeger -harmonic functions on metric spaces, see [37], [43], [46], and [23]. The full Wiener criterion for -harmonic functions defined using upper gradients remains open even for bounded open sets in metric spaces (satisfying the assumptions above), but the sufficiency has been obtained, see [26] and [24], and a weaker necessity condition, see [25]. An important consequence of Theorem 1.2 3 is that the sufficiency part of the Wiener criterion holds for unbounded open sets. (Hence also the porosity-type conditions in Corollary 11.25 in [11] imply regularity for unbounded open sets.)
In nonlinear potential theory, the Kellogg property was first obtained by Hedberg [31] and Hedberg–Wolff [32] on (see also Kilpeläinen [36]). It was extended to homogeneous spaces by Vodop*′yanov [50], to weighted by Heinonen–Kilpeläinen–Martio [33], to subelliptic equations by Markina–Vodop′*yanov [44], and to bounded open sets in metric spaces by Björn–Björn–Shanmugalingam [16]. In some of these papers boundary regularity was defined in a different way than through Perron solutions, but these definitions are now known to be equivalent. See also [1] and [41] for the Kellogg property for -harmonic functions on .
Granlund–Lindqvist–Martio [28] were the first to define boundary regularity using Perron solutions for -harmonic functions, . They studied the case in and obtained the barrier characterization in this case for bounded open sets. Kilpeläinen [36] generalized the barrier characterization to and also deduced resolutivity for continuous functions. The results in [36] covered both bounded and unbounded open sets in unweighted , and were extended to weighted (with a -admissible measure) in Heinonen–Kilpeläinen–Martio [33, Chapter 9].
As already mentioned, the Perron method for -harmonic functions was extended to metric spaces in Björn–Björn–Shanmugalingam [17] and Hansevi [30]. It has also been extended to other types of boundaries in [19], [20], [27], and [7]. Various aspects of boundary regularity for -harmonic functions on bounded open sets in metric spaces have also been studied in [2], [4]–[10] and [13].
Very recently, Björn–Björn–Li [14] studied Perron solutions and boundary regular for -harmonic functions on unbounded open sets in Ahlfors regular metric spaces. There is some overlap with the results in this paper, but it is not substantial and here we consider more general metric spaces than in [14].
Acknowledgement. The first author was supported by the Swedish Research Council, grant 2016-03424.
2 Notation and preliminaries
We assume that is a metric measure space (which we simply refer to as ) equipped with a metric and a positive complete Borel measure such that for every ball . It follows that is separable, second countable, and Lindelöf (these properties are equivalent for metric spaces). For balls , we let for . The -algebra on which is defined is the completion of the Borel -algebra. We also assume that . Later we will impose further requirements on the space and on the measure. We will keep the discussion short, see the monographs Björn–Björn [11] and Heinonen–Koskela–Shanmugalingam–Tyson [35] for proofs, further discussion, and references on the topics in this section.
The measure is doubling if there exists a constant such that
[TABLE]
for every ball . A metric space is proper if all bounded closed subsets are compact, and this is in particular true if the metric space is complete and the measure is doubling.
We use the standard notation f_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}=\max\{f,0\} and f_{\mathchoice{\vbox{\hbox{\scriptstyle-}}}{\vbox{\hbox{\scriptstyle-}}}{\vbox{\hbox{\scriptscriptstyle-}}}{\vbox{\hbox{\scriptscriptstyle-}}}}=\max\{-f,0\}, and let denote the characteristic function of the set . Semicontinuous functions are allowed to take values in , whereas continuous functions will be assumed to be real-valued unless otherwise stated. For us, a curve in is a rectifiable nonconstant continuous mapping from a compact interval into , and it can thus be parametrized by its arc length .
By saying that a property holds for -almost every curve, we mean that it fails only for a curve family with zero -modulus, i.e., there exists a nonnegative such that for every curve .
Following Koskela–MacManus [40] we make the following definition, see also Heinonen–Koskela [34].
Definition 2.1**.**
A measurable function is a -weak upper gradient of the function if
[TABLE]
for -almost every curve , where we use the convention that the left-hand side is when at least one of the terms on the left-hand side is infinite.
Shanmugalingam [49] used -weak upper gradients to define so-called Newtonian spaces.
Definition 2.2**.**
The Newtonian space on , denoted , is the space of all extended real-valued functions such that
[TABLE]
where the infimum is taken over all -weak upper gradients of .
Shanmugalingam [49] proved that the associated quotient space is a Banach space, where if and only if . In this paper we assume that functions in are defined everywhere (with values in ), not just up to an equivalence class. This is important, in particular for the definition of -weak upper gradients to make sense.
Definition 2.3**.**
An everywhere defined, measurable, extended real-valued function on belongs to the Dirichlet space if it has a -weak upper gradient in .
A measurable set can be considered to be a metric space in its own right (with the restriction of and to ). Thus the Newtonian space and the Dirichlet space are also given by Definitions 2.2 and 2.3, respectively. If is proper and is open, then if and only if for every open such that is a compact subset of , and similarly for . If , then has a minimal -weak upper gradient in the sense that a.e. for all -weak upper gradients of .
Definition 2.4**.**
The (Sobolev) capacity of a set is the number
[TABLE]
where the infimum is taken over all such that on .
Whenever a property holds for all points except for those in a set of capacity zero, it is said to hold quasieverywhere (q.e.).
The capacity is countably subadditive, and it is the correct gauge for distinguishing between two Newtonian functions: If , then if and only if q.e. Moreover, if and a.e., then q.e.
There is a subtle, but important, difference to the standard theory on where the equivalence classes in the Sobolev space are (usually) up to sets of measure zero, while here the equivalence classes in are up to sets of capacity zero. Moreover, under the assumptions from the beginning of Section 3, the functions in and are quasicontinuous. On weighted , the Newtonian space therefore corresponds to the refined Sobolev space mentioned on p. 96 in Heinonen–Kilpeläinen–Martio [33].
In order to be able to compare boundary values of Dirichlet and Newtonian functions, we need the following spaces.
Definition 2.5**.**
For subsets and of , where is measurable, the Dirichlet space with zero boundary values in , is
[TABLE]
The Newtonian space with zero boundary values is defined analogously. We let and denote and , respectively.
The condition “ in ” can in fact be replaced by “ q.e. in ” without changing the obtained spaces.
Definition 2.6**.**
We say that supports a -Poincaré inequality if there exist constants, and (the dilation constant), such that
[TABLE]
for all balls , all integrable functions on , and all -weak upper gradients of .
In (2.1), we have used the convenient notation . Requiring a Poincaré inequality to hold is one way of making it possible to control functions by their -weak upper gradients.
3 The obstacle problem and -harmonic functions
We assume from now on that , that is a complete metric measure space supporting a -Poincaré inequality, that is doubling, and that is a nonempty (possibly unbounded) open subset with .
One of our fundamental tools is the following obstacle problem, which in this generality was first considered by Hansevi [29].
Definition 3.1**.**
Let be a nonempty open subset with . For and , let
[TABLE]
We say that is a *solution of the *-obstacle problem (with obstacle and boundary values ) if
[TABLE]
When , we usually denote by .
It was proved in Hansevi [29, Theorem 3.4] that the -obstacle problem has a unique (up to sets of capacity zero) solution whenever is nonempty. Furthermore, in this case, there is a unique lsc-regularized solution of the -obstacle problem, by Theorem 4.1 in [29]. A function is lsc-regularized if , where the lsc-regularization of is defined by
[TABLE]
Definition 3.2**.**
A function is a minimizer in if
[TABLE]
If (3.1) only holds for all nonnegative , then is a superminimizer.
Moreover, a function is -harmonic if it is a continuous minimizer.
Kinnunen–Shanmugalingam [39, Proposition 3.3 and Theorem 5.2] used De Giorgi’s method to show that every minimizer has a Hölder continuous representative such that q.e. They also obtained the strong maximum principle [39, Corollary 6.4] for -harmonic functions. Björn–Marola [21, p. 362] obtained the same conclusions using Moser iterations. See alternatively Theorems 8.13 and 8.14 in [11]. Note that (under our assumptions), by Proposition 4.14 in [11].
If is continuous as an extended real-valued function, and , then the lsc-regularized solution of the -obstacle problem is continuous, by Theorem 4.4 in Hansevi [29]. Thus the following definition makes sense. It was first used in this generality by Hansevi [29, Definition 4.6].
Definition 3.3**.**
Let be a nonempty open set with . The -harmonic extension of to is the continuous solution of the -obstacle problem. When , we usually write instead of .
Definition 3.4**.**
A function is superharmonic in if
- (i).
is lower semicontinuous; 2. (ii).
is not identically in any component of ; 3. (iii).
for every nonempty open set such that is a compact subset of and all , we have in whenever on .
A function is subharmonic if is superharmonic.
There are several other equivalent definitions of superharmonic functions, see, e.g., Theorem 6.1 in Björn [3] (or Theorem 9.24 and Propositions 9.25 and 9.26 in [11]).
An lsc-regularized solution of the obstacle problem is always superharmonic, by Proposition 3.9 in Hansevi [29] together with Proposition 7.4 in Kinnunen–Martio [38] (or Proposition 9.4 in [11]). On the other hand, superharmonic functions are always lsc-regularized, by Theorem 7.14 in Kinnunen–Martio [38] (or Theorem 9.12 in [11]).
When proving Theorem 9.2 we will need the following generalization of Proposition 7.15 in [11], which may be of independent interest.
Lemma 3.5**.**
Let be superharmonic in and let be a bounded nonempty open subset such that and . Then is the lsc-regularized solution of the -obstacle problem.
The boundedness assumption cannot be dropped. To see this, let and \Omega=V=\mathbb{R}^{n}\setminus{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}} in unweighted . Then is superharmonic in and belongs to . However, is the lsc-regularized solution of the -obstacle problem.
- Proof.
Corollary 9.10 in [11] implies that is superharmonic in , and hence it follows from Corollary 7.9 and Theorem 7.14 in Kinnunen–Martio [38] (or Corollary 9.6 and Theorem 9.12 in [11]) that is an lsc-regularized superminimizer in . Because , it is clear that . Let and let . Then \varphi:=w-u=(v-u)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in D^{p}_{0}(V), and since supports a -Friedrichs inequality (Definition 2.6 in Björn–Björn [12]) and is bounded, we have , by Proposition 2.7 in [12]. Because q.e. in , it follows from Definition 3.2 that
[TABLE]
Hence is the lsc-regularized solution of the -obstacle problem. ∎
4 Perron solutions
In addition to the assumptions given at the beginning of Section 3, from now on we make the convention that if is unbounded, then the point at infinity, , belongs to the boundary . Topological notions should therefore be understood with respect to the one-point compactification .
Since continuous functions are assumed to be real-valued, every function in is bounded even if is unbounded.
Definition 4.1**.**
Given a function , let be the collection of all functions that are superharmonic in , bounded from below, and such that
[TABLE]
The upper Perron solution of is defined by
[TABLE]
Let be the collection of all functions that are subharmonic in , bounded from above, and such that
[TABLE]
The lower Perron solution of is defined by
[TABLE]
If {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{\Omega}f={\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{\Omega}f, then we denote the common value by . Moreover, if is real-valued, then is said to be resolutive (with respect to ). We often write instead of , and similarly for {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f and {\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f.
Immediate consequences of the definition are: {\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f=-{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}(-f) and {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f\leq{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}h whenever on . If and , then {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}(\alpha+\beta f)=\alpha+\beta{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f. Corollary 6.3 in Hansevi [30] shows that {\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f\leq{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f. In each component of , {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f is either -harmonic or identically , by Theorem 4.1 in Björn–Björn–Shanmugalingam [17] (or Theorem 10.10 in [11]); the proof is local and applies also to unbounded .
Definition 4.2**.**
Assume that is unbounded. Then is -parabolic if for every compact , there exist functions such that on for all , and
[TABLE]
Otherwise, is -hyperbolic.
For examples of -parabolic sets, see, e.g., Hansevi [30]. The main reason for introducing -parabolic sets in [30] was to be able to obtain resolutivity results. We formulate this in a special case, which will be sufficient for us.
Theorem 4.3**.**
([17, Theorem 6.1] and [30, Theorems 7.5 and 7.8])* Assume that is bounded or -parabolic.*
If ,* then is resolutive.*
If and is defined (with a value in ), then is resolutive and .
Recall from Section 2 that under our standing assumptions, the equivalence classes in only contain quasicontinuous representatives. This fact is crucial for the validity of the second part of Theorem 4.3.
5 Boundary regularity
For unbounded -hyperbolic sets resolutivity of continuous functions is not known, which will be an obstacle to overcome in some of our proofs below. This explains why regularity was defined using upper Perron solutions in Definition 1.1. In our definition it is not required that is bounded, but if it is, then it follows from Theorem 4.3 that it coincides with the definitions of regularity in Björn–Björn–Shanmugalingam [16], [17], and Björn–Björn [9], [11], where regularity is defined using or . Thus we can use the boundary regularity results from these papers when considering bounded sets.
Since {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f=-{\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}(-f), the same concept of regularity is obtained if we replace the upper Perron solution by the lower Perron solution in Definition 1.1.
Theorem 5.1**.**
Let . Fix and define by
[TABLE]
and
[TABLE]
Then the following are equivalent:**
The point is regular. 2. 2.
It is true that
[TABLE] 3. 3.
It is true that
[TABLE]
for all that are bounded from above on and upper semicontinuous at . 4. 4.
It is true that
[TABLE]
for all that are bounded on and continuous at . 5. 5.
It is true that
[TABLE]
for all .
The particular form of is not important. The same characterization holds for any nonnegative continuous function which is zero at and only at . For the later applications in this paper it will also be important that , which is true for .
- Proof.
2 3 Fix . Since is upper semicontinuous at , there exists an open set such that and for all . Let \beta=\sup_{\partial\Omega}(f-\alpha)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}} and . (Note that if .) Then and on , and hence it follows that
[TABLE]
Letting yields the desired result.
3 4 Let be bounded on and continuous at . Both and satisfy the hypothesis in 3. The conclusion in 4 follows as
[TABLE]
5 1 This is analogous to the proof of 3 4. ∎
We will mainly concentrate on the regularity of finite points in the rest of the paper.
6 Barrier characterization of regular points
Definition 6.1**.**
A function is a barrier (with respect to ) at if
- (i).
is superharmonic in ; 2. (ii).
; 3. (iii).
for every .
Superharmonic functions satisfy the strong minimum principle, i.e., if is superharmonic and attains its minimum in some component of , then is constant (see Theorem 9.13 in [11]). This implies that a barrier is always nonnegative, and furthermore, that a barrier is positive if every component has a boundary point in .
Theorem 6.2**.**
If and is a ball such that ,* then the following are equivalent*:**
The point is regular. 2. 2.
There is a barrier at . 3. 3.
There is a positive continuous barrier at . 4. 4.
The point is regular with respect to . 5. 5.
There is a positive barrier with respect to at . 6. 6.
There is a continuous barrier with respect to at , such that for all .
We first show that parts 3 to 6 are equivalent, and that 3 2 1. To conclude the proof we then show that 1 3, which is by far the most complicated part of the proof.
In the next section, we will use this characterization to obtain the Kellogg property for unbounded sets. In the proof below we will however need the Kellogg property for bounded sets, which for metric spaces is due to Björn–Björn–Shanmugalingam [16, Theorem 3.9]. (See alternatively [11, Theorem 10.5].)
We do not know if the corresponding characterizations of regularity at holds, but the proof below shows that the existence of a barrier implies regularity also at .
- Proof.
3 5 Suppose that is a positive barrier with respect to at . Then is superharmonic in , by Corollary 9.10 in [11]. Clearly, satisfies condition (ii) in Definition 6.1 with respect to , and since is positive and lower semicontinuous in , also satisfies condition (iii) in Definition 6.1 with respect to . Thus is a positive barrier with respect to at .
5 4 This follows from Theorem 4.2 in Björn–Björn [9] (or Theorem 11.2 in [11]). Alternatively one can appeal to the proof of 2 1 below.
4 6 This follows from Theorem 6.1 in [9] (or Theorem 11.11 in [11]).
6 3 Suppose that is a continuous barrier with respect to at such that for all . Let and let
[TABLE]
Then is continuous, and hence superharmonic in by Lemma 9.3 in [11] and the pasting lemma for superharmonic functions, Lemma 3.13 in Björn–Björn–Mäkäläinen–Parviainen [15] (or Lemma 10.27 in [11]). Furthermore, clearly satisfies conditions (ii) and (iii) in Definition 6.1, and is thus a positive continuous barrier with respect to at .
3 2 This implication is trivial.
2 1 Suppose that . (Thus we include the case when proving this implication.) Let and fix . Then the set is open relative to , and \beta:=\sup_{\partial\Omega}(f-\alpha)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}<\infty. Assume that is a barrier at , and extend lower semicontinuously to the boundary by letting
[TABLE]
Because is lower semicontinuous and satisfies condition (iii) in Definition 6.1, we have . (Note that if .) It follows that
[TABLE]
Since is bounded from below and superharmonic, we have , and hence {\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f\leq h in . As is a barrier, it follows that
[TABLE]
Letting , and appealing to Theorem 5.1 shows that is regular.
1 3 Assume that is regular. We begin with the case when . Let be given by (5.1). We let be the continuous solution of the -obstacle problem, which is superharmonic (see Section 3) and hence satisfies condition (i) in Definition 6.1. We also extend to by letting outside so that . Then (as ), and thus . Since and are continuous, we see that is open and on .
Suppose that . Proposition 3.7 in Hansevi [29] implies that is the continuous solution of the -obstacle problem. Since in , we have , and hence, by Theorem 4.3,
[TABLE]
The Kellogg property for bounded sets (Theorem 3.9 in Björn–Björn–Shanmugalingam [16] or Theorem 10.5 in [11]) implies that is regular with respect to as . It thus follows that
[TABLE]
On the other hand, if , then
[TABLE]
and hence as regardless of the position of on . (Note that it is possible that belongs to both and .) Thus satisfies condition (ii) in Definition 6.1.
Furthermore, also satisfies condition (iii) in Definition 6.1, as
[TABLE]
Thus is a positive continuous barrier at .
Now we consider the case when . As the capacity is an outer capacity, by Corollary 1.3 in Björn–Björn–Shanmugalingam [18] (or [11, Theorem 5.31]), . This, together with the fact that , shows that we can find a ball with sufficiently small radius so that . Let be defined by
[TABLE]
Let be the continuous solution of the -obstacle problem, and extend to by letting outside . Then in . Let u={\mathchoice{\hbox to0.0pt{\underline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\underline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{\Omega}w, where
[TABLE]
Then is -harmonic, see Section 4, and in particular continuous. Thus satisfies condition (i) in Definition 6.1.
Because is regular and is continuous at and bounded, it follows from Theorem 5.1 that satisfies condition (ii) in Definition 6.1, as
[TABLE]
Let . Clearly, in . Suppose that and let be a component of . Then
[TABLE]
and hence Lemma 4.3 in Björn–Björn [9] (or Lemma 4.5 in [11]) implies that . Let be a sufficiently large ball so that . Since , it follows from the Kellogg property for bounded sets (Theorem 3.9 in Björn–Björn–Shanmugalingam [16] or Theorem 10.5 in [11]) that there is a point that is regular with respect to . As in (6.1) for , we have v|_{G^{\prime}}={\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{G^{\prime}}v, and it follows that
[TABLE]
Thus in . As is -harmonic in (by Theorem 4.4 in Hansevi [29]), it follows from the strong maximum principle (see Corollary 6.4 in Kinnunen–Shanmugalingam [39] or [11, Theorem 8.13]), that in (and thus also in ). We conclude that in .
Let . By compactness, we have . Since v|_{(\Omega\cup 2B)\setminus{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle B}\kern 0.0pt}\hss}{B}}}} is the continuous solution of the {\mathscr{K}}_{h,v}((\Omega\cup 2B)\setminus{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle B}\kern 0.0pt}\hss}{B}}})-obstacle problem (by Proposition 3.7 in [29]) and in (\Omega\cup 2B)\setminus{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle B}\kern 0.0pt}\hss}{B}}}, we see that \sup_{(\Omega\cup 2B)\setminus{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle B}\kern 0.0pt}\hss}{B}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle B}\kern 0.0pt}\hss}{B}}}}v=m. It follows that
[TABLE]
Moreover, as is continuous in , it follows that
[TABLE]
and hence
[TABLE]
Since is bounded and superharmonic in , defining in the particular way on as we did in (6.2) makes sure that , and hence in . It follows that is positive and satisfies condition (iii) in Definition 6.1, as
[TABLE]
Thus is a positive continuous barrier at . ∎
7 The Kellogg property
Theorem 7.1**.**
(The Kellogg property)* If is the set of irregular points in , then .*
- Proof.
Cover by a countable set of balls and let . Furthermore, let be the set of irregular boundary points of , . Theorem 6.2 (using that 1 4) implies that . Moreover, , by the Kellogg property for bounded sets (Theorem 3.9 in Björn–Björn–Shanmugalingam [16] or Theorem 10.5 in [11]). Hence for all , and thus by the subadditivity of the capacity, . ∎
As a consequence of Theorem 7.1 we obtain the following result, which in the bounded case is a direct consequence of the results in Björn–Björn–Shanmugalingam [16], [17].
Theorem 7.2**.**
If ,* then there exists a bounded -harmonic function on such that there is a set with so that*
[TABLE]
If moreover,* is bounded or -parabolic*,* then is unique and .*
Existence holds also for -hyperbolic sets, which follows from the proof below, but uniqueness can fail. To see this, let and \Omega=\mathbb{R}^{n}\setminus{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle B(0,1)}\kern 0.0pt}\hss}{B(0,1)}}} in unweighted . Then both and are functions that are -harmonic in and satisfy (7.1) when , with .
- Proof.
Let u={\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}f and let be the set of irregular boundary points in . Then by the Kellogg property (Theorem 7.1), and is bounded, -harmonic, and satisfies (7.1), which shows the existence.
For uniqueness, suppose that is bounded or -parabolic, and that is a bounded -harmonic function that satisfies (7.1). By Lemma 5.2 in Björn–Björn–Shanmugalingam [19], {{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle C}\kern 0.0pt}\hss}{C}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle C}\kern 0.0pt}\hss}{C}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle C}\kern 0.0pt}\hss}{C}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle C}\kern 0.0pt}\hss}{C}}}_{p}}(E,\Omega)\leq{C_{p}}(E) (the proof is valid also if is unbounded), and hence Corollary 7.9 in Hansevi [30] implies that . ∎
Another consequence of the barrier characterization is the following restriction result.
Proposition 7.3**.**
Let be regular,* and let be open and such that . Then is regular also with respect to .*
- Proof.
Using the barrier characterization the proof of this fact is almost identical to the proof of the implication 3 5 in Theorem 6.2. We leave the details to the reader. ∎
8 Boundary regularity for obstacle problems
Theorem 8.1**.**
Let and be functions such that ,* and let be the lsc-regularized solution of the -obstacle problem. If is regular*,* then*
[TABLE]
where
[TABLE]
Roughly speaking, is the of at in the Sobolev sense and is the corresponding .
Observe that it is not possible to replace by , since it can happen that \text{{C_{p}}-}\operatorname*{ess\,lim\,sup}_{\Omega\ni y\to x_{0}}\psi(y)>M^{\prime}, see Example 5.7 in Björn–Björn [9] (or Example 11.10 in [11]).
In the case when is bounded, this improves upon Theorem 5.6 in [9] (and Theorem 11.6 in [11]) in two ways: By allowing for and by having (two) equalities in (8.1), instead of inequalities.
Lemma 8.2**.**
Assume that . If for some ball ,* then .*
- Proof.
Let for some ball . Extend to by letting be equal to zero in so that . Theorem 4.14 in [11] implies that , and hence . As in , it follows that . ∎
It follows from Lemma 8.2 that the space in the expressions for and in Theorem 8.1 can in fact be replaced by the space without changing the values of and .
- Proof of Theorem 8.1.
Let be real and, using Lemma 8.2, find a ball , with , so that (f-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in N^{1,p}_{0}(\Omega;B) and k\geq\text{{C_{p}}-}\operatorname*{ess\,sup}_{B\cap\Omega}\psi. Let and let
[TABLE]
Since 0\leq(u-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\leq(u-f)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}+(f-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in N^{1,p}_{0}(\Omega;B), Lemma 5.3 in Björn–Björn [9] (or Lemma 2.37 in [11]) shows that (u-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in N^{1,p}_{0}(\Omega;B). Because \max\{u,k\}=k+(u-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}, we see that (v-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in N^{1,p}_{0}(V;B) and . Let . The boundary weak Harnack inequality (Lemma 5.5 in [9] or Lemma 11.4 in [11]) implies that is bounded from above on .
By Lemma 4.7 in Hansevi [29], it follows that
[TABLE]
and hence is a solution of the -obstacle problem. Furthermore, Proposition 3.7 in [29] shows that is a solution of the -obstacle problem, and thus in , by Lemma 4.2 in [29]. Hence is bounded from above on , and thus is bounded on .
By replacing by in the previous paragraph, we see that in . It follows from Theorem 4.3 (after multiplication by a suitable cutoff function) that H_{U}v={\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}_{U}v. Theorem 6.2 asserts that is regular also with respect to . Hence, as on , Theorem 5.1 shows that
[TABLE]
Taking infimum over all shows that
[TABLE]
Now let be real. Then there is a ball such that in , and hence (u-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\equiv 0 in . It follows that
[TABLE]
and thus (f-k)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in D^{p}_{0}(\Omega;B), by Lemma 2.8 in Hansevi [29]. This implies that , and hence taking infimum over all shows that
[TABLE]
We also know that q.e., so that
[TABLE]
which combined with (8.2) and (8.3) shows that
[TABLE]
and thus we have shown the last equality in (8.1).
To prove the other equality, let . Then there is a ball such that in , and hence (k-u)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\equiv 0 in . Lemma 2.8 in Hansevi [29] implies that (f-k)_{\mathchoice{\vbox{\hbox{\scriptstyle-}}}{\vbox{\hbox{\scriptstyle-}}}{\vbox{\hbox{\scriptscriptstyle-}}}{\vbox{\hbox{\scriptscriptstyle-}}}}\in D^{p}_{0}(\Omega;B), since
[TABLE]
Thus , and hence taking supremum over all shows that
[TABLE]
We complete the proof by applying the first part of the proof to and . Note that is the lsc-regularized solution of the -obstacle problem, and that , by Lemma 4.2 in Hansevi [29]. Let
[TABLE]
Then, as
[TABLE]
it follows that
[TABLE]
Theorem 8.3**.**
Let and be functions such that ,* and let be the lsc-regularized solution of the -obstacle problem. Assume that is regular and that either*
* exists*,* or* 2. 2.
* for some ball , and is continuous at .*
Then if and only if f(x_{0})\geq\text{{C_{p}}-}\operatorname*{ess\,lim\,sup}_{\Omega\ni y\to x_{0}}\psi(y).
In both cases we allow to be .
Note that it is possible to have f(x_{0})<\text{{C_{p}}-}\operatorname*{ess\,lim\,sup}_{\Omega\ni y\to x_{0}}\psi(y) and still have a solvable obstacle problem, see Example 5.7 in Björn–Björn [9] (or Example 11.10 in [11]).
The proof of Theorem 8.3 is similar to the proof of Theorem 5.1 in Björn–Björn [9] (or Theorem 11.8 in [11]), but appealing to Theorem 8.1 above instead of Theorem 5.6 in [9] (or Theorem 11.6 in [11]). That one can allow for seems not to have been noticed before.
- Proof.
Let , , and be defined as in Theorem 8.1. We first show that . If there is nothing to prove, so assume that and let be real. Also let be chosen so that
[TABLE]
with the additional requirement that in case 2. Then (f-\alpha)_{\mathchoice{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}{\vbox{\hbox{\scriptscriptstyle+}}}}\in D^{p}_{0}(\Omega;B^{\prime}) and thus . Letting shows that . Applying this to yields .
If f(x_{0})\geq\text{{C_{p}}-}\operatorname*{ess\,lim\,sup}_{\Omega\ni y\to x_{0}}\psi(y), then by Theorem 8.1,
[TABLE]
and hence .
Conversely, if f(x_{0})<\text{{C_{p}}-}\operatorname*{ess\,lim\,sup}_{\Omega\ni y\to x_{0}}\psi(y), then, as q.e., we have
[TABLE]
The following corollary is a special case of Theorem 8.3. (For the existence of a continuous solution see Section 3.)
Corollary 8.4**.**
Let and let be the continuous solution of the -obstacle problem. If is regular,* then .*
9 Additional regularity characterizations
Theorem 9.1**.**
Let and let be a ball such that . Then the following are equivalent:**
The point is regular. 2. 2.
For all and all such that and
[TABLE]
(where the limit in the middle is assumed to exist in **), the lsc-regularized solution of the -obstacle problem satisfies
[TABLE] 3. 3.
*For all and all such that , is continuous at *(with ), and
[TABLE]
the lsc-regularized solution of the -obstacle problem satisfies
[TABLE] 4. 4.
The continuous solution of the -obstacle problem,* where is defined by (5.1), satisfies*
[TABLE]
Moreover,* is a positive continuous barrier at .*
- Proof.
1 2 and 1 3 These implications follow from Theorem 8.3.
2 4 and 3 4 That (9.1) holds follows directly since 2 or 3 holds. Moreover, as everywhere in , we see that
[TABLE]
As is superharmonic (see Section 3), it is a positive continuous barrier at .
4 1 Since is a barrier at , Theorem 6.2 implies that is regular. ∎
Theorem 9.2**.**
Let and let be a ball such that . Then 1 implies parts 2–4 below. Moreover,* if is bounded or -parabolic*,* then parts 1–4 are equivalent.*
The point is regular. 2. 2.
It is true that
[TABLE]
for all such that exists. 3. 3.
It is true that
[TABLE]
for all such that is continuous at . 4. 4.
It is true that
[TABLE]
for all that are superharmonic in and such that is lower semicontinuous at .
As in Theorems 8.3 and 9.1 we allow for in 2–4. We do not know if 1–4 are equivalent when is -hyperbolic.
- Proof.
1 2 and 1 3 Apply Theorem 9.1 to (with ). Then these implications are immediate as is the continuous solution of the -obstacle problem.
1 4 Theorem 6.2 asserts that the point is regular with respect to . If there is nothing to prove, so assume that and let be real.
As is lower semicontinuous at , there is such that and in .
Let , which is also superharmonic in , by Lemma 9.3 in [11]. It thus follows from Lemma 3.5 that is the lsc-regularized solution of the -obstacle problem. Since in , we have
[TABLE]
By applying Theorem 8.1 with and in the place of and , respectively, we see that , where is as in Theorem 8.1, and hence
[TABLE]
Letting yields the desired result.
We now assume that is bounded or -parabolic.
2 1 and 3 1 Observe that the function in Theorem 5.1 satisfies the conditions for in both 2 and 3. Theorem 4.3 applies to , and hence it follows that is regular, by Theorem 5.1, as
[TABLE]
[TABLE]
Because both and satisfy the hypothesis in 4, we have
[TABLE]
and
[TABLE]
Theorem 4.3 implies that Hd_{x_{0}}={\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}d_{x_{0}}, and hence
[TABLE]
which shows that \lim_{\Omega\ni y\to x_{0}}{\mathchoice{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\displaystyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\textstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptstyle P}\kern 0.0pt}\hss}{P}}{\hbox to0.0pt{\kern 0.0pt\kern 0.0pt\overline{\phantom{\scriptscriptstyle P}\kern 0.0pt}\hss}{P}}}d_{x_{0}}(y)=0. Thus is regular by Theorem 5.1. ∎
The following two results remove the assumption of bounded sets from the -harmonic versions of Lemma 7.4 and Theorem 7.5 in Björn [6] (or Theorem 11.27 and Lemma 11.32 in [11]).
Theorem 9.3**.**
If is irregular with respect to ,* then there is exactly one component of with such that is irregular with respect to .*
Lemma 9.4**.**
Suppose that and are nonempty disjoint open subsets of . If ,* then is regular with respect to at least one of these sets.*
The lemma follows directly from the sufficiency part of the Wiener criterion, see [6] or [11]. With straightforward modifications of the proof of Theorem 7.5 in [6] (or Theorem 11.27 in [11]), we obtain a proof for Theorem 9.3. For the reader’s convenience, we give the proof here.
- Proof of Theorem 9.3.
Suppose that is irregular. Then Theorem 5.1 implies that
[TABLE]
Let be a sequence in such that
[TABLE]
Assume that there are infinitely many components of containing points from the sequence . Then we can find a subsequence such that each component of contains at most one point from the sequence . Let be the component of containing , . Then
[TABLE]
and thus is irregular both with respect to and with respect to , by Theorem 5.1. Since and are disjoint, this contradicts Lemma 9.4. We conclude that there are only finitely many components of containing points from the sequence .
Thus there is a component that contains infinitely many of the points from the sequence . So there is a subsequence such that for every . It follows that and as
[TABLE]
must be irregular with respect to .
Finally, if is any other component of with , then, by Lemma 9.4, is regular with respect to . ∎
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