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(Series in Analysis 3) S. Kesavan-Symmetrization & Applications-World Scientific (2006)
(Series in Analysis 3) S. Kesavan-Symmetrization & Applications-World Scientific (2006)
(Series in Analysis 3) S. Kesavan-Symmetrization & Applications-World Scientific (2006)
Symmetrization &
Applications
\t
(acav
Symmetnzation & Applications
SERIES IN ANALYSIS
Series Editor: Professor Roderick Wong
City University of Hong Kong, Hong Kong, China
Published
S Kesavan
The Institute of Mathematical Sciences, India
l | p World Scientific
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ISBN 981-256-733-X
L2 > 4TTA,
where L stands for the perimeter and A for the enclosed area of a domain
in the plane. Equality is attained only for the disc. In three dimensional
space, if S is the surface area of a body and V its volume, then
S 3 > 367ry2
and equality is attained only for the sphere. Thus, of all bodies of given
volume, the sphere, and the sphere alone, has least surface area. (Why are
soap bubbles spherical in shape? The soap bubble will attain a position of
equilibrium when the potential energy due to surface tension is minimal.
This energy is proportional to the surface area of the bubble. Hence, for a
given volume of air blown to form a bubble, it will take the spherical shape
which has the least surface area.) These two inequalities can be generalized
to all space dimensions.
In a broader sense, an isoperimetric problem tries to optimize a given
domain dependent functional keeping some geometric parameter of the do-
main (like its volume) fixed. The study of such problems started with the
conjecture of Saint Venant in 1856 regarding the optimal shape of the cross
section of a prism in order to maximize its torsional rigidity. This was
finally settled by Polya in 1948. In 1894, Lord Rayleigh, in his treatise
on the theory of sound, made conjectures regarding the vibrations of cer-
V
VI Symmetrization and Applications
Let u : Q C RN -> K.
\—\ a u . ,„ .
Au dlv v
= Eas = (^
• u# (resp. u#) denotes the unidimensional decreasing (resp. in-
creasing) rearrangement of u (cf. Section 1.1 (resp. Section 1.4)).
• u* (resp. u*) denotes the spherically symmetric and decreasing
(resp. increasing) rearrangement of u (cf. Section 1.3 (resp. Section
1.4)).
Function Spaces
ix
x Symmetrization and Applications
Preface v
Notations ix
1. Symmetrization 1
1.1 The Decreasing Rearrangement 1
1.2 Some Rearrangement Inequalities 8
1.3 Schwarz Symmetrization 13
1.4 Variations on the Theme 15
3. Comparison Theorems 47
3.1 Talenti's Theorem 47
3.2 The Equality Case 53
3.3 Sobolev Imbeddings 63
3.4 The Obstacle Problem 66
3.5 Electrostatic Capacity 70
3.6 The Saint Venant Problem 73
3.7 Comments 80
xi
xii Symmetrization and Applications
4. Eigenvalue Problems 83
4.1 The Faber - Krahn Inequality 83
4.2 The Szego - Weinberger Inequality 89
4.3 Chiti's Theorem 95
4.4 The Payne - Polya - Weinberger Conjecture 98
4.5 Rayleigh's Conjecture for Clamped Plates 105
4.6 The Buckling Problem 116
4.7 Comments 122
Index 147
Chapter 1
Symmetrization
The sets {u < t}, {u > £}, {u = t} and so on are defined by analogy. Then
the distribution function of u is given by
1
2 Symmetrization and Applications
0 0.5
2 + y, - 2 < y < - l
l,-l<y<0
u(y)
1 + y, 0 < y < 0 . 5
2 - 2/, 0.5 < y < 2.
Symmetrization
and that
(3-s)/2, 0 < s < l
u#(s) 1, 1 < s < 2
(4-s)/2, 2 < s <4.
1.5 ,#
1.5
Proof: (i) Let si < s2. Then \{u > t}\ < s\ implies that \{u > t}\ < s2.
Thus,
Definition 1.1.2 Two real valued functions (with possibly different do-
mains of definition) are said to be equimeasurable if they have the same
distribution function. Equimeasurable functions are said to be rearrange-
ments of each other.
Proposition 1.1.3 The functions u : Q —> R and u* : [0, |fi|] —> R are
equimeasurable, i.e., for all t,
Proof: If vft(s) > t, then, by definition, it follows that \{u > t}\ > s.
Thus,
On the other hand, let |{u* > t}| — s. By the left-continuity and the
non-increasing nature of u # , it follows that u#(s) = t. Then, by definition,
\{u>t}\ <s. Thus,
\{u>t}\ = \{u*>t}\.
\{u>t}\ = \{u*>t}\.
|{«<t}| = |{«#<*}|-
Proof: The first relation of (1.1.5) has already been proved. The rest fol-
low easily by complementation and suitable limiting arguments. •
Remark 1.1.3 The above proposition, in the light of Definition 1.1.2, ex-
plains why u# is called a rearrangement of u. The decreasing rearrangement
is just one example of a wide variey of such constructions. The reader is
referred to the book of [Kawohl (1985)] for examples of different kinds of
rearrangements. •
Corollary 1.1.2 If u > 0, and if u e Lp(Cl) for 1 < p < oo; then
u* GLP((0,|fi|)) and
IMIp.n - llu#llp,(o,|n|)-
Proof: Let E = [£,oo] and set F(£) = XE(0> where XE is the indicator
(or characteristic) function of E. Then
Remark 1.1.5 Since the proofs of Theorem 1.1.1. and its consequences
depended only on the equimeasurability, these results also hold for other
types of rearrangements. •
Proof: If t < u(s), then, since u is non-increasing, \{u > t}\ > s. Hence,
u*(s) > t, by definition. This implies that
for h > 0. Thus, by definition, u#(s) < u(s — h). Hence, as h J, 0, we get,
using the continuity of u at s, that
Thus, by (1.1.8) and (1.1.9), we get that u#(s) = u(s) at all points of
continuity of u. The result stands proved since u, being monotonic, admits
at most only a countable number of discontinuities. •
Proposition 1.1.4 Let tft : R —> R be a non-decreasing function. Let
u : Q, —* R, where Q, C M.N is bounded. Then
Step 2. The result will be proved if we can show that 4>(u#) and (V"(u))*
are both equimeasurable and non-increasing on [0, |fi|]. That they are non-
increasing follows from the definition of the rearrangement and the fact
that ij) is non-decreasing. Now,
= \Mu)>t}\ = |{W«))#>t}|.
The equality of the two integrals above is a consequence of Theorem 1.1.1
since the function s •-» X{^>t}(5) ls a non-negative Borel function. The
last equality is a consequence of the equimeasurability of a function and its
rearrangement. •
8 Symmetrization and Applications
(v -f c)* = w* + c.
| / ( x ) - p ( x ) | < ||/-9||oo,n.
Thus,
Thus,
= Jn(2h(x)-f(x)-g(x))dx
= fn\f{x) - 9{x)\dx
which proves the result for p — 1. •
Theorem 1.2.1 Let 1 < p < oo. The mapping u \—• u# is continuous
fromLp{n) into LP({0,\n\)).
Proof: If p = 1 o r p = oo, the result follows from the preceding proposition.
Let 1 < p < oo. Let un —> u in L P (H). Since ft is bounded, it follows that
un —» u in L 1 (fi) as well and so u# —> u * in L 1 ((0, |H|)). Hence, for a
subsequence, ujjf —> u# a.e. Further,
Proof: Let v = u\E- If s € [0, ^(J, and if \{u > t}\ < s, then
Thus
{ t | \{u>t}\<s} C {t\,\{v>t}\<s}
10 Symmetrization and Applications
Et = {x e O I u(x) > t}
Ft = {x e n J u(x) < t) = n\Et.
Define b : R x U -> R by
Xs t (z) */ t > 0
!
^ ' ^ -XF t (x) i / t < 0 .
TTien
i-oo
b(t,x)dt. (1.2.4)
/ -OO
/
b(t,x)dt — / dt = u(x).
If u(a;) < 0, then -oo ^0
+oo /*0
di = u(x).
/ (x)
b{t,x)dt = -
-oo «/u(:
Lemma 1.2.2 Let / , g : fi —> R wt/i # integrable over fl. Let a < f <
b < -f oo with a G R. T/ien
/(a) = / XEt(x)dt
Jo
Symmetrization 11
Exercise 1.2.1 In the above proposition, if b G R and if —oo < a < f <b,
show that
a
= /J"' 9*(s)ds + $ba J{f>t} g(x)dxdt
<aCg*{s)ds + !hJ]o{S>^9*{s)dsdt
= aC9ns)ds + Jbaf}i{f*>t»g#(s)dsdt
= f^f*(s)9*(s)d8
where the last equality comes from applying (1.2.5) to / # and g#.
If 1 < p < oo, the general case can be completed by a density argument
since we know that the mapping u t—* u# is continuous from Lp(il) into
12 Symmetrization and Applications
L*((o,|n|)). •
/ 0 if t < 0
J + ( £ )
- \ | ^ if i > o
and
J
-w-\ o if t>o
so that J — J+ + J-. Both J + and J_ are convex and differentiate
functions. Thus,
and, similarly
•\n\ ,.+«> r\n\
/ J+(f*(s)-g*(8))ds = / j;(/*(a)-t)X{9#<t}(«)A«it.
JOo J-oo JO
(1.2.9)
Now, since J+ is convex, we have that J^_ is non-decreasing. Thus, by
Proposition 1.1.4 and Exercise 1.1.1, we get
(J'+(f(x)-t))#(s) = J'+(f*(s)-t).
Hence, by virtue of Exercise 1.2.4, we deduce that
\n\
J,+ (f(x)~t)X{9<t}(x)dx
/ J+{f(x)-t)Xig<t}(x)dx > I/ J'+(f#(s)-t)X(9#<t}(s)ds.
Jn
'Q. Jo
J0
We can prove, in the same way, the same inequality with J_ in place of J +
Adding, we get (1.2.7). •
= fWu#(a)ds =fWu#(s)ds.
We can translate all the results obtained in the preceding sections for
the decreasing unidimensional rearrangement to get the corresponding re-
sults for the Schwarz symmetrization. In particular, we easily deduce the
following:
1.5
\
0.5 1
u#(|fi|) - e s s . sup(u)
V }
u # ( s ) = inf{t | \{u < t } | > s}, se [0, |H|). "'
As before, u# is essentially the inverse of the function m(t) = \{u < t}\.
It is non-decreasing, and equimeasurable with u. If u < v, where u and v
are measurable functions defined on Q, then u# < i>#.
u*{s) = Mini-a).
u* = - ( - u ) # a.e.. (1.4.2)
Proof: We have
u.(x) = « # K | x r ) . (1.4.4)
Symmetrization 17
The next variant we would like to discuss is the definition of the radially
symmetric and decreasing rearrangement of a function defined on all of RN.
{/*><} = {\f\>ty.
Since the sets {/* > t) are all open, it follows that /* is measurable and
in fact, lower-semicontinuous. It also follows that /* and | / | are equimea-
surable and the results of the preceding sections follow as a consequence.
In particular, the Lp norms of / and /* are the same. Notice that we are
essentially symmetrizing | / | rather than / (cf. Remark 1.1.2).
It can be shown that the map / i-» /* is non-expansive from LP(RN) into
itself and that the Hardy - Littlewood inequality holds. Finally, we state
18 Symmetrization and Applications
I{f,9,h) = f(x)g{x-y)h(y)dxdy.
Then
In this chapter, we will prove two important and very classical inequalities
- the isoperimetric inequality and the Polya - Szego inequality. The former
is one of the oldest results in the calculus of variations, solving a problem
that goes back to antiquity. The latter describes an important property
of rearrangements; in particular, it describes how rearrangements affect
certain Sobolev norms under certain conditions. The proof of the Polya -
Szego inequality uses the isoperimetric inequality and another important
result from geometric measure theory called the co-area formula. We will
prove particular cases of the co-area formula in the next section. In the
last section, we discuss the Sobolev inequality and its connection to the
isoperimetric inequality.
In this section, we will prove the isoperimetric inequality. This inequal-
ity, in R 2 , solves an ancient problem in the calculus of variations, known as
Dido's problem: of all simple closed plane curves of fixed length, find that
which encloses the maximum area. (Equivalent ly, of all simply connected
plane domains of fixed area, find that which has the least perimeter).
The solution to the above problem is that the circular disc , and the
disc alone, maximizes the enclosed area, given the perimeter, or minimizes
the perimeter, given the area.
There are two aspects to the proof of this statement. First, the existence
of an optimal domain must be proved and then it must be shown to be the
disc. An ingenious geometric proof was given by Steiner (cf. [Courant and
Robbins (1996)]). An analytic way of approaching this problem is via the
following inequality: given a plane domain with perimeter L and area At
19
20 Symmetrization and Applications
we have
Equality is attained only for the disc. This proves that, given the perime-
ter L, the maximum possible area that can be enclosed is L2/4ir which is
achieved by the disc, and the disc alone. This completely solves Dido's
problem.
Several easy proofs of (2.1.1) are available. We refer the reader to the
survey article of [Osserman (1978)] for a nice proof. The inequality can
also easily be proved using Fourier series. We will defer a proof of this
inequality to later in this section, when we will give a simple proof (at least
for smooth domains) in all space dimensions.
The isoperimetric inequality in RN, i.e. the generalization of (2.1.1),
holds in the greatest possible generality, i.e. however irregular be the
boundary of the domain, but we need suitable definitions to even state
it. In the plane, if the boundary of a domain is not a rectifiable curve, we
can set its perimeter L — oo and (2.1.1) holds trivially. If the boundary
is rectifiable, then the length is the limit of the perimeters of approximat-
ing polygons and we can deduce (2.1.1) in the most general case from the
special case of polygonal domains. On the other hand, in higher dimen-
sions, there are several notions of 'surface area', each one being suited for
a specific purpose, although they all agree for smooth surfaces. In the cal-
culus of variations, one would like to assume the least possible regularity
and then deduce the smoothness of the domain as a consequence of some
extremal property. As [Osserman (1978)] puts it, 'it is only by examining
the consequences of a definition of surface area that one can decide on its
appropriateness or correctness. The validity of the isoperimetric inequality
is, in fact, one criterion that has been used.'
We briefly describe below some notions of surface area used in the lit-
erature. We assume, henceforth, that N >3.
Some Classical Inequalities 21
Er = B(0;p + r ) \ B ( 0 ; p - r )
where J5(0; r) denotes the open ball centered at the origin and of radius r.
Hence
Thus,
(since uj\ = 2), which indeed the surface area of the sphere of radius p
Let E C M.N and let 0 < s < oo and 0 < 6 < oo. Define
(2.1.3)
22 Symmetrization and Applications
Notice that LJ(N) = u>#, the volume of the unit ball in UN (cf. Section
1.3). Further, define
inf G
^dim(^) = {* [°>°°) I WW = °>- (2-1-5)
Notice that the Haudsorff dimension of E is at most TV and if it is equal
to s, then H^E) = 0 for all i > s and H^E) = oo for all t < s. The
Hausdorff dimension may be any real number in the closed interval [0, oo].
If E is a smooth (TV - 1)- dimensional manifold, then HN~1(E) agrees with
the usual (TV — 1) - dimensional surface area.
where
/ N
| * | | 2 = max £>i(s)|a , * = (*I,...,¥>N).
A=\
Some Classical Inequalities 23
One could also interpret PQ(E) as the surface area of that part of the bound-
ary of E contained in H where a normal can be unambiguously defined. If
H were smooth, then, by the divergence theorem,
/ div($)dx = / $.vda
JQ JdQ
where v is the unit outer normal on d£l and thus P R w(0) would be the
'usual' surface area of d£l.
P<i(E) = Pn{Q\E).
For,
/ div($)dx = / div($)dx - / div($)dx = - I div($)dx
JQ\E J to JE JE
if $ e {V{Q))N.
as is immediate to verify.
We are now in a position to state and prove the (classical) isoperimentric
inequality in all dimensions N > 2. Let Q C RN be a bounded domain. Let
us denote by |dS"2|;v-i, a suitable (2V — 1) - dimensional surface measure of
the boundary dfl. Then the classical isoperimetric inequality in l w reads
where LO^ is the volume of the unit ball in MN (cf. Section 1.3). Equality
occurs only for the ball.
Usually, the proof in higher dimensions relies on the Brunn - Minkowski
inequality which reads as follows: if A and B are subsets of HN and
A + B = {x + y\xeA, y€B},
then
i.e. the function g(x) — u(x) — U(XQ) ~ m.(x — XQ) is non-negative and
attains its minimum, viz. zero, at XQ G 0. Thus, Vg(xo) = 0 which means
that m = VU(XQ). Thus, the plane, in this position, is a tangent to u and,
as u lies entirely above it, it follows that xo G S(u) and s o m G Vu(5(u)).
Let us now consider the following Neumann problem for the Laplacian.
Au = c in SI I .
c = J-J-L. (2.1.10)
Proof: Let us consider a plane with normal m lying below the graph of
u and moving parallel to itself, assume that its first point of contact with
u is (XQ,U(XQ)) where XQ G dQ. Thus, if g were denned as before, it is a
non-negative function attaining its minimum on the boundary of H, viz. at
XQ. Thus, if v is the unit outer normal on dfi, we have that |j(a:o) < 0.
Hence,
d u
^ i \
rn.v > —(XQ) = 1i
oi/
by virtue of (2.1.9). In particular, it follows that \m\ > 1. Consequently,
a plane with normal m, lying below u and moving parallel to itself must
necessarily first touch u at an 'interior point' if \m\ < 1 and if the point
of contact is (cco)U(xo) with XQ G S~2, we saw that m — VU(XQ) and that
XQ G S'(U). This proves the lemma. •
We can now easily prove the isoperimetric inequality (2.1.7) for smooth
domains.
Theorem 2.1.1 Let Q C RN, N > 2, be a sufficiently smooth domain
and dQ, its boundary. Then (2.1.7) holds.
26 Symmetrization and Applications
u>N = | S ( 0 ; 1 ) | < | V u ( 5 ( u ) ) | = f
JVu(S(u
By the change of variable formula, we get
/ dx < J \det(D2(u{x))\dx.
JVu(S(u)) JS{u)
We do not have equality since Vi/ may not be a diffeomorphism. Now, if x G
S(u), we saw t h a t D2u{x) is a symmetric and positive semi-definite matrix.
T h u s , its eigenvalues are all non-negative and hence so is its determinant.
Further, by the classical inequality between the arithmetic and geometric
means (AM-GM inequality), we also get t h a t
2
, ,~2 / n ftr(D u(x))
det(D2u(x)) < ^ V
N
K )}
"N - L {-Rm-) dx
- L \TNW) dx =
NWT^
which immediately yields (2.1.7). •
uN - | V u ( 5 ( u ) ) | - fs, sdetD2u(x)dx =
fea is a
= / f l M (^ )^ = / n ( ^ r^
Since the integrand in the last two integrals is a constant, it follows t h a t
| f i \ 5 ( u ) | — 0 and so S(u) is dense in H. B u t by the definition of S(u) (cf.
(2.1.8)), and t h e fact t h a t u £ C 2 (H), it follows t h a t S(u) = Q.
Some Classical Inequalities 27
u= 0 on dU \ (2.1.13)
^ = 1 on dQ. )
By the maximum principle, it follows that u < 0 in Q and so u must attain
a minimum — M at a point zo G Q, where M > 0. Let B be the largest
possible open ball contained in 0, with centre at xo. Then, dBndfl / 0.
Since B is convex, by Taylor's theorem, we can write (for x G B)
where £ is a point in the line segment connecting x and XQ. Using (2.1.12)
and the fact that U(XQ) = — M and that VU{XQ) = 0, we get
u(x) = -M+-\x~xQ\2
0 = - M + - | x - x0|2. (2.1.14)
But, since u(x), for x G B, depends only on |a; —xo|, it follows that u(x) = 0
for all x G 3B. Now, since u < 0 in £7, we deduce then that dB = dfi and
so H = B, the ball centered at x$ and of radius y ' x " - This completes the
proof. •
28 Symmetrization and Applications
In this section, we will prove some special cases of the co-area formula,
which is one of the fundamental results of geometric measure theory (cf.
[Federer (1969)] or [Evans and Gariepy (1992)]). For our purposes, these
special cases will suffice. The general result states that if u : MN —• R is
Lipschitz continuous and if g : M.N —» R is integrable, where N > 2, then,
/ u div($)dx = / ( / 6(t,a;)div($)dx) dt
JQ J-OO \JQ J
after an application of Fubini's theorem. Using the definition of &(.,.), we
get
r fQ r r+oo r
/ u d\v(§)dx = - / / d\v($)dxdt + / / d\v($)dxdt.
JQ J-OO JFt Jo JEt
/ u div($)dx ( = div($)dx) dt
JQ \Jst J-OOJ
and the result follows on taking the supremum over all such $ ^ 0. •
Remark 2.2.1 If u : Q. —> R is an integrable function and if the integral on
the right-hand side of (2.2.2) is finite, then, for any $ £ (D(£l))N, we have
,, , Jlfor0<t<t0
b{t x) =
' \ofort<0
for all x G f l . Thus,
r+oo
u(x) = / b(t,x)dt if t 0 < 0
Jtn
and
{v > r } = {u > r } .
On the set {it < t}, we have that v = t and so, Vv = 0 a.e. on this set.
Thus,
Corollary 2.2.3 Let ft be a bounded domain and let u G WQ' (O) be such
that u > 0 a.e. inU. Then, for t > 0,
/ \Vu\dx = f Pa({u>t})dt
JQ JO
and
But the integrals on the left-hand sides of the above relations are equal.
Further,
Pn({«>*}) <iW{«>*})
and so we have
P^{{u>t}) = Pn({u>t})
for almost every t > 0 and hence for all t > 0 by a density argument using
the definition of the perimeter. The result now follows from the classical
isoperimetric inequality (2.1.7). •
Lemma 2.2.1 Let 1 < p, q < c© be such that (l/p) + (l/<?) = 1 and let
f G LP(Q) and g G Lq(Q, where Q C RN is an open set. Set
F{t) = [ g(f-t)dx.
Then
f = -div{\Vu\p~2Vu).
32 Symmetrization and Applications
/ \Vu\vdx = [ f{u-t)dx.
J{u>t} J{u>t}
Thus, differentiating with respect to t, and using Lemma 2.2.1, we get
fe - -dwfdVup+e^Vu
Once again, we set v = (u — t)+ for t > 0 and go through the steps as in
the previous case to get
/ (|Vu| 2 + e ) ^ | V u | d a ^ f \Vu\p-xda
J{u=t} J{u=t}
as e —• 0. Further,
(2.2.17)
and the result follows from the relations (2.2.15) - (2.2.17).
34 Symmetrization and Applications
/ n , \Vu*\?dx = / * \u*'(r)\pNu>NrN-1dr
= /oM(/{«-t}iv«-rl^)rf«
using the change of variable t — u*(r), observing that — u* is monotonic
increasing (which is why we only have an inequality in the above set of
relations) and using the fact that the gradient of u* is constant on each of
the sets {u* — t}. •
Theorem 2.2.3 Let u G V(Q) be such that u > 0. Let n denote the
distribution function of u. Then, for almost every t in the range of u, we
have
-V(t) = f # T = / # r . (2.2.18)
Proof: Step 1. As in the proof of the previous theorem, for almost every
i, we have the properties stated in Step 1 of the earlier proof.
/
= "div {^WTl) •
Multiplying by (u — t)+ and integrating by parts, we get, as before,
/ J^S-dx = f f{u-t)dz.
2
J{u>t} | V u | + £ J{u>t}
Some Classical Inequalities 35
d_ f V 12
\Vu\
dt f l <
dx = fdxf
J{u>t}\Vu\* + e J{u>t}J
Step 3. Let t be such that |Vu| ^ 0 on the set {u = t}. For sufficiently small
h > 0, the same holds for the set {t — h < u < t + h}. Then, integrating
the previous relation from t — h to t, we get,
IVuj2 ,
2•ax =
/ {t~h<u<t} | V u | + £
d<T
fx(t - h) - fi{t) = J dx = f [
J{t-h<u<t} Jt-h J{U=T}
and the first relation in (2.2.18) follows by dividing by h and taking the
limit as h —> 0.
Step 4. Let r(t) be the radius of the ball {u* > t}. Then /i(t) = toN(r(t))N
and so, fi'(t) = N(jN(r(t))N~lr'(t). Notice that fj,(t) and r(t) are mono-
tonically decreasing functions and hence are differentiable for almost every
t. But u*(r(t)) = t for almost every t (where we now write, again by abuse
of notation, u*(x) = u*(|x|). Thus, we get, by implicit differentiation,
We will now prove one of the most important properties of Schwarz sym-
metrization.
PRs({u>t}) >PR*({u*>t}).
Thus, from the Fleming - Rischell theorem (Theorem 2.2.1) and Remark
2.2.1, it follows that
/ \Vu\dx = / PRN({u>t})dt
Jn Jo
/•OO
•oo /•*
I {««*}
\Vu\p-ld<7 >
" ( / { ^ } ^ P
" 1
U{u=t}^)P-1
Some Classical Inequalities 37
/ da > I da.
J{u=t) J{u*=t}
Combining this with (2.2.18), we get
Step 3. Let 1 < p < oo. Let u G WQ'P(Q) such that u > 0. Then,
there exists a sequence {un} such that un G T>(Q), un > 0 and u n —> ii in
W 0 llP (fi). By Step 2,
Hence the sequence {u*n} is bounded in W0 ,P(Q,*) and as 1 < p < oo, it has a
weakly convergent subsequence, which, by Rellich's theorem, also converges
strongly in Lp(£l*)r But we already know that (cf. Section 1.3) u*n —> u* in
LP(Q*). Thus, we deduce that u* G WQ'P(Q*) and that u$ ->• u* weakly in
that space. By the weak lower semi-continuity of the norm, we get
/ \Vu\pdx = - / ^'(t)dt.
~~ ( \Vu\dx < ( V W ) * ( V W ) ^
dt
J{u>t}
where fi is the distribution function of u. Combining this with the result
of Corollary 2.2.3, we get
4^\2\u(0\2-
Further, since 1 — exp(—at) < at, we have that the integrand is bounded,
for all t, by the same function. This function is integrable for u G HX{R.N)
and, in fact,
/ \vu\2dx = [ 47r2|£|2|e(£)|2d£.
Thus, by the dominated convergence theorem, we get
It now follows, from (2.3.5) and its corresponding version for u*, that u* €
H1^**) and that
Remark 2.3.4If u E WQ,P(Q) andu > 0, then for any 0 < a < |H|, we have
that u# e W 1 , p ((a, |H|)). In particular, v# will be absolutely continuous
on any such interval (a, |fi|), a > 0. Thus, all the discontinuities of u # are
concentrated at zero. To see this, we have that u* € WQ'P(Q*) and so, if R
is the radius of S7*,
/ \Vu*\pdx = [ NwNrN-1(\u#'{u>NrN)\NwNrN-l)pdr.
Jn* Jo
Making a change of variable s = uj^rN', we get
r i /"|n|
/ \Vu*\pdx = {NUJ$)P / \u# (s)\psp-%ds
JQ' JO
and so the integral on the right-hand side of the above relation is finite.
Thus u*'(s)s1-^ €L*((0,|n|)). F o r a > 0 , we know that s1 N is bounded
away from zero. Thus we deduce that w* G Lp((a, |H|)) and the result fol-
lows. •
Remark 2.3.5 Let 1 < p < oo. We saw, in Section 1.4, that we can define
the symmetric decreasing rearrangement for certain functions defined on
RN. In particular, it is defined for functions in W1,P(RN) and the Polya
- Szego theorem is still true (in this case we do not need to specify that
the function is non-negative, since the rearrangement essentially deals with
the absolute value of the function concerned). While the rearrangement
is continuous from LP(WN) into itself, the same is not true for W 1,P (R JV )
when N > 2. [Almgren and Lieb (1989)] showed that the continuity of the
rearrangement mapping is restricted to a class of functions which possess a
property that they call co-area regularity and that both co-area regular and
irregular functions are dense in Whp(RN). However, [Coron (1984)] has
shown that the rearrangement mapping is indeed continuous from W1,P(M)
into itself. •
Let us now look at the case when p = oo. The result can be stated as
follows.
Some Classical Inequalities 41
>^H-h{^r))l'Ur
>Nu^h{fi{t))1-^.
Thus
1+N
u*(s) — u#(s -f k) < —ks
Nu3
and we get
J \u'{x)\2dx = f \u*'\2dx = 3
but u^u*.
Theorem 2.3.3 Let 0 < u < M, and let u e WQ'P(Q) for 1 < p < oo.
Assume that
The proof of this result is quite long and uses a lot of machinery from
geometric measure theory.
Notice that in Example 2.3.1, we have that u* = 0 on the set
(—1,-1/2) U (1/2,1) which has unit measure. On this interval u* = 1
which lies strictly between the maximum and minimum values of u. Thus
the condition (2.3.6) is not met.
Remark 2.3.6 By virtue of the co-area formula (cf. (2.2.18)), we can show
that the condition (2.3.6) is equivalent to the absolute continuity of the
distribution function of u*. The corresponding condition for u also implies
the absolute continuity of the distribution function. However, if u were not
radially symmetric, it is not known whether the absolute continuity of the
distribution function implies that (2.3.6) (with u replacing u*) is valid. •
Some Classical Inequalities 43
Let 1 < p < oo and let Q, C RN be an open set. Then, we have vari-
ous imbedding theorems for the Sobolev space Whp{Q) (cf. for instance,
[Adams (1975)] or [Kesavan (1989)]). The main result states that if p < TV,
then WltP(RN) C LP*{RN) where
1
= --L (2.4.1)
K }
p* p N
The above inclusion is continuous and we have the following inequality,
known as Sobolev's inequality: there exists a constant C > 0 such that, for
all u e W ^ R * ) ,
||Vu|| PiK * > C||U|| P . ( R AT. (2.4.2)
u\(x) = u(Xx).
m = f^.
Hence, it now suffices to look for u which is non-negative, radial, radially de-
creasing and vanishing at infinity when seeking to minimize J. Converting
the corresponding integrals in the norms defining J using polar coordinates,
we now have essentially a minimization problem involving functions of only
one variable r — \x\, [Talenti (1976a)] showed that the minimum is attained
only for functions of the form
P
u(x) = ( W & | X | F M (2.4.5)
where a and b are positive constants. Further,
e > 0. Define
1, if p(x>dQ) > e
^ ^ {p(x,dQ)/e, if p(x,dQ)<e
where p(x, dft) is the distance of a point x from dQ. Then (p£ G W 0 ' (S7)
N
/ |V^|rfa; = ^ £!
./n £
The limit of the right-hand side is, in fact, the Minkowski content
M;v_i(<9ft). Thus, passing to the limit in the Sobolev inequality for <pe
as e —> 0, we get
|0fi|jv_i >Nu^\n\'-^
N
I / P(T) dr) > t*-i^(i)£
46 Symmetrization and Applications
1 . . , . N-l ff , ^ N~\ \
t
N-l d
/ n{T)~R~dr\
N dt
Hence
N f°° i / f°° N-i \*£T
iV J-^ t—^(t)dt < (j( p{T)-*-dr) . (2
Combining (2.4.6), (2.4.7) and (2.4.8), we get
Comparison Theorems
a\tf<AU<m\2, a. e. (x)
for all £ G RN. Associated to such a matrix is a uniformly elliptic second
order differential operator defined by
C(u) = -div{AVu).
c( /infi 1
i^z-^>
0 on dQ. J (3.1.D
If we define the bilinear form
then the weak formulation of the above problem is to find u G HQ{Q) such
47
48 Symmetrization and Applications
that
By virtue of the Lax - Milgram lemma, the problem (3.1.3) admits a unique
solution u e HQ((1) (see, for instance, [Kesavan (1989)]) called t h e weak
solution of (3.1.2).
-aAv = f*inn* |
F(t) = / f#(s)ds.
Jo
Recall that (cf. Proposition 1.2.2)
r rv(t)
/ fdx
fdx < J f#{s)ds = F(ti{t)).
Jfu>t\
{u>t} JO
In view of (3.1.6), we then deduce that F(fi(t)) is non-negative for all t > 0.
We combine the above inequalities with the result of Corollary 2.2.3 (which
involves the co-area formula and the isoperimetric inequality and the fact
that u > 0) to get
Step 3. Set t' = 0 and t = u # ( s ) - 77 where 77 > 0 and 5 e (0, |fi|). Then
/i(t') = |H| and
Step 4. Since ft* is a ball and / * is radially symmetric, it follows from the
symmetry properties of the Laplacian that v is also radially symmetric. In
fact, if we set (by abuse of notation) v(x) = v(\x\), then v(r) satisfies the
following two point boundary value problem:
~v"(r)-^v'(r) = r,0<r<RA
[6A }
v>(o) =V(R)= o }
where R is the radius of fi*. Integrating this equation once and using the
definition of /* in terms of the unidimensional decreasing rearrangement
(cf. Section 1.3), we get
N
•r"- V(r) = f aN~1f#(u;NaN)da = (NUN)-1 P"" f#(s)di
Jo Jo
Setting G(r) to be the last term in the above relation and integrating again,
we get v(r) = f r1~NG(r)dT, which, on changing the variable to £ =
UNTN , yields
In view of (3.1.10) and (3.1.13), it follows that u#{s) < v#(s) and the proof
is complete. •
/ fdx > 0
J{u>t}
where u is the solution of (3.1.3) (cf. (3.1.6)).
Comparison Theorems 51
Remark 3.1.2 The above proof involved essentially the co-area formula
and the classical isoperimetric inequality to get the crucial inequality
(3.1.8). It is also possible to prove this result just using the Polya - Szego
inequality for the case p = 2, which, in turn, can be proved without using
the co-area formula or the isoperimetric inequality (cf. Remark 2.3.2). For
details, see [Lions (1981a)]. •
and
< (F(M0))*(V(*))^-
Let M < oo denote the maximum value of u. Integrating the above relation
between 0 and M, and using (3.1.8), we get
On the other hand, from the explicit expression for v (cf. (3.1.12)) we get,
using polar coordinates,
Exercise 3.1.1 With the notations and hypotheses of Theorem 3.1.1, prove
that
- a A v = (|/|)* in ft*
v= 0 on dn'
Then show that, for all 1 < p < oo, we have
Then |fi| = nab and |ft*| — TTR2 where R — yab. Consider the problems:
- A iM = 1 in U \
u = 0 on Oil )
and
•Av = 1 in fi*
v^Oondtt*.
Comparison Theorems 53
Then
.2 „2
l-£-fcr , , , a&-*2—2
= a n d l , ( a : , y )
^ ' ^ 2(^T6%
Then, it is easy to see that
._ . -v/a6 . ._ . a26
max v v = —-— and max Vu > ——-=•
2
2 a + ¥
(the latter inequality being obtained by just evaluating |Vu| at the point
(0, b)). Let a = Xb where A > 1. Then, if
a2b \fah
2 2 >
a +b 2
and so, for all such ellipses, we get HVuHo^n > ||Vv||oo,n*-
Proposition 3.2.1 Let / > 0. Equality occurs in any one of the inequal-
ities of (3.1.14) or (3.1.15) if, and only if, u* — v (a.e.). Thus, either we
have equality in all these inequalities or all of these inequalities are strict.
Proof: Step 1. Let 1 < p < oo. If we have ||u|| p ,n = |M|p,n+, then, as
u and u* have the same Lp norms, and since 0 < u* < v, it follows that
u* — v (a.e.). The converse is trivially true in this case.
54 Symmetrization and Applications
£<«*» > o
where C(t) = 5(i/(t)) - if (/*(*)).
Since 1/(0) = /i(0) - |fi|, we have C(0) = 0. If M = H ^ n = Hoo,n«,
then (,{M) = 0 as well. But we have just seen that f is non-decreasing and
so C = 0 on the interval [0, M\. But H is strictly increasing (unless F = 0,
i e . / = 0, in which case u = 0 and u* = v = 0). Hence £ = 0 implies
that fi(t) = v(t) for all t G [0, M]. Thus u* and v are equimeasurable and
non-increasing and so u* = i; (a.e.). Again, the converse is trivially true.
Step 3. Let 1 < q < 2. Assume that ||Vu|| 9l n = ||Vu||ff)n+. Retracing the
proof of Proposition 3.1.1, we easily deduce that, for almost all t,
1 = (N4)-2(^(t))i-2F(n(t))(~^(t)).
But then this shows that C,'(t) = 0 and so, as in the previous step, we
conclude that u* = v (a.e.).
Conversely, if u* = v, then, by the Polya- Szego theorem and by Propo-
sition 3.1.1, we get
Lemma 3.2.1 Assume that f = 1. Ifv = u*, then u — u*. Let g — g* >
0 belong to L2(Q). If ip G HQ(£1) is the solution of the dual problem
/ Vu*.Vudx = / udx.
Jo. JuQ
These two relations immediately imply that u — u*. Now, by Talenti's
theorem, we know that <p* < (p. Further,
/ V<p*.V<pdx = / gipdx
Jn JQ
by the variational formulation of the problem for ft = (p*. Again, these two
relations imply that <p = <p*. •
Comparison Theorems 57
-div(AtV<p) = g in H
tp = 0 on dQ
/ f<pdx = / f*(pdx,
Jn Jn
then for any other function ijj sharing the same properties with <p, we have
f wdx = I r tftdx.
Jo, JU
and
f f rVmax / r \
/ f*ipdx = ipmin f*dx+ / f*dx\dt. (3.2.4)
JCI JO, Jpmin \A^»t} /
T h e first terms in the right-hand sides of (3.2.3) and (3.2.4) are equal. Since
{ip > t} is a ball centered at the origin, we also have (cf. (1.3.2))
Hence the hypothesis that the left-hand sides of (3.2.3) and (3.2.4) are equal
implies that, for almost every t,
By our earlier observation on the level sets of ip and ip, it follows that (3.2.5)
still holds if tp is replaced by ip. Hence, using the formulae corresponding
to (3.2.3) and (3.2.4) with <p replaced by ip, we can complete the proof. •
T h e o r e m 3.2.1 Let $1 = O* and u and v the solutions of (3.1.3) and
(3.1-4) respectively. Assume that / > 0. Then, if u* = v, it follows that
u — u* and that f = f*.
Step 1. First of all,
HV«1li, n < | | V u | | ! ( n < a ( W , u ) - fnfudx < fnf*u*dx
/ f*wdx = I f*z*dx.
Jo, Jo
Now, since / ^ 0, the above equality holds in the ball {/* > 0} which is of
positive radius. In particular, z* = w in this ball. But since both z* and w
are radially decreasing (for w{x) = (R2 — |a;|2)/2iV) where R is the radius
of fl), it follows that z*(0) = iu(0), i.e. the L°° norms of 2* and w are
Comparison Theorems 59
a(u,u*) =
J fu*dx = f f*u*dx. (3.2.9)
Ju Jn
We again appeal to Lemma 3.2.1 and apply it to the dual problem. Since
we already know that —Aw* = /*, u* must also solve the dual of the dual
with right-hand side /*, i.e.
Expanding this, and using (3.2.6), (3.2.9), (3.2.11) and (3.2.12), we get
Step 4. Finally, Since u solves the original problem (3.1.3) with right-hand
side / and u* solves the same problem, but with right-hand side / * (cf.
3.2.10), we deduce from the above t h a t / = / * . •
P r o o f : T h a t (i) =!> (ii) is obvious. T h e fact t h a t (ii) <=*• (iii) is the statement
of L e m m a 3.2.2. We now show t h a t (ii) => (i). let u,v G H Q ( ^ ) such t h a t
-Au = f and —Av — f* in ft. Then, by Talenti's theorem, u* < v. By
(ii) we get
We now look at the matrix A associated with a problem for which the
equality case occurs. Consider the following hypothesis:
(H) Let A be a matrix such that there exists / > 0 in L2(Q) with the prop-
erty that if u € HQ(Q) is the solution of (3.2.4), then u* satisfies -Au* = /*
in H*.
If (H) holds, then we just saw that Q. — Q*, u = u* and that f = f*.
We also saw that if —Aw = 1, then w also satisfies
a(xM = /xforallxetfo1^).
Proof: Since w(x) — (R2 — \x\2)/2N , where R is the radius of fi, satisfies
the dual problem with right-hand side = 1 as well as —Aw = 1, we get that
a(w,w) = I \Vw\
By the ellipticity condition, we then deduce that for almost every a;6fi,
N N
y ^ aij(x)xjXi = ^^x2. (3.2.14)
i,j = l z=l
C(w) = -Aw = 1
C(w) = -Aw = 1.
Proposition 3.2.4 Assume that an = 1 for all 1 < i < N. Assume that
(H) holds. Then
(i) ai:i = -aji fori j= j .
In particular, if A is also symmetric, then C = —A.
(it) If (f is any radial function, then C(<p) = —A(p.
Proof: Since an = 1 for all 1 < i < N, the ellipticity condition yields
for all £ £ MN. If { e ^ } ^ is the canonical basis for RN, we choose £ = e^+e^
and £ — e^ — e^ successively in the above inequality to get (i).
By virtue of condition (H) and Lemma 3.2.1, we know that if — Aw = 1
in Q (where w is given by w(x) — (R2 — \x\2)/2N), then w also solves
-div(i4*Vw) = linfi.
Comparison Theorems 63
=
Yl'fofaiW**} -^faT.&iifcM = °- (3.2.15)
2_\.aij{x)xix3 — 0- (3.2.16)
i^3
Now,
I f1 X
2 + (3.3.3)
||u|kn < ( A ^ r | / T W * / (1-**)*<** Ip.n
Uo
when /? < 0 and
w/ten p = 0.
Proof: Without loss of generality, we can assume that / > 0 (cf. Exercise
3.1.2). Then, as we saw in Theorem 3.1.1,
which yields (on setting s = 0 in the above inequality) the estimate (3.3.2)
when p = oo.
and so
and hence
^ ( f l ) n i v 0 l , p ( f i ) c L°°(fi)
and, /or all u £ W2'P{Q) n W01,p(ft), we Jiaue
where
C < (NUJ")-2^-1^0;
w2'p(n)nw^'p(Q) cLg{n)
66 Symmetrization and Applications
In this section we will apply the techniques used to prove Talenti's result
to study a simple example of a variational inequality.
Let fi C RN be a bounded domain. Let A G M(l, /3, Q) be a matrix as
in Section 3.1. Let a(.,.) be the associated bilinear form (cf. (3.1.2)). Let
K = {w€H£(U) \W>0 in fi}.
This is a free boundary problem. The coincidence set is the set given
by
One can, in M2, imagine a membrane stretched over the region Q with an
obstacle along the plane and the membrane being fixed along the boundary
d£l. The energy J is the strain energy and the equilibrium position of the
membrane occurs when this energy is minimized over all possible configura-
tions. It can be shown that on the set H+ = fi\fio> the function u satisfies
the differential equation C(u) = / , where C is the associated second order
elliptic differential operator (cf. Section 3.1).
Comparison Theorems 67
F(0 - / f*(v)dv.
Jo
Lemma 3.4.1 Let u e K be the solution of (3.4-1)- Then, F > 0 on the
interval [0, \{u > 0}|]. Farther, for all 0 < t' <t < ess. sup.(u), we have
i H{«>*'}l ,
t~t' < (NLJ{[)-2 ^-2F(£)<e (3.4.2)
J\{u>t}\
Thus, we get
/ yzai3^—^~dx =
i f{u-t)dx.
Hu>t} ^ dx3 dxi J{u>t}
Notice that, by the ellipticity condition, the integrand on the left is non-
negative and so the integral is a decreasing function of t. Thus, we get
N
0
^ -if E ^7r-7rdx = f fd* < ^(MW)
where we have set // to be the distribution function of u. This immediately
implies that F > 0 in the interval [0, \{u > 0}|]. The inequality (3.4,2) now
follows exactly as in Step 2 of the proof of Theorem 3.1.1. •
Corollary 3.4.1 Let u e K he the solution of (3.4-1)'• Then
2 1 0 2
u#(s) < /(A^)- /. ^ ^*- ^ ^ if Se[0,|{U>0}|]
\o if se[|{u>o}|,|n|].
(3.4.3)
68 Symmetrization and Applications
and
Proof: Let 0 < s < s' < \{u > 0}|. Then u*{s') < u*(s) since u* is de-
creasing and further, by definition of the rearrangement, |{u # > u#{s')}\ <
s'. If e > 0, then, as u# is decreasing, we have
i r3'
2
U#(s) - £ u#{s') < (Nug)- / f*-2F(0df
wdx
over K*. Further, i; satisfies the equation —Av = f* over the set {v > 0}.
By the Polya - Szego and the Hardy - Littlewood inequalities, it is clear
that J*(w) > J*(w*) and so, by the uniqueness of the minimizer of J*,
Comparison Theorems 69
it follows that v = v*. Thus, the set {v > 0} is a ball with centre at the
origin. It is then immediate to see that
Theorem 3.4.1 Let u and v be the solutions of (3.4-1) and (3.4-6) re-
spectively. Then
Further, u* < v.
Proof: (i) If / < 0 a.e., then it is immediate to check that u — 0 and v = 0
are the solutions to problems (3.4.1) and (3.4.6) respectively.
(ii) Let / n fdx > 0. Then F(0) - 0 and F(\Q\) = f^1 f*{s)ds = JQ fdx >
0. Further, since / * is decreasing, it follows that F is concave and thus
F > 0 in the interval [0, |H|]. It then follows that z G HQ(Q*) such that
—Az = f* is non-negative and is given by the right-hand side of (3.1.12).
It is now obvious that z also solves (3.4.6) and so v = z and it follows that
{«>o}| = |n|.
(iii) Let us now assume that Jafdx < 0 and that | { / > 0}| > 0. Since
F is concave and F(0) — 0 while F(|fi|) < 0, it follows that there exists
a unique s 0 G (|{/ > 0}|, |fi|) such that F(s0) = 0. Notice that F > 0 in
(0, so) and that F < 0 in ($o, |^|)- Now, v is strictly radially decreasing in
the set where {v > 0} and
^ ( S ) = -(iv4)" 2 s *- 2 F( s )
in that set. Hence it follows that \{v > 0}\ — so where the derivative
vanishes for the first time. We already saw that F > 0 on the interval
[0, \{u > 0}|] and so we have
Au = 0 in Q
u = Q on r 0 } (3.5.i;
u = 1 on IY
C(fi) = - ^ / \Vu\2dx.
4TT Jn
By the maximum principle, u attains its extreme values on dQ, and not
in Q. Thus, 0 < u < 1 in Q. Further, if the boundaries r 0 and Ti are
sufficiently regular, then, | j * < 0 on To and | j > 0 on T\.
Proposition 3.5.1 (Dirichlet Principle) The electrostatic potential u is
the minimizer of the functional
J{w) = / \Vwf, dx
JQ
JQ'
over the set
/ Vu.Vt/;cfa; = - / Au.(pdx = 0.
7n Vo
Thus,
L' \Vu*\2dx
n
> 47rC(n)
We can explicitly calculate C(Q). Let the outer and inner radii of the
annular domain H be Ro and R\ respectively. Thus 0 < R\ < RQ. AS ob-
served in the proof of the preceding theorem, where we extended functions
to the inner region by unity, the functional to be minimized will be
/ \Vw\2dx
v(r)
logr-log-Rp pr _ 9
logflx-logfio' JV _ Z
When N — 3, using the above formula and the definiton (3.5.2) of the
Comparison Theorems 73
z
S(Sl) - / / \Vu\ dx. (3.6.1)
Jn
The conjecture of Saint Venant states that of all cross sections (UQ)
of given area and of all holes (fix) of given area, the torsional rigidity is
maximal when QQ and Hi are concentric circles. The first proof of this
conjecture is due to [Polya (1948)]. The result was extended to an arbi-
trary number of holes by [Polya and Weinstein (1950)] and [Payne (1962)]
proved an important inequality for the torsinal rigidity. We will give below,
following the treatment of [Mossino (1984)], a proof of Payne's inequality
and the theorem of Polya and Weinstein.
Remark 3.6.1 In the absence of any hole, i.e. if fii = 0, the result is an
immediate consequence of Talenti's theorem. For, u will satisfy —Au — 2
in O and will vanish on <9H. If v satisfied the same equation on fi*, then,
by Talenti's theorem, we have
-Au = 2 in ft
u —0 on To
u — Ci > 0, an unknown constant, (3.6.2)
on Ti, 1 < i < m
Jr Wda = 2a^ l<i<m.
Proposition 3.6.1 Assume that the Ti, 0 < i < m are all sufficiently
smooth. Then, the problem (3.6.2) admits a unique solution.
Proof: Step 1. (Uniqueness) If u\ and u-i are two possible solutions to the
above problem, then, let w — u\ ~ u-i. Then, — Aw = 0. Multiplying this
by w and integrating by parts over ft using Green's theorem, and using the
other conditions defining the warping function in (3.6.2), we get
(du1_du1)
/ -Aw.wdx — / \Vw\2dx ~ y^(ci,j - c2,i) /
Ja Jn ~r^ Jvr . \ dv dv
The integrals over I \ all vanish by the last condition in (3.6.2). Thus, by
Poincare's inequality (w = 0 on To), it follows that w — 0 which proves the
uniqueness of the solution.
-Av = 0 in ft
v — 0 on TQ
v — Ci on Ti, 1 < i < m.
- A w = 2 in ft
w = 0 on 5ft.
T(c) = A(c) + /9
where /3 = (/?i, ...,/? m ) is also onto. Thus, if we choose di = 2a* — ft, then,
if A(c) = d, we get u = v(c) + w satisfies
-Au =2 in 0
u =0 on To
u — Cj, on r\, 1 < i < m
%** = 2a,i, 1< i < m.
Step 3. We now show that the Ci are all strictly positive. If I \ , 1 < i < m
are all sufficiently smooth, then u G H2(Q) c C(fl), by the Sobolev imbed-
ding theorem, since Q C R 2 . Thus u will be continuous. Let xo G H be
such that u attains its minimum there. If XQ G fi, then VU(XQ) = 0 and
Au > 0. But Au = —2 < 0. Thus w attains its minimum on the boundary.
If XQ G Ti for some 1 < i < m, then minu = c$ and so | ~ < 0 on IV But
this contradicts the fact that the integral of the normal derivative on I \ is
equal to 2a^ > 0. Thus XQ G TO and so u > 0 and u > 0 on fi\r0. This
proves that Ci > 0 for 1 < i < m. •
Remark 3.6.2 The smoothness of the boundary was used only in Step 3,
to prove the positivity of the unknown constants. Otherwise the existence
of u vanishing on To and constant on each r \ , 1 < i < m is alsways true.
Even the smoothness required is minimal. It is enough if the boundary is
Lipschitz continuous. •
Remark 3.6.3 We have, in fact, proved that we can assign arbitrary val-
ues to the integrals of the normal derivatives over I \ , 1 < i < m as is
evident from Step 2 of the above proof. The special values 2a\ = 2|fij| not
only ensure that the c^ are all positive, but also give us a neat variational
76 Symmetrization and Applications
/ Vu.Vvdx = 2 / vdx.
JQQ Jn
S{Q) = / \Vu\2dx.
Jo.
Example 3.6.1 (The case of the circular annulus) Let m = 1. Let
/ JLfo = 2-KR\ = 2a 2 .
Thus u is the warping function and the torsional rigidity in this case is
given by
Lemma 3.6.1 Let u be the warping function, i.e. the solution of (3.6.2)
and let m(t) = \{u < t}\. Then,
ft, if it > t
w =<
(u, if u < t.
On one hand, we have
Step 3. Now
(Pa{{u<t}))2 = PR2({u>t}UUCi>tni)
where
A = \{u>t}\+^2a,i = \n\-m(t)+Ylai-
ci>t a>t
which gives (3.6.6). Since, for all 1 < i < m, we have Q < ii m a x , the
inequality (3.6.7) follows immediately. •
Proof: The first inequality above is Payne's inequality proved in the pre-
ceding lemma. Now, u m a x — u#(|fi|), by definition and we saw, in the proof
of the preceding lemma, that
2TTU#(S) < s.
Thus, u#(|fi|) < |0|/27r and the second inequality in (3.6.8) follows. Fi-
nally, it remains for us to show that So is given by the quantity mentioned
in (3.6.8). Indeed, if RQ and R\ are, respectively, the outer and inner radii
of the annulus, then J2iLi ai = n^i anc * 1^1 = ^(^o ~~ -^l)- Thus, as seen
in Example 3.6.1,
ini)W+i om|.
M^M iSli.
80 Symmetrization and Applications
Remark 3.6.4 We saw that u#(s) < s/2ir. Now, we know that (cf. Exer-
cise 1.4.1) u*(s) = u # (|fi| - 5). Thus,
If v is the warping function for the annulus, then (cf. Example 3.6.1),
v(x) = (R% - \x\2)/2 and so (cf. Exercise 1.1.2)
3.7 Comments
Eigenvalue Problems
We now look at some examples of eigenvalue problems for elliptic partial dif-
ferential operators and some isoperimetric inequalities which are associated
to them. The first of these is the famous Faber-Krahn inequality which, in
fact, was first conjectured by [Lord Rayleigh (1894)] in his treatise on the
theory of sound in 1894, but was proved independently by [Faber (1923)]
and [Krahn (1924)] towards the end of the first quarter of the twentieth
century.
We return to the notations of Section 3.1. Let CI C R ^ be a bounded
domain. Let A E M(a,{3, fi) and let
C(u) = - d i v ( ^ V u )
83
84 Symmetrization and Applications
u = Qf and w = Qg,
u = Q(\u).
and, further,
A£ = RA(<p£)= m a x RA{v)
= min RA(V)
v±Vn~i
= m i n m a x RA (V)
dim W=n v£W
Eigenvalue Problems 85
This was independently proved by [Faber (1923)] and [Krahn (1924)] nearly
a quarter of a century later and (4.1.6) is now known as the Faber-Krahn
inequality.
Using the Polya- Szego theorem (cf. Theorem 2.3.1), we can prove a
more general result in all space dimensions.
1 {)
~ ~mh - KII2,« •
But
L\^t?dx Jn \Vv\*dx _
— . „ > mm —-—= = Ai(iZ;,
86 Symmetrization and Applications
which proves the first inequality in (4.1.7). Now, let (pi > 0 be the first
eigenfunction of the Laplace operator in ft. Since (pi > 0, we can apply
the Polya - Szego theorem, and the fact that the Schwarz symmetrization
preserves the L2 - norm, to get
Now ifl e HQ(Q*) and so, again appealing to the variational characteriza-
tion of the principal eigenvalue, we easily deduce that
When ft is a ball, we can explicitly solve for the first eigenvalue and
eigenfunction of the Laplacian in terms of Bessel functions. Let ft — H* =
BR, the ball with centre at the origin and of radius R. Since symmetrization
decreases the integral J*fl \Vipi\2dx and keeps the L2(ft) - norm unaltered,
it follows that the Rayleigh quotient of (pi is greater than that of y?J. But
Since X\(ft) is the minimum of the Rayleigh quotient, it follows that (p\
achieves this minimum, and hence that it is an eigenfunction as well. Now,
the simplicity of the principal eigenvalue implies that (pi = <p\. Thus, the
first positive eigenfunction of the Laplacian, with homogeneous Dirichlet
boundary conditions, is a radial function, which is radially decreasing, when
ft is a ball. Thus we can set <pi{x) = u(\x\), where u now solves the ordinary
differential equation (got from the Laplacian, in polar coordinates, applied
to a radial function)
N - 1
u"{r) + u'(r) + Xu(r) = 0.
u(r) = cr1'^JK^i(VXr)
where c is an arbitrary constant and Jp(p) is the Bessel function (of the
first kind) of order p satisfying the differential equation
T h e eigenfunction is given by
Vi(s) = I s f - f j ^ p t ^ M ) . (4.1.9)
Ai(ft) - A^fl*).
Then, CI is a ball
—A(fi — A i ^ i in fi
tpi = 0 on dQ,
Let w
where Ai = Ai(Q) - Ai(fi*) and H^iH^n = 1- G # o ( ^ * ) be the
solution of
—Aw — Xi(pl in Q*
w = 0 on dQ*.
JQ.w2dx
Since, Ai, the minimum of the Rayleigh quotient, is achieved at w, it fol-
lows, as already noted earlier, that w is an eigenfunction of the Laplacian,
corresponding to Ai, i.e. —Aw = Xiw. Thus, w = tp\ and so we are in
the equality case of Talenti's theorem and hence, by Proposition 3.2.2, it
follows that ft is a ball. •
it follows that two isospectral domains have the same volume. In the case of
plane domains, a further refinement of this result due to Pleijel (cf. [Protter
(1987)]) states that
yVAfc(n)t - lal L l
where L is the perimeter of the domain. Thus, if two plane domains are
isospectral, they have the same area as well as the same perimeter. If one
of them is a disc, then, L 2 — 4-KA and so, from the isoperimetric theorem,
the same being true for the other, it follows that the other domain is also
a disc.
We can now prove this in all dimensions. If two domains in *RN are
isospectral, they have the same volume. If one of them is a ball, we can,
without loss of generality, call the domains ft and ft*. Since they are
Eigenvalue Problems 89
—Aw = XPw in Q
w — 0 on dQ.
J
Ai lP Q) = min "' ' •
O#VG^(0) J^Pv^dx
-Au = »u in n 1
K }
fs = o on m\
0 — Ho < Pi(^) < M2(^) ••• < A*n(^) < ... —> oo
7V_ i TV - 1
w"{r) H w'(r) — w(r) + fMl{BR)w(r) =0, for 0 < r < R
(4.2.3)
and the conditions w(0) = w'(R) = 0. As in the case of the Dirichlet
problem, we can easily verify that the solution to this equation is given by
l
w (r) = cr%~ Jx(^(B^r) (4.2.4)
Evaluating the integral of the first term on the right by parts and using the
fact that w(Q) = w'(R) = 0, we get
I. w'(\x\)2dx.
Thus,
^BR) ~ jBRM\*\)>d* • (4 2 5)
' '
Just as in the case of the Dirichlet eigenvalue problem, where the first
eigenfunction could be chosen to be of constant sign, here we can choose
w such that w'(r) > 0 in (0,i?). Thus, w is a non-negative and increasing
function.
The isoperimetric inequality for the first (Neumann) eigenvalue reads
as
This was proved by [Szego (1954)] for simply connected plane domains and
in full generality by [Weinberger (1956)]. In order to prove this inequality,
we need two technical lemmas which we now establish.
Lemma 4.2.1 LetfiC R ^ be a bounded domain, let g : [0, oo) —* [0, oo)
be a continuous function. Define
F^/rflx-,,,)^ dx.
92 Symmetrization and Applications
where R is the radius of ft* and w is the function satisfying (4.2.3) - (4.2.5).
Then g is a non-decreasing and non-negative function. Setting
Pi(x) = 9 ( M ) g , l<i<N
i=\ )
Thus,
fQB(\x\)dx
Mi (ft) <
Jng(\x\)2dx
Step 2. Now, for 0 < r < R,
non-increasing for all r. Now, by Lemma 4.2.2 and its corollary, we get
/ g(\x\)2dx> f g(\x\)2dx.
Thus, it follows that
J n . B{\x\)dx
l(n)
" * fn.9(\*\ydx = "l(n }
by virtue of (4.2.5). This completes the proof. •
N
Corollary 4.2.2 Let ft C R he a bounded domain and let Ai(fi) and
fii (Q) be, respectively, the principal Dirichlet and Neumann eigenvalues of
the Laplacian. Then
4.3 Chiti's T h e o r e m
-• - m
where B\ is the unit ball in RN, in view of the formula (4.1.8) for the first
eigenvalue in a ball. The eigenfunction associated to this eigenvalue is given
by
where, we have set Ai = Ai (Q). We can now proceed exactly as in the proof
of Talenti's theorem to obtain
for 0 < s < \S\ (start with the relation corresponding to (3.1.9) and proceed
as in the proof of Corollary 3.4.1). We also note that z — z*. Similarly,
for 0 < s < |fl| = |n*|. Since | 5 | < |fi*|, we have tpf(\S\) > 0 while
z # ( | S | ) = 0 . Now, by choice, z#(0) = z*{0) = v?I(°) = ¥>* (<>)• If 2 = 2* £
y>! in St we can find a f c > l such that, for s G [0, \S\], we have
Let us choose the smallest such k such that the above inequality holds.
Now, there exists SQ G (0, \S\) such that
k<pf(s0) = z#(s0).
Define v^ by
#/• \ (ktpfis),
f k(pf(s), for 0 < s < s 0
for so < s < | 5 |
Thus
IsWvfte < Al
Is v2dx
and, as Ai is also the minimum of the Rayleigh quotient on 5 , it follows
that this minimum is achieved for v and so v is an eigenfunction associated
to Ai on S. Then v has to be a multiple of z and so, from the definition
of t;, it follows that k<pf(s) — z#(s) for 0 < s < so as well and so, since
(p\ and z agree at the origin, k = 1 and ipf (s) > z#(s) for all 0 < s < \S\
which proves the lemma. •
We now prove a result due to [Chiti (1982a)] which will be useful in the
sequel.
Proof: Suppose z(0) < <£*(0). Then, for some fe > 1, we have kz(0) —
(^J(O). By Lemma 4.3.1, it then follows that kz#(s) < <pf(s) for all s G
[0,|S|]. But then, (4.3.5) cannot hold. Thus, it follows that 2(0) > y?;(0).
If 2(0) = <pl(0), and (4.3.5) holds, the preceding lemma again implies
that \S\ = |H*| and, in fact z = <p\. Thus the theorem is trivially true.
So let us now assume that z(0) > <pl(0). Thus, \S\ < |H*|. Therefore,
z*(|5|) = 0 and <pf (\S\) > 0. Now, z = z* and so z& is continuous and
(pf is, in fact, absolutely continuous on any interval (a, |H|), for a > 0 (cf.
Remark 2.3.4). So, for a > 0, sufficiently small, z*{a) > (pf(0) > (pf{a).
Consequently, there exists Si € (0, \S\) such that z*(si) = <pf(s\). Choose
si to be the largest such number with the additional property that <fif{t) <
z#(t) for all t € [0, si]. Thus, in an interval immediately to the right of s\,
we have <pf(s) > z#{s). We now claim that this holds for all s 6 (si, \S\].
If not, there exists «2 £ (s\, \S\) such that (pffa) = z#{s2) and ipf (s) >
z#(s) for all s G (si,S2)* Again, these follow from the continuity of the
98 Symmetrization and Applications
ds Jo
Again, from this it will follow that the Rayleigh quotient (over S) of w is
equal to Ai and hence that w is an eigenfunction for X\, Consequently,
w# _ 2 # a n ( j s o (pY(s) = z#(s) in [si, s2] contradicting the maximality of
si. This completes the proof. •
—Au — Xu in n 1
(
u = 0 on da J '
In 1955-56, Payne, Polya and Weinberger considered bounds for the eigen-
values and showed that
W <,
when N — 2 and conjectured that that the right-hand side could be replaced
by
Ai(fi*)
This result was extended to all dimensions by Thompson (1969) who showed
that
A2(fi) < 1 + 4
Ai(Q) ~ N
Eigenvalue Problems 99
and, again, it was conjectured that the right-hand side could be replaced
by
2
A2(n*) = Jj,i
2
i \
Ai(fi*) \U
where, as usual, jPtk denotes the fc-th positive zero of the Bessel function
Jp (of the first kind) of order p.
This problem, for TV = 2, was studied by Brands who obtained the value
2.686 for the ratio of the first two eigenvalues, by de Vries who obtained
2.658 and finally by Chiti who got the estimate 2.586.
The conjecture was finally settled positively by [Ashbaugh and Benguria
(1992a)] in 1992 and we sketch their proof below. Their paper and the
survey article of (Ashbaugh (1999)1 gi y e complete references to the previous
works cited above.
As in the preceding sections, we will denote the eigenfunction (which is
positive in ft) associated to Ai(fi) by tp\.
Lemma 4.4.1 Let P ^ 0 be a sufficiently smooth function such that
Pipi G #o(fi). Assume further that fQ Pip\dx = 0. Then
A2(n) (4 4 3)
- fnP'tfdx • -'
Now, as V ( i V i ) — ViVP + PVffiii we have
| V ( / V i ) | 2 - vflVPI 2 + P 2 | V ^ i | 2 + 2<plPVP.V<pl
= </>2|VP|2 + P2\V<pi\2 + ^iV(P 2 ).Vv?i.
Further,
= \i{n)fat*<pldx-fap*\v<p1\*dz.
Thus,
The idea is to use the above inequality for N trial functions of the form
F(V) = [ g(\x-y\)^_Mx-y)2dx.
JQ \X - y\
Then, it is immediate to verify that, for \y\ = R, we have F(y).y < 0 and
so, by Brouwer's theorem, there exists yo 6 B such that F(yo) = 0. We
shift the origin to yo- This proves the lemma. •
We now set
<x = 3%-\,i = \Ai(^i)
where B\ is the unit ball in RN. Notice that 7 is precisely the quantity
defined in the previous section (cf. (4.3.1)) and is the reciprocal of the
radius of the ball, S, whose first (Dirichlet) eigenvalue is also Ai(H). We
also define
L(ZliP?)tfdx
But by definition of the Pi, we get
(£P2)(Z) = g(\x\)2
i=\
and
|a;|
i=i
where
B(t) = («,'(*))2 + ^ - i ^ ( t ) a .
The choice of the function w has been made so that, as in the case of
the proof of the Szego - Weinberger inequality, the gap inequality (4.4.6)
above becomes an equality for the unit ball. We now prove this fact.
Lemma 4.4.4 Let B\ be the unit ball in RN. Then,
L B(T)JN Aar)2rdr
J0 w(r)jijN__1{ar)'irar
102 Symmetrization and Applications
Proof: Step 1. In the case of the unit ball, we have already seen that
Xi(Bi) = a2 and that
tpi{x) = \x\l-^J^_x{a\x\).
v(r) = r 1 2
JN (fir)
•J$(/fr) v(r)
g(r) = w{r) =
^-i(ar) ^i(r)
Step 3. We saw, in the proof of Lemma 4.4.1, that for suitable functions P ,
The proof of this lemma is the crux of the argument of [Ashbaugh and
Benguria (1992a)] and [Ashbaugh and Benguria (1992b)]); it is rather long
and technical and is proved using the properties of Bessel functions. The
interested reader is referred to the papers cited above.
Let us now go back to the notations of the preceding section and set
5 to be the ball centred at the origin and with radius 7 _ 1 so that its
first (Dirichlet) eigenvalue is exactly Ai(fi). Let z be the corresponding
eigenfunction as in Theorem 4.3.1. We then have the following result.
J f(\x\)z{x)2dx - f }{\x\)<el{xfdx =
Js Jn*
NLON I'* f{r)((z(r)2 -ipXrftr"-^
Jo
n~x
+NuN / f{r)(z{r)2-ip\(r)2)rN-xdr
Jr\
.2„7V-1
I /(r)tf(t
104 Symmetrization and Applications
NtvNf(r1)^\(z{r)2-<p*1{r)2)rN-1dr
+ / (z(r)2-<pl(r)2)rN-ldr
Jrl
dr
= }{n)\jsz2dx- J y2dx = 0
xm < w) £
Ai(fi) " Ai(n*) a2' l ;
infi*. Thus,
The last inequality above follows from Lemma 4.4.6, since, again, B(-yr) is
decreasing. Similarly w(-yr) is increasing. If w* is the increasing rearrange-
ment of w on H* (cf. Section 1.4) we have (cf. Corollary 1.4.1)
/.(7i*i)V(*)^> / «tea*.
Jn Jn*
Again, as w(-yr) is increasing, we have that wm > w in H* and, by yet
another application of Lemma 4.4.6, we get
_ Ai(Q) Jo ^ ( r ) J j ^ - i ( t t r ) 2 r d r
a
J0 w(r)2JN_1(ar)2rdr
on using polar coordinates. But, by Lemma 4.4.4, we know that the ratio
of the integrals in the last term is just (32 — a2 and the result now follows
immediately. •
The Dirichlet eigenvalues for the Laplacian in the plane give the frequencies
of vibration of a membrane occupying the region of a domain and which is
fixed along its boundary. The Neumann eigenvalues give the frequencies of
vibration of the free membrane. We now look at the biharmonic operator
A 2 . Let fi C M2 be a bounded domain. If this represents the middle surface
of a thin plate which is clamped along the boundary, then the frequencies
of vibration of the plate are given by the eigenvalues of the problem:
A2u = Au in Q 1 , .
(4 5 X)
u = ^ = o on a n / ' -'
106 Symmetrization and Applications
and if Jp and Ip are, respectively, the Bessel and modified Bessel functions,
then the principal eigenvalue of a ball of radius R is given by
*•<*>-(*)'-« (i3&)*
where kv is the first positive zero of the equation
To this day, this conjecture has not been fully settled. Szego proved
it under the assumption that the first eigenfunction could be taken to be
positive in H. But, as already mentioned, this is not true in general. In fact,
there is no simple criterion to determine whether a given domain admits
a first eigenfunction which is positive. The result is false even for simple
domains like the square. The next important attempt at its solution was
due to [Talenti (1981)] who proved the weaker inequality
The inequality (4.5.3) was finally proved for all plane domains by [Nadi-
rashvili (1995)] by modifying Talenti's approach. This was further refined
by [Ashbaugh and Benguria (1995)] and they also established the inequal-
ity (4.5.3) for domains in IR3. The conjecture remains open in dimensions
N > 4. Pushing the argument of Ashbaugh and Benguria further, [Ash-
baugh and Laugesen (1996)] proved an inequality of type (4.5.4) but with
an improved constant CN which, in fact, tends to unity as N —• oo.
We will now sketch the proofs of these results below.
The starting point of all investigations is the Rayleigh quotient charac-
terization of the first eigenvalue given by the following:
Jn
Ax H = min ; ' . 4.5.5
- A t ; = /* in Q*
v = 0 on dQ\
/ fdx = 0.
'n
Jn
Then, again by Green's formula,
/ ^-da = [ f*dx = 0
Jan' ov yn„
and, as v is radial, | ^ is a constant on dft* and thus vanishes. Consequently,
v e H$(n*).
Now, since u\ > 0 in Q, by Talenti's theorem (cf. Proposition 3.1.1),
we have
the balls centered at the origin and of radii a and 6 respectively. If R is the
radius of fi*, we thus have
G( 8 ) = ( / + ) # ( « ) - ( / - ) # ( | n | - s ) , \ .
F(s) = -G(\n\-s). j ^a-'>
_ ( r ) = -{Nu;N)-1rl-N J F(V)dV
f ^V ri — f ^W A
JdBa dv ° JdBb dv
110 Symmetrization and Applications
which implies (4.5.12) since v and w are radial and so their normal deriva-
tives on the boundaries of the respective balls are constants. •
and
1 f^V 2 ft
t < (Nu£)-2 ^~2 F{ri)d^
Jn(t) Jo
Eigenvalue Problems 111
from which we conclude that (cf. the proof of Theorem 3.1.1) (w + ) # (s) <
v#(s) since (i(0) = \Ba\. In an identical manner, we can show that
N \2
(Nu$yv(ty-" < •v\t) \ fdx < -v'(t) I G(s)ds
J{u<-t} J0
where u(t) = \{u < —t}\. This will then give (u )*(s) < w(s). This proves
(4.5.14).
Now,
•|n| •|0|
/ (Aufdx = / (/+) 2 <fa+ / {f-fdx = / (f+)*2ds+ / (D*2ds.
Jn Jn JQ JO JO
(4.5.17)
On the other hand, since ( / + ) * ( / ~ ) # = 0 (cf. Exercise 1.4.3), we have
Similarly
v is radial
2
Kt = lvzH (Bi v(x) = 0 for \x\ = t, when t ^ 0
Vv(x) = 0 for |x| = 1.
112 Symmetrization and Applications
p(t LN ) = max
o?v€Kt JBi(Av)2dx'
Ai(Q*) 1
A , ' < -TTT m a x ( p ( t ) + p ( l - t ) ) . (4.5.20)
Ai(fi) p ( l ) 0<t<l V V > r\ u \ )
P r o o f : Let, as usual, u\ be an eigenfunction associated to Ai(fi). Then,
in view of (4.5.14) and (4.5.16), we have
fB v2dx JB w2dx
< . ,\ ,o, +
fBR(Av)*dx fBR(Aw)*dx-
aN\ fbN
Ai(H)-1 < R4 Pl +p
w) [w
Further, since it is known t h a t t h e principal eigenfunction in a ball is radial,
Ai(fi*) = R~4/p(l) (cf. (4.5.5)). T h e result now follows by observing t h a t
a and b satisfy (4.5.6). •
ju\dx< f V*dx+[ ^
and so, in view of (4.5.15), we get
(4 5 22)
'<"*> = JByd* + JBb^ • --
and set
where the infimum is taken over all pairs of radial functions ((p,ip) ^ (0,0)
with (p e H2{Ba) n H&{Ba) and ip e H2{Bb) D H&(Bb) such t h a t
dl d
.N •l Pf~\ = b"-^(b).
a"-^(a) uN-\ ^ (4.5.23)
ar ar
Proposition 4.5.2 There exists a pair (tpo,ipo) such that S((po,ipo) —
J(a,b). Further,
A2ip0 - (i<po in B,
2,0
A2tp ,. in
= iiipQ ,„ „l}
Bb (4-5.24)
together with the condition (in addition to (4-5.23), (po ~ 0 on dBa and
ipQ = Q on dBb, built into the set of admissible functions for the minimiza-
114 Symmetrization and Applications
tion problem)
fi = J(a,b).
P r o o f : We can look for (ip, ip) satisfying the required conditions as well as
/ <p2dx + / ip2dx = 1
JBa JBb
when looking for a minimizer of £. Since, J ( a , b) < oo, if {((pn, ipn)} is such
a minimizing sequence, it follows from t h e fact t h a t z •—> || A U / | | 2 , B is a norm
on H2(B) n HQ(B) for any bounded domain B equivalent to the Sobolev
norm ||2||2,2,B, t h a t {<pn} and {•ipn} are bounded in H2(Ba) and H2(Bb)
respectively. Hence, for a subsequence, tpn —>• <p0 in H2(Ba) D H^Ba) and
fpn —*• ipo in i / 2 ( S b ) n / f o ( B ( , ) weakly. Since the norm is weakly sequentially
lower semi-continuous, it follows t h a t €(<po,tpo) — J(a,b). This establishes
the existence of a minimizer for £.
Now, (fo,ijJo) satisfies the Euler equations which can be written as
where we set v = -y — 1 and fi = k4, The number k (and hence \x = J(a, b))
is now determined from the boundary conditions stated in the preceding
proposition. Thus, we get four homogeneous linear equations for the un-
knowns A,B,C and D. A nontriviai solution exists if the determinant of
the corresponding matrix vanishes. This relation takes the form
where
Jv+i{x) I„+i{x)
f„(x) = x
JJx) + IJx)
Thus, in order to show that J (a, b) > J(0,1), we need to show that ^ ( o ) >
&i,(0) = ku. This is the main body of the work done by [Ashbaugh and
Benguria (1995)]. In particular, a necessary condition for the above to hold
turns out to be
where, as usual, j V t \ denotes the first positive zero of Jv. This inequal-
ity holds only for N = 2 and N — 3. Hence their proof works only for
these dimensions. [Ashbaugh and Laugesen (1996)] show that, for all space
dimensions iV,
where
and that
where Ai(O) is the first eigenvalue of the vibrating plate problem and Ai(fi)
is the first (Dirichlet) eigenvalue of the Laplacian.
The proof of Szego's result follows the same lines as the one in the case
of vibrating plates (cf. Theorem 4.5.1).
Theorem 4.6.1 (Szego) Let us assume that the first eigenvalue Ci(^)
admits an eigenfunction which is positive in H. Then (4-6.2) holds.
-Av = f* in IT
v = 0 on dfl.
M n ) = m i n kp^L ( 4.6.6)
v±<f! Jn v*ax
where the minimum is taken over all non-zero functions in HQ(Q) orthog-
onal (in L2(Q)) to v?i. For 1 < i < N, define
f \ViPi\2dx = a2 J \Vwx\2dx+ [ dx
Jn Jn Jn dxi)
Eigenvalue Problems 119
and that
Using ipi as a test function in (4.6.6) for each 1 < i < N, we deduce that
(Awi)2dx.
SJC ' ( S ) * - J£
dx =
Also,
and so
UJW
2A2(fi) >jlilU
.m+l* in. I* * ^ 2 , r I ffl
since |n+| + |fi_| < |fi| and the function t •—• £~"tf is monotonic increasing
for t > 0 and is convex.
In case equality holds, then retracing the proof, we see that both Q+ and
fi_ will be balls (by the case of equality in the Faber - Krahn inequality)
and both of equal volume (equal to |fi|/2). In this case, Q will no longer
be connected. Thus, for bounded domains, we do have a strict inequality
and this completes the proof. •
Proof: Without loss of generality, we can assume that |Q| = UJ^, i.e. 0*
is the unit ball in WLN. Define
Then w is smooth and vanishes on dQ* = {\x\ — 1}. Further, from the
properties of Bessel functions, we also have that
d fJu(t)\
SJv(t J„+i(t)
dt \ tu t"
Thus f^f = o on dn* as well. Thus, w € flg(fi*). Now, since w is radial,
we will set, by abuse of notaion, w(x) = w(\x\). Then,
_ d2w N ~ 1 dw
dr2 r dr
After a straight forward computation, it also follows, from Bessel's equation,
that
Hence,
AWjJ+i.iAti; = 0
and so
dN = 2 * ^
72
We then have
dN = 1 „4-_log4+0(iv_§)
4.7 Comments
In this section, we survey some related results and also indicate several
fascinating open problems relating to the eigenvalues of the Laplacian and
the biharmonic operators.
The Faber - Krahn inequality for the principal eigenvalue of the Lapla-
cian opens up an entire line of investigation of isoperimetric inequalities for
eigenvalues. In particular, one can pose the question for all the eigenvalues.
For each positive integer k, is there an optimal domain which minimizes
Afc, the k-th eigenvalue of the Dirichlet Laplacian, amongst all domains of
given volume? To start with, the second eigenvalue is minimized, amongst
all open sets of given volume, by the union of two disjoint balls each with
half the given volume (cf. Lemma 4.6.1). This, however, is a set which is
not connected. Unfortunately, the minimum is not attained over connected
sets. One can consider two disjoint balls connected by a thin tube and thin
out the tube so that, in the limit, we obtain two disjoint balls. Thus we can
produce a sequence of connected open sets so that their second eigenvalue
tends to the minimum value, which, however, is attained for a disconnected
set. One can try asking the question for convex domains. The existence
of an optimal convex domain which minimizes the second eigenvalue has
been established by [Cox and Ross (1995)]. It was widely believed that the
optimal convex domain, which minimizes the second eigenvalue amongst all
convex domains of given area in the plane, is the 'stadium' i.e. the closed
covex hull of two equal circles which touch each other. However, [Henrot
and Oudet (2001)] have recently shown that this is not the case.
It has been shown by [Bucur and Henrot (2000)] that there exists an
optimal set (connected, in case of dimensions 2 and 3) which minimizes the
third eigenvalue. Though one does not know yet what this domain looks
like, it is conjectured that in the case of dimensions 2 and 3, it is the ball and
that it is the union of three equal disjoint balls for higher dimensions. The
problem remains open for all higher eigenvalues as well as for all eigenvalues
with other boundary conditions (like the Neumann problem).
Another interesting problem is the optimization of the principal eigen-
value in domains with an obstacle. Let fi C RN be a bounded domain
and let w C fi be a subdomain. We consider the eigenvalue problem
(with Dirichlet boundary conditions) for the Laplacian in the domain U\uJ.
The conjecture is that the first eigenvalue is minimal when the obstacle u>
touches the outer boundary Oil (i.e. the infimum of the first eigenvalue,
amongst all possible positions of the obstacle, is reached as the obstacle
Eigenvalue Problems 123
approaches the boundary) and that the maximum occurs when the obsta-
cle is close to the 'centre' of ft. For results in this direction, see [Harrell,
Kroger and Kurata (2001)], though much remains to be done. In the spe-
cial case, when ft and u are both balls, [Kesvan (2003)] has shown that the
maximum indeed occurs when the balls are concentric (see also Ramm and
Shivakumar at www.math.ksu.edu/ramm/r.html, publication 383).
There are several results and open questions regarding optimization of
various eigenvalues of the Laplacian under diverse constraints. For a nice
survey of these, see the article of [Henrot (2003)].
Coming to the ratios of eigenvalues, [Payne, Polya and Weinberger
(1956)] made several conjectures in their original paper. Of these, only
two remain open. They are to show that
A2(ft) + A3(ft) < A2(ft*) + A3(ft*)
Ai(fi) " Ax(ft*)
for D e l 2 (and the corresponding result for (A2(ft) + ... +A;v+i(ft))/Ai(ft)
when ft C M N ) and to show that
that are valid for all domains. The interested reader is referred to the
survey article of [Ashbaugh (1999)].
Chapter 5
Nonlinear Problems
Thus, for all u G L2(Q,), we have ||U||I,Q < C||u|l2,n- If u = yi > 0, the first
eigenfunction of the Dirichlet Laplacian (cf. Section 4.1), and if N = 2,
[Payne and Rayner (1972)] showed that
125
126 Symmetrization and Applications
-Au = f(u) in O \
u>0 in 0 > (5.1.2)
u = 0 on dCl J
u = 0 on m. }
} (5 1 4)
' -
s e if p< N
N —v
v~x + q~l = i.
i \ i /*,f3' ,i i x [ r
i2\i Jr)(N^N)q S9("^)F(u#(s))ds < / f{u)<k
(5.1.6)
P r o o f : Let t > 0. We set //(t) = \{u > t}\. Since (u\{u>ty)# = ti#|{u#>(},
we have
f0M-Ht)iv(t)dt = -±f0M£mr)dt
< i*(o)9
= i (i - jr) C /W C s«i-^X{u*>t}(s)dsdt
=«(i4)/rl/;,l"/«''('"i)^
Combining these two results, we get (5.1.6) and the proof is complete. •
Proof: Step 1. Retracing the proof of the preceding theorem, we see that,
if equality is achieved in (5.1.6), then it also the case with (5.1.9) for almost
every t such that 0 < t < M. Since $'(t) = /(£)/*'(t) and since f(t) > 0,
we also have equality throughout in (5.1.8). Thus, for almost every t, the
level sets {u > t} obey equality in the classical isoperimetric inequality and
hence are balls. In particular, as in the proof of Proposition 3.2.2, we can
deduce that all level sets {u > t} and S7 are balls. So, by translating the
origin, if necessary, we may assume, henceforth, that n = fi*.
Step 2. Let 0 < t < M. Then, the set of all points where Vu(x) = 0 and
u(x) = t is empty. To see this, we first observe that if >£ > 0 in a bounded
domain G, and if the set
C = {xeG\ *{x) = 0}
has empty interior, then, by a result analogous to the Hopf boundary lemma
(cf. [Guedda, and Veron (1989)]), §^ < 0 at all points of dG, where
w G Cl{G) is a positive solution of the problem:
-div(|Vw| p - 2 Vw) = * in G
(5.1.10)
w — 0 on dG.
in (5.1.9), we get
i = -(^*)-VWMW*"**W (5.1.11)
We can integrate this to get
and its distribution function also satisfies (5.1.12). Since u* and v are both
radially decreasing and equimeasurable, it follows that v = u*.
Now, the function t *-> f(t)t is a Borel function and so
du
[ f(u)dx = f \Vur2^da = f da.
av
Jn Jdn Jdsi
Applying Holder's inequality to the last term, we get
du
f f(u)dx
)dx << (NuNRN-l)i(f
(NLJN
N2
/ f(u)dx (NuN)"~ w1-1 / F(u)dx. (5.1.16)
JBR N -1 JBR
5.2 A S y s t e m of S e m i l i n e a r E q u a t i o n s
Since the fi are all positive, it follows from the maximum principle t h a t
all t h e Ui are positive. To exclude the case where an equation decouples
itself from the rest, we assume t h a t in each row of the matrix A, there is
at least one off-diagonal coefficient which is non-zero.
We now define w G ( ^ ( f i ) ) ™ by
m
Wi = y j a j j U j , 1 < i < m. (5.2.2)
j=i
for 0 < r < R and 1 < i < m, where i? is the radius of fi*.
Lemma 5.2.1 For all I < i < m and for almost every 0 < r < R, we
have
m
N x
-NuNr - w*\r) < ^Oijmj-(r). (5.2.4)
<J2T=iavIniJj(wj)dx-
The inequality in the second line above comes from the classical isoperi-
metric inequality, as in the proof of the Polya - Szego theorem (cf. Step
2 of the proof of Theorem 2.3.1). The last inequality above uses the fact
that, when fj is monotonically increasing, then, (fj(u)j))* = fj{w*) and
the property (1.3.2).
The result now follows for any Br which is of the form fi*c and the
proof is complete. •
Theorem 5.2.1 [Kesavan and Pacella (1999)] Let Q, C RN be a bounded
domain. Let fi : ]R —> R, 1 < i < m be a family of continuous, positive and
monotonically increasing functions. Let Fi be the primitive of fi such that
134 Symmetrization and Applications
fhi =
I fi(u)i)dx. (5.2.7)
Jn
Further, equality is achieved in this inequality if, and only if, Q is a ball
and all the Wi are radially symmetric and radially decreasing.
Proof: Let Mi and rrii be given by (5.2.3) for 1 < i < m. Then,
Differentiating M[(r) once again with respect to r and using (5.2.4), we get
m
M/'(r) > N(N -l)uNrN-2Ft(wUr)) - ft(w;(r))J2alJmJ(r).
j=i
We sum the above inequalities over all 1 < i < m and integrate over the
interval [0, R] where R is the radius of fi*. On one hand, since M[(R) =
NtJNRN~lFi(0) = 0, we get, on integrating the left-hand side by parts,
pR t-R
\ NuNrN-xM'l{r)dr = -N(N-l)uN rN~2Ml(r)dr
Jo Jo
which, except for a change of sign, is exactly the first integral on the right-
hand side. On the other hand, since a^ = a^ we also have
J2 oymj(r)mJ(r) - -— J^ a^mii^m^r)
Nonlinear Problems 135
rJV-2F<«(r))NwjvrJV-1dr.
i,j = l i=l ^°
Now
/ \Vw*\da = [ \Vwi\da.
/ \Vw*\2dx = / \Vwi\2dx
Jn* Jo.
for each 1 < i < m. Since t h e right-hand side of (5.2.4) is positive, it
follows t h a t , in the case of equality in (5.2.6), t h a t w* (r) < 0 for almost
every r. Thus by t h e theorem of Brothers and Ziemer (cf. Theorem 2.3.3),
we deduce t h a t (up t o a translation of t h e origin) Q, — Q* and that, for all
1 < % < m , W{ — w*. This completes t h e proof. •
mil
-div(BVm) = fi(ZT-i «««*) \,l<i<m.
Ui = 0 on dQ, J '
f V7 dui dUi
•da
j X.VUj
x.VUj-^-
'an
= / Vui.Vujdx+ / Y^ -rr^Xki:—^—dx + i (x.VuAAuidx.
Jn ^ifjiidxi dx
k9xi Jn
Integrating the middle term on the right-hand side twice by parts and
collecting the terms, we get
du' du'
/ (X.VUJ)-^ + (x.Vui)—j- - (x.u^Vui.Vuj) da
J an
= (2-7V) / Vui.Vujdx+ j [(x.Vuj)&Ui + (x.Vui)&Uj]dx.
As already remarked earlier, since the Ui and u>i vanish on <9f2, we have
Vui = jfif-v and Vwi = ^ u on d$l. In view of this, the left-hand side of
the above relation can be simplified as
/ (x.i/)———-da.
Jdn du du
Multiplying the resulting identity by a%j and summing over i and j , we get,
using the symmetry of A,
„ m
dui duj
/ fa-") V] ai du du
N
f f ft
(2-TV) / Vui.Vwidx + 2 \ Y^ Xk^Auidx
in ,/n~ dxk
Fi(wi)dx.
138 Symmetrization and Applications
R E ^ ^ = 4 E / ^\{wi)dx. (5.2.11)
Let us set
1 f dui
P m Q o m
ai da 27rR
= iJ / 2^ i7hJ~fr7 ~ 1^ ^jtoto-
f v~^ dui du _ _ _
-ft / > Oii— T^dcr > —- > aumim-i
Nonlinear Problems 139
But this is exactly the inequality (5.2.8) but in the opposite direction. Thus
it follows that we have equality in (5.2.8) and so, by Theorem 5.3.1, all the
Wi and hence, all the Ui, are radial and radially decreasing. •
R e m a r k 5.2.2 The fact that the differential operator was linear and the
structure of the nonlinearities helped us to define the auxiliary functions
Wi from the solutions Ui and derive the Payne - Rayner type inequality. If
we tried to imitate this procedure for the p-Laplacian, we would encounter
a term of the form
m
Y2 aijmj (r)mi(r)
i,j=X
5.3 Comments
case of the p-Laplacian by [Kesavan and Pacella (1994)], who also found
the correct generalization of Lions' result to all dimensions.
Of course, as already observed, the symmetry result here depends heav-
ily on the fact that the nonlinearity is positive. Again, for the p-Laplacian,
this is quite reasonable. However, for the Laplacian, any C1 function /
will do. The study of symmetry properties of solutions based on sym-
metry properties of the domain first started with the work of [Gidas, Ni
and Nirenberg (1979)] (though the ideas were already present in earlier
works of Alexandrov and of Serrin). It was further refined and improved by
[Berestycki and Nirenberg (1991)]. These depend heavily on the availability
of maximum principles and the method is generally known as the method
of moving planes.
Strong maximum principles are generally not available for degenerate
operators like the p-Laplacian. While symmetry results using variants of
the moving plane method do exist (cf. (Grossi, Kesavan, Pacella and Ra-
maswamy (1998)], [Damascelli, Pacella and Ramaswamy (1999)] and [Dam-
ascelli and Pacella (2000)], for instance), mention must be made of the
work of [Brock (2000)], who uses symmetrization techniques to prove such
results. He has developed a procedure known as continuous Steiner sym-
metrization and has applied it to obtain symmetry results for solutions of
the p-Laplacian.
There are several other applications of symmetrization to nonlinear
problems. Of course, the study of free boundary value problems, like the
obstacle problem (cf. Section 3.4) can already be thought of as falling into
this category. We also refer the reader to the works of [Bandle and Sperb
(1983)], [Mossino (1979)] and [Mossino and Temam (1981)] for isoperimetric
inequalities for free boundary value problems occuring in models describ-
ing the physics of plasmas. See also [Bandle (1976b)] for an isoperimetric
inequality for solutions of a nonlinear eigenvalue problem. These are just a
few instances of applications of symmetrization and the literature is vast,
rich and varied.
Needless to say that there is a wealth of literature on isoperimetric
inequalities for linear and nonlinear problems using techniques other than
symmetrization or techniques depending on other types of symmetrization.
References to such works could be found in those cited in this text.
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146 Symmetrization and Applications
147
148 Symmetrization and Applications
decreasing, 2
increasing, 16
Riesz' inequality, 18, 39
Schwarz symmetrization, 13
Sobolev constant, 43, 44
Sobolev's inequality, 43
Szego-Weinberger inequality, 91
Talenti's theorem, 48
torsional rigidity, 73, 76
vanishing at infinity, 17
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