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The structure of 𝓐-free measures revisited

  • D. Mitrovic EMAIL logo and Dj. Vujadinović
Published/Copyright: June 10, 2020

Abstract

We refine a recent result on the structure of measures satisfying a linear partial differential equation 𝓐μ = σ, μ, σ are Radon measures, considering the measure μ(x) = g(x)dx + μus()(μs() + d) where x = (,) ∈ ℝk × ℝdk, μus is a uniformly singular measure in 0 and the measure μs is a singular measure. We proved that for μus-a.e. 0 the range of the Radon-Nykodim derivative f~(x~0)=dμusd|μus|(x~0) is in the set ∩ξ̃𝓚erA(ξ) and, if μs is different to zero, for μs-a.e. 0 the range of the Radon-Nykodim derivative f¯(x¯0)=dμsd|μs|(x¯0) is in the set ∪ξ̄ 𝓚erA(ξ) where × = P is a manifold determined by the main symbol AP = AA of the operator 𝓐.

MSC 2010: 35D30

1 Introduction

In the paper, we consider a finite Radon measure μ = (μ1, …, μm) defined on ℝd satisfying the system of partial differential equations

Aμ=αIα(Aαμ)=0inD(Rd;Rn) (1.1)

where I = I1 × I2 × … × In ⊂ {α = (α1, …, αd) : αs ∈ ℕ∪ {0}, s = 1, …, d}n is a set of multi-indexes, α=x1α1x2α2xdαd, and Aα : ℝdMn×m are smooth mappings from ℝd into the space of real n × m matrices. Written coordinate-wise, we actually have the following system of equations

Ajμ=αIjr=1mα(ajrαμr)=0,j=1,,n, (1.2)

where Ij ⊂ {α = (α1, …, αd) : αs ∈ ℕ∪ {0}, s = 1, …, d}. Denote by Aj, j = 1, …, n, the principal symbol of the operator 𝓐j given by

Aj(x,ξ)=αIjr=1majrα(x)(2πiξ)α,IjIj. (1.3)

The sum given above is taken over all terms from (1.2) whose order of derivative α is not dominated by any other multi-index from Ij. As usual, ξα=ξ1α1ξdαd for α = (α1, …, αd), and ∣α∣ = α1 + … + αd.

For instance, for the (scalar) operator 𝓐 = x1 + x2 + x22, we have I = I1 = {(1, 0), (0, 1), (0, 2)} and I′ = I1 = {(1, 0), (0, 2)}.

Let us emphasize the fact that the equation (1.1) includes the case

Aμ=σ, (1.4)

where σ ∈ 𝓜(ℝd, ℝn). Namely, regarding the equation (1.1) we may consider the measure μ̃ = (μ, σ) ∈ 𝓜(ℝd, ℝm+n) and the equation 𝓐̃μ̃ = 0 (where 0’th-order term was added to 𝓐̃) which is equivalent to (1.4).

We are interested in the range of the Radon-Nikodym derivatives f~(x~)=dμusd|μus|(x~) and f¯(x¯)=dμsd|μs|(x¯) where the measures μus and μs are the parts of the measure

μ=g(x)dx+μus(x~)(μs(x¯)+dx¯),gL1(Rd), (1.5)

satisfying (1.1). The measure μs is a singular measure while μus is uniformly singular measure. Roughly speaking, we require that μs is singular with respect to every of the variables. For instance, such a condition is not fulfilled by the measure μ = δ(x1x2)dx2 since it is not singular with respect to x2. However, if we introduce the change of variables z1 = x1x2 and z2 = x2, then μ becomes δ(z1)dz2 and we have the combination of the uniformly singular measure and a regular measure.

Definition 1

We say that the measure μs is uniformly singular if for μs-almost every x ∈ ℝd there exist real positive functions α(ε), β(ε), ε ∈ ℝ, satisfying α(ε)ε0,εβ(ε)0, and a family of balls B(x, α(ε)) such that limε0μs(B(x,β(ε))B(x,α(ε)))|μs|(B(x,α(ε)))=0.

For instance, it is clear that the measure δ(x1)δ(x2) satisfies the latter condition with Eε = {(0, 0)} and arbitrary α(ε) and β(ε) satisfying α(ε)ε0 and εβ(ε)0. In general, a measure supported on the set whose Hausdorf dimension is less than n − 1 is a candidate for the uniformly singular measure (see below for further explanations). It is not difficult to see that δ(x1)dx2 is a singular measure on ℝ2, but not uniformly singular.

If we put k = 0 i.e. m = d (implying that we do not have uniformly singular part: μ = g(x) dx + μs) then the problem is solved elegantly in [3] confirming the conjecture from [1] that for the k-th order operator 𝓐, the function f¯(x)=dμsd|μs|(x) must take values in the wave cone Λ𝓐 = ∪ξ∣=1 𝓚erAk(ξ) where Ak(ξ) is the sum of all symbols of order k (see [3] for details and thorough information concerning history and applications of this issue; in particular in the calculus of variations and geometric measure theory).

In the case when μus is nontrivial, we are able to prove a stronger result as announced in the abstract and formally introduced in Theorem 2. However, in the latter case, we have the measure of very special form which actually separates variables. This shortens space of measures that fit into our considerations, but the space is far from trivial. For instance, consider the singular measure μ = δ(x1x2) dx2. This measure is not uniformly singular and it satisfies the equation

x1μ+x2μ=0

and after introducing the change of variables x1x2 = y1 and x2 = y2 we reduce the measure μ on the form (1.5). Also, the (n − 1)-dimensional Hausdorff measure that can be locally represented in the from δ(x1g(x2, …, xd)) dx2dxd and, after the change of variables z1 = x1g(x2, …, xd), xj = zj, j = 2, …, d, it gets the form (1.5). Moreover, if we augment (1.1) with initial conditions involving an uniformly singular measure, then, at least in the case of first order scalar equations, the solution will contain the uniformly singular measure as well (since the solution is given along characteristics).

To continue, we assume that all the principal symbols Aj, j = 1, …, n, can be represented in the form

Aj(x,ξ)=A~j(x~,ξ~)A¯j(x¯,ξ¯). (1.6)

For instance, the matrix Aj can be of the form ξ1 ξ2 where Ãj(ξ̃) = ξ1 and Āj(ξ̄) = ξ2. The operator determined by such a matrix A1 is actually a hyperbolic operator.

The latter restriction essentially means that we can separate variables and while for the dual variables ξ, this means that we first move in the direction of ξ̄ determined by the matrix Āj, and then in the direction ξ̃ determined by the matrix Ãj.

Next, we assume that there exist multi-indices βj=(β1j,,βkj)N+k (depending on j = 1, …, n) and β = (βk+1, ⋯, βd) ⊂ N+dk (independent of j = 1, …, n), (β1j,,βkj,βk+1,,βd)Ij such that for any positive λ ∈ ℝ the following homogeneity assumption holds for every j = 1, …, n:

A~j(x~,λβ1jξ1,,λβkjξk)=λA~j(x~,ξ~),A¯j(x¯,λβk+1ξk+1,,λβdξd)=λA¯j(x¯,ξ¯) (1.7)

implying that

αrjβrj=1for every r1,,k andαrβr=1for every rk+1,,d. (1.8)

We then introduce the homogeneity manifolds:

P~j={ξ~Rk:|ξ1|1/β1j++|ξk|1/βkj=1}P¯={ξ¯Rdk:|ξk+1|1/βk+1++|ξd|1/βd=1}

and the corresponding projections

πj(ξ~)=ξ1|ξ1|1/β1j++|ξk|1/βkjβ1j,,ξk|ξ1|1/β1j++|ξk|1/βkjβkj,ξ~Rkπ(ξ¯)=ξk+1|ξk+1|1/βk+1++|ξd|1/βdβk+1,,ξd|ξk+1|1/βk+1++|ξd|1/βdβd,ξ¯Rdk.

Finally, we can formulate the main theorem of the paper.

Theorem 2

Let μ be a solution to (1.1) of the form (1.5). Then, forμus∣-almost every ∈ ℝk andμs∣-almost every ∈ ℝdk there exists ξ̄ such that:

αIjl=1majlα(x)(2πiξ)αf~l(x~)f¯l(x¯)=0,Hk1a.e.ξ~P~j,j=1,,n. (1.9)

If for all j = 1, …, n, the manifolds j would be the same, say , and we have the same set of dominating multi-indices I′ = Ij, j = 1, …, n, then we could rewrite (1.9) in the form

f~(x~)f¯(x¯)ξ~P~ξ¯P¯KerαI(2πiξ)αAα(x)forμusμsa.e.xRd (1.10)

for appropriate matrices Aα, αI′. If we do not have the uniformly singular part and is the sphere in ℝd, then (1.10) is actually the statement of the main result from [3]. In their elegant proof, the main tool was the concept of tangent measures in the sense of [7]. We will pursue this approach here as well but with slightly more refined arguments which take into account properties of the measure (splitting on singular and uniformly singular part) as well as properties of the operator 𝓐 itself (principal symbols do not have to be defined on a sphere).

We will dedicate the last section to the proof of the theorem. In the next section, we shall prove it in the case of first order constant coefficient operators and the scalar measure which captures all the elements of the general situation. The proof is based on the blow up method [8] (which naturally leads us to the tangent measures) and appropriate usage of Fourier multiplier operators (as in deriving appropriate defect functionals [2, 5]).

Let us recall that the Fourier multiplier operator Tψ with the symbol ψ is defined via the Fourier and inverse Fourier transform

Tψu(x)=F1(ψ(ξ)F(u))(x),uL2(Rd),

where the Fourier and the inverse Fourier transforms are given by

F(u)(ξ)=u^(ξ)=e2πixξu(x)dx,F1(u)(x)=uˇ(x)=e2πixξu(ξ)dξ.

For properties of the Fourier multiplier operators one can consult [4].

As for the tangent measure, we shall use the property of any locally finite measure [7, Lemma 2.4] and to recall the following theorem (see also [7, Theorem 2.5]) representing a special case of the tangent measures.

Theorem 3

For any locally finite measure μ defined ond and any multi-index (α1, …, αd) ∈ ℕd and μ-almost every x = (x1, …, xd) ∈ ℝd there exists a locally finite measure ν such that along a subsequence as r → 0 it holds for every φC0(ℝd)

φ(y)dμ(x1+rα1y1,,xd+rαdyd)μ((x1rα1,x1+rα1)××(xdrαd,xd+rαd))φ(y)dν(y)asr0.

The paper is organized as follows. In the next section, we shall prove the theorem in the case μ = μus() d which contains arguments concerning uniformly singular measures which are new with respect to the ones from [3]. In the last section, we prove the result in the full generality.

2 Proof of Theorem 2 in the case of the hyperbolic constant coefficients operator

Here, we shall prove Theorem 2 when the scalar finite Radon measure μ ∈ 𝓜(ℝd) of the form μ(x) = μus()d satisfies the equation

|α|=mx~α(aαμ)+a0σ=0, (2.11)

where aα are constants and σ is also finite scalar Radon measure. The proof is essentially the same for the general operator of the form given in (1.1), but it is a bit less technical for (2.11). The proof in full generality is given in the next section.

Before we start, let (x0) be the Radon-Nykodim derivative of μus with respect to ∣μus∣:

f~(x~0)=dμusd|μus|(x~0).

We fix a convolution kernel ρ : ℝ → ℝ which is a smooth, compactly supported function of total mass one and convolve (2.11) by

1εkρ(x~ε)=1εkΠj=1kρ(xjε)=1εkΠj=1kρj,ε(xj)=ρϵ(x).

Then, we take an arbitrary φ Cc1 (ℝk) and φ1 Cc1 (ℝdk) and test the convolved equation on the product of such functions. We get (below, we denote μusε = μusρε and 〈φ(), μus()〉 = k φ()us())

|α|=maαRd1εkΠj=1kρ(xjyjε),μus(y~)x~αφ(x~)φ1(x¯)dx+a0Rdφ(x~)φ1(x¯)dσε(x)=0. (2.12)

We now fix 0 ∈ ℝk and take φ(x~x~0ε) instead of φ in (2.12). We get (below, w = (,)):

ϵm|α|=maαRd1εkΠj=1kρ(xjyjε),μus(y~)w~αφ(w~)|w~=x~x~0εφ1(w¯)dw+a0Rdφ(x~x~0ε)φ1(x¯)dσε(x)=0. (2.13)

We now introduce in the first integral above the change of variables = 0 + ε and multiply the entire expression by εm. We get (we denote 0 = (x10,,xk0)) and = (w1, …, wk)):

|α|=maαRdΠj=1kρ(xj0yjε+wj),μus(y~)w~αφ(w~)φ1(w¯)dw+εma0Rdφ(x~x~0ε)φ1(x¯)dσε(x)=0. (2.14)

We consider separately terms involving the measure μus:

Mus,ε:=RkΠj=1kρ(xj0yjε+wj),μus(y~)aαwαφ(w~)dw~, (2.15)

We rewrite (2.15) in the form (for α and β given in the uniform singularity definition)

Mus,ε=Rk(B(x~0,α(ε))+B(x~0,β(ε))B(x~0,α(ε))+RkB(x~0,β(ε))Πj=1kρ(xj0yjε+ωj)dμus(y~))×aαwαφ(w~)dw~. (2.16)

Now, according to the assumptions for the uniformly singular measures (see Definition 1) and the fact that ρ is compactly supported:

μus(B(x~0,β(ε))B(x~0,α(ε)))|μus|(B(x~0,α(ε))0asε0;ρ(x~0yε+w~)0,yB(x~0,β(ε))and, obviouslyρ(x~0yε+w~)ρ(w~),yB(x~0,α(ε))

we get after dividing (2.16) by ∣μus∣(B(0, α(ε)) and letting ε → 0 in (2.16) (for ∣μus∣-a.e. 0 ∈ ℝd):

limε0Mus,ε|μus|(B(x~0,α(ε))=f~(x~0)Rkρ(w~)aαwαφ(w~)dw~. (2.17)

If we take here

φ(w~)=Tψ(ξ~)|ξ~|m(ρ(w~))¯, (2.18)

where Tψ(ξ~)|ξ~|m is the Fourier multiplier operator with the symbol ψ(ξ~)|ξ~|m, we find after taking the Plancherel theorem into account:

limε0Mus,ε|μus|(B(x~0,α(ε))=f~(x~0)Rk|ρ^|2(ξ~)aα(iξ~)α|ξ~|mψ(ξ~)dξ~. (2.19)

From here, we conclude after letting ε → 0 in (2.14) with φ given by (2.18)

f~(x~0)|α|=mRd|ρ^|2(ξ~)aα(iξ~)α|ξ~|mψ(ξ~)φ1(x¯)dξ~dx¯=0. (2.20)

From here, due to arbitrariness of ψ, we conclude that (1.10) holds (without the ∪ sign since we do not have the singular part, but only the uniformly singular part of the measure).

3 Proof of Theorem 2; general case

In this section, we consider equations (1.2) under the assumption μ(x) = μus() μs(). We have omitted the terms g(x) dx and μus() d appearing in (1.5) since for the purely Lebesgue part there is nothing to prove and the term μus() d is handled as the μ(x) = μus() μs() by replacing μs() by d.

We shall rewrite in the form:

αI~j,βI¯r=1mx~αx¯β(ajrαβ(x)μusr(x~)μsr(x¯))+Alowerjμ=0 (3.21)

where Ĩj and Ī are set of indexes corresponding to the principal symbol of the operator 𝓐.

We shall prove Theorem 2 by following the steps from the previous section together with the approach taken in [3] and we refer the reader there for clarifications.

We start by fixing j in (1.2) and the convolution kernel ρ : ℝ → ℝ which is smooth, compactly supported with total mass one. We then denote

ρj,ε(x~)=1εβ1j++βkjs=1kρ(xsεβsj)andρ(w~)=s=1kρ(ws),

and convolve (3.21) by ρj,ε. We have for (ajrαβμus)ε=(aαβjrμus)ρj,ε(x~):

αI~j,βI¯r=1mαβ((ajrαβμusr)εμsr+AlowerjμΠr=1kρj,ε(x~)=0. (3.22)

We then apply a test function φ Cc (ℝk) on (3.22) to get

αI~j,βI¯(1)|α|r=1mβRkρj,ε(x~y~),ajrαβ(y~,x¯)μusr(y~)αφ(x~)dx~dμsr(x¯)+Alowerjμρj,ε(x~),φ(x~)=0. (3.23)

Now, we fix z = (,) ∈ ℝd and take

φε(x~z~)=φ(x1z1εβ1j,,xkzkεβkj)

in (3.23) instead of φ. At the same time, for the variable , we fix z = (,) ∈ ℝd we introduce the change = (zk+1 + εβk+1wk+1, …, zd + εβd wd) = + εβ̄ in (3.23) and apply the test function φ1(). Multiplying the obtained expression by ε and taking into account (1.8), we conclude

αI~j,βI¯(1)|α|+|β|r=1mRdρj,ε(x~y~),ajrαβ(y~,x¯)μusr(y~)αφε(x~z~)βφ1(w¯)dμsr(z¯+εβ¯w¯)dx~++εAlowerjμρj,ε(x~),φφ1=0. (3.24)

Next, we introduce the change of variables x~=(z1+εβ1jw1,,zk+εβkjwk) in the first term on the left-hand side of (3.24). We get

αI~j,βI¯(1)|α|+|β|r=1mRds=1kρ(zsysεβsj+ws),(ajrαβ(y~,x¯)μusr(y~)αφ(w~)βφ1(w¯)dμsr(z¯+εβ¯w¯)dw+Rε=0, (3.25)

where

Rε=εAlowerjμΠr=1kρj,ε(x~),φφ10

by definition of the principal symbol. Now, we divide (3.25) by

|μus|(B(0,α(ε)))|μs|((zk+1rα1,xk+1+rα1)××(zdrαd,xd+rαd))

where α(ε) is given in the definition of the uniform singularity and let ε → 0. Taking into account the uniform singularity assumptions as in (2.16) and Theorem 3, we get

αI~j,βI¯(1)|α|+|β|r=1majrαβ(z)Rdρ(w~)w~αφ(w~)dw~w¯βφ1(w¯)f~r(z~)f¯r(z¯)dν(w¯)=0, (3.26)

where (along a subsequence; see Theorem 3)

νε=d|μs|(z¯+εβw¯)|μs|((zk+1rα1,xk+1+rα1)××(zdrαd,xd+rαd))νasε0. (3.27)

We now take

φ(w~)=Tψ(πj(ξ~))|ξ1|β1j++|ξk|βkjρ(w~)¯,

where Tm is the Fourier multiplier operator with the symbol m. After inserting this in (3.26) and applying the Plancherel theorem with respect to , we obtain:

r=1mαI~j,βI¯(1)|α|+|β|aαβjr(z)Rd(2πiξ~)α|ξ1|β1j++|ξk|βkjψ(πj(ξ~))|ρ^(ξ~)|2dξ~w¯βφ1(w¯)f~r(z~)f¯r(z¯)dν(w¯)=0. (3.28)

If we apply here the Plancherel theorem with respect to , we get

r=1mαI~j,βI¯(1)|α|+|β|aαβjr(z)Rd(2πiξ~)α|ξ1|β1j++|ξk|βkjψ(πj(ξ~))|ρ^(ξ~)|2dξ~(iξ¯)βφ^1(ξ¯)f~r(z~)f¯r(z¯)ν^(ξ¯)dξ¯=0. (3.29)

From here, we conclude that if () () = (1() 1()), …, m() m()) does not satisfy conditions of Theorem 2, we conclude that suppν̂r = {0} which in turn implies that νr is the Lebesgue measure. By repeating the procedure from [3] where we replace the sphere by the manifold , we conclude that the convergence from Theorem 3 used to get (3.26) is not only weak but also strong which contradicts the fact that μs is singular.

Let us briefly recall the arguments from [3]. First, since ψ and φ1 in (3.29) are arbitrary, we know that it holds for every (ξ̃,ξ̄) ∈ j × ℝdk, j = 1, …, n:

r=1mαI~j,βI¯(1)|α|+|β|aαβjr(z)(2πiξ)α(iξ¯)βf~r(z~)f¯r(z¯)ν^(ξ¯)=0. (3.30)

Due to linearity, with the expense of the small right-hand side, the same holds when we replace ν by ννε for νε given by (3.27). In the matrix notation and after collecting the ξ̃-terms with the coefficients aαβ this means

A(ξ¯)f¯(z¯)(ν^(ξ¯)ν^ε(ξ¯))=low order terms.

We multiply the latter equation by [A(ξ̄) 𝔣̄()]* to get

|A(ξ¯)f¯(z¯)|2(ν^(ξ¯)ν^ε(ξ¯))=low order terms. (3.31)

If we assume that for every ξ̄ ∈ ℝdk, we have

|A(ξ¯)f¯(z¯)|20

and from here and (3.30) it follows that ν̂ ≡ 0 i.e. that ν is the Lebesgue measure. Moreover, we can divide (3.31) by ∣A(ξ̄) 𝔣̄()∣2 from where, after invoking the Marcinkiewicz multiplier theorem and letting ε → 0, we reach to

ν^(ξ¯)ν^ε(ξ¯)L1(K),KRd.

This implies that νε strongly converges toward ν which is impossible since ν is the Lebesgue measure and νε are not. Thus, we conclude that for some ξ̄ it holds A(ξ̄) 𝔣̄() = 0 which we wanted to prove.

Acknowledgement

The work is supported in part by the Croatian Science Foundation under Project MiTPDE (number IP-2018-01-2449), and by the Austrian Science Fund (FWF) Lise Meitner project “Vanishing capillarity on smooth manifolds” (number M 2669-N32).

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Received: 2019-03-07
Accepted: 2020-03-09
Published Online: 2020-06-10

© 2021 D. Mitrovic and Dj. Vujadinović, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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  39. Boundary value problems associated with singular strongly nonlinear equations with functional terms
  40. Global solvability in a three-dimensional Keller-Segel-Stokes system involving arbitrary superlinear logistic degradation
  41. Multiplicity and concentration behaviour of solutions for a fractional Choquard equation with critical growth
  42. Concentration results for a magnetic Schrödinger-Poisson system with critical growth
  43. Periodic solutions for a differential inclusion problem involving the p(t)-Laplacian
  44. The concentration-compactness principles for Ws,p(·,·)(ℝN) and application
  45. Regularity for commutators of the local multilinear fractional maximal operators
  46. An improvement to the John-Nirenberg inequality for functions in critical Sobolev spaces
  47. Local versus nonlocal elliptic equations: short-long range field interactions
  48. Analysis of a diffusive host-pathogen model with standard incidence and distinct dispersal rates
  49. Blowing-up solutions of the time-fractional dispersive equations
  50. Fixed point of some Markov operator of Frobenius-Perron type generated by a random family of point-transformations in ℝd
  51. Non-stationary Navier–Stokes equations in 2D power cusp domain
  52. Non-stationary Navier–Stokes equations in 2D power cusp domain
  53. Nontrivial solutions to the p-harmonic equation with nonlinearity asymptotic to |t|p–2t at infinity
  54. Iterative methods for monotone nonexpansive mappings in uniformly convex spaces
  55. Optimality of Serrin type extension criteria to the Navier-Stokes equations
  56. Fractional Hardy-Sobolev equations with nonhomogeneous terms
  57. New class of sixth-order nonhomogeneous p(x)-Kirchhoff problems with sign-changing weight functions
  58. On the set of positive solutions for resonant Robin (p, q)-equations
  59. Solving Composite Fixed Point Problems with Block Updates
  60. Lions-type theorem of the p-Laplacian and applications
  61. Half-space Gaussian symmetrization: applications to semilinear elliptic problems
  62. Positive radial symmetric solutions for a class of elliptic problems with critical exponent and -1 growth
  63. Global well-posedness of the full compressible Hall-MHD equations
  64. Σ-Shaped Bifurcation Curves
  65. On the critical behavior for inhomogeneous wave inequalities with Hardy potential in an exterior domain
  66. On singular quasilinear elliptic equations with data measures
  67. On the sub–diffusion fractional initial value problem with time variable order
  68. Partial regularity of stable solutions to the fractional Geľfand-Liouville equation
  69. Ground state solutions for a class of fractional Schrodinger-Poisson system with critical growth and vanishing potentials
  70. Initial boundary value problems for the three-dimensional compressible elastic Navier-Stokes-Poisson equations
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