Link¨opingStudies in Science and Technology. Dissertations. No. 1283 The Double Obstacle Problem on Metric Spaces Zohra Farnana Division of Applied Mathematics Department of Mathematics Link¨oping2009 ii The Double Obstacle Problem on Metric Spaces Copyright c 2009 Zohra Farnana, unless otherwise noted. Matematiska institutionen Link¨opingsuniversitet SE-581 83 Link¨oping,Sweden [email protected] Link¨opingStudies in Science and Technology Dissertations, No 1283 ISBN 978-91-85831-00-5 ISSN 0280-7971 Printed by LiU-Tryck, Link¨oping2009 iii Abstract In this thesis we investigate the double obstacle problem for p-harmonic functions on metric spaces. We minimize the p-energy integral among all functions which have prescribed boundary values and lie between two given obstacles. This is a generalization of the Dirichlet problem for p-harmonic functions, in which case the obstacles are −∞ and 1. We show the existence and uniqueness of solutions, and their con- tinuity when the obstacles are continuous. Moreover we show that the continuous solution is p-harmonic in the open set where it does not touch the continuous obstacles. If the obstacles are not continuous, but satisfy a Wiener type regularity condition, we prove that the solution is still contin- uous. The H¨oldercontinuity for solutions is shown, when the obstacles are H¨oldercontinuous. Boundary regularity of the solutions is also studied. Furthermore we study two kinds of convergence problems for the so- lutions. First we let the obstacles and the boundary values vary and show the convergence of the solutions. We also consider generalized solutions for insoluble obstacle problems, using the convergence results. Moreover we show that for soluble obstacle problems the generalized solution coincides, locally, with the standard solution. Second we consider an increasing sequence of open sets, with union Ω, and fix the obstacles and the boundary values. We show that the solu- tions of the obstacle problems in these sets converge to the solution of the corresponding problem in Ω. Acknowledgements First of all I would like to thank my supervisor docent Jana Bj¨ornand co-supervisor docent Anders Bj¨ornfor introducing me to this topic, very useful discussions, reading my papers carefully and for helping me with LATEX. Their patience, their encouragement and their enthusiasm have been invaluable to me. I would also like to thank my second co-supervisor Prof. Lars-Erik Andersson for giving me the opportunity to study at the Department of Mathematics, Link¨opingUniversity. Thanks to our Director of postgradu- ate studies Dr Bengt Ove Turesson for all help. Thanks also to the Libyan Higher Education Ministry for financial support. Finally, I would like to thank my family for their support and encour- agement. Especially you Ali, without you I would not be where I am now. Link¨oping,30 October 2009 Zohra Farnana iv v Dubbelhinderproblemet L˚atoss betrakta f¨oljandeexempel: Vi skulle vilja m˚alaett hus och har en massa m¨oblersom m˚astet¨ackas s˚aatt de inte blir nedsmutsade. Vi anv¨anderett specifikt material som m˚astefixeras f¨oratt t¨acka bordet, stolen eller vad det nu ¨arf¨orsorts m¨obel. Givetvis vill vi inte anv¨andaf¨or mycket material och vi vill g¨orat¨ackningen s˚asl¨ats˚am¨ojligt. Om m¨oblernaflyttas ihop till en plats kan vi t¨acka dem alla utan att sk¨arai materialet. Om ˚aandra sidan m¨oblernast˚arp˚aolika platser beh¨over vi f¨ormodligen dela det t¨ackande materialet i flera mindre bitar. Det ¨arklart att om vi t¨acker tv˚astycken likadana m¨obler,t.ex. tv˚astolar p˚aolika platser, s˚akan vi t¨acka dem med likadana bitar. Ovanst˚aende¨arett exempel p˚aett enkelhinderproblem, d¨arhindret ¨ar en m¨obel eller grupp av m¨obleroch l¨osningen¨ardet t¨ackande materialet. I dubbelhinderproblemet har vi ett hinder nerifr˚an,som m¨obeln/m¨oblerna ovan, och d¨artillett hinder uppifr˚an,t.ex. tak, lampor och d¨orrkarmar i situationen ovan. I den h¨aravhandlingen studerar vi enkel- och dubbelhinderproble- men. Detta g¨orsi v¨aldigtabstrakta och generella sammanhang, s˚akallade metriska rum. Hindren till˚atsocks˚avara v¨aldigtgenerella, och beh¨over speciellt inte vara kontinuerliga. Vi har visat att det alltid finns en optimal entydig l¨osningoch att l¨osningen¨arkontinuerlig om hindren ¨arkontinuer- liga. Det visas ocks˚ai avhandlingen att l¨osningarna¨arkontinuerliga ¨aven om hindren inte ¨arkontinuerliga, under f¨oruts¨attningatt visa andra villkor ¨aruppfyllda. I avhandlingen studeras ocks˚aflera olika konvergensproblem f¨orenkel- och dubbelhinderproblemen som visar hur l¨osningarna varierar n¨arhindren varierar. vi Introduction 1 In this thesis we investigate the double obstacle problem on metric spaces. In particular we consider the existence, regularity and some con- vergence properties of the solutions. The classical Dirichlet problem is to find a harmonic function (a solu- tion of the Laplace equation) with prescribed boundary values. An equiv- alent variational formulation of this problem is the minimization problem Z jruj2 dx among all functions which have the required boundary values. A more general nonlinear analogue of the classical Dirichlet problem is the p-energy minimization problem Z jrujp dx; with 1 < p < 1. The minimizers are solutions of the corresponding Euler{ Lagrange equation, which is the p-Laplace equation div(jrujp−2ru) = 0; and continuous minimizers are called p-harmonic functions. During the last decade, potential theory and p-harmonic functions have been developed in the setting of doubling metric measure spaces sup- porting a p-Poincar´einequality. This theory unifies, and has applications in several areas of analysis, such as weighted Sobolev spaces, calculus on Riemannian manifolds and Carnot groups, subelliptic differential operators and potential theory on graphs. In a general metric measure space it is not clear how to employ partial differential equations. That led Heinonen{Koskela [10] to introduce the concept of an upper gradient as a substitute for the modulus of the usual gradient based on the following observation: It is well known from the fundamental theorem of calculus that, for x; y 2 Rn and a smooth function u on Rn, on the line segment [x; y] we have Z ju(y) − u(x)j ≤ jruj ds: [x;y] In fact, for every rectifiable curve γ with end points x and y we have Z ju(y) − u(x)j ≤ jruj ds: (1) γ Similarly, a nonnegative Borel function g is an upper gradient of u if (1) holds for all rectifiable curves when jruj is replaced by g. It has many useful properties similar to those of the usual gradient. This makes the variational approach of the Dirichlet problem available in metric spaces and Sobolev spaces can then be extended to metric spaces. 2 Introduction There are many notions of Sobolev spaces in metric spaces; see for example Cheeger [6], Haj lasz [8] and Shanmugalingam [20], [21]. The def- initions in these references are different but by [20] they give the same Sobolev spaces under mild assumptions. We shall follow the definition of Shanmugalingam [20], where the Sobolev space N 1;p(X) (called the New- tonian space) was defined as the collection of p-integrable functions with p-integrable upper gradients. In [21] it was shown that Newtonian spaces are lattices i.e. if u; v 2 N 1;p(X) then minfu; vg and maxfu; vg belong to N 1;p(X). Also it turns out that Newtonian spaces are Banach spaces when regraded as equivalence classes, where two functions belong to the same equivalent class if they differ only on a set of capacity zero. On Rn it is well-known that every Sobolev function has a represen- tative which is absolutely continuous on almost every line parallel to the coordinate axes. In this setting we have a stronger property for Newto- nian functions, namely that they are absolutely continuous on almost every curve. One more improvement in the continuity properties of Newtonian functions is that a function in N 1;p(Ω) is continuous when restricted to the complement of a small set. This is a Luzin type phenomenon. In the present setting it is called quasicontinuity and the removed set has small capacity. When specialized to Rn, Newtonian spaces coincide with the usual Sobolev spaces in the sense that every u 2 N 1;p(Rn) belongs to W 1;p(Rn) and every u 2 W 1;p(Rn) has a representative in the Newtonian space N 1;p(Rn) which is quasicontinuous. This can be seen for example in the plane, where the real line has two-dimensional Lebesgue measure zero, we 1;p 2 1;p 2 2 have W (R ) 3 χR 2= N (R ) but χR = 0 a.e. in R and clearly 0 2 N 1;p(R2). Newtonian spaces enable us to study variational integrals and potential theory can be built on minimizers of the p-Dirichlet integral Z p gu dµ, (2) where gu denotes the minimal p-weak upper gradient of u, whose exis- tence and uniqueness was proved in Shanmugalingam [20]. Although po- tential theory of minimizers of the p-Dirichlet integral in the Euclidean case is linear for p = 2 our theory has nonlinear features for all p > 1. The reason for this is that the operation of taking an upper gradient is not linear. Several results concerning solubility of the Dirichlet prob- lem for p-harmonic functions have been obtained in metric spaces in e.g. Cheeger [6], Bj¨orn–Bj¨orn[1], [2], Bj¨orn–Bj¨orn{Shanmugalingam [4], [5], Kinnunen{Shanmugalingam [14] and Shanmugalingam [21], [22]. The exis- tence and uniqueness of minimizers of (2) were proved in [21].