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Advances in Differential Equations Volume 17, Numbers 3-4 (2012), 307–336

NONEXISTENCE RESULTS FOR DIFFERENTIAL


INEQUALITIES INVOLVING A-LAPLACIAN

Agnieszka Kalamajska, Katarzyna Pietruska-Paluba, and


Iwona Skrzypczak
Institute of Mathematics, University of Warsaw
ul. Banacha 2, 02–097 Warszawa, Poland

(Submitted by: Juan Luis Vazquez)


Abstract. We give a sufficient condition for nonexistence of nontriv-
ial nonnegative solutions to the partial differential inequality involving
A-Laplacian: −∆A u ≥ Φ(u), where u is defined on Rn . The condition
obtained relies on the rate of decay at infinity of certain functions involv-
ing A and Φ. The techniques, based on methods due to Mitidieri and
Pohozaev, exploit suitable a priori estimates in the framework of Orlicz-
Sobolev spaces. The result is illustrated by logarithmic A-Laplacians
and logarithmic functions Φ.

1. Introduction
In this paper we consider the following nonlinear partial differential in-
equality of elliptic type:
−∆A u ≥ Φ(u), u ≥ 0 a.e., (1.1)
where ∆A u = div(A(∇u)) is the A-Laplacian. Under certain assumptions
on A, Φ, u we prove nonexistence of nonnegative solutions of (1.1). The
assumptions can be sketched as follows.
(A): A : Rn → Rn is a given function such that A(λ) = Ā(|λ|)
|λ|2
λ for λ 6= 0,
where Ā(s) : [0, ∞) → [0, ∞) is a convex function with Ā(0) = 0, satisfying
the ∆0 -condition:
Ā(s1 s2 ) ≤ C Ā(s1 )Ā(s2 ),
with a universal constant C. The typical example of such an A-Laplacian
is the usual p-Laplacian, ∆p u = div(|∇u|p−2 ∇u), corresponding to Ā(λ) =
|λ|p . Another example is the logarithmic Laplacian, where we take Ā(s) =
|s|p (ln(2 + s))α , α ≥ 0.

Accepted for publication: November 2011.


AMS Subject Classifications: 26D10; 35D30, 35J60, 35R45.
307
308 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

(Φ): Φ : [0, ∞) → [0, ∞) is continuous, positive for positive arguments and


Φ(0) = 0. It obeys certain compatibility conditions, involving the function
Ā (see conditions (Φs,A ) and (Fs ) in Section 2).
(u): the nonnegative function u in the inequality (1.1) is supposed to
1,Ā
belong to the Orlicz-Sobolev space Wloc (Rn ).
In our approach we are interested in weak solutions, i.e., functions u ∈
1,Ā
Wloc (Rn ) such that
Z Z
A(∇u) · ∇φ dx ≥ Φ(u)φ dx,
Rn Rn

whenever φ ≥ 0 is nonnegative, compactly supported and belongs to


W 1,Ā (Rn ). The regularization argument shows that this is equivalent to test-
ing the above inequality with φ ∈ C0∞ (Rn ) being nonnegative and compactly
supported (see Remark 2.1).
We can explain such a setting as follows. At first, one asks about nonex-
istence of the solutions of the equation −∆A u = Φ(u), u ≥ 0 almost ev-
erywhere in Rn . On the other hand, it is natural to ask what happens if
the nonlinear operator −∆A u is disturbed by a nonnegative expression, for
example one can ask about the nonexistence of the solutions to the equation
−∆A u + |∇u|α = Φ(u) or −∆A u + λu = Φ(u), λ > 0, where u ≥ 0 almost
everywhere in Rn . To this goal, it is very convenient to consider inequalities
instead of equations, and to ask about their weak solutions.
Inequalities on the entire space Rn are of special interest. Motivations
come from mathematical and geometric models such as:
(1) Makatuma type models
∆u = K(x)up , u : R3 → R+
arising in the study of stellar structure in astrophysics, [41];
(2) the study of static solutions of the nonlinear wave equations as models
of elementary particles
0
ut − ∆u = F (u), u : [0, ∞) × R3 → R+ ,
0
where F represents a C 1 -potential [18];
(3) the study of stable solutions of the (N +1)-dimensional diffusion equa-
tions, [45]
ut = divA(∇u) + Φ(x, u), u : [0, ∞) × R3 → R+ ,
including the Fujita-type equations ut = ∆u + u1+α , u : RN → R+ , [27];
Nonexistence results for differential inequalities 309

(4) the study of stable solutions of Schrödinger type equations, [45],

utt = divA(∇u) + Φ(x, u), u : [0, ∞) × R3 → R+ ;


(5) scalar curvature problems in differential geometry, [3],
N +2
−∆u = Ku N −2 , u : RN → R+ .
Our main result, stated in Theorem 2.2, asserts that in our situation the
only possible solution of (1.1) is u ≡ 0.
Nonexistence results are recently an object of intensive research. We focus
on several directions. Some authors use maximum principles, in particular
the powerful methods of moving planes and moving spheres, see e.g. [2, 63],
[7, 17, 20, 62], and their references. Some other methods (e.g. [31]) exploit
the blow-up arguments. There are also methods based on Pohozaev-type
identities and decay assumptions at infinity [20, 59]. Another approach is to
prove non-existence via one-dimensionality. One deduces that if the partial
differential inequality in question had a solution then it would also have a
solution depending on one variable. Subsequently, one shows that the latter
does not exist. For this approach we refer e.g. to [6, 31, 42, 43, 55, 62] and
their references.
The method that is influential to us is due to Mitidieri and Pohozaev [49],
who investigate (among other ones) the inequality
−∆p u ≥ uq , u ≥ 0 a.e. (1.2)
q+α p α−1
u ∈ Sα := {u : u , |Du| u ∈ L1loc (Rn )}, (1.3)
with α < 0 being a suitably chosen number such that |α| is sufficiently
small, see [49], page 4. Their approach is based on obtaining first the a
priori estimates in the form
Z
|u|q φ dx ≤ R(φ). (1.4)
Rn

Here R is a certain function composed of two functions in the form


|∇φ| p̄i
Z
| | φ dx, i = 1, 2
suppφ φ
with two exponents p̄i > p, where φ ≥ 0 is an arbitrarily taken compactly
supported Lipschitz function. Then, the choice of a particular function φ
having the property that φ ≡ 1 on the ball B(R) and φ ≡ 0 outside the ball
310 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

B(2R) results in the inequality


Z
|u|q dx ≤ L(R), (1.5)
B(R)

where the function L(R) is of power type and converges to 0 as R → ∞.


This implies u ≡ 0 on Rn . Although no other essential tools are required,
the method is precise: the set of parameters p, q for which the inequality
(1.2) cannot hold with u 6≡ 0 is proven to be sharp (see [49]).
Our approach extends the techniques of Mitidieri and Pohozaev from [49]
to a more general class of functions Ā and Φ in (1.1). Therefore we have to
provide estimates in an Orlicz setting instead of the Lp -setting. Besides, our
1,p
computations lead to the nonexistence result for (1.2) in spaces Wloc (Rn ),
not depending on the parameter α. We have relaxed the assumption u ∈ Sα
(when we consider power functions) and its Orlicz-type analogue by using
suitable additional local estimates (Step 1 in the proof of Proposition 3.1).
Our main result is obtained in four steps. In the first step we prove a
Caccioppoli-type inequality
Z Z  Ψ̃(u) 
Φ(u)Ψ̃(u)φ dx + (C − ) Ā(|∇u|) φ dx
Rn Rn ∩{∇u6=0} u
|∇φ| u Ψ̃(u)
Z
≤ Ā( ) φ dx
supp φ∩{∇u6=0} φ  u

where Ψ̃ is a certain increasing function (see Proposition 3.1), C comes


from condition (Φ) and  ∈ (0, C) is arbitrary. We call it Caccioppoli-type,
because integrals involving u and ∇u on the left-hand side are estimated by
integrals not involving ∇u on the right-hand
R side. Then (in the second step),
in Section 4, we estimate the integral Rn Φ(u)Ψ̃(u)φ dx, with a suitably
chosen Ψ̃, by an integral involving φ but not u, getting an estimate in the
form
Z Z   |∇φ|  1
1−s
Φ(u)Ψ̃(u)φ(x) dx ≤ C̄ Ā φ dx, (1.6)
Rn supp φ φ

with some parameter s ∈ (0, 1). The function Ψ̃ is chosen in such a way
that Φ(·)Ψ̃(·) grows slower than Φ(·). Inequality (1.6) is then improved in
Section 5 (as a third step of our reasoning), where we obtain the estimate
Z
Φ(u)φ(x) dx ≤ L(φ)dx,
Rn
Nonexistence results for differential inequalities 311

with a u-independent right-hand side. In Section 6 we conclude the proof


using the Mitidieri-Pohozaev technique to find the relevant function φ. This
results in the inequality
Z
Φ(u)dx ≤ K̄F(R),
B(x0 ,R)

with a suitably chosen function F (see the formula (2.12)). It is impossible


for any nonzero u if F(R) → 0 as R → ∞. This is the fourth and the last
step, closing our reasoning.
In Section 7 we illustrate this result with functions Ā and Φ of logarithmic
type. Our examples cover also the homogeneous case considered in [49]. The
last section is devoted to the proofs of some auxiliary results.
Apart from the results already described above and directly connected
with our present work, the nonexistence for the A-harmonic problems
−∆A u ≥ uq , u ≥ 0 a.e., (1.7)
has been established by some other authors.
Mitidieri and Pohozaev dealt with A−Laplacians generated by a Carathéo-
dory function A : Rn × R × Rn → Rn that generate an m−Laplacian type
operator, i.e., satisfying the estimate
0
hA(x, t, w), wi ≥ b|A(x, t, w)|m ,
where m0 > 1 is the Hölder conjugate of m, see Theorem 2.4 in [53].
In the papers [49, 53], the authors considered functions generating op-
erators of mean curvature type, i.e., Carathéodory functions of the form
A(x, u, w) = A(x, u, w)w, where A is a scalar function satisfying the esti-
mate 0 < A(x, u, w) < CA with a constant CA > 0 not depending on x, u, w,
see e.g. Theorem 2.3 of [49].
The authors of the paper [40] consider a Carathéodory function A : Rn ×
R × Rn → Rn that belongs to the so-called class A(α); i.e., it satisfies the
inequality
|hA(x, η, ξ), Φi|α ≤ k(x) · |Φ|α · |hA(x, η, ξ), ξi|α−1
for almost every x ∈ Rn , η ∈ R, ξ, Φ ∈ Rn , and a measurable nonnegative
locally bounded function k(x). Their approach is suitable e.g. for operators
of the form
X ∂  a(x)|∇u|p−2 ∂u 
∆A u = p · .
∂xi 1 + |∇u| 2 ∂xj
i
312 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

Note that the authors of papers [40, 49, 53] deal with inequality (1.7),
which is the special case of (1.1), restricted to Φ(s) = sq .
In another paper [23], Section 3, the author applies the techniques of
Mitidieri and Pohozaev to the equation in the form
−div (h(x)g(u)A(|Du|Du)) ≥ f (x, u, Du) in RN , u ≥ 0,
where one assumes that f (x, z, ξ) ≥ a(x)z q |ξ|θ in RN × [0, ∞) × RN , with
nonnegative a. We do not require any special behavior on the function Φ
involved in (1.1).
Let us remark that existence/nonexistence results on Rn differ signifi-
cantly from those on bounded regular domains. For example, according to
the result [49], there are no nonnegative solutions of (1.2) on the entire space
Rn when p − 1 < q < n(p−1) n−p , p < n. On the other hand, in this range of
parameters, they do exist on bounded starshaped domains, even with zero
boundary data [54].
For the related existence results we refer for example to [26] and their ref-
erences. For results concerning parabolic problems, inequalities for systems,
higher-order operators, or inequalities on the Heisenberg group, we refer e.g.
to [8, 10, 11, 14, 16, 21, 22, 24, 28, 29, 47, 48, 50, 51, 52, 56, 57, 58, 60, 64, 65,
66, 68, 69]. Motivations to consider PDE’s in the Orlicz setting that come
from mathematical physics can be found for example in [1, 4, 15, 32, 46].
Logarithmic Orlicz functions and logarithmic Sobolev spaces are an object
of particular interest, see e.g. [5, 19, 33, 35]. Finally, let us also mention
that the derivation of nonexistence results in the Orlicz setting was stated
as an open problem by the authors of the influential paper [49], see remarks
on page 132 in their later paper [53].

2. Preliminaries and main result


Notation. For A : Rn → Rn being a continuous function we denote ∆A u =
div(A(∇u)), understood in the weak sense. We restrict ourselves to A’s such
that
A(λ) = B(|λ|)λ, λ ∈ Rn , and we set Ā(s) = B(s)s2 where s ∈ [0, ∞). (2.1)

We assume that Ā is an N -function; i.e., it is convex and lims→0 Ā(s)


s =
s
lims→∞ Ā(s) = 0. We refer to the monographs [44, 61] for basic properties
of Orlicz spaces. By Ā∗ we denote the Legendre transform of Ā. By |U | we
denote the Lebesgue measure of the measurable set U ⊆ Rn .
Nonexistence results for differential inequalities 313

As usual, C k (Ω) (respectively C0k (Ω)) denotes functions of class C k de-


fined on an open set Ω ⊂ Rn (respectively C k -functions on Ω with compact
support).
Definition 2.1. We say that the function F : [0, ∞) → [0, ∞) satisfies the
0 0
∆ -condition (denoted F ∈ ∆ ), if there exists a constant DF > 0 such that
for every s1 , s2 > 0 we have
F (s1 s2 ) ≤ DF F (s1 )F (s2 ). (2.2)
0
Let us note that the ∆ -condition is stronger than the ∆2 -condition, which
asserts that there exists a constant C > 0 such that F (2s) ≤ CF (s) for every
s > 0 (we write F ∈ ∆2 ).
0
Typical examples of N -functions satisfying the ∆ -condition can be found
among Zygmund-type logarithmic functions. Their construction is based on
the following easy observation.
0
Fact 2.1 ([38]). Let M∆0 := {F : [0, ∞) → [0, ∞) : F ∈ ∆ }. The family
M∆0 is invariant under multiplications and compositions.
Example 2.1 ([38]). The following N -functions belong to M∆0 :
1. F (s) = sp , 1 < p < ∞,
2. Mp,α (s) = sp (ln(2 + s))α , 1 < p < ∞, α ≥ 0,
3. 1 (s) = sp (ln(1 + s))α , 1 < p < ∞, α ≥ 0,
Mp,α
4. F (s) = Mp1 ,α1 ◦ Mp2 ,α2 ◦ · · · ◦ Mpk ,αk (s), α1 , . . . , αk ≥ 0, pi > 1 for
i = 1, . . . , k.
Let us state and prove some useful lemmas (see e.g. [25, 34, 67] for related
results).
Lemma 2.1. Suppose that M is an N −function. Then for every r, s > 0
the following inequality holds true:
M (r)
s ≤ M (r) + M (s).
r
Proof. The function R+ 3 r 7→ Mr(r) is nondecreasing (this follows from the
convexity of M ). Therefore if r ≤ s we get Mr(r) s ≤ M (s), while if s ≤ r we
get Mr(r) s ≤ M (r). 
We have the following easy observation.
314 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

0
Fact 2.2. If an N -function F satisfies the ∆ -condition, then H = F −1
satisfies the inequality
H(s1 )H(s2 ) ≤ B̄H(s1 s2 ),
1
with constant B̄ = H( 1
)
, independent of s1 , s2 .
D2
F

Proof. Set: s1 = F (λ1 ), s2 = F (λ2 ). As DF F (λ1 )F (λ2 ) ≥ F (λ1 λ2 ), we get


1
s1 s2 ≥ F (λ1 λ2 ) ≥ F (Aλ1 λ2 ) ,
DF
 
where A = H D12 . By the monotonicity of H we obtain
F

H(s1 s2 ) ≥ Aλ1 λ2 = AH(s1 )H(s2 ).


Therefore the assertion follows. 
1, Ā n
Orlicz-Sobolev spaces. By W (R ) we mean the completion of the set
{u ∈ C ∞ (Rn ) : kukW 1,Ā (Rn ) := kukLĀ (Rn ) + k∇ukLĀ (Rn ) < ∞},
under the Luxemburg norm
|f (x)|
n Z o
kf kLĀ (Rn ) = inf K > 0 : Ā( )dx ≤ 1
Rn K
1,Ā
(in the sequel we assume that inf ∅ = +∞). By Wloc (Rn ) we denote such
functions u : R → R that uφ ∈ W (R ) for every φ ∈ C01 (Rn ) (analogous
n 1, Ā n

notation is used for local Orlicz spaces LĀ n


loc (R )). Obviously, the space
n
R above can be replaced with its arbitrary open subset, to yield spaces
1,Ā 1,Ā 1,1
W 1,Ā (Ω) and Wloc (Ω). Observe that always we have Wloc (Rn ) ⊆ Wloc (Rn ).
By W01,Ā (Rn ) we denote the completion of smooth compactly supported
functions in W 1,Ā (Rn ). The following fact holds true.
1,Ā
Fact 2.3. If Ā is an N-function and u ∈ Wloc (Rn ), then
Ā(|∇u|) ∗
B(|∇u|)∇u = χ{|∇u|6=0} ∈ LĀ n n
loc (R , R ),
|∇u|
where B and Ā are the same as in (2.1).
Proof. We observe that for every f ∈ LĀ (Rn ) with compact support we
have
Z Z Ā(|∇u|)
L := B(|∇u|)h∇u, f idx ≤ |f |dx.

Rn {suppf }∩{|∇u|6=0} |∇u|
Nonexistence results for differential inequalities 315

Applying Lemma 2.1 we get


Z Z
L≤ Ā(|∇u|)dx + Ā(|f |)dx < ∞.
{supp f } Rn
(1)
Therefore, the following estimate holds true for the dual norm kvkLĀ∗ (R,Rn )
of v = B(|∇u|)∇u, where R is an arbitrary ball:
n Z Z o
(1) Ā n
kvkLĀ∗ (R) := sup hv, f idx : f ∈ L (R, R ), Ā(|f |)dx ≤ 1

R R
n Z Z o
Ā n
= sup hv, f idx : f ∈ L (R, R ), suppf ⊆ R, Ā(|f |)dx ≤ 1

R R
Z
≤ Ā(|∇u|)dx + 1 < +∞.
R
Since the dual norm and the Luxemburg norm are equivalent, it follows that
for every ball R we have kvkLĀ∗ (R) < ∞. 
1,Ā
Let u ∈ Wloc (Rn ). For w ∈ W 1,Ā (Rn ) with compact support we define
Z
h∆A u, wi := − B(|∇u|)h∇u, ∇wi dx. (2.3)
Rn
According to Fact 2.3 the right-hand side in (2.3) is well defined. Obviously,
when A(λ) = |λ|p−2 λ, we then get the classical p-Laplacian, ∆p u.
Differential inequality. The differential inequality we want to analyze is
given by the following definition.
Definition 2.2. Let Φ : [0, ∞) → [0, ∞) be a continuous nonnegative func-
1,Ā
tion and let u ∈ Wloc (Rn ). We will say that
−∆A u ≥ Φ(u) (2.4)
if for every nonnegative compactly supported w ∈ W 1,Ā (Rn ) we have
Z Z
h−∆A u, wi = B(|∇u|)h∇u, ∇wi dx ≥ Φ(u)w dx. (2.5)
Rn Rn
Remark 2.1. One can restrict the test functions in inequality (2.5) to non-
negative functions from C0∞ (Rn ). For readers’ convenience we submit the
proof, referring to [36] for related results. It is easy to show that the regular-
izations w = w ∗ φ (where φ is the standard mollifier) of every compactly
supported w ∈ W 1,Ā (Rn ) converge to w in mean in W 1,Ā (Rn ); i.e.,
Z
Ā (|w (x) − w(x)|) dx → 0
Rn
316 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

and Z
Ā (|∇w (x) − ∇w(x)|) dx → 0, as  → 0.
Rn
We explain the second convergence only. We have |∇w (x) − ∇w(x)| → 0
almost everywhere and so Ā (|∇w (x) − ∇w(x)|) → 0 almost everywhere.
Moreover, by the monotonicity of Ā and the ∆2 −condition we deduce that

Ā(|a − b|) ≤ Ā(2|a|) + Ā(2|b|) ≤ C Ā(|a|) + Ā(|b|) ,
with some constant C depending only on Ā. Hence,
Ā (|∇w (x) − ∇w(x)|) ≤ C Ā (|∇w (x)|) + C Ā (|∇w(x)|) ,
with some general constant C. Moreover, we have
 Z 
Ā |∇w (x)| ≤ Ā ((|∇w| ∗ φ )(x)|) = Ā |∇w(x − y)|φ (y)dy
Rn
Z
≤ Ā (|∇w(x − y)|) φ (y)dy = Ā (|∇w|) ∗ φ (2.6)
Rn
because Ā is convex and φ (x)dx is a probability measure. The function in
(2.6) is of the form k = k∗φ , where k := Ā (|∇w|) belongs to L1 . Therefore,
k → k strongly in L1 and we deduce that Ā (|∇w (x)|) + C Ā (|∇w(x)|) is
dominated by functions Ck + Ck, which converge in L1 . We complete the
argument by using the Lebesgue Dominated Convergence Theorem.
Using the fact that Ā satisfies the ∆2 −condition and Theorem 9.4 in [44],
we deduce that w converges in the norm to w in W 1,Ā (Rn ). Moreover, all
functions w are smooth, nonnegative and compactly supported. Therefore,
inequality (2.5) can be tested as well with nonnegative smooth and compactly
supported functions w.
Nikodym ACL Characterization Theorem. We will need the following
variant of the Nikodym ACL Characterization Theorem. Its proof is an
easy modification of the classical Nikodym ACL Characterization Theorem,
which can be found e.g. in [46], Section 1.1.3.
Theorem 2.1 (Nikodym ACL Characterization Theorem).
1,1
i) Let u ∈ Wloc (Rn ). Then for every i ∈ {1, . . . , n} and for almost every
a ∈ Rn−i−1 × {0} × Ri the function
R 3 t 7→ u(a + tei ) (2.7)
is locally absolutely continuous on R; in particular, for almost every point x ∈
Rn the distributional derivative Di u(x) is the same as the usual derivative
at x.
Nonexistence results for differential inequalities 317

ii) If for every i ∈ {1, . . . , n} and for almost every a ∈ Rn−i−1 × {0} × Ri
the function (2.7) is locally absolutely continuous on R, and all the deriva-
tives Di u computed almost everywhere, together with the function u, are
1,1
locally integrable on Rn , then u belongs to Wloc (Rn ).
1,1
iii) Let u ∈ Wloc (Rn ) and Ω ⊂ Rn be an open subset. Then u belongs
to W 1,Ā (Ω) if and only if every derivative Di u computed almost everywhere,
together with the function u, belongs to the space LĀ (Ω).
Remark 2.2. As a direct consequence of the above theorem we obtain that
1,Ā 0
if u belongs to Wloc (Rn ) and Ψ is locally Lipschitz, and if moreover Ψ is
1,Ā
finite or u is locally finite, then the composition Ψ ◦ u belongs to Wloc (Rn )
as well.
Remark 2.3. Note that inequality (2.5) implies that Φ(u)w ∈ L1 (Rn ) for
every nonnegative and compactly supported w, whenever u satisfies (2.4). As
for every w ∈ W 1,Ā (Rn ) we have |w| ∈ W 1,Ā (Rn ) (this follows from Theorem
2.1), inequalities (2.4), (2.5) and Fact 2.3 imply that Φ(u)w ∈ L1 (Rn ) for
every compactly supported w ∈ W 1,Ā (Rn ).
Having an arbitrary u ∈ Wloc1.1 (Rn ) it is possible to define its value at every

point by the formula (see e.g [9])


Z
u(x) := lim sup u(y)dy. (2.8)
r→0 B(x,r)

Set of assumptions. In the sequel we will consider functions satisfying the


following assumptions.
0
(A) Ā ∈ C 1 ((0, ∞)) is an N -function and satisfies the ∆ -condition with
a constant DĀ > 0;
(Φs,A ) Φ ∈ C([0, ∞)) ∩ C 1 ((0, ∞)) is nonnegative, Φ(t) > 0 for t > 0,
Φ(0) = 0, and moreover there exists s ∈ (0, 1) such that
(1) the function
 Φ(t)s  1
1−s
Φs,A (t) := (2.9)
tB(t)
satisfies
tΦ0s,A (t) ≤ −CΦs,A (t), (2.10)
with a constant C > 0 independent of t (in particular Φs,A (·) is
decreasing),
318 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

(2) the mapping t 7→ Φ(t)Φs,A (t) is bounded on each interval [0, R],
R > 0;
(Fs ) there exist a positive constant D and an N -function F such that F ∗
0
satisfies the ∆ -condition and
 Ā( Φ t (t) )   Φ(t) 1/(1−s)
s,A
F t ≤ D for every t > 0, (2.11)
Φ (t)
tB(t)
s,A

where s ∈ (0, 1) is given.


The main result. For a given N -function A, we will consider the auxiliary
function
1/(1−s)
Rn Ā R1
F(R) = −1 h Ā1/(1−s)  1 i , (2.12)
F ∗ ◦ Ā ∗
F ◦Ā R

where F is an N -function and s ∈ (0, 1) will be appropriately chosen later.


We are in a position to state our main result.
Theorem 2.2 (Estimate and nonexistence). Let the assumptions (A),
(Φs,A ) for some s ∈ (0, 1) and (Fs ) be satisfied, and let F be given by (2.12).
Then we have
1,Ā
i) If u ∈ Wloc (Rn ) is nonnegative and satisfies (2.4), then Φ(u) is locally
integrable on R and for every x0 ∈ Rn and R > 0 we have
n
Z
Φ(u) dx ≤ K̄F(R), (2.13)
B(x0 ,R)

with a constant K̄ > 0 independent of x0 and R.


ii) If additionally limR→∞ F(R) = 0, then there exists no nonnegative
1,Ā
u ∈ Wloc (Rn ), u 6≡ 0, satisfying (2.4).

3. Caccioppoli-type estimates
The proof of our main result will be based on the following proposition,
which seems to be of separate interest. Inequality (3.1) involves ∇u on the
left-hand side and only u on the right-hand side. Because of that property
we call it a Caccioppoli-type inequality (see e.g. [13, 37]).
Proposition 3.1. Assume that
(i) Ā is an N -function which satisfies the ∆0 -condition,
(ii) Ψ̃ : [0, ∞) → [0, ∞) is decreasing, locally Lipschitz on (0, ∞), and
0
tΨ̃ (t) ≤ −C Ψ̃(t) almost everywhere, with C > 0 independent of t,
Nonexistence results for differential inequalities 319

(iii) the mapping δ 7→ Ā(δ) Ψ̃(δ)


δ is bounded on all intervals (0, R], for any
R > 0,
(iv) Φ : [0, ∞) → [0, ∞) is continuous.
1,Ā
Then, for every nonnegative u ∈ Wloc (Rn ), satisfying (2.4), and every 0 <
 < C, the inequality
Z Z  Ψ̃(u) 
Φ(u)Ψ̃(u)φ dx + (C − ) Ā(|∇u|) φ dx (3.1)
Rn Rn ∩{∇u6=0} u
Z  |∇φ| u  Ψ̃(u)
≤ Ā φ dx
supp φ∩{∇u6=0} φ  u
holds for every nonnegative Lipschitz function φ with compact support such
that the integral supp φ∩∇u6=0 Ā( |∇φ|
R
φ )φ dx is finite.

Before we prove the proposition let us state the following lemma. Applying
it with t = 0, we deduce that the second integral in (3.1) is well defined. For
readers’ convenience we submit its proof in the Appendix.
1,1
Lemma 3.1. Let u ∈ Wloc (Rn ) be defined everywhere by the formula (2.8)
and let t ∈ R. Then
{x ∈ Rn : u(x) = t} ⊆ {x ∈ Rn : ∇u(x) = 0} ∪ N (3.2)
where |N | = 0.
Now we are in a position to prove Proposition 3.1.
Proof of Proposition 3.1. For u, φ as in the assumptions of the proposition
we fix 0 < δ < R and denote
uδ,R (x) := min (u(x) + δ, R) , G(x) := Ψ̃(uδ,R (x))φ(x). (3.3)
The function G is nonnegative and compactly supported. Applying Theorem
1,Ā
2.1, we verify that uδ,R ∈ Wloc (Rn ). Because δ ≤ uδ,R ≤ R and Ψ̃ is locally
1,Ā
Lipschitz, we also have Ψ̃(uδ,R ) ∈ Wloc (Rn ). Since Ψ̃ is not necessarily
1,Ā
globally Lipschitz, it might happen that Ψ̃(u) does not belong to Wloc (Rn ),
and this is why we had to introduce truncated functions uδ,R . It follows that
G ∈ W01,Ā (Rn ) ⊂ W 1,Ā (Rn ). In particular we see that its weak derivative
∇G can be computed almost everywhere, and that for almost every x we
have
0
∇G(x) = Ψ̃ (u(x) + δ)∇u(x) · χ{u(x)≤R−δ} · φ(x) + Ψ̃(uδ,R (x))∇φ(x)
320 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

0
(to this goal, use Theorem 2.1 again). Since Ψ̃ is locally bounded, both
functions on the right-hand side above belong to LĀ (Rn ).
From now on we proceed in three steps.
Step 1. We show that under our assumptions we have for every 0 < δ < R
Z Z  Ψ̃(u + δ) 
Φ(u)Ψ̃(u + δ)φ dx + (C − ) Ā(|∇u|) φ dx
{u≤R−δ} {∇u6=0, u≤R−δ} u+δ
|∇φ| u + δ Ψ̃(u + δ)
Z
≤ Ā( ) φ dx + C̃(δ, R), (3.4)
supp φ∩{∇u6=0, u≤R−δ} φ  u+δ
where
hZ Z i
C̃(δ, R) = Ψ̃(R) B(|∇u|)h∇u, ∇φi dx− Φ(u)φ dx .
supp φ∩{∇u6=0, u>R−δ} {u>R−δ}
R
Note that, according to Remark 2.3, the integral Rn Φ(u)φ dx is finite.
Before we start the proof of (3.4), we introduce some auxiliary notation:
Z
0
Ã(δ, R) = Ā(|∇u|)Ψ̃ (u + δ)φ dx,
{∇u6=0, u≤R−δ}
Z  Ψ̃(u + δ) 
Ã1 (δ, R) = Ā(|∇u|) φ dx,
{∇u6=0, u≤R−δ} u+δ
Z
B̃(δ, R) = B(|∇u|)h∇u, ∇φiΨ̃(u + δ) dx,
{∇u6=0, u≤R−δ}
Z
C̃1 (δ, R) = Ψ̃(R) Φ(u)φ dx,
{u>R−δ}
Z
C̃2 (δ, R) = Ψ̃(R) B(|∇u|)h∇u, ∇φi dx,
{∇u6=0, u>R−δ}
Z  |∇φ| u + δ  Ψ̃(u + δ)
D̃(, δ, R) =  Ā φ dx.
supp φ∩{∇u6=0, u≤R−δ} φ  u+δ
Then we note that
Z Z
I := Φ(u)G dx = Φ(u)Ψ̃(uδ,R )φ dx (3.5)
n Rn
ZR Z
= Φ(u)Ψ̃(u + δ)φ dx + Ψ̃(R) Φ(u)φ dx
{u≤R−δ} {u>R−δ}
Z
= Φ(u)Ψ̃(u + δ)φ dx + C̃1 (δ, R).
{u≤R−δ}
Nonexistence results for differential inequalities 321

On the other hand, inequality (2.4) implies


Z Z
I := Φ(u)G dx ≤ h−∆A u, Gi = B(|∇u|)h∇u, ∇Gi dx
Rn {∇u6=0}
Z
0
= Ā(|∇u|)Ψ̃ (u + δ)φ dx
{∇u6=0, u≤R−δ}
Z
+ B(|∇u|)h∇u, ∇φiΨ̃(u + δ) dx
{∇u6=0, u≤R−δ}
Z
+ Ψ̃(R) B(|∇u|)h∇u, ∇φi dx
{∇u6=0, u>R−δ}

= Ã(δ, R) + B̃(δ, R) + C̃2 (δ, R).


Note that all the integrals above are finite, which follows from Fact 2.3
(observe that for 0 ≤ u ≤ R − δ we have δ ≤ u + δ ≤ R). Using
assumption (ii) we get
Z  Ψ̃(u + δ) 
Ã(δ, R) ≤ −C Ā(|∇u|) φ dx = −C Ã1 (δ, R).
{∇u6=0, u≤R−δ} u+δ
Moreover, for an arbitrary  > 0,
Z
B̃(δ, R) ≤ B(|∇u|)|∇u||∇φ|Ψ̃(u + δ) dx
{∇u6=0, u≤R−δ}
  |∇φ| u + δ  Ψ̃(u + δ) 
Z
= B(|∇u|)|∇u| · φ dx.
supp φ∩{∇u6=0, u≤R−δ} φ  u+δ

As B(|∇u|)|∇u| = Ā(|∇u|) |∇u| , we can apply Lemma 2.1 with s1 = |∇u| and
|∇φ| uδ,R 
s2 = φ  to get
Z
Ψ̃(u + δ)
B̃(δ, R) ≤  Ā(|∇u|) φ dx
{∇u6=0, u≤R−δ} u+δ
Z  |∇φ| u + δ  Ψ̃(u + δ)
+ Ā φ dx = Ã1 (δ, R) + D̃(, δ, R).
{∇u6=0, u≤R−δ} φ  u+δ
Combining these estimates we get that
Z
I≤ Φ(u)Ψ̃(u + δ)φ dx + C̃1 (δ, R) ≤ − C Ã1 (δ, R) + B̃(δ, R) + C̃2 (δ, R)
{u≤R−δ}

≤ −C Ã1 (δ, R) + Ã1 (δ, R) + D̃(, δ, R) + C̃2 (δ, R).


322 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

Note that Ã1 (δ, R), D̃(, δ, R), and consequently C̃1 (δ, R) are finite. This
and (3.5) imply
Z
Φ(u)Ψ̃(u + δ)φ dx + (C − )Ã1 (δ, R)
{u≤R−δ}

≤ D̃(, δ, R) + (C̃2 (δ, R) − C˜1 (δ, R)) = D̃(, δ, R) + C̃(δ, R),


which is exactly (3.4).
Step 2. We let δ → 0 in (3.4), obtaining the following local version of (3.1):
for any R > 0, 0 <  < C
Z Z
Ψ̃(u)
Φ(u)Ψ̃(u)φ dx + (C − ) Ā(|∇u|) φ dx
{u≤R} {∇u6=0, u≤R} u
Z  |∇φ| u  Ψ̃(u)
≤ Ā φ dx + C̃(R), (3.6)
supp φ∩{∇u6=0, u≤R} φ  u
where
h Z Z i
C̃(R) = Ψ̃(R) B(|∇u|)|∇u| · |∇φ| dx + Φ(u)φ dx . (3.7)

{u≥ R
2
} {u≥ R
2
}

Moreover, all quantities appearing in (3.6) are finite.


To prove (3.6), at first consider the right-hand side of (3.4). We have, for
δ ≤ R2 ,
|C̃(δ, R)| ≤ |C̃2 (δ, R)| + |C̃1 (δ, R)| ≤ C̃(R).
The integrand in the expression D̃(, δ, R) can be estimated by
2
DĀ Ā( 1 )Ā( |∇φ| Ψ̃(u+δ) 2 1 |∇φ|
φ )Ā(u + δ) u+δ φ ≤ DĀ Ā(  )D(R)Ā( φ )φ,

where D(R) := supt∈[0,R] Ā(t) Ψ̃(t)t and DĀ is the constant from the ∆0 −
condition for Ā. The quantity D(R) is finite by assumption (iii), and inde-
pendent of δ. Note that
 |∇φ| u + δ  Ψ̃(u + δ)
χ{|∇u|6=0, u≤R−δ} · Ā
φ  u+δ
 |∇φ| u  Ψ̃(u)
δ→0
→ χ{|∇u|6=0, u≤R} · Ā , a.e.
φ  u
This follows from Lemma 3.1 (which implies that the sets {u = 0, |∇u| =
6 0}
and {u = R, |∇u| = 0} are of measure zero) and the continuity outside
Nonexistence results for differential inequalities 323

zero of the functions involved. As we have assumed that Ā( |∇φ| φ )φ is inte-
grable over the set supp φ∩{∇u 6= 0}, the Lebesgue Dominated Convergence
Theorem yields
Z  |∇φ| u  Ψ̃(u)
δ→0
D̃(, δ, R) → D̃(, R) :=  Ā φ dx.
supp φ∩{∇u6=0, u≤R} φ  u
Our argument shows in particular that D̃(, R) is finite for any R > 0.
The left-hand side of (3.4) is easier to handle. Both integrands are in-
creasing when δ decreases to zero (as both Ψ̃(t), Ψ̃(t) t are decreasing – by
assumption (ii)), so we can pass to the limit as δ → 0 under the integral
signs, by applying the Monotone Convergence Theorem. We obtain (3.6).
Step 3. We complete the proof of the proposition by letting R → ∞ in
(3.6).
Without loss of generality we can assume that the integral in the right-
hand side of (3.1) is finite, as otherwise the inequality follows trivially. There-
fore, (3.1) follows from (3.6) by the Monotone Convergence Theorem, once
we note that limR→∞ C(R) e = 0, due to the integrability of B(|∇u|)h∇u, ∇φi
and Φ(u)φ. The proof is complete. 
Remark 3.1. Introduction of the parameters δ and R was necessary as
we needed to move some quantities in the estimates to opposite sides of
inequalities. To legitimately do that, we must make sure that they are
finite.

4. The first estimate with r.h.s. not involving u


Applying the local inequality (3.6) to the function Ψ̃(t) = Φs,A (t), where
Φs,A was given by (2.9), we obtain an estimate with the right-hand side not
depending on u. This idea results in the following proposition.
Proposition 4.1 (The first estimate reached). Let Ā satisfy the
∆0 −condition. Suppose there exists s ∈ (0, 1) for which (Φs,A ) holds. Then,
there exists a constant C̄ = C̄(Ā, Φ, s) > 0, such that for every nonnegative
1,Ā
u ∈ Wloc (Rn ) satisfying (2.4) and for every nonnegative Lipschitz compactly
supported function φ we have
Z Z
Ψ1,s (u)φ(x) dx + Ā(|∇u|)Ψ2,s (u)φ dx
Rn {∇u6=0}
Z   |∇φ|  1
1−s
≤ C̄ Ā φ dx, (4.1)
supp φ∩{∇u6=0} φ
324 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

where
 Φ(u)  1
1−s
Ψ1,s (u) = Φ(u)Φs,A (u) = ,
uB(u)
Φs,A (u)  (uΦ(u) )s  1−s
1

Ψ2,s (u) = = .
u Ā(u)

In the next section the above inequality will be improved to a better one.
Remark 4.1. Let us note that
Z   |∇φ|  1 Z   |∇φ|  1
1−s 1−s
C̄ Ā φ dx ≤ C̄ Ā φ dx.
supp φ∩{∇u6=0} φ supp φ φ
In particular (4.1) implies
Z Z
Ψ1,s (u)φ(x) dx + Ā(|∇u|)Ψ2,s (u)φ dx
Rn {∇u6=0}
Z   |∇φ|  1
1−s
≤ C̄ Ā φ dx,
supp φ φ
where the right-hand side does not involve u.
Proof. Without loss of generality we can assume that the right-hand side
integral in (4.1) is finite. For s ∈ (0, 1) the integral
Z  |∇φ| 
Ā φ dx
supp φ∩{∇u6=0} φ
will be finite as well. As
Ā(t)
Φs,A (t) = (Φ(t)Φs,A (t))s , (4.2)
t
we observe that the function t 7→ Φs,A (t) satisfies all the assumptions of
Proposition 3.1. Therefore we can apply (3.6) for Ψ̃ = Φs,A , with  = C2 and
an arbitrary R > 0. We obtain
Z Z  Φ (u) 
C s,A
Φ(u)Φs,A (u)φ dx + Ā(|∇u|) φ dx (4.3)
{u≤R} 2 {∇u6=0, u≤R} u
C
Z  2 |∇φ|  Φ (u) 
s,A
≤ Ā u φ dx + C̃(R) := L,
2 supp φ∩{∇u6=0,u≤R} C φ u
Nonexistence results for differential inequalities 325

where C̃(R) is the same as in (3.6), with all the quantities involved being
finite. The ∆0 −condition for Ā implies that
2 |∇φ| 2 2 |∇φ|
Ā( u) ≤ DĀ Ā( )Ā( )Ā(u),
C φ C φ
and so the right-hand side integral in (4.3) is not bigger than
2
Z  |∇φ|  Ā(u)Φ (u)
2 s,A
DĀ Ā( ) Ā φ dx.
C supp φ∩{∇u6=0,u≤R} φ u
Taking into account the relation (4.2) and applying the classical Young in-
equality
1 1
ab ≤ (1 − s)a 1−s + sb s
to the numbers
1  |∇φ| 
a= Ā , b = κ(Φ(u)Φs,A (u))s ,
κ φ
with arbitrary κ > 0, we obtain from (4.3) that
 h  1
Z   |∇φ|  1
2 1−s
L ≤ DĀ Ā C2 C2 κ1 1−s (1 − s) Ā φ dx
supp φ∩{∇u6=0, u≤R} φ
Z i
1
+κ s s Φ(u)Φs,A (u)φ dx + C(R),
e
{u≤R}

where C(R)
e was given by (3.7).
1
2 2 C 1
s

Choose now κ = κ0 in such a way R that κ0 sDĀ Ā C 2 = 2 . After rear-
ranging (which is permitted since {u≤R} Φ(u)Φs,A (u)φ dx < ∞) we obtain
Z Z
Φs,A (u)
Φ(u)Φs,A (u)φ dx + C Ā(|∇u|) φ dx
{u≤R} {∇u6=0, u≤R} u
Z   |∇φ|  1
1−s
≤ C̄ Ā φ dx + 2C̃(R), (4.4)
supp φ∩{∇u6=0, u≤R} φ
1 1
where C̄ = DĀ2 Ā( 2 )C 1 ) 1−s (1 − s), κ s sD 2 Ā( 2 ) C = 1 .
C κ0 0 Ā C 2 2
It only remains to pass to the limit as R → ∞ in (4.4). We know that
C̃(R) → 0 when R → ∞ (see Step 3 in the proof of Proposition 3.1), and we
1
have assumed that the integral of (Ā( |∇φ| φ ))
1−s φ over the set supp φ ∩ {∇u 6=

0} is finite. Therefore, the desired statement follows from the Monotone


Convergence Theorem. 
326 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

5. Improvement of estimate (4.1)


Our goal now is to improve theR result of Proposition 4.1 to get some
better estimates on the expression Rn Φ(u)φ(u) dx. We have the following
proposition.
0
Proposition 5.1 (The second estimate reached). Let Ā satisfy the ∆ -
condition and suppose that (Fs ) and (Φs,A ) hold with some s ∈ (0, 1). Then
there exists a constant Ē = Ē(A, Φ, s, F ) > 0 such that, for every non-
1,Ā
negative function u ∈ Wloc (Rn ) satisfying (2.4), and for every nonnegative
compactly supported Lipschitz function φ, for which the integrals
Z   |∇φ| 1/(1−s) Z  |∇φ| 
a := Ā φ dx, b := (F ∗ ◦ Ā) φ dx
supp φ φ supp φ φ
are finite, we have
Z a t
Φ(u)φ dx ≤ ĒR · b, where R(t) = . (5.1)
Rn b (F ◦ Ā)−1 (t)

Proof. Inequality (2.4) and Lemma 2.1 imply


Z Z  |∇φ| 
L = Φ(u)φ dx ≤  B(|∇u|)|∇u| dx
Rn {∇u6=0} 
A(|∇u|)  1 |∇φ|
Z
u   Φs,A (u) 
=  · · · φdx
supp φ∩{∇u6=0} |∇u|  φ Φs,A (u) u
Z
Φs,A (u)
≤  Ā(|∇u|)( )φ dx
{∇u6=0} u
Z  1 |∇φ| u  Φs,A (u) 
+  Ā · φ dx
supp φ∩{∇u6=0}  φ Φs,A (u) u
=: I + II.
1 1
According to Lemma 3.1, the quantities u and Φs,A (u) are well defined almost
0
everywhere on the set {∇u 6= 0}. We have, by Proposition 4.1 and the ∆ -
condition for Ā,
Z   |∇φ| 1/(1−s)
I ≤ C̄ Ā φ dx = C̄a,
supp φ φ
1
Z   u  Φ (u)  |∇φ|
2 s,A
II ≤ DĀ Ā( ) Ā Ā( )φ dx
 supp φ∩{∇u6=0} Φs,A (u) u φ
Nonexistence results for differential inequalities 327
Z
2 1 z2 (x)
= DĀ Ā( )δ z1 (x) φ dx,
 supp φ∩{∇u6=0} δ
where we have denoted
 u(x)  Φ (u(x))  |∇φ(x)| 
s,A
z1 (x) = Ā , z2 (x) = Ā ,
Φs,A (u(x)) u(x) φ(x)
and δ > 0 can be taken arbitrarily. Let F be the auxiliary function from
the assumption (Fs ). Using the Young inequality ρµa ≤ F (ρ) + F ∗ (µ),
Φ(u) 1/(1−s)
ρ, µ > 0, and (2.11) (which asserts that F (z1 ) ≤ D( uB(u) ) ), we get
from Proposition 4.1:

1 n
Z  Φ(u)  1 Z  Ā( |∇φ| )  o
2 1−s ∗ φ
II ≤ DĀ Ā( )δ D φ dx + F φ dx
 {∇u6=0} uB(u) supp φ δ
|∇φ|
Z
1 n 1   o 1
2
≤ DĀ Ā( ) δDa + DF ∗ δF ∗ ( ) F ∗ Ā( ) φ dx =: DĀ 2
Ā( )pδ .
 δ supp φ φ 
Note that pδ is finite. When pδ = 0, then the estimate follows trivially, and
when pδ 6= 0 we get the inequality
2 1
L ≤ C̄a + DĀ Ā( )pδ , (5.2)

valid for every  > 0, δ > 0. We choose  = (δ) satisfying
1  C̄a 
= Ā−1 ,
 (DĀ )2 pδ
so that both terms in the right-hand side in (5.2) are the same. This gives
2C̄a
L ≤ I + II ≤ C̄a
, (5.3)
Ā−1 2p
DĀ δ

holding for every δ > 0. We have pδ = δDa + DF ∗ δF ∗ ( 1δ )b. When we choose


δ such that 1δ = (F ∗ )−1 ( DDa∗ b ), we obtain from (5.3)
F

2C̄a 2C̄ ab
L≤ = · b. (5.4)
C̄(F ∗ )−1 ( DDa∗ b )  C̄(F ∗ )−1 ( DD ∗ · ab ) 
Ā−1 2D
2DĀ
F
Ā−1 2
2DĀ
F

Note that according to Fact 2.2 both the functions (F ∗ )−1 and Ā−1 satisfy
the inequality B̄H(λ1 λ2 ) ≥ H(λ1 )H(λ2 ), with a suitably chosen constant
B̄. The result follows. 
328 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

6. Proof of the main result


Auxiliary functions and their properties. Let ξ ∈ Lip(R+ ) be given
by 
 1 if 0 ≤ t ≤ 1,
ξ(t) = −t + 2 if 1 ≤ t ≤ 2,
0 if t ≥ 2.

n
For λ ≥ 1, define φR,λ ∈ Lip(R ) by the formula
  λ
φR,λ (x) := ξ |x|
R , (6.1)
and set
Z   |∇φ | 1/(1−s)
R,λ
aλ (R) = Ā φR,λ dx,
R<|x|<2R φ R,λ
Z  |∇φ | 
∗ R,λ
bλ (R) = (F ◦ Ā) φR,λ dx.
R<|x|<2R φ R,λ

We have the following observations, whose proofs are given in the Appendix.
0
Lemma 6.1. Let M be a N -function satisfying the ∆ -condition. Then there
exists λ ≥ 0 such that
R1
(1) 0 M ( 1s )sλ ds < ∞,
|∇φR,λ | 
φR,λ dx ≤ C(λ)Rn M R1 ,
R 
(2) R≤|x|≤2R M φR,λ
where
Z 1 
n−1 2
C(λ) = θn−1 2 DM M (λ) · M ( 1s )sλ ds ,
0
θn−1 is the surface of the unit sphere S n−1 in Rn .
Lemma 6.2. Let M be an arbitrary strictly convex function. Then the
a a
mappings R+ 3 a 7→ M −1b ( a ) · b and R+ 3 b 7→ M −1b ( a ) · b are increasing.
b b

The basic tool for our final consideration will be the following function:
 a (R)  t
λ
Hλ (R) = R · bλ (R), where R(t) = (6.2)
bλ (R) (F ◦ Ā)−1 (t)

(the function R appeared in the statement of Proposition 5.1).


Lemma 6.3. There exists λ > 1 such that
Hλ (R) ≤ L̄F(R), (6.3)
where F is given by (2.12)and the constant L̄ depends only on s, Ā, F, n, λ.
Nonexistence results for differential inequalities 329

We are finally in a position to conclude the proof of our main result.


Proof of Theorem 2.2. To prove part i) it suffices to obtain the inequality
with x0 = 0 (we use the translation argument: if u satisfies (2.3) then
u(x0 + ·) also satisfies (2.3)). By Proposition 5.1 and Lemma 6.3 we have
for certain λ ≥ 1
Z Z
Φ(u) dx ≤ Φ(u)φR,λ (x) dx ≤ ĒHλ (R) ≤ Ē L̄F(R),
|x|≤R Rn

where φR,λ was defined by (6.1), with some constants Ē, L̄ independent of R.
R For the proof of part ii) we note that, as limR→∞ F(R) = 0, we get
Rn Φ(u)dx = 0. This is impossible for a nonzero u. The theorem is proven.


7. The logarithmic example


To illustrate our approach, we will work out the example when both the
functions Φ and Ā are of the form Mp,α (t) = tp log(2 + t)α , given in Example
2.1. We extend the definition of Mp,α to negative α0 s as well. Observe that
the functions Mp,α with negative α do not belong to the ∆0 class.
When F1 , F2 are real functions defined on the same domain D, we will
write F1 ∼ F2 if there exist constants C1 , C2 > 0 such that C1 F1 (x) ≤
F2 (x) ≤ C2 F1 (x) for every x ∈ D.
To begin with, let’s list three basic properties of those functions Mp,α .
Fact 7.1. Let Mp,α (t) = tp log(2 + t)α , where p > 1, α ∈ R. Then we have:
1) Mp,α ◦ Mq,β ∼ Mpq,pβ+α ,
∗ ∼M 0 0 p 0
2) Mp,α p ,α1 , where p = p−1 , α1 = −α(p − 1),
−1 ∼ M
3) Mp,α 1
,− α .
p p

Proof. Properties 1) and 3) are verified by inspection (separately for small


and big arguments), whereas 2) follows from basic properties of the Legendre
transform, as explained in [39], proof of Lemma 2.1. 
We have the following result.
Proposition 7.1. Suppose Φ(t) = tq log(2 + t)β and Ā(t) = tp log(2 + t)α ,
where 1 < p < n, q ∈ (p − 1, n(p−1) q
n−p ), α ≥ 0, β ≤ α p−1 . Then the differential
1,Ā
inequality −∆A u ≥ Φ(u) has no nonnegative solutions in the class Wloc (Rn ).
Proof. We need to verify the assumptions (A), (Φs,A ), (Fs ), and later
to prove that the function F(R) given by (2.12), where F comes from the
condition (Fs ), tends to zero when R → ∞.
330 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

q
p− +1
We choose s ∈ ( q+1p−1
, p−1
q ). It is immediate to see that, when q > p−1,
then this interval in nonempty and contained in (0, 1).
Condition (A) is obvious. The function Φs,A in the present case is equal
to Mκ,γ (t), where
qs − (p − 1) βs − α
κ = κ(s) = , γ = γ(s) = . (7.1)
1−s 1−s
Inequality (2.10) from condition (Φs,A ) is tantamount to the fact that
Φs,A (t)tC is decreasing. Finding such C > 0 is possible if and only if κ <
0, i.e., when s < p−1 q . Since Φ(t)Φs,A (t) is also of the logarithmic form
considered, condition 2) of (Φs,A ) will be satisfied as well, since the argument
t is raised to the power 1+q−p
1−s > 0 there.
To verify condition (Fs ), observe that (2.11) is of the form F (Mr1 ,β1 ) ≤
DMr2 ,β2 , with some parameters r1 , r2 , β1 , β2 (they are listed below). Because
of the nature of this relation, we seek F in logarithmic form also. Fact 7.1
implies that
r2 r1 β2 − r2 β1
F (t) = tµ log(2 + t)η , with µ = , η = (7.2)
r1 r1
does the trick. We have two additional requirements: F is supposed to be
convex, and F ∗ should satisfy the ∆0 −condition. They will hold when µ > 1,
η ≤ 0, which is exactly
r2 > r1 , β2 r1 ≤ β1 r2 . (7.3)
Direct computation gives
r1 = r1 (s) = (p − 1)(1 − κ), β1 = β1 (s) = −(p − 1)γ + α,
q − (p − 1) β−α
r2 = r2 (s) = , β2 = β2 (s) = . (7.4)
1−s 1−s
q
p−
p−1
+1
The first condition of (7.3) is satisfied when s > q+1 , and the second
condition reads
(β − α) (q − (p − 1))
(p − 1)(1 − κ) ≤ (α − (p − 1)γ) . (7.5)
(1 − s) (1 − s)
Substituting the values of κ and γ from (7.1) and rearranging we get
(p − 1)(β − α)[p − s(q + 1)] ≤ [(1 − s)α − (p − 1)(βs − α)],
αq
which boils down to q(β − α) ≤ p−1 + β(q − p). This is nothing but the
q
condition β ≤ α p−1 , which we have assumed.
Nonexistence results for differential inequalities 331

Our next observation is that all the functions involved in the definition
of F are of logarithmic form Mp,α , and that their argument is r = R1 . The
condition F(R) → 0 when R → ∞ can be written as
(Ā(r))1/1−s
lim   = 0. (7.6)
r→0 r n (F ∗ ◦ Ā)−1 Ā1/1−s (r)

F ∗ ◦Ā
Since Mp,α (t) ∼ Mp,0 (t) when t < 1, the behavior of all the functions in (7.6)
when r → 0 is exactly the same as in the homogeneous case, and so we can
suppress the logarithmic part of the functions Ā and F, without changing
the asymptotics we examine. After some elementary algebra we obtain that,
for R large, F(R) ∼ Rσ , where
1 r1
µ0 −p (p − 1) + r2 (q + 1)(p − 1)
σ = n−1+ = (n − 1) − = n−1− . (7.7)
1−s 1−s q+1−p
n(p−1)
We see that, when q < n−p , then σ is negative, and so F(R) → 0 when
R → ∞. We are done. 
Remark 7.1. Taking α = β = 0 in Proposition 7.1, we retrieve the result
of Mitidieri and Pohozaev from [49], asserting the nonexistence of nontrivial
nonnegative solutions of the inequality −∆p u ≥ uq (except for the critical
case q = n(p−1)
n−p ).

8. Appendix. Proofs of Lemmas 3.2, 6.1, 6.2, 6.3.


Proof of Lemma 3.2. Let A be the s̄-level set of u in (3.2). It suffices to
prove that
 ∂u 
∀R>0 ∀i=1,...,n A ∩ [−R, R]n ⊆ {x : (x) = 0} ∩ [−R, R]n ∪ NR ,
∂xi
where |NR | = 0. It is enough to consider the case i = n. The general
argument follows then by permuting coordinates. For simplicity we denote
0
Q = [−R, R]n = [−R, R]n−1 × [−R, R] =: Q × [−R, R], QA = Q ∩ A.
0 0 0 0
According to Theorem 2.1 there exists a set Q̃ ⊆ Q such that |Q \ Q̃ | =
0
0 and for every a ∈ Q̃ the function [−R, R] 3 t 7→ u(a, t) is absolutely
continuous. In particular its weak derivative agrees with that computed
directly on the set P (a) ⊆ [−R, R] of full measure in [−R, R]. The Fubini
0
theorem implies that the set Q∗ = {(a, t) : a ∈ Q̃ , t ∈ P (a)} is of full
measure in Q. Let us further set PA (a) = P (a) ∩ A, and let PA∗ (a) be the
332 A. Kalamajska, K. Pietruska-Paluba, and I. Skrzypczak

set of Lebesgue points of PA (a) in [−R, R], i.e., all points x0 ∈ PA (a), for
which we have Z
1
lim χPA (a) (x) dx = 1. (8.1)
→0 2 (x −,x +)
0 0
0
As |PA (a)| = |PA∗ (a)|, we deduce that the set Q∗A := {(a, t) : a ∈ Q̃ , t ∈
PA∗ (a)} ⊆ QA is of full measure in QA . Moreover, no point in PA∗ (a) is an
isolated point, as (8.1) applies to PA∗ (a) as well. For every (a, t) ∈ Q∗A , we
have
∂u u(a, t + h) − u(a, t) s̄ − s̄
(a, t) = lim ∗ = lim ∗ = 0.
∂xn h→0,t+h∈PA (a) h h→0,t+h∈PA (a) h

This implies the assertion of the lemma. 


Proof of Lemma 6.1. First observe that when M satisfies the ∆2 -condition
0
(which is true when M satisfies the ∆ -condition) then there exists α > 1
such that M (t) ≤ ctα M (1), for all t > 1. Indeed, M (2n ) ≤ C n M (1) =
(2n )α M (1), where α = log C n
log 2 . From there we deduce the estimate for 2 ≤
t < 2n+1 .
It follows that the integral
Z 1 Z ∞
1 λ 1
M ( )s ds = M (t) 2+λ dt
0 s 1 t
is finite when λ > α − 1. Pick λ > max{1, α − 1}. As
λ  |x| λ−1
|∇φR,λ (x)| ≤ − +2 χR<|x|<2R a.e.,
R R
we compute that
Z  |∇φ | 
R,λ
M φR,λ dx
R≤|x|≤2R φR,λ
Z 2R  λ − t + 2λ−1  λ
n−1
≤ θn−1 t M R R
λ · − Rt + 2 dt
t
R − R +2
Z 1  
≤ θn−1 2n−1 Rn M R λ1
s · s ds
λ
0
 1
Z
≤ θn−1 2n−1 DM 2
M (λ)Rn M R1 M 1s · sλ ds,

0
which is what we have claimed. 
Proof of Lemma 6.2. It is obvious that the second mapping is increasing.
λ
For the first mapping, it suffices to show that the mapping R+ 3 λ 7→ M −1 (λ)
Nonexistence results for differential inequalities 333

is increasing, equivalently, that R+ 3 v 7→ Mv(v) is increasing (substitute


v = M −1 (λ)). This is true as M is a convex function. 
Proof of Lemma 6.3. Pick 1
a λ > 1 such that the assertion of Lemma 6.1
holds true for M1 = (Ā) 1−s and M2 = F ∗ ◦ Ā, so that the quantities aλ (R)
and bλ (R) are finite. Moreover, we have
 1/(1−s)
aλ (R) ≤ Ca Rn Ā R1 := Ca ã,
bλ (R) ≤ Cb Rn F ∗ ◦ Ā R1 := Cb b̃.
 

According to Lemma 6.2 we get


1/(1−s)
 a (R) 
λ
 C ã 
a Rn Ā R1
R · bλ (R) ≤ R Cb b̃ ≤ L̄  1/(1−s)   ,
bλ (R) Cb b̃ (F ∗ ◦ Ā)−1 Ā ∗ 1
F ◦Ā R

with a constant L̄ independent of R. 


Acknowledgements. The work of all authors was supported by the Polish
Ministry of Science grant no. N N201 397837 (years 2009-2012). We would
like to thank an anonymous referee for helpful comments which improved
our presentation.

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