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5.3 The limiting normal cone to a complementarity set in Sobolev spaces

5.3.2 Weak approximation of multipliers

In order to show that a pair of multipliers (ν, w) belongs to the limiting normal cone we need to find certain sequences{νn}n∈NH−1(Ω), {wn}n∈NH01(Ω) that converge weakly to ν and w, see Definition 2.4.1. For the construction of {wn}n∈N we use Theorem 5.3.1, which means that we need to show all the conditions of that theorem.

A certain type of pointwise orthogonality of wn and νn is required for all n ∈N that are large enough. Therefore, we will construct {νn}n∈N as a sequence of functions in L(Ω) such that νn = 0 a.e. on Ωn and wn = 0 q.e. on Ω\Ωn, where {Ωn}n∈N is a sequence of open subsets of Ω such that the assumptions ofTheorem 5.3.1can be satisfied.

Although the functions νn, wn are pointwise orthogonal for all n ∈ N that are large enough, it will turn out that the weak limits νH−1(Ω),wH01(Ω) are not necessarily pointwise orthogonal and that our construction works for arbitraryνLp(Ω)⊂H−1(Ω), wH01(Ω), where p∈(1,2) is such that Lp(Ω)H−1(Ω).

Throughout this section, letp∈(1,2)∩[2d/(d+ 2),2), νLp(Ω), and wH01(Ω) be chosen arbitrarily but fixed. Additionally, we make the assumption that d≥2 holds.

Note that according to the Sobolev embedding theorem, these possible values for pare

precisely thosep∈(1,2) such that the embeddingLp(Ω)H−1(Ω) holds, see [Adams, Fournier, 2003, Theorem 4.12].

Let us start with defining the sequence{Ωn}n∈N of open subsets of Ω and some related objects that will be important in this section. In order to avoid some case distinctions betweend= 2 and d≥3, we introduce the auxiliary functionLdvia

Ld(a) :=

{︄−log(a)−1 fora∈(0,1) andd= 2, ad−2 fora∈(0,∞) andd≥3. In any case,Ld is monotonically increasing and the range is (0,∞).

We are going to cover Ω by closed cubes. Therefore, fix a number n ∈ N and let {ωin}i∈N= n2Zdbe a regular grid, and we define the cubes Pin:=ωin+ [−n1,n1]d. These cubes have edge length 2n and their interiors are pairwise disjoint. We also define Oin:= intB1/n(ωin)⊂Pin to be the (open) ball with radius 1/n that is contained inPin andInas the set of indicesiwithPin∩Ω̸=∅. Note thatInis finite for alln∈Nbecause Ω is bounded. Furthermore, each cube contains a closed hole Tin :=Bai,n(ωni) at the center, which is a closed ball with radiusai,n≥0. For technical reasons, we introduce another index setJn, defined as

Jn:={i∈In|Pin⊂Ω, 0<∥ν∥pLp(Pn

i )< n1−d}.

Contrary to the approach in [Harder, G. Wachsmuth, 2018c, Section 3], the radii of the holesTin are not uniform and depend on the local values of ν. ForiJn, we define the radiusai,n>0 of the holeTin implicitly via

Ld(ai,n) = meas(Pin) avg(Pin,|ν|p)2p−1, (5.16) where

avg(Pin,|ν|p) := 1 meas(Pin)

∫︂

Pin

|ν|p

is the average of the function |ν|p over the set Pin. In the case that iIn\Jn we set ai,n:= 0. The radiiai,nare well-defined because Ldis injective and has range (0,∞) and because avg(Pin,|ν|p) is positive for iJn. Finally, we define the perforated domain

n:= Ω\ ⋃︂

i∈Jn

Tin.

The next lemma shows that we have ai,nn1 for n large enough, i.e., TinPin holds. Afterwards, we will only consider these parameters n ∈ N which guarantee ai,n≤1/n.

Lemma 5.3.2. (a) For largen∈Nwe have ai,n<

(︃ 1 )︃1+ε ∀i∈Jn,

whereε depends on the dimension, but not oni andn. In the case of d= 2 we even have

ai,n<exp(−n/8)∀i∈Jn for largen∈N.

(b) For every large n∈Nthere exists a constant Cn>1 such that Ld(ai,n)≤ 1

Ld(ai,n)−1Ld(1/n)−1CnLd(ai,n) holds for all iJn. Moreover,Cn→1 as n→ ∞.

(c) The convergence

n→∞lim meas(︂{ν ̸= 0} \ ⋃︂

i∈Jn

Pin)︂= 0 holds.

Proof. We start with part(a). Using the definition of the index setJnand 2/p−1∈(0,1), we have

Ld(ai,n) = meas(Pin) avg(Pin,|ν|p)2/p−1≤meas(Pin)(1 + avg(Pin,|ν|p))

=(︃2 n

)︃d

+∥ν∥pLp(Pn i)<

(︃2 n

)︃d

+n1−d<2d+1n1−d. (5.17) For d≥3 and largen∈N this implies

ai,n<2d+1n(1−d)/(d−2) <

(︃ 1 2n

)︃1+ε

,

where we setε:= 1/(2(d−2)). For d= 2, the inequality(5.17)yields ai,n<exp(−n/8).

For part(b), we note that by part (a) it follows thatLd(ai,n)/Ld(1/n)→0 asn→ ∞, uniformly in iJn. This implies the claim.

It remains to prove part(c). IfiIn does not belong toJn then there are three possible reasons: ∥ν∥pLp(Pin)= 0,∥ν∥pLp(Pin)n1−d, orPin̸⊂Ω. Therefore, we have

meas(︂{ν ̸= 0} \ ⋃︂

i∈Jn

Pin)︂= ∑︂

i∈In\Jn

meas({ν ̸= 0} ∩Pin)

∑︂

i:∥ν∥p

Lp(P n i)≥n1−d

meas(Pin) + ∑︂

i:Pin̸⊂Ω

meas(Ω∩Pin).

For the first term we have

∑︂

i:∥ν∥p

Lp(P n i)≥n1−d

meas(Pin) = ∑︂

i:∥ν∥p

Lp(P n i)≥n1−d

(2n)−d

≤2−dn−1 ∑︂

i:∥ν∥p

Lp(P n i)≥n1−d

∥ν∥pLp(Pin)

≤2−dn−1∥ν∥pLp(Ω) →0

asn→ ∞. The convergence of the second term follows from Ω =⋃︁n∈N

⋃︁

i:Pin⊂ΩPin. This proves the claim.

For the next lemma, the adaptive choice of the radii ai,n in(5.16)is crucial.

Lemma 5.3.3. We define the measurable functionν˜n via ν˜n:= ∑︂

i∈Jn

χTn

i βi,n, where the real-valued coefficients βi,n satisfy

i,n| ≤ 1 meas(Tin)

∫︂

Pin

|ν|dω.

Then there is a constant C >0 (depending only on the domain Ω and p) such that

∥ν˜nH−1(Ω)C∥ν∥p/2Lp(Ω)+C∥ν∥Lp(Ω)

holds for alln∈N.

Proof. Letn∈Nbe fixed. We define ui,n as the solution of

−∆ui,n=χTn

iadi,nndχOn

i in Ω, ui,nH01(Ω). It follows that

ν˜n=−∆(︂ ∑︂

i∈Jn

βi,nui,n

)︂+ ∑︂

i∈Jn

adi,nndβi,nχOni. (5.18) FromLemma 2.2.14 (a)we know that{ui,n̸= 0} ⊂clOniPin and

∥ui,n2H1

0(Ω)C a2di,nLd(ai,n)−1,

where the constantC >0 does not depend onnandi. We continue with the boundedness

of ∥ν˜nH−1(Ω). Using the isometry of−∆, (5.18)yields

∥ν˜nH−1(Ω)

∑︂

i∈Jn

βi,nui,n

H01(Ω)

+

∑︂

i∈Jn

adi,nndβi,nχOn

i

H−1(Ω)

.

Since the functions ui,n are orthogonal with respect to the inner product in H01(Ω), we have

∑︂

i∈Jn

βi,nui,n

2 H01(Ω)

= ∑︂

i∈Jn

i,n|2∥ui,n2H1 0(Ω)

C ∑︂

i∈Jn

a2i,ndLd(ai,n)−1 1 meas(Tin)2

(︃∫︂

Pin

|ν|dω )︃2

C ∑︂

i∈Jn

Ld(ai,n)−1(︃∫︂

Pin

|ν|dω )︃2

C ∑︂

i∈Jn

Ld(ai,n)−1 meas(Pin)2−2p∥ν∥2Lp(Pin)

=C ∑︂

i∈Jn

Ld(ai,n)−1 meas(Pin) avg(Pin,|ν|p)2p−1∥ν∥pLp(Pn i)

=C ∑︂

i∈Jn

∥ν∥pLp(Pin)C∥ν∥pLp(Ω).

For the other term we have

∑︂

i∈Jn

adi,nndβi,nχOn

i

p H−1(Ω)

C

∑︂

i∈Jn

adi,nndβi,nχOn

i

p Lp(Ω)

=C ∑︂

i∈Jn

(ai,nn)dpi,n|p∥χOn

ipLp(Ω)

C ∑︂

i∈Jn

ndp−d (︃∫︂

Pin

|ν|dω)︃p

C ∑︂

i∈Jn

ndp−dmeas(Pin)(1−1p)p∫︂

Pin

|ν|pdω

C ∑︂

i∈Jn

∫︂

Pin

|ν|pdωC∥ν∥pLp(Ω). This completes the proof.

After we have established this boundedness, we are in a position to prove that every functionν˜ which is pointwise bounded by|ν|can be approximated weakly by functions living on the holes Tin.

Lemma 5.3.4. Let ν˜ be a function inLp(Ω)⊂H−1(Ω) such that|ν˜| ≤ |ν|. If we define ν˜n:= ∑︂

i∈Jn

χTn

i

1 meas(Tin)

∫︂

Pin

ν˜ dω, thenν˜n⇀ ν˜ in H−1(Ω).

Proof. Becauseν˜nsatisfies the requirements forLemma 5.3.3, we know thatν˜nis bounded in H−1(Ω). Hence, it suffices to show the convergence on the dense linear subspace Cc(Ω)⊂H01(Ω). Let fCc(Ω) be given. We have

⟨ν˜nν˜, f⟩H−1(Ω)×H10(Ω)

=∫︂

(ν˜nν˜)fdω

∑︂

i∈Jn

∫︂

Pin(ν˜nν˜)fdω+∫︂

˜̸=0}\⋃︁

i∈JnPin

f ν˜ dω. The second term converges to 0 because ofLemma 5.3.2 (c). For the first term we can use that f is uniformly continuous. This means that for each ε >0 we can find arbitrarily largen∈Nsuch that|f(ω)−f(ωˆ)|< ε for allω, ωˆ ∈Pin, iJn. Thus,

∑︂

i∈Jn

∫︂

Pin(ν˜nν˜)fdω

∑︂

i∈Jn

1 meas(Tin)

∫︂

Pin

ν˜(ω) dω

∫︂

Tin

f(ωˆ) dωˆ−

∫︂

Pin

f(ω)ν˜(ω) dω

∑︂

i∈Jn

∫︂

Pin

|ν˜(ω)|

1 meas(Tin)

∫︂

Tin

|f(ωˆ)−f(ω)|dωˆ

dω

ε ∑︂

i∈Jn

∫︂

Pin

|ν˜|dωε∥ν˜∥L1(Ω).

Sinceεcan be arbitrarily small, this proves that ⟨ν˜nν˜, fH−1(Ω)×H01(Ω) →0 asn→ ∞. If we use the above lemma withν˜ = ν we get an explicit description of the sequence {νn}n∈N that converges weakly toν.

The next lemma provides some technical estimates, which will be used to verify the assumptions of Theorem 5.3.1 in our setting with differently sized holes. Again, the specific choice(5.16)is crucial for these estimates.

Lemma 5.3.5. Let the size of the holesTin be chosen according to (5.16). Then, there exists a constantC >0, such that

∑︂

i∈Jn

Ld(ai,n)≤C∥ν∥2−pLp(Ω), (5.19a) nd−2 ∑︂Ld(ai,n)2 →0, (5.19b)

nd q−d ∑︂

i∈Jn

Ld(ai,n)qC∥ν∥pLp(Ω), (5.19c) whereq=p/(2p).

Proof. We start with (5.19a). Using the definition (5.16) and meas(Pin) = (2/n)d, we find

∑︂

i∈Jn

Ld(ai,n) = ∑︂

i∈Jn

meas(Pin) avg(Pin,|ν|p)p2−1= ∑︂

i∈Jn

meas(Pin)2−p2(︂∫︂

Pin

|ν|pdω)︂

2 p−1

= 22d(1−p1)nd(2p−2) ∑︂

i∈Jn

(︂∫︂

Pin

|ν|pdω)︂

2 p−1

.

Since 2p −1∈(0,1), we can use Holder’s inequality to obtain

∑︂

i∈Jn

Ld(ai,n)≤22d(1−1p)nd(2p−2) (︃

∑︂

i∈Jn

∫︂

Pin

|ν|pdω )︃2p−1

(︂ ∑︂

i∈Jn

1)︂2−

2 p

C nd(2p−2)+d(2−2p)∥ν∥p(

2 p−1)

Lp(Ω)C∥ν∥2−pLp(Ω). This shows(5.19a).

Next, we verify(5.19b). We use (5.17)and (5.19a)and obtain nd−2 ∑︂

i∈Jn

Ld(ai,n)2nd−2 ∑︂

i∈Jn

Ld(ai,n) 2d+1n1−d= 2d+1n−1 ∑︂

i∈Jn

Ld(ai,n)→0. Finally, we address (5.19c). Using (5.16)and q(2/p−1) = 1 we get

nd q−d ∑︂

i∈Jn

Ld(ai,n)q=nd q−d ∑︂

i∈Jn

meas(Pin)q−1 ∫︂

Pin

|ν|pdω ≤2d(q−1)∥ν∥pLp(Ω).

As a next step, we verify that the conditions(H.1)to(H.5’)ofTheorem 5.3.1are satisfied for the above choice of the perforated domain Ωn. We are following the strategy of [Cioranescu, Murat, 1997, Theorem 2.2]. However, due to the variable size of the holes, the analysis is more involved.

We start by defining an appropriate vnH1(Ω). ForiJn letvi,nH01(Ω) be defined as the solution to

vi,n= 1 inTin,

−∆vi,n= 0 inOni \Tin, vi,n= 0 in Ω\Oin.

Functions of this type are discussed inLemma 2.2.14 (b). Note that the requirements on ai,nin this lemma are satisfied byLemma 5.3.2for n∈Nlarge enough. We then define

vn:= 1− ∑︂

i∈Jn

vi,n.

The next two lemmas show that (H.1)to(H.5’) are satisfied.

Lemma 5.3.6. The conditions(H.1)to(H.3)are satisfied by the above choice of{vn}n∈N. Proof. The conditions (H.1)and (H.2)follows directly from our choice of vn.

Let us show that {vn}n∈N is a bounded sequence in H1(Ω). Because of 0 ≤vn ≤1 it suffices to calculate|∇vn|

2

H01(Ω). Due toLemma 2.2.14 (b)and(5.19a) we have

|∇vn|

2∑︂

i∈Jn

∥vi,n2H1

0(Ω)C ∑︂

i∈Jn

Ld(ai,n)≤C∥ν∥2−pLp(Ω), (5.20) which shows that the sequence {vn}n∈N is bounded in H1(Ω). We check that the convergencevn→1 holds in L1(Ω). Indeed,

∥vn−1∥L1(Ω)= ∑︂

i∈Jn

∫︂

Oni

|vi,n|dωC ∑︂

i∈Jn

1

nLd(ai,n)→0,

where we used(2.22)and(5.19a). Together with the boundedness of{vn}n∈NinH1(Ω)L1(Ω) and the reflexivity ofH1(Ω), this impliesvn1 in H1(Ω). This shows(H.3).

We remark that(5.20)shows that the capacity of the holes ⋃︁i∈JnTin remains bounded.

Indeed, the function 1−vn can be used inLemma 2.6.16 and we obtain cap(︂ ⋃︂

i∈Jn

Tin)︂≤ ∥1−vn2H1

0(Ω)C∥ν∥2−pLp(Ω)

Lemma 5.3.7. The conditions (H.4’) and (H.5’) are satisfied by the above choice of {vn}n∈Nand some sequences{µn}n∈Nand{γn}n∈N. In particular, we haveµ=Cd|ν|2−p, whereCd= max(1, d−2)Sd andSd denotes the surface measure of the boundary of the d-dimensional unit ball B1(0)⊂Rd.

Proof. First, we prove(H.5’). We note that ∆vn only acts on the boundaries ∂Tin and

∂Oni. We set γn, µnH−1(Ω) such that −∆vn = µnγn and µn only acts on ∂Oni whereas γn only acts on ∂Tin. Then it can be seen that the condition⟨γn, zn⟩= 0 is true for allznH01(Ωn). It is possible to explicitly calculateµn. We denote byδi,nH−1(Ω) the surface measure on∂Oni, i.e.,

⟨δi,n, fH−1(Ω)×H1(Ω)=∫︂ f(s) ds ∀f ∈Cc(Ω).

Then, using integration by parts and(2.23), it turns out that µn= ∑︂

i∈Jn

∂vn

∂n

∂On i

δi,n=−∑︂

i∈Jn

∂vi,n

∂n

∂On i

δi,n= ∑︂

i∈Jn

1

n dαi,nδi,n (5.21) holds, where ∂n∂vˆ∂On

i

denotes the outer normal derivative of a function vˆ on∂Oin and the coefficients αi,nare given by

αi,n:= max(1, d−2)ndd

Ld(ai,n)−1Ld(1/n)−1. (5.22) For later use we note that Lemma 5.3.2 (b)implies the existence of a constant C >0 independent of iand nsuch that

0≤αi,nCndLd(ai,n). (5.23) Now we introduce the function zi,n foriJn as the solution of the equation

−∆zi,n=αi,n inOni, zi,n= 0 on Ω\Oni. This function can be calculated explicitly and we find

zi,n(ω) = αi,n 2d

(︁n−2− |ω−ωni|2)︁ ∀ω∈Oni and

−∆zi,n=αi,nχOn

i − 1

n dαi,nδi,nH−1(Ω). (5.24) For the H01(Ω)-norm ofzi,n we can calculate

∥zi,n2H1

0(Ω)=C α2i,nn−d−2 and because of the orthogonality we have

∑︂

i∈Jn

zi,n

2

H01(Ω)= ∑︂

i∈Jn

∥zi,n2H1

0(Ω)=C ∑︂

i∈Jn

α2i,nn−d−2C ∑︂

i∈Jn

Ld(ai,n)2nd−2 →0 due to (5.23)and (5.19b). Hence,(5.21)and (5.24) imply

µn∑︂

i∈Jn

αi,nχOn

i = ∆(︂ ∑︂

i∈Jn

zi,n)︂→0 in H−1(Ω) (n→ ∞).

Using Lemma 5.3.8 below yields µnµ in H−1(Ω), where µ := Cd|ν|2−p. Finally, γn⇀ µfollows from−∆vn0 andµnµ, which completes the proof of(H.5’).

Now,µ=Cd|ν|2−p,νLp(Ω) and the bounds onp imply µLp/(2−p)(Ω)⊂

{︄W−1,2+ε(Ω) if d= 2, W−1,d(Ω) ifd≥3 for someε >0. Thus, the remaining condition (H.4’)follows.

It remains to check the announced convergence ofµn towardsµ=Cd|ν|2−p. Lemma 5.3.8. Letαi,nbe defined as in (5.22). Then we have the convergence

∑︂

i∈Jn

αi,nχOniCd|ν|2−p inH−1(Ω), whereCd is the constant defined inLemma 5.3.7.

Proof. We will prove this by showing the weak convergence inLq(Ω), whereq=p/(2−p)∈ (1,∞). Indeed, the boundedness follows from

∑︂

i∈Jn

αi,nχOni

q Lq(Ω)

= ∑︂

i∈Jn

αqi,nmeas(Oin)≤C ∑︂

i∈Jn

nq dLd(ai,n)qn−dC∥ν∥pLp(Ω), where the last two inequalities are due to (5.23) and (5.19c), respectively. Thus, it is sufficient to show the weak convergence on the dense subsetCc(Ω)⊂Lq(Ω). Due to the definition ofαi,nand Lemma 5.3.2 (b) we have

αi,n−max(1, d−2)dndLd(ai,n)

= max(1, d−2)dnd 1

Ld(ai,n)−1Ld(1/n)−1Ld(ai,n)

≤(Cn−1) max(1, d−2)d ndLd(ai,n),

where{Cn}n∈N is a sequence of constants such thatCn→1. It follows that

∑︂

i∈Jn

αi,nχOn

i −max(1, d−2)d nd ∑︂

i∈Jn

Ld(ai,n)χOn

i

q Lq(Ω)

C(Cn−1)q ∑︂

i∈Jn

ndq−dLd(ai,n)qC(Cn−1)q∥ν∥pLp(Ω)→0,

(5.25)

where we used (5.19c)again. Now usingLemma 5.3.2 (c) we also have

∑︂

i∈In\Jn

avg(Pin,|ν|p)2p−1χOin

q Lq(Ω)

= ∑︂

i∈In\Jn

avg(Pin,|ν|p)(2p−1)qmeas(Oin)

∫︂

|ν|pdω→0

asn→ ∞. By combining this with(5.25) and the definition(5.16) ofai,n we arrive at

∑︂

i∈Jn

αi,nχOn

i −max(1, d−2)d2d∑︂

i∈In

avg(Pin,|ν|p)2p−1χOn

i →0

in Lq(Ω). Let fCc(Ω) be given. Using the uniform continuity offCc(Ω) (similar to the proof of Lemma 5.3.4) it is possible to replace χOn

i withχPn

i , i.e.

⟨︂ ∑︂

i∈Jn

αi,nχOni −max(1, d−2)Sd∑︂

i∈In

avg(Pin,|ν|p)2p−1χPin, f⟩︂

H−1(Ω)×H01(Ω)→0, where we used that 2−dd−1Sd= meas(Oin)/meas(Pin), andd−1Sd is the volume of the d-dimensional unit ball. Now we apply Lemma 2.2.4 (b)tov=|ν|p. As a consequence, we have

Cd

∑︂

i∈In

avg(Pin,|ν|p)2p−1χPinCd|ν|2−p

in Lq(Ω) with the constantCd= max(1, d−2)Sd. Combined with the calculations above, we have

⟨︂ ∑︂

i∈Jn

αi,nχOn

iCd|ν|2−p, f⟩︂

H−1(Ω)×H01(Ω)

→0.

The boundedness inLq(Ω) of∑︁i∈Jnαi,nχOin and the compact embedding intoH−1(Ω) (which follows from q > p, see also [Adams, Fournier, 2003, Theorem 6.3]) completes the

proof.

We note that choosing the constant functions ν:=(︁2dC0)︁−1/(2−p)

ifd= 2, ν :=(︁2dC02−d)︁−1/(2−p)ifd≥3

yields the same size of the holes as in [Cioranescu, Murat, 1997, (2.4)] and we obtain the same value of µ, cf. [Cioranescu, Murat, 1997, (2.3)].

Now, the assumptions ofTheorem 5.3.1are satisfied and therefore we can finally construct our sequence {wn}n∈NH01(Ω) that converges weakly to w.

Lemma 5.3.9. There exists a sequence{wn}n∈NwithwnH01(Ωn)⊂H01(Ω) such that wn⇀ win H01(Ω).

Proof. We choosewnH01(Ωn)⊂H01(Ω) as the solution of

−∆wn=−∆w+µw inH−1(Ωn),

where µ= Cd|ν|2−p and the constant Cd is defined as in Lemma 5.3.7. Then we can apply Theorem 5.3.1, whose assumptions are satisfied due to Lemmas 5.3.6and 5.3.7.

This yields the weak convergencewn⇀ wˆ where wˆ ∈H01(Ω) is the unique solution of the

partial differential equation

−∆wˆ +µwˆ =−∆w+µw.

Then the claim follows fromwˆ =w.