Regularity Theory for Elliptic Equations with Anisotropic Diffusion ()
1. Introduction
Systems of elliptic equations with strong interspecific competition arise naturally in several physical and biological models, such as multi-component Gross-Pitaevskii and nonlinear Schrödinger equations. The interaction between different components is typically governed by a real parameter
, whose sign and magnitude describe the nature and intensity of the competition. For instance, in [1], Noris, Tavares, Terracini, and Verzini (2010) established uniform Hölder estimates for the following strongly competitive nonlinear Schrödinger system:
In this setting, the strong competition regime corresponds to the limit
(note that the interaction term carries a negative sign), in which the interaction term strongly penalizes the coexistence of different components. In this limit, solutions are expected to exhibit phase separation phenomena, giving rise to segregated limiting profiles whose supports are essentially disjoint. They showed that uniform
bounds for
and
imply uniform
bounds for every
, and their proof is based on a blow-up analysis combined with the Alt-Caffarelli-Friedman monotonicity formula. Up to now, strongly competing models with isotropic diffusion have been extensively studied by many authors [2]-[4]. However, extending these results to the case of anisotropic operators entails significant additional difficulties, mainly due to the lack of rotational invariance and the more complex underlying geometry. Anisotropic diffusion refers to diffusion processes whose rates depend on direction, in [5], Terracini and Soave established an anisotropic monotonicity formula and further investigated anisotropic two-phase problems of the form
where
and
are symmetric positive definite
matrices with constant coefficients. Moreover, by means of a suitable change of variables, one may assume without loss of generality that
is diagonal and
is the identity matrix. This is also the system studied in the present paper.
In this paper, we study a genuinely anisotropic two-phase problem
(1.1)
where
is an open set with
,
is the competition parameter. We assume that
is a positive definite
diagonal matrix with constant coefficients, with the lowest eigenvalue 1:
with
. The exponent
describes higher-order competitive interactions. The aim of this paper is to prove the uniform boundedness of positive solutions to the above family of equations in Hölder norms, via the construction of blow-up sequences and the use of monotonicity formulas together with Liouville-type theorems.
2. Preliminaries
To prove the regularity of solutions to the system we study, it is crucial to identify an appropriate montonicity formula. Accordingly, we proceed to consider the positive solutions
,
of the following coupled system, which do not have disjoint supports and belong to
, where the system is given by
(2.1)
In order to obtain a Liouville-type result, we need to employ a suitable monotonicity formula. For
and
, we introduce a
auxiliary function
Moreover, we define
where
,
. Then we can observe that
and
are both bounded on
, vanish in
and are nonnegative for almost every
. And since
coincides with the fundamental solution of the Laplacian away from the origin,
agrees in the set
with the fundamental solution associated with the operator
. We denote this fundamental solution by
, which admits the explicit representation
In particular,
in the set
.
The Alt-Caffarelli-Friedman (ACF) monotonicity formula plays a fundamental role in the analysis of two-phase and multi-phase free boundary problems. Its original version was introduced in [6]. In the following, we develop an ACF-type monotonicity formula adapted to the system (2.1) under consideration.
Theorem 2.1 (Monotonicity formula) Let
be positive solutions of (2.1) and let
be fixed. Then there exists an exponent
depending on
and
, and
such that the function
is increasing for
.
Proof Our proof is based on Lemma 2.5 in [1]. Without loss of generality, we consider
. We introduce
where
,
.
Then, we test the equations for
and
in
with
and
, respectively. By integration by parts, the definition of
and Young’s inequality, we obtain the estimate
where
. Then, we can compute the derivative of
for
. Using the above estimate, we obtain that
We proceed by contradiction, assuming that there exists a sequence
such that
To study the behavior as
, we perform a suitable normalized rescaling of the solution. By energy boundedness, the rescaled functions are bounded in
. Then by compactness, we can extract a subsequence that converges weakly to a limiting pair of functions. The crucial step lies in exploiting the competitive term in the system, which allows one to show that the limiting profiles have disjoint supports. This property reduces the problem to the classical Alt-Caffarelli-Friedman framework. Finally, we can obtain that
which contradicts the assumption and thus yields the monotonicity. □
Thus, having obtained a suitable monotonicity formula, we can now prove a Liouville-type result for the system under consideration.
Theorem 2.2 (Liouville-type theorem) Let
,
be non negative soluctions of (2.1). Suppose that the functions
,
grow at most like
, namely
,
for every
, for some
, with
Then one of the functions is identically zero and the other is a constant.
Proof Owing to the structure of system (2.1), if one of the functions is 0 or a positive constant, then the other must be a constant or 0 respectively. By contradiction we assume that neither
nor
is constant. For simplicity of notation, we write
. Then by the maximum principle
and
are positive, and by Theorem 2.1 we know that there exists
such that
(2.2)
for
sufficiently large. Consider a radial smooth cut-off function
such that
,
in
,
in
, and
. By texting the equation for
with
on
, we have
then integrating by parts further, we obtain
(2.3)
Expanding the right-hand side further, we obtain
Substituting the above expression into (2.3),
By using the Cauchy-Schwarz and Young’s inequalities, we have
Therefore we can obtain that
Recalling that
and testing it with
in
, we can obtain
Plugging this into the above gives
Using the definitions of
and
, the left-hand side of the preceding inequality can be restricted to
,
the final inequality here follows from
. By taking the limits as
, we infer that
Similarly, we obtain
which contradicts (2.2) for
large enough. □
In order to carry out the blow-up analysis, it is crucial to obtain a uniform control on the rescaled solutions. To this aim, we rely on the following technical lemma, which prevents the possible blow-up of subsolutions in the presence of strong absorption terms.
Lemma 2.3 Let
,
and
be a subsolution to
(2.4)
for some
. Then there exists
, depending only on the dimension
, such that
for every
.
Proof Let
, and make the linear change of variables
, then we get
. Define a new function
, we have that
,
, hence
Thus, in the
-coordinates,
satisfies
Notice that
is an ellipsoid, which satisfies
, thus the inclusion holds
In order to directly apply Lemma 2.2 in [2], take
, then
. Therefore, we can deduce that
Since
, the estimate holds for all
such that
. For such
, we have
which implies that
. Therefore, we conclude that
□
3. Regularity of Weak Solutions and Its Proof
The Liouville-type theorem for the limiting system, combined with the monotonicity formula, rules out the existence of nontrivial blow-up limits. This fact will be used in the next section to infer regularity properties of solutions to the original system.
Theorem 3.1 Let
be an open set. Under the standing assumptions, assume that
and
. Let
be a positive solution to the system (1.1) at fixed
, satisfy that there exists
with
Then, there exists
depending only on
and
such that the following holds: for every
there exists
independent of
such that
Proof Let
, and suppose for contradiction that
is not bounded in
, so there exists a sequence
such that
We can assume that
is attained by
at the pair
, then
Then we introduce the following blow-up of
with center
, with
to be chosen later:
Depending on the asymptotic behavior of the distance
, and on
, we have
, where
is either
or an half-space. The function
is a positive solution to
(3.1)
where
. And we denote
Since
,
,
, then we can deduce
as
. Moreover, for every
,
(3.2)
In this way, by suitable translations and rescalings, we complete the blow-up procedure and normalize the Hölder seminorm of the solutions. At this point, two potential pathological behaviors still need to be excluded: the divergence of the rescaled values at the origin,
, and the loss of the competition effects in the limit. Lemma 3.2 and Lemma 3.3 are devoted precisely to ruling out these possibilities, thereby completing the blow-up analysis.
Lemma 3.2 Let
as
be such that
1) there exists
such that
;
2)
.
Then
is bounded in
.
Proof Assume by contradiction that
is unbounded, and Let
, then we will show that both
and
must in fact be bounded.
To begin with, suppose that
is unbounded. Since the
is uniformly Hölder continuous and vanish on
, we can consider
sufficiently large such that
, and let
.
Let
be a nonnegative function such that
in
. By texting the equation for
against
, we obtain that
(3.3)
By further integration by parts and expansion, we obtain
Plugging the above into (3.3) and collecting terms yields
(3.4)
Appling the Cauchy-Schwarz and Young’s inequalities to the above equation,
Substituting the above equation into Equation (3.4), we obtain
Therefore, we have
since
in
,
Hence, by using assumption (ii) and afterwards the boundedness of the oscillation of
, we deduce that for every
in
(3.5)
where
depends only on
. Evaluating this inequality at
, we get
Since
and
, we can see that
is bounded. In other words, this implies that
,
is bounded, and from (3.5) we have that actually
. Let now consider the quantity
, we have
By applying the modified Lemma 2.3,
and hence
, as
. Moreover, since
, we have
(3.6)
for every sufficiently large
.
Consider now
. The above discussion shows that
locally uniformly in
, where
is globally
-Hölder continuous in
, and
. The uniform convergence of the
-Laplacians implies that
in
. By the assumption (i), we can assume
. If
, then
which contradicts (3.2). Then
, we have
, so that
is a nonconstant
-harmonic function in
, globally
-Hölder continuous. Therefore Lemma 4.2 in [5] Provides a contradiction both for
, and for
a half-space. We have shown that
is bounded. Let now check that the same happens with
. Assume that
is unbounded, and text the equation for
in the same way. Let
. Thus we have
In particular, for
,
as
. Once again we obtain that
and the proof follows as before. □
Lemma 3.3 Under the previous notation, we have
Proof By contradiction, let us assume that
is bounded. Then, we choose
We can observe that
. Moreover, from
, it follows that
. These two conditions exactly satisfy Lemma 3.2, hence the sequence
is bounded. Then by Lemma 5.1 in [5], we know
locally uniformly in
. Moreover, since
, we find that
converges locally uniformly, and hence
in
, with
globally
-Hölder continuous in
. By uniform convergence and (3.1) we have that
(3.7)
Thus,
is a subharmonic. By the strong maximum principle, either
or
in
. Finally, as in the intermediate part of the proof of Lemma 3.2, we can also deduce that
is non-constant in
.
If
, by the above proof (Theorem 2.2), we observe that
is constant, a contradiction. In case
is a half-space, we know that at most one component
does not vanish identically. Since
is nonconstant, we infer that
, and
is a nonconstant
-harmonic function in a half-space, globally
-Hölder continuous, which attains a constant boundary datum on
. This contradicts the conclusion that, in a half-space, any solution of
which is constant on the boundary and globally Hölder continuous must be constant. □
Lemma 3.3 ensures that the distance
provides a genuine blow-up scale, in the sense that the rescaled competition effects do not vanish trivially. Fixing
, we can now perform the blow-up analysis and describe the asymptotic behavior of the rescaled solutions. This is the content of the following lemma.
Lemma 3.4 Let
There exists
, which are global
-Hölder continuous, such that, as
, the following hold up to a subsequence:
1)
uniformly in compact subsets of
;
2) for any fixed
and
,
3)
,
.
For the proof of this lemma, we refer the reader to Lemmas 3.6 and 3.7 in [1]. In the next lemma, we summarize the main properties satisfied by the limit functions
.
Lemma 3.5 We have that
1)
in
,
is nonconstant;
2) it results
in
;
3)
, and
is connected.
The proof is similar to that of Lemma 3.7 and Remark 3.8 in [1]. The lack of symmetry in the exponents of the competition terms prevents the construction of an Almgren-type frequency function for the whole system. We therefore exploit the geometric invariance of the energy functional and, after passing to the limit, derive a structural identity satisfied by the unique nontrivial component
in the whole space.
Lemma 3.6 Let
, then
(3.8)
Proof Multiply the equation in (3.1) for
by the test function
and integrate to obtain
(3.9)
By integration by parts, we have
Substituting the above expression into (3.9), we obtain
(3.10)
Similarly, performing the same procedure on the equation involving
, then adding it to (3.10), and simplifying the resulting expression before passing to the limit as
, we obtain
where we have used Lemma 3.4 and Lemma 3.5, and the fact that
as
. □
Proof of Theorem 3.1. To complete the proof of Theorem 3.1, we exploit the domain variation formula to recover an Almgren-type frequency monotonicity for the limiting component
, which yields a precise description of its nodal set. This allows us to rule out nontrivial blow-up limits, leading to a contradiction and hence to the desired regularity result. From (3.8) we can derive
for every
and almost every
. And by Lemma 2.8 in [6], we obtain
To this end, we need to introduce the Almgren frequency function. We define
Combining the two identities above with the Cauchy-Schwarz inequality, we can show that
is nondecreasing, and that
is constant and equal to
if and only if
is
-homogeneous. Then we can prove that
is a linear subspace of dimension at most
, and in particular has local capacity 0.
Step 1. The interior of the set
is empty. That is, if
, then in every small neighborhood
around that point, we have
. By contradiction, assume that
is an interior point of the set
. Then there exists a sufficiently small ball
such that
in
. This implies that
on the boundary of the ball. Therefore, there exist
such that for all
, we have
. Since
, by the monotonicity formula, we obtain that
Then we have
Thus
. Integrating both sides of the above equation from
to
, and assuming
, we have
. As
, we know that
. Therefore, we deduce that
. This contradicts the assumption that
.
Step 2. Prove that for any
and any radius
, we have
. By contradiction, suppose there exists a radius
such that
. That implies
on
. Since
,
means
vanishes on the entire sphere. Because
, continuity yields that
is zero on an open region inside the ball-in other words
in
. This contradicts the result in step 1. Moreover, we can find that
is a non-decreasing function,
Thus, if
for some
, then
,
. That is,
identically in the entire ball of radius
centered at
, which creates an interior region of the zero set, this contradicts the result in step 1 again. Therefore, we can rigorously conclude that
,
,
.
Step 3. The function
attains the value 0 at least at some point in
. By contradiction, suppose that
holds throughout
. Then, by Lemma 3.5, we know that
Since the coefficient matrix
is constant, symmetric, and positive definite, it can be transformed into
in
, through a suitable linear change of variables. At this point, we only know that
is harmonic in its positivity set. Now, by the assumption
, the equation becomes
in
, so
is a globally bounded harmonic function in the whole space
. By the classical Liouville theorem, we have
, which contradicts the fact that
is non-constant. Therefore, there must exist some point
such that
.
Step 4. For the function
, if
, then after rescaling
aroud
, it exhibits local
-homogeneity. Without loss of generality, assume that
. We aim to prove that
for all
, so that
is
-homogeneous with respect to the origin. Since
is non-decreasing, if it attains the value
at some point
, we can get
, for all
. Substituting this upper bound into Almgren’s monotonicity formula, we obtain
Integrating both sides of the above equation from
to
, and further calculation and simplification, we obtain
Therefore, there exists a constant
, such that for all
, we have that
In other words, since
is globally
-Hölder continuous and
, there exists a constant
such that for any
, we have
. Thus, on the sphere
, we have
. By integrating over
, we get
The upper and lower bounds for
lead to a contradiction as
, unless
. Hence, we conclude that there cannot exist any
such that
. Therefore,
,
. In the same way, assume that there exists some radius
such that
. Since
is non-decreasing, for , we have
. From the Almgren monotonicity formula, we know that
Integrating the above equation, we obtain
, . Then we have
Therefore, we arrive at a contradiction, which implies that
,
. In conclusion, we have
,
.
Step 5. We decompose
into its “positive part” and “negative part”, denoted by
Then
and
still satisfy the properties of being weakly subharmonic, having disjoint supports, and being
-Hölder continuous. We know that at least one of
and
must be identically zero. Without loss of generality, we assume that
, then
. Moreover, step 4 shows that
is
-homogeneous with respect to each of its zero points. Assuming
and taking any
with
. Then, for
, we have
Therefore, every point
belongs to the zero set, the set
is a cone with any of its points as a vertex. We have already shown that 0 belongs to the zero set, and that for any point in the zero set, the zero set is a cone with respect to that point. Therefore, we conclude that the zero set must be a linear subspace. Suppose that the zero set is a hyperplane, which divides the space into two regions
and
. Then, in each region,
is either nonnegative or nonpositive everywhere. By restricting
to these two half-spaces, we see that
and
remain subharmonic, have disjoint supports, and satisfy the required regularity. Applying Theorem 3.1 in [5] again, we deduce that one of these two functions must be identically zero. However, from Step 1 we know that the zero set has no interior. If
were identically zero in one of the half-spaces, then the zero set would have a nonempty interior, which contradicts step 1. Therefore, the zero set cannot be a hyperplane. Then
is a linear subspace of dimension
. We denote this set by
, and introduce the capacity associated with the operator
:
Since the matrix
is uniformly elliptic, this capacity is equivalent to the classical Newtonian capacity. In particular, any linear subspace of dimension
has zero
-capacity.
It follows from classical potential theory that sets of zero capacity are removable for
-harmonic functions. Therefore,
can be extended as an
-harmonic function across its zero set. Since we have already shown that
is harmonic in the region outside the zero set and that
, it follows that
can be extended to a harmonic function on the whole space
. By Liouville’s theorem, any bounded harmonic function on
must be constant. This contradicts the fact that
is a nontrivial limit function. We have completed the proof of the boundedness of
in
. □
In this paper, we investigate a class of strongly competing elliptic systems with anisotropic diffusion, and prove the Hölder regularity of their solutions via a contradiction argument. The proof relies on the construction of blow-up sequences, combined with monotonicity formulas and Liouville-type theorems. Our results extend the existing theory from the isotropic setting to a more general anisotropic framework, while also allowing for more flexible nonlinear interaction terms. Several interesting questions remain open for further study. In particular, the present work focuses on diffusion operators with constant coefficient matrices; extending the analysis to the case of variable coefficient matrices
would be a meaningful direction for future research.