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Let $u$ harmonic in $\Omega $ and $B(x,r)\subset \subset \Omega $. Then, $\partial _iu$ also harmonic, and thus by mean value property, $$\partial _iu=\frac{1}{|B(x,r)|}\int_{B(x,r)}\partial _iu\mathrm d y.$$ Using divergence theorem on $\partial _iu \boldsymbol e_i=div(u\boldsymbol e_i)$ (where $\boldsymbol e_i=(0,...,0,1,0,...,0)$ where the 1 is at the $i-$th position), we get

$$\partial _iu=\frac{1}{|B(x,r)|}\int_{\partial B(x,r)}u\nu_i,$$ where $\nu_i$ is the $i-$th component of the unit normal vector of $\partial B(x,r)$.

Then,

$$|\partial _iu|\leq \frac{1}{|B(x,r)|}\int_{\partial B(x,r)}|u\nu_i|.$$

Now, I don't understand how we get to $$|\partial _i u|\leq \frac{C}{r^{d}}r^{d-1}\|u\|_{L^1(B(x,4r)},$$ for a constant $C$.

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    Can you stop using the tag "harmonic analysis" for these posts? Harmonic analysis is not the study of harmonic functions.2017-01-08

1 Answers 1

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The key thing you're missing is the preliminary estimate $$ |u(y)| \le \frac{1}{\omega_n s^n} \int_{B(y,s)} |u(z)| dz, $$ which follows directly from the mean-value property. Apply this for each $y \in \partial B(x,r)$ with $s=r$ to get rid of the dependence on $y$ in the ball: $$ |u(y)| \le \frac{1}{\omega_n s^n} \int_{B(y,r)} |u(z)| dz \le \frac{1}{\omega_n r^n} \int_{B(x,2r)} |u(z)| dz. $$ Thus $$ \sup_{y \in \partial B(x,r)} |u(y)| \le \frac{1}{\omega_n r^n} \int_{B(x,2r)} |u(z)| dz. $$

Now we combine with your last estimate: $$ |\partial_i u(x)| \le \frac{1}{\omega_n r^n} \int_{\partial B(x,r)} |u(y)| d\sigma(y) \le \frac{1}{\omega_n r^n} \int_{\partial B(x,r)} \sup_{ \partial B(x,r)} |u| d\sigma(y) = \frac{\alpha_n r^{n-1}}{\omega_n r^n} \sup_{ \partial B(x,r)} |u| \\ \le \frac{\alpha_n}{\omega_n r }\frac{1}{\omega_n r^n} \int_{B(x,2r)} |u(z)| dz = \frac{C_n}{r^{n+1}} \int_{B(x,2r)} |u(z)| dz. $$

This is not the inequality that you have stated, but it is the correct form of the derivative estimates for harmonic functions. I suspect you have a typo in your statement. In general one can prove $$ |D^k u(x)| \le \frac{C_{n,k}}{r^{n+k}} \int_{B(x,2r)} |u|, $$ i.e. every time we take a derivative we increase the power of $r$ in the denominator on the right side.

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    I just have 2 question : are we sure that $B(x,4r)\subset \subset \Omega $ ? and the other one isn't it enough to take $B(x,3r)$ (instead of $B(x,4r)$). It's probably not important, but just to know...2017-01-08
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    1: We definitely need $\overline{B}(x,4r) \subseteq \Omega$ for the integral to make sense. I didn't notice that you had the $4$ missing in your original post. 2: Yes, you could swap to $3r$ if you wanted. Actually, by changing the constant $C_n$ you can use $(2+\epsilon)r$ for any $\epsilon >0$ by using $s = \epsilon r$ instead of $s = r$.2017-01-08
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    Actually, we can switch to $(1+\epsilon)r$ with the same argument. I just realized there's no need to double the radius in my argument. I'm going to edit to show this.2017-01-08