The Journal of Geometric Analysis

Volume 4, Number 2, 1994

Weakly Monotone Functions

By Juan J. Manfredi

ABSTRACT. The definition of monotone function in the sense of Lebesgue is extended to the Sobolev
spaces W j,p, p > n - 1. It is proven that such weakly monotone functions are continuous except in a
singular set of p-capacity zero that is empty in the case p = n. Applications to the regularity of mappings
with finite dilatation appearing in nonlinear elasticity theory are given.

1. Introduction.
Let [2 be a bounded domain in N n and f : ~ -+ ~ be a continuous function. We say that f is

monotone if for every relatively compact subdomain ~2' of f2 we have that

sup f ( x ) = sup f ( x )
xEO~ ~

xE~2'

and
inf f(x) = inf f ( x ) .

xEO~' ~

xEf2'

Roughly speaking, mononote functions satisfy the maximum and minimum principles in s Exampies of monotone functions include solutions of homogeneous elliptic partial differential equations.
This definition of monotone function is due to Lebesgue (see [L] and [M]), who studied monotone functions in connection with the solution of the Dirichlet problem in the plane. The key feature
used by Lebesgue is that a family of monotone functions with bounded Dirichlet integral is equicontinuous (see (2.5) below). We have recently extended a classical theorem of Lindeltif concerning
asymptotic values and nontangential limits to a class of monotone functions [MV].

Math Subject Classification 35J70, 30C65.

Key Words and Phrases Finite dilatation, monotone functions.
Research partially supported by NSF grant DMS-9101864.

@ 1994 The Journal of Geometric Analysis

ISSN 1050-6926

394

Juan J. Manfredi

For 1 < p < oo, let Wl~o~P(72) denote the local Sobolev space of functions in L~c(g2 ) whose
distributional derivatives are in Llo
P c ( ~ ) . Consider a mapping

F : 72---~ R ~
l,p

in Wloc (f2,

]~n). Denote by JF(X)

the Jacobian determinant d e t ( D F ( x ) ) . We say that the mapping

F hasfinite dilatation if
IDF(x)I n
K ( x ) -JF(X)

satisfies
1 < K(x)

<~

for a.e. x E 72. That is, except for a set of measure zero in 72, if JF(X) = 0 then D F ( x ) = O.
Note in particular that if JF(X) > 0 for a.e. x, then F has finite dilatation. In 1977 Vodopyanov and
In
Goldstein [VP] proved that a mapping F in Wlo~ (f2, R n) with finite dilatation is indeed continuous
and has monotone components. Their proof uses properties of the topological degree of a mapping
in an essential way and shows that it can be defined in this case.
The adjugate matrix of D F ( x ) is denoted by a d j ( D F ( x ) ) and it satisfies

D F ( x ) . a d j ( D F ( x ) ) = JF(X). In

(1.1)

If Jt~(x) ~s 0 we have a d j ( ( D F ( x ) ) ) = J F ( X ) ( D F ( x ) ) -1 and, in general, the entries of

a d j ( D F ( x ) ) are homogeneous polynomials of degree n -- 1 with respect to the variables aFi/Oxj.
In his fundamental work on nonlinear elasticity, Ball [B] introduced the classes
.A+,q(~) :

{F 9 f2 --+ R",

D F ~ LP(72), a d j ( D F ( x ) ) ~ Lq(72) and JF(X) > 0 a.e.}

where p > 1 and q > p / ( p -- 1). Note that by (1.1), these conditions guarantee that JF(X) E
+
L I ( ~ ) . In 1988, Sver~ik [S] proved that if p > n -- 1, mappings in the class .Ap,q ( ) are continuous
except in a set of p-capacity zero and this set is empty if p = n. Sverfik's proof again relies on the
notion of topological degree and some results in geometric measure theory.
In this paper we propose an approach to these theorems that does not rely on the notion of
topological degree. Roughly speaking, we extend the proof of continuity of quasiregular mappings
l,n
to cover these situations. Quasiregular mappings are mappings in Wloc (72, ~n) for which K (x) is
bounded. It turns out that quasiregular mappings are continuous, open, and discrete [R].
The plan of the paper is as follows. In Section 2 we extend the notion of monotonicity to possibly
noncontinuous functions in W:o~(f2) and prove that for p > n - 1 these generalized monotone
functions are continuous except in a set of p-capacity zero. Moreover, this singular set is empty if
p = n. We use the Sobolev Theorem on spheres and some tools from nonlinear potential theory. In
Section 3 we consider a slight generalization of the classes .Ap+q(~'~) by dropping the requirement
JF (x) > 0 a.e. and asking instead for finite dilatation. For p > n -- 1 and a large class of functions qJ,

Weakly Monotone Functions

395

including for example all harmonic functions, we prove that qJ ( F (x)) is monotone in the generalized
sense and therefore continuous except in a set of p-capacity zero, which is empty if p = n. Our main
tool here is the well-known fact that the columns of a d j ( D F ( x ) ) are divergence-free. In particular,
it follows that log IF(x)l is monotone in the classical sense if p = n on f 2 \ F -l (0).

2. Weakly monotone functions

Definition. Let g2 be an open set in ~n and f ." f2 --+ R be a function in the space Wllo'cP( ~ ) .
We say that f is weakly monotone if for every relatively compact subdomain ~ ' of g2 and for every
pair of constants m < M such that
(m - f ) + E W~'P(f2 ')
and
( f - M ) + E Wlo'P(f2'),
we have that
m < f(x) < M

fora.e, x E f2'.

(2.1)

Since functions in Wl~cp ( ~ ) are p-quasi-continuous and two p-quasi-continuous functions that
agree a.e., indeed agree except in a set of p-capacity zero, we see that (2.1) holds except in a set of
p-capacity zero. For these results see for example [HKM].
If p > n then f is a continuous functions and if it is weakly monotone, then is monotone in
the sense of Lebesgue. However if p < n is it not always true that weakly monotone functions are
continuous.

E x a m p l e 2.1.

Write z = re i~ for z E ~x2. Define a function f as follows:

f(z) =

0
n'/2
3zr/2 - 0
0

for
for
for
for

0 < 0 < zr/2,

7r/2 < 0 < zr,
zr < 0 < 37r/2,
3:rr/2 < 0 2re.

Then f E WILP(]~2) for any p < 2 is weakly monotone but not continuous at zero.

T h e o r e m 1. Let f be weakly monotone in an open set f2 and p > n - 1. Then f is

continuous in f2 \ S, where the singular set S has p-capacity zero. Moreover, if p = n, the singular
set is empty, that is, f is continuous in ~.

JuanJ. Manfredi

396

P r o o f . Fixx0 E f 2 a n d R > 0suchthatBR(x0) C f2. Aconsequenceofp-quasi-continuity

for p > n -- 1 is that f is continuous on S(xo, r) (the sphere centered at x0 with radius r) for
r E (0, R) \ E(xo, R), where the linear measure of E(xo, R) is zero. Pick an r ~ E(xo, R). We
can then define

Mr(xo)

= s u p { f (x)

: x e S(xo, r)}

mr(xo)

= inf{f(x)

: x ~ S(xo, r)}.

and

It is now easy to see (Chapter 1 in [HKM]) that

WI'p(BR(Xo)). Thus, we conclude that indeed
mr(xo) <_ f

(mr(Xo) - f)+

and

(f -- Mr(xo)) + are both in

(x) <_Mr(xo)

f o r x ~ BR(xo) \ F(xo, R), where F(xo, R) has p-capacity zero. Therefore, the Hausdorffdimension of F(xo, R) is at most n - p < 1. If follows inmediately that S(xo, r) \ F(xo, R) is dense
in S(xo, r) and thus mr(Xo) is nonincreasing and Mr(xo) is nondecreasing in (0, R) \ E(x0, R).
Therefore,
OSCs(xo,r) is nondecreasing in

(0, R) \ E(xo, R).

(2.2)

At this point we use Sobolev's inequality in spheres as formulated by Gehring [G] to get

(OSCS(xo,r) f)P < C(n, p)r p-(n-1) [

ds(xo,r)
where

C(n, p)

IVfl p

dS,

(2.3)

is an absolute constant depending only on n and p.

Divide boths sides by r and integrate from r to R. We obtain

R (OSCs(xo,,)f)P
t

dt <-C(n,P)fR (tP-" f~xo, lVftP dS) dt.

By virtue of (2.2) we deduce

(OSCs~xo,r)f)Plog(R) < c(n, p) f R (tP-" fS~xo,t)lV flP dS) dt.

Let S denote the set of those x0 E f2 for which

fog (tP-n fs(xo,t) [V f, p dS) dt = +~.

(2.4)

WeaklyMonotoneFunctions

397

Note that S = 13for p = n. We claim that Capp ( S ) -~- 0. It is enough to check that Capp (S fq f2') = 0
for a relatively compact subdomain g2' of Q. To check this define a function in 11~n as follows:
w(x) = [ V f ( x ) l e for x E f2' and 0 otherwise. Denote by l~(x) = Ixl ~ - " the Riesz kernel of
order or. We see that S 71 g2' is contained in

H = {x : (I e * w)(x) = + o o } .
It then follows that any compact subset K of H must have Riesz capacity of order p equal to zero
(see Theorem 5.9 in [HK]). Thus we must also have c a P e ( K ) = 0. To conclude that c a p e ( H ) = 0,
all that is needed is the capacitability of H . But since w is nonnegative, one can easily check that
Ip * w is lower semicontinuous and therefore H is a Borel set.
Note that for r ~ (0, R) \ E(x0, R) we have
ess-oscB9

OSCS(xo,r)f .

Therefore, we have established that if, in addition, Xo ~ S, then

eSS-OSCBr(xo)f < C(n, p)

aS(~o,t)

log

"

(2.5)

Now define

g(xo) = lim f
f ( y ) dy.
r~O JBr(xo)
Note that for r ~ (0, R) \ E(xo, R) we have

mr(Xo) < f
f ( y ) dy < mr(xo),
dB,(xo)
and by (2.5)

Mr(xo) - mr(XO) --+ 0

as r --+ 0 in (0, R) \ E(xo, R) whenever x0 S. We conclude that the limit defining g(xo) always
exists for x0 ~ S if r --+ 0 restricted to (0, R) \ E(xo, R). Since for fixed x0, the function

fJB
f ( y ) dy
9(xo)

is a continuous function of positive r, the limit defining g(xo) exists also as r --+ 0. Moreover, we
obtain
lim mr(xo) = lim Mr(xo) = g(xo)
r---~O
r---~O

for x0 ~ S.

(2.6)

398

J u a n J. M a n f r e d i

Clearly f ( x ) = g(x) for a.e.x. We wish to prove that g is continuous in f2 \ S. Using (2.6) we get

ess- lim inf g ( y )

ess- lim inf f ( y )

y--~ xo

y--'~xo

limmr(Xo)

r---~O

g(Xo).

Therefore g satisfies for x0 r S the condition

g(xo) = ess- lim i n f g ( y ) .

(2.7)

y ~ xo

It is now an elementary exercise to show that (2.7) implies that g is lower semicontinuous in f2 \ S.
A symmetric argument gives that g is upper semicontinuous in f2 \ S since we also have

g(xo) = ess- lim sup g(y).

[]

y---~Xo

Weakly monotone functions are always locally bounded for p > n - 1.

C o r o l l a r y 1.

P r o o f . It is enough to consider the case where n - 1 < p, p ~ n. Direct integration of (2.3)

gives the following oscillation estimate for weakly monotone functions in W l'p ( ~ ) :

(ess-osc(f, B(xo, r))) p < c(n, p)r p

whenever B"(xo, 2r) C f2.

"(x0,2r)

iV f (y)lP dy

(2.8)

[]

R e m a r k 2.1. Note that (2.8) also holds for p = n. Indeed (2.5) is a better inequality in this
case, since the continuity of f implies that the S = 0 and E(xo, R) = ~.
[]

C o r o l l a r y 2.

Suppose that

u E W I ' P ( R n)

is weakly monotone and

identically zero.

Proof.

It follows by letting r ~

oo in (2.8).

[]

p > n -

1. T h e n u

is

399

Weakly Monotone Functions

3. Mappings of finite dilatation

Let ~ and ~2' be domains in R" and F: g2 ~
well-known fact that adj ( D F ) satisfies

l,n-I t'O
~ ' a m a p p i n g i n w,,lo~
~,,, R"). It is a

div(adj(DF)) = 0
in the sense of distributions. We shall need a generalization of this fact that can be found in [BI,
Corollary 1.1]. Let V: f2' ~/1~" be a C1(f2 ') vector field such that div V = 0. Then we have
div(adj(DF)(V o F)) = 0

(3.1)

in the sense of distributions.

Note that the hypothesis on F guarantees that a d j ( D F ) E L~o~(~2). A simple approximation
argument gives that if a d j ( D F ) E Lqoc(f2), where q > 1, then

aIadj(Df(x))V(F(x)),

V~b(x))dx = 0

(3.2)

for all q~ E w~'q'(fl). Here q' = q / ( q -- 1) is the conjugate exponent o f q .

We now present a generalization of the classes .A+,q(f2). For p > 1 and q > p / ( p
consider
B+q(~)

{ F : ~2 -+ 1R~, D E ~ L P ( ~ ) ,

adj(DF(x))

-- 1) we

E Lq(f2)

and f has finite dilatation a.e. in f2}.

Theorem 2.

Let F : f2 --~ f2' be in the class ]3~q ( ~'2), where p > n -- 1 and q > p / (p - 1).

Suppose that V E C 1 ( ~ ', ~n) satisfies div(V) = 0 and cb: ~ ' --~ R is a Cl function such that
V~(y) = )~(y)V(y)

fora.e, y E ~ ' ,

(3.3)

where 0 < )~(y ) < cx~ a.e. in ~2' and )~ is bounded on compact subsets. The function ~ ( F (x ) ) is
then weakly monotone.
Before proceeding with the proof we will give some examples. If the function ~. and the range
f2' are not explicitly given below, ~ ( y ) =--- 1 and f2' = Nn.

Example 3.1.

....+

Let V ( y ) = e i and qb(y) = Yi. We conclude that the components of

F, F l ( x ) , F 2 ( x ) . . . . . F n ( x ) are weakly monotone. By Theorem 1, they are continuous except
in a set of p-capacity zero, which is empty if p = n. In particular, we recover the theorems of
Vodopyanov-Goldstein and ~ver~ik mentioned in the introduction.

400

Juan J. Manfredi

E x a m p l e 3 . 2 . Let V(y) = y/lyl n, ~ ( y ) = log [YI,~-(Y) : lyln-2, a n d s ' ~- ]~'\Bs(O).

We conclude that log [ F ( x ) l is weakly monotone if F does not vanish in the sense that [F(x)[ >
for x E ~ . In these circumstances, an oscillation estimate for log [F(x)l is readily translated into a
Harnack inequality for [F(x)l. If follows from (2.8) that if BR(xo) C ~ and we set

Mr

m a x { I F ( x ) l : x E B r ( x o ) },

mr

m i n { l F ( x ) l " x c Br(xo) }

we must have for 0 < r < R / 2

M, < ci exp {c~ (fBR(xo) ,Vlog,F,lP d x ) }

mr,

where cl and c2 are constants depending only on n and p.

E x a m p l e 3.3. Let V(y) = Yi ""+

e i - Yj ---+
e j, O(y) = y2i - Y'j2, and ~,(y) ---- 1/2. We
conclude that (F i (x)) 2 - (F j (x)) 2 is weakly monotone.

E x a m p l e 3.4. Let V(y) = Yi e j + yj e i, i 5/= j, and q~(y) = YiYj. We conclude that

F i (x) F j (x) is weakly monotone if i 5~ j .

E x a m p l e 3.5. This example generalizes the previous ones. Let qb be any harmonic function
in f2'. Take V(y) = V ~ ( y ) to conclude that

9 (Fl(x). F2(x) . . . . . F"(x))

is weakly monotone.

E x a m p l e 3.6. This example is even more general. Let ~ be any r-harmonic function for
some 1 < r < oo, that is, qb satisfies the r-Laplace equation

d i v ( l V ~ l r - 2 v ~ ) = O.

Set V (y) = IV 9 (y) it-2 7 q~ (y), which is smooth in the open set

~ ' = {y : o < I V ~ ( y ) l < oo}.

401

Weakly Monotone Functions

Taking X(y) = IV ~ (y)I r-2 we conclude that

qb(F1 (X), F 2 ( x ) . . . . .

Fn(x))

is weakly monotone.

Proof of Theorem 2.

Set r

dp(F(x)). Then, by the chain rule we have

(DF(x))tVdP(F(x))
= )~(F(x))(OF(x))tV(F(x)).

Vr

Suppose that ( r - M ) + E Wd'P(f2 ") for some constant M , where f2" is compactly contained in
f2. It is enough to prove that
r

< M

for a.e. x E f2"

(3.4)

Since p > q ' we can use ( r - M ) + as a test function in (3.2) to obtain

-----

f~ "nlr

= f~

"n{r

(adj(OF(x))V(F(x)), ;~(F(X))(DF(x))tV(F(x))) dx
)~(F(X))lV(F(x))12JF(x)dx"

Since the integrand is nonnegative, we conclude that

n =
By virtue of (3.3) we conclude that V r

IV(F(x))12 =

n {r > M} n {JF

>

0 for a.e. x in

0}.

= 0 in H . Indeed, V r

= 0 in

g z " n {r > M}
since F has finite dilatation. We deduce that V ( r

- M ) + = 0 in ~ " , thereby proving (3.4).

[]

References
[B]

[BI]
[G]

[HK]
[HKM]
[L]

Ball, J. Convexity conditions and existence theorems in nonlinear elasticity. Arch. Rational Mech. Anal. 63,
337-403 (1978).
Bojarski, B., and Iwaniec, T. Analytical foundations of the theory of quasiconformal mappings in I~n . Ann. Acad.
Sci. Fenn. Sen A I Math. 8, 257-324 (1983).
Gehring, E Rings and quasiconformal mappings in space. Trans. Amer. Math. Soc. 101,499-519 (1961).
Hayman, W., and Kennedy, P. Subharmonic Functions, Academic Press, 1976.
Heinonen, J., Kilpeliiinen,T., and Martio, O. Nonlinear Potential Theory of Degenerate Elliptic Equations. Oxford
University Press, 1993.
Lebesgue, H. Sur le probl~me de Dirichlet. Rend. Circ. Palermo 27, 371--402 (1907).

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[MI
[MV]
[R]

Is]
[VP]

Juan J. Manfredi

Mostow, G. Quasiconformal mappings in n-space and the rigidity of hyperbolic space forms. Publ. Math. Inst.
Hautes E,tudes Sci. 34, 53-104 ( 1968 ).
Manfredi, J., and Villamor, E. Traces of monotone Sobolev functions. Journal of Geometric Analysis, to appear.
Re~etnyak, J. Space mappings with bounded distortion. Sibirisk. Mat. Z. 8, 629-658 (1967).
Sver~ik, V. Regularity properties of deformations with finite energy. Arch. Rational Mech. Anal. 100, 105-127
(1988).
Vodopyanov, S., and Goldstein, V. Quasiconformal mappings and spaces of functions with generalized first
derivatives. Siberian Math. J. 17(3), 515-531 (1977).

Received February 18, 1992

Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260; manfredi+@pitt.edu
Communicated by David Kinderlehrer