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Quantitative uniqueness for the power of Laplacian with singular coefficients

Ching-Lung Lin

Sei Nagayasu

Jenn-Nan Wang

Abstract

In this paper we study the local behavior of a solution to the lth power of Laplacian with singular coefficients in lower order terms. We obtain a bound on the vanishing order of the nontrivial solution. Our proofs use Carleman estimates with carefully chosen weights. We will derive appropriate three-sphere inequalities and apply them to obtain doubling inequalities and the maximal vanishing order.

1 Introduction

Assume that Ω is a connected open set containing 0 in Rn for n ≥ 2. In this paper we are interested in the local behavior of u satisfying the following differential inequality:

|∆lu| ≤ K0P

|α|≤l−1|x|−2l+|α||Dαu| + K0P[3l/2]

|α|=l|x|−2l+|α|+|Dαu|, (1.1) where 0 <  < 1/2 and [h] = k ∈ Z when k ≤ h < k + 1. For (1.1), a strong unique continuation was proved by the first author [8]. A similar result for the power of Laplacian with lower derivatives up to l-th order can be found in [5]. On the other hand, a unique continuation property for the l-th power

Department of Mathematics, National Chung Cheng University, Chia-Yi 62117, Tai- wan. Email:cllin@math.ccu.edu.tw

Department of Mathematics, Taida Institute for Mathematical Sciences, National Tai- wan University, Taipei 106, Taiwan. Email:nagayasu@math.ntu.edu.tw

Department of Mathematics, Taida Institute of Mathematical Sci- ences, NCTS (Taipei), National Taiwan University, Taipei 106, Taiwan.

Email:jnwang@math.ntu.edu.tw

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of Laplacian with the same order of lower derivatives as in (1.1) was given in [11]. Those results mentioned above concern only the qualitative behavior of the solution. In other words, they showed that if u vanishes at 0 in infinite order or u vanishes in an open subset of Ω, then u must vanishes identically in Ω. The aim of this paper is to study the strong unique continuation from a quantitative viewpoint. Namely, we are interested in the maximal vanishing order at 0 of any nontrivial solution to (1.1). It is worth mentioning that quantitative estimates of the strong unique continuation are useful in studying the nodal sets of eigenfunctions [2], or solutions of second order elliptic equations [6], [10], or the inverse problem [1].

Perhaps, for the quantitative uniqueness problem, the most popular tech- nique, introduced by Garofala and Lin [3], [4], is to use the frequency function related to the solution. This method works quite efficiently for second or- der strongly elliptic operators. However, this method can not be applied to (1.1). Another method to derive quantitative estimates of the strong unique continuation is based on Carleman estimates, which was first initiated by Donnelly and Fefferman [2] where they studied the maximal vanishing order of the eigenfunction with respect to the corresponding eigenvalue on a com- pact smooth Riemannian manifold. Their method does not work for (1.1) either.

Recently, the first and third authors and Nakamura [9] introduced a method based on appropriate Carleman estimates to prove a quantitative uniqueness for second order elliptic operators with sharp singular coefficients in lower order terms. A key strategy of our method is to derive three-sphere inequalities and then apply them to obtain doubling inequalities and the maximal vanishing order. Both steps require delicate choices of cut-off func- tions. Nevertheless, this method is quite versatile and can be adopted to treat many equations or even systems. The present work is an interesting application of the ideas of [9] to the lth power of Laplacian with singular coefficients. The power l = 2 is the most interesting and useful case. It cor- responds to the biharmonic operator with third order derivatives. Our work provides a quantitative estimate of the strong unique continuation for this equation. To our best knowledge, this quantitative estimate has not been derived before.

We now state main results of the paper. Assume that BR0

0 ⊂ Ω for some R00 > 0.

Theorem 1.1 There exists a positive number ˜R0 < e−1/2 such that if 0 <

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r1 < r2 < r3 ≤ R00 and r1/r3 < r2/r3 < ˜R0, then Z

|x|<r2

|u|2dx ≤ C

Z

|x|<r1

|u|2dx

τZ

|x|<r3

|u|2dx

1−τ

(1.2)

for u ∈ H2l(BR0

0) satisfying (1.1) in BR0

0, where C and 0 < τ < 1 depend on r1/r3, r2/r3, n, l, and K0.

Remark 1.1 From the proof, the constants C and τ can be explicitly written as C = max{C0(r2/r1)n, exp(Bβ0)} and τ = B/(A + B), where C0 > 1 and β0 are constants depending on n, l, K0 and

A = A(r1/r3, r2/r3) = (log(r1/r3) − 1)2− (log(r2/r3))2, B = B(r2/r3) = −1 − 2 log(r2/r3).

The explicit forms of these constants are important in the proof of Theo- rem 1.2.

Theorem 1.2 Let u ∈ Hloc2l(Ω) be a nonzero solution to (1.1). Then we can find a constant R2 (depending on n, l, , K0) and a constant m1 (depending on n, l, , K0, kukL2(|x|<R22)/kukL2(|x|<R42)) satisfying

lim sup

R→0

1 Rm1

Z

|x|<R

|u|2dx > 0. (1.3)

Theorem 1.3 Let u ∈ Hloc2l(Ω) be a nonzero solution to (1.1). Then there exist positive constants R3 (depending on n, l, , K0) and C3 (depending on n, l, , K0, m1) such that if 0 < r ≤ R3, then

Z

|x|≤2r

|u|2dx ≤ C3 Z

|x|≤r

|u|2dx, (1.4)

where m1 is the constant obtained in Theorem 1.2.

The rest of the paper is devoted to the proofs of Theorem 1.1-1.3.

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2 Three-sphere inequalities

We will prove Theorem 1.1 in this section. To begin, we recall a Carleman estimate with weight ϕβ = ϕβ(x) = exp(β2(log |x|)2) given in [8].

Lemma 2.1 [8, Corollary 3.3] There exist a sufficiently large number β0 > 0 and a sufficiently small number r0 > 0, depending on n and l, such that for all u ∈ Ur0 with 0 < r0 < e−1, β ≥ β0, we have that

P

|α|≤2lβ3l−2|α|R ϕ2β|x|2|α|−n(log |x|)2l−2|α||Dαu|2dx

≤ ˜C0R ϕ2β|x|4l−n|∆lu|2dx, (2.1) where Ur0 = {u ∈ C0(Rn \ {0}) : supp(u) ⊂ Br0} and ˜C0 is a positive constant depending on n and l. Here e = exp(1).

Remark 2.1 The estimate (2.1) in Lemma 2.1 remains valid if we assume u ∈ Hloc2l(Rn \ {0}) with compact support. This can be easily obtained by cutting off u for small |x| and regularizing.

We first consider the case where 0 < r1 < r2 < R < 1/e and BR ⊂ Ω.

The constant R will be chosen later. To use the estimate (2.1), we need to cut-off u. So let ξ(x) ∈ C0(Rn) satisfy 0 ≤ ξ(x) ≤ 1 and

ξ(x) =





0, |x| ≤ r1/e, 1, r1/2 < |x| < er2, 0, |x| ≥ 3r2.

It is easy to check that for all multiindex α

(|Dαξ| = O(r1−|α|) for all r1/e ≤ |x| ≤ r1/2

|Dαξ| = O(r2−|α|) for all er2 ≤ |x| ≤ 3r2. (2.2) On the other hand, repeating the proof of Corollary 17.1.4 in [7], we can show that

Z

a1r<|x|<a2r

||x||α|Dαu|2dx ≤ C0 Z

a3r<|x|<a4r

|u|2dx, |α| ≤ 2l, (2.3) for all 0 < a3 < a1 < a2 < a4 such that Ba4r ⊂ Ω, where the constant C0 is independent of r and u.

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Noting that the commutator [∆l, ξ] is a 2l − 1 order differential operator.

Applying (2.1) to ξu and using (1.1), (2.2), (2.3) implies X

|α|≤2l

β3l−2|α|

Z

r1/2<|x|<er2

ϕ2β|x|2|α|−n(log |x|)2l−2|α||Dαu|2dx

≤ X

|α|≤2l

β3l−2|α|

Z

ϕ2β|x|2|α|−n(log |x|)2l−2|α||Dα(ξu)|2dx

≤ C˜0 Z

ϕ2β|x|4l−n|∆l(ξu)|2dx

≤ 2 ˜C0 Z

ϕ2β|x|4l−nξ2(K0 X

|α|≤l−1

|x|−2l+|α||Dαu| + K0

[3l/2]

X

|α|=l

|x|−2l+|α|+|Dαu|)2dx

+2 ˜C0 Z

ϕ2β|x|4l−n

[∆l, ξ]u

2dx

≤ C˜1nZ

r1/2<|x|<er2

ϕ2β( X

|α|≤l−1

|x|2|α|−n|Dαu|2+

[3l/2]

X

|α|=l

|x|2|α|−n+2|Dαu|2)dx

+ Z

r1/e<|x|<r1/2

ϕ2β X

|α|≤2l−1

|x|2|α|−n|Dαu|2dx

+ Z

er2<|x|<3r2

ϕ2β X

|α|≤2l−1

|x|2|α|−n|Dαu|2dxo

≤ C˜2nZ

r1/2<|x|<er2

ϕ2β( X

|α|≤l−1

|x|2|α|−n|Dαu|2+

[3l/2]

X

|α|=l

|x|2|α|−n+2|Dαu|2)dx

+r−n1 ϕ2β(r1/e) Z

r1/e<|x|<r1/2

X

|α|≤2l−1

||x||α|Dαu|2dx

+r−n2 ϕ2β(er2) Z

er2<|x|<3r2

X

|α|≤2l−1

||x||α|Dαu|2dxo

≤ C˜3nZ

r1/2<|x|<er2

ϕ2β( X

|α|≤l−1

|x|2|α|−n|Dαu|2+

[3l/2]

X

|α|=l

|x|2|α|−n+2|Dαu|2)dx

+r−n1 ϕ2β(r1/e) Z

r1/4<|x|<r1

|u|2dx + r2−nϕ2β(er2) Z

2r2<|x|<4r2

|u|2dxo ,

(2.4)

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where ˜C1, ˜C2, and ˜C3 are independent of r1, r2, and u.

We now choose r0 < e−−1([3l/2]−l)−1 small enough such that ((log(er0))−22 ˜C1

3

(er0)2(log(er0))2([3l/2]−l)1

2 ˜C3.

Letting R ≤ r0 and β ≥ β0 ≥ max{2 ˜C3, 1}, we can absorb the integral over r1/2 < |x| < er2 on the right side of (2.4) into its left side to obtain

Z

r1/2<|x|<er2

ϕ2β( X

|α|≤l−1

|x|2|α|−n|Dαu|2+

[3l/2]

X

|α|=l

|x|2|α|−n+2|Dαu|2)dx

≤ C˜4n

r1−nϕ2β(r1/e) Z

r1/4<|x|<r1

|u|2dx + r−n2 ϕ2β(er2) Z

2r2<|x|<4r2

|u|2dxo , (2.5) where ˜C4 = 1/ ˜C3. Using (2.5) we have that

r2−nϕ2β(r2) Z

r1/2<|x|<r2

|u|2dx

≤ Z

r1/2<|x|<er2

ϕ2β|x|−n|u|2dx

≤ C˜4n

r−n1 ϕ2β(r1/e) Z

r1/4<|x|<r1

|u|2dx + r2−nϕ2β(er2) Z

2r2<|x|<4r2

|u|2dxo . (2.6) Dividing r−n2 ϕ2β(r2) on the both sides of (2.6) implies

Z

r1/2<|x|<r2

|u|2dx

≤ C˜4n

(r2/r1)n2β(r1/e)/ϕ2β(r2)]

Z

r1/4<|x|<r1

|u|2dx +[ϕ2β(er2)/ϕ2β(r2)]

Z

2r2<|x|<4r2

|u|2dx o

≤ C˜5n

(r2/r1)n2β(r1/e)/ϕ2β(r2)]

Z

|x|<r1

|u|2dx +(r2/r1)n2β(er2)/ϕ2β(r2)]

Z

|x|<4r2

|u|2dxo

, (2.7)

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where ˜C5 = max{ ˜C4, 1}. With such choice of ˜C5, we can see that C˜5(r2/r1)n2β(r1/e)/ϕ2β(r2)] > 1

for all 0 < r1 < r2. AddingR

|x|<r1/2|u|2dx to both sides of (2.7) and choosing r2 ≤ R = min{r0, 1/4}, we get that

Z

|x|<r2

|u|2dx

≤ 2 ˜C5(r2/r1)n2β(r1/e)/ϕ2β(r2)]

Z

|x|<r1

|u|2dx +2 ˜C5(r2/r1)n2β(er2)/ϕ2β(r2)]

Z

|x|<1

|u|2dx. (2.8)

By denoting

A = β−1 log[ϕ2β(r1/e)/ϕ2β(r2)] = (log r1− 1)2− (log r2)2 > 0, B = −β−1 log[ϕ2β(er2)/ϕ2β(r2)] = −1 − 2 log r2 > 0,

(2.8) becomes Z

|x|<r2

|u|2dx

≤ 2 ˜C5(r2/r1)nn

exp(Aβ) Z

|x|<r1

|u|2dx + exp(−Bβ) Z

|x|<1

|u|2dxo . (2.9) To further simplify the terms on the right hand side of (2.9), we consider two cases. If

Z

|x|<r1

|u|2dx 6= 0 and

exp (Aβ0) Z

|x|<r1

|u|2dx < exp (−Bβ0) Z

|x|<1

|u|2dx, then we can pick a β > β0 such that

exp (Aβ) Z

|x|<r1

|u|2dx = exp (−Bβ) Z

|x|<1

|u|2dx.

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Using such β, we obtain from (2.9) that Z

|x|<r2

|u|2dx

≤ 4 ˜C5(r2/r1)nexp (Aβ) Z

|x|<r1

|u|2dx

= 4 ˜C5(r2/r1)n

Z

|x|<r1

|u|2dx

A+BB Z

|x|<1

|u|2dx

A+BA

. (2.10)

If Z

|x|<r1

|u|2dx = 0, then it follows from (2.9) that

Z

|x|<r2

|u|2dx = 0

since we can take β arbitrarily large. The three-sphere inequality obviously holds.

On the other hand, if exp (−Bβ0) Z

|x|<1

|u|2dx ≤ exp (Aβ0) Z

|x|<r1

|u|2dx, then we have

Z

|x|<r2

|u|2dx

Z

|x|<1

|u|2dx

A+BB Z

|x|<1

|u|2dx

A+BA

≤ exp (Bβ0)

Z

|x|<r1

|u|2dx

A+BB Z

|x|<1

|u|2dx

A+BA

. (2.11)

Putting together (2.10), (2.11), and setting ˜C6 = max{4 ˜C5(r2/r1)n, exp (Bβ0)}, we arrive at

Z

|x|<r2

|u|2dx ≤ ˜C6

Z

|x|<r1

|u|2dx

A+BB Z

|x|<1

|u|2dx

A+BA

. (2.12)

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Now for the general case, we take ˜R0 = R and consider 0 < r1 < r2 < r3 with r1/r3 < r2/r3 ≤ ˜R0. By scaling, i.e. defining bu(y) := u(r3y), we derive from (2.12) that

Z

|y|<r2/r3

|u|b2dy ≤ C(

Z

|y|<r1/r3

|u|b2dy)τ( Z

|y|<1

|bu|2dy)1−τ, (2.13) where τ = B/(A + B) with

A = A(r1/r3, r2/r3) = (log(r1/r3) − 1)2− (log(r2/r3))2, B = B(r2/r3) = −1 − 2 log(r2/r3),

and C = max{4 ˜C5(r2/r1)n, exp(Bβ0)}. Note that that ˜C5 can be chosen independent of the scaling factor r3 provided r3 < 1. Replacing the variable y = x/r3 in (2.13) gives

Z

|x|<r2

|u|2dx ≤ C(

Z

|x|<r1

|u|2dx)τ( Z

|x|<r3

|u|2dx)1−τ.

This ends the proof.

2

3 Doubling inequalities and maximal vanish- ing order

In this section, we prove Theorem 1.2 and Theorem 1.3. We begin with an- other Carleman estimate derived in [8, Lemma 2.1]: for any u ∈ C0(Rn\{0}) and for any m ∈ {k + 1/2, k ∈ N}, we have the following estimate

X

|α|≤2l

Z

m2l−2|α||x|−2m+2|α|−n|Dαu|2dx ≤ C Z

|x|−2m+4l−n|4lu|2dx, (3.1) where C depends only on the dimension n and the power l.

Remark 3.1 Using the cut-off function and regularization, estimate (3.1) remains valid for any fixed m if u ∈ Hloc2l(Rn\{0}) with compact support.

In view of Remark 3.1, we can apply (3.1) to the function χu with χ(x) ∈ C0(Rn\{0}). Thus, we define χ(x) ∈ C0(Rn\{0}) as

χ(x) =





0 if |x| ≤ δ/3,

1 in δ/2 ≤ |x| ≤ (R0+ 1)R0R/4 = r4R, 0 if 2r4R ≤ |x|,

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where δ ≤ R20R/4, R0 > 0 is a small number which will be chosen later and R < 1 is sufficiently small. Here the number R is not yet fixed and is given by R = (γm)−l/2, where γ > 0 is a large constant which will be determined later. Using the estimate (3.1) and the equation (1.1), we can derive that

X

|α|≤2l

Z

δ/2≤|x|≤r4R

m2l−2|α||x|−2m+2|α|−n|Dαu|2dx

≤ X

|α|≤2l

Z

m2l−2|α||x|−2m+2|α|−n|Dα(χu)|2dx

≤ C Z

|x|−2m+4l−n|∆l(χu)|2dx

= C Z

δ/2≤|x|≤r4R

|x|−2m+4l−n|∆lu|2dx + C Z

|x|>r4R

|x|−2m+4l−n|∆l(χu)|2dx +C

Z

δ/3≤|x|≤δ/2

|x|−2m+4l−n|∆l(χu)|2dx

≤ C0K02 Z

δ/2≤|x|≤r4R

X

|α|≤l−1

|x|2|α|−n−2m|Dαu|2+

[3l/2]

X

|α|=l

|x|2|α|−n−2m+2|Dαu|2dx

+C Z

|x|>r4R

|x|−2m+4l−n|∆l(χu)|2dx + C Z

δ/3≤|x|≤δ/2

|x|−2m+4l−n|∆l(χu)|2dx

≤ C0K02(r4R)2

Z

δ/2≤|x|≤r4R [3l/2]

X

|α|=l

|x|2|α|−n−2m|Dαu|2dx

+C0K02 Z

δ/2≤|x|≤r4R

X

|α|≤l−1

|x|2|α|−n−2m|Dαu|2dx

+C Z

|x|>r4R

|x|−2m+4l−n|∆l(χu)|2dx + C Z

δ/3≤|x|≤δ/2

|x|−2m+4l−n|∆l(χu)|2dx, (3.2) where the constant C0 depends on n and l.

By carefully checking terms on both sides of (3.2), we now choose γ ≥ (2C0K02)1/l and thus

R2 = (γm)−l ≤ m−l 2C0K02.

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Hence, choosing R0 < 1 (suffices to guarantee r2/4 = R20 (R0+ 1)2/42 < 1) and m such that m2 > 2C0K02, we can remove the first two terms on the right hand side of the last inequality in (3.2) and obtain

X

|α|≤2l

Z

δ/2≤|x|≤r4R

m2l−2|α||x|−2m+2|α|−n|Dαu|2dx

≤ 2C Z

δ/3<|x|<δ/2

|x|−2m+4l−n|∆l(χu)|2dx +2C

Z

r4R<|x|<2r4R

|x|−2m+4l−n|∆l(χu)|2dx. (3.3) In view of the definition of χ, it is easy to see that for all multiindex α

(|Dαχ| = O(δ−|α|) for all δ/3 < |x| < δ/2,

|Dαχ| = O((r4R)−|α|) for all r4R < |x| < 2r4R. (3.4) Note that R20 ≤ r4 provided R0 ≤ 1/3. Therefore, using (3.4) and (2.3) in (3.3), we derive

m2(2δ)−2m−n Z

δ/2<|x|≤2δ

|u|2dx + m2(R20R)−2m−n Z

2δ<|x|≤R20R

|u|2dx

≤ X

|α|≤2l

Z

δ/2≤|x|≤r4R

m2l−2|α||x|−2m+2|α|−n|Dαu|2dx

≤ C00 X

|α|≤2l

δ−4l+2|α|

Z

δ/3<|x|<δ/2

|x|−2m+4l−n|Dαu|2dx

+C00 X

|α|≤2l

(r4R)−4l+2|α|

Z

r4R<|x|<2r4R

|x|−2m+4l−n|Dαu|2dx

≤ C˜0δ−2m−n Z

|x|≤δ

|u|2dx + C00(r4R)−2m−n Z

|x|≤R0R

|u|2dx, (3.5)

where ˜C0 = C0032m+n and C00 is independent of R0, R, and m.

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We then add m2(2δ)−2m−nR

|x|≤δ/2|u|2dx to both sides of (3.5) and obtain 1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + m2(R20R)−2m−n Z

|x|≤R20R

|u|2dx

= 1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + m2(R20R)−2m−n Z

|x|≤2δ

|u|2dx +m2(R02R)−2m−n

Z

2δ<|x|≤R20R

|u|2dx

≤ 1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx +1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx +m2(R02R)−2m−n

Z

2δ<|x|≤R20R

|u|2dx

≤ C˜00δ−2m−n Z

|x|≤δ

|u|2dx + C00(r4R)−2m−n Z

|x|≤R0R

|u|2dx

= C˜00δ−2m−n Z

|x|≤δ

|u|2dx

+m2(R02R)−2m−nC00m−2(R20 r4 )2m+n

Z

|x|≤R0R

|u|2dx (3.6)

with ˜C00 = ˜C0+ 22m+nm2. We first observe that

C00m−2(R20 r4

)2m+n = C00m−2

 4R0 R0+ 1

2m+n

≤ C00m−2(4R0)2m+n ≤ exp(−2m) for all R0 ≤ 1/16 and m2 ≥ C00. Thus, we obtain that

1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + m2(R20R)−2m−n Z

|x|≤R20R

|u|2dx

≤ C˜00δ−2m−n Z

|x|≤δ

|u|2dx +m2(R02R)−2m−nexp(−2m)

Z

|x|≤R0R

|u|2dx. (3.7)

It should be noted that (3.7) is valid for all m = j + 12 with j ∈ N and j ≥ j0, where j0 depends on n, l, , and K0. Setting Rj = (γ(j +12))−l/2 and

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using the relation m = (γ)−1(R)−2/l, we get from (3.7) that 1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + m2(R20Rj)−2m−n Z

|x|≤R20Rj

|u|2dx

≤ C˜00δ−2m−n Z

|x|≤δ

|u|2dx

+m2(R20Rj)−2m−nexp(−2cRj−2/l) Z

|x|≤R0Rj

|u|2dx (3.8)

for all j ≥ j0 and c = γ−1. We now let j0 be large enough such that Rj+1 < Rj < 2Rj+1 for all j ≥ j0.

Thus, if Rj+1 < R ≤ Rj for j ≥ j0, we can conclude that

( R

|x|≤R20R|u|2dx ≤R

|x|≤R20Rj|u|2dx, exp(−2cR−2/lj )R

|x|≤R0Rj|u|2dx ≤ exp(−cR−2/l)R

|x|≤R|u|2dx, (3.9) where we have used the inequality R0Rj ≤ Rj/16 < Rj+1to derive the second inequality above. Namely, we have from (3.8) and (3.9) that

1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + m2(R20Rj)−2m−n Z

|x|≤R02R

|u|2dx

≤ C˜00δ−2m−n Z

|x|≤δ

|u|2dx

+m2(R20Rj)−2m−nexp(−cR−2/l) Z

|x|≤R

|u|2dx. (3.10)

If there exists s ∈ N such that

Rj+1 < R2s0 ≤ Rj for some j ≥ j0, (3.11) then replacing R by R2s0 in (3.10) leads to

1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + m2(R20Rj)−2m−n Z

|x|≤R2s+20

|u|2dx

≤ C˜00δ−2m−n Z

|x|≤δ

|u|2dx

+m2(R02Rj)−2m−nexp(−cR−4s/l0 ) Z

|x|≤R2s0

|u|2dx. (3.12)

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Here s and R0 are yet to be determined. The trick now is to find suitable s and R0 satisfying (3.11) and the inequality

exp(−cR−4s/l0 ) Z

|x|≤R2s0

|u|2dx ≤ 1 2

Z

|x|≤R2s+20

|u|2dx (3.13)

holds with such choices of s and R0.

It is time to use the three-sphere inequality (1.2). To this end, we choose r1 = R2k+20 , r2 = R2k0 and r3 = R02k−2 for k ≥ 1. Note that r1/r3 < r2/r3 ≤ R20 ≤ ˜R0. Thus (1.2) implies

Z

|x|<R2k0

|u|2dx/

Z

|x|<R2k+20

|u|2dx ≤ C1/τ( Z

|x|<R2k−20

|u|2dx/

Z

|x|<R2k0

|u|2dx)a, (3.14) where

C = max{C0R−2n0 , exp(β0(−1 − 4 log R0))}

and

a = 1 − τ

τ = A

B = (log(r1/r3) − 1)2− (log(r2/r3))2

−1 − 2 log(r2/r3)

= (4 log R0− 1)2− (2 log R0)2

−1 − 4 log R0 . It is not hard to see that

(1 < C ≤ C0R−β0 1,

2 < a ≤ −4 log R0, (3.15) where β1 = max{2n, 4β0} and if R0 is sufficiently small, e.g., R0 ≤ e−4. Combining (3.15) and using (3.14) recursively, we have that

Z

|x|≤R2s0

|u|2dx/

Z

|x|≤R02s+2

|u|2dx

≤ C1/τ( Z

|x|<R2s−20

|u|2dx/

Z

|x|<R2s0

|u|2dx)a

≤ Cas−1−1τ (a−1) ( Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx)as−1 (3.16)

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for all s ≥ 1. Now from the definition of a, we have τ = 1/(a + 1) and thus as−1− 1

τ (a − 1) = a + 1

a − 1(as−1− 1) ≤ 3as−1. Then it follows from (3.16) that

Z

|x|≤R2s0

|u|2dx/

Z

|x|≤R2s+20

|u|2dx

≤ C3(−4 log R0)s−1( Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx)as−1

≤ (C03(R0)−3β1)(−4 log R0)s−1( Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx)as−1. (3.17) Thus, by (3.17), we can get that

exp(−cR0−4s/l) Z

|x|≤R2s0

|u|2dx

≤ exp(−cR0−4s/l)(C03(R0)−3β1)(−4 log R0)s−1 (

Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx)as−1 Z

|x|≤R2s+20

|u|2dx.

(3.18) Let µ = − log R0, then if R0 (≤ min{e−4,p ˜R0}) is sufficiently small, i.e., µ is sufficiently large, we can see that

4tµ/l > (t − 1) log(4µ) + log(log C03+ 3β1µ) − log(c/4), for all t ∈ N. In other words, we have that for R0 small

(C03R−3β0 1)(−4 log R0)t−1 < exp(cR−4t/l0 /4) < (1/2) exp(cR−4t/l0 /2), (3.19) for all t ∈ N. We now fix such R0 so that (3.19) holds and

−4ε

l log R0 − 2 log a > 0.

It is a key step in our proof that we can find a universal constant R0. After fixing R0, we then define a number t0, depending on R0 and u, as

t0 = (log 2 − log(ac) + log log(

Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx))

×(−4ε

l log R0− log a)−1.

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With the choice of t0, we can see that (

Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx)at−1 ≤ exp(cR−4t/l0 /2) (3.20) for all t ≥ t0.

Let s1 be the smallest positive integer such that s1 ≥ t0. If

R2s0 1 ≤ Rj0 = (γ(j0+ 1/2))−l/2, (3.21) then we can find a j1 ∈ N with j1 ≥ j0 such that (3.11) holds, i.e.,

Rj1+1 < R2s0 1 ≤ Rj1. On the other hand, if

R2s0 1 > Rj0, (3.22) then we pick the smallest positive integer s2 > s1 such that R2s0 2 ≤ Rj0 and thus we can also find a j1 ∈ N with j1 ≥ j0 for which (3.11) holds. We now define

s =

(s1 if (3.21) holds, s2 if (3.22) holds.

It is important to note that with such s, (3.11) is satisfied for some j1 and (3.19), (3.20) hold. Therefore, we set m1 = n + 2(j1+ 1/2) and m = (m1− n)/2. Combining (3.18), (3.19) and (3.20) yields that

exp(−cR−4s/l0 ) Z

|x|≤R2s0

|u|2dx

≤ exp(−cR−4s/l0 )(C03(R0)−3β1)(−3 log R0)s−1 (

Z

|x|<R20

|u|2dx/

Z

|x|<R40

|u|2dx)a(s−1) Z

|x|≤R02s+2

|u|2dx.

≤ 1 2

Z

|x|≤R2s+20

|u|2dx

which is (3.13). Using (3.13) in (3.12), we have that 1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx + 1

2m2(R20Rj1)−2m−n Z

|x|≤R2s+20

|u|2dx

≤ C˜00δ−2m−n Z

|x|≤δ

|u|2dx. (3.23)

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From (3.23), we get that (m1− n)2

8 ˜C00 (R20Rj1)−m1 Z

|x|≤R2s+20

|u|2dx ≤ δ−m1 Z

|x|≤δ

|u|2dx (3.24) and

1

2m2(2δ)−2m−n Z

|x|≤2δ

|u|2dx ≤ ˜C00δ−2m−n Z

|x|≤δ

|u|2dx which implies

Z

|x|≤2δ

|u|2dx ≤ 8 ˜C00 (m1− n)22m1

Z

|x|≤δ

|u|2dx. (3.25) The estimates (3.24) and (3.25) are valid for all δ ≤ R2s+20 /4. There- fore, (1.3) holds with R2 = R0. (1.4) holds with R3 = R2s+20 /8 and C3 =

8 ˜C00

(m1−n)22m1 and the proof is now complete.

2

Acknowledgements

The first and third authors are supported in part by the National Science Council of Taiwan.

References

[1] G. Alessandrini, E. Beretta, E. Rosset, and S. Vessella, Optimal stabil- ity for elliptic boundary value problems with unknow boundaries, Ann.

Scuola Norm. Sup. Pisa Cl. Sci, 29 (2000), 755-786.

[2] H. Donnelly and C. Fefferman, Nodal sets of eigenfunctions on Rieman- nian manifolds, Invent. Math. 93 (1988), 161-183.

[3] N. Garofalo and F.H. Lin, Monotonicity properties of variational inte- grals, Ap weights and unique continuation, Indiana Univ. Math. J. 35 (1986), 245-267.

[4] N. Garofalo and F.H. Lin, Unique continuation for elliptic operators: a geometric-variational approach, Comm. Pure Appl. Math., 40, 347-366, 1987.

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[5] F. Colombini and C. Grammatico, Some remarks on strong unique con- tinuation for the Laplacian and its powers, Comm. PDE, 24 (1999), 1079-1094.

[6] R. Hardt and L. Simon, Nodal sets for solutions of elliptic equations, J.

Diff. Geom., 30 (1989), 505-522.

[7] L. H¨ormander, ”The analysis of linear partial differential operators”, Vol. 3, Springer-Verlag, Berlin/New York, 1985.

[8] C.L. Lin, Strong unique continuation for m-th powers of a Laplaceian operator with singular coefficients, Proc. of AMS, 135 (2007), 569–578.

[9] C.L. Lin, G. Nakamura, and J.-N. Wang, Quantitative uniqueness for second order elliptic operators with strongly singular coefficients, Preprint.

[10] F.H. Lin, Nodal sets of solutions of elliptic and parabolic equations, Comm. Pure Appl. Math., 44 (1991), 287-308.

[11] M. Protter, Unique continuation for elliptic equations, Trans. of AMS, 95 (1960), 81-91.

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