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Volume 2007, Article ID 78029,17pages doi:10.1155/2007/78029

Research Article

A Boundary Harnack Principle for Infinity-Laplacian and Some Related Results

Tilak Bhattacharya

Received 27 June 2006; Revised 27 October 2006; Accepted 27 October 2006 Recommended by Jos´e Miguel Urbano

We prove a boundary comparison principle for positive infinity-harmonic functions for smooth boundaries. As consequences, we obtain (a) a doubling property for certain pos- itive infinity-harmonic functions in smooth bounded domains and the half-space, and (b) the optimality of blowup rates of Aronsson’s examples of singular solutions in cones.

Copyright © 2007 Tilak Bhattacharya. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction

In this work, one of our main efforts is to prove a boundary Harnack principle for positive infinity-harmonic functions on domains with smooth boundaries. This will generalize the result in [1] proven for flat boundaries. In this connection, also see [2–5]. This result will also be applied to study some special positive infinity-harmonic functions defined on such domains. One could refer to these as infinity-harmonic measures, however, being solutions to a nonlinear equation, these are not true measures. We derive some properties of these functions and among these would be the doubling property. A decay rate and a halving property for such functions on the half-space will also be presented. Another application will be to show optimality of Aronsson’s singular examples in cones, thus generalizing the result in [6,7].

We now introduce notations for describing our results. LetΩRn,n2, be a domain with boundary∂Ω. We sayuis infinity-harmonic inΩifusolves in the sense of viscosity

Δu= n

i,j=1

Diu(x)Dju(x)Di ju(x)=0, xΩ. (1.1) For more discussion, see [8,1,9]. For a motivation for these problems, see [8,10]. For

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r >0 andxRn,Br(x) will be the open ball centered atxand has radiusr. LetAdenote the closure of the setAand letχAdenote its characteristic function. DefineΩr(x)=Ω Br(x),Pr(x)=∂ΩBr(x). We will assume throughout this work that∂ΩC2. More precisely, we first define for everyx∂Ω Rx to be the radius of the largest interior ball tangential toΩatx. We will assume thatRy>0 for every y∂ΩandRxRy/2>0, xPδy(y), for someδy>0. For everyx∂Ω, set νx to be the inner unit normal atx andxs=x+x,s >0. We will now stateTheorem 1.1which is the result about boundary Harnack principle [2,1,3,4].

Theorem 1.1 (Boundary Harnack Principle). LetΩbe a domain inRn, n2, with∂Ω satisfying the interior ball condition as stated above. Letuandvbe infinity-harmonic inΩ.

Suppose thaty∂Ω, 0<inf(δy,Ry/2), andu,v >0 inΩδy(y). Suppose thatu, andv vanish continuously onPδy(y), then there exist positive constantsC,C1,C2independent of u,v, andδ, such that for everyzΩδ(y),

(i)u(z)cu(yδ),

(ii)c1u(yδ)/v(yδ)u(z)/v(z)c2u(yδ)/v(yδ).

Inequality (i) is often referred to as the Carleson inequality. A proof is provided in Section 2. At this time, we are unable to determine ifTheorem 1.1 also holds whenΩ has Lipschitz continuous boundary. We will applyTheorem 1.1to prove (a) the doubling property of solutions of (1.2), and (b) the optimality of blowup rates of the Aronsson singular functions in cones [6]. LetΩbe a bounded domain. Fixy∂Ω; for everyr >0, defineQr(y)=∂Ω\Pr(y). Consider the problem

Δu(x)=0, xΩ, u(x)=1, xPr(y), u(x)=0, xQr(y). (1.2) By a solutionuof (1.2), we mean that (i)uis infinity-harmonic, in the viscosity sense, in Ω, and (ii)uassumes the values 1 and 0 continuously onPr(y) andQr(y). More precisely, ifxPr(y) andzx,zΩ, thenu(z)1, and analogously forQr(y). We show the ex- istence of bounded solutions of (1.2) inLemma 3.1. One could refer touas the nonlinear infinity-harmonic measure inΩ(although we have not shown uniqueness). Clearly, it is not a true measure. Our motivation for studying such quantities arises from the works [2–5]. In the context of boundary behavior, for instance the Fatou theorem, the works [4,5] have studied such solutions for the linearized version of the p-Laplacian for finite p. We will show that requiring boundedness implies the maximum principle and com- parison, seeLemma 3.1. LetH= {xRn:xn>0}denote the half-space inRn. Setento be the unit vector along the positivexn-axis. SetT= {xRn:xn=0}; foryT, define Pr(y)=TBr(y),Qr(y)=T\Pr(y), andMuy(ρ)=sup∂Bρ(y)Hu. Define a solutionuof

Δu(z)=0, zH, u|Pr(y)=1, u|Qr(y)=0, (1.3) to be infinity-harmonic inΩ, in the sense of viscosity, 0u1, continuous up toPr(y) andQr(y), and lim supρ→∞Muy(ρ)=0. We will address the existence and uniqueness of such solutions inLemma 3.4. We now state a result about the doubling property of solu- tions of (1.2) and (1.3). Forr >0, seto3r=3ren.

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Theorem 1.2. (a) LetΩRnbe a bounded domain. Fory∂Ω, assume thatPr(y) lies on a connected component of∂Ω. Leturbe a bounded solution of (1.2) inΩand letrbe small.

Then there are positive constantsc,Cindependent ofr, such thatur(yr)cand

u2r(z)Cur(z), zΩ\B3r(y). (1.4) (b) LetH be the half-space inRn. Leturo be the unique infinity-harmonic measure inH.

Then there exist universal constantsC1>0 and 0< C2<1 such that

u2or(z)C1uro(z), zH\B3r(o), uroosC2u2oros, s3r. (1.5) Estimates inTheorem 1.2 are well known for linear equations [3] and also for the linearized version for the p-Laplacian [4,5]. While we are able to prove the doubling property for anyC2domain (seeLemma 3.3), it is unclear how a halving property (i.e., f(t)c f(2t), f positive, increasing, andc <1) may be proven if true. In particular, it would be interesting to know if this is true whenΩis the unit ball. We now introduce notations forTheorem 1.3. For α >0, letCα stand for the interior of the half-infinite cone inH, with apex ato, thexn-axis as the axis of symmetry, and aperture 2α. For r >0, letMu(r)=supz∂Br(o)Cαu(z). We extend the result in [7] to show optimality of the Aronsson singular examples [6].

Theorem 1.3. Forα >0, letCαbe as described above. Letu,vbe positive infinity-harmonic functions in Cα. Assume that (i) both u and v vanish continuously on ∂Cα\ {o}, (ii) supr>0Mu(r)= ∞, supr>0Mv(r)= ∞, and (iii) limr→∞Mu(r)=limr→∞Mv(r)=0.

Then there exists a constantC, depending onα,u, andvsuch that

1 C

u(z)

v(z)C, zCα. (1.6)

Moreover, for everym=1, 2, 3,..., ifα=π/2mandωis a direction inCπ/2m, then for an appropriateC=C(ω),

1

C|z|m2/(2m+1) u(z) C

|z|m2/(2m+1), zCπ/2mwithz= |z|ω. (1.7) The last conclusion inTheorem 1.3will follow from the works [6,7]. WhileTheorem 1.3 applies to special situations, the main purpose is to understand better the blowup rates of singular solutions, and in some situations decay rates.

We now state some well-known results that will be used in this work. Letu >0 be infinity-harmonic in a domainΩ, suppose thata,bΩsuch that the segmentabis at leastη >0 away from∂Ω, then the following Harnack inequality holds:

u(a)e|ab|u(b). (1.8)

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LetBr(a)Ω, ifωis a unit vector and 0ts < r, then u(a+tω)

rt

u(a+sω)

rs , u(a+sω)(rs)u(a+tω)(rt). (1.9) We will refer to (1.9) as the monotonicity property ofu. For (1.8) and (1.9), see [8,1,11, 7,12,13]. Moreover,uis locally Lipschitz (C1ifn=2 [14]) and satisfies the comparison principle [15].

Finally, we mention that it is unclear if a boundary Holder continuity of the quotient of two infinity-harmonic functions holds for smooth domains. Such a result for general Lipschitz domains would undoubtedly be quite useful. Forp-harmonic functions (finite p), we direct the reader to the recent work by John Lewis and Kaj Nystrom “Boundary Behaviour forpHarmonic Functions in Lipschitz and Starlike Lipschitz Ring Domains.”

We thank John Lewis for sending us this work.

2. Proof ofTheorem 1.1

Our proof is an adaptation of the methods developed in [2,1,3]. SinceΔis translation and rotation invariant, we may assume that the origino∂Ω. Set oscAu=supzAu(z) infzAu(z) to be the oscillation function ofu on the setA. Recall that Ωr(y)=Ω Br(y),y∂Ω.

Step 1 (oscillation estimate near the boundary). Let u >0 be infinity-harmonic inΩ and vanishing on a neighborhood ofo, in∂Ω. LetMu(r)=supzΩr(o)u(z). By the max- imum principle,Mu(r)>0 andu(z)Mu(r), zΩr(o). For 0< αβ, consider the functionw(z)=Mu(α) + [Mu(β)Mu(α)](|z| −α)/(βα),zΩβ\Ωα. Clearly,uw on∂(Ωβ\Ωα). ThusuwinΩβ\Ωα. Thus

Mu(γ)Mu(α) +Mu(β)Mu(α)γα

βα, αγβ. (2.1) This implies that oscΩr(o)u=Mu(r) is convex inr. Sinceu(o)=0, it follows that 2oscΩr(o)u

oscΩ2r(o)u.

Step 2 (Carleson inequality). We now use the interior ball condition. Since∂ΩC2,Rx Ro/2, xP4δ(o), with 4δ <inf(δy,Ro/2). For everyx∂Ω, letνx denote the unit inner normal atx, and setxt=x+x, 0tRx. We will prove thatu(z)Cu(oδ),zΩδ(o).

We will adapt a device, based on the Harnack inequality, from [3]. ForzΩδ, definexz

∂Ωto be the point nearest toz. Also setd(z)= |xzz|. Thenz=xz+d(z)νxz=(xz)d(z); setzs=xz+ 2s1d(z)νxz,s=1, 2, 3,....By the Harnack inequality (1.8), forzΩ(o),

u(z)

Muz2: 0< d(z)<3δ 2 , Muoδ

:δ < d(z)<3δ.

(2.2)

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We takeM=e8. We now make an observation which will be used repeatedly in what follows. Ifd(z)δ/2s, then

u(z)Muz2≤ ··· ≤MsuzsMs+1uoδ. (2.3) Suppose now that there is aξ0Ωδ(o) such thatu(ξ0)Ml+2u(oδ), wherel=l(δ) is large and will be determined later. Using the aforementioned observation, we obtain

distξ0,∂Ω δ

2l. (2.4)

Letp0∂Ωbe the nearest point toξ0. Clearly,ξ0Ω2lδ(p0)Ω2δ(o). Thus, oscΩδ2l(p0)u

u(ξ0); thus byStep 1, form=1, 2, 3...,

oscΩδ2l+m(p0)u2moscΩδ2l(p0)u2muξ0

, (2.5)

where 2mM3=e24. Select m=60; thus oscΩδ2l+m(p0)u2mu(ξ0)Ml+5u(oδ). Thus there is aξ1Ωδ2l+m(p0) such thatu(ξ1)Ml+5u(oδ). Arguing as done in (2.4), we see dist(ξ1,∂Ω)δ2l3. Lettingp1∂Ωto be closest toξ1, we see thatp1Ω2δ(o). Repeat- ing our previous argument,

oscΩδ2l3+m(p1)u2moscΩδ2l3(p1)u2muξ1

Ml+8uoδ

. (2.6)

Thus we may find aξ2Ωδ2l3+m(p1) such thatu(ξ2)Ml+8u(oδ), and dist(ξ2,∂Ω) δ2l6. Thus we obtain a sequence of pointsξkΩandpk∂Ω,k=1, 2, 3..., such that

uξk

Ml+2+3ku(oδ), distξk,∂Ωδ2l3k, ξkΩδ2l3(k1)+m

pk1

. (2.7) Note that

ξkok 1 i=1

ξi+1ξi+ξ0oδ

1 + 2

k1 i=0

2l3i+m

. (2.8)

Choosel70, then|ξko| ≤2δ. Noting thatuvanishes continuously on∂Ωand letting k→ ∞ in (2.7) result in a contradiction. Thus the Carleson inequality inTheorem 1.1 follows.

Step 3 (bounds near the boundary). We first derive a lower bound in terms of the distance to the boundary. For everyzΩδ(o), letxzandd(z) be as inStep 2. Note thatd(z)≤ |z o| ≤δ. ThusxzΩ(o). Callζz=xz+δνxz, observe thatζzΩ(o). By monotonicity (1.9) and the interior ball condition, we have

u(z) d(z)

uζz

δ e6uoδ

δ , (2.9)

since|ζzoδ| ≤ |xz+δνxzδνo| ≤4δ.

LetzΩδ(o). As noted previously,xzΩ2δ(o) andΩδ(xz)Ω3δ(o). Note thatz Ωδ(xz). Setμz=supΩδ(xz)u, then by comparisonu(ξ)μz|ξxz|/δ, ξΩδ(xz). Thus

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u(z)μzd(z)/δ. By the Carleson inequality, μzCu(ζz). Note that |xδoδ| = |xz+ δνxδνo| ≤4δ. By the Harnack inequality,u(ζz)e4u(oδ). Thus there is universalC, such that

u(z)

d(z)Cuoδ

δ , zΩδ(o). (2.10)

Ifu,vare two positive infinity-harmonic functions inΩ4δ(o), then by (2.9) and (2.10), there exist universal constantsC1andC2such that

C1uoδ

voδ

u(z)

v(z)C2uoδ

voδ

, zΩδ(o). (2.11)

This provesTheorem 1.1.

Remark 2.1. We comment that the distance functiond(z)=dist(z,∂Ω), zΩ, isC2and infinity-harmonic near∂Ω. Also the oscillation estimate inStep 1continues to hold for Lipschitz boundaries. One could show a Carleson inequality by following the ideas in [2].

3. Proof ofTheorem 1.2

In this section, we will assume thatΩis a boundedC2domain. Fory∂Ωandr >0, re- call the definitions ofPr(y) andQr(y). Note that bothPr(y) andQr(y) are relatively open in∂Ω. Letube a solution of (1.2). As inSection 2, forx∂Ω,νxandxt=x+x,t >0, are as defined inSection 2. We will assume thatΩis bounded but we can extend our arguments to the case of the half-spaceH. We will always takeuto be bounded in this section. This will imply the maximum principle. At this time, it is not clear whether un- bounded solutions to (1.2) exist. LetCybe the connected component of∂Ωthat contains y. InLemma 3.1, we assume thatBr(y)∂Ω=Br(y)Cy.

Lemma 3.1. LetΩC2be a bounded domain. Lety∂Ωandr >0. The following holds.

(i) There exists a solutionuof the problem in (1.2) such that 0< u <1 inΩ.

(ii) Ifvis any bounded solution of (1.2), then 0< v <1 inΩ.

(iii) There are a maximal solutionuryand a minimal solutionury, inΩsuch that ifvis any bounded solution of (1.2), then uryvury.

(iv) Ift < r, thenutylimρruρy=uryury=limrrury.

Moreover, ury satisfies the following comparison principle: if ω, wC(Ω) are infinity- harmonic, andωurywon∂Ω, thenωurywinΩ.

Proof. Fixy∂Ωandr >0. We have broken up our proof into five steps. We first start with the existence of bounded solutions.

Step 1 (existence). We use the existence results proven in [8,15], for Lipschitz bound- ary data. Let η >0 be small. Set Ir(y)=∂Br(y)∂Ω, and fort >0, setSt=Pr(y) (xIr(y)Bt(x)∂Ω). The set St is obtained by appending a t-band toPr(y). For l= 1, 2, 3,..., let flbe such that

(i) flC(∂Ω),

(ii) fl(x)=1,xPr(y),

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(iii) fl(x)=0,x∂Ω\Sη/l,

(iv) fl(x)=(η/l)dist(x,Pr(y))/(η/l),xSη/l.

Now letulC(Ω) be the unique viscosity solution of the problem

Δul(z)=0, zΩ, ul|∂Ω= fl. (3.1) Clearly, 0< ul<1 inΩ. Since fl fl+1, by comparison, there is a functionuη such that uluη inΩ. We first show that ifxPr(y) andzxPr(y), zΩ, thenuη(z)1.

Consider the setΩδ(x), whereδ=infξQr(y)|xξ|/2. ForzΩδ(x), setw(z)=1− |z x|/δ. By comparison, for everyl,wul1 inΩδ(x). Thus 1− |zx|uη(z)1,z Ωδ(x). We see that limzxuη(z)=1. ForxQr(y) andδ=infξPr(y)|ξx|/2, it is clear that forllarge,ul(z)≤ |zx|/δ,zBδ(x).Thusuη(z)0 aszx. Moreover, the limit functionuη does not depend on the widthη of the appended bandSη. An argument based on comparison shows easily that for any η1, η2>0, uη1=uη2. Setu=uη. Our next step is to show that uis a viscosity solution inΩ. We first show thatu is locally Lipschitz inΩ. To see this, takex1Ωandt >0 such thatB4t(x1)Ω. Selectx2Bt(x1);

setμl=supB4t(x1)ul. Applying monontonicity (1.9) inBt(x1), we have for everyl, (μl ul(x1))/tlul(x2))/(t− |x1x2|). Rearranging terms (see [1, Lemma 3.6], also see [12]), noting that ul(x1), ul(x2)0 andμlμ11, we obtain|ul(x2)ul(x1)|/|x1 x2| ≤1/t. Fixingx1,x2and lettingl→ ∞, we obtain thatuis locally Lipschitz. FixξΩ and for 0t <dist(ξ,pΩ), setMl(t)=supBt(ξ)ul, ml=infBt(ξ)ul,M(t)=supBt(ξ)u, and m(t)=infBt(ξ)u. Using that (i)ukujul whenl < j < k, (ii)Ml is convex andml is concave int, it follows that fora < c < bandz∂Bc(ξ),

bc

bamk(a) + ca

bamk(b)mk(c)uj(z)Ml(c)bc

baMl(a) + ca baMl(b).

(3.2) Now in (3.2) first lettingk→ ∞, replacinguj(z) byu(z), and then lettingl→ ∞, we obtain thatM(t) is convex andm(t) is concave. This implies thatuis a viscosity solution [8]. Part (i) now follows. A proof also could be worked by showing cone comparison.

Throughout the rest of the proof,uwill stand for the solution constructed inStep 1.

Step 2 (comparison). We now prove an easy comparison result foru. Let f C(∂Ω) and let uf C(Ω) be the unique infinity-harmonic function with boundary values f. Let f χPr(y). Using comparison, we see that for everyl,uf ulin Ω. Thusuf uin Ω.

Now let f χPr(y), setε >0. Since f 1 inPr(y), there exists aδ >0 such that f+ε1 inBδ(x)∂Ω, for everyx∂Ω∂Br(y). Takellarge so thatη/lδ/2.By comparison, uluf+εinΩ. Thus we haveuuf inΩ.

Step 3 (maximum principle). We now prove part (ii). Letvbe any bounded solution of (1.2). We will adapt an argument used in [11]. We observe that there is anR0>0 such that forxP2r(y),RxR0, and consequently,xP2r(y)BR0/4(xR0/4)Ω. In what follows we take the quantitiesσ,η < R0/10. We exploit the special geometry ofPr(y) to achieve our proof.

SetIr(y)=∂Ω∂Br(y); for everyxIr(y) andσ >0, definemx(σ)=inf∂Bσ(x)Ωv andMx(σ)=sup∂Bσ(x)Ωv. Clearly,mx(σ)0 andMx(σ)1. We claim thatMxis convex

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andmxis concave inσ. To see this, takezΩwith 0< a≤ |zx| ≤b. Setw(z)=mx(a) + [mx(b)mx(a)](|zx| −a)/(ba). Clearly,w0. By comparison,wvin (Bb(x)\ Ba(x))Ω. Thusmx(σ) is concave in σ, and one can show analogously that Mx(σ) is convex. Definemy(σ)=infxIr(y)mx(σ) andMy(σ)=supxIr(y)Mx(σ), then forσ >0,

(i)My(σ)1 is convex, my(σ)0 is concave inσ, (ii)my(σ)v(z)My(σ), zΩ\ ∪xIr(y)Bσ(x), (iii)My(σ), my(σ) asσ0.

(3.3)

Note thatv=0 or 1 on∂Ω\

xIr(y)Bσ(x). Thus (3.3)(i) follows easily. Now using (3.3)(i) and comparison in the setΩ\

xIr(y)Bσ(x) yields (3.3)(ii). Clearly,My(σ)(my(σ)) is the supremum (infimum) ofvonΩ\

xIr(y)Bσ(x). The conclusion in (3.3)(iii) follows by observing that xIr(y)Bσ1(x)

xIr(y)Bσ2(x), when σ1> σ2. By (3.3), the quanti- tiesM(0)=limσ0My(σ) andm(0)=limσ0my(σ) exist. By our assumptions,−∞<

m(0)vM(0)<. We show that m(0)=0. Assume instead that m(0)<0. Recall that v is continuous up toQr(y) andPr(y). For x∂Ω, letρ(x)=dist(x,Pr(y)) and

ρ(x)=dist(x,Qr(y)). ForxQr(y), definewx(z)=m(0)|zx|/ρ(x) in the setΩρ(x)(x).

By comparisonwxvinΩρ(x)(x), andvm(0)/2, inΩρ(x)/2(x). ForxPr(y), define ωx(z)=1 + (m(0)1)|zx|/ρ(x) in Ωρ(x)(x). ThenvωxinΩρ(x)(x) andvm(0)/2, in Ωρ(x)/2(x). Let η >0 be small. Set Aη= {x∂Ω:ρ(x)η} and Bη= {xPr(y) :

ρ(x)η}. We now apply the above observations to obtain

v(z)

m(0)

2 :zΩρ(x)/2(x), xAη, m(0)

2 :zΩρ(x)/2(x), xBη.

(3.4)

SetS=

η>0

xAηΩρ(x)/2(x) andT=

η>0

xBηΩρ(x)/2 (x), and callGy=Ω\(ST).

Forl=1, 2, 3..., letzlΩbe such thatv(zl)7m(0)/8 andv(zl)m(0), asl→ ∞. By (3.4),zlΩ\Gy, and by the maximum principle, dist(zl,Ir(y))0.

In the discussion that follows, we will assume thatn >2. Recalling thatIr(y)=∂Br(y)

∂Ω, it follows that Ir(y) is smooth. For everyl, letxlIr(y) be the closest point to zl anddl= |xlzl|. Note that the segment xlzl is normal toIr(y). Sincexl∂Br(y), yxl∂Br(y), and soyxlIr(y). LetTlbe the hyperplane tangential to∂Ωatxl, and let Πlbe the 2-dimensional plane containing the segmentsyxlandyzl. ThusΠlIr(y) atxl

andνxl lies inΠl. Note thatΠlTlandIr(y) is tangential toTlatxl. CallJl=∂ΩΠl, observe that the curveJlIr(y) atxl. It is easy to see that ifxJlis close toxl, then (i) ρ(x)= |xxl|ifxPr(y), and (ii)ρ(x) = |xxl|ifxQr(y). Now consider the set Cl=Πl∂Bdl(xl)\Gy. As noted abovezlCl, moreover one can findαlClsuch that v(αl)=3m(0)/4. We will apply the Harnack inequality inClto obtain a contradiction.

In (3.4), takeη=dl and we observe the following. Since∂ΩC2andxl’s lie in a com- pact set, it follows that for qCl, dist(q,∂Ω)dist(q,Tl)=O(dl), asdl0. In other words, dist(q,∂Ω) has a lower bound of the order ofdl. We show this as follows. First note that since∂ΩC2, it permits a local parametrization nearxl, wherexn=νxl,xn=0 isTl, andxn=φ(x1,...,xn1) describes∂Ω. Clearly, dist(q,∂Ω)≤ |qxl| =dl. We will

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