Kato’s inequality

Lemma 1 Suppose that {u\in H^1(\mathbb{R}^n)} satisfies {-\Delta u\geq f} in the weak sense for some for some {f \in L^{1}\left(\mathbb{R}^n\right)}. Then {\Delta u_{-} \geqslant f \cdot \chi_{\{u<0\}}} in the weak sense. Here {u_-(x)=\max\{0,-u(x)\}}

Proof: For any {\varepsilon>0} define {u_{\varepsilon}=\sqrt{u^2+\varepsilon^2}}. Then it’s easy to see that {u_{\varepsilon}} and {\frac{u}{u_{\varepsilon}}} are in {H_{lo c}^{1}\left(\mathbb{R}^n\right)} and that 

\displaystyle u_{\varepsilon} \rightarrow|u| \quad \text { in } H_{loc}^{1}\left(\mathbb{R}^n\right) \text { as } \varepsilon \rightarrow 0

Now, let {\varphi} be a non-negative function in {C_0^{1}}. A straightforward computation shows that 

\displaystyle \nabla u_{\varepsilon} \cdot \nabla \varphi \leqslant \nabla u \cdot \nabla\left(\frac{u}{u_{\varepsilon}} \varphi\right) \text { a.e. }

Set {\varphi_{\varepsilon}=\frac{1}{2}\left(1-\frac{u}{u_\varepsilon}\right) \varphi}. It follows from the above inequality that 

\displaystyle \int \frac{1}{2} \nabla\left(u_{\varepsilon}-u\right) \cdot \nabla \varphi \leqslant-\int \nabla u \cdot \nabla \varphi_{\varepsilon}

Note that {\varphi_{\varepsilon}} is a non-negative function in {H_0^{1} \cap L^{\infty}}. It follows from {-\Delta u \geqslant f} that 

\displaystyle \int \nabla u \cdot \nabla \varphi_{\varepsilon} \geqslant \int f \cdot \varphi_{\varepsilon}

One combines the last two inequalities to get 

\displaystyle \int \frac{1}{2} \nabla\left(u_{\varepsilon}-u\right) \cdot \nabla \varphi \leq-\int f \cdot \varphi_{\varepsilon}.

Letting {\varepsilon \rightarrow 0}, using the fact that {0 \leq \varphi_{\varepsilon} \leq \varphi} and {\varphi_{\varepsilon} \rightarrow \chi_{\{u<0\}} \varphi}. It implies that 

\displaystyle \int \nabla u_{-} \cdot \nabla \varphi \leqslant-\int f \chi_{\{u<0\}} \varphi

This is equivalent to saying that {\Delta u_{-} \geqslant f \cdot \chi_{\{u<0\}}}.

\Box

Lemma 2 Suppose that {u\in H^1} satisfies {-\Delta u \leqslant f} then 

\displaystyle -\Delta u_{+} \leqslant f \cdot \chi_{\{u>0\}}.

In other words, if {u} is a sub-solution, then {u_+} is also a sub-solution. 

Proof: The assumption is equivalent to {-\Delta(-u) \geqslant-f}. Using the previous lemma, one obtains that 

\displaystyle \Delta(-u)_{-} \geqslant-f \cdot \chi_{\{-u<0\}}.

Since {(-u)_{-}=u_{+}}, then {-\Delta u_{+} \leqslant f \cdot \chi_{\{u>0\}}}

\Box

Now if {-\Delta u=f}, then combine the previous two lemmas, we get the following Kato’s inequality 

\displaystyle -\Delta |u|\leq f\cdot \text{sgn} (u).

Remark: S. Agmon, On positivity and decay of solutions of second order elliptic equations on Riemannian manifolds, in Methods of functional analysis and theory of elliptic equations (Naples, 1982), 19-52, Liguori, Naples, 1983.

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