The weighted isoperimetric inequality and Sobolev inequality outside convex sets


Abstract

In this paper, we establish a weighted capillary isoperimetric inequality outside convex sets using the \(\lambda_w\)-ABP method. The weight function \(w\) is assumed to be positive, even, and homogeneous of degree \(\alpha\), such that \(w^{1/\alpha}\) is concave on \(\mathbb{R}^n\). Based on the weighted isoperimetric inequality, we develop a technique of capillary Schwarz symmetrization outside convex sets, and establish a weighted Pólya-Szegö principle and a sharp weighted capillary Sobolev inequality outside convex domain. Our result can be seen as an extension of the weighted Sobolev inequality in the half-space established by Ciraolo-Figalli-Roncoroni in [1].

1

1 Introduction and Main Results↩︎

Let \(E\subset\mathbb{R}^n\) be a closed convex set with nonempty interior. For a set of finite perimeter \(\Omega\subset\mathbb{R}^n\backslash E\), the capillary energy is defined as: \[\label{e0466} J_{\lambda}(\Omega;\mathbb{R}^n\backslash E):=P(\Omega;\mathbb{R}^n\setminus E)-\lambda{\mathcal{H}}^{n-1}\left(\partial^{*}\Omega\cap\partial E\right),\tag{1}\] where \(\partial^{*}\Omega\) denotes the reduced boundary of \(\Omega\) (for more details see [2], [3]) and \(\lambda\in(-1,1)\) is a fixed parameter. Capillarity phenomena are so common in our daily lives yet often escape notice: anyone who has seen a drop of dew on a plant leaf or the spray from a waterfall has observed them. The scientific study of capillarity began with the curious observation of liquid rising in narrow tubes, a phenomenon that long defied explanation. Its hair-like appearance led to its description using the Latin-derived term "capillary" (from capillus, meaning "hair"), which was originally applied to describe the finest, hair-thin blood vessels. Historical records of capillary effects date back to antiquity. Leonardo da Vinci made the first systematic observations of capillary action in the 15th century. Before the 18th century, the academic community’s observation of phenomena such as liquid climbing (capillary phenomenon), droplet formation (such as dewdrops), and interface bending (such as water surface protrusions) was fragmented and mostly regarded as unrelated natural phenomena. A fundamental breakthrough came in the 18th century when researchers recognized these diverse manifestations as different expressions of the same underlying physics. The unifying principle emerged: these phenomena all result from interfacial interactions between immiscible substances. When at least one substance is a fluid forming a free surface against another fluid or gas, this boundary is now known as a capillary surface.

The existence, regularity, and geometric properties of capillary surfaces have attracted active investigations for the past two centuries (see [4]). It is worth mentioning that Young [5] reduced the phenomena of the capillary action of fluids to the general law of an equable tension of their surfaces and formulates the equilibrium condition for the contact angle of a capillarity surface commonly known as Young’s law. There have also been interesting developments and geometric applications in recent years, we refer to references [6][11]. Recently, Luigi De Masi et.al established Allard type, \(\varepsilon\)-regularity results for capillary hypersurfaces near their boundary in [12], which are fundamental in understanding the regularity of stationary capillary hypersurfaces.

For any \(v>0\), the corresponding isoperimetric problem of 1 is \[\label{e0463} I_{E}(v):=\inf\{J_{\lambda}(\Omega;\mathbb{R}^n\backslash E):\Omega\subset\mathbb{R}^n\backslash E, |\Omega|=v\}.\tag{2}\] If the convex set \(E\) is bounded, the isoperimetric problem 2 admits a minimizer. Moreover, if \(E\) is smooth, the minimizer is smooth outside a small singular set and the free boundary \(\partial\Omega\setminus E\) intersects \(\partial E\) at a contact angle determined by Young’s law. However, when \(E\) is unbounded, a minimizer may fail to exist. A counterexample can be constructed using the capillary isoperimetric inequality for \(J_{\lambda}\) outside any convex cylinders, as established in [13]. Fusco et al. demonstrated that the capillary energy of a droplet sitting outside a wedge and wetting its ridge has energy strictly larger than that of a spherical cap lying on a flat surface. Consequently, when \(E=\mathcal{D}\times\mathbb{R}\subset\mathbb{R}^3\) where \(\mathcal{D}\subset\mathbb{R}^2\) is the epigraph of a parabola, minimizing sequences slide upward to infinity along \(\partial E\) and the capillary isoperimetric problem 2 reduces to the half-space profile. If \(\lambda=0\), the problem reduces to the relative isoperimetric inequality for \(\Omega\) with supporting set \(E\). For \(n = 2\), the proof follows directly by reflecting the convex hull of \(\Omega\) about its linear boundary. In [14], Kim showed that if \(U=\{(x,y)\in\mathbb{R}^2:y\geq f(x),f''(x)\geq0\}\), then the inequality holds for \(E=U\times \mathbb{R}^{n-2}\). In [15], Choe extended this result to cases where \(E\) is a graph symmetric with respect to \(n-1\) hyperplanes of \(\mathbb{R}^n\) (with the Euclidean ball as a notable special case). His proof relied on Gromov’s method of using the divergence theorem combined with Steiner’s method of symmetrization. Further progress was made in [16], where Choe and Ritoré established the relative isoperimetric inequality outside a convex set \(E\) with smooth boundary in a three-dimensional Cartan-Hadamard manifold. They characterized the equality case, proving that the equality holds if and only if \(\Omega\) is isometric to a Euclidean half ball. Their approach employed techniques similar to the ones used in [17], which are inspired by the lower bound for the Willmore functional derived by Li and Yau [18]. For unbounded convex sets \(E\), Fusco et al. [19] introduced the notion of asymptotic dimension \(d^{*}(E)\), defined as: \[d^{*}(E):=\max\{\dim{K}:\exists x_n\in E,\;\lambda_n\rightarrow0\; s.t.\; \lambda_n(E-x_n)\rightarrow K\; as\;n\rightarrow\infty\},\] where the convergence \(\lambda_n(E-x_n)\rightarrow K\) is in the sense of Kuratowski. They demonstrated that for any half-space \(H\), \(I_{E}\equiv I_{H}\) if and only if \(d^{*}(E)\geq n-1\), whereas if \(d^{*}(E)\leq n-2\), then \(I_{E}\) is asymptotic to the isoperimetric profile of \(\mathbb{R}^n\) for large volumes.

Isoperimetric problems with weights, also called densities, have also attracted much attention recently. Given a fixed volume \(v>0\) and a convex set \(\Omega\subset\mathbb{R}^n\), the weighted isoperimetric problem can be formulated as: \[\label{e0461b} I_{w}(v):=\inf\left\{\int_{\partial\Omega}wd{\mathcal{H}}^{n-1}:\int_{\Omega}wdx=v\right\},\tag{3}\] where \(w\) is a positive weight function on \(\mathbb{R}^n\). Here, the weighted volume of \(\Omega\) is given by \(\int_{\Omega}wdx\), which reduces to the standard Lebesgue measure when \(w\equiv 1\). This problem seeks a region of prescribed weighted volume that minimize the weighted perimeter, which is a natural generalization of the classical Gaussian isoperimetric problem. When such optimal sets exist, they are called isoperimetric sets or simply minimizers. Weighted isoperimetric problems and the associated isoperimetric inequalities have been extensively studied in recent years; see, for example, [20][27]. However, the weighted isoperimetric problem 7 have been established only for very few weights. One of the earliest and most intriguing example is the Gaussian density \(w(x)=e^{-\pi|x|^2}\), which arises naturally in probability theory and statistical analysis. The Gaussian isoperimetric problem was first solved by Borell [28] in 1975, who established that half-spaces are the unique perimeter minimizers for prescribed volume under this Gaussian density. In 1982, Ehrhard [29] developed an alternative proof by adapting Steiner symmetrization to the Gaussian context, offering new geometric insight into this fundamental result. Cianchi et al. [30] recently established the stability of half-space minimizers for the isoperimetric problem with exponential weight \(w(x)=e^{|x|^2}\), employing purely geometric methods, involving in particular Ehrhard symmetrization. Furthermore, Fusco et al. [27] studied the isoperimetric problem on the Euclidean space \(\mathbb{R}^n=\mathbb{R}^h\times\mathbb{R}^k=\{(x,y):x\in\mathbb{R}^h, y\in\mathbb{R}^k\}\) equipped with the “mixed” Euclidean-Gaussian type density \(\frac{e^{-(|x|)^2 / 2}}{(2\pi)^{h/2}}\), where \((x,y)\in\mathbb{R}^n\). Their work established the existence, symmetry properties, and regularity of minimizers in this setting.

Carroll et al. [31] considered the isoperimetric problem for \(J_{w}\) on the Euclidean plane (\(n=2\)) with exponential density \(w(x)=e^x\). They proved that while the infimum perimeter for a given area \(A > 0\) equals \(A\), but this infimum is unattainable-no region achieves it. For the radial homogeneous weight \(w(x)=|x|^{p}\), they showed that isoperimetric regions exist when \(p\geq0\) or \(p<-2\), yet do not exist when \(-2\leq p<0\) that any area maybe enclosed by arbitrarily small perimeter. More specifically, when \(p<-2\), the isoperimetric curves are circles centered at the origin, bounding the area in the exterior. Additionally, they conjectured that when \(p > 0\), the isoperimetric region is an off-centre, convex disk that contains the origin. Building on these results, Dahlberg et al. [32] demonstrated that when \(p>0\), the minimizer is a circle passing through the origin. This revelation shows that even radial homogeneous weights can give rise to nonradial minimizers. In [33], Rosales et al. considered the radial log-convex densities of the form \(w(x)=e^{g(|x|)}\) on \(\mathbb{R}^n\), where \(g:\mathbb{R}\rightarrow\mathbb{R}\) is smooth, convex, and even. For such densities, they showed that balls around the origin constitute isoperimetric regions of any given volume, proving the Log-Convex Density Conjecture originally formulated by Kenneth Brakke [34]. Dĺaz et al. [35] also investigated the isoperimetric problem with radial densities for \(p>0\), but within \(\theta_0\)-sectors where \(0<\theta_0<\infty\). For a given \(p > 0\), they demonstrated the existence of \(0 < \theta_1 < \theta_2 < \infty\) such that the isoperimetric curves are circular arcs centered at the origin when \(0<\theta_0<\theta_1\); unduloids when \(\theta_1<\theta_0<\theta_2\); and semicircles passing through the origin when \(\theta_2<\theta_0<\infty\). Brock et al. [36] addressed weighted relative isoperimetric inequalities in arbitrary cones of \(\mathbb{R}^n\) and proved that if any ball centered at the origin, when intersected with the cone, forms an isoperimetric set, then \[\label{e0462}w(x)=A(r)B(\Theta),\tag{4}\] where \(r=|x|\) and \(\Theta=\frac{x}{r}\). Furthermore, Cabré et al. [37] established a sufficient condition on \(B(\Theta)\) within any convex cone \(\Sigma\) where \(A(r)=r^{\alpha}\) and \(\alpha\geq0\). Applying the ABP method, they proved that origin-centered balls intersecting \(\Sigma\) are indeed minimizers. In fact, their conclusion applies to all nonnegative continuous weights \(w=r^{\alpha}B(\Theta)\) that are continuous on \(\overline{\Sigma}\), with \(r B^{\frac{1}{\alpha}}(\Theta)\) being concave in \(\Sigma\). Additionally, they investigated the anisotropic isoperimetric problem in convex cones for the same class of weights, showing that the Wulff shape (intersected with the cone) minimizes the anisotropic weighted perimeter under a weighted volume constraint.

In spirits of their work, we consider the weighted capillary isoperimetric inequality outside a closed convex set \(E\subset\mathbb{R}^n\) with nonempty interior. Given a set of finite perimeter \(\Omega\subset\mathbb{R}^n\backslash E\) and a parameter \(\alpha>0\), we study a positive and continuous weight function \(w:\mathbb{R}^n\rightarrow\mathbb{R}\) that satisfies the following conditions: \[\label{e1464} w\; is even, \quad w\;is\;\alpha\text{-homogeneous},\quad and\quad w^{\frac{1}{\alpha}} \;is concave on \; \mathbb{R}^n.\tag{5}\] The weighted capillary energy is defined as: \[\label{e0464} J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E):=\int_{\partial\Omega\setminus E}wd{\mathcal{H}}^{n-1}-\lambda\int_{\partial^{*}\Omega\cap\partial E}wd{\mathcal{H}}^{n-1},\tag{6}\] where \(\partial^{*}\Omega\) denotes the reduced boundary of \(\Omega\) and \(\lambda\in(-1,1)\) is a parameter corresponding to the contact angle. For simplicity, denote the weighted capillary energy by \(J_{w}\) when \(\lambda=0\). We study the following weighted isoperimetric problem: \[\label{e0461} I_{w,E}(v):=\inf\left\{J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E):\int_{\Omega}wdx=v\right\},\tag{7}\] where \(w\) is a positive continuous weight function that satisfies 5 . In order to state our main results, we denote the half-space \(H:=\{x\in\mathbb{R}^n:x_n\leq\lambda\}\) and further define the solid spherical cap \[B_r^{\lambda}=\{x\in B_r:\;x_n>r\lambda\},\] where \(B_r\) is the Euclidean ball centered at the origin with radius \(r\), and \(x_n\) denotes the n-th coordinate of \(x\) in \(\mathbb{R}^n\). For simplicity, we denote \(B_1^{\lambda}\) by \(B^{\lambda}\).

Theorem 1. Let \(E\subset\mathbb{R}^n\) be a closed convex set with nonempty interior and satisfies the \(\lambda_w\)-ABP property ?? for any \(\lambda\in(-1,1)\). Let \(w:\mathbb{R}^n\rightarrow\mathbb{R}\) be a positive weight function satisfying 5 . Then, for any set of finite perimeter \(\Omega\subset\mathbb{R}^n\setminus E\), the following isoperimetric inequality holds: \[\label{e34630} \frac{J_{w,\lambda}\left(\Omega;\mathbb{R}^n\backslash E\right)}{\left(\int_{\Omega}wdx\right)^{\frac{(n+\alpha)-1}{n+\alpha}}}\geq \frac{J_{w,\lambda}(B_1;\mathbb{R}^n\backslash E)}{\left(\int_{B^{\lambda}}wdx\right)^{\frac{(n+\alpha)-1}{n+\alpha}}}.\qquad{(1)}\]

The Alexandrov-Bakelman-Pucci (ABP) method, originally developed in the 1960s for obtaining \(L^{\infty}\) estimates for solutions to elliptic equations, plays a fundamental role in our proof of Theorem 1. Specifically, we apply the \(\lambda_w\)-ABP method to the following weighted Neumann problem: \[\label{e1462} \begin{cases} w^{-1}{\rm div}(w\nabla u)=c&in\; \Omega\subset E^c,\\ \frac{\partial u}{\partial\nu}=1&on\;\Sigma:=\partial\Omega\setminus E,\\ \frac{\partial u}{\partial\nu}=-\lambda&on\;\Gamma:=\partial\Omega\cap \partial E, \end{cases}\tag{8}\] where \(\lambda\in(-1,1)\) is the contact angle parameter. The constant \[\label{e1463} c=\frac{ J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)}{\int_{\Omega}wdx},\tag{9}\] ensures the existence of a solution. This approach extends the seminal work of [38], [39], where the classical isoperimetric inequality was established via the ABP method applied to a classical Neumann problem: \[\label{e0467}\begin{cases} \Delta u=b_{\Omega}&in\;\Omega\\ \frac{\partial u}{\partial\nu}=1&on\;\partial\Omega, \end{cases}\tag{10}\] with \(b_{\Omega}=\frac{{\mathcal{H}}^{n-1}(\partial\Omega)}{|\Omega|}\). Next, one proves that \(B_1\subset\nabla u(\Omega^+)\) via a contact argument (for a certain “contact” set \(\Omega^+\subset\Omega\)), and then, by using the co-area formula and the geometric-arithmetic mean inequality, \[\label{e0468}|\Omega|=|B_1|\leq|\nabla u(\Omega^+)|\leq\int_{\Omega^+}\det\nabla^2 udx\leq\int_{\Omega}\left(\frac{\Delta u}{n}\right)^n=\left(\frac{{\mathcal{H}}^{n-1}(\partial\Omega)}{|\Omega|}\right)^n|\Omega|.\tag{11}\] Note that the unique solution of problem 10 is \[u(x)=\frac{|x|^2}{2}\quad when \;\Omega=B_1.\] In this case, all the inequalities in 11 become equalities, and this fact proves that the isoperimetric inequality holds for smooth domains. Furthermore, a standard approximation argument extends this result to all sets of finite perimeter.

The proof of the weighted capillary isoperimetric inequality proceeds through several key steps that we outline here, with full details to be developed in subsequent sections. Following the strategy employed in the classical isoperimetric proof, we derive the chain of inequalities: \[\label{e0469}\begin{align} \int_{B^{\lambda}}wdx\leq&\int_{\nabla u(\Omega)}wdx=\int_{\Omega}w(\nabla u)\det\nabla^2u dx\\ \leq&\int_{\Omega}w(x)\left(\frac{c}{n+\alpha}\right)^{n+\alpha}dx=\left(\frac{J_{w,\lambda}(\Omega;\mathbb{R}^n\setminus E)}{(n+\alpha)\int_{\Omega}wdx}\right)^{n+\alpha}\int_{\Omega}wdx, \end{align}\tag{12}\] where we used the concavity condition of \(w\) in the last inequality, which will be proved in Section 3. Now, we have almost proven the desired isoperimetric inequality ?? , but the final term requires a clear relationship with \(J_{w,\lambda}(B_1;\mathbb{R}^n_+)\). Specifically, we will show that this term can be equivalently expressed as a weighted anisotropic perimeter, and we will discuss the specific details in Section 2. Interestingly, we find that the isoperimetric inequality still holds without the \(\lambda_w\)-ABP assumption. Specifically, we demonstrate that for a convex set \(E\), the \(0\)-ABP condition is automatically satisfied if \(w\) is even.

Theorem 2. Let \(E\subset\mathbb{R}^n\) be a closed convex set with nonempty interior, and let \(w:\mathbb{R}^n\rightarrow\mathbb{R}\) be a positive weight function satisfying 5 . Then, for any set of finite perimeter \(\Omega\) that is contained in \(\mathbb{R}^n\backslash E\) and satisfies \(\int_{\Omega}wdx=\int_{B_1\cap\mathbb{R}_n^+}wdx\), the following weighted isoperimetric inequality holds: \[\label{e1461} J_{w}(\Omega;\mathbb{R}^n\backslash E)\geq J_{w}(B_1;\mathbb{R}^n_+),\qquad{(2)}\] where \(\mathbb{R}^n_+:=\{x\in\mathbb{R}^n:x_n> 0\}\) denotes the upper half-space.

However, our method in this paper fails when \(\lambda_w\neq0\). Notably, even when \(E\) is assumed to be a cylinder, the approaches developed by Fusco et al. in [13] for the unweighted case cannot be directly adapted to our weighted setting.

Remark 1. The concavity condition on \(w^{\frac{1}{\alpha}}\) is equivalent to a natural curvature-dimension bound in the sense of [37], providing a geometric interpretation of our weight function assumption. When \(\lambda=0\), we establish that any convex set automatically satisfies the \(\lambda_w\)-ABP condition. For the particular case when \(E\) is a spherical cap, equality holds in Theorem 2. However, a complete characterization of the equality cases remains open. While the stability methods has been successfully applied to establish uniqueness of minimizers for weighted isoperimetric problems in convex cones [40], these techniques fail in our setting due to fundamental differences in the functional spaces involved.

The isoperimetric inequality has many applications in geometric analysis. As an important consequence of Theorem 2, we will introduce a weighted capillary Schwarz rearrangement technique for domains outside convex sets in Section 5. This powerful tool enables us to establish a weighted Pólya-Szegö principle and a weighted Sobolev-type inequality outside any convex set, extending the classical Schwarz rearrangement theory.

We now introduce the weighted Lebesgue and Sobolev spaces. Let \(\Omega\subset\mathbb{R}^n\) be an open set, and \(w:\mathbb{R}^n\rightarrow\mathbb{R}\) be a locally summable nonnegative function. Define a weighted Lebesgue space \(L^p(\Omega,w),1\leq p<\infty\) as a Banach space of locally summable functions \(f:\Omega\rightarrow\mathbb{R}\) with the following norm: \[\|f\|_{L^p(\Omega,w)}=\left(\int_{\Omega}|f|^p(x)w(x)dx\right)^{\frac{1}{p}},\quad 1\leq p<\infty.\] The weighted Sobolev-type space \(W^{1,p}(\Omega,w)\) (\(1\leq p<\infty\)) is defined as the completion of \(C_0^{\infty}(\overline{\Omega})\) (the space of infinitely smooth functions with a compact support) equipped with the norm: \[\|f\|_{W^{1,p}(\Omega,w)}=\left(\int_{\Omega}|f|^p(x)w(x)dx\right)^{\frac{1}{p}}+\left(\int_{\Omega}|Df|^p(x)w(x)dx\right)^{\frac{1}{p}},\] where \(Df\) is the weak derivative of the function \(f\): \[\int_{\Omega}fD\eta dx=-\int_{\Omega}\eta Df dx,\quad\forall \eta\in C_0^{\infty}(\Omega).\] To state our results, we define the following space: \[\label{e1466}W_0^{1,p}(\Omega,w; E^c):=\{u\in W^{1,p}(\Omega,w):\;u=0\;on\;\partial\Omega\cap E^c\}.\tag{13}\] Assuming the weight function \(w\) is positive, continuous on \(\mathbb{R}^n\), and satisfies 5 , we will prove the compactness of the embedding \(W_0^{1,p}(\Omega,w; E^c) \hookrightarrow L^{q}(\Omega,w; E^c)\) for \(1\leq q <p_{\alpha}^{*}\). Here, \(L^{q}(\Omega,w; E^c)\) denotes the weighted Lebesgue space for \(\Omega\subset \mathbb{R}^n\setminus E\) and \(p_\alpha^{*}=\frac{(n+\alpha)p}{n+\alpha-p}\) is the best weighted Sobolev critical exponent.

Theorem 3. (The weighted Pólya-Szegö principle outside any convex sets) Let \(u\in W_0^{1,p}(\Omega,w; E^c)\) ( \(1\leq p<\infty\)) be a non-negative function satisfying the following Neumann boundary condition: \[\label{e1465}\frac{\partial u}{\partial\nu}=0 \;on\; \partial\Omega\cap\partial E^c.\qquad{(3)}\] There holds \[\label{e5463} \int_{\Omega}w|\nabla u|^p dx\geq \int_{B_1\cap\mathbb{R}^n_+}w|\nabla u^*|^pdx,\qquad{(4)}\] where \(u^{*}\) is the weighted capillary symmetrization of \(u\) defined by 67 .

The symmetrization preserves the \(L^{p_{\alpha}^{*}}\) norm of \(u\), where \(p_{\alpha}^{*}=\frac{(n+\alpha)p}{n+\alpha-p}\) is the weighted critical Sobolev exponent, while the weighted Pólya-Szegö inequality ensures that the \(L^p\) norm of the gradient does not increase under the assumption of Neumann boundary condition ?? . Consequently, the sharp weighted Sobolev inequality in \(W_0^{1,p}(\Omega,w; E^c)\) with Neuman boundary condition reduces to the sharp weighted Sobolev inequality on the half space which has been established in [1]. However, we still expect that the sharp weighted Sobolev inequality in \(W_0^{1,p}(\Omega,w; E^c)\) still holds without any extra Neuman boundary condition. This will be achieved by using subcritical approximation method. More precisely, we can construct a sequence of \(u_k\) which are the extremals of subcritical weighted Sobolev inequality in \(W_0^{1,p}(\Omega,w; E^c)\). Standard variation argument yields that \(u_k\) obviously satisfies Neumann boundary condition. Then we can finally deduce the following general result:

Theorem 4. (A sharp weighted capillary Sobolev inequality outside convex sets) Under the same assumptions as in Theorem 2, let \(u\in W_0^{1,p}(\Omega,w;E^c)\) be a non-negative function. There holds the sharp weighted Sobolev-type inequality outside convex domain: \[\label{e54617} \frac{\int_{\Omega}w|\nabla u|^p dx}{\left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\geq C^{-1}(n,p,\alpha,w),\qquad{(5)}\] where \(p\in(1,n+\alpha)\) and \(C(n,p,\alpha,w)\) is the best weighted Sobolev constant in the half-space defined in [1]. Furthermore, the constant \(C^{-1}(n,p,\alpha,w)\) is the best possible.

The rest of the article is organized as follows. In Section 2, we review the basic notions of weighted anisotropic perimeter, establishing the necessary framework for our analysis. In Section 3, we develop the technical tools required for the ABP argument, including the \(\lambda_w\)-ABP condition. Under appropriate regularity assumptions, we prove the weighted capillary isoperimetric inequality outside convex sets. These smooth assumptions can be removed in Section 4 by a standard approximation process, thereby providing the full proof of Theorem 1 and 2. In Section 5, we establish the weighted capillary Schwarz rearrangement outside convex sets, proving the corresponding weighted Pólya-Szegö principle as well as a sharp weighted capillary Sobolev inequality for such domains.

2 Preliminaries↩︎

In this section, we review the fundamental concepts related to the weighted anisotropic perimeter and present a reformulation of \(J_{w,\lambda}\). We begin by introducing the notion of the Wulff ball: Let \(F:\mathbb{R}^n\rightarrow [0,+\infty]\) be a convex function satisfying the homogeneity property: \[F(tx)=|t|F(x),\quad\forall x\in \mathbb{R}^n,\; \forall t\in\mathbb{R}.\]

The Cahn-Hoffman map \(\Phi:{\mathbb{S}}^{n-1}\rightarrow\mathbb{R}\), obtained by restricting the gradient \(\nabla F\) to the sphere, is given by: \[\Phi(x):=\nabla F(x).\] The image \(\Phi({\mathbb{S}}^{n-1})\) is called the Wulff shape. The corresponding dual metric of \(F\) is defined as: \[F^o(x)=\sup_{\xi\in K}\left<x,\xi\right>.\] where \(K=\{x\in\mathbb{R}^n:F(x)\leq1\},\) and \(F^o(x)\) is also a convex, one-homogeneous function. The functions \(F\) and \(F^o\) are polar to each other in the sense that \[\label{e2468}F^o(x)=\sup_{\xi\neq 0}\frac{\left<x,\xi\right>}{F(\xi)},\quadand\quad F(x)=\sup_{\xi\neq 0}\frac{\left<x,\xi\right>}{F^o(\xi)}.\tag{14}\] It is clear that \(F^o(x)\) is the gauge function of the dual set \(K^o\), defined by \[K^o=\{x\in\mathbb{R}^n:F^o(x)\leq1\},\] which is also referred to as the unit Wulff ball, we denote its measure by \(\kappa_n\). For convenience, we define the Wulff ball of radius \(r\) centered at \(x_0\) as \[{\mathcal{W}}_r(x_0):=r K^o+x_0.\] In particular, we denote the unit Wulff ball centered at origin by \({\mathcal{W}}\). It is well-known that \(F\) and \(F^o\) satisfy the following properties: \[\label{e2467}F(DF^o(x))=1,\quad DF(x)\cdot x=F(x),\quadand\;F^o(x)DF(DF^o(x))=x.\tag{15}\] For further details, we refer to the literature [17], [41], [42].

Now, let \(\Sigma\) be an open subset of \(\mathbb{R}^n\). For a function \(u\in BV(\Sigma)\), the total variation with respect to \(F\) is defined as (see [43]) \[\int_{\Sigma}|Du|_{F}dx=\sup\left\{\int_{\Sigma}u {\rm div}\sigma dx:\sigma\in C_0^1(\Sigma;\mathbb{R}^n), F^o(\sigma)\leq 1\right\}.\] A Lebesgue measurable set \(\Omega\subset\mathbb{R}^n\) is said to have locally finite perimeter with respect to \(F\) if for every compact set \(K\subset\mathbb{R}^n\), \[\sup\left\{\int_{\Omega} {\rm div}\sigma dx:\sigma\in C_0^1(\mathbb{R}^n;\mathbb{R}^n), \mathrm {spt}{~\sigma}\subset K, \sup_{\mathbb{R}^n}F^o(\sigma)\leq 1\right\}<\infty.\] If this quantity is bounded independently of \(K\), then \(\Omega\) is said to have finite perimeter in \(\mathbb{R}^n\). The relative anisotropic perimeter of \(\Omega\) in \(\Sigma\) is defined as \[P_F(\Omega;\Sigma)=\int_{\Sigma}|D\chi_{\Omega}|_{F}dx=\sup\left\{\int_{\Omega}{\rm div}\sigma dx:\sigma\in C_0^1(\Sigma;\mathbb{R}^n), F^o(\sigma)\leq 1\right\}.\] This anisotropic perimeter, or anisotropic surface energy, can also be expressed as \[\label{e2461}P_F(\Omega;\Sigma)=\int_{\partial\Omega^*\cap\Sigma}F(\nu_{\Omega})d{\mathcal{H}}^{n-1},\tag{16}\] where \(\partial\Omega^*\) is the reduced boundary of \(\Omega\), and \(\nu_{\Omega}\) is the measure-theoretic outer unit normal to \(\Omega\) (see [43]). When \(\Sigma=\mathbb{R}^n\), we simply denote \(P_{F}(\Omega;\mathbb{R}^n)\) by \(P_{F}(\Omega)\). From property 15 , for any \(x\in\partial{\mathcal{W}}\), the normal vector is given by \(\nu=\frac{DF^o(x)}{|DF^o(x)|}\). Consequently, \[x\cdot\nu=x\cdot\frac{DF^o(x)}{|DF^o(x)|}=\frac{F^o(x)}{|DF^o(x)|}=\frac{1}{|DF^o(x)|}=F(\nu).\] Hence, by the divergence theorem, \[P_{F}({\mathcal{W}})=\int_{\partial{\mathcal{W}}}F(\nu)d{\mathcal{H}}^{n-1}=\int_{\partial{\mathcal{W}}}x\cdot\nu d{\mathcal{H}}^{n-1}=\int_{{\mathcal{W}}}{\rm div}(x)dx=n|W|.\]

Now, we introduce the definition of the weighted anisotropic perimeter. Let \(\Omega\) be any measurable set with finite Lebesgue measure. Given a gauge \(F\) in \(\mathbb{R}^n\) and a weight \(w\), the weighted total variation with respect to \(F\) is defined as \[\int_{\Omega}|D_w u|_Fdx:=\sup\left\{\int_{\Omega}u{\rm div}(\sigma w)dx:\sigma\in X_{w,\Sigma}, F^o(\sigma)\leq 1\;for a.e.\;x\in\Sigma\right\},\] where \[X_{w,\Sigma}:=\{\sigma\in (L^{\infty}(\Sigma))^n:{\rm div}(\sigma w)\in L^{\infty}(\Sigma)\;and\;\sigma w=0\;on\;\partial\Sigma\}.\] Moreover, the weighted anisotropic perimeter of \(\Omega\) in \(\Sigma\) is defined as \[\label{e2464} P_{w,F}(\Omega;\Sigma):=\int_{\Omega}|D_w \chi_{\Omega}|_Fdx=\sup\left\{\int_{\Omega\cap\Sigma}{\rm div}(\sigma w)dx:\sigma\in X_{w,\Sigma}, F^o(\sigma)\leq 1\;for a.e.\;x\in\Sigma\right\}.\tag{17}\] The definition of \(P_{w,F}\) is the same as the one given in [44], where we take \(\mu=w\chi_{\Sigma}\) and \(X_{w,\Sigma}=X_{\mu}\). Similarly, we also have \[\label{e2463}P_{w,F}(\Omega;\Sigma)=\int_{\partial\Omega\cap\Sigma}F(\nu_{\Omega})w(x)d{\mathcal{H}}^{n-1},\tag{18}\] whenever \(\Omega\) is smooth enough. In the special case \(F(\xi)=|\xi|\), the weighted anisotropic perimeter 18 reduces to the classical weighted perimeter denoted by \(P_{w}(\Omega;\Sigma)\). Additionally, if \(w=1\), the weighted perimeter becomes the classical perimeter \(P(\Omega;\Sigma)\).

Remark 2. In [45], Xia et al., introduced a notion of capillary Schwarz symmetrization in the half-space, which can be seen as the counterpart of the classical Schwarz symmetrization in the framework of capillary problem in the half-space. A key ingredient is a special anisotropic gauge, called the capillary gauge, \(F_{\lambda}:\mathbb{R}^n\rightarrow\mathbb{R}^+\) defined by \[\label{e34638} F_{\lambda}(\xi)=|\xi|-\lambda\left<\xi, e_n\right>,\qquad{(6)}\] with the dual gauge \[\label{e34639}F^o_{\lambda}(x)=\frac{|x|^2}{\sqrt{\lambda^2\left<x,e_n\right>^2+(1-\lambda^2) |x|^2}}-\lambda\left<x,e_n\right>.\qquad{(7)}\] Using the gauge \(F_{\lambda}\), the classical free energy functional \(J_{\lambda}(\Omega;\mathbb{R}^n_+)\) can be reformulated as anisotropic area functional, i.e. \[J_{\lambda}(\Omega;\mathbb{R}^n_+) =P_{F_{\lambda}}(\Omega;\mathbb{R}^n_+).\] In this way, the capillary symmetrization can be transformed to the convex symmetrization introduced in Alvino et al. [41]. Furthermore, the Wulff ball of radius \(r\) centered at \(r\lambda e_n\) with respect to \(F_{\lambda}\) is the Euclidean ball \(B_{r}\).

In this paper, we can also reformulate the weighted capillary energy as a weighted anisotropic perimeter. To do this, we construct a new capillary gauge \(\widetilde{F}_{\lambda}:\mathbb{R}^n\rightarrow\mathbb{R}\): \[\label{e34646} \widetilde{F}_{\lambda}(\xi)=|\xi|+\nabla h\cdot\xi,\tag{19}\] where \(h\) is a function satisfying the following boundary value problem: \[\label{e2469}\begin{cases} -\Delta h=0&in\;\Omega\subset E^c\\ \frac{\partial h}{\partial\nu}=\lambda w&on\;\partial \Omega\cap\partial E. \end{cases}\tag{20}\]

Lemma 1. Let \(E \subset \mathbb{R}^n\) be a convex set and let \(\Omega \subset \mathbb{R}^n \setminus E\) be a set of finite perimeter. Assume that \(w\) is a positive and even function with homogeneous \(\alpha>0\). Then the weighted capillary energy can be rewritten as a weighted anisotropic perimeter: \[\label{e24613} J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)=P_{w,\widetilde{F}_{\lambda}}(\Omega;\mathbb{R}^n\backslash E),\qquad{(8)}\] where \(\widetilde{F}_{\lambda}\) is defined by ?? and 20 . Furthermore, in the special case where \(E\) is the half-space \(H:=\{x\in\mathbb{R}^n:x_n\leq\lambda\}\), and for the unit ball \(\Omega = B_1\), the following equality holds with the original capillary gauge: \[\label{e24614} J_{w,\lambda}(B_1;\mathbb{R}^n\backslash H)=P_{w,F_{\lambda}}(B_1;\mathbb{R}^n\backslash H),\qquad{(9)}\] where \(F_{\lambda}\) is given by ?? . Moreover, \[\label{e2465} J_{w,\lambda}(B_1;\mathbb{R}^n\backslash H)=(n+\alpha)\int_{B^{\lambda}}wdx.\qquad{(10)}\]

Proof. Applying the divergence theorem in 20 , we deduce \[0=\int_{\Omega}\Delta h dx=\int_{\partial\Omega\setminus E}\frac{\partial h}{\partial\nu}d{\mathcal{H}}^{n-1}+\int_{\partial\Omega\cap\partial E}\frac{\partial h}{\partial\nu}d{\mathcal{H}}^{n-1},\] which implies that \[\label{e24610} \int_{\partial\Omega\setminus E}\frac{\partial h}{\partial\nu}d{\mathcal{H}}^{n-1}=-\lambda\int_{\partial\Omega\cap\partial E}wd{\mathcal{H}}^{n-1}.\tag{21}\] Therefore, \[\begin{align} \int_{\partial\Omega\setminus E}\widetilde{F}_{\lambda}(\nu)wd{\mathcal{H}}^{n-1}=&\int_{\partial\Omega\setminus E}wd{\mathcal{H}}^{n-1}+\int_{\partial\Omega\setminus E}\frac{\partial h}{\partial\nu}wd{\mathcal{H}}^{n-1}\\ =&\int_{\partial\Omega\setminus E}wd{\mathcal{H}}^{n-1}-\lambda\int_{\partial\Omega\cap\partial E}wd{\mathcal{H}}^{n-1}\\ =&J_{w,\lambda}(\Omega;\mathbb{R}^n\setminus E), \end{align}\] that is, \[\label{e24611}J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)=P_{w,\widetilde{F}_{\lambda}}(\Omega;\mathbb{R}^n\backslash E).\tag{22}\]

On the other hand, by the divergence theorem, we have \[\label{e34633} \int_{B^{\lambda}}{\rm div}(we_n) =\int_{\partial B_1\setminus H}w\nu\cdot e_nd{\mathcal{H}}^{n-1}-\int_{B_1\cap\partial H}wd{\mathcal{H}}^{n-1},\tag{23}\] where we used the fact that \(\nu=-e_n\) on \(\partial H\). Since \(w(x)=w(-x)\), we have \(\frac{\partial w}{\partial x_n}=0\), which implies that the left-hand side of 23 is zero. Consequently, we obtain \[\label{e34634} \int_{\partial B_1\setminus H}w\nu\cdot e_nd{\mathcal{H}}^{n-1}=\int_{B_1\cap\partial H}wd{\mathcal{H}}^{n-1},\tag{24}\] where \(\nu\) is the unit normal vector on \(\partial B_1\setminus H\).

Therefore, we have \[\label{e24612}\begin{align} &\int_{\partial B_1\setminus H}F_{\lambda}(\nu)wd{\mathcal{H}}^{n-1}\\ =&\int_{\partial B_1\setminus H}wd{\mathcal{H}}^{n-1}-\lambda\int_{\partial B_1\setminus H}w\nu\cdot e_nd{\mathcal{H}}^{n-1}\\ =&\int_{\partial B_1\setminus H}wd{\mathcal{H}}^{n-1}-\lambda\int_{B_1\cap\partial H}wd{\mathcal{H}}^{n-1}\\ =&J_{w,\lambda}(B_{1};\mathbb{R}^n\backslash H), \end{align}\tag{25}\] where \(F_{\lambda}\) is given by ?? . Combining 22 and 25 , we conclude that the weighted capillary energy can be reformulated as the weighted anisotropic perimeters, and thus ?? holds.

From Remark 2, we know that \(\partial B_1\) intersects with the boundary of the Wulff ball \(\partial{\mathcal{W}}(\lambda e_n)=\{x\in\mathbb{R}^n:F_{\lambda}^o(x-\lambda e_n)=1\}\), where the unit normal vector is \(\nu=\frac{DF_{\lambda}^o(x-\lambda e_n)}{|DF_{\lambda}^o(x-\lambda e_n)|}\). Using 15 , it is easy to obtain \((x-\lambda e_n)\cdot\nu=F_{\lambda}(\nu)\) on \(\partial {\mathcal{W}}(\lambda e_n)\). Moreover, since \((x-\lambda e_n)\cdot\nu=(x_1,\cdots,0)\cdot (0,\cdots,1)=0\) a.e. on \(\partial H\), it follows that \[\label{e34636} \begin{align} J_{w,\lambda}(B_1;\mathbb{R}^n\backslash H)=&\int_{\partial {\mathcal{W}}(\lambda e_n)\setminus H}F_{\lambda}(\nu)wd{\mathcal{H}}^{n-1}\\ =&\int_{\partial {\mathcal{W}}(\lambda e_n)\setminus H}w(x-\lambda e_n)\cdot\nu d{\mathcal{H}}^{n-1}\\ =&\int_{\partial( {\mathcal{W}}(\lambda e_n)\setminus H)}w(x-\lambda e_n)\cdot\nu d{\mathcal{H}}^{n-1}\\ =&\int_{{\mathcal{W}}( \lambda e_n)\setminus H}{\rm div}\left(w (x-\lambda e_n)\right)dx\\ =&\int_{{\mathcal{W}}(\lambda e_n)\setminus H}\left((x-\lambda e_n)\cdot\nabla w+nw\right)dx\\ =&(n+\alpha)\int_{B_1\setminus H}wdx=(n+\alpha)\int_{B^{\lambda}}wdx, \end{align}\tag{26}\] where we used the fact that \(e_n\cdot\nabla w=\frac{\partial w}{\partial x_n}=0\) in the last equality. This completes the proof. ◻

3 Proof of Theorem 1 and 2↩︎

In this section, we will set up some tools that we need for the ABP argument and prove the weighted capillary isoperimetric inequality for regular sets. Without loss of generality, we assume that \[\label{e3462} E\subset\mathbb{R}^n \;is a closed convex set of class\;C^2\tag{27}\] and \[\label{e3463} \begin{align} \Omega\subset\mathbb{R}^n\backslash E \;is a bounded Lipschitz set such that\;\Sigma:=\partial\Omega\setminus E \\ \;is a (n-1)-manifold with boundary of class\; C^2. \end{align}\tag{28}\] We denote \(\Gamma:=\partial\Omega\cap E\), and notice that \(\Gamma\) and \(\Sigma\) share the same boundary \(\gamma\), which by assumption is a \((n-2)\)-manifold of class \(C^2\). If \(u\in H^{1}(\Omega,w)\) is a variational solution of problem 8 under the regularity conditions 27 and 28 , then for any \(\varphi\in C^{\infty}(\overline{\Omega})\), it holds \[\label{e34643} \int_{\Omega}w(\nabla u\cdot\nabla\varphi)dx=-c\int_{\Omega}w\varphi dx+\int_{\partial\Omega}g\varphi d{\mathcal{H}}^{n-1},\tag{29}\] where \(c\) is given by 9 and \[\label{e3466} g\equiv 1\;on\;\Sigma\quadand\quad g\equiv-\lambda\;on\;\Gamma\setminus\gamma.\tag{30}\] Moreover, from the equation and the boundary conditions, we have the following compatibility condition: \[c\int_{\Omega}wdx=\int_{\partial\Omega}gw d{\mathcal{H}}^{n-1},\] which indicates the existence of a variational solution to problem 8 . The By standard elliptic regularity theory the variational solution is unique and Hölder continuous up to the boundary.

Note that even if \(\Omega\) is a Lipschitz domain, the high regularity of \(u\) up to boundary is not guaranteed. In fact, it turns out that we only need the solution to attain the boundary values in the viscosity sense in the process of ABP-argument. Let us introduce the concept of viscosity solution as follows.

Definition 1. A lower semicontinuous function \(u:\overline{\Omega}\rightarrow\mathbb{R}\) is a viscosity supersolution of 8 if whenever \(u-\varphi\) has a local minimum at \(x_0\in\overline{\Omega}\) for \(\varphi\in C^2(\mathbb{R}^n)\), then \[\label{e3461} \begin{cases} \left(w^{-1}{\rm div}(w\nabla\varphi)\right)(x_0)\leq c&if\;x_0\in\Omega,\\ \partial_{\nu_{\Sigma}}\varphi(x_0)\geq 1&if\;x_0\in\Sigma\backslash\gamma,\\ \partial_{\nu_{\Gamma}}\varphi(x_0)\geq -\lambda &if\;x_0\in\Gamma\backslash\gamma,\\ \max\{\partial_{\nu_{\Sigma}}\varphi(x_0)-1,\partial_{\nu_{\Gamma}}\varphi(x_0)+\lambda\}\geq 0 &if\;x_0\in \gamma. \end{cases}\qquad{(11)}\] In the above, \(\partial_{\nu_{\Sigma}}\varphi(x_0)=\nabla\varphi(x_0)\cdot\nu_{\Sigma}(x_0)\), \(\partial_{\nu_{\Gamma}}\varphi(x_0)=\nabla\varphi(x_0)\cdot\nu_{\Gamma}(x_0)\), and \(\gamma=\Sigma\cap\Gamma\). The constants \(c\) and the function \(g\) are given by 9 and 30 , respectively.

Now we establish the crucial viscosity supersolution property for the variational solutions of the Neumann problem 8 .

Proposition 1. Let \(E\), \(\Omega\) be as in 27 and 28 , respectively. Assume that \(w\) is a positive function in \(\mathbb{R}^n\) and satisfies 5 . Then the variational solution of 8 is a viscosity supersolution in the sense of Definition 1.

Proof. By standard elliptic regularity theory, the variational solution of 8 belongs to \(C^2(\Omega)\) and is Hölder continuous up to the boundary. Then, for any \(x_0\in\Omega\), we have \[\left({\rm div}(w\nabla\varphi)-{\rm div}(w\nabla u)\right)(x_0) =\left({\rm div}(w\nabla(\varphi-u))\right)(x_0) =w(x_0)\Delta(\varphi-u)(x_0)\leq 0,\] where we used the fact that \(\nabla(u-\varphi)(x_0)=0\) and \(\Delta(u-\varphi)(x_0)\geq 0\) in the last inequality. Therefore, \[\left({\rm div}(w\nabla\varphi)\right)(x_0)\leq\left({\rm div}(w\nabla u)\right)(x_0)=cw(x_0),\] which implies that \[\left(w^{-1}{\rm div}(w\nabla\varphi)\right)(x_0)\leq c \;if\;x_0\in\Omega.\]

If \(x_0\in\Sigma\setminus\gamma\), meaning that the function \(u-\varphi:\overline{\Omega}\rightarrow \mathbb{R}\) attains a local minimum on the boundary, then the one-sided directional derivative of \(u-\varphi\) at \(x_0\) in the inward normal direction \(-\nu_{\Sigma}\) satisfies \[\partial_{-\nu_{\Sigma}}(u-\varphi)(x_0)\geq0.\] Consequently, we obtain \[\partial_{\nu_{\Sigma}}\varphi(x_0)\geq\partial_{\nu_{\Sigma}}u(x_0)=1\quadfor any\;x\in\Sigma\setminus\gamma.\] Similarly, we can deduce that \[\partial_{\nu_{\Gamma}}\varphi(x_0)\geq\partial_{\nu_{\Gamma}}u(x_0)=-\lambda\quadfor any\;x\in\Gamma\setminus\gamma.\]

Next, we only need to check the property for any \(x_0\in\gamma\). Assume that \(\varphi\in C^2(\mathbb{R}^n)\) and that \(x_0\in\gamma\) is the unique minimizer of \((u-\varphi)\) with \((u-\varphi)(x_0)=0\).

Step 1. We first show that \[\label{e3464}\max\{\left(-{\rm div}(w\nabla\varphi)+cw\right)(x_0),\;\partial_{\nu_{\Sigma}}\varphi(x_0)-1,\;\partial_{\nu_{\Gamma}}\varphi(x_0)+\lambda\}\geq 0.\tag{31}\] Assume by contradiction that \[\max\{\left(-{\rm div}(w\nabla\varphi)+cw\right)(x_0),\;\partial_{\nu_{\Sigma}}\varphi(x_0)-1,\;\partial_{\nu_{\Gamma}}\varphi(x_0)+\lambda\} < 0,\] then, there exists a ball \(B_r(x_0)\) with \(r\) small such that \[\label{e3465} \begin{cases} -{\rm div}(w\nabla\varphi)+cw<0&\;in\;B_r(x_0)\\ \partial_{\nu}\varphi-g<0&\;on\;(\partial\Omega\cap B_r(x_0))\backslash\gamma, \end{cases}\tag{32}\] where \(g\) is defined by 30 . Let \(z=u-\varphi\), setting \[h=-{\rm div}(w\nabla z)={\rm div}(w\nabla\varphi)-{\rm div}(w\nabla u)={\rm div}(w\nabla\varphi)-cw,\] and \[f=\partial_{\nu}u-\partial_{\nu}\varphi=g-\partial_{\nu}\varphi.\] Then \(z\) is a variational solution of \[\label{e3467} \begin{cases} -{\rm div}(w\nabla z)=h&in\;B_r(x_0)\cap\Omega\\ \partial_{\nu}z=f&on\;B_r(x_0)\cap\partial\Omega, \end{cases}\tag{33}\] which means that \[\label{e3468} \int_{\Omega}w\nabla z\cdot\nabla\psi dx=\int_{\partial\Omega}wf\psi d{\mathcal{H}}^{n-1}+\int_{\Omega}h\psi dx\tag{34}\] for any \(\psi\in C^{\infty}(\overline{\Omega})\) with \(\psi=0\) in \(\Omega\backslash B_r(x_0)\). If we choose \(\psi:=\min\{z-\varepsilon,0\}\), then for \(\varepsilon>0\) small enough, \[\psi=\min\{z-\varepsilon,0\}=0\quadin\quad\Omega\backslash B_r(x_0).\] From 32 , we know that the functions \(h>0\) in \(B_r(x_0)\cap\Omega\) and \(f>0\) on \(B_r(x_0)\cap\partial\Omega\). Then we get \[\int_{\Omega}w|\nabla(\min\{z-\varepsilon,0\})|^2dx=\int_{\partial\Omega}wf\psi d{\mathcal{H}}^{n-1}+\int_{\Omega}h\psi dx\leq 0,\] which implies that \(\min\{z-\varepsilon,0\}=0\) almost every in \(\Omega\). However, by the continuity of \(z\), we know that \(z-\varepsilon<0\) in \(B_r(x_0)\), which is a contradiction. Thus, 31 holds.

Step 2. We claim that \[\label{e3469} \max\{\partial_{\nu_{\Sigma}}\varphi(x_0)-1,\;\partial_{\nu_{\Gamma}}\varphi(x_0)+\lambda\}\geq 0.\tag{35}\] For \(x_0\in\gamma\), there exists a ball \(B_r(\overline{x})\subset\mathbb{R}^n\backslash E\) such that \(x_0\in\partial B_r(\overline{x})\). For simplicity, we assume that \(\overline{x}=0\) and \(r=1\). We define \[\psi_q(x)=q^{-\frac{3}{2}}(|x|^{-q}-1),\] where \(q>0\) is a real number. Then, we notice that \(\psi_q(x)\leq0\) for all \(x\in\Omega\), and \(\psi_q(x_0)=0\). Moreover, it is easy to calculate that \[\Delta \psi_q(x_0)\geq\frac{q^{\frac{1}{2}}}{2}\quadand\quad |\nabla\psi_q(x_0)|=q^{-\frac{1}{2}}\] for \(q\) sufficiently large. Now, we define a new test function \[\varphi_q(x)=\varphi(x)+\psi_q(x).\] Obviously, \(\varphi_q\leq\varphi\) in \(\Omega\) and \(\varphi_q(x_0)=\varphi(x_0)\), and then we have \[(u-\varphi_q)(x)\geq(u-\varphi)(x)\geq(u-\varphi)(x_0)=(u-\varphi_q)(x_0),\] which implies that \(x_0\) is still a minimizer of \(u-\varphi_q\). Therefore, \[\begin{align} -{\rm div}\left(w\nabla\varphi_q\right)(x_0)+cw(x_0)=&-\nabla w(x_0)\cdot\nabla\varphi_q(x_0)-w(x_0)\Delta\varphi_q(x_0)+cw(x_0)\\ \leq&|\nabla w(x_0)|\left(|\nabla\varphi(x_0)|+|\nabla\psi_q(x_0)|\right)+w(x_0)\left[-\Delta\varphi(x_0)-\Delta\psi_q(x_0)+c\right]\\ \leq&|\nabla w(x_0)|\left(|\nabla\varphi(x_0)|+q^{-\frac{1}{2}}\right)+w(x_0)\left[-\Delta\varphi(x_0)-\frac{q^{\frac{1}{2}}}{2}+c\right] <0 \end{align}\] for \(q\) large enough. Therefore, by Step 1, we get \[\max\{\partial_{\nu_{\Sigma}}\varphi_q(x_0)-1,\;\partial_{\nu_{\Gamma}}\varphi_q(x_0)+\lambda\}\geq 0.\] Letting \(q\rightarrow\infty\), we derive that \[\max\{\partial_{\nu_{\Sigma}}\varphi(x_0)-1,\;\partial_{\nu_{\Gamma}}\varphi(x_0)+\lambda\}\geq 0.\] This completes the proof. ◻

In order to discuss the process of \(\lambda(w)\)-ABP method, we give some notations. Assume that \(\Omega\) and \(E\) are as in 27 and 28 , respectively. For any \(x\in\Omega\), we say the subdifferential of \(u\) at \(x\) is \[\label{e34610} J_{\overline{\Omega}}u(x)=\{\xi\in\mathbb{R}^n:u(y)-u(x)\geq\xi\cdot(y-x)\;for all\;y\in\overline{\Omega}.\}\tag{36}\] We denote the set of the subdifferential of \(u\) in \(\Omega\) by \[\label{e34611} {\mathcal{A}}_u:=\bigcup_{x\in\Omega}J_{\overline{\Omega}}u(x).\tag{37}\] Let \(K\subset\partial E\) be a bounded domain and \(v:K\rightarrow\mathbb{R}\) be a bounded function. We define the union of subdifferentials of functions defined on the boundary as follows: \[\label{e34613} {\mathcal{B}}_{v}^{\lambda}:=\bigcup_{x\in K}\{\xi\in J_{K}v(x):\xi\cdot\nu_{E}(x)>\lambda\},\tag{38}\] where \(\lambda\) is a parameter in \((-1,1)\).

Lemma 2. If \(X\subset\mathbb{R}^n\) is bounded and \(u\) is bounded from below in \(Y\), then \[\label{e34612} \bigcup_{x\in X}J_{X}u(x)=\mathbb{R}^n.\qquad{(12)}\]

Proof. It is obvious that \(\bigcup_{x\in X}J_{X}u(x)\subset\mathbb{R}^n\), we only need to show that \(\mathbb{R}^n\subset \bigcup_{x\in X}J_{X}u(x)\). Indeed, for any \(\xi\in\mathbb{R}^n\), we can find \(a<0\) small enough such that \(\sup_{x\in X}(-a+\xi\cdot x-u(x))<0\). Setting \[t_0:=\sup\{t>0:-a+\xi\cdot x+s<u(x)\;for all\;x\in X\;and \;s\in(0,t)\},\] then there exists some \(\overline{x}\in X\) such that \(-a+\xi\cdot\overline{x}+t_0=u(\overline{x})\). Therefore, for all \(x\in X\), we have \[-a+\xi\cdot x+t_0=u(\overline{x})-\xi\cdot(x-\overline{x})\leq u(x).\] By the definition of the subdifferential, this implies that \(\xi \in J_X u(\overline{x})\). Since \(\xi\) was arbitrary, we conclude that \(\mathbb{R}^n \subset \bigcup_{x \in X} J_{X} u(x)\). This completes the proof. ◻

By the convexity of \(E\), the following lemma provides an important property about the structure of the subdifferentials of functions \(v: K\rightarrow\mathbb{R}\) defined on \(K\subset\partial E\).

Lemma 3. Under the same assumptions on \(\Omega\) and \(E\) as in 27 and 28 , respectively, let \(K\subset\partial E\) be a bounded domain and \(v:K\rightarrow\mathbb{R}\). If \(\xi\in J_{K}v(x)\) for some \(x\in K\), then \[\label{e34617} \xi+t\nu_{E}(x)\in J_{K}v(x)\quadfor any\;t>0.\qquad{(13)}\]

Proof. By the definition of \(J_{K}v(x)\), if \(\xi\in J_{K}v(x)\), then \[v(y)-v(x)\geq\xi\cdot(y-x)\quadfor any\;y\in K.\] By the convexity of \(E\), we have \(\nu_{E}(x)\cdot(y-x)\leq 0\) for any \(y\in K\). Therefore, for any \(t>0\), \[v(y)-v(x)\geq(\xi+t\nu_{E}(x))\cdot(y-x)\quadfor any\;y\in K,\] which implies that \(\xi+t\nu_{E}(x)\) belongs to \(J_{K}v(x)\) for any \(t>0\). ◻

Lemma 4. Assume that \(\Omega\) and \(E\) are as in 27 and 28 , respectively. Let \(u\) be the variational solution of 8 , and let \(u_{\Gamma}\) be the restriction of \(u\) to \(\Gamma\). Then, we have \[\label{e34614} {\mathcal{B}}_{u_{\Gamma}}^{\lambda}\cap B_1\subset{\mathcal{A}}_{u}\cap B_1,\qquad{(14)}\] where \[\label{e34615} {\mathcal{B}}_{u_{\Gamma}}^{\lambda}:=\bigcup_{x\in \Gamma}\{\xi\in J_{\Gamma}u(x):\xi\cdot\nu_{E}(x)>\lambda\}.\qquad{(15)}\]

Proof. For any \(\xi\in{\mathcal{B}}_{u_{\Gamma}}^{\lambda}\cap B_1\), we directly obtain \[\xi\in J_{\Gamma}u(x),\quad \xi\cdot\nu_{E}(x)\quadand\quad |\xi|<1.\] From Lemma 2, there exists some \(x\in\overline{\Omega}\) such that \(\xi\in J_{\overline{\Omega}}u(x)\). To prove ?? , it is equivalent to show that \(x\) belongs to the interior of \(\Omega\). Since \(\xi\in J_{\overline{\Omega}}u(x)\), then for any \(y\in\overline{\Omega}\), we have \[u(y)\geq u(x)+\xi\cdot(y-x):=\varphi(y).\] Therefore, \(\nabla\varphi=\xi\) and \(x\) is the minimum point of \(u-\varphi\), where \(u\) is the variational solution of 8 . Applying the conclusion of Proposition 1, we deduce that \[\label{e34616} \begin{cases} \partial_{\nu_{\Sigma}}\varphi(x)\geq 1&if\;x\in\Sigma\backslash\gamma,\\ \partial_{\nu_{\Gamma}}\varphi(x)\geq -\lambda &if\;x\in\Gamma\backslash\gamma,\\ \max\{\partial_{\nu_{\Sigma}}\varphi(x)-1,\partial_{\nu_{\Gamma}}\varphi(x)+\lambda\}\geq 0 &if\;x\in \gamma. \end{cases}\tag{39}\] Given that \(|\nabla\varphi|=|\xi|<1\), we immediately deduce that \(x\notin\Sigma\backslash\gamma\). Furthermore, the boundary condition \[\partial_{\nu_{\Gamma}}\varphi(x)+\lambda=\nabla\varphi(x)\cdot\nu_{E}+\lambda=-\xi\cdot\nu_{E}(x)+\lambda<0,\] implies that \(x\notin\Gamma\backslash\gamma\). A straightforward calculation shows \[\max\{\partial_{\nu_{\Sigma}}\varphi(x)-1,\partial_{\nu_{\Gamma}}\varphi(x)+\lambda\}<0,\] which consequently yields \(x\notin\gamma\). Combining these results, we conclude that \(x\notin\partial\Omega\). ◻

The above Lemma 4 transforms the information from the Neumann boundary problem 8 into information on \({\mathcal{B}}_{u_{\Gamma}}^{\lambda}\). It turns out that to prove inequality 12 , it suffices to consider the restriction of \(u\) to \(\Gamma\). Indeed, if we had \(|{\mathcal{B}}_{u_{\Gamma}}^{\lambda}\cap B_1|\geq |B^{\lambda}|\), then inequality 12 would hold. This property is related to generic functions \(v\) defined on \(K\subset \partial E\), which in turn implies that such a property depends only on the convex set \(E\) itself. We now introduce the definition of the \(\lambda_w\)-ABP property.

Definition 2. (\(\lambda_w\)-ABP property) Assume that \(E\subset\mathbb{R}^n\) is a closed convex set of class \(C^1\) and \(\lambda\in(-1,1)\). Let \(w>0\) be a homogeneous function satisfying 5 . We say that \(E\) has the \(\lambda_w\)-ABP property if for any finite subset \(K\subset\partial E\) and for every function \(v:K\rightarrow\mathbb{R}\), \[\label{e34618} \int_{B^{\lambda}}wdx\leq\int_{{\mathcal{B}}_{v}^{\lambda}\cap B_1}wdx,\qquad{(16)}\] where we recall that \(B^{\lambda}:=\{x\in B_1:x_n>\lambda\}\) and \({\mathcal{B}}_{v}^{\lambda}\) is defined by 38 .

It is not immediately clear why a convex set should satisfy ?? . However, we will show at the end of this section that every convex set satisfies the \(\lambda_w\)-ABP property for \(\lambda=0\). From the definition, it follows that for every \(x\in K\), the subdifferential \(J_{K}v(x)\) is a closed convex set in \(\mathbb{R}^n\). Moreover, if \(K\subset\partial E\) is a finite set, then there are finitely many such subdifferentials \(J_{K}v(x)\), and they have disjoint interiors.

Remark 3. The fact that \(|J_{K_n}v_n(x_i)\cap J_{K_n}v_n(x_j)|=0\) for any \(i\neq j\) follows directly from the definition of \(J_{K_n}\). Indeed, if there exists a vector \(\xi\in J_{K_n}v_n(x_i)\cap J_{K_n}v_n(x_j)\), then for any \(x\in K\), we have \[\label{e34624} v_n(x)\geq v_n(x_i)+\xi\cdot(x-x_i),\quadfor all\;x\in K,\qquad{(17)}\] and \[\label{e34625} v_n(x)\geq v_n(x_j)+\xi\cdot(x-x_j),\quadfor all\;x\in K.\qquad{(18)}\] Taking \(x=x_i\) in ?? , we obtain \[v_n(x_j)-v_n(x_i)\geq \xi\cdot(x_j-x_i).\] Similarly, taking \(x=x_i\) in ?? , we have \[v_n(x_i)-v_n(x_j)\geq \xi\cdot(x_i-x_j).\] Combining these two inequalities yields \[v_n(x_i)-v_n(x_j)= \xi\cdot(x_i-x_j),\] which implies that \(\xi\) is a hyperplane and then \(|\xi|=0\).

Therefore, by Lemma 2 we know that for any \(x\in K\subset\partial E\), the subdifferentials \(J_{k}v(x)\) form a convex partition of the space \(\mathbb{R}^n\). Hence, the property in Definition 2 depends only on the convex sets \(J_{K}v(x)\), which in turn depend only on the convexity of \(E\) via Lemma 3. Moreover, we have the following remark regarding the \(\lambda_w\)-ABP property.

Remark 4. Using the same notations as in Definition 2, if \(E\) satisfies the \(\lambda(w)\)-ABP property, then it also holds that \[\label{e34619}\int_{B_r^{\lambda}}wdx\leq\int_{{\mathcal{B}}_{v}^{\lambda}\cap B_r}wdx, \quadfor all\;r\in(0,1).\qquad{(19)}\] Indeed, by a simple scaling argument, we have \[\int_{{\mathcal{B}}_{v}^{\lambda}\cap B_r}wdx=\int_{r({\mathcal{B}}_{v}^{\lambda}\cap B_1)}wdx=r^{n+\alpha}\int_{{\mathcal{B}}_{v}^{\lambda}\cap B_1}wdx.\] Similarly, \[\int_{B_r^{\lambda}}wdx=r^{n+\alpha}\int_{B^{\lambda}}wdx.\] Therefore, multiplying both sides of ?? by \(r^{n+\alpha}\) and combining with the above equalities, we deduce that ?? holds.

In fact, the \(\lambda_w\)-ABP property is inherited by all compact subsets of \(\partial E\), provided that \(\partial E\) is smooth.

Lemma 5. Assume that \(E\subset\mathbb{R}^n\) is a closed convex set with \(C^1\) boundary and \(w\) is a positive weight function satisfying 5 . If \(E\) satisfies the \(\lambda_w\)-ABP property, then for any compact subset \(K\subset\partial E\) and \(v:K\rightarrow\mathbb{R}\), we also have \[\label{e34620} \int_{B^{\lambda}}wdx\leq\int_{{\mathcal{B}}_{v}^{\lambda}\cap B_1}wdx.\qquad{(20)}\]

Proof. We choose a sequence of points \(x_1,x_2\cdots,x_n\) that is dense in \(K\). Denote \(K_n:=\{x_1,x_2,\cdots,x_n\}\) and let \(v_n:K_n\rightarrow\mathbb{R}\) be the restriction of \(v\) to \(K_n\), i.e., \(v_n(x_i)=v(x_i)\) for \(i=1,\cdots, n\). Notice that \[\label{e34621} \sup_{x\in K}\inf_{y\in K_n}|v(x)-v_n(y)|\rightarrow 0\quadas\;n\rightarrow\infty.\tag{40}\]

We first claim that for large \(n\), \[\label{e34622} {\mathcal{B}}_{v_n}^{\lambda'}\cap B_1\subset{\mathcal{B}}_{v}^{\lambda}\cap B_1,\tag{41}\] where \(\lambda'>\lambda\) is a parameter chosen sufficiently close to \(\lambda\). For any \(\xi\in{\mathcal{B}}_{v_n}^{\lambda'}\cap B_1\), we know directly from definition 38 that \[|\xi|<1,\quad\xi\in J_{K_n}v_n(x_n),\quadand\quad\xi\cdot\nu_{E}(x_n)>\lambda'\quadfor some\;x_n\in K_n.\] From Lemma 2, there exists \(x\in K\) such that \(\xi\in J_{K}v(x)\). By the convergence established in 40 , for any \(\varepsilon>0\), we have \(|x-x_n|<\varepsilon\) when \(n\) is large enough. Therefore, \[\begin{align} \xi\cdot\nu_{E}(x)=&\xi\cdot\nu_{E}(x_n)-\xi\cdot\nu_{E}(x_n)+\xi\cdot\nu_{E}(x)\\ >&\lambda'+\xi\cdot(\nu_{E}(x)-\nu_{E}(x_n))\\ \geq&\lambda'-|\xi|\cdot|\nu_{E}(x)-\nu_{E}(x_n)|\\ >&\lambda'-|\nu_{E}(x)-\nu_{E}(x_n)|>\lambda. \end{align}\] This implies that \(\xi\in{\mathcal{B}}_{v}^{\lambda}\cap B_1\) and thus 41 holds.

Next, we need to show that \[\int_{{\mathcal{B}}_{v_n}^{\lambda'}\cap B_1}wdx\geq\int_{{\mathcal{B}}_{v_n}^{\lambda}\cap B_1}wdx.\] To this end, define \[A_t:=\bigcup_{x\in K_n}\{\xi\in J_{K_n}v_n(x):\xi\cdot\nu_{E}(x)=\lambda+t\},\] where \(t>0\) is a real number. It is clear that the map \(t\mapsto|{\mathcal{B}}_{v_n}^{\lambda+t}\cap B_r|\) is decreasing and Lipschitz continuous. Moreover, \[\label{e34623} \frac{d}{dt}\int_{{\mathcal{B}}_{v_n}^{\lambda+t}\cap B_r}wdx=-\int_{A_t\cap B_r}wd{\mathcal{H}}^{n-1}.\tag{42}\]

For any fixed \(x\in K_n\), consider the set \[A_{t}(x):=\{\xi\in J_{K_n}v_n(x):\xi\cdot\nu_{E}(x)=\lambda+t\}.\] Then we can write \(A_t=\bigcup_{x\in K_n}A_{t}(x).\) Suppose \(\xi\in A_t(x)\) , then \(\xi\in J_{K_n}v_n(x)\). Applying Lemma 3, we deduce that \(\xi+s\nu_{E}(x)\in J_{K_n}v_n(x)\) for any \(s>0\), and since \((\xi+s\nu_{E}(x))\cdot\nu_{E}(x)=\lambda+t+s\), it follows that \[A_t(x)+s\{\nu_{E}(x)\}\subset A_{t+s}.\] Since the map \(\xi\mapsto\xi+s\nu_{E}(x)\) is an isometry, we have \({\mathcal{H}}^{n-1}(A_t(x)\cap B_{1+t})\leq{\mathcal{H}}^{n-1}(A_{t+s}(x)\cap B_{1+t+s})\). Combining this with the fact that \(|J_{K_n}v_n(x_i)\cap J_{K_n}v_n(x_j)|=0\) for any \(i\neq j\), we deduce that the function \[t\mapsto{\mathcal{H}}^{n-1}(A_t\cap B_{1+t})=\sum_{x\in K_n}{\mathcal{H}}^{n-1}(A_t(x)\cap B_{1+t})\] is non-decreasing. Integrating 42 for \(w\equiv 1\), we get \[\begin{align} \int_{1}^{2}{\mathcal{H}}^{n-1}(A_t\cap B_{1+t})dt\leq&\int_{1}^{2}{\mathcal{H}}^{n-1}(A_t\cap B_{3})dt\\ =&-\int_{1}^{2}\frac{d}{dt}|{\mathcal{B}}_{v_n}^{\lambda+t}\cap B_3|dt\\ =&|{\mathcal{B}}_{v_n}^{\lambda+1}\cap B_3|-|{\mathcal{B}}_{v_n}^{\lambda+2}\cap B_3| \leq |B_3|. \end{align}\] By the mean value theorem, there exists some \(\widetilde{t}\in(1,2)\) and a constant \(C_1\) such that \({\mathcal{H}}^{n-1}(A_{\widetilde{t}}\cap B_1)\leq C.\) By the monotonicity of \({\mathcal{H}}^{n-1}(A_t\cap B_{1+t})\), we obtain \[{\mathcal{H}}^{n-1}(A_t\cap B_{1})\leq C_1\quadfor all\;t\in(0,1).\] Therefore, integrating 42 from \(0\) to \(\lambda'-\lambda\) and using the continuity of \(w\), we have \[\int_{0}^{\lambda'-\lambda}\left(\int_{A_t\cap B_1}wd{\mathcal{H}}^{n-1}\right)dt\leq C(\lambda'-\lambda),\] which implies that \[\int_{{\mathcal{B}}_{v_n}^{\lambda'}\cap B_1}wdx\geq\int_{{\mathcal{B}}_{v_n}^{\lambda}\cap B_1}wdx- C(\lambda'-\lambda).\] Choosing \(\lambda'\rightarrow\lambda\) and using the \(\lambda(w)\)-ABP property of \(E\), we obtain \[\int_{{\mathcal{B}}_{v_n}^{\lambda'}\cap B_1}wdx\geq\int_{{\mathcal{B}}_{v_n}^{\lambda}\cap B_1}wdx\geq\int_{B^{\lambda}}wdx.\] This completes the proof. ◻

The following result is fundamental for the \(\lambda_w\)-ABP argument. Although a proof for the case of an open cone appears in [37], we include a concise version for domains outside convex sets here for completeness.

Lemma 6. ([37]) Assume that \(E\subset\mathbb{R}^n\) is a closed convex set of class \(C^2\), and \(w>0\) is a homogeneous function of degree \(\alpha>0\) outside convex set \(E\). Then the function \(w^{\frac{1}{\alpha}}\) is concave outside \(E\) if and only if \[\label{e34626} \alpha\left(\frac{w(y)}{w(x)}\right)^{\frac{1}{\alpha}}\leq\frac{\nabla w(x)\cdot y}{w(x)}\quad for any\;x,y\in\mathbb{R}^n\backslash E.\qquad{(21)}\]

Proof. Define \(v=w^{\frac{1}{\alpha}}\). Then \(v>0\) is a homogeneous function of degree \(1\). The function \(v\) is concave outside \(E\) if and only if, for any \(x,y\in\mathbb{R}^n\backslash E\), \[\label{e34627} v(y)\leq v(x)+\nabla v(x)\cdot(y-x).\tag{43}\] Since \(v\) is \(1\)-homogeneous, we have \[\nabla v(x)\cdot x=v(x),\] and 43 can be rewritten as \[\label{e34628} v(y)\leq \nabla v(x)\cdot y.\tag{44}\] Therefore, since \(\nabla v(x)=\alpha^{-1}w(x)^{\frac{1}{\alpha}-1}\nabla w(x)\), we deduce that \(w^{\frac{1}{\alpha}}\) is concave if and only if \[w(y)^{\frac{1}{\alpha}}\leq\frac{\nabla w(x)\cdot y}{\alpha w(x)^{1-\frac{1}{\alpha}}},\] which is equivalent to ?? . ◻

We also need the following inequality.

Lemma 7. If \(\alpha>0\), then \[\label{e34629} s^{\alpha}t^n\leq\left(\frac{\alpha s+nt}{\alpha+n}\right)^{\alpha+n}\quadfor all\;s>0\;and\;t>0.\qquad{(22)}\]

Proof. By a simple calculation, we have \[\left(\log x\right)''=-\frac{1}{x^2}<0,\] which shows that \(\log x\) is a concave function on \((0,\infty)\). In other words, for any \(s,t>0\) and any \(m\in[0,1]\), we have \[m\log s+(1-m)\log t\leq\log(ms+(1-m)t).\] Choosing \(m=\frac{\alpha}{\alpha+n}\), we obtain \[\frac{\alpha}{\alpha+n}\log s+\frac{n}{\alpha+n}\log t\leq\log\left(\frac{\alpha s+nt}{\alpha+n}\right).\] Multiplying both sides of the inequality by \(\alpha+n\) and taking the exponential, we conclude that ?? holds. ◻

It is worth noting that if we set \(s=\left(\frac{w(\nabla u)}{w(x)}\right)^{1/\alpha}\) and \(t=\frac{\Delta u}{n}\) in ?? , then by using Lemma 6 and Lemma 7, we obtain \[\label{e34645} \frac{w(\nabla u)}{w(x)}\left(\frac{\Delta u}{n}\right)^n\leq\left(\frac{\alpha(\frac{w(\nabla u)}{w(x)})^{1/\alpha}+\Delta u}{\alpha+n}\right)^{\alpha+n}=\left(\frac{{\rm div}(w\nabla u)}{\alpha+n}\right)^{\alpha+n},\tag{45}\] which is the inequality needed for 12 in the introduction. This inequality is a consequence of the concavity of \(w^{\frac{1}{\alpha}}\).

We can now prove the weighted capillary isoperimetric inequality under the \(\lambda_w\)-ABP property and smoothness assumption.

Proposition 2. Let \(E\subset\mathbb{R}^n\) be a closed convex set satisfying 27 and the \(\lambda_w\)-ABP property ?? for any \(\lambda\in(-1,1)\). Let \(w:\mathbb{R}^n\rightarrow\mathbb{R}\) be a positive and even weight function satisfying 5 . Then, for any open set \(\Omega\) satisfying 28 , we have the following isoperimetric inequality: \[\label{e34647} \frac{J_{w,\lambda}\left(\Omega;\mathbb{R}^n\backslash E\right)}{\left(\int_{\Omega}wdx\right)^{\frac{(n+\alpha)-1}{n+\alpha}}}\geq \frac{J_{w,\lambda}(B_1;\mathbb{R}^n\backslash E)}{\left(\int_{B^{\lambda}}wdx\right)^{\frac{(n+\alpha)-1}{n+\alpha}}}.\qquad{(23)}\]

Proof. Let \(u:\overline{\Omega}\rightarrow\mathbb{R}\) be the variational solution of the Neumann problem 8 , and denote its restriction to \(\Gamma:=\partial\Omega\cap \partial E\) by \(u_{\Gamma}\). Let \({\mathcal{A}}_{u}\) and \({\mathcal{B}}_{u_{\Gamma}}^{\lambda}\) be the sets defined in 37 and ?? , respectively. Then, from Lemma 4, 45 , and the \(\lambda_w\)-ABP property, we deduce that \[\label{e34631} \begin{align} \int_{B^{\lambda}}w dx\leq&\int_{{\mathcal{B}}_{u_{\Gamma}}^{\lambda}\cap B_1} wdx\leq\int_{\nabla u(\Omega)}wdx\\ =&\int_{\Omega}w(\nabla u)\det\nabla^2 udx\\ =&\int_{\Omega}w(x)\frac{w(\nabla u)}{w(x)}\det\nabla^2 udx\\ \leq&\int_{\Omega}w(x)\left(\frac{{\rm div}(w(x)\nabla u)}{(n+\alpha)w(x)}\right)^{n+\alpha}dx\\ =&\left(\frac{c}{n+\alpha}\right)^{n+\alpha}\int_{\Omega}w(x)dx\\ =&\left(\frac{J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)}{(n+\alpha)\int_{\Omega}w(x)dx}\right)^{n+\alpha}\int_{\Omega}w(x)dx\\ =&\left(\frac{J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)}{(n+\alpha)\int_{B^{\lambda}}w(x)dx}\right)^{n+\alpha}\left(\frac{\int_{B^{\lambda}}wdx}{\int_{\Omega}wdx}\right)^{n+\alpha}\int_{\Omega}w(x)dx. \end{align}\tag{46}\] It follows that \[\label{e34632} \left(\frac{\int_{B^{\lambda}}wdx}{\int_{\Omega}wdx}\right)^{1-(n+\alpha)}\leq\left(\frac{J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)}{(n+\alpha)\int_{B^{\lambda}}w(x)dx}\right)^{n+\alpha}.\tag{47}\] Combining Lemma 1 with 47 , we obtain \[\label{e34637} \left(\frac{\int_{B^{\lambda}}wdx}{\int_{\Omega}wdx}\right)^{\frac{1-(n+\alpha)}{n+\alpha}}\leq \frac{J_{w,\lambda}(\Omega;\mathbb{R}^n\backslash E)}{J_{w,\lambda}(B_1;\mathbb{R}^n\backslash H)},\tag{48}\] which implies that ?? holds. ◻

4 Proof of Theorem 1 and 2↩︎

In this section, we provide a standard approximation procedure to remove the smoothness assumptions on \(E\) and \(\Omega\). To this end, we first introduce the definition of extension domains. We then state a key proposition, which can be found in [2].

Definition 3. (Extension domains) An open set \(\Omega\subset\mathbb{R}^n\) is called an extension domain if \(\partial\Omega\) is bounded and for any open set \(A\) containing \(\overline{\Omega}\), and for any \(m\geq 1\), there exists a linear and continuous extension operator \(T:[BV(\Omega)]^m\rightarrow[BV(\mathbb{R}^n)]^m\) defined on the \(m\)-th Cartesian product of \(BV(\Omega)\) satisfying

  • \(Tu=0\) a.e. in \(\mathbb{R}^n\setminus A\) for any \(u\in [BV(\Omega)]^m\);

  • \(|D(Tu)|_{\partial\Omega}=0\) for any \(u\in [BV(\Omega)]^m\);

  • for any \(p\in[1,+\infty]\), the restriction of \(T\) to \([W^{1,p}(\Omega)]^m\) induces a linear continuous map between this space and \([W^{1,p}(\mathbb{R}^n)]^m\).

It is often convenient to use the same extension operator for both Sobolev and \(BV\) spaces. For domains \(\Omega\) with \({\mathcal{H}}^{n-1}(\Omega)<\infty\), condition \((ii)\) implies that the discontinuities across \(\partial\Omega\) of the extended function \(Tu\) are \({\mathcal{H}}^{n-1}\)-negligible.

Lemma 8. ([2]) Any open set \(\Omega\) with compact Lipschitz boundary is an extension domain.

Let us recall the definition of convergence in the sense of Kuratowski.

Definition 4. Assume that \(\{U_h\}\) is a sequence of closed sets in \(\mathbb{R}^n\). We say that \(\{U_h\}\) converges to a closed set \(U\subset\mathbb{R}^n\) in the sense of Kuratoswki if the following conditions hold:

  • If \(x_h\in U_h\) for every \(h\), then any limit point of \(\{x_h\}\) belongs to \(U\);

  • Any \(x\in U\) is the limit of a sequence \(\{x_h\}\in U_h\).

It is easy to observe that \(U_h\rightarrow U\) in the sense of Kuratowski if and only if \(\text{dist}(\cdot, U_h)\) converge to \(\text{dist}(\cdot, U)\) locally uniformly in \(\mathbb{R}^n\). We also need the following Sard’s theorem.

Lemma 9. (Sard’s Theorem)([46]) Let \(f:M\rightarrow N\) be a map of class \(C^{\infty}\), where manifolds \(M\) and \(N\) are smooth. If \(C\) denotes the set of all critical points of \(f\), then the set \(f(C)\) of critical values of \(f\) is of measure zero in \(N\).

The following approximation lemma shows that sets of finite perimeter outside convex sets can be approximated in measure by open sets with smooth boundaries in an optimal way.

Lemma 10. Let \(E\subset\mathbb{R}^n\) be a convex set with nonempty interior and \(\Omega\subset\mathbb{R}^n\backslash E\) be a set of finite perimeter. Then there exist a sequence of closed convex sets \(E_h\) satisfying 27 and a sequence of open sets \(\Omega_h\subset\mathbb{R}^n\backslash E_h\) satisfying 28 , such that \(\partial E_h\) and \(\Sigma_h:=\partial\Omega_h\cap E_h^c\) are of class \(C^{\infty}\) and the following hold:

  • \(E_h\rightarrow E\) in the sense of Kuratowski, with \(E\subset E_h\) for all \(h\);

  • \(|\Omega_h\triangle\Omega|\rightarrow 0\) as \(h\rightarrow\infty\) and \(\partial\Omega_h\subset\{x:\mathrm{dist}(x,\partial\Omega)<\frac{1}{h}\)}

  • \(P(\Omega_h;\mathbb{R}^n\backslash E_h)\rightarrow P(\Omega;\mathbb{R}^n\backslash E)\)

  • \({\mathcal{H}}^{n-1}(\partial \Omega_h\cap\partial E_h)\rightarrow{\mathcal{H}}^{n-1}(\partial^{*} \Omega\cap\partial E)\)

Moreover, if \(\partial\Omega\backslash E\) is smooth, then in addition we have

  • \(\Omega_h\backslash E_h=\Omega_{\varepsilon_h}\backslash E_h\) for a suitable sequence \(\varepsilon_h\rightarrow 0\), where \(\Omega_{\varepsilon_h}\) denotes the \(\varepsilon_h\)-neighborhood of \(\Omega\).

Proof. Assume that \(E\subset\mathbb{R}^n\) contains the origin and let \(B_R\) be a ball such that \(\Omega\subset\subset B_R\). For any \(\delta>0\), we construct a sequence of smooth convex sets \(E_{\delta}^{k}\subset\mathbb{R}^n\) converging to \((1+\delta)E\) in the sense of Kuratowski as \(k\rightarrow\infty\), such that \((1+\delta)E\subset E_{\delta}^k\). Up to slightly dilating \(E_{\delta}^k\) if necessary, we may assume without loss of generality that \[\label{e4461} {\mathcal{H}}^{n-1}(\partial\Omega\cap\partial E_{\delta}^k)=0\quadfor all\;k,\delta.\tag{49}\] According to Lemma 8, we can extend \(\chi_{\Omega}|_{\mathbb{R}^n\backslash E}\) to a function \(u\) belongs to \(BV(\mathbb{R}^n)\) with compact support such that \(|Du|(\partial E)=0\) and \(0\leq u\leq1\). For any \(\varepsilon>0\), let \((\rho_{\varepsilon})\) be a family of mollifiers. Let \(\{\varepsilon_h\}\) be an arbitrary positive infinitesimal sequence converging to zero. Since \(u\in BV(\mathbb{R}^n)\), we know that the mollified functions \(u_{\varepsilon_h}=\rho_{\varepsilon_h}*u\) converge to \(u\) in \(L^{1}(\mathbb{R}^n)\). Observing that \(\{u>t\}\backslash E=\Omega\) for all \(t\in(0,1)\), we define \(U_{\varepsilon_h,t}=\{x:u_{\varepsilon_h}(x)>t\}\). Then, for almost every \(t\in(0,1)\), it holds that \[\label{e4463} \begin{align} &\lim_{h\rightarrow\infty}|U_{\varepsilon_h,t}\Delta\{u>t\}|=0,\quad\lim_{h\rightarrow\infty}P(U_{\varepsilon_h,t})=P(\{u>t\}),\\ &\partial U_{\varepsilon_h,t}\subset\left\{x:dist(x,\partial\{u>t\})<\frac{1}{h}\right\}. \end{align}\tag{50}\]

We introduce the signed distance function \[\label{e4462} d_{E_{\delta}^k}(x)= \begin{cases} -\text{dist}(x,\partial E_{\delta}^k)&if\;x\in \left(E_{\delta}^k\right)^o,\\ 0&if\;x\in \partial E_{\delta}^k,\\ \text{dist}(x,\partial E_{\delta}^k)&if\;x\in \left(E_{\delta}^k\right)^c, \end{cases}\tag{51}\] which is a \(C^{\infty}\) function in the set \(C_{\delta}^k=\{x:d_{E_{\delta}^k}(x)>-\zeta_{\delta}^k\}\) for some \(\zeta_{\delta}^k>0\). Let \(E_{\delta,s}^k:=\{x:d_{E_{\delta}^k}\leq s\}\) for \(s>-\zeta_{\delta}^k\), and consider the \(C^{\infty}\) map \(f:x\mapsto (d_{E_{\delta}^k}(x),u_{\varepsilon_h}(x))\) defined on \(C_{\delta}^k\). From Sard’s theorem, the set of critical values of \(f\) has measure zero in \(\mathbb{R}^2\). Therefore, \[\label{e4464}\text{rank}\left(\begin{align} \nabla d_{E_{\delta}^k}(x)\\ \nabla u_{\varepsilon_h}(x) \end{align}\right)=2 \quadon\;\{x:d_{E_{\delta}^k}(x)=s,u_{\varepsilon_h}(x)=t\}\tag{52}\] for almost every \((s,t)\in(0,\infty)\times(0,1)\). Now fix \(t\in(0,1)\) satisfying 50 such that the rank condition 52 holds for all \(h\) and almost every \(s>0\). Then, the open set \(\Omega_{\delta,\varepsilon_h,s}^k:=U_{\varepsilon_h,t}\backslash E_{\delta,s}^k\) is a Lipschitz domain for almost every \(s>0\), and \(\partial \Omega_{\delta,\varepsilon_h,s}^k\backslash E_{\delta,s}^k\) is a \(C^{\infty}\) manifold with boundary. By assumption 49 for any \(\delta\) and \(k\), we have \[\label{e4468}{\mathcal{H}}^{n-1}(\partial\Omega\cap\partial E_{\delta,s}^k)=0\tag{53}\] for almost every \(s>0\). Therefore, \[\label{e4465}\begin{align} \lim_{h\rightarrow\infty}P(\Omega_{\delta,\varepsilon_h,s}^k;\mathbb{R}^n\backslash E_{\delta,s}^k)=&\lim_{h\rightarrow\infty}P(U_{\varepsilon_h,t}^k;\mathbb{R}^n\backslash E_{\delta,s}^k)\\=&P(\Omega;\mathbb{R}^n\backslash E_{\delta,s}^k)=P(\Omega\backslash E_{\delta,s}^k;\mathbb{R}^n\backslash E_{\delta,s}^k). \end{align}\tag{54}\] By the continuity of the trace Theorem (see Theorem 3.88 in [2]), the trace map \(u\mapsto u^{\Omega_{\delta,\varepsilon_h,t}^k}\) is continuous. Combining this with 54 , we obtain \[\label{e4466} \lim_{h\rightarrow\infty}{\mathcal{H}}^{n-1}(\partial\Omega_{\delta,\varepsilon_h,t}^k\cap\partial E_{\delta,s}^k)={\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta,s}^k)\cap\partial E_{\delta,s}^k)={\mathcal{H}}^{n-1}(\Omega\cap\partial E_{\delta,s}^k),\tag{55}\] where we used the fact that \({\mathcal{H}}^{n-1}(\partial\Omega\cap\partial E_{\delta,s}^k)=0\) in the last equality. Since \(E_{\delta,s}^k\) converges to \(E_{\delta}^k\) in the sense of Kuratowski as \(s\rightarrow 0\), we have \({\mathcal{H}}^{n-1}\llcorner\partial E_{\delta,s}^k\stackrel{*}{\rightharpoonup}{\mathcal{H}}^{n-1}\llcorner\partial E_{\delta}^k\) weakly\(^{*}\) in the sense of measures (see Remark 2.2 in [2]). Therefore, \[\label{e4467}\lim_{s\rightarrow0}{\mathcal{H}}^{n-1}(\Omega\cap\partial E_{\delta,s}^k)={\mathcal{H}}^{n-1}(\Omega\cap\partial E_{\delta }^k).\tag{56}\] and \[\label{e4469} \lim_{s\rightarrow0}P(\Omega\backslash E_{\delta,s}^k;\mathbb{R}^n\backslash E_{\delta,s}^k)=P(\Omega\backslash E_{\delta}^k;\mathbb{R}^n\backslash E_{\delta}^k).\tag{57}\] Moreover, 49 and 53 imply that \[{\mathcal{H}}^{n-1}(\Omega\cap\partial E_{\delta }^k)={\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta }^k)\cap\partial E_{\delta }^k).\] and \[{\mathcal{H}}^{n-1}(\Omega\cap\partial E_{\delta,s}^k)={\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta,s}^k)\cap\partial E_{\delta,s}^k)\] Hence, 56 can be rewritten as \[\label{e4469a}\lim_{s\rightarrow0}{\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta,s}^k)\cap\partial E_{\delta,s}^k)={\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta}^k)\cap\partial E_{\delta}^k).\tag{58}\] Similarly, if for some \(\delta>0\) we have \({\mathcal{H}}^{n-1}(\partial\Omega\cap\partial(1+\delta)E)=0\), and if we denote \(E_{\delta}=(1+\delta)E\), then we can obtain \[\label{e44610} \begin{align} &\lim_{k\rightarrow\infty}P(\Omega\backslash E_{\delta }^k;\mathbb{R}^n\backslash E_{\delta }^k)=P(\Omega\backslash E_{\delta} ;\mathbb{R}^n\backslash E_{\delta} ),\\ &\lim_{k\rightarrow\infty}{\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta }^k)\cap\partial E_{\delta }^k)={\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta} )\cap\partial E_{\delta} ). \end{align}\tag{59}\] Notice that, by monotone convergence theorem, \[\label{e44611} \lim_{\delta\rightarrow0}P(\Omega\backslash E_{\delta} ;\mathbb{R}^n\backslash E_{\delta} )=\lim_{\delta\rightarrow0}P(\Omega;\mathbb{R}^n\backslash E_{\delta})=P(\Omega;\mathbb{R}^n\backslash E).\tag{60}\] By scaling, we conclude that \[\label{e44612} \lim_{\delta\rightarrow0}P(((1+\delta)^{-1}\Omega)\backslash E ;\mathbb{R}^n\backslash E )=P(\Omega;\mathbb{R}^n\backslash E).\tag{61}\] Applying the trace theorem again, we conclude that \[\label{e44613} \begin{align} &\lim_{\delta\rightarrow0}{\mathcal{H}}^{n-1}(\partial^{*}(\Omega\backslash E_{\delta})\cap\partial E_{\delta})\\ =&\lim_{\delta\rightarrow0}(1+\delta)^{n-1}{\mathcal{H}}^{n-1}(\partial^{*}((1+\delta)^{-1}\Omega\backslash E)\cap\partial E)\\ =&{\mathcal{H}}^{n-1}(\partial^{*}\Omega\cap\partial E). \end{align}\tag{62}\]

By a standard diagonal argument, we conclude that there exists suitable \(s_{h}\), \(k_{h}\) and \(\delta_h\) such that \(\Omega_{h}:=\Omega_{\delta_{h},\varepsilon_h,s_h}^{k_h}\) and \(E_{h}:=E_{E_{\delta_h,s_h}^{k_h}}\) satisfies \((i)-(iv)\).

If \(\Omega\) is a general set of finite perimeter in \(\mathbb{R}^n\setminus E\), then we can find a sequence of bounded open sets \(\{\Omega_h\}\subset\mathbb{R}^{n}\backslash E\) that approximates \(\Omega\) such that \(|\Omega_h\Delta\Omega|\rightarrow 0\) and \(P(\Omega_h;\mathbb{R}^n\backslash E)\rightarrow P(\Omega;\mathbb{R}^n\backslash E)\). This implies that \({\mathcal{H}}^{n-1}(\partial\Omega_h\cap\partial E_h)\rightarrow{\mathcal{H}}^{n-1}(\Omega\cap\partial E)\) by the continuity of the trace operator. Applying the same procedure as above, we conclude that the result holds for general sets of finite perimeter \(\Omega\).

Assume that \(\Omega\subset\mathbb{R}^n\setminus E\) is an open set of finite perimeter such that \(\partial\Omega\setminus E\) is smooth. In this case, we can consider the signed distance function to \(\partial\Omega\), denoted by \(d_{\Omega}\). By the smoothness of \(\partial\Omega\setminus E\), there exists an \(\varepsilon(\delta)-\) neighborhood of \(\partial\Omega\), denoted by \((\partial\Omega)_{\varepsilon(\delta)}\) such that \(d_{\Omega}\) is smooth in \((\partial\Omega)_{\varepsilon(\delta)}\setminus(1+\delta)E\). Proceeding similarly as before but with the set \(U_{n,t}\) replaced by \((\Omega)_{\varepsilon}:=\{x:d_{\Omega}\leq\varepsilon\}\), we define \(\Omega_{\delta,\varepsilon,s}^k:=(\Omega)_{\varepsilon}\setminus E_{\delta,s}^k\). Now consider the \(C^{\infty}\) map \(x\mapsto(d_{E_{\delta}^k(x)},d_{\Omega}(x))\). Using Sard’s theorem again, we obtain \[\label{e44615} rank\left(\begin{align} \nabla d_{E_{\delta}^k}(x)\\ \nabla d_{\Omega}(x) \end{align}\right)=2 \quadon\;\{x:d_{E_{\delta}^k}(x)=s,d_{\Omega}(x)=\varepsilon\}\tag{63}\] for a.e. \((s,\varepsilon)\in(0,\infty)\times(0,\varepsilon(\delta))\). Therefore, for such \((s,\varepsilon)\), the open set \(\Omega_{\delta,\varepsilon_h,s}^k:=U_{\varepsilon_h,t}\backslash E_{\delta,s}^k\) is a Lipschitz domain such that \(\partial \Omega_{\delta,\varepsilon_h,s}^k\backslash E_{\delta,s}^k\) is a \(C^{\infty}\) manifold with boundary. For almost every \(s>0\), we can find a sequence \(\varepsilon_h\rightarrow 0\) such that \((s,\varepsilon_h)\) satisfies all the rank conditions above for all \(h\) and \(k\). Along this subsequence, it is straightforward to show that \(|\Omega_{\delta,\varepsilon_h,s}^k\Delta(\Omega\setminus E_{\delta,s}^k)|\rightarrow0\). We can now proceed as before to reach the conclusion. ◻

Proof of Theorem 1. Notice that by Proposition 2, it follows that the inequality ?? holds if \(E\) and \(\Omega\subset\mathbb{R}^n\setminus E\) satisfy 27 and 28 respectively. By applying Lemma 10, we can extend this result to the general case through a standard approximation argument. ◻

It is worth noting that Theorem 2 does not include an assumption on the \(\lambda_w\)-ABP condition. This is because, for any convex set \(E\), the \(0\)-ABP condition is naturally satisfied if the weight function \(w\) is even.

Proof of Theorem 2. As a consequence of Theorem 1, when the weighted volumes are equal (\(\int_{\Omega} wdx = \int_{B_1\cap\mathbb{R}^n_+} wdx\)), we only need to show that for any convex set \(E\), the \(\lambda_w\)-ABP property holds with \(\lambda_w=0\). Let \(K:=\{x_1,\cdots,x_n\}\) be any discrete subset of \(\partial E\) and let \(v:K\rightarrow\mathbb{R}\) be a bounded function. From Lemma 2, we know that \(\bigcup_{i=1}^{n}J_{K}v(x_i)=\mathbb{R}^n\), and Remark 3 indicates that the sets \(J_{K}v(x_i)\) have disjoint interiors for \(i=1,\cdots,n\). Now, up to a set of Lebesgue measure zero, we may decompose \(J_{K}v(x_i)=J_{K}v(x_i)^+\cup J_{K}v(x_i)^{-}\), where \[J_{K}v(x_i)^+:=\{\xi\in J_{K}v(x_i):\xi\cdot\nu_{E}(x_i)>0\}\] and \[J_{K}v(x_i)^-:=\{\xi\in J_{K}v(x_i):\xi\cdot\nu_{E}(x_i)<0\}.\] From Lemma 4, we know that \[\label{e34640} \xi\in J_{K}v(x_i)\Rightarrow \xi+t\nu_{E}(x_i)\in J_{K}v(x_i)\;for any\;t>0.\tag{64}\] For any fixed \(\xi\in J_{K}v(x_i)^-\), we have \(\xi\in J_{K}v(x_i)\) and \(\xi\cdot\nu_{E}(x_i)<0\). Let \(t=-\xi\cdot\nu_{E}(x_i)>0\). Then, from 64 we deduce that \[\hat{\xi}:=\xi+2t\nu_{E}(x_i)\in J_{K}v(x_i).\] Moreover, \[\hat{\xi}\cdot\nu_{E}(x_i)=\xi\cdot\nu_{E}(x_i)+2t=t>0,\] which implies that \(\hat{\xi}\in J_{K}v(x_i)^{+}\). Since \(w\) is even in \(\mathbb{R}^n\), it follows that \[\int_{J_{K}v(x_i)}wdx=\int_{J_{K}v(x_i)^+}wdx+\int_{J_{K}v(x_i)^-}wdx\leq 2\int_{J_{K}v(x_i)^+}wdx.\] Therefore, \[\label{e34641} \int_{{\mathcal{B}}_{v}^{0}\cap B_1}wdx=\sum_{i=1}^n\int_{J_{K}v(x_i)^+\cap B_1}wdx\geq\frac{1}{2}\sum_{i=1}^n\int_{J_{K}v(x_i)\cap B_1}wdx=\frac{1}{2}\int_{B_1}wdx=\int_{B^{0}}wdx,\tag{65}\] which shows that ?? holds for \(\lambda_w=0\). Then, applying Theorem 2, the conclusion holds. ◻

5 Applications of the Weighted Capillary Isoperimetric Inequality↩︎

As an application of our weighted capillary isoperimetric inequality ?? , this section establishes the weighted capillary Schwarz rearrangement outside any closed convex set \(E\), and obtain two important inequalities: the weighted Pólya-Szegö principle and a sharp weighted capillary Sobolev inequality outside convex sets. For this purpose, we introduce some notations and lemmas.

Let \(u\) be a measurable function defined on \(\Omega\). For \(t\in\mathbb{R}\), we denote \[\{u>t\}:=\{x\in\Omega:u(x)>t\},\quad\text{and}\quad\{u=t\}:=\{x\in\Omega:u(x)=t\},\] which are subsets of the open set \(\Omega\). The sets \(\{u<t\},\{u\geq t\}\) and so on are defined analogously. The weighted distribution function of \(u\) is given by \[\mu_u(t)=\int_{\{u>t\}}wdx\quadfor any\;t>0.\] This function is monotonically decreasing in \(t\). For \(t\geq \mathrm{ess}.\sup(u)\), we have \(\mu_u(t)=0\), while for \(t\leq\mathrm{ess}.\inf(u)\), we have \(\mu_u(t)=\int_{\Omega}wdx\). Thus, the range of \(\mu_u(t)\) is \([0,C_{n,w}]\), where \[\label{e54636}C_{n,w}=\int_{B_1\cap\mathbb{R}^n_+}wdx.\tag{66}\] The weighted (unidimensional) decreasing rearrangement of \(u\), denoted by \(u^{\#}\), is defined on \(s\in[0, C_{n,w}]\) by \[u^{\#}(s)=\inf\{t:\mu_u(t)<s\}.\] In fact, \(u^{\#}\) is the inverse function of \(\mu_u(t)\). The weighted capillary Schwarz rearrangement of \(u\) is then defined as: \[\label{e5461} u^{*}(x)=u^{\#}\left(C_{n,w} |x|^{n+\alpha}\right),\tag{67}\] where \(\alpha\) is the degree of homogeneity of the weight function \(w\). This rearrangement preserves the weighted measure of the level sets, i.e., \[\label{e5462}\int_{\{u>t\}}wdx=\int_{\{u^{*}>t\}}wdx.\tag{68}\] Indeed, from the definition of \(u^{*}\), \[\{u^{*}>t\}=\left\{x\in\Omega^{*}:u^{\#}\left(C_{n,w} |x|^{n+\alpha}\right)>t\right\},\] where \(\Omega^{*}=B_1\cap\mathbb{R}^n_+\) is the unit half-ball centered at the origin in the upper half-space. Since \(u^{\#}\) is the inverse of \(\mu_u\), we have \[u^{\#}(s)>t\Leftrightarrow s<\mu_u(t).\] Therefore, by the monotonicity of \(\mu_u\), we obtain \[\label{e5469}\{u^{*}>t\}=\left\{x\in B_1\cap\mathbb{R}^n_+:C_{n,w} |x|^{n+\alpha}<\mu_u(t)\right\}=B_{r(t)}\cap\mathbb{R}_n^+,\tag{69}\] where \(r(t)=\left(\frac{\mu_u(t)}{C_{n,w}}\right)^{\frac{1}{n+\alpha}}\leq 1\). Using the homogeneity of \(w\), we can compute \[\int_{\{u^{*}>t\}}wdx=\int_{B_{r(t)}\cap\mathbb{R}_n^+}wdx=r(t)^{n+\alpha}\int_{B_1\cap\mathbb{R}_n^+}wdx=C_{n,w}r(t)^{n+\alpha}=\mu_u(t),\] where the last equality follows from the definition of \(r(t)\). Thus, 68 holds.

Now, we begin to prove the weighted Pólya-Szegö principle outside convex sets. To do this, we first give some lemmas.

Lemma 11. Under the same assumptions and notations as in Theorem 2, let \(u\in W^{1,p}(\Omega,w)\) be a non-negative function satisfying the following boundary value problem: \[\label{e5464}\begin{cases} -{\rm div}\left(w F^{p-1} (\nabla u)D F (\nabla u)\right)=fw&in\;\Omega\\ u=0&on\;\partial\Omega\setminus E\\ D F (\nabla u)\cdot\nu=0&on\;\partial\Omega\cap\partial E, \end{cases}\qquad{(24)}\] where \(F\) is the gauge function defined by 14 and \(\nu\) is the unit normal vector to \(\partial\Omega\). Then for \(1\leq p<\infty\), the following identity holds: \[\label{e5466}-\frac{d}{dt}\int_{\{u>t\} } wF ^p(\nabla u)dx=\int_{\{u=t\} }\frac{ wF ^p(\nabla u)}{|\nabla u|}d{\mathcal{H}}^{n-1}.\qquad{(25)}\]

Proof. Since \(fw=-{\rm div}\left(wF^{p-1} (\nabla u)D F (\nabla u)\right)\), for any test function \(\psi\in W_0^{1,p}(\Omega,w; E^c)\), we have \[\label{e5467}\int_{\Omega}w F^{p-1} (\nabla u)D F (\nabla u)\cdot\nabla \psi dx=\int_{\Omega}fw\psi dx,\tag{70}\] where we used the boundary conditions \(D F (\nabla u)\cdot\nu=0\) on \(\partial\Omega\cap\partial E^c\) and \(\psi=0\) on \(\partial\Omega\setminus E\). Let \(t>0\) and choose \(\psi=(u-t)^+\), which belongs to \(\in W_0^{1,p}(\Omega,w; E^c)\) and is supported on \(\{u>t\}\). Substituting \(\psi\) into the identity 70 , we obtain \[\int_{\{u>t\} }w F^{p} (\nabla u)dx=\int_{\{u>t\} }fw(u-t)dx.\] Differentiating with respect to \(t\) yields \[\label{e5468} -\frac{d}{dt}\int_{\{u>t\} }w F^{p} (\nabla u)dx=\int_{\{u>t\} }fwdx.\tag{71}\] Observe that the boundary decomposes as \[\begin{align}\partial\{u>t\}=&(\partial\{u>t\}\cap\Omega)\cup(\{u>t\}\cap\partial\Omega\cap E^c)\cup(\partial\{u>t\}\cap\partial E)\\=&\{u=t\}\cup(\partial\{u>t\}\cap\partial E),\end{align}\] where we used the fact that \(\{u > t\} \cap \partial\Omega \cap E^c = \emptyset\) since \(u = 0\) on \(\partial\Omega \cap E^c\). Hence, by the definition of \(f\) and the divergence theorem, we obtain \[\begin{align} -\frac{d}{dt}\int_{\{u>t\} }wF^{p}(\nabla u)dx =&\int_{\{u>t\} }-{\rm div}\left(wF^{p-1}(\nabla u)DF(\nabla u)\right)dx\\ =&\int_{\partial\{u>t\}}wF^{p-1}(\nabla u)DF(\nabla u)\cdot\frac{\nabla u}{|\nabla u|} d{\mathcal{H}}^{n-1}\\ =&\int_{\{u=t\} }\frac{wF^p(\nabla u)}{|\nabla u|} d{\mathcal{H}}^{n-1} +\int_{\partial\{u>t\}\cap\partial E}\frac{wF^p(\nabla u)}{|\nabla u|} d{\mathcal{H}}^{n-1}\\ =&\int_{\{u=t\} }\frac{wF^p(\nabla u)}{|\nabla u|} d{\mathcal{H}}^{n-1}. \end{align}\] Here, we used the Neumann boundary condition that \(DF(\nabla u) \cdot \nu = 0\) on \(\partial\Omega \cap \partial E\) and the fact that the unit outer normal to \(\{u>t\}\) on the level set \(\{u=t\}\) is given by \(\nu=-\frac{\nabla u}{|\nabla u|}\), since \(u\) is constant on this surface and \(\{u>t\}\) lies in its interior. ◻

Lemma 12. Let \(E\) and \(\Omega\) satisfy the same assumptions as in Theorem 2, and let \(u\in W_0^{1,p}(\Omega,w;E^c)\) be a nonnegative function satisfying \[D F (\nabla u)\cdot\nu=0\quadon\;\partial\Omega\cap\partial E.\] Let \(\mu\) denote the distribution function of \(u\). Then, for almost every \(t\) in the range of \(u\), we have \[\label{e44617} -\mu_u'(t)=\int_{\{u=t\}}\frac{w}{|\nabla u|}d{\mathcal{H}}^{n-1}=\int_{\{u^*=t\}}\frac{w}{|\nabla u^*|}d{\mathcal{H}}^{n-1},\qquad{(26)}\] where \(u^*\) is the capillary Schwarz symmetrization of \(u\) defined in 67 .

Proof. Let \(\varepsilon>0\), and define \[fw=-{\rm div}\left(\frac{wDF(\nabla u)}{F(\nabla u)+\varepsilon}\right).\] Multiplying by \((u-t)^+\) and integrating by parts, we obtain \[\int_{\{u>t\}} \frac{wF(\nabla u)}{F(\nabla u)+\varepsilon}dx=\int_{\{u>t\}}fw(u-t)dx.\] Differentiating with respect to \(t\) yields \[\label{e44618}-\frac{d}{dt}\int_{\{u>t\}} \frac{wF(\nabla u)}{F(\nabla u)+\varepsilon}dx=\int_{\{u>t\}}fw dx.\tag{72}\] For sufficiently small \(h>0\), integrating from \(t-h\) to \(t\) on both sides of 72 , we get \[\begin{align} \int_{\{t-h<u\leq t\}}\frac{wF(\nabla u)}{F(\nabla u)+\varepsilon}dx=&\int_{t-h}^t\left(\int_{\{u>\tau\}}fwdx\right)d\tau\\ =&\int_{t-h}^t\left(\int_{\{u>\tau\}}-{\rm div}\left(\frac{wDF(\nabla u)}{F(\nabla u)+\varepsilon}\right) dx\right)d\tau\\ =&-\int_{t-h}^t\left(\int_{ \{u=\tau\}}\frac{wDF(\nabla u)\cdot\nu}{F(\nabla u)+\varepsilon} dx\right)d\tau-\int_{t-h}^t\left(\int_{ \partial\{u>\tau\}\cap\partial E}\frac{wDF(\nabla u)\cdot\nu}{F(\nabla u)+\varepsilon} dx\right)d\tau\\ =&\int_{t-h}^t\left(\int_{ \{u=\tau\}}\frac{wF(\nabla u)}{F(\nabla u)+\varepsilon}\frac{1}{|\nabla u|}dx\right)d\tau, \end{align}\] where we used the fact that \(D F (\nabla u)\cdot\nu=0\) on \(\partial\Omega\cap\partial E\). Applying the dominated convergence theorem and taking the limit as \(\varepsilon\rightarrow 0\), we obtain \[\mu(t-h)-\mu(t)=\int_{t-h}^t\left(\int_{ \{u=\tau\}}\frac{w}{|\nabla u|}d{\mathcal{H}}^{n-1}\right)d\tau.\] Dividing by \(h\) and taking the limit as \(h\rightarrow 0\), we conclude that the first equality in ?? holds.

Since \(\mu(t)\) and \(r(t)\) are monotonically decreasing functions, they are differentiable for almost every \(t\). The last equality in 69 implies that \[\label{e54610}\mu_u'(t)=(n+\alpha)\int_{B_1}wdx\cdot(r(t))^{n+\alpha-1}r'(t).\tag{73}\] By the homogeneity of \(w\), we calculate that \[\label{e54611}\begin{align} \int_{B_1\cap\mathbb{R}^n_+}wdx=&\int_0^1\left(\int_{\partial B_r\cap\mathbb{R}^n_+}w(x)d{\mathcal{H}}^{n-1}\right)dr\\ =&\int_0^1\left(\int_{\partial B_r\cap\mathbb{R}^n_+}r^{\alpha}w\left(\frac{x}{|x|}\right)d{\mathcal{H}}^{n-1}\right)dr\\ =&\int_0^1 r^{n+\alpha-1}dr\left(\int_{\partial B_1\cap\mathbb{R}^n_+}w(x)d{\mathcal{H}}^{n-1}\right)\\ =&\frac{1}{n+\alpha}\int_{\partial B_1\cap\mathbb{R}^n_+}w(x)d{\mathcal{H}}^{n-1}, \end{align}\tag{74}\] and \[\label{e54612}\int_{\{u^{*}=t\}}wd{\mathcal{H}}^{n-1}=\int_{\partial B_{r(t)} \cap\mathbb{R}^n_+}wd{\mathcal{H}}^{n-1}=r(t)^{n+\alpha-1}\int_{\partial B_1\cap\mathbb{R}^n_+}wd{\mathcal{H}}^{n-1}.\tag{75}\] Combining with 73 , 74 and 75 , we obtain \[\label{e54627} \mu_u'(t)=\int_{\{u^{*}=t\}}wd{\mathcal{H}}^{n-1}r'(t).\tag{76}\] Noting that \[u^{*}(r(t))=u^{\#}\left(\int_{B_1\cap\mathbb{R}_n^+}wdx\cdot r(t)^{n+\alpha}\right)=u^{\#}(\mu(t))=t,\] taking the derivative with respect to \(t\) on both sides, we deduce that \(r'(t)=\frac{1}{(u^{*})'(r(t))}\). Moreover, since \(u^{*}(x)=u^{*}(r(t))\) on \(\partial B_{r(t)}\), by implicit differentiation, we have \[|\nabla u^{*}(x)|=\left|(u^{*})'(r(t))\cdot \frac{x}{r(t)}\right|=|(u^{*})'(r(t))|=-(u^{*})'(r(t)),\] where we used the fact that \((u^{*})'(r(t))=\frac{1}{r'(t)}<0\) in the last equality. Substituting \(r'(t)=\frac{1}{(u^{*})'(r(t))}\) and \(|\nabla u^{*}(x)|=-(u^{*})'(r(t))\) into 76 , we obtain \[\mu_u'(t)=-\int_{\{u^{*}=t\}}\frac{w}{|\nabla u^{*}|}d{\mathcal{H}}^{n-1}.\] This completes the proof. ◻

Note that when \(\lambda = 0\), the solution \(h\) to the boundary value problem 20 is constant, and hence the capillary gauge reduces to \(\widetilde{F}_{\lambda}(\xi)=F_{\lambda}(\xi) = |\xi|\). Applying the above results, we can now prove the weighted relative Pólya-Szegö principle outside any convex set.

Proof of Theorem 3. Since \(\widetilde{F}_{0}(\xi)=|\xi|\) is a special gauge, by Lemma 11, we know that for any \(t>0\), \[-\frac{d}{dt}\int_{\{u>t\}}w|\nabla u|^pdx=\int_{\{u=t\}}w|\nabla u|^{p-1}d{\mathcal{H}}^{n-1}.\] Similarly, for the symmetrized function \(u^{*}\), we have \[-\frac{d}{dt}\int_{\{u^{*}>t\}}w|\nabla u^{*}|^pdx=\int_{\{u^{*}=t\}}w|\nabla u^{*}|^{p-1}d{\mathcal{H}}^{n-1}.\] On the other hand, we apply Hölder inequality to the integral over the level set \(\{u=t\}\subset \Omega\). Specifically, we obtain \[\int_{\{u=t\}}wd{\mathcal{H}}^{n-1}\leq\left(\int_{\{u=t\}}w|\nabla u|^{p-1}\right)^{\frac{1}{p}}\left(\int_{\{u=t\}}\frac{w}{|\nabla u|}\right)^{1-\frac{1}{p}}.\] From Lemma 1, we know that the weighted isoperimetric inequality outside convex sets ?? can be rewritten as \(P_{w}(\Omega;\mathbb{R}^n\setminus E)\geq P_{w}(B_1;\mathbb{R}^n_+)\), where \(\Omega\subset E^c\) and \(B_1\cap\mathbb{R}^n_+\) have the same weighted volume, i.e., \(\int_{\Omega}wdx=\int_{B_1\cap\mathbb{R}^n_+}wdx\). Therefore, we deduce that \[\begin{align} \int_{\{u=t\}}w|\nabla u|^{p-1}d{\mathcal{H}}^{n-1}\geq& \left(\int_{\{u=t\}}wd{\mathcal{H}}^{n-1}\right)^p\left(-\mu'(t)\right)^{1-p}\\ =&\left(P_{w}(\{u>t\};E^c)\right)^p\left(-\mu'(t)\right)^{1-p}\\ \geq&\left(P_{w}(\{u^*>t\};\mathbb{R}^n_+)\right)^p\left(-\mu'(t)\right)^{1-p} =\int_{\{u^*=t\}}w|\nabla u^*|^{p-1}d{\mathcal{H}}^{n-1}, \end{align}\] where in the last step, we used the conclusion of Theorem 12, which relates the distribution function \(\mu(t)\) to the level sets of \(u\) and \(u^{*}\). Combining these results, we deduce that \[-\frac{d}{dt}\int_{\{u>t\}}w|\nabla u|^{p}dx\geq-\frac{d}{dt}\int_{\{u^*>t\}}w|\nabla u^*|^pdx.\] Integrating both sides from \(0\) to \(+\infty\) with respect to \(t\), we complete the proof of the weighted Pólya-Szegö principle for the capillary Schwarz symmetrization outside convex sets. ◻

To prove the sharp weighted capillary Sobolev inequality, we need the following result established in [1].

Lemma 13. Let \(p\in(1,n+\alpha)\), and let \(w:\mathbb{R}^n\rightarrow\mathbb{R}^+\) be an even function that is homogeneous of degree \(\alpha>0\) such that \(w^{\frac{1}{\alpha}}\) is concave. Then, for any function \(u\) in the weighted Sobolev space \(\widetilde{W}^{1,p}(\mathbb{R}^n_+,w):=\{u\in L^{\frac{np}{n-p}}(\mathbb{R}^n_+,w):\nabla u\in L^p(\mathbb{R}^n_+,w)\}\), the following inequality holds: \[\label{e54614} \left(\int_{\mathbb{R}^n_+}w|u|^{\frac{p(n+\alpha)}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}}\leq C(n,p,\alpha,w)\int_{\mathbb{R}^n_+}w|\nabla u|^pdx.\qquad{(27)}\] Furthermore, this inequality ?? is sharp. Equality in ?? is attained if and only if \[u=c\cdot U_{\eta,x_0}^{\alpha},\] for some \(c\in\mathbb{R}\), where \(U_{\eta,x_0}^{\alpha}\) is given by \[\label{e54637}U_{\eta,x_0}^{\alpha}(x)=\left(\frac{\eta^{\frac{1}{p-1}}}{\eta^{\frac{p}{p-1}}+|x-x_0|^{\frac{p}{p-1}}}\right)^{\frac{n+\alpha-p}{p}}.\qquad{(28)}\] As a consequence, the best constant \(C(n,p,\alpha,w)\) in the above inequality is characterized by \[\label{e54628} C(n,p,\alpha,w)=\frac{\left(\int_{\mathbb{R}^n_+}w|U_{1,0}^{\alpha}|^{\frac{p(n+\alpha)}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}}}{\int_{\mathbb{R}^n_+}w|\nabla U_{1,0}^{\alpha}|^pdx}.\qquad{(29)}\]

Corollary 1. Assume that \(\Omega\) is a bounded domain outside a convex set \(E\) under the same hypotheses as in Theorem 2. For \(1<p<n+\alpha\), let \(u\in W_0^{1,p}(\Omega,w;E^c)\) be a nonnegative function satisfying the Neumann boundary condition \[\label{e54628b}\frac{\partial u}{\partial\nu}=0\quadon\;\partial\Omega\cap\partial E^c.\qquad{(30)}\] Then, the following Sobolev inequality holds: \[\int_{\Omega}w|\nabla u|^p dx\geq C^{-1}(n,p,\alpha,w)\left(\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}},\] where \(C(n,p,\alpha,w)\) is the best weighted Sobolev constant defined in ?? .

Proof. We first claim that \[\label{e54615} \int_{\Omega}w|u|^qdx=\int_{B_1\cap\mathbb{R}^n_+}w|u^{*}|^q dx.\tag{77}\] For \(q=1\), we have \[\begin{align} \int_{\Omega}w|u|dx=\int_{\Omega}\left(\int_{0}^{u(x)}wdt\right)dx =&\int_0^{\infty}\left(\int_{\{u>t\}}wdx\right)dt\\ =&\int_0^{\infty}\left(\int_{\{u^{*}>t\}}wdx\right)dt =\int_{B_1\cap\mathbb{R}^n_+}w|u^{*}|dx, \end{align}\] where we used the fact that \(\int_{\{u>t\}}wdx=\int_{\{u^{*}>t\}}wdx\) obtained in 68 .

For \(q>1\), we set \(v=u^q\). Then \(\{v>s\}=\{u>s^{\frac{1}{q}}\}\) and \[\int_{\Omega}w|v|dx=\int_0^{\infty}\left(\int_{\{v>s\}}wdx\right)ds.\] Let \(s=t^q\), then we obtain \[\begin{align}\int_{\Omega}w|u|^qdx=q\int_0^{\infty}t^{q-1}\left(\int_{\{u>t\}}wdx\right)dt.\end{align}\] Using again the equality of weighted measures \(\int_{{u > t}} w dx = \int_{{u^{*} > t}} w dx\), we conclude that 77 holds. In particular, for the critical exponent \(q = \frac{(n+\alpha)p}{n+\alpha-p}\), we have \[\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx=\int_{B_1\cap\mathbb{R}^n_+}w|u^{*}|^{\frac{(n+\alpha)p}{n+\alpha-p}} dx.\]

Combining Theorem 3 with 77 , we deduce that \[\frac{\int_{\Omega}w|\nabla u|^pdx}{\left(\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}}}\geq\frac{\int_{B_1\cap\mathbb{R}^n_+}w|\nabla u^*|^pdx}{\left(\int_{B_1\cap\mathbb{R}^n_+}w|u^*|^{\frac{(n+\alpha)p}{ n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}}}.\] Applying Lemma 13. to the symmetrized function \(u^{*}\), we obtain \[\int_{\Omega}w|\nabla u|^pdx\geq C^{-1}(n,p,\alpha,w)\left(\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}}.\] This completes the proof. ◻

In fact, the capillary weighted Sobolev-type inequality outside convex sets can be established without the Neumann boundary condition ?? . The method we use is the subcritical approximation method. For this purpose, we need the following embedding result in \(W_0^{1,p}(\Omega,w;E^c)\) without ?? .

Lemma 14. The weighted Sobolev space \(W_0^{1,p}(\Omega,w;E^c)\) defined by 13 , with weight \(w\) satisfying 5 , is compactly embedded in \(L^q(\Omega,w;E^c)\) for \(0<q<p_{\alpha}^{*}=\frac{(n+\alpha)p}{n+\alpha-p}\).

Proof. The proof relies on the following weighted Sobolev inequality: \[\label{e54634} \left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}\leq C\int_{\Omega}w|\nabla u|^pdx,\tag{78}\] where \(p_{\alpha}^{*}=\frac{(n+\alpha)p}{n+\alpha-p}\) is the weighted Sobolev exponent and \(C>0\) is a constant. Indeed, if \(\{u_k\}\) is a bounded sequence in \(W_0^{1,p}(\Omega,w;E^c)\), then for any compact subset \(A\subset\Omega\setminus\{0\}\), there exists a constant \(c_1 > 0\) such that \[c_1\int_{A}|u_k|^pdx\leq \int_{\Omega}w|u_k|^pdx<+\infty\] and \[c_1\int_{A}|\nabla u_k|^pdx\leq \int_{\Omega}w|\nabla u_k|^pdx<+\infty.\] Therefore, \(\{u_k\}\) is also a bounded sequence in \(W_{\text{loc}}^{1,p}(\Omega\setminus\{0\})\). Consequently, there exists a subsequence (still denoted by \(\{u_k\}\)) and a function \(u \in W_{\text{loc}}^{1,p}(\Omega\setminus\{0\})\) such that \(u_k \rightarrow u\) almost everywhere in \(\Omega\). By Egoroff’s Theorem, for any \(\varepsilon>0\), there exists a domain \(\Omega_{\varepsilon}\subset\Omega\) such that \(u_k\rightarrow u\) uniformly in \(\Omega_{\varepsilon}\) and \(|\Omega\setminus\Omega_{\varepsilon}|<\varepsilon\). Then, by Hölder inequality and 78 , we have \[\begin{align} \lim_{k\rightarrow\infty}\int_{\Omega}w|u_k-u|^q dx=&\lim_{\varepsilon\rightarrow0}\lim_{k\rightarrow\infty}\int_{\Omega_{\varepsilon}}w|u_k-u|^q dx+\lim_{\varepsilon\rightarrow0}\lim_{k\rightarrow\infty}\int_{\Omega\setminus \Omega_{\varepsilon}}w|u_k-u|^q dx\\ \leq&\lim_{\varepsilon\rightarrow0}\lim_{k\rightarrow\infty}\int_{\Omega_{\varepsilon}}w|u_k-u|^q dx+\lim_{\varepsilon\rightarrow0}\lim_{k\rightarrow\infty}\left(\int_{\Omega\setminus \Omega_{\varepsilon}}w|u_k-u|^{p_{\alpha}^{*}} dx\right)^{\frac{q}{p_{\alpha}^{*}}}\left(\int_{\Omega\setminus\Omega_{\varepsilon}}wdx\right)^{1-\frac{q}{p_{\alpha}^{*}}}\\ \leq &\lim_{\varepsilon\rightarrow0}\int_{\Omega_{\varepsilon}}\lim_{k\rightarrow\infty}w|u_k-u|^q dx+C\lim_{\varepsilon\rightarrow0}\lim_{k\rightarrow\infty}\left(\int_{\Omega\setminus \Omega_{\varepsilon}}w|\nabla(u_k-u)|^{p} dx\right) \left(\int_{\Omega\setminus\Omega_{\varepsilon}}wdx\right)^{1-\frac{q}{p_{\alpha}^{*}}}\\ =&0, \end{align}\] which implies that \(u_k\rightarrow u\) strongly in \(L^{q}(\Omega,w; E^c)\). Hence, the embedding from \(W_0^{1,p}(\Omega,w;E^c)\) to \(L^q(\Omega,w;E^c)\) is compact for any \(0<q<p_{\alpha}^{*}\).

Next, it remains to prove 78 . We first prove the case \(p=1\). Combining with ?? and ?? we obtain \[\frac{\int_{\partial\Omega\setminus E}wd{\mathcal{H}}^{n-1}}{\left(\int_{\Omega}wdx\right)^{\frac{n+\alpha-1}{n+\alpha}}}\geq\frac{\int_{\partial B_1\cap\mathbb{R}^n_+}wd{\mathcal{H}}^{n-1}}{\left(\int_{B_1\cap\mathbb{R}^n_+}wdx\right)^{\frac{n+\alpha-1}{n+\alpha}}}=(n+\alpha)C_{n,w}^{\frac{1}{n+\alpha}},\] where \(C_{n,w}=\int_{B_1\cap\mathbb{R}^n_+}wdx\) is a constant depending on \(n\) and \(w\). Therefore, \[\left(\int_{\Omega}wdx\right)^{\frac{n+\alpha-1}{n+\alpha}}\leq \frac{1}{n+\alpha}C_{n,w}^{-\frac{1}{n+\alpha}}\int_{\partial\Omega\setminus E}wd{\mathcal{H}}^{n-1}.\] In particular, for any \(t>0\), let \(\{u>t\}=\{x\in\Omega: u(x)>t\}\) and let \(u=0\) on \(\partial\Omega\setminus E\). Then,

\[\label{e54630} \left(\int_{\{u>t\}}wdx\right)^{\frac{n+\alpha-1}{n+\alpha}}\leq \frac{1}{n+\alpha}C_{n,w}^{-\frac{1}{n+\alpha}}\int_{\{u=t\}\cap\Omega}wd{\mathcal{H}}^{n-1},\tag{79}\] where we used the fact that \(\partial\{u>t\}\setminus E=\left(\{u=t\}\cap\Omega\right)\cup\left(\{u>t\}\cap\partial\Omega\right)\) and noted that \(\{u>t\}\cap\partial\Omega=\emptyset\). Let \(\chi_{\Omega}\) be the characteristic function of \(\Omega\), we have \[u(x)=\int_{0}^{+\infty}\chi_{\{u>t\}}dt.\]

Applying the Minkowski integral inequality, together with 79 and the co-area formula, we have \[\label{e54631} \begin{align} \left(\int_{\Omega}w|u|^{\frac{n+\alpha}{n+\alpha-1}}dx\right)^{\frac{n+\alpha-1}{n+\alpha}} =&\left[\int_{\Omega}w\left(\int_0^{+\infty}\chi_{\{u>t\}}dt\right)^{\frac{n+\alpha}{n+\alpha-1}}dx\right]^{\frac{n+\alpha-1}{n+\alpha}}\\ \leq&\int_0^{+\infty}\left(\int_{\Omega}w\chi_{\{u>t\}}dx\right)^{\frac{n+\alpha-1}{n+\alpha}}dt\\ =&\int_0^{+\infty}\left(\int_{\{u>t\}}wdx\right)^{\frac{n+\alpha-1}{n+\alpha}}dt\\ \leq&\frac{1}{n+\alpha}C_{n,w}^{-\frac{1}{n+\alpha}}\int_{0}^{+\infty}\left(\int_{\{u=t\}\cap\Omega}wd{\mathcal{H}}^{n-1}\right)dt\\ =&\frac{1}{n+\alpha}C_{n,w}^{-\frac{1}{n+\alpha}}\int_{\Omega}w|\nabla u|dx. \end{align}\tag{80}\] Then Theorem 4 holds for \(p=1\). Now we only need to consider the case \(1<p<n+\alpha\). Let \(v=u^{\frac{(n+\alpha-1)p}{n+\alpha-p}}\), we have \[\label{e54632}\left(\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-1}{n+\alpha}} =\left(w|v|^{\frac{n+\alpha}{n+\alpha-1}}\right)^{\frac{n+\alpha-1}{n+\alpha}} \leq\frac{1}{n+\alpha}C_{n,w}^{-\frac{1}{n+\alpha}}\int_{\Omega}w|\nabla v|dx.\tag{81}\] Since \(|\nabla v|=\frac{(n+\alpha-1)p}{n+\alpha-p}|u|^{\frac{(n+\alpha)(p-1)}{n+\alpha-p}}|\nabla u|\), then by Hölder inequality, we obtain \[\label{e54633} \int_{\Omega}w|\nabla v|dx \leq C_1\left(\int_{\Omega}w|\nabla u|^p dx\right)^{\frac{1}{p}}\left(\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx\right)^{\frac{p-1}{p}}.\tag{82}\] Combining with 81 and 82 , we deduce that \[\left(\int_{\Omega}w|u|^{\frac{(n+\alpha)p}{n+\alpha-p}}dx\right)^{\frac{n+\alpha-p}{n+\alpha}}\leq C\int_{\Omega}w|\nabla u|^pdx,\] where \(C=\frac{1}{n+\alpha}C_1C_{n,w}^{-\frac{1}{n+\alpha}}\). ◻

Proof of Theorem 4. From 78 and the Hölder inequality, we have \[\label{e54635} \int_{\Omega}w|u|^pdx\leq\left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}\left(\int_{\Omega}wdx\right)^{1-\frac{p}{p_{\alpha}^{*}}} \leq CC_{n,w}^{\frac{p}{n+\alpha}} \int_{\Omega}w|\nabla u|^pdx,\tag{83}\] where \(C_{n,w}\) is a constant defined by 66 . Then, \[\label{e54625}A_k=\inf_{u\in W_0^{1,p}(\Omega,w; E^c)}\frac{\int_{\Omega}w|\nabla u|^p dx}{\|u\|_{L^{p_k}(\Omega,w)}^p}\quad \;for any\; p_k<p_{\alpha}^{*}\tag{84}\] is well-defined, where \(p_{\alpha}^{*}=\frac{(n+\alpha)p}{n+\alpha-p}\) is the weighted Sobolev critical exponent. We claim that \[A=\inf_{u\in W_0^{1,p}(\Omega,w; E^c)}\frac{\int_{\Omega}w|\nabla u|^{p}dx}{\left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\] is the best weighted Sobolev constant outside convex sets.

From the weighted embedding result Lemma 14 and standard variational arguments, \(A_k\) is achieved by a function \(u_p\in W_0^{1,p}(\Omega,w;E^c)\) that satisfies \[\label{e54626} \begin{cases} -{\rm div}\left(w|\nabla u|^{p-2}\nabla u\right)=\lambda_k w|u|^{p_{k}-2}u&in\;\Omega,\\ u=0&on\;\partial\Omega\cap E^c\\ \frac{\partial u}{\partial\nu}=0&on\;\partial\Omega\cap\partial E, \end{cases}\tag{85}\] where \(\lambda_k\) is the associated Lagrange multiplier. Therefore, ?? holds for \(u_p\). Applying Hölder’s inequality with conjugate exponents \(p'=\frac{p_{\alpha}^{*}}{p_k}\) and \(q'=\frac{p_{\alpha}^{*}}{p_{\alpha}^{*}-p_k}\), we obtain \[\left(\int_{\Omega}w|u_p|^{p_k}dx\right)^{\frac{p}{p_k}}\leq\left(\int_{\Omega}w|u_p|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}\left(\int_{\Omega}wdx\right)^{\frac{p}{p_k}-\frac{p}{p_{\alpha}^{*}}}.\] This leads to the following estimate: \[\label{e54628a}\begin{align} \lim_{k\rightarrow\infty}A_k=&\lim_{k\rightarrow\infty}\frac{\int_{\Omega}w|\nabla u_p|^{p}dx}{\left(\int_{\Omega}w|u_p|^{p_k}dx\right)^{\frac{p}{p_k}}}\\ \geq&\lim_{k\rightarrow\infty}\frac{\int_{\Omega}w|\nabla u_p|^{p}dx}{\left(\int_{\Omega}w|u_p|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\left(\int_{\Omega}wdx\right)^{\frac{p}{p_{\alpha}^{*}}-\frac{p}{p_k}}\\ =&\frac{\int_{\Omega}w|\nabla u_p|^{p}dx}{\left(\int_{\Omega}w|u_p|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}.\\ \end{align}\tag{86}\]

On the other hand, for any \(u\in W_0^{1,p}(\Omega,w;E^c)\), the definition of \(A_k\) implies that \[\lim_{k\rightarrow\infty}A_k\leq \lim_{k\rightarrow\infty}\frac{\int_{\Omega}w|\nabla u|^{p}dx}{\left(\int_{\Omega}w|u|^{p_k}dx\right)^{\frac{p}{p_k}}}=\frac{\int_{\Omega}w|\nabla u|^{p}dx}{\left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}.\] By the arbitrariness of \(u\), we conclude: \[\label{e54629}\lim_{k\rightarrow\infty}A_k\leq \inf_{u\in W_0^{1,p}(\Omega,w; E^c)}\frac{\int_{\Omega}w|\nabla u|^{p}dx}{\left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}.\tag{87}\] Combining with 86 and 87 , we obtain: \[\lim_{k\rightarrow\infty}A_k=A.\] Therefore, \[\label{e54638}A=\lim_{k\rightarrow\infty}A_k=\lim_{k\rightarrow\infty}\frac{\int_{\Omega}w|\nabla u_p|^{p}dx}{\left(\int_{\Omega}w|u_p|^{p_k}dx\right)^{\frac{p}{p_k}}} \geq\lim_{k\rightarrow\infty}\frac{\int_{B_1\cap\mathbb{R}^n_+}w|\nabla u_{p_{\alpha}^{*}}|^pdx}{\left(\int_{B_1\cap\mathbb{R}^n_+}w|u^{*}_p|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\geq C^{-1}(n,p,\alpha,w).\tag{88}\] On the other hand, for any fixed \(x_0\in\Omega\) and and sufficiently small \(\delta>0\), we have \(B_{2\delta}(x_0)\subset\Omega\). Without loss of generality, we assume that \(x_0=0\). Let \(u_{\varepsilon}(x)=\varepsilon^{-\frac{n+\alpha-p}{p}}U_{1,0}^{\alpha}(\frac{x}{\varepsilon})\), defined in \(\mathbb{R}^n\), where \(U_{1,0}^{\alpha}\) is the extremal function in the half-space given by ?? . Let \(0\leq\eta\leq1\) be a cut-off function such that \(\eta=1\) on \(B_{\delta}\) and \(\eta=0\) on \(\mathbb{R}^n\setminus B_{2\delta}\). Then, we have \[\begin{align} A=&\inf_{u\in W_0^{1,p}(\Omega,w; E^c)}\frac{\int_{\Omega}w|\nabla u|^{p}dx}{\left(\int_{\Omega}w|u|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\\ \leq& \frac{\int_{B_{2\delta}\cap\mathbb{R}^n_+}w|\nabla (\eta u_{\varepsilon})|^{p}dx}{\left(\int_{B_{2\delta}\cap\mathbb{R}^n_+}w|\eta u_{\varepsilon}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\\ \leq& \frac{\int_{B_{2\delta}\cap\mathbb{R}^n_+}w|\eta\nabla u_{\varepsilon}|^{p}dx}{\left(\int_{B_{2\delta}\cap\mathbb{R}^n_+}w|\eta u_{\varepsilon}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}+\frac{\int_{B_{2\delta}\cap\mathbb{R}^n_+}w| u_{\varepsilon}\nabla \eta|^{p}dx}{\left(\int_{B_{2\delta}\cap\mathbb{R}^n_+}w|\eta u_{\varepsilon}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\\ \leq& \frac{\int_{B_{2\delta}\cap\mathbb{R}^n_+}w|\nabla u_{\varepsilon}|^{p}dx}{\left(\int_{B_{\delta}\cap\mathbb{R}^n_+}w| u_{\varepsilon}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}+C\delta^{-p}\frac{\int_{B_{2\delta}\cap\mathbb{R}^n_+}w| u_{\varepsilon}|^{p}dx}{\left(\int_{B_{\delta}\cap\mathbb{R}^n_+}w|\eta u_{\varepsilon}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}\\ =& \frac{\int_{B_{2\delta/\varepsilon}\cap\mathbb{R}^n_+}w|\nabla U_{1,0}^{\alpha}|^{p}dx}{\left(\int_{B_{\delta/\varepsilon}\cap\mathbb{R}^n_+}w| U_{1,0}^{\alpha}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}+C\left(\frac{\varepsilon}{\delta}\right)^p\frac{\int_{B_{2\delta/\varepsilon}\cap\mathbb{R}^n_+}w| U_{1,0}^{\alpha}|^{p}dx}{\left(\int_{B_{\delta/\varepsilon}\cap\mathbb{R}^n_+}w| U_{1,0}^{\alpha}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}.\\ \end{align}\] Taking the limit as \(\varepsilon\rightarrow0\) on both sides, we obtain \[\label{e54639}A\leq \frac{\int_{\mathbb{R}^n_+}w|\nabla U_{1,0}^{\alpha}|^{p}dx}{\left(\int_{\mathbb{R}^n_+}w|U_{1,0}^{\alpha}|^{p_{\alpha}^{*}}dx\right)^{\frac{p}{p_{\alpha}^{*}}}}=C^{-1}(n,p,\alpha,w).\tag{89}\] Combining with 88 and 89 , we conclude that \(A=C^{-1}(n,p,\alpha,w)\), which is the sharp constant of the weighted capillary Sobolev inequality outside convex sets. ◻

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  1. The first author was partly supported by the National Key Research and Development Program (No. 2022YFA1006900) and National Natural Science Foundation of China (No. 12271027).↩︎