\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small {\em Electronic Journal of Differential Equations}, Vol. 2006(2006), No. 46, pp. 1--30.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu (login: ftp)} \thanks{\copyright 2006 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2006/46\hfil Anisotropic nonlinear elliptic systems] {Anisotropic nonlinear elliptic systems \\ with measure data and anisotropic \\ harmonic maps into spheres} \author[M. Bendahmane, K. H. Karlsen\hfil EJDE-2006/46\hfilneg] {Mostafa Bendahmane, Kenneth H. Karlsen} % in alphabetical order \address{Mostafa Bendahmane \newline Centre of Mathematics for Applications, University of Oslo\newline P.O. Box 1053, Blindern, N--0316 Oslo, Norway} \email{mostafab@math.uio.no} \address{Kenneth Hvistendahl Karlsen \newline Centre of Mathematics for Applications, University of Oslo\newline P.O. Box 1053, Blindern, N--0316 Oslo, Norway} \email{kennethk@math.uio.no} \urladdr{http://www.math.uio.no/$\sim$kennethk/} \date{} \thanks{Submitted February 7, 2005. Published April 6, 2006.} \subjclass[2000]{35A05, 35J70, 58E20} \keywords{Elliptic system; anisotropic; nonlinear; measure data; \hfill\break\indent weak solution; existence; harmonic map} \begin{abstract} We prove existence results for distributional solutions of anisotropic nonlinear elliptic systems with a measure valued right-hand side. The functional setting involves anisotropic Sobolev spaces as well as weak Lebesgue (Marcinkiewicz) spaces. In a special case we also prove maximal regularity and uniqueness results. Some of the obtained results are applied, along with an anisotropic variant of the div-curl lemma in the Hardy one space, to prove that the space of anisotropic harmonic maps into spheres is compact in the weak topology of the relevant anisotropic Sobolev space. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{thm}{Theorem}[section] \newtheorem{lem}[thm]{Lemma} \newtheorem{defi}{Definition}[section] \newtheorem{rem}{Remark} \allowdisplaybreaks \newcommand{\norm}[1]{\big\|#1\big\|} \newcommand{\abs}[1]{\big|#1\big|} \newcommand{\Set}[1]{\{#1\}} \section{Introduction} \label{intro} Let $\Omega$ be a bounded open set in $\mathbb{R}^N$ ($N\ge 2$) with Lipchitz boundary $\partial \Omega$. Our aim is to prove the existence of at least one distributional solution $u=(u_1,\dots,u_m)^\top$ ($m\ge 1$) to the anisotropic nonlinear elliptic system \begin{equation} \label{E1_tmp} \begin{aligned} -\sum_{l=1}^N \frac{\partial}{\partial x_l} \sigma_l\big(x,\frac{\partial u}{\partial x_l} \big) &=\mu,\quad \text{in $\Omega$},\\ u & =0,\quad \text{on $ \partial \Omega$}, \end{aligned} \end{equation} where the right-hand side $\mu=(\mu_1,\dots,\mu_m)^\top$ is a given vector-valued Radon measure on $\Omega$ of finite mass. We assume that the vector fields $\sigma_l:\Omega\times \mathbb{R}^m\to \mathbb{R}^m$, $l=1,\dots,N$, satisfy the following conditions concerning continuity, coercivity, growth, and strict monotonicity: \begin{equation} \label{estimation:prob:1} \begin{split} &\text{$\sigma_l(x,\xi)$ is measurable in $x\in \Omega$ for every $\xi\in \mathbb{R}^m$ and} \\ &\text{$\sigma_l(x,\xi)$ is continuous in $\xi\in\mathbb{R}^m$ for a.e.~$x\in\Omega$}; \\ &\sigma_l(x,\xi)\cdot \xi\ge c_1\abs{\xi}^{p_l}-c_2, \quad \forall (x,\xi)\in \Omega\times\mathbb{R}^m; \\ &\abs{\sigma_l(x,\xi)}\le c_1'\left|\xi \right|^{p_l-1}+c_2', \quad \forall (x,\xi)\in \Omega\times\mathbb{R}^m; \end{split} \end{equation} and for all $x\in \Omega$, and all $\xi,\xi'\in \mathbb{R}^m$, \begin{equation}\label{monotonicity:1} \left(\sigma_l(x,\xi)-\sigma_l(x,\xi')\right)\cdot \left(\xi-\xi'\right)\ge \begin{cases} c_3\abs{\xi-\xi'}^{p_l}, & \text{if $p_l\ge 2$},\\ c_4 \frac{\abs{\xi-\xi'}^{2}}{\left(\abs{\xi} +\abs{\xi'}\right)^{2-p_l}}, &\text{if $11$ satisfy \begin{equation} \label{ass:pl_ellip_ass} \frac{\overline{p}(N-1)}{N(\overline{p}-1)}1$. Equipped with this convergence we pass to the limit in the strong $L^1$ sense in the nonlinear vector fields $\sigma_l (x,\frac{\partial u_\varepsilon}{\partial x_l})$, and finally conclude that the approximate solutions $u_\varepsilon$ converge to a solution of \eqref{E1_tmp}. Our existence result and the method of proof rely heavily on previous work by Dolzmann, Hungerb\"uhler, and M\"uller \cite{Dolz-Hung-Mull} (see also \cite{Dolz-Hung-Mull:1,Dolz-Hung-Mull:2,Fuchs-Reuling:95,Zhou:00,DalMaso-Murat:98}) dealing with the isotropic $p$-harmonic system \begin{equation} \label{p-harmonic} -\mathop{\rm div} \big(\abs{D u}^{p-2} Du \big)=\mu. \end{equation} Under the assumption $2-\frac{1}{N}1$ satisfies \begin{equation} \label{ass:pl_har_ass} \overline{p}p_{\rm max}. \end{equation} The important condition is the last one, which requires that the anisotropy is not too much spread out. The proof relies on some compactness arguments used for \eqref{E1_tmp} and the important fact that the right-hand side of \eqref{E1_map} belongs to the local Hardy one space $\mathcal{H}^1_{{\rm loc}}(\Omega)$. To deduce this compensated integrability property we rely on an anisotropic variant of the Hardy space version of the div-curl lemma due to Coifman, Lions, Meyer, and Semmes \cite{CLMS:93}, which we prove under assumption \eqref{ass:pl_har_ass}. The remaining part of this paper is organized as follows: Section \ref{sec:prelim} is devoted to mathematical preliminaries, including, among other things, a brief discussion of anisotropic Sobolev and weak Lebesgue spaces. We also prove a weak Lebesgue space estimate that will be used later to obtain a priori estimates for our approximate solutions. The main existence result is stated and proved in Section \ref{sec:results}. In Sections \ref{nonlinear:case} and \ref{sec:newstruct} we discuss some extensions. In Section \ref{uniq-results} we prove maximal regularity and uniqueness results for \eqref{E1_tmp} when $p_l=N$ for all $l$. Finally, in Section \ref{sec:harmonic} we study compactness properties of anisotropic harmonic maps into spheres. \section{Mathematical preliminaries} \label{sec:prelim} In this section real-valued functions on $\Omega$ are denoted by $g=g(x)$. Let $1\le p_1,\dots,p_N <\infty$ be $N$ real numbers. Denote by $\overline{p}$ the harmonic mean of these numbers, i.e., $\frac{1}{\overline{p}}=\frac{1}{N}\sum_{l=1}^N \frac{1}{p_l}$, and set $p_{\rm max}=\max(p_1,\dots,p_N)$, $p_{\rm min}=\min(p_1,\dots,p_N)$. We always have $p_{\rm min}\le \overline{p}\le Np_{\rm min}$. The Sobolev conjugate of $\overline{p}$ is denoted by $\overline{p}^\star$, i.e., $\overline{p}^\star=\frac{N\overline{p}}{N-\overline{p}}$. \subsection{Anisotropic Sobolev spaces} Anisotropic Sobolev spaces were introduced and studied by Nikol'ski\u{\i} \cite{Nik:58}, Slobodecki\u{\i} \cite{Slob:58}, Troisi \cite{Troisi}, and later by Trudinger \cite{Trud:74} in the framework of Orlicz spaces. Herein we need the anisotropic Sobolev space $$ W^{1,(p_1,\dots,p_N)}_0(\Omega)=\big\{g \in W^{1,1}_0(\Omega)\,:\, \frac{\partial g}{\partial x_l}\in L^{p_l}(\Omega), \, l=1,\dots,N\big\}. $$ This is a Banach space under the norm $$ \norm{g}_{W^{1,(p_1,\dots,p_N)}_0({\Omega})} = \norm{g}_{L^1(\Omega)}+ \sum_{l=1}^N \norm{\frac{\partial g}{\partial x_l}}_{L^{p_l}(\Omega)}. $$ We use standard notation for the vector- and matrix-valued versions of the space/ norm introduced above. For example, the $\mathbb{R}^m$-valued version of $W^{1,(p_1,\dots,p_N)}_0(\Omega)$ is denoted by $W^{1,(p_1,\dots,p_N)}_0(\Omega;\mathbb{R}^m)$. We need the anisotropic Sobolev embedding theorem. \begin{thm}[Troisi \cite{Troisi}] \label{thm:trois} Suppose $g\in W^{1,(p_1,\dots,p_N)}_0(\Omega)$, and let $$ \begin{cases} q=\overline{p}^\star, & \text{if $\overline{p}^\star\gamma\right\}}, \quad \gamma\ge 0, $$ satisfies an estimate of the form $$ \lambda_g (\gamma) \leq C \gamma^{-q}, \quad \text{for some finite constant $C$.} $$ The space $\mathcal{M}^q(\Omega)$ is a Banach space under the norm $$ \norm{g}^*_{\mathcal{M}^q(\Omega)}= \sup_{t>0}\, t^{1/q} \Big(\frac{1}{t}\int_0^t g^*(s)\,ds\Big), $$ where $g^*$ denotes the nonincreasing rearrangement of $f$: $$ g^*(t)=\inf\{\gamma>0\,:\, \lambda_g(\gamma)\le t\}. $$ We will in what follows use the pseudo norm $$ \norm{g}_{\mathcal{M}^q(\Omega)} =\inf\{C \,:\, \lambda_g(\gamma)\le C\gamma^{-q},\, \forall \gamma>0\}, $$ which is equivalent to the norm $\norm{g}^*_{\mathcal{M}^q(\Omega)}$. It is clear that $L^{q}(\Omega ) \subset \mathcal{M}^{q}(\Omega )$, and this inclusion is strict as the function $g(x)=|x|^{-N/q}$ belongs to $\mathcal{M}^q(\Omega)$ but not $L^q(\Omega)$. A useful property of weak Lebesgue spaces is the following version of H\"older's inequality: Let $E\subset \Omega$, $g\in \mathcal{M}^q(\Omega)$, $r0. \label{ass:Lpl_der_est_I:or} \end{equation} Then there exists a constant $C$, depending on $c$, such that \begin{equation*} \norm{g}_{\mathcal{M}^{\frac{N(\overline{p}-1)}{N-\overline{p}}}(\Omega)}\leq C. \end{equation*} \end{lem} \begin{proof} For any $\gamma>0$, the standard scalar truncation function $T_\gamma$ on $[0,\infty)$ (at height $\gamma$) is defined as $$ T_{\gamma}(r):= \begin{cases} r, &\text{if $ r\leq \gamma$},\\ \gamma, &\text{if $r> \gamma$.} \end{cases} $$ Then, by \eqref{ass:Lpl_der_est_I:or}, for $\gamma\ge 1$ $$ \int_{\Omega} \abs{\frac{\partial T_{\gamma}(g)}{\partial x_l}}^{p_l}\,dx = \int_{\{g\le \gamma\}} \abs{\frac{\partial g}{\partial x_l}}^{p_l}\,dx \le C\gamma,\quad l=1,\dots,N, $$ so that the anisotropic Sobolev inequality \eqref{trois} gives \begin{align*} \int_{\Omega} \abs{T_{\gamma}(g)}^{\overline{p}^\star}\,dx &\leq C_1 \Big[\prod_{l=1}^N\Big(\int_{\Omega} \abs{\frac{\partial T_{\gamma}(g)}{\partial x_l}}^{p_l} \,dx\Big)^{\frac{1}{p_lN}}\Big]^{\overline{p}^\star} \\ &\leq C_{2} \Big[\prod_{l=1}^N \gamma^{\frac{1}{p_l N}}\Big]^{\overline{p}^\star} = C_2\gamma^{\frac{\overline{p}^\star}{\overline{p}}}. \end{align*} Hence, for $\gamma\ge 1$, \begin{equation*} \begin{split} \lambda_{g}(\gamma)\le \gamma^{-\overline{p}^\star}\int_{\Omega}\abs{T_{\gamma}(g)}^{\overline{p}^\star}\,dx \le C_2 \gamma^{-\overline{p}^\star+\frac{\overline{p}^\star}{\overline{p}}} = C_2 \gamma^{-\frac{N(\overline{p}-1)}{N-\overline{p}}}. \end{split} \end{equation*} For $\gamma<1$, we have trivially that $\lambda_{g}(\gamma)\le |\Omega|\le |\Omega| \gamma^{-\frac{N(\overline{p}-1)}{N-\overline{p}}}$. This shows that $g\in \mathcal{M}^{\frac{N(\overline{p}-1)}{N-\overline{p}}}(\Omega)$. \end{proof} \subsection{Truncation function} For any $\gamma>0$, define the spherial (radially symmetric) truncation function $T_{\gamma}:\mathbb{R}^m \rightarrow \mathbb{R}^m $ by \begin{equation} \label{definition:trancation1} T_{\gamma}(r):= \begin{cases} r, &\text{if $|r|\leq \gamma$},\\ \frac{r}{|r|}\gamma, &\text{if $|r|> \gamma$}. \end{cases} \end{equation} This function will be used repeatedly to derive a priori estimates for our approximate solutions. Observe that \begin{equation*} DT_{\gamma}(r)= \begin{cases} I, &\text{if $ |r| < \gamma$,}\\ \frac{\gamma}{|r|}\big(I-\frac{r \otimes r}{|r|^2}\big), &\text{if $|r| >\gamma$}. \end{cases} \end{equation*} In particular, \eqref{estimation:prob:5} implies for all $\xi,r\in \mathbb{R}^m$ the crucial property \begin{equation} \label{eq:trunc_prop} \sigma_l(x,\xi)\cdot DT_{\gamma}(r)\xi \ge \sigma_l(x,\xi)\cdot \xi\, \chi_{|r|< \gamma}, \quad l=1,\dots,N. \end{equation} We refer to Landes \cite{Landes:test} for a discussion of $T_\gamma$ and other test functions for elliptic systems, which indeed is a delicate issue. \section{Existence of a solution} \label{sec:results} \subsection{Statement of main theorem} \begin{defi} \label{definition1} \rm A distributional solution of \eqref{E1_tmp} is a vector-valued function $u:\Omega\to \mathbb{R}^m$ satisfying \begin{equation} \label{eq:weakreg} u\in W^{1,1}_0(\Omega;\mathbb{R}^m), \quad \sigma_l\big(x,\frac{\partial u}{\partial x_l} \big)\in L^1(\Omega;\mathbb{R}^m), \quad l=1,\dots,N, \end{equation} and for all $\varphi \in C^\infty_c(\Omega;\mathbb{R}^m)$, \begin{align*} \int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u}{\partial x_l} \big)\cdot \frac{\partial \varphi}{\partial x_l}\,dx =\int_{\Omega}\varphi\, d\mu. \end{align*} \end{defi} \begin{thm}\label{thm:theo1} Suppose \eqref{estimation:prob:1}-\eqref{estimation:prob:5} hold. Let $\mu=(\mu_1,\dots,\mu_m)^\top$ be a Radon measure on $\Omega$ of finite mass. Then there exists at least one distributional solution $u=(u_1,\dots,u_m)^\top$ of \eqref{E1_tmp}. Moreover, \begin{equation} \label{eq:weak_est} u\in \mathcal{M}^{q^\star}(\Omega;\mathbb{R}^m),\quad \frac{\partial u}{\partial x_l} \in \mathcal{M}^{p_lq/\overline{p}}(\Omega;\mathbb{R}^m), \quad l=1,\dots,N, \end{equation} where the exponents $q$ and $q^\star$ are defined in \eqref{eq:def:q-qs}. \end{thm} This theorem will be an immediate consequence of the results proved in the subsections that follow. \begin{rem} \label{rem:discussion} \rm The fact that $\overline{p}>2-\frac{1}{N}$ (which is a consequence of the lower bound in \eqref{ass:pl_ellip_ass}) yields $\overline{p}>\frac{2N}{N+1}>1$ (since $N\ge 2$). This in turn implies $\frac{\overline{p}(N-1)}{N(\overline{p}-1)} <\frac{\overline{p}(N-1)}{N-\overline{p}}$ and also $q^\star>1$. Moreover, the lower bound in \eqref{ass:pl_ellip_ass} is equivalent to $p_lq/\overline{p}>1$ for all $l$. The upper bound in \eqref{ass:pl_ellip_ass} is equivalent to $p_lq/\overline{p}>p_l-1$ for all $l$, which is needed for proving strong convergence of the nonlinear vector fields $\sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big)$, $l=1,\dots,N$. The upper bound is also equivalent to having $q^\star>p_lq/\overline{p}$ for all $l$. We do not know if the upper condition in \eqref{ass:pl_ellip_ass} is optimal for having existence of a solution to \eqref{E1_tmp}, but note that it is equivalent to having \begin{equation} \label{eq:ops_cond} \overline{p}^\star > p_{\rm max} + \frac{\overline{p}}{N-\overline{p}}, \quad p_{\rm max}=\max(p_1,\dots,p_N). \end{equation} Roughly speaking, this condition requires that the anisotropy $(p_1,\dots,p_N)$ is not too much spread out. The case $\overline{p}^\star0. \label{ass:Lpl_der_est_I} \end{equation} \end{lem} \begin{proof} Inserting $\varphi=T_\gamma(u_\varepsilon)$ into \eqref{E1_approx:weak} gives \begin{equation*} \begin{split} & \int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l} \big) \cdot DT_\gamma(u_\varepsilon)\frac{\partial u_\varepsilon}{\partial x_l} \,dx =\int_{\Omega} f_\varepsilon\cdot T_\gamma(u_\varepsilon)\,dx. \end{split} \end{equation*} Using \eqref{eq:trunc_prop} and the coercivity condition in \eqref{estimation:prob:1}, we obtain \eqref{ass:Lpl_der_est_I}. \end{proof} \begin{lem} \label{lem:weak-apriori} There exists a constant $C$, not depending on $\varepsilon$, such that \begin{equation} \label{eq:weak_estI} \norm{u_\varepsilon}_{\mathcal{M}^{q^\star}(\Omega;\mathbb{R}^m)}\le C \end{equation} and \begin{equation} \label{eq:weak_estII} \norm{\frac{\partial u_\varepsilon}{\partial x_l}}_{\mathcal{M}^{p_lq/\overline{p}} (\Omega;\mathbb{R}^m)}\leq C, \quad l=1,\dots,N. \end{equation} where the exponents $q$ and $q^\star$ are defined in \eqref{eq:def:q-qs}. \end{lem} \begin{proof} Let $ a=\frac{N(\overline{p}-1)}{N-\overline{p}}$. By Lemma \ref{lem:main_est} and $\abs{\frac{\partial}{\partial x_l}|u_\varepsilon|} \le\abs{\frac{\partial}{\partial x_l} u_\varepsilon}$, $$ \sum_{l=1}^N \int_{\{|u_\varepsilon|\le \gamma\}} \abs{\frac{\partial |u_\varepsilon|}{\partial x_l}}^{p_l} \,dx \leq c(\gamma+1). $$ Applying Lemma \ref{lempoint1} to $|u_\varepsilon|$ gives $\norm{\,|u_\varepsilon|\,}_{\mathcal{M}^{a}(\Omega)}\le C$, which also proves \eqref{eq:weak_estI}. By \eqref{ass:Lpl_der_est_I} and \eqref{eq:weak_estI}, we have for any $\alpha,\gamma\ge 1$ \begin{align*} \lambda_{\abs{\frac{\partial u_\varepsilon}{\partial x_l}}}(\alpha) &\le \abs{\{ x\in \Omega: \abs{\frac{\partial u_\varepsilon}{\partial x_l}}>\alpha,\, |u_\varepsilon|\leq \gamma\}} \\ & \quad + \abs{\{ x\in \Omega: \abs{\frac{\partial u_\varepsilon}{\partial x_l}}>\alpha,\, |u_\varepsilon|> \gamma\}} \\ &\leq \frac{1}{\alpha^{p_l}}\int_{\{|u_\varepsilon|\le \gamma\}} \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l}\,dx + \lambda_{|u_\varepsilon|}(\gamma) \\ & \le C\big( \frac{\gamma}{\alpha^{p_l}}+\gamma^{-a}\big). \end{align*} Optimizing with respect to $\gamma$ gives $\gamma=\frac{1}{a}\alpha^{\frac{p_l}{a+1}}$, which in turn yields the bound $\lambda_{\abs{\frac{\partial u_\varepsilon}{\partial x_l}}}(\alpha) \le C\alpha^{-\frac{a p_l}{a+1}}$. With the choice $a=q^\star$, see \eqref{eq:def:q-qs}, $$ \lambda_{\abs{\frac{\partial u_\varepsilon}{\partial x_l}}}(\alpha)\le C\alpha^{-\frac{p_l}{\overline{p}}\frac{N(\overline{p}-1)}{N-1}}, \quad \alpha\ge 1. $$ For $\alpha<1$, $\lambda_{\abs{\frac{\partial u_\varepsilon}{\partial x_l}}}(\alpha) \le |\Omega|\le |\Omega| \alpha^{-\frac{p_l}{\overline{p}}\frac{N(\overline{p}-1)}{N-1}}$. This proves \eqref{eq:weak_estII}. \end{proof} \subsection{Strong $L^1$ convergence of nonlinear vector fields} \label{strong} In view of Lemma \ref{lem:weak-apriori}, $u_\varepsilon$ is uniformly bounded in $L^{s_0}(\Omega;\mathbb{R}^m)$ for some $s_0p_lq/\overline{p}$ for all $l$, and $\frac{\partial u_\varepsilon}{\partial x_l}$ is uniformly bounded in $L^{s_l}(\Omega;\mathbb{R}^m)$ for some $s_l>1$ with $p_l-1< s_l 0$, $\alpha'\ge 0$, and $\alpha'(t)t\le \alpha(t)$ for all $t\ge 0$ (see \cite{Dolz-Hung-Mull:1} for an explicit example of such a function). Then define the function $\psi:\mathbb{R}^m\to \mathbb{R}^m$ by $$ \psi(r)=\frac{r}{|r|}\alpha(|r|), $$ and note that $\psi(r)=r$ when $|r|\le \delta$. We also need two scalar functions $\eta$, $\phi$ of the following type: \begin{gather*} \eta \in C_c^\infty(\mathbb{R}^m), \quad 0\le \eta \le 1, \quad \text{$\mathrm{supp}(\eta)\subset [0,\delta)$},\\ \phi \in C_c^\infty(\mathbb{R}^n), \quad 0\le \phi \le 1, \quad \int \phi\,dx=1. \end{gather*} In what follows, let us fix any one of the directions $l=1,\dots,N$. Denoting by $v$ a comparison function in $C^1(\Omega;\mathbb{R}^m)$ (to be chosen later), we proceed by using the triangle and H\"older inequalities: \begin{equation*} \begin{split} & \int_{\Omega}\sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial u}{\partial x_l}}\eta(u_\varepsilon-v)\phi\,dx \\& \le \int_{\Omega}\sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}}\eta(u_\varepsilon-v)\phi\,dx + \int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial v}{\partial x_l}-\frac{\partial u}{\partial x_l}}\eta(u_\varepsilon-v)\phi\,dx \\ &\le\sum_{l=1}^N \Big(\int_{\Omega} \abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}}^{p_l} \eta(u_\varepsilon-v)\phi\,dx\Big)^{\frac{1}{p_l}}\Big( \int_\Omega \eta(u_\varepsilon-v)\phi \,dx \Big)^{\frac{p_l-1}{p_l}}\\ &\quad +\int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial v}{\partial x_l}-\frac{\partial u}{\partial x_l}}\eta(u_\varepsilon-v)\phi\,dx. \end{split} \end{equation*} Equipped with this and \eqref{limit:passing1}, using in particular that $u_\varepsilon \to u$ a.e.~and the fact that $\eta$, $\psi$, $D\psi$ are continuous and bounded functions, we deduce \begin{equation} \label{strong:7} \begin{split} &\int_{\Omega} \sum_{l=1}^N h_l(x) \eta(u-v)\phi\,dx \\ &\le \sum_{l=1}^N L^{\frac{1}{p_l}}_l \Big(\int_\Omega \eta(u-v)\phi\,dx\Big)^{\frac{p_l-1}{p_l}} +\int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial v}{\partial x_l}-\frac{\partial u}{\partial x_l}} \eta(u-v)\phi\,dx, \end{split} \end{equation} where $$ L_l=L_l(\eta,\phi,\psi):=\underset{\varepsilon\to 0}{\operatorname{lim\, sup}} \int_{\Omega} \abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}}^{p_l}\eta(u_\varepsilon-v)\phi\,dx. $$ We must analyze $L_l$, and start with the case $p_l\ge 2$. By \eqref{monotonicity:1}, \begin{equation} \label{strong:2} \begin{split} &\int_{\Omega} c_3\abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}}^{p_l}\eta(u_\varepsilon-v)\phi\,dx \\ & \le \int_{\Omega} \sum_{l=1}^N \Big(\sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big)- \sigma_l\big(x,\frac{\partial v}{\partial x_l}\big)\Big)\cdot\Big(\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}\Big) \eta(u_\varepsilon-v)\phi\,dx\\ &=\int_{\Omega} \sum_{l=1}^N \Big(\sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big)- \sigma_l\big(x,\frac{\partial v}{\partial x_l}\big)\Big) \cdot \frac{\partial \psi(u_\varepsilon-v) }{\partial x_l} \eta(u_\varepsilon-v)\phi\,dx\\ &= \int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big) \cdot \frac{\partial\psi(u_\varepsilon-v)}{\partial x_l}\phi\,dx\\ &\quad - \int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big) \cdot \frac{\partial\psi(u_\varepsilon-v)}{\partial x_l} (1-\eta(u_\varepsilon-v))\phi\,dx\\ & \quad - \int_{\Omega} \sum_{l=1}^N \sigma_l\Big(x,\frac{\partial v}{\partial x_l}\big) \cdot \big(\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}\Big)\eta(u_\varepsilon-v)\phi\,dx\\ &=: E_1+E_2+E_3, \end{split} \end{equation} In the case $p_l<2$, we employ \eqref{monotonicity:1} instead as follows: \begin{equation} \label{strong:2:case:2} \begin{split} &\int_{\Omega}\abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}}^{p_l}\eta(u_\varepsilon-v)\phi\,dx \\ & \le \bigg(\int_{\Omega} \frac{\abs{\frac{\partial u_\varepsilon}{\partial x_l}-\frac{\partial v}{\partial x_l}}^{2}} {\Big(\abs{\frac{\partial u_\varepsilon}{\partial x_l}}+\abs{\frac{\partial v}{\partial x_l}}\Big)^{2-p_l}} \eta(u_\varepsilon-v)\phi\,dx\bigg)^{\frac{p_l}{2}} \\ & \quad\times \Big(\int_\Omega \Big(\abs{\frac{\partial u_\varepsilon}{\partial x_l}}+\abs{\frac{\partial v}{\partial x_l}}\Big)^{p_l} \eta(u_\varepsilon-v)\phi \,dx \Big)^{\frac{2-p_l}{2}} \\ & \le c_4^{-p_l/2} \left(E_1+E_2+E_3\right)^{\frac{p_l}{2}}\left(\int_\Omega \Big(\abs{\frac{\partial u_\varepsilon}{\partial x_l}}+\abs{\frac{\partial v}{\partial x_l}}\Big)^{p_l} \eta(u_\varepsilon-v)\phi \,dx \right)^{\frac{2-p_l}{2}}. \end{split} \end{equation} Thanks to \eqref{E1_tmp}, $$ E_1=\int_\Omega f_\varepsilon \cdot \psi(u_\varepsilon-v)\phi \,dx- \int_{\Omega}\sum_{l=1}^N \sigma_l\Bigl(x,\frac{\partial u_\varepsilon}{\partial x_l}\Bigl) \cdot \psi(u_\varepsilon-v) \frac{\partial \phi}{\partial x_l}\,dx. $$ Since \begin{equation*} D \psi(r)=\alpha'(|r|)\frac{r\otimes r}{|r|^2} +\frac{\alpha(|r|)}{|r|} \big(I-\frac{r\otimes r}{|r|^2}\big), \end{equation*} there holds \begin{equation*} \sigma_l(x,\xi)\cdot D \psi(r)\xi\ge 0, \quad \forall \xi,r\in \mathbb{R}^m. \end{equation*} This follows from \eqref{estimation:prob:5}, since \begin{align*} \sigma_l(x,\xi)\cdot D \psi(r)\xi = \frac{\alpha{\abs{r}}}{\abs{r}}\, \sigma_l(x,\xi)\cdot \Big(I- \Big[\big(1-\frac{\alpha'(\abs{r})\abs{r}}{\alpha(\abs{r})}\big) \, \frac{r\otimes r}{\abs{r}^2}\Big]\Big)\xi, \end{align*} where the term inside the square brackets can be written as $a\otimes a$ for some $a\in \mathbb{R}^m$ with $\abs{a}\le 1$ (recall that $\alpha'(t) t\le \alpha(t)$). Hence \begin{equation} \label{strong:5} E_2\le \int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big)\cdot D\psi(u_\varepsilon-v)\frac{\partial v}{\partial x_l} (1-\eta(u_\varepsilon-v))\phi\,dx. \end{equation} Since $u_\varepsilon \to u$ a.e.~and $\eta$, $\psi$, $D\psi$ are continuous and bounded functions, we deduce from \eqref{strong:2} that \begin{equation} \label{strong:6} \begin{split} L_l&\le \sup|\psi|\int_\Omega \phi\, d\mu -\int_{\Omega} \sum_{l=1}^N \beta_l\cdot \psi(u-v)\frac{\partial\phi}{\partial x_l}\,dx\\ &\quad +\int_{\Omega} \sum_{l=1}^N {\beta}_l\cdot D\psi(u-v)\frac{\partial v}{\partial x_l}\left(1-\eta(u-v)\right)\phi\,dx\\ &\quad -\int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial v}{\partial x_l}\big)\cdot \big(\frac{\partial u}{\partial x_l}-\frac{\partial v}{\partial x_l} \big) \eta(u-v)\phi\,dx. \end{split} \end{equation} At this stage we specify the functions $v$, $\eta$, $\psi$, $\phi$. Fix any point $x=a\in \Omega$ that is simultaneously a Lebesgue point of $\frac{\partial u}{\partial x_l},h_l,\beta_l$, $l=1,\dots,N$, and the measure $\mu$. Choose $v$ as the first order Taylor polynomial of $u$ around $x=a$: $$ v(x)=u(a)+Du(a)(x-a), $$ and replace $\phi, \eta,\psi$ in the above calculations by the following functions: \begin{gather*} \eta_\rho(r)=\tilde{\eta}\big(\frac{r}{\rho}\big), \quad \tilde{\eta}\in C_c^\infty(B(0,1)), \quad \tilde{\eta}|_{B(0,\frac{1}{2})}\equiv 1,\\ \phi_\rho(x) =\frac{1}{\rho^n}\tilde{\phi}\big(\frac{x-a}{\rho} \big), \quad \tilde{\phi}\in C_c^\infty(B(0,1)), \quad \int \tilde{\phi}=1, \end{gather*} and $\psi_{\rho}(r)=\rho\psi\big(\frac{r}{\rho}\big)$. % Denote by $L_l(\rho)$ the corresponding $L_l$, that is, $L_l(\rho):=L_l(\eta_\rho,\phi_\rho,\psi_\rho)$. We deduce $\limsup_{\rho\to 0} L_l(\rho)=0$, since as $\rho \to 0$, \begin{gather*} \frac{1}{\abs{B(a,\rho)}} \int_{B(a,\rho)}\abs{\frac{u-v}{\rho}}\,dx \to 0, \\ \frac{1}{\abs{B(a,\rho)}} \int_{B(a,\rho)}\sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}-\frac{\partial v}{\partial x_l}}\,dx\to 0, \\ \frac{1}{\abs{B(a,\rho)}} \int_{B(a,\rho)}\sum_{l=1}^N \abs{\beta_l(x)-\beta_l(a)}\,dx\to 0, \end{gather*} where the second and third terms in \eqref{strong:6} tend to zero as we have $$ \psi_\rho(u-v)\frac{\partial\phi}{\partial x_l} =\mathcal{O}\big(\frac{u-v}{\rho}\big), \quad 1- \eta_\rho(u-v)= \mathcal{O}\big(\frac{u-v}{\rho}\big). $$ The first term tends to zero since $$ \limsup_{\rho \to 0} \mu(B(a,\rho))/\rho^n <\infty, $$ and thus $\sup|\psi_\rho|\int_\Omega \phi_\rho\, d\mu \le C\rho \mu(B(a,\rho))/\rho^n$. In the case $p_l<2$, we also use that the term $(\cdots)^{\frac{2-p_l}{2}}$ in \eqref{strong:2:case:2} stays finite in the above localization procedure (since $N\ge 2$). Since $$ \frac{1}{\abs{B(a,\rho)}} \int_{B(a,\rho)}\sum_{l=1}^N \abs{h_l(x)-h_l(a)}\,dx\to 0 \quad \text{as $\rho\to 0$}, $$ it follows, via \eqref{strong:7}, that $h(a)=0$. This completes the proof of \eqref{eq:hl_null}, and hence the lemma. \end{proof} \section{An extension} \label{nonlinear:case} In this section we show that the results obtained for \eqref{E1_tmp} can be extended to more general anisotropic elliptic systems of the form \begin{equation} \label{E1_tmp:bis} \begin{aligned} -\sum_{l=1}^N \frac{\partial}{\partial x_l} \sigma_l\big(x,\frac{\partial u}{\partial x_l} \big) +g(x,u) &=\mu,\quad \text{in $\Omega$},\\ \quad u & =0,\quad \text{in $ \partial \Omega$}, \end{aligned} \end{equation} where the vector fields $\sigma_1,\dots,\sigma_N$ are as before. We assume that the nonlinearity $g(x,r):\Omega\times\mathbb{R}^m\to \mathbb{R}^m$ is measurable in $x\in\Omega$ for all $r\in\mathbb{R}^m$, continuous in $r$ for a.e.~$x\in\Omega$, and satisfies the following conditions: \begin{gather} g(x,r)\cdot (r-r')\ge 0, \quad \text{ $\forall r,r' \in \mathbb{R}^m$ with $|r'|\le |r|$}, \label{estimate:nonlinear:1}\\ \sup\left\{\abs{g(x,r)}: \abs{r}\leq \tau \right\} \in L^1(\Omega;\mathbb{R}^m), \quad \forall r\in \mathbb{R}^m \text{ and } \forall \tau \in \mathbb{R}. \label{estimate:nonlinear:3:bis} \end{gather} Condition \eqref{estimate:nonlinear:1}, often called the angle condition, is also assumed in the recent work \cite{Bensoussan-Boccardo:02}. A prototype example of \eqref{E1_tmp:bis} is provided by the equation \[ -\sum_{l=1}^N \frac{\partial}{\partial x_l} \big(\abs{\frac{\partial u}{\partial x_l}}^{p_l-2}\frac{\partial u}{\partial x_l} \big) +|u|^{\theta-1}u=\mu\,, \] for some $\theta>1$. We look for distributional solutions to \eqref{E1_tmp:bis} in the following sense: \begin{defi}\label{definition:nonlinear:1} \rm A distributional solution of \eqref{E1_tmp:bis} is a function $u:\Omega\to \mathbb{R}^m$ such that \eqref{eq:weakreg} and $g(x,u) \in L^1(\Omega;\mathbb{R}^m)$ hold, and $\forall \varphi \in C^\infty_c(\Omega;\mathbb{R}^m)$ \begin{align*} \int_{\Omega}\sum_{l=1}^N \sigma_l\big(x,\frac{\partial u}{\partial x_l}\big) \cdot \frac{\partial \varphi}{\partial x_l} \,dx +\int_{\Omega}g(x,u)\varphi\,dx =\int_{\Omega}\varphi\, d\mu. \end{align*} \end{defi} Our main results are collected in the following theorem. \begin{thm} \label{thm:theo1:nonlinear} Let $\mu =(\mu_1,\dots,\mu_m)^\top$ be a vector-valued Radon measure on $\Omega$ of finite mass. Then, under the assumptions stated above and in Section \ref{intro}, \eqref{E1_tmp:bis} has at least one distributional solution $u$. Moreover, $u$ has regularity as stated in \eqref{eq:weak_est}. \end{thm} \begin{proof} Let $f_\varepsilon$ be as in Section \ref{sec:results}. Then, by classical arguments, there exists a sequence of approximate solutions $(u_\varepsilon)_{0<\varepsilon\leq 1} $ satisfying the weak formulation \begin{equation} \label{E1_approx:weak:nonlinear} \int_\Omega \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big)\cdot \frac{\partial \varphi}{\partial x_l}\,dx +\int_\Omega g(x,u_\varepsilon)\cdot \varphi\,dx = \int_{\Omega}f_\varepsilon \cdot \varphi\,dx, \end{equation} for all $\varphi \in W^{1,(p_1,\dots,p_N)}_0(\Omega;\mathbb{R}^m)$. Substituting $\varphi=T_\gamma(u_\varepsilon)$ in \eqref{E1_approx:weak:nonlinear}, we get \begin{equation} \label{amand1:nonlinear} \begin{split} & \int_{\Omega} \sum_{l=1}^N \sigma\big(x,\frac{\partial u_\varepsilon}{\partial x_l} \big)\cdot \frac{\partial T_\gamma(u_\varepsilon)} {\partial x_l}\,dx +\int_\Omega g(x,u_\varepsilon)\cdot T_\gamma(u_\varepsilon)\,dx =\int_{\Omega} f_\varepsilon T_\gamma(u_\varepsilon)\,dx. \end{split} \end{equation} By \eqref{estimate:nonlinear:1}, $\int_{\{|u_\varepsilon|\le \gamma\}} g(x,u_\varepsilon) \cdot T_\gamma(u_\varepsilon)\,dx\ge 0$, and thus we deduce \begin{equation} \label{C4:nonlinear} c_1\sum_{l=1}^N \int_{\{|u|\leq \gamma\}} \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l}\,dx + \gamma \int_{\{|u_\varepsilon|> \gamma\}} \abs{g(x,u_\varepsilon)}\,dx \le C. \end{equation} We obtain from \eqref{C4:nonlinear} and Lemma \ref{lem:weak-apriori} the weak Lebesgue space estimates $$ \norm{u_\varepsilon}_{\mathcal{M}^{q^\star}(\Omega;\mathbb{R}^m)}\leq C, \quad \norm{\frac{\partial u_\varepsilon}{\partial x_l}}_{\mathcal{M}^{p_lq/\overline{p}}(\Omega;\mathbb{R}^m)}\leq C, \quad l=1,\dots,N, $$ where the exponents $q$ and $q^\star$ are defined in \eqref{eq:def:q-qs}, and $C$ is a constant independent of $\varepsilon$. Consequently, we can assume without loss of generality that the convergence in \eqref{limit:passing1} hold for our sequence $(u_\varepsilon)_{0<\varepsilon\leq 1} $. Taking $\gamma=1$ in \eqref{C4:nonlinear} and using \eqref{estimate:nonlinear:3:bis}, we deduce \begin{equation} \label{estimate:norm:L1} \int_{\Omega} \abs{g(x,u_\varepsilon )}\,dx \le C, \end{equation} where $C$ is a constant independent of $\varepsilon$. We also have $g(x,u_\varepsilon )\to g(x,u)$ a.e.~in $\Omega$. In view of Vitali's theorem, to show that $g(x,u_\varepsilon)$ converges strongly in $L^1(\Omega)$ it remains to prove that $g(x,u_\varepsilon)$ is equi-integrable. To this end, let $B$ be a measurable set in $\Omega$. As usual, we split the integral into two parts $$ \int_{B} \abs{g(x,u_\varepsilon )}\,dx = \int_{B\cap \{|u_\varepsilon|\le \gamma\}} \abs{g(x,u_\varepsilon)}\,dx +\int_{B\cap \{|u_\varepsilon|>\gamma\}} \abs{g(x,u_\varepsilon)}\,dx. $$ Let us call the first and second integrals on the right-hand side for $I_1$ and $I_2$, respectively. In view of \eqref{estimate:nonlinear:3:bis}, $\lim\limits_{|B|\to 0} I_1=0$. Let $0M\}} \le M + \gamma {\bf 1}_{\{|u_\varepsilon|>M\}}, $$ Using this decomposition in \eqref{amand1:nonlinear} yields $$ \gamma \int_{\{|u_\varepsilon|> \gamma\}} \abs{g(x,u_\varepsilon)}\,dx \le M \int_\Omega \abs{f_\varepsilon} \,dx + \gamma \int_{\{|u_\varepsilon|>M\}} \abs{f_\varepsilon} \,dx. $$ {}From this inequality we obtain $$ \lim_{\gamma\to\infty} \Big(\sup_{0<\varepsilon\le 1} \int_{\{|u_\varepsilon|> \gamma\}} \abs{g(x,u_\varepsilon)}\,dx\Big) =o\big(\frac{1}{M}\big), $$ and, by sending $M\to \infty$, we conclude the equi-integrability of $g(x,u_\varepsilon)$. The proof of Lemma \ref{lem:A_conv} remains more or less unchanged, except that the term $E_1$ rewrites in our problem \eqref{E1_tmp:bis} as \begin{equation}\label{estimate:E1:bis} \begin{split} E_1=&\int_\Omega f_\varepsilon \psi(u_\varepsilon-v)\phi \,dx -\int_\Omega g(x,u_\varepsilon) \psi(u_\varepsilon-v)\phi \,dx\\ &- \int_{\Omega}\sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big) \psi(u_\varepsilon-v) \frac{\partial \phi}{\partial x_l}\,dx, \end{split} \end{equation} and estimate \eqref{strong:6} rewrites as \begin{equation} \label{strong:6:bis} \begin{split} L_l &\le \sup \abs{\psi}\Big(\int_\Omega \phi\, d\mu+ \int_\Omega \abs{g(x,u)}\phi \,dx\Big) \\& \quad -\int_{\Omega} \sum_{l=1}^N \beta_l\cdot \psi(u-v)\frac{\partial\phi}{\partial x_l}\,dx\\ &\quad +\int_{\Omega} \sum_{l=1}^N {\beta}_l\cdot D\psi(u-v)\frac{\partial v}{\partial x_l}\left(1-\eta(u-v)\right)\phi\,dx\\ &\quad -\int_{\Omega} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial v}{\partial x_l}\big)\cdot \big(\frac{\partial u}{\partial x_l}-\frac{\partial v}{\partial x_l} \big) \eta(u-v)\phi\,dx. \end{split} \end{equation} Letting $x=a$ be a Lebesgue point simultaneously of $\mu$, $g(x,u)$, $h$, $u$, $Du$, and $\beta=(\beta_1,\dots\beta_N)$, we can proceed as in the proof of Lemma \ref{lem:A_conv}. \end{proof} \section{A different structure condition} \label{sec:newstruct} Zhou \cite{Zhou:00} proved that the results of Dolzmann, Hungerb\"uhler, and M\"uller \cite{Dolz-Hung-Mull,Dolz-Hung-Mull:1,Dolz-Hung-Mull:2} continue to hold under the so-called (isotropic) sign condition. Moreover, he gave an example of an isotropic elliptic system that satisfies the sign condition but not the the angle condition. In this section we return to problem \eqref{E1_tmp} under assumptions \eqref{estimation:prob:1}-\eqref{estimation:prob:5}, but we want to replace the anisotropic angle condition \eqref{estimation:prob:5} by the following anisotropic sign condition: \begin{equation} \label{estimation:prob:6:bis} \sigma_{i,l}(x,\xi)\xi_i \ge 0, \quad \forall (x,\xi) \in\Omega \times\mathbb{R}^N, \end{equation} for $i=1,\dots,m$, $l=1,\dots,N$. Here $\sigma_{i,l}$ and $\xi_i$ are the $i$th components of vectors $\sigma_l$ and $\xi$, respectively. When $m=2$, \eqref{estimation:prob:5} implies \eqref{estimation:prob:6:bis}. To see this, recall that $(I-a\otimes a)$ projects orthogonally onto the space orthogonal to $a$, and then choose $a=(1,0)^\top$, $a=(0,1)^\top$ in \eqref{estimation:prob:5}. It is easy to give an example of an elliptic system which satisfies \eqref{estimation:prob:1}, \eqref{monotonicity:1}, and \eqref{estimation:prob:6:bis}, but does not satisfy \eqref{estimation:prob:5}. For example, take $m=2$, $N=2$, and $$ \sigma_l(x,\xi)=\abs{\xi}^{p_l-2}(\alpha \xi_1, \xi_2)^\top, \quad l=1,2, \quad \xi=(\xi_1,\xi_2)^\top, $$ where $0<\alpha \le 0.2$. It is clear that assumptions \eqref{estimation:prob:1}, \eqref{monotonicity:1}, and the anisotropic sign condition \eqref{estimation:prob:6:bis} hold. Let us verify that the anisotropic angle condition \eqref{estimation:prob:5} does not hold. To this end, take $a=\left(\alpha^{1/2},(1-\alpha)^{1/2}\right)^\top$ and $\xi=(1,1)^\top$. Then $|a|=1$ and $$ \left(I-a\otimes a\right)\xi= \left(1-\alpha-\alpha^{1/2}(1-\alpha)^{1/2}, \alpha-\alpha^{1/2}(1-\alpha)^{1/2}\right)^\top, $$ so that \begin{align*} &\sigma_l(x,\xi)\cdot \left[\left(I-a\otimes a\right)\xi\right] \\ & = 2^{\frac{p_l-2}{2}} \left[\alpha \left(1-\alpha-\alpha^{1/2}\left(1-\alpha\right)^{1/2}\right)+ \alpha-\alpha^{1/2}\left(1-\alpha\right)^{1/2}\right] \\ & < 2^{\frac{p_l-2}{2}} \left[2\alpha-\alpha^{1/2}(1-\alpha)^{1/2}\right]\le 0, \quad l=1,2, \end{align*} which implies that \eqref{estimation:prob:5} does not hold. The purpose of this section is to prove the following theorem. \begin{thm} \label{thm:theo1:structured} Theorem \ref{thm:theo1} continues to hold when the anisotropic angle condition \eqref{estimation:prob:5} is replaced by the anisotropic sign condition \eqref{estimation:prob:6:bis}. \end{thm} \begin{proof} Compared to the proof of Theorem \ref{thm:theo1}, the main new idea is to use, instead of \eqref{definition:trancation1}, the following cubic truncation function $$ \Theta_{\gamma}(r)= \Bigl(\max(-\gamma,\min(\gamma,r_1)),\dots, \max(-\gamma,\min(\gamma,r_N))\Bigl)^\top, $$ where $r=(r_1,\dots,r_N)^\top\in\mathbb{R}^N$. Substituting $\varphi=\Theta_{\gamma}(u_\varepsilon)$ in \eqref{E1_approx:weak} yields \begin{equation} \label{estimate:structured:1} \sum_{i=1}^m \int_{\{|u_{\varepsilon,i}|\le \gamma\}} \sum_{l=1}^N \sigma_{i,l}\Bigl(x,\frac{\partial u_\varepsilon}{\partial x_l}\Bigl) \frac{\partial u_{\varepsilon,i}}{\partial x_l} \,dx \leq C. \end{equation} Using assumptions \eqref{estimation:prob:1}, we deduce from \eqref{estimate:structured:1} that \begin{equation} \label{estimate:structured:2} \begin{split} &\int_{\{|u_\varepsilon|\le \gamma\}}\sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l}\,dx \\ & \le \frac{1}{c_1} \int_{\{\max\left(|u_{\varepsilon,1}|,\dots,|u_{\varepsilon,N}| \right)\le \gamma\}} \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big) \cdot \frac{\partial u_\varepsilon}{\partial x_l} \,dx +\frac{c_2}{c_1}|\Omega| \\ & \le \frac{1}{c_1} \sum_{i=1}^m \int_{\{|u_{\varepsilon,i}|\le \gamma\}} \sum_{l=1}^N \sigma_{i,l}\big(x,\frac{\partial u_\varepsilon}{\partial x_l}\big) \frac{\partial u_{\varepsilon,i}}{\partial x_l} \,dx +\frac{c_2}{c_1}|\Omega| \leq C. \end{split} \end{equation} Making similar changes due to the new truncation function in the rest of the proof of Theorem \ref{thm:theo1}, we conclude eventually that Theorem \ref{thm:theo1:structured} holds. \end{proof} \section{Maximal regularity and a uniqueness result} \label{uniq-results} We collect our results in Theorem \ref{thm:exist+regur} (existence/regularity of solutions) and Theorem \ref{thm:theo-uniq} (uniqueness of solutions) below. Before stating the theorems, let us introduce some notation. First of all, we say that a set $E\subset\mathbb{R}^N$ is of type A if there exists a constant $K$ such that for all $x\in \overline{E}$ and for all $0<\rho<\textrm{diam}(E)$ there holds $\abs{Q(x,\rho)\cap E}\ge K \rho^N$, where $Q(x,\rho)$ denotes the cube $\left\{y\in\mathbb{R}^N\,:\, |x_l-y_l|<\frac{\rho}{2},\, l=1,\dots,N\right\}$. In what follows we regard all relevant functions as defined in $\mathbb{R}^N$ by setting them to zero outside $\Omega$. A function $g$ belongs to the space ${\rm BMO}(\mathbb{R}^N)$ of functions of bounded mean oscillation if $g\in L^N(\mathbb{R}^N)$ and $$ \abs{g}_{{\rm BMO}(\mathbb{R}^N)} =\Big(\sup_{y\in \mathbb{R}^N}\sup_{\rho>0} \frac{1}{\rho^{N}}\int_{Q(y,\rho)} \abs{g-(g)_{y,\rho}}^N\,dx\Big)^{1/N}<\infty, $$ where $(g)_{y,\rho}$ denotes the mean value of $g$ on the cube $Q(y,\rho)$. The space ${\rm BMO}(\mathbb{R}^N)$ is a Banach space under the norm $$ \norm{g}_{{\rm BMO}(\mathbb{R}^N)} =\norm{g}_{L^N(\mathbb{R}^N)}+\abs{g}_{{\rm BMO}(\mathbb{R}^N)}. $$ \begin{thm} \label{thm:exist+regur} Let $\Omega\subset\mathbb{R}^N$ be a bounded open set such that $\Omega^c=\mathbb{R}^N\setminus \Omega$ is a domain of type A. Suppose \eqref{estimation:prob:1}-\eqref{estimation:prob:5} hold and $p_l=N$ for all $l=1,\dots,N$. Let $\mu=(\mu_1,\dots,\mu_m)^\top$ be a Radon measure on $\Omega$ of finite mass. Then problem \eqref{E1_tmp} has a solution $u\in W^{1,(s_1,\dots,s_N)}_0(\Omega;\mathbb{R}^m) \cap {\rm BMO}(\Omega;\mathbb{R}^m)$ for any set of exponents $1\le s_1,\dots,s_N0$ \begin{equation} \label{s2f4:1} \begin{split} &\int_{\{|u-\beta|\le\gamma\}\cap Q(y,\rho)} \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^N\,dx \\ & \leq \frac{C_1}{(R-\rho)^N}\int_{Q(y,R)\setminus Q(y,\rho)} \abs{u-\beta}^N\,dx+ C_2\Big(\gamma \int_{Q(y,R)}\abs{f}\,dx +R^N\Big), \end{split} \end{equation} and for all cubes $Q(y,R)\subset\mathbb{R}^N$ and for all $\gamma> 0$ \begin{equation} \label{s2f4:2:bis} \begin{split} &\int_{\{|u|<\alpha\}\cap Q(y,\rho)} \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^N dx\\ & \le \frac{C_1}{(R-\rho)^N} \int_{Q(y,R)\setminus Q(y,\rho)} \abs{u}^N dx+ C_2\Big(\gamma \int_{Q(y,R)}\abs{f}\,dx +R^N\Big). \end{split} \end{equation} \end{lem} \begin{proof} Following \cite{Dolz-Hung-Mull:2}, let $\chi\in C^\infty_c(Q(y,R))$ be a cut-off function satisfying \begin{gather*} \text{$\chi(x)=1$ if $x \in Q(y,\rho)$, $0\leq\chi\leq 1$, and} \\ \abs{\frac{\partial \chi}{\partial x_l}} \leq C/(R-\rho),\quad l=1,\dots,N, \end{gather*} for some finite constant $C$. Let $\alpha_\gamma:\mathbb{R}\rightarrow \mathbb{R}$ be any smooth function with the following properties: \begin{equation} \label{def:galpha} \begin{gathered} \alpha_\gamma(s)=s \text{ if } s \in [0,\gamma],\; 0\leq \alpha_\gamma\leq N \gamma,\; \alpha_\gamma' \leq 1,\\ 00$ is a constant. An example of such a function can be found in \cite{Dolz-Hung-Mull:1}. Now we define the cut-off function $\psi_\gamma:\mathbb{R}^m\to\mathbb{R}^m$ by $$ \psi_\gamma(r)=\frac{r}{\abs{r}}\,\alpha_\gamma(\abs{r}). $$ A calculation reveals that \begin{align*} D \psi_\gamma(r)&=\alpha_\gamma'(\abs{r})\frac{r\otimes r}{\abs{r}^2} +\frac{\alpha_\gamma(\abs{r})}{\abs{r}} \big(I-\frac{r\otimes r}{\abs{r}^2}\big) \\ & = \alpha'(\abs{r}) I + \big[\frac{\alpha_\gamma(\abs{r})}{\abs{r}} - \alpha'(\abs{r})\big]\big(I-\frac{r\otimes r}{\abs{r}^2}\big). \end{align*} Hence, by \eqref{estimation:prob:5} and \eqref{def:galpha}, there holds $$ \sigma_l(x,\xi)\cdot D \psi_\gamma(r)\xi\ge \sigma_l(x,\xi)\cdot \xi \alpha_\gamma'(\abs{r}), \quad \forall \xi,r\in \mathbb{R}^m,\, l=1,\dots,N, $$ and, by \eqref{estimation:prob:1}, \begin{equation} \label{strong:4} \begin{split} &\sum_{l=1}^N \sigma_l\big(x,\frac{\partial u}{\partial x_l}\big) \cdot \frac{\partial}{\partial x_l} \psi_\gamma(u) \\ & \ge \alpha_\gamma'(\abs{u}) \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u}{\partial x_l}\big)\cdot \frac{\partial u}{\partial x_l} \geq \alpha_\gamma'(\abs{u}) \Big(c_1\sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^N-c_2N\Big). \end{split} \end{equation} Using $\chi^N\psi_\gamma(u-\beta)$ as a test function in the weak formulation of \eqref{E1_tmp} yields \begin{equation} \label{est:def:galpha:1} \begin{split} &\int_{\Omega}\chi^N \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u}{\partial x_l}\big)\cdot \frac{\partial}{\partial x_l}\psi_\gamma(u-\beta)\,dx\\ & \quad =-\int_{\Omega} N\chi^{N-1}\psi_\gamma(u-\beta)\,dx \sum_{l=1}^N \sigma_l\big(x,\frac{\partial u}{\partial x_l}\big) \cdot \frac{\partial \chi}{\partial x_l}\,dx \\ & +\int_{\Omega} \chi^N f\psi_\gamma(u-\beta) \,dx. \end{split} \end{equation} Using \eqref{def:galpha}, \eqref{strong:4}, \eqref{estimation:prob:1}, and H\"older's inequality, we deduce from \eqref{est:def:galpha:1} \begin{equation}\label{est:def:galpha:2} \begin{split} &c_1\int_\Omega\chi^N\sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^N \alpha_\gamma'(\abs{u-\beta})\,dx\\ &\leq \frac{C}{(R-\rho)}\Big(\int_{\Omega}\chi^N \alpha_\gamma'(\abs{u-\beta}) \Big(c_1'\sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{N-1}+Nc_2'\Big)^{\frac{N}{N-1}}\,dx \Big)^{\frac{N-1}{N}} \\ & \quad \times \Big(\int_{Q(y,R)\setminus Q(y,\rho)} \abs{u-\beta}^N dx\Big)^{1/N} +\tilde{C}\Big(\gamma\int_{Q(y,R)}\abs{f}\,dx+R^N\Big). \end{split} \end{equation} An application of Young's inequality yields \begin{align*} &\int_\Omega\chi^N \alpha_\gamma'(\abs{u-\beta}) \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^N \,dx \\ & \leq \frac{C_1}{(R-\rho)^N}\int_{Q(y,R)\setminus Q(y,\rho)} \abs{u-\beta}^N\,dx+ C_2\Big(\gamma\int_{Q(y,\rho)}\abs{f}\,dx+R^N\Big), \end{align*} for some constants $C_1,C_2$. Now \eqref{s2f4:1} follows from the definition of $\alpha_\gamma$. Using $\chi^N\psi_\gamma(u)$ as a test function in the weak formulation of \eqref{E1_tmp} and proceeding as in the proof of \eqref{s2f4:1}, we deduce easily \eqref{s2f4:2:bis}. \end{proof} We quote the following key lemma from \cite{Dolz-Hung-Mull:2}. \begin{lem}[Dolzmann, Hungerb\"uhler, and M\"uller \cite{Dolz-Hung-Mull:2}] \label{lem2:regul:1} Suppose $u$ belongs to $W_0^{1,N}(\Omega;R^m)$ and there exists $f \in L^1(\Omega;\mathbb{R}^m)$ such that the Caccioppoli estimates \eqref{s2f4:1}, \eqref{s2f4:2:bis} hold. Then $u\in{\rm BMO}(\Omega;\mathbb{R}^m)$, $Du\in\mathcal{M}^N(\Omega;\mathbb{R}^{m\times N})$, and $$ \abs{u}_{{\rm BMO}(\Omega;\mathbb{R}^m)} +\norm{Du}_{\mathcal{M}^N(\Omega;\mathbb{R}^{m\times N})}\leq C \big(\norm{f}_{L^1(\Omega;\mathbb{R}^m)}^{1/(N-1)} +1\big), $$ where $C>0$ is a constant depending only on $N$, $\abs{\Omega}$, and the constant $K$ in the definition of property A. \end{lem} \subsection*{Concluding the proof of Theorem \ref{thm:exist+regur}} It is possible to construct a sequence of approximate solutions $u_\varepsilon \in W_0^{1,N}(\Omega;\mathbb{R}^m)$ satisfying \eqref{E1_approx:weak}, with $f_\varepsilon\in L^1(\Omega;\mathbb{R}^m)\cap L^\infty(\Omega;\mathbb{R}^m)$ satisfying \eqref{Zu}. In view of Lemmas \ref{s2t2} and \ref{lem2:regul:1}, the proof of Theorem \ref{thm:exist+regur} is obtained by routine arguments. \subsection*{Proof of Theorem \ref{thm:theo-uniq}} The main obstacle that one encounters when attempting to prove uniqueness is that if $u,v$ are two solutions of \eqref{E1_tmp}, then $w=u-v$ is not in $L^{\infty}(\Omega;\mathbb{R}^m)$ and therefore cannot be used as a test function in the weak formulation. To handle this problem, we implement the technique developed in Dolzmann, Hungerb\"uhler, and M\"uller \cite{Dolz-Hung-Mull:2}, which in turn was motivated by earlier work by Acerbi and Fusco \cite{AcFu:88}. The idea is to approximate the function $w$ by a Lipschitz function $w_\lambda$ that coincides with $w$ on a large set. Moreover, precise estimates of the measure of the set where these two functions do not coincide can be provided if $w$ has ``maximal regularity''. We start by recalling the key approximation lemma. \begin{lem}[Dolzmann, Hungerb\"uhler, and M\"uller \cite{Dolz-Hung-Mull:2}, see also \cite{AcFu:88}] \label{lem-uniq} Let $\Omega\subset\mathbb{R}^N$ be a bounded open set such that $\Omega^c$ is a domain of type A and fix $1< p<\infty$. Let $w\in W^{1,1}_0(\Omega;\mathbb{R}^m)$ be such that $Dw\in \mathcal{M}^p(\Omega;\mathbb{R}^{m\times N})$. Then there exists for each $\lambda>0$ a function $w_\lambda\in W^{1,\infty}(\Omega;\mathbb{R}^m)$ such that $\norm{w_\lambda}_{W^{1,\infty}(\Omega;\mathbb{R}^m)}\le C_1\lambda$ and $$ \abs{\left\{x\in \Omega: w(x)\neq w_\lambda(x)\right\}} \le C_2 \lambda^{-p}\norm{D w}_{\mathcal{M}^p(\Omega;\mathbb{R}^{m\times N})}. $$ The constants $C_1$ and $C_2$ depend only on $\abs{\Omega}$ and $N$. If $w\in W^{1,p}(\Omega;\mathbb{R}^m)$, then $$ \abs{\{x\in \Omega: w(x)\neq w_\lambda(x)\}} = o\big(\lambda^{-p}\big). $$ \end{lem} Let $A_\lambda:=\{x\in \Omega: w(x)\neq w_\lambda(x)\}$. To prove Theorem \ref{thm:theo-uniq}, observe that $w:=u-v \in W_0^{1,1}(\Omega;\mathbb{R}^m)$ and introduce according to Lemma \ref{lem-uniq} the function $w_\lambda$. Since $u$ and $v$ are solutions, we have \begin{equation} \label{Eq:uniq} \sum_{l=1}^N \frac{\partial}{\partial x_l}\Big( \sigma_l\big(x,\frac{\partial u}{\partial x_l} \big) -\sigma_l\big(x,\frac{\partial v}{\partial x_l} \big)\Big)=0 \quad \text{in ${\mathcal D}'(\Omega;\mathbb{R}^m)$}. \end{equation} Using $w_\lambda$ as a test function in \eqref{Eq:uniq} yields \begin{equation} \label{Eq:uniq:1} \sum_{l=1}^N \int_{\Omega}\Big(\sigma_l\big(x,\frac{\partial u}{\partial x_l} \big)- \sigma_l\big(x,\frac{\partial v}{\partial x_l} \big)\Big)\cdot \frac{\partial w_\lambda}{\partial x_l}\,dx=0. \end{equation} Since $\frac{\partial w_\lambda}{\partial x_l}=\frac{\partial u}{\partial x_l}-\frac{\partial v}{\partial x_l}$ a.e.~on $\Omega\setminus A_\lambda$, we deduce from \eqref{Eq:uniq:1} and \eqref{estimation:prob:1}, with $p_l=N$ for all $l=1,\dots,N$, \begin{equation} \label{Eq:uniq:2} \begin{split} &c_1 \sum_{l=1}^N \int_{\Omega\setminus A_\lambda} \big|\frac{\partial u}{\partial x_l} -\frac{\partial v}{\partial x_l}\big|^N \,dx \\ & \quad\le C\lambda \sum_{l=1}^N \int_{A_\lambda} \Big(\abs{\frac{\partial u}{\partial x_l}}^{N-1}+\abs{\frac{\partial v}{\partial x_l}}^{N-1}+1\Big)\,dx \\& \quad \le C\lambda \sum_{l=1}^N \abs{A_\lambda}^{1/N} \Big(\norm{ \abs{\frac{\partial u}{\partial x_l}}\,}^{N-1}_{\mathcal{M}^{N}(\Omega;\mathbb{R}^m)}+ \norm{\, \abs{\frac{\partial v}{\partial x_l}}\, }^{N-1}_{\mathcal{M}^{N}(\Omega;\mathbb{R}^m)}\Big) +C\lambda N \abs{A_\lambda} \\ & \quad \le \tilde{C}, \end{split} \end{equation} where the last bound is a consequence of Lemma \ref{lem-uniq}. Consequently, sending $\lambda\to \infty$, we have $Dw=D(u-v)\in L^N(\Omega;\mathbb{R}^{m\times N})$. We can therefore use the last part of Lemma \ref{lem-uniq} when sending $\lambda \to \infty$ in \eqref{Eq:uniq:2}. The result is that $Dw=0$, which concludes the proof Theorem \ref{thm:theo-uniq}. \section{Anisotropic harmonic maps into spheres} \label{sec:harmonic} Let $\Omega$ be a bounded smooth open connected subset of $\mathbb{R}^N$ ($N\ge 2$) and $1\le p_1,\dots,p_N<\infty$. In this section we need to use the anisotropic Sobolev space $W^{1,(p_1,\dots,p_N)}(\Omega)$, which is defined by \begin{align*} &W^{1,(p_1,\dots,p_N)}(\Omega)= \{g \in W^{1,1}(\Omega)\,:\, \frac{\partial g}{\partial x_l}\in L^{p_l}(\Omega), \, l=1,\dots,N\}, \\ & \norm{g}_{W^{1,(p_1,\dots,p_N)}({\Omega})} = \sum_{l=1}^N \Big(\norm{g}_{L^{p_l}(\Omega)}+ \norm{\frac{\partial g}{\partial x_l}}_{L^{p_l}(\Omega)}\Big). \end{align*} Let $u$ satisfy $I[u]=\min_{w\in \mathcal{A}} I[w]$, where the anisotropic energy functional $I$ and the set of admissible functions $\mathcal{A}$ are defined in \eqref{eq:I_def} and \eqref{eq:def_Aset}, respectively. Pick any $\phi\in W^{1,(p_1,\dots,p_N)}_0(\Omega;\mathbb{R}^m)\cap L^\infty(\Omega;\mathbb{R}^m)$. Since $\abs{u}=1$ a.e.~in $\Omega$, $w(\tau)=(u+\tau \phi)/\abs{u+\tau \phi}\in \mathcal{A}$ for small enough $\tau$'s. Hence $J(\tau)=I[w(\tau)]$ has a minimum at $\tau=0$ and $J'(0)=0$. A calculation of $J'(0)$ then shows that $u$ solves the Euler-Lagrange system \eqref{E1_map} in the weak sense, which motivates the next definition. \begin{defi} \rm A vector-valued function $$ u=(u_1,\dots,u_m)^\top\in W^{1,(p_1,\dots,p_N)}(\Omega;\mathbb{S}^{m-1}) $$ is called a $(p_1,\dots,p_N)$-harmonic map from $\Omega$ into $\mathbb{S}^{m-1}$ provided \begin{equation} \label{def:weak_harmonic} \int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{p_l-2}\frac{\partial u}{\partial x_l}\cdot \frac{\partial\phi}{\partial x_l}\,dx = \int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{p_l} u\cdot \phi\,dx, \end{equation} for all $\phi\in W^{1,(p_1,\dots,p_N)}_0(\Omega;\mathbb{R}^m)\cap L^\infty(\Omega;\mathbb{R}^m)$. We also use the term ``anisotropic harmonic'' for such a map. \end{defi} Since we have not been able to find the proof of the following anisotropic Sobolev-Poincar\'e inequality in the literature, we have chosen to include a proof of it by the usual ``contradiction method'', relying on the following anisotropic Sobolev inequality \cite{Troisi,AcerFus:94}: Let $Q$ be a cube with faces parallel to the coordinate planes. Suppose $g\in W^{1,(p_1,\dots,p_N)}(Q)$ and $\overline{p}0$. Suppose $g\in W^{1,(p_1,\dots,p_N)}(Q(x_0,\rho))$. Suppose the anisotropy $(p_1,\dots,p_N)$ is such that \eqref{ass:pl_har_ass} holds. Then for each $1\le p <\overline{p}^\star$ \begin{equation} \label{Poincare} \begin{split} &\Big(\frac{1}{\rho^N}\int_{Q(x_0,\rho)} \abs{g-(g)_{x_0,\rho}}^p\,dx\Big)^{1/p} \le C \rho \sum_{l=1}^N \Big(\frac{1}{\rho^N}\int_{Q(x_0,\rho)} \abs{\frac{\partial g}{\partial x_l}}^{p_l}\Big)^{1/p_l}, \end{split} \end{equation} for some constant $C=C(N,p_1,\dots,p_N,p)$. Here $(g)_{x_0,\rho}$ denotes the average value of $g$ over the cube $Q(x_0,\rho)$. \end{lem} \begin{proof} We divide the proof into two steps. \textit{Step 1 ($x_0=0$, $\rho=1$).} We argue by contradiction. Suppose the assertion is not true. Then for each $n=1,2,\dots$, there would exist a function $g_n\in W^{1,(p_1,\dots,p_N)}(\Omega)$ such that \begin{equation} \label{Poincare:I} \sum_{l=1}^N \norm{\frac{\partial g_n}{\partial x_l}}_{L^{p_l}(Q(0,1))} < \frac{1}{n} \norm{g_n- (g_n)_{0,1}}_{L^p(Q(0,1))}, \end{equation} where, by the anisotropic Sobolev inequality \eqref{Troisi_new}, the right-hand side is bounded by a constant (independent of $n$) times $1/n$. Define $$ h_n = \frac{g_n - (g_n)_{0,1}}{\norm{g_n-(g_n)_{0,1}}_{L^p(Q(0,1))}}. $$ Then $(h_n)_{0,1}=0$ and $\norm{h_n}_{L^p(Q(0,1))}=1$. By \eqref{Poincare:I}, we have, passing if necessary to a subsequence, that $h_n\to h$ a.e.~in $Q(0,1)$ and also in $L^p(Q(0,1))$, where $h$ is some limit function. It follows that \begin{equation} \label{Poincare:II} (h)_{0,1}=0, \quad \norm{h}_{L^p(Q(0,1))}=1. \end{equation} On the other hand, it follows from \eqref{Poincare:I} that $\frac{\partial h}{\partial x_l}=0$ for all $i=1,\dots,N$, and hence $h$ is constant, which contradicts \eqref{Poincare:II}. \textit{Step 2 (the general case)}. Let $g:Q(x_0,\rho)\to\mathbb{R}$, and scale this function to the unit cube by setting $h(x)=g(x_0+\rho x)$ for $x\in Q(0,1)$. By Step 1, $$ \Big(\int_{Q(0,1)} \abs{h}^p\,dx \Big)^{\frac{1}{p}} \le C \sum_{l=1}^N \Big(\int_{Q(0,1)}\abs{\frac{\partial h}{\partial x_l}}^{p_i}\,dx\Big)^{\frac{1}{p_l}}. $$ Changing variables in this inequality yields \eqref{Poincare}. \end{proof} Before we continue, we need to introduce some additional notations and function spaces. A function $g\in L^1(\mathbb{R}^N)$ belongs to the Hardy space $\mathcal{H}^1(\mathbb{R}^N)$ if the grand maximal function $g^\star:=\sup_{\rho>0} \abs{g\star \omega_\rho}$ belongs to $L^1(\mathbb{R}^N)$, where $\omega_\rho(x)=\rho^{-N}\omega_1(x/\rho)$, $\omega_1\in C^{\infty}_c(B(0,1))$, $\int\omega_1=1$. The definition does not depend on the choice of $\omega_1$. The Hardy space is a Banach space under the norm $\norm{g}_{\mathcal{H}^1(\mathbb{R}^N)}=\norm{g}_{L^1(\mathbb{R}^N)} +\norm{g^\star}_{L^1(\mathbb{R}^N)}$. If $g\in\mathcal{H}^1(\mathbb{R}^N)$, then necessarily $\int g=0$. The dual space of $\mathcal{H}^1(\mathbb{R}^N)$ is the space ${\rm BMO}(\mathbb{R}^N)$ of functions of bounded mean oscillations. Here a function $h\in L^1_{\rm loc}(\mathbb{R}^N)$ belongs to $BMO(\mathbb{R}^N)$ if $\abs{h}_{{\rm BMO}(\mathbb{R}^N)}=\sup_{x,\rho}\frac{1}{\rho^N}\int_{Q(x,r)} \abs{h(y)-(h)_{x,\rho}}\,dy$ is finite. The space $VMO(\mathbb{R}^N)$ of functions of vanishing mean oscillations, which is defined as the closure of $C_0(\mathbb{R}^N)$ in $BMO(\mathbb{R}^N)$, is the predual of $\mathcal{H}^1(\mathbb{R}^N)$. We shall need the local Hardy space $\mathcal{H}^1_{\rm loc}(\Omega)$. Let $K$ be any compact subset of $\Omega$ and set $\epsilon_K=\mathrm{dist}(K,\mathbb{R}^N\setminus\Omega)$. Then $g\in \mathcal{H}^1_{\rm loc}(\Omega)$ if for any compact subset $K\subset\Omega$ there holds $\sup_{0<\rho<\epsilon_K} \abs{g\star \omega_\rho}\in L^1(K)$. We refer to Stein \cite{Stein-HA:93} for more information about the spaces just introduced. Coifman, Lions, Meyer, and Semmes \cite{CLMS:93} proved that if two vector fields $B$ and $E$ in conjugate Lebesgue spaces $L^p(\mathbb{R}^N;\mathbb{R}^N)$ and $L^{p'}(\mathbb{R}^N;\mathbb{R}^N)$ satisfy $\mathop{\rm curl} B=0$ and $\mathop{\rm div} E=0$ in the sense of distributions, then their scalar product $B\cdot E$, which a priori only belongs to $L^1(\mathbb{R}^N)$ by H\"older's inequality, belongs to the Hardy space $\mathcal{H}^1(\mathbb{R}^N)$, which is a strict subspace of $L^1(\mathbb{R}^N)$. Thus the nonlinear quantity $B\cdot E$ possesses a compensated integrability property. We shall require an anisotropic version of (a special case) of this result. The proof follows closely that in \cite{CLMS:93}, with some minor modifications to account for the anisotropy of the involved vector fields. \begin{thm} \label{thm:CI} Let $1p_{\rm max}$. \end{rem} \begin{proof} It is clear that $D \pi \cdot E\in L^1(\mathbb{R}^N)$ and that $D\pi \cdot E= \sum_{l=1}^N \frac{\partial}{\partial x_l} (\pi E_l)$ in the sense of distributions. For any $x\in\mathbb{R}^N$ and any $\rho>0$, we need to estimate the convolution product $(D\pi\cdot E)\star \omega_\rho(x)$: \begin{align*} \abs{(D\pi\cdot E)\star \omega_\rho(x)} &= \big|\int_{\mathbb{R}^N} (D\pi \cdot E)(y)\omega_\rho(x-y)\,dy\big| \\ & = \big|\int_{\mathbb{R}^N}\sum_{l=1}^N (\pi E_l)(y)\frac{\partial}{\partial y_l} \omega_\rho(x-y)\,dy\big| \\ & = \big|\int_{\mathbb{R}^N}\sum_{l=1}^N (\pi(y)-(\pi)_{x,\rho}) E_l(y)\frac{\partial}{\partial y_l}\omega_\rho(y-x)\,dy\big| \\ & \le C\frac{1}{\rho^{N+1}}\int_{Q(x,\rho)} \sum_{l=1}^N \abs{\pi(y)-(\pi)_{x,\rho}}\, \abs{E_l(y)}\,dy. \end{align*} Next we choose $(q_1,\dots,q_N)$ such that $q_lp_{\rm max}>q_{\rm max}$. We can do this since $\overline{p}^\star>p_{\rm max}$. To be specific, choose $q_l=\theta p_l$, $l=1,\dots,N$, for some $\theta \in \big(\frac{\overline{p}^\star}{\overline{p}^\star+N},1\big)$ to be specified later. One can check that $$ \theta \overline{p}^\star =\frac{N\theta}{N\theta-(1-\theta)\overline{q}^\star}\overline{q}^\star =:e(\theta) \overline{q}^\star. $$ Since $0<\overline{q}^\star<\overline{p}^\star$ and $\theta>\frac{\overline{p}^\star}{\overline{p}^\star+N}$, there holds $1p_{\rm max}$ to write $\overline{p}^\star=p_{\rm max}+\kappa$ for some $\kappa>0$, we obtain $$ \overline{q}^\star=\frac{\theta}{e(\theta)}\overline{p}^\star = p_{\rm max} + \Delta(\theta), \quad \Delta(\theta):=\big(\frac{\theta}{e(\theta)}-1\big)p_{\rm max} +\frac{\theta}{e(\theta)}\kappa. $$ Clearly, by choosing $\theta$ close enough to $1$, we can ensure $\Delta(\theta)>0$. Hence, for such a choice of $\theta$, we have $\overline{q}^\star>p_{\rm max}>q_{\rm max}$. Having chosen the $q_l$'s, we choose $(s_1,\dots,s_N)$ such that $p_l0}\frac{1}{\rho^N}\int_{Q(x,\rho)} |g(y)|\,dy, $$ which is bounded on $L^p(\mathbb{R}^N)$, that is, $$ \norm{M[g]}_{L^p(\mathbb{R}^N)}\le C(p) \norm{g}_{L^p(\mathbb{R}^N)}, $$ for $10} \abs{(D\pi\cdot E)\star \omega_\rho(x)} \le C \sum_{l=1}^N \sum_{j=1}^N \Big(M\big[\abs{\frac{\partial\pi}{\partial y_j}}^{q_j}\big](x)\Big)^{1/q_j} \Big(M\big[\abs{E_l}^{s_l'}\big](x)\Big)^{1/s_l'}. \] Integrating over $x\in\mathbb{R}^N$, using H\"older's inequality, and finally using the boundedness of the maximal function (recall that $p_j>q_j$ and $p_l'>s_l'$), we get \begin{align*} & \int_{\mathbb{R}^N}\sup_{\rho>0} \abs{(D\pi\cdot E)\star \omega_\rho(x)}\,dx \\ &\le C \sum_{l=1}^N \sum_{j=1}^N \Big( \int_{\mathbb{R}^N} \Big( M\big[\abs{\frac{\partial\pi}{\partial y_j}}^{q_j}\big](x)\Big)^{p_j/q_j}\,dx \Big)^{\frac{1}{p_j}} \Big(\int_{\mathbb{R}^N} \left(M\left[\abs{E_l}^{s_l'}\right](x)\right)^{p_l'/s_l'} \,dx\Big)^{1/p_l'} \\ &\le C \Big(\sum_{j=1}^N \norm{\frac{\partial\pi}{\partial y_j}}_{L^{p_j}(\mathbb{R}^N)}\Big) \Big(\sum_{l=1}^N \norm{E_l}_{L^{p_l'}(\mathbb{R}^N)}\Big), \end{align*} which concludes the proof of the theorem. \end{proof} We have come to the main result of this section, namely a compactness theorem for $(p_1,\dots,p_N)$-harmonic maps. This result can be viewed as an anisotropic version of a result of Toro and Wang \cite{ToroWang:95} for $p$-harmonic maps, and our proof proceeds along the lines of \cite{ToroWang:95}. \begin{thm} Suppose $(u_\varepsilon)_{0<\varepsilon\le 1} \subset W^{1,(p_1,\dots,p_N)}(\Omega;\mathbb{S}^{m-1})$ is a sequence of \break $(p_1,\dots,p_N)$-harmonic maps such that $$ u_\varepsilon \rightharpoonup u \quad \text{in $W^{1,(p_1,\dots,p_N)}(\Omega;\mathbb{S}^{m-1})$ as $\varepsilon\to 0$.} $$ Then $u$ is a $(p_1,\dots,p_N)$-harmonic map from $\Omega$ into $\mathbb{S}^{m-1}$. \end{thm} \begin{proof} Each $u_\varepsilon$ is a weak solution of $$ -\sum_{l=1}^N \frac{\partial}{\partial x_l} \Big(\abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2}\frac{\partial u_\varepsilon}{\partial x_l} \Big) =f_\varepsilon, \quad f_\varepsilon:=\sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l} u_\varepsilon. $$ Clearly, as $u_\varepsilon$ is uniformly bounded in $W^{1,(p_1,\dots,p_N)}(\Omega;\mathbb{R}^m)$ and $\abs{u_\varepsilon}=1$ a.e.~in $\Omega$, we have that $f_\varepsilon$ is uniformly bounded in $L^1(\Omega)$. Thus the above system fits into the theory developed previously in this paper. As in \cite{Helein:2002,ToroWang:95}, the main point of the proof is exploit that the term $f_\varepsilon$ has a particular structure due to the constraint $\abs{u_\varepsilon}=1$ a.e.~in $\Omega$, which implies that it in fact belongs to the Hardy space $\mathcal{H}^1_{\rm loc}(\Omega)$ and not just $L^1(\Omega)$. Indeed, observe that, for any $i=1,\dots,N$, \begin{align*} f_{\varepsilon,i}&= \sum_{k=1}^m \sum_{l=1}^N \frac{\partial}{\partial x_l} u_{\varepsilon,k} \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2} \big(u_{\varepsilon,i}\frac{\partial}{\partial x_l} u_{\varepsilon,k} - u_{\varepsilon,k}\frac{\partial}{\partial x_l} u_{\varepsilon,i}\big) \\ & = \sum_{k=1}^m B_{\varepsilon,k}\cdot E_{\varepsilon,i,k}, \end{align*} where the vector fields $B_{\varepsilon,k}=(B_{\varepsilon,k})_{l=1}^N$ and $E_{\varepsilon,i,k}=(E_{\varepsilon,i,k})_{l=1}^N$ are defined by $(B_{\varepsilon,k})_l = \frac{\partial}{\partial x_l} u_{\varepsilon,k}$, $l=1,\dots,N$, and $$ (E_{\varepsilon,i,k})_l = \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2} \big(u_{\varepsilon,i}\frac{\partial}{\partial x_l} u_{\varepsilon,k} - u_{\varepsilon,k}\frac{\partial}{\partial x_l} u_{\varepsilon,i}\big), \quad l=1,\dots,N. $$ Clearly, $\mathop{\rm curl} B_{\varepsilon,k}=0$. Let us show that $E_{\varepsilon,i,k}$ is divergence free: \begin{align*} \mathop{\rm div} E_{\varepsilon,i,k} &= \sum_{l=1}^N \frac{\partial}{\partial x_l} (E_{\varepsilon,i,k})_l \\ &= \sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2} \frac{\partial}{\partial x_l} u_{\varepsilon,i} \frac{\partial}{\partial x_l} u_{\varepsilon,k} +\sum_{l=1}^N \frac{\partial}{\partial x_l} \Big(\abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2}\frac{\partial}{\partial x_l} u_{\varepsilon,k}\Big)u_{\varepsilon,i} \\ & \quad - \sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2}\frac{\partial}{\partial x_l} u_{\varepsilon,k} \frac{\partial}{\partial x_l} u_{\varepsilon,i} - \sum_{l=1}^N \frac{\partial}{\partial x_l}\Big(\abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2}\frac{\partial}{\partial x_l} u_{\varepsilon,i}\Big)u_{\varepsilon,k} \\ & = \sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l}u_{\varepsilon,k}u_{\varepsilon,i} -\sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{p_l} u_{\varepsilon,i} u_{\varepsilon,k} =0. \end{align*} According to Theorem \ref{thm:CI}, $E_{\varepsilon,i,k}\cdot B_{\varepsilon,k}$ is then bounded in $\mathcal{H}^1_{\rm loc}(\Omega)$. Adapting the methods and results in Subsection \ref{strong}, we can without loss of generality assume in the following that as $\varepsilon\to 0$, \begin{equation} \label{assume:conv} \begin{gathered} \text{$u_\varepsilon \to u$ a.e.~in $\Omega$ and $\frac{\partial u_\varepsilon}{\partial x_l} \to \frac{\partial u}{\partial x_l}$ a.e.~in $\Omega$},\\ \text{$\abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2} \frac{\partial u_\varepsilon}{\partial x_l}\rightharpoonup \abs{\frac{\partial u}{\partial x_l}}^{p_l-2} \frac{\partial u}{\partial x_l}$ in $L^{p_l'}(\Omega;\mathbb{R}^m)$,} \end{gathered} \end{equation} for $l=1,\dots,N$. Therefore, $$ f_{\varepsilon,i}\to f_i:= \sum_{k=1}^m \sum_{l=1}^N \frac{\partial}{\partial x_l} u_k \abs{\frac{\partial u}{\partial x_l}}^{p_l-2}\big(u_i\frac{\partial}{\partial x_l} u_k - u_k\frac{\partial}{\partial x_l} u_i\big) \quad \text{a.e.~in $\Omega$}, $$ and $f_i\in L^1(\Omega)$, $i=1,\dots,N$. Of course, the main difficulty is to improve this a.e.~convergence to the convergence \[ \int_{\Omega} f_\varepsilon \cdot \phi \,dx \to \int_{\Omega} f\cdot\phi\,dx\quad \text{for any $\phi\in W^{1,(p_1,\dots,p_N)}_0\cap L^\infty$}. \] For each $i=1,\dots,N$, by Theorem \ref{thm:CI}, $f_{\varepsilon,i}$ is bounded in $\mathcal{H}^1_{\rm loc}(\Omega)$, and for any compact $K\subset \Omega$ we have the bound \begin{equation} \label{Hardy:tmpI} \begin{split} &\norm{f_{\varepsilon,i}}_{\mathcal{H}^1(K)} \le C \sum_{k=1}^m \Big(\sum_{l=1}^N \norm{\frac{\partial}{\partial x_l} u_{\varepsilon,k}}_{L^{p_l}(\Omega)}\Big) \\ & \quad \times \Big(\sum_{l=1}^N \norm{\abs{\frac{\partial u}{\partial x_l}}^{p_l-2}\big(u_i\frac{\partial}{\partial x_l} u_k - u_k\frac{\partial}{\partial x_l} u_i\big)}_{L^{p_l'}(\Omega)} \Big)\le C, \end{split} \end{equation} where the last constant is independent of $\varepsilon$ since $\frac{\partial u_\varepsilon}{\partial x_l}$ is bounded in $L^{p_l}(\Omega;\mathbb{R}^m)$, $l=1,\dots,N$. Let $\eta\in C^\infty_c(\Omega)$, $\int_{\Omega} \eta\,dx\neq 0$, and introduce $$ \begin{gathered} A_{\varepsilon,i}=\int_{\Omega} \eta f_{\varepsilon,i}\,dx/\int_{\Omega}\eta\,dx\in\mathbb{R}, \quad i=1,\dots,N,\\ F_{\varepsilon,i}=\eta \left(f_{\varepsilon,i}-A_{\varepsilon,i}\right),\quad i=1,\dots,N\,. \end{gathered} $$ Note that $\int_{\Omega} F_{\varepsilon,i}\,dx=0$. Now we extend all relevant functions defined on $\Omega$ to $\mathbb{R}^N$ by setting them to zero off $\Omega$. According to Semmes \cite[Proposition 1.92]{Semmes:92}, $F_{\varepsilon,i}$ is bounded in $\mathcal{H}^1(\mathbb{R}^N)$ and if $K=\mathrm{supp}\, (\eta)$ then $$ \norm{F_{\varepsilon,i}}_{\mathcal{H}^1(\mathbb{R}^N)} \le C\big(1 + \norm{F_{\varepsilon,i}}_{L^1(\mathbb{R}^N)} + \norm{f_{\varepsilon,i}}_{\mathcal{H}^1(K)}\big), \quad i=1,\dots,N, $$ where the right-hand side is bounded by a constant independent of $\varepsilon$, thanks to \eqref{Hardy:tmpI}. Observe that by \eqref{E1_map} and the last part of \eqref{assume:conv} we have \begin{align*} A_{\varepsilon,i} &= \frac{\int_{\Omega}\sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2}\frac{\partial}{\partial x_l} u_{\varepsilon,i} \frac{\partial}{\partial x_l} \eta\,dx}{\int_{\Omega} \eta\,dx} \\ & \to \frac{\int_{\Omega}\sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{p_l-2} \frac{\partial}{\partial x_l} u_i \frac{\partial}{\partial x_l} \eta\,dx}{\int_{\Omega} \eta\,dx}=:A_i, \end{align*} for $i=1,\dots,N$. Hence $F_{\varepsilon,i}\to F_i:=\eta(f_i-A_i)$ a.e.~in $\mathbb{R}^N$ and, as mentioned before, $F_{\varepsilon,i}$ is bounded in $\mathcal{H}^1(\mathbb{R}^N)$. Thanks to a theorem of Jones and Journ{\'e} \cite{JonesJourne}, this implies that $F_{\varepsilon,i}\overset{\star}\rightharpoonup F_i$ in $\mathcal{H}^1(\mathbb{R}^N)$, that is, $$ \int_{\mathbb{R}^N} F_{\varepsilon,i}\Psi\,dx \to \int_{\mathbb{R}^N} F_i\Psi\,dx, \quad \forall \Psi\in VMO(\mathbb{R}^N). $$ Now we have all the necessary tools at our disposal for concluding the proof of the theorem. Let $\phi\in W^{1,(p_1,\dots,p_N)}_0(\Omega;\mathbb{R}^m)\cap L^\infty(\Omega;\mathbb{R}^m)$ and choose $\eta\in C^\infty_c(\Omega)$ such that $\eta\equiv 1$ on $K=\mathrm{supp}\, (\phi)$. Then \begin{align*} &\int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial u_\varepsilon}{\partial x_l}}^{p_l-2}\frac{\partial u_\varepsilon}{\partial x_l} \cdot \frac{\partial\phi}{\partial x_l}\,dx \\ & = \int_{\Omega} \sum_{i=1}^N f_{\varepsilon,i}\phi_i\,dx \\ & = \int_{\mathbb{R}^N} \sum_{i=1}^N F_{\varepsilon,i} \phi_i \,dx + \int_{\mathbb{R}^N} \sum_{i=1}^N \eta A_{\varepsilon,i} \phi_i\,dx. \end{align*} Sending $\varepsilon\to 0$ yields \begin{align*} \int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{p_l-2}\frac{\partial u}{\partial x_l} \cdot \frac{\partial\phi}{\partial x_l}\,dx & = \int_{\mathbb{R}^N} \sum_{i=1}^N F_i \phi_i \,dx + \int_{\mathbb{R}^N} \sum_{i=1}^N \eta A_i \phi_i\,dx \\ & = \int_{\Omega} \sum_{i=1}^N f_i\phi_i\,dx = \int_{\Omega} \sum_{l=1}^N \abs{\frac{\partial u}{\partial x_l}}^{p_l}u\cdot \phi\,dx. \end{align*} Hence $u$ is a $(p_1,\dots,p_N)$-harmonic map. \end{proof} \subsection*{Acknowledgments} This work was partially supported by the European network HYKE, contract HPRN-CT-2002-00282. 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