\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2015 (2015), No. 115, pp. 1--9.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2015 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2015/115\hfil Hopf maximum principle revisited] {Hopf maximum principle revisited} \author[J. C. Sabina de Lis \hfil EJDE-2015/115\hfilneg] {Jos\'e C. Sabina de Lis} \address{Jos\'e C. Sabina de Lis\newline Departamento de An\'{a}lisis Matem\'atico and IUEA, Universidad de La Laguna, C. Astrof\'isico Francisco S\'anchez s/n, 38203, La Laguna, Spain} \email{josabina@ull.es} \thanks{Submitted December 29, 2014. Published April l28, 2015.} \subjclass[2010]{35B50} \keywords{Maximum principle} \begin{abstract} A weak version of Hopf maximum principle for elliptic equations in divergence form $\sum_{i,j=1}^N\partial_i(a_{ij}(x)\partial_ju)=0$ with H\"older continuous coefficients $a_{ij}$ was shown in \cite{FG}, in the two-dimensional case. It was also pointed out that this result could be extended to any dimension. The objective of the present note is to provide a complete proof of this fact, and to cover operators more general than the one studied in \cite{FG}. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{remark}[theorem]{Remark} \allowdisplaybreaks \section{Introduction} It is well-known that the Hopf maximum principle (see \cite[Lemma 3.4]{GT}, \cite[Theorem II.7]{PW} or \cite[Theorem 2.8.4]{PS} for a classical statement) does not hold for linear elliptic equations in divergence form. More precisely, a function $u\in C^1(\overline{\Omega})$, with $\Omega\subset \mathbb{R}^N$ a smooth domain, is assumed to solve in weak sense the elliptic equation \begin{equation}\label{e:1} \sum_{i,j=1}^N \frac{\partial}{\partial x_i}\Big(a_{ij}(x)\frac{\partial u}{\partial x_j}\Big)=0 \end{equation} in $\Omega$, while $u(x)>u(x_0)$ in an inner tangent ball $B\subset \Omega$, $x_0\in \partial\Omega\cap {\overline{B}}$ being the tangency point. Then, a maximum Hopf principle (a ``boundary point lemma'') holds at $x_0$ if the strict inequality \begin{equation} \label{e:2} \frac{\partial u}{\partial n} < 0 \end{equation} is satisfied at $x_0$, $n$ standing for the outward unit normal at that point. A counterexample to this assertion, even when coefficients $a_{ij}$ in \eqref{e:1} are continuous in $\overline{\Omega}$ was given in \cite[ Problem 3.9]{GT} (see also \cite[Section 2.7]{PS}; and a further example in \cite{Naz} for the case in which coefficients in \eqref{e:1} satisfy $a_{ij}\in L^\infty(\Omega)$). Moreover, as pointed out in \cite{Naz}, a simpler example than the one in \cite{GT} can be obtained as follows. Function $u = \Re \frac{z}{\ln z}$, $z = x+iy$, is harmonic and negative in the plane domain $\Omega$ enclosed by the $C^1$ curve $r = \varphi(\theta)$ with $\varphi(\theta) = \text{exp}\ (-\theta \tan \theta)$ if $|\theta|<\frac\pi2$, $\varphi(\pm\pi/2) =0$ (\cite{GT}, Chapter 3). Outward unit normal at $(0,0)\in \partial\Omega$ is $n = (-1,0)$ while $$ u(0,0)=0,\quad u_x(0,0)=0. $$ Thus \eqref{e:2} fails. Since $\Omega$ is not a $C^2$ domain at $(0,0)$ then, after a $C^1$ rectification of $\partial \Omega$ near $(0,0)$ one finds that $u$ solves an equation \eqref{e:1} with respect to new variables $(x',y')$ in $B\cap\{y'>0\}$, with coefficients $a_{ij}\in C({\overline{B}}\cap\{y'\ge 0\})$, being $B$ a small ball centered at $(0,0)$. This furnishes us the desired counterexample. Nevertheless, Hopf maximum principle, when regarded in this weak form, seems to be either not correctly stated (see e. g. \cite[Proposition 1.16]{DF} where some kind of differentiability assumption on the coefficients seems to be missing) or not properly employed in comparison arguments (proof of \cite[Proposition 2.2]{GV}, Remark \ref{veron} bellow). The difficulty in showing a Hopf maximum principle for \eqref{e:2} lies, of course, on the lack of differentiability of coefficients $a_{ij}$. Indeed, a proof in the line of the standard one works provided that the $a_{ij}$ belong to $C^{0,1}(\overline{\Omega})$. That is why it still seems an outstanding result the fact that Hopf principle holds when the $a_{ij}$ are merely H\"{o}lder continuous. This was shown in \cite[Lemma 7]{FG} for \eqref{e:1} in the case $N=2$ (a later improved two-dimensional statement appeared in \cite{G}). Moreover, it is asserted in \cite[Remark 2 p. 35]{FG} that: ``The proof of Lemma 7 can be extended to $n$ dimensions for equations of the form \eqref{e:1}''. Accordingly, the goal of this note is to furnish to the interested reader a detailed proof of such extended version. In addition, the operators we are addressing in the present article are slightly more general than the one announced in \cite{FG}, meanwhile some of the auxiliary results obtained here seem interesting in its own right (see estimate \eqref{ar:7} in Lemma \ref{arl:3} bellow). To simplify notation we are using, whenever possible, either $\partial_i$ or $\partial_{ij}$ instead of $\frac \partial{\partial x_i}$ or $\frac {\partial^2}{\partial x_i\partial x_j}$, respectively, wherein reference variable $x$ could be replaced by another one, say $y$ depending on the context. Our main result is stated as follows. \begin{theorem}\label{thm1} Let $\Omega\subset \mathbb{R}^N$ be a smooth bounded domain, $a_{ij}\in C^\alpha(\overline{\Omega})$ with $a_{ij}(x)=a_{ji}(x)$, $1\le i,j\le N$, $x\in\overline{\Omega}$, and \begin{equation}\label{i:0} \sum_{i,j=1}^N a_{ij}(x)\xi_i\xi_j >0, \end{equation} for all $x\in\overline{\Omega}$ and $\xi\in\mathbb{R}^N\setminus\{0\}$. Assume that $u\in C^1(\overline{\Omega})$ solves, in the weak sense, \begin{equation} \label{i:1} -\sum_{i,j=1}^N \partial_i(a_{ij}(x)\partial_j u) + \sum_{i=1}^N b_i(x)\partial_i u + c(x)u \ge 0, \end{equation} in $\Omega$, where $b_i\in L^\infty(\Omega)$ for $1\le i \le N$, $c\in L^\infty(\Omega)$ and $c(x)\ge 0$ a. e. in $\Omega$. Suppose that for $x_0\in \partial\Omega$ there exists a ball $B\subset\Omega$ with $x_0\in \partial B$ where $u=u(x)$ satisfies: $$ u(x) > u(x_0)\quad x\in B. $$ If $u(x_0)\le 0$ then \begin{equation} \label{i:2} \frac{\partial u}{\partial \nu}(x_0)< 0, \end{equation} where $\nu$ is {\rm any} outward direction, i. e. any unitary vector $\nu \in \mathbb{R}^N$ so that $\langle \nu, n\rangle >0$, $n$ being the outward unitary normal at $x_0$. \end{theorem} \begin{remark} \rm \begin{itemize} \item[(a)] Ball $B$ in the statement is indeed an ``inner ball'' tangent to $\partial\Omega$ at $x_0\in \partial\Omega$. \item[(b)] No restriction on the sign of $c$ is required in the case where $u(x_0)=0$. Alternatively, the sign of $u(x_0)$ can be arbitrary provided that $c(x)=0$ for all $x\in \Omega$. \end{itemize} \end{remark} \section{Proof of Theorem \ref{thm1}}\label{dos} Define the operator, $$ \mathcal{L} u = -\sum_{i,j=1}^N \partial_i(a_{ij}(x)\partial_j u), $$ which is understood to act in weak sense on functions in $C^1(\overline{\Omega})$. Let $u$ be as in the statement of Theorem \ref{thm1} and set $u_0 = u(x_0)$. Then $$ \mathcal{L}(u-u_0)+\sum_{i=1}^N b_i\partial_i (u-u_0)+c(u-u_0)\ge -c u_0\ge 0. $$ By performing a suitable linear transformation of the variable $x$ it can be assumed that $a_{ij}(x_0)=\delta_{ij}$ ($\delta_{ij}=1$ if $i=j$, $\delta_{ij}=0$ otherwise). After a translation and a rotation it can be also assumed that $x_0 = 0$ meanwhile the outward unit normal $n$ at $x=0$ is $-e_N$. It should be remarked that after this set of variable changes, outward derivatives of $u$ at $x_0$ are transformed into outward derivatives of $u$ at $0$, with respect to the new variables. Consider the ``unitary'' annulus $ D= \{x\in \mathbb{R}^N:1/2 < |x| < 1\}$ and for $\rho >0$ set $D_\rho = \rho D = \{\rho x: x\in D\}$. By a suitable choice of $\rho_0>0$ it follows that the domain $$ \Omega_\rho = \rho e_N+D_{\rho}=\{x:\rho/2 <|x-\rho e_N|<\rho\}, $$ lies in $\Omega$ for all $0 < \rho < \rho_0$. Following \cite{FG} we introduce the auxiliary function $v\in C^{1,\alpha}(\overline{\Omega}_\rho)$ defined as the weak solution to the problem \begin{equation}\label{d:1} \begin{gathered} \mathcal{L} v + \sum_{i=1}^N b_i\partial_i v + cv = 0 \quad x\in \Omega_\rho\\ v = 1 \quad x\in \partial\Omega_\rho^-\\ v = 0 \quad x \in \partial \Omega_\rho^+, \end{gathered} \end{equation} where $\partial\Omega_\rho^- =\{x: |x-\rho e_N|=\rho/2\}$ and $\partial\Omega_\rho^+ =\{x: |x-\rho e_N|=\rho\}$. Existence and uniqueness of a positive solution to \eqref{d:1} is provided in Lemma \ref{lem2} below. It is clear that a small $\varepsilon>0$ can be found so that $$ u-u_0-\varepsilon v \ge 0, $$ on $\partial\Omega_\rho$ meanwhile $$ \mathcal{L}(u-u_0-\varepsilon v)+c(u-u_0-\varepsilon v) \ge 0, $$ in the weak sense in $\Omega_\rho$. The weak maximum principle \cite{GT} then implies that $u \ge u_0 + \varepsilon v$, in $\Omega_\rho$. In particular, \begin{equation}\label{d:2} \frac{\partial u}{\partial \nu}(0)\le \varepsilon \frac{\partial v}{\partial \nu}(0), \end{equation} for any outward direction $\nu$ to $\Omega_\rho$ at $x=0$. It follows from Lemma \ref{arl:3} below that \begin{equation} \label{d:3} \frac{\partial v}{\partial \nu}(0)\to -\infty \end{equation} as $\rho\to 0+$. An even more precise account on the asymptotic behavior of such derivative as $\rho\to 0+$ is given in Lemma \ref{arl:3}. It is clear that \eqref{d:2} and \eqref{d:3} imply the desired conclusion \eqref{i:2}. \begin{remark}\label{veron} \rm The following strong comparison principle is stated in \cite[Proposition 2.2]{GV}. Functions $u,v\in C^1(\overline{\Omega})$, $u=v=0$ on $\partial\Omega$, solve $-\Delta_p u=f$ and $-\Delta_p v=g$ in a smooth bounded domain $\Omega \subset \mathbb{R}^N$. It is assumed that $f,g\in L^\infty(\Omega)$, $0 \le f \le g$ while the set $\{x\in \Omega: f(x)=g(x)\text{ a. e.}\}$ has an empty interior. Then $v(x)>u(x)$ for all $x\in\Omega$ together with \begin{equation}\label{veronineq} \frac{\partial v}{\partial n}< \frac{\partial u}{\partial n}, \end{equation} at every point in $\partial\Omega$. As for its proof, by the contradiction argument employed in \cite{GV} it follows that $v>u$ in $\Omega$. This is achieved by using weak comparison \cite{To} and the strong maximum principle \cite{V}, the latter implying that $\frac{\partial v}{\partial n}<0$ on $\partial\Omega$. Authors in \cite{GV} then obtain \eqref{veronineq} from the strict inequality between $u$ and $v$ in $\Omega$. However, we think that to attain \eqref{veronineq} a more work is required and propose the following argument. Fix $x_0\in\partial\Omega$ and assume that contrary to \eqref{veronineq} the equality \begin{equation} \label{verdos} \frac{\partial v}{\partial n}(x_0)= \frac{\partial u}{\partial n}(x_0) \end{equation} holds. Then there exists a small ball $B$, centered at $x_0$, such that $$ \min\{|\nabla u(x)|,|\nabla v(x)|\}\ge k >0 $$ in $U:= B\cap \Omega$. Thus, the difference $w=v-u$ solves in $U$ an elliptic equation of the form \eqref{e:1} with the uniform elliptic matrix \begin{equation}\label{matriz} A(x) = \int_0^1 |\nabla w_t|^{p-2} \Big(I+(p-2)\frac{\nabla w_t}{|\nabla w_t|}\otimes \frac{\nabla w_t}{|\nabla w_t|}\Big)\,dt, \end{equation} where $w_t = (1-t)u+t v$, $I$ is the identity matrix and for $\xi\in \mathbb{R}^N$, $(\xi\otimes\xi)_{ij}=\xi_i\xi_j$, $1\le i, j\le N$. Since $\frac{\partial v}{\partial n}(x_0)\neq 0$ this implies, by reducing $B$ if necessary, that $0\notin [\nabla u(x),\nabla v(x)]$ for all $x\in \overline{U}$. Equivalently, that $|\nabla w_t(x)|>0$ for all $x\in \overline{U}$, $t\in [0,1]$. Taking into account that $u,v\in C^{1,\alpha}(\overline{\Omega})$ for some $0 < \alpha < 1$ \cite{Li} then the coefficients $a_{ij}$ of matrix $A$ in \eqref{matriz} belong to $C^{\alpha}(\overline{U})$. In this respect it should be remarked that $\nabla u(x)\neq 0$ and $\nabla v(x)\neq 0$ in $\overline{U}$ are not enough to ensure us that $a_{ij}\in C^{\alpha}(\overline{U})$. Finally, Theorem \ref{thm1} can now be used to conclude that \eqref{verdos} is not possible. Hence, \eqref{veronineq} holds at $x_0$. \end{remark} \section{Auxiliary results}\label{ar} \begin{lemma} \label{lem2} Problem \eqref{d:1} admits a unique positive solution $v\in C^{1,\alpha}(\overline{\Omega}_\rho)$. \end{lemma} \begin{proof} Existence of a unique weak solution $v\in H^1(\Omega_\rho)$ to \eqref{d:1} is standard \cite[Theorem 8.3]{GT}, being the uniqueness consequence of the weak maximum principle. Just this result implies that $0 \le v \le 1$ a. e. in $\Omega$. Since $v\in L^\infty(\Omega)$, classical results in \cite{LU} imply that $v\in C^\beta(\overline{\Omega}_\rho)$ for some $0 < \beta <1$. Furthermore, strong maximum principle \cite[Theorem 8.19]{GT} ensures us that $v(x) > 0$ for all $x\in \Omega_\rho$. Also the results in \cite[Section 8.11]{GT} permit us concluding that $v\in C^{1,\alpha}(\overline{\Omega}_\rho)$. \end{proof} \begin{remark}\rm When $b_i\equiv 0$, $1\le i \le N$, in \eqref{d:1} existence of a weak solution can be directly obtained by a variational argument. In fact, the functional $$ J(u) = \frac 12\int_{\Omega_\rho}\Big\{\sum_{i,j=1}^N a_{ij}\partial_i u\partial_j u + c u^2\Big\}, $$ is coercive in $\mathcal M = \{u\in H^1(\Omega_\rho):u=\varphi \ \text{on}\ \partial\Omega_\rho\}$, where $\varphi$ is the characteristic function of $\partial\Omega_\rho^-$ in $\partial\Omega_\rho$. It therefore admits a global minimizer $u\in H^1(\Omega_\rho)$ in $\mathcal M$. Moreover, such minimizer is unique due to the convexity of $J$ ($c\ge 0$). \end{remark} Consider now the elliptic operator $$ \overline{\mathcal{L}} u = -\sum_{i,j=1}^N {\bar{a}}_{ij}\partial_{ij} u, $$ where the coefficients ${\bar{a}}_{ij}$ are constant and the matrix ${\bar{A}} = ({\bar{a}}_{ij})$ is symmetric and positive definite with eigenvalues $$ 0 < \bar{\lambda}_1\le\cdots\le \bar{\lambda}_N. $$ Let $D$ be the unitary annulus introduced above and $D_\rho$ the corresponding annulus with exterior radius $\rho$. Set $G_\rho(x,y)$ the Green function associated to $\overline{\mathcal{L}}$, under homogeneous Dirichlet conditions in $D_\rho$ (see \cite{DB}). Namely, the unique function $G_\rho\in C^{2}(\overline{D}_\rho\times \overline{D}_\rho\setminus \Delta)$, $\Delta = \{(x,x):x\in \overline{D}_\rho\}$, such that the classical solution $u\in C^2({D_\rho})\cap C(\overline{D}_\rho)$ to the problem \begin{equation}\label{ar:1} \begin{gathered} \overline{\mathcal{L}} u = f \quad x\in D_\rho\\ u = 0 \quad x\in \partial D_\rho, \end{gathered} \end{equation} with $f\in C({D_\rho})\cap L^1({D_\rho})$, provided that it exists, can be represented in the form \begin{equation}\label{ar:2} u(x)= \int_{D_\rho}G_\rho(x,y)f(y)\,dy. \end{equation} The next result provides us with the key estimates on the derivatives of $G_\rho$. \begin{lemma}\label{arl:1} There exist positive constants $C_1$, $C_2$ such that \begin{gather}\label{ar:3} |\partial_{x_i}G_\rho(x,y)|\le \frac{C_1}{|x-y|^{N-1}}\quad 1 \le i \le N, \\ \label{ar:4} |\partial_{x_i}\partial_{y_j}G_\rho(x,y)|\le \frac{C_2}{|x-y|^{N}}\quad 1 \le i, j \le N, \end{gather} for all $x,y\in D_\rho$, $x\neq y$. Moreover, constants $C_1$ and $C_2$ can be estimated as follows: \begin{equation} \label{ar:5} C_1 \le K_1 \Big( \frac{\bar{\lambda}_N}{\bar{\lambda}_1}\Big)^{\frac{N-1}2} \frac 1{\bar{\lambda}_1}, \qquad C_2 \le K_2 \Big( \frac{\bar{\lambda}_N}{\bar{\lambda}_1}\Big)^{\frac{N}2}\frac 1{\bar{\lambda}_1}, \end{equation} where the positive constants $K_1$ and $K_2$ do not depend on $\rho$. \end{lemma} \begin{proof} There exists a linear isomorphism $y = Tx$ which maps $D_\rho$ into the ellipsoidal cavity $\mathcal{D}_\rho = \{\rho y:y\in \mathcal{D}\}$ with $$ \mathcal{D} = \{y\in \mathbb{R}^N: \frac 14 < \sum_{i=1}^N\frac{y_i^2}{a_i^2}< 1\}, $$ and where the reference semiaxis $a_i$ are given by $$ a_i = \frac 1{\sqrt{\bar{\lambda}_i}}\quad i = 1,\dots,N. $$ Moreover, $T$ transforms problem \eqref{ar:1} into \begin{equation}\label{ar:4b} \begin{gathered} -\Delta v = g \quad y \in \mathcal{D}_{\rho}\\ \ v = 0 \quad y\in \partial \mathcal{D}_{\rho}, \end{gathered} \end{equation} where $v(y) = u(T^{-1}y)$, $g(y) = f(T^{-1}y)$. Let $\widetilde{G}_\rho = \widetilde{G}_\rho(y,\eta)$ be the Green function associated to $-\Delta$ under homogeneous Dirichlet conditions in $\mathcal{D}_\rho$. A direct computation shows that $$ G_\rho(x,\xi) = \{\det T\} \ \widetilde{G}_\rho(Tx,T\xi), $$ for all $x,\xi\in D_\rho$, $x\neq \xi$, where $\det T = a_1\cdots a_N$. A further scaling argument permits us writing $$ \widetilde{G}_\rho(y,\eta) = \rho^{2-N}G\Big(\frac y\rho,\frac \eta\rho\Big),\quad y,\eta\in \mathcal{D}_\rho,\; y\neq \eta, $$ $G = G(z,\zeta)$ being the Green function for $-\Delta$, constrained with homogeneous Dirichlet conditions in $\mathcal{D}$. Therefore, $$ G_\rho(x,\xi) = \rho^{2-N}\{\det T\} G\Big( \frac {Tx}\rho,\frac {T\xi}\rho\Big)\quad x,\xi\in D_\rho\quad x\ne \xi. $$ Now, the estimates in \cite{Wi} allow us assert the existence of a positive constant $M$ such that \begin{equation}\label{ar:6} \begin{gathered} |\partial_{x_i}G(x,y)|\le \frac M{|x-y|^{N-1}}\quad 1 \le i \le N,\\ |\partial_{x_i}\partial_{y_j}G(x,y)|\le \frac M{|x-y|^{N}}\quad 1 \le i,j \le N, \end{gathered} \end{equation} for all $x,y\in \mathcal{D}$, $x\neq y$. Next we observe that isomorphism $T$ can be chosen of the form $$ T = \operatorname{diag}(a_1,\dots,a_N)\ L, $$ where $L$ is an orthogonal transformation. Thus, $$ \partial_{x_i}G_\rho(x,y) = \rho^{1-N}\sum_{k=1}^N \partial_{z_k}G \Big(\frac{Tx}\rho,\frac{Ty}\rho\Big) \partial_{x_i}((Tx)_k), $$ where $(Tx)_k = a_k\sum L_{xs}x_s$. Then, the estimate $$ \sum_{k=1}^N |\partial_{x_i}((Tx)_k)|\le \sqrt N a_1 $$ follows easily. In addition, $$ |Tx| = |\operatorname{diag}(a_1,\dots,a_N) Lx|\ge a_1|x|, $$ for all $x\in \mathbb{R}^N$. By \eqref{ar:6} with the last estimates, the first inequality in \eqref{ar:5} is obtained with the choice $$ K_1 = M \sqrt N. $$ By proceeding in the same way, the second inequality in \eqref{ar:5} holds for $K_2 = M N$. \end{proof} \begin{lemma}\label{arl:3} Let $v\in C^{1,\alpha}(\overline{\Omega}_\rho)$ be the positive solution of the problem \eqref{d:1}. Then, \begin{equation} \label{ar:7} \frac{\partial v}{\partial \nu}(0)\sim \frac{C_N^*}\rho\langle \nu,e_N\rangle \quad \text{as}\quad \rho\to 0+, \end{equation} where $\nu\in \mathbb{R}^N$ is any unitary vector and $$ C_N^*= \frac{N-2}{2^{N-2}-1}. $$ \end{lemma} \begin{remark} \rm Observe that exterior directions $\nu$ to $\Omega_\rho$ at $x=0$ are characterized by $\langle\nu,e_N\rangle< 0$. \end{remark} \begin{proof}[Proof of Lemma \ref{arl:3}] To prove \eqref{ar:7} we follow the argument in \cite{FG} and introduce $u=\psi$, the solution of the problem \begin{gather*} \Delta u = 0\quad x\in \Omega_\rho\\ u = 1 \quad x\in \partial\Omega_\rho^-\\ u = 0 \quad x \in \partial \Omega_\rho^+, \end{gather*} whose explicit form is $$ \psi(x) = \Big( \frac 1{|x-\rho e_N|^{N-2}}-\frac 1{\rho^{N-2}}\Big) \frac{\rho^{N-2}}{2^{N-1}-1}. $$ We fix now $\bar x\in \Omega_\rho$ and define the constant coefficients operator $$ \mathcal{L}_{\bar x} u := -\sum_{i,j=1}^N {\bar{a}}_{ij}\partial_{ij}u, $$ with ${\bar{a}}_{ij} = a_{ij}(\bar x)$. By noticing that $w(x):= v(x)-\psi(x)$ vanishes at the boundary $\partial \Omega_\rho$ of $\Omega_\rho$, $w$ can be represented as \begin{equation}\label{d:4} w(x) = \int_{\Omega_\rho}G_\rho(x,y)\mathcal{L}_{\bar x} w(y)\,dy, \end{equation} where $G_\rho$ stands for the Green function of the operator $\mathcal{L}_{\bar x}$ in $\Omega_\rho$, subject to homogeneous Dirichlet conditions on $\partial\Omega_\rho$ (see Lemma \ref{arl:1}). We are employing \eqref{d:4} to analyze $\nabla w$ near zero when $\rho$ becomes small. Observe that, \begin{align*} w(x) &= \int_{\Omega_\rho}G_\rho(x,y)(\mathcal{L}_{\bar x}v(y)-\mathcal{L} v(y))\,dy\\ &\quad - \int_{\Omega_\rho}G_\rho(x,y)(\mathcal{L}_{\bar x}\psi(y)-\mathcal{L}_0\psi(y))\,dy\\ &\quad -\int_{\Omega_\rho}G_\rho(x,y)(b(y)\nabla v(y)+c(y)v(y))\,dy \\ &=: w_1(x)+w_2(x)+w_3(x), \end{align*} $x\in\Omega_\rho$, with $b=(b_i)$ and where $\mathcal{L}_0$ is the constant coefficients operator resulting from fixing $x=0$ in the functions $a_{ij}(x)$. Notice that $\mathcal{L}_0 = -\Delta$ and so $\mathcal{L}_0 \psi = 0$. On the other hand, $$ w_1(x) = \sum_{i,j=1}^N\int_{\Omega_\rho}\partial_{y_i}G_\rho(x,y)(a_{ij}(y) -a_{ij}(\bar x))\partial_jv(y)\,dy. $$ Hence, \begin{equation} \label{ar:8} \partial_{x_s}w_1(\bar x) = \sum_{i,j=1}^N\int_{\Omega_\rho}\partial_{x_s}\partial_{y_i}G_\rho(\bar x,y)(a_{ij}(y)-a_{ij}(\bar x))\partial_jv(y)\,dy. \end{equation} By estimate \eqref{ar:4} in Lemma \ref{arl:1}, $$ |\partial_{x_s}w_1(\bar x)| \le \sum_{i,j=1}^N C_2 [a_{ij}]_\alpha \|\nabla v\|_{\infty,\Omega_\rho}\int_{\Omega_\rho}\frac 1{|y-\bar x|^{N-\alpha}}\,dy, $$ where $$ [a_{ij}]_\alpha = \sup_{x,y\in\Omega, x\neq y}\frac{|a_{ij}(x)-a_{ij}(y)|}{|x-y|^\alpha}. $$ After estimating the integral, \eqref{ar:8} implies that \begin{equation} \label{ar:9} |\nabla w_1(\bar x)|\le C \|\nabla v\|_{\infty,\Omega_\rho}\rho^\alpha\quad \bar x\in \Omega_\rho, \end{equation} for a certain positive constant $C$ which does not depend on $\rho$. Label $C$ will be employed in the sequel to designate positive constants which no depend on $\rho$, and whose precise value is irrelevant for the discourse. As for the gradient of $w_2$, $$ \partial_{x_s}w_2(\bar x) = \sum_{i,j=1}^N\int_{\Omega_\rho}\partial_{x_s} G_\rho(\bar x,y)(a_{ij}(0)-a_{ij}(\bar x))\partial_{ij}\psi(y)\,dy. $$ Since $|\partial_{ij}\psi(y)|\le C\rho^{-2}$, using estimate \eqref{ar:3} we find that $$ |\partial_{x_s}w_2(\bar x)| \le \sum_{i,j=1}^N C [a_{ij}]_\alpha \rho^{\alpha-2}\int_{\Omega_\rho}\frac 1{|y-\bar x|^{N-1}}\,dy. $$ By estimating the integral in terms of $\rho$ we obtain \begin{equation} \label{ar:10} |\partial_{x_s}w_2(\bar x)| \le C \rho^{\alpha-1}\quad \bar x \in \Omega_\rho. \end{equation} On the other hand, taking into account that $v(0)=0$, we conclude that $$ |\partial_{x_s}w_3(\bar x)|\le C_1 \|c\|_{\infty,\Omega}\|\nabla v\|_{\infty,\Omega_\rho} \int_{\Omega_\rho}\frac 1{|y-\bar x|^{N-1}}\,dy, $$ and so, \begin{equation} \label{ar:11} |\partial_{x_s}w_3(\bar x)| \le C \|\nabla v\|_{\infty,\Omega_\rho}\rho^{2}\quad \bar x \in \Omega_\rho. \end{equation} From \eqref{ar:9}, \eqref{ar:10} and \eqref{ar:11} the estimate \begin{equation} \label{ar:12} \|\nabla w\|_{\infty,\Omega_\rho}\le C\|\nabla v\|_{\infty,\Omega_\rho} \rho^{\alpha}+ C\rho^{\alpha-1} \end{equation} holds. Now, $\|\nabla v\|_{\infty,\Omega_\rho}$ can be estimated in terms of $\rho$. In fact, $$ |\nabla v (x)|\le |\nabla w(x)|+|\nabla \psi(x)| \le \|\nabla w\|_{\infty,\Omega_\rho}+ C\rho^{-1}\quad x\in \Omega_\rho. $$ Hence, $$ \|\nabla v\|_{\infty,\Omega_\rho}\le C \rho^{-1}, $$ which, together with \eqref{ar:12}, imply that \begin{equation} \label{ar:13} \|\nabla w\|_{\infty,\Omega_\rho}\le C\rho^{\alpha-1}. \end{equation} Finally, $$ \big|\frac{\partial v}{\partial \nu}(0)-\frac{\partial \psi}{\partial \nu}(0)\big | = \big |\frac{\partial v}{\partial \nu}(0)-\frac{C_N^*}\rho\langle\nu,e_N\rangle \big| \le \|\nabla w\|_{\infty,\Omega_\rho}\le C\rho^{\alpha-1}. $$ Thus, $$ \frac{C_N^*}\rho \Big(\langle\nu,e_N\rangle-\frac C{C_N^*}\rho^\alpha\Big) \le \partial_{\nu} v(0) \le \frac{C_N^*}\rho\Big(\langle\nu,e_N\rangle+\frac C{C_N^*}\rho^\alpha\Big), $$ for $\rho$ small. 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