\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2008(2008), No. 145, pp. 1--13.\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 2008 Texas State University - San Marcos.}
\vspace{8mm}}

\begin{document}
\title[\hfilneg EJDE-2008/145\hfil Stability and approximations]
{Stability and approximations of eigenvalues and
eigenfunctions for the Neumann Laplacian, part I}

\author[R. Banuelos, M. M. H. Pang\hfil EJDE-2008/145\hfilneg]
{Rodrigo Ba\~nuelos, Michael M. H. Pang}  % in alphabetical order

\address{Rodrigo Ba\~nuelos \newline
Department of  Mathematics\\
Purdue University\\
West Lafayette, IN 47906, USA}
\email{banuelos@math.purdue.edu}

\address{Michael M. H. Pang \newline
Department of  Mathematics\\
University of Missouri \\
Columbia, MO 65211, USA}
\email{pangm@math.missouri.edu}

\thanks{Submitted February 4, 2008. Published October 24, 2008.}
\thanks{R. Banuelos was partially supported by grant 0603701-DMS from the NSF}
\subjclass[2000]{35P05, 35P15}
\keywords{Stability; approximations; Neumann eigenvalues and eigenfunctions}

\begin{abstract}
 We investigate stability and approximation properties of the lowest
 nonzero eigenvalue and corresponding eigenfunction of the Neumann Laplacian
 on domains satisfying a heat kernel bound condition.
 The results and proofs in this paper will be used and extended
 in a sequel paper to obtain stability results for domains in
 $\mathbb{R}^2$ with a snowflake type boundary.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{hypothesis}[theorem]{Hypothesis}
\newtheorem{remark}[theorem]{Remark}
\allowdisplaybreaks

\section{Introduction}

The goal of this paper and its sequel \cite{P3} is to prove
stability results for the smallest positive Neumann eigenvalue and
its associated eigenfunctions of domains in $\mathbb{R}^2$ with a
snowflake type fractal boundary. In particular, our goal is that
our  results should apply to the Koch snowflake domain and its
usual sequence of approximating polygons from inside.

Suppose the Neumann Laplacian $-\Delta _\Omega \geq 0$ defined on
a  domain $\Omega$ in $\mathbb{R}^d$ has discrete spectrum. The
numerical computation of its eigenvalues and eigenfunctions often
assumes that if $\Omega$ is replaced by an approximating domain
with polygonal or piecewise smooth boundary, then the eigenvalues
and eigenfunctions will not change too much. This continuous
dependence of the Neumann eigenvalues and eigenfunctions on the
domain, however, is not obvious. Moreover, it is known that even
if $\Omega$ has smooth boundary, the spectrum of its Neumann
Laplacian does not necessarily remain discrete under ``small"
perturbations (see \cite{HSS,HKP}). Therefore the
approximating domain, apart from being ``close" to $\Omega$, must
also satisfy some ``regularity conditions".
Burenkov and Davies \cite{BD} studied this problem when $\Omega$ and
its approximating domain both have a boundary satisfying a uniform
Holder condition, and they obtained explicit estimates for the
change in the Neumann eigenvalues. More recently, Renka
\cite{R},  Benjai \cite{B}, and  Neuberger, Sieben and
 Swift \cite{NSS} have numerically computed the Neumann
eigenvalues and eigenfunctions of the Koch snowflake domain.
However, the boundary   of the Koch snowflake domain does not
satisfy a uniform Holder condition. This motivates us to prove
stability results for the Neumann eigenvalues and eigenfunctions
starting from a different set of assumptions. In this paper we
mainly consider the case when the lowest positive Neumann
eigenvalue has multiplicity 1. In \cite{P3} we shall extend these
results, and their ideas of proof, to the case when the lowest
positive Neumann eigenvalue has multiplicity at least 2, and show
that these results apply to the Koch snowflake domain and its
usual sequence of approximating polygons from inside.

Let $\Omega$ be a bounded domain in $\mathbb{R}^d$ and, for all
sufficiently small $\delta >0$, say $0<\delta <\delta_0$, let
$\Omega_\delta$ be a subdomain of $\Omega$ satisfying
\begin{equation}\label{eq:1.1}
\partial \Omega _\delta \subseteq \{x\in \Omega :
\mathop{\rm dist} (x,\partial \Omega)\leq \delta \}.
\end{equation}
Let $P^\Omega_t (x,y)$ and $P^{\Omega_\delta}_t (x,y)$ be the heat
kernels corresponding to the semigroups generated by $-\Delta
_\Omega$ and $-\Delta _{\Omega_\delta}$, respectively.

\begin{hypothesis}\label{hyp} \rm
Our main assumption on $\Omega$ and $\Omega_{\delta}$ is that
there exist $c_0\geq 1$ and $N>0$ such that, for all $0<t\leq 1$
and all $x, y \in \Omega$,
\begin{equation} \label{eq:1.2}
P^\Omega_t (x,y)\leq c_0t^{-N/2}
\end{equation}
and that, for all $0 < \delta < \delta _{0}$, all $0 < t \leq 1$ and all
$ x, y \in \Omega _{\delta}$,
\begin{equation} \label{eq:1.3}
P^{\Omega_\delta}_t (x,y)\leq c_0t^{-N/2}.
\end{equation}
\end{hypothesis}

\begin{remark} \rm
(i) Let $\Omega$ is the Koch snowflake domain in $\mathbb{R}^2$ and
$\Omega_\delta$ be its usual approximating polygons from inside.
Then \eqref{eq:1.2} is true by \cite[Theorem 5.2]{D2}. Since
each of the approximating polygons $\Omega_\delta$ is a Lipschitz domain,
an upper heat kernel bound of the form \eqref{eq:1.3} holds for each
$\Omega_\delta$ with $N=2$ (see (\cite[Section 2.4]{D1}).
In \cite{P3} we shall show that there exists $c_0\geq 1$ such
that \eqref{eq:1.3} holds for all the approximating polygons with $N = 2$.
\smallskip

\noindent (ii) We note that since $P^{\Omega}_t (x,y)$ is continuous
on $(0, \infty)\times \Omega \times \Omega$, by the parabolic
Harnack inequality (see, for example, Lemma~\ref{lem:2.1} below),
if $\Omega$ has the extension property, then \eqref{eq:1.2} holds
with $N=d$ and some $c_0 > 0$ (see \cite[p.77]{D1}).
\end{remark}

 Under Hypothesis \ref{hyp},
$-\Delta _\Omega$ and $-\Delta _{\Omega_\delta}$ have compact resolvent
(see \cite[p. 61]{D1}). We let $0<\mu_2 \leq \mu_3\leq \dots$ be the
eigenvalues of $-\Delta_\Omega$, counting multiplicity, and let
$\varphi_2,\varphi_3,\varphi_4,\dots$ be the eigenfunction associated
to $\mu_2,\mu_3,\mu_4, \dots$ respectively. We assume that
$|\Omega|^{-1/2},\varphi_2,\varphi_3,\dots$ form a complete orthonormal
system on $L^2(\Omega)$. We let
$0<\mu^\delta_2\leq \mu^\delta_3 \leq \dots $ and
$\varphi^\delta_2,\varphi^\delta_3,\varphi^\delta_4,\dots $
be the corresponding quantities for the Neumann Laplacian
$-\Delta_{\Omega _\delta}$ on $\Omega_\delta$.

\begin{theorem}\label{thm:1.1}
Suppose  $\Omega$ and $\Omega_\delta$ satisfy Hypothesis \ref{hyp}. Then
\begin{equation}\label{eq:1.4}
\lim_{\delta \downarrow 0} \mu^\delta_2 =\mu_2.
\end{equation}
\end{theorem}

\begin{theorem}\label{thm:1.2}
 Suppose $\Omega$ and $\Omega_\delta$ satisfy Hypothesis \ref{hyp}.
If $\mu_2$ has multiplicity $1$, then there exists $\delta_1>0$ such that
\begin{equation}\label{eq:1.5}
\mu^\delta_3 \geq \mu_2 +\delta_1
\end{equation}
for all $0<\delta <\delta_1$. Hence, from \eqref{eq:1.4} and
\eqref{eq:1.5}, $\mu^\delta_2$ has multiplicity $1$ for all
$0<\delta <\delta_1$.
\end{theorem}

\begin{theorem}\label{thm:1.3}
Suppose  $\Omega$ and $\Omega_\delta$ satisfy Hypothesis \ref{hyp}
and assumed that $\mu_2$ has multiplicity $1$. If $\Omega '$
is a subdomain of $\Omega$ such that $\overline{\Omega '}\subseteq \Omega$,
then
\begin{equation}\label{eq:1.6}
\lim_{\delta\downarrow 0} \sup_{z\in \overline{\Omega '}}
|\varphi ^\delta_2 (z)-\varphi_2 (z)|=0.
\end{equation}
\end{theorem}

\begin{remark} \rm
(i) Using  Theorem~\ref{thm:1.2} in the following example, one can
show that multiplicity 2 of $\mu _2$ is not stable under small
perturbations. Let $\Omega (t)$, $0\leq t\leq 1$, be a continuous
family of convex deformations from a long thin rectangle to a square.
That is,
\begin{itemize}
\item[(a)] $\Omega (t)$ is a convex domain for $0\leq t\leq 1$,
\item[(b)] $\Omega (0)$ is a long thin rectangle and $\Omega (1)$
     is a square.
\end{itemize}
We can assume that  $\Omega (t)$ is symmetric with respect to the
 $x$ and $y$ axes for all $t \in [0, 1]$.
For each $t\in [0,1]$, let $\mu (t)$ be the smallest non-zero Neumann
eigenvalue of $\Omega (t)$. Then $\mu (0)$ and
$\mu (1)$ have multiplicity $1$ and $2$, respectively. So we can let
$$
t_0=\inf \{t\in [0,1]:\mu (t) \text{has multiplicity 2}\}.
$$
 Let $\{t_n\}_{n=1}^{\infty}$ be a decreasing sequence of numbers
in $[0, 1]$ such that $t_n \downarrow  t_0$ as $n \to \infty$ and that
$\mu(t_n) $  has multiplicity 2 for all $n = 1, 2, 3, \dots $.
Since $\mathop{\rm dist}(\partial \Omega (t_0), \partial \Omega (t_n))\to0$ as
$n\to\infty$ and since the domains $\Omega (t)$ are convex and
symmetric with respect to the $x$ and $y$ axes, for each
$n=1, 2, 3, \dots $ we can let $D(t_n)$ be an dilation of
$\Omega (t_n)$ such that
\begin{itemize}
\item[(c)] $D(t_n) \subseteq  \Omega (t_0)$,
\item[(d)] $\mathop{\rm dist}(\partial \Omega (t_0), \partial D(t_n)) \to 0$ as
     $ n \to \infty$.
\end{itemize}
Let $\lambda _n$ be the smallest nonzero Neumann eigenvalue of $D(t_n)$.
Then, since $D(t_n)$ is a dilation of $\Omega(t_n)$,
the multiplicity of $\lambda _n$ is the same as that of $\mu(t_n)$; i.e.,
$\lambda_n$ has multiplicity 2 for all $n=1,2,3,\dots$. Then, by
Theorem \ref{thm:1.2},
$\mu (t_0)$ must have multiplicity $2$. In particular, $t_0>0$.
Let $\{s_n\}_{n=1}^{\infty}$ be an increasing sequence on $[0, 1]$
 such that $s_n \uparrow t_0$ as $n \to \infty$. Then, just as for
$\{t_n\}_{n=1}^{\infty}$ before, we can let $D(s_n)$ be a dilation
of $\Omega(s_n)$ satisfying
\begin{itemize}
\item[(e)] $D(s_n) \subseteq \Omega(t_0)$,
\item[(f)] $\mathop{\rm dist}(\partial \Omega(t_0), \partial D(s_n)) \to 0$ as
$n\to \infty$.

\end{itemize}
Let $\zeta_n$ be the smallest nonzero Neumann eigenvalue of $D(s_n)$.
Then $\zeta_n$ has the same multiplicity as that of $\mu(s_n)$ since
$D(s_n)$ is a dilation of $\Omega (s_n)$.  But, by the definition
of $t_0$, $\zeta _n$ has multiplicity 1 for all $n=1,2,3, \dots$.
\smallskip

\noindent (ii) Theorems \ref{thm:1.1}, \ref{thm:1.2}, and \ref{thm:1.3}
will be extended to the case when $\mu_2$ has multiplicity at least
2 in \cite{P3}. With an additional inductive argument,
it is possible to extend these results to all higher Neumann eigenvalues
and eigenfunctions and  to more general elliptic operators,
including some non-uniformly elliptic operators. We plan to return
to these issues in a later paper.
\smallskip

\noindent (iii) We mention that spectral stability results for the
Dirichlet Laplacian are much more extensive than those for the
 Neumann Laplacian. Sharp rates for the convergence of Dirichlet
eigenvalues and eigenfunctions can be found in \cite{P2} and \cite{D3}.
 We refer the readers to the excellent article \cite{BLLC} for a
recent survey of spectral stability results for the Dirichlet
and Neumann Laplacians and for more general elliptic operators.
\end{remark}


\section{Proofs of Theorems~\ref{thm:1.1}, \ref{thm:1.2} and \ref{thm:1.3}}

\begin{lemma}[{see \cite[Lemma 4.10]{P1}}]\label{lem:2.1}
Let $\Sigma$ be a domain in $\mathbb{R}^d$, let $u$ be a solution of
the parabolic equation
\begin{equation*}
\frac{\partial u}{\partial t}-\omega^{-1} \sum^d_{i,j=1}
\big\{ \frac{\partial }{\partial x_i}
\big(a_{ij}\frac{\partial u}{\partial x_j}\big)\big\} =0
\end{equation*}
in $\sum \times (\tau _1,\tau _2)$, where $\omega$ and $\{ a_{ij}\}$ satisfy
\begin{equation*}
\begin{gathered}
0 <\lambda^{-1}\leq \{a_{ij}(x)\}\leq \lambda <\infty\\
0 <\lambda^{-1}\leq \omega (x)\leq \lambda <\infty
\end{gathered}
\quad (x\in \Sigma)
\end{equation*}
for some $\lambda \geq 1$. Let $\Sigma'$ be a subdomain of $\Sigma$
and suppose that
\begin{equation*}
\mathop{\rm dist} (\Sigma ',\partial \Sigma)>\eta \quad\text{and}\quad
t_1-\tau _1\geq \eta^2.
\end{equation*}
Then
\begin{equation*}
|u(x,t)-u(y,s)|\leq A[ |x-y|+(t-s)^{1/2}\}^\alpha
\end{equation*}
for all $x,y\in \Sigma'$ and $t,s\in [t_1,\tau _2]$, where $\alpha $
depends only on $d$ and $\lambda$ and
\begin{equation*}
 A=\big( \frac{4}{\eta }\big)^\alpha \theta
\end{equation*}
where $\theta$ is the oscillation of $u$ in
$\Sigma \times (\tau _1,\tau _2)$.
\end{lemma}

\begin{lemma}[\cite{BC}]\label{lem:2.2}
 Let $\Omega$ and $\Omega_\delta $, $0<\delta \leq \delta_0$,
be as described in Section 1. Let $T^\Omega_t$ and $T^{\Omega_\delta}_t$
be the semigroups generated by the Neumann Laplacians
$-\Delta _\Omega$ and $-\Delta_{\Omega_\delta}$ on
$\Omega$ and $\Omega_\delta$, respectively. Then,
for all $f\in L^\infty (\Omega)$
and compact subset $K\subseteq \Omega$, we have
\begin{equation*}
\lim_{\delta \downarrow 0}T_t^{\Omega_\delta} (f1_{\Omega_\delta})(x)
=T^\Omega_t f(x)\quad (\text{a.e. }x\in K)
\end{equation*}
\end{lemma}

\begin{proposition}\label{prop:2.3}
For all $t_0\in (0,1]$ and all $x_0,y_0\in \Omega$, we have
\begin{equation*}
\lim_{\delta \downarrow 0} P^{\Omega_\delta}_{t_0}(x_0,y_0)
=P^\Omega_{t_0}(x_0,y_0).
\end{equation*}
\end{proposition}

\begin{proof} Applying Lemma \ref{lem:2.1} with
\begin{gather*}
\Sigma =\Omega,\quad \tau _1=\frac{1}{4}t_0,\quad \tau _2=1,\\
u(x,t)=P^\Omega_t(x,y_0),\quad \lambda =1,\quad \omega (x)\equiv 1,\\
\Sigma '=B\Big( x_0,\frac{1}{4}\mathop{\rm dist} (x_0,\partial \Omega)\Big),\quad
  t_1=\frac{1}{2}t_0,\\
\eta =\min \big\{\frac{1}{4}\mathop{\rm dist} (x_0,\partial \Omega),
 \frac{1}{2} t_0^{1/2}\big\},
\end{gather*}
we obtain, for all $t \in (t_1 , \tau _2 )$ and
$x \in B( x_0,\frac{1}{4}\mathop{\rm dist} (x_0,\partial \Omega))$,
\begin{equation}\label{eq:2.1}
|P^\Omega _t(x,y_0)-P^\Omega_t (x_0,y_0)|\leq A|x - x_0|^\alpha
\end{equation}
where $\alpha \in (0,1]$ depends only on $d$, and $A>0$ depends only
on $d$, $\mathop{\rm dist} (x_0,\partial \Omega)$, $t_0$, $N$ and $c_0$
in \eqref{eq:1.2}. Similarly, we deduce that
\begin{equation}\label{eq:2.2}
|P^{\Omega_\delta}_t (x,y_0)-P^{\Omega _\delta}_t (x_0,y_0)|
\leq A|x - x_0|^\alpha,
\end{equation}
where $\alpha $ and $A$ in \eqref{eq:2.2} have the same values as
in \eqref{eq:2.1} for all $\delta >0$ satisfying
\begin{equation*}
0<\delta <\min \big\{ \delta_0, \frac{1}{2}\mathop{\rm dist} (x_0,\partial \Omega )
\big\}.
\end{equation*}
For all $0<r<\frac{1}{4}\mathop{\rm dist} (x_0,\partial \Omega)$, we have
\begin{equation}\label{eq:2.3}
 |B(x_0,r)|^{-1}\int_{B(x_0,r)}P^{\Omega _\delta}_{t_0} (x,y_0)\,dx
=P^{\Omega_\delta}_{t_0} (x_0,y_0)+\beta_1 (\delta ,t_0,x_0,y_0,r)
\end{equation}
where, by \eqref{eq:2.2}, we have
\begin{equation}\label{eq:2.4}
|\beta_1 (t_0,\delta ,x_0,y_0,r)|\leq Ar^\alpha.
\end{equation}
Similarly, we have
\begin{equation}\label{eq:2.5}
|B(x_0,r)|^{-1}\int_{B(x_0,r)} P^\Omega _{t_0}(x,y_0)\,dx
=P^\Omega_{t_0}(x_0,y_0)+\beta_2 (t_0,x_0,y_0,r)
\end{equation}
where
\begin{equation}\label{eq:2.6}
|\beta _2(t_0,x_0,y_0,r)|\leq Ar^\alpha .
\end{equation}
Applying Lemma~\ref{lem:2.2} to the left side of \eqref{eq:2.3}
and \eqref{eq:2.5}, we see that as $\delta \downarrow 0$ we have
\begin{equation}\label{eq:2.7}
P^{\Omega_\delta}_{t_0} (x_0,y_0)+\beta _1 (\delta ,t_0,x_0,y_0,r)
\to P^\Omega _{t_0}(x_0,y_0)+\beta _2 (t_0,x_0,y_0,r)
\end{equation}
Let $\epsilon >0$ be given. Then we can first fix
$r\in \left( 0,\frac{1}{4}\mathop{\rm dist} (x_0,\partial \Omega)\right)$ such that
\begin{equation}\label{eq:2.8}
0<r\leq \left( \frac{\epsilon }{3A}\right)^{1/\alpha}.
\end{equation}
By \eqref{eq:2.7}, there exists $\delta_2>0$ such that,
for all $0<r<\frac{1}{4}\mathop{\rm dist} (x_0,\partial \Omega)$
and $0<\delta <\delta _2$, we have
\begin{equation}\label{eq:2.9}
|P^{\Omega_\delta}_{t_0} (x_0,y_0)-P^\Omega _{t_0} (x_0,y_0)
+\beta_1-\beta_2 |<\frac{\epsilon }{3}.
\end{equation}
Thus, by \eqref{eq:2.4}, \eqref{eq:2.6}, \eqref{eq:2.8} and \eqref{eq:2.9},
we see that for all $\delta\in (0,\delta_2)$ we have
\begin{equation*}
|P^{\Omega_\delta}_{t_0}(x_0,y_0)-P^\Omega_{t_0}(x_0,y_0)|
\leq \epsilon .
\end{equation*}
\end{proof}

\subsection*{Notation}
(i) Let $f:\Omega \to \mathbb{R}$ be a function on $\Omega$.
Then we write $R_\delta f:\Omega _{\delta}\to \mathbb{R}$ for
the restriction of $f$ to $\Omega_\delta $; i.e.,
 $R_\delta f=1_{\Omega_\delta}f$.

(ii) Let $f:\Omega_\delta \to \mathbb{R}$ be a function on $\Omega_\delta$.
Then we write $E_\delta f:\Omega \to \mathbb{R}$ for the extension
of $f$ to $\Omega$ defined by
\begin{equation*}
E_\delta f(x)=\begin{cases} f(x) & x\in \Omega_\delta \\
0 & x\in \Omega \backslash \Omega_\delta .\end{cases}
\end{equation*}


\begin{proposition}\label{prop:2.4}
Let $M\geq 0$ be a fixed number. For all sufficiently small
$\delta >0$, let $f_\delta \in L^\infty (\Omega_\delta)$ such that
\begin{equation*}
\| f_\delta \|_\infty \leq M.
\end{equation*}
Then, for all $0 < t \leq 1$,
\begin{equation*}
\| T^\Omega_t (E_\delta f_\delta) -E_\delta (T^{\Omega_\delta}_t f_\delta )
\|_{L^2(\Omega)} \to 0
\end{equation*}
as $\delta \downarrow 0$.
\end{proposition}

\begin{proof}
Let $t\in (0,1]$ and $\epsilon \in (0,1)$ be fixed.
Choose $\delta_3 >0$ sufficiently small so that
\begin{equation}\label{eq:2.10}
2c_0t^{-\frac{N}{2}}M|\Omega \backslash \Omega_{\delta_3}|
\leq \frac{\epsilon }{2}\end{equation}
and
\begin{equation}\label{eq:2.11}
2c_0t^{-\frac{N}{2}}M|\Omega ||\Omega \backslash
\Omega_{\delta _3}|^{1/2}\leq \frac{\epsilon }{2}.
\end{equation}
Then, for all $\delta \in (0,\delta _3]$ and $x\in \Omega_{\delta_3}$,
we have
\begin{equation}\label{eq:2.12}
\begin{aligned}
&(T^\Omega_t E_\delta f_\delta -E_\delta T^{\Omega _\delta}_t f_\delta )(x)\\
& =\int_{\Omega_\delta} [P^\Omega_t(x,y)-P^{\Omega_\delta}_t (x,y)]f_\delta (y)dy\\
& =\Big( \int_{\Omega_\delta \backslash \Omega_{\delta_3}}
+\int_{\Omega_{\delta_3}}\Big)
\big[P^\Omega_t(x,y)-P^{\Omega_\delta}_t (x,y)\big]
f_\delta (y)dy.
\end{aligned}
\end{equation}
By \eqref{eq:1.2}, \eqref{eq:1.3} and \eqref{eq:2.10}, we have
\begin{equation}\label{eq:2.13}
 \big| \int_{\Omega_\delta \backslash \Omega_{\delta_3}}
[P^\Omega_t (x,y)-P^{\Omega_\delta}_t (x,y)]f_\delta (y)dy\big|
\leq 2c_0t^{-\frac{N}{2}} M|\Omega \backslash \Omega_{\delta_3}|
\leq \frac{\epsilon }{2}.
\end{equation}
By \eqref{eq:1.2}, \eqref{eq:1.3} and Proposition~\ref{prop:2.3},
there exists $\delta_4=\delta_4(\epsilon ,x)>0$ such that
\begin{equation}\label{eq:2.14}
\big|\int_{\Omega_{\delta_3}} [P^\Omega _t (x,y)
-P^{\Omega_\delta}_t (x,y)]f_\delta (y)dy\big|
\leq \frac{\epsilon }{2}
\end{equation}
for all $\delta \in (0,\delta_4)$.
Therefore \eqref{eq:2.12}, \eqref{eq:2.13} and \eqref{eq:2.14} imply that
\begin{equation}\label{eq:2.15}
(T^\Omega_t E_\delta f_\delta -E_\delta T^{\Omega_\delta }_t f_\delta )(x)
\to 0\quad \text{as } \delta \downarrow 0
\end{equation}
for all $x\in \Omega_{\delta_3}$. Since, by \eqref{eq:1.2} and
\eqref{eq:1.3},
\begin{equation*}
\| T^\Omega _t E_\delta f_\delta -E_\delta T^{\Omega_\delta}_t
f_\delta \|_\infty \leq 2c_0t^{-N/2} M|\Omega|,
\end{equation*}
there exists $\delta_5=\delta_5 (\epsilon )>0$ such that
\begin{equation}\label{eq:2.16}
 \| R_{\delta_3} (T^\Omega _t E_\delta f_\delta -E_\delta
T^{\Omega_\delta}_t f_\delta )\|^2_{L^2(\Omega_{\delta_3})}
\leq \frac{\epsilon^2}{4}
\end{equation}
for all $\delta \in (0,\delta_5)$. Also, by \eqref{eq:2.11}, we have
\begin{equation}\label{eq:2.17}
 \int_{\Omega \backslash \Omega_{\delta_3}} |(T^\Omega_t
 E_\delta f_\delta -E_\delta T^{\Omega_\delta }_t f_\delta )(x)|^2dx
\leq (2c_0t^{-\frac{N}{2}}M|\Omega|)^2|\Omega \backslash
\Omega_{\delta_3}|\leq \frac{\epsilon^2}{4}
\end{equation}
for all $\delta \in (0,\delta_3)$. The proposition now follows
from \eqref{eq:2.16} and \eqref{eq:2.17}.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm:1.1}]
Let $\epsilon \in (0,1)$ be given. For all sufficiently small
$\delta >0$, let
\begin{equation*}
\beta_1 (\delta )=|\Omega_\delta |^{-1} \int_{\Omega_\delta}
\varphi_2 (x)dx.
\end{equation*}
Taking inner products and norms in $L^2 (\Omega_\delta)$, we get
\begin{align*}
e^{-\mu^\delta_2 t}
&\geq \|R_\delta (\varphi_2 -\beta_1 (\delta) )\|^{-2}_2
\langle T^{\Omega_\delta}_t R_\delta (\varphi_2
-\beta_1 (\delta)),R_\delta (\varphi_2-\beta_1 (\delta))\rangle\\
&= \| R_\delta (\varphi_2-\beta_1 (\delta))\|^{-2}_2
\{ \langle T^{\Omega_\delta}_t R_\delta \varphi_2, R_\delta \varphi_2\rangle
-2 \langle R_\delta \varphi_2, \beta_1 (\delta )1_{\Omega_\delta}\rangle
+\beta_1 (\delta)^2|\Omega_\delta |\}.
\end{align*}
So for $0<\delta <\delta_6$, we have
\begin{equation} \label{eq:2.18}
\begin{split}
e^{-\mu^\delta _2 t}
&\geq \|R_\delta (\varphi_2-\beta_1(\delta))\|^{-2}_2 \{\langle T^{\Omega_\delta}_t (R_\delta \varphi_2 -(R_\delta \varphi_2 )1_{\Omega_{\delta_6}})\\
&\quad +T^{\Omega_\delta}_t ((R_\delta \varphi_2 )1_{\Omega_{\delta_6}}),(R_\delta \varphi_2-(R_\delta \varphi_2)1_{\Omega_{\delta_6}})\\
&\quad +(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle -2
 \langle R_\delta \varphi_2,\,\,\beta _1 (\delta)1_{\Omega_\delta}\rangle
 +\beta_1(\delta)^2|\Omega_\delta |\}\\
&= \| R_\delta (\varphi_2 -\beta_1 (\delta))\|^{-2}_2 \{ \langle T^{\Omega_\delta}_t (R_\delta \varphi_2 -(R_\delta \varphi_2 )1_{\Omega_{\delta_6}}),\\
&\quad (R_\delta \varphi_2 -(R_\delta \varphi_2)1_{\Omega_{\delta_6}} )\rangle +2\langle T^{\Omega_\delta}_t (R_\delta \varphi_2 -(R_\delta \varphi_2)1_{\Omega_{\delta_6}}),\\
&\quad (R_\delta \varphi_2 )1_{\Omega_{\delta_6}}\rangle +\langle T^{\Omega_\delta}_t (R_\delta \varphi_2)1_{\Omega_{\delta_6}},(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
&\quad -2\langle R_\delta \varphi_2 ,\,\,\beta_1 (\delta )1_{\Omega_{\delta_6}}\rangle + \beta_1 (\delta)^2|\Omega_\delta|\}.\end{split}\end{equation}
But
\begin{equation}\begin{split}\label{eq:2.19}
&\langle T^{\Omega_\delta}_t ((R_\delta \varphi_2 )1_{\Omega_{\delta_6}}),(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
& =\langle T^{\Omega_\delta}_t ((R_\delta \varphi_2)1_{\Omega_{\delta_6}})-R_\delta T^\Omega_t (\varphi_2 1_{\Omega_{\delta_6}}),(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
&\quad + \langle R_\delta T^\Omega_t (\varphi_2 1_{\Omega_{\delta_6}}),(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
& = \langle T^{\Omega_\delta}_t ((R_\delta \varphi_2 )1_{\Omega_{\delta_6}})-R_\delta T^\Omega_t (\varphi_2 1_{\Omega_{\delta _6}}),(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
&\quad +\langle R_\delta T^\Omega_t (\varphi_2 1_{ \Omega_{\delta_6}}) - R_{\delta}T^{\Omega }_t \varphi _2  + R_{\delta } T^{\Omega }_t \varphi _2,\,\, (R_\delta \varphi_2) 1_{\Omega_{\delta_6}} -
R_{\delta }\varphi _2 + R_{\delta }\varphi _2\rangle \\
& = \langle T^{\Omega_\delta}_t ((R_\delta \varphi_2 )1_{\Omega_{\delta_6}})-R_\delta T^\Omega_t (\varphi_2 1_{\Omega_{\delta _6}}),(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
&\quad +\langle R_\delta T^\Omega_t (\varphi_2 1_{\Omega \backslash
 \Omega_{\delta_6}}),R_\delta (\varphi_2 1_{\Omega \backslash
 \Omega_{\delta_6}})\rangle
 -\langle R_\delta T^\Omega_t (\varphi_2 1_{\Omega\backslash\Omega_{\delta_6}}),R_\delta \varphi_2\rangle\\
&\quad -\langle R_\delta T^\Omega_t\varphi_2,R_\delta (\varphi_21_{\Omega
\backslash \Omega_\delta})\rangle
+ \langle R_\delta T^\Omega_t \varphi_2,R_\delta
\varphi_2\rangle.
\end{split}\end{equation}
From \eqref{eq:2.18} and \eqref{eq:2.19} we obtain
\begin{equation}\begin{split}\label{eq:2.20}
e^{-\mu^\delta_2t}
&\geq \| R_\delta (\varphi_2-\beta_1 (\delta ))\|^{-2}_2
  \Big\{ \langle T^{\Omega_\delta}_t R_\delta (\varphi_2 1_{\Omega \backslash\Omega_{\delta_6}}),R_\delta (\varphi_2 1_{\Omega\backslash\Omega_{\delta_6}})\rangle\\
&\quad + 2\langle T^{\Omega_\delta}_t R_\delta (\varphi_2 1_{\Omega \backslash\Omega_{\delta_6}}),R_\delta (\varphi_2 1_{\Omega_{\delta_6}})\rangle\\
&\quad -2\langle R_\delta \varphi_2,\beta_1 (\delta)1_{\Omega_{\delta_6}}\rangle +\beta_1 (\delta)^2|\Omega_\delta |\\
&\quad +\langle T^{\Omega_\delta}_t ((R_\delta \varphi_2 )1_{\Omega_{\delta_6}})-R_\delta T^\Omega_t (\varphi_2 1_{\Omega_{\delta_6}}),(R_\delta \varphi_2)1_{\Omega_{\delta_6}}\rangle\\
&\quad + \langle R_\delta T^\Omega_t (\varphi_21_{\Omega
  \backslash\Omega_{\delta_6}}),R_\delta (\varphi_2
 1_{\Omega \backslash\Omega_{\delta_6}})\rangle
 - \langle R_\delta T^\Omega_t (\varphi_21_{\Omega \backslash\Omega_{\delta_6}}),R_\delta \varphi_2\rangle\\
&\quad -e^{-\mu_2t}\langle R_\delta \varphi_2,R_\delta
 (\varphi_2 1_{\Omega \backslash\Omega_{\delta_6}})\rangle
 +e^{-\mu_2t}\langle R_\delta \varphi_2,R_\delta \varphi_2 \rangle \Big\}\\
& = A\{ B_1+B_2-B_3+B_4+B_5 +B_6-B_7-B_8+B_9\}.\end{split}\end{equation}
Since $\varphi_2 $ is orthogonal to $1$ in $L^2(\Omega)$, we have
\begin{equation}\label{eq:2.21}
\lim_{\delta \downarrow 0} \beta_1 (\delta)=0.
\end{equation}
Hence
\begin{equation}\label{eq:2.22}
\lim_{\delta \downarrow 0}A=1,\quad
\lim_{\delta \downarrow 0}B_3=0,\quad
\lim_{\delta \downarrow 0}B_4=0.
\end{equation}
Since
\begin{equation*} \| \varphi_2 \|_\infty=e^{\mu_2t}\|T^\Omega_t \varphi_2\|_\infty \leq e^{\mu_2 t}c^{1/2}_0t^{-\frac{N}{4}}\quad (0<t\leq 1),\end{equation*}
we can choose $\delta_6 >0$ sufficiently small so that
\begin{equation*} \| \varphi_2 1_{\Omega \backslash \Omega _{\delta_6}}\|_{L^2(\Omega)}\leq \frac{\epsilon}{12}.\end{equation*}
Then we have, for $0<\delta <\delta_6$,
\begin{equation}\label{eq:2.23}
|B_1|\leq \frac{\epsilon }{12},\quad
|B_2|\leq \frac{\epsilon }{6},\quad
|B_6|\leq \frac{\epsilon}{12},\quad
|B_7|\leq \frac{\epsilon}{12},\quad
|B_8|\leq \frac{\epsilon}{12},
\end{equation}
and
\begin{equation}\label{eq:2.24}
 B_9 =e^{-\mu_2t}\Big\{ \int_\Omega \varphi_2 (x)^2dx
-\int_{\Omega \backslash\Omega_\delta} \varphi_2 (x)^2dx\Big\}
= e^{-\mu_2t}-B_{10}
\end{equation}
where
\begin{equation}\label{eq:2.25}
0\leq B_{10}=e^{-\mu_2t}\int_{\Omega \backslash\Omega_\delta}
\varphi_2 (x)^2 dx\leq \frac{\epsilon^2}{144}<\frac{\epsilon}{12}.
\end{equation}
By Proposition \ref{prop:2.4} we have
\begin{equation}\label{eq:2.26}
\lim_{\delta \downarrow 0}B_5=0.
\end{equation}
Thus, by \eqref{eq:2.22} and \eqref{eq:2.26}, there exists
$\delta_7\in (0,\delta_6]$ such that, for all $0<\delta <\delta_7$,
\begin{equation}\label{eq:2.27}
|B_3|\leq \frac{\epsilon }{12},\quad
|B_4|\leq \frac{\epsilon}{12},\quad
|B_5|\leq \frac{\epsilon}{12},\quad
|A-1|\leq \frac{\epsilon}{12}.
\end{equation}
Then, by \eqref{eq:2.20}, \eqref{eq:2.23}, \eqref{eq:2.24}, \eqref{eq:2.25}
and \eqref{eq:2.27}, we have
\begin{equation}\label{eq:2.28}
e^{\mu^\delta_2 t}\geq e^{-\mu_2t}-\epsilon\quad
(0<\delta <\delta_7).
\end{equation}
We next prove the reverse inequality of \eqref{eq:2.28}.
For all $0<\delta <\delta_6$ we have
\begin{equation}\label{eq:2.29}
\begin{split}
e^{-\mu_2 t}
&\geq \langle T^\Omega_t E_\delta \varphi^\delta_2 ,E_\delta \varphi^\delta_2\rangle\\
&= \langle T^\Omega_t E_\delta [(\varphi^\delta_2 -\varphi^\delta_2 1_{\Omega_{\delta_6}} )+\varphi^\delta _21_{\Omega_{\delta _6}}],
E_\delta [(\varphi^\delta_2 -\varphi^\delta_2 1_{\Omega_{\delta_6}})+\varphi^\delta _2 1_{\Omega _{\delta_6}}]\rangle\\
&= \langle T^\Omega_t E_\delta [\varphi^\delta_2 1_{\Omega \backslash\Omega_{\delta_6}}],E_\delta [\varphi^\delta_21_{\Omega\backslash\Omega_{\delta_6}}]\rangle
+2\langle T^\Omega_t E_\delta [\varphi^\delta _2 1_{\Omega \backslash \Omega_{\delta_6}}],E_\delta [\varphi^\delta_2 1_{\Omega_{\delta_6}}]\rangle\\
&\quad +\langle T^\Omega_t E_\delta [\varphi^\delta_2 1_{\Omega_{\delta_6}}] ,E_\delta[\varphi^\delta_2 1_{\Omega_{\delta_6}}]\rangle\\
&= \langle T^\Omega_t E_\delta [\varphi^\delta_2 1_{\Omega \backslash \Omega_{\delta_6}}],E_\delta [\varphi^\delta_2 1_{\Omega \backslash\Omega_{\delta_6}}]\rangle
+2\langle  T^\Omega_t E_\delta [\varphi^\delta_2 1_{\Omega\backslash \Omega_{\delta_6}}],E_\delta[\varphi^\delta_21_{\Omega_{\delta_6}}]\rangle\\
&\quad +\langle T^\Omega_t E_\delta[\varphi^\delta_21_{\Omega_{\delta_6}} ]-E_\delta T^{\Omega _\delta}_t (\varphi^\delta_2 1_{\Omega_{\delta_6}}),\,E_\delta [\varphi^\delta_2 1_{\Omega_{\delta_6}}]\rangle\\
&\quad  +\langle E_\delta T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_{\delta_6}}),E_\delta [\varphi^\delta_2 1_{\Omega_{\delta_6}}]\rangle.\end{split}\end{equation}
But
\begin{equation}\label{eq:2.30}\begin{split}
&\langle E_\delta T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_{\delta_6}}),
E_\delta (\varphi^\delta_21_{\Omega_{\delta_6}})\rangle\\
&=\langle T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_{\delta_6}}),\varphi^\delta_2 1_{\Omega_{\delta_6}}\rangle_{L^2(\Omega_\delta)}\\
&= \langle T^{\Omega_\delta}_t \varphi^\delta_2 -T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_\delta \backslash \Omega_{\delta_6}}),\varphi^\delta_2-\varphi^\delta_2 1_{\Omega_\delta\backslash\Omega_{\delta_6}}\rangle_{L^2(\Omega_\delta)}\\
&= e^{-\mu^\delta_2 t}-2e^{-\mu^\delta_2 t}\langle \varphi^\delta_2
  1_{\Omega_\delta \backslash\Omega_{\delta_6}},\varphi^\delta_2
  \rangle _{L^2(\Omega_\delta)}\\
&\quad+\langle T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_\delta
\backslash \Omega_{\delta_6}}),\varphi^\delta_2 1_{\Omega_\delta
\backslash \Omega_{\delta_6}}\rangle_{L^2(\Omega_\delta)}.
\end{split}
\end{equation}
From \eqref{eq:2.29} and \eqref{eq:2.30} we have, for $0<\delta <\delta_6$,
\begin{equation}\begin{split}\label{eq:2.31}
e^{-\mu_2 t}
&\geq \langle T^\Omega_t E_\delta [\varphi^\delta_2 1_{\Omega\backslash\Omega_{\delta_6}}],E_\delta[\varphi^\delta_2 1_{\Omega \backslash \Omega_{\delta_6}}]\rangle\\
&\quad +2\langle T^\Omega_t E_\delta [\varphi^\delta_2 1_{\Omega \backslash \Omega _{\delta_6}}], E_\delta [\varphi^\delta_2 1_{\Omega _{\delta_6}}]\rangle\\
&\quad +\langle T^\Omega _t E_\delta [\varphi^\delta_2 1_{\Omega_{\delta_6}}]-E_\delta T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_{\delta_6}}),E_\delta [\varphi^\delta_2 1_{\Omega_{\delta_6}}]\rangle\\
&\quad -2e^{-\mu^\delta_2t}\langle \varphi^\delta_2 1_{\Omega_\delta \backslash \Omega_{\delta_6}},\varphi^\delta_2\rangle_{L^2(\Omega_\delta)}\\
&\quad + \langle T^{\Omega_\delta}_t (\varphi^\delta_2 1_{\Omega_\delta \backslash\Omega_{\delta_6}}),\varphi^\delta_2 1_{\Omega_\delta \backslash \Omega_{\delta_6}}\rangle_{L^2(\Omega_\delta)} +e^{-\mu^\delta_2 t}\\
&= C_1+C_2 +C_3 -C_4+C_5+e^{-\mu^\delta_2 t}.\end{split}
\end{equation}
We now need the following estimate from \cite{W}:
\begin{equation}\label{eq:2.32}
 \mu^\delta_2 \leq p^{2}_{d/2, 1}\pi^{d/2}
\Gamma (\frac{d}{2}+1)^{-1}|\Omega_\delta |^{-\frac{2}{d}}
\end{equation}
where $p_{\nu, k}$ denotes the kth positive zero of the derivative of $x^{1 - \nu}J_{\nu}(x)$ and $J_{\nu}(x)$ is the standard Bessel function of the first kind of order $\nu$. From \eqref{eq:1.3} and \eqref{eq:2.32} we obtain, for $0<t\leq 1$ and all sufficiently small $\delta > 0$,
\begin{equation}\label{eq:2.33}
\|\varphi^\delta_2\|_\infty=e^{\mu^\delta_2 t}\|T^{\Omega_\delta}_t
\varphi^\delta_2\|_\infty
\leq e^{\mu^\delta_2t}c^{1/2}_0t^{-\frac{N}{4}}
=c^{1/2}_0 c^t_1 t^{-N/4}\quad (0<t\leq 1)
\end{equation}
where $c_1\geq 1$ depends only on $d$  and the volume of $\Omega$.
Hence we may assume that $\delta_6$ is sufficiently small so that
\begin{equation*}
\| \varphi^\delta_2 1_{\Omega_\delta\backslash\Omega_{\delta_6}}\|_2
\leq \frac{\epsilon}{7}\quad (0<\delta <\delta_6).
\end{equation*}
Then, for all $0<\delta<\delta_6$, we have
\begin{equation}\label{eq:2.34}
|C_1|\leq \frac{\epsilon}{7},\quad
|C_2|\leq \frac{2\epsilon}{7},\quad
|C_4|\leq \frac{2\epsilon}{7},\quad
|C_5|\leq \frac{\epsilon }{7}.
\end{equation}
By Proposition~\ref{prop:2.4} we have, for all $0<t\leq 1$,
\begin{equation*}
\lim_{\delta \downarrow 0}\|T^\Omega_t E_\delta(\varphi^\delta_2
1_{\Omega_{\delta_6}})-E_\delta T^{\Omega_\delta}_t
(\varphi^\delta_2 1_{\Omega_{\delta_6}})\|_{L^2(\Omega)}=0.
\end{equation*}
Hence there exists $\delta_8\in(0,\delta_6)$ sufficiently small such that
\begin{equation}\label{eq:2.35}
|C_3|\leq \frac{\epsilon}{7}\quad (0<\delta <\delta_8).
\end{equation}
 From \eqref{eq:2.31}, \eqref{eq:2.34} and \eqref{eq:2.35} we have
\begin{equation}\label{eq:2.36}
e^{-\mu_2t}\geq e^{-\mu^\delta_2t}-\epsilon \quad
(0<\delta <\delta_8).
\end{equation}
The inequality \eqref{eq:1.4} now follows from \eqref{eq:2.28}
and \eqref{eq:2.36}.
\end{proof}

\begin{proposition}\label{prop:2.5}
Suppose that $\mu_2$ has multiplicity $1$. Then
\begin{equation*}
\lim_{\delta \downarrow 0}\langle \varphi_3,E_\delta \varphi^\delta_2\rangle
=0.
\end{equation*}
\end{proposition}

\begin{proof}
For all sufficiently small $\delta >0$, we have
\begin{equation*}\begin{split}
e^{-\mu^\delta_2 t}\langle \varphi_3 ,E_\delta \varphi^\delta _2\rangle
&=\langle \varphi_3 ,E_\delta T^{\Omega_\delta}_t \varphi^\delta_2\rangle\\
& =\langle \varphi_3,E_\delta T^{\Omega_\delta}_t \varphi^\delta_2-T^\Omega_t E_\delta \varphi^\delta_2\rangle +\langle \varphi_3,T^\Omega_t E_\delta \varphi^\delta_2\rangle\\
& =\langle \varphi_3,E_\delta T^{\Omega_\delta}_t \varphi^\delta_2-T^\Omega E_\delta\varphi^\delta_2\rangle +e^{-\mu_3t}\langle \varphi_3,E_\delta \varphi^\delta_2\rangle.\end{split}\end{equation*}
Thus
\begin{equation}\label{eq:2.37}
(e^{-\mu^\delta_2 t}-e^{-\mu_3t})\langle \varphi_3,E_\delta
\varphi^\delta_2\rangle =\langle \varphi_3,E_\delta
T^{\Omega_\delta}_t\varphi^\delta_2-T^\Omega_t E_\delta
\varphi^\delta_2\rangle.
\end{equation}
Let $\epsilon \in (0,1)$ be given. Then \eqref{eq:1.4} and
Proposition~\ref{prop:2.4} imply that for any $t\in (0,1]$ there
exists $\delta_9>0$ such that, for all $0<\delta <\delta_9$, we have
\begin{equation}\label{eq:2.38}
|\langle \varphi_3,E_\delta T^{\Omega_\delta}_t \varphi^\delta_2
-T^\Omega_t E_\delta\varphi^\delta_2\rangle |
\leq \frac{1}{2}(e^{-\mu_2t}-e^{-\mu_3t})\epsilon
\end{equation}
and
\begin{equation}\label{eq:2.39}
0<\frac{1}{2} (e^{-\mu_2t}-e^{-\mu_3t})
\leq e^{-\mu^\delta_2 t}-e^{-\mu_3 t}.
\end{equation}
Therefore, by \eqref{eq:2.37}, \eqref{eq:2.38} and \eqref{eq:2.39}, we have
\begin{equation*}
|\langle \varphi_3,E_\delta \varphi^\delta_2\rangle |
\leq \epsilon \quad (0<\delta <\delta_9).
\end{equation*}
This proves the proposition.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm:1.2}]
Suppose \eqref{eq:1.5} is false. Let $\{\epsilon _k \}^\infty_{k=1}$
be a decreasing sequence of positive numbers such that
$\lim_{k\to \infty } \epsilon_k=0$
and, by \eqref{eq:1.4},
\begin{equation}\label{eq:2.40}
\lim_{k\to \infty} \mu^{\epsilon_k}_3 =\mu_2.\end{equation}
Let
\begin{gather*}
E_{\epsilon_k}\varphi^{\epsilon_k}_3=a_1 (k)|\Omega|^{-1/2}
+a_2 (k)\varphi_2 +\sum^\infty_{\ell=3} a_\ell (k)
\varphi_\ell, \\
 E_{\epsilon_k}\varphi^{\epsilon_k}_2=b_1(k)|\Omega|^{-1/2}
+b_2 (k)\varphi_2 +\sum^\infty_{\ell=3} b_\ell (k)\varphi_\ell .
\end{gather*}
Then
\begin{equation}\label{eq:2.41}
a_1 (k)=\int_\Omega E_{\epsilon_k}\varphi^{\epsilon_k}_{3}
|\Omega |^{-1/2}dx=\int_{\Omega_{\epsilon_k}}\varphi^{\epsilon_k}_3
dx|\Omega|^{-1/2}=0.
\end{equation}
We next want to show that
\begin{equation}\label{eq:2.42}
 \big\|\sum^\infty_{\ell =3}a_\ell (k)\varphi_\ell \big\| _2 \to 0
\quad \text{as } k\to \infty.
\end{equation}
Let $t\in (0,1]$ and consider
\begin{equation}\begin{split}\label{eq:2.43}
&T^\Omega_t E_{\epsilon_k}\varphi^{\epsilon_k}_3
-E_{\epsilon_k}T^{\Omega_{\epsilon_k}}_t \varphi^{\epsilon_k}_3\\
&=T^\Omega_t E_{\epsilon_k}\varphi^{\epsilon_k}_3 -e^{-\mu_3^{\epsilon_k}t}E_{\epsilon_k}\varphi^{\epsilon_k}_3\\
&= (e^{-\mu_2t}-e^{-\mu_3^{\epsilon_k}t})a_2 (k)\varphi_2 +\sum^\infty_{\ell =3} a_\ell(k)(e^{-\mu_\ell t}-e^{-\mu_3^{\epsilon_k}t})\varphi_\ell\\
&=(e^{-\mu_2t}-e^{-\mu^{\epsilon_k}_3t})a_2 (k)\varphi_2+\sum^\infty_{\ell =3}a_\ell(k)(e^{-\mu_\ell t}-e^{-\mu_2t})\varphi_\ell\\
&\quad +\sum^\infty_{\ell =3} a_\ell(k)(e^{-\mu_2t}
-e^{-\mu_3^{\epsilon_k}t})\varphi_\ell .
\end{split}\end{equation}
Now
\begin{equation}\begin{split}\label{eq:2.44}
\big\| \sum^\infty_{\ell =3} a_k(\ell )
(e^{-\mu_{\ell}t}-e^{-\mu_2t})\varphi_\ell \big\|^2_2
&=\sum^\infty_{\ell =3}a_k(\ell )^2(e^{-\mu_\ell t}-e^{-\mu_2t})^2\\
&\geq (e^{-\mu_2t}-e^{-\mu_3t})^2\sum^\infty_{\ell =3}a_\ell(k)^2\\
&= (e^{-\mu_2t}-e^{-\mu_3t})^2
 \big\|\sum^\infty_{\ell =3}a_\ell (k)\varphi_\ell\big\|^2_2.
\end{split}
\end{equation}
By Proposition~\ref{prop:2.4} we have
\begin{equation}\label{eq:2.45}
 \| T^\Omega_t E_{\epsilon_k}\varphi^{\epsilon_k}_3
-E_{\epsilon_k}T^{\Omega_{\epsilon_k}}_t \varphi^{\epsilon_k}_3\|_2\to 0
\quad \text{as } k\to \infty.
\end{equation}
Thus, by \eqref{eq:2.40}, \eqref{eq:2.41}, \eqref{eq:2.43} and
\eqref{eq:2.45}, we obtain
\begin{equation}\label{eq:2.46}
\lim_{k\to \infty} \big\| \sum^\infty_{\ell =3}a_\ell (k)(e^{-\mu_{\ell}t}
-e^{-\mu_2t})\varphi_\ell \big\|^2_2=0.
\end{equation}
So \eqref{eq:2.42} follows from \eqref{eq:2.44} and \eqref{eq:2.46}.
By a similar argument we can show that
\begin{equation}\label{eq:2.47}
 b_1(k)=0
\end{equation}
and
\begin{equation}\label{eq:2.48}
\lim_{k\to \infty}\big\|\sum^\infty_{\ell =3} b_\ell (k)\varphi_\ell
\big\|_2=0.
\end{equation}
Since \eqref{eq:2.41}, \eqref{eq:2.42}, \eqref{eq:2.47} and
\eqref{eq:2.48} imply that
\begin{equation*}
\lim_{k\to \infty} a_2 (k)=\lim_{k\to \infty} b_2 (k)=1,
\end{equation*}
we have
\begin{equation*}\begin{split}
0&= \langle \varphi^{\epsilon_k}_3, \varphi_2^{\epsilon _k}
\rangle _{L^2(\Omega_{\epsilon_k})}\\
&= \langle E_{\epsilon_k}\varphi^{\epsilon_k}_3 ,E_{\epsilon_k}\varphi^{\epsilon_k}_2\rangle _{L^2(\Omega)}\\
&= \Big\langle a_2 (k)\varphi_2 +\sum^\infty_{\ell =3}
a_\ell (k)\varphi_\ell , b_2 (k)\varphi_2
+\sum^\infty_{\ell =3} b_\ell (k)\varphi_\ell \Big\rangle_{L^2(\Omega)}\\
&=a_2 (k)b_2 (k)+\Big\langle \sum^\infty_{\ell =3}
a_\ell (k)\varphi_\ell , \sum^\infty_{\ell =3} b_\ell (k)\varphi_\ell
\Big\rangle _{L^2(\Omega)}
\to 1 \quad\text{as } k\to \infty
\end{split}
\end{equation*}
which gives a contradiction. Thus \eqref{eq:1.5} holds.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm:1.3}]
By \eqref{eq:1.4} there exists $\delta_{10}\in ( 0,\frac{1}{2})$ such that
\begin{equation*}
\mu^\delta_2<2\mu_2\quad (0<\delta <\delta_{10})
\end{equation*}
and that
\begin{equation*}
D=\{ x\in \Omega :\mathop{\rm dist} (x,\partial \Omega) > \delta_{10}\}
\supseteq \overline{\Omega '}.
\end{equation*}
Applying Lemma \ref{lem:2.1} with $\Sigma =\Omega$ or
$\Sigma = \Omega_{\delta}$ for $0 < \delta < \frac{1}{2}\delta_{10}$,
$\Sigma'=D$, $\omega=1$, $a_{ij}=\delta_{ij}$, $\tau _1=1$, $\tau _2=2$,
$t_1=\frac{3}{2}$, $\eta = \frac{1}{2}\delta_{10}$
and
\begin{equation*}
u(x,t)=e^{-\mu^\delta_2 t}\varphi_2^\delta (x)
\end{equation*}
for $0<\delta <\frac{1}{2}\delta_{10}$, or
\begin{equation*}
u(x,t)=e^{-\mu_2t}\varphi_2 (x),
\end{equation*}
we see that there exists $\alpha >0$ such that
\begin{gather}\label{eq:2.49}
|\varphi^\delta_2 (x)-\varphi^\delta_2 (y)|\leq B|x-y|^\alpha,\\
\label{eq:2.50}
|\varphi_2 (x)-\varphi_2(y)|\leq B|x-y|^\alpha
\end{gather}
for all $x,y\in D$ and $0<\delta <\frac{1}{2}\delta_{10}$, where,
by \eqref{eq:1.2}, \eqref{eq:1.3}, \eqref{eq:1.4} and \eqref{eq:2.33},
we can assume that $\delta_{10}\in ( 0,\frac{1}{2})$ is sufficiently
small that
\begin{equation*}
B=(8/\delta_{10})^\alpha 2c^{1/2}_0 c_1e^{4\mu_{2}}.
\end{equation*}
Let
\begin{equation*} E_\delta \varphi^\delta_2=b_2(\delta)\varphi_2
+\sum^\infty_{\ell =3} b_\ell (\delta)\varphi_\ell \quad
(0<\delta<\delta_{10}).
\end{equation*}
Then, as in the proof of Theorem \ref{thm:1.2}, we have
$\lim_{\delta \downarrow 0} b_2 (\delta)=1$
and
\begin{equation*} \lim_{\delta \downarrow 0}
\big\|\sum^\infty_{\ell =3} b_\ell (\delta )\varphi_\ell \big\|_2 =0.
\end{equation*}
Thus
\begin{equation}\label{eq:2.51}
\| \varphi_2 -E_\delta \varphi^\delta_2 \|_2 \to 0\quad \text{as }
 \delta \downarrow 0.\end{equation}
Let
\begin{equation*}
r=\mathop{\rm dist} (\overline{\Omega '},\partial D).
\end{equation*}
Suppose that \eqref{eq:1.6} is false. Then there exist $\epsilon >0$,
 a decreasing sequence of  positive numbers $\{ \eta_k\}^\infty_{k=1}$
and a sequence of points $\{ z_k\}^\infty_{k=1}$ in
$\overline{\Omega '}$ such that
$\lim_{k\to \infty}\eta _k=0$ and
\begin{equation}\label{eq:2.52}
|\varphi_2 ^{\eta_k}(z_k)-\varphi_2 (z_k)|\geq \epsilon \quad
(k=1,2,3,\dots ).
\end{equation}
Then for all $w\in D$ satisfying
\begin{equation*}
|w-z_k|\leq \min \big\{ r,\big( \frac{\epsilon}{6}\big)^{1/\alpha}
B^{-\frac{1}{\alpha}}\big\}
\end{equation*}
we have, by \eqref{eq:2.49} and \eqref{eq:2.50},
\begin{gather}\label{eq:2.53}
|\varphi^{\eta_k}_2 (z_k)-\varphi^{\eta_k}_2 (w)|
\leq \frac{\epsilon}{6},\\
\label{eq:2.54}
|\varphi_2 (z_k)-\varphi_2 (w)|\leq \frac{\epsilon}{6},
\end{gather}
hence, from \eqref{eq:2.52}, \eqref{eq:2.53} and \eqref{eq:2.54}, we have
\begin{equation*}
|\varphi_2^{\eta_k}(w)-\varphi_2 (w)|\geq \frac{2\epsilon }{3}.
\end{equation*}
Let $R=\min \big\{ r,(\frac{\epsilon }{6})^{1/\alpha}B^{-\frac{1}{\alpha}}\big\}$. Then
\begin{equation}\label{eq:2.55}
\int_{B(z_k,R)} |\varphi^{\eta_k}_2-\varphi_2|^2dx
\geq \frac{4\epsilon^2}{9}c_2 R^d>0
\end{equation}
for all $k=1,2,3,\dots $, where $c_2>0$ depends only on $d$.
 But \eqref{eq:2.55} contradicts \eqref{eq:2.51}, hence \eqref{eq:1.6} holds.
\end{proof}

\subsection*{Acknowledgments}
We want to thank Mark Ashbaugh and Chris Burdzy for many useful
discussions on the topic of this paper and for pointing several
relevant references to us.  We also thank the referee for many
useful comments which improved both the content and presentation
of the paper.

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