To get the analagous example in $\mathbb{R}^{n}$, take

$$u(x_{1},x_{2},x_{3})+x_{4}^{2}+...+x_{n}^{2}.$$

Observe that this solution has exactly the behavior described by Lemma 3.2, which says that $u$ must grow faster than quadratically in two directions. In the next section we show that for any $\epsilon$, these examples are not in $W^{2,1+\epsilon}$ for $\delta$ small enough.