Some results and definitions from a course on partial differential equations

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Some results and definitions from a course on partial differential equations

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Contents

1 Sobolev spaces

1.1 Holder spaces . . . . . . . . . . . . . .

1.2 Measure theory, functional analysis . .

1.3 Sobolev spaces . . . . . . . . . . . . .

1.4 Approximations with smooth functions

1.5 Extensions . . . . . . . . . . . . . . . .

1.6 Traces . . . . . . . . . . . . . . . . . .

1.7 Sobolev inequalities . . . . . . . . . . .

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2.1 Existence of solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.2 Regularity theory of elliptic PDEs . . . . . . . . . . . . . . . . . . . . . . . .

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3 Parabolic equations

3.1 Existence of weak solutions . . . . . . . . . . . . . . . . . . . . . . . . . . .

3.2 Regularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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1

1.1

Sobolev spaces

H

older spaces

(i) A function u : Rn is Holder continuous with exponent if |u(x) u(y)|

C|x y| for all x, y , where (0, 1]. We write u C 0, (). We define the

th Holder seminorm

|u(x) u(y)|

|x y|

x,y

[u]C 0, () := sup

x6=y

kukC 0, := kuk + [u]C 0,

(ii) The Holder spaces C k, (), k N0 , (0, 1] are the set of functions u C k ()

which satisfy

X

X

kukC k, () :=

k uk +

[ u]C 0, ()

||k

||=k

1.2

Definition 1.3. .

(i) A Banach space is called separable if there is a countable dense subset

(ii) A linear map L : X Y is bounded if there exists a C < such that kLxkY

CkxkX

(iii) The dual space X of a Banach space X is the space of all linear bounded functionals x : X R with norm

kx kX := sup |x (x)|

kxk1

xX

J(x) = (, x)X ,X

:= (x)

A Banach space X is called reflexive if J is a bijection

(v) A Hilbert space is a Banach space whose norm is induced by an inner product.

Note Hilbert spaces are always reflexive by Riesz representation theorem.

1

Definition 1.4 (Lp spaces). Lp (), Rn is the set of all measurable functions u : R

for which kukLp () < , where

Z

1/p

|u| dx

p [1, )

kukLp () :=

p=

x

(i) Lp () is a Banach space for all p [1, ]

(ii) Lp () is separable for all p [1, )

(iii) Lp () is reflexive for all p (1, )

Theorem 1.6 (Holders inequality). For p, q [1, ] with 1/p + 1/q = 1 and f Lp (),

g Lq (), we have f g L1 () and kf gkL1 kf kLp kgkLq .

Theorem 1.7 (Dual space of Lp ()). For p [1, ) and q such that 1/p + 1/q = 1, we have

(Lp ())

= Lq (). More precisely, for any L (Lp ()) there is an fL Lq () such

that

Z

fL gdx

L(g) =

1.3

Sobolev spaces

Definition 1.8 (Weak derivatives). Let u, v L1loc () and Nn0 . Then we call v the th

weak partial derivative of u if

Z

Z

||

u dx = (1)

vdx Cc ()

Lemma 1.9 (Uniqueness). If the weak th partial derivative is defined, it is unique up to a

set of measure 0.

Definition 1.10 (Sobolev spaces). For Rn open, k N, p [1, ] we define

(i) The Sobolev space W k,p () consisting of all functions u L1loc for which the weak

derivatives u exist for all || k and belong to Lp (). We equip the space with

the norm

1/p

X

kukW k,p :=

k ukpLp

||k

k,p

(iii) Wloc

() to consist of all u L1loc () with u W k,p (K) for all K , and we

k,p

say un u in Wloc

() if un u in W k,p (K) for all K .

2

1.4

Z

supp() B1 (0),

dx = 1, and 0

Rn

Z

supp( ) B (0) and

dx = 1

Rn

we set u (x) := (u )

Theorem 1.13 (Interior approximation). Assume u W k,p (), Rn open, p [1, ).

Then

(i) u C ( )

k,p

k,p

(ii) u u in Wloc

(), and u u in Wloc

(Rn ) if = Rn , as 0.

Theorem 1.14 (Global approximation). Let Rn , p [1, ) and u W k,p (). Then

there exists (um ) C () (but not necessarily in C ()) with um u in W k,p ()

Definition 1.15. For Rn , we say is C k if for all x , there exists r > 0 and a

C k function : Rn1 R such that, after a relabelling of coordinates, we have

Br (x ) = {x Br (x ) | xn > (x1 , . . . , xn1 )}

Theorem 1.16 (Approximation up to the boundary). If Rn is open with C 1 boundary,

then C k () is a dense set in W k,p ()

1.5

Extensions

Theorem 1.17. Let Rn with C k boundary. Then there exists and extension operator

for every 0 ,

E : W k,p () W0k,p (0 )

with E(u) = u and kEukW k,p (0 ) CkukW k,p ()

1.6

Traces

Theorem 1.18. Let Rn open with C 1 boundary. Then there exists an operator, called

the trace operator,

T r : W 1,p () Lp ()

such that kT r(u)kLp () CkukW 1,p () and T r(u) = u if u C 1 ()

Theorem 1.19 (Trace zero functions in W 1,p ). Assume is bounded and is C 1 . Suppose

furthermore that u W 1,p (). Then

u W01,p () T r(u) = 0 on

3

1.7

Sobolev inequalities

p :=

np

np

Theorem 1.21 (Sobolev inequality). Let p [1, n) and let p be its Sobolev conjugate. Then

there exists a C = C(n, p) < such that

kukLp (Rn ) CkukW 1,p (Rn )

for all u Cc1 (Rn ).

Corollary 1.22. Let p [1, n) and p = np/(n p)

(i) If Rn open, then for all u W01,p () we have

kukLp C(n, p)kukLp

(ii) If Rn with C 1 boundary, then for all u W 1,p () we have

kukLp C()kukW 1,p

Theorem 1.23 (General Sobolev embeddings). Let Rn with C 1 boundary

(i) For k, l N0 , p, q [1, ) with ln/q kn/p (?), W k,p () continuously embeds

into W l,q (). If the inequality (?) is strict, then the embedding is compact.

(ii) For k, l N0 , p [1, ] and (0, 1) with l + k n/p (??), the space

W k,p () continuously embeds into C 1, (). If the inequality (??) is strict, then

the embedding is compact.

Theorem 1.24 (Poincare inequality - abstract version). Let Rn be open, connected

with C 1 boundary, and let M W 1,p () be a closed cone (i.e. u M u M for

all > 0) that contains only 0 as a constant function. Then there exists C < such

that for all u M ,

kukLp () CkukLp ()

Theorem 1.25. For every Rn open, there exists C < such that for all u W01,p (),

kukLp () CkukLp ()

Lu = aij ij u + bi i u + cu

is called uniformly elliptic if theres a constant > 0 such that

aij (x)i j ||2

for a.e. x and for all Rn .

2.1

Existence of solutions

i (aij j u) + bi i u + cu = f in

u = 0 on

if and only if

Z

Z

(aij i uj + bi i u + c)dx =

f dx

for all Cc ()

Theorem 2.3 (Riesz representation theorem). Let H be a Hilbert space and F H . Then

there is a unique f H such that for all x H,

F (x) = (f, x)

Theorem 2.4 (First existence theorem). Let Rn open. Then for any f L2 () there

is a weak solution of

i (aij j u) = f in

u = 0 on

(so bi = c = 0)

Theorem 2.5 (Lax-Milgram). Let H be a Hilbert space, B : H H R a bilinear map

which is bounded and coercive (i.e. there exists > 0 such that B[u, u] kuk2 for all

u H). Then for each F H there is a unique u H such that for all v H,

F (v) = B[u, v]

Theorem 2.6 (Second existence theorem). Let L be an elliptic operator in divergence form.

Then there is a R such that there is a weak solution to

L u := Lu + u = f in

u = 0 on

for every f L2 () if .

5

compact linear map (i.e. every bounded sequence (n ) V contains a subsequence (xm )

such that K(xm ) converges). Then either

(i) There is a non-trivial solution to the homogeneous problem x + K(x) = 0, or

(ii) For every y V there is a unique solution to x + K(x) = y

The operator (I + K)1 is then a bounded linear operator.

Theorem 2.8 (Third existence theorem). Precisely one of the following statements is true.

Either

(i) The homogeneous problem

Lu = 0 in

u = 0 on

(ii) For every f L2 () there is a unique (weak) solution to

Lu = f in

u = 0 on

and the operator L1 which maps to this solution is a bounded linear operator.

Theorem 2.9 (Fourth existence theorem). There is at most a countable set R such that

L u := Lu + u = f in

u = 0 on

has a solution for all f L2 () iff

/ .

Definition 2.10. The following definitions are needed for the next theorem

(i) We say that u 0 on if u+ := max{u, 0} W01,2 ()

(ii) We set sup u = inf{k R | u k on }

Theorem 2.11 (Maximum principle). Let u W 1,2 () satisfy Lu 0 in the weak sense,

i.e.

Z

(aij i uj v + bi i uv + cuv)dx 0

for all v W01,2 () with v 0 almost everywhere. Then

sup u sup u+

and c 0, then

Lu = f in

u = 0 on

is uniquely solvable for all f L2 ().

6

2.2

Theorem 2.13 (Interior regularity, Fredholms theorem on the interior). Let Rn open

and let L be an elliptic differential operator of second order in divergence form with

aij C 1 (), bi , c L and

X

X

kaij kC 1 () +

kbi kL + kckL K

i,j

Lu = f in (boundary values not needed)

for f L2 (). Then for arbitrary 0 we get u H 2 (0 ),

kukH 2 (0 ) C(n, K, 0 , )(kf kL2 () + kukL2 () )

and aij (x)ij u(x) + (bi (x) i aij (x))i u(x) + c(x)u(x) = f (x) for a.e. x 0 .

Lemma 2.14 (Classification of W 1,p using finite differences). Let p (1, ) and Rn

open. Define the operators Dih ,

u(x + hei ) u(x)

h

Dih u(x) :=

for x, x + hei , h R, i = 1, . . . , n.

(i) If u W 1,p (), then for 0 and |h| d(0 , )/2 we have

kDih ukLp (0 ) kDi ukLp ()

(ii) If there is a constant K < such that kDih ukLp (0 ) K for all 0 and

h d(0 , )/2, then u is weakly differentiable in direction ei (i u exists weakly)

and ki ukL2 () K

Lemma 2.15 (Cacciopoli inequality). Let L be an elliptic differential operator in divergence

form with bounded coefficients,

X

X

kaij kL +

kbi kL + kckL K

ij

Lu = f in

with f (H 1 ()) . Then for 0 ,

kukL2 (0 ) C(n, K, 0 , )(kukL2 () + kf kL2 () )

7

Theorem 2.16 (Global regularity). Lets assume that in addition to the hypotheses in the

interior regularity theorem, we have that is of class C 2 and u W01,2 (). Then

u W 2,2 () and

kukW 2,2 () C(kukL2 () + kf kL2 () )

Theorem 2.17 (Cacciopoli inequality at the boundary). Let L be an alliptic differential

operator in divergence form on B1 (0)+ with

aij C 1 (B1 (0)+ ),

c, bi L (B1 (0)+ )

satisfies

kukW 1,2 (B1/2 (0)+ ) C(kf kH 1 (B1/2 (0)+ ) + kukL2 (B1/2 (0)+ ) )

Theorem 2.18 (Higher regularity). By induction we get

(i) Assume that Rn open and u H 1 () is a weak solution to

Lu = f in

with aij C k+1 (), bi , c C k () and f H k () for some k 1. Then u

H k+2 (0 ) for all 0 , and

kukH k+2 (0 ) C(kf kH k () + kukL2 () )

where C = C(n, , , 0 , k), where

K=

n

X

i,j=1

Lu = f in

u = on

where u = on means u H01 () for a H k+2 (), then u H k+2 ()

and

kukH k+2 () C(kf kH k () + kukL2 () + kkH k+2 () )

If in addition the solution is unique, then

kukH k+2 () C(kf kH k () + kkH k+2 () )

Corollary 2.19. If in the situation (ii) of the last theorem, aij C (), c, , f C (()),

is C , then u C ().

Parabolic equations

(i) T := (0, T ]

(ii) l T := (0, T ] (lateral boundary)

(iii) p T := ( (0, T ]) ( {t = 0}) (parabolic boundary)

Definition 3.2 (Weak solution). .

(i) We call u H 1 (T ) a weak solution of

t u + Lu = f in T

(3.1)

Z

Z

f dx

(t u + aij i uj + bi i u + cu)dx =

T

t u + Lu = f in T

u = 0 on l T

u = g on {t = 0}

if it is a weak solution of (3.1) and it belongs to V (T ) :=

3.1

H 1 (T )

(T )

Lemma 3.3 (Characterisation of weak solutions). Let > 0. Then u is a weak solution of

(3.1) if and only if

Z

Z

t

(t ut + aij i uj t + bi i ut + cut )e dx =

f t et dx

T

for all C (T )

Definition 3.4 (Notation). We introduce some more notation

(i) Let H (T ) = V (T ) =

H 1 (T )

(T )

, H (T ) =

H 1 (T )

(T )

subspace of functions which vanish on p T .

e T ) := {v H 1 (T ) | i t v exists and is in L2 }, and equip it with the

(ii) Define X(

norm

!1/2

n

X

kukX(

kuk2H 1 (T ) +

kt i uk2L2 (T )

e T ) :=

i=1

e T ).

Let X(T ) be the closure of C (T ) in X(

Lemma 3.5 (Energy estimates). Define the bounded bilinear functional A : H 1 (T )

X(T ) R by

Z

A(u, ) =

(t ut + aij i uj t + bi i ut + cut )et dx

T

where the coefficients aij , bi , c are all in L . Then for large enough there exist , e > 0

such that

e H 1 ( )

|A(v, v)| kvk

T

when the operator does not depend on time.

Theorem 3.6 (Lions-Lax-Milgram). If A : H X R is a bounded bilinear form, H a

Hilbert space and X a normed space, then the following statements are equivalent:

(i) For all f X there exists u H such that f (v) = A(u, v) for all x X

(ii) There exists > 0 such that inf sup |A(u, v)|

vX uH

kvk=1 kuk=1

Theorem 3.7 (Existence theorem). Given f L2 (T ) and an elliptic operator L in divergence form with bounded coefficients that do not depend on time, and u0 H01 (), there

t u + Lu = f in T

u = 0 on l T

u = u0 on {t = 0}

3.2

Regularity

Wpi,m (T ) = {u Lp (T ) | x u, tm u exist for || i and belong to Lp }

Wp2k,k (T ) = {u Lp (T ) | x tr u exists and belong to Lp if || + 2r 2k}

10

(i) Let u be a weak solution of

t u + Lu = f in T

where f W22k,k (T ), and the time independent coefficients aij , bi , c satisfy aij

C 2k+1 (), bi , c C 2k ().Then for 0 , > 0 we have

u W22k+2,k+1 (0 [, T ])

(ii) If we assume that C 2k+2 , u0 W02k+2,2 (), then we have

u W22k+2,k+1 (T )

11

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