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Harmonic Analysis and Partial Differential Equations - B. Dahlberg, C. Kenig PDF
Harmonic Analysis and Partial Differential Equations - B. Dahlberg, C. Kenig PDF
DEPARTMENT OF MATHEMATICS
CHALMERS UNIVERSITY OF TECHNOLOGY
AND THE UNIVERSITY OF GÖTEBORG
GÖTEBORG 1985/1996
FOREWORD
These lecture notes are based on a course I gave rst at University of Texas, Austin
during the academic year 1983 - 1984 and at University of Göteborg in the fall of 1984.
My purpose in those lectures was to present some of the required background in order
to present the recent results on the solvability of boundary value problems in domains
with bad boundaries. These notes concentrate on the boundary value problems for the
Laplace operator; for a complete survey of results, we refer to the survey article by Carlos
Kenig; I am very grateful for this kind permission to include it here. It is also my pleasure
to acknowledge my gratitude to Peter Kumlin for excellent work in preparing these notes
for publication.
January 1985
Björn E. J. Dahlberg
i
ii
Contents
0 Introduction 1
1 Dirichlet Problem for Lipschitz Domain. The Setup 11
2 Proofs of Theorem 1.1 and Theorem 1.2 19
3 Proof of Theorem 1.6 25
4 Proof of Theorem 1.3 37
5 Proof of Theorem 1.4 47
6 Dirichlet Problem for Lipschitz domains. The nal arguments for the
L2-theory 51
7 Existence of solutions to Dirichlet and Neumann problems for Lipschitz
domains. The optimal Lp-results 57
Index : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 64
Appendix 1 C. E. Kenig: Recent Progress on Boundary Value Problems on
Lipschitz Domains : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 67
Appendix 2 B. E. Dahlberg/C. E. Kenig: Hardy spaces and the Neumann
Problem in Lp for Laplace's equation in Lipschitz domains : : : : : : : : : 107
iii
iv
Chapter 0
Introduction
In this course we will study boundary value problems (BVP:s) for linear elliptic PDE:s
with constant coecients in Lipschitz-domains
, i.e., domains where the boundary @
locally is given by the graph of Lipschitz function. We recall that a function ' is Lipschitz
if there exists a constant M < 1 such that
j'(x) ? '(z)j M jx ? zj
for all x and z.
y = '(x)
To solve the BVP:s we will reformulate the problems in terms of integral equations. It
therefore becomes necessary to study singular integral operators of Calderón-Zygmund
type, which we prove to be Lp-bounded for 1 < p < 1 and invertible. The Lp-boundedness
is a consequence of the Lp-boundedness of the Cauchy integral (Coifman, McIntosh and
Meyer)
Z
Tf (z) = wf (?w)z dw
?
where ? is a Lipschitz-curve (method of rotation). The invertability will be proved by a
new set of ideas recently developed by Dahlberg, Kenig and Verchota. Among the BVP:s
which can be solved by this technique are the
1
Dirichlet problem
u = 0 in
u = f on @
Neumann problem
u = 0 in
@u
@n = f on @
:
u=f
@u = g on @
@n
and BVP's for systems e.g. the elasticity problem
u + rdiv u = 0 in
(ru + ruT )n = g on @
:
div u = 0
u = f on @
Thus with X = Lp(Rn) and Y = fu : u harmonic in Rn++1 and u satises ()g we have the
implication
f 2 X ) u 2 Y:
However, we can also reverse the implication since a harmonic function u which satises
() has non-tangential limits a.e. on @ Rn++1, the limit-function u0 = u(; 0) 2 Lp(Rn) and
u(x; y) = py u0(x).
Sketch of a proof. Assume u harmonic function in Rn++1 that satises (). The semigroup
properties of fpy gy0 implies
u(x; y + ) = py u(x); > 0; y > 0
where u(x) = u(x; ).
() ) un * v in Lp(Rn) as n # 0
) py un (x) ! py v(x) as n # 0; y > 0:
But py un (x) = u(x; y + n ) and thus
u(x; y) = py v(x) where v 2 Lp(Rn):
For the proof of the existence of non-tangential limits of py u0 we refer to e.g. Stein/Weiss
[2].
The notion of solution of the Dirichlet problem and any other problem, is sound only
if we have such a matching between the boundary value f of u and the solution u itself,
i.e., we should not accept concepts of solution which are so weak such that the reversed
implication is impossible.
Now assume that
is a bounded (connected) domain in Rn; n 3 with C 2 boundary. (To
avoid technicalities, we have assumed n 6= 2). Consider the Dirichlet problem
(D) u = 0 in
uj@
= f 2 C (@
)
Let r denote (?1) (the fundamental solution) of the Laplace operator in Rn, that is,
(n=2)
r(x) = cn jxj1n?2 ; cn = ? (2 ?1n)! ? 2 ?1 n ?2n=2
n
3
and set
R(x; y) = r(x ? y):
For f 2 C (@
) we dene
Z
Df (P ) = @ R(P; Q)f (Q)d(Q) P 2= @
Z@
@nQ
Sf (P ) = R(P; Q)f (Q)d(Q) P 2= @
Thus Df and Sf denote the double layer potential and single layer potential resp. Here d
is the surface measure on @
and @n@Q is the directional derivative along the unit outward
normal for @
at Q. It is immediate that
Df (P ) = 0; P 2 Rn n @
and Df will be our candidate for solution of (D). It remains to study the behaviour of Df
at @
.
Part of that story is
Lemma 1. If f 2 C (@
), then
1) Df 2 C (
)
2) Df 2 C ({
).
i) K 2 C (@
@
n f(P; P ) : P 2 @
g)
ii) jK (P; Q)j jP ?QCjn?2 for P; Q 2 @
and some C < 1.
ii) is a consequence of the regularity of the boundary and can be seen as follows:
Assume @
given by the graph of the C 2-function '. Set P = (x; '(x) and Q = (y; '(y)).
Then K (P; Q) = !1 hPjP??Q;QnjnQi where h; i is the inner product in `2(Rn) and
n
nQ = p(r'(y); ?2 1) :
jr'(y)j + 1
4
Since ' is a C 2 function, we have that
'(x) = '(y) + hx ? y; r'(y)i + e(x; y) where je(x; y)j = O(jx ? yj2):
Hence
jK (P; Q)j C jhP ? Q;jP(r'(y); ?1)ij C je(x; y)j
? Qj n
C :
jP ? Qj jP ? Qjn?2
n
1) D+ = 21 I + T
2) D? = ? 12 I + T
and
Lemma 3. T : C (@
) ! C (@
) is compact.
Sketch of proof of Lemma 3. Dene the operators Tn by
Z
Tnf (P ) = Kn (P; Q)f (Q)d(Q); P 2 @
for f 2 C (@
), where
Kn (P; Q) = sign (K (P; Q)) min(n; jK (P; Q)j); n 2 Z+ :
Thus Kn is continuous on @
@
and Arzela-Ascoli's theorem implies that Tn is a compact
operator on C (@
). Furthermore since kTnk supQ2@
kKn (; Q)k1 C < 1, where C is
independent of n we see that
Tn ! T
in the space B = fbounded linear operators on C (@
)g. But the compact operators in B
form a closed subspace in B , and hence T is compact.
5
Proof of Lemma 1 and 2. Some basic facts:
Z
1) @ R(P; Q)d(Q) = 1, if P 2
@
@nQ
Proof: Apply Green's formula to the harmonic function R(?; Q) in
n B (P ) for
> 0 small, where B (P ) = fx 2 Rn : jP ? xj g.
Z
2) @ R(P; Q)d(Q) = 0, if P 2=
.
@
@nQ
Proof: Exercise.
Z
3) K (P; Q)d(Q) = 12 , if P 2 @
Proof: Exercise.
Let P 2 @
. We want to show that
Df (Q) ! 21 f (P ) + Tf (P ) as
3 Q ! P
A: Assume P 2= supp f : Easy.
B: Assume f (P ) = 0: We need.
Z
4) 9C > 0 : @ R(P; Q)d(Q) < C for all P 2= @
@
@nQ
Proof: Exercise.
4) implies the estimate
kDf kL1 (Rn n@
) C kf kL1 (@
):
Choose ffk g C (@
) with P 2= supp fk such that
kf ? fk kL1(@
) ! 0 as k ! 1:
T bounded operator implies Tfk(P ) ! Tf (P ) as k ! 1. Hence
jDf (Q) ? Tf (P )j C k(f ? fk )kL1 (Rnn@
) + jDfk (Q) ? Tfk (P )j +
+ jTfk(P ) ? Tf (P )j ! 0 as k ! 1 and
3 Q ! P:
C: Enough to check f 1.
The result follows from basic facts 1) and 3). Hence we have proved Lemma 1 and 2 part
1). Part 2) follows analogously.
6
We now return to the single layer potential and observe that Sf is harmonic in Rn n @
and continuous in Rn if f 2 C (@
). Next we want to compare the normal derivative of
Sf with Df at @
. Since @
is C 2 we have following result:
For " > 0 small enough
] ? "; "[@
3 (t; P ) ! P + tnp 2 V
is a dieomorphism, where np is the outward unit normal of @
at P , and V is a neigh-
borhood of @
. For P 2 @
and t 2] ? "; "[ set
Z
DSf (P + tnp) = @n@ R(P + tnp; Q)f (Q)d(Q):
@
p
The close relations between Df and DSf is formulated in
Lemma 4. If f 2 C (@
) then
1) DSf 2 C (V \
)
2) DSf 2 C (V \ {
)
(Compare Lemma 1).
Tf (P ) + T f (P ) P 2 @
:
Claim: wf 2 C (V ).
Proof: wf continuous on V n @
and on @
. Hence it is enough to show taht
wf (P + tnp) ! wf (P ) uniformly for P 2 @
as t ! 0:
7
Assume 0 2 C (@
) such that 0 0 1; 0 = 1 in a neighborhood of P and
supp 0 B (P ):
Decompose f as
f = f1 + f2 0f + (1 ? 0)f:
A: wf2 (P + tnp) ! wf2 (P ) as t ! 0. Easy
B: Assume t 6= 0
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Z
wf1 (Pt) = C hQ ? Pt; nQi ? hQ ? Pt; npi f (Q)d(Q):
1
@
jQ ? Pt jn
Hence
Z
jwf1 (Pt)j C kf k1 jhQ ? Pt; nQ ? npij d(Q)
Z@
\B (P )
jQ ? Ptjn
C kf k1 jQ ? PtjjQ ? P j d(Q)
Z@
\B (P )
jQ ? P jn
t
C kf k1 d(Q) = O()
@
\B (P ) jQ ? Pt j
n?2
and that is
D+ : C (@
) ! C (@
)
is onto.
Since D+ = 12 I + T , where T is compact, Fredholm's Alternative theorem can be applied.
Hence,
1 I + T = D onto
+
2
i
1 I + T = D S 1 ? 1:
2 ?
To prove D? S is 1 ? 1 is easy:
Assume D? Sf = 0 for some f 2 C (@
). Set v = Sf . Then
i) v harmonic in {
ii) v(P ) = O(jP j2?n ) as jP j ! 1
@v j = 0.
iii) @n @
Thus v = 0 in {
. But v 2 C (Rn) and v = 0 in
.
Maximumprinciple ) v = 0 in Rn ) f = 0.
Remark: The proof above is valid for domains
with C 1+ boundaries where > 0, but
not for domains with boundaries with less regularity.
Remark: We observe that the method is non-constructive as a consequence of the soft
arguments (i.e., compactness arguments) we have used. Hence it is not possible to solve
the Dirichlet problem for, say Lipschitz-domains
by approximating
with C 2 domains
k , solve some Dirichlet problems for these and obtain an approximation of a solution for
10
Chapter 1
Dirichlet Problem for Lipschitz
Domain. The Setup
A function ' : Rn ! R such that
j'(x) ? '(y)j M jx ? yj for all x; y 2 Rn
is called Lipschitz function. A bounded domain
Rn+1 is called Lipschitz domain if @
can be covered by nitely many right circular cylinders L whose bases are at a positive
distance from @
such that to each cylider L there is a Lipschitz function ' : Rn ! R and
a coordinate system (x; y); x 2 Rn; y 2 R such that the y-axis is parallel to the axis of
symmetry of L and L \
= L \ f(x; y) : y > '(x)g and L \ @
= L \ f(x; y) : y = '(x)g.
A domain D Rn+1 is called special Lipschitz domain if there is a Lipschitz function
' : Rn ! R such that D = f(x; y) : y > '(x)g and @D = f(x; y) : y = '(x)g. In this and
all proceeding chapters we reserve the notation
for bounded Lipschitz domains and D
for special Lipschitz domains respectively. With a cone ? we mean a circular cone which
is open. A cone ? with vertex at a point P 2 @C , where C Rn+1 is a domain, is called
a nontangential cone if there is a cone ?0 and a > 0 such that
; 6= (? \ B (P )) n fP g ?0 \ B (P ) C:
Br (Q) is our standard notation for the ball fx 2 Rn : jx ? Qj rg. We say that a function
u dened in a domain C has nontangential limit L at a point P 2 @C if
u(Q) ! L as Q ! P; Q 2 ?
for all nontangential cones ? with vertices at P . Finally we dene the nontangential
maximal function M u for > 1 and function u dened in Lipschitz domain
by
M u(P ) = supfju(Q)j : jP ? Qj < dist (Q; @
); Q 2
g; P 2 @
:
11
One of the main results in this course will be the existence of a solution to the Dirichlet
problem
u = 0 in
Rn+1
uj@
= f 2 L2(@
)
where
is a bounded Lipschitz domain. By this we mean that there exists a harmonic
function u in
which converges nontangentially to f almost everywhere with respect to
the surface measure d(@
) and that the maximal function M u 2 L2(@
) for > 1. The
starting point for our enterprise of proving the existence of a solution to Dirichlet problem
for the Lipschitz domain
is the double layer potential
Z
Dg(P ) = @ R(P; Q)g(Q)d(Q) P 2
;
@
@nQ
where R(P; Q) is the fundamental solution for Laplace equation in Rn+1 (multiplied with
?1) and g 2 L2(@
). Since Dg is harmonic in
, we are done if we can show that
for some choice of g we have the right behaviour of Dg at @
. However, this is not
easy since for K (P; Q) = @n@Q R(P; Q) P; Q 2 @
P 6= Q, we only have the estimate
jK (P; Q)j jP ?QCjn?1 which cannot be improved in general. Thus we have to rely on the
cancellation properties of K (P; Q), and the operator T which appeared in Chapter 0 can
only be dened as a principal value operator. Before we study the case with a general
bounded Lipschitz domain
we treat the case with a special Lipschitz domain D. From
this we obtain the result for
using standard patching techniques (see Appendix 2).
Consider
Z
Dg(P ) = @n@ R(P; Q)g(Q)d(Q) P 2 D
@D Q
where D = f(x; y) : y > '(x)g for a Lipschitz function ' : Rn ! R. We remark that
' Lipschitz function implies that '0 exists a.e. so the denition of Dg makes sense and
@ R(P; Q) = C hnQ ; P ? Qi , with n = p(r'(x); ?1) for Q = (x; '(x)), exists a.e.
n Q
@nQ jP ? Qjn+1 jr'(x)j2 + 1
d(@D). To state the rst proposition, we need some more notation: For every measure
R
and each -measurable function
Z g and measurable set A with (A) 6= 0 we let A gd,
denote the mean value (1A) gd. Furthermore for g 2 L1loc(@D) we dene the maximal
A
function Mg by
Z
Mg(P ) = sup
r>0 @D\Br (P )
jg(Q)jd(Q); P 2 @D:
The following result is crucial.
12
Proposition 1.1. Let D = f(x; y) : y > '(x)g where ' : Rn ! R is a Lipschitz function
with k'0 k1 = A. Let P = (x; y) 2 D and P 2 (x; '(x)) 2 @D and set = y ? '(x).
Assume g 2 Lp(@D) for some p where 1 < p < 1. Then
jDg(P ) ? Tg(P )j CMg(P )
where
Z
T g(P ) = K (P ; Q)g(Q)d(Q):
@DnB(P )
The constant C depends only on the dimension a. Before we prove this proposition, we
make some remarks on the maximal function M .
Hence, if T is bounded on Lp, then T is a weak (p; p) operator, but the converse is not true
in general.
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Proof of Proposition 1.1.11111111111111111111111111
00000000000000000000000000
Z
jDg(P ) ? T g(P )j C
hnQ ; P ? Qi ? hnQ ; P ? Qi jg(Q)jd
Z @D\fjP ?Qj>g jP ? Qjn+1 jP ? Qjn+1
hnQ ; P ? Qi
+C
Z@DnfjP ?Qj>g
jP ? Qjn+1 jg(Q)jd(Q)
C
Z @D\fjP ?Qj>g ( + jQ ? P j)n+1 jg(Q)jd(Q) +
+C 1 jg(Q)jd(Q)
@DnfjP ?Qj>g n
where we have applied the mean value theorem to the rst integral. The second integral is
CMg(P ) and the rst integral can also be estimated from above with the same bound
according to
Lemma 1.1. Let 0Rbe a radial decreasing function dened in Rn. Assume f 2 L1 +L1
and set mf (Rx) = supr>0 Br (x) jf (x)jdx for x 2 Rn. Then f (x) Bmf (x) for all x 2 Rn
where B = (x)dx.
14
If we take this lemma for granted for a moment and set
(x) = (jxj +)n+1 ;
the rst integral above is bounded from above by CMg(P ) and we are done.
Proof of Lemma 1.1. It is enough
R to prove the lemma for 0 f 2 C01; 2 C01 and x = 0.
Set S n = @B1(0) and A(r) = Br (0) f (x)dx.
We obtain
Z Z 1 Z
f (0) = (jxj)f (x)dx = (r)rn?1 f (rw)d(w)dr =
ZR1
n 0Z 1 Sn Z 1
= (r)A0(r)dr = ? 0(r)A(r)dr ? 0(r)jB
r (0)jdr mf (0):
0 0 0
R1 0
Set f 1 in the calculations above and we get ? 0 (r)B r (0)dr = B . The lemma is
proven.
If we dene the operator T by
Tg(P ) = sup jTg(P )j P 2 @D
>0
for g 2 Lp(@D), then
jDg(P )j C (Tg(P ) + Mg(P ))
for all P = (x; y) 2 D and P = (x; '(x)) 2 @D. Thus if we can prove that T is bounded
on Lp (@D), then jDg(P )j < 1 for a.e. P 2 @D. We remark that with some additional
considerations one can prove that
jDg(Q)j C (Tg(P ) + Mg(P ))
for all Q in a nontangential cone ? with vertex at P 2 @D, and thus supQ2? jg(Q)j in
non-tangential cones ? with vertices at P 2 @D for almost every P 2 @D. It then follows
that Dg has nite nontangential limit a.e. d(@D) (see Dahlberg [2]).
The limitfunction belongs to Lp(@D). If we also can prove that the limitfunction is equal
to f for some choice of g, we are done. To be successful in our approach, we have to study
the operators T for > 0 and T. This calls for some denitions. Let S (Rn) denote
the Schwartz class (i.e., the space of all C 1-functions in Rn which together with all their
derivatives die out faster than any power of x at innity) with the usual topology.
T is called a singular integral operator (SIO) if T : S (Rn) ?! S (Rn) is linear and
continuous and there exists a kernel K such that for all ', 2 C01(Rn) with supp ' \
supp =
Z Z
hT'; i = K (x; y)'(y) (x)dydx;
15
where h; i is the usual S ? S paring. We observe that K does not determine T uniquely.
Consider for instance Tf = f 0 for which K = 0 is a kernel.
We say that a kernel K is of Calderón-Zygmund type (CZ-type) if
1) jK (x; y)j jx ?C yjn
Thus it is crucial for us to be able to prove L2-boundedness of T . This is done in two steps.
Theorem 1.3. If ' : R ?! R Lipschitz function and K (x; y) = x?y+i('(1x)?'(y)) , then the
corresponding operator T is L2 bounded.
Theorem 1.4. If ' : Rn ?! R Lipschitz function and
Ki (x; y) = j(((x;x;''(x(x))))??(y;(y;''(y())
y)))i i = 1; 2; : : : ; n + 1;
jn+1
then the corresponding operators Ti are L2 bounded.
Finally we prove
Theorem 1.5. Dj@D is invertible.
To prove Theorem 1.3, we will characterize those kernels K of CZ -type which correspond
to L2 bounded operators T . This is done by a theorem of Daivd and Journé [3].
Theorem 1.6. T bounded on L2 i T 1 2 BMO.
The denition of BMO and the theorem and its proof will be discussed in Chapter 3.
References
[1] E. M. Stein: Singular integral and dierentiability properties of functions, Princeton
University Press 1970.
[2] B.E.J. Dahlberg: Harmonic functions in Lipschitz domains, Proceedings of Symposia
in Pure Mathematics Vol XXXV, Part 1 (1979) pp. 313-322.
[3] G. David and J.-L. Journé: A boundedness criterion for generalized Calderón-Zygmund
operators, Preprint.
17
18
Chapter 2
Proofs of Theorem 1.1 and Theorem
1.2
We recall that T is a PVO with kernel K of CZ-type. In this chapter we give a proof of
the following result of Calderón-Zygmund [1].
Theorem 1.2: RIf T bounded on L2, then T is bounded on Lp for 1 < p < 1 where
Tf (x) = sup">0 j jx?yj>" K (x; y)f (y)dyj,
Proof of Theorem 1.1. The idea of the proof is the same as when T is a translation-
invariant L2-bounded operator (See Stein [2]). Thus we show that there exists C > 0
such that
jfx 2 Rn : jTf (x)j > gj C kfk1 for all f 2 L1 and > 0
by splitting f in a good part g, which is a L2-function and a bad part b. This is done with
the following lemma
19
R
3) Qj jf (x)jdx < 2n .
The proof is based on a recursive stop-time argument and can be found e.g. Stein [2].
Now set
Rf (x) x 2 Rn n [1j=i Qj
g(x) =
Qj jf (x)jdx x 2 Qj j = 1; 2; : : :
so it remains to estimate jfx 2 Rn n [1j=1 2Qj : jTb(x)j > 2 gj and this is the point where
we use the properties of the kernel K . Set
bj (x) = b(x) x 2 Qj
0 otherwise
For, x 2= 2Qj we have
Z
Tbj (x) = (K (x; y) ? K (x; yj ))bj (y)dy
Qj
20
and thus
Z
jTbj (x)j C jy ? yj j jb (y)jdy
j
Qj jx ? y jn+1
Z
where we used bj (y)dy = 0. Integrating these inequalities gives
Qj
Z 1 Z
X
jTb(x)jdx jTbj (x)jdx
Rn n[1
j=1 2Qj j =1 Rn n2Qj
1 Z
X
C jbj (y)jdy = C kbk1 C kf k1
j =1 Qj
and consequently
jfx 2 Rn n [1j=1 2Qj : jTb(x)j > 2 gj 2 kTbkL1(Rnn[1j=12Qj) C kfk1 :
The proof is done.
21
and f2(x) = f (x) ? f1(x). Thus T"f (0) = Tf2(0). The strategy is to prove that for jxj < 2"
we have
(2.3) jTf2(x) ? Tf2(0)j CMf (0)
where the constant C is independent of x and ". Assume (2.3) to be true for a moment
and argue as follows.
~ (0) jTf (x)j + jTf1(x)j + CMf
jT"f (0)j = jTf2(0)j jTf2(x)j + CMf ~ (0):
Consider the two cases
1) 13 jT"f (0)j CMf
~ (0).
22
References
[1] A. P. Calderon/A. Zygmund: On the existence of certain singular integrals, Acta
Math. 88 (1952) pp. 85-139.
[2] E. M. Stein: Singular integrals and dierentiability properties of functions. Princeton
University Press 1970.
[3] M. Cotlar: Some generalizations of the Hardy-Littlewood maximal theorem Rev.
Mat. Cuyana 1(1955) pp. 85-104.
23
24
Chapter 3
Proof of Theorem 1.6
We begin this section by introducing some of the tools we need to prove the L2-boundedness
of T .
BMOp(Rn): For f 2 L1loc(Rn) we set
Z
? 1
kf kp; = sup jf (x) ? fQjpdx p ; 1 p < 1
Q cube Q
R
where fQ = Q f (x)dx and dene the space BMOp to consist of those functions f such that
kf kp; < 1. Thus (BMOp; k kp;) becomes a semi-normed vectorspace with semi-norm
vanishing on the constant functions. The letters BMO stand for bounded mean oscillation.
Examples
Z of BMO-functions: 1) log jxj 2 BMOp(Rn) 2) L1(Rn) BMOp(Rn)
3) log jx ? yjd(y) 2 BMOp(Rn) for nite measures .
To be able to work with this space, we only need to know three basic facts.
R
Fact 1: Let f 2 L1loc. If for all cubes Q, there exist constants CQ such that (Q jf (x) ?
CQjpdx)1=p `, then f 2 BMOp and kf kp; 2`.
Proof. Exercise.
This fact can be used to prove following proposition.
Proposition 3.1. If T bounded on L2, then T : L1 ! BMO.
Proof. The rst step in the proof is to give a denition of the function Tf where f 2 L1 .
We therefore introduce fQj g = the set of all cubes Q with centers with rational coordinates
25
and with rational sidelengths. Set E = [j @Qj . For each pair (x1; x2) 2 (Rn n E ) (Rn n E )
choose a cube Q 2 fQj g such that x1; x2 2 Q. Set f1 = f 2Q and f2 = f ? f1. Dene
Z
F (x1; x2) = Tf1(x1) ? Tf1(x2) + (K (x1; y) ? K (x2; y))f2(y)dy:
Rn
We note that F is dened a.e. and that F is independent of Q (as long as x1; x2 2 Q).
Check it! Furthermore, for a.e. x1 2 Rn and x2 2 Rn; F (x; x1) ? F (x; x2) is a constant
(regarded as a function of x). We now dene Tf as the class x ! F (x; x1) for a.e. x1 2 Rn.
It remains to show that T : L1 ! BMO is bounded. It is enough to show that
Z
jF (x; xQ) ? Tf1(xQ)jdx C kf kL1 ; f 2 L1 (Rn )
Q
for all cubes Q 2 fQj g.
But
Z Z Z
jTf1(x)jdx ( jTf1(x)j2dx)1=2 C ( jf1 (x)j2dx)1=2 C kf k1
Q Q Q
since
Z Z
j (K (x; y) ? K (xQ; y))f2(y)dyj j n jK (x; y) ? K (xQ; y)jjf (y)jdy
Rn Z R n2Q
jx ? x Qj
C n jy ? x jn+1 dykf k1 C kf k1 for x 2 Q:
R n2Q Q
The proposition follows.
Theorem: Let ' 2 BMO (Rn). Then there exists constants, C > 0; > 0, depending
only on n, such that
jfx 2 Q : j'(x) ? 'Qj > gj C jQj exp ? k
?
'k
for all > 0 and cubes Q.
Sketch of a proof. It is enough to show that
Z
sup exp k'k j'(x) ? 'Qj dx C < 1:
?
Q cube Q
26
Assume k'k = 1 and ' 2 L1 . Since the constants C and will be independent of k'k1,
the result follows for a general '. Fix a cube Q. Consider all cubes Qj in the dyadic mesh
of Q and choose a t > 1. Let Q~ j denote those dyadic cubes which are maximal with respect
to inclusion satisfying
Z
j'(x) ? 'Q jdx > t
Q~ j
and
j'(x) ? 'Qj t a.e. for x 2 Q n [1j=1 Q~ j :
Clearly Q~ j Q and
j [1j=1 Q~ j j 1t k' ? 'QkL1(Q) 1t jQj:
The maximality of Q~ j implies that
Z
j'(x) ? 'Q jdx t
Q j
where Q j is the minimal cube in the dyadic mesh of Q with respect to inclusion for which
Q~ j 6 Q j . Furthermore
Q~ j
Q j j'Q~Zj ? 'Qj j'Q~j ? 'Qj j + j'Qj ? 'Qj
~ j'(x) ? 'Qj jdx + t
QZj
2 j'(x) ? 'Qj jdx + t
n
Qj
Q (2 + 1)t:
n
R
Set X (; Q) = supQj 2dyadicmeshofQ Qj exp(j'(x) ? 'Qj j)dx which is < 1 since ' 2 L1 .
From the properties of Q~ j it follows that
Z Z
exp(j'(x) ? 'Q j)dx 1 etdx +
Q jQ j 1
Qn[j=1 Q~ j
1 Z
+ jQ1 j jQ~ j j exp(j'(x) ? 'Q~j j)dx exp(t(2n + 1))
X
j =1 Q~ j
et + 1t exp(t(2n + 1))X (; Q)
27
Take supremum over all cubes Q. Thus
sup X (; Q)[1 ? 1t exp(t(2n + 1))] et
Q cube
which implies supQ cube X (; Q) C if > 0 small enough. The proof is done.
and k'kp; C k'k. The inequality k'k k'kp; follows from Hölder's inequality.
where Py f (x) = py f (x) with the Poisson kernel py (x) = cn (jxj2+yy2 ) n+1
2
?
To obtain a necessary condition on consider f = Q, i.e., f is the characteristic function
for a cube Q Rn. We immediately observe that Py f (x) C > 0 for f(x; y) : x 2 12 Q; 0 <
y < `(Q)g where `(Q) = side length of Q. Set Q~ = f(; ) 2 Rn++1 : 2 Q; 0 < < `(Q)g.
Hence
(C ) (Q~ ) C jQj for all cubes Q Rn
is a necessary condition on . We call a positive measure a Carleson measure if satises
(C) and inf fC : (Q~ ) C jQj for all cubes Qg is called the Carleson norm for .
28
Lemma 3.1. Let be a continuous function in Rn++1 and set
u(x) = supfju(; )j : jx ? j < g; x 2 Rn:
Let be a Carleson measure. Then
(f(x; y) 2 Rn++1 : ju(x; y)j > g) C jfx 2 R : u(x) > gj
for all > 0, where C only depends on n and the Carleson norm of .
Proof. The lemma is a consequence of following geometric fact: For every covergin fQj g of
countably many cubes there is a subcovering fQ0j g such that [Qj = [Q0j and each x 2 [Qj
belongs to at most 2n of the Q0j 's. We leave the proof of this fact as an exercise. For > 0
set
E = f(x; y) 2 Rn++1 : ju(x; y)j > g
and for each (x; y) 2 E dene
Q~ (x; y) = f(; ) 2 Rn++1 : k ? xk < y; 0 < < yg
Q(x; y) = f 2 Rn : k ? xk < yg
where kxk = maxi=1;:::;n jxij. Select a covering of E consisting of countably many cubes
Q~ (x; y) by a compactness argument. It is obvious that
u() > for all 2 Q(x; y)
and hence
(E) X ([Q~ (x; y)) = ([Q~X(x; y)0)
(Q~ (x; y)0) C jQ(x; y)0j
2nC jf 2 Rn : u() > gj:
Proof. Let py (x) denote the Poisson kernel. If jx ? xj < y, then
py (x ? t) Cpy (x ? t) for all t 2 Rn
where C is independent of x; x and y. Furthermore
Py f (x) py f (x) CMf (x)
and thus
supfjPy f (x)j : jx ? xj < yg CMf (x):
Lemma 3.1 implies Theorem 3.1 since M is bounded on Lp for 1 < p 1.
29
Remark: Theorem 3.1 is also valid for all operators of the form
Pt f (x) = 't f (x)
where ' is a smooth function which decays at innity and such that j'(x)j (x) for some
radial function 2 L1(Rn). 't(x) denotes t1n ' xt . We leave the proof of this remark as
?
an exercise.
We now introduce two families of operators denoted Pt and Qt of which the rst is an
approximation of the identity and the second is an approximationR of the zero opera-
tor.
R Let '; be smooth functions that decay at innity such that Rn '(x)dx = 1 and
Rn x)dx = 0. Dene Pt and Qt by
(
t f ( ) = '^(t )f^( )
Pd
Qdt f ( ) = ^(t )f^( )
for nice functions f in Rn . We immediately observe
Lemma 3.2. If f 2 L2(Rn), then
Z 1
kQtf k22 dtt C ( )kf k22:
0
30
Set Qj = 2j Q0 for j 2 N and assume kf k = 1. Here
jfQj+1 ? fQj j 2n for j 2 N
which implies
jfQj+1 ? fQ0 j (j + 1)2n for j 2 N:
Hence
Z 1 Z
jf (x) ? fQ0 j dx = X jf (x) ? fQ0 j dx +
Rn 1 + jxj n+1
j =0 Qj+1 nQj 1 + jxj
n+1
Z 1 ?Z jf (x) ? fQj+1 j dx +
+ jf ( x) ? f Q0 j
dx
X
Q0 1 + jxj 2j(n+1)
n +1
j =0 Qj+1
Z
jfQj+1 ? fQ0 j X1
+ 2j (n+1) dx + 1 (2n?j + (j + 1)22n?j ) + 1 = C
Qj+1 j =0
which completes the proof.
Proof of Theorem 3.2. Qtf (x) is a well-dened function in Rn++1 since Qt1 = 0. We want
to prove that for each cube Q Rn
Z Z
() jQtf (x)j2 dxdt
t C ( )kf kjQj:
2
~
Q
It is enough to consider Q = unit cube Q0 since BMO is scale- and translation invariant,
i.e., kf k = kftsk where fts(x) = f (t(x ? s)) and dtt is scale invariant. Furthermore we may
assume f2Q0 = 0 since Qt1 = 0. Thus we have to prove () for Q = Q0 and all f 2 BMO
with f2Q0 = 0. Set f1 = f2Q0 and f2 = f ? f1.
Then Qtf = Qtf1 + Qtf2 and we obtain
Z Z Z Z
dxdt
jQtf1j t jQtf1j2 dxdt
t
2
Q0 R+
n+1
C ( )kf1k22 C ( )kf k2
from lemma 3.2 and for (x; t) 2 Q~ 0 we obtain
Z
jQtf2(x)j n t1n j x ?t z jjf2(z)jdz
?
Z R n2Q0
C ( ) n tn+1 + jxt ? zjn+1 jf2(z)jdz
ZR n2Q0
C ( )t n 1 +jf j(zzj)nj+1 dz C ( )tkf k
R
according to lemma 3.3. This completes the proof.
We have now prepared the tools we need to prove the theorem of David and Journé.
31
Theorem 1.6: If T is a PVO with CZ type kernel K , then
T is bounded on L2 i T 1 2 BMO:
Here the only if-part follows from Proposition 3.1. The if-part is the hard part. The
proof we present is due to Coifman/Meyer [1]. Choose ' 2 C01(Rn) such that ' radial
with support in the unit ball B1(0) and such that
'^(jj) = 1 + O(jj4) as jj ! 0:
Dene Pt as above by Pd t f ( ) = '^(tj j)f^( ). Analogously dene Qt by Q
d tf ( ) = (tj j)2'(tj j)f ( )
and Rt by Rd t f ( ) = (j j)?1 '^0(tj j)f^( ). Hence Pt ; Qt and Rt commutes and
d P 2 = 2R Q :
dt t t t t
This implies
1 d P 2TP 2 = 1 (R Q TP 2 + P 2TR Q ):
2 dt t t t t t t t t t
The idea is as follows: We want to show
jh1; T2ij C k1k2k2k2 for all 1; 2 2 S (Rn):
We note that h1; Pt2TPt22i ! 0 as t ! 1 and hence it is enough to prove
Z 1
j dtd h1; Pt2TPt22idtj C k1k2k2k2 for all 1; 2 2 S (Rn)
0
since P0 is the identity operator.
Furthermore, it is enough to prove
Z 1
j h1; RtQtTPt22i dtt j C k1k2k2k2 for all 1; 2 2 S (Rn)
0
since Pt ; Qt; Rt are selfadjoint operators and T = ?T . We need the following estimate.
Lemma 3.4. Let '; 2 C01(Rn) with support in the unit ball B1(0) and assume
Z
(x)dx = 0:
Rn
Then
jh tx; T'yt ij Cpt(x ? y)
1 ? z?x ; 'y (z ) = 1 '? z?y
t (z ) = tn and pt is the Poisson kernel.
where x
t t tn t
32
Proof. The argument consists of a straightforward calculation where we use the CZ type
properties of the kernel K .
Z Z
2h t ; T't i = lim
x y
"#0
K (; )( tx()'yt () ? tx()'yt ())dd
Z Z j?j>"
? x?y x?y
= lim
"#0
K (t + y; t + y) 1
t ()'() ? 1
t ()'())dd:
j?j>"
Hence, it is enough to prove the lemma for y = 0.
Assume jxj < 10t: Then we obtain
jh tx; T'ij t1n ? ? jCxj 2 n+12 = Cpt(x):
1+ t
Assume jxj 10t: Then we obtain
Z Z
jh t ; T'ij = j
x (K (; ) ? K (x; )) tx()'t()dd
Z Z
x
jK (t; t) ? K (x; t)j 1t ()'()dd
C jxjtn+1 C 2 t 2 n+12 = Cpt(x)
(t + jxj )
which concludes the proof of the lemma.
Now set Lt = QtTPt where
Z
Ltf (x) = 1t(x; y)f (y)dy
Rn
with j1t(x; y)j Cpt(x ? y) according to Lemma 3.4. We recall that it is enough to show
that
Z 1
j h1; RtQtTPt22i dtt j C k1k2k2k2 for all 1; 2 2 S (Rn):
0
Hence it is enough to show
Z 1
j h1; RtQtTPt22i dtt j C (k1k22 + k2k22) for all 1; 2 2 S (Rn):
0
But
Z 1 Z 1
j h1; RtQtTPt 2i t j jhRt1; QtTPt22ij dtt
2 dt
0Z 1 Z 1 0
krt1k2 t + kQtTPt22k22 dtt I + II:
2 dt
0 0
33
Here
Z 1
k '^ t(jtjj j) ^1()k22 dtt C k^1k22 = C k1k22:
0
I=
0
To cope with II, we rewirte QtTPt22 = LtPt2 as
((LtPt)2)(x) = Lt[Pt2 ? Pt2(x)](x) + Pt2(x)Lt1(x) =
= Lt[Pt2 ? Pt 2(x)](x) + Pt 2(x)QtT 1(x)
But T 1 2 BMO implies jQtT 1j2 dxdt
t is a Carleson measure according to Theorem 3.2 and
hence
Z 1 Z Z
2 dt
kPt2(x)QtT 1k2 t = jP (x)j 2jQ T 1j2 dxdt C k k2
t 2 t 2 2
0 n+1 R+ t
where we have used the remark to Theorem 3.1. Furthermore using Jensen's inequality
A(x;Zt) jLt(Pt 2 ? Pt 2(x))(x)j2 = Z
= j 1t(x; y)(Pt2(y) ? P2 2(x))dyj C pt (x ? y)jPt2(y) ? Pt2(x)j2dy
2
Rn Rn
and thus
Z 1 Z 1Z
kLt[Pt2 ? Pt 2(x)](x)k22 dtt = A(x; t) dxdtt
0 Z 1Z Z 0 Rn
C pt(x ? y)jPt2(x) ? Pt2(y)j2dydx dtt =
Z0 1 ZRn ZRn
=C pt (x)jPt2(x + y) ? Pt 2(y)j2dxdy dtt
Z0 1 ZRn ZRn
=C pt (x)j(Pt2( +\ x) ? Pt2())()j2 ddx dtt =
Z0 1 ZRn ZRn
ihx;ij2 j^ ( )j2 ddx dt :
t (x)j'^(tj j)j j1 ? e
=C p 2
2
0 n Rn R t
But
Z
pt(x)j1 ? eihx;ij2dx = 2 ? 2e?jjt:
Rn
Thus
Z 1
kLt[Pt2 ? Pt 2(x)](x)k22 dtt
0 Z Z 1
C 2(1 ? e?jjt)j'^(tjj)j2 dtt j^2()j2d
ZR 0Z 1
n
Z 1
(1 ? e ) t + 1 j'^(tjj)j2 dtt j^2()j2d
dt
? jj
C n ?j jt
R 0 jj
C k2k2:2
35
36
Chapter 4
Proof of Theorem 1.3
In this section we prove
Theorem 1.3: If ' : R ! R Lipschitz function and K' (x; y) = x ? y + i('1(x) ? '(y)) ,
then the corresponding operator T' is bounded on L2 and kT'k C (k'0k1).
We immediately observe that the kernel K' is of CZ type and thus the L2 boundedness
of the PVO T' can be proved using Theorem 1.6, i.e., it is enough to prove T'1 2 BMO.
However, this is not easy.
We give the proof in two steps.
A: There exists an "0 > 0 such that if k'0k1 "0 then kT'k C (k'0k1).
B: Removal of the constraint k'0k1 "0.
Part A was proved by Calderón [1]. Part B was proved by Coifman/McIntosh/Meyer [2].
The proof we present is due to David [3].
Proof of A: Assume ' 2 C01(Rn) and dene
KN (x; y) = ('((xx)??y')N(y+1)) N = 0; 1; 2; : : : :
N
kTN k C N +1k'0kN1 N = 0; 1; 2; : : : :
37
We also note that it is enough to prove that there exists an "1 > 0 such that if k'0k1 "1,
then
kTN k C N N = 1; 2; : : : :
since T0 is the Hilbert transform and this operator is L2 bounded. There are many proofs
of this fact and one proof is supplied by Theorem 1.6. To prove that TN N = 1; 2; : : : are
L2 bounded we make the following observation.
Lemma 4.1. If ' 2 C01, then
TN +1(1) = TN ('0); N = 0; 1; : : : :
Proof. The lemma is a consequence of the identity
d ? '(x) ? '(y) N +1 = (N + 1) ('(x) ? '(y))N +1 ? (N + 1) ('(x) ? '(y))N '0(y)
dy x ? y (x ? y)N +2 (x ? y)N +1
and
Z
TN +11(x) = lim ('(x) ? '(y))N +1 dy =
"#0 jx?yj>" (x ? y)N +2
= lim 1 ? '(x) ? '(x ? ") ? '(x) ? '(x + ") + T '0(x) = T '0(x):
N N
"#0 N + 1 " ?"
A recursion argument using Proposition 3.1, Lemma 4.1 and the fact that ' Lipschitz
function implies '0 2 L1 shows that TN ; N = 0; 1; 2; : : : are L2 bounded. What remains
to be done is to show that
kTN k C N N = 1; 2; : : : ;
for some choice of C > 0. Here, of course, k k denotes the norm k kL2 !L2 . To conclude the
proof of A we note that
where h(x) = 1+(xiA) . Then the rst observation gives the desired result.
Lemma 4.3 (David [3]). Assume ' : R ! R Lipschitz function and L 2 R such that
j'(x) + Lx ? ('(y) + Ly)j M jx ? yj x; y 2 R:
Let I R be an interval.
Then there exists a Lipschtz function '~ : R ! R and a L~ 2 R such that
(i) jfx 2 I : '(x) = '~(x)gj 83 jI j
(ii) j'~(x) + L~ x ? ('~(y) + L~ y)j 109 M jx ? yj x; y 2 R.
39
Remark: L~ 2 [L ? M; L + M ].
Proof. Without loss of generality we can assume that I = [0; 1]; M = 1; L = ? 54 ; U
fx 2 I : '0(x) + L 0g has measure 21 . Check this!
Hence ? 51 '0 59 .
Dene '~ : R ! R by
8
< '(0) x<0
'~(x) = : sup0yx '(y) 0 x 1
sup0y1 '(y) 1 < x:
Then '~ is an increasing function and
'~(x + h) = sup '(y) sup '(y) + 95 h = '~(x) + 59 h
0yx+h 0yx
for each h > 0 such that x; x + h 2 [0; 1]. Thus 0 '~0 95 and '~ satises (ii) with L~ = ?109 .
Remains to check that (i) is satised. Set
E = fx 2 I : '(x) = '~(x)g:
Then 0 2 E and E closed implies that
I n E
= [ k Ik
where the components Ik are of the form ]ak; bk [ or ]ak; 1] where 0 < ak < bk 1. But '~
is constant on each interval Ik and thus
'(ak ) = '~(ak ) = '~(bk ) = '(bk ) if Ik =]ak; bk [
'(ak ) = '~(ak ) = '~(1) '(1) if Ik =]ak ; 1]:
Z
Hence '0(x)dx 0 for each k and we obtain
Ik
Z
'0(x)dx 0:
Finally
Z Z Z
0 '0(x)dx = '0(x)dx + '0(x)dx 54 j
\ U j ? 51 j
\ (I n U )j
\U
\(I nU )
implies
j
\ U j 14 j
\ (I n U )j
40
and this gives us
j
j = j
\ U j + j
\ (I n U )j 45 j
\ (I n U )j 58 :
Hence
jE j 38
and the proof is done.
Lemma 4.4 (John [6]). Assume f : R ! R measurable. Assume there exists an > 0
and a continuous function C : ! R, where = f(a; b) 2 R2 : a < bg, such that
jfx 2 I : jf (x) ? C (I )j < gj > 31 jI j for each interval I = (a; b). Then f 2 BMO (R) and
kf k C where C is independent of ; f and the function C .
Proof. It is enough to prove the lemma for = 1. The arguments are similar to those one
uses to prove John-Nirenberg's inequality once we have proved the following
Claim: If I J R are intervals such that jJ j = 2jI j, then jC (I ) ? C (J )j 15.
Proof of claim: Let denote the interval with endpoints C (I ) and C (J ) and assume to
obtain a contradiction that jj > 15. Then there exists points zk 2 ; k = 1; 2; : : : ; 6 such
that zk 2 and mink=6 1 jzk ? z1j > 2. Set Mk = fx 2 J : jf (x) ? zkj < 1g. The sets P6 Mk are
mutually disjoint. Furthermore the points zk can be chosen such that jJ j > k=1 jMk j.
Since C : ! R is continuous, there exist intervals Ik ; k = 1; 2; : : : ; 6 such that I Ik J
and C (Ik) = zk . Hence
6 6
jMk \ Ik j 6 31 jI j = 2jI j:
X X
jJ j > jMk j
k=1 k=1
This contradicts jJ j = 2jI j and claim is proven.
We now show that under the hypothesis in the lemma with = 1
Z
jf (x) ? C (I )jdx C jI j
I
for each interval I R. Observe that we do not know whether f 2 L1loc or not. Since the
assumptions on f are scale- and translationinvariant we can assume I = [0; 1]. We can also
assume C (I ) = 0.
Now, set k = 100k k = 1; 2; : : : and let
k = [j Ijk be the union of those intervals
in the dyadic mesh of I which are maximal with respect to inclusion with the property
jC (Ijk)j > k . We see that I 2=
1 and
1
2
3 : : : . For each Ijk in
k there exists
41
an interval I~jk in the dyadic mesh of I which is minimal with respect to inclusion and with
the property Ijk * I~jk . Hence jC (I~jk)j k and the claim above implies
k < jC (Ijk)j < k + 15:
We claim that if we can prove that
j
k+6 j 12 j
k j
we are done.
Proof. Consider Ak = fx 2 I : jf (x)j > k + 2g which is a measurable set and take a point
of density x0 2 Ak . Then there exists a suciently small interval J in the dyadic mesh of
I such that x0 2 J and
99 jJ j:
jfx 2 J : jf (x)j > k + 2gj 100
This implies C (J ) > k and thus x0 2 J
k . Hence Ak
k except for a set of measure
0 and
jAk j j
k j:
But j
k+6j 12 j
k j implies that there exist constants B; C > 0 such that
jAk j Be?C(k+2) k = 1; 2; : : : :
Choosing a slightly larger constant C we get
jfx 2 I : jf (x)j > gj Be?C:
The remaining argument is the same as in the proof of the remark on page 29.
Finally we give the argument for j
k+6j 12 j
k j.
Proof. Set Ek = fx 2 I : jf (x) ? k j < 16g k = 1; 2; : : : . Hence Ek are mutually disjoint
and
jEk \ Ijk j jfx 2 Ijk : jf (x) ? C (Ijk )j < 1gj 31 jIjkj:
Furthermore, for k k0 we obtain
jIjk00 \ Ek j 31 jIjk00 \
k j
42
by taking the union overall Ijk Ijk00 and using jEk \ Ijk j 13 jIjkj. Hence
jIjk00 \ Ek j 13
X X
jIjk00 j jIjk00 \
k j
k0 <kk0 +6 k0 <kk0 +6
2jIjk00 \
k0 +6j
which implies j
k+6 j 12 j
k j.
We have now prepared all the machinery we need to prove part B. The idea is to make an
induction argument where part A is the base and the inductionstep is the following: Let
M > 0. If there exists a constant
?9
C = C 10 M
such that kT'~k C for all Lipschitz functions '~ with osc '~ 109 M then there exists a
constant C = C (M ) such that kT'k C for all Lipschitz functions ' with osc ' M .
Here we let osc ' denote inf fM : j'(x) + Lx ? ('(y) + Ly)j M jx ? yj for all x 6= y and
some L 2 Rg.
We remark that Lemma 4.2 implies that kT'k only depends on osc ' and not on k'0k1. We
observe that it is enough to prove the inductionstep for Lipschitz-funtions ' with ' 2 C 1
and it is enough to prove that there exists a constant C = C (M ) such that
kT'kL1 !BMO C
for all Lipschitz-functions ' 2 C 1 with osc ' M . Take f 2 L1 with kf k1 = 1. Let
I be an interval and let xI denote the center of I . Set z(x) = x + i'(x). Decompose
f in f1 and f2 where f1 = fI and f2 = f ? f1. Finally set Cf (I ) = T'f2(xI ). We
see that C is a continuous function with respect to the endpoints of I . Without loss of
generality we assume I = [0; 1]. From Lemma 4.3 we obtain a Lipschitz function such
that osc 109 M and E fx 2 I : '(x) = (x)g has measure 38 . Set z(x) = x + i (x).
Our purpose is to use the characterization of BMO functions which is given in Lemma 4.4
by showing that
jfx 2 I : jT'f (x) ? Cf (I )j < C (M )gj > 13
for constant C = C (M ) chosen large enough and which is independent of f . If this is done,
Theorem 1.3 follows. We start with
jT'f (x) ? Cf (I )j = jT'f (x) ? T'f2(xI )j
jT'f2(x) ? T'f2(xI ) + jT'f1(x) ? T f1(x)j + jT f1(x)j
where x belongs to a subset of I which we will dene later.
43
For x 2 I ,
Z
z(x) ? z( 21 )
jT'f2(x) ? T'f2(xI )j (z (x) ? z (
y ))(z ( 1 ) ? z (y )) jf (y )jdy
Z RnI 2
dy
C (M ) jx ? yjj 1 ? yj
0
RnI 2
which implies
Z
jT'f2(x) ? T'f2(xI )jdx C 0(M ):
I
For x 2 E I ,
Z
jT'f1(x) ? T f1(x)j z(y) ? z(y)
jf (y )jdy:
I nE (z (x) ? z (y ))(z (x) ? z (y ))
But I n E = [Ik where the components Ik are intervals and
jz(y) ? z(y)j C 0(M )jIk j for y 2 Ik :
Hence
X Z C 0(M )jIk j
jT'f1(x) ? T f1(x)j jx ? yj2 dy x 2 E:
k Ik
1001 I and E = E \ {([ J )
Set Jk = 1000 k k k
E
Jk?1 Jk
Ik?1 Ik
E
Then jE n E j 1000
1 and
Z XZ Z
jT'f1(x) ? T f1 (x)jdx C 0(M ) jIkj dxdy C 0(M ) X Z dy C 0(M )
E k Ik Jk jx ? y j2 k Ik
Finally, from the hypothesis in the induction step
Z Z
jT f1(x)j2dx 1=2 C 109 M :
? ?
jT f1(x)jdx
I I
But
0
jfx 2 I : jT'f2(x) ? T'f2(xI )j C (3M ) gj 1000
1
0
jfx 2 E : jT'f1(x) ? T f1(x)j C (3M ) gj 1000
1
0
jfx 2 I : jT f1(x)j C (3M ) gj 1000
1
44
if C 0(M ) large enough. Hence jfx 2 E : jT'f (x) ? Tf2(xI )j < C 0(M )gj jE j ? 1000
4 >1
3
if C 0(M ) large enough and where C 0(M ) is independent of f . (Note that we have assumed
kf k1 = 1.) Lemma 4.4 concludes that
kT'k CC 0(M ) = C (M )
and the induction step is proved.
References
1: A. P. Calderón: Commutators of singular integral operators. Proc. Nat. Acad. Sci.
U.S.A., 53 (1965) pp. 1092-1099
2: R. R. Coifman/A. McIntosh/Y. Meyer: L'intégrale de Cauchy dénit un operateur
borné sur L2 pour les courbes Lipschitziennes. Ann. of Math. 116 (1982) pp. 361-
388.
3: G. David: An alternate proof of Coifman-McIntosh-Meyer's theorem on the Cauchy
integral. Preprint.
4: A. P. Calderón: Commutators, singular integral on Lipschitz curves and applications.
Proc. of the I. C. M. Helsinki (1978).
5: F. John: Quasi-Isometric Mappings. Semineri 1962-1963 di Analisi Algebra,Geometeria
E Topologia Vol. II.
45
46
Chapter 5
Proof of Theorem 1.4
In this chapter our aim is to prove that the double layer potential D dened in a special
Lipschitz domain D and restricted to @D is bounded on L2(@D) which corresponds to
proving
Theorem 1.4: If ' : Rn ! R Lipschitz function and
x)) ? (y; '(y)))i i = 1; 2; : : : ; n + 1
Ki (x; y) = j(((x;x;''(x()) ? (y; '(y))jn+1
then the corresponding operators Ti are bounded on L2.
The proof of this runs in two steps.
B: Theorem 1.4
Proof of Step A. Choose " > 0 so small that the curve ? dened in the gure below
belongs to the domain of F .
47
Im
domain of F
?1
" "
?M M ?4 Re
?2
?3
49
Finally, we apply Part A with F (z) = z which is holomorphic in a neigh-
(1 + z2) n+1
2
borhood of the real axis. Hence
Z Z
kT!f (x)k22 C (k'0k1 ; F ) jf (t! + y)j2dtdy = C (k'0k1; F )kf k22:
Rn?1 R
Since C01(Rn) is dense in L2(Rn) the result in Part B follows.
50
Chapter 6
Dirichlet Problem for Lipschitz
domains. The nal arguments for the
L2-theory
We are now able to complete the proof of the following theorems where, as usual, ' : Rn !
R Lipschitz function and D = f(x; y) 2 Rn+1 : '(x) < yg.
Theorem 6.1. If f 2 L2(@D), then there exists a u such that
u = 0 in D
uj@D= f on @D
where the boundary values are taken non-tangentially a.e. @D and M u 2 L2 (@D) with
kM uk2 C kf k2 where C only depends on > 1 and k'0k1.
Theorem 6.2. If f 2 L2(@D), then there exists a u such that
u = 0 in D
@n j@D = f on @D
@u
where the boundary values are taken in the sense np ru(Q) ! f (P ) as Q ! P non-
tangentialy a.e. @D and M (ru) 2 L2 (@D) with kM (ru)k2 C kf k2 where C only
depends on > 1 and k'0k1 .
We recall that
M u(P ) = supfju(Q)j : jP ? Qj < dist (Q; @D)g; P 2 @D
and that np denotes the outward unit normal at P 2 @D which is dened a.e. on @D.
Corollary 6.1. Theorem 6.1 is valid if L2 replaced by Lp for 2 p 1.
51
This is a straightforward consequence of the maximum principle and interpolation between
L2 and L1 , but apart from this result we discuss the Lp-theory for the Dirichlet problem
and Neumann problem in Chapter 7. The proofs of Theorems 6.1 and 6.2 involves the
layer potentials
Z
Df (P ) = @n@ r(P; Q)f (Q)d(Q); P 2 D
Z@D
Q
S f (P ) = r(P; Q)f (Q)d(Q); P 2 D
D
where r(P; Q) = cn jP ? Qj1?n. With Q = (x; '(x)) 2 @D and P = (z; y) 2 D
Z
Df (z; y) = cn y ? '(x) ? (z ? x) r'(x) f (x)dx
n+1
Rn (jx ? z j2 + ('(x) ? y )2) 2
Z p
S f (z; y) = cn n 1 + jr'(x)j2
n?1 f (x)dx:
R (jx ? z j2 + ('(x) ? y )2 ) 2
From Proposition 1.1, the remark on page 17 and Theorems 1.2 and 1.4 it follows that
kM (Df )kp C (; k'0k1)kf kp; f 2 Lp
for 1 < p < 1. Thus Dj@D f (P ) = lim D3Q!P Df (Q) exists and it remains to show
non?tangentially
that Dj@D is invertible on Lp . We now observe that D? = f(x; y) 2 Rn+1 : '(x) > yg is
also a special Lipschitz domain and we have the following jump relations at the interface
between D and D? .
Lemma 6.1. Let f 2 L2(@D) and let
Z
Tf (P ) = lim @ r(P; Q)f (Q)d(Q); P 2 @D
"#0 jP ?Qj>" @nQ
Then
Dj@D f (p) = 21 f (P ) + Tf (P ) a.e. @D
Dj@D? f (P ) = ? 21 f (P ) + Tf (P ) a.e. @D
@ Sj f (P ) = ? 1 f (P ) + T f (P ) a.e. @D
@np @D 2
@ Sj f (P ) = 1 f (P ) + T f (P ) a.e. @D
@nP @D? 2
where T is the adjoint operator of T .
52
We observe that it is equivalent to solve the Dirichlet problem in D and the Neumann
problem in D? . The jumprelations are similar to those in the case of regular boundary in
chapter 0 with the dierence that here the operator T has to be interpreted as a PVO.
The main ingredient in the proof is Proposition 1.1. The idea is to approximate @D by a
C 2-boundary and use the result from Chapter 0. We leave the proof as an exercise.
The nal step in the proof of Theorem 6.1 and 6.2 is to prove that 12 I + T and 21 I + T
are invertible on L2. The proof of this is due to Verchota [1], who used an indentity due
to Rellich [2]. See also Jerison/Kenig [3].
Lemma 6.2. Let f 2 L2(@D) and u = S f jD . Then there exists C1; C2 > 0 such that
Z Z Z
? @u 2 ? @u 2
C1
@D @n d @D
jrt uj2d C2
@D @n d
where rt denotes the tangential derivative.
Remark: Let : @D ! Rn denote the projection mapping (x; '(x)) 7! x. Then rtu is
r(u ?1) lifted with ?1 to @D.
Proof. Assume f has compact support. Set e = (0; 1). Since u = 0 in D we get
References
[1] G. C. Verchota: Layer potentials and boundary value problems for Laplace's equation
in Lispchitz domain. (to appear in J. Funct. Anal.)
[2] F. Rellich: Darstellung der eigenwerte von ru + u durch ein Randintegral Math.
Z. 46 (1940) pp. 635 - 646.
[3] D. S. Jerison/C. E. Kenig: The Neumann problem on Lipschitz domains. Bull AMS
vol. 4 (1981) pp. 203 - 207.
55
56
Chapter 7
Existence of solutions to Dirichlet
and Neumann problems for Lipschitz
domains. The optimal Lp-results
In this chapter we give parts of the proofs of
Theorem 7.1. For every Lipschitz domain D = f(x; y) 2 Rn+1 : '(x) < yg for ' : Rn !
R Lipschitz function there exists an " = "(D) > 0 such that for all 2 ? " < p 1 and all
f 2 Lp(@D) there exists an u such that
u = 0 in D
uj@D = f on @D
where the boundary values are taken non-tangentially a.e. @D and such that M u 2 Lp (@D)
with kM ukp C kf kp where C only depends on > 1 and k'0 k1 .
Theorem 7.2. For every Lipschiatz domain D as above there exists an " = "(D) > 0 such
that for all 1 < p < 2 + " and all f 2 Lp (@D) there exists an u such that
u = 0 in D
@u j = f on @D
@n @D
where the boundary values are taken in the sense np ru(Q) ! f (P ) as Q ! P non-
tangentialy a.e. @D and such that M ru 2 Lp (@D) with kM rukp C kf kp where C
only depends on > 1 and k'0k1.
Remark: The ranges 2 ? " < p 1 for the Dirichlet problem and 1 < p < 2 + "
for the Neumann problem are optimal. The estimate kM ruk1 C kf k1 fails even for
57
smooth regions and for each p > 2 it is possible to construct a Lipschitz domain such
that kM rukp C kf kp fails. The situation is analogous for the Dirichlet problem. See
Dahlberg [1]. The extension 2 ? " < p < 2 for the Dirichlet problem and 2 < p < 2 + " for
the Neumann problem is done by a real variable argument using the result for p = 2 an
a good inequality. The extension to 1 < p < 2 in the Neumann problem is shown by
establishing that for f 2 Hat1 , the atomic H 1 on @D, the solution of the Neumann problem
with data f satises kM ruk1 C kf kHat1 . This is done by estimating the maximal
function of gradient of the L2 solutions of atoms using the regularity theory for uniformly
elliptic equations in self-adjoint form. The full result then follows by interpolation. The
extension to 2 < p 1 in the Dirichlet problem is a consequence of the maximumprinciple
and interpolation.
We begin to discuss the regularity theory for uniformly elliptic equations in self-adjoint
form. Let A(x) = (aij (x)) be a n n dimensional symmetric matrix valued function in D
where the entries aij (x) are bounded real-valued measurable functions. We assume that
A(x) is uniformly elliptic on D, i.e., there exists a 1 such that
n
1 jj2 X aij (x)ij jj2 for all 2 Rn
i;j =1
n
Let L denote the operator
X @ a (x) @ . We call u a (weak) solution of Lu = 0 in
i;j =1 @xj ij @xj
Z
D if u 2 L1; loc(D) and hAru; r'idx = 0 for all ' 2 C01(D). Here L21; loc denotes
2
D
the space of functions in L2loc(D) with distributional derivatives of rst order in L2loc(D).
We
Z
say that u is a subsolution
Z
(supersolution) of Lu = 0 in D if u 2 L21; loc(D) and
hAru; r'idx 0 ( hAru; r'idx 0) for all 0 ' 2 C01(D). The main result is
D D
Theorem 7.3 (DeGiorgi [2], Nash [3]). If u is a solution of Lu = 0 in D, then u is
Hölder continuous.
M 2r ? m(r) C m 2r ? m(r)
? ? ?
Since K > 1, the theorem follows from the propositions. The proof of the propositions
will be done by estimating '(p; h)='(p0; h0) for p > p0 and derive the desired estimates by
iteration. We need the following lemma.
Lemma 7.1. If u > 0 is a subsolution in D and v = u , then for any function 2 C01(D)
one has
Z Z
2jrvj2dx C
? 2
jrj2v2dx if > 21 :
D 2 ? 1 D
The same assertion is true for supersolutions if < 21 .
60
R
Proof. u subsolution in D implies that D hAru; r'idx 0 for all 0 ' 2 C01 (D).
Choose 2 C01(D) and > 0 and set ' = u2. (This ' does not belong to C01(D), but
we have the approximation business as an exercise to the reader). This implies
Z Z
hAru; ruiu?12dx + hAru; ri2udx 0:
D D
The uniform ellipticity of A implies
1 Z jruj2u?12dx + Z hAru; ri2udx 0:
D D
Introduce v = u where = + 2
1 . Then we obtain
and
'(Kp; h0) C hh0 ? 1 ? p '(p; h) if p < 0:
? 2
61
Now for p > 1 let
p = K p
h = 1 + 2? = 0; 1; 2; : : :
h0 = h+1
?
We nd since
Y Kip C that
i=1 Kip ? 1
'(p+1 ; h+1 ) C =K '(p ; h ) for = 1; 2; : : :
and iteration yields
'(p+1 ; h+1) C p ?p 1 2'(p; h) = C p ?p 1 2'(p; 2):
? ?
But lim sup '(p ; h ) '(+1; 1) and the proof of Proposition 7.1 is completed.
!1
To prove Proposition 7.2, we rst note that
'(?1; 1) C '(?q; 2) q > 0
follows if we apply the same iteration technique as above to p < 0 and especially to ?q < 0
close to 0. What remains to be shown is that
'(?q; 2) C'(q; 2)
and
'(q; 2) C'(p; 3)
where 0 < p < K is the parameter that appears in the proposition. The rst inequality
follows from Inequality C if q .
Proof. It is enough to show that v = log u 2 BMO (Q(2)). Take any cube Q Q(2) and
choose 2 C0(Q(3)) such that = 1 on Q. Since u is a supersolution
Z
hAru; r'idx 0 for all 0 ' 2 C01(D):
D
Choose ' = 2 u1 . We get
Z
hAru; rui2 1 dx C Z hAru; ri 1 dx
Q(3) u2 Q(3) u
62
and with Schwarz' inequality and the uniform ellipticity
Z Z
1
jruj u2 dx C
2 2 jrj jruj u1 dx:
Q(3) Q(3)
Hence Z Z
jrvj2dx C jrjdx
Q Q(3)
and Inequality A implies Z
jv ? vQj2dx C
Q
where C independent of Q Q(2). The inequality
'(?q; 2) '(q; 2)
follows from Inequality C .
Finally, for 0 < p < K choose a q > 0 such that qK = p for some 2 N and q in
Ineauality C . Finitely many applicaitons of Lemma 7.1 and Inequality B regarding u as a
positive supersolution gives
'(q; 2) C'(p; 3):
This concludes the proof of Proposition 7.2.
The rest of the proof the Theorem 7.1 and Theorem 7.2 can be found in Dahlberg/Kenig
[5]. See Appendix. There can also be found the corresponding results for bounded Lipschitz
domains using a patching technique. We nally remark that the solution of the Dirichlet
problem is unique and the solution of the Neumann problem is unique to an additive
constant.
References
[1] Dahlberg, B. E. J.: Estimates of harmonic measure. Arch. Rat. Mech. Anal. 65
(1977) pp. 278 - 288.
[2] DeGiori, E.: Sulle dierenziabilata e analiticita della estremali degli integrali multipli
regotari. Mem. Acad. Sci. Torino 3 (1957) pp. 25 - 43.
[3] Nash, J.: Continuity of the solutions of parabolic and elliptic equations. Amer. J.
Math. 80 (1957) pp. 931 - 954.
[4] Moser, J.: On Harnack's theorem for elliptic dierential operator Comm. P.A.M. 14
(1961) pp. 577 - 591.
[5] Dahlberg, B. E. J. /Kenig, C. E.: Hardy spaces and the Lp Neumann problem for
Laplace's equation in a Lipschitz domain. Preprint.
63
Index
page
BMO : : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : 26
Calderón-Zygmund decomposition : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : : 21
Calderón-Zygmund type (CZ) kernel : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : 18
Carleson measure : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : 30
Carleson norm : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : 30
Cauchy integral : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : 1
characteristic function : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : 30
commutators : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : 39
cone : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : : 12
Cotlar inequality : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : 23
Hardy-Littlewood maximal function : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : 14
John-Nirenberg's inequality :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : 27
Lipschitz domain : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : 12
Lipschitz function : : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : : 12
Marcinkiewicz' interpolation theorem : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : 15
Method of rotations : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : 51
Nontangential cone : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: 12
Nontangential limit : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : 12
Nontangential maximal function :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : 12
Poisson kernel : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : : 29
Principal value operator (PVO) : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : 18
Rellich identity : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : 55
Schwartz class S : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : 17
Singular integral operators (SIO) : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : 17
64
Special Lipschitz domain : : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : 12
Solution to the Dirichlet Problem : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : : 12
subsolution : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : : 60
supersolution : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : :: : : : : : :: : : : : :: : : : : : :: : : : : : 60
65
66
Appendix 1
University of Minnesota
Mathematics Report 84-133
71
Acknowledgements: As was mentioned before, the results in Section 1, part 2 are joint
work with B. Dahlberg, the results in Section 2, part 1, joint work with B. Dahlberg and
G. Verchota, the results in Section 2, part 2, joint work with E. Fabes and G. Verchota,
and the results in Seciton 2, part 3, joint work with B. Dahlberg and G. Verchota. It is
a great pleasure to express my gratitutde to B. Dahlberg, E. Fabes and G. Verchota, for
their contributions to our joint work. I would also like to thank A. McIntosh for pointing
out the applicability of the continuity method in Seciton 1, part 1, and for pointing out to
us the work of Necas ([30]). I also would like to thank G. David for making his unpublished
result (Lemma 2.1.10 in Section 2, part 1) available to us.
Part of this research was carried out while I was visiting the Center for Mathematical
Analysis at the Australian National University, Princeton University and the University of
Paris, Orsay. I would like to thank these institutions for their kind hospitality.
72
Section 1: Laplace's equation
Part 1: The theory on a Lipschitz domain, for Laplace's equation,
by the method of layer potentials
A bounded Lipschitz domain D Rn is one which is locally given by the domain above the
graph of a Lipschitz function. For such a domain D, the non-tangential region of opening
at a point Q 2 @D is ?(Q) = fX 2 D : jX ? Qj < (1 + )dist (X; @D)g. All the
results in this paer are valid, when suitably interpreted for all bounded Lipschitz domains
in Rn; n 2, with the non-tangential approach regions dened above. For simplicity, in
this exposition we will restrict ourselves to the case n 3 (and sometimes even to the
case n = 3), and to domains D Rn; D = f(x; y) : y > '(x)g, where ' : Rn?1 ! R is
a Lipschitz function, with Lipschitz constant M , i.e., j'(x) ? '(x0)j M jx ? x0j. D? =
f(x; y) : y < '(x)g. For xed M 0 < M; ?e (x) = f(z; y) : (y ? '(x)) > ?M 0jz ? xjg D? ,
and ?i(x) = f(z; y) : (y ? '(x)) > M 0jz ? xjg D. Points in D will usually be denoted
by X , while points on @D by Q = (x; '(x)) or simply by x. Nx or NQ will denote the
unit normal to @D = at Q = (x; '(x)). If u is a function dened on Rn n , and
Q 2 @D; u(Q) will denote lim X !Q u(X ) or lim X !Q u(X ), respectively. If u is a
X 2?i(Q) X 2?e(Q)
function dened on D; N (u)(Q) = supX 2?i(Q) ju(X )j.
We wish to solve the problems
(D) uj = f 2 L2(@D; d) ; (N) @uuj = =0 f in2 LD2(@D; d)
u = 0 in D
@D @N @D
The results here are
Theorem 1.1.1: There exists a unique u such that N (u) 2 L2(@D; d), solving (D),
where the boundary values are taken non-tangentially a.e. Moreover, the solution u has
the form
Z
u(X ) = !1 hX ? Q; NQi g(Q)d(Q);
n @D jQ ? X jn
for some g 2 L2(@D; d).
Z p
? 1 1 + jr'(x)j2
Sg(z; y) = ! (n ? 2) n?1 n?2 g (x)dx:
n R [jx ? z j2 + ['(x) ? y ]2] 2
Theorem 1.1.3. a) If g 2 Lp(@D; d); 1 < p < 1, then N (rSg); N (Kg) also belong to
Lp(@D; d) and their norms are bounded by C kgkLp(@D;d).
Z
(b) lim 1 '(z) ? '(x) ? (z ? x) r'(x) g(x)dx = Kg(z)
"!0 !n jx?zj>" [jx ? z j2 + ['(x) ? '(z )]2]n=2
exists a.e. and
kKgkLp(@D;d) C kgkLp(@D;d); 1 < p < 1;
Z p
?1 (z ? x; '(z) ? '(x)) 1 + jr'(x)j2
lim
"!0 !n jz?xj>" [j2 ? xj2 + ['(z) ? '(x)]2]n=2 g(x)dx
exists a.e. and in Lp(@D; d), and its Lp norm is bounded by C kgkLp(@D;d); 1 < p < 1.
(c) (Kg) (Q) = 21 g(Q) + Kg(Q)
Z p
1 1
(rSg)(z) = 2 g(z)Nz + ! "lim
(z ? x; ' (z ) ? '(x)) (1 + jr'(x)j2) g
n!0 jz?xj>" [jz ? xj2 + ["(z) ? "(x)]2]n=2
Corollary 1.1.4. (Nz rSg)(z) = 21 g(z) ? K g(z), where K is the L2(@D; d) adjoint
of K .
The proof of Theorem 1.1.3 is an easy consequence of the deep results of Coifman-McIntosh-
Meyer ([3]).
74
It is easy to see that (at least the existence part) of Theorems 1.1. and 1.1.2 will follow
immediately if we can show that ( 12 I + K ) and 21 I + K ) are invertible on L2(@D; d).
This is the result of G. Verchota ([36]).
Lemma 1.1.8. Assume that u 2 Lip (D ); u = 0 in D, and u and its derivatives are
suitablly small at 1. Then if en is the unit vector in the direction of the y-axis,
Z Z
hNQ; en ijruj2d =2 @u @u d:
@D @D @y @N
75
@ jruj2 = 2 @ ru ru, while div @u ru =
Proof. Observe that div (enjruj2) = @y
?
@y @y
@ ru ru + @u div ru = @ ruru. Stokes' theorem now gives the lemma.
@y @y @y
We will now deduce a few consequences of the Rellich identity. Recall that
p
Nx = (?r'(x); 1)= 1 + jr'(x)j2, so that (1 + M1
2 )1=2 hNx ; en i 1.
Corollary 1.1.9. Let u be as in 1.1.8, and let T1(x); T2(x); : : : ; Tn?1(x) be an orthogonal
n?1
X
basis for the tangent plane to @D at (x; '(x)). Let jrtu(x)j2 = jhru(x); Tj (x)ij2. Then,
j =1
Z Z
? @u 2
@D @N d C @D
jrtuj2d:
Proof. Let = en?hNx; eniNx , so that is a linear combination of T1(x); T2(x); : : : ; Tn?1(x).
Then,
@u = hN ; e i @u + h; rui:
x n
@y @N
Also,
? @u 2
jruj2 = @N + jrtuj2;
and so,
Z Z
? @u 2
hNx; eni @N d + hNx ; enijrtuj2d =
@D Z @DZ
? @u 2 ? @u
= 2 hNx; eni @N + 2 h; rui @N d:
@D @D
Hence,
Z Z Z
? @u 2 @u d:
hNx ; eni @N d = hNx; enijrtuj2d ? 2 h; rui @N
@D @D @D
So,
Z Z Z Z
? @u 2 ? @u 2 1=2
d C jrtuj2d + C ( jrtuj2d)1=2( @N d ;
@D @N @D @D @D
and the corollary follows.
76
Corollary 1.1.10. Let u be as in 1.1.8. Then,
Z Z
? @u 2
jrtuj2d c @N d:
@D @D
Z Z Z
Proof. jruj2d 2
? ?
jruj2d 1=2 @u j2d
j @N
1=2
, and the corollary follows.
@D @D @D
In order to prove 1.1.7, let u = Sg. Because of 1.1.3c, rtu is continuous across the
boundary, while by 1.1.4,
? @u 1 I ? K )g:
@N = ( 2
We now apply 1.1.11 in D and D? , to obtain 1.1.7. This nishes the proof of 1.1.1 and
1.1.2.
We now turn our attention to L2 regularity in the Dirichlet problem.
Denition 1.1.12. f 2 Lp1(); 1 < p < 1, if f (x; '(x)) has a distributional gradient in
Lp(Rn?1). It is easy to check that if F is any extension to Rn of f , then rxF (x; '(x))
is well dened, and belongs to Lp(). We call this rtf . The norm in Lp1() will be
krtf kLp ().
Theorem 1.1.13. The single layer potential S maps L2() into L21() boundedly, and
has a bounded inverse.
Proof. The boundedness
follows from 1.1.3 a). Because of the L2-Neumann theory, and
@S (f )k 2 C kf k 2 . The argument used in the proof of
1.1.11, krtS (f )kL2 () C
@N L () L ()
1.1.5 now proves 1.1.13.
Theorem 1.2.1. There exists " = "(M ) > 0 such that, given f 2 Lp(@D; d), 2 ? "
p < 1, there exists a unique u harmonic in D, with N (u) 2 Lp(@D; d), such that u
converges non-tangentially almost everywhere to f . Moreover, the solution u has the form
Z
u(x) = !1 hX ? Q; NQi g(Q)d(Q);
n @D jX ? Qjn
Theorem 1.2.2. The exists " = "(M ) > 0, such that, given f 2 Lp(@D; d); 1 < p
2+ ", there exists a unique u harmonic in D, tending to 0 at 1, with N (ru) 2 Lp(@D; d),
such that NQ ru(X ) covnergens non-tangentially a.e. to f (Q). Moreover, u has the form
Z
?1
u(X ) = ! (n ? 2) jX ?1Qjn?2 g(Q)d(Q);
n @D
Theorem 1.2.3. There exists " = "(M ) > 0 such that given f 2 Lp1(); 1 < p 2 + ",
there exists a harmonic funciton u, with
kN (ru)kLp() C krtf kLp();
and such that rtu = rtf a.e. non-tangentially on , u is unique (modulo constants).
Moreover, u has the form
Z
?
u(x) = ! (n ? 2) jX ?1Qjn?2 g(Q)d(Q);
1
n @D
Theorem 1.2.8. Let T be a linear operator such that kTf kL2() C kf kL2(), and such
that for all atoms a, kTakL1() C . Then, for 1 < p < 2, kTf kLp() C kf kLp().
For a proof of this theorem, see [5]. Thus, in order to establish the case 1 < p < 1 of 1.2.5,
it suces to show that if a = @N@u is an atom, then kN (ru)k 1 C . By dilation and
L ()
translation invariance we can assume that '(0) = 0; supp a B1 = f(x; '(x)) : jxj < 1g.
Let B be a large ball centred at (0; 0) in Rn, which contains (x; '(x)); jxj < 2. The
diameter of B depends only on M . Since kakL2() (B1 )1=2 = C , by the L2-Neuman
1
theory,
Z Z
N (ru) C N (ru)2d c:
@D\B @D\B
79
R
Thus, we only have to estimate CB\@D(ru)d. We will do so by appealing to the regu-
larity theory for divergence form elliptic equations. Consider the bi-Lipschitzian mapping
: D ! D? given by (x; y) = (x; '(x) ? [y ? '(x)]). Dene u on D? by the formula
u = u ?1 . A simple calculation shows that, in D? ; u veries (in the weak sense)
the equation div (A(x; y)ru) = 0, where A(x; y) = J1(X ) (0)t(X ) (0)(X ), where
X = ?1(x; y). It is easy to see that A 2 L1(D? ), and hA(x; y); i C jj2. Notice also
that supp @N@u B B \ @D. Dene now
1
B (x; y) = IA(x; y) forfor (x; y) 2 D
(x; y) 2 D? ;
and
u~(x; y) = uu(x; y) for (x; y) 2 D
(x; y) for (x; y) 2 D? :
Because @N@u = 0 in @D n B , it is very easy to see that u~ is a (weak) solution in Rn n
B of the divergence form elliptic equation with bounded measurable coecients, Lu~ =
div B (x; y)ru~ = 0. In order to estimate u, (and hence ru) at 1, we use the following
theorem of J. Serrin and H. Weinberger ([34]).
Theorem 1.2.9. Let u~ solve Lu~ = 0 in Rn n B , and suppose that ku~kL1(RnnB) < 1.
Let g(X ) solve Lg = 0 in jX j > 1, with g(X ) jX j2?n . Then, u~(X ) = u~1 + g(X )+ v(X ),
where Lv = 0 in Rn n B , and jv(X )j C ku~kL1(RnnB) jX j2?nR? , where > 0; C > 0
depend only on the ellipticity constants of L., Moreover, = c B (X )ru~(X ) r (X ),
where 2 C 1(Rn); = 0 for X in 2B , and 1 for large X .
Let us assume for the time being that u is bounded, and let us show that if is as in 1.2.9,
then = 0. Pick a as in 1.2.9. In D; B (X ) = I , and so
Z Z Z
B rur = ru r = "lim
!0
ru r ;
D D D"
where
D" = f(x; y) : j(x; y)j < ; y > '(x) + "g;
and is large. The right-hand side equals
Z Z
lim @u = lim [ ? 1] @u ;
"!0 @D" @N "!0 @D" @N
since, by the harmonicity of u,
Z
@u = 0:
@D" @N
80
Let
@D;" 1 = f(x; y) 2 @D" : y = '(x) + "g;
and @D;" 2 = @D" n @D;" 1. Then,
Z Z Z Z
@u
lim [ ? 1] @N = "lim @u
[ ? 1] @N + "lim @u
[ ? 1] @N = [ ? 1]a =
"!0 @D" !0 @D;" 1 !0 @D;" 2 @D
Z Z Z
= a? a = a = 0;
@D @D @D
R R
since 0 on supp a. Moreover D? B ru~r = D ru r , where = , by
our construction of B . The last term is also 0 by the same argument, and so = 0. We
now show that u (and hence u~) is bounded. We Z will assume that n 4 for simplicity.
Since kakL2() C , we know that u(X ) = Cn jX f?(Q ) d(Q), with kf k 2 C .
Qjn?2 L ()
@D
Now, for X 2 D1 = f(x; y) : y > '(x) + 1g; jX ?1Qjn?2 1 + jCQjn?2 2 L2() and so
u 2 L1 (D1). Let now B be any ball in Rn so that 2B Rn n B , B is of unit size,
and such thatR a xed fraction of B is contained in D1 . Since N (ru) 2 L2(), with norm
less than C; 2B\D jr R
uj2 C , and moreover on B \ D1; ju(x)j C . Therefore,
?R
by the
Poincare inequality 2B u~ C . But, since u~ solves Lu~ = 0; maxB u~ C 2B ju~j ) 2 C ,
2 2 1=
([29]). Therefore, u~ 2 L1 (Rn n B ); ku~kL1(Rn nB) C . Hence, since = 0R; ru = rv,
and jv(x; y)j C=(jxj + jyj)n?2+ ; > 0. For R R0 = diam B , set b(R) = AR N (ru)2,
where AR = f(x; '(x)) : R < jxj < 2Rg.
For each xed R, let
N1(ru)(x) = supfjru(z; y)j : (z; y) 2 ?i (x); dis ((z; y); @D) Rg;
N2(ru)(x) = supfjru(z; y)j : (z; y) 2 ?i (x); dist ((z; y); @D) Rg:
In the set where the sup in N2 is taken, u is harmonic, and the distance of any point
X to the boundary is comparable to jX j. Thus,R using our bound on v, we see that
N2(ru)(x) C=jX j n?1+ C=R , and so AR N2(ru)2 CR1?n?2 . Let now
n? 1+
= f(x; y) : '(x) < y < '(x) + CR; R < jX j < r?1Rg; 2 41 ; 12 :
?
R R
By the L2-Neumann theory in
; AR N1(ru)2d C @
jruj2d. Integrating in from
1=4 to 1=2 gives
Z Z Z
N1(ru) d R
2 C C
jruj dX R3
2 u2 ;
AR
1=4 n
1=2 C1 R<jX j<C2 R
81
since Lu~ = 0 (see [29] for example). The right-hand side is bounded by RC3 R2(n?12)?2 .
Then,
Z Z
? 1=2 n?1
N (ru) C N (ru)2 R2 CR? :
AR AR
Choosing now R = 2j , and adding in j , we obtain the desired estimate.
We now turn to the case 1 < p < 2 of 1.2.6. We need a further denition.
Denition 1.2.10. A function a is anR H11 atom if A = rta satises (a) supp A B , a
surface ball, (b) kAkL1 1=(B ), (c) Ad = 0.
We will use the following interpolation result:
82
Theorem 1.2.12. a) Given f 2 Hat1 (@D), there exists a unique harmonic function u,
which tends to 0 at 1, such that N (ru) 2 L1(@D), and such that NQ ru(X ) ! f (Q)
non-tangentially a.e. Moreover, u(X ) = S (g)(X ); g 2 Hat1 . Also, uj@D2 H11;at(@D). b)
Given f 2 H11;at, there exists a unique (modulo constants) harmonic function u, such that
N (ru) 2 L1(@D), and such that rtuj@D = rtf a.e. Moreover, u = S (g); g 2 Hat1 , and
@u 2 H 1 (@D). c) If u is harmonic, and N (ru) 2 L1(@D), then @u 2 H 1 (@D); uj 2
at @D
@N @N ?at
H11;at(@D). d) f 2 Hat1 (@D) if and only if N (rSf ) 2 L1(@D), if and only if 21 I ? K )f 2
Hat1 (@D).
We turn now to the Lp theory, 2 < p < 2 + ". In this case, the results are obtained as
automatic real variable consequences of the fact that the L2 results hold for all Lipschitz
domains. We will now show that kN (ru)kLp() C k @N @u k p for 2 < p < 2 + ".
L ()
The geometry will be clearer if we do it in Rn+, and then we transfer it to D by the
bi-Lipschitzian mapping
: Rn+ ! D; (x; y) = (x; y + '(x)):
We will systematically ignore the distinction between sets in Rn+ and their images under
. Let
= f(x; y) 2 Rn+ : jxj < yg;
= f(x; y) 2 Rn+ : jxj < yg;
where is a small constant to be chosen. Let
m(x) = sup jru(z; y)j;
(z;y)2x+
and
m(x) = sup jru(z; y)j:
(z;y)2x+
Our aim is to show that there is a small "0 > 0 such that
Z Z
m2+"dx c jf j2+" dx
@u . Let h = M (f 2 )1=2, where M denotes the Hardy-
for all 0 < " "0, where f = @N
Littlewood maximal operator. Let
E = fx 2 Rn?1 : m(x) > g:
We claim that
Z Z
C2jE j + C m2:
fm>;h] fm >g
83
Let us assume the claim, and prove the desired estimate. First, note that
Z Z Z Z Z
m2 m2 + m2 C2jE j + C m2 + m2;
E fm >;hg fh>g fm>g fh>g
by the claim. Choose now and x so that C < 1=2. Then,
Z Z
m2 C2jE j + C m2:
E fhg
For " > 0,
Z Z 1 Z Z 1 Z
m2+" =" "?1 m2d " "?1 m2d
0Z
1 fm>g 0 Z
1 E ? Z
C" 1+" jfm > gjd + C" "?1 m2 d:
0 0 h>
By a well-knwon inequality (see [18] for example), jEj Cjfm > gj. Thus,
Z Z 1 Z 1 Z
?
m2+" C" 1+" jfm > gjd + C" "?1 m2 d
Z0 Z 0 h>
C" m2+" + C m2n" :
If we now choose "0 so that
Z Z
C"0 < 1=2; for " < "0; m2+" C m2n":
If we now use Holder's inequality with exponents 2+" and 2+" , we see that
2 "
Z Z Z
? 2 ? "
m2+" C m2+" 2+" M (f 2) 2+2 " 2+" ;
and the desired inequality follows from the Hardy-Littlewood maximal theorem.
It remains to establish the claim. Let fQk g be a Whitney decomposition of the set E =
fm > g, such that 3Qk E, and f3Qk g has bounded R overlap. Fix k, we can assume
that there exists x 2 Qk such that h(x) , and hence, 2Qk f C2jQk j. For 1 2,
2
let Qk; = Qk , and
Q~ k; = f(x; y) : x 2 Qk ; 0 < y < length (Qk )g:
Q~ k; (and (Q~ k; )) is a Lipschitz domain, uniformly in k; . Also, by construction of Qk ,
there exists xk with dist (xk ; Qk ) length (Qk ) and such that m(xk ) . Let
Ak; = @Qk; \ xk +
Bk; = @Qk; \ Rn+ n Ak; ;
84
so that
@Qk; = Qk; [ Ak; [ Bk; :
Note that the height of Bk; is dominated by C length (Qk ), and that jruj on Ak; .
Let m1 be the maximal function of ru, corresponding to the domain Q~ k; (i.e., where the
cones are truncated at height `(Qk )). Then, for x 2 Qk ; m(x) m1(x) + . Also,
Z Z
m21 m21 (using the L2-theory on Q~ k; )
Qk @ Q~ k;
Z Z Z Z
C jruj2d + c jruj2d + c f2 C jruj2d + C2jQk j:
Bk; Ak; 2Qk Bk;
Thus,
Z Z
m2 C m2 + C2jQk j:
Qk 2Qk
which is the claim. Note also that the same argument gives the estimate kN (ru)kp
C krtukp; 2 < p < 2 + ", and the Lp theory is thus completed.
~u + ( + )rdiv ~u = 0 in D
(2.1.2)
(div ~u)N + fr~u + (r~u)tgN j@D = f~ 2 L2(@D; d):
and
A = 12 1 + 2 1+ ; C = 21 1 ? 2 1+ :
Lemma 2.1.4. Let K~g; S~g be dened as above, so that they both solve ~u + ( +
)r div ~u = 0 in R3 n @D. Then,
(a) kN (K~g)kLp(@D;d) C k~gkLp(@D;d);
kN (rS~g)kLp(@D;d) C k~gkLp(@D;d); for 1 < p < 1:
(b) (K~g) (P ) = 21 ~g(P ) + K~g(P )
? @ A + C
j ) (P ) = i (P )gj (P ) ? ni (P ) nj (P )hNp ; g (P )i +
(S~g ) n
@Xi Z
2
?
+ p:v: @P @ ?(P ? Q)~g(Q)d(Q)) ;
j
@D i
R
where K~g(P ) = p:v: @DfT (Q)?(P ? Q)gt~g(Q)d(Q), and A; C are the constants in the
denition of the fundamental solution.
Thus, just as in Section 1, part 1 reduces to proving the invertibility on L2(@D; d) of
21 I + K; 12 I + K , and the invertibility from L2(@D; d) onto L21(@D; d) of S . Just as
before, using the jump relations, it suces to show that if ~u(X ) = S~g(X ), then
kT~ukL2(@D;d) krt~ukL2(@D;d):
Before explaining the diculties in doing so, it is very useful to explain the stress operator
T (and thus the boundary value problem 2.1.2), from the point of view of the theory of
constant coecient second order elliptic systems. We go back to working on Rn, and use
the summation convention.
Let arsij; 1 r; s m; 1 i; j n be constants satisfying the ellipticity condition
arsijij r s C jj2jj2
and the symmetry condition arsij = asrji. Consider vector valued functions ~u = (u1; : : : ; um)
on Rn satisfying the divergence form system
@ ars @ us = 0 in D:
@Xi ij @Xj
87
From variational considerations, the most natural boundary conditions are Dirichlet con-
@~u @u s
ditions (~uj@D = f~) or Neumann type conditions, @ = ni arsij @X = fr . The interpreta-
j
tion of problem 2.1.2 in this context is that we can nd constants arsij; 1 i; j 3; 1
r; s 3, which satisfy the ellipticity condition and the ssymmetry condition, and such that
~u +( + )rdiv ~u = 0 in D if and only if @X @ ars @u = 0 in D, and with T~u = @ ~u. In
ij
i @Xj @
order to obtain the equivalence between the tangential derivatives and the stress operator,
we need an identity of the Rellich type. Such identities are available for general constant
coecient systems (see [32], [30]).
Remark 2: Note that if we had the stronger ellipticityassumption that arsijir js C P`;t j`tj2,
we would have, if @D = f(x; '(x)) : ' : Rn?1 ! R; kr'k1 M g, that krtukL2(@D;d)
k @@u kL2(@D;d). In fact, if we take ~h = en, then we would have
XZ Z
@ur @us d =
jrurj2d ch` n`arsij @X
r @D @D i @Xj
Z Z Z
@u r @u s
= 2C hi @X n`a`j @X d 2C
rs ?X
jru j d
r 2 1=2?
j @u j 2 d 1=2:
@D i j r @D @D @
P R R
Thus, r @D jrurj2d C @D j @u @ j d .
2
For the opposite inequality, observe that for each r; s; j xed, the vector hin` ars`j ? h` n` arsij
is perpendicular to N . Because of Lemma 2.1.5
Z Z
@ur @us @u` @us d:
h` n`aij @X @X d = 2 (h`n` arsij ? hin`ars`j) @X
rs
@D i j @D i @Xj
88
Hence,
Z Z Z
? ? 1=2
jruj2d C jrtuj2d 1=2 jruj2d ;
@D @D @D
and so Z Z Z
@u
j @ j d c jruj d c jrtuj2:
2 2
@D @D @D
Remark 3: In the case in which we are interested, i.e., the case of the systems of elasto-
statics,
@us @ur = (div ~u)2 + X ? @uj + @ui 2;
arsij @X
i @Xj 2 i;j @Xi @Xj
which clearly does not satisfy
X
arsijir js C j`tj2;
`;t
since the quadratic form involves only the symmetric part of the matrix (ir ). In this case,
of course @~
u = T~u = (div ~u)N + fr~u + r~utgN .
@
Remark 4: The inequality
kr~ukL2(@D;d) C krt~ukL2(@D;d)
holds in the general case, directly from Lemma 2.1.5, by a more complicated algebraic
argument. In fact, as in Remark 2,
Z Z
@u r @us
h` n`aij @X @X d = 2 (h`n` arsij ? hin`ars`j) @X
rs @u` @us d;
@D i j @D i @Xj
and for xed r; s; j; (h`n` arsij ? hin`ars`j) is a tangential vector. Thus,
Z Z Z
@u r @us
h`n` aij @X @X d C
rs ?
jrt~uj d2 1=2?
jr~uj2d 1=2:
@D i j @D @D
rs ?
Consider now the matrix drs = (aij ni nj ) . This is a strictly positive matrix, since
1
arsijij r s C jj2jj2. Moreover,
? @u ? @u rs @u @u =
r s
drs @ r @ s ? a ij @X @X
i j
@u t @u
= drtniaij @X n`a`k @X ? aij @X @X =
rt sm
m
rs @u r @us
j k i j
@u t @u
= drsnk artk` @X nmasmv @X ? atv` @X @X = @u t @u
`t v tv @u`
@u @u @u
= drsnk artkv
@Xv nmam` @X` ?
s atv` @X @X =
@u t @u v `
= fdrsnk akv nm am` ? av`g @X @X :
rt s t
v `
89
Now, note that for t; ; ` xed fdrs nk artkv nm asm`?atv` g is perpendicular to N , by our denition
of drs, and the symmetry of arsij:
drs nk artkv nmastm`nv ? atv`nv = artkv nk nv drsastm` nm ? atm`nm =
= atrvk nv nk drs astm`nm ? atm` nm = tsastm` nm ? atm`nm = atm` nm ? atm`nm = 0:
Therefore,
Z Z Z
u ? @~u
? @~ ? ? 1=2
h` n`drs @ r @ sd c jrt~uj2d 1=2 jr~uj2d
@D @D @D
Now,
? @~
u rs n n @u = n ars @u ? ars n n n @u =
s s s
@ r ? a kj k j @N i ij
@X kj k j i @X
j i
@u s @u s @us =
= niaij @X ? aki nk nj ni @X = fniaij ? aki nk ninj g @X
rs rs rs rs
j j j
@u s
= fniaij ? aik nk ninj g @X :
rs rs
j
But, for i; r; s xed, arsij ? arsiknk nj is perpendicular to N , and so
Z
@ut gfas n n @u gd
h` n` drsfartkj nk nj @N i` i ` @N
@D Z Z Z
? ?
C jrt~uj2@ 1=2 jr~uj2d 1=2 + jrt~uj2d :
@D @D @D
We now choose ~h = en , so that h`n` C , and recall that (drs ) and (artkj nk nj ) are strictly
positive denite matrices. We then see that
Z Z Z Z
@~
u
j @N j d C
2 ?
jrt~uj d
2 1=2? 1=2
jr~uj d + jrt~uj2d :
2
@D @D @D @D
Now, as jr~uj2 = jrt~uj2 + j @N
@~u j2 , the remark follows.
Remark 5: In order to show that R@D jrt~uj2d C R@D jT~uj2d, it suces to show that
Z Z
jr~uj2d c j(div ~u)I + fr~u + r~utgj2d:
@D @D
In fact, if this inequality holds, we would clearly have that
Z Z
jr~uj2d C jr~u + r~utj2d
@D @D
90
(Korn type inequality at the boundary). The Rellich-Payne/Weinberger-Necas identity is,
in this case (with ~h = en),
Z
nnf 2 jr~u + r~utj2 + (div ~u)2gd =
@D Z
= 2 @~ @y
u f(div ~u)N + fr~u + r~utgN gd:
@D
But then,
Z Z Z
? ? 1=2
jr~uj2d C jr~uj2d 1=2 j(div ~u)N + fr~u + r~utgN j2d :
@D @D @D
The rest of part 1 is devoted to sketching the proof of the above inequality.
Theorem 2.1.6. Let ~u solve ~u + ( + )r div ~u = 0 in D; u~ = S (~g), where ~g is nice.
Then, there exists a constant C , which depends only on the Lipschitz constant of ' so that
Z Z
jr~uj2d C j(div ~u)I + fr~u + r~utgj2d:
@D @D
The proof of the above theorem proceeds in two steps. They are:
Lemma 2.1.11. Given M > 0 and ' with jjr'jj M , there exists a constant C = C (M )
such that for all functions ~u in D' , which are Lipschitz in D ', which satisfy ~u + ( +
)rdiv ~u = 0 in D' and r~u(A') = r~u(A')t, we have
kN' (r~u)kL2(@D;d) C kN'((div ~u)I + fr~u + r~utg)kL2(@D;d):
Here N' is the non-tangential maximal operator corresponding to the domain D'.
This lemma will be proved by a series of propositions. Before we proceed, we need to
introduce one more denition. We say that proposition (M; ") holds if whenever ' is such
that jjr'jj M , and there exists a constant vector ~a with jj~ajj M so that jjr' ?~ajj ",
then for all Lipschitz functions ~u on D ' , with ~u + ( + )rdiv ~u = 0 in D' , with
r~u(A') = r~ut(A') we have
kN'(r~u)kL2(@D;d) C kN'((div ~u)I + fr~u + r~utgkL2(@D;d);
where C = C (M; ").
Note that if proposition (M; ") holds, then the corresponding estimates automatically hold
for all translates, rotates or dilates of the domains D' when ' satises the conditions in
proposition (M; "). In the rest of this section, a coordinate chart will be a translate, rotate
or dilate of a domain D'. The bottom B' of @D' will be T'(@D0 \ (x; 0) : x 2 Rn?1).
Proposition 2.1.12. Given M > 0, there exists " = "(M ) so that propostion (M; ")
holds.
We will not give the proof of Proposition 2.1.12 here. We will just make a few remarks about
its proof. First, in this case the stronger estimate kN'(r~u)kL2(@D;d) C k(div ~u)N +
fr~u + r~utgN kL2 (@D;d) holds. This is because in this case, the domain D' is a small
perturbation of the smooth domain Dax . For the smooth domain Dax, we can solve problem
2.1.2 by the method of layer potentials (see [27], for example). If " is small, a perturbation
analysis based on the theorem of Coifman-McIntosh-Meyer ([3]) shows that this is still the
case. This easily gives the estimate claimed above.
Proposition 2.1.13. For all M > 0; " > 0; 2 (0; 0:1), if proposition (M; ") holds, then
propostion (1 ? M; 1:1") holds.
We postpone the proof of Proposition 2.1.13, and show rst how Proposition 2.1.12 and
Proposition 2.1.13 yield Lemma 2.1.11.
93
Proof of Lemma 2.1.11. We will show that proposition (M; ") holds for any M; ". Fix
M; ", and choose N so large that if "(10M ) is as in Proposition 2.1.12, then (1:1)N "(10M )
YN
". Pick now j > 0 so that (1 ? j ) = 1=10. Then, since proposition (10M; "(10M ))
j =1
holds, by Proposition 2.1.12, applying Proposition 2.1.13 N times we see that proposition
(M; ") holds.
We will now sketch the proof of Proposition 2.1.13. We rst note that it suces to show
that
kN'(r~u)kL2(@D;d) C kN~'((div ~u)I + fr~u + r~vtgkL2(@D;d)
where N~' is the non-tangential maximal operator with a wider opening of the non-tangential
region. This follows because of classical arguments relating non-tangential maximal func-
tions with dierent openings (see [18]) for example). Pick now ' with jjr'jj (1 ? )M ,
and such that there exists ~a with jjr' ? ~ajj 1:1"; jj~ajj (1 ? )M . We will choose N~'
as follows: Since @D' n B' is smooth, it is easy to see that we can nd a nite number of
coordinate charts (i.e., rotates, translates and dilates of D ), which are entirely contained
in D', such that their bottoms B are contained in @D', such that T ((x; 0) : jjxjj < 1=2)
cover @D', and such that the 's involved satisfy jjr jj (1 ? 2 )M and there exist ~a
such that jj~a jj (1 ? 2 )M , and jjr ? ~a jj 1:11". The non-tantential region dening
N~', on T ((x; 0) : jjxjj < 21 ) is dened as follows: let F f(x; 0) : jjxjj < 1=2g be a
closed set. Consider the cone on Rn+;
= f(x; y) 2 Rn+ : bjxj < yg, where b is a small
constant. Consider now the domain DF on Rn+, given by DF = [x2F ((x; 0)+
). Then DF
is the domain above the graph of a Lipschitz function , for which jjrjj cb, for some
absolute constant c (independent of F ). It is also easy to see that we can take now b so
small, depending only on M and " such that T (DF ) is the domain above the graph of a
Lipschitz function ~, with ~ , and which statises
jjr ~jj (1 ? 10 )M; jjr ~ ? ~a jj 1:111":
The non-tangential region dening N~', for Q 2 T ((x; 0) : jjxjj < 1=2) is then the image
under T of (x; 0)+
, with b chosen as above, suitably truncated, and where Q = T ((x; 0).
Let now, to lighten notation, m = N'(r~u); m = N~'((div ~u)I + fr~u + r~utg).
For t > 0, consider the open-set Et = fm > tg. We now produce a Whitney type
decomposition of Et into a family of disjoint sets fUj g with the property that each Uj is
contained in T ((x; 0) : jjxjj < 1:2) for a coordinate chart D , each Uj containes T (Ij ),
where Ij is a cube in jjxjj < 1=2, and is contained in T (Ij ), where Ij is a xed multiple of
Ij . Finally, we can also assume that there exists a constant 0 such that if diam (Uj ) 0,
there exists a point Qj in @D', with dist (Qj ; Uj ) diam Uj , such that m(Qj ) t. Let now
94
> 1 be given. We claim that there exists > 0 so small that if Ej = Uj \fm > t; m tg
then (Ej ) (1 ? M )(Uj ), where M > 0. Assume the claim for the time being. Then,
Z Z 1 Z 1 X Z 1
m2d =2 t(Et)dt = 2 2 t(Et)dt = 2 2 t(Qj \ Et)dt
@D' 0 0 j 0
X Z 1 Z 1
2 2 t(Ej )dt + 2 2 t(m > t)dt
j 0 0
Z 1 2Z 1
X
2 2(1 ?
t(Qj )dt + 2 2 tfm > tgdt =
M)
j 0 0
Z 2Z
= (1 ? M )
2 2
m d + 2 m 2d:
@D' @D'
Thus, if we choose > 1, but so that 2 (1 ? M ) < 1, the desired result follows. It
remains to establish the claim. We argue by contradiction. Suppose not, then (Ej ) >
(1 ? M )(Uj ). Let E~j = T ?1(Ej ). If M is chosen suciently small, we can gurarantee
that jE~j \ Ij j :99jIj j. Let now Fj = E~j \ Ij , and construct now the Lipschitz function ~
corresponding to it, as in the denition of N~'. Thus, ~ ; jjr ~jj (1 ? 10 )M; jjr ~ ?
~a jj 1:111". We now apply Lemma 2.1.10 to ~, one variable at a time, to nd a Lipschitz
function f , with f ~ on Ij , such that if Fj = fx 2 Ij : f = ~g, then jFj \ Fj j c(Uj ),
with jjrf jj (1 ? 10 )M , and such that there exists ~a , with jj~a jj (1 ? )M so that
f f
10
4
jjrf ? ~af jj 5 1:111" < ". We can also arrange the truncation of our non-tangential
regions in such a way that on the appropriate rotate, translate and dilate of Df (which
of course is contained in the corresponding coordinate chart associated to D , which is
contained in D'),
j(div ~u)I + fr~u + r~utgj t:
To lighten the exposition, we will still denote by Df the translate, rotate and dilate of
Df . Note that proposition (M; ") applies to it it. We divide the sets Uj into two types.
Type I are those with diam Uj 0, and type II those for which diam Uj 0. We rst
deal with the Uj of type I. In this case, Df has diameter of the order of 1. Because of
the solvability of problem 2.1.2 for balls, and our normalization, we see that on a ball
B D' ; diam B 1; A' 2 B , we have
Z Z
jr~uj2 c jdiv ~uI + fr~u + r~utgj2:
B B
Joining Af to A' by a nite number of balls, and using interior regularity results for the
system ~u +( + )r div ~u = 0, we see that jr~u(Af )j Ct, for some absolute constant
95
C . Then
Z Z
C(Uj ) 2t2 m2d c Nf2(ru)d
T (FZj \Fj ) @Df
C(Uj ) t + C
2 2 2 ?
Nf r~u ? [r ~
u (A f ) ? r~ut(Af )]
d
Z@Df
2
C(Uj )2t2 + C Nf2((div ~u)I + fr~u + r~utg)2d;
@Df
by (M; "). The last quantity is also bounded by C(Uj )2t2, which is a contradiction for
small . Now, assume that Uj is of type II. Note that in this case there exists Qj 2 @D',
with dist (Qj ; Uj ) diam Uj , and such that jr~u(x)j t for all x in the non-tantential
region associated to Qj . Because of this, it is easy to see, using the arguments we used to
bound jr~u(Af )j in case I, that for all X in a neighborhood of Af and also on the top part
of Df , we have that jr~u(X )j t + Ct. Since for Q 2 T (Fj \ Fj ); m(Q) t, and > 1,
if is small enough, we see that we must have Nf (r~u)(Q) m(Q). Hence,
a contradiction if is small. This nishes the proof of Proposition 2.1.13, and hence of
Lemma 2.1.11.
Lemma 2.2.3. Let K~g; S~g be dened as above, with ~g 2 L2(@D; d). Then, they both
solve ~u = rp in D, and D? div ~u = 0 in D and D? . Also
For the proof of this lemma in the case of smooth domains, see [28].
The proof of Theorem 2.2.2. (at least the existence part of it), reduces to the invertibility in
L2(@D; d) of the operator 21 I +K , where K~g(P ) = ?p:v: @D fH 0(Q)?(P ?Q)g~g(Q)d(Q).
R
Lemma 2.2.5. Let ~h be a constant vector in Rn , and suppose that ~u = p; div ~u = 0,
in D, and that ~u; p and their derivatives are suitablly small at 1. Then,
Z Z Z
@us @us @u s @u s
h`n` @X @X d = 2 @N h` @X d ? 2 pns h` @X @us d:
@D j j @D ` @D `
The proofs of 2.2.5 and 2.2.6 are simple applicaitons of the properties of ~u; p, and the
divergence theorem.
Choosing ~h = e3, we see that, from 2.2.6 we obtain
Corollary 2.2.7. Let ~u; p be as in 2.2.6. Then , R@D p2d c R@D jr~uj2d, where C
depends only on M .
@~u = @~u ? p N , then we
A consequence of Corollary 2.2.7 and Lemma 2.2.5, is that if @ @N
have
Theorem 2.2.10. Given f~ 2 L2(@D; d), there exists a unique solution (~u; p) to (2.2.9),
which tends to 0 at 1, and with N (r~u) 2 L2(@D; d). Moreover, ~u(X ) = S (~g)(X ), with
~g 2 L2(@D; d).
Part 3: The Dirichlet problem for the biharmonic equation on Lipschitz do-
mains
This part deals with the Dirichlet problem for 2 on an arbitrary Lipschitz domain in Rn.
The results are joint work of B. Dahlberg, C. Kenig and G. Verchota ([11]). We continue
using the notation introduced before.
99
We seek a function u dened in D, such that
8
< 2u = 0 in D
(2.3.1) uj@D= f 2 L21(@D; d);
@N j@D = g 2 L (@D; d )
: @u 2
This shows that if T : L2(@D; d) ! L2(@D; d) is bounded, it will have a bounded inverse.
To establish the boundedness of T , note that if h is harmonic in D, then the argument
given above shows that
Z Z
hTvd = @v (Y )h(Y )dY:
@D D @y
100
Proof. This theorem is a generalization to Lipschitz domains of the fact that the para-
product of two L2 functions is in L1 (see [4]).
In order to establish the inequality, because of the invertibility of the double layer potential
(the representation formula in 1.1.1), we can assume that
Z
h(Y ) = !1 hY ? Q; NQi g(Q)d(Q);
n @D jY ? Qjn?2
with
kgkL2(@D;d) C khkL2(@D;d):
Thus, since
hY ? Q; NQi = C @ ? 1 ;
n
jY ? Qjn?2 @NQ jY ? Qjn?2
it suces to show thatZ
k @N@ 1
jY ? Qj @y
n ?2
@v (Y )dY k 2
L (@D;d) C kv kL2(@D;d):
Q D
In order to do so, we will obtain a respresentation formula for
@ Z 1 @v (Y )dY:
@NQ D jY ? Qj @y n?2
101
?@ 2 B ; : : : ; ?@ 2 B ; Pn?1 @ 2B2 , ~j = @ B en ? @ B ej . Note that
? 2 2
Let ~ = ? @x@21B@y ; @x j =1 @xj
2 @y @xn?1 @y @xj @y @y2
div ~j = 0, and div ~ = 0, and that
Z n?1 Z
1 @ v(Y )dY = Z h~ ; rvi + X h~j ; rRj vi =
D jY ? Q j n ?2 @y D j =1 D
Z n?1 Z
X
= v(P ) h~ (P ); Npid(P ) + Rj v(P ) h~j (P ); Npid(p);
@D j =1 @D
by the divergence theorem. This can be rewritten as
Z
[(?nj (P ) @P@ @ B (P ? Q) + n (P ) @ @ B (P ? Q)]v(P )d(P ) +
n
@D j @Pn @Pj @Pj
nX ?1 Z
+ [nn(P ) @P@ @P@ B (P ? Q) ? nj (P ) @P@ 2 B (P ? Q)]R v(P )d(P ):
2 j
j =1 @D j n n
HenceZ
@ 1 @ v(Y )dY =
@NZQ D jY ? Qj @y n? 2
105
106
Appendix 2
107
108
Hardy spaces and the Neumann Problem in Lp for
Laplace's equation in Lipschitz domains
By Björn E. J. Dahlbergand Carlos E. Kenig
1. Introduction
The purpose of this paper is to give optimal results for the solvability of the Neumann
problem in Lipschitz domains with data in Lp. We also obtain corresponding end point
results for Hardy spaces. Our main theorem asserts that if D Rn; n 3, is a bounded
Lipschitz domain with connected boundary, thenR there exists " = "(D) > 0 such that, for
all f 2 Lp(@D; d), with 1 < p < 2 + ", and @D fd = 0, there is a unique (modulo
constants) harmonic function u in D with
109
The result was rst established for the case p = 2 by Jerison and Kenig ([13]) and for
the case of C 1 domains by Fabes, Jodeit and Riviere ([7]). Our extension of the Lipschitz
domain case to the range 1 < p < 2+ " is done by two dierent methods. The extension to
2 < p < 2+ " is done by a real variable argument, using the result for p = 2, and a variant of
the 'good ' inequalities. The extension to 1 < p < 2 is accomplished by establishing that
for f 2 Hat1 (@D), the atomic H 1 space on @D, there exists a unique (modulo constants)
solution u of the Neumann problem with data f which satises
kM (ru)kL1(d) C (D)kf kHat1 (@D):
This is proved by estimating the non-tangential maximal functions of gradients of the
L2-solutions with data atoms. We do this in turn by using the regularity theory for
uniformly elliptic operators in selfadjoint form. The full result then follows by interpolation.
Combining our estimates for atoms with the techniques in [8], we are able to obtain a
generalization of the Stein-Weiss theory of Hardy spaces, valid for Lipschitz domains in
Rn. This generalizes the results for C 1 domains in [8], and some of the two dimensional
results in [14].
The range 1 < p < 2 + " is optimal for the Neumann problem. The estimate (1.1) fails
for p = 1 even for smooth regions (Hardy space results are the appropriate analogue).
Moreover, for each p0 > 2 it is possible to construct a Lipschitz domain D, for which (1.1)
fails for p = p0 . (See for example [16] for the relevant examples.) The situation is similar
to the case of the Dirichlet problem (see Dahlberg, [5]), where one has for the solution u
of the problem u = 0 in D; u = f on @D,
(1.4) kM (u)kLp(d) cp(D)kf kLp (d);
whenever 2 ? " < p 1 for an " = "(D) > 0. The relationship between the results (1.1)
and (1.3) can be best understood by the use of the method of integral equations. For f on
@D, let
Z
D(f )(X ) = ! (2 ? n) f (Q) @n@ (jX ? Qj2?n)d(Q)
1
n @D Q
be the double layer potential of f , and let
Z
1
S (f )(X ) = ! (n ? 2) f (Q)jX ? Qj2?nd(Q)
n @D
be the single layer potential of f .
A consequence of the boundedness of the Cauchy integral on Lipschitz curves (see Coifman,
McIntosh and Meyer [2]), is that M (D(f )) and M (rS (f )) take Lp(d) into Lp(d); 1 <
p < 1. In the classical case when the domain D is smooth, one can use the Fredholm theory
to see that the operators D(f )j@D and (@=@n)S (f )j@D are invertible on Lp(d); 1 < p < 1.
110
This is the result that was extended to C 1 domains by Fabes, Jodeit and Riviere [7], using
the work of A. P. Caldeón [1.A]. However, this compactness argument does not extend
to the case of Lipschitz domains (see for example [16] for simple couterexamples). The
invertibility of the layer potentials for general Lipschitz domains was established in L2(d)
by Verchota. As a consequence of (1.1) and the analogous estimate
(1.5) kM (ru)kLp(d) Cp(D)krT f kLp (d); 1 < p < 2 + ";
" = "(D), where u is the solution of the Dirichlet problem, and rT denotes the tangential
gradient, we are able to establish that the operator f ! D(f )j@D is one-to-one and onto
on Lp(d); 2 ? " < p < 1, and that the operator f ! (@=@n)S (f )j@D is one-to-one and
p
onto L0(d); 1 < p < 2 + ", where
Z
Lp0(d) = f 2 Lp(d) : fd = 0 :
@D
This is again the optimal range of p's in both cases.
At this point we would like to point out that the case p = 2 of (1.5) is due to Jerison and
Kenig [13], while the general case is due to Verchota [25]. Here we will also give a new
proof of (1.5), analogous to our proof of (1.1). We will also present endpoint results on
the invertibility of D and (@=@n)S on BMO and Hat1 respectively. For a more complete
description of these results, we refer to the body of the paper.
Capitial letters X; Y; Z will denote points of a xed domain D Rn , while P; Q will be
reserved for points in @D. Lower case letters x; y; z are reserved for points in Rn?1, while
the letters s; t will be reserved for real numbers. As was mentioned before, in the sequel we
assume that n 3. The results remain valid when n = 2 with the obvious modications.
111
be the single layer potential of f . Since u is harmonic in D, we have the identity
div jruj2e ? 2 @u
?
(2.1) @y ru = 0;
where e = (0; 1).
The results in [2] show that
kM (ru)kL2() C kf kL2():
Since ru(X ) = O(jX j1?n ) as X ! 1, it follows from (2.1), the estimate above, and the
divergence theorem applied in the domains D;" = f(x; y) : y > '(x) + "; jxj2 + y2 < 2g,
that
Z
(2.2)
?
jruj2he; ni ? 2 @n @u @u d = 0;
@y
where the derivatives on are taken as the non-tangential limits from D, of the corre-
sponding expressions in D. This is the Rellich ([21]) identity on .
To exploit (2.2), let T1(x); T2(x); : : : ; Tn?1(x) be an orthonormal basis for the tangent plane
to at (x; '(x)). The Ti(x) exist for a.e. x. Let
n?1
X
jrT u(x; '(x))j2 = jhru(x; '(x)); Ti(x)ij2:
j =1
A well-known argument (see [15], Corollary 2.1.11 for example) shows that there are con-
stants c1; c2, that depend only on the Lipschitz constant m of ' such that
Z Z Z
@u 2 @u 2
(2.3) C1 @n d jrT uj d C2 @n
2 d:
Note that in the above estimate the values of the derivatives of u are taken as the limits
from above the graph, but the same estimate can be obtained by taking limits from below
the graph. Let now Tf and T?f denote the normal derivatives of Sf as a function in D
and Rn n D respectivly.
We then have (see [15])
(2.4) kTf kL2() ckf kL2();
where c = c(m). To establish (2.4), we recall the classical jump relation T + T? = I , where
I is the identity operator (again, see [15] for a proof of this in our case). To prove (2.4) we
only need to remark that jrT uj2 is continuous a.e. across (see [15]). Thus, (2.4) follows
by application of (2.3) in D and Rn n D , together with the jump relation. The boundedness
of T ([2]) together with (2.4) immediately show that T is one-to-one, with closed range.
112
To see that the range of T is all of L2(), we let U : L2(Rn?1) ! L2(Rn?1) be the pullback
of T , i.e., Ug = T (g F ?1) F , where F : Rn?1 ! is given by F (x) = (x; '(x)). Letting
Us denote the operator corresponding to the graph of x ! s'(x); 0 s 1, we see easily,
using the results in [2], that kUs ? Us1 k C js ? s1j; 0 s; s1 1. (See [15] for the details.)
Since U0 = 21 I , the continuity method shows that U1, and hence T , is onto (see [15], Lemma
2.1.6).
Theorem 2.5. Given any f 2 L2() there is a harmnonic function u in D such that
kM (ru)kL2() C (m)kf kL2(), and @u=@n = f a.e. on , in the sense of non-tangential
convergence. Any two such harmonic functions dier by a constant. Let g = T ?1 f . If
n 4 one such function is given by S (g). If n = 3 one such solution is given by
Z
u(X ) = g(Q)fjX ? Qj2?n ? jX0 ? Qj2?ngd(Q);
@D
where X0 is any xed point in Rn n D .
Proof. The existence part and the representation formulas follow from the invertibility
of T , and the results of Coifman-McIntosh-Meyer [2] mentioned before. It remains to
establish uniqueness. We present here an argument which will be very useful for us later
on in treating the Lp case 1 < p < 2. LetR ! be harmonic in D, with M (r!) 2 L2(),
and @!=@n = 0 a.e. on . Note rst that DR jr!j2dX CR, where DR = D \ f(x; y) :
jxj2 + y2 < R2g. Consider now the bi-Lipschitzian mapping : D ! Rn n D given by
(x; y) = (x; '(x) ? [y ? '(x)]) = (x; 2'(x) ? y):
Dene ! on Rn n D by the formula ! = ! ?1. A simple calculation shows that
in Rn n D , ! veries (in the
0
weak sense) the equation div (A(x; y)r!) = 0, where
A(x; y) = 1=[J(X )]0(X ) t(X ), where X = ?1(x; y), 0 is the Jacobian matrix of ,
and J the Jacobian determinant of . It is easy to see that A 2 L1 (Rn n D ), and
hA(x; y); i C jj2, where C = C (m). Let now
B (x; y) = I for (x; y) 2 D
A(x; y) for (x; y) 2 Rn n D
and extend !(x; y) to all of Rn by setting it equal to !(x; y) in Rn n D . Since M (r!) 2
L2(), and @!=@n = 0 a.e. on , it is easy to see that the extended ! is a weak solution
in all of Rn of the divergence form elliptic equation with bounded
R measurable coecients
div B (x; y)r! = 0. The extended ! also satises the estimate jxj<R jr!j dX CR. By
2
the Poincaré inequality we see that
Z
j! ? !R j2dX CR3;
jX j<R
113
where !R is the average of ! over the ball jX j < R. By the theorem of De Giorgi-Nash
([6], [20]) ! is locally Hölder continuous in Rn. By the L1 estimate of Moser ([19]), it
follows that
Z
? 1=2
sup j!(X ) ? !R j C R?n j! ? !Rj2dX C:
jxj<R=2 jxj<R
Therefore, the oscillation of ! over the ball of radius R remains bounded. By the Liouville
theorem of Moser ([19]) ! is a constant. This nishes the proof of Theorem 2.5.
In order to pass to the Lp theory, we need to recall some denitions. An atom a is a bounded
function on with supportR in a surface ball B = B (Q; r) = fP 2 @D : jP ? Qj rg, such
that kak1 1=(B ) and ad = 0. The atomic Hardy space
X P
Hat1 () = ff 2 L1() : f = j aj ; where aj is an atom and jj j < 1g:
has norm, for f 2 Hat1 (),
X X
kf kHat1 () = inf f jj j : f = j aj ; aj atomsg:
For general facts concerning atomic Hardy spaces, see the survey article by Coifman and
Weiss ([3]). In the next lemma we study the action of the gradient of the single layer
potential on atoms. The lemma can be proved if one combines the arguments in [3] with
the results in [2].
Z Z
? ? 1="
(b) f 2d f 2(Q)jQ ? Qaj(n?1)(1+")d C;
Z Z
(c) @S (a)d = @S (a)d = 0; 1 j n ? 1;
@n @ T~j
where C and " > 0 depend only on m; Qa is the center of the support of a, and the tangential
vector elds T~j , are given by T~j = (0; : : : ; 1; 0; : : : ; @'=@xj )(1 + jr'j2)?1=2, where the 1 is
on the j th slot.
We will now establish the analogue of Lemma 2.6 for the solution of the Neumann problem
with data a. This is the central point of our paper.
114
Lemma 2.7. Let a be an atom on and let u be a solution in D of the Neumann problem
with data a, given by Theorem 2.5. Let f = M (ru). Then,
Z
(a) fd C;
Z Z
? ? 1="
(b) f 2d f 2(Q)jQ ? Qaj(n?1)(1+")d C;
Z
(c) f 2(Q)jQ ? Qajn?1d C;
where C and " are positive constants which depend only on m.
Proof. Because of the translation and dilation invariance of the estimates, we can assume
supp a f(x; '(x)) : jxj 1g; Qa = (0; 0) and kak1 1. Pick g 2 L2() such that
@S=@n(g) = a on . We clearly have kgkL2() C . Let
D = f(x; y) : jxj < 2; '(x) < y < '(x) + 2g:
We rst claim that there is a constant C = C (m) such that for some choice of u we have
(2.8) ju(X )j C in D n D :
In order to establish (2.8), we argue as in the uniqueness part of the proof of Theorem (2.5),
and extend u by reection to Rn n D so that Lu = 0 in Rn n f(x; '(x)) : jxj 1g, where L
is a uniformly elliptic operator in divergence from, with bounded measurable coecients.
(Here we use the support property of a.)
Assume rst that n 4, and let u(X ) = S (g)(X ) in D. By the reection, and Schwarz's
inequality, we have that ju(X )j C in fX 2 Rn : dist (X; ) 1g. Let ! = maxf0; juj ?
cg. ! is a non-negative subsolution of L in Rn n f(x; '(x)) : jxj 1g, and there is a
constant d > 0 such that for all n-dimensional balls B centered in Rn n f(x; y) : jxj <
2; jy ? '(x)j < 2g, of radius rR0 = r0(m), we have that jfX 2 B : !(X ) = 0gj d.
Furthermore, on such balls B , B jr!j2 C , by the L2 estiamte for the non-tangential
R function of ru. Therefore, by a standard variant of the Poincaré inequality, we
maximal
have B !2 C . The sub-mean value inequality for L-subsolutions ([19]) now establishes
(2.8) in the caseR n 4. It remains to show (2.8) when n = 3. In this case, we let, for
X 2 D; u(X ) = g(Q)fjX ? Qj2?n ?jX0 ? Qj2?ngd(Q). Schwarz's inequality now shows
that ju(X )j C log(2+dist (X; )) whenever dist (X; ) 1. Let now X = (x; y) and set
!(X ) = max(ju(X )j ? c; 0) for y > '(x) + 1, and 0 otherwise. If c is chosen large enough,
then ! is zero in a neighborhood of f(x; y) : y = '(x) + 1g, and so ! is a subharmonic
function in all of Rn. If ?0 = f(x; y) : y + y0 > ?2mjxjg, then ! is 0 on @ ?0 if y0 is large
115
enough, and ! has logarithmic growth at 1. By the Phragmen-Lindelöf Theorem (see
[17]), ! is identically 0, which yields (2.8) as in the case n 4.
Let g be the fundamental solution of L in Rn, with pole at 0. As is well-known, there are
constants C1, and C2 which depend only on the ellipticity constants of L (and hence only
on m), such that
C1jX j2?n g(X ) C2jX j2?n
(see [18]). By (2.8) and the asymptotic expansion of Serrin and Weinberger (Theorem 7 of
[22]), there are constants ; ;
; and R0; 0 < ; R0, such that
u(X ) = g(X ) + + v(X );
for X 2 Rn n f(x; '(x)) : jxj 1g where jv(X )j
jX j2?n? for jX j R0, where ?1
can be bounded in terms of m, while ; ;
and R0 can be bounded in terms of and
kukL1(DnD). We next claim that R = 0. To show this, we recall that if L = div B r,
Theorem 7 of [22] shows that = b hB ru; r i, where b is a constant that depends on g,
and is any C 1 function on Rn, which is 0 for jxj R0 and equals 1 for jxj R1 > R0.
Let R be large, and set, for 0 < ,
D( ) = f(x; y) : '(x) + < y < '(x) + R; jxj Rg:
Clearly, for R large enough, 1 on A( ) = @D( ) ? B ( ) where B ( ) = f(x; '(x)+ ) :
jxj Rg. Hence,
Z Z Z
hB ru; r i = hru; r i = lim
!0
hru; r i
D D Z DZ( )
= lim @u = lim ( ? 1) @u
Z@D( ) @n @n
!0 !0
Z@D( )
= lim @u
( ? 1) @n = ( ? 1)ad = 0:
!0 B ( )
R R
By our construction of B (see the proof of Theorem 2.5), Rn nD hB ru; r i = D hru; r ~i,
where ~ = . This quanity is also zero. Let
Z
a(R) = M (ru)2d;
(R)
where
(R) = f(x; '(x)) : R jxj 2Rg;
and let
Z
a(1) = M (ru)2d:
f(x;'(x)):jxj2g
116
By Theorem 2.5, a(1) C kak2L2() C .
For Q 2 , let
(Q) = fX 2 D : jX ? Qj < 2 dist (X; )g and for Q 2 (R) set
1(Q) = fX 2
(Q) : jX ? Qj < Rg;
2(Q) =
(Q) n
1(Q), and Mi(Q) = supfjru(X )j :
X 2
i(Q)g; i = 1; 2. Observe that if X 2
2(Q), then u is harmonic in B = fY :
jY ? X j Rg, where
R = (m) is small enough, and supY 2B ju(Y ) ? j CR2?n? . Since
jru(X )j CR?1?n B ju(y) ? jdY CR1?n? , it follows that
Z
(2.9) (M2(ru))2d CR1?n?2 :
(R)
Lemma 2.10. Suppose that u is harmonic in D, and M (ru) 2 L1(). Then, ru has
non-tangential limits a.e. on , and if @u=@n = hru(Q); n(Q)i, then @u=@n 2 Hat1 (),
with
@u
(2.11)
@n
1 C kM (ru)kL1():
Hat ()
117
Proof. We rst remark that by the extension theorem of Varoupoulos ([24]), given g contin-
uous and with compact support in , there is a continuous function G in D , which agrees
with g on , which has bounded support, and such that jrGjdX is a Carleson measure,
with Carleson norm bounded by C (m)kgkBMO(), i.e., for all Q 2 , and all r 0, we have
Z
jrGjdX C (m)rn?1kgkBMO();
fX 2D:jX ?Qj<rg
where kgkBMO() is the smallest constant
, such that for all surface balls B on there is
a constant (B ) such that
Z
jg ? (B )j
(B ):
B
The existence of the non-tangential boundary values of ru follows from [4]. For > 0 let
u (X ) = u(X + (0; )). Then,
Z Z
g @u d
= lim g @u
d
@n !0 @n
Z Z
= lim
!0
hrG; ru idX C kgkBMO() M (ru)d;
D
by the basic property of Carleson measures (see [11]). Recall now that VMO() is the
closure in BMO () of the space of continuous functions with compact support, and that
the dual space of VMO () is Hat1 () (see [3]). This concludes the proof of the lemma.
We are now in position to solve the Neumann problem on a Lipschitz graph, with data in
Hat1 ().
Theorem 2.12. Let f 2 Hat1 (). Then there exists a harmonic function u in D with
M (ru) 2 L1(), and @u=@n = f non-tangentially a.e. on . The function u is unique
modulo constants. Furthermore, there are constants C1 = C1(m); C2 = C2 (m); C3 = C3 (m)
such that
C1kf kHat1 () kM (ru)kL1() C2kf kHat1 ();
and
@u
@ T~
1 C3kf kHat1 ():
j Hat ()
Proof. The exisatence of u follows directly from Lemma 2.7 (a). In order to show unique-
ness, let us assume that ! is harmonic in D; M (r!) 2 L1(), and @!=@n = 0 non-
tangentialy a.e. on . We want to conclude that ! is a constant. From the sub-mean value
property of jr!j it follows that
jr!(X )j C fdist (X; )g1?n :
118
Therefore, adding a suitable constant to !, we have
j!(X )j C fdist (X; )g2?n:
For > 0, let ! (X ) = !(X + (0; )). By the estimates above, Sobolev's inequality and
the assumption on M (r!), we have that
Z
j! j(n?1)=(n?2)d C;
with C independent of . Let now L be the divergence form operator used in the proof of
Lemma 2.7, and let G(X; Y ) be its fundamental solution in Rn . Fix X 2 D; jX j < R, and
let 2 C01(Rn), be identically 1 for jX j < R, and 0 for jX j > 2R. We can also assume
that Rjr j + R2j j C , where C is independent of R. Let G(Y ) = G(X; Y )+ G(X ; Y ),
where X is the reection of X . Then,
Z Z
@!
! (X ) = G @n d + G! @@n d
Z
+ G f2hr ; r! i + ! gdy
D
= I + II + III:
Set F (R) = fX : R < jX j < 2Rg. Then
Z Z
? (n?2)=(n?1)
jII j CR1?n j! jd C R1?n j! j(n?1)=(n?2)d !0
\F (R) \F (R)
as R ! 1, and
Z Z
jIII j C R1?n jr! jdY +C R?n j! j
D\F Z(R) DZ\F (R)
? ?n
CR 2?n M (r!)d + C R j! j(n?1)=(n?2)dY (n?2)=(n?1)
D\F (R)
! 0 as R ! 1:
Hence
Z
! (X ) = G @!
@n d:
Since G 2 L1 (), the dominated convergence theorem shows that !(X ) = lim !0 ! (X ) =
0. The estimate kM (ru)kL1() C2kf kHat1 () follows by construction, while the estimate
C1kf kHat1 () kM (ru)kL1() follows by Lemma 2.10. Finally, it is enough to establish
the
R
estimate k@u=@ T~jkHat1 () C3kf kHat1 () when f is an atom. One rst shows that
(@u=@ T~j )d = 0. We see that this follows by considering the functions u ; > 0, and
then passing to the limit. This fact, togther with (b) of Lemma 2.7 shows that @u=@ T~j is
a molecule and the estimate follows by the general theory of [3].
We shall now treat the Neumann problem with Lp data.
119
Theorem 2.13. There exists a positive number " = "(n; m) such that for all f 2
Lp(); 1 < p < 2 + " there is a harmonic function u in D with kM (ru)kLp() C kf kLp()
and @u=@n = f non-tangentially a.e. on . Furthermore, u is unique modulo constants.
Proof. We rst remark that uniqueness for 1 < p < (n ? 1) follows by the same argument
as in the uniqueness part of Theorem 2.11. The case n = 3; p = 2 of uniqueness is proved
in Theorem 2.5. The case n = 3; 2 < p < 2 + " of uniqueness will be treated later
on. Next we note that existence, in the range 1 < p < 2 follows by interpolation. We
shall now treat existence in the case p > 2. We remark that this in fact follows from
an abstract argument of A. P. Calderón ([1.B]). We present here an alternative proof,
which also yields uniqueness. Let f 2 L1 () have compact support and let u be the L2
Neumann solution with data f , given by Theorem 2.5. Let H = f(x; y) 2 Rn; y > 0g
and : H ! D be given by (x; y) = (x; y + '(x)) where is a bi-Lipschitzian mapping
between H and D. Put v = ru , and for x 2 Rn?1, set m(x) = sup
(x) jvj, where
(x) = f(x0; y) 2 H : y > jx0 ? xjg. Similarly, set
(x) = f(x0; y) 2 H : y > jx0 ? xjg,
and m(x) = sup
(x) jvj, where 2 (0; 1) is a number to be chosen later. Our aim is to
show that there exists " = "(n; m) > 0 such that, if 0 < ", then
Z Z
(2.14) m2+ dx C
f 2+ d:
Rn?1
This clearly yields the desired existence results, in the range 2 < p 2 + ". In order to
establish (2.14), we needR to introduce a bit more notation. Let g(x) = f (x; 0); x 2 Rn?1,
and h(x) = supI (1=jI j I g2dx)1=2, where the sup is taken over all cubes I in Rn?1, that
contain x. Finally, for > 0 let E = fx 2 Rn?1 : m(x) > g. We will show that, for
suciently small,
Z Z
(2.15) C jEj + C
2 m2dx:
fm >; hg fm >g
Let us assume (2.15) for the time being, and use it to establish (2.14). From (2.15) it
immediately follows that, if is chosen suceintly small,
Z Z
m2dx C2jE j + C m2dx:
E fh>g\E
Let now and N be positive numbers. Then,
Z Z N Z
?
[minfm; N g]2+dx = ?1 m2dx d
Rn?1 0Z fm>g Z N Z
N ?
C +1jE jd + C ?1 m2dx d:
0 0 fh>g
By a classical argument (see [11]), jEj Cjfm > gj, and so
Z Z
[minfm; N g]2+dx C=(2 + ) [min(m; N )]2+dx
Rn?1 Z Rn?1
+C min(h; N ) m2dx:
Rn?1
120
Thus, if we choose small enough, we have
Z Z
[minfm; N g]2+dx C h m2dx:
Rn?1 Rn?1
The boundedness of f implies that h is also bounded, and hence the right-hand side is
nite. By monotone convergence, we see that
Z Z
m2+ dx C h m2dx < +1;
Rn?1 Rn?1
R R
(2.14) now follows from Hölder's inequality and the fact that Rn?1 h2+ C f 2+ d. It
remains to establish (2.15). Let fIk g be a Whitney decomposition on E, such that the
cubes 3Ik E, and f3Ik g has bounded overlap (see [25]). Here 3Ik denotes the cube with
the same center as Ik , and sides 3 times those of Ik . We are only interested in Whitney cubes
Ik such that Ik \ fh g 6= ;. For 2 < < 3, let Ik; = f(x; y) : x 2 Ik ; 0 < y < l(Ik)g,
where l(Ik) denotes the side length of Ik . For a set F H , we let F~ = (F ). Clearly
I~k; is a Lipschitz domain, with Lipschitz constants bounded independently of k; . Since
Ik is a Whitney cube, there exists a point xk 2 Rn?1 n E with dist (xk ; Ik ) Cn l(Ik).
Put Ak; = @Ik; \
(xk ); Bk; = (@Ik; \ H ) n Ak; . Since 2 (2; 3), the height of Bk; is
bounded by Cl(Ik ), i.e., supfy : (x; y) 2 Bk; g Cl(Ik ). Also, jvj on Ak; . Since
Ik \ fh g 6= ;, we have
Z Z
f 2d c g2dx C2jIkj:
3g
I k 3Ik
From the L2 Neumann theory for bounded Lipschitz domains, applied to I~k; ([13]), we
nd that
Z Z
? @u 2
Ik
m1dx C
2
Z @ I k; @n d
]
C jruj2d + C2jIk j;
g
Bk;
where m1(x) = supfjv(x0; y)j : jx ? x0j < y < l(Ik)g, and > 0 is chosen so small that
fX 2 H : jX ? (x; 0)j < l(Ik )g is contained in Ik; , for all x 2 Ik ; 2 (2; 3).
If is chosen small enough, then, for all x 2 Ik , we have that
(X ) n f(x0; y) : jx ? x0j < y < l(Ik)g
(xk );
and so, for all 2 (2; 3), we have
Z Z
m2dx c jruj d + C jIk j:
2 2
Ik Bg k;
121
Integration in from 2 to 3 gives
Z Z
m2dx C m2dx + C2jIkj;
Ik 3Ik
which gives (2.14) by additon of k.
For the uniqueness, in the case n = 3; 2 < p < 2 + ", note that, keeping the notation we
used above, if M (ru) 2 Lp; 2 < p < 2 + ", and @u=@n = 0 non-tangentially a.e. on , the
argument used before shows that
Z
m2dx C2jEj:
E
But then,
Z Z 1 Z
?
m2+dx ?1 m2dx d
0Z Ey Z
1
C jfm > gjd C(2 + )
?1 ?1 m2+dx;
0
which shows that m is 0 if is small enough.
Lemma 3.1. The single layer potential S maps L2() onto L21() boundedly, and has a
bounded inverse.
122
Proof. The boundedness follows by the denition of L21 (), and the theorem of Coifman,
McIntosh and Meyer ([2]). From (2.3) and (2.4), it follows that
@
(3.2) krT S (f )kL2() C1
@n S (f )
C kf kL2():
L2 ()
Theorem 3.3. For every f 2 L21() there is a harmonic function u in D with M (ru) 2
L2(), and such that @u=@ T~j = @f=@ T~j non-tangentially a.e. on ; 1 j n ? 1.
Furthermore, u is unique modulo constants, and
kM (ru)kL2() ckf kL21 ();
where C = C (n; m).
Proof. The existence follows from Lemma 3.1. To show uniqueness, it is enough to show
that if u is harmonic in D; M (ru) 2 L2(), and @u=@ T~j = 0; j = 1; : : : ; n ? 1 non-
tantentialy a.e. on , then u is a constant. By our assumption on u; jrT uj = 0 a.e. on .
By the uniqueness in the Neumann problem (Theorem 2.5),
Z
u(X ) = C + g(Q)fjX ? Qj2?n ? jX0 ? Qj2?n gd(Q);
where X0 2 Rn n D , and g 2 L2(). By (3.2), g 0, and so u is a constant.
Proof. For the existence part of the theorem, it is enough to assume '(0) = 0, and to show
that if ((@f=@ T~1); : : : ; (@f=@ T~n?1)) is a vector-valued atom supported in fQ 2 : jQj < 1g
and u is the L21 solution of the Dirichlet problem with data f , given in Theorem 3.3, then
kM (ru)kL1() C
where C depends only on the Lipschitz constant of . By adding a suitable constant to f ,
we may assume that f has support in B1 = fQ 2 ; jQj < R0g where R0 depends only on
the Lipschitz constant of . Furthermore by Sobolev's inequality, kf kL2() C . By the L2
theory for the Dirichlet problem (see [5]) ju(X )j C = C (m) for X 2 D; jX j > 2R0 , and
u(X ) takes the boundary value zero continuously on n B1. Let !(x) = 0 for Rn n D, and
!(X ) = ju(X )j for X 2 D, so that ! is subharmonic in Rn n B1. By the Phragmen-Lindelöf
theory (see [17]) we have j!(X )j C jX j2?n?, where C and only depend on m, and
jxj > 2R0. Arguing as in the corresponding Neumann problem, we obtain the existence
and the estiamte in Theorem 3.7. We remark that instead of the Phragmen-Lindelöf theory
we could have used an odd reection of u to extend u as a solution of Lu = 0 in Rn n B1,
and use the Serrin-Weinberger asymptotic expansion just as in the case of the Neumann
problem. To show uniqueness, we assume that u is harmonic in D; M (ru) 2 L1(),
and @u=@ T~j = 0; j = 1; : : : ; n ? 1, non-tngentially a.e. on . We must conclude that
u is a constant in D. As in the corresponding uniqueness theorem for the Neumann
problem, we have jru(X )j C fdist (X; )g1?n , and after Rwe add a suitable constant
ju(X )j C fdist (x; )g2?n. Thus, by Sobolev's inequality, ju j(n?1)=(n?2)d c, and
so u = 0 a.e. on . By the uniqueness in the Neumann problem, it is enough to show
that f = 0 a.e., where f = @u=@n. Let b be a Lipschitz function on , with compact
support. Let ! be the harmonic extension of b to D. By the Phragmen-Lindelöf principle,
j!(X )j C jX j2?n? for X 2 D, X large, where C > 0; > 0. We will now show that for
s; t > 0 we have
Z Z
@u
!s @n d = ut @!
t s
d:
@n
124
In fact, let R > 0 be large, and let
R = f(x; y) : jxj < R; '(x) < y < '(x) + Rg:
We then have @
R = R [ SR [ TR, where
R = f(x; '(x)) : jxj < Rg;
SR = f(x; y) : jxj = R; '(x) < y < '(x) + Rg;
and
TR = f(x; y) : jxj < R; y = '(x) + Rg:
Applying Green's theorem in
R, we see that
Z Z
@u t
!s @n d = ut @! s
d:
@
R @
R @n
Since !s 2 L1 (D ), and N (ru) 2 L1(),
Z Z
!s (@ut=@n)d ! !s(@ut=@n)d:
R
Also,
Z
!s @u
t
d CR 2?n? R1?n Rn?1 ???! 0;
TR @n
R!1
while Z Z
@u t
!s d R 2?n? M (ru)d ???! 0:
SR @n
R!1
nR
Similarly, we know that, for s xed jr!s(X )j C jX j2?n? , and it isR locally bounded in
. Thus, since ut 2 L(n?1)=(n?2)(); ut(@!s=@n) 2 L1(), and so ut(@!s=@n)d !
D
R R
ut (@! s =@n)d . Also,
Z
@! s
ut @n d CR2?n R1?n? Rn?1 ! 0;
TR
while
1 Z 2RZ u @!s d C Z
R R SR t @n R
2R n
RZjutjjr!sjdX
2?n?
CR R jutjdX
2R n
R
R 2?n? Z (n?2)=(n?1)
C R jutj (n?1)=(n?2) dx Rn=n?1
2R
R 2?n?
C R R(n?2)=(n?1)Rn=n?1 = CR3?n? ???! R!1
0:
Thus, by a choice of an appropriate
R sequence of Rj 's tending to 1, theR claim follows.
Letting t # 0 we see that !sfd = 0, and then letting s # 0 we have bfd = 0 as
desired.
125
Corollary 3.7. The single layer potential S is a bounded operator from Hat1 () onto
H11;at(). It has a bounded inverse, whose norm depends only on the Lipschitz constant of
.
We now turn to regularity results for the solution of the Dirichlet problem when the data
are in Lp1(). This is a new proof of results of Verchota ([25]).
Theorem 3.8. There exists a positive number " = "(n; m) such that for all f 2 Lp1(); 1 <
p < 2 + ", there is a harmonic function u in D with M (ru) in Lp(), and @u=@ T~j =
@f=@ T~j ; j = 1; : : : ; n ? 1 non-tangentially a.e. on . Moreover, u is unique modulo
constants and
kM (ru)kLp() C kf kLp1();
were C depends only on p; n and m.
Proof. The case 2 < p < 2 + " follows in the same way as in the Neumann case. Since S is
invertible from Hat1 () onto H11;at() and from L2() onto L21(), it follows by interpolation
that S is invertible from Lp () onto Lp1(); 1 < p < 2, which gives existence for 1 < p < 2.
Uniqueness follows in the same way as in the H11;at() case.
Theorem 3.9. There exists a number " = "(n; m) > 0 such that S maps Lp () boundedly
onto Lp1(), with a bounded inverse, for 1 < p < 2 + ". Furthermore S is a bounded
invertible mapping from Hat1 () onto H11;at (). The operators @S=@n and D are bounded
and invertible on Lp () for 1 < p < 2 + " and 2 ? " < p < 1 respectively. Furthermore
@S=@n is a bounded invertible mapping on Hat1 (), and D is a bounded invertible mapping
on BMO ().
(c) kukH11;at(@
) C;
if we subtract from u an appropriate constant.
Proof. We may assume that the size of the support of a is small. We may also assume that
fy < '(x)g = D, where ' : Rn?1 ! R is Lipschitz with norm depending only on the
Lipschitz character of
, that @
\ @D fjX ? Q0j < r0g \ @
, where r0 depends only on
the Lipschitz characater of @
, that Q0 is the origin and that supp a fjX ? Q0j < r0g.
Let v be the solution of the Neuman problem in D, with data a, given by Lemma 2.7, and
let ! be the L2-solution of the Neumann problem in
, with data @!=@n = 0 on @
\ @D,
and @!=@n = ?@v=@nj@
on @
n (@
\ @D). We clearly have u = v + !, and from this
the lemma follows.
We are now in a position to give the solution of the Neumann problem with Hat1 (@D) data,
for a general bounded Lipschitz domain D.
Proof. As in the proof of Lemma 2.10, the estimate (4.4) follows from Green's formula,
the extension theorem of Varopoulos ([24]) and the fact that the dual of VMO (@D) is
Hat1 (@D). (See [8] for the exact form of the Varopoulos extension theorem that is needed
here.)
In the case when D is a bounded starlike Lipschitz domain, the rest of the theorem follows
from Lemma 4.1 and Lemma 4.2.
We now pass to the general case. We rst establish uniqueness in the general case. Thus,
M (ru) 2 L1(@D), and @u=@n = 0 a.e. on @D. We can cover a neighborhood of @D in D,
129
with nitely many bounded starlike Lipschitz domains
i D, such that M
i (ru), the
non-tangential maximal function relative to the domain
i, is in L1(@
i). Thus, if vi = uj
i ,
we have @vi=@n 2 Hat1 (@
i). If also @
i B (Qi; 3r) \ @D, for some r > 0; Qi 2 @D, we
can take the atoms in the atomic decomposition of @vi=@n to have supports that are so
small that they are all contained in @
i=B (Qi; 2r) (since @vi=@n = 0 on B (Qi; 3r) \ @D).
It then follows from (b) in Lemma 4.1, and the uniqueness for starlike Lipschitz domains,
that M (ru) 2 L2(B (Qi; r) \ @D). Since [iB (Qi; r) \ @D can be taken to be @D, it follows
that M (ru) 2 L2(@D), and hence u is a constant by the L2-theory (see [13] or [25]).
To show (4.5), it is enough to show that if a is an atom with support contained in a ball
of radius r, with r r0 = r0(D), then kM (ru)kL1(@D) C (D), where u is the solution
of the L2-Neumann problem with data a. For 2 ( 41 ; 10) let D() be a domain of the
form f(x; y) : '(x) < y < '(x) + 1; jxj < 2g, where ' is a Lispchitz function. We
can choose numbers 1; 2 and coordinate systems so that the domains D() are starlike
Lipschitz domains contained in D, for 14 < < 10. The number r0 is chosen in such a way
that there are nitely many D (); 1 N = N (D) such that [@D (1=4) \ @D = @D,
and such that, for any we have that either the support of a is contained in @D \ @D (4)
or supp a \ @D (3) = ;.
We rst claim that for each compact set K D, we have
(4.7) sup jruj C = C (K; D):
K
R R
To see this, pick 2 L1(D); supp R K and (X )dX = 0. Letting !(X ) = Cn jX ?
Y j2?n (Y )dY , we have that ! = ; @D (@!=@n)d = 0, and k@!=@nkL1(@D)
C (K; D)kkL1(K).
R
Let h solve the Neumann problem in D with data @!=@n and D h(x)dx = 0. Then,
Z Z Z
udX = u(! ? h) = @u :
(! ? h) @n
D D @D
If we now note that the normal derivative of ! ? h is 0 on @D, and we use locally the graph
reection argument that we used in the proof of Lemma 2.7, it follows that k! ? hkL1 (@D)
C (K; D)kkL1(K) which yields (4.7).
Let M ; be the non-tangential maximal operator associated to the domain D (). We can
choose a suitable compact set K D so that, for all 2 (1=4; 10) we have
Z XZ
(4.8) M (ru)d jM ; (ru)jd + C sup jruj:
@D v @D () K
In order to apply (4.8), we shall rst study the case when (supp a) \ D (3) = ;. From the
130
L2-Neumann theory, it follows that for 1=4 < < 3 we have
Z 2 Z
M ;1=4(ru)d c M ; (ru)2d
@D (1=4) @D ()
Z 2
C @u d
Z@D ()n@D @n
C jru(X )jd:
@D ()n@D
Integrating in from 1/2 to 1 now gives
Z 2 Z
M ;1=4(ru)d C jru(X )j2dX
@D (1=4)\@D D (2)
Z 2
C jru(X )jdX :
D (3)
The last inequality follows from the graph reection and the reversed Hölder inequality
for the gradient of the solution of a uniformly elliptic equation in divergence form (see
[12]) together with the fact that one can lower the exponent on the right-hand side of
such a reversed Hölder inequality. This last fact was proved by the present authors; see
[10].
R R graph reection because supp @u=@n \ D (3) = ;. Hence,
It is possible to use the
D (1=4) M
;1=4 (ru)d C D (3) jru(X )jdX , and therefore, given " > 0 there is a compact
K" D such that
Z Z Z
(4.9) M ;1=4(ru)d C" M (ru)d + C (") jruj:
D (1=4) @D K"
If supp a D (4), we let v solve the Neumann problem in D (4), with data a on @D (4) \
@D, and 0 elsewhere on @D (4). Let ! = u ? v. Since @!=@n = 0 on @D (4) \ @D we
have, from the argument leading to (4.9), that
Z Z
M ;1=4(r!)d C jr!jdX
@D (1=4)\@D D (3)
and therefore
Z Z
M ;1=4(ru)d C" M (ru)d
@D (1=4)\@D @D
(4.10) Z
+ C (") jru(X )jdX + C:
K"
Using now (4.8), (4.9) and (4.10), and the weak estimate (4.7), we see that
Z Z
M (ru)d C" M (ru)d + C (") + C;
@D @D
131
and so, if we choose " small enough
Z
M (ru)d C = C (D);
@D
which yields (4.5). Finally, note that because of (4.7), we can subtract a constant C
from u so that supK ju ? C j CK for all K compact in D. Let v = u ? C . We claim
that kvkRH11;at(@D (1)) C . In fact, we know that, because of the Poincaré inequality on
@D (1); @D (1) jvj(n?1)=(n?2)d C . But, byR Lemma 4.1, there exists a constant C so
that kv ? C kH11;at(@D (1)) C . But then, @D (1) jv ? C j(n?1)=(n?2)d C , and thus
jC j C . Therefore kvkH11;at(@D (1)) C , and (4.6) follows for the case of atoms. The
general case follows from this.
We shall next study the regularity in the Dirichlet problem with H11;at(@D) data.
Lemma 4.11. Let f be an H11;at(@D) ? L2 atom. If u solves the Dirichlet problem with
boundary values f , then
Z
(a) M (ru)d C:
@D
Z Z
? 1="
(b) ( M (ru)2d) M (ru)2jQ ? Q0j("+1)(n?1)d C;
@D @D
where Q0 is the center of the support of f .
Z
(c) M (ru)2jQ ? Q0jn?1d C:
@D
Here C and " > 0 are independent of the H11;at(@D) ? L2 atom f .
Proof. If we perform a change of scale so that the support of f is of size 1, we see that the
arguments in the graph case (Theorem 3.7), yield the proof of Lemma 4.11.
132
Proof. Uniqueness follows from the uniqueness in Theorem 4.3. Next note that existence
in the range 1 < p < 2 follows by interpolation between Theorem 4.3 and the L2 results.
Existence in the case p > 2 follows by a minor modication of the corresponding part of
the proof of Theorem 2.12. In fact, the main dierence is that in the bounded case there
are two kinds of Whitney cubes Ik , the small ones and the big ones. The small ones are
treated just as in 2.12, while the big ones are of diameter comparable to that of D, and
hence m1 is comparable to m on them. The rest of the proof is identical, and is therefore
omitted.
Our next theorem deals with regularity in the Dirichlet problem with Lp1(@D) data. It was
rst proved in [25].
Proof. Uniqueness follows from Theorem 4.12. Existence follows just as in Theorem 4.13
in the range 2 < p < 2 + ", while the case 1 < p < 2 follows by interpolation.
We will now study the Neumann problem and regularity in the Dirichlet problem for the
domain D = Rn n D . The L2 theory for D can be found in [25]. We will let M be the
non-tangential maximal operator associated to D , where the non-tangential regions are
truncated. We let H~ at1 (@D) be dened as Hat1 (@D), but add the constant 1 to the atoms.
Theorem 4.15. Given f 2 H~ at1 (@D), there exists a harmonic function u in D with
@u=@n = f non-tangentially a.e. on @D; u(X ) = o(1) at 1,
kM (ru)kL1(@D) C kf kH~at1 (@D); and kukH11;at(@D) C kf kH~at1 (@D):
Moreover, u is unique. There exists " = "(D) > 0 such that if f 2 Lp (@D); 1 < p < 2 + ",
then kM (ru)kLp(@D) C kf kLp(@D) where C = C (p; D).
Proof. The uniqueness reduces to the L2 -uniqueness just as in Theorem 4.3. For existence
in the H~ at1 (@D) case, the atom 1 is taken care of by the L2-theory. The existence and the
133
estimate kM (ru)kL1(@D) C for the other atoms are the same as in the proof of Theorem
4.3, the only dierence being that the estiamte
Z
u
C (K; D )kkL1(K)
D
is valid for all 2 L1 (D); supp K , since u(X ) = o(1) at 1. This fact also shows, by
a small variation of the argument used in Theorem 4.3, that kukH11;at(@D) C . The case
1 < p < 2 + " of the theorem follows in the same way as in Theorem 4.13. Note also that
if M (ru) 2 L1(@D), and u(X ) = o(1) at 1, then @u=@n 2 H~ at1 (@D). This is proved in a
similar way to (4.4) in Theorem 4.3.
Moreover, u is unique. There exists " = "(D) > 0 such that if f 2 Lp1 (@D); 1 < p < 2 + ",
then kM (ru)kLp(@D) C kf kLp(@D), where C = C (p; D).
We are now ready to prove the sharp invertibility properties of the layer potentials.
For P; Q 2 @D; P 6= Q, let
K (P; Q) = !1 hQ ? P; n(Q)i;
n
R
where !n is the surface area of the unit sphere in Rn, and put Tf (P ) = p:v: @D
K (P; Q)f (Q)d(Q). Also, let
Z
1
Sf (P ) = ! (n ? 2) jP ? Qj2?nf (Q)d(Q):
n @D
The boundedness properties of these operators are the same as for the corresponding op-
erators in the graph case.
134
Theorem 4.17. There isp a number q0 p= q0(D); q0 2 (2; 1), such thatp 21 I ? T is an
invertible Rmapping from L0 (@D) onto L0 (@D) for 1 < p < q0 , where L0 (@D) = ff 2
Lp(@D) : @D fd = 0g. Also, 21 I ? T is invertible from Hat1 (@D) onto Hat1 (@D). There is
a number p0 = p0 (D); p0 2 (1; 2) such that 12 I + T is an invertible mapping of Lp (@D) onto
Lp(@D) for p0 < p < 1. Also, 21 I + T is invertible from BMO (@D) onto BMO (@D).
There is a number r0 = r0 (D); r0 2 (2; 1) such that S is an invertible mapping of Lp(@D)
p
onto L1 (@D). Also, S is an invertible mapping from Hat1 (@D) onto H11;at (@D).
Proof. The proof of this theorem is the same as the corresponding L2 case presented in [25],
using the results of this ection. Finally, we give representation formulas for the solutions
of the Dirichlet and Neumann problem, using layer potential.
Proof. The proof follows from well-known properties of layer potentials (see [25], for ex-
ample), the uniqueness in all the theorems mentioned and Theorem 4.17.
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