Professional Documents
Culture Documents
Filippo Chiarenza
1. Introduction
The purpose of these lectures is to review some recent work on the Lp
regularity of the maximum order derivatives of the solutions to a certain
class of linear elliptic systems both in divergence and non divergence form
with discontinuous coecients.
First we point out that the Lp regularity we discuss here is not of the
kind of Meyers' result (i.e. valid only for p close to 2, see 41], and 31]).
On the contrary our results hold for any value of p in the range (1 +1).
Obviously, such a result requires additional \smoothness" of the coecients,
see 41] again. Here we shall see that the relevant assumption is that the
coecients belong to what is generally known as the space VMO. Recall
that VMO consists of BMO functions whose integral oscillation over balls
shrinking to a point converge uniformly to zero, see Section 3 for precise
denitions and references.
Lp estimates of the kind we will discuss are well known in the case of
continuous coecients. In order to introduce the topic we will pause in
the next section to discuss the classical methods for obtaining Lp estimates
when the coecients are continuous. This will show what are the natural
limits of those methods. Also it will be clear on what slight modication
of some of those methods our work is based. We will only sketch the idea
in the simple but rather representative case of one elliptic equation of the
second order in divergence form. To begin with we assume the coecients
to be continuous and later we move to the VMO case.
In Section 3 we will give the precise denitions and the statements, with
some detailed proof, of the real analysis tools we need in order to deduce
the Lp regularity result.
Later we will discuss the Lp regularity for elliptic systems in non diver-
1
2 F. CHIARENZA
gence form also touching the parabolic case. Finally we will mention some
work still in progress.
We wish to conclude this introduction thanking the organizers for the
kind invitation to take part in this meeting. Also we want to take this op-
portunity to thank many friends who gave various (both in size and nature)
contributions to the research reviewed here. Especially we like to mention
Carlos Kenig for pointing out to us the existence of the BMO commutator
theorem at the very early stage of our research making it possible all the
subsequent work. Also we are indebted to Eugene Fabes whose suggestions
and incouragement have been, as usual, extremely valuable. We want to ex-
press our friendship and gratitude to Michele Frasca and Giuseppe Di Fazio
who helped in the preparation of this note. Finally we thank Mario Marino
and Tadeusz Iwaniec for pointing out many inaccuracies present in the rst
version of this paper.
2. A Simple Case
In this section we will analyze the simple case of one elliptic second order
equation in divergence form. To be more specic let us consider in ,
a bounded open subset of R n (n 3), the equation
(2:1) Lu ; (aij uxi )xj = ;(fi )xi ; div f
where we assume
with p = np=(n + p) .
L -REGULARITY FOR SYSTEMS OF PDE'S
p
7
Theorem 2.3 (boundary estimate). Assume that (2:2) holds and aij
are smooth for i j = 1 : : : n. Given a ball B with center at the origin
we call B+ = fx 2 B : xn > 0g. Then there exists > 0 such that, for
every smooth solution of (2:1) in B+ which vanishes on fxn = 0g\ B and
is compactly supported in B , we have
jruj p + c kf k p + :
L (B ) L (B )
;
xj 0 (x) xj + f (x): 0
for a.e. x0 ;in , t 2 R n , t 6= 0, where Aij (x0 ) is the cofactor of aij (x0 ) in
the matrix aij (x0 ) ij and !n is the surface area of the unit ball. Then we
denote by
;i (x0 t) = @t@ ;(x0 t)
i
and
;ij (x0 t) = @t@@t ;(x0 t)
2
i j
8 F. CHIARENZA
(compare e.g. 43] or 35]). Dierentiating (2.5), which is a delicate though
standard business because of the bad singularity appearing in ;ij , one has
Z
uxi (x) = ;P:V: ;ij (x0 x ; y) fahj (x0 ) ; ahj (y)] uxh (y) ; fj (y)g dy
B
(2.6) Z
; B
;i (x0 x ; y)f0 (y) dy + cij (x0 )
xj 0 (x)
where P:V: in front of the rst integral means that the integral is taken as
a principal value integral, and
Z
cij (x0 ) = ;i (x0 t)tj d :
jtj=1
We now take in (2.6) x = x0 obtaining
Z
uxi (x) = ;P:V: ;ij (x x ; y) fahj (x) ; ahj (y)] uxh (y) ; fj (y)g dy
Z B
; B
;i (x x ; y)f0 (y) dy + cij (x)fj (x) 8x 2 B :
Once we have an explicit representation formula for uxi in order to obtain
the desired estimates we have only to evaluate the Lp (B ) norm of the
right hand side. The last term on the right side is good because cij (x) are
bounded functions whose L1 norm can be estimated in terms of in (2.2).
The middle term is pointwise majorized by a Riesz type fractional integral
Z f0 (y) dy
B jx ; y jn;1
which obviously is a bounded operator from Lp (B ) in Lp (B ). The rst
term is more conveniently written as the sum of terms of the form
Z
(2:7) Kfj P:V: ;ij (x x ; y)fj (y) dy
B
and of the form
Z
(2:8) C ahj K ] uxh P:V: ;ij (x x ; y) fahj (x) ; ahj (y)] uxh (y)g dy:
B
L -REGULARITY FOR SYSTEMS OF PDE'S
p
9
Both the (variable kernel) singular integrals are bounded operators in
Lp (R n ) (1 < p < 1), as it will be shown in the next section. Moreover the
commutator C ahj K ] uxh has a bound of the form
kC ahj K ] uxh kLp B c(n p) kahj k jruj Lp B
( ) ( )
where kahj k is the BMO \norm" (= the integral oscillation) of the relevant
coecient ahj appearing inside (for the denition of kahj k see Denition
3.1). The nice feature of this operator, which is the fundamental point of
our estimate, is that, taking ahj in VMO, the kahj k can be made small as
we like taking the radius of B small enough. In other words we can x
so small to have the estimate
jruj p 1 jruj p +
L (B ) 2 L (B )
(2.9)
+ c(n p ) kf kLp B + kf kLp
( ) 0 (B ) :
This proves Theorem 2.2.
;
xj 0 (x) xj :
10 F. CHIARENZA
Then using the fact that the Green function for the constant coecients
operator
(aij (x0 )uxi (x))xj
in the half space is
;(x0 x ; y) ; ;(x0 T (x x0 ) ; y)
we see that a solution in B+ can be written as
Z
(2:10) u(x) = ; ;j (x0 x ; y) ; ;j (x0 T (x x0 ) ; y)]
xj 0 (y) dy:
B+
Taking the derivatives, keeping in due regard the singularities of the rst
term inside (the second being never singular in B+ ), and nally setting
x0 = x we obtain
Z
uxi (x) = ;P:V: ;ij (x x ; y) fahj (x) ; ahj (y)] uxh (y) ; fj (y)g dy
B+
(2.11)
+ cij (x)fj (x) + Ii (x)
where Z
cij (x) = ;i (x t)tj d t
jtj=1
as before, and
Z
Ii (x) = ;ij (x T (x) ; y) fahj (x) ; ahj (y)] uxh (y) ; fj (y)g dy
B+
for i = 1 : : : n ; 1 while
Z
In (x) = Ah (x);hj (x T (x) ; y) fahj (x) ; ahj (y)] uxh (y) ; fj (y)g dy:
B+
(2.11) is very similar to (2.6) except for the term Ii . The Ii integral can be
written as a sum of integrals of the form
Z
(2:12) e j
Kf ;ij (x T (x) ; y)fj (y) dy
B+
and of the form
Z
(2:13) Ceahj K ] uxh ;ij (x T (x) ; y) fahj (x) ; ahj (y)] uxh (y)g dy
B+
L -REGULARITY FOR SYSTEMS OF PDE'S
p
11
(the Ah (x) terms are not relevant because they are bounded functions whose
L1 norm is estimated in terms of the ellipticity constant ). Then, as in the
interior case, we are reduced to study the Lp boundedness of the integral
operators dened by (2.12) and (2.13). This will be done in Section 3 giving
a result similar to what we obtained in the interior case. Precisely a positive
can be xed in such a way to obtain
jruj p + 1 jruj p + + c(n p ) kf k p + :
L (B ) 2 L (B ) L (B )
This concludes the proof of Theorem 2.3.
As mentioned after the statement of Theorem 2.1 by localization and
attening one can prove (by means of Theorems 2.2 and 2.3) an estimate
like
(2:14)
jruj p c jruj 2 + kf k p c kf k p
L () L () L () L ()
for the solution of the Dirichlet problem. In the last majorization we used
the fact that p > 2 and the L2 bound for such a solution in terms of
kf kL2() is known (Lax-Milgram). (2.14) gives the conclusion at least for
smooth solutions. The general result is obtained by approximation.
3. Real Analysis Tools
In this section we collect the denitions and theorems concerning VMO
and the action on Lp of the singular integral operators which are used in
the proof of the Lp estimates.
De
nition 3.1 (John-Nirenberg 39]). We say that a function
f 2 L1loc (R n ) is in the space BMO if
Z
sup jB1 j jf (x) ; fB j dx kf k < +1
B B
where B ranges in the class of the balls of R n , and
Z
f 1 f (x) dx
B jB j B
is the average of f in B .
kf k is a norm in BMO modulo constant functions under which BMO is
a Banach space (see Neri 47]).
12 F. CHIARENZA
De
nition 3.2 (Sarason 49]). For f 2 BMO and r > 0, we set
1 Z
sup jB j jf (x) ; fB j dx =
(r)
%r B
where B ranges in the class of the balls of R n with radius % less than or
equal to r.
According to 49], f 2 BMO is in VMO if
lim
(r) = 0 :
r !0
1Z 1 Z n= ! =n
= jB j jB j (f (x) ; f (y)) dy dx
B B
1 Z 1 Z =n
jBj B jBj B jf (x) ; f (y)jn= dxdy
Z Z =n
cn B B jf (xj)x;;fy(jyn)j dxdy :
n=
2
2 (n n + p). Then L p coincides with the space of the Holder con-
tinuous functions C 0 ( = (
; n)=p).
One immediately realizes that functions in VMO are Holder continuous
if
(r) cr .
The following question may then be posed naturally:
when (depending on
(r) ) functions in VMO are continuous?
The answer has been given by S. Spanne, who perhaps really \invented"
VMO about ten years before Sarason. Indeed while studying some gen-
eralizations of the L 1 spaces Spanne introduced in 52] the L spaces.
Precisely:
14 F. CHIARENZA
De
nition 3.6 (52]). Let : 0 +1) ! 0 +1) non-decreasing. Let
f 2 L1loc (R n ). We say that f is in the space L if
1 1 Z
sup
(jB j n1 ) jB j B
jf (x) ; fB j dx = kf kL < +1:
Clearly for (t) = t;n (
> n) this gives back the Campanato spaces
L (R n). Also, considering f 2 L, B%
Br , we have
1
1 Z
jf (x) ; fB% j dx kf kL (cn %) kf kL (cn r) :
jB% j B%
This shows that L
VMO if (r) vanishes as r approaches zero and that
as VMO modulus for f 2 L we can take
(r) = kf kL (cn r) :
Spanne proved (see 52] p. 601) that, if (t) is Dini continuous i.e.,
Z
Then we have
16 F. CHIARENZA
Theorem 3.11 (Coifman, Rochberg and Weiss 22]). Let ' k be as above.
Then C ' K ] f is well dened for f 2 Lp (R n ) p 2 (1 +1). Moreover
C ' K ] f is a bounded operator in Lp (R n ), i.e. there exists a constant
c = c(n p kkkL2 ( )) such that
kC ' K ] f kp c k'kkf kp :
For the sake of completeness let us quote one more theorem from the
literature which is an important complement to Theorem 3.11.
Theorem 3.12 (Uchiyama 55]). The commutator in Denition 3.10 is
a compact operator from Lp (R n ) in itself if and only if ' is in the BMO
closure of C01 (R n ).
Finally concerning the relevance of Theorem 3.11 we wish to mention the
recent and deep paper 23].
A note of warning: the commutator in Denition 3.10 above is very
dierent from the famous A. Calderon commutator. Theorems 3.9 and 3.11
are what is needed to study the slightly more involved operators which
appears in our representation formulas for solutions. We have the following
theorem which is crucial in the proof of the interior estimates.
Theorem 3.13 (18]). Let k : R n (R n n f0g) ! R be such that:
i) k(x ) is a Calderon-Zygmund kernel for a.a. x 2 R n
@ j
ii) max @yj k(x y) M < +1.
jj j2n L1 (Rn )
Z f (y )
e (x) =
Kf
Rn+ jx~ ; yjn dy :
Then there exists a constant c = c(n p) such that
e kLp Rn+ c kf kLp Rn+
kKf ( ) ( ) :
I (xn )
"Z +1
Z
Z p 1=p #p
jf (y)j 0 0
0 Rn;1 Rn;1 (jx0 ; y0 j2 + (xn + yn )2 ) n=2 dy dx dyn :
The inner integral is a convolution in the 0 variables. Then using the Young
inequality for convolutions we obtain
L -REGULARITY FOR SYSTEMS OF PDE'S
p
19
I (xn )
"Z +1
Z 1=p
Z #p
j j
f (y) p dy0 dy0 dyn :
0 Rn;1 Rn;1 (jy 0 j2 + (xn + yn )2 )n=2
Now
Z dy0
Rn;1 (jy 0 j2 + (xn Z+ yn )2 )n=2
= x +1 y dy0
n n Rn;1 (x + y )n;1
jy0j2 n=2
n n (xn +yn )2 + 1
0
or, setting t0 = x y+ y ,
n n
Z dy0 1 Z dt0
= :
Rn;1 (jy0 j2 + (xn + yn )2 )n=2 xn + yn Rn;1 (jt0 j2 + 1)n=2
Substituting in the majorization we found above we get
Z dt0 p
Z +1 kf ( yn )kLp(Rn;1 ) p
I (xn ) (jt0 j2 + 1)n=2 x n + yn dyn :
Rn;1 0
j
@ k(x y) M < +1.
j2n @yj
ii) jjmax
L1 (Rn )
Setting, for m 2 N and k = 1 : : : gm ,
Z
akm (x) = k(x z )Ykm (z) d z
L -REGULARITY FOR SYSTEMS OF PDE'S
p
21
by the completeness of fYkm (x)g in L2 (") we have
X
+1 X
gm
k(x z) = akm (x)Ykm (z) x 2 Rn z 2 "
m=1 k=1
and
kakmk1 c(n) M m; n: 2
This gives the conclusion because what we obtained is the pointwise estimate
1=r
e ] e
jC f (x)j+ c k'k M+jK f j (x) + (M+jf j (x))
r r 1=r
which raised to the p-th power owing to the boundedness properties of the
relevant operators in the right hand side gives the conclusion.
Proof. Using Lemma 3.18 we can expand the variable kernel k(x T (x) ; y)
as
X
+1 Xgm
( T (x ) ; y ) :
akm (x) Ykm
j T ( x) ; yjn
m=1 k=1
Then we are led to study the series
X
+1 X
gm
kakmkL 1 (Rn )
+ kCe' Kkm] f kLp Rn+
( )
m=1 k=1
24 F. CHIARENZA
where
Z Ykm(T (x) ; y)
Ce' Kkm ] f = ('(x) ; '(y)) f (y) dy :
jT (x) ; yjn
Rn+
Because of Theorem 3.19 and Lemma 3.18 we see that the last series can
be estimated by
X
+1 X
gm
c m;2n m(n;2)=2 k'k kf kLp(Rn+ )
m=1 k=1
c X m; n m n; = mn; k'kkf kLp Rn+
+1
2 ( 2) 2 2
( )
m=1
which gives the desired estimate.
Let mij (x ) be the cofactor of the element mij (x0 ) in the matrix
;m (x ) 0. The correspondent dierential operators mij (x0 D) has or-
ij 0 ij
der 2r(N ; 1), unless mij (x0 D) 0.
Assume u = (u1 : : : uN ) to be a C01 (B ) vector function. Then we can
write
0N 1 N
X X
L(x0 )ui = L(x0 ) @ ij uj A = ij L(x0 )uj
j =1 j =1
X X
N N !
= mki (x0 D) mkj (x0 D) uj
j =1 k=1
where ij = 0 for i 6= j and ii = 1, i j = 1 : : : N . The above simple
trick, of introducing the operator L = det mij and then coming back from
the scalar equation Lu = 0 to the system as seen in the previous lines, is
due to Bureau 5].
Then, recalling (4.6), we obtain
Z N X
X N !
ui (x) = ;(x0 x ; y) mki (x0 D) mkj (x0 D) uj (y) dy
B j =1 k=1
XZ
N XN
= ;(x0 x ; ki
y) m (x0 D) mkj (x0 D) uj (y) dy :
k=1 B j =1
L -REGULARITY FOR SYSTEMS OF PDE'S
p
27
From this (integrating by parts) we understand that ui is a linear combina-
tion of integrals of the form
Z X
N
D ;(x0 x ; y) mkj (x0 D) uj (y) dy
B j =1
where j j = 2r(N ; 1), which may be rewritten as
Z X
N
D ;(x0 x ; y) (mkj (x0 D) ; mkj (y D)) uj (y)
B j =1
X
N
+ mkj (y D) uj (y) dy
j =1
Z X N Xh i
= D ;(x0 x ; y) a(kj) (x0 ) ; a(kj) (y) D uj (y) dy
B j =1 jj=2r
Z X
N
+ D ;(x0 x ; y) mkj (y D) uj (y) dy :
B j =1
Hence, with the usual care in dierentiation, one can see that D ui , for
jj = 2r, can be expressed as a linear combination of terms like
Z N X h
X i
P:V: D+ ;(x0 x ; y) a(kj) (x0 ) ; a(kj) (y) D uj (y) dy
B j =1 jj=2r
Z X
N
+P:V: D+ ;(x0 x ; y) mkj (y D) uj (y) dy
B j =1
X
N X
+c+ (x0 ) akj (x0 ) ;
() ()
akj (x) D uj (x)
j =1 jj=2r
X
N
+ mkj (x D) uj (x)
j =1
with j j = 2r(N ; 1), jj = 2r, x 2 B , x0 2 Be, where c+ (x0 ) is bounded
uniformly in B .
As in Section 2, setting x = x0 , we obtain the representation formula for
D ui (x), jj = 2r as a linear combination of terms of the form
Z N X h
X i
P:V: D+ ;(x x ; y) a(kj) (x) ; a(kj) (y) D uj (y) dy
B j =1 jj=2r
28 F. CHIARENZA
Z X
N X
N
P:V:
B
D+ ;(x x ; y) mkj (y D) uj (y) dy mkj (x D) uj (x) :
j =1 j =1
This formula then allows us to establish by a simple contraction argument
the following interior regularity result.
Theorem 4.1. Assume (4:3) and (4:4). Let 1 <p q p < +1 and let
u 2 Wloc () be a solution of (4:2) with fi
2rq
2L , i = 1 : : : N . Then
u 2 Wloc
loc
2rp
().
Also, given 0 00 , there is a constant c not depending on ui
and fi , 1 = 1 : : : N such that
0N
1
X
kDuj k Lp(0) c @X kuj kLp(00 ) + kfj k
N
A:
j =1 j =1 Lp ( 00
)
jj=2r
sign z b(
x(jz p) (x) jpj + (x)
z j) 1 2 a.a. x 2 8(z p) 2 R R n
1 2 2 Ln (), 1 2 0.
Then one has
Theorem 4.2. Suppose that all the above conditions are fullled. If
u 2 W 2n () and u ; ' 2 W0 () is a strong solution of (4:7), then
1n
References
1] P. Acquistapace, On BMO regularity for linear elliptic system, Ann. Mat. Pura
Appl. 161 (1992), 231{269.
2] S. Agmon, A. Douglis and L. Nirenberg, Estimates near the boundary for solutions
of elliptic partial dierential equations satisfying general boundary conditions I,
Comm. Pure Appl. Math. 12 (1959), 623{727.
3] S. Agmon, A. Douglis and L. Nirenberg, Estimates near the boundary for solutions
of elliptic partial dierential equations satisfying general boundary conditions II,
Comm. Pure Appl. Math. 17 (1964), 35{72.
30 F. CHIARENZA
4] M. Bramanti and M.C. Cerutti, W 1 2 solvability for the Cauchy-Dirichlet problem
p
for parabolic equations with VMO coecients, Comm. Partial Dierential Equa-
tions 18 (1993), 1735{1763.
5] F. Bureau, Divergent integrals and partial dierential equations, Comm. Pure Appl.
Math. 8 (1955), 143{202.
6] A.P. Calderon, Integrales singulares y sus aplicaciones aecuaciones diferenciales
hyperbolicas, Cursos y seminarios de Matematicas, 3, Univ. de Buenos Aires, 1960.
7] A.P. Calderon, Commutators of singular integral operators, Proc. Nat. Acad. Sci.
U.S.A. 53 (1965), 1092{1099.
8] A.P. Calderon, Singular integrals, Bull. Amer. Math. Soc. 72 (1966), 427{465.
9] A.P. Calderon and A. Zygmund, On the existence of certain singular integrals,
Acta Math. 88 (1952), 85{139.
10] A.P. Calderon and A. Zygmund, Singular integral operators and dierential equa-
tions, Amer. J. Math. 79 (1957), 901{921.
11] A.P. Calderon and A. Zygmund, On singular integrals with variable kernels, Ap-
plicable Analysis 7 (1978), 221{238.
12] S. Campanato, Proprieta di holderianita di alcune classi difunzioni, Ann. Scuola
Norm. Sup. Pisa 17 (1963), 175{188.
13] S. Campanato, Equazioni ellittiche del secondo ordine e spazi L 2 , Ann. Mat.
for non divergence elliptic equations with VMO coecients, Trans. Amer. Math.
Soc. 336 (1993), 841{853.
20] F. Chiarenza, M. Franciosi and M. Frasca, L estimates for linear elliptic systems
p
second order elliptic partial dierential equations, Boll. Un. Mat. Ital. (4) 4 (1971),
374{387.
L -REGULARITY FOR SYSTEMS OF PDE'S
p
31
22] R. Coifman, R. Rochberg and G. Weiss, Factorization theorems for Hardy spaces
in several variables, Ann. of Math. 103 (1976), 611{635.
23] R. Coifman, P.L. Lions, Y. Meyer and S. Semmes, Compensated compactness and
Hardy spaces, J. Math. Pures Appl. 72 (1993), 247{286.
24] G. Di Fazio, L estimates for divergence form elliptic equations with discontinuous
p
coecients, preprint.
25] G. Di Fazio, L estimates for divergence form elliptic systems with discontinuous
p
coecients, preprint.
26] G. Di Fazio and M.A. Ragusa, Interior estimates in Morrey spaces for strong so-
lutions to non divergence form equations with discontinuous coecients, J.Funct.
Anal. 112 (1993), 241{256.
27] A. Douglis and L. Nirenberg, Interior estimates for elliptic system of partial dif-
ferential equations, Comm. Pure Appl. Math. 8 (1955), 503{538.
28] E. Fabes, Singular integrals and partial dierential equations of parabolic type,
Studia Math. 28 (1966), 81{131.
29] E. Fabes and N. Riviere, Singular integrals with mixed homogeneity, Studia Math.
27 (1966), 19{38.
30] C. Feerman and E. Stein, H spaces of several variables, Acta Math. 129 (1972),
p
137{193.
31] M. Giaquinta, Multiple integrals in the calculus of variations and nonlinear elliptic
system, Ann. of Math. Stud. 105 (1983), Princeton Univ. Press.
32] D. Gilbarg and N. Trudinger, Elliptic partial dierential equations of second order,
2nd edition, Springer-Verlag, 1983.
33] D. Greco, Nuove formule integrali di tipo ellittico ed applicazioni alla teoria del
potenziale, Ricerche Mat. 5 (1956), 126{149.
34] G. Hardy, J. Littlewood and G. Polya, Inequalities, Cambridge Univ. Press, 1952.
35] G. Hellwig, Partial Dierential Equations, Blaisdell Publishing Co., 1964.
36] S. Janson, On functions with conditions on the mean oscillation, Ark. Mat. 14
(1976), 189{196.
37] S. Janson, Mean oscillation and commutators of singular integrals operators, Ark.
Mat. 16 (1978), 263{270.
38] F. John, The fundamental solution of linear elliptic dierential equations with an-
alytic coecients, Comm. Pure Appl. Math. 3 (1950), 273{304.
39] F. John and L. Nirenberg, On functions of bounded mean oscillation, Comm. Pure
Appl. Math. 14 (1961), 415{426.
40] A.I. Koshelev, On boundedness in L of solutions of elliptic dierential equations,
p
(1964), 293{306.
53 ] G. Stampacchia, The spaces L , N and interpolation, Ann. Scuola Norm.
0 p p