JOURNAL OF DIFFERENTIAL EQUATIONS 23, 1-29 (1977)

A General Theory for Linear Elliptic

Partial Differential Equations

J. H. MICHAEL

Department of Pure Mathematics, University of Adelaide, Adelaide,

South Australia 5001

Received January 25, 1974; revised June 13, 1975

1. INTRODUCT10~

Let Q denote a bounded open set of R” (where 71> 2) and for each x E Q,
let d(x) denote the distance from x to the boundary aQ of 52. This paper is
concerned with elliptic operators L of the form

Lu(x)
= i=l
f j-1
f au(x)
& (4+ c u4 44 i=l
(1)

(x E Sz, u E c,(Q)), where the coefficients aij , bi , and c are real-valued

functions on .Q.
As usual, ellipticity means that for all x E Q, the matrix (aij) is positive
definite. For convenience, it will be assumed that

l+(x) = Q(X) (2)~

for all x E Jz and all i, j.

The Dirichlet problem for the equation

Lu =f (3)
is studied, where L is an operator of the above type.
In the first discussion of (3), the coefficients aii , b, , c of L and the function
fare required to be Holder continuous on the interiors of all compact subsets
of Q and to satisfy the inequalities

Copyright 0 1977 by Academic Press, Inc.

All rights of reproduction in any form reserved.
2 J. H. MICHAEL

for all x E 52, 5 E Rn, where Y is a positive constant;

I %(X>I G (1 (5)
for all i, j = I,..., it and x E .R, where A is a constant:

I b&4 < 44w1, (6)

for i = l,..., n and all x E 52 where E is a constant such that 0 < E < 1;

c(x) < 0 and I c(x)1 < 44x)I~-2 (7)

for all x E Q and

If(x)1 G wwl’2~ (8)

for all x E Q, where B is a constant and E is the same constant as in (6).
Under these conditions the Dirichlet problem will be solved for a fairly
general type of bounded domain. The domains will be sufficiently general
that all of the usual domains (such as a bounded domain with a C, manifold
for boundary) are admissible and, in addition, the intersection of any finite
number of admissible domains is admissible, provided that it is nonempty.
An outline is given for a complete existence theory of a fairly simple nature.
The simplicity is due to the fact that the theory is based on interior Schauder
estimates only; boundary estimates are not needed.
In a second discussion of (3) the coefficients aij , bi , c and the function f
are again required to be Holder continuous on the interiors of all compact
subsets of J2. Condition (4) is again required to hold, but (5) to (8) are
replaced by the following.

I %&)I < 4qx)lc-” (9)

for all x E Q and all i, j,

I h(x)l G NW1 (10)

for all x E Sz and all i,

-A[d(X)]-2 < c(x) < 0 (11)

for all x E 52 and

If(4 G 44w-2 (12)

for all x E Q, where A is a positive constant and Eis a constant with 0 < E < 1.
The coefficients and f are not assumed to be bounded other than any bounded-
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 3

ness implied by the above inequalities. In this case, the Dirichlet problem
is solved for a more restricted type of domain.
A similar theory for parabolic operators is being developed by Mr. J.
Van der Hoek.

2. NOTATION

Let G be an open subset of Rn. For 2 > 0, C,(G) denotes the usual vector
space of all real-valued functions u on G such that u is continuous on G and
all of the partial derivatives of u of order up to 1 exist and are continuous
on G. Cr(G) denotes the subspace of C,(G) consisting of all u, such that u and
all of its partial derivatives of order up to I are bounded on G. The usual
norm for C,(G) is denoted by / I1 .
When 01E (0, 11, the space of Holder continuous functions on G, with
exponent 01is denoted by C,,,(G) and the usual norm is denoted by j I,,=.
The smallest Holder constant for a function f of C,,,(G) is denoted by
fJ,(f); i.e.,

f&(f) = SUP(/ fc4 - f(Y>l/l 32 -Y I%

where the supremum is taken over all X, y E G, with x # y.

For I > 1, C,,,(G) denotes the subspace of C,(G) consisting of all functions
U, such that all of the partial derivatives of order Z are Holder continuous on G
with exponent LY.The usual norm for C,,,(G) is denoted by 1 Il,a.

3. ADMISSIBLE DOMAINS AND BARRIERS

In this section, the domains for which the existence theory is valid, are
discussed.

3.1. DEFINITION. Let Q be a nonempty open set of R'" (where n > 2)

with .Q # Rn and let (1 > v > 0.
By a (v, /l) barrier for Q, we mean a continuous function F on 0 which
satisfies the following axioms.
(i) v(x) = 0 for x E aQ, v(x) > 0 when x E a and v is C, on .Q.
(ii) For every bounded open subset G of Q, there exists a positive
constant p, such that

9-e)3 P[4412,
for all x E G.
4 J. H. MICHAEL

(iii) For every bounded open subset G, of Q there exists a constant A,

such that

I b(x)1 G 444k4w
for all x E G, (V,(x) denotes the gradient vector of v).
(iv) For every bounded open subset U of Q, there exists a positive
constant A, such that, whenever (uii) is a symmetric matrix with

( 14)

for all 5 E Rn and

for all i, j, the inequality

holds for all x E U.

By a universal barrier for Q, we mean a continuous function on !? which
satisfies 3.1(i)-(iii) and the following axiom.
(v) For every bounded open subset U of Q, there exists a positive
constant A, such that whenever (uij) is an n x n symmetric matrix and vu a
positive number such that

(17)

for all t E Rn, the inequality

holds for all x E 7J.

When Q is such that, for all A > v > 0, a (v, A) barrier for Q exists, L2
will be called an admissible domain.
When a universal barrier for S2 exists, L? will be called an admissible
domain of type 1.
The Dirichlet problem, discussed in the introduction, will be solved in
its first form for every bounded admissible domain. In its second form, the
problem will be solved for every bounded admissible domain of type 1.
For the time being the admissible domains are permitted to be unbounded.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 5

This facilitates the construction of a large collection of admissible domains

by means of the following theorem and examples.

3.2. THEOREM. Let Sz, , fin, ,..., Qn, be admissible domains such that

Q=.Q,nSZ,n-~~nQn,
is nonempty.
(i) If A > v > 0, if for each r, qr is a (v, A) barrier for Sz, and if q~is
defined on B by

P)(x)= [Tl(X)* d4 * .** * %wll’k~ (19)

then v is a (v, A) barrier for Q.

Hence ~‘2is admissible ;f each Q, is admissible.
(ii) If for each Y, CJJ~
is a universal barrier for 52, and if q~is again dejked
on D by (19), then v is a universal barrier for 52, hence Sz is admissible of type 1.

Proof. It is easily seen that in both cases (i) and (ii), Axioms 3.1(i)-(iii)
are satisfied.
We show that Axioms (iv) and (v) are satisfied in cases (i) and (ii), re-
spectively. Denote d(x, 82) by d(x) and d(x, &$) by (d,(x). In case (i) let
9,. satisfy 3.l(iv) with constant /\,. , and in case (ii) let yr satisfy 3.1(v) with
constant X, . In each case, put

X = k-i inf{X, , X, ,..., Q.

Let (a,J be a matrix satisfying (14) and (15) or (17). Now

hence
6 J. H. MICHAEL

But, by the inequality in [I, p. 391 the first term on the r.h.s. of (20)

which

f
i=1
f
j=l
aij ?I!%
axi ax,
??L
1I‘I2 2

< kelp, i py2 i i aij -$& -$$- .

T=l i=l j=l t 3

Hence, by (20)

< --k-l w ; W,(X)]-~,

r-1

where p = 1 in case (i) and =Q in case (ii). But, for a given x E .R, there
exists an r’ with d,.(x) = d(x); hence

g1
z1
aG
szgj < -k-lh,# /up(x) [d(~)]-~

< --hPP(X)[4X)1-2.
3.3. EXAMPLE 1. Let Q be the open half-space

{x; x E R” and x, > d}.

Let 0 < /3 < 1 and define

v(x) = (xr - d1°

for xE0.
We show that v is a universal barrier for Q, hence Sz is an admissible
domain of type 1. Axioms (i)-(iii) of Definition 3.1 are clearly satisfied.
Let (a,J be an n x n symmetric matrix and v,, a positive number such that
(17) is satisfied. Then

g1g1aii& = --arTkV
- B)(xr
- V2
G -B%lU - B>dx> kw-2~
so that Axiom (v) is satisfied.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 7

3.4. EXAMPLE 2. Let Q be the open interval

For r = I ,..., n, let

E, = {x; x E Rn and x, > a,)

and

F, = (x; x E Rn and x, < b,}.

LetO<j?<l.Definerp,onE,by

%(X) = (xv- %J6

and $,. on F,. by

U4 = 0% - ~8

It follows from 3.3 that v,. is a universal barrier for E, . A similar argument
shows that I/J,.is a universal barrier for F, . Now

Define

for x ~a. By 3.2, q~ is a universal barrier for SJ. Hence Sz is an admissible

domain of type 1.

3.5. EXAMPLE 3. Let a > 0, x’ E Rn and

Q = {x; x E Rn and / x - x’ 1 < u}.

Let 0 < /3 < 1 and define

p(x) = [a* - ) x - x’ I”]6

for xE!Z.
Again, it will be shown that q~ is a universal barrier for Q, hence Sz is an
admissible domain of type 1. Axiom (i) is clearly satisfied. Since for x E Q,

944 = (“, I / “, I”,: I)” (u - 1x - x’ ()2a > [d(x)]“~

= &s
[ 1
__
44
U
28 2 u2u
L-1
a
44 2 = U28&“[4.4]2
8 J. H. MICHAEL

it follows that Axiom (ii) is satisfied. Axiom (iii,) is easily verified. Let (a,J
be a symmetric matrix and v0 a positive number such that (17) is satisfied. Then

= -4fq - fq(a2 - 1x - x’ I”)“-” f f U&i - Xi’)(Xj - q’)

is1 j=l

-2j3(aZ - 1x - x’ /“y-l i a;i

i=l

< -4/Iv,(l - fl)(a” - 1x - X’ I”)B-” I X - X’ 12

-2?q3vo(aZ - j x - x’ I”)f-

and, since 2n 3 4(1 - B),

,< -4&)(l - /3)(a” - 1x - X’ /“)s-“[l x - X’ /s + (a” - / X - X’ I”)]

= -4&(l - B) a”qJ(x)(a + / x - x’ I)-” [d(x)]-2
< -&I(1 - 8) 9-Wkw1-2.
Consequently, Axiom (v) is satisfied.

3.6. EXAMPLE 4. Let a > 0, x’ E Rn and 1x - x’ i > a. It will be shown

that a (v, /I) barrier for Sz exists for all (1 > Y > 0, hence Q is an admissible
domain.
Let fl >, Y > 0, put

K = nA/2va2,

let 0 < ,f3 < 1 and define

+?) = [l _ e-K~lr-s’l~-a2qB

for x EQ. v clearly satisfies Axiom (i). Since

(&) = [l _ e-K(lz-a’l+amqB

2 [l _ e--2Kad(x)
I?6
it is easily seen that Axiom (ii) is satisfied. Axiom (iii) is easily verified.
In checking Axiom (iv), we let
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 9

for x E 9. Then

a2&&Y, = -4K2fi( 1 - /I)( 1 - yG)“-2 pyxi - Xi’)(Xl - Xi’)

-4K2/3(1 - #)fl-1 $(Xi - Xi’)(Xj - Xi’)
+2Kp(l - #)a-’ #Sij .

Let U be a bounded open subset of Q and let (u,~) be a matrix satisfying (14)
and (15). Then

-4Iq?V(l - Ip-‘$ ( x - x’ 12+ 2K@4(1 - yy’t).

But / x - x’ / > a and n/l = 2Kva2, hence the second and third terms on
the r.h.s. of (21) can be cancelled. Then

g1z1augg < -4K2/3V(l - fl) u”‘I&)]” cp(x)(l - 4(x))-“.

One can now find a constant h, which does not depend on (aij) and such that

for all s E U. Thus Axiom (v) is satisfied.

The next theorem has a lengthy proof and therefore the proof will not be
given. The theorem is not used in the general theory; its only use in the
paper is to show that a C, domain is admissible.

3.7. THEOREM. Let 52 be an admissible domain and let r be an open subset

of Rn such that there exists a continuous mapping x of r onto a with the following
properties.

(a) x(alJ = a&?, x(r) = Q and x is C, on r.

(b) There exist positive constants a, 4 such that

for all x, y E f.
(c) There exists a positive constant B, such that x(x) = x when / x / 2 B.
10 J. H. MICHAEL

(d) There exists a positive constant C, such that

for all x E r and all Y, i, j = I,..., n.

Then r is admissible.

3.8. EXAMPLE 5. Let J2 be a bounded C, domain in Rn. It will be shown

that ~2is admissible. Let

r={x;xER”andlxl>l}.

Consider an arbitrary point x’ of X2. There exists a homeomorphism x of r

into R”, such that x(X’) = E+(r), x is C, on r, (b), (c) and (d) of 3.7 are
satisfied, LiLrC x(F) and ax(r) n a!2 = F n X?, where F is a neighborhood
of x’. By 3.6 and 3.7, x(r) is an admissible domain. But clearly Q is the
intersection of a finite number of such domains x(r). Then 51,is admissible.
The barriers that have been discussed were set up as barriers for elliptic
operators with constant second order coefficients and all of the other coefficient
zero. We now show that, when the domain is bounded, they are suitable
barriers for any elliptic operator of the form (I), which satisfies appropriate
conditions. In proving this, we need the following lemma, which is easily
verified.

3.9. LEMMA. (i) Let Q be an admissible domain, let A 3 v > 0, let

g,bea(v,A)barrierforQandletO</3<1.
Define
w> = bPws
for all x GQ. Then $ is a (v, A) barrier for Q.
(ii) Let Q be an admissible domain of type I, let QIbe a universal barrier
for Sz, let 0 < /3 < 1 and again let

for x ED. Then # is a universal barrier for 0.

3.10. THEOREM. Let Sz be a bounded admissible domain, let A > v > 0

and let E > 0. Then there exists a (v, A) barrier v for Q andpositive constants h, ,
E such that for every operator L of the form (1) which satisfies (2), (4), (5), (6),
and
c(x) d 0
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 11

for x E 52, the inequalities

hold for all x E Q. (The coeficients of L do not have to be continuous.)

Proof. It follows from 3.9 and Axiom (ii) that there exists a function q~
on 0 such that

v(x) 3 bw12’~ (23)

dx) 2 [WI’ (234

for all x E Sz and q is a (v, fl) barrier for Q. By Axiom (iv) there exists a
positive constant /\ such that

for all x E Sz and every matrix (aij) satisfying (14) and (15). Put

P = sup q?(x) (25)

een
K = 2A2n2/vh (26)
and
A,, = @e-KP. (27)
Define
v(x) = 1 - e-Km(s) (28)

for x EL?. It is a routine matter to check that ZI satisfies Axioms (i)-(iii) and
that
Ke-Kp v(x) < v(x) < Ky~(x) (29)

for all x ~0. It follows from (23a) and (29), that

v(x) > Ke-Kp [d(x)]’

for all x E Sz.

Now

g (x) = Ke-Kw(s) $ (x)

I
12 J. H. MICHAEL

and

+J& (X) = -K2e-Krp(s) g (x) 2 (x) + Ke-Kmcs) 2 (x).

3 I 3

Let L be an operator which satisfies the hypotheses. Then

so that by (4)-(6) and (24),

Lv(x) < --K2ve-Kq(z) 1Vq(x)j2

--Khe-Kw(z) y(x) [d(x)]-2 (30)
+nAKe-Kwi(z) [d(x)]+l 1Vq(x)[,

for all x E Q. When / Vv(x)I > (nd/Kv)[d(x)]“-l, the first and the third terms
on the r.h.s. of (30) can be canceled, so that by (25), (27), and (29),

Lv(x) < --h,v(x) [d(x)]-2.

When / VF(X)~ < (nA/Kv)[d(x)]‘-l, the first term on the r.h.s. of (30) can
be discarded and the third term

< (rz2L12/v)ecKQ(@[d(~)]~~-~,

which by (23) and (26)

< pck?-Kw~z) lp(x)[d(x)]-2;

hence by (30)

Lv(x) < -+KAe-Kqfs) q(x) [d(~)]-~

and by (25), (27), and (29)

< -&eeKp w(x) [d(x)]-2,

which by (27)
< -A&) [d(x)]-2.

Thus L satisfies the required inequality.

We conclude Section 3 by establishing a property of admissible domains,
which will be required in the discussion of the existence theory.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 13

3.11. THEOREM. Let .Q be a bounded admissible domain, let A > v > 0,

let 0 < y < 1 and let rp be a (v, A) barrier for Q.
Then there exists a constant M such that M > 0 and

V(Y) G M944

for all x, y E Q with ! x - y / < rd(x).

Proof. An elementary argument shows that

44 3 (1 - Y) 44 (A)
for all x, z E Q with / x - z 1 < rd(x).
Let X, y E Q be such that 1x - y 1 < rd(x). Define for t E [0, 11,

W) = 941 - tb + tY)s

Then, for t E (0, 1)

I $w)l G I VFW - t) x + tr)l I x -Y I7

which by Axiom (iii)

< A I x - y I ~((1 - t) x + tY) [d((l - t> x + tr)l-‘,

where A does not depend on x or y. Thus by (A)

I t/W)l < (1 - Y)-l A I x -Y I 4(t) W)l-l;

hence

I W)l G r(l - 14-l 440.

Then

--B < 1Cr’(t>Mt) G B

for t E (0, l), where B = ~(1 - 7)-l A. By integrating this double inequality
over [0, l] we obtain

-B < In 1+5(l)- In 1,+4(o)

< B

so that
14 J. H. MICHAEL

4. A SPECIAL EXISTENCE THEORY FOR UNIFORMLY ELLIPTIC EQUATIONS

The existence of a solution to the Dirichlet problem for an admissible

domain, a uniformly elliptic operator and a zero boundary condition will
now be proved. The general Dirichlet problem, mentioned in the Introduc-
tion, will be discussed in Section 5. In Section 4 the coefficients of the
operators will have to satisfy more restrictive conditions than in Section 5.
We begin by setting up some special spaces. Throughout Section 4, Q will
be a bounded admissible domain and V, /l will be constants such that
0 < v < 1 and fl > 1. a: will be a constant with 0 < 01< 1. 9 denotes the
set of all operators of the form (I), which satisfy (2) and the conditions

for all i, j and all x E Q,

(32)

for all t E R” and x E Q. ZJwill be a (v, d) barrier for Sz and h, a positive

constant such that for all L E 8, the inequality

Lv(x) < --h&x) [d(x)]-2 (33)

holds for all x E Q. (By 3.10, such a barrier exists.) y, M will be constants
suchthatO<y<l,M>Oand

for all x, y E Sz with 1x - y 1 < yd(x). (It follows from 3.11 that y, M exist.)
For each real-valued function f on Q and each real number /3, we define

Q?(f) = T$ (44~-’ (WY Ifca (35)

and

T,(f) = SUP(l.m -f(Y>l/l x -Y Ia) r+wl [~(x)1”+=1t (36)

where the supremum is taken over all x, y E Li such that 0 < I x-y I < d(x).
X2,, denotes the vector space of all functions u E C,(Q), such that

rlow < @A @4%) < DJ for i = I,..., n,

T2(a2ff/axiaxj) < 00 for i, j = I,..., n
T,(a2u/8xiaxj) < CO for i,j= l,..., 7t.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 15

A norm p for X,,, is defined by

PM = rlow + f 7)1(g-) + f It [Q (&) + Ta (&)] (37)

i=l z i-1 j=l

With this norm X2,, is complete and hence is a Banach space.

Y, denotes the vector space of all functions f on Q, such that r12(f) < 00
and T,(f) < co. A norm p for Y, is defined by

cL(f) = rldf) + Tdf). (38)

With this norm Y, is complete and hence is a Banach space.

The following Schauder estimate will be needed.

4.1. There exists a constant C, depending on n, V, (1 and such that for

every x’ E Rn, every S E (0, 11, every operator L with the form (1) for x in
the set
U=(x;xER”and/x--‘I <S}

and with its coefficients satisfying (2), (31), and (32) for x E U, and for
every u E C2,J U), the inequalities

< C[S I Lu lo + s’+aH,(Lu) + 6-l I u lo]

a22(
-ax,axi o < C[lLu lo + SefL(Lu) + k2 I u lo1
I I
< C[S- 1Lu lo + H,(h) + a-‘-= I u lo1

hold for i, j = l,..., n, where the Ha and the norms on the left are with
respect to the set

U’ = (x; x E R” and 1x - x’ / < is>,

while the Ha and the norms on the right are with respect to U.
This result is well known in the case where S = 1. (See, for example, [l].)
It can easily be derived for an arbitrary S E (0, l] by considering a u E C2,,( U),
defining u1 on the set

V={&tERnandIII <l}

by ui([) = u(S[ + x’) and applying the known estimate to ur .

The following theorem follows fairly easily from the definitions of X2,,
and Y, .
16 J. H. MICHAEL

4.2. THEOREM. (i) For all u E X2,, and allL E 2,

Lu E Y, .

(ii) There exists a constant C’ such that

PGW G C’P(f4 (39)

for all u E X2s, and all L E 2.

The Schauder estimate will now be used to obtain estimates in terms of

the norms p and p.

4.3. THEOREM. Let W denote the set of all continuous functions u on 0,

such that u is C, on .Q and the second order partial derivatives of u are Holder
continuous with exponent 01on every compact subset of ~‘2.
Then there exist constants D, , D, , D, , D, such that the inequalities

I 44 G D,ML4 $4 + ;;; I u(r)ll,

hold for all x E Q all i, j = I,,.., n, all u E Oil and all L E 2’ with Lu E Y, ,
while the inequality

< D&(Lu) v(x) + ,“E”$:I u(r>ll Mx)I-~-~

(41)
holdsforallx,yEQwithO<Ix-y]/d(x), alli,j=l,...,n, allure%
andallLEZwithLu~Y,.

Proof. Let C be the constant of 4.1 and let P denote the diameter of Q.
Since v is a (Y, A) barrier it follows from 3.l(ii) that there exists a constant
E, such that

Ev(x)(d(x))-2 > A (42)

for all x E Q.
LetuE@,LEA?besuchthatLuEY,.Let
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 17

Put f = Lu, ur = u + Q and z’r = (p(f) T EQ)h;b. Since f E Y, ,

f(4 3 -P(f) 4w(4-2 (43)

for all x E J’J. By (33)

Jw4 G -W) + EQ) +ww-2

for all x E Sz, so that by (43)

W, - 4(x) > EQ+W(W - AQ

for all x E a. Hence, by (42), L(u, - VJ > 0. Since ur(x) - or >, 0 for
all x E &C2, it follows from the maximum principle that ur(x) < or + 2Q,
hence U(X) < V+(X) + Q for all x E a. Similarly -U(X) < or + Q, so that

for all x E Sz; i.e., the first inequality of (40) holds.

Let x E Cr and put 6 = inf{ 1, (l/5) yd(x’)}. By 4. I

1-if?-
axi
(x’) j < C[S 1Lu lo + sl+wH,(Lu) $ 6-l / u I()], (9

where the H,, and the norms on the r.h.s. are with respect to the set
U = {x; x E R" and ~x - x’ 1 < S}.

But by (35),

which by (34)

< 7/&w M+q(l - Y) 4”w2,

so that

’ Lu I,) < (Jq( 1 - y)2) CL&) ‘u(x) [d(X’)]-2. (45)

Now
f&(-W = sup(IL4.l) - Wy)lil x -Y 1% (46)
where the supremum is taken over all X, y E U with x # y. But, when
x, y E U, we have d(x) > d(x’) - 6 > (4/5) d(x’) and also 1x - x’ / < rd(x’),
so that by (34), V(X) < Mv(x’), hence
8(X)[d(X)]-2-a ,( M(5/4)"+" zt(x')[d(x')]-2-~. (47)
18 J. H. MICHAEL

BY WI and (47),

H,(Lu) < M(5/4)“+U w(d) [d(X’)]-2-”

x sup(/ -W) - M~)lll x -Y la) WW’ W)12+m1,(48)
where the supremum is again taken over all x, y E U, with x + y. But when
x, y E 7J and x # y, we also have

so that inequality (48) will still hold when the supremum is taken over all
x, y E Q, with j x - y 1 < &I(x). Therefore by (36) and (48)

H,(Lu) < M(5/4)s+” w(d) [d(x’)]-*-m T,(Lu). (49)

By the first inequality of (40),

I 24lo G 4bP4 zg 44 + 81.

But when x E U, I x - x’ 1 < 6 < yd(x’), so that by (34) and (50)

I u loG ww4L4 44 + Ql. (51)

Since d(x’) < PrS, where PI = 5y-l sup{ 1, P}, it follows from (44) (45)
(49) and (51) that

l(au~ax,)(x’)~ < (CM/(1 - y)2) p(Lu) w(d) [d(d)]-1

+ cM(5/4)“+a w(d) [d(d)]-l T,(Lu)
+ cwlw@) 4x7 + Ql[4w’~
Thus the second inequality of (40) is true.
By 4.1,

I& Cx’) 1 < qt Lu lo+ S%(Lu>+ s-* I u lo1

and by (45) (49), and (51)

< (CM/(1- Yj2)cL(Lu)

Q’) [44-2
+ cM(5/4)“+a w(d) [d(d)]-2 T,(Lu)
+ C&Z=12[W(Lu)
~(4 + Ql[+‘)l-“.
Hence the third inequality of (40) holds.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 19

Now let X” be a point of Q, with 0 < 1X” - x’ 1 < 38. By 4.1,

1X”- x’ 1-a/ g$ Cx”)- gg (4 j

< w-Or ILu 10+ fL(W + s-2-a I u Id,
and therefore by (45), (49), and (51),

< CM(I - y)-T,” p(Lu) v(d) [d(d)]-2-a

+ cM(5/4)2+” w(x’) [d(x’)]-2-” T,(Lu)

+ cD,P,2+“[Mp(Lu) w(d) + Q] [d(d)]--?

For each x E Q, put 6(x) = inf(1, (l/S) $(x)}. We have shown that

1x - z j--a j g& (4 - && (4 / G K~U) ~(4 + QI [44-2-a (52)

for all x, z E Q with 1x - z / < &S(x), where K is a suitable constant.

Let m be the smallest positive integer that is 3 2Pr . Consider two points
x,zofSZwith

0 < I x - z I < &i(x). (53)

Choose points x = y0 , yr ,..., ym = z on the straight line segment xx, with

I yk - yk4 I = (l/m) I x - z I (54)

for k = I,..., m. Since d( yk) > *d(x) and d(yk) < P,8( yJ, it follows from
(53) and (54) that

0 < I Yk - Yk-1 I G NY,)

for k = l,..., m. Therefore, by (52)

& (YJJ
- & (Yk-1)
)
(55)
G Q/-W) W(YZJ+ Ql Iok - ylc-1 la [~YA-~-~

fork = l,... , m. But since d(y,-,) > id(x) and m > y-l, it follows from (53)
and (54) that

I Yk - Yk-1 I < VGk-11,

20 J. H. MICHAEL

hence z’(y,J < MT&-J < M%(y,-,) < ... < M%(y,), so that since
M > I, z(yJ < WW(X). Therefore by (54) and (55)

2%.
t ‘3
(Yk) - ej (Yk-I) (

< Km z22+-z[M7n~(Lu) V(X) $- Q] 1x -- z In [d(~)]-~--.

By summing this inequality over k, WC obtain inequality (41).

4.4. COROLLARY. (i) If I( f C,(Q) and can be exknded to a continuous

function on 0 which vanishes on Z-Q, if u has its second order partial derizutives
Iiiilder continuous with exponent OLon the interior of every compact subset of Q,
if L E F und if Lu E Y, , then u E X-,,, .
(ii) There exists a constant C”, such that

p(u) < C”p(Lu)

The next theorem uses the Perron process to prove the existence of a
solution to Poisson’s equation. The Laplace operator is denoted by A.

4.5. THEOREM. If f E YX , then there exists a function uOE XT,, such that

Au, : f. (56)

It follows from the maximum principle that II” is unique. It will be denoted
by A-‘(f ).
Proof. By a subsolution WC will mean a continuous function u on a,
which vanishes on 2X2 and is such that for every closed disc D, contained
in Q,
u s<u,, (57)

where uD denotes the function, which is continuous on D, agrees with u on

Q N Int(D), is C2 on Int(D) and satisfies Au, = f on Int(D).
Put
‘ul = (P(f) + 1) &‘v. (58)

We show that for every subsolution u,

u < VI . (59)

To prove this, it will be sufficient to show that u - ~1 cannot attain its

suprcmum at any point of Q.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 21

Suppose x’ is a point of f2, such that

4x’) - VlW = gg (4x) - v1(4)*

Let D be a closed disc, contained in .Q and with its center at x’. In the interior
of D, duo = f(x) and by (33)

so that AU,(X) - dv,(x) > 0. Hence, by the maximum principle,

%(X’) - Vl(X’) < zG;g(%(X) - 44).

But u(x’) < u,(x’) and U(X) = u,(x), when x E aD, so that

This is a contradiction. Thus (59) holds.

In a similar way, one can show that -v, is a subsolution. We now define
for xfz.Q,

where the supremum is taken over all subsolutions. The following two
statements can be verified by standard arguments.

(A) If % is any nonempty collection of subsolutions, if

P)(x) = :; ‘ +“>

for x EQ and if y is continuous on 0, then p is a subsolution.

(B) If u is a subsolution and D is a closed disc containedinfi, then uo

is a subsolution.

A standard Perron-type argument can now be used to show that U, is

continuous on Q. Continuity at the boundary is a consequence of the inequality
-q < uo < Vl , hence u. is continuous on D. It now follows from (A) that
u. is a subsolution. By (B), (u~)~ = U, for every closed disc D, contained
in Q. Then u. is C, on 5;! and duo(x) = f(x) for all x E Q. Hence the second
order derivatives of u. are Holder continuous on the interior of every compact
subset of Sz, so that by 4.4(i), u. E X2,, .
It is now a very simple matter to use the Schauder method to obtain an
existence theorem.
22 J. H. MICHAEL

4.6. THEOREM. If f E Y, and L E 9, then there exists a u E X,,, such that

Lu =f.

Again, it follows from the maximum principle that u is unique.

Proof. For each t E [0, I], define

L, = A + t(L - 0). (60)

Then L, E 8. Let C’, c” be the constants of 4.2 and 4.4. We can assume that
C’ > 0 and C” > 0. Let 6 = (2C’C”)-1. Let T denote the subset of all
t E [0, l] such that L, has an inverse; i.e., L,X,,, = Y, (the maximum principle
implies that L, is l-l). By 4.5, 0 E T.
Consider an arbitrary t’ E T. We show that

[0, l] n (t’ - 6, t’ + 6) C T. (f-3)

By 4.4,

for all g E Y, ; hence

p(Lj+(L - d)u) < 2C”C’p(u)

for all u E X,,, . Let I denote the identity operator on X,,, . Suppose
t E [0, l] n (t’ - 6, t’ + 6). Then / t - t’ 1 < (2C’C”)-1, so that, since
X,,, is a Banach space, the operator

I + (t - t’)L;l(L - A)

has an inverse. Hence the operator

L,*[I + (t - t’) L;l(L - A)],

which takes X,,, onto Y, has an inverse; i.e., L, has an inverse. Thus t E T
and (61) holds. It now follows from (61) that T = [0, 11. Since L = L, ,
L has an inverse.
Theorem 4.6 essentially gives the existence of a solution for a zero boundary
condition. The case of a nonzero boundary condition will be discussed in
Section 5. At the same time some of the conditions on the coefficients of the
operators will be relaxed.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 23

5. THE GENERAL EXISTENCE THEORY

The existence theory will now be extended to cover the two forms of the
Dirichlet problem, which were discussed in the Introduction. For this
extension, the following approximation theorem is needed.

5.1. THEOREM. Let 52 be a bounded open set and 8 > 0. Then there exists
an admissible domain 52, such that G, C Sz and Q, contains the set

{x; x E Q and d(x, %2) > S}.

Proof. Let x(l), xt2) ,..., xtk) be points of %Q such that

ES2C 6 (x: x E R” and 1x - xu) 1 < +8}.

i=l

For i = I,..., h, let

!Zi) = {x; x E Rn and / x - xu) 1 > *S}.

By 3.6, szci) is admissible. Put

Using 3.2, one can show that .Qn,is admissible. It clearly has the required
properties.
The first form of the Dirichlet problem will now be discussed.

5.2. THEOREM. Let 52 be a bounded admissible domain. Let V, A, E, 01be

constantssuchthatO<v~1,(1~1,O<e~1andO<or<1.LetLbe
an operator of the form (1) which satisfies (2) and is such that:

(i) the coefficients aij , bi and c of L are Hiilder continuous with exponent
a! on the interior of every compact subset of Sr;
(ii) / aij(x)j < A for all x E Sz and aZZi, j and

gl gl a&) 6% > v I t I2

forallxEQandtERn;
(iii) 1bi(x)j < A[d(x)lc-l for all i and all x E Sz;
(iv) c(x) < 0 and 1c(x)\ < A[d(x)]E-2 for all x E Q.
24 J. H. MICHAEL

Let f be a function which is hliilder continuous on the interior of every compact

subset of Q and such that there exists a constant B, with

for all x E Q. Let I/ be a continuous function on aQ.

Then there exists a function u, continuous on Q, agreeing with # on aQ,
G,a on the interior of every compact subset of Sz and satisfying the equation

Wx) = f (4 (62)
for all x E Q.

Proof. By 3.10, there exists a barrier v for R and a positive constant X0 ,

such that

Lv(x) < -X,[d(x)]“-2

for all x E Q. We can therefore assume that

Lv(x) < - If(x)1 + 1 (63)

for all x E .Q. (If this does not hold, multiply v by a suitable constant).

(a) Assume first of all that #J(X) = 0 for all x E &Q. By 5.1, there exists
for each r = 1,2,... an admissible domain Q, , such that f&C Q and 9,
contains the set
{x; x E Q and d(x, X2) > l/r}.

By 4.6, there exists a continuous function u, on gV, such that u,(x) = 0

for XEai2T, u, is Ca on Q, , the second order partial derivatives of U, are
Holder continuous with exponent (Y on the interior of every compact subset
of Sz, and

L%(X) = f(x) (64)

for all x E Q, . By (63), (64), and the maximum principle

-v(x) - 777e u,(x) < v(x) + 77r (65)

for all x E 52, , where -qr + 0 as r - co. Therefore, by 4.1, there exists for
each compact subset D of Q, a constant C, , independent of u, and an rl ,
such that
9,3D
and
I u,. 12.uG CD ?
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 25

for all Y 3 rl , where the 2, (Y norm is with respect to Int(D). There now
exists a subsequence {ups} and a C, function u on Sz, such that for every
compact subset D of !J

I UT.- Ul2-f0
as s---j. co, where the norm is taken with respect to Int(D). Then u is Cs2.=
on the interior of every compact subset of Q. It follows from (64) that

for all x E a. By (65), 1u(x)[ < v(x) f or all x E Sz, hence u can be extended
to a continuous function on L?, which vanishes on ZQ.
(b) Now suppose I/ to be such that it can be extended to a Cz,, function
on R’“. Define

for all x E Q. Then there exists a constant B’, such that

I&> I < B’[4W-”

for all x E Q. Hence by (a) there exists a function us, continuous on 0,
vanishing on a.Q, C2,, on the interior of every compact subset of .Q and
satisfying the equation

hA4 = g(x)

for all x E Q. Define

for x E 8. Then u has the required properties.

(c) Now let I/J be arbitrary. For each positive integer Y, there exists
a C2,, function Z/J,.on Rn such that

I ?@> - Yw < 1/r

for all x E X?. By (b), there exists for each r, a function u, , continuous on Q,
agreeing with &. on a!& C2,, on the interior of every compact subset of 52
and satisfying the equation

w4 = f@) (66)
for all x E Q. Now, for any I, S, the function u, + (1 /r) - u, + (l/s) is > 0
on ZLQ,so that by the maximum principle, uQ - u, ,( [(l/r) + (l/s)](l + Av)
26 J. H. MICHAEL

on 8 where A is a constant. Then {u,.} is a Cauchy sequence with respect to

uniform convergence, hence it converges uniformly on n to a continuous
function 24.Clearly 24(x) = #(x) for x E %2. Let

The maximum principle and (65) can be used to show that

-Y - E?.(x) < u,(x) < Y + Ew(x)

for all r and all x E Q where E is a constant. As in (a), one can show that u is
C, on Sz and there exists a subsequence {ur,} such that for every compact
subset D of Q,

I %-*- ul2-+0
as s + co, where the norm is taken with respect to Int(D). Then by (66),

-w4 = f(x)
for all x E Q. Again as in (a), one can show that II is @s,, on the interior of
every compact subset of 52.
Finally, we discuss the second form of the Dirichlet problem.

5.3. THEOREM. Let Q be a bounded admissible domain of type 1. Let v,

A,~,a:beconstantssuchthatO<~~1,A~1,O<~~landO<a:<1.
Let L be an operator of the form (1) which satisfies (2) and is such that:

(i) the coe$%Gnts aij, bi an d c are Hiilder continuous with exponent a!

on the interior of every compact subset of Q;
(ii) 1aij(x)l < A[d(x)]e-2 for all x E Q and aM i, j and

gl gl %(X) Siti 3 V I E I* (67)

forallxESZand(ER”;
(iii) I bi(x)l < A[d(x)lEel (68)

for all x E Q and all i;

(iv> -A[d(x)]‘-2 < c(x) < 0 (69)

for all x E Q.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 27

Let f be a function which is Hiilder continuous on the interior of every compact

subset of Sz and such that

I f (x)1 < 44W2 (70)

for all x E Q. Let 4 be a continuous function on aQ.

Then there exists a function u, continuous on 0, agreeing with # on X2, c2,,
on the interior of every compact subset of Q and satisfying the equation

w4 = f(x) (71)

for all x E Q.

Proof. We begin by constructing a suitable barrier function v for Q.

The argument used will be similar to the proof of 3.10. By 3.9 and Axiom (ii),
there exists a universal barrier CJJ
for Q such that

(72)
and
(73)

for all x E Q. By Axiom (v), there exists a positive constant X, such that

gl gl a&) &T (4 G --hvW WW2, (74)

for all x E R. Put

p = “,-$Jd4 (75)
K = 2n2fpX-lV-2 (76)
E = 2AK-lA-lV-leKP. (77)

Define

v(x) = E[l - e-Ka(z)], (78)

for x E D. As in the proof of 3.10

KEVpv(x) < v(x) < KEr,zJx) (79)

for all x E Q.
28 J. H. MICHAEL

Now, as in the proof of 3.10,

hence by (67), (74), and (68),

h(x) < -EK2ve-Ko(S) I VQI(~)~”

-EKAve-Ko(e)fp(x) [d(~)]-~ (80)
+nAEKe-gm(z) [d(~)]~-~ 1V~CJ(X)~,

for all x E Q. When 1Vq(x)/ 3 (n/l/&) [d(~)]~-l, the first and third terms
on the r.h.s. of (80) can be canceled, so that by (73) and (77)

h(x) < -A[d(x)]+2.

When / Vq(x)I < (nA/IG) [d(~)]~-r, the first term on the r.h.s. of (80)
can be discarded and the third term

< (n2A2E/v)e-Km(z) [d(.~)]~~-~

which by (76) and (72),

= @3Eve-Kmce)~(x) [d(x)]-2.

Therefore by (80)

La(x) < -~KhE~e-Km@J~(x) [d(~)]-~

and by (73) and (77)

< -A[d(x)]‘-2.

Thus, we have shown that

Lz@) < --d[d(x)]~-2

for all x E Sz. Hence

w4 G - IfWl (81)
for all x E C?.
 ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 29

The existence of the required function u can now be proved by using (81)
and proceeding as in the proof of 5.2.

REFERENCES

1. 0. A. LADYZHENSKAYA AND N. N. URAL’TSEVA, “Linear and quasilinear Elliptic

Equations,” Academic Press, New York, 1968.
2. J. SCHAUDER, Uber das Dirichletsche Problem im Grossen fi.ir nicht-linear ellip-
tische Differentialgleichungen, Math. Z. 37 (1933), 623-634.
3. J. SCHAUDER, Numerische Abschltzungen in elliptischen linearen Differential-
gleichungen, Studia Math. 5 (1934), 34-42.
4. J. SCHAUDER, Uber lineare elliptische Differentialgleichungen zweiter Ordnung,
Math. Z. 38 (1934), 257-282.