Global Sobolev regularity for general elliptic equations of $p$-Laplacian type
Sun-Sig Byun, Dian K. Palagachev, Pilsoo Shin

TL;DR
This paper establishes improved global gradient estimates for solutions to a class of quasilinear elliptic equations with minimal boundary regularity assumptions, extending regularity results to less smooth nonlinearities and domains.
Contribution
It introduces new global Sobolev regularity results for elliptic equations with small-BMO nonlinearities on Reifenberg flat domains, relaxing previous regularity and geometric assumptions.
Findings
Global gradient estimates for solutions are derived.
Regularity requirements on the nonlinearity are weakened from Lipschitz to Hölder.
The geometric assumptions on the domain boundary are significantly reduced.
Abstract
We derive global gradient estimates for -weak solutions to quasilinear elliptic equations of the form over -dimensional Reifenberg flat domains. The nonlinear term of the elliptic differential operator is supposed to be small-BMO with respect to and H\"older continuous in In the case when we allow only continuous nonlinearity in Our result highly improves the known regularity results available in the literature. In fact, we are able not only to weaken the regularity requirement on the nonlinearity in from Lipschitz continuity to H\"older one, but we also find a very lower level of geometric assumptions on the boundary of the domain to ensure global character of the obtained gradient estimates.
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Taxonomy
TopicsNonlinear Partial Differential Equations · Advanced Mathematical Modeling in Engineering · Advanced Mathematical Physics Problems
Global Sobolev regularity for general elliptic equations of -Laplacian type
Sun-Sig Byun and Dian K. Palagachev and Pilsoo Shin
Sun-Sig Byun: Seoul National University, Department of Mathematical Sciences and Research Institute of Mathematics, Seoul 151-747, Korea
Dian K. Palagachev: Politecnico di Bari, Dipartimento di Meccanica, Matematica e Management, Via Edoardo Orabona 4, 70125 Bari, Italy
Pilsoo Shin: Seoul National University, Department of Mathematical Sciences, Seoul 151-747, Korea
Abstract.
We derive global gradient estimates for -weak solutions to quasilinear elliptic equations of the form
[TABLE]
over -dimensional Reifenberg flat domains. The nonlinear term of the elliptic differential operator is supposed to be small-BMO with respect to and Hölder continuous in In the case when we allow only continuous nonlinearity in
Our result highly improves the known regularity results available in the literature. In fact, we are able not only to weaken the regularity requirement on the nonlinearity in from Lipschitz continuity to Hölder one, but we also find a very lower level of geometric assumptions on the boundary of the domain to ensure global character of the obtained gradient estimates.
Key words and phrases:
Quasilinear elliptic operator; -Laplacian; Weak solution; Gradient estimates; Small-BMO; Reifenberg flat domain
2010 Mathematics Subject Classification:
Primary 35J60, 35B65; Secondary 35R05, 35B45, 35J92, 46E30
1. Introduction
Solutions to important real world problems from science and technology turn out to realize minimal energy of suitable nonlinear functionals. Finding these solutions and examining closely their qualitative properties is a central problem of the Calculus of Variations, and the machinery of the nonlinear functional analysis is what serves to pursue that study. On the other hand, each minimizer of a variational functional solves weakly the corresponding Euler–Lagrange equation and this fact allows to rely on the powerful theory of PDEs as additional tool in the Calculus of Variations. The Euler–Lagrange equations are divergence form PDEs of elliptic type, usually nonlinear, and their weak solutions (the minimizers) own some basic minimal smoothness. The regularity theory of general (non necessary variational) divergence form elliptic PDEs establishes how the smoothness of the data of a given problem influences the regularity of the solution, obtained under very general circumstances. Once having better smoothness, powerful tools of functional analysis apply to infer finer properties of the solution and the problem itself. The importance of these issues is even more evident in the settings of variational problems if dealing with discontinuous functionals over domains with non-smooth boundaries when many of the classical nonlinear analysis techniques fail.
Starting with the deep results of Caffarelli and Peral ([9]), a notable progress has been achieved in the last two decades in the regularity theory of nonlinear divergence form elliptic PDEs (see also [1, 2, 3, 7, 10, 13, 15] and the references therein). On the base of suitable -estimates for the gradient of the weak solution a satisfactory Calderón–Zygmund type theory has been developed, firstly for equations with principal term depending only on and later also dependence on the independent variables has been allowed. Moreover, the minimal regularity requirements have been identified for the nonlinear terms of the equations and the boundary of the underlying domain in order the Calderón–Zygmund theory still holds true for large class of equations with generally -discontinuous ingredients. In all that context, the possibility to deal with equations with general nonlinearity with respect to the solution is a rather delicate matter, and the reason of this lies in the fact that such equations are not invariant under particular scaling and normalization, whereas these are crucial ingredients of the perturbation approach in [9].
We deal here with the Dirichlet problem
[TABLE]
where is a bounded and generally irregular domain, is a Carathéodory map, is arbitrary exponent and
Our main goal is to obtain a Calderón–Zygmund type regularizing effect for (1.1). Namely, assuming for under rather general structure and regularity hypotheses on and we derive global -gradient estimate for any bounded weak solution of (1.1) in terms of showing this way that implies
In the case when similar results have been obtained in [8] in the settings of classical Lebesgue spaces and in [6] for weighted Lebesgue spaces, assuming the standard ellipticity condition and allowing discontinuity of with respect to measured in terms of small-BMO seminorm. In the recent paper [16], the authors succeeded to obtain interior gradient estimates for (1.1) also in the case when depends on the solution The problems arising with the scaling and normalization in that situation are cleverly avoided by including the nonlinear differential operator into a two parameter class of elliptic operators, that turns out to be invariant with respect to dilations and rescaling of domain. In order to run the approximation procedure of [9], a uniform control with respect to these two parameters is necessary, and the authors of [16] carry out it by means of a delicate compactness argument relying on the Minty trick. This approach, however, strongly requires uniqueness for the approximating equation, that is why, is assumed to be Lipschitz continuous with respect to in [16].
Here we suppose that is small-BMO function with respect to and it satisfies the standard uniform ellipticity condition in but, in contrast to [16], is assumed to be only Hölder continuous with respect to the variable To get our main result, we combine the two-parameter approach from [16] with correct scaling arguments in the -estimates for the maximal function of the gradient and Vitali type covering lemma. However, we rely here on the higher gradient integrability in the spirit of Gehring–Giaquinta rather than on the uniqueness of the approximating equation, and this allows us to weaken the -Lipschitz continuity of to only Hölder one.
We start with considering two appropriate reference problems with only gradient nonlinear terms, given by the -compositions of first with the weak solution and then with its local average Thanks to the uniform ellipticity of the associated nonlinearities, the reference solutions support higher integrability results and Hölder continuity properties. We then combine these properties with the -Hölder continuity of and the comparison estimates of [6], regarding nonlinear terms like in order to obtain the desired comparison estimates. Once having these, standard maximal function approach and a Vitali type covering lemma give the main result.
It is worth noting that we need to be Hölder continuous in only in the case when Otherwise, the weak solution of (1.1) is itself a Hölder continuous which implies that the nonlinear term in (1.1), fixed at the solution that is is a small-BMO with respect to if is required to be merely continuous in This suffices to run our procedure and to get the Calderón–Zygmund property assuming only -continuity of when
Another advantage of the approach here adopted is that it works also near the boundary of and this allows to obtain global gradient estimates for the solutions of (1.1). Indeed, this requires some “good” geometric properties of and these are ensured when belongs to the class of the Reifenberg flat domains.
The paper is organized as follows. In Section 2 we list the hypotheses imposed on the data and state the main result, Theorem 2.2. Some comments about the structure and regularity assumptions required are given as well. Section 3 provides an analysis of how the equation in (1.1) and the hypotheses on the nonlinear term behave under the two-parameter scaling and normalization. Section 4 forms the analytic heart of the paper. We derive there good gradient estimates for solutions to appropriate limiting problems to which (1.1) compares. With these estimates at hand, we employ in Section 5 a Vitali type covering lemma and scaling arguments in order to prove Theorem 2.2 by obtaining suitable decay estimates for the level sets of the Hardy–Littlewood maximal function of the gradient. The last Section 6 is devoted to the refinement of the main result in the case when The Hölder continuity of with respect to is relaxed to only continuity and we combine our recent results [4, 5] with these of [6] to get the refined version of Theorem 2.2 when
Acknowledgements.
S.-S. Byun was supported by the National Research Foundation of Korea grant funded by the Korea government (MEST) (NRF-2015R1A4A1041675). D.K. Palagachev is member of the Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA) of the Istituto Nazionale di Alta Matematica (INdAM). P. Shin was supported by National Research Foundation of Korea grant funded by the Korean government (MEST) (NRF-2015R1A2A1A15053024).
2. Hypotheses and main results
Throughout the paper, we will use standard notations and will assume that the functions and sets considered are measurable.
We denote by (or simply if there is no ambiguity) the -dimensional open ball with center and radius and for an open set The Lebesgue measure of a measurable set will be denoted by while, for any integrable function defined on
[TABLE]
stands for its integral average. If then the Hardy–Littlewood maximal function of is given by
[TABLE]
while when is defined on a measurable set with the characteristic function of the set
We will denote by the space of infinitely differentiable functions over a bounded domain with compact support contained in and stands for the standard Lebesgue space with a given The Sobolev space is defined, as usual, by the completion of with respect to the norm
[TABLE]
for
In what follows we will consider a bounded domain with the boundary of which is Reifenberg flat in the sense of the following definition.
Definition 2.1**.**
The domain is said to be -Reifenberg flat if there exist positive constants and with the property that for each and each there is a local coordinate system with origin at the point and such that
[TABLE]
Turning back to problem (1.1), the nonlinear term is given by the Carathéodory map where \mathbf{a}(x,z,\xi)=\big{(}a^{1}(x,z,\xi),\cdots,a^{n}(x,z,\xi)\big{)}. We suppose moreover that is differentiable with respect to and is a Carathéodory map.
Throughout the paper the following structure and regularity conditions on the data will be assumed:
Uniform ellipticity: There exists a constant such that
[TABLE]
for a.a. and
It is worth noting that the uniform ellipticity condition (2.1) implies easily the following monotonicity property:
[TABLE]
where depends only on and
Hlder continuity: There exist constants and such that
[TABLE]
for a.a. and
-vanishing property: For each constant there exist and depending on such that
[TABLE]
where the function is defined by
[TABLE]
and is the integral average of in the variables for a fixed couple that is,
[TABLE]
To make clear the meaning of the above assumptions, we should note that, thanks to the scaling invariance property of could be any number greater than in Definition 2.1, while could be taken equal to in (2.4). For what concerns instead, the definitions of -Reifenberg flatness and -vanishing property are significant only for small values, say Roughly speaking, the Reifenberg flatness of means that is well approximated by hyperplanes at every point and at every scale. In particular, domains with -smooth boundary or with boundary that is locally given as graph of a Lipschitz continuous function with small Lipschitz constant are Reifenberg flat. Actually, the class of the Reifenberg flat domains is much wider and contains sets with rough fractal boundaries such as the von Koch snowflake that is a Reifenberg flat when the angle of the spike with respect to the horizontal is small enough. As for the -vanishing property (2.4), it exhibits a sort of smallness in terms of BMO for what concerns the behaviour of with respect to the -variables. For instance, (2.4) is satisfied when or even VMO This way, (2.4) allows -discontinuity of the nonlinearity which is controlled in terms of small-BMO.
Turning bach to the Dirichlet problem (1.1), recall that a function is said to be a weak solution if
[TABLE]
for each test function
Our main result is as follows.
Theorem 2.2**.**
Suppose (2.1) and (2.3), and let be a bounded weak solution of (1.1). Assume that and for some Then there is a small constant such that if is -vanishing and is -Reifenberg flat, then with the estimate
[TABLE]
where depends only on and
3. Scaling and normalization properties
In this section, we will show how the scaling and normalization reflect on the structure conditions and regularity assumptions imposed on the data.
Recall that that is assumed to be a -Reifenberg flat domain and the nonlinearity satisfies the conditions (2.1), (2.3) and the -vanishing property (2.4). Let be a large enough positive constant which is to be determined later in a universal way so that it will depend only on the given data such as and Then for each fixed and we define a bounded domain
[TABLE]
a Carathéodory map by
[TABLE]
a Sobolev function and a measurable function by
[TABLE]
Straightforward calculations yield the following properties:
satisfies the uniform ellipticity condition (2.3) with the same constant That is,
[TABLE]
for a.a. and
Moreover, the monotonicity
[TABLE]
does follow with the same constant
satisfies
[TABLE]
for a.a. and with the same constants and
is -vanishing. Namely,
[TABLE]
is -Reifenberg flat.
If is a weak solution of (1.1), then is a weak solution of the problem
[TABLE]
4. Comparison estimates
A crucial step in the proof of the main result is ensured by appropriate comparison of the weak solution to (3.4) with these of the associated reference problems (4.4), (4.5) and (4.8) below. Throughout the section, for the sake of simplicity, we will use the notations and instead of and respectively.
We start with the following useful lemma.
Lemma 4.1**.**
Let be a bounded open set. Assume that satisfies (3.2) for a.a. and for some Then, for any any non-negative function any bounded function defined on and any constant we have
[TABLE]
with depending only on and
Proof.
See [6, the proof of Lemma 3.7], [16, Lemma 3.1]. ∎
Let be a universal constant which will be chosen later in Lemma 4.6, and consider a localized solution in of the problem
[TABLE]
with
[TABLE]
Assume further that
[TABLE]
We let next to be the weak solution of
[TABLE]
and the weak solution of
[TABLE]
with
[TABLE]
and
[TABLE]
We consider finally the limiting problem
[TABLE]
where for the interior case and for the boundary case, where the map is given by
[TABLE]
The following is the main result of this section.
Lemma 4.2**.**
For any small constant there exist a large constant and a small constant such that if is a weak solution of (4.1) with (4.2), (4.3), (4.6) and (4.7), then there exists a weak solution of (4.8) such that
[TABLE]
for some constant Here, the function is equal to when and is the zero extension of from to when
The proof is based on the following Lemmas 4.3, 4.6 and 4.7.
Lemma 4.3**.**
Let and Then there exists a small constant such that if is a weak solution of (4.1) and is the weak solution of (4.4) with (4.2), then
[TABLE]
Proof.
The proof will be divided into two cases.
Taking as a test function for equations (4.1) and (4.4), it follows from the Young inequality with that
[TABLE]
Then Lemma 4.1 implies
[TABLE]
Setting in the above inequality, we obtain
[TABLE]
and so (4.2) yields
[TABLE]
Now, taking the constants and sufficiently small so that
[TABLE]
we obtain the conclusion (4.9) when
Having in mind (3.2) and (4.10), we get
[TABLE]
for any Taking in the above inequality, it follows from (4.2) that
[TABLE]
We choose now the constant small enough to have and this gives the claim of Lemma 4.3. ∎
We need the following higher integrability result for the equation (4.4).
Proposition 4.4**.**
([12, Theorem 1.1], [8, Theorem 2.2] [6, Lemma 3.2]) Let be a solution of (4.4). Then there is a positive constants depending only on and such that for any
[TABLE]
holds, where depends only on and
We also need the following oscillation theorem for the equation (4.4).
Proposition 4.5**.**
([18, Theorem 4.2], [11, Theorem 7.7]) Let be a solution of (4.4). Then there is a positive constant depending only on and such that
[TABLE]
holds, where depend only on and
Now, we compare the weak solution of (4.4) with the weak solution of (4.5) to have the following result.
Lemma 4.6**.**
For any there are two constants and depending only on and such that if is a weak solution of (4.1) and is the weak solution of (4.8) with (4.2), (4.3) and (4.7), then
[TABLE]
Proof.
The proof will be divided into two cases.
We first prove the following inequality:
[TABLE]
where depends only on and
Let be a cut-off function with the properties on and Taking as a test function for the equation (4.4), we have
[TABLE]
as consequence of the Young inequality with By Lemma 4.1, we have
[TABLE]
and so
[TABLE]
Further on, taking as a test function for (4.4) and (4.5), we obtain
[TABLE]
In view of Lemma 4.1 with (3.1) and the Young inequality, we obtain that
[TABLE]
Thus, the claim (4.11) follows by (4.12).
Recalling the maximum principle implies Therefore, (4.11) yields
[TABLE]
If then we get the conclusion.
So, assume alternatively that In view of (3.3), (4.13) and Lemma 4.1, we have
[TABLE]
The Young inequality gives
[TABLE]
and this implies
[TABLE]
To estimate the second term in the above inequality, we first take constants and such that
[TABLE]
where is given in (3.3) and is as in Proposition 4.4. We then use the Hölder inequality, (4.2) and Proposition 4.4, to find that
[TABLE]
and then by (4.14), we have
[TABLE]
It follows from the triangle inequality that
[TABLE]
Remembering that and using the Poincaré inequality and Lemma 4.3, we have
[TABLE]
On the other hand, Proposition 4.5 yields
[TABLE]
because of Consequently,
[TABLE]
Further on, using Lemma 4.3 and (4.2), we find
[TABLE]
while (4.15) gives
[TABLE]
Taking sufficiently small and sufficiently large such that
[TABLE]
we get the claim.
By using (3.2) instead of Lemma 4.1 in the above proof, we can obtain the conclusion in a similar manner. ∎
Lemma 4.7**.**
Under the hypotheses of Lemma we further assume (4.6) and (4.7). Then there exists a weak solution of (4.8) such that
[TABLE]
for some constant Here, the function is equal to if and is the zero extension of from to if
Proof.
According to Lemma 4.3, Lemma 4.6 and (4.2), it follows from the triangle inequality that
[TABLE]
where depends only on and Then we proceed in doing a comparison estimate from standard perturbation argument, as in Lemma 3.1 and Lemma 3.7 of [6], in order to obtain the desired conclusion. ∎
Proof of Lemma 4.2.
The proof follows directly from the triangle inequality and Lemmas 4.3, 4.6 and 4.7. ∎
5. Global gradient estimates
This section is devoted to the proof of the main result, Theorem 2.2. We start with a modified Vitali covering lemma for the problem (1.1).
Proposition 5.1**.**
Let and be measurable sets with Assume that is -Reifenberg flat. Suppose that there exist and for which*
- (1)
** 2. (2)
for all and with there holds
Then we have
[TABLE]
We now return to the scaled and normalized problem (3.4).
Lemma 5.2**.**
Assume that satisfies (3.1) and (3.3). Let be a bounded weak solution of (3.4) with Then there exists a constant so that for any small there exist a small constant and a large constant such that if is -vanishing and is -Reifenberg flat, and if
[TABLE]
then
[TABLE]
Proof.
Remembering (5.1), there is a point such that for all
[TABLE]
Let Since we have
[TABLE]
Similarly, it follows that
[TABLE]
Thus, we are under the hypotheses of Lemma 4.2, which implies that there exist a big constant and a small constant such that the conclusion of Lemma 4.2 holds for such and
Further on, we will show that there exists a constant such that
[TABLE]
To do this, let Then
[TABLE]
for any If then and it follows from (5.2) that
[TABLE]
On the other hand, if then and so we have
[TABLE]
Taking the claim (5.3) follows.
We now use (5.3), the weak -estimate for the Hardy–Littlewood maximal function and Lemma 4.2, to observe that
[TABLE]
Thus, the claim follows in view of the arbitrariness of ∎
Turning back to the problem (1.1), scaling and normalization give
Corollary 5.3**.**
Assume that satisfies (2.1) and (2.3). Let be a bounded weak solution of (1.1) with Then for any small constant there exist a small constant and a big constant such that if is -vanishing and is -Reifenberg flat, and if
[TABLE]
then
[TABLE]
for any and any
We now take and the corresponding and from Corollary 5.3.
Lemma 5.4**.**
Assume that is -Reifenberg flat, and satisfies (2.1), (2.3) and (2.4). Let and be a bounded weak solution of (1.1) with Then
[TABLE]
for all integer where is an integer satisfying
[TABLE]
with
Proof.
Taking as a test function for (1.1), we have
[TABLE]
[TABLE]
and selecting we obtain
[TABLE]
This estimate and the weak type -estimate for the maximal function yield
[TABLE]
for some positive constant Selecting the integer for which (5.4) holds, we find that for all
[TABLE]
We define now
[TABLE]
and
[TABLE]
in order to apply Proposition 5.1. Then the first assumption of Proposition 5.1 follows directly, while the second one comes from Corollary 5.3. Consequently, we obtain the conclusion of Lemma 5.4. ∎
With all these tools in hand, we are in a position now to prove Theorem 2.2.
Proof of Theorem 2.2.
Straightforward calculations yield
[TABLE]
where is given in Lemma 5.2 and is given in Lemma 5.4.
Keeping in mind (5.4), we have
[TABLE]
Further on, Lemma 5.4 yields
[TABLE]
We take now small enough to have and observe that (5.5) gives
[TABLE]
On the other hand,
[TABLE]
Therefore, we conclude that
[TABLE]
At this point, applying the strong type -estimate for the maximal function, we complete the proof of Theorem 2.2. ∎
6. Refinements of the gradient estimates
It turns out that, for values of the exponent greater than or equal to the space dimension the result of Theorem 2.2 continues to hold under weaker assumption on the -behaviour of than the Hölder continuity (2.3).
Precisely, assume hereafter that and
[TABLE]
for a.a. and where is a modulus of continuity, that is,
We will make use of our results from [4, 5] where global Hölder continuity is proved for the weak solutions of general quasilinear elliptic equations with Morrey data over domains with uniformly -thick complements. Since any Reifenberg flat domain has uniformly -thick complement (cf. [5]), the above mentioned results hold true in the situation here considered.
Using the assumption (2.1) on uniform ellipticity and its outgrowth (2.2), it is not hard to check that
[TABLE]
for a.a. and where and are positive constants depending only on and
Further on, assuming with as did in Theorem 2.2, it follows We have
[TABLE]
because of and and therefore, we first choose a number
[TABLE]
and consequently define
[TABLE]
It is obvious that and the choice of and guarantees that the Lebesgue space is embedded into the Morrey space Thus with
[TABLE]
and the inequalities (6.2) and (6.3) ensure the validity of the results from [4, 5]. In other words, the weak solution of the Dirichlet problem (1.1) is Hölder continuous function up to the boundary and
[TABLE]
with and depending on the data of (1.1) and on
Let us note at this step that the above arguments are relevant only if because (6.4) is direct consequence of the Sobolev embeddings and the Morrey lemma when Moreover, in case of Lipschitz continuous domain (6.4) follows from the classical results of Ladyzhenskaya and Ural’tseva [14, Chapter IV].
For a fixed weak solution of (1.1), we define now the Carathéodory map
[TABLE]
and use (2.4), (6.1) and (6.4) to infer, through [17, Lemma 1], that it obeys the -vanishing property (see [6, Definition 2.2]). Moreover, (2.1) implies uniform ellipticity of and solves
[TABLE]
This way, [6, Theorem 2.6] yields the following refinement of Theorem 2.2 in the case where the Hölder continuity (2.3) of with respect to is relaxed to only continuity. The constant below is the one appearing in (6.4).
Theorem 6.1**.**
Suppose (2.1) and (6.1), and let be a weak solution of (1.1) with Let for some Then there is a small constant such that if is -vanishing and is -Reifenberg flat, then with the estimate
[TABLE]
where
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