Unique continuation for a non bi-Laplacian fourth order elliptic operator
Amrita Ghosh, Tuhin Ghosh

TL;DR
This paper establishes unique continuation principles for a non-Laplacian fourth order elliptic operator using Carleman estimates, including stability and strong unique continuation in two dimensions, expanding understanding beyond classical Laplacian-based operators.
Contribution
It introduces Carleman estimates for a non-Laplacian fourth order elliptic operator, proving unique continuation and related stability results.
Findings
Proved unique continuation for a non-Laplacian fourth order elliptic operator.
Derived Carleman estimates as a key tool.
Established strong unique continuation in 2D.
Abstract
This paper discusses the unique continuation principal of the solutions of the following perturbed fourth order elliptic differential operator , where \[ \mathcal{L}_{A,q}(x,D)\ =\ \sum_{j=1}^nD^4_{x_j} + \sum_{j=1}^n A_jD_{x_j} + q, \qquad (A, q) \in W^{1,\infty}(\Omega,\mathbb{C}^n) \times L^{\infty}(\Omega,\mathbb{C}) \] whose principal term is not given by some integer power of the Laplacian operator. We derive some suitable Carleman estimates which is the main tool to prove the unique continuation principle. As a by-product, we also deduce some stability estimate and prove the strong unique continuation principle in -dimension.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsDifferential Equations and Numerical Methods · Advanced Mathematical Modeling in Engineering · Nonlinear Partial Differential Equations
Unique continuation for a non bi-Laplacian fourth order elliptic operator
A. Ghosh [email protected] Institute of Mathematics, CAS, Czech Republic.
T. Ghosh [email protected] Institute of Mathematics, CAS, Czech Republic.
Abstract
This paper discusses the unique continuation principal of the solutions of the following perturbed fourth order elliptic differential operator , where
[TABLE]
whose principal term is not given by some integer power of the Laplacian operator. We derive some suitable Carleman estimates which is the main tool to prove the unique continuation principle. As a by-product, we also deduce some stability estimate and prove the strong unique continuation principle in -dimension.
1 Introduction
Let , be a bounded connected open set. Let us consider the following fourth order operator
[TABLE]
where and . Throughout the paper we assume this regularity on and . The operator is a positive definite elliptic operator with the principal part which is self-adjoint on . The purpose of this article is to discuss the unique continuation principle (UCP) of the solutions of such elliptic fourth order partial differential operator . Ideally, this principle asserts that any solution of an elliptic equation that vanishes in a small ball, must be identically zero on the whole domain. It can also be interpreted as, given two regions , a solution to is uniquely determined on the larger set by its values on the smaller set . The earliest such result for real analytic coefficients is known as Holmgren’s uniqueness theorem, see [Joh75]. The scalar second order case is well understood, we mention here the seminal articles [Car39, AKS62], and the expository text [KT01] and reference therein as well. In general, the corresponding theory for elliptic equations of order greater than two is much less discussed. Qualitatively, the case of higher order operators is different from the second order operators. We cite [Ali80] in this regard and will get back it in more details at the end of this discussion. Higher order elliptic equations are common in the study of continuum mechanics, in the related field of elasticity, and application in engineering design as well, see [Cam14, GGS10]. We mention the works [ARV19, Lin07, Pro60, LB01] where the UCP for some integer () power of Laplacian operator has been discussed. Here in [CK10], we find the discussion of the unique continuation of the product of elliptic operators. In comparison to the classical bi-Laplacian operator say, the principal part of our operator does not involve the mixed derivative terms , . Thus, our operator can not be viewed as a higher order iteration of some second order elliptic operator. Moreover, in general it can not be written as the product of two elliptic operators, except in 2-dimension. This encourages us to make a fresh study of the UCP for this operator . UCP results are often regarded as a tool to solve certain problems in solvability of the related adjoint problem, inverse problems and control theory, see for instance [Tat04, CZ01, LRL12]. Earlier, the second author has considered this operator to study the inverse boundary value problem of recovering the coefficients from the associated boundary Cauchy data, see [Gho15]. Similar inverse boundary value problems for perturbed bi-harmonic and poly-harmonic operator has been discussed in [KLU14, KLU12, GK15, BG19].
Now we announce the results obtained in this work. We prove quite a few theorems. Our first set of results consists of the so-called weak UCP (WUCP) and the UCP for the local Cauchy data.
Theorem 1.1** ((WUCP)).**
Let satisfies
[TABLE]
Also let be a non-empty open subset such that
[TABLE]
then in .
As an application of the above result, we deduce the UCP for local Cauchy data.
Theorem 1.2** ((UCP for local Cauchy data)).**
Let have smooth boundary, and let be a non-empty open subset of . If satisfies
[TABLE]
then in .
There are various approaches to obtain UCP for elliptic equations, at least for the second order elliptic equations. In general such methods consist of either Carleman type estimates ([H8̈5a, H8̈5b, KRS87, Wol93, KT01]) or, Almgren’s frequency function method ([GM12, GL87, ARRV09]). In this paper, we rely on developing a class of Carleman estimates as our main tool and apply it in certain ways to establish the weak UCP and stability estimate. Here we mention few expository notes [Ler18, Sal, Tat] which turns out to be very useful to carry out our work.
We would like to emphasize here few essential contrast between our leading operator and the bi-Laplacian operator . Let be a non-zero vector; Then we prove that the following Carleman estimate (cf. Proposition 2.3)
[TABLE]
holds for all and small enough. However, if the principal part is a bi-Laplacian operator, then we could have the following Carleman estimate [KLU14]:
[TABLE]
which holds for all and small enough. Notice that (1.2) offers better lower-estimate compared to (1.3) as which is due to the structure of the principal part of the respective operators (as proof indicates in Section 2).
Also we would like to emphasize that though the Carleman estimate (1.2) is an interior estimate, the estimate up to the boundary can be derived from it (cf. proof of Theorem 1.3) using the lift of the trace operator. Furthermore, a different type of boundary Carleman estimate has been proved in [Gho15, Theorem 3.1]. Here is our next result.
For any smooth function , let us define
[TABLE]
Theorem 1.3** ((Stability estimate)).**
Let be any function which satisfies the (2.5), and where . Suppose that solve the Cauchy problem
[TABLE]
with and . Then there exists constant , depending on , , only and , depending on , such that we have,
[TABLE]
where
[TABLE]
Apart from the Carleman estimate, the proof of this above result relies on the use of some Caccioppoli-type interior estimate as well. For instance, denoting by a ball of radius , centered at [math], we show that, if in , then for fixed with :
[TABLE]
Note that, even to bound the second order term only, we need -norm of on the right hand side, i.e.
[TABLE]
However, in the case of solving in , it is possible to bound by the -norm of only (see [BM14]):
[TABLE]
Thus, the Caccioppoli estimate (1.5) suggests to consider the -norm as the natural candidate instead of the -norm for the above theorem.
Next we talk about the strong unique continuation principle (SUCP). If a solution of the equation in vanishes to infinite order at in the sense that
[TABLE]
then we say the SUCP holds for this operator if in is the only solution.
Concerning the SUCP, we have a very interesting observation to announce. We find that this property is dimension dependent. In three and higher dimensions, it does not hold. However in two dimension, due to elliptic factorization of our operator it holds. We begin with recalling a result by [Ali80] which asserts that:
In , , let , be a differential operator of order , with principal symbol and be a sub-manifold of co-dimension . If the principle part has two roots which are non-real and non-conjugate, then there exists a neighbourhood of [math] and two functions which vanishes of all order on and satisfies in .
Since in (or ), the sub-manifold of co-dimension is given by lines, the above property precisely corresponds to the vanishing of infinite order at [math]. Our operator satisfies all the hypothesis of the above theorem, since has two roots which are non-real and non-conjugate, which concludes that the operator does not have the strong unique continuation property. It is a strike difference with the general second order elliptic operators and the bi-harmonic operator for which SUCP is always true.
On the other hand, if we consider the -dimension case, the above result no longer applies. Now as the principal part of our operator can be written as a product of elliptic operators of second order
[TABLE]
the result of [CK10] ensures the strong unique continuation principle in this situation.
Finally, we briefly describe the plan of the rest of the paper. In Section 2, we derive the Carleman estimates and as an immediate application we show the UCP across hyperplane and hypersurface. In Section 3, we prove the weak UCP (Theorem 1.1) and the UCP for local Cauchy data (Theorem 1.2). In the final Section 4, as an application of the Carleman estimates derived in Section 2, we prove the stability estimate (Theorem 1.3).
2 Carleman estimate
This section is dedicated to build Carleman estimates. Let us introduce some standard notations which is used through out the paper. Let . We write
[TABLE]
We say that the estimate
[TABLE]
holds for all belonging to some function space and for small enough, if there exists constant , independent of but depends on and , such that the inequality is satisfied. We follow the convention that is an unspecified positive constant which may vary among inequalities, but not across equalities. Generally depends on various parameters which is specified when necessary. We first announce the following Carleman estimate with the linear weight.
Lemma 2.1** ((Carleman inequality with linear weight)).**
Let for some . Then the Carleman estimate
[TABLE]
holds for all and small enough.
Let us assume for the moment that the above lemma holds true. We would like to motivate the readers how one uses such estimates to derive certain UCP results. We derive the following simple UCP across a hyperplane with the help of the above estimate.
Proposition 2.2** ((UCP across a hyperplane)).**
Let for some and assume that satisfies
[TABLE]
If for some , then in .
Proof.
We have that and satisfies
[TABLE]
It is enough to show that in where is any number satisfying .
We rewrite the estimate (2.1) as,
[TABLE]
which holds for all and for sufficiently small. Now we choose where for some satisfying for and near . Since near and near , we have that . Therefore,
[TABLE]
where is the commutator term. We observe that, . Then using in , the inequality (2.2) implies
[TABLE]
But when and when . This yields
[TABLE]
Since is a fixed function, dividing by and letting shows that
[TABLE]
which completes the proof. ∎
Now we prove the Lemma 2.1.
Let be a non-empty open set and with be some phase function. Let us first consider the principal part of the semi classical operator , say as
[TABLE]
The operator conjugated with the exponential weight is denoted as
[TABLE]
with its semi classical symbol given by
[TABLE]
where and denote the Weyl symbols of the semi-classical operators and respectively with the usual summation convention:
[TABLE]
The Poisson bracket of these two symbols is given by
[TABLE]
We want this Poisson bracket to be
[TABLE]
on the set
[TABLE]
If over the set , then such weights are known to be satisfying the sub-ellipticity condition connecting the symbol of the operator and a weight function , see [H6̈3, H8̈5b]. And if over , then such weights are known as limiting Carleman weights.
For example, if we choose for some a non-zero constant vector, then the Poisson bracket becomes zero. However, if we choose then it satisfies the sub-ellipticity condition.
Now we introduce the idea of convexification of the weight functions. Let us choose some such that (2.5) holds, i.e. on the set . Note that it does not satisfy the sub-ellipticity condition mentioned above. Let us replace by , where and sufficiently large. We denote which is known as the convexified weight function of . We denote by and be the new corresponding symbols. Let us note that
[TABLE]
If satisfies (2.6) and (2.7), then it is natural to replace by in order to preserve the conditions (2.6) and (2.7) for the new symbol. So, here we make two substitutions and in (2.4) which becomes, when restricted to ,
[TABLE]
We use relations (2.6), (2.7) to deduce the last line. Now by using (2.7) again, we write
[TABLE]
Therefore from (2.8), (2.9) we see that when , satisfying (2.5), is replaced by the convexified weight function , where , we obtain
[TABLE]
which is strictly positive.
The idea of covexfication will be crucially used in order to derive the Carleman estimates for those weight functions satisfying (2.5). At this end, we introduce the semi classical Sobolev space of order one associated with its norm
[TABLE]
In general one defines the semi-classical Sobolev spaces , with equipped with the norm
[TABLE]
We begin with the following Carleman estimate which does not involve the boundary terms.
Proposition 2.3**.**
Let are two open subsets of . Let such that (2.5) is satisfied. Then the Carleman estimate
[TABLE]
holds for all and small enough.
Proof.
The proof is divided into two parts: using the notation as before, we will show first
[TABLE]
and then we add the lower order terms into it to get the desired estimate (2.11).
Let us write
[TABLE]
Then for ,
[TABLE]
The standard Weyl quantizations gives the commutator term as
[TABLE]
For the moment, let us consider a particular case when for some non-zero vector. We know that in this case the Poisson bracket becomes zero. Also, in this case, and are constant coefficient self-adjoint operators. Thus the commutator term acting on always satisfy
[TABLE]
Therefore,
[TABLE]
Now, for any
[TABLE]
By using the inequality on the left hand side and using the Poincaré inequality on the first term of the right hand side, we then obtain,
[TABLE]
Consequently, we get
[TABLE]
Now we could try to use that is associated to two non-vanishing gradient fields to obtain
[TABLE]
But it is not good enough to absorb the term in (2.13) to obtain (2.12). We seek for the idea of convexification of the weight function to establish such estimates.
In general, for any satisfying whenever , we convexify the weight function and introduce , where , , i.e.
[TABLE]
with a suitable small parameter to be chosen independent of and .
We denote by and be the new corresponding symbols and by and be the corresponding operators when is replaced by .
Let and we deduce (cf. (2.8) and (2.10)), whenever ,
[TABLE]
with
[TABLE]
Now as we see that on the -dependent surface in -space, given by , the fourth order polynomial becomes positive when . Thus for some ,
[TABLE]
Then we consider
[TABLE]
which is a fourth order polynomial in , vanishing when . Thus it is of the form where is affine in with smooth coefficients and hence we end up with
[TABLE]
On the other hand, we have the standard Weyl quantizations
[TABLE]
where ’s () are smooth functions which together with their derivatives are bounded uniformly with respect to near . Now the commutator term is given by
[TABLE]
From (2.15) we would like to write,
[TABLE]
Thus we have from (2.16) and (2.17),
[TABLE]
Now suppose that . Since is elliptic and of order , there is a constant independent of , such that
[TABLE]
Then by using the Gårding inequality one simply gets
[TABLE]
Thus on the operator level it implies that
[TABLE]
Now when , we obtain
[TABLE]
Furthermore, since and its all derivatives are bounded in by some constant independent of , with , we finally get
[TABLE]
This completes the first part, namely establishing the result (2.12). Now we add the lower order terms into (2.18).
(a) Addition of the zeroth order term where :
[TABLE]
(b) Addition of the first order term where :
[TABLE]
For the first term, we can write
[TABLE]
Similarly the second term can be estimated as,
[TABLE]
Therefore,
[TABLE]
Thus for small enough, the above term gets absorbed into the left hand side of (2.18) to give
[TABLE]
This finishes the proof. ∎
Proof of Lemma 2.1.
It directly follows from the above Proposition 2.3 by choosing . ∎
Next we prove that if a solution of vanishes on one side of a hypersurface (not necessarily flat) near some point , then vanishes in a neighbourhood of .
Proposition 2.4** ((UCP across a hypersurface)).**
Assume that . Let be a neighbourhood of and be a -hypersurface through such that where and denote the two sides of . If satisfies
[TABLE]
then in some neighbourhood of .
The Carleman inequality with the linear weight is not sufficient to prove the UCP across a general hypersurface. We need to bend it by considering quadratic weight functions of the form . Thus we prove the following estimate with convex weight.
Lemma 2.5** ((Carleman inequality with quadratic weight)).**
Let be any bounded open set in . Let be the weight function. Then the Carleman estimate
[TABLE]
holds for all and small enough.
Let us first see how we can derive the Proposition 2.4 by assuming the Lemma 2.5.
Proof of Proposition 2.4.
We first consider the case and . Assume that for some small and we have that satisfies
[TABLE]
We will show that in for some .
Let us consider the weight . The level set is the parabola . Now define the sets
[TABLE]
It is clear that and are non-empty open sets and for .
We rewrite the estimate (2.19) as,
[TABLE]
which holds for all and for sufficiently small. Now we choose where where satisfy
[TABLE]
Since for , it follows that . Also since involves the derivatives of (i.e. where is a multi-index) and they are zero on as . Now by applying (2.21) with this , along with the fact that and , we get
[TABLE]
In the above inequalities, we used the fact that is a solution of (2.20) and the support conditions. Since is a fixed function, letting shows that . This proves the proposition in the special case .
Next we consider the case where is a general hypersurface. Normalizing, we may assume that and where satisfies on . After a rotation and scaling, we may also assume . We may further assume that for some which can be chosen suitably small but fixed. Taylor approximation near the point gives that where in . Thus looks approximately like in if is chosen small enough and the two sides of are given by . After these normalizations, we set , where will be chosen in order to have . Then we can continue the argument given for the above case, replacing by . This finishes the proof. ∎
Now we prove the Lemma 2.5. Let be a bounded open set in and be an another open set such that . Here in this case, our weight function is near . All we need to check whether the hypothesis (2.5) is satisfied or not, i.e. whether whenever . Then Lemma 2.5 will follow from the Proposition 2.3.
We find
[TABLE]
and
[TABLE]
Correspondingly, the symbols , becomes,
[TABLE]
Next we calculate the Poisson bracket (cf. (2.4)) to find
[TABLE]
This completes the discussion of the proof of UCP across the hypersurface.
3 Weak UCP and UCP for Cauchy data
In this section, we discuss about the proof of the weak UCP (Theorem 1.1) and UCP for the Cauchy data (Theorem 1.2). We first deduce the following proposition which is a special case of weak UCP, from the UCP across a hypersurface. Then Theorem 1.1 follows using a connectedness argument.
Proposition 3.1** ((Weak UCP for concentric balls)).**
Let satisfies
[TABLE]
Then in .
Proof.
Let
[TABLE]
Be the hypothesis, is a non-empty set. Also it is closed since in with implies in . Now we show that is open as well. Therefore which shows that in , as claimed.
Suppose that . Let us consider the hypersurface . Since on one side of the hypersurface, for every point , Proposition 2.4 says that in some open ball . Consider the open set
[TABLE]
As the distance between the compact set and is positive, there exists such that vanishes on . This implies is an open set which concludes the proof. ∎
Proof of Theorem 1.1.
Let us consider the following set
[TABLE]
By the assumption of the theorem, is non-empty and most importantly it is an open set by its definition. We show that it is also closed as a subset of . Since is a connected set, this yields that which then completes the proof.
Suppose on the contrary, is not closed. Let be a limit point of such that , i.e. does not vanish on for any . Let us fix such that and let , therefore on for some . Then Proposition 3.1 gives that vanishes on the concentric ball . But this is a contradiction since . ∎
Finally we show the unique continuation if the Cauchy data vanishes on some part of the boundary. The proof is done by extending the domain little bit where the Cauchy data vanishes and then applying the weak UCP.
Proof of Theorem 1.2.
Let . Since has smooth boundary, we can assume, upon relabelling the coordinate axes, that
[TABLE]
for some and some a -function. Now we would like to extend the domain near . Let be a function such that if and if . We define the set, for ,
[TABLE]
If is small enough, . Clearly is an open, bounded, connected set with smooth boundary. Also we define on the extended domain as
[TABLE]
Since and , we may conclude if the traces match at the interface from both sides. But from the hypothesis, on . Also note that by the construction, . Therefore, we obtain . Furthermore, extending by [math] in , we get . Similarly, consider , an extension of . Then it follows
[TABLE]
Now since in , the weak UCP (Theorem 1.1) yields that vanishes on the whole domain . Hence, which proves the theorem. ∎
4 Stability estimate
Here we apply the Carleman estimates to establish the corresponding stability estimate. In order to do so, some Caccioppoli-type interior estimate for the fourth order operator is also crucial which we prove below.
Proposition 4.1** ((Caccioppoli inequality)).**
Let in . For fixed with , there exists a constant depending only on and such that
[TABLE]
Proof.
We start with estimating the first term in the left hand side of (4.1). From the equation satisfied by , we get, for any ,
[TABLE]
Choose a cut-off function which satisfies
[TABLE]
Substituting the test function by in (4.2) yields,
[TABLE]
which can be re-written as, employing Young’s inequality,
[TABLE]
where the above constant depends on , only. Next incorporating the properties of and choosing suitably to absorb the first term of the right hand side in the left hand side, we obtain,
[TABLE]
This completes the estimate involving the second order term .
Similarly to estimate the term in terms of and , we repeat the above arguments with the test function ,
[TABLE]
which implies
[TABLE]
Therefore,
[TABLE]
where the above constant depends on , only. Thus, (4.3) together with (4.4) completes the proof. ∎
Next we establish the stability estimate. For this, it is more interesting to work with boundary value problems. Recall that for any smooth function,
[TABLE]
Proof of Theorem 1.3.
We use here the analogue of the Carleman estimate (2.11) for boundary value problems. By lifting the trace operator, there exists satisfying
[TABLE]
with
[TABLE]
for some constant depending only on and . Setting , satisfies the following Cauchy problem
[TABLE]
Now the Carleman estimate says that (cf. Proposition 2.3) there exists , depending on only , , , , such that, for all and small enough,
[TABLE]
where is any Carleman weight. Let us introduce a cut-off function such that in , in and outside . Since , we may apply the Carleman estimate (4.6) with to obtain
[TABLE]
Since in , we can further bound the left hand side from below as,
[TABLE]
Now we calculate the right hand side,
[TABLE]
where
[TABLE]
Also,
[TABLE]
for some constant which depends only on . Therefore, taking into account that consists of the derivatives of , thus , the Carleman estimate becomes,
[TABLE]
which reduces to, using the fact that and denoting by and using ,
[TABLE]
Further plugging the Caccioppoli estimate (4.1) in the right hand side and replacing the left hand side on smaller domain, we get,
[TABLE]
for any suitably small, say for . Also the above constant depends only on , and . Simplifying the above estimate, along with the estimate (4.5), we get
[TABLE]
Now if , then trivially we can write,
[TABLE]
which implies
[TABLE]
If , we choose
[TABLE]
Assume that (otherwise the estimate (1.4) holds trivially being ), hence . Further we consider two cases:
(i) Let . Then we choose in (4.7) to get, with the help of (4.8),
[TABLE]
But
[TABLE]
which implies,
[TABLE]
Note that as well. This finally gives, plugging in and the estimate (4.5),
[TABLE]
(ii) Let . From (4.8), it follows, which yields
[TABLE]
This completes the proof. ∎
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[AKS 62] N. Aronszajn, A. Krzywicki, and J. Szarski. A unique continuation theorem for exterior differential forms on Riemannian manifolds. Ark. Mat. , 4:417–453 (1962), 1962.
- 2[Ali 80] Serge Alinhac. Non-unicité pour des opérateurs différentiels à caractéristiques complexes simples. Ann. Sci. École Norm. Sup. (4) , 13(3):385–393, 1980.
- 3[ARRV 09] Giovanni Alessandrini, Luca Rondi, Edi Rosset, and Sergio Vessella. The stability for the Cauchy problem for elliptic equations. Inverse Problems , 25(12):123004, 47, 2009.
- 4[ARV 19] Giovanni Alessandrini, Edi Rosset, and Sergio Vessella. Optimal three spheres inequality at the boundary for the Kirchhoff-Love plate’s equation with Dirichlet conditions. Arch. Ration. Mech. Anal. , 231(3):1455–1486, 2019.
- 5[BG 19] Sombuddha Bhattacharyya and Tuhin Ghosh. Inverse boundary value problem of determining up to a second order tensor appear in the lower order perturbation of a polyharmonic operator. J. Fourier Anal. Appl. , 25(3):661–683, 2019.
- 6[BM 14] Ariel Barton and Svitlana Mayboroda. Boundary-value problems for higher-order elliptic equations in non-smooth domains. In Concrete operators, spectral theory, operators in harmonic analysis and approximation , volume 236 of Oper. Theory Adv. Appl. , pages 53–93. Birkhäuser/Springer, Basel, 2014.
- 7[Cam 14] Luis M. B. C. Campos. Generalized calculus with applications to matter and forces . Mathematics and Physics for Science and Technology. CRC Press, Boca Raton, FL, 2014.
- 8[Car 39] T. Carleman. Sur un problème d’unicité pur les systèmes d’équations aux dérivées partielles à deux variables indépendantes. Ark. Mat., Astr. Fys. , 26(17):9, 1939.
