Textbook Nonlinear Elliptic Equations of The Second Order 1St Edition Qing Han Ebook All Chapter PDF
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GRADUATE STUDIES
I N M AT H E M AT I C S 171
Nonlinear
Elliptic Equations
of the Second
Order
Qing Han
GRADUATE STUDIES
I N M AT H E M AT I C S 171
Nonlinear
Elliptic Equations
of the Second
Order
Qing Han
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10 9 8 7 6 5 4 3 2 1 21 20 19 18 17 16
To Yansu, Raymond, and Tommy
Contents
Preface vii
Introduction 1
Chapter 1. Linear Elliptic Equations 7
§1.1. The Maximum Principle 8
§1.2. Krylov-Safonov’s Harnack Inequality 23
§1.3. The Schauder Theory 42
v
vi Contents
The theory of nonlinear elliptic partial differential equations of the second or-
der has flourished in the past half-century. The pioneering work of de Giorgi
in 1957 opened the door to the study of general quasilinear elliptic differ-
ential equations. Since then, the nonlinear elliptic differential equation has
become a diverse subject and has found applications in science and engi-
neering. In mathematics, the development of elliptic differential equations
has influenced the development of the Riemannian geometry and complex
geometry. Meanwhile, the study of elliptic differential equations in a geo-
metric setting has provided interesting new questions with fresh insights to
old problems.
This book is written for those who have completed their study of the
linear elliptic differential equations and intend to explore the fascinating field
of nonlinear elliptic differential equations. It covers two classes of nonlinear
elliptic differential equations, quasilinear and fully nonlinear, and focuses
on two important nonlinear elliptic differential equations closely related to
geometry, the mean curvature equation and the Monge-Ampère equation.
This book presents a detailed discussion of the Dirichlet problems for
quasilinear and fully nonlinear elliptic differential equations of the second
order: quasilinear uniformly elliptic equations in arbitrary domains, mean
curvature equations in domains with nonnegative boundary mean curvature,
fully nonlinear uniformly elliptic equations in arbitrary domains, and Monge-
Ampère equations in uniformly convex domains. Global solutions of these
equations are also characterized. The choice of topics is influenced by my
personal taste. Some topics may be viewed by others as too advanced for
a graduate textbook. Among those topics are the curvature estimates for
minimal surface equations, the complex Monge-Ampère equation, and the
vii
viii Preface
Qing Han
https://doi.org/10.1090//gsm/171/01
Introduction
The primary goal of this book is to study nonlinear elliptic differential equa-
tions of the second order, with a focus on quasilinear and fully nonlinear
elliptic differential equations. Chapter 1 is a brief review of linear elliptic
differential equations. Then in Part 1 and Part 2, we study quasilinear el-
liptic differential equations and fully nonlinear elliptic differential equations,
respectively.
In Chapter 1, we review briefly three basic topics in the theory of lin-
ear elliptic equations: the maximum principle, Krylov-Safonov’s Harnack
inequality, and the Schauder theory. These topics form the foundation for
further studies of nonlinear elliptic differential equations.
Part 1 is devoted to quasilinear elliptic differential equations and consists
of three chapters.
In Chapter 2, we discuss quasilinear uniformly elliptic equations. We
derive various a priori estimates for their solutions, the estimates of the L∞ -
norms of solutions and their first derivatives by the maximum principle, and
the estimates of the Hölder semi-norms of the first derivatives by Krylov-
Safonov’s Harnack inequality. As a consequence of these estimates, we solve
the Dirichlet boundary-value problem by the method of continuity.
In Chapter 3, we discuss equations of the prescribed mean curvatures,
or the mean curvature equations. We derive various a priori estimates for
their solutions, in particular, the boundary gradient estimates, the global
gradient estimates, and the interior gradient estimates. As a consequence,
we solve the Dirichlet boundary-value problem by the method of continuity.
Difficulties in studying the mean curvature equations are due to a lack of
1
2 Introduction
|x| = 2
xi .
i=1
∂ β u = ∂1β1 · · · ∂nβn u,
and its order is |β|. For any positive integer m, we define
⎛ ⎞1
2
|∇ u| =
m ⎝ β 2⎠
|∂ u| ,
|β|=m
For a constant α ∈ (0, 1), we denote by C α (Ω) the collection of all Hölder
continuous functions in Ω with the Hölder exponent α and by C m,α (Ω) the
collection of all functions in C m (Ω) whose derivatives of order m are Hölder
continuous in Ω with the Hölder exponent α. We define the Hölder semi-
norm by
|u(x) − u(y)|
[u]C α (Ω) = sup ,
x,y∈Ω |x − y|α
x=y
Accordingly, we can define C(Ω̄), C α (Ω̄), C m (Ω̄), C m,α (Ω̄), and C ∞ (Ω̄) if
∂Ω is appropriately regular and define [ · ]C α (Ω̄) , | · |C α (Ω̄) , | · |C m (Ω̄) , and
| · |C m,α (Ω̄) similarly.
We adopt the summation convention on repeated indices throughout the
book. The general form of the linear equations of the second order is given
by
aij (x)∂ij u + bi (x)∂i u + c(x)u = f (x) in Ω,
where aij , bi , c, and f are given functions in Ω. Very often, we write deriva-
tives as ui = ∂i u and uij = ∂ij u for brevity. In this way, we can express
linear equations in the following form:
aij uij + bi ui + cu = f in Ω.
Introduction 5
Subscripts here have different meanings for coefficients and solutions. Sim-
ilarly, the general forms of the quasilinear equations and the fully nonlinear
equations of the second order are given, respectively, by
aij (x, u, ∇u)uij = f (x, u, ∇u) in Ω
and
F (x, u, ∇u, ∇2 u) = 0 in Ω.
A significant portion of the book is devoted to the derivation of a priori
estimates, where certain norms of solutions are bounded by a positive con-
stant C depending only on a set of known quantities. In a given context,
the same letter C will be used to denote different constants depending on
the same set of quantities.
https://doi.org/10.1090//gsm/171/02
Chapter 1
Linear Elliptic
Equations
In this chapter, we review briefly three basic topics in the theory of lin-
ear elliptic equations: the maximum principle, Krylov-Safonov’s Harnack
inequality, and the Schauder theory.
In Section 1.1, we review Hopf’s maximum principle. The maximum
principle is an important method to study elliptic differential equations of
the second order. In this section, we review the weak maximum principle and
the strong maximum principle and derive several forms of a priori estimates
of solutions.
In Section 1.2, we review Krylov-Safonov’s Harnack inequality. The
Harnack inequality is an important result in the theory of elliptic differential
equations of the second order and plays a fundamental role in the study of
nonlinear elliptic differential equations.
In Section 1.3, we review the Schauder theory for uniformly elliptic linear
equations. Three main topics are a priori estimates in Hölder norms, the
regularity of arbitrary solutions, and the solvability of the Dirichlet problem.
Among these topics, a priori estimates are the most fundamental and form
the basis for the existence and the regularity of solutions. We will review
both the interior Schauder theory and the global Schauder theory.
These three sections play different roles in the rest of the book. In the
study of quasilinear elliptic equations in Part 1, the maximum principle
will be used to derive estimates of derivatives up to the first order, the
Harnack inequality will be used to derive estimates of the Hölder semi-
norms of derivatives of the first order, and the Schauder theory will be used
7
8 1. Linear Elliptic Equations
Then,
max u ≤ max w ≤ max w+ ≤ max u+ + ε max eμx1 .
Ω̄ Ω̄ ∂Ω ∂Ω x∈∂Ω
We have the desired result by letting ε → 0 and using the fact that ∂Ω ⊂ Ω̄.
u(x) ≤ u(x0 ).
and
v(x) = u(x) − u(x0 ) + εw(x).
We consider w and v in D = BR \ B̄R/2 .
A direct calculation yields
Lw = e−μ|x| 4μ2 aij xi xj − 2μaij δij − 2μbi xi + c − ce−μR
2 2
≥ e−μ|x|
2
4μ2 aij xi xj − 2μ aij δij + bi xi + c ,
Proof. Set
F = sup f − , Φ = max u+ .
Ω ∂Ω
Proof. Set D = diam(Ω). For the given x0 ∈ ∂Ω, consider an exterior ball
BR (y) with B̄R (y) ∩ Ω̄ = {x0 }. Let d(x) be the distance from x to ∂BR (y);
i.e.,
d(x) = |x − y| − R.
Then, for any x ∈ Ω,
0 < d(x) < D.
Consider a C 2 -function ψ defined in [0, D), with ψ(0) = 0 and ψ > 0 in
(0, D). Set
w = ψ(d) in Ω.
We now calculate Lw. A direct calculation yields
xi − yi
∂i d(x) = ,
|x − y|
δij (xi − yi )(xj − yj )
∂ij d(x) = − .
|x − y| |x − y|3
Hence, |∇d| = 1, aij ∂i d∂j d ≥ λ, and
1 1
aij ∂ij d = aij δij − aij ∂i d∂j d
|x − y| |x − y|
nΛ λ nΛ − λ nΛ − λ
≤ − = ≤ .
|x − y| |x − y| |x − y| R
Next,
∂i w = ψ ∂i d, ∂ij w = ψ ∂i d∂j d + ψ ∂ij d.
Then,
Lw = ψ aij ∂i d∂j d + ψ (aij ∂ij d + bi ∂i d) + cψ.
16 1. Linear Elliptic Equations
b0 = sup b2i .
Ω i=1
We write this as
Lw ≤ λ ψ + aψ + b − 1,
where
nΛ − λ b0 1
a= + , b= .
λR λ λ
We need to find a function ψ in [0, D) such that
ψ + aψ + b = 0 in (0, D),
ψ < 0, ψ > 0 in (0, D), and ψ(0) = 0.
First, general solutions of the ordinary differential equation above are given
by
b C2 −ad
ψ(d) = − d + C1 − e ,
a a
for some constants C1 and C2 . For ψ(0) = 0, we need C1 = C2 /a. Hence
we have, for some constant C,
b C
ψ(d) = − d + (1 − e−ad ),
a a
which implies
b b
ψ (d) = Ce−ad − = e−ad C − ead ,
a a
ψ (d) = −Cae−ad .
b aD
In order to have ψ > 0 in (0, D), we need C ≥ e . Then, ψ > 0 in
a
(0, D), and hence ψ > ψ(0) = 0 in (0, D). Therefore, we take
b b
ψ(d) = − d + 2 eaD (1 − e−ad )
a
a
b 1 aD −ad
= e (1 − e ) − d .
a a
Such a ψ satisfies all the requirements we imposed.
Proof. Set
L0 = aij ∂ij + bi ∂i .
Then, L0 u = f − cu in Ω. Let w = wx0 be the function in Lemma 1.1.11 for
L0 , i.e.,
L0 w ≤ −1 in Ω,
and, for any x ∈ ∂Ω \ {x0 },
w(x0 ) = 0, w(x) > 0.
We set
F = sup |f − cu|, Φ = max |ϕ|.
Ω ∂Ω
Then,
L0 (±u) ≥ −F in Ω.
Let ε be an arbitrary positive constant. By the continuity of ϕ at x0 , there
exists a positive constant δ such that, for any x ∈ ∂Ω ∩ Bδ (x0 ),
|ϕ(x) − ϕ(x0 )| ≤ ε.
We then choose K sufficiently large so that K ≥ F and
Kw ≥ 2Φ on ∂Ω \ Bδ (x0 ).
We point out that K depends on ε through the positive lower bound of w
on ∂Ω \ Bδ (x0 ). Then,
L0 (Kw) ≤ −F in Ω,
and
|ϕ − ϕ(x0 )| ≤ ε + Kw on ∂Ω.
18 1. Linear Elliptic Equations
Therefore,
L0 ± (u − ϕ(x0 )) ≥ L0 (ε + Kw) in Ω,
± u − ϕ(x0 ) ≤ ε + Kw on ∂Ω.
|u − ϕ(x0 )| ≤ ε + Kw in Ω.
Note that the second term in the right-hand side converges to zero as x → x0 .
Then, there exists a positive constant δ < δ such that
Remark 1.1.13. It is clear from the proof that Theorem 1.1.12 is a local
result. If we assume that ϕ is continuous at x0 ∈ ∂Ω and, in addition, u
is bounded in a neighborhood of x0 , then we can estimate the modulus of
continuity of u at x0 .
Lu = f in Ω,
u=ϕ on ∂Ω,
Proof. Set
L0 = aij ∂ij + bi ∂i .
Then, L0 u = f − cu in Ω. By setting v = u − ϕ, we have
L0 v = f − cu − L0 ϕ in Ω,
v = 0 on ∂Ω.
Next, we set
F = sup |f − cu − L0 ϕ|.
Ω
Then,
L0 (±v) ≥ −F in Ω,
±v = 0 on ∂Ω.
Let w = wx0 be the function in Lemma 1.1.11 for L0 , i.e.,
L0 w ≤ −1 in Ω,
and, for any x ∈ ∂Ω \ {x0 },
w(x0 ) = 0, w(x) > 0.
Then,
L0 (±v) ≥ L0 (F w) in Ω,
±v ≤ F w on ∂Ω.
By the maximum principle, we have ±v ≤ F w in Ω, and hence
|v| ≤ F w in Ω.
With v = u − ϕ and u(x0 ) = ϕ(x0 ), we obtain
|u − u(x0 )| ≤ |u − ϕ| + |ϕ − ϕ(x0 )| ≤ F w + |ϕ − ϕ(x0 )|.
This implies the desired result.
Language: English
OF THE LIFE
OF
INTERSPERSED WITH
WITH
AN APPENDIX,
CONTAINING
BY WILLIAM BARTON, M. A.
COUNSELLOR AT LAW;
Member of the American Philosophical Society, the Mass. Hist. Society, and the
Royal Economical Society of Valencia, in Spain.
PHILADELPHIA:
PUBLISHED BY EDWARD PARKER, NO. 178, MARKET-STREET.
1813.
DISTRICT OF PENNSYLVANIA, TO WIT:
BE IT REMEMBERED, That on the ninth day of October, in the
thirty-eighth year of the independence of the United States of
America, A. D. 1813, William Barton of the said district, hath
deposited in this office the Title of a book, the right whereof he
claims as Author, in the words following, to wit:
“Memoirs of the Life of David Rittenhouse, L. L. D. F.R.S, late
President of the American Philosophical Society, &c. Interspersed
with various notices of many distinguished men: with an Appendix,
containing sundry philosophical and other papers, most of which
have not hitherto been published. By William Barton, M. A.
Counsellor at Law; Member of the American Philosophical Society,
the Mass. Hist. Society, and the Royal Economical Society of
Valencia, in Spain.”
In conformity to the act of the Congress of the United States,
intituled, “An act for the encouragement of learning, by securing the
copies of maps, charts and books, to the authors and proprietors of
such copies during the times therein mentioned.”—And also to the
act entitled, “An act supplementary to an act, entitled, “An act for the
encouragement of learning, by securing the copies of maps, charts,
and books, to the authors and proprietors of such copies during the
times therein mentioned,” and extending the benefits thereof to the
arts of designing, engraving, and etching historical and other prints.”
D. CALDWELL,
Clerk of the District of Pennsylvania.
PREFACE.
In the adoption of this plan, the writer has been chiefly influenced
by a desire to illustrate the history, genius and character of the times,
which his Memoirs embrace; together with the progress and
improvement of literature, science and the arts, within the same
compass, more especially in this country; and this consideration has
obviously led him to introduce, in conjunction with those objects, as
well as with the Life of the great American Philosopher, various
notices of many persons distinguished for their talents and merit, not
only in our own time, but at different periods in the annals of science.
He has thought it right to rescue from oblivion—to commemorate in
this way, if not to consecrate, the names of some men in this country,
more especially, who deserve to be ranked among the worthies of
America. All this the writer has done, too, in conformity to the mode
prosecuted by some of the most judicious biographers and
memorialists, together with other writers of the same class: It is
believed to be a manner of treating the interesting subjects, on which
the pens of such authors have been employed, which, while it
renders their works more pleasing, greatly increases their
usefulness.—If, therefore, some of the matter which has been
introduced into the present work should, at first sight, appear
irrelative, and even unimportant, the Memorialist nevertheless
flatters himself, that, on reflection, nothing will be deemed really so,
how remotely soever it may seem, on a transient view of the subject,
to be connected with the principal design of the undertaking;
provided it has a tendency to illustrate the great objects he was
desirous of accomplishing.[I1]
Lancaster, in Pennsylvania,
April 11, 1813.
The meed of applause which may be sometimes, and too often is,
bestowed on meretricious worth, is ever unsteady and fleeting. The
pseudo-patriot may happen to enjoy a transient popularity; false
philosophy may, for a while, delude, if not corrupt, the minds of an
unthinking multitude; and specious theories in every department of
science,—unsupported by experience and untenable on principles of
sound reason,—may give to their projectors a short-lived reputation:
But the celebrity which is coveted by the man of a noble and
generous spirit,—that estimable species of fame, which alone can
survive such ephemera of error as are often engendered by the
vanity of the individual and nurtured by the follies or vices of the
many,—must ever rest on the permanent foundation of truth,
knowledge and beneficence.
While, therefore, the mind may view, with a sort of admiration, the
achievements of a magnanimous soldier, it turns with indignation
from the atrocities of a military tyrant: and at the same time that it
may be induced to contemplate even with complacency, at the first
view, the plausible, yet groundless speculations of ingenious
theorists, in matters of science,—still the fallacy of their systems,
when developed by experience, strips them of all their tinseled glare
of merit. Thus, too, the applause which the world justly attaches to
the character of a patriot-hero, deserts the unprincipled ruffian-
warrior, however valiant and successful he may prove: In like
manner, reason and experience expose to the censure of the good
and the derision of the wise, the deleterious doctrines of
metaphysical statesmen and philosophers.[2] Such estimable
qualities as they may possess, in either character, are merged in the
mischievous or base ones, with which they are combined: thus,
infamy or contempt eventually become the merited portion of crime
or of folly, as either one or the other may prevail. A Cæsar,[3] a
Cromwell and a Robespierre, with other scourges of mankind, of like
character, will therefore be viewed as objects of execration by
posterity, while the memories of an Alfred, a Nassau, and a
Washington—a Chatham, a Burke, and an Ames,—will be
venerated, to the latest posterity.