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Boundary H2 regularity needs domain regularity

Statement refuted

Assume Countable Choice. In the global H2 Dirichlet theorem the bounded C2 boundary hypothesis can be replaced by mere Lipschitz regularity: on every bounded Lipschitz domain in R2, every zero-boundary weak solution of −Δu=f with f∈L2 lies in H2(Ω).

The reentrant-sector factor v=rπ/ωsin⁡(πθ/ω) is in H1(Sω)∖H2(Sω) and is locally weakly harmonic. Multiplying it by a smooth cutoff equal to 1 near the vertex and 0 near the circular boundary gives a zero-boundary weak solution with L2 forcing that is still not in H2.

Facts & Assumptions

Given: A number ω∈(π,2π), the reentrant sector Sω={(rcos⁡θ,rsin⁡θ):0<r<1, 0<θ<ω}, the exponent α=π/ω∈(0,1), the singular harmonic function v(r,θ)=rαsin⁡(αθ), and a smooth cutoff χ on R2 that equals 1 on B1/2(0) and is supported in B3/4(0). Put u=χv on Sω.

[F1]

For g∈Lloc2(Sω), a class w∈H1(Sω) is a local weak solution of −Δw=g if ∫Sω∇w⋅∇φ‾ dx=∫Sωgφ‾ dx for every φ∈Cc∞(Sω); if also g∈L2(Sω) and w∈H01(Sω), density extends this identity to every H01 test and gives the zero-boundary weak Dirichlet solution. (Local weak solutions of a divergence-form operator, Weak Dirichlet solutions for a divergence-form operator, Zero-boundary Sobolev space as a norm closure)

[F2]

Assume Countable Choice. If a,b∈W1,2(U) on an open set U⊆Rn and at least one of them is compactly supported in U, then ∫Ua Dib dx=−∫Ub Dia dx for every coordinate i, bilinearly and absolutely convergently. (Integration by parts for dual-exponent Sobolev functions)

[F3]

For every C2 function w on an open subset of the punctured plane, the chain rule applied to x=rcos⁡θ, y=rsin⁡θ gives wxx+wyy=wrr+1rwr+1r2wθθ, because rx2+ry2=1, θx2+θy2=r−2, rxθx+ryθy=0, rxx+ryy=r−1 and θxx+θyy=0 where r>0. (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a))

[F4]

The polar-coordinate formula ∫Sωf dx=∫0ω∫01f(rcos⁡θ,rsin⁡θ) r dr dθ holds for every integrable f. (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma)

[F5]

Sω is a bounded Lipschitz domain: after rotating the exterior angle bisector to the upward vertical direction, its boundary near the vertex is the graph of the Lipschitz function t↦cot⁡((2π−ω)/2)∣t∣ and Sω is the region below that graph. At the vertex the boundary is not the graph of any C1 function: the two radial edges meet there at interior angle ω>π, so the defining chart condition of a bounded C1 (hence C1,1 or C2) domain fails. The circular arc is smooth, and at its two intersections with the radial edges the pieces meet transversely, giving ordinary Lipschitz corner charts. (Bounded C^k domains and boundary charts)

[F6]

The coefficients of −Δ are aij=δij, b=c=0 and the ellipticity constant is θ=1. (Uniformly elliptic divergence-form operators and their sesquilinear forms)

[F7]

Smooth cutoffs exist for χ, the radial truncations ρϵ and the angular truncations ηδ: the ball bump is used for χ, and the compact-set bump supplies the one-dimensional cutoffs on radial and angular intervals. (A smooth bump between concentric Euclidean balls, A Euclidean bump for a compact set inside an open set)

[F8]

On a bounded C2 domain in dimension n≥2, every weak solution u∈H01(Ω) of −Δu=f with f∈L2(Ω) lies in H2(Ω) with ∥u∥H2≤C(∥f∥L2+∥u∥L2). (Global H2 Dirichlet regularity)

Counterexample

1.1F3algebragiven

The singular factor is harmonic. For v=rαsin⁡(αθ) one has vrr=α(α−1)rα−2sin⁡(αθ), vr=αrα−1sin⁡(αθ) and vθθ=−α2rαsin⁡(αθ); substituting into the polar formula of [F3] gives Δv=(α(α−1)+α−α2)rα−2sin⁡(αθ)=0. It vanishes on both radial edges.

1.2F4F7algebra

The cutoff solution lies in H01. The cutoff u=χv has the same H1 singularity near 0, is zero near r=1, and vanishes on the two radial edges. For ϵ>0 choose a smooth radial cutoff ρϵ that is zero for r≤ϵ, one for r≥2ϵ, and satisfies ∣Dρϵ∣≤C/ϵ. For δ>0 choose a smooth angular cutoff ηδ that vanishes within angular distance δ of the two radial edges, equals one beyond distance 2δ, and satisfies ∣Dηδ∣≤C/(rδ) in its transition strips. Then uϵ,δ=ρϵηδu lies in Cc∞(Sω). Near the vertex ∣u∣≤Crα and ∣Du∣≤Crα−1, so polar integration bounds the squared H1 error from ρϵ by Cϵ2α. For fixed ϵ, the error from ηδ tends to zero as δ↓0: near each edge ∣u∣≤Crαd(θ) and ∣Du∣≤Crα−1, and the derivative-cutoff term has squared integral at most Cϵδ. Choose δ=δ(ϵ) so this second error tends to zero as ϵ↓0. Thus uϵ,δ(ϵ)→u in H1, proving u∈H01(Sω).

2.1F4step 1.1algebra

The singular factor lies in H1 but not H2. Its polar derivatives give ∣∇v∣2=α2r2α−2 and ∣v∣≤rα, so by [F4] ∫Sω(∣v∣2+∣∇v∣2) dx≤ω(12α+2+α22α)<∞. Thus v∈H1(Sω). Its radial second derivative has squared integral ∫Sω∣vrr∣2 dx=α2(1−α)2(∫0ωsin⁡2(αθ) dθ)(∫01r2α−3 dr)=+∞, since 0<α<1. If all Cartesian second derivatives were in L2, then vrr=D2v[er,er] would be in L2 as well (the radial direction er is a unit vector), a contradiction. Hence v∉H2(Sω).

2.2F3F7step 1.1algebra

The forcing is square-integrable. The function u=χv is smooth in the sector, and f:=−Δu vanishes wherever χ is constant because Δv=0. The derivatives of χ are supported in the annulus 1/2≤r≤3/4, where v and its derivatives are bounded. Therefore f∈L2(Sω).

3.1F1step 1.1step 2.1algebra

The uncut factor is locally weakly harmonic. For any φ∈Cc∞(Sω), its support lies in a compact subset of the open sector where v is smooth. Integration by parts there and Δv=0 give ∫Sω∇v⋅∇φ‾ dx=0. Thus v is the local weak solution recorded in the statement.

3.2F1F2F5F6step 1.2step 2.2algebra

The weak equation and boundary condition. For every φ∈Cc∞(Sω), integration by parts on a neighborhood of its compact support gives ∫Sω∇u⋅∇φ‾ dx=∫Sωfφ‾ dx. By step 1.2, u∈H01(Sω); both sides are continuous in the H01 norm because f∈L2 and the principal form is bounded. Density extends the identity to every H01 test. Thus u is a zero-boundary weak Dirichlet solution of −Δu=f.

3.3F4step 2.1step 2.2algebra

Failure of H2. On B1/2(0)∩Sω, u=v, so the divergent radial second-derivative integral of step 2.1 also occurs for u. As there urr=D2u[er,er], this precludes u∈H2(Sω).

4.1F5F8step 1.2step 2.2step 3.2step 3.3algebra∎

Lipschitz is not enough. By [F5], Sω is bounded Lipschitz but not C1 at its vertex. Steps 1.2 and 2.2--3.2 give a zero-boundary weak solution with f∈L2, while step 3.3 shows that it is not in H2. The C2 hypothesis of [F8] therefore cannot be replaced by Lipschitz regularity, even for the Laplacian, smooth forcing and zero boundary data.

Source notes

This is [T] Example 10.1 (printed p. 242) with the sector angle ω>π and the singular exponent α=π/ω; Teschl uses it to show u∉H2(Sω). Laugesen's Theorem 5.10 (printed p. 112) is the global estimate under a C2 boundary hypothesis. The scaffold's statements of the local weak solution and of the IBP lemma are realised here by the C_c^\infty definition and the published Sobolev integration-by-parts lemma, so no boundary-smoothness theorem is used in verifying the weak equation.

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