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Bounded discontinuous elliptic coefficients need not give H2 solutions

Statement refuted

Assume Countable Choice. Bounded measurable uniformly elliptic coefficients together with f=0 force every H1 weak solution of −(aijDju)i′=f into Hloc2, without any regularity hypothesis on the coefficients.

Facts & Assumptions

Given: The interval Ω=(−1,1); the coefficient a(x)={1,x<0,2,x>0, the primitive-shaped function u(x)={x,x<0,x/2,x>0, and the operator Lu=−(au′)′, so that a11=a and b=c=0.

[F1]

A class u∈H1(−1,1) is a local weak solution of Lu=0 on (−1,1) if ∫−11a u′ v′‾ dx=0 for every v∈Cc∞(−1,1). (Local weak solutions of a divergence-form operator, Uniformly elliptic divergence-form operators and their sesquilinear forms)

[F2]

The coefficient a is measurable and bounded with 1≤a≤2, so ∣a11∣≤Ma=2, and Re⁡(a11ξξ‾)=a∣ξ∣2≥∣ξ∣2 for all ξ∈C; hence L is uniformly elliptic with θ=1, Ma=2, Mb=Mc=0. (Uniformly elliptic divergence-form operators and their sesquilinear forms)

[F3]

The Heaviside class H=1(0,∞) on I=(−1,1) has no weak derivative in Lloc1(I): if v∈Lloc1(I) satisfied the weak-derivative identity ∫IHφ′ dx=−∫Ivφ dx for every φ∈Cc∞(I), then the fundamental theorem of calculus would give ∫Ivφ dx=φ(0) for every test φ, whereas the shrinking bumps φϵ(x)=η(x/ϵ) (with η the published smooth bump equal to 1 on [−1/2,1/2] and supported in (−1,1)) satisfy φϵ(0)=1 and ∣∫Ivφϵ dx∣≤∫[−ϵ,ϵ]∣v∣ dx→0 as ϵ↓0 by absolute continuity of the integral; this contradiction shows that no locally integrable function represents the distributional derivative, which is the Dirac mass at 0 on I. (Weak derivative of a locally integrable function, Absolute continuity of the integral, A smooth bump between concentric Euclidean balls)

[F4]

The weak derivative is characterized by ∫uφ′=−∫u′φ for every compactly supported smooth test. Integrating the displayed piecewise formula for u by parts on (−1,0) and (0,1) gives u′=1 on (−1,0) and u′=1/2 on (0,1), with no point mass because u is continuous at 0. Weak differentiation is linear in the class: if a class has a weak derivative in Lloc1, every linear combination with constant coefficients has the corresponding linear combination of weak derivatives. (Weak derivative of a locally integrable function)

[F5]

Assume Countable Choice. If u∈Hloc2(−1,1), then its first weak derivative u′ has a weak derivative in Lloc2, and that weak derivative is the distributional second derivative of u. (Weak derivative of a locally integrable function, The notation Hk and the reserved zero-boundary symbol)

Counterexample

1.1F4givenalgebra

The solution class and its derivative. By [F4], integration by parts on the two half-intervals gives the weak derivative u′(x)=1 for x<0 and u′(x)=1/2 for x>0; the boundary terms at 0 cancel because u is continuous there. Both u and u′ lie in L2(−1,1), so u∈H1(−1,1), and equivalently u′=1−121(0,∞) almost everywhere.

2.1F1step 1.1algebra

The weak equation with zero datum. Since au′≡1 by step 1.1, for every v∈Cc∞(−1,1) one has ∫−11a u′ v′‾ dx=∫−11v′‾ dx=0, the last integral vanishing because v is compactly supported. Hence u is a local weak solution of −(au′)′=0 on (−1,1) by [F1].

2.2F3F4F5step 1.1algebra

Failure of H2 membership. Suppose u∈Hloc2(−1,1); by [F5] the weak derivative u′ then has a weak derivative w∈Lloc2(−1,1)⊆Lloc1(−1,1). By step 1.1, 1(0,∞)=2(1−u′) a.e., so by linearity of weak differentiation [F4] the Heaviside class would have the locally integrable weak derivative −2w, contradicting [F3]. Hence u∉H2(−1,1), and the distributional second derivative of u is the measure −12δ0 rather than an L2 function.

3.1F2F3F4step 2.1step 2.2algebra∎

Sharpness of the W1,∞ hypothesis and the flux. By [F2] the operator is uniformly elliptic with bounded measurable coefficients, and by step 2.1 it has the H1 weak solution u∉H2 with datum 0; since a=1+1(0,∞), [F3] and linearity of weak differentiation [F4] show that a has no locally integrable weak derivative either, so a∉Wloc1,∞(−1,1). Therefore bounded measurability of the coefficients cannot replace the Lipschitz hypothesis aij∈W1,∞(Ω), with a global derivative bound, of Interior H2 regularity for divergence-form equations. Moreover u′ jumps from 1 to 1/2 at 0 while the flux au′ is identically 1 on both sides: the quantity continuous across the interface is the flux, not the derivative.

Source notes

Hunter's discussion of composite media (printed p. 120) introduces discontinuous coefficients with continuity of the flux across the interface; Teschl's Lemma 10.16 (printed p. 240) assumes A∈W1,∞ and is therefore not available here. The failure is exhibited at the level of the weak derivative: the coefficient commutator of the differentiated equation is a measure rather than an L2 function, so the difference-quotient method of the interior theorem stops exactly at the interface.

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