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Measurable coefficients with a Holder-regular weak solution

Example

Example. On the annulus Ω={x∈R2:14<∣x∣<1} let a(x)={1,∣x∣≤12,4,∣x∣>12,u(x)={log⁡∣x∣,14<∣x∣≤12,14log⁡∣x∣−34log⁡2,12<∣x∣<1. Then a is measurable, bounded and uniformly elliptic on Ω with θ=1 and Ma=4, and u∈H1(Ω)∩C0,1(Ω) is continuous across ∣x∣=12 but has a discontinuous radial derivative there (it drops from 2 to 12), so u∉C1(Ω). The a.e. flux a∇u has the smooth representative x/∣x∣2 on Ω, which is divergence-free, and it realizes u as a weak solution of −div⁡(a∇u)=0 in the local sense of Local weak solutions of a divergence-form operator. The coefficient is not continuous, yet u is Holder continuous of every exponent α<1, in accordance with De Giorgi-Nash interior Holder regularity for divergence-form equations; the example also shows that this conclusion cannot be improved to C1.

Facts & Assumptions

Given: The Axiom of Choice and Countable Choice; the annulus Ω={x∈R2:14<∣x∣<1}; the radial coefficient a equal to 1 for ∣x∣<12 and 4 for ∣x∣>12; and the radial function u defined by the two displayed formulas.

[F1]

Uniform ellipticity and boundedness: a is measurable, 1≤a≤4 on Ω, and the matrix A=a Id satisfies ∣ξ∣2≤⟨A(x)ξ,ξ⟩≤16∣ξ∣2 for all ξ∈R2, so the ellipticity constant is θ=1 and the coefficient bound is Ma=4 in the convention of Uniformly elliptic divergence-form operators and their sesquilinear forms (The notation Hk and the reserved zero-boundary symbol).

[F2]

Regularity of the pieces: on each of the open annuli U1={14<∣x∣<12} and U2={12<∣x∣<1} the function u is smooth and radial, with ∇u=1r∂u∂rx and ∂ru=1/r on U1, ∂ru=1/(4r) on U2; the glued function lies in H1(Ω) with these a.e. gradients. Indeed u=G(∣x∣), where G(t)=−log⁡4 for t≤1/4, G(t)=log⁡t for 1/4<t≤1/2, and G(t)=14log⁡t−34log⁡2 for t>1/2. This is a globally 4-Lipschitz scalar function. Since x↦∣x∣ is smooth on Ω‾ with gradient x/∣x∣ and belongs to H1(Ω), the Sobolev chain rule establishes the asserted membership and gradient (Chain rule for globally Lipschitz scalar maps of Sobolev functions) (Weak derivative of a locally integrable function, Holder's inequality for integrals, including the endpoint cases).

[F3]

Continuity and differentiability across the interface: at ∣x∣=12 the first formula gives log⁡12=−log⁡2 and the second gives 14log⁡12−34log⁡2=−log⁡2, so u is continuous there; the radial derivative is 2 from the inner side and 12 from the outer side, so the derivative is discontinuous and u∉C1(Ω), while Ω is bounded away from the origin in polar coordinates, so u is Lipschitz and hence Holder of every exponent α<1 (Local Hölder and scaled C-two-alpha norms on balls).

[F4]

The flux: a∇u=x/∣x∣2 a.e. on Ω, because a(r)∂ru(r)=1/r for both branches of a and of u; the field x/∣x∣2 is smooth on Ω, div⁡(x/∣x∣2)=0 there, and x/∣x∣2=∇log⁡∣x∣ (Local weak solutions of a divergence-form operator).

[F5]

Local weak solutions: u∈H1(Ω) is a local weak solution of −div⁡(a∇u)=0 when ∫Ωa(x)∇u⋅∇v dx=0 for every v∈H01(Ω); the De Giorgi-Nash theorem gives, for such a solution with measurable uniformly elliptic coefficients, a Holder representative with exponent depending only on n,θ,Ma (Local weak solutions of a divergence-form operator, De Giorgi-Nash interior Holder regularity for divergence-form equations).

Verification

1.1givenF1

The coefficient satisfies the structural hypotheses. By [F1] the coefficient is measurable, bounded by 4 and bounded below by 1, so the associated divergence-form operator with A=a Id is uniformly elliptic with θ=1 and Ma=4; in particular the hypotheses of the De Giorgi-Nash theorem are satisfied although a is not continuous.

2.1step 1.1F2F3F4F5

The flux is divergence-free and realizes the weak equation. By [F2]-[F4], a∇u=x/∣x∣2 a.e. on Ω. This smooth field has divergence 2/∣x∣2−2∣x∣2/∣x∣4=0. For v∈Cc∞(Ω), integration by parts therefore gives ∫Ωa∇u⋅∇v=0. Approximate an arbitrary v∈H01(Ω) by these compact smooth tests; Cauchy--Schwarz passes the integral because x/∣x∣2∈L2(Ω). Thus the identity holds for every H01 test; hence u is a local weak solution of −div⁡(a∇u)=0 in the sense of [F5].

3.1step 2.1F3F5∎

The conclusions about regularity. Since u is Lipschitz on Ω by [F3], it is Holder continuous of every exponent α<1, consistently with the De Giorgi-Nash conclusion but with no C1 regularity: the radial derivative jumps from 2 to 12 at ∣x∣=12, so u∉C1(Ω); the example therefore exhibits a weak solution whose regularity comes from the structure constants alone, while the measurable coefficient fails to be continuous. All verifications use the explicit formulas and the cited interface items, with no choice principle beyond the declared Axiom of Choice and Countable Choice.

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