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Global Schauder regularity for the weak Dirichlet Laplacian

Statement

Assume the Axiom of Choice together with Countable Choice. Let n≥2, 0<α<1, let Ω be a bounded C2,α domain, let f∈C0,α(Ωˉ) and g∈C2,α(Ωˉ). Then the weak Dirichlet problem −Δu=f in Ω, u=g on ∂Ω (understood as u−g∈H01(Ω)) has exactly one solution u∈H1(Ω), and this solution belongs to C2,α(Ωˉ), satisfies −Δu=f pointwise in Ω and u=g on ∂Ω, and obeys ∥u∥C2,α(Ωˉ)≤C(∥f∥C0,α(Ωˉ)+∥g∥C2,α(Ωˉ)) with C=C(n,α,Ω). This supplies the Laplace base point of the continuity method rather than assuming it.

Facts & Assumptions

Given: the Axiom of Choice and Countable Choice, n≥2, 0<α<1, the bounded C2,α domain Ω, and f∈C0,α(Ωˉ), g∈C2,α(Ωˉ).

[A1]

The proof assumes the Axiom of Choice and Countable Choice. Countable Choice is inherited by the measure and approximation interfaces; the Axiom of Choice is inherited by weak existence through its Poincaré supplier, and by the extension, trace, embedding, regularity and compactness interfaces. (The Axiom of Choice, The Axiom of Countable Choice (ACω))

[F1]

Weak formulation and solvability: the weak Dirichlet problem is the problem of u∈H1(Ω) with u−g∈H01(Ω) and ∫Ω∇u⋅∇φ=∫Ωfφ for every φ∈H01(Ω), where g∈C2,α(Ωˉ) belongs to H1(Ω) and its trace g∣∂Ω lies in H1/2(∂Ω) by The sharp trace theorem: boundedness and range in the fractional space with p=2; The Lp trace operator on a bounded C1 domain identifies the trace with the classical boundary restriction. By The inhomogeneous weak Dirichlet problem by a trace lifting the problem has exactly one solution u∈H1(Ω); for the zero-boundary problem the solution is the one of Existence and uniqueness for the weak Dirichlet Poisson problem. The kernel of the trace is H01(Ω) (The kernel of the trace is the closure of the test functions), and for a continuous function on Ωˉ the Sobolev trace equals its boundary restriction (The trace agrees with classical restriction for continuous Sobolev functions).

[F2]

Extension of H"older data: every F∈C0,α(Ωˉ) extends to a compactly supported F♯∈Cc0,α(Rn) with ∥F♯∥C0,α(Rn)≤C(Ω,α)∥F∥C0,α(Ωˉ): for real-valued F take the McShane extension F♯(x)=inf⁡y∈Ωˉ(F(y)+[F]0,α∣x−y∣α) and multiply by a fixed cutoff equal to 1 on a neighbourhood of Ωˉ; complex-valued data are extended componentwise. The inequality (a+b)α≤aα+bα gives ∣∣x−y∣α−∣x′−y∣α∣≤∣x−x′∣α; taking infima proves the extension Hölder bound, and the original Hölder inequality makes the infimum equal to F(x) when x∈Ωˉ. Multiplication by the fixed smooth cutoff preserves the bound up to its fixed constant.

[F3]

Mollification smooths and controls: for a mollifier ρε, the convolutions Fε:=F♯∗ρε lie in Cc∞(Rn) with sup⁡∣Fε∣≤sup⁡∣F♯∣, [Fε]0,α≤[F♯]0,α and Fε→F♯ uniformly on compact sets, in particular on Ωˉ. (Convolution with a mollifier is smooth, and derivatives pass under the integral sign)

[F4]

Weak-to-strong global regularity (Weak global W2,p regularity for the Dirichlet Laplacian): if p>n, Ω is a bounded C2,α domain and w∈H01(Ω) is a weak solution of −Δw=h with h∈Lp(Ω), then w∈W2,p(Ω)∩W01,p(Ω) and ∥w∥W2,p≤C(∥h∥Lp+∥w∥Lp) with C=C(n,p,Ω).

[F5]

Higher-order Sobolev embedding (Higher-order Sobolev embedding): on the bounded extension domain Ω (Bounded C^k domains admit integer-order Sobolev extension), for k≥1 and 1≤q<∞, if kq<n then Wk,q↪Lr for r≤nq/(n−kq), if kq=n then Wk,q↪Lr for every finite r, and if kq>n then there are Cm,β representatives for m+β<k−n/q. In particular W2,qi↪Lqi+1 at each subcritical exponent in step 4.1, and for p>n, W2,p(Ω) embeds in C1,γ(Ωˉ) for every 0<γ<1−n/p, with norm bounded by a constant times ∥w∥W2,p.

[F6]

Interior regularity for smooth forcing: if h∈Cc∞(Rn) then Nh∈C∞(Rn) and −ΔNh=h: after writing Nh(x)=∫Φ(z)h(x−z)dz, differentiation falls on h, whose translated supports for x in a compact set lie in one bounded set. Local integrability of Φ dominates every such differentiated integrand, so DβNh=N(Dβh) for all β; and if v is locally integrable and weakly harmonic on an open set, then v is represented by a smooth function there. (Newtonian potential of compactly supported data, Newtonian potentials solve the distributional Poisson equation, Hölder data give a classical Newtonian solution, Locally integrable weakly harmonic functions are smooth)

[F7]

Maximum principle and barrier (Weak maximum principle for the laplacian): if v∈C2(Ω)∩C(Ωˉ) and Δv≥0 then max⁡Ωˉv=max⁡∂Ωv. If Ω⊆BR(x0) and q(x):=M(R2−∣x−x0∣2)/(2n), then Δq=−M and q≥0 on Ωˉ.

[F8]

Boundary Schauder estimate (Boundary Schauder estimate for the Dirichlet problem): if v∈C2(Ω)∩C0(Ωˉ) satisfies Δv=h pointwise with h∈C0,α(Ωˉ) and v=0 on ∂Ω, then ∥v∥C2,α(Ωˉ)≤C(∥v∥C0(Ω)+∥h∥C0,α(Ωˉ)) with C=C(n,α,Ω) (the coefficients are constant, so λ=Λ=1, K=M=0).

[F9]

A pointwise bounded equicontinuous sequence of continuous maps from the compact metric space Ωˉ to a finite-dimensional Euclidean space has a uniformly convergent subsequence (Real and finite-dimensional Euclidean Ascoli–Arzelà criteria). The identification of uniform limits of derivatives is proved locally in step 6.1, using the fundamental theorem of calculus on balls compactly contained in Ω; the uniform Holder bound for the Hessians passes to the limit pointwise.

Proof

technique · direct
1.1F1givenalgebraA1

Reduction to zero boundary values. Put F:=f+Δg on Ωˉ. Since g∈C2,α(Ωˉ) and Δg∈C0,α(Ωˉ), one has F∈C0,α(Ωˉ) with ∥F∥C0,α≤∥f∥C0,α+C(Ω)∥g∥C2,α. If u is the weak solution of the problem of [F1], then w:=u−g lies in H01(Ω) and, for every φ∈H01(Ω), ∫∇w⋅∇φ=∫∇u⋅∇φ−∫∇g⋅∇φ=∫fφ+∫Δg φ=∫Fφ, the middle identity for g being the weak form of −Δg for C2 functions (approximate φ by Cc∞ functions and integrate by parts). So w is a weak solution of the zero-boundary problem −Δw=F; conversely, if such a w is shown to be C2,α up to the boundary with w=0 on ∂Ω, then u=w+g is the required solution. It suffices to prove the zero-boundary statement for F∈C0,α(Ωˉ): find w∈H01(Ω) with −Δw=F weakly, w∈C2,α(Ωˉ) and ∥w∥C2,α≤C∥F∥C0,α.

2.1F2F3step 1.1algebra

Extending and mollifying the data. By [F2] extend F to F♯∈Cc0,α(Rn) with ∥F♯∥C0,α≤C1∥F∥C0,α(Ωˉ), and put Fε:=F♯∗ρε as in [F3]; then M:=sup⁡ε∥Fε∥∞≤∥F♯∥∞≤C1∥F∥C0,α(Ωˉ) and sup⁡ε[Fε]0,α≤C1∥F∥C0,α(Ωˉ), while Fε→F uniformly on Ωˉ.

3.1F1step 2.1algebra

The approximating weak solutions and the initial energy bound. Choose p>n, for instance p=n+1. For each ε, Fε∣Ω∈Lp(Ω)⊂H−1(Ω), so [F1] gives a unique weak solution wε∈H01(Ω) of −Δwε=Fε. Testing the weak equation with wε (or its complex conjugate) and using Poincar'e gives ∥wε∥H1≤C∥Fε∥L2≤C∥F∥C0,α, uniformly in ε.

4.1F1F4F5step 2.1step 3.1algebra

Uniform W2,p bound, including the Lp term. Use the finite-exponent bootstrap in the proof of [F4], not just its final a priori estimate. For n>2 set q0=min⁡{p,2n/(n−2)}; for n=2 set q0=p. The energy estimate of step 3.1 and the first-order Sobolev embedding control ∥wε∥Lq0. The supplier proof chooses a fixed shift λ and a finite list q0≤q1<⋯<qm=p (with no further step when q0=p), where qi+1=min⁡{p,nqi/(n−2qi)} while 2qi<n, and qi+1=p once 2qi≥n. At the first exponent, the shifted strong-solvability estimate for (λ−Δ)z=Fε+λwε, together with energy uniqueness, identifies z=wε and bounds ∥wε∥W2,q0 by C(∥Fε∥Lq0+∥wε∥Lq0). At each later exponent qi+1, the embedding in [F5] bounds ∥wε∥Lqi+1 by the preceding W2,qi norm; the next shifted estimate and energy uniqueness then give the W2,qi+1 bound. Every ∥Fε∥Lqi is bounded by C∥F∥C0,α, and the list is finite, so induction gives ∥wε∥W2,p≤C(∥Fε∥Lp+∥wε∥H1)≤C∥F∥C0,α, uniformly in ε. This controls the Lp(wε) term left explicit in the supplier's final a priori estimate. Applying [F5] with k=2, p>n, each wε has a C1,γ(Ωˉ) representative, for any fixed 0<γ<1−n/p, with uniformly bounded norm. Its trace is zero because wε∈H01(Ω); [F1] identifies this trace with the boundary values of the continuous representative.

4.2F6step 3.1algebra

Interior smoothness. Fix a point x0∈Ω and a ball B⋐Ω around it. The function Fε is smooth near Bˉ; choose θ∈Cc∞(Ω) with θ=1 on a neighbourhood of Bˉ and set Hε:=θFε, a compactly supported smooth function. By [F6], NHε∈C∞(Rn) and −ΔNHε=Hε=Fε on B. Hence Δ(wε−NHε)=0 weakly on B: for every φ∈Cc∞(B), ∫∇(wε−NHε)⋅∇φ=∫Fεφ−∫Fεφ=0. By the local smoothness of weakly harmonic functions in [F6], wε−NHε agrees on B with a smooth function; since NHε is smooth, wε agrees on B with a smooth function. As B and x0 were arbitrary, wε∈C∞(Ω), and it satisfies −Δwε=Fε pointwise in Ω.

5.1F7step 2.1step 4.1step 4.2algebra

A uniform supremum bound with the weak maximum principle's sign. Choose R>0 and x0 with Ω⊆BR(x0) and put q(x):=M(R2−∣x−x0∣2)/(2n), where M:=sup⁡ε∥Fε∥∞. Then q≥0 on Ωˉ and Δq=−M. For a real-valued solution component vε with datum Fε satisfying ∣Fε∣≤M, one has Δ(vε−q)=M−Fε≥0,Δ(−vε−q)=M+Fε≥0. Both comparison functions are in C2(Ω)∩C(Ωˉ) by steps 4.1 and 4.2, and their boundary values are −q≤0. The weak maximum principle [F7] therefore gives vε−q≤0 and −vε−q≤0, hence ∣vε∣≤q≤MR2/(2n). If the data are complex, apply this argument to the real and imaginary parts separately; then ∣wε∣≤2 MR2/(2n). By step 2.1, M≤C∥F∥C0,α(Ωˉ), so this is a uniform C0 bound.

6.1F8F9step 5.1algebra

Uniform C2,α bounds and the limit. The functions wε lie in C2(Ω)∩C0(Ωˉ) by steps 4.1 and 4.2, vanish on ∂Ω, and satisfy −Δwε=Fε pointwise with Fε∈C0,α(Ωˉ) and ∥Fε∥C0,α≤C1∥F∥C0,α. Apply [F8] to each real component of wε with right-hand side the corresponding component of −Fε (the estimate is unchanged by this sign), and combine the component bounds if the data are complex. Using step 5.1, ∥wε∥C2,α(Ωˉ)≤C7(∥wε∥C0(Ω)+∥Fε∥C0,α(Ωˉ))≤C8∥F∥C0,α(Ωˉ), uniformly in ε. The boundary Schauder estimate gives uniform C2,α control in each member of a finite cover of Ωˉ by interior balls and flattened boundary half-boxes. Thus the function, gradient and Hessian components are equicontinuous and pointwise bounded on Ωˉ; if the functions are complex, list their real and imaginary components separately. By [F9], a subsequence of this finite-dimensional vector-valued family converges uniformly to limits (w,G,H). On every ball B⋐Ω, the fundamental theorem of calculus along segments in B and uniform convergence give Dw=G and DG=H. The limits G,H are continuous on Ωˉ, so these derivatives extend continuously to the boundary; pointwise convergence of the Hessian difference quotients gives [D2w]0,α;Ω≤lim inf⁡ε[D2wε]0,α;Ω. Hence w∈C2,α(Ωˉ) with the stated bound. Uniform convergence of Fε and of the second derivatives gives −Δw=F pointwise in Ω and w=0 on ∂Ω.

7.1step 1.1step 6.1F1algebra

Identification with the weak solution. The limit w∈C2(Ωˉ) with w=0 on ∂Ω satisfies ∫∇w⋅∇φ=∫Fφ for every φ∈H01(Ω): for φ∈Cc∞(Ω) this is integration by parts, and Cc∞(Ω) is dense in H01(Ω). By [F1] the weak solution of the zero-boundary problem is unique, so w is the unique weak solution w=u−g of the original problem as identified in step 1.1. Therefore u=w+g∈C2,α(Ωˉ) solves −Δu=f pointwise and u=g on ∂Ω, and ∥u∥C2,α≤∥w∥C2,α+∥g∥C2,α≤C∥F∥C0,α+C∥g∥C2,α≤C′(∥f∥C0,α+∥g∥C2,α) by step 1.1. This is the displayed estimate of the statement.

8.1step 2.1step 6.1step 7.1F1F8given∎

Conclusion. The weak Dirichlet problem has exactly one solution by [F1], and steps 2.1-7.1 show that this solution is the limit of the smooth approximating solutions, is of class C2,α(Ωˉ) with the stated bound, and solves the equation classically. In particular the Laplace operator with Dirichlet boundary values on a bounded C2,α domain has the Schauder a priori estimate on weak solutions, a fact used as the base point of the method of continuity. The proof uses only the fixed exponent p>n in the weak-to-strong step, and the finiteness of all constants is uniform in the mollification parameter.

Remarks

  • The proof is the classical approximation scheme: solve smooth approximating problems weakly, upgrade them with W2,p regularity, embed, use the maximum principle for a uniform supremum bound, apply the boundary Schauder estimate and pass to the limit by Arzela-Ascoli. Uniqueness of the weak solution identifies the limit, so no subsequence ambiguity remains.
  • The uniform sup bound is what makes the boundary Schauder estimate applicable with constants independent of ε; the result is an a posteriori (regularity) statement, while the a priori estimate in the boundary theorem is applied after its quoted input establishes closure regularity.
  • Only the fixed pair (p,γ) with p=n+1, 0<γ<1−n/p is used in the embedding step; any p>n gives the same conclusion.

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