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Ellipticity recovers every remaining normal derivative

Statement

Let n≥2 and m≥4 be integers, let 0<α<1, and write QR+=(−R,R)n−1×(0,R) for R>0, with flat boundary xn=0. Suppose the real function w∈Cm,α(QR+‾) is smooth in QR+ and solves Aij(x,w,Dw)wij+B(x,w,Dw)=0 there, summing over 1≤i,j≤n. The coefficients Aij and B are smooth on a neighborhood of the closed first-jet image {(x,w(x),Dw(x)):x∈QR+‾}, in the local-extension sense at xn=0. Assume A is symmetric and uniformly positive definite on that image: Aij(x,w,Dw)ξiξj≥λ∣ξ∣2 for some λ>0 and every real vector ξ.

Assume the preceding tangential gain is available: every derivative of total order m+1 with at most two differentiations in xn has a C0,α extension to the flat boundary patch. Then every derivative of total order m+1 has such an extension on a smaller boundary patch, and w is Cm+1,α up to that patch. In particular this applies to the flattened maximal equation when its graph hypotheses, the interior smoothness of w assumed above, and the tangential gain hold. In that application, flow graphs and maximality use the finite-regularity convention specified in F1. No independent boundary data for normal derivatives are imposed.

Facts & Assumptions

[F1]

The equation-solving assumption and the ellipticity bound are explicit hypotheses here. In the graph application, use the flow-graph and future-normal mean-curvature conventions of the graph definition. At the initial finite regularity, Fw(x)=ϕY(w(x),x) is required to be a C1 immersion on the full tangent spaces and a homeomorphism onto its image, with positive definite induced metric, including at the boundary. Maximality means that the pullback of the future-normal mean curvature, evaluated by its pointwise second-order graph expression, vanishes. These are admissibility and equation hypotheses; smoothness of w up to the boundary is not assumed. Interior smoothness of w remains a separate hypothesis when applying this lemma to the graph equation; it is not a conclusion of the flattened-equation or tangential-gain supplier. For such a graph with the smooth fixed-boundary data and zero boundary height, the flattened-equation supplier applies at C4,α regularity and gives a smooth quasilinear equation and uniform ellipticity on a smaller compact graph-jet neighborhood. Normal graphs and the nonlinear mean-curvature map Flattening a smooth fixed boundary preserves the elliptic graph equation

[F2]

Under its hypotheses, the tangential-gain supplier gives all total-order m+1 derivatives with at most two normal differentiations in C0,α up to a smaller flat patch. That conclusion is assumed here; it is not inferred from Cm,α regularity alone. Boundary Schauder applied to tangential quotients gains one derivative

[F3]

The boundary-extension convention for Ck,α requires continuous extensions of the interior derivative fields through order k, with bounded derivatives and the top-order Hölder seminorm. Coordinate derivatives and multi-indices have their usual Ck meaning. The product, composition and reciprocal estimates needed below are proved in steps 1.1, 2.1 and 3.1, rather than attributed to these definitions. Hölder spaces C^k,α, closure and interior scaled norms, and C^k,α domains Cᵏ maps and multi-index derivative notation in Euclidean space

[F4]

Totally differentiable finite-dimensional compositions obey the chain rule, which may be iterated for the smooth interior functions here. The chain rule for total derivatives: D(g∘ f)(a)=Dg(f(a))∘ Df(a)

[F5]

The one-variable Leibniz rule gives derivatives of a product as finite sums of products of derivatives. Applying it successively in the coordinate directions gives the multi-index product formula used below. The general Leibniz rule for the n-th derivative of a product

[F6]

A real function continuous on a closed interval and differentiable on its interior has endpoint increment equal to its derivative at an interior point times the interval length. The mean value theorem, as the case g(x) = x of Cauchy's: for f continuous on [a,b] with a < b and differentiable on (a,b) there is c ∈ (a,b) with f(b) - f(a) = f'(c)(b-a)

[F7]

Coordinate differentiations of a smooth function on an open Euclidean set can be permuted without changing its derivatives. We use this in the interior only. Continuous mixed partials of order k are invariant under permutations

Proof

Given: The equation, smooth coefficient domain, ellipticity, regularity and tangential-gain hypotheses in the Statement.

Goal: Recover all remaining normal derivatives with Hölder extensions and prove the full boundary regularity.

1.1F2F3F6F8givenchoosealgebra

Work near an arbitrary point of the flat boundary. By continuity of J(x)=(x,w(x),Dw(x)) and the smooth local extensions, choose a smaller closed convex coordinate half-box K whose jet image lies in a closed convex box inside the coefficient extension domain. Every coefficient derivative through order m is bounded on this jet box by F8. On K, derivatives of w through order m are bounded, and the order-m fields are α-Hölder by the hypothesis. For each derivative of order at most m−1, apply F6 along successive interior coordinate segments and then pass to their boundary limits: its increment is bounded by a constant times ∣x−y∣. On a bounded box, ∣x−y∣≤(diam⁡K)1−α∣x−y∣α. Thus all derivatives of J through order m−1 are bounded and α-Hölder on K. Shrink K once more if needed so that F2 holds on it.

2.1F3F6step 1.1algebra

For bounded α-Hölder functions on K, direct subtraction gives [fg]0,α≤∥f∥∞[g]0,α+∥g∥∞[f]0,α. If f≥λ>0, then ∥1/f∥∞≤λ−1 and [1/f]0,α≤λ−2[f]0,α, since ∣1/f(x)−1/f(y)∣=∣f(x)−f(y)∣/∣f(x)f(y)∣. Finite sums and finite products therefore preserve C0,α. Also, any smooth coefficient derivative through order m−1 is Lipschitz on the convex jet box by F6 and the order-m bounds from step 1.1; composing it with the Lipschitz map J gives a bounded α-Hölder function on K.

3.1F1F3F4F5step 1.1step 2.1algebra

Set aij(x)=Aij(J(x)) and b(x)=B(J(x)). Repeated chain and coordinate product rules express every interior derivative of these functions through order m−1 as a finite sum of terms: a coefficient derivative of order at most m−1 evaluated at J, multiplied by derivatives of components of J whose total differentiation order is at most m−1. Every factor has a bounded α-Hölder extension by steps 1.1 and 2.1, so every such term does too. Hence aij and b belong to Cm−1,α(K). In particular ann≥λ and its reciprocal is bounded and α-Hölder by step 2.1.

4.1F1F3F5F7step 1.1step 2.1step 3.1givenalgebra

Fix a multi-index β with ∣β∣=m+1 and βn=k≥3, and put γ=β−2en, where en is the last coordinate unit multi-index. In the smooth interior, differentiate the assumed equation ∣γ∣=m−1 times. By F5 and F7, isolating the undifferentiated normal-normal coefficient gives annDβw=−Dγb−∑(i,j)≠(n,n)aijDγwij−∑i,j∑0<η≤γcγη(Dηaij)(Dγ−ηwij), with cγη=∏ℓ=1nγℓ!/(ηℓ!(γℓ−ηℓ)!) and componentwise η≤γ. In the last sum, the derivative of w has order m+1−∣η∣≤m; Dγb involves derivatives of w of order at most m. These terms have bounded α-Hölder extensions by steps 1.1, 2.1 and 3.1 and the given regularity. Each derivative in the middle sum has total order m+1 and at most γn+1=k−1 normal differentiations.

5.1F1F2F3step 2.1step 3.1step 4.1inductionalgebra

Start with k≤2, supplied by F2, and induct on k up to m+1. Assuming every total-order m+1 derivative with fewer than k normal differentiations has a bounded α-Hölder extension to K, the middle sum in step 4.1 is controlled by that assumption. All remaining right-hand terms are already controlled independently of the induction. Divide by ann≥λ using step 2.1 to obtain a bounded α-Hölder extension of Dβw. The formula agrees with the classical derivative in the interior and so defines its boundary values uniquely. There are finitely many derivatives at this fixed order, and the same K suffices for all of them. This proves the claimed control of every order-m+1 derivative.

6.1F3F6F7step 5.1givenalgebra∎

Compatibility with the already continuous order-m derivatives follows directly from F6. Write v=Dμw with ∣μ∣=m and let gj be the continuous extension of ∂jv obtained in step 5.1. At a flat-boundary point x, apply F6 to the tangential segment from x+εen to x+hej+εen, for j<n and ε>0. Subtract gj(x) from the resulting difference quotient and bound its absolute value by the supremum of ∣gj(y)−gj(x)∣ over that segment. Let ε decrease to zero using continuity of v, and then let h tend to zero using continuity of gj. The boundary tangential derivative of v is therefore gj(x). For the inward normal direction, F6 applies directly to v on the closed segment from x to x+hen, since v is continuous at its endpoint and smooth in its interior; the one-sided quotient tends to gn(x). The order-m+1 extensions from step 5.1 and the lower-order extensions in the hypothesis consequently satisfy the boundary-extension convention of F3. Thus w∈Cm+1,α on the smaller patch, without prescribing any normal boundary values.

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