SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC

PARTIAL DIFFERENTIAL EQUATIONS

AGUS L. SOENJAYA
1
Abstract. In this paper, we study some aspects of the theory of second-order el-
liptic PDE. In particular, we study the existence, uniqueness and regularity problem
for uniformly elliptic, second-order PDE with appropriate boundary conditions. Var-
ious methods such as the energy methods in Sobolev spaces and maximum principle
methods will be discussed. Some considerations of the related problems involving
eigenvalues and eigenfunctions are also given. Finally, we give a glimpse to some of
the theory for quasi-linear and nonlinear equations.
Contents
1. Introduction and Overview 1
2. Sobolev Spaces 2
3. Existence and Uniqueness of Weak Solutions 6
4. Regularity of Weak Solutions 10
5. Maximum Principles 13
6. Eigenvalues and Eigenfunctions Problems 16
7. Quasi-linear Equations and Schauder Approach 18
8. Aleksandrovs Maximum Principle 21
9. Conclusion 22
References 22
1. Introduction and Overview
The Laplaces equation u = 0 is of fundamental importance in many elds of
science, including electromagnetism and uid dynamics. Indeed, in Mathematics itself,
the study of potential theory and harmonic function is of great importance, and has
lead to various important results in analysis and related areas.
Here, we will study the boundary-value problem (BVP):
_
Lu = f in U
u = 0 on U
(1.1)
where U is an open, bounded subset of R
n
, and L is a second-order partial dierential
operator having the form
Lu := a
ij
D
ij
u +b
i
D
i
u +cu =
n

i,j=1
a
ij
(x)u
x
i
x
j
+
n

i=1
b
i
(x)u
x
i
+c(x)u (1.2)
for given coecient functions a
ij
, b
i
, c (i, j = 1, . . . , n), and a
ij
= a
ji
.
Moreover, we require the operator L to be (uniformly) elliptic.
1
2 AGUS L. SOENJAYA
Denition 1.1. A partial dierential operator L is (uniformly) elliptic if there exists
a constant > 0 such that
n

i,j=1
a
ij
(x)
i

j
[[
2
(1.3)
A simple example would be when a
ij
=
ij
, b
i
= 0, c = 0, in which case L is .
The second-order elliptic PDE is therefore a generalization of Laplaces equation.
To study this equation, we will consider the question of existence, uniqueness and
regularity of the solution. First, we ask whether the equation has solution (in the
classical sense). More generally, we will properly dene the notion of weak solution
that still satisfy the equation in a certain weak sense. Next, we ask whether such
solution is in fact unique. Finally, it turns out that under some conditions, this weak
solution is in fact smooth enough to qualify as a classical solution. This will be explored
as well. We will also consider the problem related to eigenvalues and eigenfunctions of
such elliptic operator.
We will use various methods from measure theory, Lebesgue integration and func-
tional analysis to achieve these objectives. Unfortunately, due to the limitation of space,
it is not possible to extensively review this background materials and the readers are
invited to consult [2] and [5].
2. Sobolev Spaces
To use functional analytic methods, it is necessary to study our problem abstractly
in a suitable space. Sobolev space is an appropriate space designed to do our analysis.
Here, we introduce the notion of weak derivatives, dene the Sobolev space and study
its properties.
Denition 2.1 (Weak Derivative). Suppose u, v L
1
loc
(U), and is a multiindex. v
is the -th weak partial derivative of u, written D

u = v, provided
_
U
uD

dx = (1)
||
_
U
v dx (2.1)
for all test functions C

c
(U).
Denition 2.2 (Sobolev Space). The Sobolev space W
k,p
(U) consists of all locally
integrable functions u : U R such that for all multiindex with [[ k, D

u exists
in the weak sense and belongs to L
p
(U).
If u W
k,p
(U), dene its norm to be
|u|
W
k,p
(U)
=
_
_
_
_

||k
_
U
[D

u[
p
dx
_
1/p
if 1 p < ,

||k
ess sup
U
[D

u[ if p =
(2.2)
It can be checked that W
k,p
(U) is a Banach space for k = 1, . . . and 1 p .
Moreover, we will usually write H
k
(U) = W
k,2
(U), where the letter H is used since it
is a Hilbert space.
It is often awkward to work directly with functions in Sobolev space since it can be
ill-behaved at times. Subsequently we will develop some approximation properties. In
the following, we dene U

:= x U [ dist(x, U) > for U R

n
open, and > 0.
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 3
Denition 2.3 (Mollier). Dene a function C

(R
n
) by
(x) :=
_
C exp
_
1
|x|
2
1
_
if [x[ < 1,
0 if [x[ 1
(2.3)
where the constant C is selected so that
_
R
n
(x) dx = 1.
Now for each > 0, set

(x) :=
1

_
x

_
(2.4)

is called the standard mollier. It is C

, integrates to 1, and satises supp(

)
B(0, ). Now if f L
1
loc
(U), dene its mollication, f

:=

f in U

.
Mollier is important in that it has the following properties.
Proposition 2.4. Let f

be the mollication of f. Then

(1) f

(U

).
(2) f

f a.e. as 0.
(3) If f C(U), then f

f uniformly on compact subsets of U.

(4) If 1 p < and f L
p
loc
(U), then f

f in L
p
loc
(U).
Theorem 2.5. Suppose U is bounded, and suppose u W
k,p
(U) for some 1 p < .
Then there exist a sequence of functions u
m
in C

(U) W
k,p
(U) such that u
m
u
in W
k,p
(U)
Proof. Dene
U
i
:= x U [ dist(x, U) > 1/i (i = 1, 2, . . .) (2.5)
so that U =

i=1
U
i
. Write V
i
:= U
i+3
U
i+1
.
Choose any open set V
0
U so that U =

i=0
. Let
i

i=0
be a smooth partition of
unity subordinate to the open sets V
i

i=0
, i.e.
_
0
i
1,
i
C

c
(V
i
)

i=0

i
= 1 on U
(2.6)
Now choose any function u W
k,p
(U). Then
i
u W
k,p
(U) and supp(
i
u) V
i
.
Next, x > 0. Choose
i
> 0 small enough so that u
i
:=

i
(
i
u) satises
_
|u
i

i
u|
W
k,p
(U)


2
i+1
(i = 0, 1, . . .)
supp(u
i
) W
i
(i = 1, . . .)
(2.7)
for W
i
:= U
i+4
U
i
V
i
(i = 1, . . .).
Now, v :=

i=0
u
i
C

(U) since for each open set V U, there are at most nitely
many nonzero terms in the sum. Since u =

i=0

i
u, we have for each V U,
|v u|
W
k,p(V )

i=0
|u
i

i
u|
W
k,p
(U)

Taking supremum over sets V U, we conclude |v u|
W
k,p
(U)
as required.
We will now discuss the problem of assigning boundary values along U to a function
u W
1,p
(U), assuming that U is C
1
. This will be useful for our analysis of BVP in
the context of Sobolev space later. The diculty is that since U has n-dimensional
Lebesgue measure zero, there is no direct meaning attached to the expression u re-
stricted to U. The proof of the following is found in [3].
4 AGUS L. SOENJAYA
Theorem 2.6 (Trace Theorem). Suppose U is bounded and U is C
1
. Then there
exists a bounded linear operator T : W
1,p
(U) L
p
(U) such that
(1) Tu = u[
U
if u W
1,p
(U) C(U), and
(2) |Tu|
L
p
(U)
C|u|
W
1,p
(U)
,
for all u W
1,p
(U), where C = C(p, U).
Denition 2.7. Tu is said to be the trace of u on U.
Now, denote the closure of C

c
(U) in W
k,p
(U) by W
k,p
0
, and so similarly write
W
k,2
0
(U) = H
k
0
(U). The following gives a useful interpretation of this.
Theorem 2.8. Suppose U is bounded and U is C
1
and u W
1,p
(U). Then u
W
1,p
0
(U) if and only if Tu = 0 on U.
Estimates are very important in the theory of PDE. Next, we will introduce an
important inequality, called the Gagliardo-Nirenberg-Sobolev (GNS) inequality.
Denition 2.9. Suppose 1 p < n. The Sobolev conjugate of p, denoted by p

is such
that
1
p

=
1
p

1
n
, p

> p (2.8)
Theorem 2.10 (Gagliardo-Nirenberg Sobolev (GNS) Inequality). Suppose 1 p < n.
Then there exists a constant C = C(p, n) such that
|u|
L
p

(R
n
)
C|Du|
L
p
(R
n
)
(2.9)
for all u C
1
c
(R
n
).
Proof. First assume p = 1.
Since u has compact support, for each i = 1, . . . , n, and x R
n
, we have
u(x) =
_
x
i

u
x
i
(x
1
, . . . , x
i1
, y
1
, x
i+1
, . . . , x
n
) dy
i
,
and so
[u(x)[
_
R
[Du(x
1
, . . . , y
i
, . . . , x
n
)[ dy
i
(i = 1, . . . , n)
Consequently,
[u(x)[
n
n1

i=1
__
R
[Du(x
1
, . . . , y
i
, . . . , x
n
)[ dy
i
_ 1
n1
(2.10)
Integrating with respect to x
1
,
_
R
[u[
n
n1
dx
1

_
R
n

i=1
__
R
[Du[ dy
i
_ 1
n1
dx
1
(2.11)
=
__
R
[Du[ dy
1
_ 1
n1
_
R
n

i=2
__
R
[Du[ dy
i
_ 1
n1
dx
1

__
R
[Du[ dy
1
_ 1
n1
_
n

i=2
_
R
_
R
[Du[ dx
1
dy
1
_ 1
n1
,
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 5
the last inequality follows from the general Holder inequality.
Now integrate (2.11) with respect to x
2
,
_
R
_
R
[u[
n
n1
dx
1
dx
2

__
R
_
R
[Du[ dx
1
dy
2
_ 1
n1
_
R
n

i=1,i=2
I
1
n1
i
dx
2
, (2.12)
with
I
1
:=
_
R
[Du[ dy
1
, I
i
:=
_
R
_
R
[Du[ dx
i
dy
i
(i = 3, . . . , n)
Continue applying general Holder inequality and integrating with respect to x
3
, . . . , x
n
to nd
_
R
n
[u[
n
n1
dx
n

i=1
__
R
. . .
_
R
[Du[ dx
1
. . . dy
i
. . . dx
n
_ 1
n1
=
__
R
n
[Du[ dx
_ n
n1
(2.13)
which is the required inequality for p = 1.
Now consider the case when 1 < p < n. Applying estimate (2.13) to v := [u[

, where
> 1 to be selected,
__
R
n
[u[
n
n1
dx
_n1
n

_
R
n
[D[u[

[ dx =
_
R
n
[u[
1
[Du[ dx (2.14)

__
R
n
[u[
(1)
p
p1
dx
_p1
p
__
R
n
[Du[
p
dx
_1
p
Now set =
p(n1)
np
> 1 to get the required inequality.
The following theorem concerns compact embedding of the Sobolev space W
1,p
(U) in
L
q
(U) for some appropriate value of q. This compact embedding property is essential
in our application of functional analytic methods to PDE theory later. The proof of
this result makes use of some further result in Sobolev space theory, GNS inequality
and Arzela-Ascoli theorem. Interested readers are referred to [3].
Theorem 2.11 (Rellich-Kondrachov Compactness Theorem). Suppose U is a bounded
open subset of R
n
, and U is C
1
. Suppose 1 p < n. Then W
1,p
(U) L
q
(U) for
each 1 q < p

.
Another important inequality we will use later is the Poincares Inequality.
Theorem 2.12 (Poincares Inequality). Let U be a bounded, connected, open subset
of R
n
, with a C
1
boundary U. Assume 1 p . Then there exists a constant
C = C(n, p, U) such that
|u (u)
U
|
L
p
(U)
C|Du|
L
p
(U)
(2.15)
for each function u W
1,p
(U), where
(u)
U
=
1
[U[
_
U
u dy
where [U[ is the Lebesgue measure of U.
Proof. We will argue by contradiction. Suppose the statement is false, then there exists
a function u
k
W
1,p
(U) for each integer k = 1, . . . satisfying
|u
k
(u
k
)
U
|
L
p
(U)
> k|Du
k
|
L
p
(U)
(2.16)
6 AGUS L. SOENJAYA
Normalize this by dening
v
k
:=
u
k
(u
k
)
U
|u
k
(u
k
)
U
|
L
p
(U)
(k = 1, . . .) (2.17)
Then (v
k
)
U
= 0 and |v
k
|
L
p
(U)
= 1, and (2.16) implies
|Dv
k
|
L
p
(U)
<
1
k
(k = 1, . . .) (2.18)
In particular, the functions v
k

k=1
are bounded in W
1,p
(U). In view of the Rellich-
Kondrachov Theorem, there exists a subsequence v
k
j

j=1
and a function v L
p
(U),
such that v
k
j
v in L
p
(U). It then follows from (2.17) that
(v)
U
= 0, |v|
L
p
(U)
= 1 (2.19)
On the other hand, (2.18) implies for each i = 1, . . . , n and C

c
(U) that
_
U
v
x
i
dx = lim
k
j

_
U
v
k
j

x
i
dx = lim
k
j

_
U
v
k
j
,x
i
dx = 0
Consequently v W
1,p
(U) with Dv = 0 a.e. Therefore v is constant, and so (v)
U
= 0
and hence v 0, contradicting (2.19). This proves the statement.
An important special case of the above is the following.
Theorem 2.13 (Poincares Inequality for a Ball). Suppose 1 p . Then there
exists a constant C = C(n, p) such that
|u (u)
x,r
|
L
p
(B[x,r])
Cr|Du|
L
p
(B[x,r])
(2.20)
for each ball B[x, r] R
n
and each function u W
1,p
(B(x, r)).
3. Existence and Uniqueness of Weak Solutions
Consider the BVP (1.1) as given in the introduction. Assume further that a
ij
, b
i
, c
L

(U) for i, j = 1, . . . , n, and f L

2
(U). We will dene the notion of weak solution
of such BVP.
Denition 3.1. The bilinear form B[, ] associated with the elliptic operator L dened
in Denition 1.1 is
B[u, v] :=
_
U
n

i,j=1
a
ij
u
x
i
v
x
j
+
n

i=1
b
i
u
x
i
v +cuv dx (3.1)
for u, v H
1
0
(U).
Denition 3.2. We say that u H
1
0
(U) is a weak solution of the BVP (1.1) if B[u, v] =
f, v for all v H
1
0
(U), where , denotes inner product in L
2
(U).
To develop the existence and uniqueness result for our BVP, we introduce the fol-
lowing well-known theorem from functional analysis.
Theorem 3.3 (Lax-Milgram Theorem). Let 1 be a real Hilbert space. Suppose B :
11 R is a bilinear map, for which there exists constants , > 0 such that:
(1) [B[u, v][ |u||v| for u, v 1, and
(2) |u|
2
B[u, u] for u 1.
Let f be a bounded linear functional on 1. Then there exists a unique element u 1
such that B[u, v] = f(v) for all v 1.
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 7
We will now make some estimates for the bilinear form introduced in Denition 3.10.
Proposition 3.4. For the bilinear form B[, ] introduced in Denition 3.10, there exists
constants , > 0 and 0 such that:
(1) [B[u, v][ |u|
H
1
0
(U)
|v|
H
1
0
(U)
, and
(2) |u|
2
H
1
0
(U)
B[u, u] +|u|
2
L
2
(U)
for all u, v H
1
0
(U).
Proof. We have
[B[u, v][
n

i,j=1
|a
ij
|
L

_
U
[Du[[Dv[ dx +
n

i=1
|b
i
|
L

_
U
[Du[[v[ dx +|c|
L

_
U
[u[[v[ dx
|u|
H
1
0
(U)
|v|
H
1
0
(U)
for some appropriate constant .
Furthermore, by the ellipticity condition,

_
U
[Du[
2
dx
_
U
n

i,j=1
a
ij
u
x
i
u
x
j
dx
= B[u, u]
_
U
n

i=1
b
i
u
x
i
u +cu
2
dx
B[u, u] +
n

i=1
|b
i
|
L

_
U
[Du[[u[ dx +|c|
L

_
U
u
2
dx
Using Cauchys inequality (with ), observe that
_
U
[Du[[u[ dx
_
U
[Du[
2
dx +
1
4
_
U
u
2
dx (where > 0)
Choosing > 0 so small that

n
i=1
|b
i
|
L
<

2
, and inserting into above, we have

2
_
U
[Du[
2
dx B[u, u] +C
_
U
u
2
dx
for some appropriate constant C. Then using Poincares inequality, it easily follows that
|u|
2
H
1
0
(U)
B[u, u] +|u|
2
L
2
(U)
for some appropriate > 0, 0 as required.
Note that when > 0, then B[, ] above does not satisfy the hypothesis of Lax-
Milgram Theorem. We address this below and give our rst existence theorem.
Theorem 3.5 (First Existence Theorem). There is a number 0 such that for each
and each function f L
2
(U), there exists a unique weak solution u H
1
0
(U) of
the boundary-value problem
_
Lu +u = f in U
u = 0 on U
(3.2)
Proof. Take from Proposition 3.10. Let , and dene the bilinear form
B

[u, v] := B[u, v] +u, v (u, v H

1
0
(U)) (3.3)
which corresponds to the operator L

u := Lu+u. Then B

[, ] satises the hypotheses

of Lax-Milgram Theorem.
Now x f L
2
(U) and set f(v) = f, v, which is a bounded linear functional on
L
2
(U), and thus on H
1
0
(U). By Lax-Milgram Theorem, there exists a unique function
8 AGUS L. SOENJAYA
u H
1
0
(U) satisfying B

[u, v] = f, v for all v H

1
0
(U). Hence, u is the unique weak
solution of (3.5).
To have further existence theorem, the Fredholm theory of compact operators will
be useful.
Denition 3.6. (1) The operator L

, the formal adjoint of L, dened by

L

v :=
n

i,j=1
(a
ij
v
x
j
)
x
i

n

i=1
b
i
v
x
i
+
_
c
n

i=1
b
i
x
i
_
v, (3.4)
provided b
i
C
1
(U) (i = 1, . . . , n).
(2) The adjoint bilinear form B

: 11 R is dened by
B

[v, u] = B[u, v] (3.5)

for all u, v H
1
0
(U).
(3) We say that v H
1
0
(U) is a weak solution of the adjoint problem
_
L

v = f in U
v = 0 on U
(3.6)
provided B

[v, u] = f, u for all u H

1
0
(U).
This leads us to the second existence theorem for weak solutions as explained below.
Theorem 3.7 (Second Existence Theorem). The following statements hold:
(1) Precisely one of the following statements holds:
(a) either for each f L
2
(U) there exists a unique weak solution u of the BVP
_
Lu = f in U
u = 0 on U
(3.7)
(b) or else there exists a weak solution u , 0 of the homogeneous BVP
_
Lu = 0 in U
u = 0 on U
(3.8)
(2) Furthermore, should assertion (1)(b) above hold, the dimension of the subspace
N H
1
0
(U) of weak solutions of (3.8) is nite and equals the dimension of the
subspace N

H
1
0
(U) of weak solutions of
_
L

v = 0 in U
v = 0 on U
(3.9)
(3) Finally, the BVP (3.7) has a weak solution if and only if f, v = 0 for all
v N

.
Proof. Choose = as in Theorem 3.5 and dene the bilinear form
B

[u, v] := B[u, v] +u, v (3.10)

corresponding to the operator L

u := Lu + u. Then for each g L

2
(U), there exists
a unique solution u H
1
0
(U) solving
B

[u, v] = g, v (3.11)
for all v H
1
0
(U). Write u = L
1

g whenever this holds.

Observe next u H
1
0
(U) is a weak solution of (3.7) if and only if
B

[u, v] = u +f, v (3.12)

SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 9
for all v H
1
0
(U), i.e. if and only if u = L
1

(u +f).
Rewrite this equality to read u Ku = h for
Ku := L
1

u (3.13)
and h := L
1

f.
Now observe that K : L
2
(U) L
2
(U) is a bounded, linear, compact operator. From
our choice of , note that if (3.18) holds, then
|u|
2
H
1
0
(U)
B

[u, u] = g, u |g|
L
2
(U)
|u|
L
2
(U)
|g|
L
2
(U)
|u|
H
1
0
(U)
so that (3.13) implies |Kg|
H
1
0
(U)
C|g|
L
2
(U)
for g L
2
(U) for some constant C.
By Rellich-Kondrachov compactness theorem, H
1
0
(U) L
2
(U). Hence K is a com-
pact operator. By Fredholm alternative in functional analysis,
(1) either for each h L
2
(U), the equation u Ku = h has a unique solution
u L
2
(U),
(2) or else the equation u Ku = 0 has nonzero solutions in L
2
(U).
Should assertion (1) hold, by arguments in (3.10)-(3.13), there exists a unique weak
solution of problem (3.7).
On the other hand, should assertion (2) hold, then ,= 0, and the dimension of the
space N of the solutions of (2) is nite and equals the dimension of the space N

of
solutions of
v K

v = 0 (3.14)
Now (2) holds if and only if u is a weak solution of (3.7), and (3.14) holds if and only
if v is a weak solution of (3.8).
Note that (1) has a solution if and only if h, v = 0 for all v solving (3.14). However
from (3.13) and (3.14), we calculate
h, v =
1

Kf, v =
1

f, K

v =
1

f, v
so BVP (3.7) has a solution if and only if f, v = 0 for all weak solutions v of (3.9).
Our third existence theorem concerns the spectrum of the operator L.
Theorem 3.8 (Third Existence Theorem). The following statements hold.
(1) There exists an at most countable set R such that the BVP
_
Lu = u +f in U
u = 0 on U
(3.15)
has a unique weak solution for each f L
2
(U) if and only if , .
(2) If is innite, then =
k

k=1
, a nondecreasing sequence with
k
+.
We call the (real) spectrum of the operator L.
Proof. Let be the constant in 3.10 and assume that > , where WLOG > 0.
According to the Fredholm alternative, the BVP (3.15) has a unique weak solution for
each f L
2
(U) if and only if u 0 is the unique weak solution of the BVP
_
Lu = u in U
u = 0 on U
(3.16)
which is in turn true if and only if u 0 is the only weak solution of
_
Lu +u = ( +)u in U
u = 0 on U
(3.17)
10 AGUS L. SOENJAYA
BVP (3.17) holds exactly when
u = L
1

( +)u =
+

Ku (3.18)
where we set Ku = L
1

u. We have also shown that K : L

2
(U) L
2
(U) is bounded,
linear, compact operator.
Now if u 0 is the only solution of (3.18), we have

+
is not an eigenvalue of K (3.19)
so BVP (3.15) has a unique weak solution for all f L
2
(U) if and only if (3.19) holds.
Now the collection of eigenvalues of K comprises either a nite set or the values of a
sequence converging to zero. In the second case, we see that by (3.18), the BVP (3.15)
has a unique weak solution for each f L
2
(U), except for a sequence
k
+.
4. Regularity of Weak Solutions
We will now study whether a weak solution u of the BVP (1.1) is in fact smooth
(qualify as a classical solution). This is the regularity problem for weak solutions.
The regularity problem is often dicult as we need to do hard estimates of a certain
quantity. Here we will study some of the regularity theorems.
Theorem 4.1 (Interior H
2
-regularity). Suppose a
ij
C
1
(U), b
i
, c L

(U) for i, j =
1, . . . , n, and f L
2
(U). Suppose further that u H
1
(U) is a weak solution of the
elliptic PDE Lu = f in U. Then u H
2
loc
(U), and for each open V U we have the
estimate
|u|
H
2
(V )
C(|f|
L
2
(U)
+|u|
L
2
(U)
) (4.1)
where C = C(L, U, V ).
Proof. Fix any open V U, and choose an open set W such that V W U.
Then dene a smooth function (called a cuto function) such that
_
1 on V, 0 on R
n
W,
0 1.
Since u is a weak solution, B[u, v] = f, v for all v H
1
0
(U). Consequently,
n

i,j=1
_
U
a
ij
u
x
i
v
x
j
dx
. .
A
=
_
U

fv dx
. .
B
, (4.2)
where

f := f
n

i=1
b
i
u
x
i
cu. (4.3)
Now let [h[ > 0 be small and choose k 1, . . . , n, and then substitute
v := D
h
k
(
2
D
h
k
u), where D
h
k
u(x) :=
u(x +he
k
) u(x)
h
, (h R, h ,= 0) (4.4)
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 11
into (4.2). Now we will estimate the quantity A.
A =
n

i,j=1
_
U
a
ij
u
x
i
_
D
h
k
(
2
D
h
k
u)
_
x
j
dx
=
n

i,j=1
_
U
D
h
k
(a
ij
u
x
i
)(
2
D
h
k
u)
x
j
dx
=
n

i,j=1
_
U
a
ij,h
(D
h
k
u
x
i
)(
2
D
h
k
u)
x
j
+ (D
h
k
a
ij
)u
x
i
(
2
D
h
k
u)
x
j
dx
=
n

i,j=1
_
U
a
ij,h
D
h
k
u
x
i
D
h
k
u
x
j

2
dx
. .
A
1
+
n

i,j=1
_
U
_
a
ij,h
D
h
k
u
x
i
D
h
k
u(2
x
j
) + (D
h
k
a
ij
)u
x
i
D
h
k
u
x
j

2
+ (D
h
k
a
ij
)u
x
i
D
h
k
u(2
x
j
)
_
dx
. .
A
2
By the uniform ellipticity,
A
1

_
U

2
[D
h
k
Du[
2
dx (4.5)
Furthermore, we have
[A
2
[ C
_
U
[D
h
k
Du[[D
h
k
u[ +[D
h
k
Du[[Du[ +[D
h
k
u[[Du[ dx,
for some constant C. By Cauchys inequality with ,
[A
2
[
_
U

2
[D
h
k
Du[
2
dx +
C

_
W
[D
h
k
u[
2
+[Du[
2
dx
Choosing = /2, and using the estimate
_
W
[D
h
k
u[
2
dx C
_
U
[Du[
2
dx, (4.6)
hence we have
[A
2
[

2
_
U

2
[D
h
k
Du[
2
dx +C
_
U
[Du[
2
dx (4.7)
This estimate and our earlier estimate for A gives
A

2
_
U

2
[D
h
k
Du[
2
dx C
_
U
[Du[
2
dx (4.8)
Now we will estimate B. We have
[B[ C
_
U
([f[ +[Du[ +[u[)[v[ dx (4.9)
Similarly, using estimate (4.6), we have
_
U
[v[
2
dx C
_
U
[Du[
2
+
2
[D
h
k
Du[
2
dx (4.10)
12 AGUS L. SOENJAYA
Using Cauchys inequality with = /4, we get
[B[

4
_
U

2
[D
h
k
Du[
2
dx +C
_
U
f
2
+u
2
+[Du[
2
dx (4.11)
Finally, we combine estimate (4.8) and (4.11) to get
_
V
[D
h
k
Du[
2
dx
_
U

2
[D
h
k
Du[
2
dx C
_
U
f
2
+u
2
+[Du[
2
dx (4.12)
for k = 1, . . . , n and all suciently small [h[ , = 0.
We have Du H
1
loc
(U), and thus u H
2
loc
(U), with the estimate
|u|
H
2
(V )
C(|f|
L
2
(U)
+|u|
H
1
(U)
) (4.13)
Rening the above estimate by noting that V W U, then the same argument
shows
|u|
H
2
(V )
C(|f|
L
2
(W)
+|u|
H
1
(W)
) (4.14)
for some constant C depending on V, W, etc. Choose a new cuto function satisfying
_
1 on W, supp U,
0 1.
Now set v =
2
u in (4.4) and by some calculations, we get
_
U

2
[Du[
2
dx C
_
U
f
2
+u
2
dx
so that
|u|
H
1
(W)
C(|f|
L
2
(U)
+|u|
L
2
(U)
)
This inequality and (4.14) yield the desired result.
By induction, we have the following higher interior regularity theorem.
Theorem 4.2. Let m be a nonnegative integer, and suppose a
ij
, b
i
, c C
m+1
(U), where
i, j = 1, . . . , n and f H
m
(U). Suppose u H
1
(U) is a weak solution of the elliptic
PDE Lu = f in U. Then u H
m+2
loc
(U), and for each V U we have the estimate
|u|
H
m+2
(V )
C(|f|
H
m
(U)
+|u|
L
2
(U)
), (4.15)
where C = C(m, L, U, V ).
Applying the above theorem continuously, we have the following theorem.
Theorem 4.3. Suppose a
ij
, b
i
, c C

(U), where i, j = 1, . . . , n, and f C

(U).
Suppose u H
1
(U) is a weak solution of the elliptic PDE Lu = f in U. Then u
C

(U).
We can extend the above estimates to study the smoothness of the solution up to
the boundary. The estimates are generally more intricate. We present some of the
theorems below, whose proof can be found in [3].
Theorem 4.4 (Higher Boundary Regularity). Let m be a nonnegative integer, and
assume a
ij
, b
i
, c C
m+1
(U), where i, j = 1, . . . , n, and f H
m
(U). Suppose that
u H
1
0
(U) is a weak solution of the BVP
_
Lu = f in U
u = 0 on U
(4.16)
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 13
Assume nally U C
m+2
. Then u H
m+2
(U), and we have the estimate
|u|
H
m+2
(U)
C(|f|
H
m
(U)
+|u|
L
2
(U)
), (4.17)
where C = C(m, U, L).
The analogous theorem on innite dierentiability follows similarly.
5. Maximum Principles
Maximum principle methods are based on the observation that if a C
2
-function
u attains its maximum over an open set U at a point x
0
U, then Du(x
0
) = 0 and
D
2
u(x
0
) 0. Deductions based on this observation are therefore pointwise in character,
and thus distinct from the methods outlined previously.
We begin with a statement of maximum principles, which are generalizations of the
corresponding statements in the case of Laplaces equation.
Theorem 5.1 (Weak Maximum Principle). Suppose u C
2
(U) C(U) and c 0 in
U.
(1) If Lu 0 in U, then max
U
u = max
U
u.
(2) If Lu 0 in U, then min
U
u = min
U
u.
Proof. First, let us suppose that we have strict inequality
Lu < 0 in U (5.1)
but there exists a point x
0
U such that
u(x
0
) = max
U
u (5.2)
At this maximum point, we have Du(x
0
) = 0 and D
2
u(x
0
) 0.
Since the matrix A = (a
ij
(x
0
)) is symmetric and positive denite, there exists an
orthogonal matrix O = (o
ij
) such that
OAO
T
= diag(d
1
, . . . , d
n
), OO
T
= I (5.3)
with d
k
> 0 for k = 1, . . . , n. Write y = x
0
+ O(x x
0
). Then x x
0
= O
T
(y x
0
),
and so
u
x
i
=
n

k=1
u
y
k
o
ik
, and u
x
i
x
j
=
n

k,l=1
u
y
k
y
l
o
ik
o
jl
(i, j = 1, . . . , n)
Hence, at point x
0
,
n

i,j=1
a
ij
u
x
i
x
j
=
n

k,l=1
n

i,j=1
a
ij
u
y
k
y
l
o
ik
o
jl
=
n

k=1
d
k
u
y
k
y
k
0 (5.4)
since d
k
> 0 and u
y
k
y
k
(x
0
) 0 (k = 1, . . . , n). Therefore at x
0
, we have
Lu =
n

i,j=1
a
ij
u
x
i
x
j
+
n

i=1
b
i
u
x
i
0
using (5.4). Hence (5.1) and (5.2) are incompatible, a contradiction.
For the general case, write u

(x) := u(x) + e
x
1
where x U, > 0 will be chosen
14 AGUS L. SOENJAYA
below and > 0. The ellipticity condition implies a
ii
(x) (i = 1, . . . , n, x U).
Therefore
Lu

= Lu +L(e
x
1
)
e
x
1
(
2
a
11
+b
1
)
e
x
1
(
2
+|b|
L
) < 0
in U, by choosing suciently large. By the previous arguments, max
U
u

= max
U
u

.
Letting 0, we have the result.
The next result also follows by replacing u with u.
We need the following technical lemma to prove the strong maximum principle.
Lemma 5.2 (Hopfs Lemma). Suppose u C
2
(U) C
1
(U) and c 0 in U. Suppose
further that Lu 0 in U and there exists a point x
0
U such that
u(x
0
) > u(x) (5.5)
for all x U.
Assume nally that U satises the interior ball condition at x
0
, i.e. there exists an
open ball B U with x
0
B. Then
u

(x
0
) > 0, where is the outward unit normal
to B at x
0
.
If c 0 in U, then the above conclusion holds also provided u(x
0
) 0.
Proof. Assume c 0 and u(x
0
) 0. WLOG assume B = B(0, r) for some radius
r > 0. Dene
v(x) := e
|x|
2
e
r
2
for > 0 as selected below. Using the ellipticity condition, we compute
Lv = e
|x|
2
n

i,j=1
a
ij
(4
2
x
i
x
j
+ 2
ij
) e
|x|
2
n

i=1
2b
i
x
i
+c(e
|x|
2
e
r
2
)
e
|x|
2
(4
2
[x[
2
+ 2tr A+ 2[b[[x[ +c)
for A = ((a
ij
)) and b = (b
1
, . . . , b
n
).
Next, consider the open annular region R := B(0, r) B[0, r/2]. We have
Lv e
|x|
2
(
2
r
2
+ 2tr A+ 2[b[r +c) 0 (5.6)
in R, provided > 0 is suciently large.
In view of (5.5), there exists a constant > 0 so small that
u(x
0
) u(x) +v(x) (x B[0, r/2]) (5.7)
Also, note that
u(x
0
) u(x) +v(x) (x B[0, r]) (5.8)
since v 0 on B[0, r].
From (5.6), we observe that
L(u +v u(x
0
)) cu(x
0
) 0 in R,
and from (5.7),(5.8), we see that
u +v u(x
0
) 0 on R
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 15
By weak maximum principle, u +v u(x
0
) 0 in R. But u(x
0
) +v(x
0
) u(x
0
) 0
and so
u

(x
0
) +
u

(x
0
) 0
Consequently,
u

(x
0
)
u

(x
0
) =

r
Dv(x
0
) x
0
= 2re
r
2
> 0
as required.
Now we can prove the strong maximum principle.
Theorem 5.3 (Strong Maximum Principle). Suppose u C
2
(U) C
(
U) and c 0 in
U. Suppose also U is connected, open, and bounded.
(1) If Lu 0 in U and u attains its maximum over U at an interior point, then u
is constant within U.
(2) If Lu 0 in U and u attains its minimum over U at an interior point, then u
is constant within U.
Proof. Write M := max
U
u and C := x U [ u(x) = M.
If u , M, set V := x U [ u(x) < m.
Choose a point y V satisfying dist(y, C) < dist(y, U), and let B denote the largest
ball with centre y whose interior lies in V . Then there exists some point x
0
C
with x
0
B. V satises the interior ball condition at x
0
, and so by Hopfs Lemma,
u

(x
0
) > 0. This is a contradiction since u attains its maximum at x
0
U.
If the constant term c is nonnegative, we also have such maximum principle, the
proof of which is similar.
Theorem 5.4. Suppose u C
2
(U)C
(
U) and c 0 in U. Suppose also U is connected,
open, and bounded.
(1) If Lu 0 in U and u attains a nonnegative maximum over U at an interior
point, then u is constant within U.
(2) If Lu 0 in U and u attains a nonpositive minimum over U at an interior
point, then u is constant within U.
The following inequality relates the supremum and inmum of a solution of such
PDE. The proof can be found in [4].
Theorem 5.5 (Harnacks Inequality). Suppose u 0 is a C
2
solution of Lu = 0 in
U, and suppose V U is connected. Then there exists a constant C = C(V, L) such
that
sup
V
u c inf
V
u
The maximum principles could also provide a simple pointwise estimate for solutions
of the equation Lu = f in bounded domains. This is particularly useful when nonlinear
problems are considered. In the following, let u
+
= maxu, 0 and u

= minu, 0.
Theorem 5.6. Let Lu f in a bounded domain U, c 0, and u C
2
(U) C(U).
Then
sup
U
u sup
U
u
+
+C sup
U
_
[f

_
(5.9)
16 AGUS L. SOENJAYA
where is the smallest eigenvalue of L, and C is a constant depending only on diam U
and = sup([b[/).
If Lu = f instead, then (5.9) becomes
sup
U
[u[ sup
U
[u[ +C sup
U
_
[f[

_
(5.10)
In particular, if U lies between two parallel planes d distance apart, then (5.9) and
(5.10) is satised with C = exp[( + 1)d] 1.
Proof. Let U lies in the slab 0 < x
1
< d, and set an operator L
0
:= a
ij
D
ij
+b
i
D
i
. For
+ 1, we have
L
0
e
x
1
= (a
11
+b
1
)e
x
1
(
2
)e
x
1

We let
v := sup
U
u
+
+ (e
d
e
x
1
) sup
U
_
[f

_
Then, since Lv = L
0
v +cv sup
U
([f

[/), we have
L(v u)
_
sup
U
[f

+
f

_
0 in U
and v u 0 on U. Hence, for C = e
d
1 and +1, we have the desired result
for the case Lu f, i.e.
sup
U
u sup
U
v sup
U
u
+
+ sup
_
[f

_
Replacing u with u, we obtain the last result.
6. Eigenvalues and Eigenfunctions Problems
In this section, we will consider BVP having the form
_
Lw = w in U
w = 0 on U
(6.1)
where U is an open, bounded region. We say that is an eigenvalue of L provided
there exists a nontrivial solution w of above BVP. We recall from Theorem 3.8 that the
set of eigenvalues of L is at most countable.
Here, we have the following theorems as generalizations of the corresponding results
in linear algebra, namely that a real symmetric matrix has real eigenvalues and an
orthonormal basis of eigenvectors, and the Perron-Frobenius Theorem. We need the
following results from functional analysis.
Proposition 6.1 (Bounds on Spectrum). Let S : 1 1 be bounded, symmetric, and
dene
m := inf
uH,u=1
Su, u, M := sup
uH,u=1
Su, u
Let (S) be the spectrum of S. Then (S) [m, M] and m, M (S).
Theorem 6.2. Let 1 be a separable Hilbert space, and suppose S : 1 1 is a
compact and symmetric operator. Then there exists a countable orthonormal basis of
1 consisting of eigenvectors of S.
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 17
Now, for simplicity, we consider an elliptic operator having the divergence form
Lu =
n

i,j=1
_
a
ij
u
x
i
_
x
j
, (6.2)
where a
ij
C

(U), (i, j = 1, . . . , n). We suppose the usual uniform ellipticity condi-

tion and a
ij
= a
ji
. The operator L is thus formally symmetric, and the corresponding
bilinear form satises B[u, v] = B[v, u], (u, v H
1
0
(U)).
Theorem 6.3 (Eigenvalues of Symmetric Elliptic Operators). The following statements
hold:
(1) Each eigenvalue of L is real.
(2) Furthermore, if we repeat each eigenvalue according to its (nite) multiplicity,
we have =
k

k=1
, where 0 <
1

2
. . ., and
k
as k .
(3) There exists an orthonormal basis w
k

k=1
of L
2
(U), where w
k
H
1
0
(U) is an
eigenfunction corresponding to
k
, i.e.
_
Lw
k
=
k
w
k
in U
w
k
= 0 on U
(6.3)
for k = 1, 2, . . ..
Proof. As in Theorem 3.7, S := L
1
is a bounded, linear, compact operator from L
2
(U)
to itself. We claim S is symmetric. Let f, g L
2
(U). Then Sf = u means u H
1
0
(U)
is the weak solution of
_
Lu = f in U
u = 0 on U
and likewise for the meaning of Sg = v.
Thus
Sf, g = u, g = B[v, u]
and
f, Sg = f, v = B[u, v]
Since B[u, v] = B[v, u], we have Sf, g = f, Sg for all f, g L
2
(U), so that S is
symmetric.
Also, note that Sf, f = u, f = B[u, u] 0. Consequently, by Proposition 6.1 and
Theorem 6.2, all the eigenvalues of S are real, positive, and there exist corresponding
eigenfunctions which make up orthonormal basis of L
2
(U). Observe as well that for
,= 0, we have Sw = w if and only if Lw = w for =
1

, and the theorem follows.

We can in fact gain more information on the rst eigenvalue of L. The proof of the
following is found in [3].
Denition 6.4. Let
1
> 0 be the rst (smallest) eigenvalue of L. Call
1
the principal
eigenvalue of L.
Theorem 6.5 (Variational Principle for the Principal Eigenvalue). The following state-
ments hold:
(1) We have

1
= minB[u, u] [ u H
1
0
(U), |u|
L
2 = 1 (6.4)
18 AGUS L. SOENJAYA
This is the Rayleighs Formula, and is equivalent to the statement

1
= min
uH
1
0
(U),u0
B[u, u]
|u|
2
L
2
(U)
(2) The above minimum is attained for a function w
1
, positive within U, which
solves
_
Lw
1
=
1
w
1
in U
w
1
= 0 on U
(3) If u H
1
0
(U) is any weak solution of
_
Lu =
1
u in U
u = 0 on U
then u is a multiple of w
1
.
7. Quasi-linear Equations and Schauder Approach
In the following, we will move on from the case of linear equations, and have a glimpse
on the theory for quasi-linear equations. In particular, we will study some results on
the existence of the solutions of a quasi-linear equation following Schauders theory.
We will be working with Holder spaces and their variants, as dened below.
Denition 7.1. A domain R
n
is said to have boundary of class C
k,
for a nonneg-
ative integer k and [0, 1] if for each point x
0
, there exists a ball B := B(x
0
)
and an injective mapping of B onto a domain D R
n
such that
(B ) R
n
+
:= x R
n
: x
n
> 0;
(B ) R
n
+
;
C
k,
(B),
1
C
k,
(D).
Furthermore, a domain is said to have a boundary portion T of class C
k,
if
for each x
0
T, there is a ball B := B(x
0
) in which the above conditions are satised,
and such that B T.
Denition 7.2 (Global Holder Space). Let be a bounded domain in R
n
, k be a
nonnegative integer, and (0, 1]. The global Holder space C
k,a
() is the set of all
functions in C
k
() for which the following quantity
[D
k
u]
;
:= sup
x,y, ||=k
[D

u(x) D

u(y)[
[x y[

is nite. In this case, we say that the k-th derivatives of u are Holder continuous on
with exponent . We dene a norm on C
k,
() by
|u|
k,;
= |u|
k;
+ [D
k
u]
;
where
|u|
k;
=
k

j=0
sup

[D
j
u[
Denition 7.3 (Local Holder Space). The local Holder space C
k,
() is the set of all
functions in C
k
() whose derivatives of k-th order are Holder continuous with exponent
on any compact subset of . We denote by C
k,
0
() the set of functions in C
k,
()
having compact support in .
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 19
Remark 7.4. The space C
k,
() is a nonreexive, nonseparable Banach space. The in-
clusion C
k

() C
k,
() whenever k

> k+ holds for domains with suciently

smooth boundary, but does not hold in general.
Remark 7.5. It is also often convenient to introduce non-dimensional norms on the
above spaces in the following way. Let d := diam. Dene
|u|

k;
:=
k

j=0
d
j
sup

[D
j
u[
and
|u|

k,;
:= |u|

k;
+d
k+
[D
k
u]
;
Subsequently, assume is a bounded domain in R
n
with C
2,
for some
(0, 1), and L is an elliptic partial dierential operator, i.e. Lu = a
ij
D
ij
u + b
i
D
i
u + cu
satisfying
a
ij
(x)
i

j
[[
2
for all x , R
n
where > 0. Assume also that for a further positive constant we have
|a
ij
|
0,;
, |b
i
|
0,;
, |c|
0,;

We have the following global estimate, whose proof can be found in [4].
Theorem 7.6 (Schauders Estimates). The following holds:
(1) If c 0, then for any f C
0,
() and any C
2,
(), the Dirichlet problem
_
Lu = f in
u = on
has a unique solution u C
2,
().
(2) If u C
2
() C
0
() is any solution of the above Dirichlet problem, but not
necessarily with c 0, then u C
2,
(), and
|u|
2,;
C(|u|
0;
+||
2,;
+|f|
0,;
)
where C := C(n, , , , ). If, in addition, , C
k+2,
() and f
C
k+2
() and
|a
ij
|
k,;
|b
i
|
k,;
|c|
k,;
,
then u C
k+2,
() and
|u|
k+2,;
C(|u|
0;
+||
k+2,;
+|f|
k,;
)
where C := C(n, k, , , , ).
Remark 7.7. If c 0, then |u|
0;
can be estimated in terms of f and . Indeed, we
have
sup

[u[ sup

[[ +C sup

[f[/
where C := C(n, diam, sup

[b[/) (see [4] for details).

20 AGUS L. SOENJAYA
Next, we will look at how the question of existence of solutions to a quasi-linear
equation can be reduced to that of the linear case by using the previous Schauders
theory.
Subsequently, assume that a
ij
, b C
0,
( R R
n
), where [a
ij
] is symmetric and
positive denite, and R
n
is a bounded domain with C
2,
. Assume also
(0, 1), and C
2,
(). We want to solve the following Dirichlet problem
_
a
ij
(x, u, Du)D
ij
u +b(x, u, Du) = 0 in
u = on
(7.1)
We are able to use the linear theory outlined previously to solve this problem. First x
(0, 1). Then for any v C
1,
(), consider the associated linear problem
_
a
ij
(x, v, Dv)D
ij
u +b(x, v, Dv) = 0 in
u = on
(7.2)
It can be checked that since a
ij
, b C
0,
(RR
n
) and v C
1,
(), the coecients
in (7.2) belong to C
0,
( R R
n
). Furthermore, by positive-denitiness of [a
ij
],
there exists positive constants and , depending on v, such that
[[
2
a
ij
(x, v, Dv)
i

j
[[
2
for all x , R
n
Therefore by Schauders theory, there exists a unique solution u C
2,
() of equation
(7.2). Denote u := Tv.
Then we have constructed a continuous mapping T : C
1,
() C
2,
(). Further-
more, since the embedding C
2,
() C
1,
() is compact by Arz`ela-Ascoli theorem,
T can be regarded as a continuous compact mapping from C
1,
() into itself. Any
xed point of T is clearly a solution of (7.1). Now note that since the range of T is a
subset of C
2,
(), any xed point u of T belongs to C
2,
() automatically. However,
by the same argument as above, now with = 1, we see that the coecients of (7.1)
belong to C
0,
(). Therefore by Schauder theory again, we have u C
2,
(). Hence,
the solvability of (7.1) in u C
2,
() reduces to proving that T has a xed point in
C
1,
().
It is therefore appropriate at this stage to note the following useful xed point the-
orems for our case, beside the well-known Brouwers xed point theorem.
Theorem 7.8 (Lerray-Schauder). Let T be a continuous compact map of a Banach
space X to itself, and suppose that there is a constant M such that |x|
X
< M whenever
x = Tx for some [0, 1]. Then T has a xed point.
For proof of the above xed point theorems, see [4]. By the argument preceding the
above theorem, we then immediately have the following existence result.
Theorem 7.9. Suppose there exist constants (0, 1) and M > 0 such that |v|
1,;
<
M whenever v C
2,
() is a solution of
_
a
ij
(x, v, Dv)D
ij
v +b(x, v, Dv) = 0 in
v = on
for some [0, 1]. Then the problem
_
a
ij
(x, u, Du)D
ij
u +b(x, u, Du) = 0 in
u = on
has a solution u C
2,
().
SOME ASPECTS OF THE THEORY OF SECOND-ORDER ELLIPTIC PDE 21
8. Aleksandrovs Maximum Principle
In this last section, we will briey survey a generalization of the classical maximum
principle due to Aleksandrov. It is used to prove various important estimates and
regularity results for nonlinear equations, which will not be studied in this project due
to time limitations. Further approach in this direction could be found in [4].
Throughout, we consider linear elliptic equation of the form
a
ij
(x)D
ij
u +b
i
(x)D
i
u +c(x)u = f(x)
in a bounded domain R
n
. Let T = det[a
ij
] and T

= T
1/n
, so that 0 < T

, where as usual, and denotes the maximum and minimum eigenvalue of [a
ij
].
We further assume
[b[/T

, f/T

L
n
(), and c 0 in (8.1)
We make the following denitions.
Denition 8.1. The upper contact set of a function u C
0
() is the set
=
+
:= y : u(x) u(y) +p (x y) for all x and some p = p(y) R
n

Note that if u C
1
(), then p = Du(y) for y
+
, and if u C
2
(), then D
2
u 0
on
+
.
Denition 8.2. For y
+
, dene the supergradient
+
u
(y) by

+
u
(y) = p R
n
: u(x) u(y) +p (x y) for all x
and for any set E
+
, dene

+
u
(E) =
_
yE

+
u
(y)
We have
+
is the set of points in , where u agrees with its concave envelope u
dened by
u := inf(x) : is ane, (y) u(y) for all y
The notions of subgradient

u
, lower contact set

, and convex envelope u can also

be dened analogously.
We have the following maximum principle, whose proof can be found in [4].
Theorem 8.3 (Aleksandrovs Maximum Principle). Let R
n
be a bounded domain
and assume that u C
2
() C
0
() satises Lu f in . Then we have
sup

u sup

u
+
+C|f/T

|
L
n
(
+
)
where C := C
_
n, diam, |b/T

|
L
n
()
_
As a consequence of the above and some approximation argument (see [4]), we have
the following generalizations of comparison principles for W
2,n
solutions.
Corollary 8.4 (Comparison Principle). Let L be elliptic on a bounded domain R
n
with coecients satisfying (8.1). If u, v W
2,n
loc
() C
0
(), Lu Lv in , and u v
on , then u v in .
Corollary 8.5 (Strong Maximum Principle). Let L be elliptic in a connected domain
R
n
, [b[/, [c[/ are bounded, c 0, and u W
2,n
loc
() satises Lu 0 in , then
u cannot attain a non-negative maximum in , unless u is constant.
22 AGUS L. SOENJAYA
From the proof of the above maximum principle, one could obtain a bound for the
solution of certain nonlinear equations, such as Monge-Amp`ere equation or equation
of prescribed Gauss curvature. The above maximum principle could also be used to
prove a generalization of Harnacks inequality, which in turn leads to Krylovs estimates,
which are very useful to handle regularity questions for nonlinear equations. This could
be a subject for further study.
9. Conclusion
We have studied some of the important topics in second-order elliptic PDE. We
mainly dealt with the linear case, working in Sobolev space to study some questions of
existence, uniqueness and regularity of the solutions. We also give a glimpse to some
of the concepts used in quasi-linear and nonlinear equations towards the end. A more
involved study of nonlinear equations, involving various types of Holders and Krylovs
estimates could be a subject of further in-depth study.
Acknowledgement. This research is done under the Australian National University
(ANU) 6-week Summer Research Scholarship Programme, funded by Mathematical
Sciences Institute (MSI), ANU. I would like to thank my mentor Prof. John Urbas for
his support and guidance. His clear and simple explanations have enabled me to learn
a lot of interesting things and shaped my interest towards PDE and analysis in general.
I would like to thank MSI for the generous funding and the wonderful opportunity.
References
1. H. Brezis, Functional Analysis, Sobolev Spaces and Partial Dierential Equations, Springer, New
York, 2011.
2. J.B. Conway, A Course in Functional Analysis, 2nd Edition, Springer-Verlag, New York, 1990.
3. L.C. Evans, Partial Dierential Equations, Graduate Studies in Mathematics, Volume 19, 2nd
Edition, American Mathematics Society, 2010.
4. D. Gilbarg, N.S. Trudinger, Elliptic Partial Dierential Equations of Second Order, Revised 3rd
Printing, Springer-Verlag, Berlin, 2001.
5. H.L. Royden, P.M. Fitzpatrick, Real Analysis, 4th Edition, Prentice-Hall, 2010.
1
Department of Mathematics, National University of Singapore, Singapore.
E-mail address: agus.leonardi@nus.edu.sg