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SOBOLEV SPACES AND ELLIPTIC THEORY ON UNBOUNDED
DOMAINS IN R
n
PHILLIP S. HARRINGTON AND ANDREW RAICH
Abstract. In this article, we develop the theory of weighted L
2
Sobolev spaces on un-
bounded domains in R
n
. As an application, we establish the elliptic theory for elliptic
operators and prove trace and extension results analogous to the bounded, unweighted case.
Contents
1. Preliminaries 2
2. Main Results 5
3. Facts for W
m,p
(, ; X), 1 < p < 9
4. Sobolev spaces on M 13
5. Weighted Besov spaces on and M 18
6. Interior estimates the proof of Theorem 2.13 27
7. Elliptic regularity at the boundary 32
8. Traces of L-harmonic functions 39
Appendix A. Background on interpolation the real method 43
References 46
In this article, we develop weighted L
2
-Sobolev spaces and elliptic theory on unbounded
domains in R
n
. For spaces of functions with suitable regularity and domains with regular
boundaries, we show that traces exist and functions dened on the boundary extend in a
bounded manner. In the second part of the paper, we show that elliptic equations gain the
full number of derivatives up to the boundary and satisfying an elliptic equation is sucient
for taking traces for functions as rough as L
2
.
With this article, we are laying the groundwork to develop the L
2
-theory for the

and
b
equations on unbounded domains and their boundaries in C
n
. Weighted L
2
spaces are
instrumental tools in several complex variables, and the analysis cannot proceed without
them.
Unlike the bounded case, however, unweighted Sobolev spaces on unbounded domains fail
to have many critical features, such as the Rellich identity, and so we develop spaces with
these properties in mind. One method to solve

b
-problem involves using extension and trace
operators, so we need fractional Besov and Sobolev spaces. As a result of our several complex
2010 Mathematics Subject Classication. 46E35, 35J15, 35J25, 46B70.
Key words and phrases. Sobolev space, Besov space, unbounded domain, elliptic regularity, weighted Sobolev
space, traces, harmonic functions.
The rst author is partially supported by NSF grant DMS-1002332 and second author is partially supported
by NSF grant DMS-0855822.
1
variables considerations (to be developed in later papers), both the types of weighted Sobolev
spaces we study and the types of results we prove are quite dierent than what appears in the
literature. See, for example [Kuf85]. The weights that authors typically study involve powers
of the distance to the boundary [MT06, Can03]. Although these weights are quite natural and
reect the geometry of the boundary, they are not the only useful weights in several complex
variables (see, e.g., [Har09, Hor65, Sha85, Koh86, HR11, HRa, Rai10, Str10]). With respect
to the literature on elliptic theory on unbounded domains, authors seem to be less concerned
with proving trace results for solutions to elliptic equations and more interested in solvability,
typically for the Dirichlet problem (e.g., see [BMT08] and the references contained within).
Even when the author solves an elliptic equation with a nonzero boundary condition (e.g.,
[Kim08]), the derivatives are the standard derivatives, and not the weighted derivatives that
we consider. Consequently, we must build the theory from the most basic buiding blocks.
Our Sobolev space techniques mainly involve real interpolation, so they dene Besov
spaces. The fractional Sobolev spaces and Besov spaces agree (see, for example, [LM72] or
[BL76]), and in the elliptic regularity section of the paper, we use the fractional Sobolev
and Besov spaces interchangeably. In fact, even at the integer levels, the main results hold
for the interpolated spaces B
k;2,2
(, ; X) and Sobolev spaces W
k,2
(, ; X) (the former by
interpolation and the latter by direct proof).
1. Preliminaries
Let R
n
be an open set and let : R be C
. Dene the weighted L

p
-space
L
p
(, ) = f : C :
_
[f[
p
e
dV <
where dV is Lebesgue measure on C
n
. Let b be the boundary of . We will always assume
that b is at least Lipschitz, so that integration by parts is always justied. For most results
we will need additional boundary regularity, as indicated below.
1.1. Hypotheses on , , and . Let A R
n
.
Let
A
be the distance function from A, i.e.,
A
(x) = inf
yA
[x y[. Let U
A
= x
R
n
: there exists a unique point y A such that
A
(x) = [y x[. Dene
A
: U
A
A by
A
(x) = y. The following concepts were introduced in [Fed59].
Denition 1.1. If y A, then dene the reach of A at y by
Reach(A, y) = supr 0 : B(y, r) U
A
and the reach of A to be

Reach(A) = infReach(A, y) : y A.
The majority of our results use a subset of the following hypotheses. Fix m N, m 2.
HI. The domain has a C
m
boundary with positive reach. Moreover, there exists > 0
and a dening function so that on
= y :
b
(y) < , ||
C
m
(
)
< (i.e., is
uniformly C
m
in the sense of [HRb]).
HII. There exists (0, 1) so that
lim
|x|
x
_
[[
2
+
_
=
2
where
[[
2
=
n
j=1
x
k
2
.
HIII. There exists (0, 1) so that
lim
|x|
x
_
[[
2
_
=
HIV. There exists a constant C
m
> 0 so that
[
k
[ C
m
(1 +[[)
for 1 k m and x .
HV. Hypotheses (HII)-(HIV) can be extended to R
n
.
HVI. If

denotes the outward unit normal to b, we have

inf
r>0
sup
|x|>r,xb
[[
1
< 1.
(HII) and (HIII) have their origin in [Gan, GH10] (who in turn adapt the ideas in [KM94]).
The family of examples par excellence of weight functions is
(x) = t[x[
2
for any nonzero t R. Such functions always satisfy (HII)-(HV) ((HI) is examined in detail
in [HRb]). It is possible to construct domains for which (HVI) fails for this choice of ,
but observe that if satises (HVI) for (x) = t[x[
2
, then any isometry of R
n
will map
to another domain which also satises (HVI) (because the composition of [x[
2
with any
isometry will equal [x[
2
plus lower order terms).
1.2. Weighted Sobolev spaces. Set D
j
=

x
j
and dene the weighted dierential opera-
tors
X
j
=

x
j

x
j
= e

x
j
e
, 1 j n
and
X
= (X
1
, . . . , X
n
).
Denition 1.2. Let Y
j
= X
j
or D
j
, 1 j n. For a nonnegative k Z, let the weighted
Sobolev space
W
k,p
(, ; Y ) = f L
p
(, ) : Y

f L
p
(, ) for [[ k
where = (
1
, . . . ,
n
) is an n-tuple of nonnegative integers and Y

= Y
1
1
Y
n
n
. The
space W
k,p
(, ; Y ) has norm
|f|
p
W
k,p
(,;Y )
=
||k
|Y
f|
p
L
p
(,)
.
Also, let
W
k,p
0
(, ; Y ) = g W
k,p
(, ; Y ) :
there exists
c
() satisfying |g
|
W
k,p
(,;Y )
0 as .
In other words, W
k,p
0
(, ; Y ) is the closure of C
c
() in the W
k,p
(, ; Y )-norm.
3
Remark 1.3. Our analysis focuses on the weighted spaces W
k,p
(, ; X) and we prove results
on the spaces W
k,p
(, ; D) only where necessary. The choice of which space to focus on is
not central to the theory. We could have written the arguments with the roles of the two
spaces reversed.
1.3. Weighted Sobolev spaces on b. Let > 0 and set M = b. Recall that
= x R
n
: dist(x, M) <
For discussions involving M, we always assume (HI) and m 2. Therefore, by [HRb], there
exists > 0 and a dening function so that ||
C
m
(
)
< and [d[ = 1 on b. Let
Z
1
, . . . , Z
n1
TM be an orthonormal basis near a point x M and let Z
n
=

be the unit
outward normal to . Moreover, Z
n
is also the unit normal to the level curves of (pointing
in the direction in which increases). For 1 j n, set
T
j
= Z
j
Z
j
().
We call a rst order dierential operator T tangential if the rst order component of T is
tangential. For 1 j n 1, Z
j
is dened locally, and if U is a neighborhood on which
Z
1
, . . . , Z
n1
form a basis of T(M U), we denote Z
j
by Z
U
j
to emphasize the dependence
on U. In analogy to
X
, we dene
T
= (T
1
, . . . , T
n
),
tan
T
= (T
1
, . . . , T
n1
) and
tan
Z
= (Z
1
, . . . , Z
n1
)
By (HI), we can construct an open cover U
j
of
where U
j
are of comparable surface
area and admit local coordinates Z
1
, . . . , Z
n1
with coecients bounded uniformly in C
m1
.
Let
j
be a C
m
partition of unity subordinate to U
j
where
j
are uniformly bounded in
the C
m
norm. With
j
in hand, we set v
j
= v
j
, so v =
j=1
v
j
. Observe that we have the
following equivalent norms on W
k,2
(
, ; X) and W
k,2
(
, ; D), respectively:
|v|
W
k,2
(
,;X)

j=1
||k
|T
U
j
v
j
|
L
2
(
,)
and |v|
W
k,2
(
,;D)

j=1
||k
|Z
U
j
v
j
|
L
2
(
,)
where T
U
= Z
U
Z
U
() and T
U
= T
U
1
T
U
||
(and similarly for Z
U
).
For the boundary Sobolev space, set
W
k,p
(M, ; T) =
f L
p
(M, ) : T
f L
p
(M, ), [[ k and T
j
is tangential for 1 j k.
1.4. Notation for dierential operators. In the second part of the paper, we establish the
elliptic theory for strongly elliptic operators R
n
that satisfy (HI)-(HV) (and sometimes
(HVI) as well). Much of our development follows the outline in [Fol95]. Let L be a second
order operator of the form
(1) L =
n
j,k=1
X
j
a
jk
X
k
+
n
j=1
_
b
j
X
j
+ X
j
b
j
_
+ b
where a
jk
and b
j
are functions on a neighborhood of

that are bounded in the C
1
norm,
and b
j
and b are bounded functions on a neighborhood of

.
Note that the formal adjoint (X
= (1)
||
D
.
4
The formal adjoint of L is the operator given by the formula
(L
v, u)
= (v, Lu)
so integration by parts yields that

L
=
n
j,k=1
X
k
a
jk
X
j
+
n
j=1
_
b
j
X
j
+ X
j
b
j
_
+
b.
We say that the operator L is strongly elliptic on

if there exists a constant > 0 so
that
(2) Re
_
n
j,k=1
a
jk
k
_
[[
2
.
Associated to L is a (nonunique) sesquilinear form D called a Dirichlet form given by
(3) D(v, u) =
n
j,k=1
(X
j
v, a
jk
X
k
u)
+
n
j=1
(v, b
j
X
j
u)
+
n
j=1
(X
j
v, b
j
u)
+ (v, bu)
.
D is called a Dirichlet form for the operator L if
D(v, u) = (v, Lu)
for all u, v C
c
().
The Dirichlet form D given by (3) is called strongly elliptic on

if (2) holds.
Denition 1.4. The Dirichlet form D on is called coercive over A if W
1,2
0
(, ; X)
A W
1,2
(, ; X), A is closed in W
1,2
(, ; X), and there exist C > 0 and 0 such that
(4) Re D(u, u) C|u|
2
W
1,2
(,;X)
|u|
2
L
2
(,)
for all u A.
D is called strictly coercive if we can take = 0.
If D is coercive, then D
(v, u) = D(v, u) + (v, u)
is strictly coercive.
We can also consider the adjoint Dirichlet form
D
(v, u) = D(u, v) for all u, v W

1,2
(, ; X).
The form D is called self-adjoint if D = D
.
2. Main Results
2.1. Sobolev space and trace theorems. Let > 0 and set M = b and
= x R
n
: dist(x, M) < .
In Section 5.1, we will use interpolation to dene the Besov space B
s;p,q
. The following
theorem is the analog of the Trace Theorem [AF03, Theorem 7.39]
Theorem 2.1. Let m 2 and assume that R
n
satises (HI)-(HVI). If 1 k m1,
then the following two conditions on a measurable function u on M are equivalent:
(a) There exists U W
k,2
(
, ; X) supported in
so that u = Tr U;
(b) u B
k
1
2
;2,2
(M, ; T).
The proof of Theorem 2.1 is divided into two results, each of which is more general than
one direction of Theorem 2.1. In Section 5.2 we will show
5
Lemma 2.2. Given the hypotheses of Theorem 2.1, if U W
k,2
(
, ; X), then Tr U
B
k
1
2
;2,2
(M, ; T) and there exists a constant K independent of U so that
| Tr U|
B
k
1
2
;2,2
(M,;T)
K|U|
W
k,2
(
,;X)
.
Remark 2.3. The result also holds (by the same proof) if we replace
with

c
.
The second half of the proof of Theorem 2.1 is proven in Section 5.3, as part of the general
result:
Theorem 2.4. Let ,
be integers so that 0 +
m2. If u B
+
1
2
;2,2
(M, ; T), then
u = Tr

for some U W
+
+1,2
(
, ; X) supported in
satisfying
Tr U = = Tr

1
U
1
= 0
and
|U|
W
+
+1,2
(,;X)
C|u|
B
for some C independent of U and u.
The trace and extension theorems above allow us to prove the following result concerning
the equality of the spaces with weighted and unweighted derivatives. We also prove the
following Rellich identity in Section 5.5.
Proposition 2.5. Let satisfy (HI)-(HVI). Then for 0 k m, W
k,2
(, ; X) =
W
k,2
(, ; D). Furthermore, if m 2 and 1 k m 1, then W
k,2
(, ; X) embeds
compactly in W
k1,2
(, ; X).
The analog of Proposition 2.5 for M is contained in Corollary 4.6. It is easier in this case
since C
c
(M) is dense in W
,2
(M, ; ) where is either Z or T. Likewise, for W
1,2
0
(, ; X),
the result is easier (though not easy) and is contained Proposition 3.3 and its corollaries.
A useful application of the trace and extension theorems is the construction of a simple
(k, 2)-extension operator for each k, 1 k m 1. Recall that a simple (k, 2)-extension
operator E : W
k,2
(, ; X) W
k,2
(R
n
, ; X) is one that satises Eu(x) = u(x) for a.e.
x and there exists a constant C = C(k) so that |Eu|
W
k,2
(R
n
,;X)
C|u|
W
k,2
(,;X)
. In
Section 5.3 we will show:
Theorem 2.6. Let satisfy (HI)-(HVI). Then for 1 k m 1, there exists a simple
(k, 2)-extension operator.
Our nal embedding result is proven in Section 5.5.
Theorem 2.7. Let M, , and satisfy the hypotheses of Theorem 2.4 If s > 1/2 and
1 q , then
B
s;2,q
(, ; X) B
s1/2;2,q
(M, ; T).
6
2.2. Elliptic regularity solvability. The Sobolev space theory that we develop is pow-
erful enough that it allows us to adapt the proofs in the bounded, unweighted setting in a
straight forward manner and establish the following theorems, see [Fol95, Chapter 7]. In
particular, we can establish that strong ellipticity is equivalent to Gardings inequality and
solve the (A, D) Boundary Value Problem (BVP): namely, for a closed subspace A satisfying
W
1,2
0
(, ; X) A W
1,2
(, ; X) and f L
2
(), nd u A so that D(v, u) = (v, f)
for
all v A. The case A = W
1,2
0
(, ; X) is the classical Dirichlet problem, but we also want
to include the case A = W
1,2
(, ; X).
Note that C
c
() A, so a solution of the (A, D) BVP will satisfy (L
v, u)
= (v, f)
for all v C
c
() and hence will be a distributional solution to Lu = f. Furthermore, the
requirement that D(v, u) = (v, f)
for all v A leads to a free boundary condition, i.e.,

integration by parts imposes a boundary condition on u.
Theorem 2.8 (Gardings inequality). Let
D(v, u) =
n
j,k=1
(X
j
v, a
jk
X
k
u)
+
n
j=1
(v, b
j
X
j
u)
+
n
j=1
(X
j
v, b
j
u)
+ (v, bu)
be a strongly elliptic Dirichlet form on and suppose that a

jk
, b
j
, b
j
, b are bounded on .
Then D is coercive over W
1,2
(, ; X) (and hence over any A W
1,2
(, ; X) that contains
W
1,2
0
(, ; X)).
The converse to Gardings inequality holds as well.
Theorem 2.9. If the Dirichlet form D is coercive over W
1,2
0
(, ; X) and a
jk
C(
), then
D is strongly elliptic.
We can prove existence and uniqueness of weak solutions for operators giving rise to strictly
coercive Dirichlet forms.
Theorem 2.10. Let A be a closed subspace of W
1,2
(, ; X) that contains W
1,2
0
(, ; X)
and let D be a Dirichlet form that is strictly coercive over A. There is a bounded, injective
operator A : L
2
(, ) A that solves the (A, D) BVP, that is, D(v, Af) = (v, f)
for all
v A and f L
2
(, ).
Even in the case D is not strictly coercive, we can still gain information regarding weak
solutions.
1,2
1,2
0
(, ; X).
Let D be a Dirichlet form that is coercive over A. Dene
V = u A : D(v, u) = 0 for all v A
and
W = u A : D(u, v) = 0 for all v A.
Then dimV = dimW < . Moreover, if f L
2
(, ), there exists u A so that D(v, u) =
(v, f)
for all v A if and only if f is orthogonal to W in L

2
(, ) in which case the
solution is unique modulo V . In particular, if V = W = 0, the solution always exists and
is unique.
In the case that D is self-adjoint, we can prove that L
2
(, ) has a basis of eigenvectors.
We will see in Proposition 2.5 that W
1,2
(, ; X) embeds compactly in L
2
(, ). Thus,
7
1,2
1,2
0
(, ; X).
Suppose that D is a Dirichlet form that is coercive over A and satises D = D
. There exists
an orthonormal basis u
j
of L
2
(, ) consisting of eigenfunctions for the (A, D) BVP; that
is, for each j, there exists u
j
A and a constant
j
R so that D(v, u
j
) =
j
(v, u
j
)
for
all v A. Moreover,
j
> for all j where is the constant in the coercive estimate (4),
lim
j
j
= , and u
j
C
() for all j.
2.3. Elliptic regularity estimates. We can prove elliptic regularity in the interior of
in Section 6.
Theorem 2.13. Let R
n
satisfy (HI)-(HV) for some m 2. Let L be dened by (1) and
a
jk
, b
j
C
+1
() W
+1,
() and b
j
, b C
() W
,
() for some 0 m. Assume
that f W
,2
(, ; X) and L is strongly elliptic. Suppose that u W
1,2
(, ; X) is a weak
solution (i.e., D(v, u) = (v, f)
for all v W
1,2
0
(, ; X)) of the elliptic PDE
Lu = f in .
Then u W
+2,2
loc
(, ; X) and if V is open and satises dist(V, b) > 0,
(5) |u|
W
+2,2
(V,;X)
C(|f|
W
(,;X)
+|u|
L
2
(,)
)
where C = C(dist(V, b), C
||
, |a
jk
|
C
+1
()
, |b
j
|
C
()
, |b
j
|
C
+1
()
, |b|
C
()
, n, , ).
Note that the inequality in Theorem 2.13 is not an a priori inequality. The meaning of
(5) is that if the right-hand side is nite, then u W
+2,2
(V, ; X).
The case that is bounded is not the only case for which we know the hypothesis that
u W
1,2
(, ; X) is satised. Indeed, we if combine Theorem 2.10 and Theorem 2.11 with
Theorem 2.13 for = 0, we have the following corollary.
Corollary 2.14. Let L, V , and be as in Theorem 2.13. Let A be a closed subspace of
W
1,2
1,2
0
(, ; X). Let D be the Dirichlet form corresponding to L
in A. If any of the following conditions hold:
(i) D is strictly coercive,
(ii) f W = w A : D(w, v) = 0 for all v A and u is the weak solution that is
orthogonal to V ,
then u A and hence in W
2,2
(V, ; X).
We can also prove that elliptic regularity holds near the boundary for weak solutions of
the partial dierential equation Lu = f, in Sections 7.2 and 7.3.
Theorem 2.15. Let R
n
satisfy (HI)-(HVI) with m 3. Let 0 m 3 and
the operator L be dened by (1) where a
jk
, b
j
C
+1
(
) W
+1,
(
) and b
j
, b W
,
().
Assume that f W
,2
(, ; X) and L is strongly elliptic. Let A be a closed subspace of
W
1,2
1,2
0
(, ; X). Suppose that u A is a weak solution (i.e.,
D(v, u) = (v, f)
for all v A) of the elliptic PDE

Lu = f in .
Then u W
+2,2
(, ; X) and
(6) |u|
W
+2,2
(,;X)
C(|f|
W
(,;X)
+|u|
L
2
(,)
)
where C = C(M
, |a
jk
|
C
+1
()
, |b
j
|
C
+1
()
, |b
j
|
C
+1
()
, |b|
C
+1
()
, n, , ||
C
+3
()
).
8
2.4. Boundary values of L-harmonic functions. We conclude the paper with a study of
the boundary values of L-harmonic functions. The goal is to show that L-harmonic functions
(i.e., functions u satisfying Lu = 0) have unique boundary values in W
s1/2,2
(b, ; T) when
u W
s,2
(, ; X) and s 0.
We rst establish a simple but easily applicable uniqueness condition. Let L be a strongly
elliptic second order operator. We would like to understand conditions on L so that if Lu = 0
and u[
M
= 0, then u = 0. Theorem 2.10 present one condition, and we will show the following
in Section 8.
Lemma 2.16. Let R
n
be a domain that satises (HII). Let L be a strongly elliptic
operator that has a Dirichlet form D so that for all u W
1,2
0
(, ; X) there exists a constant
c satisfying
(7) Re D(u, u) c|
X
u|
L
2
(,)
.
If Lu = 0 and u W
1,2
0
(, ; X), then u 0.
Remark 2.17. If the operator L is of the form L =
n
j,k=1
X
j
a
jk
X
k
+ b where b > 0, then L
satises (7).
With this restriction on D, we can prove in Sections 8.1 and 8.2:
Theorem 2.18. Let R
n
be a domain that satises (HI)-(HVI) for m = 2. Let L be a
strongly elliptic operator that has a Dirichlet form D which satises (7). The map sending
u (Lu, Tr u)
is an isomorphism from
W
s,2
(, ; X) W
s2,2
(, ; X) W
s1/2,2
(b, ; T)
for 1 s m1.
With an additional restriction on L, we can prove that L-harmonic functions in L
2
()
have boundary values if s 0 in Section 8.3.
Theorem 2.19. Let R
n
be a domain that satises (HI)-(HVI) for m 3. Let L be of
the form
(8) L =
n
j=1
_
X
j
X
j
+ b
j
X
j
+ X
j
b
j
_
+ b,
If f W
s,2
(, ; X) for s 0 and Lf = 0, then Tr f is well-dened and an element of
W
s1/2,2
(b, ; T).
3. Facts for W
m,p
(, ; X), 1 < p <
3.1. The spaces W
k,q
(, ; X) and W
k,p
(, ; X)
. Let 1 p < and

1
p
+
1
q
= 1. Fix
k N and let N(k) be the number of multiindices where [[ k. As k is xed, we suppress
the argument of N. Let
1
, . . . ,
N
be an enumeration of such multiindices. For a vector g,
9
we write g = (g
1
, . . . , g
N
) = (g
) interchangeably. For functions g

1
, . . . , g
N
L
q
(, ), there
exists a bounded linear functional T
g
1
,...,gn
on W
k,p
(, ; X) dened by
T
g
1
,...,g
N
f =
_
_
N
j=1
X
j
fg
j
__
e
dV.
We can show that every functional on W
k,p
(, ; X) arises in this way.
Proposition 3.1. For R
n
, let 1 < p < and
1
p
+
1
q
= 1.
(i) The dual space W
k,q
(, ; X) := W
k,p
0
(, ; X)
is the set
W
k,q
(, ; X) =
_
u T
() : u =
||k
(1)
||
D
, g
L
q
(, ) for all
_
.
Moreover, the norm on W
k,q
(, ; X) is given by
|u|
W
k,q
(,;X)
:= sup[u(f)[ : f W
k,p
0
(, ; X), |f|
W
k,p
(,;X)
= 1
= inf
F
_

||k
|g
|
q
L
q
(,)
_
where T is the set of N-tuples (g
1
, . . . , g
N
) L
q
(, )
N
representing the functional
u.
(ii) The dual space W
k,p
(, ; X)
consists of u T
() for which there exists a vector

g = (g
) (L
q
(, ))
N
so that for all f W
k,p
(, ; X),
u(f) =
||k
_
X
f, g
.
Moreover, the norm on W
k,p
(, ; X)
|u|
W
k,p
(,;X)
:= sup[u(f)[ : f W
k,p
(, ; X), |f|
W
k,p
(,;X)
= 1.
Proof. The proof is standard. See, for example, [AF03, Sections 3.9, 3.12, 3.13]
3.2. Approximation by W
k,p
(, ; X).
Proposition 3.2. Let 1 p < and assume that b satises (HI) for some m 1. Let
1 m be an integer. Then C
c
(R
n
) is dense in both W
,p
(, ; X) and W
,p
(, ; D) in
the sense that if > 0 and f W
,p
(, ; X), then there exists C
c
(R
n
) so that
| f|
W
,p
(,;X)

where C is independent of f, , and . Similarly, if > 0 and f W
,p
(, ; D), then there
exists C
c
(R
n
) so that
| f|
W
,p
(,;D)

where C is independent of f, , and .
Proof. Let > 0 and
R
be a smooth, nonnegative cut-o function so that
R
1 on
B(0, R),
R
0 o B(0, 2R), and [D
R
[ C
||
/R
||
for [[ 0. For R suciently large,
it follows that
|(1
R
)f|
W
,p
(,;X)
.
10
Let g =
R
f, and extend g to be zero outside of . It is enough to prove the result for g.
Let
be a C
m
domain satisfying
B(0, 2R)
B(0, 3R) .
Since supp
R
B(0, 2R), g = g1
. Since
is bounded, there exists C
> 0 so that
|h|
W
,p
(
,;X)
C
|h|
W
,p
(
)
for any h W
,p
(
). The function is constructed in the following manner. Extend g to

g W
,p
(R
n
) following the technique of [AF03, Theorem 5.22]. Since g is identically zero in
a neighborhood of
, this construction can be used to guarantee that g is identically

zero on
. Form by mollifying g in such a way that is also identically zero on
.
Since is constructed so that |g |
W
,p
(
)
< /C
, we have
|g |
W
,p
(,;X)
|g |
W
,p
(
,;X)
< .
3.3. Embeddings and compactness for p = 2.

Proposition 3.3. Let R
n
satisfy (HII). Then the embedding of W
1,2
0
(, ; X)
L
2
(, ) is compact.
Proof. We start by making a number of preliminary calculations. Note that the formal
adjoint X
j
=

x
j
. This means
(9) (X
j
+ X
j
)f =
x
j
f
and
(10) [X
j
, X
j
]f =
x
2
j
f.
Note that for f C
c
(),
(11)
_
[X
j
, X
j
]f, f
_
=
_
X
j
X
j
f, f
_

_
X
j
X
j
f, f
_
= |X
j
f|
2
L
2
(,)
|X
j
f|
2
L
2
(,)
.
Next, we see that for > 0, a small constant/large constant argument yields
|(X
j
+ X
j
)f|
2
L
2
(,)

_
1 +
1
2
_
|X
j
f|
2
L
2
(,)
+ (1 + )|X
j
f|
2
L
2
(,)
.
Now set
(x) = [(x)[
2
+ (1 + )(x).
Consequently,
_
f, f
_
=
n
j=1
_
|(X
j
+ X
j
)f|
2
L
2
(,)
(1 + )([X
j
, X
j
]f, f)
_
2 + +
1
2
_
n
j=1
|X
j
f|
2
L
2
(,)
. (12)
Since C
c
() is dense in W
1,2
0
(, ; X), this inequality holds for all f W
1,2
0
(, ; X).
11
Let f
k
W
1,2
0
(, ; X) be a bounded sequence and set M = max
k
|f
k
|
2
W
1,2
(,;X)
. Set
I(R) = inf
x\B(0,R)
[(x)[. Since I(R) > 0 for R suciently large,
|f
k
f
j
|
2
L
2
(,)

_
B(0,R)
[f
k
f
j
(x)[
2
e
dV +
_
\B(0,R)
(x)
I(R)
[f
k
f
j
(x)[
2
e
dV
C
,R
|f
k
f
j
|
2
L
2
(B(0,R))
+
C|f
k
f
j
|
2
W
1,2
(,;X)
I(R)
C
,R
|f
k
f
j
|
2
L
2
(B(0,R))
+ C
M
I(R)
. (13)
Fix an increasing sequence R
j
, so that R
j
satises M/I(R
j
) 1/j. We may inductively
construct a sequence of subsequences f
k
m
j
so that
(i) f
k
m+1
j
is a subsequence of f
k
m
j
,
(ii) lim
j
f
k
m
j
= f
k
m in L
2
(B(0, R
m
) , ), and
(iii) f
k
m[
B(0,R
k
)
= f
k
if m.
It is now easy to see from (13) that f
k
j
j
is a Cauchy sequence in L
2
(, ) and hence converges
in L
2
(, ). Thus, W
1,2
0
2
(, ).
Corollary 3.4. The embedding L
2
(, ) W
1,2
(, ; X) is compact.
Corollary 3.5. Let R
n
satisfy (HII). There exists a constant C > 0 so that
|f|
2
L
2
(,)
C|
X
f|
2
L
2
(,)
for f W
1,2
0
(, ; X).
Proof. By (11) and (12),
|f|
2
L
2
(,)
= |
X
f|
2
L
2
(,)

n
j=1
_
[X
j
, X
j
]f, f
_
|
X
f|
2
L
2
(,)
+
1
1 +
_
f, f
_
C|
X
f|
2
L
2
(,)
.

n
satisfy (HIII). Then the embedding of W
1,2
0
(, ; D)
L
2
(, ) is compact.
Proof. The proof follows the lines of the proof of Proposition 3.3 with
(x) = [(x)[
2
(1 + )(x).
replacing (x).
n
satisfy (HIII). Then the embedding L
2
(, ) W
1,2
(, ; D)
is compact.
n
satisfy (HIII). Then there exists a constant C > 0 so that
|
X
f|
2
L
2
(,)
C|f|
2
L
2
(,)
,
for all f W
1,2
0
(, ; D).
12
Remark 3.9. Proposition 3.2 and Corollaries 3.5 and 3.8 allow us to dene a number of
equivalent ways to measure the W
k,2
0
(, ; X) norm (which we will use later on
) Let
W
k
0
(, ; X) and
Y
j
=
1
2
(X
j
X
j
) =

x
j
1
2
x
j
= X
j
+
1
2
x
j
and
Y
= (Y
1
, . . . , Y
n
).
Note that
|Y
j
|
2
L
2
(,)
=
_
x
j
1
2
x
j
,

x
j
1
2
x
j
=
_
_
_
x
j
_
_
_
2
L
2
(,)
+
1
4
_
_
_
x
j
_
_
_
2
L
2
(,)
Re
_
x
j
,

x
j
and
|Y
j
|
2
L
2
(,)
=
_
X
j
+
1
2
x
j
, X
j
+
1
2
x
j
=
_
_
X
j
_
_
2
L
2
(,)
+
1
4
_
_
_
x
j
_
_
_
2
L
2
(,)
+ Re
_
x
j
,

x
j
.
Thus,
|Y
j
|
2
L
2
(,)
=
1
2
__
_
_
x
j
_
_
_
2
L
2
(,)
+
_
_
X
j
_
_
2
L
2
(,)
_
+
1
4
_
_
_
x
j
_
_
_
2
L
2
(,)
,
so
|
Y
|
2
L
2
(,)

1
2
_
||
2
L
2
(,)
+|
X
|
2
L
2
(,)
_
.
It then follows that
|
Y
|
2
L
2
(,)
||
2
L
2
(,)
|
X
|
2
L
2
(,)
.
and consequently (HIV) shows that for any so that 1 m
(14) ||
W
,2
(,;D)
||
2
W
,2
(,;X)

||
|Y
|
2
L
2
(,)
where the constants in depend on , n, and . The reason that we introduced Y
j
is that
Y
j
= e
1
2

x
j
e
1
2
, so
|Y
j
|
2
L
2
(,)
=
_
e
1
2

x
j
_
e
1
2
2
e
dx =
_
_
_
x
j
_
e
1
2
_
_
_
_
L
2
()
.
4. Sobolev spaces on M
As above with Proposition 3.1, standard arguments yield
Proposition 4.1. Let 1 < p < and
1
p
+
1
q
= 1. Fix a nonnegative integer k m and let
N = N(k) be as in Proposition 3.1. The dual space to W
k,p
(M, ; T) consists of u T
(M)
for which there exists a vector g = (g
) (L
q
(M, ))
N
so that for all f W
k,p
(M, ; T),
u(f) =
||k
_
T
f, g
||k
(1)
||
_
f, (T
13
where T
is a tangential operator of order [[. Moreover, the norm on W

k,q
(M, ; T) :=
W
k,p
(M, ; T)
|u|
W
k,q
(M,;T)
:=sup[u(f)[ : f W
k,p
(M, ; T), |f|
W
k,p
(M,;T)
= 1
=inf
F
_

||k
|g
|
q
L
q
(M,)
_
where T is the set of N-tuples (g
1
, . . . , g
N
) L
q
(M, )
N
representing the functional u.
4.1. Approximations and embeddings for W
k,p
(M, ; T). When considering results on
the boundary, we will generally need both (HII) and (HIII). Adding these, it is helpful to
observe that we have
(15) lim
|x|
x
[[ = .
Conversely, (HIV) and (15) imply both (HII) and (HIII), since (HIV) with k = 2 implies
(16) [[ n[
2
[ nC
2
(1 +[[).
By classical results, we know that C
m
c
(M) is dense in W
k,2
(M, ; T).
Let B = (
j
) be the matrix with bounded C
m1
coecients so that
Z
j
=
n
=1
.
Since T
j
= Z
j
Z
j
, T
j
= (B
X
)
j
. Then T
=1
implies
T
=
n
=1
_
_
.
Using the formula for T
and (9), we observe that

T
j
+ T
j
=
n
=1
_
+

j
x
_
= (B)
j

n
=1
j
x
.
If H is the Hessian of , then from (10) it follows that
[T
j
, T
j
] =
n
=1
_
+
j
+
j
j
x
_
=
n
=1
_
_
=
_
B(H)B
T
_
jj

n
=1
_
+
j
_
.
The key to the proof of Proposition 3.3 was the construction of , an unbounded function
so that (f, f)
could be written in terms of inner products involving |

X
f|
L
2
(,)
and
14
([X
j
, X
j
]f, f)
. Adapting the heuristic of Proposition 3.3, we compute

n1
j=1
_
_
_
_
T
j
+ T
j
_
f
_
_
2
L
2
(M,)
(1 + )
_
[T
j
, T
j
]f, f
_
M,
_
=
n1
j=1
_
_
_
_
_
B
_
j
f
n
=1
f
_
_
_
2
L
2
(M,)
+ (1 + )
_
_
B(H)B
T
_
jj
f +
n
=1
_
+
j
_
f, f
_
M,
_
.
Therefore, the analog of in Proposition 3.3 is
(17)
M
(x) =
n1
j=1
_
_
B
_
j
+
n
=1
j
x
2
+ (1 + )
_
[Tr
_
B(H)B
T
_
+
n
=1
_
+
j
_
_
_
.
The matrix B plays a critical role here. We observe that
B =
_
tan
Z
/
_
where

= Z
n
is the unit outward pointing normal. Now, (HVI) and (15) tell us
lim
|x|
xM
[
tan
Z
[ = ,
as well. Using (HIV) and (HVI) to bound H, we have
M
(x) [
tan
Z
[
2
O([
tan
Z
[ + 1).
Hence, we have the following analogue of (HII):
BI. There exists > 0 so that
M
dened by (17) satises
lim
|x|
xM
M
(x) = .
n
satisfy (HI)-(HV) and b satisfy (BI). Then the embedding
W
1,2
(M, ; T) L
2
(M, ) is compact.
Proof. The proof follows the argument of Proposition 3.3.
As earlier, we have the following corollary.
Corollary 4.3. Under the assumptions and notation of Proposition 4.2,
|
tan
T
f|
2
L
2
(M,)
C|
tan
T
f|
2
L
2
(M,)
for some constant C independent of f.
15
A similar argument shows the following Rellich identity. Set
(18)
M
=
n1
j=1
_
_
B
_
=1
j
x
2
(1 + )
_
Tr
_
B(H)B
T
_
+
n
=1
_
+
j
_
_
_
.
As before, (HII)-(HIV) and (HVI) can be used to prove an analogue to (HIII):
BII. There exists > 0 so that
M
satises
lim
|x|
xM
M
(x) = .
n
satisfy (HI)-(HV) and b satisfy (BII). Then the embedding
W
1,2
(M, ; L) L
2
(M, ) is compact.
Corollary 4.5. Under the assumptions and notation of Proposition 3.3,
|
tan
T
f|
2
L
2
(M,)
C|f|
2
W
1,2
(M,;L)
for some constant C independent of f.
Our nal comment on the consequences of (HIV) and (HVI) is the following:
BIII. There exist constants C
k
so that
[(
tan
Z
)
k
[ C
k
(1 +[
tan
Z
[)
for all x M and 1 k m.
Since we have shown that (BI)-(BIII) follow from (HI)-(HVI), we will suppress the indi-
vidual boundary hypotheses and assume only (HVI) in the following.
Corollary 4.6. Suppose that R
n
satises (HI)-(HVI). Then if 0 < k m,
|f|
W
k
(M,;T)
|f|
W
k
(M,;Z)
.
Proof. The proof goes by induction. The k = 1 case is the content of Corollary 4.3 and
Corollary 4.5. The higher k follow from the k = 1 case, the inductive hypothesis and the
fact that [T
j
, T
j
] is a function bounded by a multiple of (1 +[
tan
[).
n
satisfy (HI)-(HVI). Then there exists K, K
> 0 depending
on n, m so that for any > 0, u W
m,2
(M, ; T), and 0 < j < m,
||=j
|T
u|
2
L
2
(M,)
K
_
||=m
|T
u|
2
L
2
(M,)
+
j/(mj)
|u|
L
2
(M,)
_
(19)
|u|
W
j,2
(M,;T)
K
_
|u|
W
m,2
(M,;T)
+
j/(mj)
|u|
L
2
(M,;T)
_
(20)
|u|
W
j,2
(M,;T)
2K
|u|
j/m
W
m,2
(M,;T)
|u|
(mj)/m
L
2
(M,;T)
(21)
Proof. Note that (20) follows from repeated applications of (19). Equation (21) follows from
(20) by choosing so that the two terms on the right-hand side are equal.
16
We rst prove the result for m = 2, j = 1. In this case,
|T
j
u|
2
L
2
(M,)
= (T
j
u, T
j
u)
= (T
j
T
j
u, u)
|T
j
T
j
u|
L
2
(M,)
|u|
L
2
(M,)
|T
j
T
j
u|
2
L
2
(M,)
+
1
4
|u|
2
L
2
(M,)
.
However, since lim|x|
xM
_
[[
2
+
_
= , it follows by Corollary 4.3 that
|T
j
T
j
u|
2
L
2
(M,)
C|T
j
u|
2
W
1,2
(M,;T)
.
This proves the result for the case m = 2, j = 1. We can follow the argument of [AF03,
Theorem 5.2] to nish proof.
4.2. Approximation. We can also prove a boundary version of the L
2
analog to [AF03,
Theorem 5.33], the Approximation Theorem for R
n
.
n
satisfy (HI)-(HVI). There exists a constant C = C(m, n) so
that for 0 < k m, v W
k,2
(M, ; T), and 0 < 1, there exists v
C
m
(M) so that:
|v v
|
L
2
(M,)
C
k
||=k
|T
u|
L
2
(M,)
and
|v
|
W
j,2
(M,;T)
C
_
|v|
W
k,2
(M,;T)
if j k 1
kj
|v|
W
k,2
(M,;T)
if k j m.
Proposition 4.8 means that M has the approximation property.
Proof. In this proof, we work locally and use the boundary operators Y
b
j
= Z
j

1
2
Z
j
(). It
follows from Corollary 4.6 that
|ve
1
2
|
W
k,2
(M)
=
||k
|(Y
b
)
v|
L
2
(M,)
|v|
W
k,2
(M,;T)
.
for 0 k m. Then
|ve
1
2
|
W
k,2
(M)

j=1
|v
j
e
1
2
|
W
k,2
(M)
where v
j
=
U
j
v and
U
j
is a partition of unity subordinate to U
j
. By the classical
theory, there exists
,j
C
m+1
c
(M U
j
) so that
|v
j
e
1
2
,j
e
1
2
|
L
2
(M,)
C
k
||=k
|Z
(v
j
e
1
2
)|
L
2
(M,)
and
|
,j
e
1
2
|
W
,2
(M)
C
_
|v
j
e
1
2
|
W
k,2
(MU
j
)
if k 1
kj
||
W
k,2
(MU
j
,;X)
if k m.
Since the M U
j
are of comparable surface area, the constant C arising from the classical
Approximation Theorem can be taken independent of j. Thus, the result follows by summing
in j and observing that the decomposition v =
j=1
v
j
is locally nite.
17
5. Weighted Besov spaces on and M
We start with the following proposition. We initially prove a boundary version because
we need to strengthen Proposition 3.2 before we can prove an analog for . This is an L
2
adaptation of the Approximation Theorem, [AF03, Theorem 7.31].
n
satisfy (HI)-(HVI). If 0 < k < m, then
W
k,2
(M, ; T) H
_
k/m; L
2
(M, ), W
m,2
(M, ; T)
_
Proof. The argument is the same as [AF03, Theorem 7.31] with Proposition 4.7 lling in for
[AF03, Theorem 5.2] and Proposition 4.8 with W
m,2
(M, ; T) replacing the Approximation
Theorem in [AF03].
The importance of Proposition 4.8 is that the Reiteration Theorem (see Theorem A.10)
holds for interpolation spaces generated from the weighted L
2
-Sobolev spaces.
5.1. Real interpolation of boundary Sobolev spaces. We are now ready to dene our
weighted Besov spaces.
Denition 5.2. Let 0 < s < , 1 p < , 1 q and m be the smallest integer larger
than s. We dene the Besov space B
s;p,q
(M, ; T) to be the intermediate spaces between
L
p
(M, ) and W
m,p
(M, ; T) corresponding to = s/m, i.e.,
B
s;p,q
(M, ; T) =
_
L
p
(M), W
m,p
(M, ; T)
_
s/m,q;J
.
We dene the Besov space B
s;p,q
(M, ; Z) to be the intermediate spaces between L
p
(M, )
and W
m,p
(M, ; Z) corresponding to = s/m, i.e.,
B
s;p,q
(M, ; Z) =
_
L
p
(M, ), W
m,p
(M, ; Z)
_
s/m,q;J
.
We will focus on the case p = 2 since we only proved an L
2
Approximation Theorem. By
Theorem A.4, B
s;2,q
(M, ; T) is a Banach space with interpolation norm
|u|
B
s;2,q
(M,;T)
=
_
_
u;
_
L
2
(M, ), W
m,2
(M, ; T)
_
s/m,q;J
_
_
.
Also, B
s;2,q
(M, ; T) inherits density and approximation properties from W
m,2
(M, ; T). For
example, C
(M) : ||
W
m,2
(M,;T)
< is dense in B
s;2,q
(M, ; T).
Let satisfy (HI)-(HVI). Proposition 5.1 and the Reiteration Theorem imply that if
0 k < s < m and s = (1 )k + m, then
B
s;2,q
(M, ; T) =
_
W
k,2
(M, ; T), W
m,2
(M, ; T)
_
,q;J
.
More generally, if 0 k < s < m and s = (1 )s
1
+ s
2
and 1 q
1
, q
2
, then
(22) B
s;2,q
(M, ; T) =
_
B
s
1
;2,q
1
(M, ; T), B
s
2
;2,q
2
(M, ; T)
_
,q;J
.
The following corollary is an immediate consequence of Proposition 5.1 and Lemma A.8.
Corollary 5.3.
B
m;2,1
(M, ; T) W
m,2
(M, ; T) B
m;2,
(M, ; T).
18
5.2. Proof of Lemma 2.2.
Proof of Lemma 2.2. We follow the outline of [AF03, Lemma 7.40]. We may apply the
Reiteration Theorem to obtain
B := B
k
1
2
;2,2
(M, ; T) =
_
W
k1,2
(M, ; T), W
k,2
(M, ; T)
_
,2;J
where = 1
1
2
=
1
2
. From Theorem A.5, we can apply the discrete version of the J-method
and obtain that u B if and only if there exist u
i
W
k1,2
(M, ; T) W
k,2
(M, ; T) =
W
k,2
(M, ; T) for i Z so that
iZ
u
i
= u
in W
k1,2
(M, ; T) + W
k,2
(M, ; T) = W
k1,2
(M, ; T) and such that
_
2
i/2
|u
i
|
W
k1,2
(M,;T)
_
,
_
2
i/2
|u
i
|
W
k,2
(M,;T)
_

2
.
Let :
M be the map that sends x
to the unique point (x) M obtained by

owing along Z
n
. That is, there exists t = t
x
such that x = e
tZn
( (x)). The constant > 0
is small enough so that each point x
can be uniquely represented by x = ( (x), t

x
). In
this way, if U C
c
(
) and x
, then
U(x) =
_
tx
d
dt
U
_
e
tZn
( (x))
_
dt =
_
tx
Z
n
U
_
e
tZn
( (x))
_
dt.
Let

C
c
(R) be so that
(i)

(t) = 1 on [1, 1],
(ii)

(t) = 0 if [t[ 2,
(iii) 0

(t) 1 for all t R,
(iv) and there exists c
j
0 so that [
(j)
(t)[ c
j
for all j 1 and t R.
Dene

i
(t) =

(t/2
i
) and
i
=

i+1
i
. Then
i
vanishes outside (2
i
, 2
i+2
) (2
i+2
, 2
i
)
(and at the endpoints in particular). Also, |
i
|
L
(R)
= 1 and |
i
|
L
(R)
2
i
c
1
.
Let U C
c
(
). Dene U
i
(x) by
U
i
(x) = U
i
( (x), t
x
) = e
(x)
2
_
tx
i
(t)Z
n
_
Ue
2
_
e
tZn
( (x))
dt
= e
(x)
2
_
tx
i
(t)
d
dt
_
Ue
2
_
e
tZn
( (x))
dt.
Next, for x M, dene u
i
by u
i
(x) = U
i
(x). Then
u
i
(x) = e
(x)
2
_
0
i
(t)
d
dt
_
Ue
2
_
e
tZn
( (x))
dt.
By the support condition on
i
and the Fundamental Theorem of Calculus,
(23) u
i
(x)e
(x)
2
=
_
2
i
2
i+2
i
(t)
d
dt
_
Ue
2
_
e
tZn
( (x))
dt =
_
2
i
2
i+2
i
(t)
_
Ue
2
_
e
tZn
( (x))
dt.
19
Since U has compact support, U
i
and consequently u
i
vanish for all i Z when [x[ is
suciently large. Therefore, the support of Tr U is a compact set on which
iZ
u
i
converges
uniformly to u = Tr U. Also, if [[ k 1, then
Z
tan
_
u
i
(x)e
(x)
2
_
=
_
2
i
2
i+2
i
(t)Z
tan
x
Z
n
_
Ue
2
_
e
tZn
(x)
dt
Recall that
Z
j
x
=
n
=1
j
(x)

x
j
.
On
, is bounded in the C
k+1
norm, so
j
is bounded in the C
k
norm. Consequently, by
Cauchy-Schwarz,
tan
_
u
i
(x)e
(x)
2
_
(2
i+2
)
1/2
C
(
j
)
C
k
()
__
2
i
2
i+2
||+1
_
Ue
2
_
e
tZn(x)
2
dt
_
1/2
.
For a xed t > 0, t [2
i
, 2
i+2
) for exactly two (adjacent) i. Set Y
j
f = e
2
Z
j
(fe
2
) =
1
2
(T
j
+ Z
j
). By Corollary 4.6, |f|
W
j,2
(M,;T)

||j
|Y
tan
f|
M,
. Moreover, the paths e
tZn
foliate
, so multiplying by 2
i/2
, squaring, summing over i, and integrating yields
iZ
2
i
|u
i
|
2
W
k1,2
(M,;T)
C
iZ
||k1
2
i
|Y
tan
u
i
|
2
L
2
(M,)
= C
iZ
||k1
2
i
|Z
tan
_
u
i
e
(x)
2
_
|
2
L
2
(M)
= C
||k1
_
||+1
_
U(x)e
(x)
2
_
2
dx C|U|
W
k,2
(,;X)
where the last inequality follows from (14).
Using the second equality in (23) and Cauchy-Schwarz, we have
tan
_
u
i
(x)e
(x)
2
_
2
i
2
(i+2)/2
C
__
2
i
2
i+2
tan
x
_
U
_
e
tZn
(x)
_
e
(e
tZn
(x))
2
_
2
dt
_
1/2
2
i
2
(i+2)/2
C
(
jk
)
C
k
(
)
__
2
i
2
i+2
||
_
Ue
2
_
e
tZn(x)
2
dt
_
1/2
.
Therefore,
iZ
2
i
|u
i
|
2
W
k,2
(M,;T)
C
iZ
||k
2
i
|Y
tan
u
i
|
2
L
2
(M,)
= C
iZ
2
i
|Z
tan
_
u
i
e
(x)
2
_
|
2
L
2
(M,)
= C
(
jk
)
C
k+1
(
||k
_
||
_
U(x)e
(x)
2
_
2
dx C|U|
W
k,2
(,;X)
,
where the nal inequality follows from (14).
Together, these inequalities show that |u|
B
k1/2;2,2
(M,;T)
C|U|
W
m,2
(
,;X)
when U
C
c
(
). Since C
c
(
) is dense in W
k,2
0
(
, ; X), the proof is complete.

20
5.3. Proof of Theorem 2.4.
Proof of Theorem 2.4. Let
= +
+ 1. Set B = B
+
1
2
;2,2
(M, ; T). By denition,
B =
_
L
2
(M, ), W
,2
(M, ; T)
_
, where =
+
1
2
.
From the discrete J-method (Theorem A.5), u L
2
(M, ) belongs to B if and only if there
exist u
j
jZ
W
,2
(M, ; T) so that u =
jZ
u
j
where the sum converges in L
2
(M, )
and 2
j
J(2
j
; u
j
)
2
. The latter condition means that there exists K > 0 so that
jZ
2
2+1
|u
j
|
2
L
2
(M,)
K
2
|u|
2
B
and
jZ
2
2
+1
|u
j
|
2
W
,2
(M,;T)
K
2
|u|
2
B
.
Let

C
c
(R) be the bump function from the proof of Lemma 2.2. Set
j
(t) =

(t/
j
)
for j Z and > 0 to be decided later. Set (t) =

(2t/). It follows that [
(k)
j
(t)[ c
k
jk
.
Also, for k 1,
supp
(k)
j
[2
j
,
j
] [
j
, 2
j
].
For y
, there exists a unique x M and t [, ] so that y = e

tZn
(x). Set (y) = x.
Since ||
C
m
(
)
< , it follows that the projection | |
C
m1
(
)
< . Set
U
j
(y) =
1
!
e
1
2
(y)
_
(y)
_
j
_
(y))
_
(y)
_
u
j
_
(y)
_
e
1
2
( (y))
.
Since

= Z
n
, it is immediate that
Tr U
j
= Tr
U
j
= = Tr

1
U
j
1
= 0
and
Tr

U
j
= u
j
for all j Z.
Thus, we only need to show that U W
, ; X) and is supported in
. Since
supp U
j

for all j, it follows that U is supported in
. Note that if f is a smooth

function on M, then there exist functions c
1
,
2
, 1
1
,
2
n 1, that are bounded in
C
m2
(
) so that
Z
1
(f )(y) =
n1
2
c
1
,
2
Z
2
f
_
(y)).
Also, by construction, Z
n
(f )(y) = 0. Since U
j
has support in
, (14) shows that we

may use the Y
k
operators (instead of the X
k
s) for dierentiation. Let = (
1
, . . . ,
) be a
multiindex of length
. Set
T
=
is tangential
and
N
=
= n
.
Set
f
j
(t) = (t)
j
(t)t
and g
j
(x) = u
j
(x)e
1
2
(x)
for x M. Observe that
[f
(
1
)
j
(t)[ c
j(
1
)
.
21
The function does not aect the estimates derivatives of are supported where [s[ [, 2]
and the support of derivatives of and derivatives of
j
cause
j
(or else the particular
combination
is identically zero). By (14) and the fact that U is supported in
, it is
enough to bound
jZ
|Y
U
j
(y)|
L
2
(
,)
to show that U W
,2
(
, ; X).
Since is bounded in the C
m
norm and c
1
,
2
are bounded in the C
m2
norm, there exists
functions
,
that are bounded on
so that
Y
_
U
j
(y)
_
e
1
2
(y)
= Z
_
U
j
(y)e
1
2
(y)
_
= Z
_
f
j
_
(y)
_
g
j
_
(y)
_
_
=
=0
||
T
,
f
()
j
_
(y)
_
Z
g
j
_
(y)
_
.
Thus,
|Y
U
j
(y)|
L
2
(
,)
C
=1
||
T
_
f
()
j
_
(y)
_
u
j
_
(y)
_
2
e
( (y))
dy
= C
=1
||
T
_
b
_
2
j
2
j
f
()
j
(t)
u
j
(x)
2
e
(x)
dt d(x)
C
=1
||
T
_
b
j(2
2+1)
u
j
(x)
2
e
(x)
d(x)
C
=1
j(2
2+1)
|u
j
|
W
T
,2
(b,;T)
C
_
j(2
+1)
+
j(2
2
N
+1)
_
|u
j
|
W
T
,2
(b,;T)
.
where C is independent of j. Set = 2
1
. This means
|Y
U(y)|
L
2
(
,)

jZ
|Y
U(y)|
L
2
(
,)
C
jZ
_
j(2
+1)
+
j(2
2
N
+1)
_
|u
j
|
W
T
,2
(b,;T)
. (24)
To check that the sum on the right hand side of (24) is nite, observe that
jZ
j(2
+1)
|u
j
|
2
W
T
,2
(b,;T)
=
jZ
2
j
2
+1
|u
j
|
2
W
T
,2
(b,;T)
jZ
2
j
2
+1
|u
j
|
2
W
,2
(b,;T)
K|u|
2
B
.
To bound the remaining term in (24), we use (20) to bound
j(2
2
N
+1)
|u
j
|
2
W
T
,2
(b,;T)
K
j(2
2
N
+1)
_
2
|u
j
|
2
W
,2
(b,;T)
+
2

T
T
|u
j
|
2
L
2
(b,)
_
.
22
We require
j(2
2
N
+1)
2
=
j(2
+1)
. This means
2
=
2
N
j
. Since
T
+
N
=
, it follows
that

T
T
=

N
and
j(2
2
N
+1)
2
N
j
N
=
j(2+1)
since +
+ 1 =
. Thus, since = 2
1
j(2
2
N
+1)
|u
j
|
2
W
T
,2
(b,;T)
K
jZ
_
2
2
|u
j
|
W
,2
(b,;T)
+ 2
21
|u
j
|
L
2
(b,)
_
.
Thus, U W
,2
(, ; X) and the proof is complete.
The proof of Theorem 2.1 is now complete.
Remark 5.4. If (for example)
= 0, then the formula for U

j
is
U
j
(y) = e
1
2
(y)
_
(y)
_
j
_
(y)
_
u
j
_
(y)
_
e
1
2
( (y))
Since Z
n
( (y)) = 0, we can compute
(Y
n
U
j
(y))e
1
2
(y)
= Z
n
_
U
j
(y)e
1
2
(y)
_
= Z
n
(y)(
j
)
_
(y)
_
u
j
_
(y)
_
e
1
2
( (y))
It follows from the support conditions on and that supp(
j
)
[(
j
,
j
) (, )] = .
Therefore
Tr(Y
n
U
j
) = 0
for all j. Similarly, Tr(Y
k
n
U
j
) = 0 for all k for which Y
k
n
is dened. A similar result also
holds if
> 0 since Tr = 0.
Now that Theorem 2.4 is proven, we can apply our trace and extension theorems to prove
that a simple (k, 2)-extension operator exists.
Proof of Theorem 2.6. Let 1 k m1 and f W
k,2
(, ; X). We begin by constructing
functions u
1
, . . . , u
k
recursively. By Theorem 2.1, Tr f B
k
1
2
;2,2
(M, ; T) and
| Tr f|
B
k
1
2
;2,2
(M,;T)
K|f|
W
k,2
(,;X)
.
Next, by Theorem 2.4, there exists a function u
1
W
k,2
(
, ; X) supported in
and so
that
Tr u
1
= Tr f and |u
1
|
W
k,2
(,;X)
K| Tr f|
B
k
1
2
;2,2
(M,;T)
.
Thus,
|u
1
|
W
k,2
(,;X)
K|f|
W
k,2
(,;X)
.
It now follows that (f u
1
) W
k,2
(, ; X) W
1
0
(, ; X).
Next, T
n
(fu
1
) W
k1,2
(, ; X) so by Theorem 2.1, Tr(T
n
(fu
1
)) B
k3/2;2,2
(M, ; T)
and
| Tr(T
n
(f u
1
))|
B
k
1
2
;2,2
(M,;T)
K|T
n
(f u
1
)|
W
k1,2
(,;X)
.
By Theorem 2.4, there exists a function u
2
W
k,2
(
, ; X) supported in
and so that
Tr u
2
= 0 and Tr(
u
2
) = Tr(T
n
u
2
) = Tr(T
n
(f u
1
)) and
|u
2
|
W
k,2
(,;X)
K| Tr(T
n
(f u
1
))|
B
k
3
2
;2,2
(M,;T)
.
Thus, (f u
1
u
2
) W
k,2
(, ; X) W
2
0
(, ; X) and
|f u
1
u
2
|
W
k,2
(,;X)
K|f|
W
k,2
(,;X)
.
23
Iterating this process, we can show that there exist functions
u
1
, . . . , u
k
W
k,2
(
, ; X)
supported in
and so that (f u
1
u
j
) W
k,2
(, ; X) W
j
0
(, ; X) and
|f u
1
u
j
|
W
k,2
(,;X)
K|f|
W
k,2
(,;X)
.
Thus, f (u
1
+ + u
k
) W
k,2
0
(, ; X).
Next, we can write
f = (u
1
+ + u
k
) + (f u
1
u
k
).
The function (f u
1
u
k
) can be extended by 0 to produce a function in W
k,2
(R
n
, ; X)
and (u
1
+ + u
k
) W
k,2
(R
n
, ; X). Thus, we dene
Ef(x) =
_
f(x) x

u
1
(x) + + u
k
(x) x

c
.
5.4. Approximation of functions in W

k,2
(, ; X). Using the Trace Theorem 2.4, we
are now in a position to improve Proposition 3.2 for p = 2 and relax the condition that
f W
,2
0
(, ; X).
Proposition 5.5. Assume that b satises (HI)-(HVI) for some m 2. Let 1 m1
be an integer. Then C
c
(R
n
) is dense W
,2
(, ; X) in the sense that if > 0, then there
exist C
c
(R
n
) so that
| f|
W
,2
(,;X)

and
||
W
,2
(R
n
,;X)
C|f|
W
,2
(,;X)
where C is independent of f, , and .
The function that we construct will actually satisfy supp
.
Proof. The proof is a consequence of Theorem 2.6. Let > 0. Constructing the functions
u
1
, . . . , u
as in the proof of Theorem 2.6. Then for any 1 j , (f u

1
u
j
)
W
,2
(, ; X) W
j
0
(, ; X) and
|f u
1
u
j
|
W
,2
(,;X)
K|f|
W
,2
(,;X)
.
Thus, f (u
1
+ + u
) W
,2
0
(, ; X) so there exists C
c
() so that
|f (u
1
+ + u
+ )|
W
,2
(,;X)
< min, |f|
W
,2
(,;X)
.
We can now take = u
1
+ + u
j
+ .
n
have a C
m
boundary and satisfy (HI)-(HVI). There exist
K, K
> 0 depending on n, m so that for each > 0, u W

m,2
(, ; X), and 0 < j < m,
||=j
|X
u|
2
L
2
(,)
K
_
||=m
|X
u|
2
L
2
(,)
+
j/(mj)
|u|
2
L
2
(,)
_
(25)
|u|
W
j,2
(,;X)
K
_
|u|
W
m,2
(,;X)
+
j/(mj)
|u|
L
2
(,)
_
(26)
|u|
W
j,2
(,;X)
2K
|u|
j/m
W
m,2
(,;X)
|u|
(mj)/m
L
2
(,)
(27)
24
Proof. The proof of Proposition 5.6 is the same as the proof of Proposition 4.7 after using
Theorem 2.6 to reduce the problem to R
n
.
We can also prove an L
2
analog to [AF03, Theorem 5.33], the Approximation Theorem
for R
n
.
n
satisfy (HI)-(HVI) for some m N. If 0 < k m then there
exists a constant C = C(m, n) so that for v W
k,2
(, ; X) and 0 < 1, there exists
v
c
() so that:
|v v
|
L
2
(,)
C
k
||=k
|X
v|
L
2
(,)
and
|v
|
W
j,2
(,;X)
C
_
|v|
W
k,2
(,;X)
if j k 1
kj
|v|
W
k,2
(,;X)
if k j m.
Proof. The proof uses the same argument as the proof of Proposition 4.8.
Proposition 5.7 means that has the approximation property in the sense of [AF03]. As
a consequence of our improved approximation results, following the proof of Proposition 5.1,
we can prove
Proposition 5.8. If R
n
satises (HI)-(HVI), then
W
k,2
(, ; X) H
_
k/m; L
2
(, ), W
m,2
(, ; X)
_
.
5.5. Besov spaces on and Additional Trace Results. We are now ready to dene
weighted Besov spaces on .
Denition 5.9. Let 0 < s < , 1 p < , 1 q and be the smallest integer larger
than s. We dene the Besov space B
s;p,q
(, ; X) to be the intermediate space between
L
p
() and W
,p
(, ; X) corresponding to = s/, i.e.,
B
s;p,q
(, ; X) =
_
L
p
(, ), W
,p
(, ; X)
_
s/,q;J
.
We will focus on the case p = 2 since we only proved an L
2
Approximation Theorem. By
Theorem A.4, B
s;p,q
(, ; X) is a Banach space with interpolation norm
|u|
B
s;p,q
(,;X)
=
_
_
u;
_
L
p
(, ), W
,p
(, ; X)
_
s/,q;J
_
_
.
Also, B
s;p,q
(, ; X) inherits density and approximation properties from W
,p
(, ; X). For
example, C
() : ||
W
,p
(,;X)
< is dense in B
s;p,q
(, ; X).
For that satises (HI)-(HVI), Proposition 5.7 and the Reiteration Theorem (Theorem
A.10), if 0 k < s < and s = (1 )k + , then
B
s;2,q
(, ; X) =
_
W
k,2
(, ; X), W
,2
(, ; X)
_
,q;J
.
More generally, if 0 k < s < , s = (1 )s
1
+ s
2
, and 1 q
1
, q
2
, then
(28) B
s;2,q
(, ; X) =
_
B
s
1
;2,q
1
(, ; X), B
s
2
;2,q
2
(, ; X)
_
,q;J
.
We are now in a position to prove the following Trace Lemma.
Lemma 5.10. The trace operator Tr embeds B
1/2;2,1
(
, ; X) into L
2
(M).
25
Proof. Let U be an element in B = B
1/2;2,1
(
, ; X). Without loss of generality, we

may assume that |U|
B
1. By the discrete J-interpolation method, there exist functions
U
i
, i Z, so that U =
iZ
U
i
and
iZ
2
i/2
|U
i
|
L
2
(
,)
C and
iZ
2
i/2
|U
i
|
W
1,2
(
,;X)
C
for some constant C. As in the proof of Lemma 2.2, we may assume that the functions U
i
are smooth and at most nitely many are not identically zero. For any of these functions,
we have, for 2
i
t 2
i+1
and x M,
(x)
2
U
i
(x)

_
t
0
d
ds
e
(e
sZn
(x))
2
U
i
_
e
sZn
(x)
_
ds +
(e
tZn
(x))
2
U
i
_
e
tZn
(x)
_
=
_
t
0
Z
n
_
e
(e
sZn
(x))
2
U
i
_
e
sZn
(x)
__
ds +
(e
tZn
(x))
2
U
i
_
e
tZn
(x)
_
_
2
i+1
0
Z
n
_
e
(e
sZn
(x))
2
U
i
_
e
sZn
(x)
__
ds +
(e
tZn
(x))
2
U
i
_
e
tZn
(x)
_
.
Averaging t over [2
i
, 2
i+1
], we now have the estimate
(x)
2
U
i
(x)

_
2
i+1
0
Z
n
_
e
(e
sZn
(x))
2
U
i
_
e
sZn
(x)
__
ds +
1
2
i
_
2
i+1
2
i
(e
tZn
(x))
2
U
i
_
e
tZn
(x)
_
dt.
By Cauchy-Schwarz,
(x)
2
U
i
(x)
2
(i+1)/2
__
2
i+1
0
Y
n
U
i
_
e
tZn
(x)
_
2
e
(e
tZn
(x))
dt
_
1/2
+ 2
i/2
__
2
i+1
2
i
[U
i
_
e
tZn
(x)
_
[
2
e
(e
tZn
(x))
dt
_
1/2
:= a
i
(x) + b
i
(x).
Observe that |a
i
|
L
2
(M)
C2
i/2
|U
i
|
W
1,2
(
,;X)
and |b
i
|
L
2
(M)
2
i/2
|U
i
|
L
2
(
,)
. Sum-
ming in i, we have
|U|
L
2
(M,)

iZ
_
_
e
2
U
i
_
_
L
2
(M)
C
_
iZ
2
i/2
|U
i
|
W
1,2
(
,;X)
+ 2
i/2
|U
i
|
L
2
(
,)
_
C.
As a consequence of Theorem 2.1 and Lemma 5.10, we can now prove our Trace Theorem
for L
2
Besov spaces, Theorem 2.7. Theorem 2.7 is an L
2
-analog of [AF03, Theorem 7.43].
Proof of Theorem 2.7. The proof of Theorem 2.7 follows from (22), Theorem 2.1, Lemma
5.10 and the Exact Interpolation Theorem.
We conclude our discussion of Sobolev space results with an extension of Proposition 3.3
and Corollary 3.5, namely the proof of Proposition 2.5.
Proof of Proposition 2.5. We will rst show that |v|
W
1,2
(,;D)
C|v|
W
1,2
(,;X)
for some
C independent of v. By Theorem 2.1, Tr v B
1/2;2,2
(M, ; T), and there exists v
W
1,2
(
, ; X) with support in
so that
Tr v
= Tr v
26
and
|v
|
W
1,2
(,;X)
| Tr v
|
B
1/2;2,2
(M,,T)
C|v|
W
1,2
(,;X)
.
Writing v = (v v
) + v
, we see that v v
W
1,2
0
(, ; X). Since W
1,2
0
(, ; X) =
W
1,2
0
(, ; D) by Corollary 3.5 and Corollary 3.8, we estimate
|v v
|
W
1,2
(,;D)
C|v v
|
W
1,2
(,;X)
C|v|
W
1,2
(,;X)
.
Thus, we need only to prove the result for v
. However, since v
has compact support in
,
we can use Corollary 3.5 to bound
|v
|
W
1,2
(,;D)
|v
|
W
1,2
(
,;D)
|v
|
W
1,2
(
,;X)
| Tr v
|
B
1/2;2,2
(M,,T)
C|v|
W
1,2
(,;X)
,
and the result is proved for k = 1.
To show that W
k,2
(, ; X) = W
k,2
(, ; D) for k 2, we induct. k = 1 is the base case.
If we assume the norms are equivalent up to order k 1, then let [[ = k and [[ = k 1 so
that X
= X
X
j
for some j. Then
|D
v|
L
2
(,)
= |D
D
j
v|
L
2
(,)
C
||=k1
|X
D
j
v|
L
2
(,)
C
||=k1
_
|X
X
j
v|
L
2
(,)
+
_
_
_X

x
j
v
_
_
_
L
2
(,)
_
.
The rst term is bounded by |v|
W
k,2
(,;X)
. The second term can be estimated as follows:
_
_
_X

x
j
v
_
_
_
L
2
(,)
1
+
2
=
C
_
_
_
_
D
1

x
j
_
X
2
v
_
_
_
L
2
(,)
By (HIV), the derivatives of are controlled by [[ which in turn is controlled by X
+X
.
Thus, the second term is also controlled by |v|
W
k,2
(,;X)
.
The proof that W
1,2
0
2
(, ; X) is contained in Proposition
3.3 and its corollaries. We will show that this implies that W
k,2
0
(, ; X) embeds compactly
in W
k1,2
0
(, ; X) by induction.
Assume that for some 2 k m 1, the result holds for 1 j k 1. Let
be a bounded sequence of functions in W

k,2
0
(, ; X). Then
is a bounded sequence
of functions in W
k1,2
0
(, ; X) and hence there exists a subsequence (renamed to be
)
converging in W
k2,2
0
(, ; X). Moreover,
X
is a sequence of bounded vectors whose

components are in W
k1,2
0
(, ; X), so there exists a further subsequence, renamed
, so that
is Cauchy in W
k2,2
0
(, ; X). It now follows that
is Cauchy in W
k1,2
0
(, ; X).
Next, let f
be a bounded sequence of functions in W

k,2
(, ; X). Using the simple
(k, 2)-extension operator E from Theorem 2.6, we extend f
to Ef
W
k,2
0
(R
n
, ; X). By
the previous paragraph with R
n
playing the role of , there exists a subsequence Ef
j
that converges in W
k1,2
0
(R
n
, ; X). Since Ef
= f
j
, it follows that f
j
converges in
W
k1,2
(, ; X).
6. Interior estimates the proof of Theorem 2.13
6.1. The = 0 case.
27
Proof of Theorem 2.13 for = 0. We follow the outline of [Eva10, 6.3, Theorem 1]. Choose
W so that V W, dist(V, bW) > 0, and dist(W, b) > 0. We rst assume that V and
W are bounded. Let C
() be a smooth cuto so that
V
= 1 and supp W. Since
L is elliptic, by the classical theory u W
2,2
loc
(, ; X).
Since u is a weak solution of Lu = f, we have D(v, u) = (v, f)
for all v W
1,2
0
(, ; X).
Thus
(29)
n
j,k=1
_
X
j
va
jk
X
k
ue
dx =
_
vge
dx
where
(30) g = f
n
j=1
_
b
j
X
j
u + b
j
X
j
u + (X
j
b
j
)u
_
bu.
We would like to use (29) substituting v = X
(
2
X
u). This is problematic as u

W
2,2
(W, ; X) and not thrice-dierentiable. Instead, we let u
c
() be so that u
u
in W
2,2
(W, ; X). We set v
= X
(
2
X
). In this case, the left-hand side of (29) becomes

A
=
n
j,k=1
_
X
j
(X
2
X
), a
jk
X
k
u
_
,
and the right-hand side becomes
B
=
_
ge
dx =
_
X
2
X
, f
n
j=1
_
b
j
X
j
u + b
j
X
j
u
b
j
x
j
u
_
bu
_
.
Equation (29) now says that A
= B
.
Observe that
A
=
n
j,k=1
_
X
X
j
2
X
, a
jk
X
k
u
_
+
n
j,k=1
([X
j
, X
]
2
X
u, a
jk
X
k
u
_
=
n
j,k=1
_
X
j
2
X
, a
jk
X
X
k
u
_
+
n
j,k=1
_
([X
j
, X
]
2
X
u, a
jk
X
k
u
_
(31)
+
_
X
j
2
X
,
a
jk
x
X
k
u
_
_
. (32)
Since no more than two derivatives of u
are taken in A
, we can let 0 and observe that

A = B where
A =
n
j,k=1
_
X
j
2
X
u, a
jk
X
X
k
u
_
+
n
j,k=1
_
([X
j
, X
]
2
X
u, a
jk
X
k
u
_
+
_
X
j
2
X
u,
a
jk
x
X
k
u
_
_
and
(33) B =
_
X
2
X
u, f
n
j=1
_
b
j
X
j
u + b
j
X
j
u
b
j
x
j
u
_
bu
_
.
28
We continue our investigation of A. Observe that
[X
j
, X
] =

x
j
x
and [X
, X
k
] =
_
[X
, X
k
]
= [X
k
, X
= 0.
We have
A =
n
j,k=1
_
X
j
2
X
u, a
jk
X
k
X
u
_
+
n
j,k=1
_
([X
j
, X
]
2
X
u, a
jk
X
k
u
_
+
_
X
j
2
X
u,
a
jk
x
X
k
u
_
+
_
X
j
2
X
u, a
jk
[X
, X
k
]
. .
=0
u
_
_
=
n
j,k=1
_
2
X
j
X
u, a
jk
X
k
X
u
_
+
n
j,k=1
_
([X
j
, X
]
2
X
u, a
jk
X
k
u
_
+
_
X
j
2
X
u,
a
jk
x
X
k
u
_
+
_
2

x
j
X
u, a
jk
X
k
X
u
_
_
. (34)
The strong ellipticity condition implies that
(35)
n
j,k=1
_
2
X
j
X
u, a
jk
X
k
X
u
_
|
X
X
u|
L
2
(W,)
.
The remaining terms we bound as follows:
_
X
j
2
X
u,
a
jk
x
X
k
u
_
+
_
2

x
j
X
u, a
jk
X
k
X
u
_
C
1
|
X
X
u|
L
2
(W,)
|
X
u|
L
2
(W,)
,
where C
1
depends on |a
jk
|
C
1
()
and ||
C
1
()
. In particular, C
1
does not depend on [ supp [.
Next, using (HIV), Corollary 3.5 and the fact that

x
j
= X
j
X
j
, we have
([X
j
, X
]
2
X
u, a
jk
X
k
u
_
C
2
_
(1 +[[)
2
[X
u[, [a
jk
[[X
k
u[
_
2
|
X
u|
L
2
(W,)
_
|
X
u|
L
2
(W,)
+|
X
X
u|
L
2
(W,)
_
,
where C
2
depends on C
2
and |a
jk
|
L
()
. Thus, using (35) and the bounds on the error
terms, we can bound (with C = n
2
(C
1
+ C
2
))
[A[ |
X
X
u|
2
L
2
(W,)
C(|
X
X
u|
L
2
(W,)
|
X
u|
L
2
(W,)
+|
X
u|
2
L
2
(W,)
_

2
|
X
X
u|
2
L
2
(W,)
C
3
|
X
u|
2
L
2
(W,)
, (36)
where C
3
= C
3
(|a
jk
|
C
1
()
, ||
C
1
()
, n, ). We can bound B with Cauchy-Schwarz and the
small constant/large constant inequality. In particular, we can use Corollary 3.5 to show
that for some constant C
4
> 0 where C
4
= C
4
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, ||
C
1
()
, n), we
have the estimate
[B[ C
4
|
X
X
u|
L
2
(W,)
_
|f|
L
2
(W,)
+|u|
W
1,2
(W,;X)
_

4
|
X
X
u|
2
L
2
(W,)
+ C
5
_
|f|
2
L
2
(W,)
+|u|
2
W
1,2
(W,;X)
_
, (37)
where C
5
= C
5
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ).
29
Combining (36) and (37), we have shown that
(38) |u|
2
W
2,2
(V,;X)
C
6
_
|f|
2
L
2
(W,)
+|u|
2
W
1,2
(W,;X)
_
,
where C
6
= C
6
(|a
jk
|
C
1
()
, ||
C
1
()
, |b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ). We can improve the
estimate (38) and replace |u|
2
W
1,2
(W,;X)
with |u|
2
L
2
(W,)
. Let C
c
() be a cuto so that
[
W
= 1. Using (29) and strong ellipticity, we estimate
|
X
u|
2
L
2
(,)

1
j,k=1
_
2
X
j
u, a
jk
X
k
u
_
=
1
2
u, g
_
C
7
|u|
L
2
(,)
_
|f|
L
2
(,)
+|
X
u|
L
2
(,)
+|u|
L
2
(,)
_
,
where C
7
= C
7
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ). Using a small constant/large constant
argument, we have
|
X
u|
L
2
(W,)
|
X
u|
L
2
(,)
C
8
_
|f|
L
2
(,)
+|u|
L
2
(,)
_
,
where C
8
= C
8
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ). Thus, we can rene (38) by
|u|
2
W
2,2
(V,;X)
C
_
|f|
L
2
(,)
+|u|
2
L
2
(,)
_
,
where C = C(dist(V, b), |a
jk
|
C
1
()
, |b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ). and have disap-
peared from C as ||
C
1
()
depends only on dist(V, b). Thus, we can relax the boundedness
condition on V and let V be as in the statement of the theorem.
6.2. 1 case.
Proof of Theorem 2.13, 1. As with the = 0 case, that u W
+2,2
loc
(, ; X) follows from
the classical theory. We will establish (5) by induction. The = 0 case has already been
established.
Let V W so that dist(V, bW) > 0 and dist(W, b) > 0.
Assume that (5) holds for a nonnegative integer , for a
jk
, b
j
C
+2
() W
+2,
(),
for b
j
, b C
+1
() W
+1,
(), and for f W
+1,2
(, ; X). Assume further that u
W
1,2
(, ; X) is a weak solution of Lu = f in . By the induction hypothesis, we have the
estimate
|u|
W
+2
(W,;X)
C
_
|f|
W
(,;X)
+|u|
L
2
(,)
_
,
where C = C(dist(W, b), |a
jk
|
C
+1
()
, |b
j
|
C
()
, |b
j
|
C
+1
()
, |b|
C
()
, n, , ). Let be a
multiindex of length [[ = + 1. Let v C
c
(W) and set
v = (X
v and u = X
u.
Since D(v, u) = (v, f)
, we plug in v = (X
v and compute
D(v, u) =
n
j,k=1
_
X
j
(X
v, a
jk
X
k
u
_
+
n
j=1
_
_
(X
v, b
j
X
j
u
_
+
_
X
j
(X
v, b
j
u
_
_
+
_
(X
v, bu
_
.
30
Integrating by parts gives us
D(v, u) =
n
j,k=1
_
X
j
v, a
jk
X
k
X
u
_
+
n
j=1
_
_
v, b
j
X
j
X
u
_
+
_
v, X
j
(b
j
X
)u
_
_
+
_
v, bX
u
_
+
n
j,k=1
_
_
v, [X
j
, (X
a
jk
X
k
u
_
=
_
v, (D
a
jk
) X
k
X
u
_
_
+
n
j=1
_
v, [X
j
, (X
j
u
_
=
_
_
v, (D
b) X
u
_
+
n
j=1
_
_
v, (D
b
j
) X
X
j
u
_
+
_
v, X
j
_
(D
j
) X
u
__
_
_
,
so
(39) D(v, u) = D( v, u) +
_
v, g
_
,
where
g =
n
j,k=1
_
[X
j
, (X
a
jk
X
k
u +
=
(D
a
jk
) X
k
X
u
_
+
n
j=1
[X
j
, (X
j
u
+
=
_
(D
b) X
u +
n
j=1
_
(D
b
j
) X
X
j
u + X
j
_
(D
j
) X
u
_
_
_
.
To compute [X
j
, (X
, observe that
X
j
(X
= X
j
X
1
X
+1
= X
1
X
j
X
2
X
+1
+ [X
j
, X
1
]X
2
X
+1
= = (X
X
j
+ [X
j
, X
1
]X
2
X
+1
+ + X
1
X
[X
j
, X
+1
]
= (X
X
j

x
j
x
1
X
2
X
+1
X
1
X
x
j
x
+1
= (X
X
j
+
=
c
(X

x
j
for some constant c
Thus,
[X
j
, (X
=
c
_
D

x
j
_
X
31
and we can rewrite
g =
=
c
_
n
j,k=1
_
D

x
j
_
X
_
a
jk
X
k
u
_
+
n
j=1
_
D

x
j
_
X
_
b
j
u
_
_
+
=
_
D
b X
u +
n
j,k=1
D
a
jk
X
k
X
u +
n
j=1
_
D
b
j
X
X
j
u + X
j
_
D
j
X
u
_
_
_
=
J
c
_
n
j,k=1
_
D

x
j
_
D
J
a
jk
X
J
X
k
u +
n
j=1
_
D

x
j
_
D
J
b
j
X
J
u
_
+
=
_
D
b X
u +
n
j,k=1
D
a
jk
X
k
X
u +
n
j=1
_
D
b
j
X
X
j
u + X
j
_
D
j
X
u
_
_
_
.
Thus, if

f = X
f g, then we can express D(v, u) = (v, f)
= ( v, X
f)
as D( v, u) =
( v,

f)
. Since v C
c
() is arbitrary, u is a weak solution for L u =

f. Since
|
f|
L
2
(W,)
C
_
|f|
W
+1,2
(,;X)
+|g|
L
2
(,)
_
it follows from the induction hypothesis that

f L
2
(W) with
|
f|
L
2
(W,)
C
_
|f|
W
+1,2
(,;X)
+|u|
L
2
(,)
_
As a consequence of the = 0 case of Theorem 2.13,
| u|
W
2,2
(V,;X)
C(|
f|
L
2
(W,)
+| u|
L
2
(W,)
) C(|f|
W
+1,2
(,;X)
+|u|
L
2
(,)
).
Since this inequality holds for any of length ( + 1), it follows that u W
+3,2
(V, ; X)
and
|u|
W
+3
(W,;X)
C
_
|f|
W
+1
(,;X)
+|u|
L
2
(,)
_
.
7. Elliptic regularity at the boundary

The standard technique to prove elliptic regularity at the boundary is to work locally,
rotate, and atten the domain. Working on a weighted L
2
space complicates the matter and
we instead work with tangential and normal derivatives.
7.1. Tangential Operators. Recall that a rst order dierential operator T is a tangential
operator if the rst order component of T annihilates . By the hypotheses on , there
exists > 0 so that on
, there exist rst order dierential operators T

1
, . . . , T
n
so that
T
j
=
n
=1
j
X
,
where (
j
) is an orthogonal matrix, the components
j
are bounded in C
m1
(
), T
j
is
tangential for 1 j n 1, the rst order part of T
n
is the unit outward normal to the
32
level curve of and
(40)
n
j=1
[T
j
f[
2
= [
X
f[
2
.
From (40), it is clear that if k m, then
(41) |u|
W
k,2
(,;X)

||k
|T
u|
L
2
(,)
+|u|
W
k,2
(\,;X)
.
By assumption [d[ = 1 on b so that if
is the unit (outward) normal to x C

n
:
(x) = , then
i
0
=
(x)
x
i
. As an immediate consequence of the Divergence Theorem,
(42)
_
f
x
j
dx =
_
b
f

x
j
d
where d is the surface area measure on b.
7.2. Proof of Theorem 2.15, = 0 case. We are now ready to prove the regularity of
solutions of Lu = f near b.
Proof of Theorem 2.15, = 0 case. Given Theorem 2.13, it is enough to show that u
W
2,2
(
, ; X). Let V, W
be smooth, bounded domains so that V W and dist(V, bW) >

0. Let C
(R
n
) be a smooth cuto so that [
V
= 1 and supp W. Since L is el-
liptic and W is bounded, the classical theory yields u W
2,2
(
W, ; X). By (HI), it is
enough to work locally, i.e., we can assume that supp u is small enough that T
1
, . . . , T
n
are
well-dened on supp u.
The function u is a weak solution of Lu = f, so we have D(v, u) = (v, f)
for all v A.
Thus u satises the free boundary condition for A and equations (29) and (30) hold. As in
the proof of Theorem 2.13, we would like to use (29) substituting v = X
k
(
2
X
k
u). This is
problematic as u W
2,2
(W, ; X) and not thrice-dierentiable. Instead, we use Proposition
3.2 which constructs u
c
(R
n
) so that u
u in W
2,2
(W
, ; X). Let 1 k n1.

Then set v
= T
k
(
2
T
k
u
). In this case, the left-hand side of (29) becomes

A
:=
n
j,j
=1
_
X
j
T
k
(
2
T
k
u
), a
jj
X
j
u
,
and the right-hand side becomes
B
:=
_
ge
dx =
_
T
k
(
2
T
k
u
), f
n
j=1
_
b
j
X
j
u + b
j
X
j
u
b
j
x
j
u
_
bu
_
.
33
Equation (29) now says that A
= B
. Since T
k
is tangential, T
k
is also tangential and we
compute
A
=
n
j,j
=1
_
T
k
X
j
(
2
T
k
u
), a
jj
X
j
u
_
+
n
j,j
=1
([X
j
, T
k
](
2
T
k
u
), a
jj
X
j
u
_
=
n
j,j
=1
_
X
j
(
2
T
k
u
), a
jj
T
k
X
j
u
_
+
n
j,j
=1
__
[X
j
, T
k
](
2
T
k
u
), a
jj
X
j
u
_
+
n
=1
_
X
j
(
2
T
k
u
),
kk
a
jj
x
k
X
j
u
_
_
. (43)
Since no more than two derivatives of u
are taken in A
, we can let 0 and observe that

A = B where
A =
n
j,j
=1
_
_
X
j
(
2
T
k
u), a
jj
T
k
X
j
u
_
+
n
j,j
=1
__
[X
j
, T
k
](
2
T
k
u), a
jj
X
j
u
_
+
n
=1
_
X
j
(
2
T
k
u),
kk
a
jj
x
k
X
j
u
_
_
_
and
(44) B =
_
T
k
(
2
T
k
u), f
n
j=1
_
b
j
X
j
u + b
j
X
j
u
b
j
x
j
u
_
bu
_
.
We continue our investigation of A. Observe that T
k
=
n
k
=1
_
kk
X
k

kk
x
k
_
, so
[X
j
, T
k
] =
n
=1
kk
x
j
x
k
+

kk
x
j
X
k

2
kk
x
k
x
j
and
[T
k
, X
j
] =
n
=1
kk
x
j
X
k
.
We have
A =
n
j,j
=1
_
X
j
(
2
T
k
u), a
jj
X
j
T
k
u
_
+
n
j,j
=1
__
[X
j
, T
k
](
2
T
k
u), a
jj
X
j
u
_
+
_
X
j
(
2
T
k
u),
a
jj
x
k
X
j
u
_
+
_
X
j
(
2
T
k
u), a
jj
[T
k
, X
j
]u
_
_
=
n
j,j
=1
_
2
X
j
T
k
u, a
jj
X
j
T
k
u
_
+
n
j,j
=1
__
[X
j
, T
k
](
2
T
k
u), a
jj
X
j
u
_
+
_
X
j
(
2
T
k
u),
a
jj
x
k
X
j
u
_
+
_
X
j
(
2
T
k
u), a
jj
[T
k
, X
j
]u
_
+
_
2

x
j
T
k
u, a
jj
X
j
T
k
u
_
_
.
(45)
34
The strong ellipticity condition implies that
(46)
n
j,j
=1
_
2
X
j
T
k
u, a
jj
X
j
T
k
u
_
|
X
T
k
u|
2
L
2
(W,)
.
As in the proof of Theorem 2.13, the remaining terms of (45) are bounded by
C
2
_
|
X
T
k
u|
L
2
(W,)
|
X
u|
L
2
(W,)
+|
X
u|
2
L
2
(W,)
_
where C
2
depends on |a
jj
|
C
1
()
, ||
C
3
()
and ||
C
1
()
. In particular, C does not depend
on the size supp . Thus, using (46) and the bounds on the error terms, we can bound
[A[ |
X
T
k
u|
2
L
2
(W,)
C
2
(|
X
T
k
u|
L
2
(W,)
|
X
u|
L
2
(W,)
+|
X
u|
2
L
2
(W,)
_

2
|
X
T
k
u|
2
L
2
(W,)
C
3
|
X
u|
2
L
2
(W,)
(47)
where C
3
= C
3
(|a
jj
|
C
1
()
, ||
C
1
()
, n, , ||
C
3
()
). We can bound B with Cauchy-Schwarz
and the small constant/large constant inequality. In particular, for a constant
C
4
= C
4
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ||
C
2
()
),
we have the estimate
[B[ C
4
|
X
T
k
u|
L
2
(W,)
_
|f|
L
2
(W,)
+|u|
W
1,2
(W,;X)
_

4
|
X
T
k
u|
2
L
2
(W,)
+ C
5
_
|f|
2
L
2
(W,)
+|u|
2
W
1,2
(W,;X)
_
(48)
where C
5
= C
5
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, , ||
C
2
()
). Combining (47) and (48), it
follows that
(49) |
tan
T
u|
2
W
1,2
(V ,;X)
C
6
_
|f|
2
L
2
(W,)
+|u|
2
W
1,2
(W,;X)
_
where C
6
= C
6
(|a
jj
|
C
1
()
, ||
C
1
()
, |b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, , ||
C
3
()
).
We can improve the estimate (49) and replace |u|
2
W
1,2
(W,;X)
with |u|
2
L
2
(W,)
. Let
C
c
(
) be a cuto so that [
W
= 1. Using (29) and strong ellipticity, we estimate
|
X
u|
2
L
2
(,)

1
j,j
=1
_
2
X
j
u, a
jj
X
j
u
_
=
1
2
u, g
_
C
7
|u|
L
2
(,)
_
|f|
L
2
(,)
+|
X
u|
L
2
(,)
+|u|
L
2
(,)
_
,
where C
7
= C
7
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, ).
Using a small constant/large constant argument, we have
|
X
u|
L
2
(W,)
|
X
u|
L
2
(,)
C
8
_
|f|
L
2
(,)
+|u|
L
2
(,)
_
where C
8
= C
8
(|b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n). Thus, we can rene (49) by
|
tan
T
u|
2
W
1,2
(V,)
C
_
|f|
L
2
(,)
+|u|
2
L
2
(,)
_
where C = C(|a
jj
|
C
1
()
, |b
j
|
L
()
, |b
j
|
C
1
()
, |b|
L
()
, n, , ||
C
3
()
). and have disap-
peared from C as the bound depended on ||
C
1
()
but that bound depends on dist(V, W).
Thus, we can relax the boundedness condition on V and let V be as in the statement of the
theorem.
35
It remains to bound |T
2
n
u|
L
2
(,)
. To do this, we recall that T
j
=
n
j,j
=1
jj
X
j
where
(
jj
) is an orthogonal matrix. Therefore, if (
jj
)
1
= (
jj
), then X
j
=
n
k
=1
T
k
.
Therefore,
n
j,j
=1
(X
j
)a
jj
X
j
=
n
j,j
,k,k
=1
_
T
jk
a
jj

j
T
k
_
.
Let a
tan
kk
=
n
j,j
=1
jk
a
jj

j
. Since (
jk
) is an orthogonal matrix and the smallest eigenvalue
of a
jj
is , it follows that
n
k,k
=1
a
tan
kk

k
k
[[
2
.
Therefore, if = (0, ...0, 1), then we see that a
tan
nn
. Consequently, using the fact that
Lu = f, we see
[T
n
T
n
u[ C
9
_
[
X
tan
T
u[ +[
X
u[ +
n
j=1
_
[b
j
X
j
u[ +[X
j
(b
j
u)[
_
+[bu[ +[f[
_
where C
9
= C
9
(||
C
2
()
, ). Since the right-hand side is bounded in L
2
(, ), T
n
T
n
u
L
2
(, ). Finally, since |
X
T
n
u|
L
2
(,)
C|T
2
n
u|
L
2
(,)
, the proof of Theorem 2.15 for the
case = 0 is complete.
7.3. The 1 case. Before proving the higher order case, we perform a quick computation
regarding tangential and nontangential operators.
Lemma 7.1. Let X be a rst order dierential operator with coecients bounded by ||
C
k
(
)
for k 1 and let T
1
, . . . , T
be tangential operators with coecients bounded by ||

C
1
(
)
.
If T
= T
1
T
, then
i.
XT
for rst order operators X
with coecients bounded by ||

C
k+||
(
)
.
ii. With X
as in i.,
[X, T
] =
Proof. The proof is by induction on . When = 1 this is self-evident for any k 1, since
XT = [X, T] + TX. Observe that for 2 j ,
XT
1
T
j
= T
1
XT
2
T
j
+ [X, T
1
]T
2
T
j
.
If X has coecients bounded by ||
C
k
(
)
, then the commutator [X, T
1
] is a rst order
dierential operator with coecients bounded by ||
C
k+1
(
)
. If we apply the induction
hypothesis with = j 1 to both terms, then (i) is proved.
The proof of (ii) follows from proof of (i).
Proof of Theorem 2.15, 1. This proof is loosely based on the proof of [Fol95, Theorem
7.29]. By Theorem 2.13 and the classical theory, we know that if f W
,2
(, ; X) and
Lu = f, then u W
+2,2
loc
(, ; X). As with the = 0 case, we can restrict ourselves to
for
36
> 0 suitably small. Let V, W
be bounded subsets and satisfy V W, dist(V, bW) > 0

and dist(W, b
) > 0. Choose C
c
(W) with [
V
= 1.
We rst induct on the number of tangential derivatives. The base case is already done.
The induction hypothesis is that if 1 and [[ , then there exists a constant C that
does not depend on V , the size of the support of , or W so that
(50) |T
u|
W
1,2
(W,;X)
C
_
|f|
W
||1,2
(W,;X)
+|u|
L
2
(,)
_
.
Let be a multiindex of length + 1. Let v W
1,2
(
, ; X). We start by showing

(51) [D(v, T
u)[ C
1
|v|
W
1,2
(W,;X)
_
|f|
W
,2
(W,;X)
+|u|
L
2
(W,)
_
where C
1
= C
1
(|a
jk
|
C
+1
()
, |b
j
|
C
+1
()
, |b
j
|
C
+1
()
, |b|
C
+1
()
, n, ||
C
+1
(
)
, ||
C
+2
(
)
).
By Proposition 3.2, there exist v
c
(R
n
) so that v
v in W
1,2
(
, ; X). Therefore,
since D involves at most rst order derivatives,
lim
0
D(v
, T
u) = D(v, T
u).
We compute
(52) D(v
, T
u) =
n
j,k=1
_
X
j
v
, a
jk
X
k
T
(u)
_
+
n
j=1
_
_
v
, b
j
X
j
T
(u)
_
+
_
X
j
v
, b
j
T
(u)
_
_
+
_
v
, bT
(u)
_
.
We examine each term separately
_
X
j
v
, a
jk
X
k
T
(u)
_
=
_
(T
X
j
v
, a
jk
X
k
(u)
_
+
_
X
j
v
, [a
jk
X
k
, T
](u)
_
=
_
(T
X
j
v
, a
jk
X
k
u
_
+
_
X
j
(T
,

x
k
a
jk
u
_
+
_
X
j
v
, [a
jk
X
k
, T
](u)
_
=
_
X
j
_
(T
_
, a
jk
X
k
u
_
+
_
[(T
, X
j
]v
, a
jk
X
k
u
_
+
_
X
j
(T
,

x
k
a
jk
u
_
(53)
+
_
X
j
v
, [a
jk
X
k
, T
](u)
_
.
Next,
_
v
, b
j
X
j
T
(u)
_
=
_
(T
, b
j
X
j
(u)
_
+
_
v
, [b
j
X
j
, T
](u)
_
=
_
(T
, b
j
X
j
u
_
+
_
(T
, b
j
x
j
u
_
+
_
v
, [b
j
X
j
, T
](u)
_
. (54)
Also,
_
X
j
v
, b
j
T
(u)
_
=
_
(T
X
j
v
, b
j
u
_
+
_
X
j
v
, [b
j
, T
](u)
_
=
_
X
j
_
(T
), b
j
u
_
+
_
[(T
, X
j
]v
, b
j
u
_
+
_
X
j
v
, [b
j
, T
](u)
_
(55)
Plugging (53), (54) and (55) into (52), we see
D(v
, T
u) = D((T
, u) + E =
_
(T
, f
_
+ E
=
_
T
1
v
, T
2
T
+1
(f)
_
+ E
37
where
E =
n
j,k=1
_
_
[(T
, X
j
]v
, a
jk
X
k
u
_
+
_
X
j
(T
,

x
k
a
jk
u
_
+
_
X
j
v
, [a
jk
X
k
, T
](u)
_
_
+
n
j=1
_
_
(T
, b
j
x
j
u
_
+
_
v
, [b
j
X
j
, T
](u)
_
+
_
[(T
, X
j
]v
, b
j
u
_
_
+
n
j=1
_
X
j
v
, [b
j
, T
](u)
_
+
_
v
, [b, T
](u)
_
.
Since [, (T
] is tangential and [, (T
= [T
, ] is a dierential operator of order , by

the induction hypothesis
(56) [D(v
, T
u)[ C
2
|v
|
W
1,2
(W,;X)
|f|
W
,2
(W,;X)
+[E[
where C
2
= C
2
(||
C
)
, ||
C
)
). We turn our attention to E. Using integration by
parts, [(T
, X]
= [X, T
] (formally), and Lemma 7.1 (with k = 1, since the result is not

improved when the coecients of X are smooth), it follows from the induction hypothesis
that
[E[ C
3
|v
|
W
1,2
(W,;X)
||
|T
u|
W
1,2
(W,;X)
C
4
|v
|
W
1,2
(W,;X)
_
|f|
W
1,2
(W,;X)
+|u|
L
2
(W,)
_
(57)
where
C
4
= C
4
(|a
jk
|
C
+1
()
, |b
j
|
C
+1
()
, |b
j
|
C
+1
()
, |b|
C
+1
()
, n, ||
C
+1
(
)
, ||
C
+3
(
)
).
By plugging (57) into (56) and letting 0, we observe that (51) has been veried.
Since T
(u) A, we can set v = T
(u) in (51) and use the coercive estimate (4) to

obtain
|T
(u)|
2
W
1,2
(,;X)
C
5
_
[D(T
(u), T
(u))[ +|T
(u)|
2
L
2
(,)
_
C
6
|T
(u)|
W
1,2
(,;X)
_
|f|
W
,2
(,;X)
+|T
(u)|
L
2
(,)
_
+|T
(u)|
2
L
2
(,)
where
C
6
= C
6
(|a
jk
|
C
+1
()
, |b
j
|
C
+1
()
, |b
j
|
C
+1
()
, |b|
C
+1
()
, n, , ||
C
)
, ||
C
+3
(
)
).
Applying a small constant/large constant argument and the induction hypothesis (50) for
[[ , we can nish the proof of (50) for [[ = + 1.
We now need to lift the restriction that T
is tangential. Without loss of generality, we

may assume that [[ = + 2 and T
= T
n
where T
is tangential. We will show that

there exists a constant C
7
so that
(58) |T
u|
L
2
(V ,)
C
7
_
|f|
W
,2
(W,;X)
+|u|
L
2
(W,)
_
where
C
7
= C
7
(|a
jk
|
C
+1
()
, |b
j
|
C
+1
()
, |b
j
|
C
+1
()
, |b|
C
+1
()
, n, ||
C
+1
(
)
, ||
C
+3
(
)
).
38
The = 0 case follows from (50). Similarly, since the commutator [T
j
, T
n
] is a rst-order
operator, we can write the = 1 case as
T
= T
n
T
+ lower order tangential terms

and the estimate again follows from (50). We prove the 2 case with an induction
argument. Assume now that (58) holds for = 0, . . . , J 1 with J 2. Assume that
[[ = J. Redene so that T
= T
T
2
n
. Note that T
contains at most (J 1) occurrences

of T
n
. Since u W
+2
loc
() and Lu = f in , we have T
Lu = T
f a.e. in . We can write

T
f = T
Lu
= a
nn
T
u + terms involving T
n
at most J 1 times and of order at most + 2.
Since a
nn
> 0, by the induction hypothesis and (58), it follows that
|T
u|
L
2
(V ,)
C
8
_
|f|
W
,2
(W,;X)
+|u|
L
2
(W,)
_
.
where C
8
= C
8
(|a
jk
|
C
+1
()
, |b
j
|
C
+1
()
, |b
j
|
C
+1
()
, |b|
C
+1
()
, n, , ||
C
+3
(
)
).
Since the constant C
8
does not depend on the size of V , the estimate holds for all V and
hence
|u|
W
+2,2
(,;X)
C
8
_
|f|
W
,2
(,;X)
+|u|
W
1,2
(,;X)
_
.
8. Traces of L-harmonic functions

In this section, we wish to show that L-harmonic functions (i.e., functions u so that
Lu = 0) have unique boundary values in W
s1/2,2
(b, ; T) when u W
s,2
(, ; X) and
s 0.
We rst establish a simple but easily applicable uniqueness condition by proving Lemma
2.16.
Proof Lemma 2.16. Since Lu = 0 and u W
1,2
0
(, ; X), it follows that
Re D(u, u) = Re(u, Lu)
= 0.
Since Re D(u, u) c|
X
u|
L
2
(,)
, it follows that
X
u = 0. By Corollary 3.5, |u|
L
2
(,)

|
X
u|
L
2
(,)
= 0. Therefore, u = 0 and u is constant (on each component of ). Since
u[
M
= 0, u 0.
8.1. The s 2 case in Theorem 2.18.
Lemma 8.1. Let R
n
be a domain that satises (HI)-(HVI) with m 3. Let L
be a strongly elliptic operator that has a Dirichlet form D that satises (7) for all u
W
1,2
0
(, ; X). Let 2 k m1 be an integer. Then there is a one-to-one correspondence
between B
k1/2;2,2
(M, ; T) and W
k,2
(, ; X) ker L with norm equivalence.
Proof. Assume that U W
k,2
(, ; X) and LU = 0. Since U W
k,2
(, ; X), Theorem 2.1
implies that Tr U B
k1/2;2,2
(M, ; T). Since L satises the hypotheses of Lemma 2.16, U
is the unique function in W
k,2
(, ; X) ker L with boundary value Tr U.
Now assume that u B
k1/2;2,2
(M, ; T). By Theorem 2.1, there exists a function

U
W
k,2
(, ; X) with boundary value u and
|
U|
W
k,2
(,;X)
C|u|
B
k1/2;2,2
(M,;T)
.
39
Since k 2, L
U W
k2,2
(, ; X). By Theorem 2.11, there exists U
0
W
1,2
0
(, ; X) so
that D(v, U
0
) = (v, L
U)
for all v W
1,2
0
(, ; X). Since L satises (7), U
0
is unique. By
Theorem 2.15, U
0
W
k,2
(, ; X). Moreover, the mapping
L : W
k,2
(, ; X) W
1,2
0
(, ; X) W
k2,2
(, ; X)
is a bijective linear mapping, so the Open Mapping Theorem (or, more directly, its corollary
the Bounded Inverse Theorem) prove that its inverse is continuous, i.e.,
|U
0
|
W
k,2
(,;X)
C|L
U|
W
k2,2
(,;X)
C|
U|
W
k,2
(,;X)
C|u|
B
k1/2;2,2
(M,;T)
.
Let U =

U U
0
. Then LU = 0 and Tr U = Tr

U = u and
|U|
W
k,2
(,;X)
C|u|
B
k1/2;2,2
(M,;T)
.
8.2. The case s = 1 in Theorem 2.18. We use the arguments in [Tay96] for the following.
Theorem 8.2. Let L be a strongly elliptic operator and S be a rst order operator with
bounded coecients. Set
Au = Lu + Su.
There exists a constant C > 0 so that for all u W
1,2
0
(, ; X),
|u|
2
W
1,2
(,;X)
C|Au|
2
W
1,2
(,;X)
+ C|u|
2
L
2
(,)
.
Proof. Observe that for any > 0
[(u, Su)
[ C|u|
L
2
(,)
|u|
W
1,2
(,;X)

C
2
_
|u|
2
W
1,2
(,;X)
+
1
|u|
2
L
2
(,)
_
.
Therefore,
Re(u, Au)

2
|u|
2
W
1,2
(,;X)
C
|u|
2
L
2
(,)
for all u W
1,2
0
(, ; X),
so
|u|
2
W
1,2
(,;X)
C Re(u, Au)
+ C
|u|
2
L
2
(,)
.
Also,
Re(u, Au)
C|Au|
W
1,2
(,;X)
|u|
W
1,2
(,;X)

C
2
|u|
2
W
1,2
(,;X)
+
C
2
|Au|
2
W
1,2
(,;X)
.
Putting our inequalities together and choosing > 0 small enough so that we can absorb
the C|u|
2
W
1,2
(,;X)
term, we see that
|u|
2
W
1,2
(,;X)
C|Au|
2
W
1,2
(,;X)
+ C|u|
2
L
2
(,)
.
We next show that L : W

1,2
0
(, ; X) W
1,2
(, ; X) is continuous, injective and has a
bounded inverse.
We rst assume that L gives rise to a strictly elliptic Dirichlet form over W
1,2
0
(, ; X).
Then
Re(v, Lu)
= Re D(v, u) C|v|
W
1,2
(,;X)
|u|
W
1,2
(,;X)
.
Consequently, L : W
1,2
0
(, ; X) W
1,2
(, ; X) and
|Lu|
W
1,2
(,;X)
C|u|
W
1,2
(,;X)
.
40
Therefore, L : W
1,2
0
(, ; X) W
1,2
(, ; X) has closed range. If L is not surjective, there
exists a nonzero v
W
1,2
(, ; X) so that v
Range(L). By the Riesz Representation

Theorem, we can therefore choose v W
1,2
0
(, ; X) so that v
(v) ,= 0 and w
(v) = 0 for
w
Range(L). In this case

0 = (v, Lu)
for all u W
1,2
0
(, ; X).
Setting u = v forces v = 0 (and hence v
= 0 as well). Therefore, L is surjective. We also

know that L is injective as a consequence of Lemma 2.16. Consequently, the inverse to L
exists, call it G. Then G : W
1,2
(, ; X) W
1,2
0
(, ; X). As L
2
(, ) W
1,2
(, ; X)
compactly, G : L
2
(, ) W
1,2
0
(, ; X) compactly.
We now investigate the equation
Au = f
where f W
1,2
(, ; X), u W
1,2
0
(, ; X), and A = L + S as in Theorem 8.2. We
continue to assume that L has a strictly elliptic Dirichlet form over W
1,2
0
(, ; X). If u
W
1,2
0
(, ; X), then there exists v W
1,2
(, ; X) so that
u = Gv
If Au = f, then
f = AGv = (L + S)Gv = (I + SG)v.
We know that SG : W
1,2
(, ; X) L
2
(, ) and L
2
(, ) W
1,2
(, ; X) is compact.
Therefore I + SG : W
1,2
(, ; X) W
1,2
(, ; X) is a compact perturbation of the
identity. The Fredholm alternative implies that the map I +SG is therefore surjective if and
only if it is injective. Lemma 2.16 supplies a condition that guarantees injectivity.
Since the dierence between a strongly elliptic operator and a strongly elliptic operator
that gives rise to a strictly elliptic Dirichlet form is the addition of a multiple of the identity,
the case of relevance is S = I for some R. If Lu = v ,= 0, then
(L + I)u = (L + I)Gv = (I + G)v ,= 0
since I + G is injective. We have therefore proved the following.
Proposition 8.3. Let L be a strongly elliptic operator that has a Dirichlet form that satises
(7). Then the map
L : W
1,2
0
(, ; X) W
1,2
(, ; X)
is an isomorphism with norm equivalence.
With regard to the the norm equivalence, it follows immediately that |Lu|
W
1,2
(,;X)

|u|
W
1,2
(,;X)
. The reverse inequality follows from the Bounded Inverse Theorem. We are
now in a position to improve Lemma 8.1.
Lemma 8.4. Let R
n
be a domain that satises (HI)-(HVI) for m = 2. Let L be
a strongly elliptic operator that has a Dirichlet form D which satises (7). There is a
one-to-one correspondence between B
1/2;2,2
(M, ; T) and W
1,2
(, ; X) ker L with norm
equivalence.
Proof. We already know that Tr : W
1,2
(, ; X) B
1/2;2,2
(M, ; T) is continuous. Now let
f B
1/2;2,2
(M, ; T). By Theorem 2.1, there exists F W
1,2
(, ; X) so that Tr F = f and
|F|
W
1,2
(,;X)
C|f|
B
1/2;2,2
(,;X)
.
41
Solving Lu = 0 in and Tr u = f is equivalent to nding v W
1,2
0
(, ; X) where Lv = LF
because we could then set u = F + v and it would follow from Proposition 8.3 that
|u|
W
1,2
(,;X)
|F|
W
1,2
(,;X)
+ |v|
W
1,2
(,;X)
C
_
|f|
B
1/2:2,2
(,;X)
+|Lv|
W
1,2
(,;X)
_
C|f|
B
1/2:2,2
(,;X)
.
However, LF W
1,2
(, ; X) so such a v exists by Proposition 8.3.
Combining our results, we can prove Theorem 2.18.
Proof of Theorem 2.18. Let f W
s2,2
(, ; X) and g W
s1/2,2
(b, ; T). By Theorem
2.11 and Theorem 2.15, there exists a unique u
1
W
s,2
(, ; X) W
1,2
0
(, ; X) so that
Lu
1
= f. If G : W
s2,2
(, ; X) W
s,2
(, ; X) W
1,2
0
(, ; X) is the inverse to L, then
G is continuous, i.e., there exists a constant C so that |Gf|
W
s,2
(b,;T)
C|f|
W
s2,2
(,;X)
.
Plugging in f = Lu
1
, we see that |u
1
|
W
s,2
(,;X)
|f|
W
s2
(,;X)
. Also, by Lemma 8.4 and
Lemma 8.1, there exists a unique u
2
W
s,2
(, ; X) so that Lu
2
= 0 and Tr u
2
= g. Also,
u
2
satises |u
2
|
W
s,2
(,;X)
|g|
W
s1/2
(b,;T)
. Thus, u = u
1
+ u
2
is the unique function in
W
s,2
(, ; X) so that
_
Lu = f in
Tr u = g on b
and
|u|
W
s,2
(,;X)
C
_
|f|
W
s2
(,;X)
+|g|
W
s1/2
(b,;T)
_
for a constant C independent of u, f, and g.
In the reverse direction, let u W
s,2
(, ; X). There exists a unique u
1
so that u
1

W
s,2
(, ; X) W
1,2
0
(, ; X), Lu = Lu
1
, and
|u
1
|
W
s,2
(,;X)
|Lu
1
|
W
s2,2
(,;X)
|u|
W
s,2
(,;X)
.
If u
2
= u u
1
, then u = u
1
+ u
2
, Lu
2
= 0, and we have already established that
|u
2
|
W
s,2
(,;X)
| Tr u
2
|
W
s1/2
(,;X)
. Thus, we have a unique decomposition u = u
1
+ u
2
and
|u|
W
s,2
(,;X)
|u
1
|
W
s,2
(,;X)
+|u
2
|
W
s,2
(,;X)
|Lu
1
|
W
s2,2
(,;X)
+| Tr u
2
|
W
s1/2
(,;X)
|u|
W
s,2
(,;X)
+|u
2
|
W
s,2
(,;X)
|u|
W
s,2
(,;X)
where the last inequality uses the fact that u
2
= u u
1
.
8.3. Proof of Theorem 2.19. In this subsection, we prove that functions f L
2
(, ) that
are L-harmonic have traces in B
1/2;2,2
(, ; X). Our motivation for the trace denition is
from [BC]. If we dene the operator S by
S =
n
j,k=1
a
jk
x
k
X
j
,
then for v W
2,2
(, ; X) W
1,2
0
(, ; X) and W
2,2
(, ; X)
_
L
v,
_
=
_
b
Tr SvTr e
d +D(v, ) =
_
b
Tr SvTr e
d +
_
v, L
_
.
42
If L = 0, then
(59)
_
L
v,
_
=
_
b
Tr Sv Tr e
d.
Since v W
2,2
(, ; X), we have Sv W
1,2
(, ; X) and Tr Sv B
1/2;2,2
(b, ; T).
We would like to show a partial converse to the argument, i.e., that if B
1/2;2,2
(, ; X),
then = Tr Sv for some v W
1,2
0
(, ; X) W
2,2
(, ; X).
Our goal is to show that if f L
2
(, ) and Lf = 0, then there exists a well-dened
g B
1/2;2,2
(b, ; T) so that Tr f = g. Equation (59) is the key. Motivated by Theorem 2.4,
we investigate operators L of the form in (8). To dene an element g B
1/2;2,2
(b, ; T),
it suces to determine the action of g on elements B
1/2;2,2
(b, ; T). Let f L
2
(, )
satisfy Lf = 0, and let B
1/2;2,2
(b, ; T). From Theorem 2.4, there exists a (nonunique)
element v W
2,2
(, ; X) W
1,2
0
(, ; X) so that
v
= on b.
Dene Tr f by
(60) Tr f, := (L
v, f)
.
Observe that
[(L
v, f)
[ |v|
W
2,2
(,;X)
|f|
L
2
(,)
||
B
1/2;2,2
(b,;T)
|f|
L
2
(,)
.
That Tr f is well-dened follows from approximating f by functions in W
2,2
(, ; X) and
following the argument that leads to (59). In particular, if
j
f in L
2
(, ) and
j

W
2,2
(, ; X), then L
j
Lf = 0 in W
2,2
(, ; X). We need to show that L
j
0 in
L
2
(, ) so we can achieve (59). C
c
() is dense in L
2
(, ), and if C
c
(), then
(L
j
, )
= (
j
, L
(f, L
= (Lf, )
where the last equality follows from the pairing of f as a distribution against the test function
.
Thus Tr f is a well-dened element of B
1/2;2,2
(b, ; T). The use of the name trace is
appropriate because if f L
2
(, ) ker L and has enough regularity so that (59) applies,
then the two denitions of Tr f agree. Thus we have proven Theorem 2.19.
Appendix A. Background on interpolation the real method
A.1. The Bochner Integral. Our discussion of the real interpolation method closely fol-
lows [AF03].
A.2. L
q
-spaces. Let X be R or C. For 1 q , let L
q
(a, b; d(t)) be the space of
functions f : (a, b) X such that the norm
|f; L
q
(a, b; d(t), X)| =
_
_
_
_
_
b
a
|f(t)|
q
X
d(t)
_
1/q
1 q <
ess sup
a<t<b
|f(t)|
X
q =
is nite.
We focus on the special case where d = dt/t. We denote L
q
(a, b; d) = L
q
.
43
Let X
0
and X
1
be two Banach spaces that are continuously imbedded on a Hausdor
topological vector space X and whose intersection is nontrivial. Such a pair of Banach
spaces X
0
, X
1
is called an interpolation pair, and we now turn to the construction
of Banach spaces X suitably intermediate between X
0
and X
1
. It is often the case that
X
1
X
0
, e.g., X
0
= L
p
(, ) and X
1
= W
m,p
(, ; X).
Let | |
X
j
denote the norm in X
j
, j = 0, 1. The spaces X
0
X
1
and X
0
+ X
1
= u =
u
0
+ u
1
: u
0
X
0
, u
1
X
0
are Banach spaces with norms
|u|
X
0
X
1
= max|u
0
|
X
0
, |u
1
|
X
1
and
|u|
X
0
+X
1
= inf|u
0
|
X
0
+|u
1
|
X
1
: u = u
0
+ u
1
, u
0
X
0
, u
1
X
1
,
respectively. Note that X
0
X
1
X
j
X
0
+ X
1
. We say that a Banach space X is
intermediate between X
0
and X
1
if
X
0
X
1
X X
0
+ X
1
.
A.3. The J and K norms. For a xed t > 0, set
J(t; u) = max|u|
X
0
, t|u|
X
1
and
K(t; u) = inf|u
0
|
X
0
+ t|u
1
|
X
1
: u = u
0
+ u
1
, u
0
X
0
, u
1
X
1
.
Denition A.1 (The K-method). If 0 1 and 1 q , then we dene
(X
0
, X
1
)
,q;K
= u X
0
+ X
1
: t
K(t; u) L
q
= L
q
(0, ; dt/t).
In fact,
Theorem A.2 (Theorem 7.10, [AF03]). If and only if either 1 q < and 0 < < 1 or
q = and 0 1, then the space (X
0
, X
1
)
,q;K
is a nontrivial Banach space with norm
|u|
,q;K
= |t
K(t; u) : L
q
|.
Furthermore,
|u|
X
0
+X
1

|u|
,q;K
|t
min1, t; L
q
|
|u|
X
0
X
1
,
and there hold the embeddings
X
0
X
1
(X
0
, X
1
)
,q;K
X
0
+ X
1
,
and (X
0
, X
1
)
,q;K
is an intermediate space between X
0
and X
1
.
Denition A.3 (The J-method). If 0 1 and 1 q , then we dene
(X
0
, X
1
)
,q;J
=
_
u X
0
+ X
1
: u =
_

0
f(t)
dt
t
, f L
1
(0, ; dt/t, X
0
+ X
1
)
having values in X
0
X
1
and such that t
J(t; f) L
q
= L
q
(0, ; dt/t)
_
.
In fact,
44
Theorem A.4 (Theorem 7.13 [AF03]). If either 1 q < and 0 < < 1 or q = and
0 1, then the space (X
0
, X
1
)
,q;J
is a Banach space with norm
|u|
,q;J
= inf
fS(u)
|t
J
_
t; f(t)
_
: L
q
|
where
S(u) =
_
f L
1
(0, ; dt/t, X
0
+ X
1
) : u =
_

0
f(t)
dt
t
_
.
Furthermore,
|u|
X
0
+X
1
|t
min1, t; L
q
||u|
,q;J
|u|
X
0
X
1
,
where
1
q
+
1
q
= 1. Consequently, there hold the embeddings

X
0
X
1
(X
0
, X
1
)
,q;J
X
0
+ X
1
,
and (X
0
, X
1
)
,q;J
is an intermediate space between X
0
and X
1
.
It is very useful to have a discrete version of the J method.
Theorem A.5 (Theorem 7.15, [AF03]). An element u X
0
+ X
1
belongs to (X
0
, X
1
)
,q;J
if and only if u =
j=
u
j
where the series converges in X
0
+ X
1
and the sequence
2
j
J(2
j
; u
j
)
q
. In this case,
inf
_
|2
j
J(2
j
; u
j
);
q
| : u =
j=
u
j
_
is a norm on (X
0
, X
1
)
,q;J
equivalent to |u|
,q;J
.
If 0 < < 1, the J and K interpolations are equivalent. In fact,
Theorem A.6 (Theorem 7.16, [AF03]). If 0 < < 1 and 1 q , then
(X
0
, X
1
)
,q;J
= (X
0
, X
1
)
,q;K
,
the two spaces having equivalent norms.
A.4. An important class of intermediate spaces.
Denition A.7. Let X
0
, X
1
be an interpolation pair of Banach spaces. We say that
X H(; X
0
, X
1
) if there exist constants C
1
, C
2
> 0 so that for all u X and t > 0,
C
1
K(t; u) t
|u|
X
C
2
J(t; u)
Lemma A.8. Let 0 1 and let X be an intermediate space between X
0
and X
1
. Then
X H(; X
0
, X
1
) if and only if (X
0
, X
1
)
,1;J
X (X
0
, X
1
)
,;K
.
Corollary A.9 (Corollary 7.20, [AF03]). If 0 < < 1 and 1 q , then
(X
0
, X
1
)
,q;J
= (X
0
, X
1
)
,q;K
H(; X
0
, X
1
).
Moreover, X
0
H(0; X
0
, X
1
) and X
1
H(1; X
0
, X
1
).
The importance of the class H(; X
0
, X
1
) is made clear from the following theorem (which
is part of Theorem 7.21, [AF03]).
45
Theorem A.10 (The Reiteration Theorem). Let 0
0
<
1
1 and let X
0
and X
1
be intermediate spaces between X
0
and X
1
. For 0 1, let = (1 )
0
+
1
. If
X
i
H(
i
; X
0
, X
1
) for i = 0, 1 and if either 0 < < 1 and 1 q or 0 1 and
q = , then
(X
0
, X
1
)
,q;J
= (X
0
, X
1
)
,q;J
= (X
0
, X
1
)
,q;K
= (X
0
, X
1
)
,q;K
.
A.5. Interpolation Spaces. Let P = X
0
, X
1
and Q = Y
0
, Y
1
be two interpolation
pairs of Banach spaces. Let T B(X
0
+ X
1
, Y
0
+ Y
1
) satisfy T B(X
i
, Y
i
), i = 1, 2, with
norm at most M
i
. That is,
|Tu
i
|
Y
i
M
i
|u
i
|
X
i
for all u
i
X
i
, i = 1, 2.
If X and Y are intermediate spaces for X
0
, X
1
and Y
0
, Y
1
, respectively, then we call
X and Y interpolation spaces of type for P and Q, where 0 1 if every such
linear operator T maps X to Y with norm M satisfying
(61) M CM
1
0
M
1
where C is independent of T and C 1. If we can take C = 1 in (61), then we say that the
interpolation spaces X and Y are exact.
Theorem A.11 (The Exact Interpolation Theorem, Theorem 7.23 [AF03]). Let P = X
0
, X
1
and Q = Y
0
, Y
1
be two interpolation pairs.
(i) If either 0 < < 1 and 1 q or 0 1 and q = , then the intermediate
spaces (X
0
, X
1
)
,q;K
and (Y
0
, Y
1
)
,q:K
are exact interpolation spaces of type for P
and Q;
(ii) If either 0 < < 1 and 1 q or 0 1 and q = , then the intermediate
spaces (X
0
, X
1
)
,q;J
and (Y
0
, Y
1
)
,q:J
are exact interpolation spaces of type for P and
Q;
References
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terdam). Elsevier/Academic Press, Amsterdam, Second edition, 2003.
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-equation and
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1/2
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Wissenschaften, No. 223. Springer-Verlag, 1976.
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bounded domains. Int. J. Math. Math. Sci., pages Art. ID 582435, 12, 2008.
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2
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E-mail address: psharrin@uark.edu, araich@uark.edu
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a

. Dene the weighted L

and the reach of A to be

denotes the outward unit normal to b, we have

so integration by parts yields that

(v, u) = D(v, u) + (v, u)

(v, u) = D(u, v) for all u, v W

for all v A leads to a free boundary condition, i.e.,

be a strongly elliptic Dirichlet form on and suppose that a

for all v A if and only if f is orthogonal to W in L

for all v A) of the elliptic PDE

. Let 1 p < and

) interchangeably. For functions g

() for which there exists a vector

is bounded, there exists C

). The function is constructed in the following manner. Extend g to

, this construction can be used to guarantee that g is identically

. Form by mollifying g in such a way that is also identically zero on

3.3. Embeddings and compactness for p = 2.

Proposition 3.6. Let R

is a tangential operator of order [[. Moreover, the norm on W

and (9), we observe that

could be written in terms of inner products involving |

. Adapting the heuristic of Proposition 3.3, we compute

M be the map that sends x

to the unique point (x) M obtained by

can be uniquely represented by x = ( (x), t

, ; X), the proof is complete.

, there exists a unique x M and t [, ] so that y = e

for all j, it follows that U is supported in

. Note that if f is a smooth

, (14) shows that we

is identically zero). By (14) and the fact that U is supported in

= 0, then the formula for U

5.4. Approximation of functions in W

as in the proof of Theorem 2.6. Then for any 1 j , (f u

> 0 depending on n, m so that for each > 0, u W

, ; X). Without loss of generality, we

has compact support in

be a bounded sequence of functions in W

is a sequence of bounded vectors whose

be a bounded sequence of functions in W

() be a smooth cuto so that

u). This is problematic as u

). In this case, the left-hand side of (29) becomes

, we can let 0 and observe that

f g, then we can express D(v, u) = (v, f)

7. Elliptic regularity at the boundary

, there exist rst order dierential operators T

is the unit (outward) normal to x C

be smooth, bounded domains so that V W and dist(V, bW) >

, ; X). Let 1 k n1.

). In this case, the left-hand side of (29) becomes

, we can let 0 and observe that

be tangential operators with coecients bounded by ||

for rst order operators X

with coecients bounded by ||

be bounded subsets and satisfy V W, dist(V, bW) > 0

, ; X). We start by showing

, ] is a dierential operator of order , by

] (formally), and Lemma 7.1 (with k = 1, since the result is not

(u) A, we can set v = T

(u) in (51) and use the coercive estimate (4) to