David Gilbarg + Neil S.Trudinger Elliptic Partial Differential Equations of Second Order Reprint of the 1998 Edition wy opringerDavid Gilbarg Neil S. Trudinger Stanford University ‘The Australian National University Department of Mathematics School of Mathematical Sciences Stanford, CA 94305-2125 Canberra ACT 0200 USA Australia e-mail: gilbarg@math.stanford.edu e-mail: neil.trudinger@anu.edu.au Originally published as Vol. 224 of the Grundlehren der mathematischen Wissenschaften Cataloging-in-Publication Data applied for Die Deutsche Bibliothek -CIP-Einheitsaufaahme ibary, Davie Elliptic partial iterental equation ot second order David Gilarg; Nels rudinge.-Keprint othe 1998 Beri Heidelberg New York; Barcelona; Hong Kong; London; Man; Pars Singapore; Tokyo springer 2001 (Ghasscs in mathematics) ISBN 3-540411007 Mathematics Subjeci Classificatiun (2000); 35jax, TSSN 1431-0871 ISBN 3-540-41160-7 Springer-Verlag Berlin Heidelberg New York ‘This work 1s subject to copynght. 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Printed on acid-free paper SPIN 10783369 auisiazek 943210Preface to the Revised Third Printing This revision of the 1983 second edition of “Elliptic Partial Differential Equations of Second Order” corresponds to the Russian edition, published in 1989, in which we essentially updated the previous version to 1984. The additional text relates to the boundary Hélder derivative estimates of Nikolai Krylov, which provided a fundamental component of the further development of the classical theory of elliptic (and parabolic), fully nonlinear equations in higher dimensions. In our presentation we adapted a simplification of Krylov’s approach due to Luis Caffarelli. The theory of nonlinear second order elliptic equations has continued to flourish during the last fifteen years and, in a brief epilogue to this volume, we signal some of the maior advances. Although a proper treatment would necessi- tate at least another monograph, it is our hope that this book, most of whose text is now more than twenty years old, can continue to serve as background for these and future developments. Since cur first edition ¢ have become over the globe. It was particularly pleasant in recent years to make and renew friendships with our Russian colleagues, Olga Ladyzhenskaya, Nina Ural'tseva, Nina Ivochkina, Nikolai Krylov and Mikhail Safonov, who have contributed so much to this area. Sadiy, we mourn the passing away in 1996 of Ennico De Giorgi, whose brilliant discovery forty years ago opened the door to the higher-dimen- sional nonlinear theory. debted to numerous colleagues, al! lebted to numerous colleagues, all October 1997 David Gilbarg - Neil S. TrudingerPreface to the First Edition This volume is intended as an essentially self'contained exposition of portions of the theory of second order quasilinear elliptic partial differential equations, with emphasis on the Dirichlet problem in bounded domains. It grew out of lecture notes for graduate courses by the authors at Stanford University, the final material extending well heyond the scape of these courses. Ry including preparatory chapters on topics such as potential theory and functional analysis, we have attempted to make the work accessible to a broad spectrum of readers. Above all, we hope the readers of this book will gain an appreciation of the inultitude of ingenious barehanded techniques that have been developed in the study of elliptic equations and have become part of the repertoire of analysis. Many i the past several years. In particular, we are grateful for the valuable discussions with L. M. Simon and his contributions in Sections 15.4 to 15.8: for the helpful comments and corrections of J. M. Cross, A. S. Geue, J. Nash, P. Trudinger and B. Turkingron; for the contributions of G. Williams in Section i0.5 and of A. S. Geue in Section 10.6; and for the impeccably typed manuscript which resulted from the dedicated efforts of Isolde Field at Stanford and Anna Zalucki at Canberra. The research of the authors connected with this volume was supported in part by the National Science Foundation ‘The Second Edition includes a new, additional Chapte: and 15 referred to above have become Chapters 11 and 16. Consequently Chapters 10Table of Contents Chapter |. Introduction... 2... Se Part I. Linear Equations Js P as sem asa ages asset TRL 2.1, The Mean Value Inequalities 2.2. Maximum and Minimum Principle . woe . 2 aMMer ele araiack vecpuatiey 4000 G0 nA ail Green's Reprecentanon item iuamtiaataaina iii 2.5. The Poisson Integral 2.6. Convergence Theorems . . 27 Interior Fstimates of Derivatives 2.8, The Dirichlet Problem; the Method of Subharmonic Functions . 2.9. Capacity Le i TC Problems Chapter 3. The Classical Maximum Principle... 2... 3.1. The Weak Maximum Principle 3.2. The Strong Maximum Principle 3.3. Apriori Bounds 3.4. Gradient Estimates for Poisson's Equation . 3.5. A Harnack Inequality 3.6. Operators in Divergence Form... Notes Problems Chapter 4. Poisson's Equation and the Newtonian Potential 4.1 4.2. 4.3. 44. Hélder Continuity . . The Dirichlet Problem for Poisson’s Equation Hilder Estimates for the Second Derivatives Estimates at the Boundary 13 13 15 16 17 19 21 ” 23 27 28 RT 32 33 36 37 41 45 47 St 51 54 5645, Table of Contents Holder Estimates for the First Derivatives AeA LN A Problems Chapter 5, Banach and Hilbert Spaces Sif ae 5.3. 5.4. 55. 5.6. 57. 58 5.9. The Contraction Mapping Principle . The Method of Continuity The Fredholm Alternative . Dual Spaces and Adjoints . Hilbert Spaces The Projection Theorem . oe The Riesz Representation Theorem The Lax-Milgram Theorem The Fredholm Alternative in Hilbert Spaces 5.10. Weak Compactness. . . . . Notes Probicus Chapter 6. Classical Solutions; the Schauder Approach 6.1. The Schauder Interior Estimates 6.2. Boundary and Global Estimates 63. The Dirichlet Problem 64. Inictivt and Boundary Regularity... 6.5. An Alternative Approach 6.6. Non-Uniformly Elliptic Equations 6.7. Other Boundary Conditions; the Oblique Derivative Problem 6.8. Appendix |: Interpolation Inequalities 6.9. Appendix 2: Extension Lemmas Notes. . Problems Chapter 7. Sobolev Spaces ae 7.2, 738 14 75) 7.6. 17. A L? Spaces Regularization and Approximation by Smooth Functions Weak Derivatives The Chain Rule The W" Spaces Density Theorems Imbedding Theorems Poicniial Esiiuraies aud Lubedding Theuiems. . The Morrey and John-Nirenberg Estimates 7.10. Compactness Results 67 70 70 a 4 14 78 19 80, 81 82 83 83 85 85 86 87 89 94 100 112 116 120 130 136 138 141 144 145 47 149 151 183 154 155 104 167Table of Contents xi 7.11. Difference Quotients a aS . 168 7.12. Extension and Interpolation... se ae Ane LL, Notes! nH nn cc Problems 173 Chapter 8. Generalized Solutions and Regularity... 2.2... 0. 177 8.1. ‘The Weak Maximum Principle . eS 8.2. Solvability of the Dirichlet Problem if oe . 181 8.3, Differentiability of Weak Solutions . 2... 2... 183 8.4. Global Regularity ! Meno 8.5. Global Boundedness of Weak Solutions 188 8.6. Local Properties of Weak Solutions . . we if 194 8.7. The Strong Maximum Principle 198 8.8. The Harnack Inequality . Le bee 199 8.9. Holder Continuity . . 200 8.10. Local Estimates at the Boundary 202 8.11. Hélder Estimates for the First Derivatives . . . NE Uae 8.12. The Eigenvalue Problem. . . . . . . 212 Notes . . Mn Hy 214 Problems . Pt SavnRsnLa UAC REL OL SOUEGCTE a ini Chapter 9. Strong Solutions... 2... ena To) 9.1. Maximum Principles for Strong Solutions we ate 220 9.2. L? Estimates: Preliminary Analysis... Lica 9.3. The Marcinkiewicz Interpolation Theorem 27 9.4, The Calderon-Zygmund Trequality He eR 9.5. L? Estimates. . . . . ae . . aan 96 The Nirichlet Prahlem 241 IDs To LAIR PA ec LTS GG BA AE ee . 244 9.8. Hdlder and Harnack Estimates . . rt sean seen . 246 9.9. Local Estimates at the Boundary 250 INCI ane en nee Problems... ee pees 255 Q: Chapter 10. Maximum and Comparison Principles... . 2. . 259 101 The Comparison Principle 263 10.2, Maximum Principles . . Se 1 264 10.3. A Counterexample 267 10.4, Comparison Principles for Divergence Form Operators... . 268 |. Maximum Principies for Divergence Form Operaiors. . ©. . 27h Notes 27 Problemenigaeseuaa : EOE oratS 277