Partial Differential Equations, 2nd Edition, L.C.

Evans
Chapter 6 Second-Order Elliptic Equations

Shih-Hsin Chen, Yung-Hsiang Huang

2017/03/27

1. (a) Direct computation. (b) c = a.

2. Proof. Define
n
Z X
B[u, v] = aij uxi vxj + cuv dx, u, v H01 (U ).
U i,j=1

Clearly,

|B[u, v]| kaij k kDukL2 (U ) kDvkL2 (U ) + kck kukL2 (U ) kvkL2 (U ) kukH01 (U ) kvkH01 (U ) ,

for some positive constant . For c(x) , where is a fixed constant to be assigned later.
Using the uniform ellipticity, we have
Z n
Z X
2
|Du| dx aij uxi uxj
U U i,j=1
Z
= B[u, u] cu2 dx
UZ

B[u, u] + u2 dx
UZ

B[u, u] + C |Du|2 dx,

U

where the Poincare inequality is applied in the last inequality. Now we set = and see
2C

that if c(x) , then
2C Z

|Du|2 dx B[u, u].
2 U

Department of Math., National Taiwan University. Email: d03221002@ntu.edu.tw

Department of Math., National Taiwan University. Email: d04221001@ntu.edu.tw

1
 Therefore,

kuk2H 1 (U ) = kuk2L2 (U ) + kDuk2L2 (U )

0

(1 + C)kDuk2L2 (U )
2
(1 + C)B[u, u].

3. Proof. Define
n
Z X
B[u, v] = uxi xj vxi xj dx, u, v H02 (U ).
U i,j=1

Use the integration by part (divergence theorem),

Z Z X n Z X Z
2 2
|D u| dx = uxi xj uxi xj dx = uxi xi uxj xj dx = |u|2 dx
U U i,j=1 U i,j=1 U

R R
for u, v H02 (U ). (Fix i, consider F = uxi Duxi and then use U
div F dx = U
F dS.)
Z
2
kDukL2 (U ) = uu dx
U
1
kuk2L2 (U ) + kuk2L2 (U )
4
1
CkDuk2L2 (U ) + kuk2L2 (U )
4
1
the Poincare inequality is used in the last inequality. We choose = so that
2C
kDuk2L2 (U ) Ckuk2L2 (U ) .

Therefore,

kuk2H 2 (U ) = kuk2L2 (U ) + kDuk2L2 (U ) + kD2 uk2L2 (U )

0

(1 + C)kDuk2L2 (U ) + kuk2L2 (U )

(1 + C + C 2 )kuk2L2 (U )

= (1 + C + C 2 )B[u, u].

Thus,
1
2
kuk2H 2 (U ) B[u, u], u H02 (U ).
1+C +C 0

Remark 0.1. The validity of the definition of weak solution to Biharmonic equation with zero
Dirichlet and zero Neumann boundary is based on the zero trace theorem for W02,p function,
which is not proved in Evans book.

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4. Proof. take v = 1.
Define Z
B[u, v] = Du Dv dx, for u, v H 1 (U ).
U
1
Consider a subspace of H (U )

A = {u H 1 (U )(u)U = 0}

u dx, then l is a continuous linear functional on H 1 (U ). Then A = l1 ({0}) is

R
Let l(u) = U

closed in H 1 (U ), so A is a Hilbert space with induced inner product. Note

|B[u, v]| kukA kvkA .

and by Poincare inequality,

Z Z
kuk2L2 (U ) = 2
|u (u)U | dx C |Du|2 dx.
U U

Therefore

kuk2A = kuk2L2 (U ) + kDuk2L2 (U ) (1 + C)kDuk2L2 (U ) = (1 + C)B[u, u].

R
By Lax-Milgram, for all f L2 (U ) (with U
f dx = 0), there exists a unique uf A such that

B[uf , v] = (f, v)L2 (U ) , v A.

Let v H 1 (U ), then v (v)U A. Thus, we have

(f, v)L2 (U ) = (f, (v)U )L2 (U ) + (f, v (v)U )L2 (U )

Z
= 0 + B[uf , v (v)U ], (since f dx = 0)
Z U

= B[uf , v] = Duf Dv dx, v H 1 (U ).

U

Therefore, uf A H 1 (U ) is a weak solution. In general, uf + C is always a weak solution

for any constant C.

5. Motivation. If u C (U ) solves the given boundary value problem, then for each v C (U ),
Z Z Z Z Z Z
u
f v = (u)v = v + uv = vu + uv.
U U U n U U U

By density theorem and trace theorem, we define B on (H 1 (U ))2 by

Z Z
B[u, v] = (T v)(T u) + uv,
U U

where T is the trace operator with finite operator norm kT k. We call u H 1 (U ) is a weak
R
solution of the given Robin boundary value problem if B[u, v] = U f v for all v H 1 (U ).

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 Proof. We prove uniqueness and existence by Lax-Milgram. Given u, v H 1 (U ), its easy to see
|B[u, v]| max{1, kT k2 }kukH 1 kvkH 1 . Next, we prove B is strictly coercive by a contradiction
argument similar to the one for Poincare inequality.

Assume for each k N, there exists uk H 1 such that kuk k2H 1 > kB[uk , uk ].
1
Let vk = uk /kuk kH 1 , then 1 = kvk k2H 1 > kB[vk , vk ], so k
> B[vk , vk ] kDvk k2L2 ,
1 1
k
> kT vk k2L2 (U ) and hence kvk k2H 1 < 1 + k
2. Rellichs compactness theorem asserts there
exists a subsequence, still denoted by {vk }, converging to a function v in L2 sense. Note
kDvk kL2 0, so for every Cc (U ),
Z Z Z
vD = lim vk D = lim (Dvk ) = 0
k k

Hence v H 1 , Dv 0. Now we know vk v in H 1 sense, so kvkH 1 = 1. Moreover, v is

constant in each component of U . But
r
1
kT vkL2 (U ) kT (v vk )kL2 (U ) + kT vk kL2 (U ) kT kkv vk kH 1 + 0, as k ,
k

which means v 0 on U and then v 0 on U . This contradicts to kvkH 1 = 1. Therefore B

is strictly coercive.

6. (This boundary value problem is called Zaremba problem sometimes)

R
Definition. Similar to Exercise 5, we define B[u, v] = uv on H := H 1 {u : T u 1 = 0}.
The linearity and continuity of T ensures that H is a closed subspace of H 1 , so H is a Hilbert
space with induced inner product. u H is a weak solution of the given Robin boundary
R
value problem if B[u, v] = U f v for all v H. (The zero Newmann boundary condition is
involved.)

Uniqueness and Existence. They are established by Lax-Milgram again, the coercivity of B is
established by almost the same argument as Exercise 5.

R R
7. Proof. By definition, we know for each v H 1 (Rn ), uv + c(u)v = f v.
Take v = Dih Dih u, 0 < |h|  1. Then v H 1 and has compact support. Hence
Z Z
|Di Du| + Di c(u)Di u = f (Dih Dih u).
h 2 h h

By mean value theorem,

c(u(x + hei )) c(u(x)) h

Dih c(u)(x)Dih u(x) = Di u(x) = c0 ( )|Dih u(x)|2 0.
h

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 Hence
Z Z Z Z
1 1
|Dih Du|2
| f (Dih Dih u)| |Dih Dih u|2
|f |2 +
2 2
Z Z
1 1
|f |2 +
|DDih u|2
2 2
R R
The last inequality follows easily from mean value theorem. Hence |Dih Du|2 |f |2 , for all
R R
small enough h. This implies |D2 u|2 |f |2 . (Evans, Page 292)

8. Proof. Differentiate the equation Lu = 0, we get (Daij )uxi xj + aij (Du)xi xj = 0. Multiply this
equation by 2Du, we have 2Du (Daij )uxi xj = 2aij Du (Du)xi xj . Adding 2aij (Du)xi (Du)xj
to both sides, we find

2Du (Daij )uxi xj 2aij (Du)xi (Du)xj = aij (|Du|2 )xi xj (1)

On the other hand, multiply the origin equation by 2u and add 2aij uxi uxj to both sides, we
have

2aij uxi uxj = 2aij uxi uxj + 2aij uuxi xj = aij (u2 )xi xj (2)

(1) (2) implies

2aij uxi uxj + 2Du (Daij )uxi xj 2aij (Du)xi (Du)xj = aij (u2 + |Du|2 )xi xj

By uniform ellipticity, boundedness of Daij and Youngs inequality, the left hand side is non-
positive for large . The second assertion is a consequence of weak maximum principle to
L(|Du|2 + u2 ) 0

9. Proof. By weak maximum principle, min w = min w = w(x0 ). Let v1 = u + kf k w and

U U
v2 = u kf k w, then Lv1 0, Lv2 0.

By weak maximum principle, min v1 = min v1 = kf k min w = kf k w(x0 ) = v1 (x0 ) and

U U U
max v2 = max v2 = kf k min w = kf k w(x0 ) = v2 (x0 ). Therefore,
U U U

v1 0 u 0 w 0
0 (x ) = (x ) + kf k (x ),

v2 0 u 0 w 0
0 (x ) = (x ) kf k (x ).

Since u = 0 on U , u//. So
u 0 w
|u(x0 )| = | (x )| kf k | (x0 )|.

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10. Proof. We omit (a) since is standard. For (b), if u attains an interior maximum, then the
conclusion follows from strong maximum principle.
u
If not, then for some x0 U, u(x0 ) > u(x) x U . Then Hopfs lemma implies
(x0 ) > 0,
which is a contradiction.

Remark 0.2. A generalization of this problem to mixed boundary conditions is recorded in

Gilbarg-Trudinger, Elliptic PDEs of second order, Problem 3.1.

11. Proof. Define Z X

B[u, v] = aij uxi vxj dx for u H 1 (U ), v H01 (U ).
U i,j

By Exercise 5.17, (u) H 1 (U ). Then, for all v Cc (U ), v 0,

Z X
B[(u), v] = aij ((u))xi vxj dx
U i,j
Z X
= aij 0 (u)uxi vxj dx, (0 (u) is bounded since u is bounded)
U i,j
Z X X
= aij uxi (0 (u)v)xj aij 00 (u)uxi uxj v dx
U i,j i,j
Z
0 00 (u)v|Du|2 dx 0, by convexity of .
U

(We dont know whether the product of two H 1 functions is weakly differentiable. This is why
we do not take v H01 .) Now we complete the proof with the standard density argument.

12. Proof. Given u C 2 (U ) C(U ) with Lu 0 in U and u 0 on U . Since U is compact and

u
v C(U ), v c > 0. So w := v
C 2 (U ) C(U ). Brutal computation gives us

aij uxi xj v + aij vxi xj u aij vxi uxj aij uxi vxj ij 2 vxi u vuxi
aij wxi xj = + a vx j
v2 v2 v v2
i i
(Lu b uxi cu)v + (Lv + b vxi + cv)u 2
= 2
+ 0 + aij vxj wxi , since aij = aji .
v v
Lu uLv 2
= 2 bi wxi + aij vxj wxi
v v v
Therefore,
2  Lu uLv
M w := aij wxi xj + wxi bi aij vxj =

2 0 on {x U : u > 0} U
v v v
If {x U : u > 0} is not empty, Weak maximum principle to the operator M with bounded
coefficeints (since v C 1 (U )) will lead a contradiction that
0
0 < max w = max w = =0
{u>0} {u>0} v
Hence u 0 in U .

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13. (Courant-Fischers principle)

Proof. First we need to note the same proof of Theorem 2 on Page 356 leads the following
theorem:

Theorem 0.3. For the symmetric operator L = (aij uxi )xj on a bounded smooth domain
U where (aij ) is symmetric and satisfies the uniform ellipticity. Denote k-th zero Dirichlet
eigenvalue and eigenfunction by k and k respectively, then

k = min{B[u, u] | u H01 , kukL2 = 1, (u, i )L2 = 0, 1 i k 1}

Through this theorem, we know the desired identity is true if we replace equality by . Now
we prove the converse:
Given k 1 dimensional subspace S. By spectral theory for compact self-adjoint operators,
there exists y = k1 ci i span{1 k } with kykL2 = 1, such that y S , so

min{B[u, u] | u S , kukL2 = 1} B[y, y] = k1 |ci |2 i k1 |ci |2 k k .

Since S is arbitrary chosen, we are done.

14. Proof. Let Y := {u C (U ) | u > 0 in U, u = 0 on U }. Let u1 > 0 be the zero Dirichlet

eigenfunction with respect to the eigenvalue 1 which exists by Krein-Rutman theorem (Page
Lu
361, Theorme 3). By classical Schauders theory, we know u1 Y and therefore sup inf u
1 .
uY xU
Given v Y , then w = v u1 Y . Note that

Lv L(u1 + w) L(w) 1 w
= = 1 +
v u1 + w u1 + w

Consider the adjoint operator

L w = ij (aij w) i (bi w) + cw = aij ij w + [j (aij + aji ) i bi ]i w + (c + ij aij i bi )w,

the Krein-Rutman theorem tells us that, for m > supU |c+ij aij i bi |, there exists 1 , such that
1 +m is the simple principle zero Dirichlet eigenvalue of L +m with positive eigenfunction u1 .
Since 1 (u1 , u1 )L2 = (L u1 , u1 )L2 = (u1 , Lu1 )L2 = 1 (u1 , u1 )L2 , the fact that u1 , u1 > 0 implies
1 = 1 . Consider
(L(w) 1 w, u1 ) = 1 (w, u1 ) 1 (w, u1 ) = 0

Due to u1 > 0, there are only two possibilities:

Lv L(2u1 )
(1) If L(w) 1 w 0. Since 1 is simple, w = u1 . Then v
= 2u1
= 1 .

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 (2) If L(w) 1 w changes sign in U . Then there exist x U such that (L(w) 1 w)(x) < 0
L(v)(x) (L(w)1 w)(x) Lu
and hence v(x)
= 1 + (u1 +w)(x)
< 1 . Since v is arbitrary, sup inf u
1 .
uY xU
Lu
Hence sup inf u
= 1 .
uY xU

15. Proof. (We use Reynolds transport theorem without mentions. )

Z Z
2
( ) = ( ) |(x, )| = (x )(x, )(x, )
U ( ) U ( )
Z
= |x (x, )|2 .
U ( )

Differentiate the original equation and kwkL2 (U ) = 1 with respect to , we get

x = +
Z Z Z
2 2
0= v+ ( ) = 0 + ( 2 ) ,
U ( ) U ( ) U ( )
Hence,
Z Z
2
( ) = |x | v + (|x |2 )
U ( ) U ( )
Z Z
2
= | | v+ 2x x , Since u = 0 on U.
U ( ) U ( )
Z Z
2
= | | v+ 2(x )
U ( ) U ( )
Z Z
2
= | | v+ 2( + )
U ( ) U ( )
Z

= | |2 v + 0 + 2
U ( )

16. Proof. Direct computations tell us eit v := ei(xt) satisfies the wave equation utt 2 u = 0
and r( v
r
iv) = i(x |x|)v which did not tend to 0 as |x| 0. On the other hand,
r(
r
i) = which tends to 0 as |x| . The proof to show is a fundamental solution
is almost the same as usual Laplacian case. Try to mimic the proof Evans gives on page 24.

17. I think we need to assume w = O(R1 ). and the second expression Evans gives in this problem
is wrong, the integrand on the left-hand side should be |wr |2 + 2 |w|2 2Im(wwr ).

Proof. Given x0 R3 , let BR denote the ball centered at x0 with radius R and x0 (x) :=
(x x0 ), where is defined in Exercise 16 (b). Hence
x0
Z Z
 2 x0
  2
 x0 w x0
w(x0 ) = ( + ) w ( + )w = w (3)
BR BR r r
 x0
Z
 w
ix0 w iw x0
 
= (4)
BR r r

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the magnitude of the integrand is o(R1 ) O(R1 ), so its integral tends to 0 as R .

Remark 0.4. Further results for Radiation condition on general dimension N 2 can be found
in G. Eskin, Lectures on Linear PDEs, Section 19. (Need some knowledges on stationary phase
formula.)