Let’s work in the space Rn for this, with the usual basis coordinates e1 , . . . en .

A function φ belonging to C n (U ) means that φ is defined on U , is n times

differentiable and its nth derivative is continuous. If φ is Lp (U ) then
Z
1
||φ||p ≡ ||φ||Lp ≡ ||φ||Lp (U ) = ( |φ|p dx) p < ∞
U

One remark to make is that the functions a ∈ C 1 (U ) implies that they are
ij

Lipschitz continuous, and we will denote their Lipschitz constants as Lip(aij ).

1
I believe that bi , c ∈ L− 12 (U ) is a reference to the zeta function analytical
continuation, where 1 + 2 + 3 + . . .0 =0 − 12 1
, so we’ll assume that they are
∞
belonging to L .
Let α = (α1 , . . . , αn ) ∈ Nn be a multiindex. We define |α| =
P
αi and for
|α| n
any function φ ∈ C (U ), U ⊂ R ,

∂ |α|
Dα φ = φ
∂ α 1 x1 . . . ∂ α n xn
The first important definition is that of a weak derivative. If u, v ∈ L1loc (U ),
the we say that v is the weak αth - weak partial derivative of u if u, v satisfies,
for any test function φ ∈ Cc∞ (U ),
Z Z
α |α|
uD φdx = (−1) vφdx
U U

We then write the weak derivative as Dα u.

The Sobolev space W k,p (U ) is the set of all functions u ∈ L1loc (Ω) such that
for any multiindex α with |α| ≤ k the weak derivative Dα u exists and is
Lp (U ).
For brevity, some will write H k (U ) = W k,2 (U ), but I’m not a fan of this
notation.
The notation V ⊂⊂ U means that V is compactly contained in U , meaning
that CL(V ) is compact and V ⊆ Cl(V ) ⊆ Int(U ).
The operator L given in the statement is an elliptic operator, written in
divergence form, so it has a few nice properties that make it possible to
prove such a statement. One such property is that there exists a constant
θ > 0 satisfying X
aij (x)ξi ξj ≥ θ|ξ|2 ∀ξ ∈ Rn
i,j

This is called the ellipticity condition.

1
By saying that u solves Lu = f we really mean that u is a weak solution,
which means that it satisfies, for every v ∈ H01 (U )
Z X X
( aij uxi vxj + bi uxi v + cuv)dx = (f, v)L2 U
U i,j i

bi uxi −cu ∈ L2 (U )
P
We can write this in a more concise way, letting g := f − i
as XZ Z
ij
a uxi vxj dx = gvdx (1)
ij U U

Let h ∈ R satisfy |h| < 21 dist(supp(v), ∂U ). We also want to define a new

operator ∆hk v = h1 (v(x + hek ) − v(x)). This is an approximation of the
partial derivative ∂xk v, and in fact ∆h v ∈ L2 (V ) for any V ⊂⊂ U and
||∆hk v||Lp (V ) ≤ ||∂xi u||Lp (U ) (2).
Fix a 1 ≤ k ≤ n. From (1), using this new function in place of v we get
Z Z Z
h ij ij −h
∆k (a uxj )vxi = − a uxj (∆k v)xi dx = − g∆−h vdx
U U U

Observe that ∆h (aij uxj ) = aij (x + hek )∆h uxj (x) + ∆h aij (x)uxj (x), so our
expression above now becomes
Z Z
a (x + hek )(∆ u)xj vxi dx = − (ḡ · Dv + g∆−h v)dx
ij h
U U

where ḡ = (ḡ 1 , . . . , ḡ n ) and ḡ i = ∆h aij uxj . Using our observation (2);

Z
aij (x + hek )(∆h u)xj vxi dx ≤ (||ḡ||L2 + ||g||L2 ) · ||Dv||L2
U
≤ [(Lip(aij ) + ||b||∞ + ||c||∞ )||u||W 1,2 + ||f ||L2 ]||Dv||L2
= (C(n)K||u||W 1,2 + ||f ||L2 )||Dv||L2
Take a function η ∈ Cc∞ (U ) such that 0 ≤ η ≤ 1 and set v = η 2 ∆h u. By the
ellipticity condition, and Cauchy-Schwartz inequality, we get
Z XZ
h 2
θ |ηD∆ u| dx ≤ η 2 aij (x + hek )∆h uxi ∆h uxj dx
U i,j U
Z
= aij (x + hek )(∆h u)xj (vxi − 2∆h uηηxi )dx
U
≤ (C(n)K||u||W 1,2 + ||f ||2 )||Dv||2 + 2||a||∞ ||ηD∆h u||2 ||∆h uDη||2
≤ (C(n)K||u||W 1,2 + ||f ||2 )(||ηD∆h u||2 ||∆h uDη||2 )
+ 2||a||∞ ||ηD∆h u||2 ||∆h uDη||2

2
By Young’s inequality

||η∆h u||2 ≤ C(||u||W 1,2 +||f ||2 +||∆uDη||2 ) ≤ C(1+sup |Dη|)(||u||W 1,2 +||f ||2 )

Now that we have this, we can choose the appropriate η that is 1 on V and
we can bound |Dη| by some small number. So the constant C that’s given
in the question is the constant term C(1 + sup |Dη|). From this, we can
conclude that Du ∈ W 1,2 (V ) for any V ⊂⊂ U , hence u is twice differentiable
2
on U ; that is, u ∈ Hloc (U ). Notice also that Lu ∈ L2loc (U ) so Lu = f almost
everywhere, since if Du ∈ W 1,2 then we can adjust the weak formulation
accordingly.