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TauCeti.Analysis.PDE.Regularity.Hessian.Schauder.Interior

The interior Schauder estimate on small balls #

Let 0 < α < 1, and let L u = ∑ᵢⱼ aᵢⱼ ∂ᵢ∂ⱼu be a non-divergence-form operator on ℝ^{n+1} whose coefficients are α-Hölder with constant L on the closed ball closedBall x₀ R, and such that a(x₀) has ellipticity constants 0 < λ ≤ Λ. If R is small compared with the Hölder modulus of the coefficients, in the sense of the scale condition of TauCeti.PDE.exists_holderWith_iteratedFDeriv_two_of_support_subset_closedBall, then for every ρ < R there is a constant C, independent of the solution, such that every u which is C² on the open ball B_R with α-Hölder Hessian there satisfies

[D²u]_{α; closedBall x₀ ρ} ≤ C ([L u]_{α; B_R} + N),

where N bounds |u|, ‖Du‖ and ‖D²u‖ on B_R. The Hölder constant of the Hessian on B_R enters only qualitatively: the estimate does not depend on it. The constant C depends on the coefficients only through λ, Λ, L and a bound M for their entries on the ball, and not on the centre x₀. This is the localized form of the Schauder estimate used to pass from coefficients of small oscillation on a ball to Hölder continuous coefficients, by covering a compact set with finitely many small balls, or the whole space with balls of one radius.

The argument #

Choose a smooth cutoff ζ equal to one near closedBall x₀ ρ with support in B_R, the translate of one fixed cutoff about the origin so that its bounds do not depend on x₀, and put w = ζ u, which is C² on the whole space (ContDiffOn.contDiff_smul_of_tsupport_subset). By the second-order product rule (TauCeti.fderiv_fderiv_mul_apply_of_tsupport_subset),

∂ᵢ∂ⱼw = ζ ∂ᵢ∂ⱼu + Tᵢⱼ, where Tᵢⱼ = u ∂ᵢ∂ⱼζ + ∂ᵢζ ∂ⱼu + ∂ⱼζ ∂ᵢu,

so L w = ζ L u + ∑ᵢⱼ aᵢⱼ Tᵢⱼ. Every term is a product of a globally Hölder factor built from ζ, vanishing off B_R, and a factor that is bounded and Hölder on B_R; such products are globally Hölder (HolderWith.smul_of_eq_zero). On the ball the lower-order factors u and ∂ⱼu are Lipschitz, with constant N, hence α-Hölder. This bounds the Hölder constant of L w by C (K + N), where K is the Hölder constant of L u, and ‖D²w‖_{L²} ≤ C N; the Hessian of w is supported in B_R and globally Hölder a priori. The compact-support estimate then bounds the Hölder constant of D²w, which equals D²u near closedBall x₀ ρ.

Main declaration #

References #

theorem TauCeti.PDE.exists_holderOnWith_iteratedFDeriv_two_closedBall_of_sum_smul_fderiv_fderiv {n : ℕ} {α : NNReal} (hα : 0 < α) (hα1 : α < 1) :
∃ (C₀ : ℝ), 0 < C₀ ∧ ∀ {lam Lam : ℝ} {L M : NNReal} {R : ℝ}, 0 < lam → 2 * (C₀ * (Lam / lam) ^ (1 + (↑n + 1) / 4 + ↑α / 2)) * (↑n + 1) ^ 2 * ((1 + 2 ^ ↑α) * ↑L * R ^ ↑α) ≤ lam → ∀ {ρ : ℝ}, ρ < R → ∃ (C : NNReal), ∀ {a : EuclideanSpace ℝ (Fin (n + 1)) → Matrix (Fin (n + 1)) (Fin (n + 1)) ℝ} {x₀ : EuclideanSpace ℝ (Fin (n + 1))}, (∀ (ξ : EuclideanSpace ℝ (Fin (n + 1))), lam * ‖ξ‖ ^ 2 ≤ (a x₀).toQuadraticForm' ξ.ofLp) → (∀ (ξ : EuclideanSpace ℝ (Fin (n + 1))), (a x₀).toQuadraticForm' ξ.ofLp ≤ Lam * ‖ξ‖ ^ 2) → (∀ (i j : Fin (n + 1)), HolderOnWith L α (fun (x : EuclideanSpace ℝ (Fin (n + 1))) => a x i j) (Metric.closedBall x₀ R)) → (∀ x ∈ Metric.closedBall x₀ R, ∀ (i j : Fin (n + 1)), |a x i j| ≤ ↑M) → ∀ {u : EuclideanSpace ℝ (Fin (n + 1)) → ℝ} {N K V : NNReal}, ContDiffOn ℝ 2 u (Metric.ball x₀ R) → (∀ x ∈ Metric.ball x₀ R, |u x| ≤ ↑N) → (∀ x ∈ Metric.ball x₀ R, ‖fderiv ℝ u x‖ ≤ ↑N) → (∀ x ∈ Metric.ball x₀ R, ‖iteratedFDeriv ℝ 2 u x‖ ≤ ↑N) → HolderOnWith V α (iteratedFDeriv ℝ 2 u) (Metric.ball x₀ R) → HolderOnWith K α (fun (x : EuclideanSpace ℝ (Fin (n + 1))) => ∑ i : Fin (n + 1), ∑ j : Fin (n + 1), a x i j • ((fderiv ℝ (fderiv ℝ u) x) (EuclideanSpace.single i 1)) (EuclideanSpace.single j 1)) (Metric.ball x₀ R) → HolderOnWith (C * (K + N)) α (iteratedFDeriv ℝ 2 u) (Metric.closedBall x₀ ρ)

The interior Schauder estimate on small balls. Let 0 < α < 1. There is C₀ > 0, depending only on dimension and α, with the following property. Let 0 < λ, Λ, L, M and R be given, put κ = C₀ (Λ / λ)^(1 + (n+1)/4 + α/2), and assume the scale condition

2 κ (n+1)² (1 + 2ᵅ) L Rᵅ ≤ λ.

Then for every ρ < R there is C, depending only on n, α, λ, Λ, L, M, R and ρ, with the following property. Let a be α-Hölder entrywise with constant L and bounded entrywise by M on the closed ball closedBall x₀ R, and suppose a x₀ has ellipticity bounds λ, Λ. Put L u = ∑ᵢⱼ aᵢⱼ ∂ᵢⱼu. Let u be C² on the open ball B_R, with |u|, ‖Du‖ and ‖D²u‖ bounded by N there and with D²u α-Hölder on B_R (with any constant). If L u is α-Hölder on B_R with constant K, then D²u is α-Hölder on closedBall x₀ ρ with constant C (K + N).

The constant C does not depend on the centre x₀ or on the coefficient field a beyond the bounds λ, Λ, L and M; this uniformity is what makes the estimate usable on infinitely many balls at once.