arXiv:1010.0480v1 [math.AP] 4 Oct 2010 au tae of (trace) value hr sabudddmi ihsot onayadTr and boundary smooth with domain bounded a is Ω where yrslso euaiyo ouin pt h onayo domain. a of boundary illustration. the an sys to as and up serves equations solutions example elliptic of classical linear regularity of on theory results the by in role fundamental The Introduction fun Green’s solutions domains, of Lipschitz behaviour VMO, totic BMO, oscillations, mean spaces, Keywords: a are boundary Lipschitz MSC. a do 2010 of graph point Lipschitz a in at solutions coefficients of rough properties with totic order even arbitrary of n let and eetpors nelpi qain n ytm of systems and equations elliptic in progress Recent rirr re ihruhcecet nLipschitz in coefficients rough with order arbitrary Abstract. osdrteDrcltproblem Dirichlet the Consider f eogt h eo space Besov the to belong rmr:3G5 55;Scnay 56,35E05 35J67, Secondary: 35J55; 35G15, Primary: ihrodrelpi qain,hge re litcsses Besov systems, elliptic order higher equations, elliptic order higher hsi uvyo eut otyrltn litceutosadsystem and equations elliptic relating mostly results of survey a is This u Let . u ∈ Z nvriyo iepo,MOBuilding M&O Liverpool, of University eateto ahmtclSciences Mathematical of Department ∂ L ( Ω a yn Shaposhnikova Tatyana p 1 Z Ω,1 (Ω), E513Link¨oping, Sweden SE-58183 E513Link¨oping, Sweden SE-58183 eateto Mathematics of Department eateto Mathematics of Department Tr ∆ ∂ iepo,L93X UK 3BX, L69 Liverpool, Ω ldmrMaz’ya Vladimir u Link¨oping University Link¨oping University u Z | nΩ in 0 = f | Ω = x domains ( < p < B x |∇ − f ) p 1 − y u − | 1 | n p /p 1 f + x< dx ∞ ( ( on p y ∂ − htis that , ) )wt h seminorm the with Ω) 2 | p , ∞ dσ ∂ Ω x , dσ y 1 /p u . tnsfrteboundary the for stands s discussed. lso an.Asymp- mains. esi played is tems h following The to,asymp- ction, s It is well-known that 1 1−1/p Tr Lp(Ω) = Bp (∂Ω).
1−1/p 1 Moreover, the harmonic extension u of f Bp (∂Ω) belongs to Lp(Ω) and the ∈ 1−1/p norm of the gradient u in L (Ω) is equivalent to the above seminorm in Bp (∂Ω). ∇ p This fact highlights the following topics of interest:
Replace the domain with smooth boundary by a domain in more general class • and study the effect of irregularities of ∂Ω. Replace ∆ by a more general elliptic operator with variable coefficients, and • study the impact of low regularity assumptions on the coefficients. Understand the correlation between the smoothness of data and the smoothness • of solutions.
Another theme, somehow related to these, is:
Describe the local behaviour of solutions near a boundary or interior point of • the domain Ω.
In the present paper we survey results in the directions just mentioned. Most of them were obtained during the last decade and concern elliptic equations and systems of arbitrary order. Special attention is paid to the Stokes system. The selection of topics is partly influenced by our involvement in their study. Here is the plan of the article. Section 1 is dedicated to weak solutions with Besov boundary data, with coeffi- cients of differential operators and the unit normal to the boundary in classes close to BMO. Results of a similar nature for the Stokes system are discussed in Section 2. In Section 3, strong solutions in Sobolev spaces are considered. Here sharp additional conditions on the Lipschitz boundary are reviewed. In particular, in Subsection 3.2 we speak about strong solvability of the Stokes system. In Section 4, asymptotic formulas for solutions of the Dirichlet problem near an isolated point of the Lipschitz boundary and at a point in the domain are dealt with.
1 Weak solvability of higher order elliptic systems with coefficients close to BMO in Lipschitz do- mains
1.1 Background The present section is mostly based on results of the paper by V. Maz’ya, M. Mitrea and T. Shaposhnikova [MMS1]. We start with mentioning earlier works. The basic case of the Laplacian in arbitrary Lipschitz graph domains in Rn, is treated in the work of B.Dahlberg and C.Kenig [DK], in the case of Lp-data, and s D. Jerison and C. Kenig [JK], in the case of data in the Besov space Bp with 0
2 In spite of substantial progress in recent years, there remain many basic open questions for higher order equations, even in the case of constant coefficient operators in Lipschitz domains. One significant problem is to determine the sharp range of p’s for which the Dirichlet problem for strongly elliptic systems with Lp-boundary data is well-posed. In [PV], J. Pipher and G. Verchota have developed a Lp-theory for real, constant coefficient, higher order systems
α L = AαD |αX|=2m when p is near 2, i.e., 2 ε
0 depending on the Lipschitz − character of Ω. On p.2 of [PV] the authors ask whether the Lp-Dirichlet problem for 2(n−1) these operators is solvable in a given Lipschitz domain for p (2 ε, n−3 + ε), and a positive answer has been given by Z. Shen in [Sh]. Let us∈ also− mention the work [AP] of V. Adolfsson and J. Pipher who have dealt with the Dirichlet problem for the biharmonic operator in arbitrary Lipschitz domains and with data in Besov spaces, as well as [Ve] where G. Verchota formulates and solves a Neumann-type problem for the bi-Laplacian in Lipschitz domains and with boundary data in L2. In [MMT] D. Mitrea, M. Mitrea, and M. Taylor, treat the Dirichlet problem for strongly elliptic systems of second order in an arbitrary Lipschitz subdomain Ω of a (smooth) Riemannian manifold and with boundary data in Bs(∂Ω), when 2 ε
1.2 Domains and function spaces Let us turn to the article [MMS1]. We make no notational distinction between spaces of scalar-valued functions and their natural counterparts for vector-valued functions. Recall that a domain Ω is called Lipschitz graph if its boundary can be locally described by means of (appropriately rotated and translated) graphs of real-valued Lipschitz functions. It is shown by S. Hofmann, M. Mitrea, and M. Taylor in [HMT] that Ω is a Lipschitz graph domain if and only if it has finite perimeter in the sense of De Giorgi (see [DG1], [Fe], [BM]) and (i) there are continuous (or, equivalently, smooth) vector fields that are transversal to the boundary and (ii) the necessary condition ∂Ω= ∂Ω is fulfilled. By [HMT], a bounded nonempty domain of finite perimeter for which ∂Ω= ∂Ω is Lipschitz graph if and only if
inf ν ω : ω = (ω ,...,ω ) C0(∂Ω), ω =1 on ∂Ω < √2 {k − kL∞(∂Ω) 1 n ∈ | | } with ν being the outward normal to ∂Ω. Everywhere in this section we assume that Ω is a Lipschitz graph domain in Rn, with compact closure Ω and with outward unit normal ν = (ν1, ..., νn). Let m be an integer. Consider the operator
(X,D ) := Dα(A (X)Dβ ), X Ω, (1.1) L X U αβ U ∈ |α|=X|β|=m
3 with the data ∂k U = g on ∂Ω, 0 k m 1. (1.2) ∂νk k ≤ ≤ −
The coefficients Aαβ are square matrices with measurable, complex-valued entries, for which κ> 0 ∃ A κ−1 (1.3) k αβkL∞(Ω) ≤ |α|=X|β|=m and such that the coercivity condition
β α α 2 Re Aαβ (X)D V (X),D V (X) dX κ D V L2(Ω) Ω h i ≥ k k Z |α|=X|β|=m |αX|=m holds for all complex vector-valued functions V C∞(Ω). ∈ 0 Let belong to the usual Sobolev space W m(Ω). It is natural to take U p ∂k k! U := να Tr [Dα ], 0 k m 1, ∂νk α! U ≤ ≤ − |αX|=k
α α1 αn where ν := ν1 νn if α = (α1, ..., αn). Now, if p (1, ), a ( 1/p, 1 1/p) are fixed and ··· ∈ ∞ ∈ − − ρ(X) := dist (X, ∂Ω) m,a the space Wp (Ω) is defined as the space of vector-valued functions for which
Dα (X) pρ(X)pa dX < . (1.4) Ω | U | ∞ |αX|≤m Z Further we set m,a ∞ m,a Vp (Ω) := the closure of C0 (Ω) in Wp (Ω) (1.5) and introduce the dual space
−m,a m,−a ∗ Vp (Ω) := Vp′ (Ω)
m,a α s For any Wp (Ω), the traces of D ,0 α m 1, exist in Bp(∂Ω), where s := 1 a U1/p ∈ ,0
W 2(Ω), ∆2 = 0 in Ω, U ∈ 2 U Tr = g on ∂Ω, ν, Tr [ ] = g on ∂Ω. U 0 h ∇U i 1
4 3/2 One might be tempted to believe that a natural class of boundary data is B2 (∂Ω) 1/2 3/2 1/2 × B2 (∂Ω), where by definition B2 (∂Ω) and B2 (∂Ω) are the spaces of traces of 2 1 functions in W2 (Ω) and W2 (Ω), respectively. However, this formulation has serious drawbacks. The first one is that the mapping
W 2(Ω) ν, Tr [ ] B1/2(∂Ω) 2 ∋ U 7→ h ∇U i ∈ 2 1/2 is generally unbounded. In fact, its continuity implies ν B2 (∂Ω) which is not necessarily the case for a Lipschitz domain, even for the square∈ S = [0, 1]2.
Second, this problem may fail to have a solution when (g0,g1) is an arbitrary pair 3/2 1/2 in B2 (∂Ω) B2 (∂Ω) . Indeed, consider the case Ω = S and g0 = 0, g1 = 1. It is standard that× the main term of the asymptotics near the origin of any solution in 2 U W2 (S) is given in polar coordinates (r, θ) by 2r π (θ ) sin θ θ cos θ . π +2 − 2 − 2 Since this function does not belong to W2 (S), there is no solution in this space. A new point of view has been introduced by H. Whitney in [Wh] who considered higher order Lipschitz spaces on arbitrary closed sets. An extension of this circle of ideas pertaining to the full scale of Besov and Sobolev spaces on irregular subsets of Rn can be found in the book [JW] by A. Jonsson and H. Wallin. The authors of [MMS1] further refined this theory in the context of Lipschitz domains. The description of higher order Besov spaces on the boundary of a Lipschitz domain Ω Rn in [MMS1] runs as follows. ⊂ N ˙ m−1+s For m , p (1, ), s (0, 1), the space Bp (∂Ω) is introduced as the closure of ∈ ∈ ∞ ∈ (Dα ) : C∞(Rn) V|∂Ω |α|≤m−1 V ∈ 0 n o s ˙ m−1+s in Bp(∂Ω). An equivalent characterization of Bp (∂Ω) which involves higher order Taylor remainder in place of f(X) f(Y ) in (1.6) runs as follows (see Sect. 7.1 of [MMS1]). − ˙ For a collection of families f = fα |α|≤m−1 of measurable functions defined on ∂Ω, there is the equivalence relation{ } ˙ f ˙ m−1+s fα L (∂Ω) (1.7) k kBp (∂Ω) ∼ k k p |α|≤Xm−1 p 1/p Rα(X, Y ) + | p(m−1+s−|| α|)+n−1 dσX dσY < , ∂Ω ∂Ω X Y ∞ |α|≤Xm−1Z Z | − | where 1 R (X, Y ) := f (X) f (Y ) (X Y )β, X,Y ∂Ω, (1.8) α α − β! α+β − ∈ |β|≤mX−1−|α| ˙ m−1+s It is standard to prove that Bp (∂Ω) is a Banach space. Also, trivially, for any constant κ> 0, R (X, Y ) p 1/p f + | α | dσ dσ (1.9) k αkLp(∂Ω) X Y p(m−1+s−|α|)+n−1 X Y |α|≤m−1 |α|≤m−1 X,Y ∈∂ZZ Ω | − | X X |X−Y |<κ
5 ˙ m−1+s is an equivalent norm on Bp (∂Ω). ˙ m−1+s In order to formulate the trace and extension theorem for the spaces Bp (∂Ω), we first give its analogue for lower smoothness spaces which is essentially due to S. Uspenski˘ı[Usp].
Lemma 1 For each 1
: Bs(∂Ω) W 1,a(Ω), (1.11) E p −→ p called extension operator, such that Tr = I (i.e., a bounded, linear right-inverse of trace). ◦E
For higher smoothness see the following assertion which is Proposition 7.3 in [MMS1].
Proposition 1 For 1
: B˙ m−1+s(∂Ω) W m,a(Ω) (1.14) E p −→ p such that
f˙ = f B˙ m−1+s(∂Ω) = i|α| Tr [Dα( f˙)] = f . (1.15) { α}|α|≤m−1 ∈ p ⇒ E α
Now, a necessary condition for the boundary data gk 0≤k≤m−1 in the Dirichlet problem (1.2) is that { }
f˙ = f B˙ m−1+s(∂Ω) such that ∃ { α}|α|≤m−1 ∈ p k! (1.16) g = να f for each 0 k m 1. k α! α ≤ ≤ − |αX|=k This family g is organized as a Banach space, and is denoted by W˙ m−1+s(∂Ω). { k} p The space takes a particularly simple form when m = 2. To describe it we need the notation for the tangential derivative ∂/∂τjk given by ∂ ∂ ∂ := νj νk , 1 j, k n (1.17) ∂τjk ∂xk − ∂xj ≤ ≤
6 and the tangential gradient on the surface ∂Ω
:= ( ν ∂/∂τ ) . ∇tan j jk 1≤k≤n j X Then, for each Lipschitz graph domain Ω Rn and each 1
1.3 Formulation of the Dirichlet problem Broadly speaking, there are two types of questions pertaining to the well-posedness of the Dirichlet problem in a Lipschitz domain Ω for a divergence form strongly elliptic ˙ m−1+s system of order 2m with boundary data in Wp (∂Ω). Question I. Granted that the coefficients of exhibit a certain amount of smoothness, identify the indices p, s for which this boundaryL value problem is well-posed. Question II. Alternatively, having fixed the indices s and p, characterize the smooth- ness of ∂Ω and of the coefficients of for which the aforementioned problem is well- posed. L Both questions are discussed in [MMS1]. B. Dahlberg (see [Dah1] has constructed a domain Ω Rn, bounded with C1- boundary, and a function f C∞(Ω)¯ such that, for each p⊂ (1, ), ∈ ∈ ∞ ∆u = f, u W 1(Ω), u =0 = ∂ ∂ u / L (Ω), ∈ 2 |∂Ω ⇒ j k ∈ p where ∂j = ∂/∂xj. In other words, Dahlberg’s domain Ω has the property that for each p (1, ), the Poisson problem for the Laplacian with homogeneous Dirichlet boundary∈ conditions∞ fails to be well posed, in the sense that it is no longer reasonable to expect solutions with two derivatives in Lp(Ω). A fundamental issue raised by this counterexample: Identify those Sobolev-Besov spaces within which the natural correlation between the smoothness of the data and that of the solutions of the Dirichlet problem is pre- served when the domain in question is allowed to have a minimally smooth boundary. Consider the Dirichlet problem for the operator (1.1)
(X,D ) = in Ω, L X U F ∂k U = g on ∂Ω, 0 k m 1. ∂νk k ≤ ≤ − Proposition 2 If W m,a(Ω) then, necessarily, U ∈ p V −m,a(Ω), g := g W˙ m−1+s(∂Ω) F ∈ p { k}0≤k≤m−1 ∈ p and, moreover,
g ˙ m−1+s + −m,a C W m,a(Ω). k kWp (∂Ω) kFkVp (Ω) ≤ kUk p
7 For the results in the converse direction, the main hypothesis in [MMS1] requires that, at small scales, the so called local mean oscillations of the unit normal to ∂Ω and of the coefficients of the differential operator (X,D ) are not too large, relative L X to the Lipschitz constant of the domain Ω, the ellipticity constant of (X,DX ), and the indices of the corresponding Besov space. L By the local mean oscillation of F L (Ω) we understand ∈ 1
F Osc(Ω) := lim sup F (x) F (y) dxdy , ε→0 { } {Bε} −B ∩Ω −B ∩Ω − Ω Z ε Z ε
where Bε Ω stands for the family of balls of radius ε centered at points of Ω and the barred{ } integrals denote the mean values. Similarly, the local mean oscillation of f L (∂Ω) is ∈ 1
f Osc(∂Ω) := lim sup f(x) f(y) dsxdsy , { } ε→0 {B } −B ∩∂Ω −B ∩∂Ω − ε ∂Ω Z ε Z ε where B is the collection of n-dimensional balls of radius ε with centers on ∂Ω. { ε}∂Ω Note that smallness of the local mean oscillation ν Osc(∂Ω) does not imply small- ness of the Lipschitz constant. Indeed, let { }
Ω= (x, y) R2,y>ϕ (x) , { ∈ ε } where ϕ (x)= x sin(ε log x −1). ε | | ′ ′ Then ϕ R 1, while ϕ R Cε. k εkL∞( ) ∼ k εkBMO( ) ≤ W m,a 1.4 Solvability of the Dirichlet problem in p The main result in [MMS1] runs as follows. Let Ω Rn be a bounded Lipschitz domain whose Lipschitz constant is does not ⊂ exceed M, and assume that the operator (X,DX ) of order 2m is strongly elliptic, and has bounded, measurable complex coefficients.L
Theorem 1 There exists a positive constant C, depending only on M and the ellip- ticity constant of , such that: For each p (1, ), s (0, 1) and a := 1 s 1/p, the Dirichlet problemL ∈ ∞ ∈ − −
Dα(A (X) Dβ )= for X Ω, αβ U F ∈ |α|=|β|=m X (1.19) ∂k U = g on ∂Ω, 0 k m 1. ∂νk k ≤ ≤ − −m,a ˙ m−1+s with Vp (Ω) and g := gk 0≤k≤m−1 in Wp (∂Ω) has a unique solution Fm,a ∈ { } Wp (Ω) if the coefficient matrices Aαβ and the exterior normal vector ν to ∂Ω Usatisfy ∈
ν + A (1.20) { }Osc(∂Ω) { αβ}Osc(Ω) |α|=X|β|=m −1 Cs(1 s) p2(p 1)−1 + s−1(1 s)−1 . ≤ − − −
8 For second order operators the factor s(1 s) in the last inequality can be removed. Furthermore, there exists C = C(∂Ω, ,p,s−) > 0 such that A
W m,a(Ω) C g ˙ m−1+s + −m,a . (1.21) kUk p ≤ k kWp (∂Ω) kFkVp (Ω) The next assertion, obtained in [MMS1], is a byproduct of the proof of Theorem 1.
Theorem 2 Let Ω Rn be a bounded Lipschitz domain whose Lipschitz constant ⊂ does not exeed M, and assume that the operator (X,DX ) of order 2m is strongly elliptic, and has bounded, measurable (complex)L coefficients. Then there exists ε, depending only on M and the ellipticity constant of , such that: L For each p (1, ), s (0, 1) and a := 1 s 1/p, the Dirichlet problem for −m,a∈ ∞ ∈ − ˙−m−1+s L with Vp (Ω) and g := gk 0≤k≤m−1 in Wp (∂Ω) has a unique solution WFm,a ∈ (Ω) if { } U ∈ p 2−1 p−1 <ε and a < ε, | − | | | Recently M. Agranovich [Ag1] obtained this type of results ( p 2 is small and 0