Regularity for Quasilinear Second-Order Subelliptic Equations CHAO-JIANG XU Courant Institute and Wuhan University Abstract In this paper, we study the regularity of solutions of the quasilinear equation where X = ( X , ; . . , X , , , ) is a system of real smooth vector fields, A i j , B E Cw(Q x R m + l ) . Assume that X satisfies the Hormander condition and ( A , , ( x , z , c ) )is positive definite. We prove that if u E S2@(Q)(see Section 2) is a solution of the above equation, then u E Cw(Q). Introduction In this work, we study the regularity of solutions of the following quasilinear second-order degenerate elliptic equation: is a system of real smooth vector fields defined where X = (X,,...,X,) in an open domain M of R", n 2 3, and Ajj, B E C"(R x Rrn+'), i, j = 1,. - . ,rn. We assume X satisfies the Hormander condition (see Section 1) and ( A j j ( X , z , < ) )is positive definite on M x BBrn+'. Equation (*) is degenerate elliptic in general. But this degeneracy is described by a system of vector fields and it is independent of solutions. So we call equation (*) subelliptic as in the linear case. The Hormander condition permits us to define a metric p ( x , y ) associated with X on SZ cc M (see Section 1). In the induced geometry, the Hormander operator H = Cy==, X2 + c(x) possesses properties similar to those of the Laplacian. For examp[e, one has the precise estimation of Green's kernel, the Poincare and Harnack inequalities, etc. (See [l], [2], [7], [8], [ 101.) We use these properties to construct a Schauder type estimate for the operator H in the associate function space Sk@(SZ)(see Section 2). As for the elliptic equations, we prove that the Schauder estimate implies the regularity of solutions for quasilinear equations, i.e., if u E S2*a(SZ), Communications on Pure and Applied Mathematics, Vol. XLV, 77-96 (1992) CCC 00 10-3640/92/010077-20$04.00 0 1992 John Wiley & Sons, Inc. 78 C.-J. XU > 0, is a solution of equation (*), then u E Cm(sZ)(see Theorem 4.2). The existence of solutions for the related variational problems is studied in [ 131. cr 1. Metrics and Geometry Defined by a System of Vector Fields Suppose that X I Xz,. , . X m are a system of smooth real vector fields defined on an open set M of R“, n 2 3. Our results will be restricted to the case where X = (XI, . . ,X m )satisfies the following two conditions: (HI X together with their commutators X , = [X,, , . [X,,-, ,XaS]. . .]] up to some fixed length r span the tangent space at each point of M. + , + + For each j 2 r, the dimension of the space spanned by the commutators of length 2 j at each point is constant in a neighborhood (by convention, we define X k to be of length one). By conditions (H) and (M), we can choose, in a neighborhood at each point, a system of vector fields klk, {A>k};lr , - where X;k is a commutator of length j , such that for any r’ f r the subspace spanned by { X ; k , j 5 r’} is the same as that spanned by all commutators of length 2 r’. If the Xi’s are not linearly independent, we may replace them by a linearly independent subset which still satisfies the conditions (H) and (M). Hence we will assume Xlk = Xk, k 2 kl = rn. For fixed x E M , the choice of { X j k } will be defined as a (canonical) coordinate system around x . More precisely, for a small neighborhood V, of x , if y E V,, and y = exp{x U ; k X ; k } X , we define a mapping Ox by dx(y) = u = (Ujk). (1.1) Thus we obtain a C” diffeomorphism from V, c M to a neighborhood of 0 in W”. We define now the metric on M associated with X as in [7]. Let us briefly recall the properties of this metric; for the details of this aspect see [2], [7], [9]. DEFINITION 1.1. Let Cl(6) be a class of absolutely continuous mappings 4 : [0,1] -, M which almost everywhere satisfy the differential equation ( 1*2) 4’(4 = c a J ( t )XJ(4(t)1 lJl$ with ( t )I < dJ1,then we define (1.3) p l ( x , y )= inf{d > 0 I 34 E Cl(6) with $(O) =x $(I) = Y ) . QUASILINEAR SUBELLIPTIC EQUATIONS 79 Then p1 is a local metric on M, and for any small compact subset K c M, there exists a constant C > 0 such that (1.4) for any x , y (1.5) - yl E K. 2 p1(x,y) 2 C l x - y p r We can define a family of balls by this metric. B I ( X , E ) = {Y E M ; P l ( X , Y ) < €1 for x E M, and e > 0 small enough. Denote by B E.( x , E ) Euclidean ball. . the Then the property (1.4) implies that, for all compact K constants C1 > 0, C2 > 0, and €0 > 0 such that: for all x E K and 0 < E 5 €0. If in Definition 1.1 we replace Cl(6)by the following: j=l then we can define another metric p2(x,y) and balls & ( x , e ) as above. Observe that the curves in C2(6) point only in the directions of the original . . ,X m , it is not obvious a priori that p2(x, y ) is finite for vector fields XI,. every ( x , y ) E M x M. But from [7] we know that p1 is equivalent to p2, i.e., for every compact K c M, there exists a constant C such that From (1.4) and (1.7), p1 and p2 are only Holder continuous. So it is difficult to study the associated geometry. For this reason, we introduce the following quasi-distance function defined in terms of the exponential map. For xo E M, Vxoa neighborhood of xo in which the exponential map is well defined, and for x , y E Vxo,we define Then p3 is equivalent to p1 on Vxo. Since we are interested in the local properties, in later discussions we shall use metric p3 on Go. Denote by { X j k } (1 5 j 5 r, k 2 k j ) the base of tangent space on KO, then n = Cis, kj. 80 C.-J. XU We have PROPOSITION 1.2. (1.9) Let x E K cc V, SO > 0 so that B3(x,60) c KO, then I B ~ ( x ,= ~ )~(l A ( x ) (,6 ~v o < 6 5 60 where ( B ( denotes the Lebesgue measure of B c R", N = Cis,j k j , and A(x) = det(Xjk)(x). C depends only on K and SO. where aj = (jl,-.-,jt) with 1 5 j t Proof: Denote J = (al,...,a,) and la,( = l 6 r , d ( J ) = C,"=, Iajl. We define 2m 2 . d ~ )= det(X,,,...,&,)(x) From Theorem 7 of [7], it sufficesto prove that there exists a constant q 2 > 0 such that if x E K and 0 < 6 j60 we have (1.10) (A(x)lP'2 q 2 mJax I A . , ( x ) I ~ ~ ( ~ ) First, we suppose that in &(x) there exists only one vector different from that in A(x), for example X j o b is substituted by X,, hence d ( J ) = N - j o + ( a ( . Using the hypothesis (M), we have on b,, x a = fik(x)Xjk jzlal By repeating the above arguments, we have ( 1.10) and so the proposition. From this proposition, we deduce immediately the following LEMMA1.3. (i) For every compact K cc < $60, we have KO,there exists a x E K and 6 (1.11) I&(x,26)1 5 CI&(X,6)1 . (ii) For x E K cc V,,, 0 < 6 5 60,we have constant C such that i j QUASILINEAR SUBELLIPTIC EQUATIONS 81 where (I: > 0, C depends on K only. Proof: As in Theorem 7 of [7], we have where JOY1 is the Jacobian of e;', and with Q(6) = { u E R"; llull < 6). Hence c J d"pla-n d t = C;P , BE(O,1) which proves (ii) of the lemma, and (i) is a direct consequence of Proposition 1.2. Let u = ( u j k ) be a coordinate system on R". We introduce a family of dilatations d , ( ~= ) (tju,k) for t > 0. A function f(u) is called homogeneous of degree s if f(dtu) = t ' f ( u ) . A differential operator of the form f ( u ) ( a / a u j k ) is called homogeneous of degree j - s if f(u) is homogeneous of degree s. A differential operator D has local degree less than or equal to j on R" if its Taylor expansion at 0 is a sum of homogeneous differential operators of degree less than or equal to j . Define X,k,x = e:(X,k). We have (see [6]) h Xj,x = Xj,x +Rj,x , j = 1,. ..,m zj,x where is homogeneous of degree one and the degree of Rj,x 5 0. Now we can differentiate the quasi-distance p3(x,y ) and construct the cutoff function associated to distance. LEMMA 1.4. (i) For x , y E Vxo,we have (1.13) IX"P3(X,Y)l I CoP3(x,Y)1-lal 82 C.-J. XU where X" = . . Xat, and the diferentiation is taken in x or y . (ii) For all K cc V,,, and K3€ = { x E R"; p 3 ( x , y ) < 3~ ,y E K } c V, there exists (v E C?(K3€), 0 5 - (v 5 1, ~ ( x=) 1 on K such that for all a, for some constant C,. Proof To show (i), we note that llull is a function of homogeneous degree one and X a p 3 ( x , y )= X,"(llull). To prove (ii), we construct the function (v as follows: Let for x E V, and E > 0 small, we define for { X j k }is a base of tangent space on V,,, and IA(x)l > 0 for x E Vxo.Using (i), we have Ixjac(X)I = I€-" XjX$(P3(X,Y)/E)dYI Similarly, we have IX"a,(x)1 5 Ca~-lal. We define now, Then ( v ( x )satisfies the properties of (ii). 83 QUASILINEAR SUBELLIPTIC EQUATIONS 2. Function Space Associated with a System of Vector Fields Let us introduce now a class of Holder continuous functions with respect to the metric p3, and denote V,, by R. For 1 > a > 0, we define (So(R)= CO(fiZ>> and for k E N, 1 > a (2.2) 2 0, we define Sk,a(Q)= { U E S"(R) ; X J u E S"(R), V IJI 2k} . and The norms on Sk@(R)are given by Using the condition (H), we have the following lemma. LEMMA2.1. (i) For 0 < a 5 1, SyR) c cqn) is a continuous embedding where Cp(R) is the usual Holder space. (ii) For k E N, we have Sk'9O (a)c CLi,( R) , where CLiPis the Lipschitz space. (iii) IfF(x, z) E Cw(Q x W), u E Sk*"(Q),is real, then F ( x ,u(x) ) E S k @ ( Q ) . (iv) The space S k @ ( Q )is a Banach space. Proof: (i), (ii), and (iii) can be found in [7]. To prove (iv), we assume that {f;.} c Skia(Q)is a Cauchy sequence. Thus Ilfjllsk..(n) 5 M < +m. Using 84 C.-J. XU the results of (i) and (ii), { A } is equicontinuous, so there exists fo E C o ( i f ) such that fi + fo in C o ( i f ) .For 0 < a < 1, x # y , x , y E i f , we have That proves fo E S " ( i f ) . For k = 1, we have similar X j f m + in C ( i f ) , and E P ( i f )So . we have to prove A ( x ) = X,fo(x) for all x E i f only. If X,(x) = 0, then X,fo(x) = Xjf,(x) = & ( x ) = 0. Assume now X j ( X ) # 0, and denote by $(t) the integral curve of Xj with $(O) = x, then for small I t \ , A t fm($(t) ) - fm(+(o) ) = J Xjfm($(s) d s . 0 Because f, and Xjf, are all uniformly convergent, we have As for the classical Holder space, we also have the following interpolation inequalities in the space S","(n). PROPOSITION 2.2, Suppose j + p < k + a , J ,k E N, 0 a,/? 5 1, and u E Sksa(if).Then for any E > 0 there exists a constant C = C(E,j , k , i f , r ) such that Proof: It is sufficient to prove the following interpolation inequality for seminorms: We prove (2.5) by induction, and suppress the index enough, such that ifd if, = { x E i f ; p ( x , a i f )> d } # 0 . take d > 0 small QUASILINEAR SUBELLIPTIC EQUATIONS 85 (a) Let j = 1, k = 2, ct = j3 = 0, we need to prove By definition [u]f = supj supxERl X j U ( X ) l . For u E Sz(R) fixed, there exists such that [u]f = IXjoU(Xo)l. Let p E (0, to be chosen; we first consider the case B(x0,p d ) c a. For [u]f # 0, we have X j o ( X o ) # 0. Let # ( t ) be the integral curve of Xjo with #(O) = XO, take pd 2 6 2 ( p / 2 ) d , such that # ( 6 ) = x2 E B(x0,pd). Then 4 x 0 ) - 4 x 2 ) = u(#(O)1 - u(#(a)1 = X j o u ( # ( e ) ) 6 * j o , and xo E a Let d(0) = x E i) B ( x 0 , d ) . Then On the other hand, there exists $ 1 E C2(pd) such that x, hence so 41 (0) = x g and 41 (1) = m Take p > 0 small enough such that p d m 5 E , we have proved (2.6) in the case B(x0,pd) c R. For the case p(x0,aR) < p d , we consider B(x1,pd) c R, where x1 E sZ,d n B(x0,pd). If X j o ( x l ) = 0, we have .I hence m m If X j o ( X 1 ) # 0, as above, there exists x E B ( x l , p d ) such that I X j O u ( ~ ) II SIulo and p(X,xo) 5 2pd, then we can obtain (2.6) as above. 86 C.-J. XU (b) Let j = k = 2, /3 = 0, a > 0, and u E S2sU(Q),by definition we have [u]; = SUP,,SUP,~R IXiXjU(X)J= lXioXjoU(Xo)l.AS in point (a), we consider only the case xo E R,,d. Assume that X,,(xo) # 0 and XjoU(Xo)- Xj0u(X2)= Xi0X,,u(x)6 with x0,X E B(xl,pd) and pd 2 6 2 (p/2)d. Then IJsing (a) we have proved [u]; 5 e[u]fa The other cases are similar. + Clulo with e = 2(pd)". As an application of Proposition 2.2, we have the following compactness results. j PROPOSITION 2.3. Let K be a bounded subset of Sk,"(Q),k < k + a , then K is precompact in Sj.p(Q). + + (1: > 0. If 3. Schauder Estimate for the Hiirmander Operators We study now the following so-called Hormander operator m H = E X ; + C(x) (3.1) j =1 with C(x) 5 co < 0. By [I], there exists a Green's kernel G(x,y) for H, and from [ 101 we have the following LEMMA3.1. For n 2 3, where diferentiations are taken in x or y. Also (3.3) -G(X,Y) near the diagonal of R x Q. I cP(x,Y)21B(x9P ( x , Y ) ) l - ' 87 QUASILINEAR SUBELLIPTIC EQUATIONS Using this estimate, we will prove a Schauder type estimate for operator H in the function space Sk?.(Q)as in the function space for Laplacian Ax. Let xo E R, so that the exponential map and the metric p = p3 are welldefined on Q. Let R > 0 be so small that B(xo,2R) c Q, and B1 = B(x0, R). THEOREM 3.2. Let f E P(Q),with suppf c B I , Q > 0, and v ( x ) = JB, G ( x , y )f ( y )d y . Then v E S21a(B1)and (3.4) 11u11S2.n(B,) <= c l l f l l S n ( B , ) 9 where C is independent of u and R. First let us show LEMMA 3.3. (3.5) Let f be bounded and integrable in Q, then v Xjv(x)= LI E S'(B1) and X f G ( X , y ) f ( y ) d y , j = l , * * * , m ,x E B1 , where superscript x means X; is acting on that variable, and (3.6) Proof: I X ~ ~ I O , B I CRlflO,B, For x E B I ,by Lemma 1.3 and 3.1, we have which proves the function J', X T G ( x , y )f ( y )d y is well defined. Hence it remains to prove X ; v ( x ) = JBI X f G ( x , y ) f ( y ) d y .Let us fix a function q E C'(W1) satisfying, 0 q 1, 0 <= q' 5 2, q ( t ) = 0 for t 5 1 and q ( t ) = 1 for t 2 2. Now, for E > 0, we define 88 C.-J. XU Using Lemma 1.3, we have IXjqfI 2 Iqi$Xjp(x,y)l 2 C/E,and Let E -+ 0, then V, and Xj V, converge uniformly to w and XjV in B1, respectively. This proves Lemma 3.3. LEMMA3.4. that Let 1 2 j 2 rn, then there exists R i , k = O , l , . . . ,rn such (3.7) k= 1 with R i are the diferential operator of local degree <= 0. This is just a theorem of [9]. LEMMA 3.5. Let f E P ( n )with supp f and for x E B I we have c B1 and cr > 0, then 2) E S2(Bl) for i , j = l,...,rn, where G Y ( x , y ) satisfies the estimate (3.2). Using the uniqueness theorem for the operator H , we have supp w c B1, take 4 E C r ( B 2 ) with + ( x )= 1 on B I and IXJ41 5 C J / R I ~ I . Set z ‘ ( x , y ) = 4 ( x )G ( x , y )+ ( y ) , and denote b y w ( x ) the right side function of (3.8), then, for x E B I , Proof: = supp f QUASILINEAR SUBELLIPTIC EQUATIONS and so that which proves X,X,vc -+ w ( x ) in CO(B1) and so the lemma. 89 90 C.-J. XU Now, for x,X E Bl, set 6 = p ( x , x), take 6/2, then for i, j = l,...,rn, we have We have, via the above, that In order to estimate Z3,we consider first < E B1 such that p ( x , < ) ,p ( ( , X ) 5 QUASILINEAR SUBELLIPTIC EQUATIONS 91 Since k=l for some iE B(<,( 3 / 4 ) 6 ) ,hence 1-l If (Y Now, for y $Z B(<,d), we have where we have used 0 < a < 1 . Summing the above terms and the easy estimates of 1s and 1 6 , we finally prove the following for x,x E B1, with C depending only on (Y and n. This completes the proof of the theorem. Similarly, we have THEOREM 3.6. Let f E Sk?"(n)with k E N, v E Sk+2@(B1) and where C is independent of v and R. (Y > 0, supp f c B 1 , then 92 C.-J. XU Now let u E Co(Q)be a solution of the following equation, m (3.10) Hu = C X j u + c ( x ) u= f , j= 1 then u = ul + u2 such that (3.1 1) Hul=O on0 and The subelliptic condition (H) implies that U I E Cm(Q). Then for any K cc Q, and k E N, there exists a constant D which depends on K , k , X, and Iu1 Jtmp) only such that (3.13) We therefore obtain THEOREM 3.7. Let f E Sksa(Q),with supp f solution of equation (3.10) then c B1, and u E C O ( Q be ) a where Dk , C are the constants independent off. In the above theorem, we have imposed the compact support condition on the function f.We study now the general case. We need a technical lemma. LEMMA 3.8. Let +(t)be a non-negative bounded function on [To,T I ]with 5 TI we have 0 5 TO< T I .Assume that for any TO5 t < s (3.15) with 1 > 8 > 0, A , B , p 2 0; then we have for all To I t < s 2 T I ,where C depends on p and 8 only. QUASILINEAR SUBELLIPTIC EQUATIONS Using ( 1.4) we have, for 0 < t < s 93 1, where Bt = B(x0,tR) and dE the Euclidean distance, thus there exists a function I( E Cr(B,)such that C(x) = 1 on Bt and (3.16) [XkC]O4-( ( S - t)R)'a[XkC]:5 c k ( (S - t)R)-'k for all k E N, where [XkC]= & , k [ X J [ ] . Let f E S k , a ( R )and u E SO(R)be a weak solution of equation (3.10), then L(CU) = C f m m j= 1 j= 1 - C 2 ( X j O x j u - C(x,?C).- Using Theorem 3.7 and the interpolation inequality, we have THEOREM 3.9. Let f E Sk,u(Q)for some k E N, a > 0, and u E Co(Q) be a weak solution of the problem H u = f. Then for all xo E R, there exists R > 0 such that for all o < t < s 1, where Dk, ck and Z;k are independent on f. 4. Regularity of the Solutions We first study the following linear equation where aij, bj, and c are defined on R c W" and the matrix (ajj(x))is symmetric for all x E Q. Then we have 94 C.-J. XU THEOREM 4.1. Let u E be a solution of equation Lu = f.Assume that a,,, bj, c, and f E Sk+(i2)for some k E N and a > 0, and (ai,(x)) is positive definite for all x E a. Then we have u E Sk+2,a(i2). S210(Q) Proof: Given xo E R, then there exists Ro > 0 such that B(xo,2Ro) c a. We will prove that u E Skf2>"(B(xo, $Ro)) for Ro > 0 small enough. We first study the operator of frozen coefficients Lo = C5=1 AijXiXj + Co with CO< 0 and A = (Ai,) the constant positive definite matrix. Then there exists a matrix Q of dimension m such that Q'AQ = E with Q = PD,P is orthogonal and D = (AT"2Sij) is diagonal, Al,...,Am are the eigenvalues of A. Set 2 = Q X , then LO= fi with H = Cj"==, 2; + COand 2 satisfies the same condition of X. Since A is positive definite, we also have x. It follows that S$0(!2) = S$"(n) for all for all x , y , where P is defined by k E fU, a > 0 and two norms are equivalent. Using Theorem 3.9, if LOW= f with f E Skxa(Q),we have with Bk, C1, and C2 depending in addition on A = min(,ll), and A = max(Aj). We now rewrite Lu = f in the following way. ij=l Using (4.2), we have by interpolation inequality take R > 0 small enough. Using Lemma 3.8, we have QUASILINEAR SUBELLIPTIC EQUATIONS 95 We have therefore proved u E Sk+2@(Bt) for 0 < t < 1, which proves Theorem 4.1. The linear regularity theorem implies immediately the following nonlinear regularity results. THEOREM 4.2. eauation. Let u E S2>@(R) be a solution of the following quasilinear ij=1 where A j j , B E C“(R x W x R m ) . Assume that A = (Aj,(X,C,()) definite on R x R x Wm. Then u E Cw(R). is positive Proof: Set ajj(X) = A j j ( X 7 u ( x ) ,X U ( X ) )f(x) . = B ( x , u ( x ) ,X U ( X ) )then , S1@(R)by Lemma 2.1. So Theorem 4.1 implies that u E S3ya(R). Now a j j , f are the function of class S2,@(R), so u will be the class S43a(i2) and so on, we can prove that u E Sk@(R)for all k E N; Lemma 2.1 implies that u E Cw(R). aij,f E Acknowledgments. The main part of this research was done while the author was visiting the Courant Institute of Mathematical Sciences. He wishes to thank Professor Louis Nirenberg for his invitation and the Courant Institute for its warm hospitality. The work on this paper was supported in part by the Fok Ying Tung Education Foundation. 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