Progress in Nonlinear Differential Equations

and Their Applications

Volume 2

Editor
Haim Brezis
Rutgers University
New Brunswick
and
Universitc Pierre et Marie Curie
Paris

Editorial Board
A. Bahri, Rutgers University, New Brunswick
John Ball, Heriot-Watt University
Luis Cafarelli, Institute for Advanced Study
Michael Crandall, University of California, Santa Barbara
Mariano Giaquinta, University of Florence
David Kinderlehrer, University of Minnesota, Minneapolis
Robert Kohn, New York University
P.L. Lions, University of Paris IX
Louis Nirenberg, New York University
Lambertus Peletier, University of Leiden
Paul Rabinowitz, University of Wisconsin, Madison
Partial Differential Equations
and the Calculus
of Variations
Essays in Honor of Ennio De Giorgi
Volume II

Edited by
F. Colombini
A. Marino
L. Modica
S. Spagnolo

1989 Springer Science+Business Media, LLC

Editare~
Fenuccio Colomhini, Antonio Marino,
Luciano Modica, Sergio Spagnolo
Dipartimenlo di Matematica
Universita di Pisa
Via F. Buonanoti 2
56100 Pisa
ltaly

Library of Congress Cataloging-in-Pttblication Data

Partial diffcrcntial equations and thc calcultJs of variations : essays
in honor of Ennio De Giorgi 1 Ferruccio Colombini ... [et al.].
p. cm. - (Progress in nonlincar differcntial equations and
thcir applications)
l. Diffcrcntial equations, Partial. 2. Calculus of variations.
3. Giorgi, Ennio De. 1. Giorgi, Ennio De. Il. Columbini. F.
(FemJccio) III. Series.
QA377.P297 1989
515' .353-dc20 89-9746

ifJ Springer Science+Business Media New York 1989

Originally published by Birkhuser Boston in 1989
Softcover reprint ofthe hardcover 1st edition 1989
Ali rights reserved. No part of this publication may be repruducedt stored in a retrieval systcm, or
transmitted, in any form or by any means, electronic, mcchankal, photocopying, recording, or
otherwise, without prior permission of the copyright owner.

Camera-rcady copy preparcd by the editors using TEX.

ISBN 978-1-4615-9833-6 ISBN 978-1-4615-9831-2 (eBook)
DOI 10.1007/978-1-4615-9831-2
 A Ennio De Giorgi
i suoi allievi ed amici
con affetto
Courtesy of Foto Fmss~ Pi<a.
 Contents

Volume I
Preface vii

A Conversation with Ennio de Giorgi ix

W. K. Allard - An improvement of Carlan's test for

ordinarily . . . 1

F. J. Almgren and M. E. Gurtin A mathematical

contribution to Gibbs's analysis of fluid phases m
equilibrium . . . . . . . . .... 9

H. Attouch and H. Riahi - The epi-continuation method for

minimization problems. Relation with the degree theory
of F.Browder for maximal monotone operators . . . . . . . . . 29

C. Baiocchi Discretization of evolution variational

inequalities . . . . . . . . . . . . 59

A. Bensoussan - Homogenization for non linear elliptic

equations with random highly oscillatory coefficients . . . . . . 93

L. Boccardo - L 00 and L 1 variations on a theme of

r -convergence . . . 135

H. Brezis and L. Peletier - Asymptotics for elliptic equations

involving critical growth . . . . . . . . . . . 149

G. Buttazzo, G. Dal Maso and U. Mosco Asymptotic

behaviour for Dirichlet problems in domains bounded by
thin layers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
viii ContentJ

S. Campanato - Fundamental interior estimates for a class

of second order elliptic operators . . . . . . . . . . . . . . . . . 251

L. Carbone and R. De Arcangelis - r- Convergence of integral

functionals defined on vector-valued functions . . . . . . . . . 261

M. Carriero, G. Dal Maso, A. Leaci and E. Pascali - Limits

of obstacle problems for the area functional . . . 285

L. Cattabriga - Some remarks on the well-posedness of the

Cauchy problem in Gevrey spaces . . . . . . . . 311

A. Chiffi - Approximating measures and rectifiable curves 321

F. Colombini and S. Spagnolo - A non-uniqueness result for

the operators with principal part a; +a( t)a; . . . . . . . . . . 331

U. D'Ambrosio - A note on duality and the calculus of

variations . . . . . . . 355

G. Da Prato - Some results on periodic solutions of

Hamilton-Jacobi equations in Hilbert spaces . . . . . . . 359

Z. Denkowska and Z. Denkowski - Generalized solutions to

ordinary differential equations with discontinuous
right-hand sides via r -convergence . . . 371

M. J. Esteban and P. L. Lions - Stationary solutions of

nonlinear Schrodinger equations with an external
magnetic field . . . . . . . . . . . . . . . 401

R. Finn and E. Giusti - On the touching principle 451

W. H. Fleming - Generalized solutions and convex duality in

optimal control . . . . . . . . . . . . . . . . . 461

M. Forti and F. Hansell Models of self-descriptive set

theories . . . . . .. 473
 Contents ix

Volume II

J. Frehse - On a class of nonlinear diagonal elliptic systems

with critical growth and ca.-regularity . . . . . . . . . . .. 519

N. Fusco and C. Sbordone - Higher integrability from reverse

Jensen inequalities with different supports . . . . . . . . . . 541

M. Giaquinta, G. Modica and J. Soucek - Partial regularity

of cartesian currents which minimize certain
variational integrals . . . . . . . . . . . . . . . . . 563

G. H. Greco - Thioreme des minimax locaux et fonctions

topologiquement fermees . . . . . . . . . . . . . . 589

R. Hardt and D. Kinderlehrer - Variational principles with

linear growth . . . . . . . . . . . . . . . . . . . . . . 633

H. Kacimi and F. Murat - Estimation de l'erreur dans des

problemes de Dirichlet ou apparait un terme etrange 661

H. Lewy - On atypical variational problems . . . 697

J. L. Lions - Sur la controlabilite exacte elargie . 703

M. Lobo-Hidalgo and E. Sanchez-Palencia - Low and high

frequency vibration in stiff problems . . 729

E. Magenes - A time-discretization scheme approximating

the non-linear evolution equation Ut +ABu= 0 . . . . . . . . 743

P. Marcellini - The stored-energy for some discontinuous

deformations in nonlinear elasticity . . . . . . . . . . . . . . . 767

A. Marino - The calculus of variations and some semilinear

variational inequalities of elliptic and parabolic type . . . 787

S. Mizohata - Some remarks on the dependence domain for

weakly hyperbolic equations with constant multiplicity . . . . . 823

L. Modica - Monotonicity of the energy for entire solutions

of semilinear elliptic equations . . . . . . . . . . . . . . . . . . 843
X Contents

M. K. V. Murthy - Pseudo-differential operators of Volterra

type on spaces of ultra-distributions and parabolic mixed
problems . . . . . . . . . . . . . . . . . . . . . . 851

0. A. Oleinik, A. S. Shamaev and G. A. Yosifian The

Neumann problem for second order elliptic equations
with rapidly oscillating periodic coefficients in a
perforated domain . . . . . . . . . . . . . . . . . . . . . . . . . 879

L. C. Piccinini - Discrete exterior measures and their meaning

in applications . . . . . . . . . 905

G. Talenti- An embedding theorem . 919

L. Tartar- Nonlocal effects induced by homogenization 925

N. S. Trudinger - On regularity and existence of viscosity

solutions of nonlinear second order, elliptic equations . . . . . 939

J. Vaillant - Etude d'un systeme en multiplicite 4, lorsque

le degree du polinome minimal est petit . . . . . . . . . . . . . 959

C. Vinti - On the Weierstrass integrals of the calculus of

variations over B V varieties: recent results of the
mathematical seminar in Perugia . . . . . . . . . . . . . . . . 983

T. Zolezzi- Variable structures control of semilinear evolution

equations . . . . . . . . . . . . . . . . . . ' ' 997
 ON A CLASS OF NONLINEAR
DIAGONAL ELLIPTIC SYSTEMS WITH
CRITICAL GROWTH AND C"'-REGULARITY

JENS FREHSE

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction and statement of theorem 1. In this paper

we consider diagonal uniformly elliptic systems
(1.1) div(AVuv)=av(.,u,Vu) , v=l, ... ,N,
u = (ut. ... ,uN) in a bounded open subset ofRn,n :-2: 2,N :-2: 2. The
right hand side of (1.1) is allowed to have quadratic growth in Vu,
namely
(1.2) ia(x,u, Vu)l :$ Kc1Vul 2 + fc(x), x E 0, lui:$ C
with some constant Kc, and a function fc which is contained in the
Morrey space L 1 q for some q > n - 2. By the latter we mean that

( lfcldx :$ KRq for all balls BR C 0 of radius R.

JBR
Concerning the regularity hypotheses we shall assume
520 J.Frehse

(1.4) all(x, u, TJ) satisfies the Caratheodory conditions

i.e. all is measurable in x and continuous in (u, TJ) E Rn x R Nn.

Furthermore we require the ellipticity condition

(1.5)

with some constant >. > 0.

By a bounded local weak solution u of (1.1) we mean a function

such that

-J \lr.pT A\lulldx = J
all(.,u, \lu)r.pdx, v = 1, ... ,N,

for all r.p E C~(O). Here and in the following J ... dx denotes inte-
gration over !1. The usual Sobolev space H 1 2 (!1; RN) consists of all
(equivalence classes of) functions u: !1-+ RN with \lu E L 2 We
emphasize that the matrix function A does not depend on the index
v in (1.1 ). \lull is a column vector function.

There are several methods to obtain bounded weak solutions of

(1.1 ), say, for the Dirichlet problem. For this and the numerous result
concerning C"'-regularity of bounded weak solutions to (1.1) see the
surveys [Hi1],[Fr2],[Gia2]. We confine the discussion to an interesting
case which has been unsolved up to now.
Let a= (a1, ... ,aN) satisfy a "one sided condition"

(1.6)

for all x E !1, u ERN, TJ E RnN, where

(1.7) fo E L 1 'q with some q > n- 2.

Condition (1.6) guarentees that the nonlinear form

L J\lu~A\lull dx + Ja(.,u, \lu)u dx

N
Q(u,u) =
ll=l
 Nonlinear elliptic systems with critical growth 521

is coercive on H-;, 2 n {u E L 00 1 llulloo :S C}.

We emphasize that no quantitative restriction on the growth
constant K c in (1.2) has been imposed. Due to this critical growth
behaviour of the right hand side a(x, u, \?u), however, one cannot
apply the usual theory of Visik-Leray-Lions, c.f. Morrey's book
[Mol,5.12] to obtain the existence of weak solutions. Up to now
it is not known whether the conditions (1.2) up to (1. 7) are sufficient
for the existence problem for n 2 3. For n = 2 and zero Dirichlet
boundary conditions it was solved in [Fr 1], where also non diago-
nal elliptic principal part was treated. For the case n = 2 and non
homogeneous Dirichlet boundary condition of 4 of this paper.

The proof for the case n = 2 is based on ca-a-priori bounds

which are sufficiently strong to apply the ideas of Leray-Lions.
Interestingly for n 2 3 it was shown by counterexamples [Ivl],
[Strl] that ca-a-priori estimates and regularity results are not pos-
sible under the above conditions. (By C"' we denote the space of
Holder continuous functions with Holder exponent a.)

Important progress has recently made by Landes [Lal]. He re-

places the one sided condition (1.6) by an angle condition. In view
of C"-regularity a mild reformulation of his condition in our setting
IS

(1.8) a(x,u,?J).(u- v) 2 -..\*1171 2 - fo, fo 2 0,

for all
x E 0, u,v ERN, lvl :S lui :S C.
Here ,\ * > 0 has to be sufficiently small and fo satisfies (1. 7).
The angle condition includes the case that a has the form

a(x,u,?J) = uh(x,u,?J), e.g. = ui?Jf

where h is a nonnegative scalar function. With his additional con-
dition Landes was able to prove the existence of weak solutions in
the case of zero boundary conditions. He was also able to treat more
general principal parts and the LP-case. His technique does not use
C"-estimates or reverse Holder inequality; it is based on the trunca-
tion of vector functions.
522 J.Frehse

In the setting presented here Landes' technique gives the ex-

istence of weak solutions u E H~,eo n Leo(n, RN). The additional
L 00 -estimate for u follows from a uniform condition similar to (1.8)
and can be obtained with a simple addition to Landes' proof. We fur-
ther remark that also the inhomogeneous case can be treated since
an Leon H 1 2 -estimate is possible (cfr. 4).
The purpose of this paper is to present the following theorem
concerning the Holder continuity of local weak solutions u E H1~c n
L=(n;RN).

Theorem 1.1. Let u E Leon H1~c(n;RN) be a weak solution

of equation {1.1} in a bounded domain of Rn, n ~ 3,N ~ 2, and
assume that the Caratheodory conditions (1.3}, {1.4), the growth as-
sumption {1.2}, the ellipticity condition {1.5} and the angle condition
{1.8} are satisified with C = llulloo and..\* > 0 sufficiently small.
Then u is Holder continuous with some exponent a on interior do-
mains no c c n.

The interior C"'-norms of u are uniform as long as the data

vary on bounded sets of R. The smallness of ..\ * which is necessary

for our proof depends on ..\, llulloo and the growth constant Kc in
(1.2).
We shall prove this theorem in Section 3 using the "hole filling
method". An alternative and quite similar proof is possible by estab-
lishing a reverse Holder inequality which implies an L2+'estimate for
\i'u, and then proceed as in Giaquinta-Giusti's paper [Gia 2]. How-
ever, on the whole, we found the methods presented here to be the
simpler one.
It is not hard to modify our proof in order to obtain C"'-regu-
larity and a priori estimates up to the boundary for solutions u of
the Dirichlet problem. For this, one has to assume the usual Wiener
condition for an. Furthemore it is possible to obtain an H 1 -estimate
for the nonhomogeneous Dirichlet problem; in this setting this is
non-trivial. We state the corresponding

Theorem 1.2. Let g E H 1 2 (n; RN) n L 00 represent the bound-

ary condition and let the assumptions {1.2} 1Lp to {1.8} with..\* > 0
 Nonlinear elliptic systems with critical growth 523

small enough and arbitrary C E R in {1.8} be satisfied. Then there

exists a weak solution u E g+L""nH~ 2 (0; RN)nq~c of {1.1}. lf80
satisfies a uniform Wiener condition and V'g E L 2 q with q > n - 2
then u E ca up to the boundary with some a E]O, 1[. Under similar
conditions to those of Theorem 1.1., uniform control of the ca -norm
of u is also obtained.

2. Preliminary inequalities. We shall deal with truncated

vector functions. This idea was successfully applied by Meier [Mel]
and Landes [Lal]. For E RN,l E R+ we define llt = max{l1,}
and
[]t = llli 1
We have []t = for l1 $; l and []t = l11- 1 for l1 ~ l. []t is a
bounded Lipschitz function with respect to and hence

We have ll[u]tlloo $;land a.e.

Di[u]t =Diu on (lui < l)

Di[u]t = lDiululi 1 - i(Diu.u)lul- 3 on (lui ~ i).

Note that Diu u = Di(u2 ) = 0 a.e. on (lui= l).

Lemma 2.1 Let u E H1~c(O; RN) and i > 0. Let A = (aik)

satisfy {1.3} and (1.5}. Then

N
(2.1) :Evu~AV'[u]t,v ~ ..\IV'ui 2 Xt a.e. in 0.
v=l

Here

XL= 1 on (lui$; i) = {x E Ollu(x)l $; i} and Xt = 0 otherwise.

The v-the components of [u]t is [u]l,v This lemma is given in Landes'

paper in a more general setting.
524 J.Frehse

PROOF. The nontrivial part of inequality 2.1 is for values of x

in (lui > ). We have to prove that
N N
2: \1u~ A(Vuv- uvlul- 2 2: u,. Vu,.) ~0
v=1 1'=1

or
N N N
(2.2) lul 2 2: \1u~ A\1u., ~ (2: u., \1u~)A(2: u,. Vu,.).
v=1 v=1

For all X E n, v, w E RN we define the positive semidefinite

quadratic form in v, w
N
q(v,w) = 2:v,.\1u~A\1uvw.,.
v=1

Via Holder's inequality one proves by induction that

N
(2.3) q(u,u)::; lul 2 2:q(e,.,e,.), e,. = 1-L- th unit vector.
p=1

This only uses the fact that q is semidefinite, symmetric and bilinear.
Then this is (2.2) as required.
For the convenience of the reader we present the induction ar-
gument here. Fori= 1, ... ,N and all u E span < e1 , ... ,e; >we
shall prove

(2.4) q(u,u)::; lul 2 2:q(e,.,e,.).

p=l

Inequality (2.4) is obviously true for i = 1. From (2.4) we shall

conclude the analogous inequality for i + 1. Set u = v + ae;+ 1, v E
span< e 1 , ... ,e; >.Then

Estimating 2aq(v,ei+I) by

a2 1vl- 2 q(v,v) + lvl 2 q(e;+l,ei+l)

 Nonlinear elliptic systems with critical growth 525

we obtain, using (2.4) for v,

~ (jvj 2 + a: 2) L q(el', el') + (a: 2 + jvj 2 )q(ei+1, ei+l)

1'=1

But this just (2.4) with i replaced by i + 1.

on the truncated vector function [u]t Here !VI is the n-dimensional

volume of V C RN, and B2R,B3 R are concentric with center X 0
Since j[u]tl ~we have

(2.5)
We shall deal with terms
N
B = L {[u]t,l'- cti'}Dkul'
1'=1

where [u]t,l' and C1' denote the JL-th component of [u]t and C. We
have a.e. on (lui < )

and on (lui 2:: )

N N

B = L(iul- ul'- Cti')Dkul' =

1 L Dk(1ul- ~2 - CtU + ~ic1 2 ).
JL=l 1'=1

Consider the function 'lj; : R N --> R by

for l1 <
526 J.Frehse

Obviously

(2.6)

and we have

Lemma 2.2. The function '1jJ defined above is Lipschitz, non-

negative and satisfies

(2.7)

PROOF. Obviously

12 - ce * for --> C,
12 + -ct
'1jJ ()
--> -
2 2

11 <as well as l1 >.Since further Y'e'I/J exists on (11-=f. )and is

locally bounded we conclude that '1jJ is Lipschitz.
On (11 < ) obviously '1jJ ~ 0. On (11 ~ ) we estimate

() 1 1 2 1 2 1 2
~IE I -lctll1 + 2!ctl
2
'1/J - 2 =lEI( -!eel)= 2lctl - 2

~ ( -lctl) + ~ictl 2 - ~ 2 = ~2- fictl + ~lctl 2 ~ 0.

Thus '1jJ ~ 0 on all R N. Finally we prove that (2. 7) holds also on
(lEI ~ ). (On (11 ::; ), (2.7) holds by the definition of '1/J.) Define

'I'(, h)= hJEI- ct + ~c;- ~h 2

With respect to the argument h the function tp is monotone increas-
ing, provided that lEI ~ h ~ . In fact,

8
8h 'P(, h) = l1- h ~ 0.
Thus
 Nonlinear elliptic systems with critical growth 527

which proves (2.7).

3. Proof of Theorem 1.1. The proof of Theorem 1.1 uses the

"hole filling" technique, cf. for example [Hi1]. For this, one proves
for the solution u the inequality
{3.1)
r 1Vul lx-
JBR
2 Xol 2 -ndx $; K r
JB.R-BR
1Vul2 lx- Xol 2 -ndx + KR(J

for all Xo E n and concentric balls

Here K and (3 > 0 are constants not depending on X 0 and R. Inequal-

ity (3.1) implies interior Holder continuity for u with some Holder
exponent a which depends only on K and (3, the interior C"{Oo)-
norms depend only on K,(3 and flo cc 0.
Inequality {3.1) is equivalent to

Here and in the following, we use the same symbol K for constants
not depending on the relevant parameters. Gz, z = X 01 denotes
the Green function of the operator L = -div(AV) under Dirich-
let boundary conditions with respect to some ball B :::>::) 0, with
singularity at z E 0. This means that

Lva; AV'cpydx = cp(z) for all cp E C::C(B).

It is known, cf. [Sta1],[Griil] that such a function

Gz E H!q(B), 1 $; q < nf(n- 1)

exists, and that G z ~ 0 and that there exists a constant K with

Note that inequality (3.3) is a consequence of De Giorgi's famous

theorem [De G 1], cf. [Sta1], [Grii 1].
528 J.Frehse

We also shall deal with the approximate Green functions

which are defined by

It is well known that, for p ---+ 0,

G~---+Gz weaklyin H 1 q forall qE[1,n/(n-1)[

and strongly in L=(n- B.(z)) and H 1 2 (0- B.(z)) for all s > 0.
Furthermore, it is known ( cf. [Grii1], proposition 1.4) that for
p < dist(z,8Q)

(3.4)
Let z E 0 and R > 0. For g,h E L 1 (0;R) we write
h CR,z g

iff there exist constants K and fJ > 0 not depending on z and R such
that for BR = BR(z) C B4R(z) C 0

J x(BR)hdx :S: KR 2 -n J x(B4R- BR)I'\7ul 2 dx + KRf3+

+ j x(BR)gdx.
Here u is the solution of the differential equation in discussion. The
integration over M is denoted by J x(M) ... dx. In order to prove the
hole filling condition (3.1) we have to show that

(3.5)

For establishing (3.5) we prove that there exists a number 6

depending on >., ,\ > 0, the growth constant Kc in (1.2) and on
llulloo such that fork= 0, 1, ... ,M, M = min{m E Nlm6 ~ llulloo}

r 2 IV'ui 2 G.x(lul :S: k6) CR,z

(3.6)
CR,z Kor 2 IV'ui 2 G.{x(lul :S: (k -1)6) + ..\*x(lul > M6)}.
 Nonlinear elliptic systems with critical growth 529

Here T is the usual localization function i.e.

By x(lul :=;C) we mean the characteristic function of the set

(lui:=; c)== {x E 0 llu(x)l :=; c},
i.e. x == 1 on this set and 0 else.
In fact, for k == 0 the first summation in the right hand side of (3.6)
is 0 and by induction we arrive after M steps at the inequality

T2 jV'ui 2 Gzx(lul :=; M8) CR,z

M+l
(3.7)
CR,z ( L K~)A*T IV'ui Gzx(lul :=; M8).
2 2
i=O

Assume >. * is small enough, (3.5) follows. Clearly, the constant K

in the inequality defining the relation CR,z may alter at each step.
Thus (3.1) follows.
This induction argument together with inequality (3.1) is the
key of the proof and is analogous to Landes' compactness proof [La1].
Inequality (3.7) is deduced from the equation for the weak so-
lution u by choosing the following test function

where [u]t is the truncated vector function defined in 2, Ct is the

mean value of [u]t taken over B 3R(z) and T, G~ are defined as above.
The constant 8 is chosen later. Note that lctl ::; C. We obtain

L I V'<p~ AV'uvdx ==-I a (.,u, V'u).<pdx ==: B

N
(3.8) Ao :== 0 0

v=l

and estimate Ao and B 0 We have by Lemma 2.1 that

N
L V'[uJ[vA V'uv :::: >.x(lul < C) IV'ul 2 and hence
v=l
530 J.Frehse

N
+2L I TV'TT AY'uv([u]t,v - Ct,v )G~dx
v=l
N
+2L I T 2 (V'G~f AY'uv([u]t,v- Ct,v)dx =: A1 + A2 + A3.
v=l

The second term A2 in the last sum can be estimated from below
by an integral J hdx where the function h satisfies

The first relation CR,z in (3.9) is due to the fact that support V'T C
B3R- B2R and IY'TI:::; KR-1, and that G~ satisfies inequality (3.4)
for p small enough. Also Holder's inequality for V'TT AY'uv and the
estimate (3.3) are used. The second relation CR,z in (3.9) follows via
Poincare's inequality for [u]t - Ct on B 3 R- B 2 R, using the estimate
IY'[u]tl :::; KIY'ul. Note that l = k8, k = 1, ... , M, is bounded from
below by 8.
The third term is rewritten using the function'!/; in Lemma 2.2,
namely

A3 = 2 I T 2 (Y'G~f AV''I/Jt(u)dx
= 2 I(V'G~)T AV'(T 2'1/Jt(u))dx- C0 ~-Co

where
C0 = 4 I(V'G~f AV'TT!Pt(u)dx.

The last inequality follows from the definition of G~ and the fact
that '1/Jt ~ 0 according to Lemma 2.2.
By Lemma 2.2 we estimate

1 2
'1/Jt(u)::; 2l[ut]- ctl on (lui:::; f).

On lui~ l we claim that

 Nonlinear elliptic systems with critical growth 531

where c is the mean value of u taken over BaR - B 2 R. In fact, we

have

Since

lc- Ct l
2
=I/ x(u 2: l)(u -lulul-
1
) dxl
2

~f x(u 2: l)(lul- l? dx

we conclude that

1
Bu~\BR
x(u 2: l)?/lt(u) dx

~~ j 2
{x(u 2: l) lu- cl - lc- ctl
2
} dx

I
BsR\Bn

~~ {lu - ctl 2 - lc- Ctn dx

I
BsR\BR

~~ 2
lu - cl dx.
BaR\BR

Thus we have

I
Bsn\Bn
1/Jt(u) dx ~ I
BsR\BR
{l[ut] - ctl 2 + lu - cj 2 } dx.

Hence

Aa 2: -R-l K I x(B3R - B2R) i'VG~I(I[ut] - Ct l2 + lu- ci 2 )dx

2: -KR- n I x(B3R- B2R)(i[ut]- Ctl2 + iu- cj 2)dx+

- KRn - 2 I x(B3R - B2R)( i[ut]- ctl 2 + lu - cj 2 ) j'VG~ I 2 dx

:= - c1- c2.
532 J.Frehu

Again, the term C1 is of the form f hdx where h CR,z 0. This fol-
lows as before via Poincare's inequality. The same is true for the term
C2 For proving this we use the defining equation for G~ and take
the function t.p = G~[[ut]- ct]( 2 as test function where (is Lipschitz,
IV(I:::; KR- 1 and ( = 1 on E3R- E2R, ( = 0 on En and Rn- E4R
Simple applications of Holder's and Poincare's inequality and the es-
timate 3.4 for G~ then lead to the relation c2 = J hdx, h CR,z 0.
Collecting our results we arrive at the inequality

=I
where
c3 = -A2 + cl + c2 and c3 hdx

where h CR,z 0. Let us analyze the term Eo in (3.8). We set f.= k6

and decompose

a1 = a0 (.,u, Vu)([u]t- ct)G~r 2 = E1 + E2 + E3

= a1x(lul ~ M) + a1x((k- 1)6:::; lui < k6)
+ alx(lul < (k -1)6).
On the set (lui ~f.) we have l[u]tl =f.~ let I and [u]e = f.lul- 1. Hence
the angle condition yields

ao(.,u, Vu)([u],- Ct) = 1ul- 1aa(., u, Vu)(u- r 1luh)

~ -f.lul- 1..\*IVul 2 - lul-l fo ~ -..\*IVul 2 - fo

on (lui ~ f.). We have used the fact that l- 1 luictl :::; lui and
f.lul- 1 :::; 1. Thus we have

On the set (lui:::; (k -l)r6) we simply use the growth condition and
the =-bound for u to obtain

Finally, on the set ((k- 1)6:::; lui:::; M) we have [u]M = u and

(1- k)- 1ck5:::; (1- k- 1 )k6:::; (k -1)6 :S lui.

 Nonlinear elliptic systems with critical growth 533

We decompose

ao(.,u, V'u)([u]- ckO) = k- 1ckcaa(.,u, V'u)+

+ aa(.,u, V'u)(u- (1- k- 1)cko)
The first term is estimated from below by the growth condition, the
second by the angle condition. This yields

and

where fa satisfies a Morrey condition analogously to the one for fo

and fo Note that J K foG~r 2 dx = I hdx where h CR,z 0. We collect
our results and arrive at the inequality

Ba = - J (Et + E2 + E3)dx + J hdx ::;

: ; .\.*I x(lul:::: (k -1)6)IY'ui 2 G~r 2 dx

+ 6Kc I x((k -1))6::; lui::; k8)IY'ui 2 G~r 2 dx
+ Kc I x(lul::; (k -l)c5)IY'ui 2 G~r 2 dx + Jhdx

where h CR,z 0. We combine this inequality (3.10) and obtain, by

choosing 8Kc < !A.,
~.\. j x(lul < l)IY'ui 2 G~r 2 dx::;
(3.13) ::; K I x(lul::; (k -l)c5)IY'ui 2 G~dx
+ .\.* j x(lui 2':: (k- l)c5)IY'ui 2 G~r 2 dx + j hdx
where h CR,z 0. Recall f = k8. In inequality (3.13) we may pass
to the limit p ----> 0 since G~ ----> Gz in measure, 0 ::; QP ::; KG
and I IY'ui 2 Gpdx ::; K uniformly as p ----> 0. The latter inequality
follows from (3.13), however can also be deduced directly from the
534 J.Frehse

differential equation. So we obtain inequality (3.13) with G~ replaced

by Gz and this is just (3.6), This concludes the proof of Theorem
1.1.

4. An H 1 -estimate and further results. For the proof of

Theorem 1.2 where the inhomogeneous boundary condition

is considered, we approximate the system (1.1) by replacing the right

hand side a 11 by

Then there are solutions um E L 00 n H 1 of the approximate

system
div(AV'u:;')=a: ;'(.,u,V'u), v=l, ... ,N
um E g+H~(O,RN).

For the proof of Theorem 1.2 it remains to establish a uniform bound

for the um in L 00 n H 1 Once this is done Theorem 1.2 implies a uni-
form local ca-estimate which in turn implies local H 1 -compacteness
via the monotonicity argument ofVisik-Leray-Lions, cf. [Mol, 5.12].
In order to simplify the notation we drop the index m of um and
prove that L 00 n H 1 -solutions of (1.1) have bounds in L 00 and H 1
which depend only on the data

in the conditions (1.2) up to (1.8) and further on ll9lloo + II9IIH'

Note that (1.8) has to hold uniformly for all C E R+ while this is
not required in (1.2).

The =-bound is well known; we have

Lemma 4.3. Let u E g + L 00 n H~(O; RN) be a weak solution

of (1.1) and assume that (1.2) up to (1.8) with,\* < ,\ hold. Then
 Nonlinear elliptic systems with critical growth 535

there exists a constant K depending only on JJaij !leo, ,\-I, llfoll1,

q, n, val 0 and JJgJJoo such that

JJuJJoo ~ K.

For the proof, one can choose the function

as test functions. Here (()+ denotes the positive part of ( and G~ E

H~ (Q), Q :::r:::> 0, is defined as in the proof of Theorem 1.1. Note
that cp = 0 on 80. With this procedure, one obtains an Leo-bound
for (JuJ 2 -JJgJJ~)~.

Theorem 4.1. Let u E g+ L 00 n H~(O; RN) be a weak solution

of (1.1} and assume that (1.2} up to (1.8} hold where ,\* > 0 is
sufficiently small. Then there exists a constant K depending only on

with C = JJuJJoo, and,\*<,\~ such that

The smallness of,\~ depends on JJuJJoo,Kc, and .A- 1 .

PROOF. Again we use the truncated vector functions [u]t intro-
duced in 2 and set f. = k8 where 8 will be choosen small enough
and k = 0, 1, ... , M, JJuJJoo = M8. We choose the vector cp of the test
functions
cp = [u]t - [g]t

which is contained in L 00 n H~. This yields

(4.1)
N
2...: J V'([u]i.- [g]t.)T AV'u11 dx+

J
v=l

+ a 11 (.,u, V'u) ([u]t- [g]t)dx = 0.

536 J.Freh&e

As in the proof of Theorem 1.1 we estimate

N
(4.2) L:v[uJfvAV'uv ~ AX(JuJ:::; l)JV'uJ 2
v=l

and

(4.3)

The second summand in (4.1) is split into the terms E 1 + E2 + E3

where

El =I x(Jul :::; (k- 1)8)a. ([u]t- [g]t)dx

E2 =I x((k- 1)6 < Jul :::; k8)a. ([u]t- [g]t)dx

E3 =I x(Jul > k8)a. ([u]t- [g]t)dx ' l = k8.

We estimate using the growth condition for a

where Ka = 2JJuJJoo times the constant Ka in (1.2).

The term E 2 is rewritten

E2 =I x((k -1)8 < JuJ:::; k8)ao. ([u]t- (1- k- 1 )[g]t + k- 1 [g]t)dx.

The part
ao(.,u, V'u)([u]t- (1- k- 1 )[g]t)
can be estimated from below by Landes' angle condition (1.8) since

JJ(1- k- 1 )[g]tlloo:::; (1- k)8 and (1- k)8:::; JuJ

on ((k- 1)6 < JuJ :::; k8). This yields

E2 ~-A*I x((k -1)6 < Jul:::; k6)JV'uJ 2 dx- K+

+1 x((k -1)6 < Jul:::; k8)aok- 1 [g]tdx.

 Nonlinear elliptic systems with critical growth 537

Note that llk- 1 [g]tll :::; 6. We choose 6 so small such that

6Kcllulloo < ~ and hence

Thus we obtain

(4.5) E2 :2: -(.\* + %) J x((k -1)6 < lui:::; M)IVul 2dx- K.

Finally we use the angle condition (1.8) to estimate the term E 3

from below. Note that by (1.8)

a(x,u, Vu).(u- r 1 lul[g]t) :2: ->.*1Vul 2 -fo

since lf- 1 lul[g]tl:::; lui. On (lui :2: f) we have f/lul:::; 1 and this yields

a(x,u, Vu)([u]t- [g]t) :2: ->.*1Vul 2 -fa

on (lui :2: f). Thus we may estimate

Thus we arrive at the inequality

>. J x(iui:::; k6)1Vui 2 dx:::; K + Kc J

x(iui:::; (k -1)6)1Vul 2dx+

+ (>.* + %) j x((k -1)6 < lui:::; M)IVul2dx

+ ).* J x(iui > f)IVul2 + KIIVull~

and finally

% J x(iui :::; k6)i'Vui 2 dx :::;

(4.6) :::; K + ~Kc J x(iui :::; (k- 1)6)1Vul 2dx+

+ >.* J x(iui :2: M6)1Vui 2 dx.

538

Again we apply an induction argument to estimate

I x(lul ::; M8)I'Vul 2 dx::;

::; K
M

+-\*2) 3 ~0 )i
i=O
I x(lul2 M8)i'Vul 2 dx.

Further results and open problems. The condition for ,\ * in The-

orem 1.1 and 1.2 is very restrictive. One should analyze if it sufficies
to assume,\* < A. One can combine other regularity techniques with
the one presented in Theorem 1.1 to obtain more general structure
conditions for a( x, u, \7 u). An example is the following case
Let b = (b1 , ... , bN) be a vector function such that

bv(x,u, \7u) = av(x,u, \7u) + Q(x,u, \7u).\7u.,

where a = ( a 1 , .. , aN) satisfies the assumptions of Theorem 1.1
and the vector function Q = (Q 1 , ... , QN) satisfies the Caratheodory
conditions and the growth condition

(4.7) IQ(x, u, 'Vu)l ::; KI'Vul + K.

Furthemore let A= (a;k) satisfy (1.3).
Then every weak solution u E L 00 n H 1 (0; R N) of the system

div A(\7u) = b(x,u, \7u)

is Holder continuous on interior domains of 0.

For the proof one has to choose test functions of the type

where Ct and 'lj; are defined in Section 2.

The parameter a is chosen large. It is possible to prove the hole
filling condition (3.1) by a similar induction argument as in Theorem
1.1.
 N on/inear elliptic systems with critical growth 539

Finally, we remark that Theorem 1.1 implies the Holder continuity

of the extremals (not necessarily minimizers) of variational integrals

where a E C 1 and a' 2:: 0, a 2:: a:o > 0.

I wish to thank Michael Meier pointing out an error (which has

been corrected).

References

[De G 1] E.De Giorgi, Sulla differenziabilita e l'analiticita delle estremali

degli integrali multipli regolari. Mem. Accad. Sci. Torino cl. Sci.
Fis. Mat. Nat. 3 (1957), 25-43.
[Fr 1] J.Frehse, On two-dimensional quasilinear elliptic systems.
Manuscripta math. 28 (1959), 21-50.
[Fr 2] J.Frehse, Existence and perturbation theorems of nonlinear el-
liptic systems. From: Nonlinear partial cliff. eq. and their ap-
plications, College de France Seminar IV. Ed. H.Brezis, J.L.
Lions, Pitman 1983.
[Gia 1] M.Giaquinta, Multiple integrals in the calculus of variations
and nonlinear elliptic systems. Vorlesungsreihe SFB 72, No.6;
Univ. Bonn.
[Gia 2] M.Giaquinta, E.Giusti, Nonlinear elliptic systems with quadra-
tic growth. Manuscripta math. 24 (1978), 323-349.
[Grii 1] M.Griiter, K.O.Widmann The Green function for uniformly
elliptic equations. Manuscripta math. 37 (1982), 303-342.
[Hi 1] S.Hildebrandt, Nonlinear elliptic systems and harmonic map-
pings. Proceedings of Beijing Symp. on Diff. Geom. and Diff.
Equ. Sci. 1980 Science Press, Beijing, China.
[I 1] P.A.Ivert, On quasilinear systems in diagonal form. Math. Z.
170 {1980), 283-286.
[L 1] R.Landes, On the existence of weak solutions of perturbed sys-
tems with critical growth. To appear in Crelle's Journal.
[Mei 1] M. Meier, Reguliire und singulare Losungen quasilinearer ellip-
tischer Gleichungen und Systeme. Diss. Bonn 1978.
 540 J.Freh3e

[ Mo 1] C.B.Morrey jr., Multiple integrals in the calculus of variations.

Springer-Verlag, Berlin-Heidelberg -New York, (1968).
[Sta 1] G.Stampacchia, Le probleme de Dirichlet pour les equations
elliptiques du second ordre acoefficients discontinus, Ann. lnst.
Fourier 15 (1965), 189-258.
[Str 1] M.Struwe, A counterexample in elliptic regularity theory, Ma-
nuscripta math. 34 (1981 ), 85-92.

Institut fiir Angewandte Mathematik

Beringstrasse 4-6
D-5300 BONN
 HIGHER INTEGRABILITY FROM
REVERSE JENSEN INEQUALITIES
WITH DIFFERENT SUPPORTS

NICOLA FUSCO CARLO SBORDONE

Dedicated to Ennio De Giorgi on his sixtieth birthday

In many recent papers dealing with higher integrability of the

gradient of solutions of elliptic p.d.e. or of minima of variational
integrals, a crucial role is played by a reverse Holder inequality (see
[4], [7]).
The first result of this kind is contained in a paper by F. W.
Gehring ([3]), where he proves that, if g is in Lroc(O), q > 1, and
verifies

for any cube Q c n with sides parallel to the axes; n bounded open
set in Rn, q, b > 1; then g E Lfoc(O) for some p > q.
Successively, in [5] this result has been extended to the case in
which, on the left hand side, the mean value of g is taken over the
"half'' cube of Q, i.e. the cube with the same center of Q and half
side.
The reason for this extension is that this second type of reverse
542 N.Fusco, C.Sbordone

inequality is verified mostly by the gradient of the solution of varia-

tional problems.
In this paper we prove a higher integrability result from a reverse
Jensen inequality with different supports of the type

A- 1 (~/ 2 A(f)dx) :S b~ fdx + T

for any cube Q c n with sides parallel to the axes, where A is a
convex function verifying suitable conditions.
Precisely, we prove that there exists p > 1 such that, setting
Ap(t) = AP(t)jtP-1, the function Ap(f) is in Lfoc(n).
The proof we give here follows the line of a paper of Bojarski-
lwaniec [2], and, in the case A(t) = tq, q >I, it is different from the
one given by Giaquinta-Modica ([5]).

1. Preliminaries. In the following we shall indicate with A a

function verifying the following assumptions:
i) A: [0, +oo[--+ [0, +oo[ is anN-function.
ii) There exists k > 2 such that

A(2t) ::; k A( t) Vt ;?: 0,

iii) I:
i.e. A verifies the so called ~ 2 -condition.
A(t)jt 2 dt < 00.
iv) There exist k1 , k2 , h 1 , h2 > 0 such that

for any s 2: 1 and 0 ::; t ::; 1.

For the properties of N-functions see [1] pag. 228 and also [6].

Remark 1.1. From i), ii) it follows easily that

A~t) :S A'(t)::; (k- 1) A~t).

From the second inequality, one can deduce

V>. 2: 1, Vt 2: 0.
 Reverse Jensen inequalities with different supports 543

Remark 1.2. If A(t) verifies i), ii), iv) then there exist
k~,k~,h~,h~ > 0 such that, for any s ~ 1 and 0 ~ t ~ 1

Moreover A- 1 (t)ft is decreasing.

For p > 1, we shall also consider the function

A (t) = [A(t)]P.
P tP-1

Remark 1.3. Ap(t) is an increasing function verifying a.e.

hence
Vt ~ 1.

Let us now recall the definition of the complementary function

A of A. Let a(t) = A'(t) and a(s) = sup{t: a(t) ~ s}. Then we set

A(s) = 1& a(u)du.

The following Young inequality

st ~ A(t) + A(s), Vs,t ~ 0

is well known.
Let us quote also the inequality

{1.1) A ( A;t)) ~ A(t) Vt > 0.

Let n be a bounded open set in Rn. If A verifies i), ii), the vector
space of all measurable functions u defined on n and satisfying

In A(lu(x)l)dx < oo
544 N.FuJco, C.Sbordone

is denoted by LA(O) and is a Banach space under the norm

. { iu(x)i
llui!LA(n) = mf{.A > 0: In A(-.A-)dx::; 1}.

Remark 1.4. From condition ii) it follows that, if lluiiLA # 0,

then

In fact, if it were

lu(x)l) dx < 1
8 =_{A (
lluliA
In
then, if 0< E < lluiiLA, using Remark 1.1,

j A( u(x) ) _j A( u(x) lluiiLA )dx

In lluiiLA - E -In iiuiiLA iiuiiLA - E
< 8( lluiiLA )k-1
- iiuiiLA- E
and the last term can be less than 1 for some E > 0, which is absurd.

We note that, under the above assumptions on A, one can con-

trol the LA(O)-norm of u in terms of A - 1 ( fn A(iu(x) i)dx) as it is
shown in the following

Proposition 1.1. If A verifies i), ii), iv), and

. 1
mf A(t)A(-) ~ m > 0,
O<t<1 t
then there exist two constants k 3 , k4 > 0, such that for any u E
L 1 (0)
A- 1 ( A(iui)dx) ::; k3 ( 1+ lluiiLA(n))

lluiiLA(n) ::; k4 [1+A - 1 ( A(lul)dx)].

 Reverse Jensen inequalities with different supports 545

(For a result of similar type see [8]).

PROOF. We may always suppose A(1) = 1 and u bounded. Let

fn J
us prove the first inequality. If /lull LA ~ 1, since A( 11 jlA )dx = 1,
1

then

and also

If lluiiLA > 1, then, by iv):

from which it follows

and also the assertion.

Let us now prove the second inequality.
Jn
That inequality is obvious if A(lul)dx ~ 1, because, in this case,
lluiiLA ~ 1. Otherwise, set

~ = A- 1 ( A(lul)dx)

and 1.
so~;:::
For any..\> 1, we have:
546 N.Fusco, C.Sbordone

Using iv), we have

Using once more iv), we have

so, there exists c > 0, such that

Choosing A such that c/).. :::; 1, we have

i.e. the result.

If 0 is a bounded open set of Rn and f E L 1 (0) a non negative

function, we shall denote by (Mf)(x) the cubic maximal function of
f in the sense of Hardy-Littlewood, i.e.

(Mf)(x) = sup i
Q~% Q
f(y)dy

where Q is a cube with sides parallel to the axes and .fq f(y)dy =
lbl JQ f(y)dy.
 Reverse Jensen inequalities with different supports 547

We shall also use the weak maximal function

(WM!)(x) =sup{_[ f(y)dy: X E Q/2, Q c n}

JQ/2

where Q /2 denotes the cube with the same center of Q and half side.
Let us recall the following

Proposition 1.2. IfQo C Rn is a cube and f E L 1 (Qo), f 2 0,

for any t 2 !Qo f dx:

l{xEQo:Mf(x)>t}i~~~ fdx.
2 t {f>t}

For the proof see e.g. [2]. In the same paper, one can find also
the proof of the next

Proposition 1.3. IfQo is a cube ofRn; f E L 1 (Q 0 ), f 2 0,

then, for any t > 0

l{x E Q 0 : Mf(x) > t}l :S:- wnj f dx.

t U>H

Let us now prove the following lemmas.

Lemma 1.1. Iff is a nonnegative, bounded measurable func-

tion in the cube Q 0 , and A is a function verifying i), ... , iv), then
there exist c1 , c2 > 0 such that

when p >1 and Ci are bounded if p is bounded.

PROOF. Let us denote by >.(t) the distribution function of M J,

I.e.
>.(t) = l{x E Qo: Mf(x) > t}l.
548 N.Fusco, C.Sbordone

Then, using proposition 1.3, we have

{ 1 r+oo
JQo Ap(Mf)dx = IQol Jo A~(t),\(t)dt

- 1+oo _P_
<c A' (t) ~ fdx
- IQol o t U>H
< _c_ r+oo A(t) { f dx
- IQol lo t2 J{f>t}

where we used remark 1.3 and ~ 2 condition for AP" So, using Fubini's
theorem, we get

1 1 {f(z) A (t)
Jc Ap(Mf)dx::;; c Jc f(x) dx
Qo Qo
Jn 0
Tdt

::;; c { 1 Ap~t) dt + _c_ f f(x)dx { 1 Ap~t) dt

Jo IQol JQ.n{/?:_1} Jo t
1
t
A (t)
(1.2) +C- f(x)dx /,f(z) _P_dt
IQol Q0 n{f?:.1} 1 t2

::;; c 1Ap~t)
1
dt[I + IQI I f Ap(f(x))dx]

+-1 11
o t o JQ.n{f?:.1}

c dX Ap(sf(x)) dS.
2
IQol Q.n{/?:_1} t<') S

Now, using iv), the last integral is controlled by

 Reverse Jensen inequalities with different supports 549

~ c I
-IQ 1- 11
Ap(t)
t
2 dt
-
Qon{f~1}
Ap(f(x))dx

1
o o

+ c- f(x)dx.
IQol Q 0 n{f~1}

So, from (1.2) we get

Finally

and this gives the result.

Lemma 1.3. Iff is a nonnegative, bounded measurable func-

tion in the cube Q 0 and A is a function verifying i) and ii), then

PROOF. Let to = }qo A(f)dx. Then

{ Ap(f)dx = - 1 { A(f)(A(f))p- 1 dx
JQ 0 IQoi }{A(f)~to} f
+ - 1- { A_P(f) dx = I+ II.
IQol }{A(f)~to} JP- 1
550 N.Fusco, C.Sbordone

Since A(t)ft is increasing, then:

(1.4)

If we set h(t) = J{f?_t} fdx, then

where

and

II2 = (p -1) roo (A(t))v-2 A'(t)t; A(t) dt roo A(s) dh(s)

it
IQol JA-1(t 0 i t S

roo
)

< (k- 2)(p -1) A(t)v-t dt { A(f)dx

- IQol lA-I(to) tP j{f?_t}

= c(p- 1) roo
A(t)P-1 dt { A(f)dx.
IQol 1A-1(to) iP }{A(f)?_A(t)}
 Reverse Jensen inequalities with different supports 551

Then, using Proposition 1.2:

II2 :::; c(fQ-Il)

0
roo
JA-l(t 0 )
Ap(t) i{x: M(A(f))(x) > A(t)}ldt
t
= c(p -1) f DA-l(s)-s-.
IQol JAp(A-'(t 0 )) p Aj;" 1 (s)

l{x: M(A(f))(x) > A(A; 1 (s))}ids

Now, from Remark 1.3 it follows that

and so:

Then, putting together (1.3)-(1. 7), we have the assertion.

Combining the two previous lemmas, one immediately gets:

Proposition 1.4. Under the same assumptions of lemma 1.1

we have

i Ap(Mf)dx:::;c1 +c2 Ap(A- 1 (i A(f)dx))+

io
Qo Qo

+c3(p-l) Ap( A- 1 (M(A(f))(x)))dx

552 N.Fusco, C.Sbordone

2. Proof of the main result. In this section we shall prove

the following
Theorem 2.1. If !1 is a bounded open set of Rn, f ~ 0 is
measurable, A is a function verifying i), ... , iv) and A(f) E L 1 (!1),
and for any cube Q C !1

then, there exists p > 1; b1 , b2 > 0, all depending only on b, T, n, k,

k1,k2,h1,h2, such that Ap(f) E Lfoc(O) and, for any cube Q C !1

From now on, Q0 will denote a fixed cube such that Qo CC !1. In
order to prove that (2.2) holds for Q = Q0 , we would like to reduce
ourselves to the case that f is bounded. This can be done by mean
of the following
Proposition 2.1. Iff satisfies (2.1) and Qo CC !1, then there
exists a sequence of bounded non negative functions fn in Qo such
that \/Q C Qo

where b,T do not depend on nand fn-> fin L 1 (Qo)

The proof of Proposition 2.1 is based on the following
Minkowski-type inequality.
Lemma 2.1. If X C Rn, Y C Rm are measurable sets of
positive measure; if A verifies i), ii), iv) and A(f( x, y)) E L 1 (X x Y),
where f is non negative, then

A- 1 ( - [ A(L f(x,y)dx )dy)

5, c1 + c2 LA - 1 Ci A(f(x, y))dy) dx.

 Reverse Jensen inequalities with different supports 553

PROOF. Of course we may suppose A(1) = 1. Let us split f =

h +h where ft(x,y) = f(x,y) iff~ 1, otherwise !I= 0. We also

i
set, for any yin Y
cp(y) = f(x,y)dx
and
y+ = {y E Y: cp(y) ~ 2}.
Then we can write

[A( f(x,y)dx )dy = [ A(cp(y))dy

(2.3)
::; ~~~~ [+ A(cp(y))dy + A(2).
Then we have, using Fubini's theorem

[+ A(cp(y))dy =[+A~;~))( f(x,y)dx )dy

(2.4) = i (i+ A~;~)) f(x,y)dy)dx

::; 1 ( 1 A()O(Y)) ft(x,y)dy)dx +j A(cp(y)) dy.
Jx Jy+ cp(y) JY+ cp(y)

Set now, for x fixed

- A-1 ( 1 )
a= fY+ A(cp)dy

and note that

1
a::; A-l(A(2)) ' (3 ~ 1
(2.5)
a~ A(2)A- 1 (A~2 )).
554 N.Fusco, C.Sbordone

Then, using Young inequality, (1.1) and iv)

[ A(<p(y)) h(x,y) d <

Jy+ a<p(y) f3 y-
<;; 1 A(>.!l(x,y))dy + 1 A (A(<p(y))) dy
Jy+ f3 Jy+ >.a<p(y)
with >. > 1 to be chosen.
Now we estimate the second integral

1 A(A(<p(y)))dy = j A(A(<p(y)) ~(a) )dy

Jy+ >.a<p(y) Jy+
i
>.a<p(y)

<;; 1
IY+I A-(1>:A(-=-
1 )A( a) ) dy
Y+n{&~P9} a

1 f i(A(a<p)+h1)d
+ IY+I }y+n{&~P"?..l} k1>.a<p Y

<A(A(1)+h1)

f -((
- kl)..

+1- A 1+h1- ) - A(a<p))d

1 - - y
IY+ I Y+n{a~P?_l} A(1) >.k1 a<p

Now we choose >. such that ( 1 + -dth) >.1, = 1, so

1 A(A(<p(y)))dy <;; c+ 1 A(A(a<p(y)))dy

Jy+ >.a<p(y) Jy+ a<p(y)
<;; c + c' 1 A(a<p(y))dy <;; c".
Jy+
Hence

f A(<p(y))!l(x,y)dy5,1 A(>.f1(x,y))dy+c"
Jy+ a<p(y) f3 Jy+ f3
<;; c i+ A(h (x, y))A(~)dy + c'" <;;
 Reverse Jensen inequalities with different supports 555

<cj A(ft(x,y))dy+d"<c.
- J+ A(.B) -

Hence

If we insert this inequality in (2.4) and multiply both sides by

we get

A- 1 (i+ A(~)dy)
~ c A- 1 (i+ A(ft(x,y))dy)dx+
+j A(~) dy. A-1 ( fy+ A(~)dy)
Jy+ ~ h+ A(~)dy
~c (i+ A(ft(x,y))dy)dx+
A- 1

+ ~A- 1 (i+ A(~)dy)

556 N.Fusco, C.Sbordone

since on y+ we have <p(y) ~ 2. So we have proved

From this inequality and (2.3) we deduce

i A(i f(x,y)dx )dy ~

~ ~~~~cA(i A- 1 ({+ A(h)dy )dx) + A(2),

and, using twice iv) and noting that

r A(h(x,y))dy ~ 1
Jy+ for a.e. X

and so alsofxA- 1 (k+A(fi)dy)dx ~ 1, while IY+I/IYI ~ 1, then

we obtain

i A(i f(x,y)dx )dy

~ cA(i A- 1 (1~~~ i+ A(h(x,y))dy)dx) +c

~ cA(i A- 1 ({ A(h(x,y))dy)dx+c

from which we get the result.

Now we can give the

Proof of Proposition 2.1. Iff satisfies (2.1) and Q 0 CC 0,

we may define for 0 < E < dist( Q0 , afl):

f,(x) =J ry(y)f(x- Ey)dy

Js,
 Reverse Jensen inequalities with different supports 557

where 'TJ E C~(BI), 'TJ ~ 0, .fn, TJ(y)dy = 1, 'TJ(Y) ::; c(n). Then, if
Q C Q 0 , using lemma 2.1

A- 1 (i 12 A(f,(x))dx)

= A- (i/ A(-L, 'TJ(Y)f(x- cy)dy )dx)

1
2

::;cz { A- 1 ( { A(TJ(Y)f(x-Ey))dx)dy+c1
JB, JQ/2
::;c~_[ A- 1(A(TJ(Y))J A(f(x-Ey))dx)dy+c~
JB, JQ/2
::; c~ , A- 1 ( A(TJ(Y))A(i f(x- Ey)dx) )dy + c~

::; b -L, 'TJ(Y) (i f(x- Ey)dx )dy +T

=b k f,(x)dx + T.

In the following, se suppose that Q 0 = [0, 1]n. Then, if we set

JJxJJ = ill!JX JxiJ, Vx E Rn and
1$$n

p(x) = (1 -JJxJI)n Vx E Qo,

then the following estimates hold:

Proposition 2.2. If is bounded, f ~ 0 in Qo, and A satisfies

i}, ii}, iv}, then, for a.e. x E Q 0 :
Ap(p(x)Mf(x))
(2.6)
::; c1 Ap(M(pf)(x)) + Cz Ap( A- 1 (io A(f)dy))
AP (A - 1 (M(A(pf) )(x) ))
::; c1 + c2Ap(A - 1 (A(p(x)))W M A(f)(x))
(2.7)
+ c3 Ap( A- 1 (io A(f)dy))
558 N.Fuaro, C.Sbordone

where p > 1.

PROOF. Let us fix x E Q0 and let Q be a cube such that x E

Q C Q0 We split the proof in two cases:

In this case we have obviously sup p(y) :5 3niQI. Then

Q

A- 1 ( A(p(y)f(y))dy) :5 A- 1 ( A(3niQif(y))dy)

(2.8) :5 C A- 1 (IQI A(3nj(y))dy)

:5 c' A- 1 ( 0
A(f(y))dy)

Case 2: p(x) > 2n!QI.

In this case we have easily that, for any y E Q

( ~)n < p(x) < 2n.

3 - p(y) -

Then:

(2.10) p(x) fdy :5 2n p(y)f(y)dy :5 2nM(pf)(x)

 Reverse Jensen inequalities with different supports 559

A- 1 (i A(pf)dy)

= A-1 (IQ11 r
}qn{/9}
A(pf)dy + IQ11 r
}qn{/>1}
A(pf)dy)

1
:::; A- (A{1) + lkQ I 2f A(p)A(f)dy + h2)
i
(2.11) JQn{/?.1}

:::; A- 1 (c+k1A((~tp(x)) A(f)dy)

:::; A- 1 (c + c A(p(x))WMAf(x))

:::; c + c A- 1 (A(p(x))WMAf(x)).

Then, from {2.9) and (2.10) it follows

Ap (p(x) i fdy) :::; cAp ( A- 1 ( io A(f)dy)) + cAp(M(pf)(x))

from which we get {2.6). On the other side, from (2.8) and (2.11) we

Ap(A- (i A(p(y)f(y))dy))
have
1

:::; cAP( A- (-ko A(f)dy)) +c

1

+ Ap ( A- 1(A(p(x))WMAf(x)))
which implies (2.7).

We can finally give the

Proof of Theorem 2.1. By Proposition 2.1 it is clear that we

can limit ourselves to prove the theorem in the case f is bounded. If
Q0 = [0, 1]n, integrating both sides of (2.6), we obtain

i Qo
Ap(pMf)dx:::; c1 iQo
Ap(M(pf))dx+

+ c2 Ap(A- 1 (io A(f)dx)).

560 N.Fusco, C.Sbordone

Then, applying proposition 1.4 to pf, we get:

to Ap(pMf)dx ~ c~ + c~Ap( A-l (to A(pf)dx))

+ c;(p -1) iQo
Ap(A- 1 (M(A(pf))))dx

+ c2 Ap (A - l (to A(f)dx)).
Hence, using (2.7)

to Ap(pMf)dx ~ c~ + c~Ap ( A-l ( io A(f)dx))

+c~(p-1) i Qo
Ap(A- 1 (A(p)WMA(f)))dx

Now we remark that assumption (2.1) implies that, for any x E

Qo, a.e.
WMA(f)(x) ~ A(bMf(x) +T).
Then, from the above estimate, we obtain

to Ap(pM f)dx ~ + c~ Ap (A
C4 -l (to A(f)dx))
+ cs(P -1) 1
Qo
Ap(A- 1 (A(p)A(Mf(x))))dx

~ c + c~AP( A-
6 1
(to A(f)dx))
+ c1(P -1) i
Qo
Ap(pMf)dx

where we have applied assumption iv).

Then there exists a suitable Po > 1 such that for 1 < p < Po
 Reverse Jensen inequalities with different supports 561

which immediately gives

if 2Q 0 C n. Then, by a change of variable one gets that for any cube

Qcn
A; 1 ( 14 Ap(f)dx) s; b1 + b2
f dx
which, by a simple argument, implies (2.2).

Remark 2.1. If A satisfies the assumptions of theorem 2.1 and

there exists 8 > 0 such that

A(t) 2 c tl+ 8
with c > 0, then there exists q > 1 such that

In fact, in this case, it is enough to note that, for t 2 1

(see Remark 1.1).

References

[1] R.A.Adams, Sobolev Spaces, Academic Press, New York, (1975).

[2] B.V.Bojarskii, T. lwaniec, Analitical foundations of the theory
of quasi-conformal mappings in Rn, Annales Ac. Sci. Fen. 8
(1983), 257-324.
562 N.Fusco, C.Sbordone

[3] F.W.Gehring, The V-integrability of the partial derivatives of

a quasi conformal mapping, Acta Math. 130 (1973), 265-277.
[4] M.Giaquinta, Multiple integrals in the calculus of variations and
nonlinear elliptic systems, Princeton Univ. Press (1983).
[5] M.Giaquinta, G.Modica, Regularity results for some classes of
higher order non linear elliptic systems. J. Reine Angew. Math.
311/312 (1979), 145-169.
[6] M.A.Krasnosel'skii, Y.B.Ruticki, Convex functions and Orlicz
Spaces, Gordon and Breach, New York (1961).
[7] C.Sbordone, On some integral inequalities and their applications
to the calculus of variations, Boll. UMI, Analisi Funzionale e
Appl., Ser. VI, Vol. V, C, 1 (1986), 73-94.
[8] B.Stroffolini, Medie di tipo Jensen in spazi di Orlicz, Ace. Sci.
Fis. Mat. Napoli (1987), to appear.

Istituto di Matematica
Facolta di Scienze
Universit8 di Salerno
184100 SALERNO

Dipartimento di Matematica e Applica.zioni "R.Caccioppoli"

UniversitA di Napoli
Via Mezzocannone 8
1-80134 NAPOLI
 PARTIAL REGULARITY OF
CARTESIAN CURRENTS WHICH MINIMIZE
CERTAIN VARIATIONAL INTEGRALS

MARIANO GIAQUINTA GIUSEPPE MoDICA Jnl! SoucEK

Dedicated to Ennio de Giorgi on his sixtieth birthday

1. Introduction. This paper deals with the local regularity of

minimizers of functionals of the type

(1.1) F(u;O) =In F(x,u(x),M(Du(x)))dx

where n is an open set in Rn,u : n -> RN, n ~ 2, N ~ 2,
M(Du(x)) stands for all minors of the Jacobian matrix Du of u
and F( x, u, M) : n X Rl -> R+ := ( n~N) 1 is a smooth function
which is convex in M.
More precisely, we shall indicate by I (p, n) the family of increas-
ing multiindeces a: of lenght Ia I = p

setting I(O,n) := {0}. If a: E I(p,n), a will denote the multiindex

which is complementary to a:, i.e. whose components together with
 564 M. Giaquinta, G.Modica, J.Soui'.ek

the components of a give {1, ... , n} moreover we shall denote by 0" 0

the permutation which reorders in an increasing way (a, a). In par-
ticular we have 0 = (1, 2, ... , n), If G E MN,n is a matrix with N
row and n column and a,/3 E I(p,n), fi := min(n,N), we denote
by Mfia(G) the determinant of the minor of G with (3 rows and a
columns, and we set M00 (G) = 0. Finally, M(G) will roughly denote
the set of all possible minors Mfia(G), and we denote its norm by

(1.2) IM(G)I 2 =( L Mw..(G?f 12 .

1<><1+1!31=n
li31>D

Notice that (I+ jM(G) 1

2 ) 1 12 is the area element of the graph of
the map u.
In [9], assuming that

(1.3) F(x,u,M) 2:: IMim m > 1

we have proved existence of minimizers of (I. I) in the class of the
so-called cartesian currents Cartm(O,JRN) under various boundary
conditions. Let us recall some definitions and the main steps, refer-
ring to [9] for more information and proofs.
To every function u E C 1 ( 0, lR N) we associate the n- rectifiable
current Tu in JR.n+N integration of n-forms over the graph of u and
we introduce the "norm"
(1.4)
IITullcart=(O,RN) := (fn iuimdxr/m + (fn IM(Du)imdx f 1m.
Cartm(O,lRN) is then defined as the sequential closure of
smooth graphs with respect to the weak convergence of currents in
U with equibounded Cartm(O, JRN)-norms. Cartm(o, JRN) is neither
a linear space nor a convex set. Cartm(O, lR.N) can be obtained by
transfinite induction starting from smooth graphs and taking succes-
sively weak limits. One sees that if {un} is an equibounded sequence
in Cartm(O,JR.Nk converging in the sense of currents to a function
u E Cartm(O, lR ), then

(1.5) M(Duk) ~ M(Du) weakly in L m,

see [9].
 CaTtesian currents minimizing variational integrals 565

The coercitivity condition (1.3) together with the convexity of

the integrand F with respect toM and (1.5) which holds for a mini-
mizing sequence (or subsequence) yield at once the existence of min-
imizers under various boundary conditions.
The next result which is reasonable to expect and one would
like to prove is a partial regularity theorem for minimizers u in
Cartm(n,RN), saying that, under certain smoothness and growth
conditions on the integrand F a minimizer is actually a C 1 map,
except for a closed singular set of measure zero. It is the aim of this
paper to prove such a theorem, but unfortunately only for a class of
integrands which satisfy a sharp growth condition.
We approach the partial regularity question relying on ideas
introduced by De Giorgi [5] and developed by many authors, see
e.g. [1], [2], [4], [6] and [10] in the context of the study of minimal
surfaces or more generally in the theory of parametric elliptic func-
tionals. Our method of proof is especially close to the ones of [10],
[3]. The paper [10] deals with the regularity of rectifiable currents
which minimize parametric elliptic functionals, while [3] deals with
the regularity of minimizers of non parametric integrals with inte-
grands which depend only on x, u and on the minors of the first order
of Du, i.e. on the gradient of u in a convex way. In order to handle
the extra difficulties due to the appearance of the minors of order
larger than or equal to 2, when dealing with the functional (1.1),
one of the key points seems to be the so-called height bound, which
fives a control of the local oscillation of a minimizer u, provided u is
sufficiently flat in the mean. Because of the non parametric character
of our integrals, and especially of the growth m > 1 we are not able
to prove (or disprove) the validity of such an estimate. We evercome
this point by assuming that our integrand is moreover coercive with
respect to IDulr for some r larger than the dimension n

(1.6) F(x,u,M(Du)) ~ IM(Du)im + IDul"

Of course we can and shall assume that r ~ m. Then Sobolev

theorem yields the height bound we need, and following in principle
[3], [10] we are able to prove a partial regularity theorem. More
precisely we shall prove
566 M.Giaquinta, G.Modica, J.Soucek

Theorem 1.1. Let F(M) : Rl --+ R be a convex function such

that

where m > 1 and r > n , and assume that u E Cartm(fl, RN) n

H 1 r(fl, RN) is a local minimum for the functional

:F(u; fl) = L F(M(Du))dx.

nN
If for some X0 E fl, Po E R , one has

(1.8)

(1.9) FE C 2 (A) for some neighbourhood A of M(po)

then u E C 1 " for all 0: E (0, 1) in a neighbourhood of Xo.

A simple consequence of the above theorem is the following

Corollary l.l.Let F(M) be convex and satisfy (1. 7). Assume

also that F is of class C 2 and that

for all M, E Re, for some function .\(M) > 0. Then if u E

Cartm(fl, RN) n H 1 r(fl, RN) is a local minimum for :F in fl, there
is an open set flo C fl such that u E q~~(flo, RN) and meas
(fl - flo) = 0.

Minor variants in the proof will also allow to prove partial Holder
continuity of the first derivatives of minimizers u of integrals in (1.1 ),
assuming moreover Holder continuity of the integrand F with respect
to x and u; but, as this is quite standard by now, compare e.g. [7],
[8], we shall not insist on this point.
 Cartesian currents minimizing variational integrals 567

Finally we notice that our proof works and yields similar results
also when the integrand has different growths mafl > 1 with respect
to each minor Mafl

However, in order to avoid a mess in writing and extra techni-

calities, we shall not carry it out in detail, restricting ourselves to
prove the theorem and corollary stated above.

Some simple estimates. We denote by e1 , ... ,en and

2.
e1 , ... , eN
respectively two basis on R; and lR~. Given a matrix
G, the minors of G are naturally associated to the n-plane graph
of the map x E Rn --> Gx E RN. In fact the n-simple vector in
AnRn+N associated to this plane is given by

where
(2.1) M(G) = L sign aaMf!c;(G)ea 1\ e13.
lal+lf31;n
lf31>o

We shall think of the integrand F in theorem 1.1 as defined on

the hyperplane
(2.2) A+ := { E AnRn+N :< , e1 1\ ... 1\ en >= 0}.
We collect now a few simple estimates on M(G): MnxN--> A+
which will be freely used in the following. Obviously
(2.3) IGI ~ IM(G)I ~ c(IGI + IGin) fi = min(n,N).
Let a E I(p, n), a' E I(k, n) a' ~ a; we denote by a" the comple-
mentarity multiindex to a' in a and by a a' a" the permutation which
reorders (a',a"). Then, for G,H E MnxN we have
(2.4)
Mf3a(G +H)= L sign aa'a" sign a{3'{3"M{3'a'(G)M{3"a"(H).
568 M. Giaquinta, G.Modica, J.Soucek

This yields at once

IM(G +H)- M(H)I ~ c(l + IM(H)I)IM(G)I

(2.5)
IM(G)- M(H)I ~ c(l + IM(H)I)IM(G- H) I
moreover writing (2.4) for G- H and H- H and substracting we
get

(2.6) IM(G- H) I~ c(l + jM(H)i)jM(G)- M(H)j.

In the sequel we need to consider also the "linear part" of M(G),
defined by

L(G) := L sign CTcxM{3a(G)ea 1\ e{3 =

1<>1+1!31=n
1!31=1

n N
= L L( -lt-iG;jei 1\ ej
i=l j=l

and the remainder

R(G) := M(G)- L(G).

Clearly R( G) and L( G) are orthogonal and

IL(G)I= IGI
(2.7) IM(G)I 2 = IL(G)I 2 + IR(GW
IR(G)I ~ IM(G)j.

Moreover, since the components of R(G) are the minors of order 2': 2,
we have

(2.8) IR(G)I ~ c(IGI 2 + IGin).

Finally, using Laplace formula, one easily gets

jR(G)I ~ cjGIIM(G)j
 Cartesian currents minimizing variational integrals 569

and thus
IR(G)I:::; c min(JM(G)I, IM(GW).
In order to simplify our computations, it is also convenient to
introduce the following function

(2.9) t > 0, s > 1.

The following simple properties are easily checked: Is is positive and
convex;
min(t',t 2 ):::; /.(t):::; c min(t',t 2 );
for ,\ > 1, !s(,\t) :::; ,\ /s(t);
8

!s(t + T):::; c[1.(t) + !s(T)] :::; 2q,(t + T);

fort:::; k, there is a positive vonstant c(k) so that

Finally we set

(2.10) d(G) := !m(IM(G)I).

Notice that

(2.11) IR(G)I :::; c d(G)

d(G +H):::; c[d(H) + /m((1 + JM(H)I)JM(G)J):::;

(2.12)
:::; c[d(H) + (1 + IM(H)l"')d(G)]

(2.13) d(G):::; c(k)IGI 2 for IGI:::; k.

3. Preliminary results. Let u E H 1 r(O,RN) and BR(xo)

cc n. We denote by PR = Pzo,R the average of Du on BR(xo)

(3.1) PR := { Du dx
JBR(zo)
570 M. Giaquinta, G.Modica, J.Soucek

and we introduce the "linear excess"

(3.2)

The, we consider the mollified function

u.(x) := f u(y)dy
JB.(z)

and
u.,o(x) := u. * Tfo(x)
where Tf is a standard radial symmetric mollifying kernel. We have,
compare [3]

Proposition 3.1. Let u E H 1 r(n,RN), Xo En,

R < ~ dist(x 0 , 80), a E (0, 1). If

= &(u,BR(xo)) < 1
and we choose
1 1
(3.4) =8=-R"~ with 0 < 'Y < - -2-,
16 n+ a
then

sup !Du.,6- PR! + Ra[Du.,o]o,a, :- ::;; c&{j

B1Rjs(z.)

(3.5)

where f3 is a positive number with f3 and c depending only on n, r, a, 1

and [ ]0 a TR denotes the a Holder seminorm on B.R(xo)
' , 8 8

Let F be the integrang in theorem 1.1. We now define a new

integrand f: MnxN-+ R as

(3.6) f(G) := F(L(G- PR) + M(pR))

 Cartesian currents minimizing variational integrals 571

where L is the "linear part" of M( G) defined in section 2. It is

easily seen that f is convex and of class C 2 in a ball Bcr(Po) provided
PR E Bcr(Po) Moreover we have

where w is a bounded concave and continuous function with w(O) = 0,

and also

(3.8)

Therefore the integrand f is of the type considered in [3] and in

particular we have

Proposition 3.2.Let v := u,, 6 where the mollifying parameters

are determined by (3.4). Then, for allr E (0, !)
there is a(r) such
that if

(3.9)

then

1 B.,.R
rm(IDv- (Dv).,.RI)dx::;

(3.10)

where

(3.11) 'lji(v, ~) := { f(Dv)dx- { f(DH)dx

lsR 12 lsR/2
and H is the solution of the boundary value problem

fP~P~ (PR)DaDf3Hi = 0 zn BR/2

(3.12) {
H=v on oBR/2
572 M. Giaquinta, G.Modica, J.Soucek

As in [3] estimate (3.10) will be the starting point for the proof
of theorem 1.1, which, modulus an iteration argument, will be re-
duced to suitably estimating the left-hand-side of (3.11) from below
and the error term '1/J( v, R/2) from above.

4. Proof of the theorem. Let u E Cartm(n,RN)n

H 1,r(n, RN) be a minimizer of the functional :F in theorem 1.1.
We define for Xo En, R < dist(xo,80)

(4.1)

where dis the function defined in (2.10).

Theorem 1.1 follows by an iteration argument similar to the one
of [3] sec.2 from the decay estimate for the "excess"

contained in the following

Main Proposition. Suppose that the assumptions of theorem

1.1 hold. Then for all T E (0, 1/4) there exists a1 (r) 0 < a1 (r) < 1
such that, if u is a minimizer, BR(Xo) cc n and

then
E(u, BrR(Xo)) + D(u, BrR(xo))
::::; c Tn+ 2 [E(u, BR(xo) + D(u, BR(xo))].
We shall prove that, provided ( u, B R) is sufficiently small, we
have

(4.2) U(u,BrR) + D(u,BrR)::::;

::::;c { !m(IDv-P2rRI)dx+crn+2[E(u,BR)+D(u,BR)]
Jn2.,.R
 Cartesian currents minimizing variational integrals 573

where v = u,, 0 is the function defined in proposition 3.2. This of

course will prove the main proposition taking into account proposi-
tion 3.2. In order to do that we have to establish a few preparatory
facts.
For each p* E Bu(Po) we set M* = M(p*) and we associate to
F the new integrand F defined as

(4.4) F(M) := F(M)- F(M*)- FM(M*)(M- M*).

Clearly F is convex and vanishes together with its derivatives at M*.

Also one easily sees that there are possitive constants f, c depending
on the data and in particular on u and on M* so that
(4.5)
f['Yr(IDu- p*l) + 'Ym(IM- M*I)J :S;

::;; F(M)::;; cbr(IDu- p*l) + 'Ym(IM- M*l)]

and, actually f-l and care increasing with respect to IM* I+

IF(M*)I + IFM(M*)I. Moreover for IM- M*l :S; k we have

(4.6) IFM(M)I :S; c(k)IM- M*l

Let u E Cartm(r!, RN) n H 1 r(r!, lRN), v E C 1 (0, lliN) ;md let

BR c c n; consider the function

(4.7) w(x) = 11(x)u(x) + (l-11(x))v(x)

where 11 E C~(O) with 11 = 0 in 0\BR. Then we claim that

k [F(M(Du))- F(M(Dw))]dx =

(4.8)
=k [F(M(Du))- F(M(Dw))]dx.

This is consequence of the following lemma

574 M. Giaquinta, G.Modica, J.Soucek

Lemma 4.1. Letu E Cartm(O,RN), v E C 1 (0,lli.N) andw be

given by (4. 7). Then w E Cartm(O, lli.N) and

(4.9) { Maf3(Du)dx = { Ma 13 (Dw)dx Va,{J.

lsR JsR
PROOF. If u E C 1 (0,RN), the result is well known. Otherwise,
let uh E C 1 (0,RN) be a sequence weakly converging to u with
jjuk!lcart=(n,JRN) ~ c. Then Wk := "T/Uk + (1 - "'l)v weakly converge
tow and are equibounded in Cartm, that is wE Cartm(O,RN). On
the other hand (4.9) holds for u and w replaced respectively by uk
and wk, so the result follows, as the minors also converge weakly.
The general case is then proved by transfinite induction.

Finally let us recall the following lemmata which are proved in

[3].

Lemma 4.2. Let E, 8 be given positive numbers. Then for any

two numbers 7 1 , 7 2 such that
0 < 71 < 72 < R - ( E + 8)
there is a number 7 E (71, 7 2 ) such that

~ [P(M(Du)<,a)- F(M(Du))]dx ~
BT
(4.10)

Lemma 4.3. Under the same assumptions of lemma 4.2, sup-

pose that p, 71, 72 are given with 0 < p < R/ 4 and R/2 ~ 7 1 <
R - (E + 8). Then there exist p E (p, 2p) and 7 E (7 1 , 7 2 ) such that
{ [P(M(Du)<,a)- P(M(Du))]dx ~
JBT\Bp
(4.11)
~ 2(~ + E + 8 )
72-71 p
r F(M(Du))dx.
lsR
 Cartesian current minimizing variational integral 575

Lemma 4.4. Let u E H 1 ,(BR, JRN) and let E, T, t, k be positive

numbers so that R/2 < t < s < R and T + E + 8 < R. Then there
exists a constant c depending only on s such that

(4.12)

where

We are now ready to prove (4.2). For any T E (0, ~) set

By (3.8) in proposition 3.1 we have

and we choose a2 E (0, ~) so that & < a2 implies

Therefore we have

fFMM(M)- FMM(M*)I ::-; w(fM- M*l)

for all ME B 6 t 2 (M*) and the estimates (4.5), (4.6) hold with con-
stants depending on IPRI + fF(M(pR))f + fFM(M(pR)f that from now
on will not be specified.
576 M. Giaquinta, G.Modica, J. Soucek

1. The main step consist in proving that for any T E (0, i)

{ F(M(Du))dx s
(4.14)
JB-rR
S { F(M(Dv))dx + c ["'~ { F(M(Du))dx
JB2rR JBR
where [ = E(u,BR(xo)) and 'Yo> 0.
Let s,t be so that~< t < s < 7: and let TJ E C~(B.), TJ 1 in =
Bt, IDTJI S .~t. Finally, let w = (1 - TJ)u + TJV. Clearly w = u on
f!\BR thus

{ F(M(Du))dx S { F(M(Dw))dx
JBR JBR
and, as v = u,, 0 is regular, by (4.8) we conclude

f F(M(Du))dx s f F(M(Dw))dx.
JBR JBR

Now we have for any T E (0, ~)

(4.15)
{ F(M(Du))dx s { F(M(Dv))dx + { [F(M(Du),,o)+
}BrR }BrR JB,\BrR

- F(M(Du))]dx + { [P(M(Dv))- F(M(Du),,o)]dx

JB,\BrR

+f F(M(D[(1- TJ)u + TJV]))dx- f F(M(Du))dx.

k.,~ J~,~

l.a. We shall now prove that

{ [P(M(Dv))- F(M(Du),,s)]dx S
JB,\BrR
( 4.16)

s c [f3 { F(M(Du))dx
JBR
 Carte8ian currents minimizing variational integral8 577

provided is sufficiently small. Since P is convex we have

F(M(Dv))- F(M(Du),,o) :::;

(4.17) :::; -FM(M(Dv))[M(Du),,o- M(Dv)J

:::; IFM(M(Dv))!!M(Du),,o- M(Dv)!

as t < ~R by (3.8) IIDvlloo,~R:::; const, so by (4.6)

(4.18) iPM(M(Dv))!:::; !M(Dv)- M(p*)!:::; c!Dv- p*!:::; cf3.

On the other hand, L(Du),,o = L(Dv), thus

(4.19) !M(Du),,o- M(Dv)! = !R(Du),,o- R(Dv)!

and taking into account the relations

Mf3a(Du),,c = L sign G"a'a"sign 11"(3'(3"Ma'(3'(p*)

a 1 <a
f'l'~!'l

M(3a(Dv) = L sign G"a'a"sign 11"(3'(3".

o.l<a
f3'~f'l

we get

(4.20) !R(Du),,o- R(Dv)!:::; c!R(Du- p*).,o- R(Dv- p*)!.

Now, by (2.11) and (4.5)

1BtR
!R(Du- p*),,o!dx:::; 1BtR++
!R(Du- p*)!dx:::;

(4.21)

:::; c f d(Du- p*)dx:::; c f F(M(Du))dx,

}Bn }Bn
578 M.Giaquinta, G.Modica, J.Soucek

since IIDv- p*lloo '81R ~ c !3 < 1, we have

IR(Dv- p*)l ~ cmin(IDv- p*l, IDv- p*l 2 ) ~ c 'Ym(IDv- p*l),

hence

~ r
lsn
d(Du- p*)dx ~c r
lsn
F(M(Du))dx

and (4.16) follows at once from (4.17) ... (4.22), provided c [,f3 < 1.

l.b. We now estimate the fourth term on the right-hand-side of

(4.15). We set

u :=u-p* (x- X0 ) v := v- p* (x- X0 )

and notice that by (4.5)

F(M(Dw)) ~ d(Dw- p*) + 'Yr(IDw- p*l) =

= d(D[(1 -17)u + 17v]) + 'Yr(ID[(1 -17)u + 17v]).

Now, as IIDvlloo,fR ~ IIDv- p*lloo,fR ~ c [,f3 < 1 by (3.8), and
as D17(u- v) has rank 1, we have

d(D[(1 - 11 )u + 17v]) = d((l- 17 )Du + 11Dv + D11 (v- u)) ~

~ c{ d(Dv) + (1 + IM(Dv)l)"'d((l -1])Du + D1J(V- u))}

 Cartesian currents minimizing variational integrals 579

As in (4.22)

r
1 B, \Bt
d(Dv)dx ~c j(Bt \ B,,+6)
F(M(Du))dx ;

since osc B 1. v ~ osc B 1 u, we have

8R gR+f-+6

~ (1 + S-tu)m {
osc
1B,\Bt
F(M(Du));

finally by lemma 4.4

f rm(ID11IIu- vl)dx ~
1 B, \Bt

~ cmax ((-Et )2
,(-Et )m) j(B,\Bt)
S- S- 2,
F(M(Du))dx.

Analogously one easily sees that

f 1 ,.(1Dw - p* l)dx ~
JB,\Bt

~ c[l +max ((-E

s-t
)2, (-E
s-t
r)] j (B,\Bt) 2 ,
F(M(Du))dx,

thus we conclude that

f F(M(Dw))dx ~
1B,\Bt

(4.23) [1
S C +max ((-E-) 2' (-E-) m' (-E-r) +
s-t s-t s-t
580 M.Giaquinta, G.Modica, J.Soucek

On the other hand by Sobolev theorem we have

therefore the previous estimates (4.15), (4.16), (4.23) can be sum-

marized as

{ F(M(Du))dx:::; { F(M(Dv))dx+
JBTR JBTR

+ c [f3 { F(M(Du))dx + { [P(M(Du))<,

hR h,\~R
5)

(4.24)
- F(M(Du))]dx + cj F(M(Du))dx
(B, \B,),,

+ cmax (( REf3 )2, ( REf3 )m, ( R[f3 r, (RE 1 fr) m).

s-t s-t s-t s-t

1 (B, \B,),,
F(M(Du))dx.

for all T < 1/2.

l.c. We shall now see, compare [3], that for a suitable choice
of s,t,T (4.24) implies (4.14). Let 1 = min(/,1/r) and consider the
numbers

5 R -; 2 5 7
Pi := 8 R +i 400 [""'~ Pi E [8 R, 8 R].

By lemma 4.3, if T < 1/4, in each interval (Psj-l,Psj) j

1, ... , k k := integer part of 25(2['YI 2 )-1, there is a number tj and
 Carte8ian current minimizing variational integral 581

consequently Tj R E (r R, 2r R) such that

1 Bt; \BT;R
[F(M(Du)<,o)- F(M(Du))]dx::;

(4.25)

::; c(l + ~ )"il 2

T
r
JBR
F(M(Du))dx.

For each j set

R -/2
s=t+-
] ] 400
E"~

and notice that the sets

are pairwise disjoint and contained in BR. Thus

L 1 F(M(Du)) :=; 1 F(M(Du))dx

k

j=l C; Bn

and there exists at least an integer j 0 E {1, ... , k} such that

(4.26) 1C;
F(M(Du))dx::; _.!_
10
["ifZ r F(M(Du))dx.
}Bn

So writing (4.24) forT= Tj"' s = Sj"' t = tj"' using (4.25),

(4.26) we obtain

1 F(M(Du))dx

1 1
B-rj 0 R

:=; F(M(Dv))dx + cE"~" F(M(Du))dx

BTioR Bn

with 'Yo = min(,B, 'Y /2) which gives (4.16) since P~ 0.

582 M.Giaquinta, G.Modica, J.Soui'.ek

2. We now prove that

2.a.

(4.27) D(u,BTn)+E(u,BTR~C r
}BrR
F(M(Du))d:c

provided is small enough. Using Jensen inequality, compare (5.5)

of [3], we have

(4.28)

Also, by (2.12) we get

and, as

IP* - PTRI ~ iBrR

IDu- Pnld:c + IPR- p* I ~ cr-n/ 2 112 + !3,

we deduce

(4.29) d(Du- PTR) ~ c{d(Du- p*) + d(p*- PTR)}

provided is sufficiently small. On the other hand, using Jensen

inequality

~1 d(Du- p*)d:c,
JB.,.R
 Cartesian currents minimizing variational integrals 583

so (4.29) yields

D(u,ErR):::; f d(Du- PrR)dx:::; f d(Du- p*)dx.

Js.,.n Jn.,.n
This inequality together with (4.28) gives at once (4.27) taking
into account (4.5).

2.b. We have, by definition of p* and (3.8)

r
Jn.,.n
F(M(Dv))dx:::; c{E(v,ErR) + D(v,ErR)}:::;

(4.30)

2.c. Finally, we shall now prove that

(4.31) r F(M(Du))dx:::; c(1 + ~)[E(u,ER) + D(u,ER)].

JBR 7

Since IP* - PRI :::; c t;/3 < 1 we have

d(Du- p*):::; c{'yn(IPR- p*l) + d(Du- Po)}

and by Jensen inequality

lrn(IPR- p*l) = lm( J (PR- Dv)dx) :::;

JB.,.R
: :; JB.,-R
r lm(IDu- PRI.,.s)dx

:::; -
1
1
E
R
I Tn1 1 B~R++o
1
R
1
lm(ID1t- Pol)dx:::; -IEI Tn D(u,ER)

hence, integrating over E R we get

f d(Du- p*)dx:::; c(1 + 1n)D(u,ER)

JBR 7
584 M. Giaquinta, G.Modica, J.Soucek

Analogously

{ lr(iDu- p*l)dx :S c(1 + 1n)E(u,BR)

JBR 7

and this, together with (4.5) proves (4.31). So (4.14) together with
(4.27), (4.30) and (4.31) gives ( 4.2) provided ( u, BR) is sufficiently
small.
We shall now prove ( 4.3). We have

7/;(v, ~) = f [f(Dv)- f(DH)] =

JBR/2

= f [F(M(Dv))- F(M(DH))]+
JBR/2
(4.32)

+f [f(Dv)- F(M(Dv))]dx
JBR/2

+f [f(DH)- F(M(DH))].
JBR/2

Using Taylor expansion we get

f(Dv)- F(M(Dv)) :S c w(IDv- PRI)!Dv- PRi 2 + +ciDv- PRi 3

so
f [f(Dv)- F(M(Dv))]dx::;
JBR/2

:S c[w((u,BR)) + (u,BR)]E(u,BR)
Similarly, since H is a solution of (3.12)

f [f(DH)- F(M(DH))]dx ::;

JBR/2
 Cartesian currents minimizing variational integrals 585

and the first term on the right of (4.32) remains to be estimated. Let
s,t be such that R/2 < t < s < R. Set

Ill BR/2

We have

f [F(M(Dv)- F(M(DH))]dx =
JBR/>
={ [F(M(Dv))- F(M(DH))]
JB,

= { [F(M(Dv))- F(M(Du)., 8 )]dx +

JB,

+f [F(M(Du),, 8 ) - F(M(Du))]dx
JB,

+f [F(M(Du))- F(M(DH))]dx.
JB,
Now, as in step la (4.16)

1B,
[F(M(Dv))- F(M(Du),,o)] ~ c !3 1 B,
F(M(Du))dx;

using the minimality of u, we obtain

L. [F(M(Du))- F(M(DH))]

~ f [P(M(D(ii + 17(u- v)))- F(M(DH))]dx

JB,
~ f F(M(D[v + 17(u- v))]dx,
j B, \bt
586 M.Giaquinta, G.Modica, J.Soui'.ek

hence, proceeding as in step 1b, we get for osc u + f. <s- t

{ [F(M(Du))- F(M(DH))]dx = c { F(M(Du))dx.

~-\~ ~-\~
Summarizing, we conclude with the following estimate

1/J(v,R/2) :5 c !3 { F(M(Du))dx+
JBR
+c { [F(M(Du).,8)- F(M(Du))]dx
lB.

+ cj F(M(Du))dx ,
(B. \B,)..

Now, arguing exactly as in step 1c and using Lemma 4.2 instead of

4.3, one easily concludes the proof of (4.3).

References

[1] W .K.Allard, On the first variation of a varifold, Ann. of Math,

95 (1972), 417-491.
[2] F.J.Almgren Jr.,Existence and regularity almost everywhere of
solutions to elliptic variational problems among surfaces of vary-
ing topological type and singularity structure, Ann. of Math. 87
(1968), 321-391.
[3] G.Anzellotti, M.Giaquinta, Convex functionals and partial reg-
ularity, Arch. Rat. Mech. Anal., to appear.
[4] E.Bombieri, Regularity theory for almost minimal currents,
Arch. Rat. Mech. Anal. 78 (1982), 99-130.
[5] E.De Giorgi, Frontiere orientate di misura minima, Sem. Mat.
Sc. Norm. Sup. Pisa, 1961.
 Cartesian currents minimizing variational integrals 587

[6] H.Federer, Geometric measure theory, Springer Verlag, Berlin

1969.
[7] M.Giaquinta, Multiple integrals in the calculus of variations and
nonlinear elliptic systems, Annals of Math. Studies n.105,
Princeton University Press, Princeton 1983.
[8] M.Giaquinta, Quasiconvexity, growth conditions and partial reg-
ularity, Preprint 1987.
[9] M.Giaquinta, G.Modica, J.Soucek, Weak diffeomorphisms and
nonlinear elasticity, Arch. Rat. Mech. Anal. 106 (1989), 97-
159. Erratum, to appear on Arch. Rat. Mech. Anal.
[10] R.Schoen, L.Simon, A new proof of the regularity theorem for
rectifiable currents which minimize parametric elliptic function-
als, Indiana Univ. Math.J. 31(1982), 415-434.

M.G. & G.M.

Istituto di Matematica Applicata
Universit8 di Firenze
Via S.Marta,3
150139 FIRENZE

J.S.
Cekoslovenska Akademie Ved Mathematicky Ustav
Zitna ul.25
PRAHA 1
THEOREME DES MINIMAX LOCAUX ET FONCTIONS
TOPOLOGIQUEMENT FERMEES

GABRIELE H. GRECO

Dedie aEnnio de Giorgi pour son soixantieme anniversaire

Depuis l'article [10] de E.De Giorgi et T.Franzoni, les r-limites

sont devenues un outil tres important tout en calcul des variations
que dans d'autres domaines mathematiques, grace, notamment, au:x
proprietes de compacite et de stabilite des points et valeurs de min-
imum dont dispose la r -convergence (i.e. la convergence definie par
les r-limites).
n en est de meme en theorie des jeu:x ou les points et valeurs
de selle disposent de proprietes analogues par rapport a une nou-
velle r-convergence, introduite par E.Cavazzuti [4], et par rapport
a une autre r -convergence (plus faible et plus symetrique que celle
de Cavazzuti), introduite par H.Attouch et R.Wets [3]. Ces deux
r- convergences ont en commun !'inconvenient de ne pas etre, en
general, topologiques; de plus la convergence d'Attouch et Wets n'a
pas la propriete d 'unicite de la limite.
Pour pallier a ces inconvenients, nous introduisons dans la sec-
tion 4 une convergence moins fine que les deux precedentes, mais
qui est topologique. La topologie associee, baptisee "saddle topol-
ogy", est compacte et dispose de proprietes de stabilite des points
590 G. Greco

et valeurs de selle, mais elle n'a pas la propriete d'unicite de la lim-

ite. Ce defaut d'unicite pour la "saddle topology" pose le probleme
suivant:
" La connaissance d 'une fonction limite d 'une suite de fonctions
assure-t-elle Ia connaissance
de toutes les fonctions limites de la suite?"

L'introduction de la notion nouvelle de fonction topologiquement

fermee permettra de donner une reponse au probleme d'unicite (voir
la deuxieme partie de la section 4). Dans le cas, particulierement
important, de fonctions topologiquement fermees et quasi concavo-
convexes, "cette response" assurera la metrisablite de la "saddle
topology" et, ipso facto, celle des r-convergences de Cavazzuti et
d' Attouch, Wets. On rappelle que la classe des fonctions topologique-
ment fermees indue strictement celle des fonctions semi- contin-
ues inferieurement dans la variable de minimisation et semi- con-
tinues superieurement dans la variable de maximisation; on mesure
!'importance de cette classe au fait qu'elle assure un theoreme de
minmax [17], dont on trouvera des versions locales dans la section
3. Une partie des resultats contenus dans ce travail a fait l'object de
conferences, tenues par l'auteur ces trois dernieres annees. A la suite
de ces conferences, certains collegues, apres avoir accorde leur confi-
ance aux theoremes presentes, souvent sans demonstrations, les ont
employes ou cites ou parfois meme ameliores (Cavazzuti [7], Franzoni
[12], Guillerme [18]).

!.Definitions et rappels. Dans cet article on emploiera sour-

tout des fonctions a deux variables a valeurs dans la droite achevee
it Si f : X x Y - t R est une fonction donnee, la premiere variable
sera toujours celle correspondant aux operations de maximisation
et la seconde aux operations de minimisation. Comme habituelle-
ment, on assode a la variable de minimisation des conditions de
semi-continuite inferieure, d'inf-compacite , de quasi convexite , ... ;
et a la variable de maximisation les conditions (duales) de semi-
continuite superieure, sup-compacite , quasi-convexite...

Espaces topologiques (Notations). Soient X et Y deux es-

paces topologiques. Aux points x E X et y E Y correspondent leurs
 Theoreme des minimax locauz 591

systemes de voisinages notes, respectivement, par .N(x) et .N(y).

Si A etB sont des sons-ensembles, respectivement, de Y et X, on
designe parKA, KB (resp. OA,OB) les familles des compacts (resp.
ouverts) indus, respectivement, dans A et dans B. Dans la suite
on considerera les espaces topologiques dont tous les sous-espaces
compacts sont reguliers (en bref: a compacts reguliers).

Semi-continuite des fonctions et r-transformations (defi-

nitions et rappels). On dit qu'une fonction f: X x Y--+ Rest semi-
continue injerieurement (en bref: s.c.i.), si pour tout (x,y) EX x Y

f(x, y) = liminf f(x, y').

y'-+y

Dualement on dit que f est semi-continue superieurement (en bref:

s.c.s.), si pour tout (x,y) EX x Y:

f(x,y) =lim sup f(x',y).

z'-+21

On dit que f est s.c.s.js.c.i., si f est aussi bien s.c.s. que s.c.i. Les
quatre r-transformations suivantes:

sont les applications de JlXxY dans JlXxY definies par les egalites
suivantes:

(r(X+)f)(x,y) := limsupf(x',y)
z'-+~

(r(Y-)f)(x,y) := liminf f(x,y')

y'-+y

(r(Y- ,x+)f)(x,y) := inf liminf sup f(x',y')

UEJ/(.,) y'-+y "'EU

(r(x+,Y-)f)(x,y) := sup limsup inf f(x',y')

VEN(y) .,, ..... ., y'EV

pour tout (x,y) EX X Y. Les fonctions r(Y-)f et r(x+)J seront

appelees, respectivement, regularisee semi-continue injerieure et su-
perieure de f. On rappelle que les deux autre fonctions r(Y- ,x+)f
et r(x+, y-)f sont, respectivement, s.c.s. et s.c.i. Cette semi-
continuite et aussi bien la semi-continuite d'autres r-transformations
592 G. Greco

introduites dans les paragraphes suivants, peuvent etre facilement

demontree, grace ala propriete suivante (ou a sa duale) [11]: "pour
toute fonction d'ensemble 'Y : P(Y) --+ R croissante la fonction g de
Y dans R, definie pour tout y par g(y) := sup{-r(V) : V E N(y)}
est semi-continue inferieurement".

Points de selle et valeurs de selle (definitions et rappels).

Pour une fonction f : X x Y --+ R quelconque on a l'inegalite suiv-
ante:
sup inf f : : ; inf sup/;
X y y X

lorsque l'inegalite inverse est egalement satisfaite, on dit que f a

valeur de selle; dans ce cas, la valeur commune aux deux parties
de l'inegalite, note par sv(f), est appelee valeur de selle de f. Un
point (xo,Yo) de X X Y est dit point de selle de j, si pour tout
(x, y) E X x Y on a:

Si f a un point de selle (xo,Yo), alors f a aussi valeur de selle

et sv(f) = f(x 0 ,y0 ). ll est bien connu que si f a valeur de selle
(resp. un point (xo,Yo), comme point de selle), alors les fonctions
r(x+)j, r(Y-)1, r(x+, y-)f et r(Y- ,x+)j ont meme valeur de
selle que f (resp. le point (xo,Yo), comme point de selle).

lnf-compacite et inf-compacite locale (de fonctions et de

suites; definitions). On dit qu'une fonction f :X x Y --+Rest inf-
compacte (resp. sup-compacte) au point (xo,Yo) EX X Y, si pour
tout a E Ron a que !'ensemble {f(x 0 ,)::::; a} (resp. {!(-,yo) 2: a})
est contenu dans un compact ferme deY (resp. de X). Si une fonc-
tion est aussi bien inf-compacte que sup-compacte, on dit que f est
inf/sup-compacte. Si dans cette definition on remplace "contenu dans
un compact ferme" par "contenu dans un localement compact ferme"
on obtient les definitions de fonctions inf-localement compactes, sup-
localement compactes et inf/sup localement compactes en un point.
La notion d'inf-compacite locale pour une fonction d'une variable a
ete introduite et etudiee par J.L.Joly [19] (voir aussi [20]); parmi ces
fonctions un role privilegie est joue par celles qui sont convexes pro-
pres et qui ne contiennent aucune droite dans leur epigraphe (dites:
 Theoreme des minimaz locatl2l 593

"saillantes" dans [21]); ces fonctions ont ete redecouvertes, dans le

cadre des problemes de Dirchlet, sous une forme equivalente dans [1]
ou elles sont appelees "demi-coercives".
Enfin on dit qu'une suite (generalisee ou non) {/;}; des fonctions
de X x Y dans R est inf-compacte (resp. sup-compacte) au point
(x 0 ,y0 ), si pour tout a E R il existe un j 0 tel que les ensembles
{/;(:co,)::::; a} (resp. {/;(-.Yo) ~a}) sont tous contenus dans un
meme compact ferme de Y (resp. de X), lorsque j parcourt les
indices plus grands que j 0 On a aussi des definitions analogues pour
la compacite locale d'une suite.

Quasi concavite et quasi convexite (de fonctions et multi-

applications; definitions et rappels). Soient X et Y deux ensembles
convexes d'espaces vectoriels topologiques. On dit qu'une fonction
f : X x Y ---+ R est quasi concavo-convexe, si pour tout a E R et pour
tout (xo,Yo) EX X Yon a que {!(:co,) ::::; a} et {!(-.yo) ~a}) sont
convexes. Une multiapplication n de X dans Y est dite concavo-
convexe, si pour tout x E X !'ensemble Ox est convexe et pour tout
couple XI, X2 on a que Ox' c nxl u nx2, lorsque X 1 appartient au
segment qui a les point x 1 et x 2 comme extremes. Une propriete de
ces multiapplications, utile dans la demonstration du theoreme des
minimax locaux est la propriete de la selection constante [17]: " si n
est a valeurs fermees dans Yet s'il existe un recouvrement fini et on-
vert Bl! B2, ... , Bn de X' tel que n{nx :X E B,} i- 0 pour 1 ::::; i::::; n,
alors les valeurs de n ont un point commun". Enfin on rappelle que
la fonction indicatrice 1/Ja d'un sons-ensemble G de X X Y est, par
definition, egale a -oo dans les points appartenants a G, autrement
elle est egale a +oo; !'ensemble G est alors dit concavo-convexe, si sa
fonction indicatrice 1/Ja est quasi concavo-convexe. Dans le cas ou G
est le graphe d'une multiapplication n, on peut observer que n est
concavo-convexe, si et seulement si G est concavo-convexe.

Semigroupe engendre par les f-transformations. Le semi-

groupe engendre par les quatre f-transformations (1.1) a ete etudie
dans [12]; il contient ces autres r-transformations:
594 G. Greco

Figure 1

Les premieres quatre de celles-ci sont idempotentes. Le dia-

gramme d'ordre entre eux est le suivant:
Toutes les elements de ce semigroupe transforment les fonctions
quasi concavo-convexes, en fonctions quasi concavo-convexes; fonc-
tions inf-compactes en un point en fonctions inf-compactes dans le
meme point. Et les autres proprietes (sup-compacite, inf-compacite
locale et sup-compacite locale) sont aussi invariantes. Il est remar-
quable que, sauf r(x+) et r(Y-), toutes les elements du semigroupe
sont des "transformations sellantes" [17]; c'est-a-dire: elles transfor-
ment les fonctions quasi concavo-convexes en fonctions qui ont valeur
de selle.
Enfin on rappelle que le semigroupe en question est generale-
ment infini [12]; mais, sous des hypotheses de compacite , dans le
cadre des fonctions quasi concavo-convexes le semigroupe est fini,
parce qu'on ales egalites suivantes [17]:
r 2 (x+, y-) = r(Y-)r(x+)r(Y-)
r 2 (Y- ,x+) = r(x+)r(Y-)r(x+).

Principe d'extension des limito'ides (rappels). Soient A

et B deux ensembles quelconques. Une limitoi'de [13], [14] est une
 Theoreme des minimax locaux 595

application T de JlA dans JlB verifiant les deux proprietes suivantes:

(L.l) h S g => T(h) S T(g)

(L.2) T(cpo h)= cpo T(h),

pour tout con ple h, g E R A et pour toute fonction croissante et

continue cp de R dans R.
La composition de deux limitoides est aussi nne limitoide. Les r-
transformations precedentes sont des examples de limitoides. Meme
les applications qui a toute fonction 1 a deux variables associent
le nombre "inf sup/" (on "sup inf /") sont des limitoides. D'autres
limitoides peuvent etre obtenues par composition de celles-ci.
Soit H nne famille de sons-ensembles de A. On dit qu 'nne fonc-
tion h : A -> R est tLualement H-mesurable [15], si pour tout cou-
ple a, b E R tel que a < b il existe un ensemble H E H tel que
{h S a} C H C {h < b}. Alors on ale principe d'extension des
limotoi'des [15]:
"Si T1 et T2 sont deux limitoides et si pour tout H E H on a
Tl('tfJH) = T2('1/JH), alors T1(h) = T2(h)
pour toute fonction h dualement H-mesurable".
Ce principe permet aussi d'avoir un analogue pour les inegalites; en
effet on en deduit que:
"Si T1 et T2 sont deux limitoides et si pour tout H E H on a
T1('1/JH) S T2('1/JH), alors T1(h) S T2(h)
pour toute fonction I dualement H-mesurable".
On pent observer que les fonctions quasi concavo-convexes sont
les fonctions dualement mesurables par rapport a la famille de tous
les ensembles concavo-convexes. Similairement on pent dire que
les fonctions inf-compactes, sup-compactes, inf/sup-compactes on
a la fois inf-compact et quasi concavo-convexes... sont dualement
mesurables par rapport a la famille des ensembles, dont les fonc-
tions indicatrices ont les memes proprietes. Dans tons ces cas on
pent appliquer le principe d'extension des limitoides pour reduire les
demonstrations qu'on rencontrera, a des simples verifications ensem-
blistes.

Remarque (Treillis camp lets et completement distributils ). La

droite achevee R est un treillis complet et completement distributif.
596 G. Greco

Cette propriete de R est la propriete clef qui fait marcher toutes le

demonstrations de cet article. En effect, mutatis mutandis, tout ce
qui suit est vrai aussi pour les fonctions a valeurs dans un treillis
complet et compietement distributif, puisque le principe d'extension
des limitoides vaut aussi dans le cadre de ces treillis [15].

2. Formules de reduction. Dans les demonstrations qui

suivent on a besoin plusieurs fois de quelques formules que nous
resumons lCl. Ces formules sont appeiees formules de reduction
parce qu'elles permettent de reduir la quantite des extremisations
qu'on trouvera dans les calculs qui suivront. D'apres le principe
d'extension des limitoides, il suffit de les verifier pour les fonctions
indicatrices pour s'assurer de leur validite dans le cas general. Les
demonstrations pour les fonctions indicatrices, que nous laisserons au
lecteur, ont les avantages d'etre tres simples, de relever immediatem-
ent les propietes topologiques necessaires et de deduire qu'elles sont
valables aussi dans le cas de fonctions a valeurs dans les treillis com-
plets completement distributifs.

1"e Formule de reduction. Soit Y un espace topologique et soit

Ky la famille de tous ses sons-ensembles compacts. Donnee une suite
generalises {hi} i inf-compacte de fonctions de Y dans R, alors

(2.1) inf lim inf inf hi

KEKy K
= lim inf inf
Y
hi.

2me Formule de reduction. Soit Y un espace topologique a com-

pacts reguliers. Donnee une suite generalisee {hi} i de fonctions de
Y dans R, si W est un ouvert de Y, alors

(2.2) inf sup inf lim inf inf hi = inf lim inf inf hi>
yEW VEN(y) KEKv K KEKw K

ou N'(y) est le systeme des voisinages de y et Kv est l'ensemble de

tous les compacts contenus dans V. D'apres cette formule on ala
propriete suivante [8]: pour tout compact Ko deY

(2.2') inf sup inf lim inf inf hi ~ lim inf inf hi.
yEKo VEN(y) KEKv K Ko
 Theoreme des minimax locauz 597

La propriete topologique, sousjacent a (2.2'), est la suivante: "tout

recouvrement ouvert d'un compact quelconque admet un recouvre-
ment fini plus fin, constitue par des compacts." Un example d'espace
topologique ne verifiant pas cette propriete est donne par la compact-
ification d'Alexandroff de la droite rationnelle [22].

3me Formule de reduction. Soient X et Y deux espaces topologi-

ques. Soit Ui }J nne suite generalisee de fonction de X x Y dans R.
Alors pour tout point x de X et A contenu en Y on a:

(2.3) inf inf lim sup inf sup fJ =

BEN(z) KEK.A K B

sup inf inf lim inf inf sup{ fJ,, h.

{f;hh BEN("') KEK.A K B
ou.s~suite de {/j }j

En outre si {/n}nEN est une suite usuelle, X un espace metrique,

alors pour tout x de X on a:

(2.3') inf limsupinfsupfn =

BEN(z) n->oo A B

sup inf liminfinfsup{fnJk,

{nhhCN BEN("') k->oo A B
n~a-+oo

et aussi la formule obtenue de (2.3') en remplacement infAsupB fn

par supBinfAfn

4me Formule de reduction. Soient X et Y deux espaces topologi-

ques. Soit UJ }i une suite generalisee de fonctions de X x Y dans
R. Si cette suite est inf/sup-localement compacte au point (xo,Yo)
de X x Y, alors on a l'inegalite suivante:

(2.4) sup inf inf limsupsupinf fJ::;

AEN(yo) BEN(zo) KEK.A B K

::; sup inf sup limsupinfsupf;,

AEN(llo) BEN("'o) CEK.B A C

et aussi l'inegalite obtenue de (2.4) en remplacement "limsup" par

"liminf".
598 G. Greco

5me Formule de reduction. Soit Y un espace topologique.

Donnee une suite generalisee {hi }j de fonctions de Y dans R, si K
est un compact de Y, alors

(2.5) inf sup liminfinf hi= inf liminfinf hi

yEK VEN(y) V VEN(K) V

ou N(K) est la famille des voisinages de K dans Y. Cette formule,

apparue dans une premiere version de [14], a ete redecouvert par [9].
D'apres (2.5) on ala bien connue et tres utile inegalite [10]:

(2.5') inf sup liminfinf hi ::; liminfinf hi.

yEK VEN(y) V K

3. Fonctions topologiquement fermees et theoremes des

minimax locaux. En analogie aux fonctions fermees de Rockafel-
lar [24], obtenues par des convexifications, les fonctions qu'on va
definir sont appelees topologiquement fermees, parce qu'elles sont
obtenues par le seul outil topologique et elles jouent un role simi-
laire a celles de Rockafellar. Les fonctions topologiquement fermees
sont bien indiquees pour l'etude locale des fonctions; par contre le
fonctions fermees de Rockafellar ont un caractere tout global. Une
comparaison entre ces deux notions, qui sont independantes et qui
n'ont rien a voir avec les fonctions fermees, notamment etudiees dans
les livres de topologie generale, se trouve dans Cavazzuti [7].
Ce n'est pas difficil de rencontrer des fonctions topologiquement
fermees. Par exemple si on considere une fonctions f : X -+ R semi-
continue superieurement dans X, alors la fonction marginale "inf f"
est egale a "infr(Y-)/", ou cetter derniere fonction r(Y-)f est,
comme on verra, topologiquement fermee.
Meme dans les cas ou l'on veut avoir des informations supple-
mentaires sur la quantite "sup inf f" (lorsqu'on sait que f est semi-
continue inferieurement et quasi concavo-convexe) il peut etre tres
utile de savoir que "supinf f = inf sup r(Y-)f", grace a un theoreme
de minimax qui vaut pour les fonctions topologiquement fermees et
quasi concavo-convexes.
Soient X et Y deux espaces topologiques quelconques. On dira
alors qu'une fonction f :X x Y -+ Rest topologiquement fermee ( ou
 Theoreme des minimaz locauz 599

r-jermee) si:

(3.1) liminflimsupf(x ,y):::; f(xo,Yo):::; limsupliminfj( x,y),

pour tout point ( X 0 , Yo) E X X Y; en symboles:

ou, equivalentement:

L'ensemble de toutes les fonctions topologiquement fermees est note

par le symbole C(X, Y).
On pent donner des caracterisations de ces fonctions pour tons
les gouts. La plus simple est la suivante:

(3.2) infj=infr(X+ )j et supf=supr(Y -)j,

v v u u

pour tout couple U, V d'ouverts, respectivement, de X et de Y.

De (3.2) on deduit qu'une fonction f topologiquement fermee a les
memes points de selle que r(Y-)f et qx+)j.
Par la methode des epigraphes et des niveaux [16], on a d'autres
caracterisations; en effet la (3.1) est equivalente a chacune des quatre
proprietes suivantes:

(3.5) Va E R intxcly{f :::; a} C {! :::; a}

et
{!<a} Cclyintx{f:::; a},

(3.6) Va E R intxcly{f <a} C {!:::;a}

et
{! < a} Cclyintx{f < a},
 600 G.Greco

ou ~ est la topologie discrete sur Y, v est la topologie usuelle de

R et "Li" designe la limite inferieure de Kuratowski. En outre par
la methode des hypographes et des niveaux on peut obtenir les for-
mules duales; c'est-a-dire: on les obtient en remplacement dans la
description des quatre proprietes precedentes les symboles suivants
"epi, f(x, ), f(x 0 , ), x ---> X 0 , X, Y, ~' <", respectivement, par
"hypo, f(,y), f(-,y 0 ), y---> Yo, Y, X, 2:, >".
Afin de reconnaitre, de construire, et de chercher des fonctions
topologiquement fermees, les proprietes suivantes sont tres utiles:

(3.7) pour tout J, les fonctions r(Y-)r(x+)j, r(x+)r(Y-)f,

r(X+)r(Y-)r(X+)j et r(Y-)r(X+)r(Y-)f sont topologi-
quement fermees;
(3.8) si fest s.c.i. (resp. s.c.s.), alors r(x+)j (resp. r(Y-)f) sont
topologiquement fermees;
(3.9) si f et g sont des fonctions, respectivements, s.c.i. et s.c.s.
telles que f ~ g, alors il existe des fonctions topologiquement
fermees comprises entre f et g.
Toutes les fonctions s.c.s./s.c.i. sont evidentement topologique-
ment fermees; mais malheureusement la reciproque n'est pas du tout
vraie. La liaison entre les fonctions s.c.s.js.c.i. et les fonctions
topologiquement fermees est eclaircie dans la proposition suivante,
qui permettra d'avoir dans son corollaire une autre caracterisation
des fonctions topolgiquement fermees dans le cadre des fonctions
quasi concavo-convexes.

Proposition 3.1 (Voir [17]). Soient X et Y deux sous-ensem-

bles convexes d'espaces vectoriels localement convexes.
Une fonction f : X x Y ---> R quasi concavo-convexe et inf-localement
compacte en tout point, qui verifie Ia propriete suivante:

(3.10) f est s.c.i et inf f est s.c.s. ,

v

pour tout ouvert V de Y, est topologiquement fermee. La reciproque

est vraie sans aucune hypothese sur f.

Corollaire 3.2. Soient X et Y deux sous-ensembles convexes

d 'espaces vectoriels localement convexes.
 Theoreme des minimax locauz 601

Une fonction f : X x Y -> R quasi convaco-convexe et inf/sup-lo-

calement compacte en tout point, est topologiquement fermee si sont
verifiees les proprietis suivantes:

(3.11)

(3.12) sup f est s.c.i. et inf f est s.c.s.,

u v

pour tout ouvert V de Y et pour tout ouvert U de X. La reciproque

est vraie sans aucune hypothese sur f.

DEMONSTRATION. La (3.12) implique que les fonctions r(Y-)f

et r(X+)J verifient (3.10).
Puisque f est par hipothese quasi concavo-convexe et infjsup-
localement compacte, les fonctions r(Y-)/ et r(x+)j sont aussi
quasi concavo-convexes et inf/sup-localeme nt compactes. D'apres la
proposition 3.1 on a done que les fonctions en question sont toutes les
deux topologiquement fermees. Vue la definition (3.1'), ceci implique
que

(3.13) r(Y-)r(x+)r(Y -)f = r(Y-)f

et
r(x+)r(Y-)r(x +)t = r(x+)J.

D'autre part la (3.11) nous donne les egalites suivantes:

(3.14) r(Y-)r(x+)r(Y -)f = r(Y-)r(x+)f

et
r(x+)r(Y-)r(x +)t = r(x+)r(Y-)f.

De (3.13) et (3.14) on deduit que r(Y-)r(X+)j = r(Y-)f et

r(X+)r(Y-)f = r(X+)j. La fonction fest done topologiquement
fermee. La reciproque derive directement de la definition de fonction
topologiquement fermee et de la propriete(3.2).

Les fonctions topologiquement fermees jouent un role remar-

quable, grace au theoreme de minimax suivant.
602 G. Greco

Theoreme de Minimax (Voir [17]). Soient X et Y deux sous-

ensembles convexes d'espaces vectoriels. Soit f : X x Y -> R une
fonction quasi concavo-convexe et topologiquement fermee. Si f est
au bien inf-compacte ou bien sup-compacte en quelques points, alors
f a valeur de selle. Si, en outre, f est inf/sup-compacte en quelques
points, alors f a des points de selle.
ll y a aussi une version locale de ce theoreme qui sera employee
dans les sections 4 et 5.

Lemme 3.3. Soit Y un sous-ensemble convexe d'un espace vec-

toriel topologique et X un sous-ensemble convexe d'un espace vecto-
riel topologique localement convexe.
Pour toute fonction f : X X Y -> R quasi concavo-convexe on a:

(3.15) infsupr(X+)r(Y-)f = supinfr(X+)r(Y-)f

v c c v
lorsque V est un sous-ensemble convexe quelconque de Y etC est un
compact convexe de X.

DEMONSTRATION. Les transformations "in sup r(X+)r(Y-)''

et "sup infr(x+)r(Y-)'' sont toutes les deux des limitoi'des.
En vertu du principe d'extension des limitoldes il suffit done de
verifier (3.15) dans le cas ou f est une fonction indicatrice. 11 suffit
alors de prouver !'implication suivante:

(3.15') supinfr(X+)r(Y-)1/Ic = -oo

c v
.lJ.
infsupf(X+)r(Y-)1/Ia = -oo,
v c
pout tout G C X x Y concavo-convexe. Supposons que la premiere
partie de !'implication (3.15') soit vraie. Pour tout x E C il existe
alors un voisinage ouvert B., de x tel que

(3.16)

De la compacite deC on deduit qu'il existe un nombre fini de points

c
Xl' ... , Xn tels que soit contenu dans la reunion des Bl' ... ,En as-
socies a ces points. On peut done choisir un sous-ensemble U de X
 Theoreme des minimaz locaux 603

qui soit ouvert, convexe et tel que U{ B; : 1 :<::; i :<::; n} :J U :J C. La

(3.16) implique alors que la multiapplication 0 de U dans V, definie
pour tout x E U de la fa<;on suivante:

(3.17) Ox:= VnGx,

est a valeurs fermees et que le recouvrement fini {UnB;h<i<n de U

est tel que n{nx: X E UnB;} =I= 0 pour tout i. D'apres la-p~opriete
de la selection constante (voir section 1), on deduit done que

(3.18) infsupr(x+)r(Y-)7,& 0 = -oo.

v u
Maison a

la demonstration de (3.15') a done aboutie.

Theoreme des Minimax locaux. Soient X et Y deux sous-

ensembles con vexes d 'espaces vectoriels localement con vexes. Soil
f : X X Y --+ ii une fonction quasi concavo-convexe topologiquement
fermee. Alors

(3.19) inf sup f = sup inf j,

A B B A

si A et B sont deux sous-ensembles convexes, respectivement, de Y

et de X tels que l'un est compact et l'autre ouvert.

DEMONSTRATION. Supposons que A soit ouvert et B compact.

On observe alors que

(3.19') inf sup f:::; inf sup r(x+)j = inf sup r(X+)r(Y-)f
A B A B A B

:::; supinfr(X+)r(Y-)f = supinfr(X+)J = supinf /,

B A B A B A

ou les deux premieres egalites sont une consequence de 1' egalite

r(X+)r(Y-)f = r(X+)J, qui est vraie pour les fonctions topologi-
quement fermees; la derniere egalite est due a (3.2 ), puisque A est
604 G. Greco

ouvert; la premiere inegalite est evidente, parce que f ::; r(x+)j;

enfin l'autre inegalite est deduite du lemme 3.3. De (3.19') on deduit
done (3.19). On raisonne dualement dans le cas ou A est compact et
B ouvert.

Remarque 3.A (Fonctions equivalentes et couples stables).

Dans le but d'etudier les fonctions qui ont les memes points de selle,
Franzoni, Francaviglia [12] et Cavazzuti [7] ont donne une relation
d't)quivalence sur les fonctions; la signification "topologique" de cette
notion jouera un role important dans l'etude de la "saddle topology"
(voir 4).
lls disent que deux fonctions f et g sont equivalentes, si elles ont
les memes regularisations inferieures et superieures; autrement dit,
si r(Y-)f = r(Y-)g et r(X+)j = r(X+)g.
Cette notion est !'analogue topologique de la relation d'equiva-
lence introduite par Rockafellar [24] au moyen de convexifications.
Afin de comprendre les liaisons entre ce travail et d'autres,
on rappelle qu'a cote de cette definition d' equivalence, Franzoni,
Francaviglia et Cavazzuti introduisent la notion de couple stable; en
disant qu'un couple (!,g) de fonctions est stable si j = r(Y-)g
et g = r(x+)j; en termes de relation d'equivalence, ceci signi-
fie que l'intervalle de fonctions [J, g] est une classe d'equivalence.
L'intervalle [f,g] associe a uncouple stable (!,g) est done compose
par des fonctions topologiquement fermees equivalentes; et recipro-
quement, pour toute fonction f topologiquement fermee le couple
(r(Y-)j,r(X+)j) est stable. Enfin on observe que dans les dernier-
es travaux de Cavazzuti (voir, par exemple [7]) on rencontre souvent
deux fonctions j, g telles que:

(3.20) j s.c.i. , g s.c.s. , f ::; g et r(Y-)g::; r(X+)j.

Cette propriete (3.20) equivaut a dire que C(X, Y) n [!, g] est une
classe d'equivalence, mais, chose plus importante, la (3.20) entraine
que f et g ont memes valeurs de selle, s'ils existent. Evidemment
(3.20) est satisfaite si (!,g) est uncouple stable.

4. Saddle Topology. Soient X et Y deux espaces topologiques

quelconques. Soit Kx (resp. Ky) la famille des tous les compacts,
 Thioreme de1 minimaz loca'll.Z 605

non necessairement separes, de X (resp. Y) et soit Ox (resp. Oy)

la famille de tout les ouverts de X (resp. Y). La saddle topology est
la moins fine topologie sur RxxY qui a, pour ouverts, les ensembles
suivants:
{IE R.XxY: infsup/ > e} et {/ E jiXxY: supinfj < e}
K U C V
ou e est un nombrereelfini, K E JCy,C E Kx, V E Oy, U E Ox. Par
rapport a cette topologie on peut dire qu'une suite generalisee {/;};
converge vers f si et seulement si pour chaque couple de compacts
(K, C) E Kx xK,y et pour chaque couple d'ouverts (U, V) E Ox xOy
on a:
(4.1) infsupf ~ liminfinfsupf;
K U K U

(4.2) supinf/ ~ limsupsupinf /;

c v c v
L'ensemble de toutes les fonctions vers lesquelles {/; }; converge est
appele limite (note: Lim f;). Si l'un des espaces topologiques X,Y
n'est pas discret, la saddle topology n'est ni separee ni reguliere
(reguliere, pour nous, signifie que tout point a une base de voisinages
fermes). Mais elle a des proprietes de stabilite des valeurs de selle
qui justifient son nom (voir th.4.1. et th. 4.2), et en outre elle est
compacte (voir th. 4.3) et dans le cas ou les espaces X et Y verifient
le deuxieme axiome de denombrabilite elle est aussi sequenciellement
compacte (voir th. 4.4).

Theoreme 4.1 (Proprietes de stabilite de valeurs de selle)

Soit {/;}; une suite generalisee inf/sup-compacte en quelques points
et convergeant vers f par rapport a la saddle topology.
Si chaque fonction I; a valeur de selle (notee sv(f;)}, alors f a
aussi valeur de selle et sv(f) = limsv(f;).

DEMONSTRATION. On peut ecrire les relations suivantes:

infsupf= inf infsupf~ inf liminfinfsupf;=
Y X KEICy K X KEICy K X

lim inf inf sup!; ~ lim sup sup inf!; = sup lim sup sup inf /; ~
Y X X Y CEICx C Y

sup sup inf f = sup inf f.

CEICx C Y X Y
 606 G. Greco

En effet la premiere et la derniere egalite sont evidentes; d'autre

cote la premiere et la derniere inegalite sont consequence de (4.1) et
(4.2); en outre, la deuxieme et l'avant-derniere egalite sont dues a
la formule de reduction (2.1 ); enfin l'inegalite, qui reste, derive de
!'existence des valeurs de selle sv(f;). D'apres les dites relations on
a que la valeur de selle de la fonction f existe et qu'elle est la valeur
limite de la suite des sv(f;).

Theoreme 4.2 (Proprietes de stabilite des points de selle)

Soient X, Y deux espaces topologiques d compacts riguliers. Soit
{f; }j une suite giniralisee inf/sup-compacte en quelques points et
convergeant vers une fonction f par rapport d la saddle topology.
Soil {(xhyi)}i une suite de points telle que (xi,Yi) soit un point de
selle de J; pour tout j, alors tout son point (xo,Yo) d'adhirence tel
que:
(4.3) les fonctions margina/es sup x f et infy f soient, respectivement,
s.c.i. en Yo et s.c.s. en X0 ,

est un point de selle de f et, en outre, f(xo,Yo) = limf;(xj,Yj)

DEMONSTRATION. D'apres le Theoreme 4.1, la fonction f a
valeur de selle et, en outre, cette valeur sv(f) est la limite des
valeurs sv(f;) correspond ant aux fonctions f;; observe que sv(f;) =
f;(xi>Yi) Maintenant on considere trois cas.
1er cas: -oo < sv(f) < +oo. Soient alors c, d deux nombres reels
tels que c < sv(f) < d; il existe, done, un index j 0 tel que

(4.4) c < sv(f;) < d pour tout j ~ io

D'apres la inf/sup-compacite de {!;};, il existe un couple de sous-

ensembles compacts C et K, respectivement, de X et deY et il existe
un j 0 tel que

(4.5) {s~pf; < d} C K, {i~l fi > c} C C pour tout j ~ io

De ( 4.4) et (4.5) on deduit que x; E C et Yi E K pour tous j ~ io

Tout en restant dans la generalite ,on suppose que la suite {( Xj, Yi)} i
converge vers (xo,Yo)
Done pour tout j' ~ io soit cj' X Ki' le compact donnee par la
fermeture de !'ensemble {xi: j ~ j'} X {Yi : j ~ j'} dans C x K.
 Theoreme des minimax locaux 607

Le filtre engendre par les ensembles Cj' x Kp converge vers ( X 0 , Yo).

Alors on a:

(4.6) infsupf ~ supf(,y0 ) ~ supinfsupf ~

Y X X j' K;' X

supliminf inf sup fi =lim fi(xi> Yi),

j' K;' X

en efiet la premiere de ces inegalites est evidente; la deuxieme derive

de la semi-continuite inferieure de la fonction marginale "sup f" et
de la convergence du filtre, engendre par les ensembles Kj', vers xa;
la troisieme est une consequence de la propriete ( 4.1) de la saddle
topology; l'egalite qui suit est due au fait que !'ensemble Ki' contient
Yi pour tout j ~ j'. D'une facon analogue on a:

(4.7) lim fi ( Xj, Yi) = inf lim sup sup inf fi ~

i' C;' y
infsupinf f ~ inf f(x 0 , ) ~ supinf f.
j' C;' Y Y X Y

De (4.6) et (4.7) on deduit que (xa,Ya) est un point de selle de f et

que f(xa,Yo) = limfi(xj,Yj).
zme cas: sv(f) = -oo. Ayant choisi un nombre reel d > sv(f),
on peut definir l'index j 0 , les compacts K et Ki, comme ci-dessus.
Ainsi on peut appliquer la (4.6) qui nous donne que (x 0 , Yo) est un
point de selle de f.
On raisonne dualement dans le troisieme cas, ou on suppose que
sv(f) = +oo.
Remarque 4.A. (Sur les proprietis de stabilite des points et
des valeurs de selle). D'apres Cavazzuti (voir [4] et Guillerme [18])
on peut donner des hypotheses legerement differentes dans le but
d'avoir des proprietes de stabilite. "Soit Ui h une suite generalisee
convergeant vers f par rapport a la saddle topology. Si toute fi a
valeur de selle et s 'il existe deux compacts C et K tels que

(4.8) sv(fj)=infsup/j=supinf/i pourtous j

K X C Y

alors f a valeur de selle et sv(f) lim sv(fi) ". A propos de

la stabilite de points de selle on a: "Soient X et Y deux espaces
608 G. Greco

topologiques a compacts reguliers. Soit {fi} i une suite generalisee

convergeant vers f par rapport a la saddle topology. Si toute fi a un
point de selle (xj, Yi) et la suite

(4.9) {(xi> Yi) }j est contenue dans un compact de X X Y

alors tout point (xo,Yo) d'adherence de {(xi,Yi)Ji verifiant (4.3) est

un point de selle de J, et f(xo, Yo) =lim /j(xj, Vj) ".

Remarque 4.B (Sur la condition (4.3)). On peut observer que

la condition ( 4.3) est verifiee lorsque f est topologiquement fermee
(propriete(3.2)); en particulier, si f est s.c.s.js.c.i ..

Remarque 4.C (Sur la condition (4.9)). Dans le cas ou Un}n

est une suite usuelle (c'est-a-dire !'ensemble des indeces n est !'en-
semble des nombres naturels, muni de l'ordre usuel) et si la suite
{(xn,Yn)}n est convergente, alors la condition (4.9) est automa-
tiquement satisfaite, et on n'a pas besoin de la regularite ou de la
separation de X et Y. Meme dans le cas ou X et Y sont locale-
ment compacts et la suite {(xi>Yi)}i est convergente, la (4.9) est
satisfaite.

Remarque 4.D (Sur le caractere local de la saddle topology).

Si une suite generalise {/j} i converge vers f par rapport a la saddle
topology, alors pour tout couple d'ouverts U, V respectivement, de
X et Y les restrictions /iluxv convergent aussi vers fluxV On
peut done obtenir des informations de caractere local a partir des
theoremes precedents, lesquels par contre sont encore valables si on
considere la topologie (moins fine que la saddle topology), donnee
par la convergence suivante: "{fib converge vers f si (4.1) et (4.2)
sont verifiees pour U = X, V = Y et pour tout couple C, K des
compacts".

Theoreme 4.3 (compacite). La saddle topology est compacte.

DEMONSTRATION. Il suffit de demontrer que toute suite genera-

lisee ayant un ultrafiltre comme son filtre de section, est convergente.
Si {/j h est une telle suite, on a que lalimite de {infA sup B fi }i existe
pour tout couple A, B des sons-ensembles, respectivement, de X et
 Theoreme de minimaz locauz 609

Y. Done soit f: X x Y-+ R, definie pour tout (:e,y) par

(4.10) f(x,y) = inf sup liminfsupf;

BEN("') AEN(y) A B

Si K E K.y et U E Ox, d'apres (2.5'):

infsupf :<::; inf sup liminfsup/j :<::; liminfinfsupfi

K U yEK AEN(y) A U K U

et dualement pour C E Kx et V E Oy on a:

sup inf f ;::: sup inf lim sup inf fi ;::: lim sup sup inf fi
C V zEC BEN(z) B V C V

Done la suite en question converge vers f par rapport a la saddle

topology.

Theoreme 4.4 (Compacite sequentielle). Si l'un des espaces

X, Y verifie le deuxieme axiome de denombrabilite, tandis que !'autre
est un espace de Lindeloff hereditaire, alors Ia saddle topology est
sequentiellement compacte.

DEMONSTRATION. Suppose que Y soit l'espace de Lindeloff

hereditaire (c'est-a -dire: de toute famille d'ouverts on peut extraire
une sous-famille denombrable ayant la meme reunion). Pour des
espaces topologiques de ce type on ale theoreme de Peirone [23]:
De toute suite {hn}nEN de fonctions deY dans R on peut extraire
une sous-suite {hn hEN telle que pour tout y E Y on ait:

(4.11) sup lim inf inf hn = sup lim sup inf hn.
AEN(y) k-+= A AEN(y) k-+= A

Alors soit {/n}nEN nne suite de fonctions de X x Y dans Ret

soit {Un}nEN une base denombrable de la topologie de X. D'apres
le theoreme de Peirone on choisit des sons-suites {ff'h de Un}n
telles que (4.11) soit verifiee, lorsque on remplace hn avec supum fJ:',
et telles que ur+l h soit une sons-suite de Uk' h pour tout m.
Alors la (4.11) est aussi verifiee lorsqu 'on rem place hn avec la suite
diagonale supu,. Jt. La fonction f definie par
610 G. Greco

(4.12} f(x,y) = in sup liminfinfsupf:

BEN(z) AEN(y) k-+CXJ A B

ou (x,y) EX X Y, verifie done

(4.12'} f(x,y) = inf sup limsupinfsupf:

BEN(z) AEN(y) k-+CXJ A B

Un raisonnement similaire a celui du theoreme 4.3 nous permet

done de montrer que la sous-suite diagonale Uth converge vers f
par rapport a la saddle topology.

Ayant vu les proprietes basilaires et de routine de la saddle

topology, un probleme qui reste a considerer est le probleme d'unici-
te de la limite, c'est-a-dire:
"Est-il possible de reconstruire /'ensemble de toutes les fonctions
vers lesquelles une suite grhu!ralisee don nee converge, une fois qu 'on
connait au mains une d'entre elles?".
Une reponse ace probleme nous permettra aussi de specifier des
classes de fonctions sur lesquelles la saddle topology est metrisable.
Evidentement ce probleme se pose, parce que la saddle topology
n'est pas du tout sepan)e. En effet si on considere une suite quel-
conque convergente vers une fonction; appelee celle-ci f, on a que sa
limite(= !'ensemble des fonctions vers lesquelles la suite converge)
contient la fermeture de l'ensemble {!}; c'est-a-dire:

(4.13)

et cet ensemble contient plus qu'une fonction, lorsque f n'est pas

s.c.s.js.c.i ..
Done pour donner une reponse au probleme d'unicite de la lim-
ite, il suffirait de trouver, par exemple, une relation d'equivalence
par rapport a laquelle la limite d'une suite generalisee quelconque
soit une classe d'equivalence. Mais, malhereusement, une telle rela-
tion d'equivalence n'existe pas, sauf dans le cas tres particulier ou
les espaces X et Y sont tons les deux munis de la topologie discrete;
en effet, seulement dans ce cas, la famille des toutes les limites par
rapport ala saddle topology forme une partition de JlXxY.
 Tkeoreme des minimaz locauz 611

Alors dans le but de donner une reponse partielle, mais en cer-

tain sens satisfaisante, on procedera de la fa'>on suivante. On don-
nera a priori une relation d't~quivalence; et ensuite on cherchera a
determiner les suites generalisees telles que leur limite soit une classe
d'equivalence.
La relation d'equivalence qu'on va donner est a mon avis la plus
simple et constructive qu'on puisse imaginer. On dit que deux fonc-
tions sont equivalentes si elles ont les memes voisinages par rapport a
la saddle topology. Done deux fonctions f, g seront equivalentes si et
seulement si {!} = {g}; c'est-a-dire, d'apres (4.13), si et seulement
Sl

(4.14)

Fait remarquable: cette relation d'equivalence, obtenue d'une

fa'>on tres naturelle dans le cadre de la saddle topology, est exacte-
ment celle presentee par Franzoni, Francaviglia [12] et une de celles
etudiees par Cavazzuti [7], [5].
On convient de numeroter par (E.l), (E.2) ... toutes les pro-
prietes qui concernent cette relation d'equivalence, dont les demons-
trations sont laissees au lecteur.
Que signifie !'affirmation que la limite d'une suite est une classe
d'equivalence par rapport a la relation d'equivalence (4.14)? Etant
donnee une suite {/j }j convergente, sa limite est evidentement une
reunion des classes d'equivalence. Supposons alors que sa limite soit
exactement une classe d'equivalence. Ayant pris alors une fonction
f dans sa limite, elle converge aussi vers les fonctions r(Y-)f et
r(x+)J. Done ces deux dernieres fonctions doivent etre equivalentes
a f. D'apres ( 4.14), on aura :r(Y-)f = r(Y-)r(X+)J et r(X+)J =
r(X+)r(Y-)f; c'est-a-dire fest topologiquement fermee. Done si la
limite d'une suite est une classe d'equivalence, alors elle est composee
par des fonctions topologiquement fermees.
Alors on dira qu'une suite generalisee a la propriete d'unicite
de la limite si !'ensemble de toutes les fonctions topologiquement
fermees vers lesquelles elle converge est une classe d'equivalence.
Observons que par rapport ala convergence dans la saddle topol-
ogy il n'est pas trop restrictif de se horner aux fonctions topologique-
ment fermees. En effet on a la proposition suivante.

Proposition 4.5. Toute suite generalisee convergente par rap-

612 G. Greco

a
port Ia saddle topology converge aussi vers une fonction topologique-
ment fermee.

DEMONSTRATION. Si une suite converge vers une fonction j,

elle converge aussi vers les fonctions r(Y-)f et r(X+)j, puisque sa
limite, etant un ensemble ferme , contient {!}. Done elle converge
aussi vers la fonction r(Y-)r(X+)j qui est topologiquement fermee
(voir (3. 7) ).

Pour mieux comprendre la liaison entre le probleme et la pro-

priete d'unicite de la limite on a la proposition suivante. On note
!'ensemble des fonctions topologiquement fermees par le symbole
C(X,Y).

Proposition 4.6. Soit {!;} i une suite generalisee convergente

par rapport a la saddle topology.
Les proprietes suivantes sont equivalentes:

( 4.14) {!;}; ala propriete de tunicite de la limite;

(4.15) 3 f E C(X, Y) n Limf; : C(X, Y) n Limf; = {!};

(4.16) C(X, Y) n Limf; = {!} V f E C(X, Y) n Lim!;;

(4.11) C(X,Y)nLimf; = [r(Y- )r(X+)I'(Y-)f, r(x+)I'(Y-)f]

pour toute fonction f E Lim!;;

(4.17') C(X,Y)nLimf; = [r(Y-)I'(x+)J, r(x+)I'(Y-)I'(x+)J]

pour toute f onction f E Lim f;.

DEMONSTRATION. Les implications (4.14) => (4.15) => (4.16)

et leurs reciproques derivent des propietes suivantes:
(E.1) la classe d'equivalence d'une fonction topologiquement fermee f
est {!};
 Theoreme de8 minimao: /ocauo: 613

(E.2) toute fonction iquivalente a une fonction topologiquement

fermie est aussi topologiquement fermi e.
(4.16) implique (4.17) et (4.17'), parce que les fonctions topologique-
ment fermees r(X+)r(Y-)1 et r(Y-)r(X+)! appartiennent a
Limfi, lorsque f E Limf;. Enfin (4.17) ou (4.17') implique (4.14)
parce que les intervalles

[r(Y-)r(x+)r(Y-)/, r(x+)r(Y-)f]
et
[r(Y-)r(x+)J, r(x+)r(Y-)r(x+)!J,
sont, respectivement, les classes d'equivalence des fonctions topolo
giquement fermees r(x+)r(Y-)1 et r(Y-)r(X+)J.

Maintenant on va donner une condition necessaire et suffisante

pour avoir la propriete d'unicite de la limite. Et apres on emploiera
cette condition sur la classe des fonctions quasi concavo-convexes.
Soit donnee une suite generalisee {fi}; et so it J 1'ensemble des
indeces j. Par les symboles f'c(J+ ,Y- ,X+)fi et f' c(J- ,X+, y-)fi
on designe les fonctions de X X y dans ii definies par les egalites
suivantes:

(4.18) (f'c(J+,Y-,X+)fi)(x,y) =
inf sup sup limsupsupinf /j,
BEN(z) AEN(y) GE!CB G A

(4.19) (i'c(r,x+,Y-)f;(x,y) =
= sup inf inf liminfinfsupfi>
AEN(y) BEN(z) KE!CA K B

r
ou (x,y) EX X Y. nest evident que les fonctions c(J+' y-' x+)/j
et f'c(J-,X+,Y-)fi sont respectivement s.c.s. et s.c.i. (voir section
1).

Theoreme 4. 7 (Sur l'unicite de la limite). Soient X et Y deux

espaces topologiques a compacts riguliers. Une suite giniralizie
{!;} i convergente a !a propriiti d 'uniciti de Ia limite si et seulement
sir c(J-' x+' y-)/j ~ r c(J+ ,Y- ,x+)fi
614 G. Greco

Corollaire 4.8. Soient X et Y deux espaces topologiques a

compacts regulliers. Si {f;}j a Ia propriete d'unicite de la limite,
alors

Reciproquement, si {f;}j converge et (4.19) vaut, alors {fi}i a la

propriete d'unicite de la limite.

Corollaire 4.9. Soient X et Y deux espaces topologiques a

compacts reguliers. Soit {I; }j une suite generalisee des fonctions.
Si toute sa sous-suite a Ia propriete d'unicite de Ia limite, alors

Reciproquement, si fc(J+,x+,Y-)fi :::; fc(J-,Y-,X+)fi, alors

toute sous-suite de {IJ }; a la propriete d'unicite de Ia limite.

Les nouvelles fonctions fc(J+, x+, y-)fi et f\(J-, y-, x+)fi

sont obtenues, respectivement de (4.18) et (4.19) en changeant dans
(4.18) la "liminf" par la "limsup" et dans (4.19) "limsup" par la
"liminf".
Pour demontrer le theoreme sur l'unicite et ses corollaires on
a besoin de quelques lemmes et des fonctions rc(J-,Y-,X+)fi
et rc(J+,x+,Y-)fi definies par:

(4.22) (rc(r,Y-,x+)fJ)(x,y) =
inf sup sup liminfinfsupf;,
BEN(-..) AEN(y) KEICA K B

(4.23) (rc(J+,x+,Y-)fJ)(x,y) =
= sup inf sup lim sup sup inf fi,
AEN(y) BEN(z) CEICB C A

ou (x, y) EX X Y. Aussi dans ce cas il est evident que les fonctions

rc(J-' y-' x+)h et r c(J+' x+' y-)h sont respectivement s.c.s. et
s.c.i. (voir section 1).
 Theoreme des minimaz locauz 615

Lemme 4.10. Soient X et Y deux espaces topologiques a com-

pacts riguliers. Une suite generalisee {fi }j converge vers toute fonc-
tion f telle que fc(J+,x+,Y-)/j ~ f ~ fc(J-,Y-,X+)fi. Re-
ciproquement, si {/j} i converge vers une fonction topologiquement
fermee /, alors f verifie ces inegalites.

DEMONSTRATION. Pour tout compact K de Y et tout ouvert U

de X on a:
infsupfc(r,Y-,x+)fi ~
K U
~ inf sup inf lim inf inf sup fi
yEK AEN(y) K' EICA K' U

~ lim inf inf sup fi,

K U
ou la premiere inegalite est due simplement au fait que U est ouvert
et l'autre inegalite est une consequence de la formule de reduction
(2.2'). On veri:fie dualement que pour tout compact C de X et pour
tout ouvert V de Y on a:
supinfrc(J+,x+,y-)fi ~ limsupsupinf/j,
c v c v
Done la suite {/j }j converge vers toute fonctions f telle que
fc(J+,x+,Y-)/j ~ f ~ fc(J-,Y-,X+)fi.
Supposons maintenant que {fi }j converge vers une fonction to-
pologiquement fermee f. D'apres (4.1) on a alors pour tout (x,y) E
XxY:
inf sup inf infsupf ~ (fc(r,Y-,x+)fi)(x,y);
BEN(:o) AEN(y) KEICA K U

mais le premiere partie de cette inegalite est la fonction r(Y-, x+) f

qui est plus grande que f, puisque f est topologiquement fermee.
Done f ~ r c( J-, y-, x+) /j. On montre dualement l'inegalite f ;:::
fc(J+ ,x+, y-)fi.
D'apres ce lemme 4.10 et la proposition 4.5 on ale lemme sui-
vant.

Lemme 4.11. Soient X et Y deux espaces topologiques a

com-
pacts reguliers. Une suite generalisee Ui }j est convergente si et
seulement si rc(J+ ,x+ ,Y-)fj ~ r c(J-' y- ,x+)/j.
 616 G. Greco

Lemme 4.12. Soient X et Y deux espaces topologiques a com-

pacts reguliers. Pour toute suite generalisee {!j L on a

r(x+)rc(J+,x+,Y-)J; = f\(J+,y-,x+)li
et
r(Y-)rc(r,Yx+)J; = i'c(r,x+,Y-)J;.

DEMONSTRATION. L'egalite

et sa duale

on les deduit directement de la formule de reduction (2.2) et de sa

dual e.

Demonstration du theor. 4.7 et du Cor. 4.8. D'apres le

lemme 4.10 on a que

En outre, d'apres le lemme 4.11 la fonction s.c.i. r c( J+, x+, y-)fi

est plus petite que la fonction s.c.s. rc(J-, y- ,x+)fi, dans le cas
ou la suite {!j }j soit convergente. On peut aussi verifier en toute
generalite que si deux fonctions f et g sont, respectivement, s.c.i. et
s.c.s. et si f ::; g, alors:

(E.3) les fonctions topologiquement fermees comprises entre f et g

forment une classe d'equivalence si et seulement si

En outre, lorsque cette inegalite est vraie, on a

C(X,Y) n [f,g] = [r(Y-)g,r(x+)f].

 Theoreme des minimax locauz 617

Done de (E.3) on deduit le theoreme 4.7 et son corollaire 4.8, en

vertu du lemme 4.12.

Demonstration du Cor. 4.9. On demontre d'abord la pre-

miere partie du corollaire. Soit done {/i}; une so us-suite de {/;};.
On a evidentement C(X, Y) n Limfi :J C(X, Y) n Limfi; mais
par hypothese les ensembles C(X, Y) n Limfi et C(X, Y) n Limfi
sont des classes dequivalence; done ils doivent etre egaux. D'apres le
corollaire 4.8, <;a signifie qu'on a:

(4.24)

quelle que soit la sous-suite. D'apres la formule de reduction {2.3)

on a aussi:

{4.25) f'c(J+,x+,Y-)f; = sup fc(r,x+,Y-)fi.

{/;};
aoul!l- .suite de {/j}j

De (4.24) et de {4.25) on deduit, l'egalite {4.20). On demontre duale-

ment l'autre egalite. Maintenant on va demontrer la deuxieme partie
du corollaire. Soit {/i}; une sous-suite quelconque. De l'inegalite,
donnee par hypothese, on a evidentement:

Par ailleurs pour tout point (x, y) EX x Yon a:

(rc(J+' x+' y-)f;)(x, y) ::;

::; sup inf lim sup sup inf /;
AEAf(y) BEAf(z) B A

::; sup inf lim sup inf sup /i

AEAf(y) BEAf(z) A B

::; (f'c(f+,x+,y-)h)(x,y);

et analoguement on a aussi: f c(I-, y- ,x+)fi ::; r c(I-, y- ,x+)fi.

D'apres (4.26) et le lemme 4.11, la sous-suite en question est conver-
gente. Etant les inegalites fc(J-,Y-,X+)fi::; fc(J+,y-,x+)fi
et fc(I-,X+,Y-)h ::; fc(f+,x+,Y-)h en tout cas vraies, de
(4.26) on deduit que {/i}ia la propriete d'unicite de la limite, en
vertu du theoreme sur l'unicite de la limite.
618 G. Greco

Remarque 4.E. D'apres le lemme 4.12 on a que les fonctions

fc(J-,x+,Y-)fi et fc(J+,Y-,X+)/j sonttopologiquementfer-
mees, parce qu'elles sont, respectivement, la regularisee inferieure de
la fonction s.c.s. r c( J-' y-' x+)jj et la regularisee superieure de la
fonction s.c.i. r(J+,x+,Y-)f;. En outre elles appartiennent ala
limite de {/;};, si cette suite est convergente, sans avoir besoin de
l'unicite de la limite, en vertu des lemmes 4.10 et 4.11.

Maintenant on va demontrer !'application envisagee du theo-

reme sur l'unicite de la limite au cas des fonctions quasi concavo-
convexes.

Lemme 4.13. Soit X et Y deux sous-ensembles convexes d'es-

paces vectoriels localement convexes, jouissant de /a propriite que
l'enveloppe fermee convexe de tout leur compact est aussi compact.
Soit {/i }j une suite de fonctions quasi concavo-convexes et topologi-
quement fermees, qui est inf/sup-localement compacte en tout point.
Alors on a les egalites suivantes:

(4.27) rc(J+,x+,Y-)fi = fc(J+,x+,Y-)fi

et
rc(r ,x+' y-)fj = fc(J- ,x+, y-)/j;

(4.28) rc(J+' y- ,x+)fj = fc(J+' y- ,x+)fi

et
rc(r,Y-,X+)Ji = f'c(r,Y-,X+)fi.

DEMONSTRATION. Les relations d'ordre entre les huit fonctions

qui apparaissent dans les egalites (4.27) et (4.28) sont schematisees
dans le diagramme suivant; ces relations sont toujours vraies, sans
aucune hypothese sur les espaces topologiques X et Y ou sur les
fonctions fi. Done, la demonstration de (4.27) aura aboutie si on
demontre les inegalites suivantes:

(4.27') rc(J+,x+,Y-)fi ~ f'c(J+,x+,Y-)fi

et
rc(r,x+,Y-)/j ~ fc(r,x+,Y-)f;.
 Theoreme deJ minimax locaux 619

Figure 2

Soient (x,y) EX x Y, B C X etA C Y. On designe par les

symboles V(x), V(y) les systemes des voisinages convexes et ouverts,
respectivement, de x et dey; tandis que CA,CB designent les families
des tous les sous-ensembles convexes et compacts, respectivement,
deY et de X. Alors pour tout (x,y) EX X Yon a:

(f'c(J+,x+,Y-)f;)(x,y) = sup inf inf limsupinfsup/j::;

VEV(y) UEV(z) KECv K U

::; sup inf inf lim sup sup inf /j

VEV(y) UEV(z) KECv U K

::; sup inf sup lim sup sup inf fi

VEV(y) UEV(z) CECu C V

::; sup in sup limsupinfsup/j={fc(J+,x+,y-)J;Xx,y),

VEV(y) UEV(z) CECu V C

ou la premiere et la derniere egalite sont dues aux proprietes topolo-

giques de X et Y; en outre la premiere et la derniere inegalite sont
une consequence du theoreme des minimax locaux; enfin l'inegalite
centrale est la formule de reduction (2.4). Comme cette formule
de reduction est aussi valable quand on change la "limsup" avec la
"liminf", on peut deduire I' autre inegalite de (4.27'). On peut d'une
fac;on duale demontrer la (4.28).
620 G. Greco

Theoreme 4.14. Sous les memes hypotheses sur X, Y et sur

Uih du Iemme (4.13), si {/j}j converge par rapport ala saddle to-
pology, alors toute sa sous-suite a Ia propriete d'unicite de Ia limite
et

DEMONSTRATION. D'apres le lemme 4.11, la convergence de la

suite implique que rc(J+,x+,Y-)fi :::; rc(J-,Y-,X+)fi. Mais
le lemme 4.13 entraine rc(J+,x+,Y-)fi = fc(J+,x+,Y-)/j et
rc(J-,Y-,X+)fi = fc(J-,Y-,X+)fi. En vertu du corollaire 4.9
on a done que toute sous-suite de {/i }j ala propriete d'unicite de la
limite. Enfin des (4.19), (4.20) et (4.21) on conlue que

Corollaire 4.15. Sous les memes hypotheses sur X, Y et sur

{/j }j du Iemme (4.13) les proprietes suivantes sont iquivalentes:

(4.29) {/j h converge par rapport a la saddle topology

DEMONSTRATION. D'apres le diagramme de la demonstration

du lemme 4.13 on a que (4.30) :::} (4.32) et (4.31) :::} (4.32). Par
le lemme 4.11 on a aussi que (4.32) :::} (4.29). Et enfin d'apres les
proprietes (4.20), (4.21), (4.27) et (4.28) on a done que (4.29) :::}
(4.30) et (4.29):::} (4.31), en vertu du Theoreme 4.14.

Corollaire 4.16. Sous les memes hypotheses sur X, Y et sur

Uih du Iemme (4.13), si {/j}j converge par rapport a la saddle
 Theoreme de& minimaz locauz 621

topology, alors dans l'intervalle [rc(J-,x+,Y-)f;,rc(J+,y-,x+)J;]

la fonction r c( J-, x+, y- )!; est Ia seule fonctions s. c. i. qui lui
appartient, tandis que r c(J+' y-' x+)J; est la seule fonction s.c.s.

DEMONSTRATION. D'apres le theoreme 4.14 et son corollaire

4.15 l'intervalle est une classe d'equivalence. Meme par la definition
de cette equivalence, une classe d'equivalence ne pent pas contenir
plus qu'une fonction s.c.i. et plus qu'une fonction s.c.s. Etant
done les fonctions rc(J- ,x+' y-)1; et r c(J+' y- ,x+)J;, respecti-
vement, s.c.i. et s.c.s., on en deduit la deuxieme partie du corollaire.

Figure 3

Par exemple on peut appliquer ce corollaire aux huit fonctions:

r(J+ ,x+, y-)!;, r(r ,x+, y-)!;,

r(J+, y- ,x+)J;,r(r ,Y- ,x+)J;,
t(J+ ,x+, y-)!;,f'(r ,x+, y-)1;,
t(J-, y- ,x+)!;, t(r, y- ,x+)J;.
Les premieres quatre de ces fonctions sont tres bien connues et
tres importantes dans l'etude des problemes lies aux proprietes de
622 G. Greco

stabilite des jeux concavo-convexes (voir les travaux de Cavazzuti et

d'Attouch et Wets). Pour ce qui concerne les autre quatre fonctions,
jusqu'a ce moment on ne connaissait rien, sauf la definition donnee
dans Attouch et Wets [3]. Les definitions de ces fonctions seront
rappelees dans le prochain paragraphe. Par rapport aux autres huit
fonctions definies ci-dessus, on peut donner un diagramme d'ordre
(voir fig.3).
Soit 'lj; : Y --> R une fonction s.c.i. et inf-localement compacte;
et, dualement, soit <p : X --> Rune fonction s.c.s. et sup-localement
compacte. Si f : X x Y --> Rest une fonction quelconque, on designe
par [f]la classe d'equivalence associee a f. Si J est topologique-
ment fermee (et seulement dans ce cas!), on a[!]={!}. Soit done
C,p,tp l'espace donne par !'ensemble

{[f] : f topologiquement fernie, quasi concavo---convexe et 'lj;~f ~<p}

muni de la topologie quotient; c'est-a-dire {[fi]}j converge vers [!]

si et seulement si {!j} i converge vers f par rapport a la saddle
topology. D'apres la compacite de la saddle topology et le theoreme
4.14 C,p,tp est compact et separe . En suivant la meme procedure qui
a ete employee dans Dal Maso [8], on a done le theoreme suivant sur
la metrisabilite de C,p,<p

Theoreme 4.17. SiX et Y sont deux espaces metriques sepa-

rables par rapport a des topologies verifiant les hypotheses du Iemme
4.13, alors C,p,tp est un espace compact metrisable.

5. Une comparaison entre la saddle topology et d'autres

convergences. Cavazzuti, Attouch et Wets ont defini et etudie
des convergences qui ont aussi des proprietes de compacite pour les
points et les valeurs de selle. Elles ne sont pas induites par une
topologie: c'est la la difference plus remarquable par rapport a la
saddle topology.
Soit f n : X X Y --> R une fonction pour tout n E N; soient
X et Y deux espaces topologiques quelconques. On definit les huit
fonctions de X x Y dans R:

r(N+,x+,Y-)fn, r(N-,X+,Y-)fn,
r(N+,Y-,X+)Jn, r(N-,Y-,X+)Jn,
 Theoreme des minimaz locauz 623

f'(N+, x+, y-)fn, f'(N-, x+, y-)fn,

f'(N+,Y-,x+)fn, f'(N-,Y-,x+)fn,
de la fac;on suivante. On pose:

(f(N~,x+,Y-)fnX:c,y):= sup inf Jlimli". ~upr}supinf/n

AE.Nt11l BE.N{z~ mm B A

(f'(N~,x+,Y-)fnX:c,y):= sup inf Jlili.m~upr}infsupfn

AE.N{ll) BE.N{z~ mm A B

(r(N~,Y-,X+)fnX:c,y):= inf sup Jlili.m~upr}infsupfn

BE.N{z) AE.N{11~ mm A B

(f'(N~,Y-,x+)fnX:c,y):= inf sup Jlili.m~upr}supinf/n,

BEN'{ :e) AE.Nt11~ mm B A

ou (:c,y) E X x Y. Les premieres deux definitions donnent des

fonctions s.c.i.; les deux autres des fonctions s.c.s. Comme on a deja
vu, on peut donner le diagramme d'ordre suivant (voir aussi Attouch,
Wets [3)):

Figure4

La convergence c+ (Cavazzuti [4)). On dira qu'une suite

{/n}n de fonctions de X X y dans R c+ -converge vers la fonction
624 G. Greco

J, si:

Cette fonction f sera notee par Lime+ fn La convergence duale,

+
appelCe c-, est definie par Iegalite f = r(N- ,x+, y-)fn- Done
tout ce qu'on dira a propos de la convergence c+' peut etre traspose
a c-. La limite Lime+ fn, s'il existe, est une fonction s.c.s.; tandis
que Lime- fn est une fonction s.c.i.

La convergence AW (Attouch, Wets [3]). On dira qu'une suite

Un}n de fonctions de X X Y dans RAW-converge vers la fonction
f si:
(AW)

L'ensemble des fonctions vers lesquelles une suite {fn}n AW-conver-

ge est note par LimAWfn
Les convergences c+ et AW sont toutes les deux plus fines que
la saddle topology; tandis que la convergenve c+ est plus fine que
la convergence AW, grace au diagramme d'ordre ci-dessus. Le fait
que les inegalites de (AW) impliquent (4.1) et (4.2), a ete remarque
et employe plusieurs fois par Cavazzuti (voir la remarque 4.A).
La compacite de la saddle topology et de la convergence AW est
une consequence de la bien connue compacite de la convergence c+
(voir [4]); en effet si on revoir les demonstrations des theoremes de
compacite 4.3 et 4.4, on s'aperc;oit qu'en realite nous avons demontre
la compacite de c+.
D'autre part les proprietes de stabilite des points et des valeurs
de selle de la saddle topology entrainent les memes proprietes pour
les convergences plus fines: c+ et A W.
Le probleme d'unicite de la limite n'existe pas pour la conver-
gence c+; tandis que par rapport ala convergence AW il n'est pas
complique de donner des conditions necessaires et suffisantes, d'apres
le 4 (rappelons-nous aussi les formules de reduction (2.3')).

Proposition 5.1 (Sur l'unicite de la AW-limite). Soient X

et Y deux espaces topologiques. Etant donnee une suite {fn}nEN
quelconque.
 Theoreme des minimax locaux 625

A) La limite LimAWfn est une classed' equivalence (nicessairement,

des fonctions topologiquement fermies) si et seulement si:

et

En outre, siX et Y sont deux espaces mitriques et si LimAWfn. est

une classe d'iquivalence pour toute sous-suite {fn.}kE N de Un}n,
alors les igalitis suivantes sont vraies:

(5.1') f(N+,x+,Y-)fn =f(N-,X+,Y-)fn =

= f(N+,x+, y-)fn = f(N- ,x+, y-)fn,
et
f(N+,y-,x+)fn =f(N-,Y-,x+)fn =
= f(N+,y- ,x+)fn = f(N- ,Y- ,x+)fni

B) Si X et Y sont deux espaces metriques, alors

(5.2) qx+)r(N+,x+,Y-)fn = fc(N+,Y-,X+)fn

et
r(Y-)f(N- ,Y-, x+)fn = f c(N-, x+, y-)fn
Done !'ensemble C(X, Y) n LimAw fn des fonctions topologiquement
fermees appartenant a Ia AW -limite d'une suite Un}n AW -con-
vergente est une classe d'equivalence si et seulement si:

et dans ce cas on a que

C) SiX et Y sont deux espaces localement compacts, on a:

(5.4) f'(N-, x+ ,Y-)fn = 1\(N- ,x+, y-)fn

et
f(N+,y-,x+)fn = fc(N+,Y-,X+)fn
626 G. Greco

D) SiX et Y sont deux espaces metriques localement compacts, l 'in-

egalite suivante qui est plus forte que la {5.4):

(5.5) f'(N+ x+ y-)f < f'(N- y- x+)f

' ' n _ ' ' n

est equivalente a dire que

C(X, Y) n LimAW fn, =C(X, Y) n LimAW fn =

[f(N+,x+,Y-)fn,f(N-,Y-,x+)fn] #- f/J

pour toute sous-suite {fn.h; en outre, l'inegalite {5.5} entrafne:

(5.6) f'(N+,x+,Y-)fn = f(N-,X+,Y-)fn

et
f'(N-,Y-,X+)fn = f(N+,Y-,x+)fn

Dans le but de remarquer encore la difference entre la saddle

topology et les convergences c+ et AW, on peut observer le fonc-
tionnement de celles-ci sur les suites constantes. n est evident qu'une
suite constante associee a une fonction f converge toujours vers f
par rapport a la saddle topology; mais elle c+ -converge vers f si et
seulement si:

(5.7) f est s.c.s. et sup f est s.c.i.

u
pout tout ouvert U de X. Enfin la suite constante AW-converge vers
f si et seulement si:

(5.8) infj est s.c.s. et sup/ est s.c.i.

v u

pour tout ouvert V de Y et U de X.

Une propriete qui privilegie la convergence plus fine, c'est-a-dire
c+, mais qui n'est pas jouie par la convergence AW ou par la saddle
topology est donnee par la proposition suivante. Sa demonstration,
laissee au lecteur, s'appuie sur le theoreme de minimax (voir section
3).
 Tkeoreme de8 minimaz loeauz 627

Proposition 5.2 (La convergence c+ et les points de min-

sup). Soient X et Y deux sous-ensembles con vexes compacts des
espaces topologiques vectoriels. Soit {fn}n une suite des fonctions
s. c. i. quasi concavo-convexes qui c+ -converge vers une fonction f.
Alors le miny maxx f existe et

(5.9) minma.xl = lim min sup In

Y X n-->oo Y X

En outre si Yn est un point de min-sup de In (c 'est-a-dire :sup xfn(,Yn)

=miny sup x In) et si Yn converge vers Yo, alors Yo est un point de
min-sup de I.

Par ailleurs, il y aussi une propriete qui privilegie les conver-

gences c+ et AW, mais qui n'est pas generalement jouie par la
saddle topology. Cette propriete a ete donnee par l'auteur dans une
premiere version de [14] et, successivement, bien exploitee en [7]. On
va la voir dans la proposition suivante, dont la demonstration peut
etre deduite de la formule de reduction (2.5).

Proposition 5.3 (Une propriete de semicontinuite de la con-

vergence AW). Si la suite {fn}n AW -converge vers I, alors pour
tout couple de compacts C, K, respectivement, de X et de Y et pour
tout couple d 'ouverts U, V, respectivement, de X et de Y on a:

(5.10) infsupf::; sup liminfinfsupfn

K U AEN'(K) n-->oo A U

(5.11) supinf f;::: in limsupsupinf In

C V BEN'(K) n-->oo B V

Reciproquement, si pour tous K, C, V, U, com me ci-dessus, ( 5.10) et

(5.11) valent, alors la suite {fn}n AW-converge vers f.

Apres avoir remarque des differences entre les convergences c+,

AW et la saddle topology, allons deduire du theoreme 4.14 et de son
corollaire 4.15 le theoreme suivant sur leur coincidence dans des cas
particuliers.

Theoreme 5.4. Soient X et Y deux sous-ensembles convexes

d'espaces vectoriels localement convexes, jouissant de la propriete
628 G. Greco

que l'enveloppe lermee convexe de tout leur compact est aussi com-
pact. Si {ln}n est une suite de lonctions quasi concavo-convexes,
topologiquement lermees qui est inl/sup-localement compacte en tout
point. Alors les proprietf.s suivantes sont equivalentes:

(5.12) Un}n converge pa rapport a Ia saddle topology,

(5.13) Un}n c+ -converge,

(5.14) Un}n c--converge,

(5.15) Un}n AW-converge.

En outre, dans le cas oiL une de ces proprietes est vraie, on a:

(5.16) C(X, Y) n Limln = LimAw In= [Lima- In, Lima+ In]

(5.17) r(x+)Lima- In= Lima+ In

et
r(Y-)Lima+ In= Lima- In

Le corollaire suivant nour permet de comprendre mieux la pro-

position 5.2 et nous donne une relation plus claire entre la conver-
gence c+ et la saddle topology.

Corollaire 5.5. Sous les memes hypotheses du thf.oreme 5 .4,

une suite {fn}n de lonctions s.c.i. qui est inl/sup-localement com-
pacte en tout point, c+ -converge vers une lonction f si et seulement
si I est s.c.s. et la suite {r(X+)In}n converge vers f par rapport a
Ia saddle topology. Done dans le cas ou la suite {fn}n c+ -converge
vers une J, alors on a aussi que I est topologiquement lermee.

Des theoremes 5.4 et 4.4 on peut deduire un theoreme de Fran-

zoni et Francaviglia [12] qui, traduit dans notre langage, devient le
corollaire suivant.
 Theoreme des minimaz locauz 629

Corollaire 5.6. Si X et Y sont deux espaces vectoriels separis

de dimension finie, alors pour toute suite {fn}n de fonctions quasi
concavo-convexes et topologiquement fermees il existe une sous-suite
extraite {fnkh et une fonction topologiquement fermee f telle que

On doit aussi rappeller qu'il y a des theoremes de Cavazzuti [6],

[7], qui demontrent (sous des hypotheses de compacite plus faibles)
que de toute suite {fn}n de fonctions concavo-convexes propres on
peut extraire une sous-suite Unk}k telle que C(X, Y)nLimAW {in, }k
soit une classe d'equivalence.
Enfin, du theoreme 4.17 sue la metrisabilite de la saddle topol-
ogy, on peut deduire le theoreme suivant sur la metrisabilite des
convergences c+ et AW.

Theoreme 5.7. Si, sous les memes hypotheses du theoreme

5.4, X et Y sont deux espaces metriques separables, alors C.p,'P, muni
de la convergence AW est ferme , compact et metrisable. En outre
/'ensemble des fonctions s.c.s. quasi concavo-convexes et topologique-
ment fermees qui sont compris entre <p et 1jJ est ferme , compact et
metrisable, lorsque il est muni de la convergence c+.

Corollaire 5.8. Si X et Y sont deux espaces vectoriels separes

de dimension finie, alors !'ensemble de toutes les fonctions quasi
concavo-convexes et topologiquement fermees, muni de la convergen-
ce AW est ferme, compact et pseudo-metrisable. En outre !'ensem-
ble de toutes les fonctions s. c.s., quasi concavo-convexes et topologi-
quement fermees, muni de la convergence c+ est ferme, compact et
metrisable.
630 G. Greco

Bibliographie

[1] G. Anzellotti, G.Buttazzo, G.Dal Maso, Dirichlet Problem for

Demi-coercive Functionals, Nonlinear An. Th., Meth.and Appl.
10 (1986), 603-613.
[2] H.Attouch, Variational Convergence for Functions and Opera-
tors, Pitman, London, 1984.
[3] H.Attouch, R.Wets, A Convergence Theory for Saddle Func-
tions, Trans. Am. Math. Soc. 280 (1983), 1-41.
[4] E.Cavazzuti, r -convergenze multiple, convergenze di punti di
sellae di max-min, Boll. U.M.I. (6) 1-B (1982), 251-274.
[5] E.Cavazzuti, Alcune caratterizzazioni della r -convergenza mul-
ti pia, Ann. Mat. Pura ed Appl. (IV) 132 (1982), 69-112.
[6] E.Cavazzuti, N.Pacchiarotti, Alcune convergenze su spazi di fun-
zioni concavo-convesse: caratterizzazioni duali ed applicazioni,
Boll.U.M.I. (VI) 2 -C (1983), 227-251.
[7] E.Cavazzuti, Convergence of Equilibria in the Theory of Games,
in Optimization and Related Fields (Erice 1984), Lect. Notes
1190 (1986), 95-130.
[8] D.Dal Maso. Questioni di topologia legate alla r -convergenza,
Ricerche Math. 32 (1983), 135-162.
[9] E.De Giorgi, On a Definition of r -Convergence of Measures, in
Multifunctions and Integrands (Catania 1983), Springer Lect.
Notes 1091 (1984), 150-159.
[10] E.De Giorgi, T.Franzoni, Su un tipo di convergenza variazionale,
Atti Ac. Naz Lincei, (8) 58 (1975), 842-850.
[11] E.De Giorgi, T.Franzoni, Su un tipo di convergenza variazionale,
Rend. Sem. Mat. Brescia, 3 (1979), 63-101.
[12] T.Franzoni, Abstract r-convergence, in Optimization and Re-
lated Fields (Erice 1984), Lect.Notes 1190 (1986), 229-241.
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Padova, 72 (1984), 89-97.
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(1983), 153-164.
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Distributive Lattices, a paraitre.
 Theoreme dea minimaz /ocauz 631

[16] G.H.Greco, Teoria des Semifiltros, 22 Sem.Bras.d'Analise, Rio

de Janeiro 1985, 1-117.
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Dipartimento di Matematica
UniversitB. di Trento
I-38050 POVO (TN)
 VARIA TIONA L PRINC IPLES
WITH LINEA R GROW TH

RoBERT HARDT DAVID KINDER LEHRER

Dedicated to Ennio De Giorgi on his sixtieth birthday

Variational principles which exhibit only linear growth arise in

several contexts. As a paradigm for the questions which these prin-
ciples suggest, we take up here the study of the problem

lnr lnr
(0.1) inf { (\lv)d x- fvdx}.
vEA

Here : Rn ---> R is a non-negative convex sufficiently differentiable

function satisfying

(0.2) (0) =0, </Jp(O) = 0, and jpj- ,\ ~ <P ~ IPI

for some ,\ > 0, subject to

(0.3) lim (tp)ftjpj

t-+oo
= 1.
The competing v belong to a suitable class A of functions from n to
R where Q is a bounde d domain with sufficiently smooth bounda
ry
and f is given.
634 R.Hardt, D.Kinderlehrer

Our discussion applies in particular to the integrand

for IPI:::; 1
(0.4)
for IPI;::: 1
which arises in the study of anti-planar shear in elastic/plastic de-
formation, [HK1 ], [KT], [ST].
A solution to (0.1) may be found direct methods or by resorting
to a generalized principle of complementary energy. The solution
found by direct methods needs not be unique and, pertinent here, its
gradient may be only a measure. The solution of the dual problem
of complementary energy is often unique and determines, in case of
(0.4), the region associated to elastic and plastic behavior.
Our concerns here will include properties of the generalized
stress, the solution of the dual problem, which lead to information
about the direct problem and its consequent smoothness.
These issues were brought to our attention by the work of Anzel-
lotti and Giaquinta ([AG 1 ],[AG 2 ]) who treated the direct problem,
and Strang and Temam [ST] who investigated both the direct prob-
lem and the dual problem. As we have indicated, it was partly our
desire to achieve a greater unity between these approaches which led
us to take up this argument. Our method is transparent and may be
summarized in a few words: We have attempted to apply what we
have learned from our study of the work of Ennio De Giorgi. It is
with special pleasure that we dedicate this paper to him.
Central to our work is the study of the (n - 1) density

0(a) = lim
,._,o
rl-n r
JB,(a)
IDul

for a local solution u of (0.1). In 1 we show that this density exists

and is upper semi-continuous in 0. In 2, we show that the local
solution u is continuous at a point a E 0 if and only if its (n - 1)
density vanishes at that point. In 3 the behavior near points of
positive density is investigated, and it is shown how the solution
is, in a very strong sense, essentially two-sided continuous, with the
exception of a set of n - 1 dimensional measure zero. The curvature
of the set of discontinuities, or slip set, is then determined by the
inhomogeneous term f.
 Variational principle with linear growth 635

Some of the present work was announced in [HK2 ], the latter

containing some discussion of open questions. We wish to point out
some more recent work in this general area, [AG 3 ], and dynamical
lems, [RS], [AL].
Implicit in our introduction of the (n- 1) density El( a) and our
subsequent discussion is the recognition that we shall be obliged to
widen our class of admissible funtions to BV(O). To further motivate
this, we briefly review the dual problem associated to (0.1 ).
Assuming that u 0 E H 11 (0) and f E L""(O), set

A== {v E H 1 1 (n): v == u 0 on 80}.

Defining

(0.5) I(v) =In (\lv)dx- kfvdx, v E A,

we may extend our functional to H 1 1 (0) by [ET]

I(v) = k (\lv)dx + IA(v)- F(v)

where
v EA

is the indicator function of A and

F(v) = k
fvdx.

Our original variational principle (0.1) now becomes a problem

(P) To find the solution or characteristic extremals of

i = inf { { if;(V'v)dx + IA(v)- F(v)}.

H''(n) ln
We may easily calculate the dual functional I* (T) for a vector-
field T. Indeed,

(0.6)

J*(T) = { In *(-T)dx +In T V'uodx +In fuodx if divT = j,

+oo otherwise.
636 R.Hardt, D.Kinder/ehrer

Several properites of the dual functional >* are worthy of note.

First observe that (0.2) and the convexity of if> imply that

Now

Pif>p(p)- </J(p)
>*(q)= {
+oo whenever JqJ > 1.

Again using (0.2), we obtain the estimate, useful later on,

Since (0.6) implies that

In <P*( -r)dx = +oo if IJriJL~(n) > 1,

we may further restrict the competitors which will occur in the dual
principle. We arrive at the problem

(P*) To find or characterize extremals of

(0.7) i* = . inf
dvr=f,lrl:9
{
Jnrif>*( -r)dx +JnrT \luadx +Jnr fuadx}.
The theory of convex duality ([ET] or [B 3 ],p.8) assures us that when-
ever
A*= {r E L""(Ot: JrJ ::; 1 and divr =!}
is not empty, there exists a (]' E A* such that

i = i* =In <P*( -(J')dx +In(]' 'luodx +In fuadx.

Indeed, (P*) is a variational inequality [S].
In the special case (0.4) the dual function is
 Variational principles with linear growth 637

and the dual functional is

I*(T) =~
2 ln
r ITI dx + lnr T. 'Vuadx + lnr fuadx whenever TEA*.
2

However, there need not be u E A whose stress achieves this

infimum, and thus we are led to search for u in the wider class BV(O)
of functions whose gradients are measures.
A second motivation is the absence of a suitable Lagrangian
functional which enables us to pair vectorfields T and v in H 1 >1 (0).
Determining the validity of the Lagrangian in an extended sense is
one of the subjects treated by Kohn and Temam [KT]. Here we limit
ourselves to the relationship between the solution of (0.1) or (0.7)
and its own stress vector.
The important question of when A* is not empty or when J( v) is
bounded below on A may be resolved in several ways, c.f.[AGt],[KT],
[HK1 ]. For example, given 0 there is a constant Cn such that
I!CIIv(n)::;: CniiCIIsv(n) for ( E BVa(O).
Thus J(v) is bounded below whenever

11/IIL~(n) < Cn 1
Methods of limit analysis offer an alternative view, [T1 ].
In our motivation we have discussed a variational principle with
Dirichlet boundary conditions. Neumann conditions may be consid-
ered as well.
Let 0 C Rn be a bounded domain with Lipschitz boundary.
Given v E BV(O), we decompose its gradient measure Dv into its
absolutely continuous and singular parts with respect to Lebesgue
measure:
Dv = Vvdx + D"v.
We define

(0.8) I(v) =In <f>(Dv) =In <f>(Vv)dx + fn1nv1.

This definition is motivated primarily by the fact that there exist
v5 E C""(O),O < 8 < 1, such that (v5) is contained in a bounded set
in BV(O) and

V5 _, v in Ln":_l n L 1 (80) and I(v5) =In <f>(Vv5)dx _, I(v)

638 R.Hardt, D.Kinderlehrer

as 8--> 0, c.f.[AGt],[HK1 ,Th.A.2]. The stress associated to vis de-

fined by
c/>p(\lv)
u=u(v)= {
Dvf!Dv! in n.
where Dvf!Dvi is the Radon-Nikodym derivative of D8 v with re-
spect to its total variation measure ID.vl and !1 = !1a U !1. is the
decomposition of !1 with respect the mutually singular measures dx
and IDvl.
We have already noticed that since is convex and (0.2) holds,

It follows that
lo-(v)l S: 1 and

(0.9) cp(Dv) = (\lv) + IDvl S: c/>p(\lv) \lv + IDvl = u(v) Dv.

1. Local solutions and variational formulas. We say that

a function u E BV(!1) is a local solution in !1 provided that

In (Du)-ln fudx S: In (D(u+())-ln f(u+()dx for ( E BV0 (!1).

For any ( E BV0 (!1) satisfiyng

(1.1) D"( ~ ID"ul,

we have the first variation formula [H K 1 ,2.4]

(1.2) In u \l(dx +In u ~IDul = In f(dx,

where u = u(u) and~ is the Radon-Nikodym derivative of D"( with

respect to ID"ul. Indeed, usually we shall write (1.2) as

(1.3) In u D(dx =In f(dx.

 Variational principles with linear growth 639

The absolute continuity (1.1) is necessary for the validity of (1.3)

as a simple example illustrates. One may taken= 1,0 = (0,3),
u = 0, and ( = X( 1 ,2 ) = characteristic function of(l, 2) to see that
fn (Du + t()) = 2ltl is not differentiable at t = 0 so that the first
variation formula makes no sense.
A local variational principle follows from (1.1) for the functional

(1.4) Ir,a(v) = { (Dv)- { u l:lvdS- { fvdx.

Jar(a) laa.(a) Ja.(a)

Proposition 1.1 The function u E BV(O} is a local solution if

and only if

(1.5) Ir,a(u} ~ Ir,a(v}

for every v E BV(O) and r < dist(a,80). Moreover,

(1.6} Ir,a(u) = - { *(u)dx.

Ja.(a)

Here and in the sequel, u = u(u) where u is the local solution under
discussion.
The proof is facilitated by an elementary lemma.

Lemma 1.2. If v E BV(O) and nv ~ IDui, then

1B.(a)
u Dv = 1
8B.(a)
u -vdS
X
lxl
+ 1B.(a)
fvdx.

PROOF. We assume a= 0. For fixed 0 < p < r, choose ( = 7]

where

By (1.1},

la.
r TJU. Dv = (r- p)- 1 r
la.~Bp
u . .!:_vdx
lxl
=

= (r- p)- 1 {l. u l:lvdx- hP u l:lvdx}.

640 R.Hardt, D.Kinderlehrer

Then, letting p --+ r, the conclusion follows.

Proof of Proposition 1.1. Suppose first that u is a local so-

lution and that v E C 1 (0); hence, D"v = 0 <t::: ID 8 uj. By (0.2) and
Lemma 1.2,

{ (Dv)- { (Du) =
la~(a) Ja~(a)
= r ((Vv)- (Vu))dx- Ja~(a)
Js~(a)
r ID"ul
~ r (1. (Vv- Vu)dx- r ID ui 8

Js~(a) JB~(a)
= r CTD(v-u)= r (1-lxl(v-u)dS.
JB~(a) laa~(a) X

Thus I,.,a(u) $ I,.,a(v) for v E C 1 (0).

For an arbitrary v E BV(O), we may find a sequence Vk E C 1 (0)
such that, for almost every r,

Conversely, suppose that (1.3} holds. If ( E BV(O) has D"( <t:::

ID"ul and supp ( c B,.(a) c n, then

{ (D(u + ())- { (Du) = I,.,a(u + ()- I,.,a(u) ~ 0;

JB~(a) Ja~(a)
hence, In u
D(dx = 0 by our previous reasoning. For an arbitrary
( E BVo(O) with D 8 ( <t::: ID"ul, we may use a partition of unity to
deduce the equation In u
D(dx = 0 and then obtain from convexity
the desired inequality

in (Du) =in (Du) + 1 u D( $in (Du + D().

The final assertion, the duality relation localized, is a direct

calculation.
 Variational principles with linear growth 641

The duality relation is a useful test for minima.

Theorem 1.3 (Monotonicity). Let f E 1 (0)00 and let u be a

local solution.
(i) Then,

/-n { [Duf :S eA(r-p)rl-n { [Duf + Cn(r- p),

JB,(a) }Br(a)

for 0 < p < r < dist(a,80), where A= Cn[[f[[L~(n) and Cn zs a

dimensional constant.
{ii) lfu E 1 00 (0), then

pl-n { [Duf ::; eA(r-p)rl-n { [Duf+

JB,(a) }Br(a)

+ Cn(,\ + [[f[[L=(n)[[u[[L=(n))(r- p),

{iii) In particular, the (n - 1) density

8(a) =lim r 1 -n { [Duf

r-->O }Br(a)

exists, is finite, and is uniformly bounded on compact subset of 0.

We remark immediately that we prove in the next section that
any local solution is locally bounded, so that (ii) always holds on
compact subset of 0.

PROOF. We again set a= 0. For 0 < r < dist(O, 80), define

u(r 1: 1) in Br
w(x) ={
u(x) inOrvBr.
For this r, we infer that
Ir,o(u) :S Ir,o(w).
Combining this with (0.2) gives that

lr [Du[ :S lr </J(Du) + ,\[Br[

(1.7) ::; { </J(Dw)- { f(w- u)dx + ,\fBr[

}Br }Br
::; { [Dwf- { f(w- u)dx + ,\[Brf
}Br }Br
642 R.Hardt, D.Kinderlehrer

Now by a well-known calculation, cf.[DCP] for example,

iB.
IDwl :S (n- 1)-1r r
las.
jDuj.

Now we may estimate the middle term in (1.7) two ways. If u is

assumed bounded, then

Thus

11Dul :S (n -1)-lr
B.
r
las.
IDul + Cn(>. +II JilL~ lluiiL~ )rn

L.
or
(d/dr){rl-n jDuj + Cn(>. +II JilL~ lluiiL~ )r} 2:: 0,

which implies (ii).

If we do not assume that u is bounded, them, since w - u = 0
on 8Br,

I r f(w- u)dxj :S II!IIL~IIw- ullv(B.)

la.
:S CnrllfiiL~(L. jDuj + L. jDwl),

from which (i) follows.

Corollary 1.4. The density 0(x) is upper semi-continuous on

0.

PROOF. We assume that B 2 r C 0 and prove upper semi-con-

tinuity at 0. First note that Bp(x) C B2r whenever x E Br and
0 < p < r. Thus by 1.3

0(x) :S p1 -n { jDuj +Gnp

lap(z)
:S Pl-n(p + jxl)n-1 (p + jxl)l-n 1 jDuj + Cn(P + jxl)
BP+II

= (1 + p- 1 jxl)n-l(p + jxl)l-n 1 jDuj + Cn(P + jxl).

Be+ll
 Variational principle with linear growth 643

Holding p fixed and letting x ---+ 0 yields that

lim sup 8(x)-::;_

z~o
pl-n r
jBP
IDul +GnP

Then letting p ---+ 0 gives

limsup8(x)-::;_ 8(0) .
.,_,a

One may easily derive alternative formulas for the density based
on the local functional (1.2) and the minimality of u.

Corollary 1.5. For u as above and a E n,

8(a) = lim r 1 -n { (Du)

r->0 }Br(a)

=lim r 1 -n { u. _ixiudS =lim r 1 -n { u. Du.

r->O JaBr(a) X r->O }Br(a)

PROOF. By (0.1),

0 :<::; rl-n r
}Br(a)
IDul- rl-n r
}Br(a)
4>(Du) -: ;_ .Xr 1-niBrl ---+ 0

as r ---+ 0, which implies the first equality. By (1.2),(1.4), and the

boundedness of u,

r 1 -n f (Du) - r 1 -n { u !:_udS =
}Br(a) JaBr(a) lxl
= _!rl-n
2
r
}Br(a)
4>*(u)dx---+ 0

as r ---+ 0, since 0 :<::; *(u) S:. .X, which implies the second equality.
The third equality follows from Lemma 1.2 applied with v = u.

Recall that a measurable function u is approximately continuous

at a if a is a Lebesgue point for u, that is, if

lim p-n { iu - cidx = 0 for some c E R.

p->O Ja,(a)
644 R.Hardt, D.Kinderlehrer

Corollary 1.6. If a local solution is approximately continuous

at a, then e(a) = 0.

PROOF. We apply Lemma 1.2 with v = "l(u- c) where cis as

above and 11 is as in the proof of Lemma 1.2 with r = 2p. We conclude
that
0= { uDv= { u[11Du+(u-c)Y'11dx];
Ja (a) Ja (a)
hence,

By 1.5,

e(a) =lim pl-n

p->O
r
Ja.(a)
(J'. Du::::; lim pl-n
p-.o
r
Ja.(a)
IDul

::::; lim p-n

p->O
r
Ja (a)
lu- cldx = 0.

2. The local boundedness. We establish here that a local

solution is locally bounded and that it is continuous at each point
a E 0 where the density 8(a) = 0. Our first step is to estimate the
measure of the set where a local solution exceeds a given value. We
assume that
u is a local solution in 0 with f E L""(O), 0 E 0, and() : R-+ R
is a bounded increasing piecewise differentiable function with 6(t) ::::; 1
for almost all t.
Suppose that 0 < p < r < min{1, dist(O, ann and let
1 in Bp
11(x) = { (r- p)- 1 (r- lxl)
in Br rv Bp
0 in 0"' Br,
exactly as in Lemma 1.2. We may apply the variational formula (1.1)
with ( = 116(u- c), where cis a constant, to obtain that

h"~u.D[6(u- c)]=
(2.1) B?
=(r-p)- 1 f u. 1: 16(u-c)dx+ f 116(u-c)fdx.
la'"-BP la'"
 Variational principles with linear growth 645

Observe that

D[IJ(u- c)]= IJ'(u- c)Du and JDB (u- c)J = B'(u- c)JDuJ.

Thus, by (0.2) and (0.8),

{ 11ID[IJ(u- c)] I:::; { 11B'(u- c)IDul

la, la,
:::; { 17B'(u- c)<f>(Du) +A f 17B'(u- c)dx
la~ Js~
:::; { 17B'(u-: c)u. Du +A f 17B'(u- c)dx
Jar Jar
= f 17u D[IJ(u- c)]+ A f 17B'(u- c)dx.
}Br }Br
Applying (2.1) and recalling that Jul :::; 1, we now obtain the basic
estimate

+IIJIIL""(a,) L. IIJ(u- c)Jdx

where A= supp 171J( u- c).

Now we let 0 < h < k < oo and choose
0 fort:::; k
(2.3) IJ(t) = { t- k for k < t < h
h- k fort~ k.

Note that

supp (17B(u- c)) C Br n {u- c ~ k} = A(k,r).

Thus (2.2) implies that

(2.4) r ID[IJ(u-c)]l:::; (C+(r-p)- lapr IB(u-c)Jdx+AIA(k,r)l,

lap
1)

c = II!IIL""(f!J
646 R.Hardt, D.Kinderlehrer

Let 0 < r 0 < dist(O, 80) be given and choose k0 so large that
1 1
IA(ko,p)l::; 2IBPI for 2ro::; p::; ro.

Now A(k,p) C A(ko, p) fork> k0 , so by the isoperimetricinequality,

the definition of 0, and (2.4),

(h- k) IA(h, p)l ";;' ::; ( r IO(u- c)l ,.":, dx )";;'

lap
::; Co r ID[O(u- c)JI
lap
::; co[C + (r- p)- 1 ] r
jBr~Bp
IB(u- c)ldx + co>.IA(k, r)l

::; co[C + (r - p)- 1 ](h- k) IA(k, r) I+ co>.IA(k, r) 1.

Hence,

IA(h, p)l ";;' ::; co( C + >.) [1 + (r- p) - 1 + (h- k)- 1 ] IA(k, r) I
Recalling our restriction that ro < 1, we may rewrite the above as

(2.5) IA(h,p)l";;' ::; A[(r- p)- 1 + (h- k)- 1]IA(k,r)l

1
for 2ro ::; p < r::; ro and h > k 2': k0 ,

where the A= vo + vdfiiL~(n) for suitable constants vo, v1.

The truncation estimate (2.5) differs from the more traditional
one of De Giorgi and Stampacchia, cf. for a typical example [KS]
p.63, in several notable ways. The first is the sum occuring on the
right hand side which is usually a product. The second is the limi-
tation on the range of p for which the estimate is valid.
At this point, we state our truncation lemma.

Lemma 2.1. Suppose that {A(k,r): tro::; r::; ro,k 2': ko} is
any collection of subsets of B,.0 that satisfies (2.5) and that D is a
positive number with
 Variational principles with linear growth 647

if

(2.7) IA(ko, ro) I ::; 6r~,

then

PROOF. For i = 1, 2, ... , let

Then

With

our goal is to prove inductively the estimate

(2.8)

For this, we first note that

_1_
and d = ai- 1

Written in terms of the sequence ai, the recursion relation (2.5) is

(2.9)

In particular, by the choise of 6 and d,

1 1
a2 ::; 4eo(ai- 1 r 01 + ai- 1 d- 1)a1
::; 4eo(6~ + c- 1)a1
::; (2-2n-1 + 2-2n-1 )a1 = 2-2n0!1.
648 R.Hardt, D.Kinderlehrer

Now assume inductively that Oi :S 2-ina 1 . Then, by (2.9),

the latter inequality holding because the inequality

i - 2n- ni(-n-) :S -(i + 1)n

n-1

reduces to simply n( n - 1) + i 2:: 0. This completes the inductive

proof of (2.8). The lemma now follows because

IA(ko + d, ~ro)l
2
= .lim at":, = 0.
>->=

Note the hypotheses of the lemma implies that

(2.10)

Consequently, whenever (2.5) and (2.7) are satisfied for a local

solution u on Bro,

Since we may argue analogously with

h-k for t :S k
B(t) = { ~ - t fork< t < h
for t 2:: h,

we may conclude that

(2.11)

whenever (2.5) and (2. 7) are satisfied for the sets

A(k,r) = Br n {u 2:: k} and A(k,r) = Br n {u :S k}.

 Variational principles with linear growth 649

Theorem 2.2. If u is a local solution in 0 and B 2 r(a) cc 0,

then there is a positive constant M depending only on II/IlL= so that

(2.12) llu- UriiL=(B.(a)) ::; M{rl-n r

Js,.(a)
IDul + T}

where
Ur = IBrl-l r
JB.(a)
udx.

PROOF. We may assume that a= 0. We may also apply (2.11) to

u- ur, with r 0 = 2r. By (2.5) and (2.11) it only remains to estimate
ko.
Suppose that r ::; p ::; 2r < 1. Then we may average the in-
equality
lur- upl::; lu(x)- uri+ lu(x)- upl
over the smaller ball Br to obtain

lur- up I::; IBrl- 1 r lu- urldx + 1Bri- 1Bpi1Bpl-1 ln~r lu- upldx
JB~
1

::; c2{r1-n r IDul + 2np1-n Jspr IDul}

Js.
(2.13) ::;c2{(1+2n)Arpl-n r IDul+cnp}
}Bp
::; c3{/-n
Jsp
r IDul + p},
where we have employed a Poincare inequality and the monotonicity
inequality (Theorem 1.3).
Letting
Ar(k,p) = Bp n {iu- url2: k},
we use a Sobolev inequality and (2.13) to calculate

kiAr(k,p)l n~l ::; llu- UriiL~(Bp)

::; llu- upi1Ln':'. 1 (Bp) + llup- uriiLn':'., (Bp)

::; C4 LP IDul + C3 {/-n LP IDul + p} IBI n~l

650 R.Hardt, D.Kinder/ehre.r

or

Selecting
ko = inf{l: IAr(k,p)l ~ 8pn for all r::::; p ~ 2r,k 2:: l}
now permits us to apply (2.11) with r 0 = 2r as well as to estimate

ko ~ cs8 n':l sup {pl-n

r:5p:52r
r IDul + p}
}Bp
~ c6{r 1-n r
ls.
IDul + r }.
This, combined with (2.11), completes the proof.

Corollary 2.3. The local solution u is continuous at a E 0 if

and only if
e(a) =lim r1-n
r ..... o
r
ls.(a)
IDul = 0.

Moreover,

(2.14) llu- u(a)IIL~(B.(a)) ~ N{r 1 -n r

JB 2 r(a)
IDul + r}
for some constant N depending only on 0, f, and a.

PROOF. We again take a = 0. The necessity of the condition

0( a) = 0 was established in 1.5. To use 2.2 to prove the sufficiency
we need to control the averages ii.P as p--+ 0. Using 2.2, we see that,
for each positive p::::; r,

luPI ~ IBPI-1~~p udxl

r lu- ii.rldx
~ iuri + IBpl-1
}Bp
~luri+M{r 1 -n r IDul+r}.
JB2r
 Variational principles with linear growth 651

Thus the collection {up : 0 < p ::; r} is uniformly bounded. Moreover,

!up- u,.!::;
::; jBpj- 1 f ju- upjdx + jBpj- 1 f ju -- u,.jdx
la, la,
::; c2 /-n { jDuj + +M{r 1 -n { !Duj + r }.
la, la ..
It follows that {up} is Cauchy asp--> 0 if E>(O) = 0. In this case, the
limit u(O) satisfies

ju-u(O)js;N{r 1 -n f jDu!+r} in B,..

la27'

3. Points of positive density. From [F], 4.5.9(3) we recall

that a BV function u has, at 7-{n- 1 almost all points a of its domain,
finite approximate upper and lower limits u+(a) 2': u-(a) satisfying

u+(a) = inf{k: lim !BPI- 1 !Bp(a) n {u > k}! = 0} and

p-+0+
(3.1)
u-(a) = sup{k: lim !BPI- 1 !Bp(a) n {u < k}! = 0}.
p-+0+

Moreover, using [F], 4.5.9(27), one finds that these limits differ at
1-in- 1 almost all points a where the upper n- 1 density

lim sup r 1 -n f jDu! > 0.

r-+0 Ja,(a)

In this section we shall limit ourselves to the case where f = 0.

Theorem 3.1. Suppose that f = 0 and u is a local solution in

0, a E 0, E>(a) > 0 and u+ > u- where u = u(a). For any E > 0,
there is a u > 0 so that

u- - E < u < u+ + E m B,.(a).

652 R.Hardt, D.Kinderlehrer

PROOF. We assume a= 0. For fixed 0 < p < r < dist(O, 8!.1), we

again let 7J be as in 1.2, and, for fixed h > k ;::: 0, let (} be as in (2.3).
We now use the test function

((x) = 7J(x) B(u(x)- u+)

in the variational formula (1.1). Since

supp( C Br nsupp(B(u- u+)) = Br n {u- u+;::: k},

we deduce, exactly as in the proof of (2.4) and using that u 1s
bounded, that
(3.2)
Le JD[B(u- u+)]J:::; (r- p)- k.~Be JB(u- u+)Jdx + CJA+(k,r)J
1

where C is a constant and

By (3.1), we may, for any positive number ko, choose a positive

ro < min{k0 ,dist(0,8!.1)} so that

(3.3)

where 8 is the constant from Lemma 2.1. Then, for ~r 0 :::; p :::; ro
and k;::: ko,

Since

we infer from a Sobolev inequality and (3.2) that, for ~ro :::; p < r :::;
r 0 and h > k ;::: k0 ,
n-l

(h-k)JA+(h,p)Jn;;::::; [{ JB(u-u+)Jn:-_dx]~::;
JA+(h,p)
 Variational principles with linear growth 653

n-1

< [LP IB(u- u+)l n~t dx]--;;- 5:_ CoL" ID[B(u- u+)JI
5:_ co(r- p)- 1 r
}Br!'VBP
IB(u- u+)ldx + coCIA+(k,r)l
5:_ co(r- p)- 1 (h- k)IA+(k, r)l + coCIA+(k, r)l.
Thus we find, as in our previous argument in 2 that for a constant
Co,
IA+(h,p)ln;:' 5:_ Co [(r- p)- 1 + (h- k)- 1 ]IA+(k,r)l
(3.4) 1
for 2ro 5:_ p < r 5:_ r0 and h > k 2:: ko.
By (3.3) and (3.4), we may again apply Lemma 2.1 to conclude that

u-u+5:_ko+d=ko+c11A(ko,ro)l* 5:_crko in Br./2

Similarly, there is a positive s 0 such that

u- u- 2:: crko in Bo/2

Next we seek more precise information on the behavior of u near

a point of positive density. From [F],4.5.9(22), we recall that, a BV
function u, is, at 7{n-l almost all points a of positive upper density,
approximately two-sided continuous in the sense that there is a unit
vector v(a) so that

o:(p) = [p-n f iu- u+ 1 n~' dx(:' __. o as P __. o

Ja;(a)

where B~(a) = Bp(a) n {(x- a).v(a) > 0}.

Theorem 3.2. Suppose that, in addition to the hypotheses of

Theorem 3.1, the local solution u is approximately two-sided contin-
uous at a in the direction v. For any 0 < f3 < n~l and any E > 0,
there is a T > 0 so that
iu- ul5:_ E
(3.5)
m E = Br(a)n{x: (x- a).v 2:: [o:(2lx- ai)Ji31x- al}
654 R.Hardt, D.Kinderlehrer

where a is as above. In particular, the two sets

1 1
{:r:: u(:r:) > 2(u+ + u-)} and {:r:: u(:r:) < 2(u+ + u-)}
contain open domains whose boundaries are tangent to the hyper-
plane {(:r:- a).v = 0} at a. Moreover,

(3.6) lim
p-+0
r
Ja.(a)
Duf r
lap( a)
IDul = v.

PROOF. We assume a = 0. Choose a positive number s <

Hc1 1 6-~) so that B. c nand
[a+(2t)p-.8(n-l) =::; 41 -n(6IBI) ";;-' for all 0 < t =::; s.
Suppose bE B. and b.v ~ [a+(2lbi)J.Bibl. Setting
1
r 0 = [a+(2lbi)J.8Ibl and ko = 2'
we see that
(3.7) k 0 1 4n- 1 IBI~[a+{2lbl)]{r 0 1 lbl)n- 1 =::; 6";;-'.
Next, for ~r 0 =::; p =::; r 0 and k ~ k0 , we let
Ab(k,p) = Bp(b) n {u < u+- k},
note that Bp(b) C B~+lbl because b.v ~ p, and use the definition of
a+ and (3.7) to estimate
kiAb(k, P)l ";;-' =::; [ r lu- u+ I,.::, dx(;;-'

[l
}Ab(k,p)

=::; lu-u+l,.::dxj";;-'
B~+lbl
=::; [a+(p + lbl)](p + lbl)n-l

< k0 6=1. pn-1 <

- - k6";;-' p n-1.
 Variational principles with. linear growth. 655

Thus,

Now for :fixed p and r with !ro : :; r

p < r :::; 0 , we let "7 be as in
1.2. Also for fixed hand k with h > k ~ k0 , we let

h- k for t < - k
O(t) = { -t- k for -h < t < -k
0 fort~ -k.

Using ((x) = 'TJ(X) 0( u(x)- u+) in the variational formula (1.1) and
noting that
supp('TJO'(u)) C supp( C Ab(k,r),
we deduce, as in the proof of (2.4), that
(3.9)
r ID[O(u-
JB,
u+)JI:::; (r- p)- 1 r
JB.~B,
IO(u- u+)ldx + GIAb(k,r)l.

Since {j:::; !IBI, we may, as in 2, use a Sobolev inequality to find

that

for !ro : :; p < r :::; r 0 and h > k ~ k0 Applying 2.1 now gives

Thus,

Similarly, forb E B. with b.v:::; -[a-(2lbi)Jf3lbl, we use

and find that

656 R.Hardt, D.Kinderlehrer

Combining these two inequalities with Theorem 3.1 gives the exis-
tence os a suitable T.
Finally to obtain the formula for the vector v, we write

{ Du= { ul:idS,
ls. las.
where the right hand side is to be understood in the sense of BV
trace theory [GJ, and consider the integrals over the three spherical
regions 8BP n E+, 8BP n E-, and 8Bp"' (E+ U E-) separately.
To handle the last region, note that by Theorem 3.1, u is boun-
ded on Bp for p sufficiently small. Thus,

r
Ilasp~(E+uE-) u~dsl<
lxl -
:S iiuiiL~(Bp)1tn-l(8Bp rv (E+ U E-))
:S cliuiiL~(Bp) max{[o: + (2p)].8, [o:- (2lbl)].8}pn-l = o(pn-l ).
For the other two regions, we use the first conclusion of 3.2 to see
that

Ilas
f u~dS- {
nE lxl
p las nE
u~dsl <
lxl - p

:S { iu- uidS
las.nE
:S ess sup lu- ul1tn-l(8Bp) = o(pn- 1 ).
aBpnE
Moreover, since each set E is symmetric in the directions orthogonal
to v,
{ u~dS = ( { ~. vdS)uv.
las.nE lxl laspnE lxl
We conclude that

pl-n r Du
ls.
=IV+ 0(1) as p---> 0,

where 1 = [(JaBnE+ 1: 1 vdS)u+ + UaBnE- 1: 1 vdS)u-J is a nonzero

scalar. Then

pl-n r
ls.
IDui =Ill+ o(l) as p---> 0,
 Variational principles with linear growth 657

and we may divide and let p -+ 0 to obtain the desired formula.

As a consequence of Theorem 3.2 and the characterization from

[F], 4.5.9(22), the set E+ defined in (3.5) is a set of finite perimeter
and (3.6) holds on fJE+ n B5(a), /5 < r, 7-{n- 1 a.e. Thus for f = 0
and 'f} smooth with supp 'f} C B5(a),

(3.10) D(TJXE+) <t:: JDuJ.

Working directly with the variational principle for the functional,
this leads in a standard way to

Theorem 3.3 Suppose that f = 0 and u is a local solution in

!.1, a E !.1, 8(a) > 0, and u+(a) > u-(a). Suppose in addition that
u is two-sided continuous at a in the direction v. Then there is a
neighborhood Br (a) such that the set

is an area minimizing hypersurface in Br(a).

We adopt several standard notations: Br(a) indicates the open

ball {x ERn: lx- aJ < r} and Br = Br(O). The Lebesgue outer
measure of a set A is written IAJ, while 7-{n- 1 denotes n- 1 dimen-
sional Hausdorff measure. When restricted to a sphere 8Br(a), the
latter becomes ordinary surface measure and will be, under integrals
signs, abbreviated as dS.

This research was supported in part by NSF grants DMS 85-

11357 and DMS 87-0672.
 658 R.Ha'Nl.t, D.Kinderlehrer

References

[A] G.Anzellotti, On the extremal stress and displacement in

Hencky plasticity, Duke Math. J. 551 (1984), 133-147.
[AG1] G.Anzellotti and M.Giaquinta, Existence of the displacement
field for an elastoplastic body, Manus.Math. 32 (1980), 101-136.
[AG2] G.Anzellotti, M.Giaquinta, On the existence of the fields of
stress and displacement for an elasto-plastic body in static equi-
librium, J.Math. Pures Appl. 61 (1982), 219-244.
[AL] G.Anzellotti, S.Luckhans, Dynamical evolution of elasto-per-
fectly plastic bodies, Appl. Math. Opt. 15 (1987), 121-140.
[B1] H.Brezis, Intgrales convexes dans les espaces de Sobolev, Israel
J. Math. 13 (1972), 9-23.
[B2] H.Brezis, Multiplicateur de Lagrange en torsion elastoplastique,
Arch. Rat. Mech. Anal. 49 (1972), 32-40.
[Bs] H.Brezis, Analyse fonctionnelle, Masson, (1983).
[DCP] E.De Giorgi,F.Colombini, L.Piccinini, Frontiere orientate di
misura minima e questioni collegate, Pubbl. Scuola Normale,
Pisa, (1972).
[ET] I.Ekeland, R.Temam, Convex duality, North-Holland, (1976).
[F] H.Federer, Geometric Measure Theory, Springer-Verlag, Berlin,
Heidelberg and New York, 1969.
[G] E.Gagliardo, Caratterizzazioni delle tracce sulla frontiera rela-
tive ad alcune classi di funzioni inn variabili, Rend. Sem. Mat.
Padova 27 (1957), 284-305.
[HKl] R.Hardt, D.Kinderlehrer, Elastic plastic deformation, Appl.
Math. Optim. 10 (1983), 203-246.
[HK 2] R.Hardt, D.Kinderlehrer, Some regularity results in plasticity,
Appl. Symp. Pure Math. 44 (1986), 239-244.
[KS] D.Kinderlehrer, G.Stampacchia, Variational Inequalities, Aca-
demic Press, 1980.
[KT] R.Kohn, R.Temam, Dual spaces of stresses and strains, Appl.
Math. Optim. 10 (1983), 1-35.
[RS] V.Roytburd and M.Slemrod, Dynamic phase transitions and
compensated compactness, J .Bona, C.Dafermos, J .L.Ericksen,
D.Kinderlehrer eds., IMA Volumes in Math. and Appl. 4
(1987), 289-304.
 Variational principles with linear growth 659

[S] G.Stampacchia, Formes bilineaires coercitives sur les ensem-

bles convexes, CRAS Paris 258 (1964), 4413-4416.
[T] R.Temam, Plasticity, Gauthier Villars (1983).

School of Mathematics
University of Minnesota
206 Church St. SE
MINNEAPOLIS, MN 55455
 ESTIMATION DE L'ERREUR
DANS DES PROBLEMES DE DIRICHLET
OU APPARAIT UN TERME ETRANGE

HAYAT KACIMI FRAN<;OIS MURAT

Dedie rl Ennio De Giorgi pour son soixantieme anniversaire

Resume. On considere le probleme de Dirichlet

-tlu' =f dans !1'' u' =0 sur of!!'

ou n n
est obtenu en retirant a de nombreux petits trous, rcpartis
periodiquement avec une periode 2c: dans les directions des axes,
chaque trou etant obtenu a partir d'un trou modele par une ho-
mothetie de rapport c:Nf(N- 2 ). Dans le probleme limite

-tlu+ J.LU =j dans fl, U =0 SUI Of!,

apparait un "terme etrange" d'ordre 0.

Designant par p' le potentiel capacitaire de chacun de ces petits
trous par rapport ala boule de rayon c: qui l'entoure, nous montrons
!'estimation d'erreur

JJu' - (1- p')uJJH~(i"l) s; cste c:.

662 H.Kacimi, F.Murat

Ce n)sultat est demontre en deux etapes : la premiere est une es-

timation d'erreur abstraite, obtenue dans un cadre qui generalise la
situation geometrique consideree ci-dessus ; la deuxieme consiste a
estimer explicitement certaines quantites, telles que IIP'IIH'(!l) qui
apparaissent dans !'estimation d'erreur abstraite.

Abstract. Consider the Dirichlet problem

-flu'= f in n, u = 0 on an,
where n is obtained by removing from n many small holes T[,
periodically distributed with a period 2c in the directions of the axes,
each of the holes T{ being obtained from a model hole by reducing
it at the size cN/(N- 2). The solutions u converge weakly to the
solution of

-flu+ p.u = f in n, u = 0 on an,

where a zero-order term surprisingly appears.
Let p' be the capacity potential of each small hole T[ in the
ball of radius c with the same center. We prove in this paper the
following error estimate

This result is proved in two steps. In the first, an abstract error es-
timate is obtained in a framework which generalizes the geometrical
situation described above. The second step consists in estimating ex-
plicitly quantities like IIP'IIH'(n),which appear in the abstract error
estimate.

1. Position du probleme et enonce du resultat. Soit n

un ouvert borne de IRN, N ::::: 2. On definit un ouvert perfore
n(e)
(1.1) n = n\ UT;"
i=l

en creusant dans n des trous T[ que l'on fabrique a partir d'un trou
modele T par une homothetie de rapport a et que l'on repartit
 Problemes de Dirichlet oti. appamft un terme etmnge 663

periodiquement dans n avec une periode 2e dans les directions des

axes ; pour etre precis, on se donne une base e1 , e2 , , eN de lR N et
un ferme borne T de IRN j T n'est pas necessairement regulier, mais
si N = 2 on supposera que T contient une boule centree en 0 (voir
a ce sujet la Remarque 2.2) ; pour ae > 0 donne, on definit de fa'<on
precise ne par :

ne = n nQe
(1.2a) Qe =IRN\ u
kEZN
TZ

N
(1.2b) TZ = aeT + e L 2kt ee
l=l

ou k est le multi-indice k = (k11 k2, ... , kN} E zN. Soit B la boule

unite de JRN :
B = {x E IRNIIxl < 1};

on pose

N
(1.2c} Bk = c-B+c- L2 kt ee.
l=l

Si ae est choisi tel que

(1.3} aeT C eB

(ce que l'on supposera toujours dans la suite}, les trous TZ sont de-
connectes, chacun etant contenu dans "sa" boule Bk de rayon e.
On se donne f E H- 1 (0}, i.e.

(1.4}

et on considere le probleme de Dirichlet dans ne : trouver ue tel que

dans n,
(1.5}
sur ane,
664 H.Kacimi, F.Murat

qui est equivalent a la formulation variationnelle : trouver u" tel que

(1.6)
{ { grad u" grad v
Jne
u" E HJ(fl").
= {
Jne
g grad v Vv E HJ (rl")

Le lemme de Lax-Milgram assure que (1.6) a une solution unique et

que

Si v" est une fonction de L 2 (fl"), on note v" son prolongement a

1 2 (fl) defini par
n(t:)
(1.8) v" = v" dans fl", v" = 0 dans UTt = fl\fl".
i=l

Ce prolongement par 0 verifie

IWIIP{O) = llv"IIP{fl<)
De plus, si v" E HJ(rl") on a v" E HJ(n) avec

grad v" = (grad v")~' II grad v" II(L'{O))N = I grad v" II(P(rJ<))N.
De (1.7), on deduit que I grad ii"II(P{O))N est borne, et done que
u" est borne dans HJ(rl). Quitte a extraire une sous-suite, que l'on
note encore avec l'indice c, on a done

(1.9) u" ~u dans HJ(n) faible .

En fait !'extraction de cette sous-suite s'averera inutile (voir Remar-
que 1.5).

Definissons maintenant dans ffi. N la fonction w" = 1 - p" oil p"

est le potentiel capacitaire du trou Tk_ dans la boule Bf., de rayon c
et de meme centre ; de fa~on precise on definit w" par
1 (ffi.N)
w" E H loc
w" = 0 dans U Tfo
kEZN
(1.10) w" = 1 dans lRN\ U B'f.
kEZN
dans U (BA,\Tt)
kEZN
 Problemes de Dirichlet ou apparait un terme etrange 665

Chaque trou Tk etant contenu dans la boule Bk d'apres !'hypothese

(1.3), la fonction w est parfaitement definie par (1.10).

Le but de cet article est de montrer le resultat suivant :

Theoreme 1.1. On suppose que N 2: 2 et que a est donne

par:

a'= Co c:Nf(N-2) si N 2: 3
(1.11) {
a = exp ( -C0 /c: 2) si N = 2

ou Co > 0 est un riel donne.

On suppose d'autre part que la limite u definie par (1.9) est telle
que

(1.12)

On a alors ['estimation :

ou C est une constante qui ne depend que de la dimension N, de

l'ouvert n, du trouT, de la constante Co qui apparait dans (1.11) et
de la norme de u dans W2 00 (0).

Remarque 1.2. Le probleme du passage a la limite dans des

problemes de Dirichlet du type de celui que nous avons decrit ci-
dessus a ete etudie par de nombreux auteurs : il est difficile de
donner une bibliographie complete, mais on peut citer par exemple
[1] [4] [5] [6] [8] [10] [11] [12] [13] [19] [20] [22] [23] [24] [25] [28] [29]
[30] [31] [32] [33] [34].

Un probleme tres lie au probleme precedent est celui du passage

ala limite dans des inequations variationnelles avec des obstacles 'if;'
qui oscillent rapidement, l'exemple modele etant 'if;' = 0 dans n et
'if;" = 'if; sur les trous r:
definis par (1.2) ; un probleme equivalent
est celui de la minimisation d'une fonctionnelle sur les convexes uni-
lateraux variables {v E HJ(O)Iv 2: 'if;" dans n}. Ce probleme, pro-
pose par E. De Giorgi [15] a ete la source de nombreux travaux [1]
666 H.Kacimi, F.Murat

[3] [5] [6] [8] [9] [10] [12] [13] [17]. Son etude a fourni de belles illu-
strations de la puissante theorie de la r-convergence introduite par
E. de Giorgi [14] [15] [16] [18].

Rernarque 1.3. Sous les hypotheses du Theoreme 1.1, on sait

que
u"'- w"'u __, 0 dans HJ(O) fort;
ce resultat, demontre dans [6], Theoreme 3.4 et Remarque 3.3, est
rappele au Theoreme 2.5 ci-dessous. Le resultat du present article
est plus precis puisqu'il donne une estimation d'erreur.

D'autres estimations d'erreurs, obtenues par des techniques dif-

ferentes, sont donnees dans [19] [20] [29] [30] [31].

Rernarque 1.4. Une autre fa~on de presenter !'estimation

(1.13) est d'utiliser le potentiel capacitaire p"' defini par p' = 1- w"',
et d'ecrire

ue = u + peu + re avec lire IIH~(O) ::::: Cc pour c assez petit.

Cette presentation fait apparaitre ue (prolongement de ue par 0,

voir (1.8)) comme une somme de trois termes: la limite u, un terme
peu qui converge vers 0 dans HJ(fl) faible mais pas fort (cf. (2.3)
et la Remarque 2.8 ci-dessous) et qui est le correcteur du premier
ordre de la limite, enfin le reste re qui est d'ordre superieur. Cette
presentation se rapproche de la theorie des couches limites (cf. par
exemple [27]) ; on notera qu'ici, la couche limite est repartie dans tout
l'ouvert fl (et non pas concentree), ce qui est assez naturel puisque
n(e)
sa cause, la frontiere U8T;' des trous, est repartie dans tout fl.
i=l

Rernarque 1.5. Dans la situation geometrique que nous avons

decrite dans ce paragraphe, ou les trous sont obtenus par homothetie
a partir d'un trou modele, et repartis periodiquement, il n'est pas
necessaire d'extraire de sous-suite dans (1.9) car la suite ue toute
entiere converge vers u.

On sait en effet (voir les references citees dans la Remarque 1.2

et le Theoreme 2.5 du present article), que si a' est donne par (1.11),
 Probleme8 de Dirichlet oti. appamit un terme etmnge 667

la fonction u definie par (1.9) est la solution unique du probleme

(1.14) { u
-~U +f-LU=
E HJ(O)
f dans 0

ou t-t est une constante positive definie a partir de la capacite de T

dans IR.N quand N 2: 3 (voir (2.5) ci-dessous).

Si les trous sont plus petits que la taille ae definie par (1.11),
alors on a encore (1.14) mais avec t-t = 0 ; si par contre les trous sont
plus gros, on au=: 0 dans 0 (voir Remarque 2.8 ci-dessous).

Remarque 1.6. Comme d'habitude dans les problemes d'es-

timation d'erreur (voir par exemple [27]), !'estimation (1.13) n'est
demontree que si la limite u est assez reguliere ; ici u doit appartenir a
W 2 ' 00 (0) (hypothese (1.12)), alors que la limite u des iie appartient,
en principe, seulement a HJ(O). Notons cependant que si fest assez
reguliere et si le bord an de l'ouvert est assez regulier, la fonction u,
qui est solution du probleme elliptique (1.14) ala regularite voulue.

La demonstration du Theoreme 1.1 que nous presentons dans

cet article s'articule en 2 etapes.
La premiere etape consiste a plonger la situation geometrique
decrite par (1.2) et (1.11) (trous de taille ae donnee par (1.11) repar-
tis periodiquement dans n a des distances de l'ordre de 2c) dans le
"cadre abstrait" introduit dans [6] : nous rappelons ci-dessous (para-
graphe 2) ce cadre et les principaux resultats qu'il permet d'obtenir.

Dans ce "cadre abstrait", il est facile d'obtenir (paragraphe 3)

une estimation de l'erreur qui est une generalisation naturelle de
(1.13) voir Theoreme 3.1. Cette estimation de l'erreur "abstraite"
donne une majoration de llue - weuiiH~(n) en fonction des deux
quantites llwe- 1llu(n) et llt-te- t-tiiH-(n)

n suffit alors, dans une deuxieme etape (paragraphe 4) de ma-

jorer explicitement ces deux quantites par Cc- dans le cas ou la
geometrie est decrite par (1.2), (1.11), pour obtenir le Theoreme
1.1.
668 H.Kacimi, F.Murat

2. Un cadre abstrait pour certains problemes de Dirich-

let dans un ouvert variable. Rappel de resultats. Dans ce
paragraphe, nous rappelons le cadre introduit dans [6] et les resultats
qu'il permet d'obtenir. Cette fa<;on d'etudier certains problemes de
Dirichlet dans des ouverts variables est directement inspiree de la
methode mise au point par L. Tartar [35] pour etudier les problemes
d'homogeneisation ; elle est basee sur la fabrication et l'usage de
bonnes fonctions test.

Commencons par enoncer une propriete "concrete"

Theoreme 2.1.Les fonctions w' definies par (1.10) sont telles

que

(2.1a)

ou p,' et 7' sont des elements de H1~~(1RN) definis par :

ow'
< p,'' 'P > = L Ia 8 'P ds'

{
kEZN 8Bk n

I: J{Jr8T~ a'P
(2.1b)
ow'
< ,.,t.p >= ds
kEZN n

Pour tout ouvert borne !.1 de IR N, on a, en designant par v' le pro-

longement ( defini en (1.8)) de v' par 0 :

(2.2) < 7',v' >= 0 si v' E H~(!.1').

Si a' est donne par (1.11), on a en outre

(2.3) w' ~ 1 dans H1~c(IRN) faible

(2.4) p,' -+ p, dans H1~; (IR N) fort

ou p, est defini par

siN~ 3
(2.5)
siN= 2.
 Problemes de Dirichlet ou apparait un terme etrange 669

Dans cet enonce, Cap T designe la capacite du ferme T dans

IRN, i.e.

(2.6) CapT=

On a designe par < , > la dualite entre HJ(D) et H- 1 (D). Dans

(2.lb) n designe la normale exterieure ala couronne Bf.,\T{. et on a
note comme des integrales les dualites entre H- 1 12 ct H 1 12 sur oBI,
et oT{. ; cette notation est justifiee pour { 0 w rp ds qui est bien
0
lask n
une integrale, car w' est harmonique dans la couronne Bf,\T{. ct vaut
, u"'B'k : ow est d one une f onctwn
1 sur l a sp h ere on ' l"'
' regu
. tres 1ere sur

oBI., ; il n'en va pas de meme pour { o~v rp ds

si oT{. n'est pas
lerrn
regulier ; de fa<;on correcte, on do it poser (en tenant compte du fait
que w est harmonique dans BJ,\Tk)

(2.7)

oil if; est un element de 'D(IRN) tel que = if! sur T{. et := 0
en dehors de Bf. ; le second membre de (2.7) definit un element de
H- 1 12 (oT{.) quelle que soit la regularite de T{..

Remarque 2.2. L'expression de JL differe selon que N = 2 au

N :::0: 3. SiN :::0: 3, JL est egal (a une constante multiplicative pres) a
la capacite du trou T. En dimension N = 2, JL est independant de
T : cela provient des proprietes speciales du potentiel Newtonien en
dimension 2, qui font que pour tout ferme borne T, on a CapT = 0
quand N = 2.

Soulignons le fait qu'en dimension 2, nous avons suppose que

T contenait une boule BP centree a l'origine. Cette hypothese n'est
probablement pas necessaire ; nous ne l'utiliserons que pour demon-
trer que JL est egal a 1r /2C0 en dimension 2, ct dans la demonstration
du lemme 4.6. Il est possible, sans faire cette hypothese, de montrer
que l'on a (2.3) et qu'il existe un JL et une sous-suite en E telle que
670 H.Kacimi, F.Murat

l'on ait (2.4) il suffit de proceder par comparaison ([6], Theoreme

2.7 et Lemme 2.8) avec une boule centree en 0 et contenant T. Ce
raisonnement montre aussi que l'on a necessairement 0 ::; J.L ::; 1r /2C0 .
II reste alors a identifier J.L. Nous ne savons pas resoudre ce probleme
siT est quelconque; mais quand T contient une boule Bp, on obtient
facilement (encore par comparaison) que J.L 2: 1r /2C0 , ce qui demontre
alors (2.5) (sans extraire de sous-suite).

On pourrait d'ailleurs se contenter de supposer que T contient

un segment de droite centre a l'origine ; il suffirait alors d'employer
la Proposition de l'Appendice 3 de [1]. Mais cette derniere hypothese
n'est pas non plus satisfaisante puisqu'elle ne permet pas de donner
la valeur de J.L quand T ne contient pas de segment, par exemple
quand T est un ensemble de Cantor ; il est probable que meme dans
ce cas, on a J.L = Ir/2C0 .

Demonstration du Theoreme 2.1. Lapropriete (2.1) resulte

immediatement du fait que w est nulle sur les trous Tk, est har-
monique dans les couronnes B'f.\Tk, et est egale a 1 en dehors de
l'union des boules B'f.. La propriete (2.2) est egalement evidente,
puisque 1' ne charge que les trous.

Les proprietes (2.3) et (2.4) sont les affirmations les plus inte-
ressantes du Theoreme 2.1 ; ce sont d'ailleurs les seules choses a
demontrer et les seuls points ou intervient !'hypothese (1.11) sur la
valeur de a'. Si T est une boule, (2.3) et (2.4) resultent de calculs
explicites en coordonnees polaires: voir [6], Theoreme 2.2 et Lemme
2.3 ; siT est un ferme borne quelconque, on demontre (2.3) et (2.4)
par comparaison ([6], Theoreme 2.7 et Lemme 2.8).

n restealors a demontrer (2.5), c'est-a-dire a identifier J.L ; on

utilise pour cela la Proposition 1.1 de [6]. Si N = 2 on utilise le
fait que la capacite est une fonction croissante et on procede par
comparaison : comme nous avons suppose que T contient une boule
et est contenu dans une autre boule, et comme toutes les boules
conduisent, independemment de leur rayon, a J.L = 1r /2C0 , on en
deduit (2.5). Si N 2: 3, on effectue un changement de variable x ---+
x /a' pour ramener le trou a'T a sa taille originelle T. II reste alors
a faire un raisonnement analogue (mais en fait plus simple) a celui
 Problemes de Dirichlet ou apparait un terme etrange 6 71

que nous ferons pour demontrer le Lemme 4.6 (voir aussi [1], Lemme
2.4).

L'examen du Theoreme 2.1 et de la definition (1.10) dew' mon-

trent que, lorsque a" est donne par (1.11), la situation geometrique
dccrite au paragraphe 1 (trous de taille a" repartis periodiquement
dans fl, a des distanceS de 2c) rentre dans }e "cadre abstrait" SUl-
vant:

Hypothese (H). Soit f! un ouvert borne de IRN et soit f!" =

n(e)
f! \ U T{ l'ouvert obtenu en lui retirant des fermes T{ de IRN. On
i=l
suppose que Ia geometrie est telle qu 'il existe w", Jl!, 1" et p qui ve-
rifient :

dans T[, 1 ::; i :':: n( E)

dans H 1 (f!)faible
(2.8) p",/",p E H- 1 (f!)
-~w" = p" -!" dans D'(f!)
p"-+ p dans H- 1 (f!) fort
< 1 ,v >= o Vv" E HJ(f!").

Remarque 2.3. L'hypothese (H) n'est pas satisfaite seulement

dans la situation geometrique du paragraphe 1 : on trouvera dans
[6], paragraphe 2, plusieurs exemples ou cette hypothese est verifiee
et conduit a !'apparition d'un "terme etrange" pu dans !'equation
limite : trous repartis periodiquement sur un hyperplan, cylindres
disposes "en foret" ou "en rideau", "treillis tridimensionnels" par
exemple. On trouvera dans [25], chapitre 1, l'exemple (en dimension
N ;::: 3) de trous ellipsoi"daux, de revolution au tour de leur grand axe,
repartis dans [! avec une periode 2c- dans les directions des axes de
IRN, et dont les (N - 1) petits axes " et le grand axe L" ont des
ordres de grandeur differents :

L" = C1c-f'
(2.9)
(3 + (N- 3)o: = N
672 H.Kacimi, F.Murat

quand N ;?: 4 ; la encore, !'hypothese (H) est verifiee.

Le "cadre abstrait" de !'hypothese (H) permet egalement de
traiter des problemes de Dirichlet avec des operateurs d'ordre super-
ieur [5], ainsi que des problemes d'obstacles qui oscillent rapidement
([6], paragraphe 4, et [5]) (pour ces problemes voir aussi [13]).

Remarque 2.4. L'hypothese (H) n'est autre que le "cadre

abstrait" (HI) (H2) (H3) (H4) (H5) (ou plus exactement (H5)') de
[6], a un detail pres cependant : on a ici suppose seulement que
JL appartient a H- 1 (0), alors que dans [6] on avait suppose JL E
w-l,oo(f!). Nons allons voir que JL E H- 1 (0) suffit.

En effet, il est facile de voir, en utilisant comme fonction test

<.pw' avec <.pE 'D(D) dans -Llw' = p' - '( que

(2.10) lim { 'Pi grad w'

< p, <.p >= e-->0} 1
2 V<p E 'D(D)
0

(cf. [6], Proposition 1.1 ). Ainsi JL est necessairement une me sure

positive de H- 1 (0).

Un resultat de J. Deny [7] (voir aussi [2]) assure alors que toute
fonction v E HJ(f!) est mesurable pour la mesure JL et appartient a
L 1 (D;dp):

(2.11)
{
Dans le cadre (H), on obtient les resultats suivants :

Theoreme 2.5. On se place sous /'hypothese (H), et on con-

sidere, pourf E H- 1 (D) donne, les solutions u' des problemes de
Dirichlet :

(2.12) { -Llu' = f
u' E HJ(f!').
dans 'D'(f!')

Alors la suite ii' (toute entiere) des prolongements par 0 de u' {voir
(1.8)} verifie
(2.13) ii.' ~ u dans HJ(n) faible,
 ProbUemes de Dirichlet ou appamft un terme etmnge 673

au u est la solution unique de

+ pu = f
(2.14) { -~u
u E HJ(O) n
dans
L 2 (0;dp)
V'(O)

et l'on a
ii! = wu + r
(2.15) { avec r ___, 0 dans W~' 1 (0) fort.

Si en outre u appartient a W~'P(O) au p > N, alors r ---> 0 dans

HJ(O) fort.

Theoreme 2.6. On se place sous /'hypothese (H), et on con-

sidere une suite z' telle que

z' E HJ (0)
(2.16)
{ z' = 0
z' ~ z
sur T[,
dans
1 ~ i ~ n(E:)
HJ(O) faible.
Alors (noter que d'apres (2.11) on sait deja que z E L 1 (0;dp)) on a

(2.17)
{
Si on suppose de plus que

on obtient
z' = w'z + r'
(2.19) { au r ---> 0 dans W~' 1 (0) fort;

en outre r' tend vers 0 dans HJ(O) fort si z appartient a W~'P(O)

au p > N. Enfin, pour tout r.p E V(O) on a

r.pw' ~ r.p dans HJ(O) faible

{
(2.20) r.pw' =0 sur T[, 1 ~ i ~ n(E:)

In Igrad (r.pw'W ---> In Igrad r.pl 2 dx + In r.p 2 dp.

674 H.Kacimi, F.Murat

Remarque 2. 7. Si on note

si u = 0 sur Tt, 1 ~ i ~ n( c)
1T(u) = { 0+oo sinon

ecrire {2.17) et (2.20) est equivalent a affirmer la r-convergence, no-

tion tres feconde introduite par E. De Giorgi ([14] [18]), des fonc-
tionnelles
=In lgradul dx + 1T(u)
Fe(u) 2

vers F(u) =In lgrad ul dx +In u dJ.L.

2 2

DEMONSTRATIONS DES THEOREMES 2.5 ET 2.6. Dans le cas ou

l'on suppose J.L E w- 1 ""(0), les Theoremes 2.5 et 2.6 sont demontres
dans [6], Theoremes 1.2 et 3.4, Propositions 3.1 et 3.2 et Remarque
3.3. Pour demontrer ces theoremes quand J.L appartient seulement a
H- 1 (0), il suffit de suivre les demonstrations de [6] en utilisant le
resultat de J. Deny (2.11), et en approchant z par des fonctions Zn
telles que :

{
Zn E HJ{O)
lzn(x)l ~ inf{lz(x)l,n}
Zn--+ z dans HJ(O) et L1 (0;dJ.L) fort.

Les fonctions obtenues par troncature de z a la hauteur n convien-

nent parfaitement pour cela ; on peut egalement utiliser les approx-
imations deL. Hedberg [21] (voir aussi [2], paragraphe 2), qui, elles,
operent dans les espaces wm,p et permettent d'obtenir les analogues
des Theoremes 2.5 et 2.6 pour des operateurs d'ordre superieur [5]
(voir aussi [13]).

Remarque 2.8. Revenons pour finir ce paragraphe a la situa-

tion geometrique decrite au paragraphe 1 (trous de taille ae repartis
dans 0 avec une periode 2c-), et examinons la situation en fonction
des valeurs de ae.

Nous venous de voir que si ae verifie (1.11), les solutions des

problemes de Dirichlet (1.5) convergent dans HJ(O) faible vers u
 Problemes de Dirichlet ou apparait un terme etrange 675

solution de

{ -.6_u +fLU= j
u E HJ(Q)
dans Q

ou pest la constante definie par (2.5).

Si les trous T[ sont "plus petits" que la taille definie par (1.11),
1.e. s1

(2.21) { a'/t:Nf(N- 2 )->

t: 2 Log a' ->

0
-oo
s1
s1
N
N
2: 3
=2
on peut majorer l[grad w'II(Lf ,(IRN)JN par un calcul explicite ou l'on
rem place le trou T[ par une boule a' Br ; on montre facilement que
les w" definis par (1.10) verifient grad w' -> 0 dans (Lfoc(JRN))N
fort ; c'est dire que

L'hypothese (H) est alors verifiec avec p = 0, et !'on a

(2.22) u' -> u dans Ht (rl) fort

ou u est la solution du probleme de Dirichlet (classique puisque
f1 = 0)
-.6.u = f dans rl
(2.23) {
u E HJ(rl).

Si au contraire, les trans T;' sont "plus gros" que la taille definie
par (1.11 ), i.e. si

(2.24) { a'/t:Nf(N- 2 ) ->

t: 2 Log a' ->

+oo
0 si N
s1
=2
N 2: 3

on utilise (2.16) et (2.17) pour des trous, plus petits, de taille

C0 ENJ(N - 2 ) ou exp( -C0 / c 2 ) qui sont contenus dans les T[ ; on
obtient liminf
lnr lgrad u'l 2:
lnru dp, ou f1 est donne par (2.5) ;
2 dx 2
.~o
il suffit alors de faire tendre C0 vers l'infini pour voir que les solutions
u' des problemes de Dirichlet (1.5) verifient dans ce cas

(2.25) u' _, 0 dans HJ (rl) faible.

676 H.Kacimi, F.Murat

L'etude detaillee de la situation (2.24) est effectuee dans [25],

chapitre 3 : on y montre par exemple que si ae = C0 c" avec 1 < a <
N /(N- 2) en dimension N 2': 3, on a

(2.26)

ou fl est donnee par (2.5).

Dans le cas de la dimension N = 1, on est toujours dans la

situation (2.25) : !'injection compacte de H 1 (0) dans C 0 (0) en di-
mension 1 et le fait que ii,E est nul sur des trous T{ repartis dans n,
entrainent qu'a la limite u = 0, aussi petits que soient les trous T{.

3. Estimation de l'erreur dans le cadre abstrait. Dans

ce paragraphe, on demontre le theoreme suivant, qui generalise le
Theoreme 1.1 dans le cadre de !'hypothese (H) du paragraphe 2 (voir
2.8).

Theoreme 3.1. On se place sous ['hypothese (H), et on con-

sidere les problemes de Dirichlet (2.12). On suppose que la limite u
des solutions, qui est definie par (2.14), verifie

(3.1)

On a alors ['estimation :

jjgrad (ue - weu) II(L'(O))N = !!grad (ue - weu)I!L"(O))N

(3.2) { :::; [2 !!grad ui!(L""(O))N +Co ll~ui!L""(O)] !!we -1112(0)

+[ l!ui!L""(O) +Co !!grad ui!(L""(O))N] llfle - fli!H-l(O)

Dans cet enonce ij,E est la prolongement par 0 defini en (1.8),

Co designe la constante de Poincare de l'ouvert 0, i.e. la plus petite
constante telle que
 Problemes de Dirichlet ou apparait un terme etrange 677

et on a choisi pour norme dans HJ(n) la norme du gradient, de sorte

que
< f,v >
(3.4) 11/IIH-'(nl = sup
vEHJ(n) II grad vll(2(f!))N

DEMONSTRATION. Comme u appartient a W 2 00 (n) (il suffirait

pour cela d'avoir u E W1 =(n)) on a ii/- w"u E HJ(n), ou u" est
le prolongement par 0 defini en (1.8). Definissons ..\" E H- 1 (n) par

(3.5) >. = -L\(u"- w"u).

L'idee est d'ecrire ..\" d'une autre maniere ; les calculs suivants sont
licites (au sens de V'(n)) car u est assez reguliere:

,\" = -L\u" + w" L\u + 2 grad w" grad u + u L\w"

= -L\u + 2 div((w- l)grad u)- (w- l)L\u + L\u + u L\w".

Mais, d'apres l'hypothese (H), -L\w" = J-Le- "(, et d'apres le Theo-

reme 2.5, -L\u + J-LU = f dans V'(n) ; si on definit r( E H- 1 (n)
par

(3.6) Tfe = -L\u- f

on obtient done

(3.7) ,\e = 2 div((w-l)gradu)-(w"-l)L\u-(J-L-J-L)u+'lu+Tfe

Montrons que rt" E H- 1 (n) ne charge que les trous T{, i.e. que

(3.8) < r(,i/ >= 0 si v E H~(n) ;

ce resultat est naturel puisque, formellement, rJ" est egal ala somme
de la restriction de f aux trous T{ et de la mesure ~~ concentree
sur les bords aT{ ; pour demontrer (3.8) de fac,;on precise, on utilise
(3.6), (1.4) et les proprietes du prolongement par 0 : on ecrit que
pour tout v E HJ(n)

< Tf,v >=In gradu'gradv -In g gradv

= ln. grad u' grad v - ln. g grad v -

n(e)

~ l: g grad v dx
678 H.Kacimi, F.Murat

qui est nul d'apres (1.6) si v = v ou v E HJ(O').

Multipliant (3.5) et (3. 7) par ii!- w'u E HJ (0) et integrant par
parties, on obtient :

1
(3.9)
Jgrad (ii'- w'u)J 2 = -21 (w -1)grad u grad (ii.'- wu)

-1 (w -1)Ll.u(u- w'u)- < JL"- JL, u(ii.'- wu) >

+ < {,u(u- w"u) > + < TJ,u- wu >.

Mais les deux derniers termes sont nuls, a cause de !'hypothese (H)
et de (3.8), car u- weu = 0 sur les trous T{. Pour obtenir (3.2) il
suffit alors de majorer le second membre de (3.9) par l'inegalite de
Cauchy-Schwarz; on notera que, a cause de (3.3), on a si v E HJ(O)
et u E W 1 00 (0) :

4. Demonstration du Theoreme 1.1. Le Theoreme 1.1

est une consequence immediate de !'estimation (3.2) donnee par le
Theoreme 3.1, (noter que les fonctions we definies par (1.10) verifient
l'hypothese (H) quand a" est donne par (1.11), voir Theoreme 2.1),
et des deux Propositions suivantes :

Proposition 4.l.On se place dans Ia situation (1.2) et on sup-

pose que a est donne par (1.11). Alors, pour tout cube Q de lR N,
les fonctions w definies par ( 1.10) verifient

(4.1) limsup~JJw -1JI2(Q) = 0.

e---?0

On verra dans la demonstration de cette Proposition qu'on peut

en fait obtenir une estimation meilleure que (4.1), a savoir

(4.2) pour r; assez petit

 Prob/emes de Dirichlet ou apparaft un terme etrange 679

avec p > 1, ou p ne depend que de la dimension N (voir (4.9)), ou

IQI = JQ dx designe la mesure N-dimensionnelle du cube Q, et ou C
est une constante qui ne depend que de la dimension N, du trouT
et de la constante C0 qui apparait dans (1.11).

Proposition 4.2. On se place dans Ia situation (1.2) et on sup-

pose que a' est donne par (1.11). Alors, si J-l est Ia constante definie
par (2.5)' les distributions J-l' definies par (2.1) verifient pour tout
cube Q de lRN

(4.3)

ou C est une constante qui ne depend que de Ia dimension N, du

trouT et de Ia constante C0 qui apparaft dans (1.11).

Comme on le verra a la Remarque 4.7, l'estimation (4.3) est

"optimale", car llf-l'- 1-LIIH-'(Q) est de l'ordre dec quand Test nne
boule.

Demonstration de la Proposition 4.1. La fonction w' - 1

est periodique de periode 2s dans chaque direction d'axe, c'est-a-dire
est periodique de periode P'

(4.4) P'={xElRNIIxtl<s, =1,2, ... N};

d'autre part, le cube Q est reconvert par (et contient) un nombre de

periodes pe qui est equivalent a IQI/(2e)N ; on a done pour c assez
petit

(4.5) r lw'- lj 2 d:r:; c( 2cIQ)IN }p.r lw'-

llw'- Illi2(Q) = }Q lj 2 dx

ou le facteur c pent etre pris aussi proche de 1 que l'on vent.

Soit Br nne boule de lRN de centre 0, de rayon r, telle que

T C Br et soit w' defini sur P' par

{ w E H'(P')

(4.6)
w' = o dans a' Br
w' = 1 dans P'\cB
llwe = 0 dans sB\a' Br.
680 H.Kacimi, F.Murat

Si on compare cette definition avec (1.10), on constate que w' (qui

n'est defini que sur P', mais que l'on peut definir par periodicite sur
!RN tout entier) est l'analogue (relatif au trou spherique a' Br) de
w' (qui est relatif au trou a'T). Comme a'T C a' Br, on a, par le
principe du maximum

0 s; 1 - w' s; 1 - w' dans p,

ce qui avec (4.5) montre que pour E assez petit

(4.7) IQ)~ }p.

llw'- 1lli'cQJ s; c( 2c f lw'- 11 2 dx.
Mais w se calcule explicitement en coordonnees polaires : on a

Log lxl- Log (ra")

w" (x) = -...=.....:--'------':...c'---:c'- si N = 2
Log E- Log (ra)
(4.8)
- (1llxi)N-2- (1lra')N-2
si N 2: 3.
w"(x) = (
1I E )N-2 -
(1I ra )N-2

Un calcul explicite, facile mais un peu long, montre alors que si a'
verifie (1.11), on a:

211" 1 4
(4.9) --E N=2
C5
Sl
16

s3 c2 2 4
24 or E si N=3

~~ ctr 4 c4 l Log e-1 Sl N=4

SN 2(N- 2) cNrNe-2N/(N-2) Sl N 2:5

2N N(N- 4) 0

oul'on a designe par SN = ft.,l=l ds lamesure (N -1)-dimensionnelle

de la sphere unite de IRN (52 = 21r).
 Prob/eme3 de Dirichlet ou apparait un terme etrange 681

De (4.7) et (4.9) on deduit l'estimation (4.2) qui entraine (4.1).

Demonstration de la Proposition 4.2. Elle est un peu plus

compliquee que celle de la Proposition 4.1, et nous allons la diviser
en trois etapes.

Jere etape. Le but de cette etape est d'etablir !'estimation (qui

sera enoncee de fac;on plus precise au Lemme 4.3)

quand h est une distribution de H1~!(1RN), periodique et de moyenne

nulle. Cette estimation est due a R.V. Kohn & M. Vogelius [26].

Pour etre precis, soit h une distribution de HI~! (lRN) qui est
periodique de periode 2 dans chaque direction d'axe, c'est-a-dire qui
est periodique de periode P

(4.10) P={xE1RNIIxtl<1, i'=1,2, ... ,N}

ou P doit en fait etre considere comme un tore.

Definissons la distribution h' par :

(4.11) <h",r.p>=E:N<h(x),r.p(cx)> Vr.pEV(lRN);

formellement, h" n'est autre que la distribution h(x/c) ; en effet,

a
si h appartient Lfoc(lRN), on peut ecrire les dualites comme des
integrales, et on a d'une part

< h',r.p >= r h'(x)r.p(x)dx

JRN
et d'autre part, par le changement de variable x-+ xjE::

< h",r.p > = E;N < h(x),r.p(cx) >= E:N { h(x)r.p(cx)dx

JJRN
= lN h (;) r.p(x)dx.
682 H.Kacimi, F.Murat

Considerons maintenant le probleme : trouver v tel que

v E H1~c(JRN), v periodique de periode P,

(4.12) {
-~v =h dans "D'(lRN).

Si l'on definit H;(P) comme l'espace des fonctions de H 1 (P) qui

sont les restrictions a p de fonctions de H,~c(lRN), periodiques de
periode P, on demontre que resoudre (4.12) est equivalent a resoudre
le probleme variationnel suivant : trouver v tel que

( 4.13)
{ JP v E H;(P)
grad v grad cp dx =< h, cp >p Vcp E H;(P)

ou < , >p designe la dualite entre H;(P) et son dual. On demontre

aussi que (4.13) (et done (4.12)) a une solution si et seulement si h
est de moyenne nulle sur P, i.e. si et seulement si

( 4.14) < h, 1 >p= 0;

formellement (4.14) n'est autre que JP
h(x)dx = 0; la fonction vest
alors determinee a une constante additive pres, qui est fixee si on
impose

( 4.15) lv(x)dx=O;

dans tout ce qui precede, P doit etre considere comme un tore.

On a alors le lemme suivant, du a R.V. Kohn & M. Vogelius

[26] :

Lemme 4.3. Soit h E Hj;;~(lRN) periodique de periode P et

verifiant (4.14). On definit v par (4.12), (4.15). Alors, si he est
defini par (4.11), on a, pour tout cube Q de lR N

(4.16) 1
limsup-JJheiiH-'(Q) IQI)
~ (N
112
llgradvJI(2(P))N
e--+0 c 2
 Problemes de Dirichlet ou apparait un terme etrange 683

Remarque 4.4. En fait la demonstration montre que si h =/= 0

est periodique, reguliere et de moyenne nulle (cf. (4.14)),
!!h(xjc:)!!H-l(Q) est exactement de l'ordre dec:; ce resultat complete
les resultats bien connus qui affirment que l!h(x/c:)!lucQJ est de
l'ordre de 1, et que !!h(xjc:)!!Hl(Q) est de l'ordre de 1/c:.

Demonstration du Lemme 4.3. Posons

v'(x) = v (~).
Cette fonction est periodique, de periode P' = c:P. Comme un cube
Q de lRN est reconvert par (et contient) un nombre de peri odes P'
qui est equivalent a IQI/(2c:)N, on a, par le changement de variable
x->xjc::

ou le facteur c peut etre pris aussi proche de 1 que l'on veut quand
c: est assez petit. Ceci entraine que

IQI)l/2
(4.17) lim sup lie: grad v'II(L'(QJJN
e-->0
S: ( N
2
II grad v!I(L'(PJJN

D'autre part, on verifie facilement a partir de (4.12) et (4.11) que

l'on a
-Ll.(v') = 1 h' dans V'(JRN),
c: 2
ce que l'on peut encore ecrire SOliS la forme
684 H.Kacimi, F.Murat

De cette egalite et de la majoration (4.17), on deduit immedia-

tement (4.16), ce qui acheve la demonstration du Lemme 4.3 et la
1ere etape.

2eme etape. Considerons les fonctions w et les distributions JL

definies par (1.10) et (2.1), et definissons, pour chaque E:, unreel m
par

(4.18) m' { lgradw'l 2(x)

= (2c1)N }p. dx.

A partir du Lemme 4.3, nous allons demontrer le lemme suivant :

Lemme 4.5. On suppose que a est donne par (1.11). Alors

pour tout cube Q de IRN on a

(4.19)

au C est une constante qui ne depend que de T, de Ia dimension N

et de Ia constante C0 qui apparait dans (1.11).

Demonstration du Lemme 4.5.

a) On introduit la fonction z definie sur P par

z E H 1 (P)
a
z = 0 dans -T
1':
(4.20)
z = 1 dans P\B

~z =0 dans B\ a T
1':

que l'on prolonge par periodicite en une fonction de H1~c(IRN), pe-

riodique de periode P. On definit ensuite, pour E: fixe, la distribution
g par:
(4.21)
< g, <p > = L.:2
1
kEZN E:
fJz 1
a<p ds
as, n

- ; 2 ( { ~z ds) { <p(x)dx V<p E V(IRN)

2 E: las un }RN
 Problemes de Dirichlet ou apparait un terme etmnge 685

ou Bk est la boule de lRN de rayon 1 et de centre 2:~ 2kt et (noter

que les integrales ont un sens puisque z' est harmonique dans la
couronne B\ a' T et vaut 1 sur oB). La distribution g' apparticnt
c;
a H1~; (lR N) et est periodique de peri ode P : elle est definie sur sa
periode P par :

ou 88 B est la masse de Dirac concentree sur la sphere lxl = 1. On a

evidemment (noter que !PI = 2N) :

< g', 1 >p= L g'dx = 0.

C'est dire que g' verifie (4.14). Pour chaque c: il existe done (cf.( 4.12),
(4.15)) une fonction q' telle que :
(4.22)
~c(JRN), q' periodique de periode P, fp q'(x)dx = 0
{ q' E H1
-!iq' = g' dans 'D'(lRN).

Si on definit la distribution h' par

(4.23) < h',cp >= c;N < g'(x),cp(c:x) >

c'cst-a-dire (voir (4.11)) si on pose formellement

h'(x) = g' (~),

on a, d'apres nne variante du Lemme 4.3

1/2

(4.24) lim sup ~llh'IIH-'(Q):::;

(
~~ ) lim sup llgradq'II(L2(P))N
e->0 c 2 e->0

Utilisant z' comme fonction test dans (4.20), on voit que

1 oz'
8B
-0
n
ds = J. B\-T
a' lgradz'l 2 dx,
c;
686 H.Kacimi, F.Murat

et comme z' est defini par (4.20) et w' par (1.10), on a

w'(x) = z' (~).

Le changement de variable x ~ xjr:: montre alors que h' defini par

(4.23) et (4.21) verifie

(4.25)

ou la distribution f.l! est definie par (2.1) et le reel m' par (4.18).

b) Majorons maintenant llgradq'!I(L'(P))N, ou qe est la solution de

(4.22).

En utilisant q comme fonction test dans la formulation varia-

tionnelle equivalente a (4.22) (voir ( 4.12) et (4.13)), et le fait que q'
est de moyenne nulle, on a d'apres la definition (4.21) de g' :

t
(4.26)
!grad q' l2 dx =< g', q" >p

=1
- 1 8z'
-q'ds- - 1- ( 1 on 1 -fJz' ds) q'dx

1
r:;2 8B fJn 21Vr:;2 8B p

= 2
1 fJz' q'ds.
-8
r:: 8B n

On majore le second membre de (4.26) par

ou eN
est la norme (qui ne depend que deN) de !'application qui
a une fonction de H 1 (P), de moyenne nulle, associe sa trace dans
L (8B). On deduit de (4.26) que
1

(4.27)
 ProbUeme de Dirichlet ou apparait un terme etrange 687

Majorons le second membre de (4.27). Pour cela on considere une

boule E,. de IRN, de centre 0 et de rayon r, telle que T C Er ; on
definit z" sur P par
z" E H 1 (P)
a"
z" = o dans -E,.

z" =1 dans P\E
a"
Li.z" = o dans E\-E,.

a
que l'on prolonge H1~c(IRN) par periodicite de periode P. La fonc-
tion z" est !'analogue de z" defini par (4.20), ou le trou T a ete
remplace par la boule E,..

D'apres le principe du maximum on a

a"
0 ~ z" ~ z" ~ 1 dans E\-E,.

e
(puisque z" ;::-: 0 sur f!:_aE,.) ; comme z" = z" = 1 sur BE, on a done

fJz" fJz"
(4.28) Bn ;::-: Bn ;::-: 0 sur BE
(noter que z" et z" sont harmoniques, done regulieres au voisinage
de BE).

Mais -a-
8z
Ise calcule explicitement par un calcul en coor-
n 8B
donnees polaires ; c'est une constante donnee par :

8 z" I
8 n 8B = 1/ Log (~)
ra
si N = 2

{ fJz"
Bn
I N- 2
aB = (r:;jra)N- 2 - 1
sl N ;::-: 3.

Si a" est donne par (1.11) on a alors

1 Bz"
- - I 1
--+- si N = 2

{
2 an 8B Co
(4.29)
Sl N ;::-: 3.
688 H.Kacimi, F.Murat

En rassemblant (4.27), (4.28) et (4.29) on voit que siN;:::: 3 on

a, quand a est donne par (1.11)

(4.30) lim sup llgradq"llc>(P))N :5 CN(N- 2)c:- 2rN- 2

e-+0

et un resultat analogue pour N = 2.

On deduit alors immediatement le Lemme 4.5 de (4.25), (4.24)
et (4.30).

3eme itape. Pour demontrer la Proposition 4.2, il suffit main-

tenant, vu le Lemme 4.5, d'ecrire

et de majorerJm- JLha par un terme en ; on a en effet pour tout

cube Q de 1R et tout reel t

ltl JQ lcp(x)ldx
lltiiH-'(Q) = sup
(4.31) r,oEHJ(Q) llgradcpii(L 2 (Q))N
= CNIQI(N+2)/2NitiR

ou CN est une constante qui ne depend que de N et qui est liee ala
norme de !'injection de HJ(P) dans l(P).

La demonstration du lemme suivant terminera done la demon-

stration de la Proposition 4.2.

Lemme 4.6. Si a est donne par (1.11), les riels m et JL difinis

par (4.18) et (2.5) virifient

(4.32) lim sup! lm" - JLIR = 0.

e-+0

On verra dans la demonstration de ce lemme qu'on peut en fait

obtenir une estimation meilleure que (4.32), a savoir, pour assez
petit

{
lm - JLI:5 C 2 si N 2': 3
(4.33)
lm"- JLI :5 C 21Log cl si N=2,
 Probleme8 de Dirichlet oiL apparait un terme etrange 689

ou C est une constante qui ne depend que de la dimension N, du

trouT et de la constante C0 qui apparait dans (1.11).

Demonstration du Lemme 4.6. Pour demontrer ce lernrne,

il est commode de faire le changement de variable x ----> xja qui
ramene le trou T' = a'T au trou modele T. On introduit done la
fonction y definie dans lR N par

y E H,~c(IRN)
y =0 dans T
(4.34) y =1 dans IRN\_E_B
a
f::!.y =0 dans _E_B\T.
a

Il est alors facile de voir que m defini par (4.18) s'ecrit

(4.35)

La suite de la demonstration differe si N = 2 ou si N :s; 3.

Etudions d'abord le cas N = 2. Si on suppose que T est une

boule de rayon r, il est facile de calculer explicitement la solution y
de (4.34) et m' donne par (4.35). On trouve

211" 1
m
e
= ---::---:--,---:-
(2c:)2 Log (c:/ra)

qui, lorsque a' = exp ( -C0 / c: 2 ) conduit a

e 1r c: 2 Log (r/c:)
m -p,---
- 2Co Co- c: 2 Log (r/c:)'

ce qui implique (4.32) quand T est une boule de centre 0 et de rayon

r. Comrne no us avons suppose que T est contenu dans une boule
de rayon r et contient une boule de rayon p, on obtient facilement
le Lemme 4.6 par comparaison puisque, pour chaque c:, m' est un
nombre qui est croissant avec T.
690 H.Kacimi, F.Murat

Passons maintenant au cas N ~ 3. Quand a est donne par

(a")N-2 cN-2
(1.11), on a ( )N =~.de sorte que
2c 2

(4.36) m" -p =
cN-2
~N
[! J
JJR.N Jgrady"J 2 dx- CapT .

Mais quand N ~ 3, il existe une fonction

p E D 1 2 (l'espace obtenu par completion de 'D(IRN) pour la norme
(JJR.N Igrad cpj 2 dx) 1 12 ) dont l'energie est egale ala capacite de T, i.e.
telle que

(4.37)

la fonction p est le potentiel capacitaire de T ; elle est harmonique

dans IRN\T. Posons

(4.38) y = 1- p.
La fonction y etant nulle sur T, et harmonique dans !_B\T,
a
on a par integration par parties :

D'autre part, la fonction y etant harmonique dans IRN\T et

y- y etant nul sur 8T et a l'infini, on a par integration par parties

r
JRN\T
grady grad (y - y")dx = 0 ;

on en deduit que
 Prob/emes de Dirichlet DU apparoit un terme etrange 691

Une nouvelle integration par parties, tenant compte du fait que y

est harmonique dans !__ B\T et que y est nulle sur le tron T donne
a

1 10
-B\T
a
grady grady" dx = 1 10
-aB
a
ay
-8
n
y ds.

De ces calculs on deduit que

(4.39)
{ lgrady'l 2 dx- CapT
JJRN
= r
}JRN
lgrady"l 2 dx-- r
}IRN
lgradyl 2 dx=1c f}ay_(l-y)ds.
-f}B n
a"

Soit maintenant Br une boule de centre 0 et de rayon r telle que

T c Br, et soient y et y les analogues relatifs a Br et non plus aT,
de y et y (definis par (4.34) et (4.37), (4.38)). On a y = fj' = 1 sur
10 BE et y ;:=: 0 = f/ sur 8Br ; les deux fonctions etant harmoniques
a
dans ", B\Bro on a done 1 ;:=: Ye 2 f/ dans cette couronne, d'ou
a
ay ay !_an.
0<-<--
- on - on sur
a

Un raisonnement analogue montre que

Mais les fonctions f/ et jj se calculent explicitement : on a

ay (N- 2) 1
1- y(x) = (r/lxi)N- 2
On (1/r)N-2- (a /c)N-21xiN-l

et (4.39) implique done que

0 ~ { lgradyl 2 dx- CapT~ fc 0 ye (1- y)ds

kN -OB 0 n
a
(4.40)
< (N- 2)SN e)N-2
( ~~-
(1/r)N-2- (a /c)N-2
692 H.Kacimi, F.Murat

Lorsque a est donne par (1.11 ), ce dernier nombre est equivalent

a (N - 2) sN r 2 N - 4 cr: - 2 c2 ' ce qui, joint a (4.36)' demontre le
Lemme 4.6 quand N ~ 3.

Remarque 4. 7. En considerant le cas ou T est une boule, il

est facile de montrer que !'estimation (4.3) de la Proposition 4.2 est
optimale, i.e. que liP.'- P.IIH-'(Q) est exactement de l'ordre de c.

En effet, quand T est la boule de rayon 1 et quand a" est donne

par (1.11), des calculs explicites en coordonnees polaires (voir si
necessaire [6], paragraphe 2) montrent que, pour N ~ 3

sN(N- 2)cr/- 2
Jl = 2N
e 1
m -- "
1_ cN-2c2,...
0

, = 1- cN-2 1 (N- 2)CN-z '"""'c 8~

,... 2 o LJ
0 c i

ou 8f designe la masse de Dirac portee par la sphere 8Bf, de rayon

c.

Ecrivons
Jle - Jl = Jle - m + m - Jl

et no tons d'une part quem"- p. est unreel de l'ordre de c 2 , et d'autre

part que

Jl
e-m"= (N- 2)Cr/-
1 _ CN -2 2
2
('"""'
LJ
c 8~-

SN)
N 2
.
'
0 c i

on voit alors que montrer que IIP.e - JLIIH-'(Q) est exactement de

l'ordre dec est equivalent a montrer que II l:c8f- ~; IIH-'(Q) est
i
exactement de l'ordre de c.

Mais si v E H1~c(IRN) est la fonction periodique, de periode P,

solution de !'equation (cf. (4.12))

-~v = L8i- ~Z dans V'(lRN)

i
 Probleme de Dirichlet oiL apparait un terme etrange 693

ou 8; designe la masse de Dirac portee par la sphere 8 Bi de rayon 1,

et si v'(x) = v(_:), on a (voir la demonstration du Lemme 4.3)

I>8f- ;~ =-ediv(egradv') dans V'(IRN);

i

le fait que lie grad v'II(P(Q))N est exactement de l'ordre de 1 montre

le resultat desire.

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696 H.Kacimi, F.Murat

tiellement redige dans : F. Murat, H-convergence, Seminaire

d'analyse fonctionnelle et numerique de l'Universite d'Alger,
(1977-78), roneote, 34 p.

Laboratoire d'Analyse Nurnerique, Universite Paris VI

Tour 55-65, seme etage
F. 75252 PARIS cedex 05
 ON ATYPICAL VARIATIONAL PROBLEMS

HANS LEWY t

Dedicated to Ennio De Giorgi on his sixtieth birthday

In this short note I describe some minimum problems of the

Calculus of Variations which were encountered in work on index
problems of plane vector fields. Although the integrands involved
are essentially positive, yet the Eulerian fails to have elliptic charac-
ter in spite of the second variation being positive. A more extensive
treatment and its application to index questions I hope to present at
a later date.

1. Let 0 be a strictly convex domain of R2 with C 2 boundary

of arc length 8 2 On 0 U 80 consider a C 2 real function u( x, y) of
given boundary values u( s) with du/ ds > 0 for 0 < s < 81' and
dujds < 0 for 81 < s < 82, u(O) = m = min u(x,y), u(81) =
M = maxu(x,y), (x,y) E 0 U 80, m < u(x, y) < M for (x,y) E 0.
Moreover assume u; + u~ =I 0 in 0 and for any constant c in m <
c < M the curve u(x,y) =cis a Jordan arc joining the points with

t Died suddenly on August 23th, 1988.

698 H.Lewy

u(s) = c of 80. The class of these functions u call U.

Denote by u(c) the straight segment joining the points u(s) =c.
Put

Theorem. There is a unique u E U, yielding a relative mini-

mum for F[u]. It is that u which is constant on each u(c). For all
u E U the second variation ofF is positive.

PROOF. Denote by (a C2 (0) real function of compact support.

With
Z = X+ iy, Z= X - iy,
a;ax + i8/8y = 28/8z, a;ax- i8/8y = 28/8z,
F[u] =i I In JuzUz dz 1\ dz

we find
u + E( E U if E> 0 is small, and

F'([u]) = :EF[u+E(]i<=O =

= 2ilf(~ ~)
Jn VUz (z + Vu/ dz 1\ dz. -
Putting
iO
= e ;
z

F'([u]) =~I In (ei 8 (z + e-ie(z)dz 1\ dz =

=-~I l ((ei 8 iBz- e-ieiB:z)dz 1\ dz.

Hence any extremum of F[u], u E U, requires

(1)

In view of (*) we obtain

(2)
 On atypical variational problems 699

At any z E Q we have a direction dz satisfying

0 = du = Uz dz + Uzdz.
Compare this with (*). We get

dz: dz = ei 9 : -e-i 8.
Thus ei 8 is a vector perpendicular to the curve u = const. and (2)
yields, since UzUz =f 0, that throughout Q

0 = f(u),

proving that the vector iei 8 must be constant on u = c = const.,

m< c < M.
The second variation of F[u] is easily verified as

2
F"[u] = :E 2F[u + E(]i=0 =
=~ JIn -((zUz- (:zuz) 2 (uzuz)- 3 12 dz 1\ dz

Since (zUz - (:zuz is a pure imaginary, its square is negative and

F"[u] > 0 unless, identically in n, (zUz - (zUz = 0 and we have (
equal a function of u; because of the boundary condition ( vanishes
identically.
Notice that the positivity of F"[u] holds for all u in U. In
particular the function u which has value c on O"( c) yields a relative
minimum of F[u] as u belongs in U.

2. The next example is a functional over some domain n of R 2

on C 4 real functions u of non-vanishing Uzz. It is even stranger than

the previous example as the search for a relative minimum leads
to Eulerian equations forming a system of two hyperbolic equations
with identical characteristics.
700 H.Lewy

The first variation of G[u] is

G'[u]
.
= ~I I (( ::: )1/2 (zz
( )1/2 (zz )dz
+ ::: 1\ dz

or with

G'[u] =!_ { (- (e2i9) (+0e2i8(z)dZ+

2 lon z

_ ( _ (e-2i9) i + e-2i8(.z) dz+

+~ IL([( e2i9) zz + (e-2i9) z.zl dz 1\ dz.
G'[u] = 0 requires
(e2i9)
.zz
+ (e-2i9) zz__ = 0
'
zE0

which is a real differential equation for 0

This together with (**) is the Eulerian system necessary for the
vanishing of the first variation of G[u].
The second variation is

it is positive unless (zzUzz - (.z.zUzz vanishes identically in n. This

holds for all functions u under consideration. In particular if u is
chosen such as to annuli the contribution of the boundary in G'(u],
any solution of the above Eulerian system yields a relative minimum.
The hyperbolic nature of the above system is seen by observing
that the directions of the characteristics satisfy
 On atypical variational problems 701

or
dz = !d4 ei0 and dz = jdzjiei 0
The hyperbolicity of the Eulerian of G[u] imposes severe restriction
on possible forms of 8Q and boundary conditions which may be
prescribed on u and derivatives on 8Q in order that there exist a
relative minimum of G[u].

Department of Mathematics
University of California
BERKELEY, CA 94720
 SUR LA CONTROLABILIT E EXACTE ELARGIE

JACQUES-LOUIS LIONS

Dedii aEnnio De Giorgi pour son soixanW.me anniversaire

1. Introduction. Soit 0 un ouvert borne de Rn, de frontiere

reguliere r. On considere dans le domaine 0 X (0, +oo), !'equation
des ondes
[J2y
(1.1) 8t2 - f:ly = 0.
L'etat du systeme est defini par la solution de (1.1), avec les
conditions initiales

(1.2)

et avec la condition aux limites

(1.3) y =v sur r X (O,+oo)

ou v est la fonction controle.

Nous ne precisons pas, pour !'instant, le cadre fonctionnel. Soit
done, de fac,on formelle (pour !'instant), y(x, t; v) = y( v) la solution
de (1.1), (1.2), (1.3).
704 J.-L.Lions

Le probleme de la controlabilite exacte (CE) est le suivant: soit

T > 0 donne. Peut-on, pour chaque couple y 0 , y 1 (pris dans un espace
fonctionnel "convenable" qu' il faudra preciser), trouver un controle
v tel que
8y
(1.4) y(x,T;v)= Bt(x,T;v)=O dans Q?

Si la reponse est positive, on dit qu' il y a CK ll y a alors une

infinite de controles v qui realisent (1.4)- n sera naturel de chercher
"le meilleur" - par ex. au sens: celui des controles qui minimise la
norme de l'espace au
l'on prend v (cela est precise ci-apres).

Le probleme de la controlabilite exacte elargie (CEE) est le sui-

vant: on se donne encore T > 0. On se donne en outre un espace
fonctionnel G convenable, forme de couples de fonctions {g0 , g 1 }.
On dit qu' il y a CEE (et, plus precisement, CEE par rapport
a G), si, pour chaque couple {y 0 , y 1 } (dans un espace fonctionnel
convenable), on peut trouver un controle v telque
oy
(1.5) {y(-,T;v), ot (,T;v)} E G.

La notion depend evidemment de G.

Si G = {0,0}, on retrouve la notion deCK
Si G est tout l'espace parcouru par {y(,T;v),-~?(,T;v)}, la
notion est vide.
S'il y a CEE (par rapport a G), alors il existe une infinite de
controles v qui realisent (1.5) et, la encore, on cherchera "le meilleur"
des v.

Remarque 1.1. S'il y a CEE alors il y a CEE par rapport a

n'importe quel espace G. Mais la CEE par rapport a un espace G
n'entraine pas le CE.

Remarque 1.2. A cause de la vitesse finie de propagation des

ondes, on ne peut avoir CE que pour T assez grand.
 Sur /a contrO/abi/iti ezacte e/argie 705

Donnons maintenant (toujours de maniere formelle) quelques

exemples.

Exemple 1.1. Soit w un ouvert contenu dans n.

On cherche v (le "meilleur" v) tel que
(1.6) y(x, T; v) = 0 dans w.
C'est le probleme CEE avec pour G l'espace
G = G 0 x { espace entier}
(1.7)
G 0 = espace de fonctions ( ou distributions) nulles sur w.

Une variante evidente est

Exemple 1.2. On cherche v avec

8y
(1.8) ot(x,T;v)=O dans w.

C'est le probleme CEE avec

(1.9)
G = {espace entier} X G1,
G1 = espace de fonctions ( ou de distributions) nulles sur w.

Exemple 1.3. Soient w1 , w2 , . les fonctions propres de l'ope-

rateur -6. pour la condition de Dirichlet

(1.10)
- 6.w; = AjWj, Wj = 0 sur r, L
w]dx = 1,

0< >.1 ::; >.2 ::; ...

On cherche v tel que

ky(x,T;v)w;(x)dx = 0,
(1.11)
{ 8y
Jn ot (x,T;v)w;(x)dx = 0, 1::; j::; m.
706 J.-L.Lions

Alors G est l'espace des couples orthogonaux aux Wj, 1 :::; j

::;m.

Remarque 1.3. On peut poser les memes problemes avec

(1.12)
_ { v sur :Eo C :E =r x (0, T)
y- 0 sur :E \ :Eo

ou :E 0 est une partie "convenable" de :E.

Remarque 1.4. Nous avons pris Ia situation (1.1), (1.2),

(1.3) comme exemple modele. Les methodes que nous allons don-
ner sont generales et s'appliquent a toutes sortes d'autres situations:
autres operateurs (en particulier operateurs de type Petrowsky, non
necessairement hyperboliques ),
autres conditions aux limites,
autres actions sur le systeme que par le bord - et notamment
controle ponctuel (dont un exemple sera donne a Ia fin).

Remarque 1.5. Le probleme de Ia CE est un probleme clas-

sique. Un expose complet des diverses methodes qui avaient pour
objet Ia CE sans etudier Ia question supplementaire de la recherche
"du meilleur v" est donne dans D.L.Russel [1].

En rajoutant Ia question de la recherche du "meilleur v" on est

conduit a une methode nouvelle, beaucoup plus generale, introduite
dans J.L.Lions [1], Methode dite HUM (pour Hilbert Uniqueness
Method). Cette methode a fait l'objet d'un expose (assez) systema-
tique dans J.L.Lions [2].
Le probleme de la CEE a ete introduit dans J.L.Lions [2],
Chap.1, n.9. On y a adapte la methode HUM.
On va proposer ici une solution un peu differente, toujours basee
sur les memes principes (que nous allons rappeler), mais utilisant
aussi l'idee de RHUM (Reverse HUM) introduite (pour d'autres
raisons) dans J.L.Lions [3].
 Sur Ia contro/abi/ite ezacte e/argie 707

Le plan est le suivant:

2. Position fonctionnelle precise du probleme.
3. Methode generale pour la CEE.
4. CEE et penalisation.
5. Examples.
6. Variantes.
Bibliographie.

2. Position fonctionnelle precise du probleme. Nous al-

lons preciser a priori un cadre fonctionnel - celui qui parait le plus
simple. Mais il y en a beau coup d'autres (on considerera pour cela
J.L.Lions [2] [3] et les travaux de C.Bardos, G.Lebeau, J.Rauch [1],
A.Haraux [1]).

Dans toutes ces questions, il y a des choix de deux types:

i) le choix de l'espace fonctionnel dans lequel on va considerer le
controle v;
ii) le choix de l'espace fonctionnel ou l'on prend {y 0 , y 1 }.

Ces choix doivent etre coherents, bien sur. Mais l'on voit bien
qu'il peut-etre plus difficile de conduire a l'e'quilibre ( ou dans un
etat donne dans l'espace G) un systeme qui a, a l'instant t = 0,
des donnees initiales singulieres qu'un systeme ayant des donnees
initiales tres regulieres.
Une fois les choix ci-dessus faits, alors G doit etre un sous espace
(ferme) d'un espace fonctionnel qui est fixe.

Nous allons nous placer (cela n'ajoute pas de complications

serieuses dans la formulation des problemes) dans la cadre de la
Remarque 1.3. Plus precise'ment on introduit

(2.1) ~0 = ro X (O,T), roc r

et on choisit

(2.2)

avec la convention que v = 0 dans ~\~ 0

708 J.-L.Lions

On introduit alors les espaces de Sobolev HJ(n) (espace des

fonctions cp E L 2 (0) avec 8cpf8xi E L 2 (0) et cp = 0 sur ret H- 1 (0),
dual de HJ(n).
On considere

(2.3)

Le probleme (1.1) (1.2) (1.3) admet alors une solution unique,

y( v), telle que

(2.4)
8y
{y(v),y'(v) = at (v)} est continue de [O,T]-+ L2 (0) x H- 1 (0).

lei et dans la suite, on a remplace !JJt par y', done ~ sera remplace
par y". On introduit alors

(2.5) G = sous espace vectoriel ferme de L2 (0) x H- 1 (0).

Le probleme de la CEE (par rapport a G) est ainsi defini sans am-

biguite.

Remarque 2.1. La demonstration de (2.4) sous les hypotheses

(2.2) (2.3) est donnee dans J.L. Lions [2], Chap. 1, n 4.

3. Methode generale pour la CEE. On introduit a priori la

methode-adaptee de RHUM que nous prososons. On va la justifier.
On indiquera au no suivant comment la methode de penalisation
conduit ala methode proposee et, en meme temps, demontrer que le
controle obtenu est le meilleur.
On introduit

(3.1) espace polaire de G.

Done

{! = {p1 , l} E G 0 si et seulement si
(3.2)
(ll,l)+(g 0 ,g1 )=0 'v'g={g0 ,g1 }EG.
 Sur /a controlabilite exacte elargie 709

Dans (3.2) (g1 ,g0 ) designe le produit scalaire dans L 2 (0), et (p 0 ,g1 )
designe le produit scalaire entre HJ(O) et H- 1 (0). Soit {l, g1 } t.q.

(3.3)

On resout le probleme retrograde

e" - t:,.e = o dans 0 X (O,T)

(3.4) e(T) = e0 , e' (T) = e1 dans 0
e=O sur E = r X (O,T).

Ce probleme admet une solution unique. On a en outre la propriete

(cf. J .1. Lions [2] pour les details des demonstrations)

(3.5)

On peut done considerer le probleme

u"- !:,.u = 0 dans 0 X (O,T)

u(O) = y 0 , u'(O) = y1 dans 0
(3.6) sur Eo
u = +fJe/ fJv
0 sur E\Eo.

On obtient ainsi u telle que

(3.7) {u,u'} est continue de [O,T]--+ L2 (0) x H- 1 (0).

Si l'on peut trouver p0 , p1 ( les inconnues) avec (3.3) tels que

(3.8) {u(T),u'(T)} E G

alors

fJg
(3.9) v = - sur Eo
fJv

donne un controle donnant CEE. On a alors

(3.10) y(v)=u.
710 J.-L.Lions

Pour exprimer (3.8) par une equation, il est naturel d'introduire

1r =projection orthogonale (dans L2 (fl) x H- 1 (fl)) sur

(3.11)
l' espace Gl. orthogonal de G.

On definit alors

(3.12) M{/, -l} = 1r{u(T), u'(T)}.

On a ainsi defini un operateur M affine de G 0 sur Gl.. Tout
revient a resoudre /'equation

(3.13) M{e\-l} = {o,o}.

Decomposons M en sa partie lineaire + partie constante.
Introduisons y0 solution de

y~- /:::,.yo= 0 dans fl x (0, T)

(3.14) Yo(O) = y 0 , y~(O) = y 1 dans fl
Yo= 0 sur ~

Puis introduisons T solution de

/:::,.r = 0
T 11 - dans fl x (O,T)
r(O) = r'(O) = 0 dans fl
(3.15)
r(O) = +8e/8v sur ~o
0 sur ~\~o-
On a alors

oil

(3.17)

Tout revient donea resoudre l'equation

(3.18) Mo{e\ -l} = -7r{yo(T),y~(T)}.
L'operateur M 0 verifie:
 Sur la controlabilite ezacte elargie 711

On verifie en outre que

(3.20)

Calculons- c'est le point essentiel -le produit scalaire

< Mo{e\- e0 } , {e\ -l} >= JL

(3.21)
{e\-l} E C 0 ,
le crochet designant la dualite entre c.L et C 0 Par definition, on a:

(3.22) < 1r{r0 ,r 1 } - {r0 ,r1 },g >= 0 Vg E C0

On applique (3.22) avec g = {l, -l} , r0 = r(T) et r 1 = r'(T).
Alors

Pour calculer cette derniere expression, multiplions la lere equa-

tion (3.15) par p. Apres integrations par parties (qui sont justifiees
par definition meme de T, solution faible definie par transposition,
comme dans J.L.Lions et E.Magenes [1]), il vient:

(r'(T),p(T))- (r'(O),p(O))- (r(T),p'(T))+

(3.24) r ap
+ (r(O),p'(O)) +JET avd~ = 0.
Tenant compte des conditions initiales et aux limites dans (3.15),
on deduit de (3.24) et (3.23) que

(3.25)

Le point essentiel est maintenant le suivant: la quantite

(3.26)

est une seminorme sur C 0

712 J.-L.Lions

Supposons que cette quantiti soit une norme equivalente a celle

de G 0
Alors

(3.27) p. est un isomorphisme de G 0 sur Gl_

et 1\\quation (3.18) admet une solution unique.

Done

Theoreme 3.1. On se donne G c L 2 (!1) x H- 1 (!1). On suppose

que (3.26} est une norme sur G 0 equivalente a Ia norme induite par
L 2 (!1) x HJ(O). Alors il y a GEE (relative a G).
Le controle v = ~ est donne par la resolution de {3.18}.

Remarque 3.1. Naturellement la difficulte essentielle est

maintenant la verification de l'hypothese dans le Theoreme 3.1. No-
tons que dire que (3.26) est une norme est un theoreme d'unicite: si
p est solution de

r/' - t,.e = o dans !1 x (0, T)

(3.28) (!=0 sur~

~=0 sur ~o

et si (! verifie

(3.29) {e'(T), -e(T)} E G0

alors

(3.30) (! =0 dans !1 x (O,T).

LaCE ordinaire correspond au cas ou G = {0, 0}, done G 0 est

sans objet. On a alors affaire a un theoreme d'unicite du type de
Holmgren. La condition necessaire et suffisante sur ~ 0 pour que l'on
ait unicite est alors donnee dans C.Bardos, G.Lebeau et J.Rauch [1].
 Sur Ia controlabilite exacte ilargie 713

Mais on peut avoir (3.30) avec un 'Eo plus petit (i.e. n'assurant
pas la CE), si l'on ajoute la condition (3.29). C'est le cas si par
exemple G 0 est un espace de dimension finie.

Remarque 3.2. La terminologie RHUM commence a etre

justifee: on construit une norme hilbertienne a partir d'un theoreme
d'unicite pour un probleme retrograde.

Remarque 3.3. On n'a pas encore demontre que le controle

v = ~~ ainsi construit correspond a celui de norme minimum. Cela
sera consequence du n 4 suivant.

Remarque 3.4. La methode proposee est constructive. Dans

le cas de laCE (usuelle), les methodes numeriques (qui demamdent
quelques precautions) sont presentees dans R.Glowinski, C.H.Li et
J.L.Lions [1]. D'autres resultats, pour des controles ponctuels no-
tamment, sont donnes dans A.El Jai et A.Gonzales [1].

Remarque 3.5. La resolution de (3.18) equivaut ala minimi-

sation de
1
J(e) = 2 <Mo{e1 , -e0 }, {e1 , -e0 } > +
+ < 1r{yo(T), y~(T)}, {e\ -e0 } > .
Mais

Multipliant la premiere equation (3.14) par e, il vient

(Yo(T)), e') - (Yb(T), l) = (y 0 , e'(O))- (y\ e(O))
de sorte que

(3.31) J(e) = ~ ~. ( ~~) 2

d'E + (y 0 , e'(O))- (y1 , e(O)).
Le probleme est alors equivalent a
(3.32) inf J(e) ,
714 J.-L.Liona

(C'est la forme duale du probleme initial, en un sens qui peut

etre precise, comme dans J.L.Lions [2], Chap. 8).

4. CEE et penalisation. Nous allons maintenant reprendre le

probleme de fac:;on differente , a partir de la penalisation. Nous
prenons v, y 0 , y 1 comme dans (2.2) (2.3) et G comme dans (2.5).
On designe par U !'ensemble des v E L 2 (E 0 ) tels que si y(v) est
la solution de (1.1) (1.2) (1.3) on ait

(4.1) {y(T;v),y'(T;v)} E G.

On suppose cet ensemble non vide, i.e. on suppose que l'on a

CEE (relative a G). On va en deduire -via la penalisation- des
consequences qui a) conduisent de maniere naturelle a la methode
presentee a priori au n 3; b) montrent que

le controle v = ~~ sur Eo fourni par la methode du n 3

(4.2)
est celui qui minimise f v 2 dE dans /'ensemble U.
}y,.

Soit f > 0 fixe. On pose

(4.3)

oil

y,y"- D.y E L 2 (Q) , Q = n x (O,T),

y(O) = y0 , y'(O) = y\
(4.4)
y = v sur Eo , y = 0 sur E\Eo
{y(T), y'(T)} E G.
L'ensemble des couples y,v avec (4.4) n'est pas vide. 11 suffit de
prendre une fonction y (assez reguliere) telle que
 Sur Ia contrillabilite e;,:acte elargie 715

puis de definir v par v = y sur E 0 ll n'y a pas de difficulte, au moins

si y 0 , y 1 sont assez regulieres.
On considere alors le probleme

inf J,(v,y),
(4.5)
v, y verifiant (4.4).

Soit {u,, y,} la solution de ( 4.5). Posons

(4.6)

Puisque U n'est pas vide (par hypothese), on a

(4.7)

(en prenant y = y(v)). On en deduit facilement que

(4.8)

ou u est la solution de

(4.9}

L'equation d'Euler relative au probleme (4.5) est

(4.10} f u,vdE - f p,( r/' - t.TJ)dx dt =0

}"Eo Jn x(O,T)
pour tout couple {v,TJ} tel que

TJ(O) = TJ 1 (0) = 0,
(4.11) TJ = v sur E 0 , TJ = 0 sur E\Eo,
{TJ(T) , TJ 1 (T)} E G.

On en deduit que p, verifie

p~- t.p, = 0 dans !1 x (0, T),

(4.12) p, = 0 sur E
fvp. = u, sur Eo
716 J.-L.Lion&

et que

(p~(T),TJ(T))- (p,(T),TJ'(T)) = 0
(4.13)
'117 avec {TJ(T), 17'(T)} E G.

Done

(4.14) {p~(T), -p,(T)} E G0

Si l'on suppose que l'on a l'inegalite suivante:

alors on peut passer a la limite en ~ 0.

Noter que (4.15) equivaut aux hypotheses faites au n 3.
On obtient alors a la limite - s'il y a CEE relative a G - le
systeme d'optimaliti suivant:

y"- !:l.y = 0 dans 0 x (0, T)

y(O) = yo,y'(O) = yl dans n,
y = u sur Eo, y = 0 sur E\Eo,
(4.16) p"-!:l.p=O dans 0 x (0, T),
p=O sur E,
{p'(T), -p(T)} E G 0 , {y(T),y'(T)} E G
~=u sur Eo

Ce systeme d'optimaliti peut tre interpreti de maniere a con-

duire a la methode donne au n 3.
En effet, on prend {p'(T), -p(T)} comme "inconnue de base".
On introduit ainsi {! solution de (3.4) avec (3.3).
On definit alors u par (3.6) - ce qui correspond a y = ~ dans
(4.16)- et on aura alors u = y si

(4.17) {u(T),u'(T)} E G.

C'est la methode donnee au n 3, qui montre que l'equation

(3.17) en {e\ -e0 } admet une solution unique. On a done montre
 Sur Ia contrOiabilite exacte elargie 717

le earaetere "naturel" de la methode introduite au n 3 et on a en

outre montre (4.2).

Remarque 4.1. On peut interpreter differemment le systeme

(4.16) en prenant {p'(O), -p(O)} eomme "inconnue de base". C'est
ce que l'on a fait dans J.L.Lions [2], Chap.l, n.8. Le choix donne ici
est plus simple.

Remarque 4.2. On voit bien que le procede est general.

5. Exemples. On reprend, dans le meme ordre, les Exemples

eonsideres au n.l.

Exemple 5.1 (suite de l'Exemple 1.1). On a done

G = G 0 x H- 1 (!1),
(5.1)
G 0 = espace des fonctions de L 2 (!1) nulles sur w.

Alors

(5.2)

ou P(w) designe l'espace des fonctions de L 2 (w) prolongees par 0 en

dehors de w.
La presentation de la methode se simplifie. On a comme "incon-
nue de base" la fonction

Identifions r/ a sa restriction a w. On a done eomme inconnue

de baser/ E L 2 (w). On resout

r/'- !:::..g = o dans n X (O,T),

(5.3) g(T) = 0 , g'(T) = g1 dans w, g'(T) = 0 dans !1\w
g=O sur ~-

Puis on resout (3.6).

718 J.-L.Lions

On definit ensuite

(5.4) M1r/ = u(T)lw (restriction de u(T) a w).

On definit ainsi un operateur affine continu de L 2 (0)-----+ L 2 (w).
Tout revient a resoudre

(5.5)

(On verifie sans peine que ce qui precede n'est que la traduction dans
le cas particulier present de la methode generale du n 3).
L'equation (5.5) admet une solution unique si l'on a l'inegalite

(5.6)

La condition necessaire et suffisante portant sur :E0 pour que

(5.6) ait lieu peut probablement etre obtenue par les methodes de
C.Bardos, G.Lebeau et J.Rauch, [1], mais cela reste a faire.
Un resultat precis est le suivant: soit x 0 un point quelconque de
Rn et f(x 0 ) = {xlx E r,v(x)(x- x 0 ) ~ 0, v(x) = vecteur unitaire
normal a r dirige vers l'exterieur de 0}. On prend

(5.7)

On a alors une inegalite du type (5.6) si

T > R(x 0 ),
(5.8)
R(x 0 ) = supv(x)(x- x0 ), x E r.

Remarque 5.1. On a done CEE relative a L 2 (0\w) x H- 1 (0)

siT> R(x 0 ) alors que l'on aCE siT> 2R(x 0 ). (d. J.L.Lions [2],
Chap.l, n.8).

Remarque 5.2. On doit pouvoir ameliorer (5.8) avec une

constante T > T0 ou T0 depend de w. ll est evident en effet que si
w est vide, il y a CEE pour un temps arbitrairement petit, puisque
l'on n'impose aucune condition sur {y(T),y'(T)}! Le meilleur choix
de v est alors v = 0.
 Sur la controlabilite ezacte t!largie 719

Exemple 5.2 (suite de l'Exemple 1.2.).

On a cette fois

G = L2 (0) X Gt,
(5.9)
Gt SO'ILS espace des elements de H- 1 nuls sur w.

Done

(5.10) G0 = {0} x HJ(w).

On prend done comme 'inconnues de base" {l E HJ(w) et l'on
resout

en- flu= o n
dans X (O,T),
(5.11) e(T) = e0 (prolongement de e0 par 0 hors de w),
e'(T) = o,
e=O sur :E.

Puis on definit u par (5.6) et on definit ensuite

(5.12) M2l = u'(T)iw =restriction de u'(T) a w.

On a ainsi defini un operateur affine continu de HJ(w) dans H- 1 (w).

Tout revient a resoudre

(5.13)

Cette equation admet une solution unique si

(5.14)

Cette inegalite est verifiee si f 0 = r(x 0 ) et si (5.8) a lieu.

Exemple 5.3 (suite de l'Exemple 1.3.).

Dans ce cas, l'espace G consiste en les couples gD, g1 avec

lEL2 (0), (g 0 ,w;)=O, 15;j5;m,

g1 E H-1 (0), (g\w;) = 0, 1 5: j 5: m.
720 J.-L.Lions

Done G 0 est l'espace engendre par h 0 , h 1 combinaisons lineaires des

Wj, 1 S: j :; m.
On resout done
r/' - !lg = o,
m m.

(5.15)
i=l i=l

(! =0 sur I;

les "inconnues de base" etant {gj, g}} E R 2 m..

On resout ensuite (3.6) et on doit resoudre les equations lineaires
algebriques

(5.16) (u(T),wi) = 0, (u'(T),wi) = 0, 1 S: j S: m.

C'est un systeme lineaire dans R 2 m. On a existence si l'on a unicite,
1.e. s1
8g = " = 0.
(5.17) av 0 sur I;o entrame (!

Mais

8g ~ awi
av = ~aj(t) av,
j=l
(5.18)
(!~
ai(t) = gj cos(T- t)y'>:; + fij
3 sin(T- t)y'>:j.
>.3
Faisons done l'hypothese

(5.19) les fonctions a: ,

8w
1 :; j :; m, sont lineairement
independantes sur r 0.
Alors ( 5.17) implique que

(5.20) ai(t) = 0 sur (O,T)

done
 Sur Ia controlabilite exacte e/argie 721

d'ou la CEE.

6. Variantes. Nous indiquons maintenant quelques variantes

sur des exemples. Tous ces exemples sont eux memes susceptibles de
rentrer dans des cadres plus generaux.

Exemple 6.1. Nous reprenons les situations des no prece-

dents, mais avec un controle qui s'exerce par la condition de Neu-
mann.
Done l'etat est donne (formellement, tant qu'on ne precise pas
les espaces fonctionnels ou sont prises les donnees) par

y"- fly= 0 dans 0 x (O,T),

f)y
(6.1) av = v sur }J =r X (O,T),
y(O) = y0 , y'(O) = y 1 dans 0.

Remarque 6.1. On pourrait egalement considerer le cas ou v

est a support dans
}Jo = ro X (O,T) ' roc r.

Si w est un ouvert C 0, on cherche la CEE au sens suivant:

T > 0 est donne; peut-on, pour chaque y 0 , y 1 (dans un espace fonc-
tionnel convenable) trouver v (dans un espace fonctionnel conven-
able) tel que

(6.2) y(T;v) = y'(T;v) = 0 dans w.

Remarque 6.2. Bien sur si w = 0 on retrouve la CEE

habituelle, pour laquelle nous referons a J .L.Lions [1] [2] et a la Bib-
liographie de ces travaux.

On opere par analogie avec la methode (du type RHUM) donnee

au n.3. On considere {l, r/} comme "inconnues de base" et l'on
722 J.-L.Lions

resout
e" - !le = o dans nX (O,T),
(6.3) = e0 , e' (T) = e1
e(T) dans n,
~=0 sur :E
avec

(6.4) e0 , i sont nuls en dehors dew.

Admettons le probleme (6.3) resolu. Nous considerons alors l'equa-

tion
u"- !lu = 0 dans nX (0, T),
(6.5) u(O) = y 0 ,u'(O) = y 1 dans n,
f[f,; = +e sur :E

et nous definissons l'operateur affine M par

(6.6)
M{l, e 1 } = {u'(T), -u(T)}.., =restriction de {u'(T), -u(T)} a w.

Remarque 6.3. Dans le n precedents, on avait defini

M {el, e } = {u(T), -u'(T)}. ll s'agit dans (6.6) d'une variante evi-
0

dente! On etait parti de {e1 , l} E G 0 d'ou le choix fait au n3. Si l'on

introduit vco image de G0 par !'application {h 0 ' h1 } - t {h 1 ' -h 0 },
on peut partir de {e0 , e1 } E vao dans le cas general. C'est un detail
de presentation.

Le probleme de CEE est maintenant: trouver (si possible)

{e0 , e 1 } tel que

(6.7)
On calcule

Si l'on multiplie (6.5) pare, il vient (par definition de la solution

(faible) de (6.5), definie par transposition):

(6.9) (u'(T), l)- (u(T), e1 ) = [ ~: ed:E- (y 0 , e' (0)) + (y1 , e(O)).

 Sur Ia controlabilite ezacte elargie 723

On deduit de (6.9) (6.8) et (6.5) que

(6.10) < M{go,tl},{eo,l} >= h e2d'E- (yo,g'(O)) + (yl,g(O)).

On fait alors !'hypothese

(6.11)
(h e 2 d'E) 1 / 2 definit une norme sur l'espace des fonctions

e0 ' e1 assez regulieres qui verifient (6.4).

Remarque 6.4. On a donne dans J .L.Lions [2] notamment

- et dans l'Appendice 2 du a C.Bardos, C.Lebeau et J.Rauch-
des exemples ou (6.11) a lieu en prenant seulement l'integrale sur
'Eo C 'E et sans condition sur e0 , e1 Evidemment ces cas impliquent
(6.11).
Mais (6.11) peut etre verifie, lorsque w est assez petit, sans que
l'on ait CE.
On designe alors par Fw l'espace compliti des fonctions g0 , g1
nulles hors dew pour la norme (6.11).
La caracterisation de cet espace n'est pas facile. On a deja in-
troduit ces espaces lorsque w = n dans J .L.Lions loc. cit. Des
precisions sur cet espace (avec w = 0) sont donnees dans I.Lasiecka
et R. Triggiani [1].
On fait !'hypothese que

{l,e1 } __, -(y0 ,e'(O)) + (y\e(O))

(6.12)
est une forme lineaire continue sur Fw.

Alors (6.10) montre que (6. 7) admet une solution unique.

Remarque 6.5. Le probleme revient a la recherche de

(6.13)

Exemple 6.2. Nous considerons maintenant un exemple avec

controle ponctuel.
724 J.-L.Lions

On considere l'etat donne par

y11 - D..y = v(t)o(x- b) dans n X (O,T)

(6.14) y =0 sur ~.
y(O) = y0 , y'(O) = y1 dans 0.

Dans (6.14), best donne dans 0 et o(x-b) designe la masse de Dirac

au point b. Soit par ailleurs w donne ouvert c 0.
Soit T > 0 donne. On cherche, pour chaque couple y 0 , y 1 (dans
un espace fonctionnel convenable), une fonction controle v (si elle
existe, et dans un espace fonctionnel convenable) telle que

(6.15) y(T;v) = y'(T;v) = 0 dans w.

C'est un probleme de CEE relatif a w. On suit la meme demarche

que dans les n precedents. On part done de{! solution de

ell- D..e = o dans 0 x (0, T)

(6.16) e(T) = e0 , e' (T) = e 1 dans n,
e=O sur~

avec encore (6.4).

On considere ensuite (formellement pour !'instant) !'equation

U 11 - D..u = e(b,t)o(x- b) dans n X (O,T)

(6.17) u(O) = y0 ,u'(T) = y1 dans 0,
u =0 sur~

et l'on definit

(6.18) M{l,e1 } = {u'(T),-u(T)}w

Prenant le produit scalaire de (6.17) avec {!, on trouve que
(6.19)
(u'(T), e0 ) - (u(T), e1 ) = 1T e(b, t?dt- (y 0, e'(O)) + (y 1 , e(O)).

Done
{6.20)
< M{e 0 , e1 }, {e0 , e1 } >~ 1T e(b, t?dt- (y 0 , e'(O)) + (y1 , e(O)).
 Sur Ia controlabilite ezacte elargie 725

Pour tl, r/ donnees assez regulieres avec (6.4), on pose

(6.21)

On definit ainsi une semi-norme.

On fait l'hypothese qu'il s'agit d'une norme.

Remarque 6.6. Decider si (6.21) est, ou non, une norme n'est

pas une question simple. Supposons, pour un peu simplifier, que le
spectre de -~ dans 0 pour les conditions de Dirichlet est simple.
Soient w; les fonctions propres.
Alors, pour avoir une norme, il est necessaire que le point b soit
stratigique, i.e. que

(6.22) w;(b) i- 0 Vj.

Cette condition- assez curieusement ... - n'est pas suffisante,

un contre exemple (absolument non trivial !) etant donne par
Y.Meyer [1], dans le cas w = 0. Evidemment les "chances" d'avoir
une norme augmentent lorsque w est plus petit!

Designons par Fb l'espace complete pour la norme (6.21). La

structure de cet espace est compliquee. C'est un espace tres grand,
qui contient des elements qui ne sont plus des distributions mais des
ultra-distributions, cf. (pour le cas w = 0) A.Haraux [1].
On obtient alors pour M un operateur affine continu de Fb dans
F et dont la partie lineaire est un isomorphisme. Si done

est une forme lineaire continue sur Fb, on a CEE.

Remarque 6. 7. Dans le cas ou w = 0, une etude numerique

interessante est donnee dans A.El Jai et A.Gonzalez [1].

Terminons par deux remarques supplementaires:

726 J.-L.Lions

Remarque 6.8. Tout ce qui vient d'etre fait n'est pas restreint
aux problemes hyperboliques. On peut adapter tout ce qui a ete fait
a des operateurs du type Petrowsky, des operateurs a memoire etc.,
comme ceux consideres dans J.L.Lions [3].

Remarque 6.9. Une extension non lineaire tres interessante

de la methode HUM a ete donnee par E.Zuazua [1]. La methode
de Zuazua est susceptibile de s'adapter aux problemes de CEE non
line aires.

Bibliographie

C.Bardos, G.Lebeau, J.Rauch [1], Appendice II de J.L.Lions [2].

A.El Jai, A.Gonzales [1], Actionneurs frontieres pour l'exacte contro-
labilite de systemes hyperboliques, Rapport Universite de Perpignan,
Decembre 1987.
R.Glowinski, C.H.Li, J.L.Lions [1], A numerical approach to the
exact boundary controllability of the wave equation (I) Dirichlet con-
trols: description of the numerical methods, Japan Journal of Ap-
plied Math. 1989.
A.Haraux [1], Controlabilite exacte d'une membrane rectangulaire
au moyen d'une fonctionnelle analytique localisee. C.R.A.S. 1988.
I.Lasiecka, R.Triggiani [1], Exact controllability for the wave equa-
tion with Neumann boundary control, a paraitre.
J.L.Lions [1], Exact controllability, stabilization and perturbations
for distributed systems. J.Von Neumann Lecture, Boston 1986, SIAM
Rev. March 1988. [Developpements de la note C.R.A.S. Paris 302
(1986), 471-475].
J.L.Lions [2], Controlabilite exacte des systemes distribues. Vol.l.
Controlabilite exacte, R.M.A. Masson, 1988 (Notes du cours au
College de France, redigees par E.Zuazua).
J.L.Lions [3], Controlabilite exacte des systemes distribues, Vol. 2
Perturbations, R.M.A. Masson, 1988
 Sur Ia controlabilite ezacte elargie 727

J.L.Lions, E.Magenes[1], Problemes aux limites non homogenes et

applications, Vol. 1 et 2, Dunod, Paris,1968.
Y.Meyer [1], Travail a paraitre.
D.L.Russel [1], Controllability and stabilization theory for linear
partial differential equations. Recent progress and open questions,
SIAM Rev. 20 (1978), p.639-739.
E.Zuazua [1], Controlabilite exacte de systemes d'evolution non
lineaires. C.R.A.S. Paris,1988.

College de France
11, Pl. Marcel in Berthelot
F-75005 PARIS
 LOW AND HIGH FREQUENCY VIBRATION
IN STIFF PROBLEMS

MIGUEL LoBo-HIDALGO ENRIQUE SANCHEZ-PALENCIA

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction. Stiff problems are partial differential equa-

tion problems with very different values of the coefficients in two
regions of the domain n of the space variables. Very different means
that the ratio of coefficients is described by a parameter - t 0. Stiff
problems originated in Lions [4]. The behavior of the corresponding
eigenvalue problems depends highly on the form of the H-like space
(in the standard framework V C H with dense and compact imbed-
ding) and in particular on the fact that the corresponding coefficients
do depend or not on . We refer to Lions [5], Geymonat et al. [1,2],
Panasenko [7], Gibert [3] and Sanchez-Palencia [8] for the study of
several kinds of eigenvalue stiff problems. It turns out that the case
when the coefficients in front of the H-like space do not depend on
was not very widely explored, as the "low frequency" region does
not provide a good insight on the vibration problems all over n.
We consider here such problems, in particular the high frequency
region. In order to obtain properties of the spectral family we use a
Fourier transform technique starting from the solutions of the cor-
responding hyperbolic problems involving second order derivatives
730 M.Lobo-Hidalgo, E.Sanchez-Palencia

with respect to time. (We refer to Lobo and Sanchez Palencia [6]
and Sanchez-Palencia [8], chap. 12, sect. 3 for other problems using
this method).

Let us consider a model problem for the Laplacian. Let f.! be a

bounded domain of RN, containing the origin, divided in two parts
f.! 0 and f.!1 by the interface r ( = the hyperplane X1 = 0):

f.!= f.!o u 01 u r.
Let be a positive small parameter. We consider a standard
vibration problem in the spaces V = H~(O.) and H = L 2 (0):

Figure 1

Find u'(t) with values in V satisfying

(1.2)
where

(1.3) (u, v) = In u v dx
(1.4) a;(u,v)= 1ni
gradu gradvdx, i = 0, 1.
 Low and high frequency vibration in stiff problems 731

Clearly (1.1) amounts to

(1.5)

(1.6)

(1.7) u~ = 0 on :Eo and u~ = 0 on :E1

(1.8) u~ = u~ on r

(1.9) 8u~ = E8ui on r

8n 8n
where the indices 0, 1 denote the restriction of the functions to the
subdomains flo, 01.

Remark 1.1 It will prove useful to define the limit vibration

problem (1.2), (1.3) with E = 0. In this case, II~ must be replaced
by

(1.10) V* = {u E L 2(0); U0 E II 1 (0o),uo = 0 on :Eo}

This is not a standard vibration problems as the embedding of V*

into II = L 2 is no longer compact. The classical formulation is (1.5)-
(1.7) and (1.9) with E = 0. The condition (1.8) of the case E > 0
desappears, as the trace on r of u 1 does not make sense. Of course,
(1.9) becomes a Neumann boundary conditionfor u 0 , and there are
not boundary conditions for u 1 Clearly, V = II'}, is dense in V*.

The spectral problem associated (1.2) is obviously:

(1.11)

For reasons which will be clear later, we shall write sometimes >.+1 =
1-, and (1.11) reads:

(1.12) a0 (u,v) +Ea1(u,v) + (u,v) = t-t(u,v)

732 M.Lobo-Hidalgo, E.Sanchez-Palencia

which corresponds to the evolution problem

instead of (1.2).

2. Low frequency vibrations. We seek for eigenvalues of order

E, i.e.:

(2.1) A=E(; (=0(1)

which were considered by Panasenko [7], Gibert [3], Lions [5]; we

only give some indications hereafter. The formulation of the problem
(1.11) in terms of equations and boundary conditions after the re-
scaling (2.1) is

(2.2)

(2.3)

(2.4) u~ =0 on ~a and u~ =0 on ~1

(2.5) u~ = u~ on r

8u'0 8u'
(2.6) -
1
=E- on f.
8n on
Let us seek for the expansions:

(2.7)

(2.8)

The substitution of this into (2.2)-(2.6) gives at order 0(1):

(2.9) -~u~ = 0 on 0 0
 Low and high frequency vibration in stiff problems 733

(2.10) u~ =0 on :E1

OU 01
(2.11) =0 on r
-
on
for u]' which implies u]' = O, and then

(2.12)

(2.13) u~ = 0 on :Eo and r

which implies that u]' and ( 0 are eigenvector and eigenvalue of the
Dirichlet problem in fh. Prescribing the normalization condition

(2.14)

and assuming that the eigenvalue is simple, we may consider u]', ( 0

as known. Then, at order E, we have

(2.15)

(2.16)

(2.17)
ou~ ou! on r
on on
which defines u~ uniquely. For ut we have
(2.18)

(2.19) ui = 0, on :E1; ui = u~ on r
where ( 1 is not known. It is determined from the compatibility condi-
tion; then u~ is uniquely determined by the orthogonality condition
(2.14). The other terms of the expansion are determined in the same
way.
734 M.Lobo-Hidalgo, E.Sanchez-Palencia

The justification of the expansions (2.7),(2.9) may be done by

methods analogous to those of Geymonat and al., [1,2].

3. High frequency vibration in 0 0 . Coming back to (1.11)

or (1.12), we are studying now the eigenvalues with ,\ or p, of order
1; they are called of "high frequency" by opposition to the preceding
ones; in fact the term "medium frequencies" would be more appro-
priate. For reasons which will be clear later (Remark 4.6) we are not
able to give an asymptotic expansion for the eigenvalues and eigen-
functions. Instead we shall give the limit behavior of the spectral
family.
Let us denote by A, the operator associated with the form a 0 +
w 1 via the Lax-Milgram theorem, and let B, =A,+ I so that (1.13)
reads

(3.1) u' + B,u' = 0

and similarly let A. be the operator associated with the form a 0 ,

and B. =A.+ I. This operator is coercive on V., defined in (1.10),
which is the appropriate space for the limit problem (1.13) with
E = 0, which is

(3.2) u+B.u* = 0.
Then, we have

Lemma 3.1. Let v E L 2 (0), and let u',u* be the solutions of

(3.1}, (3.2} with the initial conditions
(3.3) u'(O) = 0, u'(O) = v; u*(O) = 0, u*(O) = v
respectively. Then,

{ u' ---> u* weakly* in L -oo, +oo; V*)

00 (
(3.4)
u' ___, v. weakly* in L -oo, +oo; H).
00 (

PROOF. The energy equality for (3.1),(3.3) reads:

(3.5) liu'(t)ii1I + aa(u'(t)) + w1(u'(t)) + liu'(t)ii1I = llvii1I

 Low and high frequency vibration in atiff problema 735

and we may extract subsequences (in fact the sequence itself as the
limit will be proved to be unique) converging in the sense of (3.4).
Moreover

(3.6) t E ]- oo,+oo(
and it follows from (3.3},(3.4) and the trace theorem fort= 0 that
u*(O) = 0. We must prove that the limit u* is the solution of (3.2),
(3.3). To this end, we use the characterization of u of Lobo and
Sanchez (6] or Sanchez (8], chap 12, sect.3:

(3.7) 1T{[a (u', w) +f.a1(u', w) +(u', w)H] cp(t)- (u', w)H<P(t)

0 =

= (v,w)H cp(O)
for wE V (or a dense subset of) and cp E C1 ((0,T]), with cp(O) = 0.
Fixing w E V and passing to the limit according to (3.4} and (3.6}
we obtain for u* an expression analogous to (3.7} without the term
Ea 1 . As Vis dense in V* (Remark 1.1}, this is the characterization of
the solution of (3.2), (3.3).

Now, denoting by &(B.,>..), &(B*, >..) the spectral families of B,

and B*, let us take the inner product of ( )a with w E Hand then
the Fourier transform. The solution u reads

u'(t) =A - 1 / 2 sin(tA 112 )v

u'(t) = cos(tA1 12 )v.
Taking the Fourier transform of the second of (3.4) and on account
of the fact that the spectral family of A1 12 vanishes for >.. :::;; 0, we
easily obtain

d 1/2 d 1/2
(3.8) d). (&(B, ,>.)v,w)H d). (&(B* ,>.)v,w)H

in S' (-oo, +oo ). Then, using the obvious estimate

we may pass in (3.8) from the derivatives to the functions, and even
to the spectral families of B instead of B 1 12 (see the proof of theorem
736 M.Lobo-Hidalgo, E.Sanchez-Palencia

IX, 4.2 for details). Finally, by a unit shift of the variable,\ we pass
to the spectral families of A = B - I and obtain

Theorem 3.2. The spectral family of A, converges to that of

A* as E -> 0 in the sense

(E(A.,--\)v,w)H -> (E(A*,,\)v,w)H

for any v, w E H, weakly* in L""( -oo, +oo ).

As we pointed out in Remark 1.1, in the limit problem there is

no coupling between no and n1 . In fact, the operator in n1 is the
null operator (and then, ,\ = 0 is eigenvalue with the entire space
L 2 (n 1 ) as eigenspace), and the operator in no is -b. with Dirichlet
and Neumann boundary conditions on ~o and r, respectively. Such
is the limit behavior of the spectral family in no, but not in n1 ,
where all the spectral family appears flattened to 0. Another asymp-
totic process is needed to furnish a deeper insight on the vibration
n
in 1 . Before going on, let us consider Fig. 2 and 3 which describe
the spectral family in the region n1 in a somewhat allegorical way .
In Fig. 2 we have the eigenvalues,\= E(, ( = 0(1) which provide
a good decription of the low frequency phenomena. Of course, as
( -> +oo the spectral family tends to the asymptote = I. Thus,
when studying such a function in the variable ,\ = E(, the function is
flattened to zero, and we only see a step at the origin (Fig.3). This
is the reason why the study of part b furnished a good description
of the region no but not of n1 . Now, let us trunk about the fact
the family of eigenvalues tends to +oo (for each fixed E); then, in
n 1 there are vibrations (the high frequency vibrations) with differ-
ence between the curve and the asymptote. In order to see these
vibrations, which have a short wave lenght, we shall dilate the space
variable x, and of course we may do a new normalization in order to
see the eigenfunctions (Fig. 3). This we proceed to do:

4. High frequency vibrations in n1 . Geometrical acous-

tics.

According to the preceding considerations we perform the di-

 Low and high frequency vibration in stiff problems 737

Figure 2

Figure 3

latation

(4.1) X --+ y = XE-l/ 2

and we denote the transformed domains with the index E :

(4.2) j = 0,1

which are obviously "large" domains, tending to the space RN or

the half space as E --+ 0. The equations (1.5) and (1.6) become

(4.3)

(4.4)

and (1. 7)-(1.9) remain unchanged on the transformed boundaries.

738 M.Lobo-Hidalgo, E.Sanchez-Palencia

We also define bilinear forms on the transformed domains:

(4.5) aj,(u,v) = r
ln;. grad
--Y
U grad vdy,
--Y
j = o, 1.

Then, the evolution problem analogous to (1.13) reads

or, with an obvious notation,

(4.7) u' + iJ, = o, iJ, = A, + I.

Let us define a problem which will appear later as the limit of the
preceding one. Let

(4.8)

and let consider the evolution problem (the initial conditions will be
fixed later):
(4.9)
Find u*(t) with values in H;(R~) such that Vv E H;(R~)
{
~RN u*vdy
+
+ ~RN+ (grad
--y
u* grad V + u*v)dy = 0
--y

which is obviously equivalent to

(4.10) ii,* + B*u* = 0; iJ* =A*+ I; A*= -~y

on H;(R!f'); we then emphasize that the Dirichlet boundary condi-

tion u = 0 is satisfied on XN = 0. We then have:

Lemma 4.1. Let v E L 2 (RN) and denote by v, and v+ its

restrictions to 0, and R~ respectively. Moreover, let u and u* be
the solutions of (4- 7) and (4.10) with the initial conditions

(4.11) u'(O) = 0, it'(O) = v,

(4.12) u*(O) = 0, it*(O) = v+

 Low and high frequency vibration in stiff problems 739

respectively. We consider u,u extended by 0 to RN\0. and R~

respectively. Then,

( 4.13) u--. u* weakly in L""( -oo, +oo; H 1 (RN))

(4.14) u--. iL* weakly in L""(-oo,+oo;L 2 (RN))

PROOF. The energy equality for (4.7), (4.11), with an obvious

notation, reads:

Then, by extraction of a subsequence (the whole sequence) we have

(4.13) and (4.14) for some u* belonging to the space quoted in these
relations. In addition, the trace thoerem at t = 0 shows that u*(O) =
0. Moreover, on account of (4.13) and of the coefficient C 1 in (4.15),

grad u --. grad u* = 0 in L""( -oo, +oo; R~)

--Y -- Y

i.e. u* is constant on R~ for each t; as it belongs to H 1 (RN),

it vanishes on R~, as well as its derivative with respect to time.
Consequently, u* takes values in JI~(R~"), continued with value 0 to
R~. Let us check that u* is the solution of (4.10),(4.12). To this end,
we use, as previously in this section, the characterization of u :

(4.16)
1T{[.-:- a .(u', w) +a
1 0 1 .( u, w) + (u', w)]<p(t)-
- (u',w)<j?(t)}dt = (v,w)<p(O)

valid for any w belonging to a dense set of H;

(0,) (extended to R N
with value 0) and <p of class C 1 ([0,T]) with <p(O) = 0. Then, choosing
w E V(Rf) continued with value 0 to R~, the term in c 1 of ( 4.16)
disappears, and the integral on its right side becomes obviously an
inner product in L 2 (Rf), then, passing to the limit E --. 0 with
(4.13), (4.14) and noting that V(Rf) is dense in H;(Rf) we see
that u* satisfies the characterization of the (4.10), ( 4.12).

The limit behavior of the spectral family is obtained by the

same routine as Theorem 3.2. We note in this respect that the fact
740 M.Lobo-Hida/go, E.Sanchez-Palencia

of extending u' and u from n, and R~ to R~ with value zero imply

that the corresponding spectral families are also extended with value
0. In fact we have:

Theorem 4.2. Let(A.,..\) and(1*,>.) be the spectra/families

of the operators A., A* defined in (4. 7} {4.10}. They converge in the
sense

(4.17)

for any v,w E L 2 (RN), weakly* in L""(-oo,+oo).

Here the indices E, + denote the restrictions to n, and R~' as
in Lemma 4.1.

Remark 4.3. We note that B, is the transmission operator

on the dilated domain in 0,; it has a compact resolvent and con-
sequently its spectral family is a step function. Oppositely, B* is
merely -b.y in RN with a Dirichlet boundary condition on YN = 0.
The corresponding spectral family is classical; it is continuous, and
is described by plane waves with arbitary direction and wavelenght
but satisfying u = 0 on YN = 0, i.e. satisfying the reflection laws on
the boundary. It may be said that the limit behavior of the waves is
given by the geometrical acoustics in R~ with boundary condition
u = 0 on YN = 0.

Remark 4.4. It is clear that Theorem 4.2 gives information

on the limit behavior after the homothety (4.1); consequently it has
some local character (i.e. for x close to x = 0). In order to have
information on the limit spectral family at another point O' =f. 0, we
may perform the change y = c 1 12 (x- 0'). Obviously the results are
anlogous for O' E r. On the other hand, if O' is an interior point to
nl, we have RN instead of R~ in theorem, i.e. the limit spectral
family is merely that of -b.y in R N, without boundary condition.
In the same way, in the case of a boundary with a corner (Fig. 4)
the limit spectral family is that of -b.y in an infinite angular sector
with u = 0 on its boundary.

Remark 4.5. We recall the part of the spectrum considered

in sect. 3 and 4 is..\= 0(1). It appears from sect. 3 (resp. sect.
 Low and high frequency vibration in stiff problems 741

Figure 4

4) that the limit behavior in the region no (resp. nl) is a discrete

(resp. continuous) spectrum. This shows that we cannot "solve"
the problem in n1 to get a modified problem in n. This situation
is very different from that of sect. 2 and explains why we are only
able to describe the limit behavior, but not to exhibit an asymptotic
expansion.

Remark 4.6. We emphasize that, according to theorem 4.2,

the limit behavior of the vibrations in nl with >. = 0(1) satisfies
a Dirichlet condition on y1 = 0, i.e. on the interface r. This is
natural for the values of the limit problem in no (see the preceding
Remark if necessary) as the corresponding vibration vanishes in n0
Nevertheless, for the >. of the preceding set, there is certainly some
coupling between the vibration in no and nl' and the latter does not
satisfy ulr = 0. This intuitive assertion is not in contradiction with
Theorem 4.2., as the convergence in it holds in the weak* topology
of L"" of the variable >.. This is a very poor convergence, which is
consistent with the existence of narrow (as E --+ 0) regions of the
variable >. where other phenomena appear. This question seems to
be open.
742 M.Lobo-Hidalgo, E.Sanchez-Palencia

References

[1] G.Geymonat, M.Lobo-Hidalgo, E.Sanchez-Palencia, Spectral

properties of certain stiff problems in elasticity and acoustic,
Math. Appl. Sci. 4 (1982), 291-306.
[2] G.Geymonat, E.Sanchez-Palencia, Spectral properties of cer-
tain stiff problems in elasticity and acoustics, Part II, Proceed-
ings of the Centre for the Mathematical Analysis, Australian
National Univ. 5 (1984), 15-38.
[3] P.Gibert, Les basses et moyennes frequences dans les structures
fortement hiterogenes, Compt. Rend. Acad. Sci. Paris 295
(1982)' 951-954.
[4] J .L.Lions Perturbations singulieres dans les problemes aux limi-
tes et en controle optimal, Lect. Notes in Math. 323, Springer
(1973).
[5] J .L.Lions, Remarques sur les problemes d 'homogeneisation
dans les milieux a structure periodique et sur quelques proble-
mes raides, in Les Methodes de l'Homogeneisation, Eyrolles,
Paris (1985), 129-228.
[6] M.Lobo-Hidalgo, E.Sanchez-Palencia, Sur certaines proprietes
spectrales des perturbations de domaine dans les problemes aux
limites, Comm. Part. Diff. Eq. 4 (1979), 1085-1098.
[7] G .P.Panasenko, Asymptotics of the solutions and eigenvalues of
elliptic equations with strongly varying coefficients, Dokl. Akad.
Nauk. 252 (1980), 1320-1324 (Soviet Math. Doklady 21, 1980,
942-947).
[8] E.Sanchez-Palencia, Non-homogeneous media and vibration
theory, Springer Lect. Notes in Physics 127 (1980).

Departamiento de Ecuaciones Funcionales

Facult ad de Ciencias
Avenida de los Castros
SANTANDER - Spain

Laboratoire Mod(Hisation Mecanique

Universite Pierre et Marie Curie
4, Place Jussieu
F-75252 PARIS
A TIME-DISCR ETIZATION SCHEME APPROXIMA TING
THE NON-LINEAR EVOLUTION EQUATION
Ut +ABu= 0

ENRICO MAGENES

Dedicated to Ennio De Giorgi on his sixtieth birthday

The aim of this paper is to extend a time discretization scheme

to the abstract differential equation in the Hilbert spaces

(I) Ut + ABu= 0 , u(O) = uo

where A and B are suitable operators with A linear and B monotone.
The scheme has been introduced in [4] and more recently studied in
[21], [22], [23] for the case ofthe partial differential parabolic equation
of the Stefan-type.
The algorithm is formally the following:

(II)
n = 1,2, ...

where T is the time-step and J-l s a relaxation parameter. It allows

to calculate the unknowns unand en'
approximating respectively
744 E.MageneJ

the functions u(t) and IJ(t) = Bu(t), through two simpler equations
containing separately the operators A and B. In the applications
both these functions u and I} represent significant physical quantities.
The outline of the paper is the following: Section 1 is devoted to
state the assumptions and the results. Sections 2 and 3 are devoted
to prove the results. Section 4 contains the application to many inter-
esting concret equations, as the parabolic equations of Stefan-type,
certain linear and non-linear pseudoparabolic (or Sobolev) equations.
The author express his aknowledgements to C.Verdi and A.Vi-
sintin for the helpful discussions on the subject to this paper.

1. Notations, assumptions and results. Let V and H two

real Hilbert spaces with

(1.1) V C H, with continuous injection; V dense in H;

we denote by <, > either the inner product on II or the pairing

between V' and V and by 11, 1111, 1111 the norms respectively in
II, V and V'.
Let

a(u,v) a bilinear, symmetric, continuous form on

(1.3) { V x V, coercive on V, i.e. there exist o: > 0
such that a(v,v) 2 o:llvll 2 Vv E V.

Let us denote by A the isomorphism of V onto V' defined by

(1.4) < Au,v >= a(u,v) Vu,v E V.

Let B an operator of II into II satisfying the two following condi-

tions:

EO = 0 and there exist jl > 0 such that

(1.5) {
JliBu- Bvl 2 ~< Bu- Bv,u- v > Vu,v E H

(1.6) { there exists a function <P from H to R

Gateaux - differentiable in II with B<P = B.

Then we can deduce the following remarks:

 Time-discretization scheme to a non-linear evolution equation 745

a) By (1.5) we have that B is a monotone and Lipschitz-continuous

operator in H_ Consequently B is also maximal monotone. More-
over, as a consequence of (1.6) (cf. e.g. [12]) we have that
<P is convex and bounded from below because <P(u) ;::: <P(O)+
< BO,u >= <P(O) VuE H. Therefore, without lost of generality,
we can suppose <P(O) = 0. Still by (1.6) we have

(1.7) 1
<Bu-Bv,u-v>::=:-:-lu-v 12 Vu,vEH
J-L

Then the operator

(1.8) B~' = I- ttB , 0 < tt ::; fl

is also monotone and Lipschitz-continuous in H. Denoting by <PI' the
function

(1.9)

<PJ. is Gateaux-differentiable in Hand

(1.10)

Then <PI' is also convex.

b) Under the hypothesis (1.5), the assumption (1.6) can be re-
placed by the following one

(1.11) B is cyclically monotone

i.e. L:: 1 < u;- Ui-t,Bu; >;::: 0 for every uo,ul,,um in H with
Ua = Um.
Let us suppose indeed B cyclically monotone. Then (cf. [7]) B
is the sub-differential8<P of a convex function <P. We shall prove now
that <P is also Gateaux-differentiable. The function <P can be defined
indeed ( cf. e.g. [7]) as follows: given u 0 E H we set Vu E H

iP(u) =sup{< U- Un,BUn > + < Un- Un-bBun-1 > +

+ < Un-1 - Un-2, Bun-2 > + ... + < Ut - uo, Buo >}
746 E.Magenes

where the sup is taken with respect to u1, u2, ... , Un in H. Since B is
cyclically monotone we have

{ ... } = [{ ... }+ < ua-u,Bu >]- < U -u,Bu >::=:;- < U -u,Bu >.
0 0

Then by (1.5) we obtain

Therefore <P( u) is bounded from above in the neighbourhood of every

point of H. Then iP is continuous in H (cf. e.g. [12]). Since B is a
single-valued operator, we obtain (cf. e.g. [12]) that iP is Gateaux-
differentiable. Viceversa if (1.6) is satisfied B is cyclically monotone
(cf. again [7]).
Now, given T > 0, we can state the problem (P)

given u 0 E V', find t --> u(t) absolutely continuous in

{
[0, T] with values in V' such that
(P) du(t) .
- dt
- + ABu(t) = 0, Bu(t) E V, a.e. m [O,TJ
u(O) = U0

Setting fJ(t) = Bu(t) and denoty by C the inverse B- 1 of B (C can

be multi-valued), the problem (P) is frequently written as follows

du(t)
(P') -;:u + AfJ(t) = 0 , u(t) E CfJ(t) a.e. in [0, T],
u(O) =U 0

It is well known that, (P) can be studied from different points

of view and by different techniques; many existence and uniqueness
results have been obtained (cf. e.g. the books [2], [7], [8], [9], [16],
[18] and the papers [1], [3], [5], [6], [10]). We shall assume now the
following hypothesis

Vu 0 E H the problem (P) has one

(1.12) { and only one solution u belonging to
the space H 1 (0, T; V') n L 2 (0,T; H) with
Bu E L 2 (0,T;V)
 Time-discretization scheme to a non-linear evolution equation 747

(for the notations cf. e.g. [18]). We shall see in Section 4 many
interesting cases for which the assumption (1.2) is satisfied.
Let us state the time-discrete algorithm for (F).
Let 0 < JL :::; jl be a fixed number; let N be a fixed positive
integer. We denote by r = T / N the time step. and we set tn =
nT , 1n =]tn-I, tn], n = 1, ... , N. The time-discret algorithm is the
following

(1.13) {~::~~en ~

un = un-l
= Bun-l , en E V
+ JL{en- Bun-l }, n = 1, ... , N.

It is well defined because the second equation in (1.13) has a

unique solution en and because un defined by the third line of (1.13)
belongs to H.
We shall prove in Section 2 and 3 the following theorems, under
the assumptions (1.1), (1.3), (1.5), (1.6), (1.12) and forT > 0, o <
JL :::; jl fixed.

Theorem 1 (stability). There exists a positive number K, de-

pending on juol, such that

(1.14)

Moreover setting

(1.15) eu = u(t)- Un; 8(t) = Bu(t); eo= 8(t)- en, t E P

Theorem 2 (error estimates). There exists a positive number

K, depending on luo I such that

(1.16)

ileuiiL""(O,T;V') + lleollu(o,T;H) + iifut eodsiiL""(O,T;V) ::S: K T 114

As we said, the algorithm (1.13) is suggested by [4]. It is also related

from one side with the "Laplace modified forward Galerkin method"
748 E.Magenes

of [11], the "alternating phase truncation method" of [24] and the

"discret-time phase relaxation method" of [27], introduced for the
partial differential parabolic equations, and for the other side with
the "local correction" of the finite differernce schemes for abstract
differential equations due to the Soviet School (cf. e.g. [25], [14],
[15]).
Following the same technique as in [21], it is easy to extend
the results of the present paper to the non-homogeneous equation
Ut +ABu= j, under suitable assumptions on f.

2. Proof of the stability. By (1.13) we have

(2.1) < Un- un- 1 > +r < Aen, >= 0 \:/ E V.

Let us take = en and add from 1 to m, 1 ~ m ~ N :
m m

n=1 n=1

By (1.13), (1.8) we obtain

~BUn+...!_{B un-B un- 1}+...!_Un_...!_Bun- 1 =

2 2p, p. p. 2p, 2p,
(2.3)
Un un-1
= - - - - + Bu n-1 =~.
en
p, p,

Then, using (2.2), we have

(2.4)
m m 1
" < un _ un-1 en >= " < un _ un-1 -BUn > +
L...J ' L...J '2
n=1 n-1

+~
L...J
< un- un-1 '2...!_{Bp. un- B p. un-1} >
n=1 P,
m 1 m 1
+"
L...J
< un _ un-1 -Un > _"
'2 L...J
< un _ un-1 -B un-1 >
'2 p.
n=1 P, n=1 P,
=I+ II+ III+ IV.
 Time-discretization scheme to a non-linear evolution equation 749

Since <I> is convex and B = 8<t>, we have

I~~ f{<I>(Un) _ <I>(un-1)} = ~<I>(Um) _ ~<I>(Uo).

n=l

Since B P. is monotone we have

II~ 0.

Moreover, we have V> and 'lj; E H

Consequently

Finally since <I>I' is convex and 8<t>JL = Bp. we have

IV ~21 f{<I>p.(Un)- <I>p.(Un-1)} =

J-l n=l

- 2~ {<I>JL(Um)- <I>p.(Uo)}.

Therefore, using (1.9) and U 0 = u 0 , we obtain

L < un-un-t,en >

m 1
~ 2<I>(Um)- 2<t>(uo)+
1

n-1
+2_1Uml2- 2_1ual2 + 2_
4J-l 4J-l 4J-l
f
n= 1
IUn- un-112+
(2.6)
- 2_1Uml 2+ ~<I>(Um) + 2_luol 2 - ~<I>(uo) =
4J-l 2 4J-l 2

= <I>(Um)- <I>(uo) + 2_
4 J-L
f
n=1
IUn- un-112
750 E.Magenes

Then from (2.2) it follows

l m
L L < Aen,en > ~ <P(uo).
m
(2.7) <P(Um)+2 1Un-un-2\2+r
J.t n=1 n-1
The assertion (1.14) follows now from (2.7), (1.3) and (1.4).

Remark. Since <P(u) ~ 0 (cf.l a)), (1.14) is a real "stability"

condition for (1.13).
By (1.14) we have
(2.8) 0 ~ <P(Un) ~ K, n = 1, ... , N
N
(2.9) L IUn- un-112 ~ K
n=1
N
(2.10) rl::l\8nl\ 2 ~ K.
n-1
(2.9) and (2.10) may be regarded as estimates in the discrete
H! (0, T; H) and L 2 (0, T; V) norms.

3. Proof of the error estimates. First let us introduce the

following notations: if t--+ v(t) is a function integrable in [0, t] with
values in H (or V, or V') we shall set

(3.1) vn=~ { v(t)dt, n=1, ... ,N

T 11"
if v is continuous we shall set
(3.2)
The following relation is easily verified, since a( u, v) is bilinear and
symmetrie:
m m m

i=l i=l i=l

(3.3) m i
=2 L a(L Vn, Vi) Vvl, ... ,Vm E V.
i=l n=l
 Time-discretization scheme to a non-linear evolution equation 751

Let u be the solution of (P). Then for all most every t E [O,T], we
have
du
(3.4) < dt'o/>+a(0,)=0 VEV.
Integrating on In, and using (1.12) we obtain

Let us remark that (2.2) can be written in the following form

(3.6) < Un- un-1, > +ra(en,if;) = 0 V E V.

Take the difference between (3.5) and (3.6) and sum over n from 1
to i ~ N:

(3.7) < ui- U', > +ra(~)on- en),)= 0 V E V.

n=l
Take in (3.7) = r(Oi- 0;) and sum over i from 1 tom~ N; we
obtain

(3.8)
m m i
2::= T < ui- ui,oi- ei > +r2 z=a(z=(on- en),Oi- ei) =
i=l i=l n=l
=I +Il=O.
Using (3.3) and (1.3) and the notations (1.15), it follows:

n =~r2a(fW- ei), f(oi- ei))+

2 i=l i=l
+ ~r2 f
i=l
a(Oi- ei, Oi- 0;) 2::
(3.9)
752 E.Magene

Moreover we have
(3.10)

I= f {.
i=1 }['
<ui-Ui,e0 (t) >dt

= ~k <ui-u(t),eo(t) >dt+ ~k <u(t)-Ui,e0 (t)dt

= ~ J, < ui- u(t),eo(t) > dt + ~ k < eu(t),eo(t) > dt

=III+ IV.

Now

(3.11)

By (2.10) and by ~~ E L2 (0, T; V') and e E L 2 (0, T;V) we obtain

(K denoting again a positive number depending only on juoi)

(3.12) jiiij ~ Kr.

Now from (1.13) we have

Then, again by (1.12), we obtain

(3.14)

IV= fp, L
=1 1
leo(tWdt + f L<
i=1 1
eu(t)- [teo(t),eo(t) > dt =

= fll!eol!i,co,t=;H)+
+~ k < u(t)- ui- 1 - ft(Bu(t)- BUi- 1 ), Bu(t)- Bui- 1 > dt+
 Time-discretization scheme to a non-linear evolution equation 753

+ f l < eo(t),
i=1 ['
Ui- ui-l > dt = V +VI+ VII+ VIII+ IX.

Since J1 ::; jl by (1.5) we have

(3.15) VI~ 0.

Moreover, using also (2.9), we have

m
(3.16) [VII[::; [[u[[L'(O,T;H)[T L [Ui- ui- 1 [ 2 ]~::; KT~.
i=1

From (2.5) it follows

(3.17)

Again by (2.9) we have

J1 2 ~.
2 [[eo[[L'(O,t=;H) + -T L..... [U'- u- I
2 "12
[IX[ ::;
(3.18) J1 i=1

::; ~[[eo[[I,(o,T=;H) + KT.

Recalling (3.8), (3.9), (3.10), (3.11), (3.12), (3.14), (3.15), (3.16),
(3.17), (3.18) and (1.12) we obtain finally

(3.19) ~[[eo III'(o,T;H) + [ lt eods[[I=(o,T;V) ::; K T 112

Now we have only to deduce the estimate for [[eu[[L=(o,T;V') Let us
take= A- 1 (ui- Ui) in (3.7); then fori::; N:
(3.20)
i
< Ui- Ui,A-1(u;- U;) > +Ta(L(I}n- en),A-1(u;- U;)) = 0.
n=1
754 E.Magenes

By (1.3) we have first

< u'- Ui,A-l(ui- Ui) > ~ aiiA-l(ui- Ui)ll2

(3.21)
~ a'llui- Uill~

where a' is a positive constant independent on ui- Ui. Moreover,

(3.22)

rla(~)on- en),A-l(ui- Ui))l =

n-1

where a" is a positive constant independent on ui - Ui. Therefore

we have

(3.23)

from which, using (3.19), we obtain

(3.24) .max llui- Uill :$ Kr 1 14

=l. .. N

Finally (1.16) follows from (3.24) and (3.19), using also (1.12).

4. Applications. We show now some families of equations to

which the previous results can be applied.

a) Non linear parabolic equations of Stefan-type.

This family of equations is certainly the most important. As we
said, the algorithm (1.13) has been deeply studied in this case (of [4),
[20], [21) [22), [23}, [24)). We obtain it from (1.13) taking H = 2 (0),
where 0 is a bounded open set, sufficiently smooth, in Rd,d ~I;

V = HJ(O), a(u,v) =In VuVvdx, (Bu)(x) = ,B(u(x)),

 Time-discretization scheme to a non-linear evolution equation 755

where s --> {3( s) is a non decreasing and Lipschitz-continuous func-

tion from R toR, with {3(0) == 0. Formally the problem (P) becomes

(4.1)
*t- !:lf3(u) == 0
{ f3(u) in Ox]O,T[
== 0 on 80x]O,T[
u(O)- uo.
The classical model of the two-phase Stefan problem in the enthalpy
formulation is a particular case of (4.1), The hypothesis (1.1) (1.3),
(1.5) (1.6) (1.12) are satisfied (cf. e.g. [13]. [14] and the referenceres
there quotel). The extension to the other boundary conditions and to
more general elliptic operator instead of the Laplacian !:1, has been
emphasized in the quoted papers.

b) Some problems with B linear.

A second family of applications, which contains some pseu-
doparabolic linear equations is the following. Let V and H be again
two real Hilbert spaces with (1.1) and let a(u,v) verify (1.3). Let
c(B,7J) be still a bilinear, symmetric, continuous and coercive from
(i.e. verifying (1.13)). Let C be the isomorphism of V onto V' defined
by c(B, 7J), i.e.
< CB,rJ >== c(B,rJ) VB,rJ E V.
Let us set

(4.2) B == restriction to H of c- 1 .
It is easy to verify that B satisfies (1.5). We have inded

(4.3) { < Bu,u >==< c-

1 u,CC- 1 u >== c(Bu,Bu) ~

~ c1IIBull ~ c2IBul 2
2 't:/u E H

where c1 and c2 are suitable positive constant. The condition (1.5)

follows now from (4.3) since B is linear.
Let us set !li(u) == ~ < Bu,u > . Since< Bu,v >==< u,Bv >
't:/u, v E H, it is easy to verify that !li is Gateaux-differentiable in H
and 8!1i == B. So (1.6) is satisfied. Moreover the operator AC- 1 is
linear and continuous from V' into V'. Then the problem

(4.4)
756 E.Magenes

(4.5) U(o) = uo ' Uo E V I

has one and only one solution u Lipschitz-continuous in [0, T] with

values in V'. It is intersting to write the problem (4.4)-( 4.5) in the
following form

(4.6) { d(ftOl +All= 0, O(t) E V, CO(O) = uo

u(t) = CO(t).

Obviously in this abstract formulation we don't have in general the

property (1.12), but, in the applications to the partial differential
equations, (1.12) is a consequence of the regularity properties of the
coefficients of the operators A and C, frequently verified. A simple
example is given by the following linear pseudo-parabolic equation:
take

0 = bounded, open and sufficiently smooth set in R d, d ~ 1

H = L 2 (0), V = HJ(O)

and

(4.7)

ao E L 00 (0), ao ~ 0 in 0;

c(O,Tf) = fnC2~1.i=l Cij ::i-/;; + coliTf)dx

where c't] E C 1 (0) ' ct].. -- C"
'1.]

(4.8)
 Time-discretization scheme to a non-linear evolution equation 757

Then it is well known that B(= c- 1 ) is a linear continuous

operator from H into VnH 2 (0) and A is a linear continuous operator
from H 2 (rl) into H.
Then AB is linear continuous from H into H, and the problem
(4.4)-( 4.5) with u 0 E H has one and only one solution Lipschitz-
continuous with values in H. Therefore (1.12) is satisfied.
Other similar problems with more general coefficients of A and
C can be considered, proving (1.12) by some "regularization" tech-
niques as in the following example d).

c) Some non linear problems, I.

Take again:

{ H = L (rl), V = HJ(rl) bounded open and sufficiently

2
smooth set in Rd, a(u,v) satisfing (4.7).

It is possible to consider operator C of the type of the "calculus of

variations":

d a
CO=- Laxc;(x,0,\70)+c0 (x,0,\70)
i=1 ~

where the functions Ci, i = 0, 1, ... , d verifie suitable conditions such

that the problem CO = u has one and only one solution in V (cf.
e.g. [17], chap. 2, n.26).
For sake of simplicity we shall consider here only a one-
dimensional case. We take

d = 1, rl =]0, 1(, li = L 2 (0), V = HJ(O);

a(u,v)=fna~~~~dxwhereaEL 00 (0), a~a, apos.const.

CO = -l, (c( ~!)), where c is a Lipschitz continuous function

from R into R and c(O) = 0, c' ~ 1 a.e. in R, with 1
positive constant.

Then the problem CO = u has one and only one solution 0 in V,

Vu E V' and the inverse operator c- 1 is Lipschitz continuous from
758 E.Magene

V' into V. Take indeed u and v in V' and set 0 = c- 1 u, 1J = c- 1 v.

We have
CO - C17 = u - v
Therefore we obtain, in the pairing between V' and V,
<u- v,O -1} >=<CO- C1J,O -1} >=
(4.9)
= r [c(dO)-
}0 dx
c(d1J)](d0- d1J)dx :2: 'Y r (dO- d1J?dx
dx dx dx } dx dx 0

Then
(4.10) 110- 7JII ::; Kllu- vii* , K constant,
i.e. c- 1 is Lipschitz-continuous.
Let us define now
B =restriction to H of c- 1.
Since 101 ::; 11011 W E V, the assumption (1.5) follows from (4.9).
In order to verify (1.6) we can (cfr. 1), (1.11)) prove that
B is cyclically monotone (cf. also the following Remark 1). Let
u 0 ,u1 , ... ,um be in H, with u 0 = Um Setting 0; = Bu; we obtain
m m
L < u; - u;-t, Bu; >= L < CO;, -CO;_t, 0; >=
i=1 i=1
= f lnf [c(dO;) _ c(d0;_ 1 )] dO; dx
dx dx dx
:2: O
i=1
because we have 2:~ 1 [c(s;)-c(s;-1)]s; :2: 0 whenever sa, s1, ... , Sm =
s 0 are real nombers as we shall prove.
Since c'(s) :2: 'Y > o,c- 1 is a single-valued and strictly increas-
ing; then the function ~() =foe c- 1 (s)ds is convex and continuous
and we have

therefore, setting ; = c( s;), we have

m m

i=1 i=1
m

:2: L(~(;)- ~(i-1)) = ~(m)- ~(o) = 0.

i=1
 Time-discretization cheme to a non-linear evolution equation 759

We have now to verify (1.12). First of all the operator AC- 1 1s

Lipschitz-continuous from V' into V' and therefore the problem

du _1 ,
(4.11) dt + AC u = 0, u(O) = u0 EV

has one and only one solution Lipschitz-continuous in [0, T] with val-
ues in V'. Let us now introduce the new assumption on the derivative
of c:

(4.12) c' ( s) is Lipschitz continuous in R.

Under this hypothesis AC- 1 is Lipschitz-continuous from H into H.

Let indeed u and v be in H and set again (} = c- 1 u, 1J = c- 1 v. We
have

d2 (} d2 1] 1 1
( 4.13) -------u+--v
dx 2 dx 2 - c' ( ~! ) c' ( ~)

Then, since f,- is also Lipschitz-continuous and ;::: 8, 8 positive con-

stant:

d2 (} d2 1J 1 1 1
ldx2- a; I= l(c'(dB)-
dz
'(~))u + c'(~)(u- v)l ~
C dz dz
d(} dTJ
~ K {lull dx - dx I+ lu- vi}, K suitable constant.

Moreover from (4.9) we have

d(} dTJ
(4.14) 1---1
dx dx
~ Klu- vi.

Then

( 4.15)

Finally c- 1 is Lipschitz-continuous from H into V n H 2 (fl) and

AC- 1 from H into H. Under the new assumption (4.12) we have so
proved (1.12).
760 E.Magenes

d) Some non linear problems: II.

We shall consider now another non linear problem, related again
to the diffusion theory (cf. e.g. [8], [16] and the references there
quoted).
Take H = L 2 (!J), V = H 1 (!J),!J bounded open set in Rd,
sufficiently smooth,

(4.16) a(u,v) =In (V'uV'v + >..uv)dx

where ).. is a fixed positive number. Then we have A=-~+>... Let

us consider the operator C, formally defined by

(4.17) CO = 0 + 7-l(O) - ~0

where 7-l is the Heaviside maximal monotone graph. It is known from

the theory of the monotone operators and of the elliptic equations
that Vu E L 2 (!J) the problem

{)0
(4.18) ov = 0 on r

where v is the normal on r, has one and only one solution. Therefore
we can set B = c- 1 . The condition (1.5) is easy verified since 7-l is
monotone: setting 0 = Bu and TJ = Bv, u, v E H, we have indeed,
89 = !!!1. = 0 on r
since 8v 8v '

< Bu- Bv, u- v >=< 0- TJ,, CO- CTJ >=

(4.19) = IO- "112+ < 0- ,, 7-l(B)- 7-l(TJ) > +IV'(B- ,w
:?: 10- TJI 2 =fEu- Bvf 2

We shall prove that B is cyclically monotone in H (cf. also the

following Remark 1). Let uo, ub ... ,um be in H with uo = Um and
define Oi = Bui, i = 0, ... , m.
Denote by f3 the function (non decreasing and Lipschitz-
continuous from R into R) which is the inverse of the graph I+ 7-l.
Let Vi E H, i = 0, ... , m be a fixed function such that Vi (x) E
Bi(x) + 7-l(Bi(x)) a.e. in !J.
We can choose vo = Vm a.e. in 0 because Oo = Om a.e. in !J.
 Time-discretization scheme to a non-linear evolution equation 761

Then we have
m m
L < u;- u;-1,Bu; >= L < CB;- CB;_ 1,B; >=

f i.
i=l i=l

f
(4.20)
= < v;- v;_I,(3(v;) > + \7(8;- 8;_ 1 )\7 B; dx.
i=l i=l fl

Setting w(O = fo f3(s)ds, 'lj; is conmvex and continuous and then we

have

f < v;- Vi-I,f3(v;) >~ f1 ('!f;(v;)- 'lj;(vi-l)dx =

k -In
i=l i=l fl

= '!f;(vm(x))dx '!f;(v 0 (x))dx = 0.

In a similar way, since (} 0 = Bm we have

and finally I::

1 < u;- u;_ 1 ,Bu; >~ 0; then B is cyclically mono-
tone and (1.6) is verified.
We shall prove now (1.12). First let us remark that the problem

du
(4.21) dt +ABu= 0, u(O) = u0

written in the equivalent form (B = Bu)

ft(I + 7i- t:.)B- t:.B + .\(} 3 0, 8 ~~) =0 on r, 0<t <T
{
(I+ 7i- t:.)B(O) 3 u 0
belongs to a family of problems already studied (cf. e.g. [10]); then
Vu 0 E H there exist one and only one solution u E H 1 (0, T; V')
with Bu E L 2 (0,T;V). It is possible to obtain the property (1.12),
762 E.Magenes

using a regolarization "technique". More precisely Ve > 0 let H, be

a function such that

H, E C 2 (R), H.() = 0 if ::; 0, H.() = 1 if ~ 1

H~() ~ 0 V E R.

Let
c.o = () + H.(O)- \10
Then VuE H 1 (0) the problem c.o. = u, o. E H 3 (0), ~ = 0 on r
has one and only one solution and the inverse operator B. = C; 1 is
Lipschitz-continuous from H 1 (0) into H 3 (0) and it verifies not only
(1.5) and (1.6) but also the property that AB. is Lipschitz-continuous
from H 1 (0) into H 1 (0). Then using well known techniques (cf. e.g.
[10]), we consider the problem

(4.22) du. + AB.u. =

dt 0, u. (0 ) = u 0 ,.

where uo,e E H 1 (0) and lim

<-+0
= u0 in H. This problem has only
and only one solution u. Lipschitz-continuous in [0, T] with values in
H 1 (0). We can multiply (4.22) by B.u.(t) and integrate from 0 to
t, 0 < t ::; T. Then we obtain the estimate

(4.23)

where K is independent on e. Moreover we can multiply (4.22) also

by u.(t) since u.(t) belongs to H 1 (0). Since BBa:<t> = 0 on r and
H. is monotone, if we integrate from 0 to t, 0 < t ::; T, we obtain the
other estimate

(4.24) lu.(tW ::; K, 0 < t::; T

where K is again independent on e. From (4.23) and (4.24), us-
ing compactness and monotonicity properties we obtain that u E
L 00 (0, T; H) and (1.12) is verified.

Remark 1. The proof of the cyclically monotonicity of B in

the examples c) and d) are essentially equivalent to the proofs ofthe
cyclically monotonicity of G, because B is the inverse of G.
 Time-discretization scheme to a non-linear evolution equation 763

Remark 2. Many other interesting non linear problem consid-

ered in [10], can be approximate by (1.13) and studied in similar way
as for the examples a), b), c), d).

Remark 3. The error estimate of the Theorem 2 is not "opti-

mal". In particular in the examples given, it could be improved, under
more restrictive hypothesis on u 0 ( cf. e.g. the results obtained in
[21] for the Stefan problem).

References

[1] C.Baiocchi, Bulle equazioni differenziali astratte lineari del

prima e secondo ordine negli spazi di Hilbert, Ann. Mat. Pura
e Appl. 76 (1967), 233-304.
[2] V.Barbu, Non linear semigroups and differential equations in
Banach spaces, Noordhoff Int. Pub., Leyden, 1976.
[3] Ph.Benilan, Operateurs accretifs et semi-groupes dans les es-
paces LP(1:::; p:::; oo), Funct. Anal. and Numerical Anal. (H.
Fujita Ed.), Japan Soc. for the Promotion of Sciences (1978),
15-53.
[4] A.E.Berger, H.Brezis, J.C.W.Rogers, A numerical method for
solving the problem U t - !:::.f(u) = 0, R.A.I.R.O. Anal. Numer.
13 (1979), 297-312.
[5] H.Brezis, On some degenerate non-linear parabolic equations,
in Non-linear Functionals Analysis (F.E.Browder Ed.), A.M.S.
18 (1970), 28-38.
[6] H.Brezis, Monotonicity methods in Hilbert space and some
applications to non linear differential equations, Contribution
to the non linear functional analysis, Acad. Press, New York
(1971), 101-155.
[7] H.Brezis, Operateurs maximaux monotones et semigroupes de
contractions dans les espaces de Hilbert, North Holland, Ams-
terdam, 1973.
[8] R.W.Carrol, R.E.Showalter, Singular and degenerate Cauchy
problems, Academic Press, New York, 1976.
[9] G.Da Prato, Applications croissantes et equation d'evolution
dans les espaces de Banach, Academic Press, New York, 1976.
764 E.Magenes

[10] E.Di Benedetto, R.E.Showalter, Implicit degenerate evolution

equations and applications, SIAM J. Math. Anal. 12 (1981),
731-751.
[11] J.Douglas, T.Dupont, Alternating-direc tion Galerkin methods
on rectangles, in Numerical solutions of partial differential equa-
tions (B.Hubbard Ed.), vol. II, Academic Press, New York
(1971), 133-214.
[12] I.Ekeland, R.Temam, Analyse convexe et problemes varia-
tionnels, Dunod-Gauthier-Villars, Paris, 1974.
[13] J.W.Jerome, Approximation of nonlinear evolution system,
Academic Press, New York (1983).
[14] A.Lapin, On the local correction of non linear finite difference
schemes , (in russian) Izvestijia Vuzov Math. 9 (1972), 48-53.
[15] A.Lapin, Sur Ia "correction locale" du schema aux differences.
Applications aux problemes non lineaires, Rapport 254 de
Math. Appl., Univ. de Grenoble, 1976.
[16] J.L.Lions, Equations differentielles operationnelles et pro-
blemes aux limites, Springer Verlag, Berlin, 1961.
[17] J .L.Lions, Quelques methodes de resolution des problemes aux
limites non linea ires, Dunod-Gauthier-Villars, Paris, 1969.
[18] J.L.Lions, E.Magenes, Non-homogeneous boundary value prob-
lems and applications, vol.I, Springer-Verlag, Berlin, 1972.
[19] E.Magenes, Problemi di Stefan bifase in piu variabili spaziali,
V S.A.F.A., Le Matematiche 36 (1981), 65-108.
[20] E.Magenes, C.Verdi, On the semigroup approach to the two-
phase Stefan problem with non linear fiux condition, in "Free
Boundary Problems. Applications and Theory" (A.Bossavit,
A.Damlamian, M.Fremond Eds.), Pitman, 1985, 28-39.
[21] E.Magenes, R.H.Nochetto, C.Verdi, Energy error estimates for
a linear scheme to approximate non linear parabolic problems,
M 2 AN, Model. Math. et Anal. Numer. 21 (1987), 655-678.
[22] R.H.Nochetto, C.Verdi, An efficient linear scheme to approx-
imate parabolic free boundary problems: Error estimates and
implementation, Math. of Comp. 51 (1988), 27-53.
[23] M.Paolini, G.Sacchi, C.Verdi, Finite element approximations
of singular parabolic problems, Int. J. Math. Num. Meth. in
Eng. 28 (1988), 1989-2007.
[24] J.C.Rogers, A.E. Berger. M.Ciment, The alternating phase
truncation method for numerical solution of Stefan problem,
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SIAM J. Numer. Anal. 16 (1979), 563-587.

[25] A.Samarsky, Introduction to the difference schemes theory (in
russian), Nauka, Mosca, 1971.
[26] C.Verdi, On the numerical approach to a two-phase Stefan
problem with nonlinear flux, Calcolo 22 (1985), 351-381.
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merical scheme for Stefan-type problems, Numer. Math. (1988),
52 165-185.

Dipartimento di Matematica e
Istituto di Analisi N umerica del C .N .R.
Universit3 di Pavia
Strada Nuova 65
I-27100 PAVIA
 THE STORED-ENERGY FOR
SOME DISCONTINUOUS DEFORMATIONS
IN NONLINEAR ELASTICITY

PAOLO MARCELLINI

Dedicated to Ennio De Giorgi on his sixtieth birthday

Sommario. In questo lavoro viene applicata all'elasticita non

lineare un'idea che Ennio De Giorgi ha dimostrato essere feconda
in contesti diversi, ad esempio nello studio delle superfici minime
o della r-convergenza. Si tratta della cosiddetta "estensione dello
spazio ambiente": e opportuno ricercare a priori superfici cartesiane
di area minima nella classe BV delle funzioni a variazione limitata,
piuttosto che tra le funzioni di classe C 1 ' come pure in problemi di
r -convergenza 0 di esistenza del minimo di integrali del calcolo delle
variazioni e opportuno estendere lo spazio ambiente C 1 fino ad uno
spazio di Sobolev H 1 P, od anche perfino ad LP.
L'idea di base, gia sperimentata da De Giorgi e da altri, ha dato
buoni frutti. 11 resto non so. L'una e l'altro gli sono dedicati con
affetto in occasione del suo 60 compleanno.

1. Introduction. We consider an elastic body that occupies a

bounded open set n c Rn in a reference configuration. We denote
768 P.Marcellini

by u( X) a deformation of 0; that is, a particle X E n is displaced

to u(x) E Rn. By Du we denote then X n matrix of the deforma-
tion gradient. We are concerned with hyperelastic materials having
stored-energy function W(~),~ E Rnxn. That is, the total stored-
energy E is given by

(1.1) E(u) = L W(Du(x))dx.

If the material is frame-indifferent and isotropic, the energy

function W can be represented by

(1.2)

where v1, ... , Vn are the eigenvalues ofthe symmetric matrix (~T~?I 2
assuming that det ~ (the determinant of~) is positive.
One of the most interesting problems in this field is to find
appropriate (both from the mathematical and the physical point of
view) assumptions on the behaviour of W; that is, to describe the
largest number of properties of the stored-energy that are common
to a given class of materials and that are useful in a mathematical
approach.
Some models have been proposed and have been studied in in-
compressible elasticity, in which the deformation u(x) is subjected to
the pointwise constraint det Du( x) = 1. There are also papers that
relate the proposed theoretical expression of the stored-energy with
measures in experiments (see the references in Ball [1], [2]).
In the incompressible case, the stored energy W(~), defined for
~ with det ~ = 1, can be extended to every ~ with det ~ > 0, by
setting

(1.3)

this kind of extension has been studied in a recent paper by Charrier,

Dacorogna, Hanouzet, Laborde [6].
Up to now the most considered form of stored-energy for com-
pressible materials is of the type:

(1.4) W(~) = W1(~) + g(det~),

 Discontinuous deformations in nonlinear elasticity 769

where g is a given real function.

Odgen in [8] proposed for rubberlike solids a stored-energy of
the form (1.4); more precisely, he proposed an expression in terms
of v; of the form

W() = </>{vt, ... ,vn)

{1.5) = La;vfi +g(v1-v2vn)
i,j

Some of the exponents a; can be negative; of course the product

v 1 v 2 Vn is the determinant of the matrix .
The contribution to the energy, corresponding to the function
g, expressed by the integral

(1.6) l g(detDu(x))dx,

takes into account the part of the energy that depends on changes
in volume. We assume that the energy goes to +oo if we expand
the solid (det Du --> +oo) or if we compress the solid to a point
(detDu--> 0). More precisely, we assume that g = g(t), defined for
t > 0, goes to +oo both as t --> +oo and as t --> o+. We assume also
that g is smooth, so that g has a minimum, say at t = 1.
In the following we quote some considerations by Odgen [18].
First, there are physical reasons to think that g(t) is decreasing for
t < 1 and increasing for t > 1. Secondly, an inequality considered by
Odgen is:

(1.7) (tg')' = g + tg > 0

1 11 \It> 0.

For t < 1, since g1 :::; 0, we have g" > 0, thus g is convex in (0, 1).
The conclusion is not the same for t > 1, where the above inequality
can also be satisfied if g is concave.
In relation to the concavity of g we have two possible situations,
schematized in figures 1 and 2.
770 P.Marcellini

)
t

Fig. I. Graph of a convex g.

Fig.2. Graph of a non convex g.

 Dicontinuou deformation in nonlinear elaticity 771

Finally let us quote from Odgen [18], pages 572, 573: "Little has
been determined experimentally about situations in which t > 1";
"It seems likely (though it is not certain) that, so long as the material
remains elastic, an increase in all-round tension would always be
required to effect a volume increase; we would then have g" > 0
for all t (> 0). Once the elastic limit is reached the possibility of g"
being less than zero cannot be ruled out".
From a mathematical point of view, in particular from the point
of view of the existence of an energy minimum, the situation schema-
tized in figure 1 is easier for at least two reasons.
First, the convexity of g plays a role in the existence of equilib-
rium solutions. In fact Ball [1] pointed out the importance in this
theory of the assumption of quasi-convexity (see (5.2)) of W(~), and
recently Ball and Murat ([4], lemma 4.3) proved that quasiconvexity
of a function of the type

(1.8) W(~) = I~IP + g(det~)

implies convexity of g, if 1 < p < 2n.
A second reason to say that the situation schematized in figure 1
is easier for existence of minima, depends on the coercivity condition:

(1.9) g( t) 2 constant tr t >0

for an exponent r > 1. Such an r may exist in the case of figure 1,

but it cannot exist in the case of figure 2, if g is concave for large t.
The validity of (1.9) for some r > 1 is one of the assumptions in
the well known existence theorem by Ball [1]. Recently, new existence
results for some integrals of elasticity have been obtained by Ball and
Murat ([4], theorem 6.1) and by Marcellini ([14], theorem 1).
Here we present a mathematical argument to show that the case
r = 1 in (1.9) is one of the most relevant in this theory. In some
sense, r = 1 is an "intermediate" case between the scheme considered
in figure 1 (with g convex) and the scheme in figure 2 (with g concave
for large t), since, if r = 1, then g is "linear at infinity".
The mathematical argument is based on studying an hypere-
lastic material for which the phenomenon of cavitation may occur.
We describe the phenomenon of cavitation in the next section. We
present an approach substantially different from Ball's approach on
cavitation [2]. We will show that, under our approach, cavitation
772 P.Marcellini

may occur only if g is not convex and if it is linear at infinity.

Moreover, if g is linear at +oo and cavitation occurs, then the slope
g'( +oo) should be equal to the radial component of the Cauchy stress
at the surface of the cavity. Thus we propose an indirect method to
find experimentally the behaviour of the function g( t) for large values
oft.
On reading this paper a referee pointed out to me the references
[27], [28], [29], where it is studied the "Blatz-Ko material". The
energy function W, proposed by Blatz and Ko for n = 3, with respect
to t = det Du is of the form (see formula (2.21) of [29])

(1.10) W( .. , .. , t) = 2/3C 1 + (1- f3)(C 2 + 2t).

The parameter /3, determinated experimentally under three distinct
homogeneous deformations, takes the values:

(1.11) (a) f3 = 0.13 (b) f3 = 0.07 (c) f3 = -0.19.

In our context it is very interesting to notice that g(t) is linear

at infinity and, in the cases (a), (b), g is convex like in figure 1, while
in the case (c) g is not convex and behaves like the function in figure
2.

2. The phenomenon of cavitation. The phenomenon of

cavitation has been first studied by Ball [2]. The reader interested
in cavitation is also referred to the papers by Stuart [25], [26], Podio
Guidugli, Vergara Caffarelli, Virga [19], [20], Sivaloganathan [23],
[24].
The idea of cavitation is as follows: we consider a body that
occupies the unit ball 0 = {lxl < 1} of Rn, with n ~ 2. We expand
the body with deformation u(x) = >.x at lxl = 1, for some >. > 1
(that is, we impose the boundary condition that the deformed surface
of the body is a sphere ofradius >.). We expect that, if>. is too large,
then for some materials a hole forms inside the body.
To describe mathematically the phenomenon of cavitation, fol-
lowing Ball [2], we consider radial deformations

(2.1) u(x) = v(r)-

X

1'
with r = lxl,
 Dicontinuou deformation in nonlinear elaticity 773

where v(r) is a function defined for r E [0, 1], such that v ~ 0, v' ~ 0.
A computation shows that the eigenvalues Vi of (DuT Du) 1 12 are

v(r) .
(2.2) Vt=v'(r) , Vi = --
r
for t = 2, ... , n.
Thus the determinant of Du, i.e. the product of the Vi for i
1, ... , n, is equal to

(2.3) detDu = v1 (r) (v~)) n-l

By using polar coordinates, the stored-energy (1.1), (1.2) takes

the form:

(2.4)

where, as usual, Wn is the (n- 1)-measure of the surface of the unit

sphere in R n.
The transformation u( x) defined in (2.1) is a map of the unit
sphere to the sphere of radius v(1). If v(O) > 0, then in this defor-
mation a cavity forms at the center, with radius v(O). In this case it
is easy to see that u belongs to the Sobolev space H 1P(f2; Rn) for
every p < n, but u does not belong to H 1 n(O; Rn).
Ifv(O) > 0, then u(x) = v(r)xjr is a singular transformation at
x = 0, and the corresponding energy needs to be defined carefully.
We propose a definition in the next section.

3. Definition of the stored-energy for discontinuous de-

formations. From this point we follow a different approach from
Ball's approach in [2]. For fixed p > 1, we consider the set

(3.1) A= {v E Hi~:(o, 1): v(O) = 0, v ~ 0, v' ~ 0 a.e.};

where by the notation "v ~ 0" we mean v(r) ~ 0 for every r E (0, 1);
and by "v' ~ 0 a.e." we mean v'(r) ~ 0 for almost every r E (0, 1).
We recall that every function v E H11~:(o, 1) is continuous in (0, 1).
774 P.Marcellini

Since we consider functions v = v( r) that are increasing with

respect tor, we can define vat the endpoints of (0, 1), by defining,
for example at x = 0:

(3.2) v(O) = inf{v(r): r E (0, 1)} = lim v(r).

r-+O+

Thus the value v(O) in (3.1) is defined by (3.2).

It is easy to see that the set A is dense, with respect to the
strong topology of Hl;~(O, 1), in the set A defined by

(3.3) A= {v E H1~~(0, 1): v ~ 0, v' ~ 0 a.e.}.

By its convexity, the set A is closed both in the strong and in

the weak topology of HJ;~(O, 1).
With abuse of notation we denote the energy either by E(u) or
by E(v), where u(x) and v(r) are associated by (2.1). The integral
E in (2.4) is well defined in A, since the integrand is assumed to
be positive; in fact E is the supremum (with respect to a, b) of the
corresponding integrals on subintervals [a, b] C (0, 1).
We extend E from A to A. We denote the extension by F. The
idea is to define the energy F( v) for v E A by continuity:

(3.4) F(v) =lim E(vk),

k

where Vk is a sequence in A that converges (we will consider either

the strong or the weak topology) to v. To be sure that the definition
is independent of the particular sequence vk, we proceed as follows.
As usual we use the letter s to denote the strong topology, and
the letter w to denote the weak topology of H11;~(0, 1). For every v E
A we define:
(3.5) F.(v) = inf{liminfE(vk): Vk E A,vk~v},
k

Fw(v) = inf{liminf Eh): Vk E A, Vk~v}.

k

The scheme of the above definitions is classical. It was intro-

duced by Lebesgue in his thesis [11], and then considered again by
De Giorgi, Giusti, Miranda (see e.g. [10], [16]), Serrin [22], and re-
cently by many others (see for example [5], [7], [9]). In this context
this scheme was introduced by the author in [13].
 Discontinuous deformations in nonlinear elasticity 775

It is easy to see that F, is lower semicontinuous in the strong

topology of H~~(O, 1) and that (under coercivity conditions) Fw is
lower semicontinuous in the weak topology. It is less easy to derive
representation formulas for F. and Fw; we consider this problem in
the next section.

4. Representatio n formulas for the stored-energy. With

the aim of giving a characterization of F., Fw, we state our assump-
tions on the integrand if> in (2.4).

if>(~, ry, ... , ry) is a continuous function for

( 4.1)
~ > 0 and ry > 0.

There exist an exponent q < n, some

(4.2) positive constants c, ~o and a convex
function h : [0, +oo) --> [0, +oo) such that :

(4.2a) cj;(~,ry, ... ,ry) ?_ h(~"'n-l), 'v'~ ?_ 0, \fry?_ 0;

( 4.2b) if>(~,~' ... ,~) ~ c(l +e)+ h(C), v~?. ~o

Note that we do not require that if>= if>(~, ry, ... , 17) is convex with
respect to~' neither do we require that if> is bounded from above as
~ __, o+.
Assumptions (4.1), (4.2) are very general and natural in the
theory of nonlinear elasticity by Ball [1], [2]. Of course they can
be satisfied by integrands of the type (1.8) with p < n and g as in
figures 1 or 2.

Theorem 1. Let E, F., Fw be defined respectively by {2.4),

{3.5), {3.6). Under assumptions (4.1), (4.2) the following repre-
sentation formula holds:

Jot
(4.3) F,(v) = Wn rn-lq; (v', ~' ... , ~)
r
dr + hWn [v(O)t,
n
r
776 P.Marcellini

for every v E A, where the constant h E [0, +oo] is given by

( 4.4) h= lim h(t)jt = lim h'(t).

t-++oo t-++oo

Moreover, if = (, TJ, ... , TJ) is convex with respect to , the

above representation formula holds also for Fw, i.e. Fw(v) = F,(v)
for every v E A.

Note that in principle F. and Fw in (3.5), (3.6) depend on p;

but, under the assumptions of the above theorem, F. and Fw are
actually independent of p.
Before giving the proof of theorem 1 we state in the following
lemma 2 a known result about convex functions.
For a convex function h : R --+ R U { +oo} the inequality of
convexity can be written by:

(4.5)

where i E R and >.i ~ O, with L; >.; f. 0. By approximating L 1 -

functions >.(r),(r) by step functions, each of them assuming a fi-
nite number of values >.;, ;, we easily obtain the following form of
Jensen's inequality (the usual Jensen's inequality is obtained for >.(r)
=constant):

Lemma 2. Let h : R --+ R U {+oo} be a convex function and

let >., be
L 1 functions, with >. ~ 0, >. =/'- 0.

(4.6)
J: >.(r)h((r))dr
b >h
(J: >.(r)(r)dr)
b
fa >.(r)dr - fa >.(r)dr

Proof of Theorem 1. If v(O) = 0 formula (4.3), i.e. F. = E,

follows from the lower semicontinuity of E in the strong topology
of H11;~(0, 1) (by Fatou's lemma) and, if (,TJ, ... ,TJ) is convex with
respect , then Fw = F. = E follows from the lower semicontinuity
of E in the weak topology of H11;~(0, 1).
Thus let us consider v(O) > 0 and let Vk be a sequence in A
that converges to v in the strong topology of H11;~(0, 1). We extract
 Discontinuous deformations in nonlinear elasticity 777

a subsequence of vk, that we still denote by vk, with the properties:

(i) the subsequence of real numbers E( vk) admits a limit and this
limit is equal to the limes inferior of the original sequence; (ii) Vk (r)
converges to v(r) for every r E (0, 1).
Let M be an upper bound for vk(l/2), so that

(4.7) Vk(I/2) ::; M Vk.

For every r E (0, I) we have

(4.8)

thus, for every natural v, by choosing r = Ijv, there exists k.., such
that

(4.9) vdi/v) > v(O)- ljv.

If we define w..,(r) = (v(O)v- l)r and if vis sufficiently large (v >
(2M+ 1)/v(O)), by (4.7) and (4.9) we obtain

(4.10) wdl/2) >M :::0: vk.(l/2) , wk.(ljv) < vk"(I/v).

Therefore, if v is sufficiently large, there exists rv E (1/v, 1/2)
such that Vk"(r..,) = Wk"(rv) = (v(O)v -l)r..,; moreover the following
relations hold:

(4.11) limrv = 0 liminfvdrv) :::0: v(O).

1/ v

In fact rv converges to zero since, by (4.7), we have

(4.12)
1
-<r = Vk"(rv) < Vk"(I/2) < M .
" v(O)v- 1 - v(O)v- 1 - v(O)v- 1'
v
while the second relation in (4.11) holds by (4.9), since Vk" (rv) >
vdi/v) > v(O)- Ijv.
With the aim of finding a lower bound for Fs in (3.5), we use
assumption ( 4.2a) to obtain

(4.13)
778 P.Marcellini

We estimate the second term on the right hand side by using

Jensen's inequality ( 4.6) with A(r) = rn- 1 and (r) = v~)v~evfr)n- 1 .
Since vJ: /n is a primitive of v1k vnk- 1 , we have

r-
" " "

1'"" Tn- 1 h (v~" c;- 1

) dr ~
(4.14) ~ r~h(!!:.. vJ:Jr.,))
n r~ n
vi.'_ (r.,) h(t.,)
=-----,
n t.,
where we have posed t., = (v~e_(r.,)fr.,)n. By (4.11) t., ~ +oo. By
again using (4.11) and definition (4.4), we obtain

(4.15)

Let us go back to (4.13). For every fixed V0 , if r., < r.,o, by

Fatou's lemma we have:

(4.16)
~Wn 1,.
Vo
1
r
n-1 1 V V
(v,-, ... ,-)dr+h-[v(O)].
T T
- Wn
n
n

As V0 :..._. +oo we obtain

( 4.17)

To get the opposite inequality we can compare a fixed function

v E .A, having v(O) > 0, with the sequence w~e(r) = kr. For every
k > v(1/2) we can choose r~e E (0, 1/2) so that v(r~e) = kr~e. Since
v(r~e) :::; v(1/2), then Tk converges to zero as k ---+ +oo. let us define
Vk by:

kr if 0 :::; T :::; Tk
(4.18) v~e(r) ={
v(r) ifr~e<r<l.
 DiJContinuou deformation in nonlinear elasticity 779

Since v~ = vk/r = k for r E (0, rk), we have

F.(v) :=;limsupwn1
1
rn- 1 (v~, Vk,
r
... , Vk) dr
r
k

1
0

(4.19) :=:; Wn
1
V V)
r n-1 1> ( v,, -, ... ,- dr
0 r r
limsup Wnrk.cf>(k,k, . .. ,k).
k n

We estimate the last term on the right hand side using assump-
tion (4.2b). Since krk = v(rk), and since v(rk) converges to v(O), we
have
limsuprk.cf>(k,k, ... ,k) :=:;
k

(4.20) :=:; lif rk.[c(l + kq) + h(kn)]

= limk-n[c(l
k
+ kq) + h(kn)][v(rk)t = h[v(O)t.

Here we have used the assumption q < n.

Since vk(r) = v~r) for r > Tk and since Tk-+ 0, the sequence Vk
converges to v in H1 ;~(0, 1). Thus the opposite inequality to (4.17)
follows from (4.19), (4.20).
The statement relating to Fw follows analogously. The only
difference is that (4.16) then follows from the lower semicontinuity of
the integral with respect to the weak topology of H11;~(0, I) whenever
c/>(Crt, ... ,ry) is convex with respect to -
By combining theorem 1 with theorem 3.8 of Marcellini and
Sbordone [15] (see also [8]) it is possible to prove the following further
characterization result when (, ry, ... , rt) is not convex with respect
to -

Theorem 3. For every v > 0 let 1>** (, rt) be the greatest func-
tion convex with respect to > 0 and less or equal to 1>(, ry, ... , rt),
with 1> satisfying (4.1), (4.2). Let h be the constant given by (4-4)
and let Fw be the functional defined in (3.6). Then, for every v E A
we have

(4.21) Fw(v) = Wn 1
0
1
rn- 1 ;** (v', ~' ... , ~) dr + h Wn [v(O)t.
r r n
780 P.Marcellini

5. Interpretation and consequences of the representa-

tion formulas. A first consequence of the representation formula
(4.3) is stated in the following:

Corollary 4. Let us assume that (4.1), (4.2) hold and that

the energy F. is represented by (4.3). Then the phenomenon of cav-
itation may occur only if h(t) is "(sub-)linear at infinity". More
precisely, if h(t) ~ ctr for some r > 1 and c > 0, then F.(v) = +oo
for every v E A with v(O) > 0.

A second consequence can be easier described if we consider

again the general situation without radial symmetry, with the energy
integrand W(~) of the form (1.4), that is:

(5.1) W(~) = Wt(~) + g(det~),

W1 (~) being a quasiconvex function in the sense of the following
definition (5.2).
We already pointed out that the linearity of g(t) at oo is of in-
terest in our approach. The function g(t) must be convex or concave
for large values of t?
If g(t) is convex then it is well known that W(~) satisfies the
quasiconvexity condition by Morrey [17]:

(5.2)
In W(~ + Dcf;(x))dx ~In W(~)dx = W(~)IOI,
V E C~(O;Rn).

J.Ball pointed out that this mathematical condition by Morrey

has an interpretation in nonlinear elasticity; we quote from Ball [1],
pages 338, 339: " ... for ... a body that admits as a possible displace-
ment a homogeneous strain, we require that this homogeneous strain
be an absolute minimizer for the total energy".
As described in section 2, in cavitation we impose the boundary
condition u(x) = u0 (x) at lxl = 1, where u0 (x) =.Ax. The displace-
ment u 0 is a homogeneous strain. Thus, under quasiconvexity, u 0
 Discontinuous deformations in nonlinear elasticity 781

must be an absolute minimizer and the phenomenon of cavitation

should not occur.
This is what happens under the present approach; while this
fact contrasts sharply with the approach of Ball in [2], where the
phenomenon of cavitation occurs with quasiconvex energy integrals.
In fact, under our approach the energy is defined by lower semi-
continuity; thus, if inequality (5.2) holds for smooth test functions
, then it holds for the extended energy too.
Therefore, if the stored-energy E in (1.1) is quasiconvex, then
u0 (x) =.Ax is an absolute minimizer among displacements with the
same boundary values. In terms of v(r),vo(r) = >.r is an absolute
minimizer forE given by (2.4), and thus v 0 is an absolute minimizer
also for F.,Fw in (3.5), (3.6).
Of interest is the Euler's first variation of the functional F. in
(4.3). We obtain (for a non formal derivation we can proceed like
in theorem 7.3 of Ball [2]) that a minimum of F. on A, with the
condition v(l) =>.,formally satisfies the Euler-Lagrange equation:

(5.3) Vr E (0,1),
and the boundary conditions
(5.4) at r=1: v(1)=-X,

at r = 0:
n-1
(5.5)
either v(O) = 0 or lim
r--+0+
(
_(r) )
v r
cPt = h.
The expression (rjv)n-lt that appears in (5.5) is called the
radial component of the Cauchy stress. In principle we could imagine
measuring the stress at r = 0 of an equilibrium solution with cavity.
If h is the value of this measure, then we have an indirect measure
of the behaviour of the function g(t) in (1.5) for large values oft; in
fact g(t) should behave like in figure 2, with g(t)jt--+ hast --+ +oo.
Finally let us observe that the functional F. in (4.3) can be
represented in the form:

(5.6)
782 P. M arce/lini

for every v E A. Thus in the class of functions v E A such that

v(1) = >., F. can be represented in integral form.
On the contrary, in the representation (4.3), the functional F. is
the sum of an integral and a measure concentrated at r = 0; notice
that this measure is equal to the product of the constant h by the
volume of the cavity that forms around the origin. The measure
h(wn/n)[v(O)]n can be interpreted as the energy due to the cavity;
this energy is proportional to the volume of the cavity and not to
the surface area, like in some standard models.

6. The non radially symmetric case. Let us consider again

the general situation without radial symmetry, and a stored-energy
of the form

(6.1) E(u) =In W (Du,adj Du)dx +In g(det Du)dx,

1

where adj Du are the adjoints of the n x n matrix Du. Here W1 and
g are convex functions.
The reader interested in results on the existence of minima is
referred to Ball [1], Ball and Murat [4] and Marcellini [14].
Similarly to (3.6), we define:
(6.2)
We use the following well known result from Ball, Currie and
Olver [3], which we quote in loose form: Jfu E H 1 P(O,Rn) with
p > n 2 / ( n + 1), then Det Du is well defined as a distribution (like in
[1], [3] we use the notation Det Du, instead of det Du, to remember
that the determinant is a distribution).
In the applications to nonlinear elasticity it is natural to im-
pose the restriction that the determinant of the deformation gra-
dient is positive. Since every positive distribution is a measure, if
u E H 1 P(O;Rn) withp > n 2 j(n+1) and ifDet Du 2:0, then the
distribution Det Du is a positive measure. We can operate on the
measure Det Du by the Lebesgue decomposition (see for instance [21],
theorem 6.9): we denote by DetRDu the regular part of Det Du, i.e.
the part absolutely continuous with respect to the Lebesgue measure,
and by Dets Du the singular part, i.e. the complement:
(6.3) Dets Du = Det Du- DetR Du.
 Dicontinuous deformations in nonlinear elasticity 783

On the basis of the representation results of theorem 1, on the

following theorem 5, and on the representation result obtained in
section 5 of [13], we formulate the following:

Conjecture. If p > n 2 / ( n + 1) and Det Du ~ 0 we have

Fw(u) =In W1(Du,adj Du)dx+

(6.4)
+In g(DetR Du)dx +g Total Variation (Det 8 Du)

for every u E H 1 P(!J;Rn), where g is the limit, as t --+ +oo, of

g(t)jt.

Up to now the above conjecture has been not proved even if the
singular part Dets Du is identically zero. It is known only the case
u E C 1 (!1; Rn); in fact the following result has been obtained in [12],
[13]:

Theorem 5. Letp > n 2 j(n+ 1); for every u E C 1 (!1;Rn) we

have Fw(u) = E(u); thus formula (6.4) holds on C 1 (!1; Rn). This
means that

(6.5)

for every u, Uk E C 1 (!1; R n) such that Uk converges to u in the weak

topology of H 1 P(!1; Rn), with p > n 2 j(n + 1).

Acknowledgement. This research has been partially done

when the author was visiting the Ecole Polytechnique Federale de
Lausanne in January-February 1986. The author wishes to thank
Bernard Dacorogna and Charles Stuart for their hospitality and for
the discussions on this subject.
784 P. M arcel/ini

References

[1] J.M.Ball, Convexity conditions and existence theorems in non-

linear elasticity, Arch. Rat. Mech. Anal. 63 (1977), 337-403.
[2] J.M.Ball, Discontinuous equilibrium solutions and cavitation in
nonlinear elasticity, Phil. Trans. R. Soc. London 306 (1982),
557-611.
[3] J.M.Ball, J.C.Currie, P.J.Olver, Nulllagrangians, weak continu-
ity and variational problems of arbitrary order, J. Funct. Anal.
41 (1981), 135-175.
[4] J.M.Ball, F.Murat, W 1 P-quasiconvexity and variational prob-
lems for multiple integrals, J. Funct. Anal. 58 (1984), 225-253.
[5] G.Buttazzo, G.Dal Maso, Integral representation on W 1 a(fl)
and BV(fl) of limits of variational integrals, Atti Accad. Naz.
Lincei 66 (1979), 338-344.
[6] P.Charrier, B.Dacorogna, B.Hanouzet, P.Laborde, An existence
theorem for slightly compressible material in nonlinear elasticity,
S.I.A.M., Math. Anal. (1987).
[7] G.Dal Maso, Integral representation on BV(fl) of r limits of
variational integrals, Manuscripta Math. 30 (1980), 387-416.
[8] I.Ekeland, R.Temam, Analyse convexe et problemes variation-
nels, Dunod & Gauthier-Villars (1974).
[9] M.Giaquinta, G.Modica, J.Soucek, Functionals with linear
growth in the calculus of variations I, Commentationes Math.
Univ. Caroline 20 (1979), 143-172.
[10] E.Giusti, Non-parametric minimal surfaces with discontinuous
and thin obstacles, Arch. Rat. Mech. Anal. 49 (1972), 41-56.
[11] H.Lebesgue, Intigrale, Longueur, aire, Ann. Mat. Pura Appl.
7 (1902), 231-359.
[12] P.Marcellini, Approximation of quasiconvex functions, and lower
semicontinuity of multiple integrals, Manuscripta Math. 51
(1985), 1-28.
[13] P.Marcellini, On the definition and the lower semicontinuity of
certain quasiconvex integrals, Ann. lnst. H.Poincare, Analyse
Non Lineaire 3 (1986), 391-409.
[14] P.Marcellini, Existence theorems in nonlinear elasticity, Fermat
Days 85, J.B. Hiriart-Urruty ed., North-Holland (1986), 241-
247.
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[15] P.Marcellini, C.Sbordone, Semicontinuity problems in the cal-

culus of variations, Nonlinear Anal. Theory Methods Appl. 4
(1980), 241-257.
[16] M.Miranda, Un teorema di esistenza e unicita per il problema
dell'area minima inn variabili, Ann. Scuola Norm. Sup. Pisa
19 (1965), 233-249.
[17] C.B.Morrey, Multiple integrals in the calculus of variations,
Springer-Verlag (1966).
[18] R.W.Odgen, Large deformation isotropic elasticity: on the cor-
r-elation of theory and experiment for compressible rubberlike
solids, Proc. R. Soc. London A. 328 (1972), 567-583.
[19] P.Podio-Guidugli, G.Vergara Caffarelli, E.G.Virga, Discontinu-
ous energy minimizers in nonlinear elastostatics: an example of
J.Ball revisited, Journal of Elasticity 16 (1986), 75-96.
[20] P.Podio-Giudugli, G.Vergara Caffarelli, E.G.Virga, Cavitation
and phase transition of hyperelastic fluids, Arch. Rat. Mech.
Anal. 92 (1986), 121-136.
[21] W.Rudin, Real and complex analysis, McGraw-Hill (1966).
[22] J.Serrin, On the definition and properties of certain variational
integrals, Trans. Amer. Math. Soc. 101 (1961), 139-167.
[23] J.Sivaloganathan, Uniqueness of regular and singular equilibria
for spherically symmetric problems of nonlinear elasticity, Arch.
Rat. Mech. Anal., to appear.
[24] J.Sivaloganathan, A field theory approach to stability of radial
equilibria in nonlinear elasticity, Math. proc. Cambridge Phi-
los., to appear.
[25] C.A.Stuart, Radially symmetric cavitation for hyperelastic ma-
terials, Ann. Inst. H.Poincare, Analyse Non Lineaire 2 (1985),
33-66.
[26] C.A.Stuart, Special problems involving uniqueness and multi-
plicity in hyperelasticity, preprint.
[27] P.J.Blatz, W.L.Ko, Application of finite elastic theory to the de-
formation of rubbery materials. Trans. Soc. Rheology 6 (1962),
223-251.
[28] C.O.Horgan, R.Abeyaratne, A bifurcation problem for a com-
pressible nonlinear elastic medium: growth of a micro-void,
Journal of Elasticity 16 (1986), 189-200.
[29] J.K.Knowles, E.Sternberg, On the ellipticity of the equations of
nonlinear elastostatics for a special material, Journal of Elastic-
786 P.Marcellini

ity 5 (1975), 341-361.

Istituto Matematico "U.Dini"

Viale Morgagni 67/A
I-50134 FIRENZE
 THE CALCULUS OF VARIATIONS AND
SOME SEMILINEAR VARIATIONAL INEQUALITIES
OF ELLIPTIC AND PARABOLIC TYPE

ANTONIO MARINO

in collaboration with
M.Degiovanni- F.Giannoni- D.Passaseo- C.Saccon

Dedicated to Ennio De Giorgi on his sixtieth birthday

Introduction

We present here a survey on some techniques of nonsmooth cal-

culus of variations, that we developed in these last years in collab-
oration with other authors, and some results concerning semilinear
variational inequalities that can be deduced by means of such tech-
niques.
All the problems presented are associated with a suitable lower
semicontinuous functional f on a suitable constraint V. More pre-
cisely the problems of elliptic type treated in chapters I, II, IV can
be seen as the search of "lower critical points for f" (in the sense
of definition 1.2 of chapter I) while the parabolic one considered in
Chapter III can be reduced to study the "strong evolution curves for
788 A.Marino

f" ( according to definition 1.8 of Chapter III).

We remark that the constraint V involved in Chapter II is

convex (but nonsmooth), while the one considered in the follow-
ing chapters is non convex (and non smooth). In the latter, V is
made up by the intersection of a convex set K and a hypersurface
(a sphere) S. A capital point in many theorems is studying the
"non-tancency"betwee n K and S (see Theorem 2.2 of Chapter III).

The strong evolution curves are a necessary tool in all the prob-
lems studied. In Chapter II the theory of maximal monotone oper-
ators and their Lipschitz-continuous perturbation (see [10]) suffices
for having such curves, since the constraint V is convex. On the
contrary, in Chapters III and IV, where Vis not convex, the use of
the -convex functions theory has turned out to be very useful (see
[22] and [31]).

As a premise, in Chapter I, we have felt worthwhile to point

out the links between the concept of slope, some classical regularity
results and the use of "supersolutions "as fictitious constraints: solu-
tions of the elliptic variational inequality, with the condition u :S: <p,
solve the corresponding equation, if <p is a supersolution.

Several indications on possible developments of the research and

some open problems, are illustrated.

To conclude this introduction we wish to remark that the ideas

and the techniques used in Chapters III and IV, for studying varia-
tional inequalities on non convex constraints, are based on the clas-
sical ones ofthe convex setting (see [8], [13], [14], [15], [35], [38], [40],
[45], [46], [47], [75], [77]) and are a natural development of them.
By means of these methods we could apply the standard techniques
of the calculus of variations in the large to obtain the multiplicity
results reported in Chapters II and IV.
Finally we wish to recall that some researches concerning strong
evolution curves and some generalizations have been carried on re-
cently, out of the -convex functions context. In these studies, which
make use of some compactness arguments, some existence results
(with no uniqueness) have been proved for larger classes of function-
als (see [51],[70],[36] ).
 Semilinear variational inequalities. Chapter I 789

CHAPTER I
Some functionals.
Preliminaries: slope, regularization, supersolutions.

In this chapter we wa.nt to point out two important facts con-

cerning the notion of slope (see Definition 1.1 ): a) the relationship
between the slope on a classical convex constraint and some regular-
ity results (see [18]); b) the relationship between the slope and the
use of supersolutions as fictitious constraints (see [50], [64], [66]). We
remark that the latter technique can be seen as a non linear version
of Perron's method for equations.

1. Slope and constrained slope. Let X be a metric space

with metric d and f : X --> R U { +oo} a given function. Set

'D(f) = {u EX I f(u) < +oo}.

The following definition was introduced in [22].

Definition 1.1. Let u E X and p 2: 0. We set

Xu(P) = inf{f(v) I d(u,v):::; p}.

We call "slope off "the function IV /I : D(f) --> R+ U {+oo} defined

by

IVfl(u) = -liminf Xu(P)- Xu(O) (Xu(O) = f(u)).

p-+O+ p

A given point u in V(f) will be called a "lower critical point for f"
if IV/I(u) = 0.

Definition 1.2. Let V C X. We define Iv : X _, RU {+oo}

by:
I (u) _ { 0 if u E V,
v - +oo if u E X \ V.
790 A.Marino

Let u E V n'D(f) (of course IV'(! +Iv )l(u) :::; IV' fl(u)). We say that
u is a "lower critical point for f on V"if IV'(!+ Iv)l(u) = 0.

The following statement is straightforward.

Lemma 1.3 (constrained slope). Let V C X and u E V n

'D(/). Suppose that there exist a neighbourhood U of u and a map
1/J : u n {vEX I f(v) :::; f(u)} ____, v with the properties:

d(,P(v),u):::; C.pd(v,u),
{
(1.4) f(v) ~ 1(1/J(v))- c,d(v,u)- w(d(u,v))
for all v in U with f(v) :::; f(u)

where C 1, C.p are real numbers and w : R + ____, R is such that

lim~ =0.
t--+0+ t
Then we have:
a) IV' /l(u) :::; c, + C.pi'V(f + Iv )l(u);
b) if c, = 0, then (as a consequence of a) } any lower critical
point for f on V is a lower critical point for f.

Remark 1.5. Consider the case in which X is an open

subset of a Hilbert space H, f is Frechet differentiable and V is a
smooth manifold in H, contained in X.
If we assume, for instance, that for all u in V gradf(u) is tan-
gential to V, then for every u in V, (1.4) are verified in a suitable
neighbourhood of u, with C 1 = 0 and taking as 1/J the function such
that
111/J(v)- vii= inf{llw- viii wE V}.

2. A concrete functional, its slope and regularization.

The functional f we are going to introduce is a well known one,
which is strictly concerned with the problems we shall treat later.
 Semilinear variational inequalities. Chapter I 791

In this section we wish to point out the links relating some

regularization results which are known (see [13], [45]) and the slope
off on a suitable constraint (see theorem 2.5 in particular). The
assumption that will be considered here are a simplified version of
more general ones; for a detailed study of this topic see [17].

Let n be a bounded open subset of R n and g : n X R _, R,

rp : n _, R be two functions. Set

K'P = {v E L2(n) I 'P:::; v a.e. inn}.

(2.1) The following conditions will be considered.

g is a Charateodory function and there exist a in

U(O),b in R such that
G(x,s) = J08 g(x,u) du:::; a(x) + bs 2 Vs,a.a. x;
(g) g(x, s2)- g(x, s1) .
:::..>......:.....:::..<...---=--'---'-......::.!..:::; Cg Vs1,s 2 , w1th s1 =f s2,a.a. x
82-81
g is integrable inn X [a,,B] Va,,B with a:::; ,8;
rp E W 12 (0) and, for every v with G(,v) E U(O),
{ v- rp E W~ (0), if we set w = v- max(v, rp), we have
2

(rp,r)_ g(,rp)w E Ll(O),

fo DrpDwdx- J0 g(x,rp)wdx ~ -r (J0 w2 dx) 1 / 2
rp E W 1 2 (0) and, for every v with G(,v) E U(n),
{ v- rp E W~ (0), if we set w = v- min(v, rp), we have
2
(rp,r)+ g(,rp)w E Ll(O),
fo DrpDw dx- fo g(x, rp)w dx ~ -r (J0 w2 dx) 112
where r ~ 0.
The conditions above are verified if, for instance, b.rp + g( , <p) E
V(n).
We introduce now the functional f: L2 (0) -> RU{ +oo} defined
by
(2.2)
fo G!Dul 2 - G(x,u)) dx if u E W~ 2 (0),
f(u) = {
+oo if u E V(O) \ W~ 2 (0)
792 A.Marino

(here Du = ( %:; ,... , ;,: ) ). In the space V (0) we consider the

usual metric d(u,v) = Jlv- uJJ = (J0 (v- u) 2 dx) 112

Proposition 2.3. Under the assumptions (g) of {2.1) the

following facts hold.
a) D(f) = {u E W~' 2 (0) I G(,u) E U(O)}, D(f) is convex; in
addition if u, v E D(f), then max( u, v), min( u, v) are in D(f)
and for all w in W~' 2 (0) with u :::; w S: v a.e., w E D(f);
moreover W~' 2 (0) n 1 00 (0) c D(f).
b) Ifu,v E D(f), then

f(v)- f(u);::: in (DuD(v- u)- g(x,u)(v- u)) dx+

- Cg
2 n
1
(v- u) 2 dx

{notice that g(,u)(v- u) is lower integrable for all u,v zn

D(f)).
The relationship between regularization, slope and constrained
slope is cleared by the following statements (see [17], [18]).

Proposition 2.4. Suppose (g) of {2.1) hold. If u E D(f),

then we have
JVfJ(u)<+oo ifandonlyif
g(,u) E 1 1 (0),~u+ g(,u) E 1 2 (0) in the sense of distributions;

JVfJ(u) = IJ~u+g(,u)JJ, if JVJJ(u) < +oo.

Theorem 2.5 (regularization and constrained slope).

Assume that (g) and (<p,r)_ of (2.1) hold for some r;::: 0. Let
u E D(f) n K"'. If the variational inequality

in (DuD(v- u)- g(x,u)(v- u)) dx;::: -CJJv-uJI Vv in D(f)nK"'

 Semilinear variational inequalitie. Chapter I 793

holds (namely if IV'(!+ h,)l(u) < +oo: see b) of proposition 2.3 ),

then g(,u) E 1 1 (0), ~u + g(,u) E V(O) in the sense of distribu-
tions (namely IV'fl(u) < +oo: see proposition 2.4 ).

It is worthwhile to remark that the proof is readily obtained by

the constrained slope lemma 1.3, setting 'lj;(v) = max(v,<p) (see [18]).

3. Super-solutions as fictitious constraints. First con-

sequences. We wish to present now a technique (see [50]) which is
used for proving the results contained in chapter II.
In brief, we point out in theorem 3.3 that if cp is a super-solution
for ~+g (according to the definition 3.1 ), then any solution u of the
variational inequality associated with ~ +g on the convex constraint
{v E 7J(f) I v ::; cp} is a solution of the equation ~u + g(, u) = 0.

Definition 3.1. Let cp E W1 2 (0). We say that <p is a super-

solution (sub-solution} for the operator~+ g, if the condition ( <p, 0)+
((<p,O)_J of (2.1) holds with <p = cp.

Theorem 3.2. Suppose that the assumptions (g) of {2.1)

hold. Then
a) if cp 1,cp2 are super-solutions for~+ g, then min(<p 1,<p 2) is a
super-solution for~+ g;
b) if cp is a super-solution for ~ + g1, g2 ::; g1 , then cp is a super-
solution for~+ g2;
c) if {s ~--* g(x,s)} is convex a.e.in 0 and if {x ~--* G(x,u(x))}
(= J
0u("') g(x,u)du) E U(O) for every u in W~ 2 (0) with u 2:
0, then every convex combination of super-solutions is a super-
solution (the above conditions are verified if, for instance, the
relation g( x, s) 2: >.s - c( x) holds for all s 2: 0, with ).. E R,
c E 1 2 (0));
d) if <p : 0 --t R, u E W~ 2 (0) are given, u is a solution of the
problem Pcp(h) stated in definition 1.1 of Chapter II, then u is
794 A.Marino

a super-solution for~+ g.

Theorem 3.3 (supersolutions as fictitious constraint).

Assume (g) of {2.1). Let q; be a super-solution for~+ g, u E
V(f) and u ~ q;.
Then
a) if u is a solution of the variational inequality

(3.4) DuD(v-u)dx- Lg(x,u)(v-u)dx?_ O

for all v in V(f) with v ~ q;, then

g(,u) E 1 1 (0),
~u + g(, u) = 0 in the sense of distributions;

b) if tp: 0-> R is such that tp ~ u ~ q; a. a. in 0, u verifies (3.4)

for all v in V(f) with tp ~ v ~ <p, then u verifies {3.4) for all v
in V(f) with v ?. tp.

We remark that, as in theorem 2.5, the proof is based on lemma

1.3, on costrained slope, taking .,P(v) = min(v,q;).

The previous results imply the following theorem which is con-

cerned with a classical elliptic partial differential equations problem
(for inequalities see theorem 2.1 in chapter II).

Theorem 3.5 (see [1] under different assumptions on g).

Assume (g) of (2.1). Let tp 1 , tp 2 : 0 -> R be such that tp 1 ~ tp 2
a. e. in 0, tp 1 is a sub-solution for~+ g, tp 2 is a super-solution {see
Definition 3.1 ) and let u E V(f), tp 1 ~ ii. ~ tp 2 a. e. in 0. Then
a) there exists u in V(f) with tp 1 ~ u ~ tp 2 a. e. in 0, such that
 Semilinear variational inequalities. Chapter II 795

b) there exist u1, u2 in V(f), which solve the equation ~u +

g(, u) = o, with i.{Jl ~ ul ~ u2 ~ i.{J2 a. e. in n, such that
any other solution u of the equation, with r.p 1 ~ u ~ r.p 2 , satisfies
the inequality u1 ~ u ~ u2.

The proof can be obtained by minimizing or maximizing the

J
functional 0 udx (for instance), on the set of all solutions lying
between r.p 1 and r.p 2

CHAPTER II
Solvability results
and
jumping behaviour in some variational inequalities.

We present here some results which can be found in [66] for what
concerns sections 1 and 2 and in [37] for what concerns section 3. The
problems consist in proving existence and multiplicity of solutions of
some variational inequalities, which are lower critical points for a
suitable functional f on a certain convex constraint V.
Since these points are not, in general, minimizers for f, the use
of the evolution equation associated with f on V (an equation of
the type U' + gradvf(U) = 0), turns out to be a very important
tool. This evolution equation, in the case treated in this chapter, is
obtained essentially by using the theory of maximal monotone op-
erators and their Lipschitz continuous perturbations, since the con-
straint V is convex.
We wish to remark, finally, the analogy between the situation
described in theorems 2.3 and 2.4 and the one which takes place in
the non constrained case, when a jumping nonlinearity occurs (see
[5],[4]). This analogy is produced precisely by the presence of the
obstacle.
796 A.Marino

1. Setting of the problem P"'(h) and its characterization.

Let 0 be a bounded open subset of Rn. Let g : 0 x R - t R,
r.p : 0 - t R, h : 0 - t R be assigned functions. We assume that g is
a Caratheodory function and set

G(x,s) = 1 g(x,u) du,

D = {u E W~' 2 (0) I G(,u) E L 1 (0)},

K"' = {u E L2 (0) I u ~ r.p a.e. in 0}.

Definition 1.1. We say that a function u in W~' 2 (0) is a

solution of the problem P,,(h) if

u ED n K"' and for all v in D n K"'

{ ( -g(,u) +h) (v- u) E L 1 (0)

in DuD(v- u)dx+ in (-g(,u) +h) (v- u)dx ~0

In what follows we shall use the conditions (g) introduced in

(2.1) of chapter I and the functional f defined in (2.2) of chapter I.

Definition 1.2. Let h E V(O) {for sake of simplicity) and

- t R U { +oo} be defined by
let fh : L 2 (0)

fh(u)=f(u)+ khudx

It is apparent that

In the space L2 (0) we consider the usual metric d( u, v) = IJv- ujj =

(J,Jv- u) 2 dx) 112 .
 Semilinear variational inequalities. Chapter II 797

Using the notion of lower critical point introduced in definitions

1.1 and 1.2 of chapter I, we can characterize the solution of P"'(h) as
follows.

Proposition 1.3. Assume that (g) of (2.1} of chapter I hold

and that hE 1 2 (0). Let u ED n K"'.
Then u is a solution ofP"'(h) if and only ifu is a lower critical
point for fh on K"', that is if IV(!+ Ix.,)i(u) = 0.

2. Solvability of the problem P"'(h) and properties of

the set of solutions. The results reported in this section were
presented in [66].

Theorem 2.1 (minimal solution). Assume (g) of (2.1} of

chapter I. If the set of all solutions of P"'(h) is non-empty, then
there exists a minimal solution U 01 that is a solution U 0 such that the
relation
U 0 (x) :S: u(x) for a.a. X in fl

holds for any u which solve the problem.

Furthermore the set of all solution of P"'(h) is closed with respect
to the V(fl)-topology.

Theorem. 2.2 (first solvability theorem). Assume (g) of (2.1}

of chapter I. Denote by >. 1 the first eigenvalue of -.6. in W~' 2 (fl).
Then

a) if P"'(h) has a solution, 'Pl :S: cp, h1:::: h (h,h1 E 1 2 (0)), then
P"'' (hi) has a solution;
b) if ho, z E V(fl), z(x) > 0 for all X inn, then there exists To in
R such that P"'(ho + Tz) has a solution for all T:::: T0 ;

c)
r
if Jo g(x,u) du
s2
:S: >.'2 + G (x) Vs:::: 0 for suitable>.'< >. 1
0

andG 0 inU(fl), thenP"'(h) has asolutionforallh inL 2 (fl).

798 A.Marino

The following theorem shows that the presence of the obstacle

<p produces a qualitative change in the nature of the problem. To
see this consider, for instance

g(x, s) =.As+ 9o

where g0 E L2(!1), .A E R, .A is not an eigenvalue of -~. It is well

known that the problem

{ ~u + .Au+ g0 =h in !1
u= 0 on 8!1

has a unique solution for any h in V(O). On the contrary, looking at

the statements which follow, one sees that if the obstacle is present,
then the problem with the same g exibits a "jumping" behaviour:
things go as in the unconstrained case with a nonlinearity g such
that
.
11m g(x,s) , li g(x,s)
- - < "1 < m --
s~-~ S s~+~ S

(.A 1 being the first eigenvalue of-~).

Furthermore notice that in the following theorems the assump-
tion lim g(.,,s) < .A 2 (.A2 is the second eigenvalue of -~) is not
s~+oo 8

required, while it is in [5], [78].

Theorem 2.3 (second solvability theorem, jumping behaviour).

Assume (g) of {2.1} of chapter I to hold. Let .A1 be the first eigenvalue
of-~ and suppose that

g(x,s) 2: 5.s- g0 (x) \Is 2: 0, \fx in !1

where go E V(O) and 5. > .A1. Then

a) if P"'(h) has a solution, 'Pl ~ <p, h1(x) > h(x) \fx in !1, then
P"'' (h1 ) has at least two solutions;
b) if h 0 ,z E L 2 (!1), z(x) > 0 \fx in !1, then there exists T0 in R
such that P"'(ho + TZ) has at least two solutions forT > T0 , at
least one solution forT= T0 and no solutions forT < Toi
c) the set of all pairs (<p, h) such that P"'(h) is solvable has the
following closure property:
 Semilinear variational inequalities. Chapter II 799

if (ipm,hm) are such that P'f'm(hm) is solvable, if

hm-+ h in 1 2 (0) and ipm-+ r.p almost everywhere
in 0 and r.p is such that K"" n D-:/= 0, then P""(h)
is solvable;
moreover if in addition ipm ::; r.p 'rim, then any se-
quence (um)m of solutions of P'f'm(hm) is bounded
in W~' 2 (0) and, provided that Um-+ U in 12 (0),
then u is a solution of P""(h).

The previous theorem allows to prove a result similar to the

one given in [5], in the unconstrained case with a jumping nonlin-
earity (with respect to the first eigenvalue). These results describe
a situation in which the operator associated with the problem is not
surjective, but produces a "fold"in the space.

Theorem 2.4 (of folding type). Suppose that the assump-

tions of Theorem 2.3 hold.
Let z E 1 2 (0) with z(x) > 0 'r/x in 0 and f0 z2 dx = 1. Set
Ho = { z }.l and consider
<.!> = {ip: 0-+ R I K"" n D-:/= 0} (see Section 1).
Then there exists a lower semicontinuous function 'Y : Ho X <.!> -+ R,
such that for all (r.p, h) in<.!> x 1 2 (0) one has
a) if J0 hzdx > 'Y(h- (f0 hzdx)z,r.p), then P""(h) has at least
two solutions;
b) if J0 hzdx = 'Y(h- (f0 hzdx)z,r.p), then P""(h) has at least
one solutions;
c) if fn hzdx < 'Y (h- (f0 hzdx) z,r.p), then P""(h) has no solu-
tions.

In the case in which the function s f--t g(x,s) is convex the

previous theorem can be further precised.

Theorem 2.5 (convex case). Assume that the functions f--t

g(x,s) is convex for all X in 0 and G(,u) E 1 1 (0) for all u in
800 A.Marino

W~ 2 (f!) with u ~ 0 (this is true if for instance g zs linear with

respect to s ).
a) If the assumptions (g) of {2.1} of chapter I hold, then the set
of all pairs (<p,h), withh E V(f!) such thatP'P(h) is solvable, is
convex {in particular the function 1 of Theorem 2.4 is convex).
b) If one has the additional assumptions

lim g(x, s) ::::; :\ < .-\2 Vx in f!,

s->+oo S

g(x,s) ~ ils- Ya(x) Vx in f!, Vs ~ 0

with Yo in V(f!) and ll > .A1, then in the case a) of Theorem 2.4
the solutions are exactly two, in the case b) either there exists
a unique solution or the set of all solutions is a segment of the
form {u1 +li( u2 -u1) I 0 ::::; B ::::; 1}, where u1, u2 are two solutions
Such that U1(x)::::; u2(x) for almost all X in f!.

For other detailed informations concerning this problem we refer

the reader to [50], [66].
Open Problems
a) If we assume that

l. g(x,s)
Im - - > A i l
,
s--++oo S

where .Ai is the i-th eigenvalue of-~ on f!, do we have "multiple

folds", in the sense that, for some <p and h there exist more than
two solutions?
b) If we impose the obstacle condition not on all f!, but just on an
open (non empty) subset f!' off!, does the number of solutions
depende on f!'? We conjecture that this dependence really takes
place. How could it be expressed?

3. A parameter depending multiplicity result. Many

typical results in smooth nonlinear analysis, concerning differential
 Semi/inear variational inequalities. Chapter II 801

equation, can be extended to the constrained case, that is to the

corresponding variational inequalities. In this section we present
briefly one of such extensions (see [37]), which concerns one of the
classical theorems of Rabinowitz. Unlike the situation which arises in
the problem treated in the previous sections, in this case the results
are quite similar to those proved in the unconstrained problem.
Also in this problem, as in the previous ones, the proof of the
multiplicity result requires the use of the evolution curves associated
with a suitable functional on a suitable constraint. Due to the con-
vexity of the constraint, the existence of such curves is essentially
obtained by means of the theory of maximal monotone operators
and their Lipschitz continuous perturbations.
We remark also that the quadratic form In
JDuJ 2 dx, associated
with the Laplace operator, can be replaced by any form of the type
I;ij In
a;jD;uDju dx associated with a strictly elliptic operator of
the second order with bounded, symmetric coefficents.

Let 0 be a bounded open subset of and let R n , <p : 0 -t R,

p :nX R --7 R be two functions.

Theorem 3.1. Assume that

p is a Caratheodory function and there exist a, b, 1

in R such that, for a.a. x in R
{
(p.l) Jp(x,s)J~a+bJsJ VsinR,
p(x, s2)- p(x, s1) . .
: : : _, v
::....:.._:__.......:.._~__:_.......:.. n
sl' S2 m w~th sl =I= s2;
s2 - s1

(p.2) lim p(x, s) = 0 uniformly with respect to x;

s--+0 S

(p.3) {symmetry) p(x,-s) = -p(x,s) 'v'(x,s) in 0 x R;

<pE V(O), <p::::: 0 a. e. inn and there exists an open

(<p) {
subset 0' of n such that ess infn, <p > 0.

Then for any integer m there exist Am in R such that, for all.\ > Am,
802 A.Marino

the problem

u E W~' 2 (0) , -If! :S u :S If! a.e. in 0,

{ k DuD(v- u) dx- >. k (u- p(x,u))(v- u) dx '2 0

Vv in W~' 2 (0) with -If!::; v::; If! a. e. in 0

admits at least m pairs of solutions (u, -u) such that u -j. 0.

More precisely, if 0' is a set satisfying (If!), then Am is precisely
the m-th eigenvalue of the problem (in 0')

Au+ >.u =0 in the sense of distributions,

{
u E W~' 2 (0').

The proof is carried out by introducing a suitable functional

f (of the type considered in Chapter I), such that the lower criti-
cal points of f are solutions of the problem, and then by using an
abstract multiplicity theorem similar to that stated in Chapter IV.

CHAPTER III
i!>-convex functions and some parabolic variational
inequalities on non convex constraints.

In this chapter we shall consider an evolution equation on a non

convex constraint. For this we premise, in section 1, some results on
- convex functions (see [31]).

1. Subdifferential and -convex functions. Let H be a

Hilbert space with inner product (-,-) and norm II II Let W C H
and consider f : W -> R U { +oo}. Set

V(f) = {u E WI f(u) < +oo}.

 Semilinear variational inequalities. Chapter III 803

Definition 1.1. Letu E D(f). We define the "subdifferential

of I at u"as the set a- f(u) of all a in H such that

. . ff(v)-f(u)-(a,v-u) 0
IImm >
v-.u llv- ull -
(it turns out trivially that a- f(u) is a closed and convex subset of
H).
If a- f(u) f:. 0, then we define the "subgradient of I at u"as the
element grad-f(u) in a- f(u) which has minimal norm.
If V is a subset of H, then we set

avf(u) =a-(!+ Iv) (u),

gradvf(u) =grad-(!+ Iv) (u), if Bv f(u) f:. 0,
whereiv(u)=O, ifuEV andiv(u)=+oo, ifurf:.V.

Remark 1.2.
a) An element u of D(f) is a lower critical point for j, according
to the definition 1.2 of chapter I, if and only if 0 E a- f(u). An
analogous remark holds for lower critical points on a constraint
v.
b) If u E D(f) and a E a- f(u), then IV fl(u) ~ II all

The previous definitions agree with the classical ones, if, for
instance, f and V are smooth or if they are convex.
A remarkable property of a-
f is the following one (see [31])
which is related to a theorem of Edelstein's (see [34]).

Theorem 1.3. Let f be lower semicontinuous and let, for

instance, w
=H. Then the set {u E D(f) I a-f(u) f:. 0} is dense
in V(f).

We introduce now a class of functions which allows to treat some

non convex constraint.
804 A.Marino

Definition 1.4 (-convex functions). Let: V(f) 2 x R 3 -+

R be a continuous function. We say that f is -convex if

f( v) ?_/(u) + (a, v - u) - ( u, v, f( u), f( v ), !I all) llv - ull 2

Vu,v in V(f) with a- f(u) -:f. 0, Vain a- f(u);
notice that we are not requiring explicitely a-
f( u) -:f. 0 at any u.
We say that f is -convex of order r (r > 0 ), if takes the
special form( u, v, f( u), f( v ), I all) = cPa( u, v, f( u), f( v )) (1 +!lain.
Examples 1.5
a) Let h 0 : H -+ R U { +oo} be a convex function and h1 : H -+ R
be of class Cfd!. Then f = ho + h 1 is -convex of order 0.
b) Consider f :H -+ R U { +oo} defined as follows

!lull 2': 1
if
f(u)={ 0
+oo, if !lull < 1.
Then f is -convex of order 1.

A first meaningful case of -convex function is produced by the

following theorem (see [17] for a special case). More general state-
ments hold, which can be found in [55]. To state the theorem we
need a definition.

Definition 1.6. Let A, B C H; we say that A and B are

"externally non tangent", if

Vu in A nB.

Theorem 1.7 (of Lagrange multipliers type). Assume W

to be open and f to be lower semicontinuous and -convex with
= cPo(u,v)(1 + llall)- Let M be a smooth manifold (possibly with
 Semilinear variational inequalities. Chapter III 805

boundary) of class cJ~~ with finite codimension. Finally suppose M

and V(f) to be externally non tangent.
Then f + IM is </>-convex of order 1 and

Vu in V(f) n M.

For </;-convex functions a powerful evolution theorem holds (see

[31 ]). First of all we introduce the notion of evolution curves.

Definition 1.8. Let I be an interval with If- 0 and let U :

I -+ H be a curve. We say that U is a "strong evolution curve for
f", if

U is absolutely continuous,U(t) E V(f) Vt in I;

{ - U'(t) E a-
f(U(t)) for almost all t in I;
f o U is non increasing.

Theorem 1.9(evolution). Assume W to be open and f to be

a </;-convex, lower semicontinuous function. Then
a) for any Uo in V(f) with a-
f( Uo) f. 0 there exists T > 0
and a unique strong evolution curve for f U : [0, T] -+ W such that
U(O) = U 0 ; moreover U and f o U are Lipschitz-continuous and

(1.10) { a- f(U(t)) f- 0,U~(t) = grad-f(U(t))

(! oU)~ (t) = -!lgrad-f(U(t))ll 2
for every t in [0, T[;
b) if furthermore f is </;-convex of order less or equal than two,
then for any u 0 in V(f) there exists T > 0 and a unique strong
evolution curve U : [0, T] -> W such that U(O) = u 0 ; moreover f o U
is absolutely continuous, {1.10) hold for every t in JO,T[ and the
following continuous dependence on data holds:
806 A.Marino

if (um)m is a sequence in 1J(f) such that Um --+

Uo E 7J(!) and f(urn) --+ f(uo), then the curves
Um starting from Urn and the associated functions
f o Urn converge uniformly in any compact subset
of [0, T[ to U and to f o U respectively.

For other properties of U see (31].

In the previous statement the following minimum theorem has
great importance.

Theorem 1.11 (minimum). Let W be open, f be a lower

semicontinuous , bounded below, -convex function. Let u E 7J(f)
and a-
f(u) "I 0.
Then for all p > 0 there exists A0 > 0 such that the function

1
v H f(v) + ~llv- uJJ 2
has a unique minimum point U>. in B(u,p), for all .A in ]O,.A 0 ] .

We remark that in (31] and in [17] some situations are also con-
sidered in which a-
f(u) = 0.

2. Evolution equation associated with the eigenvalue

problem for the Laplace operator with respect to an ob-
stacle. The problem and the results treated in this section were
given in [17]. It is clear that the Laplace operator can be replaced
by any strictly elliptic operator of the second order with bounded
and symmetric coefficents, obtaining the same results with the same
methods.

Letn be a bounded open subset of RD' g : n X R--+ R, cpt, cp2 :

n --+ R measurable with cp 1 ~ cp 2 a.e. in n and p > 0. In the space
1 2 (0) we consider the usual norm II vii = fn v2 dx.
 Semilinear variational inequalities. Chapter III 807

Set G(x,s) = J; g(x,u) du and

K = {v E L2 (0) I 'Pl(x)::; v(x)::; 'P2(x) a.e. inn},
Sp = {v E L2 (0) lllvll = p},
K 9 = {v E W~ 2 (n) n K G(,v) E L 1 (n)}.
1

We shall assume one or more of the following conditions.

(g.I) g is a Caratheodory function, there exist a in

U(n),b in R such that
G(x,s) ~ -a(x)- bs 2 \Is in R, a.a. X inn;

(g.2) :lc in R such that if s1, s2 E R, s1 =/:- s2

(2.1) g(x,s2)- g(x,s!)

"-'--'---'-'----=--'---'-= ~ - C a. a. X in 0 i

(g.3) g is integrable in n X [a, b] for all a, bin R;

(N.T.) K 9 and Sp are externally non tangent,

according to definition 1.6.

Theorem 2.2(non tangency). The assumption (N.T.) of

(2.1) is verified for every p > II'P1 VO+cp2/\0II (=min{llvlll v E K}),
if (g.l),(g.2), (g.3) hold and if

'Pl, VJ2 E W1'2(0) n C(O) and there exist no open subset 0'
of n such that at least one of the following conditions hold:
'P2 > 0 in O' and cp2 E W~ 2 (0'),
'P1 < 0 in 0' and cp1 E W! 2 (0').

A complete characterization of (N.T.) is presented in [17].

808 A.Marino

Theorem 2.3(evolution). Let (g.l}, (g.2), (N.T.) hold.

Then for all U 0 in Kg n Sp there exist U : [O,+oo[-+ V(Q)
absolutely continuous with U(O) = u 0 and A : [0, +oo[-+ R such
that:

U(t) E Kg n Sp \It;:::: 0 and for almost all t > 0

g(,U(t))(v- U(t)) E 1 1 (Q) \/v in Kg

(E.P.) In U'(t)(v- U(t)) dx + kDU(t)D(v- U(t)) dx+

+ k g(x,U(t))(v- U(t)) dx

+ A(t) kU(t)(v- U(t)) dx 2': 0 \/v in Kg

{where Du = (88zl "", , 88 "") ). If moreover 1.{!1, 1.{!2 satisfy appropri-

Zn
ate regularity conditions and (g.3} holds, then (E.P.) can be further
specificated (see {17}, theorem 4.5 part b)).

It is easy to see that the theorem still holds (with the same
proof), if one replaces the form In DU(t)D(v- U(t)) dx by the form
L:ii a,;D,U(t)D;(v- U(t)), where ai; E L=(n), aii = a;i and the
relation 'I:ij Uij~i~j 2': al~l 2 holds with a > 0.

To get theorem 2.3 from theorem 1.9 the functionals fo, f

L 2 (Q)-+ R U { +oo} are introduced, defined by

I WDul 2 + G(x,u)) dx, if u E W! 2 n K,

fo(u) ={n
(2.4) +oo, elsewhere;
f=fo+lsp

The proof is based on the following statement; here in the space

1 2 (Q) we consider the usual inner product (u,v} uvdx. =In
 Semilinear variational inequalitieB. Chapter III 809

Theorem 2.5.
a) Under the assumption (g.1} V(fo) = Kg, V(f) = Kg n Sp, fo
and f are lower semicontinuous .
b) Under (g.1), (g.2} fo is -convex with= rp0 (u,v).
c) Under (g.1}, (g.2} and {N.T.), by theorem 1.7, the functional
f is- convex of order 1 and, if u E Kg n Sp,a E V(O), then
a E a- f(u) if and only if

g(, u)(v- u) E 1 1 (0)

3-X in R such that

fo DuD(v-u)dx+ fog(x,u)(v-u)dx+

+A fo u(v- u)dx ~ fo a(v- u)dx \lv in K 9

Now it is clear that Theorem 2.3 is a consequence of theorem

1.9.
Finally we wish to present two open problems
Problem 2.6. Can the non tangency condition (N.T.) in
theorem 2.3 be weakened?
Problem 2.7. If 0 is a bounded open subset of Rn we in-
troduce the functional f: 1 2 (0; RN) -+ R U {+oo} defined by

u - {~In 1Dul 2 dx ifu E W 1 2 (0,RN), u ~ 1, u = 't/1 on 80

f( ) - +oo elsewhere

't/1 being an assigned boundary data, 1/J : 80 -+ R N with 1/J ~ 1.

Is it possible to solve, in some suitable sense, the evolution equa-
tion associated with f?

Notice that in the case n = 1 (namely 0 is an interval) the

problem 2.7 is that of geodesic with obstacle and their evolution,
which were studied in [53].
Also notice that for n = 3 2.7 is strictly related to the problem
of "liquid cristals"(see [12]).
810 A.Marino

CHAPTER IV

Eigenvalue problems
for some elliptic variational inequalities.

The problem described in section 1 can be seen as the search

of the eigenvalues of a symmetric elliptic operator with respect to
an obstacle. We wish to enphasize the fact that a very important
role is played by the non tangency conditions, introduced in chapter
III (see (N.T.) of (2.1) ). The corresponding bifurcation problem is
treated in section 2; we remark that in this problem non tangency
is automatically fulfilled ( due to the special nature of the "limit
problem").
With the same methods the problem of Von Karman's plates
equation with obstacle has been studied ( see [19], and [26] for the
bifurcation problem). In this case, up to now, the non tangency
conditions are not completely characterized and it seems important
to investigate for a better understanding of their meaning.
~ -{"

We recall also that, in the same framework, the geodesics with

obstacle have been studied in [53] (existence and multiplicity).

1. Multiplicity of eigenvalues for the Laplace operator

with respect to an obstacle. The problem and the results pre-
sented in this section can be found in [18]. It is easy to see that the
Laplace operator can be replaced by any strictly elliptic, symmetric
operator of the second order with bounded coefficents.

Let 0, g, cp 1 , cp 2 , p be as in section 2 of chapter III. We shall also

consider the sets Kg and Sp introduced there.

Problem 1.1. We shall be concerned with the following sta-

 Semilinear variational inequalities. Chapter IV 811

tionary problem: find (u, >.) such that

u E Kg n SP , ,\ E R,
g(,u)(v- u) E 1 1 (!1) Vv in Kg,

(S.P.) fnDuD(v-u)dx+ fng(x,u)(v-u)dx+

+>.In u(v- u) dx?: 0 Vv in Kg

Theorem 1.2 (existence and multiplicity).

a) Let p > 0 be such that Kg n SP =/:. 0. Suppose assumptions
(g.l),(g.2),(N.T.) of (2.1) in Chapter III hold.
Then there exist u in V(!l) and ,\ in R which solve the
stationary problem (S.P.).
b) Suppose that the following symmmetry assumptions hold:
g(x,-s) = -g(x,s) \Is in R, \lx in !1,
'P2(x) = -cp1(x) = cp(x) \lx inn.

Let cp E W 1'2(0) and p E [0, fn cp 2 dx] and suppose that (2.1)

of chapter III hold.
Then there are infinitely many (u,>.) such that (u,>.) and
( -u, >.) solve (S.P.). Moreover the set of,\ 's is bounded above
and it infimum is equal to -oo.

To get a) of Theorem 1.2 it suffices to consider the minimum of

the funcional introduced in 2.4 and theorem 2.5, part c) in chapter
III.
For what concerns b), in [18] the following abstract theorem is
used, which we feel worth to point out.

Theorem 1.3 (of Lusternik-Schnirelman type). Let H be a

Hilbert space with norm 1111 and let h : H--> RU{ +oo} be a function.
Ifu,v E D(h) = {z E HI h(z) < +oo}, set
d*(u,v) = llv- ull + ih(v)- h(u)i
812 A. Marino

and denote by 1J(h)* the set 1J(h) with the metric d*.
We make the following assumptions.
a) his even: h(-u) = h(u) Vu in H;
b) h is bounded below;
c) {regularity of 1J(h)} for all u in 1J(h), lower critical point
for h, there exist a neighbourhood V of u in 1J( h)*, such that V
is contractible in 1J(h)*;
d) (Palais-Smale condition) if c E h(H) and if (Um)m is a se-
quence such that

h(um):::; c Vm a-h(um) =/:: 0 Vm,

lim llgrad-h(um)ll = 0,
m-+oo

then there exists a subsequence (um3 ); which converges in 1J(h)*

to a point u in 1J( h) with the property 0 E a- h( u);
e) for every u in 1J(h) there exists a unique strong evolution curve
for h t H \lf(u,t), defined on [O,+oo[, such that \l1 : 1J(h)* X
[0, +oo[-+ 1J(h)* is continuous.
Then h has at least k lower critical points, k being the Lusternik-
Schnirelman category of the metric space V(h)*, obtained from 1J(h)*
by identifying the antipodal points.
If finally k=+oo, then h has no maximum and

sup{h(v) I v E 1J(h),O E a-h(v)} = sup{h(v) I v E 1J(h)}.

Also for problem (S.P.) a question arises: is the non tangency

assumption (N.T.) really necessary, or how can it be weakened?
Another very interesting problem is the study of the lower criti-
cal points of the functional introduced in problem 2.7 of chapter III,
by means of the same ideas used in this section.

2. Bifurcation for elliptic variational inequalities. The

problem and the results reported in this section were presented in
[25].
 Semilinear variational inequalities. Chapter IV 813

Also in this section we shall consider an eigenvalue problem for

an elliptic variational inequality of the form:

(A,u) E R x K

(2.1)
k (Du D(v- u) + p(x,u)(v- u)) dx;:::

k
;::: A u(v- u) dx Vv E K.

More precisely, let 0 be a bounded open subset of Rn and let us

assume that
(Al) p : n X R --+ R is a Caratheodory function such that for almost
every X inn p(x, 0) = 0, {s 1-+ p(x, s)} is of class C 1 and there
exists c E R such that ID.p(x,s)l::; c inn X R;
(A.2) K is a convex subset of W~ 2 (0) of the form

where 'Pl : n --+ [-oo, 0] is an upper semicontinuous function

and r.p 2 : [0, +oo] is a lower semicontinuous one.

For a more general situation, including thin obstacles, we refer

the reader to [25].

Our aim is to study the pairs (A,u) satisfying (2.1). Because of

(A.1) and (A.2), for every A in R, the pair (A,O) verifies (2.1).

Definition 2.2. A real number A is said to be "of bifurcation"

for (2.1), if there exists a sequence ((Ah,uh)h of solutions of {2.1)
with uh -=f. 0 and

limAh = A,limuh = 0
h h

As in the well known case of equations ( see [9), [41], [48], [68)),
we want to compare the bifurcation values with the eigenvalues of
814 A.Marino

some "linearized"problem. To this aim, let us denote by Ko the

closure in w~' 2 (0) of the set

It is readily seen that K 0 is a closed convex cone. A reasonable

"linarization"of (2.1) is given by the problem

(>.,u) E R x Ko

(2.3) 1 (Du D(v- u) + D.p(x, O)u(v- u)) dx ~

~>.fnu(v-u)dx VvEK 0

Definition 2.4. A real number >. is said to be "an eigen-

value"of (2.3), if there exists a solution (>.,u) of (2.3) with u #- 0.

Theorem 2.5. Let ,\ be a real number. If,\ is of bifurcation

for (2.1), then,\ is an eigenvalue of (2.3).

In the case of equations ( r.p 1 = -oo, r.p 2 = +oo) also the converse
is true (see [41]). For variational inequalities only partial results are
known. We shall treat two particular situations in which Theorem
2.5 can be reversed.
The first one concerns the bifurcation from the first eigenvalue.
If r.p 1 takes only the values -oo, 0 and r.p 2 only the values 0, +oo, so
that K is a cone, the problem was already treated in [69].
For the fourth order case, describing the buckling of an elastic
plate, there are results in [33], again under the assumption that K is
a cone and in [57], [59], under the hypothesis that the obstacles 'Pl
and r.p 2 are supersolution and subsolution of a suitable operator. The
general case, with no further assumptions on r.p 1 and 1{!2, is treated
in [26].
 Semilinear variational inequalities. Chapter IV 815

Theorem 2.6. Let us assume that r.p 1 and r.p 2 are not both
identically zero. Then

is achieved, >.. is an eigenvalue of (2.3) (the first eigenvalue ) and >..

is of bifurcation for (2.1).
More precisely, there exist Po > 0, {>..p I 0 < p < Po} C R, {Up I
0 < p <Po} C K such that (>..p,up) satisfies (2.1), In
u 2 dx = p 2
and

lim up= 0 in L=(O) and in W~ 2 (0),

p-tO+

lim >..P lim -\ f (1Dupl 2 + D.p(x,O)u;)

= p-tO+ dx = >...
p-tO+ p Jn

In the second situation, concerning the case in which Ko is a

linear space, we can give a bifurcation result also for higher eigen-
values.

Theorem 2.7. Let us assume that

{X E f! I 'Pl (X) = 0} = {X E f! I 'P2 (X) = 0}.

Then every eigenvalue >.. of (2.3) is of bifurcation for (2.1). More
precisely, there exist p0 , >..P, and Up as in the contusion of Theorem
2.6.
The proof of the previous results is based on a variational tech-
nique. For this reason it is convenient to introduce the functionals:

_{In WDul + 2 P(x,u)) dx if u E K

f(u)- +oo if u E U(f!) \ K,

_ { ! In (1Dul 2 + D.p(x, O)u2 ) dx if uE Ko

fo(u)- +oo if u E 1 2 (0) \ Ko,

1
fp(u) = p2 f(pu) for p > O,u E 1 2 (0),
816 A.Marino

where P(x,s) = J;p(x,u) du.

Let us summarize the properties of the above functionals.

Proposition 2.8. Let SP = {u E L 2 (D) I J0 u 2 dx = p2 }.

Then the following facts hold:
a) u E Ko n S1 is a lower critical point for fo +Is, if and only if
for some >. E R the pair(>., u) satisfies {2.3};
b) for every b E R there exists Po > 0 such that for every u E
Ko n Sp with 0 < p < Po and f(u) ::; bp 2 we have that u is a
lower critical point for f + lsP if and only if for some >. E R the
pair (>.,u) satisfies (2.1};
c) for every sequence (ph)h in ]0, +oo[ converging to zero we have
fo = r- (12 (D)) -lim
h
fPh

{we refer the reader to [7}, [21} for the notion of variational
convergence).

Finally, let us point out some open questions on this topic.

A first problem could be to remove or to weaken the assumption
in theorem 2. 7).
A second one could concern the study on the possible eigenvalues
of (2.3). For studies in this direction see [42], [43], [44], [58], [67],
[80].

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Dipartimento di Matematica
UniversitB. di Pisa
Via Buonarroti, 2
I-56127 PISA
SOME REMARKS ON THE DEPENDENC E DOMAIN
FOR WEAKLY HYPERBOLIC EQUATIONS
WITH CONSTANT MULTIPLICI TY

SIGERU MIZOHATA

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction. We are concerned with the Cauchy problem

for the following weakly hyperbolic operator with constant multiplic-
ity:

P(x,t;Dz,Dt)u( x,t) = f(x,t), (x,t) ERn X [ta,T],

(1.1)
atult=to = Uj(x) (0 ~ j ~ m- 1), to E [0, T],

where Dz = i- 1 8j8x, Dt = i- 1 8j8t. Hereafter we write D instead

of Dz. We denote~= Rn X [O,T].
The principal symbol of P has the form

IT (r- ,\(x, t;~))m;,

k

(1.2)
j=l

where Aj are real and distinct.

In order to consider the well-posedness in the space coo or
Gevrey class ')'( ) ( s > 1), we proposed to use a fine factorization
824 S.Mizohata

of operators, because it gives us a clear image to the well-posedness.

A fine factorization means the factorization in the following form:

(1.3) P = Pk o Pk_ 1 o ... o P 1 + R,

where the principal symbol of Pj is (T - Aj )m;. More precisely

m-1
R(x, t; D, Dt) = L rj(x, t; D)D{ , order ri(x, t; ~) :<::: -(m- 1).
j=O

For simplicity, we assume that all the coefficients of P are c=

and with all their derivatives are bounded in 0. Under the form
(1.3) and (1.4), we state
(I) Levi condition (C= well-posedness).

(L) order a;,i :<::: 0, for 1 :<::: i :<::: mi, 1 :<::: j :<::: k.

(2) Wellposed Gevrey index s.

1
-?.
s
p'
(1.5)
where p = max Pi , Pi
1-::;j.::;k
= 1-::;i:::;m;
max order a;i / i .

Let us notice that, in the above factorization, the number Pi is

invariant with respect to the order of factorization. Let us explain
the above facts more precisely. We follow fairly classical definition.
Definition. We say that the Cauchy problem ( 1.1) is c= well-
posed, with initial data at t =to, if for any f(x,t) E c=([to,T] X
Rn), and any initial dataui(x) E c=, there exists a unique solution
u(x,t) E c=([to,T] X Rn). Further we say that (1.1) is uniformly
coo wellposed in 0, when the above problem is wellposed for any
toE [O,T].

The above definition is extended to the case of Gevrey classes,

replacing the above conditions by f(x, t) E C 0 ([t 0 ,T];/~l), ui(x) E
 Dependence domain for weakly hyperbolic equations 825

~~l, and u(x,t) E Cm([O,T];'Y~)) respectively, and we call (1.1)

~~)-wellposed and uniformly ~~)-wellposed respectively. Now we
can state
Theorem 1.1. In order that the Cauchy problem (1.1) be uni-
formly coowellposed in 0, it is necessary and sufficient that P sat-
isfies the Levi condition.
Theorem 1.2. In order that the Cauchy problem in Gevrey
class /() be uniformly wellposed in 0, it is necessary that s satisfies
1/ s > p.
Theorem 1.3. If 1/ s > p, there exists a unique solution
u( x, t) for t E [to, T]. If 1/ s = p, there exists only a local solution of
(1.1).
These theorems are new formulations obtained hitherto. We
gave already their brief direct proofs ([12],[10]). Let us explain about
the assumptions in Gevrey class. f(x) E ~~)means that

sup ja'"f(x)l ~ Ma:!clai, Va: 2': 0, (3M, 3C > 0).

"'ER"

In Theorems 1.2 and 1.3, we assume that the coefficients of P

satisfy the following type condition: t--+ a(x,t) E ~~l, t E [O,T], is
continuous, with all its derivatives in t. Let us notice that we do not
assume the Gevrey property in t. Incidentally, if we do not assume
the Gevrey property of the coefficients in t of P, we cannot get the
perfect factorization in Gevrey class. On the other hand, in order to
obtain the standard result on the propagation of the wave front set
WF. in Gevrey class (see for instance [11]), it seems to the author,
we need to require the Gevrey property of the coefficients in ( x, t).
To illustrate the advantage of the above formulation, we explain
the sufficient part of Theorem 1.1. For simplicity we assume

Setting (Dt- At)iu = Uj (0 ::; j ~ m 1 - 1), P1 u = um,,

(Dt- A2)iP1u = um,+i (0 ::; j ~ m2- 1), and denoting U
t ( uo, u1, ... , Um-1), we get the (equivalent) system of Pu = f:

BtU= iHU + B 0 (x, t; D)U + F,

826 S.Mizohata

where
1) His a diagonal matrix whose diagonal entries are Ai(x,t;D),
2) B 0 (x, t; ) E S 0 , by Levi condition,
3) F = t(o, o, ... , o, f).
This shows that the problem is reduced essentially to consider
the elementary hyperbolic operator

OtU = i.\(x, t; D)u + bo(x, t; D)u + f with bo E S 0

We must give some comments on the development of this sub-

ject. Since we explained it in coo case in [13], we explain chiefly
the case of Gevrey class. The systematic treatment of the Cauchy
problem in Gevrey class began with Y.Ohya [14], and this was im-
mediately extended by Leray-Ohya [8]. Let us notice that this latter
gave precious subjects on (formally) hyperbolic operators with con-
stant multiplicity. Leray-Ohya started from the following form:
(1.6)
P = q1(x, t;D.,,Dtt' ... qt(x, t; D.,, Dt)vt + Qm-l(x,t; D.,, Dt) =
= Pd(x, t; D.,, Dt) + Qm-b
where q; are all strictly hyperbolic differential operators, and Qm-1
is also differential operator of order ::; m - 1. Here the suffix d of Pd
signifies that Pd is a differential operator. S.Matsuura [9] proved that
we can assume this always. J-C. De Paris has shown a kind of factor-
ization by differential polynmnials and defined "bien decomposable"
operators which are known to be equivalent to satisfying Levi con-
dition (see [1]). H.Komatsu [4], analyzing the above works, showed
a general factorization theorem, defined the notion of irregularity
through this factorization. See also [5]. On the other hand V.Ya.Ivrii
has shown essentially the same results [3], and Theorems 1.2 and 1.3
have been obtained there. Both Komatsu and Ivrii, they make full
use of De Paris decomposition.
Here we want to show the existence of a finite dependence do-
main. More precisely, we show that the dependence domain for P
is contained in the emission for Pd, provided that we assume Levi
condition (C 00 case) or the index condition stated in Theorem 1.2
(Gevrey case). Recall that the emission with apex (x 0 , t 0 ) is de-
fined as the closure of all the time-like paths for Pd passing through
(xo, to). Notice that for Pd itself the property stated above is true.
Concerning it, see [16].
 Dependence domain for weakly hyperbolic equations 827

As in [8], [3], [4], we take Pd as principal part, and we show that

(1.1) is solved by the process of fairly simple successive approxima-
tions. Therefore our argument consists in essence of making bridge
between the two decompositions (1.3) and (1.6). Let us notice that
incoo case this fact is shown fairly easily by following the argument
which we shall show. Therefore we explain mainly the above fact in
Gevrey case. Our result is not new. The purpose of this article is
to show how to derive the existence of a finite dependence domain,
starting from our formulation of well-posedness.

2. Preliminary. As Leray-Ohya [8], we take the expression of

P as the starting point.
(2.1)
P = q1 (x, t; D.,, Dtt' ... qt(x, t; D.,, Dt)"t + Qm-1 (x, t; D,, Dt),
where each qJ(x,t;,r) is a strictly hyperbolic differential polyno-
mial, and its principal symbol has the form
k;

qi = IT(r->.J,i(x,t;)), AJ,i =/= Aj,i' for i =/= i'.

i=1

Set

(2.2)
Let

Pu = f E C 0 ([0, T]; 'Yi)),

(2.3) supp[f(.,t)] C Ko (some compact set)
ofu(x,O)=O, O$j$m-l.

Since P = Pd + Q m- 1 , defining u 1 , u2, ... successively,

Pd(u1) = f,Pd(u2) = -Qm-l(ul), ,

(2.4)
Pd(up) = -Qm-1(up_I), ..

with o[u(x,O) = 0 (0 $ j $ m -1) for all uP, we want to show that

the formal series

(2.5) u(x,t) = u1 (x,t) + ... + up(x,t) + ...

828 S.Mizohata

converges in the topology of "(~), with the derivatives in t up to order

m - 1. This is enough to show that the dependence, therefore the
influence domain has the same property as in coo case. Let us notice
that the index s is restricted to 1/ s > p. For this purpose, we must
know the structure of Qm_ 1. The lemmas of next section show
Proposition 2.1. We can express Pd and Qm-1 in the form
(i) pd = IIm + LjJI<m bJITJ with bJ(x, t; ~) E 5 n "(~)'
(ii) Qm-1 = "'
L...IJI<m CJ II J with CJ ( x, tC)
, <, E S(m-IJIJpn "(ro()

Let us explain the notations. Let a

= Dt - >-.( x, t; D). We
denote 81,82, ... ,0m 1 when),= >-.1, and Om 1 +1,8m,+2,8m,+m 2
when ), = >-. 2 and so on. Under this convention, denote

Let J = (j1,j2, ... ,jk) with J C {1, 2, ... , m}. We denote

IT1 = Oj1 Oj, ... Ojk Ill = k. For convenience, we denote Ilo = I
(identity).
Finally we call IIJ with j 1 < j 2 < ... < jk and k :::; m - 1
(including II 0 ) standard basis. As Lemma 2 of next section shows,
we can assume that, in Proposition 2.1, all II1 appearing there are
standard basis.
Remark. It begins with A.Lax [7] to consider modules
spanned by ITJ. This method was extended by M.Yamaguti [15].
A fairly detailed account of IT1 is also given in H.Kumano-go [6].

3. Some lemmas on the basis. The arguments in this sec-

tion are fairly known. They can be carried out micro-locally. How-
ever, in view of our purpose, we consider the global version. Although
we don't write explicitly, if we are concerned with the Gevrey sym-
bols, all symbols belong to 'Y~).
We often write 8; in the form T - .\;(x,t;~), >-.;being homoge-
neous of degree 1 in~- Moreover, we assume that, among >-.;,either
>.;(x,t;~) = >.i(x,t;~), or

(3.1) 1>-.;(x,t;~)- >.i(x,t;OI ~ 61~1, (36 > 0).

 Dependence domain for weakly hyperbolic equations 829

For convenience, we write

(3.2)

We treat here only the symbols of class Sf0 For simplicity we write
itsm. Remark that, in this section, we' need not to assume that
.X; are real. It would be better to consider that .X; are not directly
related with those in the previous sections.
Let a( x, t; ) and b( x, t; ) be two symbols. We consider two
products,
a(x,t;)b(x,t;), a(x,t;) ob(x,t;).
The former stands for the scalar product, and the latter stands for
the operator product. So that

Lemma 1. Let a( x, t; ) be any symbol of class S 1 . Then

a(x, t; D) is spanned by 8;, 81 (.X; =f. >.J), and I with coefficients
in S 0 . In particular,

[8;, 81] = a(x, t; D)8; + b(x, t; D)8J + c(x, t; D),

where a, b, c E S 0
PROOF. Assume .X; =f. AJ Let [8;,8j] = a(x,t;) E S 1 . Now

a(x,t;) = >.;: >.i (.X;- .Xi~= a(x,t;)(>.;- >.J),

with a E S 0 Hence, ii = a(x,t;) o (.X;- >.1) + c, with c E S 0
Definition of Mp. Let us denote by Mp (p ~ 0), the module
spanned by the basisiiJ (J C {1,2, ... ,m}, IJI < m) with coeffi-
cients in SP. More explicitly, N E Mp means that

N = L aJ(x,t;D)IIJ, with aJ(x,t;) ESP.

IJI:s;m-1
830 S.Mizohata

Lemma 2. Let a( :c, t; ~) E SP, then

ITma(:c,t;D)- a(:c,t;D)ITm E Mp.

PROOF. Induction on m. Form= 1, (Dt-A)oa-ao(Dt-A) =

Dta- (-\ o a- a o -\) E SP. Now for general m (2: 2},

ITma = 81(~ ... 8m)a = 81a(82 ... 8m) + 81[~ . .. 8m,a] =

= aiTm + [81,a](82 ... 8m) + 81[82 .. . 8m,a],

so we can apply the induction.

Lemma 3. Let IT~= 8j,8;. ... 8;_, where (j1 ,ja, ... ,jm) is
a permutation of (1, 2, ... , m). Then

PROOF. Induction on m. It will be enough to see that, in the

case IT~= ~83 ... 8m81

IT~= 82 [8m,8I] + 82 [8m-1,81]8m+

+ 82 [8m-2J 81]8m-18m + + [82, 81]83 8m + Tim

By applying Lemmas 1 and 2, we apply the hypothesis of the

induction.
The following three lemmas are concerned with the relations be-
tween scalar products of symbols and operator products of symbols.
m
Lemma 4. Let ITm = T1;= 1 (r- -X;) (scalar product}, where
o

Ai =f. -\; (i =f. j). Let a( :c, t; ~) E SP (p 2: 0), it holds

'""'Jo
(3.3)
o
aiTm = a o Tim
o
+ L....J a o ITJ ,
IJI<m

where aJ(:c,t;~) ESP, and J C {1,2, ... ,m}, and ITo= I.

 Dependence domain for weakly hyperbolic equations 831

PROOF. The case m = 1 is evident. We prove this by induction

on m. For this purpose, let
m
(3.4) ITm=7m+'Eb;(x,t;~)7m-i, bjESi.
j=1

Hence

Denote a 0 b; - abj = Cj(x, t; ~) (E si-l+P). On the other hand, by

Lagrange,

m
Cj7m-j = 'L:bjk(7- ,\I) ... (7 -::::}.k) ... (7- Am),
k=l

where bik E SP. By applying the hypothesis of induction, we arrive

at the conclusion.
Lemma 5. Let ,\ 1 , ,\ 2 , .. , Am be distinct, then
0

11m- 11m E Mo.

PROOF. In the case m = 2, the left hand side is written in the

form of symbols,

Denoting this symbol by a1 ( x, t; ~) E S\ and applying Lemma 1, we

see the conclusion. In general m, we use the argument by induction
onm.

11m= 11m-1 o (7- ,\m) = (llm-1 + N) o (7- ,\m), where N E Mo.

It suffices to show that

0 0
11m-1 0 (7- Am)- 11m E Mo.
832 S.Mizohata

Using (3.4) replaced there m by m -1, the left hand side is expressed
in the form
m-1 m-1
L bjTm-1-j 0 ( T- Am) - L bjTm-1-j (T- Am)
j=O j=O

m-1 m-1
-- - '""(b
~ j \
0 Am- \ ) T m-1-j
bjAm - '""b
~ j 0 [T m-1-j , Am
\ J.
j=O j=O
This expression has the form :
m-1
L cj{x,t;)Tm-l-i, Cj E Si.
j=O
By using Lagrange's formula, this can be written

dt(x,t;)(T->.!)(T-A2) ... (T-:::).k) ... (T-Am), dtES 0 .

Now each term has the form aiTm-l with a E S 0 Thus after applying
to it Lemma 4, we apply to this final form the induction on m.
We can extend Lemma 5 to a more general case. Let Ih, ... , ITt
satisfy the assumption of Lemma 5. Let

IT;= (T- Ai,l) ... (T- Ai,nJ

For each i, we associate the basis of the form ITJ, ( J; C {1, 2, ... n;}).
Let us consider the basis of the form IlJ, o IlJ2 o ... o IlJt, where
IJI = IJ1I + ... + lhl < n1 +n2 + ... +nt (= m). We denote by Mo
the module spanned by these basis with coefficients in S 0 Then
Lemma 6. Let rr;, = Il 1 o Il 2 o ... o ITt. Then

ITl 0 IT2 0 .. 0 ITt - rr;, E Mo.

PROOF. We prove this by induction on f. The case l = 1 is
Lemma 5. In the case l = 2, since Ilj- ITj = Nj E M~j) (j = 1, 2)
(Lemma 5),

Il1 o Il2 - IT 1 o IT2 = N1 o Il2 + Il1 o N2 - N1 o N2.

 Dependence domain for weakly hyperbolic equations 833

In view of Lemma 2, we see the claim. Now, for general .e,

0 0

Ill 0 .. 0 lit - Ill 0 . 0 lit =

= rr1 o (rr2 o ... o rrt - i'12 o ... o rrt)+
+ (rrl- rh) o (rr2 o ... o rrt),
which shows that we can argue by induction and apply Lemma 2.
This completes the proof.
Proof of Proposition 2.1.
Proof of (i). Remark that, according to our notation, an opera:
tor of homogeneous degree m of the form Df'+ 2:}: 1 aj(x, t; D)D';- 3
is expressed by f1}: 1(T- Aj(x,~;~)) (>.j being the characteristic
roots), and we expressed it by 11m in Lemma 6. Thus Lemma 6
claims that

pd- rr;, = L bJIIJ' with bJ E 5.

IJI<m

By applying Lemma 3 torr;,, we get (i).

Proof of (ii}. Recall that Qm-1 = P- Pd. We prove that P
can be expressed in the form

(3.5) P = 11m+ L aJ( x, t; D)IIJ , with aJ E S(rn-IJI)p n ~~).

IJI<=

This is enough to prove (ii), taking account of (i).

First, the factorization (1.3) can be expressed in the form

(3.6)
P = rr;, + L(a;,,k(x, t;D)a~) ... ( a;;,ian ... ( a;,,18n + R,
where the sum is extended over (i 1, ... , ik) satisfying i1 + ... + ik ::;
m- 1. Recall that a;; ,i E S(m;-i; )p n ~~). By applying repeatedly
Lemma 2, we see that each term in the sum is expressed in the form

L CJ (x, t; D)IIJ ' where CJ (x, t; ~) E s(m-IJI)p n ~~).

IJI<m
834 S.Mizohata

Finally we show that

m-1

(3.7) R= L ri(x, t; D)Df E M 0

i=O

Let IIj = OjOj-1 .. . Bt (1:::; j:::; m -1). We see easily, by induction

on j, that for 1 :::; j :::; m- 1,

j
(3.8) Df=IIi+Ld{(x,t;D)Df-k, withd{(x,t;E)ESknl'~l.
k=l

In fact IIi = D[ + ~{= 1 bi(x, t; D)D{-k with b{ E Sk. Recalling

that rj(x, t; E) E s-(m- 1 ) nl'~)' we verify (3.7). Finally, by applying
Lemma 3 to II~, (3.6) and (3.7) show (3.5).

4. Influence domain. As we mentioned in Section 2, we can

assume that IIJ appearing in Proposition 2.1 are all standard basis.
First, let us explain, by introducing the new unknown functions UJ =
IIJu ([J[ < m), that the relation

(4.1)

can be expressed by a fairly simple first order system of pseudodif-

ferential equations concerning them.
The conclusion is the following. Let
(4.2)
UJ = (A)(m- 1 -IJI)PuJ ( = (A)(m- 1 -IJI)PIIJu) , ([J[ < m),

where (A)u(E) = (1 + [E[ 2 ) 112 u(E). Set

Proposition 4.1. The relation (4.1) is expressed in the fol-

lowing matrix form:

(4.3) BtU= iH(x, t; D)U + Bp(x, t; D)U + F,

where
 Dependence domain for weakly hyperbolic equationa 835

i) H (x, t; D) is a diagonal matrix, whose diagonal entry is one of

>.i(x, t; D),
ii) Let Bp(x, t; D) = (bij(x, t; D)) 1 <i "<N' then bij(x, t; ~) E
- ,J_
SP n ,<l
" '
iii) Let F = t(ft, ... , IN), then either /i = I or /i = 0.
Corollary.

(4.4)
can be expressed by

where Qp = (%(x,t;D)) 1 ::s;i,j::s;N satisfies %(x,t;~) E SPn~~l.

Proof of proposition 4.1. For J with IJI = m- 1, there
exists a unique j such that {j,J} = {1,2, ... ,m}. Hereafter we
change the suffix of Aj. We denote Oj = 7 - Aj (1 ~ j ~ m). After
this convention,

with NJ E M 0 (see the definition of Mp in section 3). Hence Propo-

sition 2.1 implies

(4.6) OjUJ = Pdu- L bJilJu + NJu = L b~uJ +I,

IJI<m IJI<m

where b~(x,t;~) E S 0 n,~l.

Next, for J with IJI ~ m- 2, we denote by j the least integer
in the complement of J = (j1 , ... , jk) (k ~ m- 2). Let J' be the
sequence of j, j 1 , ... , jk arranged in increasing order (thus IIJ' is a
standard basis). Then denoting (j,j1 , ... ,jk) by J, we obtain

where, by Lemma 3, NJ belongs to the module M 0 , spanned by IIJ''

with J" C J', IJ"I < IJ'I = IJI + 1. This implies, by applying
(A}(m-l-IJI)p on left, that

(4.7) 8iuJ = bt(x,t;D)uJ + (A}PuJ' + L b~,(x,t;D)uJ'',

J"cJ'
836 S.Mizohata

where b~ (x, t; ~), b~, (x, t; ~) E S 0 n ,il. In fact,

and (A)(m- 1 -IJI)pUJ' = (A)PuJ, moreover (A)(m- 1 -IJIJpNJ is ex-

pressed in the form

L (A)(m- 1 -IJI)paJ"IIJ" ' with aJ" E S 0 n ,il'

J"CJ'
and IJ"I:::; IJI. (4.6) and (4.7) prove Proposition.
Proof of Corollary. This is derived from Proposition 2.1,
(ii).
In order to obtain fairly precise Gevrey estimates of U and Up
of (4.3) and (4.4), we use the following two basic propositions.
First, we are concerned with the solution u of

(4.8) { (8t- i>.(x,t;D))u(x,t) = f(x,t),

u(x,O) = 0,
where we assume that >.(x, t; ~)is homogeneous of degree 1 in~. and
real-valued. Putting >.(x, t; ~)/1~1 = >. 0 (x, t; ~), we can assume (in
view of the uniform Gevrey property of x of>.),

liB; >.o(x, t; D)ILcCP;Pl :::;

(4.9)
:::; c(>.o)(lai-1)!"CJ" 1- 1 , for alllal 2:: 1.

The energy inequality for (4.8) has the form

d
dt llu(., t)ll :S 'Yollu(., t)ll + llf(., t)ll

Then we put

(4.10) K 0 (t) = e"~t, K(t) = (1 + {t)e"~t,

where 1 = c(>.o) max(n 2 , 2nn). Denote

fm(t) = L IIB;J(.,t)ll' um(t) = L ua;u(.,t)ll = llullm

lal=m
 Dependence domain for weakly hyperbolic equations 837

Proposition 4.2 Assume in (4.8}

m = 0,1,2, ...
then
ti+l
um.(t)::; 2AtKo(t)(CK(t))=+k(m+k)!-(.--)1 , m = 0,1,2, ...
J+1.
where k (:2: 0) is any real number, and j :2: 0 is an integer, and
C :2: 4Co, C > 1. (Note that Co appears in (4.9)).
The proof is elementary, but tedious. It is given in [11]. We
must use another proposition, whose proof is also given in [11].
Proposition 4.3. Let a(x, ~) E sg,0 , 0 < p < 1. More pre-
cisely

Assume
L [[8av[[ ::; M(m + k)!cm , m = 0,1,2, ...
!a!=m
Then
L [[8a(a(x,D)v)[[::; KaM(m+k+p)!cm+p, m = 0,1,2, ...
!al=m
k being a non-negative number, and Ka is a positive constant, de-
pending only on a, and C > 4C0 , C :2: 1.
We apply the above two propositions to ( 4.3) and ( 4.5). First,
Proposition 4.2 implies the following estimates. For the solution U
of
(4.11) (8t- iH)U = F , Ujt=o = 0 ,
the estimate for F

{
~
[JF(t)[[m::; AtKo(t)(CK(t))m+k(m + k)!~, Vm
J
(4.12) implies
ti+l
IIU(t)[[m::; 2AtKo(t)(CK(t))m+k(m + k)!-(.-)I' Vm
J+1.
838 S.Mizohata

Next, Proposition 4.3 gives:

IIUIIm :S:: MCm+k(m+ kW, 0 < P < 1,

implies
(413 ) IIBpUIIm::::; CBMcm+k+P(m + k + p)!' ,

IIQpUIIm :S:: CQMCm+k+P(m + k + p)l'.

Now we consider U1 corresponding to u 1 in (2.4) and (4.3) (re-

placed U by U1 ). In order to estimate U1 , we solve (4.3) by successive
approximations,

u1 = U1,1 + U1,2 + ... + ul,j + ...

where

(8t- iH)(U1,1) = F , (8t- iH)(U1,2) = Bp(U1,1) , ...

.. . (Ot - iH)(Ul,i) = Bp(Ul,j-l) , ... , Ul,i lt=o = 0
We apply here (4.12) and (4.13) alternately. First assume that F(t)
satisfies (4.12) with j = k = 0. Then

Applying (4.13),

IIBp{Ul,t)llm :S:: 2AtCBKo(t)(CK(t))m+P(m + p)!"t.

Applying (4.12), we get

We repeat this argument, which implies

IIU1,j(t)llm :S:: 2At(2CB)i-l Ko(t)x

(4.14) . ti
x (CK(t))m+(J-l)P(m + (j -1)p)!"-:r
J.
 Dependence domain for weakly hyperbolic et[Uations 839

Next we consider the estimate of U2 :

in the form
U2 = U2,1 + U2,2 + ... + U2,; + ... ,
where U2,j is the solution of
(8t -iH- Bp)(U2,;) = Qp(Ut,;) (j = 1,2,3, ... ),
u2,; lt=o = o .
In view of (4.14),
. . ti
I!Qp(Ut,;)llm ~ 2At(2CB)1 - 1 CQKo(t)(CK(t))m+JP(m +iPW-:-;
J
We repeat the same argument as above taking Qp(U1 ,;) as a starting
point. Then
00

!!U2,;!Im <t: 2At(2CQ) }:)2CB)i+k-2Ko(t)x

k=l
. i+k
(CK(t))m+(J+k- 2 )P(m + (j + k- 2)p)' 8 -t_ _
. (j + k)! .
X

Hence
00 00

IIU21im <t: 2At(2CQ) L L(2CB)i+k- 2 Ko(t)x

j=l k=l
. i+k
X (CK(t))m+(J+k-l)P(m + (j + k- l)pW (jt + k)!

Now for general Up (corresponding to Up in (2.4)):

(4.16) (8t- iH- Bp)(Up) = Qp(Up-1)' UPit=O = 0'

we obtain

(4.17) x (CK(t))m+(j,+ ... Hp-l)P(m + (j1 + ... + jp -1)pWx

tit+ ... +jp
840 S.Mizohata

where the sum is taken over (j1 , . , jp) satisfying j; 2': 1. This
estimate can be verified by induction on p.
Finally for U = U1 + U2 + ... +UP+ ... , we get (slightly rough
estimate)
(4.18)
00

Let us estimate the coefficient of ti fj! in the above right hand side.
This is estimated by

where

One sees easily that c(j) :::; 2i. In fact,

This implies

Using the majoration (m + jp)!:::; 2m2Pm!(pj)!, we reached the fol-

lowing desired result.
Let U = U1 + Uz + ... + UP + ...
Then, form= 0, 1, 2, .. .

(4.19) !IU(t)ll= <{:: AfKo(t)(CK(t))mm!"it>(t) ,

where
it>(t) = f C'i(CK(t))iP(pj)!"~
j=l 1
,

C' = 24+"PCsCq
 Dependence domain for weakly hyperbolic equations 841

(depending only on the operator P). In a form of theorem,

Theorem 4.1. The formal series (2.5) defined by (2.4) con-
verges uniformly (in t) in 'Y~), including the derivatives in t up to
order m- 1. Hence, the influence, and dependence domains are the
same as in the coo case.
Remark. (4.19) shows that <r>(t) < oo if t (> 0) is small when
sp = 1. Its radius of convergence depends on C defined by f(x, t).

References

[1] J .Chazarain, Operateurs hyperboliques acaracteristiques de

multiplicite constante, Ann. Inst. Fourier 24 (197 4),175-202.
[2] J-C.De Paris, Probleme de Cauchy oscillatoire pour un operateur
differentiel a caracteristique multiples: Lien avec l'hyperbolicite,
J. Math. Pure Appl. 51 (1972), 231-256.
[3] V.Ya.Ivrii, Conditions for correctness in Gevrey classes of the
Cauchy problem for weakly hyperbolic equations, Siberian J. of
Math. 17 (1976), 422-435.
[4] H.Komatsu, Linear hyperbolic equations with Gevrey coeffi-
cients, J. Math. Pure Appl. 59 (1980), 145-185.
[5] H.Komatsu, Irregularity of hyperbolic operators, Proc. Tanigu-
chi Symposium on Hyperbolic Equations and Related Topics
(1984), 193-233.
[6] H.Kumano-go, Pseudo-differential operators, MIT Press, Cam-
bridge 1981.
[7] A.Lax, On Cauchy's problem for partial differential equations
with multiple characteristics, Comm. Pure Appl. Math. 9
(1956), 135-169.
[8] J.Leray, Y.Ohya, Systemes lineaires, hyperboliques nonstricts,
Deuxieme Colloque sur l'Analyse Fonctionnelle a Liege, 1964.
[9] S.Matsuura, On non strict hyperbolicity, Proc. Funct. Anal.
Related Topics, 1969, Univ. Tokyo Press, 171-176.
[10] S.Mizohata, Sur l'indice de Gevrey, Seminaire sur propaga-
tion des singularites et operateurs differentiels (J.Vaillant), Her-
mann, 1985.
[11] S.Mizohata, On the Cauchy problem, Academic Press and Sci-
ence Press, Beijing 1986.
842 S.Mizohata

[12] S.Mizohata, On the Cauchy problem for hyperbolic equations and

related problems {micro-local energy method), Proc. Taniguchi
Symposium on Hyperbolic Equations and Related Topics
(1984), 193-233.
[13] S.Mizohata, On weakly hyperbolic equations with constant mul-
tiplicities, Patterns and Waves, 1-10, Studies in Math. and its
Appl. 18 (1986}, Kinokuniya/North-Holland.
[14] Y.Ohya, Le probleme de Cauchy pour les equations hyperboliques
a caracteristique multiple, J. Math. Soc. Japan 16 (1964), 268-
286.
[15] M.Yamaguti, Le probleme de Cauchy et les operateurs
d'integrale singuliere, Mem. College Sci. Univ. Kyoto, Ser. A
32 (1959), 121-151.
[16] J.Leray, Hyperbolic differential equations, Princeton Lecture
Note, 1954.

Department of Mathematics
Faculty of Science
Kyoto University
KYOTO 606
 MONOTON ICITY OF THE ENERGY FOR
ENTIRE SOLUTION S OF
SEMILINE AR ELLIPTIC EQUATION S

LUCIANO MODICA

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introductio n and statements of the results. In the

mathematica l theory of phase transitions in Van der Waals fluids
(see, for instance, Alikakos & Bates [AB], Caginalp [CA], Gurtin
[GU], Hagan & Serrin [HS], Modica [M03]) the following problem
arises: to study the asymptotic behaviour as E --> 0+ of solutions to
the semilinear elliptic equations

(1) -E2 ~u(x) + f(u(x)) = 0 (x E f!)

on an open subset f! of Rn. The model case is f(u) = u 3 - u.

Equation (1) is the Euler-Lagrange equation for the functional

(2)

where F' f. A natural assumption on F within the gradient

theory of phase transitions is that F ~ 0 and F(t) = 0 only for
844 L.Modica

discrete values of t. The model case f (u) = u 3 - u corresponds to

:l
F( u) = (1 - u 2 ) 2 .Such general assumption on F turns out to be
relevant even in other fields in which equation (1) arises, for instance
in nuclear physics where (1) is considered with f(u) = sinu and
F(u) = 1 =f cosu.
By letting v(x) = u(Ex), equation (1) transforms into

(3) -Llv + f(v) =0

on the open set c 1 fl, which becomes larger and larger as E --+ 0+.
Then it seems natural to consider an entire solution v (i.e. defined
on the whole of Rn) and to restate our problem as follows: to study
the asymptotic behaviour as E --+ 0+ of v(x/E), or equivalently of
vr(x) = v(rx) as r--+ +oo.
Existence, uniqueness, radial symmetry of strictly positive en-
tire solutions of (3) going to zero at infinity (called ground states)
have been recently studied in a series of very important papers by
Atkinson & Peletier [AP], Berestycki & Lions [BL], Berestycki, Lions
& Peletier [BLP], Coffman [CO], Gidas, Ni & Nirenberg [GNN1],
[GNN2], McLeod & Serrin [MLS], Peletier & Serrin [PS1], [PS2],
Strauss [STR].
The point of the present note is that we do not necessarily as-
sume vr( x) --+ 0+ as r --+ +oo, as for the ground state solutions.
To our aims a two-phases behaviour at infinity, like for instance that
one of the solution

of the equation -Llv +sin v = 0, must of course be allowed.

The main result we shall prove is the following.

1.1. Theorem. Let F be a real function of class C 2 and u be

a solution of class C 3 of the equation - ilu + F' (u) = 0 on the whole
space R n. IfF( t) ~ 0 for every t E R and u is uniformly bounded
on Rn, then the function

is a non-decreasing function of r > 0.

 Entire solutions of aemilinear elliptic equation 845

Remark that, by taking in the previous result r a/E (a >

0, E > 0), u,(x) = u(Ex), and by recalling (2), we easily obtain that

hence the energy, associated with u, is monotone increasing as E l 0

on any ball Ba and there exists the limit of,( u,; Ba) as E--+ 0+. In
a slightly different context, we have recently analyzed the geomet-
rical and thermodynamical interpretation of this limit: see Modica
[M03], [M04], Luckhaus & Modica [LM]. General results about the
r-convergence of the functionals ., all starting from a conjecture
of De Giorgi (cf. [DGF]), are given in Modica & Mortola [MMl],
[MM2], Modica [MOl], Sternberg [ST], Baldo [BA], Ambrosio [AM].
The following non-existence result of ground states can be de-
duced by Theorem 1.1.

1.2. Corollary. Let F and u be as in Theorem 1.1. Assume

in addition that FE C 3 (R), F(O) = 0, F"(O) > 0, and

lim u(x) = 0.
lzl->+oo

Then we have u = 0.
Note that this result does not contradict the existence theorems
for strictly positive ground states quoted above, because in those
theorems there is the assumption that F( u) < 0 for large values of
u.
Finally, I want to mention that Theorem 1.1 is the crucial point
for giving the proof of a rather general, positive answer to another
interesting conjecture raised by De Giorgi [DG] in 1978, concerning
the geometry of the level sets of bounded entire solutions of (3)
(Modica [M05]; cf. Modica & Mortola [MM3] for a positive answer
in a particular case).
I am very glad to dedicate this paper to Ennio De Giorgi for his
sixtieth birthday.
846 L.Modica

2. Proof of the results.

Proof of Theorem 1.1. We begin the proof by recalling the
following pointwise gradient estimate.
2.1. Lemma (Modica [M02]). Let F and u be as in Theorem
1.1. Then

The other tool in the proof of Theorem 1.1 is the well-known

Pohozaev identity (cf. Pohozaev [PO], Berestycki & Lions [BL], Es-
teban & Lions [EL]), whose we give here an alternative proof in the
following lemma.
2.2. Lemma (Pohozaev identity). Let u E C 2 (Rn) be a so-
lution on the whole of Rn of the equation -~u + f(u) = 0, with
f E C 0 (R). Denote by F a primitive function of f. Let A be any
n,
ball in R centered at the origin. Then, for every r > 0,

L. ((n- 2)1Vul 2 + 2n F(u))dx =

(4) =r faA. (1Vui 2 +2F(u))dHn-1+

-2 r (Y'uvr)(Y'ux)drln-1
laA.
where Ar = {x ERn: xjr E A}, Hn-1 denotes the Hausdorff (n-
I)-dimensional measure, and vr(x) denotes the outer unit-normal
vector in x E 8Ar.
Proof of Lemma 2.2. Consider

L. (1Vul +
Then
'!f;'(r) =- nr-n-l 2 2F(u))dx+

+ T-n faA. (1Vul 2 + 2F(u))dHn-1

 Entire solutions of semilinear elliptic equations 847

On the other hand, the equality

yields, after an integration by parts,

1/;'(r) =
=2 i [( Y'(Y'u)(ry)Y'u(ry)) y + f(u(ry))'Vu(ry) y] dy

=2r-n- 1 l. [(v('Vu)V'u) x+llu('Vux)]dx

= 2r-n- 1 [ - 1 A,
IY'ui 2 dx + r
laA.
('Vu. Vr )('Vu. X )d'Hn-1].

By equating the two formulae for 1/;'(r), the identity (4) follows.
Let us return to the proof of Theorem 1.1. By choosing A equal
to the unit ball Bin Rn so that x = rvr(x) on 8Br, and by using
the Pohozaev identity (4) and Lemma 2.1, we obtain that

2'(r) = -(n -1)r-n ( (i'Vul 2 + 2F(u))dx+

JB,
+ r-n+ 1 1 8B,
(IY'ul 2 + 2F(u))d'Hn-1 =

= r-n ( (2F(u) -I'Vul 2 )dx+

JB.
+ 2r-n+l laB. (::) d'Hn-1 ?:: 0
2

and the proof of Theorem 1.1 is complete.

Proof of Corollary 1.2. Assume n > 1 (the proof for n = 1 is

elementary). Assume by contradiction, that u(O) > 0. By applying
Lemma 1.1 as in [M02], we infer that u(x) > 0 for every x E Rn.
Since f'(O) = F"(O) > 0, and f E C 2 (R), we can apply Proposition
4.1 of [GNN2] to obtain

u(x) = O(e-l"''lxl( 1 -n)/ 2 ) as lxl--> +oo;

 848 L.Modica

hence u E L 2 (Rn). We now observe that

F(u)=O(u 2 ) as u--->0

because F ~ 0, F(O) = 0, and F"(O) > 0, so that

Ln F(u(x)) dx < +oo.

Then Lemma 2.1 yields that

and
lim (r) = 0
r-++<Xl

where is the function defined in Theorem 1.1. Since

lim (r)=0 ,
r-+0+

~ 0, and is non-decreasing by Theorem 1.1, we conclude that

= 0 and Corollary 1.2 immediately follows.

References

[AB] N.D.Alikakos, P.W.Bates, On the Singular Limit in a Phase

Field Model of Phase Transitions, Ann. Inst.H.Poincare, Anal.
non lin., to appear.
[AM] L.Ambrosio, personal communication.
[AP] F.V.Atkinson, L.A.Peletier, Ground States of -l:!..u = f(u) and
the Emden-Fowler Equation, Arch. Rat. Mech. Anal. 93
(1986), 103-127.
[BA] S.Baldo, Minimal Interface Criterion for Phase Transitions in
Mixtures of Cahn-Hilliard Fluids, to appear on Ann. Inst. H.
Poincare, Anal. non lin.
[BL] H.Berestycki, P.L.Lions, Nonlinear Scalar Field Equations I, Ex-
istence of a Ground State; II, Existence of Infinitely Many So-
lutions, Arch. Rat. Mech. Anal. 82 (1983), 313-375.
 Entire solutions of semilinear elliptic equations 849

[BLP] H.Berestycki, P.L.Lions, L.A. Peletier, An ODE Approach to the

Existence of Positive Solutions for Semilinear Problems in R n,
Indiana Univ. Math. J. 30 (1981), 141-167.
[CA] G.Caginalp, An Analysis of a Phase Field Model of a Free
Boundary, Arch. Rat. Mech. Anal. 92 (1986), 205-245.
[CO] C.V.Coffman, Uniqueness of the Ground State Solution for 6..u-
u + u 3 = 0 and a Variational Characterization of Other Solu-
tions, Arch. Rat. Mech. Anal. 46 (1972), 12-95.
[DG] E.De Giorgi, Convergence Problems for Functionals and Oper-
ators, Proc. Int.Meet. on Recent Methods in Nonlinear Anal-
ysis, Rome, 1978, ed. by E.De Giorgi et al.,Pitagora,Bologna,
1979, 131-188.
[DGF] E.De Giorgi, T.Franzoni, Su un tipo di convergenza variazionale,
Atti Accad.Naz.Lincei, Rend. Cl. Sc. Mat. Fis. Natur., 58
(1975), 842-850.
[EL] M.J .Esteban, P.L.Lions, Existence and Non-existence Results
for Semilinear Elliptic Problems in Unbounded Domains, Proc.
Royal Soc. Edinburgh 93A (1982), 1-14.
[GNNl] B.Gidas, W.M.Ni, L.Nirenberg.Symmetry and Related Proper-
ties via the Maximum Principles, Comm. Math. Phys. 68
(1979), 209-243.
[GNN2] B.Gidas, W. M. Ni, L.Nirenberg, Symmetry of Positive Solu-
tions of Nonlinear Elliptic Equations in R n, Mathematical
Analysis and Applications, Part A, Advances in Mathematics,
Suppl.Studies 7 A, ed. by L.Nachbin, Academic Press, New
York, 1981, 369-402.
[GU] M.E.Gurtin, Some Results and Conjectures in the Gradient The-
ory of Phase Transitions, Institute for Mathematics and Its Ap-
plications, Univ. of Minnesota, preprint n.156 (1985).
[HS] R.Haga, J.Serrin, Dynamic Changes of Phase in a Van der
Waals Fluid. New Perspectives in Thermodynamics, ed. by
J.Serrin, Springer-Verlag, Berlin, 1986, 241-260.
[LM] S.Luckhaus, L.Modica, The Gibbs- Thompson Relation within
the Gradient Theory of Phase Transitions, to appear on Arch.
Rational Mech. Anal.
[MLS] K.McLeod, J.Serrin, Uniqueness of Positive Radial Solutions of
6..u = f(u) in Rn. Arch. Rat. Mech. Anal. 99 (1987), 115-145.
[MOl] L.Modica, r -Convergence to Minimal Surface Equation and
Global Solutions to 6..u = 2( u 3 - u), Pro c. Int. Meet. on Recent
 850 L.Modica

Methods in Nonlinear Analysis, Rome, 1978, ed. by E.De Giorgi

et al., Pitagora, Bologna, 1979, 223-243.
[M02] L.Modica, A Gradient Bound and a Liouville Theorem for Non-
linear Poisson Equations, Comm. Pure Appl. Math. 38 (1985),
679-684.
[M03] L.Modica, The Gradient Theory of Phase Transitions and the
Minimal Interface Criterion, Arch. Rat. Mech. Anal.98 (1987),
123-142.
[M04] L.Modica, Gradient Theory of Phase Transitions with Bound-
ary Contact Energy, Ann. lnst. H.Poincare, Anal. non lin., 4
(1987)' 487-512.
[M05] L.Modica, Level Sets of Entire Solutions of Semilinear Elliptic
Equations, to appear.
[MM1] L.Modica, S.Mortola, Un esempio di r- -convergenza, Boll. Un.
Mat. Ital. 14-B (1977), 285-299.
[MM2] L.Modica, S.Mortola, Illimite nella r -convergenza di una fami-
glia di funzionali ellittici, Boll. Un. Mat. 14-A (1977), 285-299.
[MM3] L.Modica, S.Mortola, Some Entire Solutions in the Plane of
Nonlinear Poisson Equations, Boll. Un. Mat. Ital. 17-B
(1980), 614-622.
[PS1] L.A. Peletier, J.Serrin, Uniqueness of Positive Solutions of Se-
milinear Equations in Rn, Arch. Rat. Mech. Anal. 81 (1983),
181-197.
[PS2] L.A.Peletier, J.Serrin, Uniqueness of Non-negative Solutions of
Semilinear Equations in Rn, J.Diff. Eq. 6 (1986), 380-397.
[PO] S.I.Pohozaev, Eigenfunctions of the Equation ~u + >.f(u) = 0,
Soviet Math. Dokl. 5 (1965), 1408-1411.
[ST] P.Sternberg, The Effect of a Singular Perturbation on Noncon-
vex Variational Problems, Arch. Rat. Mech. Anal. 101 (1988),
209-260.
[STR] W.A.Strauss, Existence of Solitary Waves in Higher Dimen-
sions, Comm. Math. Phys. 55 (1977), 149-162.

Dipartimento di Matematica
Universitit di Pisa
Via F .Buonarroti 2
I-56127 PISA
 PSEUDO-DIFFERENTIAL OPERATORS OF
VOLTERRA TYPE ON SPACES OF ULTRA
DISTRIBUTIONS AND PARABOLIC
MIXED PROBLEMS

M.K.VENKATESHA MuRTHY

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction. The calculus of classical pseudo-differential

operators has been used in a fundamental way in the study of boud-
ary value problems associated to (systems) of elliptic differential and
pseudo-differential operators. This calculus was used by Hormander
in [7] to construct parametrices for the elliptic operators, using which
the boundary value problem is reduced to a system of pseudo-diffe-
rential operators on the boundary. In order to treat the boundary
value problems for parabolic operators in bounded cylindrical do-
mains Piriou introduced in [15] and [16] a class of operators which
called pseudo-differential operators of Volterra type. The basic idea
consists in developping a calculus of an appropriate class of aniso-
tropic pseudo-differential operators as in an earlier note of Hunt and
Piriou [8].
It is classical that, to a given parabolic operator, there is a
naturally associated Gevrey class. De Giorgi showed in [3] and
[4] the necessity of working in an appropriate Gevrey class, for in-
852 M.K. V.Murthy

stance, for the uniqueness in the Cauchy problem associated to a

parabolic differential operator with smooth coefficients. Regularity
results and isomorphism theorems for parabolic operators in classes
of ultra-differentiable functions and in the corresponding spaces of
ultra-distributions have been proved by Friedman in [6] and by Lions
and Magenes in [9] and [10].
Boutet de Monvel and Kree introduced in [2] a class of pseudo-
differential operators acting on spaces of functions and hyper-distri-
butions of Gevrey type, which was extended by the author in [13] to
an algebra of anisotropic pseudo-differential operators which act on
spaces. of ultra-distributions.
The object of this paper is to develop a class of pseudo-differen-
tial operators of Volterra type which act on suitable spaces of ultra-
differentiable functions and ultra-distributions. We make use of the
techniques of Piriou and those of Boutet de Monvel and Kree for this
purpose. This calculus is used, in particular, to construct paramet-
rices for parabolic systems in the sense of Petrowski (acting between
sections of vector bundles). As a consequence, we deduce the ex-
istence of ultra-distributions solutions for right parabolic systems,
and ultra-differentiable hypoellipticity for left parabolic systems on
bounded cylindrical domains.
The existence of parametrices for parabolic systems (in the sense
of Petrowski) as pseudo-differential operators of Volterra type to-
gether with the techniques of Hormander [7] are used to reduce the
study of mixed problems associated to Petrowski parabolic differen-
tial systems with coefficients in appropriate ultra-differentiable func-
tion spaces in bounded cylindrical domains to a system of pseudo-
differential operators of Volterra type on the lateral boundary of the
domain.
We shall use the following standard notation. Let U be an open
set in Rn+l, X = (x 0 , x) = (x 0 , x 1 , .. , xn) a coordinate system at
a point in U and B = ({0 ,{) = ({0 ,6, ... ,{n) the corresponding
cotangential coordinates. We also use the standard notation x' to
denote (x1, ... 1 Xn-1) and write x = (x',xn), and similarly we write
{ = (e',{n) with{'= (6, ... ,{n-1) We set 8; = Bz; = 8/Bzp
D; = Dz; = -i8; and similarly we use the notation Be; and De;. If
ao is an even integer we define a function p : Ceo X C( -+ R+ by

p(O,O) =0
 Pseudo-differential operators of Volterra type 853

and the parabolic distance function on Rn+l associated to the weight

a = (ao, 1, ... , 1) E Nn+l by

p(B) = p(io,).
Then the function pis continuous and coo in Rn+l. We have
the associated polar type coordinates given by

For any multi-index a= (ao, a1, ... , an) E Nn+l we define

2. Anisotropic pseudo-differential operators. In this sec-

tion we shall review the basic definitions and properties of anisotropic
pseudo-differential operators of weight a= (a 0 , 1, ... , 1) introduced
by Piriou in [15] and by the author in [13].
We shall say that a function p E C 00 (U x R n+l) is quasi-homoge-
neous of degree m with respect to the weight a = ( a 0 , 1, ... , 1) if

for ,\ >0
and
(X, B) E U x Rn+l ~ T*U.

Symbol class sm,a(U). If m is a real number, we shall denote

by sm,a (U) the set of all functions p = p( X; i0 , ) E c= (U x R n+ 1 )
such that 3pj E coo
(U x R n+l) with the following properties:
(a) Pi is quasi-homogeneous of degree m- j in Band
(b) p "' ~Pi in the sense that, for any compact subset K of U, for
any a,(3 E Nn+l and any integer N?:: 1, there exists a constant
c = c(K,a,{3,N) > 0 such that

(2.1)
ID:SD~ [p(X; io,)- i~ Pi(X;io,)] I:S
:S c( 1 + p(B))m-N-(a,a)
854 M.K. V.M-urthy

inK X Rn+l.
Clearly we have sm,a(U) c S~0 a(U) (see [13]).
For p E sm,a(U) we define the linear operator p(X;8., 0 ,D.,) on
1J(U) by

p(X;8., 0 ,D.,)(x) =
(2.2}
J
= (27r}-(n+l) p(X;i~o,~}(S}exp(i < X,S >} dS.

Basic Properties

1} Continuity. p(X;8,.0 ,D,.) is a continuous linear operator

from 1J(U) into e(U) and extends to a continuous linear mapping
from e'(U) into D'(U) and has a very regular distribution kernel
JCp E D'(U XU) which is coo outside the diagonal in u Xu and cr
in UxU ifm/ao+(I+n/a0 )+r < 0, and sing.supp.p(X;8., 0 ,D.,)u ~
sing.supp.u for u E D'(U).

2} Existence of asymptotic sums. If Pi E sm;,a(U) where mi

is a decreasing sequence of real numbers tending to -oo then there
exists a p E smo,a(U) satisfying

(2.3} p- L Pi E smN,a(U)
i<N

and such a pis unique modulo s-oo,a(U) = n

rER
S'"a(U).

Anisotropic pseudo-differential operators. We now define

the class of anisotropic pseudo-differential operators cm,a(U) to be
the set of all linear mappings P : 1J(U} --+ e(U) such that for any
f E D(U) there exists aPt E sm,a(U) such that
(2.4) P(frP) = Pt(X;8,. 0 ,D,.), for all 4> E D(U).
We also have cm,a(U) c C"{'(t (see [13]}.
Clearly an anisotropic pseudo-differential operator has the reg-
ular properties as described in (1} above for PJ(X;8., 0 ,D.,) and has
a symbol p(X,S) defined uniquely modulo s-oo,a(U).
 Pseudo-differential operators of Volterra type 855

An anisotropic pseudo-differential operator P is said to be prop-

erly supported if the restrictions of the two canonical projections
U X U---> U to the support of the distribution kernel Kp are proper
maps.
We have the following standard calculus for the class of aniso-
tropic pseudo-differential operators:

Composition. Let P E [,m,a(U) and Q E [,l,a(U) such that at

least one of them is properly supported and let p and q respectively
be their symbols, then Q o P E [,m+l,a(U) and the symbol q o p of
Q o P is given by the asymptotic sum

(2.5) q o p ~ ~(a!)- 1 (83 p)(X,3)(Dx q)(X,3).

Transposition. If p E [,m,a(U) with symbol p then there exists

a unique operator t P E [,m,a(U) such that < Pu, v >=< u, t Pv >
and its symbol tp is given by

(2.6) tp(X,3) ~ ~(a!)- 1 (-Dxt(Bs)"' p(X,-3).

For P E [,m,a(U), with symbol p, the L 2 -adjoint P* is also an

operator in [,m,a(U) and its symbol p* is given by

(2.6)' p*(X,3) "'~(a!)- 1 (-Dxt(Bs)"' p(X,-3).

Globalization. As mentioned in the Introduction, the classical

method of reducing a boundary value problem to a problem on the
boundary necessarily leads to the introduction of systems of pseudo-
differential operators on manifolds (namely, the boundary).
All the previous definitions and properties easily extend to sys-
tems in an obvious manner: if E and F are two finite dimensional
vector spaces, the symbols of class sm,a(U; E, F) are defined using
a norm in the space L(E, F) in the estimates and the correspond-
ing class of anisotropic pseudo-differential operators P : V(U, E) --->
(U,F) are defined. Then the distribution kernel Kp belongs to
V'(U XU, L(E, F)). The results on the composition and the adjoint
can be appropriately modified using composition and transposition
856 M.K. V.Murthy

of linear maps respectively. Obviously, the operation of composition

should be carried out taking into consideration the left and right
compositions of the linear symbol-mappings p and q.

Change of variables. Suppose 00 is a diffeomorphism of an open

interval I., 0 C R onto an interval i and 0 is a diffeomorphism of an
open subset V c R: onto V and e = (00 , 0) is the diffeomorphism
of U = I X V onto ff = i x V.
If P E .cm,a(U) with symbol p and if we define

(2.7) Pe(f/J) = P(f/J o e) o e- 1 for fjJ E V(U)

then Pe E .cm,a(ff) and its symbol pe is given by

(2.8) Pe(e(X),B) "' E(a!)- 1 (8s)a p(X, tJe(X)B)

[Dy exp(i < 8(Y)- 8(X)- < de(X),Y- X >,B > )JjY=X
where Je denotes the Jacobian matrix of the diffeomorphism e.
A completely analogous result holds also for diffeomorphisms of
the form e(x 0 ,x) = (x 0 ,0(z 0 ,x)) and we shall omit the details.

Extension to sections of vector bundles on manifolds. Making

use of this invariance property together with a locally finite parti-
tion of unity subordinated to an open covering by means of local
coordinate patches of the above type, it is fairly standard to global-
ize the above considerations to define anisotropic pseudo-differential
operators on cylindrical domains on manifolds.
Further, the globalization argument together with local trivi-
alization frames for vector bundles and the remark on systems can
be used to define anisotropic pseudo-differential operators acting be-
tween sections of vector bundles on cylindrical domains on manifolds.
Let .N be a coo manifold of dimension n and I be an interval.
Consider two vector bundles E and F on M = I X .N.
We shall denote by .cm,a(M; E, F) the class of linear operators
P : V(M, E) - t (M, F) such that for every local coordinate chart
(U, e) of M, of the forme= (00 , 0) where 00 and 0 are respectively
local coordinate maps on I and .N, on which both E and F are
trivial the restriction Plu is given by a matrix (with respect to the
 Pseudo-differential operators of Volterra type 857

local frames of E and F) of anisotropic pseudo-differential operators

Pu = (P;k) E m,a(U;CdimE,CdimF).

3. Pseudo-differential operators of Volterra type

Definition 3.1 (Piriou). An anisotropic pseudo-differential op-

erator P is said to satisfy the Volterra property with respect to the
variable Xo if, when E 'D(U) vanishes in xo < t for some t E R,
then P also vanishes in x 0 < t.

Spaces of operators V'a(U). We shall denote by V~a(U)

the subclass of all anisotropic pseudo-differential operators
P E m,a(U) having the Volterra property with respect to the vari-
able Xo and by v~a(U) the subclass of those satisfying the condition
of the above definition with x 0 > t in place of x 0 < t.
V.:r~(U) stands for the subclass of properly supported oper-
ators in V ,a(U).
The class of pseudo-differential operators of Volterra type have
properties and a symbolic calculus, as a consequence of the corre-
sponding properties of operators in m,a(U). We recall only the
following basic properties:

Properties of operators in V.+'a(U)

1) If P E V;''a(U) and Q E V~a(U) and if, at least one of them is

properly supported, then Q oPE V;'+l,a(U).

2) The distribution kernel /Cp of an operator P E V;''a(U) has

the regularity properties as those of operators in m,a(U) and
moreover /Cp vanishes in the subset {(X, Y) E U XU; x 0 < y0 }.

3) If 8 = (8o,8) : U =I XV---+ U = j XV is a diffeomorphism

of the kind considered before with the additional condition that
if 80 is monotone increasing then P ---+ Pe maps V~a(U) bi-
jectively onto v~a(U), while if Ba is monotone decreasing then
P---+ Pe maps v~a(U) bijectively onto V~a(U).
858 M.K. V.MuTthy

Symbols of operators in V.f.''a(U): the space E"a(U). Let

~k,a(u) denote the space of all p EC 00 {U X Rn+l) such that
i) pis quasi-homogeneous of degree kin B of weight a
ii) p has a continuous extension p(X, ( 0 + i110 , () to

{3.1) 0 = {((o,() E C x Rn: Re (o ~ 0 and p((o,() > 0}

which is holomorphic in ( 0 in the subset {(o E C : ((o, () E
n, Re ( 0 > 0} and coo with respect to (X,() and all the deriva-
tives D'(D~ p((X,(0 +i"lo,() are continuous inn, for a E Nn and
f3 E Nn+l.
We set ~-oo,a(U) = nk~k,a(U).
Now we have the following

Theorem 3.2 (Piriou). Suppose p"" EP; is the symbol of an

operator P E .cm,a(U). Then P E V~'a(U) if and only if
P; E ~m-j,a(U), for all j ~ 0.

For a proof we refer to the paper [15] of Piriou.

Definition 3.3. If P E V~'a(U) then p 0 E ~m,a(U) (which is

defined uniquely modulo ~-oo,a(U)} is called the principal symbol of
P.

The above definitions of symbols and the Theorem 3.2 can be

modified in an obvious manner to the operators in V:''a(U).

Remark. The class of pseudo-differential operators of Volterra

type acting between sections of vector bundles on manifolds (and on
cylindrical domains on manifolds) of the type considered before are
defined in the obvious way using local trivializing frames on local
coordinate charts used earlier. We also write Va(M; E, F) and
v,:rop (M; E, F) to denote the class of pseudo-differential operators
of Volterra type acting between sections of vector bundles E and F
on the manifold M.
 Pseudo-differential operators of Volterra type 859

4. Parabolic pseudo-differential operators .

Definition 4.1. A pseudo-differential operator of Volterra type

P E v;a(M; E, F) is said to be right parabolic (resp. left parabo-
lic) of weight a = (a0 , 1, ... , 1) if, for any X E M there exists a local
coordinate chart (U,e) of the type e = (80 ,8) and trivializations of
E and F on u such that ifpo E Em,a(u; cdimE, cdimF) is the prin-
cipal symbol of Plu then there exists a qo E E-m,a(U; cdim F' cdim E)
such that

(4.1) po(X,(o,~) qo(X,(o,~) = IdFiu in U X 0

(4.1)' (resp. qo(X,(o,~) Po(X,(o~) = IdEiu in U x 0).

Reduction to the local situation and making use of the composi-

tion formula of the symbolic calculus leads to the following existence
result:

Theorem 4.2 (Piriou: Existence of parametrices). If

P E v;a(M; E, F) is right (resp. left) parabolic of weight a
(a 0 , 1, ... , 1) then there exists a right (resp. left) parametrix Q E
v:;:;;:P (M; F, E) in the sense that
(4.2) PQ- IdE V+oo,a(M;F,F)

(4.2)' (resp. QP- IdE v:;oo,a(M;E,E) ).

A class of pseudo-differential operators of parabolic type is pro-

vided by the class of a0 - parabolic differential operators introduced
by Petrowski, whose definition we recall below.
We shall denote by 'Diff(M; E, F) the space of differential op-
erators from sections of the vector bundle E into the sections of the
vector bundle F.
If P is a differential operator of order m acting between sections
of vector bundles E and F of the same rank h on a manifold M we
860 M.K. V.Murthy

identify P, with respect to a local coordinate chart (U, 0) on which

both E and F are trivialized, with a square system

of differential operators of order m with respect to the weight a =

(ao, 1, ... , 1) in the sense that its symbol matrix is of the form

(4.4) p=(Pjk) where Pik=Pjk(X,'B)= L Pik,a(X)Ba.

(a,a)Sm

Definition. P is said to be a0 -parabolic with respect to Xo m

the sense of Petrowski if, denoting by

(4.5) P~k(X,'B) = L Pjk,a(X) 'B"

(a,a)=m

the principal part symbol matrix, then

(4.6)

That is, the zeros of the polynomial

(4.7)

satisfy

(4.8) RerJo < O, (Im(o,~) E Rn+l and (Re(o,~) E Rn+l.

Remark. The parabolic weight a 0 is necessarily an even integer

and m is a multiple of a 0
It is easily checked that a 0 -parabolic differential operators with
respect to x 0 in the sense of Petrowski are parabolic pseudo-differ-
ential operators belonging to the class V~~~op(M;E,F).
In particular, the heat operator P = 8., 0 - ~"'is 2-parabolic with
respect to x 0 in the sense of Petrowski and belongs to V!' 2 (I x R n).
 Pseudo-differential operators of Volterra type 861

5. Parabolic mixed problems. Suppose N is c= manifold

of dimension n and M = I X N. Let U be an open subset of M
with a c= boundary (of dimension n) in M, which is nowhere tan-
gential to Xo = const. That is, for any X E au the tangent space
T.,(aU) -=f. T.,N. Suppose that vis a c=-vector field on M defined
in a neighbourhood of au transversal to au and directed towards
the interior of U such that v(X) E TxN.
This can be described locally as follows: if (U, e) is a local
coordinate chart for M at a point on au, namely,

such that
e(U nU) C {Y = (yo,y',yn); Yn > 0},

e(U n au) C {Y = (yo, y', Yn); Yn = 0},

then v is mapped onto the vector field I a ayn.
For example, v is the interior normal vector field with respect
to a Iliemannian metric.
We recall that a distribution section u E D'(M,E) is said to
have transversal trace of order k ( E N) on au if locally, by means
of local coordinate charts of the form (U, e) as above, u is mapped
onto ue = u o e- 1 E Ck((RyJ+; D'(R(.,o,z')), CdimE).
We then define the traces "(jU E D'(aU, E) locally in (U, e) by

(5.1) ('YJu)oe- 1 =(Dyj(uoe- 1 )1Yn=D' forO:s;j:s;k.

Now let P E Diff(M; E, F) be a c= differential operator which

we assume is a 0 -parabolic with respect to x 0 and of order m in the
sense of Petrowski.
Consider vector bundles G 1 , ... , GJ on au and pseudo-differen-
tial boundary operators Bjr (j = 1, ... , J and 0 :s; r :s; m -1). More
precisely, we consider

The spaces of distributions "V+ (M, E). We denote by

D~(M,E) the space of distributions u E D'(M, E) with
(5.3) suppuc{X=(x 0 ,x); xo::::O}
862 M.K. V.Murth.y

i.e. D+(M,E)is the space of distributions vanishing in x0 < 0.

Finally, for u E D+ (M, E) having transversal trace of order
m - 1 we define

{5.4)

and

by

(5.5) [B('yu)]; = L B;,.(Tu) for 1 ~ j ~ J.

0$;1'$;m-1

We are now in a position to formulate the parabolic mixed prob-

lem. Suppose the differential operator P and the boundary pseudo-
differential operators B = (B;,.) satisfy the above assumptions.
Let Ut denote the set {X = (x 0 ,x) E U; x 0 < t} and (8U)t
denote the set {X= (xo,x) E 8U; x0 < t}.
Suppose given f E D+(Ut, FIUt) and g ED+ ((8U)t, E9G;I(8U)t),
that is such that, f = 0 and g = 0 in x 0 < 0.
The parabolic mixed boundary value problem consists in finding
a distribution section u E D+ (Ut, EIUt) such that

(5.6) Pu =f in Ut and B(1u) = g on (8U)t

6. Spaces of ultra-differentiable functions and ultra-

distributions of class [M]. We consider a sequence [M] of positive
numbers Mk such that M 0 = 1, k ~ Mk for all integers k 2: 0 and
satisfying the following assumptions:
1) Mk is increasing;
2) Mk is a logarithmically convex sequence in the sense that

3) there is a positive constant c0 such that

 Pseudo-differential operators of Volterra type 863

4) there are two positive constants c1 , h 1 such that

5) there are two positive constants c2 , h 2 such that

6) the sequence defines a non quasi-analytic class

L Mk/ Mk+l <

00

00.
k=O

Let U be an open set in Rn. We shall denote by E(U,Mk-r),

for any r ~ 0, the space of all functions f E C 00 (U) such that for
any compact set Kin U there exist constants C = C(K, f) > 0 and
h = h(K,f) > 0 so that

(6.1) L supiDxf(X)I::::;ChkMk-r forall kEN,

lal~k"'EK

and by D(U,Mk-r) = D(U)n(U,Mk-r) the subspace of compactly

supported functions. For any compact set Kin U, (K,Mk-r) de-
notes the space of all coo functions on K which belong to some
E(V,Mk-r), where V is a neighbourhood of K. The spaces
E(U,Mk-r), D(U,Mk-r) and E(K,Mk-r) are provided with the
structure of locally convex topological vector spaces in a natural
way (see for instance, the book of Lions and Magenes [10]).

Remark. It is well known, by a classical result of Mandel-

brojt, that, under the assumption (5), E(U,Mk-r) is non quasi-
analytic in the sense that D(U,Mk-r) is not trivial (that is, there
exist sufficiently many non zero functions with compact support in
E(U,Mk-r)). From now onwards we always assume the non quasi-
analyticity condition (5).

D'(U, M~o-r), E'(U, Mk-r) and E'(K, Mk-r) denote the dual spa-
ces ofD(U, Mk-r), E(U, Mk-r) and E(K, Mk-r) respectively, and are
provided with their strong dual topologies. The functionals in these
864 M.K. V.Murthy

spaces are respectively called ultradistributions of class Mk-r on U,

ultradistributions with compact support of class Mk-r on U, ultra-
distributions of class Mk-r on K.
If K is a compact subset of U we shall denote by E' (U, Mk-r) n
E(K, Mk-r) the space of ultra-distributions in E' (U, Mk-r) whose
restrictions to K belong to E(K, Mk-r), which can again be provided
with a locally convex topology and its strong dual is denoted by
D'(U,Mk-r) n E(U \ K,Mk-r)
In order that the space of ultra-differentiable functions
E(U, Mk-r) contains the space of all real analytic functions we further
assume the condition (A) (see Matsumoto [11]):

(A)

We have the following properties which are easily checked:

1) E(U,Mk-r) and D(U,Mk-r) are C-algebras and E(U,Mk-r)
is a D(U, Mk-r )-module.
2) E(U,Mk-r) and D(U,Mk-r) are closed under derivation and
composition by analytic mappings.

Proposition (Matsumoto).
(i) The space E(U, Mk-r) is closed under division by non van-
ishing elements if there exists a constant c 2: 1 such that

(Mj/j!) 1 1i ~ c (Mk/k!) 1 fk for all 1 ~ j ~ k, k large.

(ii) If there is a constant c 2: 1 such that

(M1/j!) 1 1Ci-l) ~ c (Mk/k!) 1 f(k-l) for all 1 ~ j ~ k, k large,

then the spaces E(U, Mk-r) and D(U, Mk-r) are closed under compo-
sition. Further, the implicite function theorem, existence and unique-
ness theorems for ordinary differential equations hold.

Some classical examples of sequences Mk.

1) Mk = (k!) with s 2: 1; we obtain the classical Gevrey spaces
and Gevrey distributions of order s if s > 1; for s = 1 we obtain
the class of all real analytic functions, which is well known to be
 Pseudo-differential operators of Volterra type 865

quasi-analytic, in the sense that there are no compactly supported

functions and the "dual space" is the space of all real analytic func-
tionals.
2) Mk = (k!)" exp(beak) with v E R and a, b are positive real
numbers.

We remark that there are spaces of ultra-differentiable functions

larger than any Gevrey space. For an exhaustive discussion of these
properties we refer to the paper of Matsumoto [11].
In view of these properties all the above notions can easily be
extended to product spaces; the non quasi-analyticity assumption
togheter with the appropriate assumption on the composition enable
us to extend them, by localization and patching up using partitions
of unity of class [M], also to ultra-differentiable functions and ultra-
distributions of class [M] on real analytic manifolds, and under the
assumption of (iv) in the above proposition, to manifolds of class [M]
and to sections of vector bundles with local trivializations of class
[M].
Finally, our considerations easily extend to function spaces and
their dual spaces defined on cylindrical sets U = I x V in R n+l where
I is an interval in R and V is an open subset of R n (and hence to
manifolds M =I x N). We shall mention only the following.
We can also introduce a somewhat more general class of func-
tions and ultra-distributions better adapted to product sets as fol-
lows: suppose Mk and Nk are two sequences of positive numbers
satisfying the previous assumptions and U = I x V.
We shall denote by c(U,Nk-s,Mk-r), for any r ~ 0 and s ~ 0
the space of all functions f E C00 (U) such that for any compact
interval J C I and any compact set K in V there exist constants
C > 0 and h > 0 so that

for all j,k EN.

In our proofs the following fundamental result of Paley-Wiener
type, due to C. Roumieu, on Fourier transforms on ultra-differen-
tiable functions in V(R n) and ultra-distributions in ' (R n), play
an important role: given a sequence Mk satisfying the assumptions
866 M.K. V.Murthy

(1 )-( 6) we define

(6.3) M() = sup

aENn
[L O:j log IJ I -log M 0- 1 Ma] ,

for ERn with i =f. 0.

Theorem 6.1 (Roumieu). Suppose the sequence Mk defines a
non quasi-analytic class. Then we have the following.
(a) An ultra-distribution f E V'(Rn,Mk) is the Fourier trans-
form of a compactly supported function r.p belonging to V(Rn, Mk) if
and only iff extends to an entire function of exponential type on en
and for real E Rn satisfies an estimate of the form:

(6.4) lf()1:::; Bexp[-M(h- 1 )] for all ERn with i =f. 0

with a constant B > 0, where h is the constant in the definition of

the class V(R n, Mk) and corresponding to the compact set, namely,
the suppor-t of r.p.
(b) An ultra-distribution f E V'(Rn,Mk) is the Fourier trans-
form of a compactly supported ultra-distribution belonging to
E'(Rn,Mk) if and only iff extends to an entire function on en
and satisfies the following two estimates:

(i) for any e >0 there exists a constant B. >0 such that

(ii} for any h >0 there exists a constant Ah >0 such that

(6.6) lf(e)l ::; Ah exp[M(h- 1 )] fore ERn with ej =f. 0.

7. Anisotropic pseudo-differential operators of ultra-

differentiable class [M]. Symbol classes sm,a(U, [M]). Let
U be an open subset of Rn+l of the form U = I X V with I an
interval in R, 0 and V an open subset of R~, and let X = ( Xo, x).
 Paeudo-dijjerential operatora of Volterra type 867

Definition 7.1. A symbol p"" ~Pi in sm,a(U) is said to be a

formal symbol of class sm,a(U, [M]) if for any compact set K in U
there exist constants c = c(K) and h = h(K) > 0 such that, for each
j EN and ii = (ao, a),~= (f3o,f3) E Nn+l, we have

1Df0"nrn~~n~Pi(x,B)I = ID~n~Pi(x,B)I ~
(7.1)
~ chi+lcii+IPIMHI.BI(ii)![1 + p(B)]m-i-(a,a)

inKx X ~H.

Proposition 7.2. The set UmeaSm,a(U, [M]) of all formal

symbols of class [M] is a C-algebra which is closed under the op-
erations of composition and trasposition (resp. taking adjoints) and
the formulae for the composition of symbols (2.5} and of the trans-
posed (resp. the adjoint) symbol (2.6} (resp. (2.6/) hold.

Definition 7.3. A formal symbol p"" ~Pi of class sm,a(U, [M])

is said to be a true symbol of class sm,a(U, [M]) if for any compact
subset K in U there exist constants c = c(K) > 0 and h = h(K) > 0
such that, for any integer v ~ 1 and ii = (a 0 , a), ~ = (f3o, {3) E
Nn+l, we have

!n~n~[p(X,B)- LP;(X,s)] I~
(7.2) i<v
<
-
chv+I&I+IPIM _ (ii)'[l + p(o)]m-v-(a,a)
v+( a,j3) ~

inKx x ~H.
We shall write, when this assumption holds,

(7.2)'.

Definition 7.4 (Anisotropic pseudo-differential operator of

weight a and of class [M]). An anisotropic pseudo-differential oper-
ator of weight a= (a 0 , 1, ... , 1) is said to be strictly of class [M] if
it is defined by a true symbol of class sm,a(U, [M]).
868 M.K. V.Murthy

Following Boutet de Monvel and Kn!e we now introduce

Definition 7.4'. A continuous linear operator P: V(U, M~o)->

&(U, M~o-m) is said to be an anisotropic pseudo-differential operator
of class [M] if its distribution kernel is of class [M] outside the di-
agonal in U X U and the restriction of P to any relatively compact
open subset V of U can be written as a sum of a pseudo-differential
operator strictly of class [M] on V and a linear operator having a
kernel of class [M] in V XV.

We denote the class of anisotropic pseudo-differential operators

of weight a= (a 0 , 1, ... , 1) and of class [M] by cm,a(u, [M]).

Proposition 7 .5.
{i} (Continuity). If P E cm,a(U, [M]) then P is a continuous
linear map of 'D(U, M~o) into &(U, M~o_,.,).
{ii} UmERm,a(U, [M]) is closed under composition Q o P, if
at least one of the two operators is properly supported, and under
transposition, and the usual formulae for the symbols q o p and tp
hold for the true symbols.
(ii)' UmER"'a(U, [M]), modulo c-oo,a(U, [M]), is a *-algebra.
{iii) (Pseudo-local property of class [M]). If P E cm,a(U, [M])
then P extends to a continuous linear mapping of &'(U,M~o) into
'D'(U, M~o-m) and the distribution kernel K.p of P belongs to the
ultra-differentiable class &(U x U \ ~. M~o-m) outside the diagonal
in U xU; that is, K.pluxU\~ E &(U xU\~. M~o_,.,).
(iv) If the symbol of P belongs to s-oo,a(U, [M]) then P maps
&'(U,M~o) into &(U,M~o); that is, Pis a regularizing operator of class
[M].
(v) If L:Pi is a formal symbol of class sm,a(U, [M]) then there
exists a true symbol of class [M] such that p "'[M] L:P;.

Some remarks on the idea of proofs. For the proofs of

the algebraic properties and the corresponding symbolic calculus we
make use of the techniques of Boutet de Monvel and Kree [2); namely,
we introduce the formal norms in the space of symbols as follows: if
p "'[M] L:P; is a formal symbol of class [M) then the formal norm of
 Pseudo-differential operators of Volterra type 869

p is defined by

(7.3) CT(p; h, [M]) =

= 2.:(2n + 2)-ij! [Mi+(a,.BJ. (j + ial)] - l h 2 i+i"+.Brln~D~pj(x,s)l
where the summation extends over all j E N, and all multi-indices
a= (a0 ,a), /3 = ({30 ,{3) E Nn+l and h > 0. We note that the right
hand side is well defined since the series clearly converges.
The family of these formal norms can be used to define the
structure of a locally convex topological vector space on the space of
formal symbols.
For the proofs of continuity and pseudo-local properties we use
the nuclearity of the function spaces and their dual spaces involved
together with the analytic properties of distributions of the type of
p.f.(pi) defined by quasi-homogeneous functions Pi (B).
We also have the following useful property on regularity of ultra-
differentiable class as a consequence of the pseudo-local property of
operators in [m,a(U, [M]):

Theorem 7.6. Let P E [m,a(U, [M]) be an anisotropic pseudo-

differential operator of class [MJ and weight a= (a 0 , 1, ... , 1). If U'
is any open subset of U such that U \ U' is compact then P extends
uniquely to a continuous linear map of

8. Pseudo-differential operators of Volterra type of class

[M]. We define the class of pseudo-differential operators of Volterra
type to be the subclass of pseudo-differential operators of weight
a= (a 0 , 1, ... , 1) and of class [MJ by

and similarly the class of properly supported operators by

870 M.K. V.Murthy

We have the following analogues of Piriou's Theorem 3.2 for the

symbols of operators in V''a(U, [M]): let L:k,a(U, [M]) denote the
space of all symbols p E coo (U x R n+l) such that
(i) p is quasi-homogeneous of degree k in 3 of weight
a=(a 0 ,1, ... ,1)
(ii) p has a continuous extension p(X, ~o + i'l)o, ~ + iTJ) = p(X, (o, ()
to

n. = {((o,() E c X en: Re(o ~ 0, IJm(l < EIRe(l

and p((o, () > 0}

which is holomorphic in the subset {( ( 0 , () E fl : Re (o > 0}

and c= with respect to (X,() such that for any multi-index
~ = (f3o, {3) E Nn+l we have

(8.3) IDip(X,(o,()l::; chk+i.BiMk+(a,,B)[l + p((o,()]k.

We set L:-oo,a(U, [M]) = nL:k,a(U, [M]). Then we have the

k

Proposition 8.1. An operator P E _cm,a(U, [M]) with a true

symbol p "'[M] L:Pi belongs to v_;a(U, [M]) if and only if Pi E
L:m-j,a(U, [M]).

Remark 8.2. (Basic properties of operators in V'a(U, [M])).

1) UmERV;;;''a(U, [M]) is closed under composition Q o P if at
least one of the two operators is properly supported, and for trans-
position (resp. for the operation of taking adjoints). Moreover, the
formulae (2.5) for the true symbol p o q of the composition and (2.6)
for tp of the transpose (resp. (2.6)' of the adjoint) hold.
2) The distribution kernel JCp of an operator Pin V;;;''a(U, [M])
vanishes in the set {(X, Y) E U XU: Xo <Yo}.
3) V''a(U, [M]) is invariant under real analytic diffeomorphisms
of the form 0 = (XQ, 0( Xo, X)) and the formula for the change of
variables holds. It is also invariant under diffeomorphisms of class
[M] if the assumption (4) on the sequence Mk holds.
This last property (3) can be used to define the classes
V''a(M; E, F; [M]) of pseudo-differential operators of Volterra type
 Pseudo-differential operators of Volterra type 871

of class [M] acting on the space of sections of a vector bundle Eon

the manifold M and mapping into the space of sections of a vector
bundle F. We shall leave the details to the reader.

Definition 8.3. A pseudo-differential operator P, belonging to

v.;a(U, [M]), with principal symbol Po E Lk,a(U, [M]), is said to be
right parabolic (resp. left) of weight a= (a 0 , 1, ... , 1} if there exists
a symbol qo E :z:::-=,a(U, [M]) such that

(8.4) Po(X,(o,() qo(X,(o,() = 1 in U x !J,

(8.5) (resp. qo(X,(0 ,()p0 (X,(o,()=1 in Ux!J,).

Any differential operator P(X, 8.,., D.,) of parabolic type

of weight a = ( a 0 , 1, ... , 1) and of order m in the sense of Petrowski
with coefficients in the space E(U, Mk) belongs to v_;a(U, [M]) and
is parabolic (left as well as right).
We then have the following existence theorem:

Theorem 8.4 (Existence of parametrices). If P, belonging to

v_;a(U, [M]), is right parabolic (resp. left) of weight a= (a 0 , 1, ... , 1)
then there exists a right (resp. left) parametrix Q E Vt"m,a(U, [M])
in the sense that

(8.6) PoQ- IE V.too,a(U, [M])(resp. QoP- IE V.too,a(U, [M])).

IDEA OF THE PROOF OF THEOREM 8.4. The construction of

the parametrix reduces to seeking a true symbol q "'[MJ L qj of a
pseudo-differential operator of Volterra type

Q E V.+m,a(U, [M]) such that p o q "'[M] 1 (resp. q o p "'[MJ 1).

In view of the Proposition 8.1 and the formula for the

composition of true symbols (2.5) we are led to seek symbols
qi E :z:::-m-j,a(U, [M]). The hypothesis of right (resp. left)
parabolicity (8.4) (resp. (8.4)') implies the existence of
872 M.K. V.Murthy

qo E ~-m,a(U, [M]) since Po E [M]) and does not van-

~m,a(U,
ish in u X n.. The qj, for j ~ 1, are determined inductively by
requiring that all the terms of quasi-homogeneous degree ~ -1 in
the asymptotic sum defining p o q (resp. q o p) vanish; that is, we
require

L [(a)!t 1 (8~Pr)(X,S)(D~q.)(X,S) = 0, for all j ~ 1.

r+s+(a,a)=j

We then check inductively, using the fact that a derivation of the

form (8~D~) maps the symbol class ~k,a(U, [M]) into the symbol
class ~k-(a,a),a(U, [M]), it follows that q; thus defined belong to
~-=-i,a(U, [M]) thus determining a true symbol which defines the
right (resp. left) parametrix Q.

Corollary 8.5. If P(X, 8., 0 , D.,) is a differential operator of

parabolic type of weight a = (a 0 , 1, ... , 1) and of order m in the
sense of Petrowski with coefficients in the space t:(U, Mk) where
Mk = ~lo:o,o:JI~k(ao!)aoa! then, for any f E t:(U,Mk), any ultra-
distribution solution u E V'(U, Mk) of the parabolic equation

(8.8) P(X,8., 0 ,D.,)u =f in u

belongs to t:(U, Mk-m)

IDEA OF THE PROOF OF COROLLARY 8.5. It is enough to apply

the left parametrix Q E v-m,a(U, [M]) given by the Theorem 8.4
to both sides of the equation (8.8) and then use the pseudo-local
property {7.iii) of class [M] for Q E v-m,a(U, [M]) together with
the regularizing property (7.v) of ultra-differentiable class [M] of
operators in v-oo,a(U, [M]).

9. Douglis-Nirenberg type parabolic systems. In this

section we give a brief indication of a formal generalization of our
preceeding considerations to more general systems of the type intro-
duced by Douglis and Nirenberg (see [1]).
Let N be a real analytic manifold (resp. of class [M] if the
condition (iv) holds) of dimension n and M = I x N, I being an
 Pseudo-differential operators of Volterra type 873

interval. Let E1, ___ , EJ; F 1, ___ , FK be real analytic (resp. of class
[M]) vector bundles on M.
We fix two systems of real numbers s = ( s 1 , .. , SJ) and t =
(t 1 , ... , t K) and consider a system of pseudo-differential operators of
Volterra type with weight a= (a 0 , 1, ... , 1) and of class [M]:

Ifp~i E 2:"i-t,,a(M; E 1 , Fk; [M]) is the principal symbol of Pkj then

the matrix p 0 = (P~j) is called the principal symbol of the system P.

Definition 9.1. The system is said to be right ( resp. left)

parabolic of weight a = ( a 0 , 1, ... , 1) if for every local coordinate
chart (U, 8) of M on which all the vector bundles are trivialized
there exist

such that

(9.3) p(X,(o,()q(X,(0 ,()=Id on C~rkF, zn UxO,

(resp.

(9.3)' p(X,(o,()q(X,(o,()=Id on C~rkE; in UxO,).

As in the scalar case we have the following result on existence

of parametrices for parabolic systems:

Theorem 9.2. If P is a right (resp. left) parabolic system of

weight a = ( a 0 , 1, ... , 1) in the sense of the above definition then
there exists a system of pseudo-differential operators

such that

(9.5) PQ- IE V.f:""'a(M; F, F; [M])

874 M.K. V.Murthy

{resp.

(9.5)' PQ- IE V.too,a(M; E, E; [M]))

As a consequence of the existence of parametrices we obtain,

again as in the scalar case (Corollary 8.5), the regularity in the class
of ultra-differentiable functions (M, [M]) of solutions to Douglis-
Nirenberg type systems of differential equations (with coefficients
(M, [M]) which are parabolic in the sense of Petrowski).

Theorem 9.3. If P(X,8., 0 ,D.,) is a square system of differen-

tial operators from sections of E = GJEj into sections of F = (f)Fk
(rk E = rk F) of parabolic type of weight a = (ao, 1, ... , 1) and of
orders Sj - tk in the sense of Petrowski:

(9.6)
detp~k(X,(o + i"'o,() =/:. 0
for (o;:::: 0, ("'o,() E Rn+l and 3 = ((o,() E Rn+l \0

with coefficients in E(U,Mv) where M 11 = l:(a,o:)~ 11 (ao!)a"a! then,

for any f = (fi, ... ,!J) with fiE (U,M11 ), any ultra-distribution
solution u = (u1, ... ,uK) with Ur E 1J'(U,M11 ) of the parabolic sys-
tem of equations

(9.7) L Pki(X,8, 0 ,D.,)ui = fk m U

l~i9

belongs to E(U, Mv-s;+t+(n+3)j2)

10. Parabolic mixed problems. In this section we shall ap-

ply the results on parabolic pseudo-differential operators of the pre-
vious sections to the mixed boundary value problems associated to
parabolic systems of differential operators. These results in particu-
lar generalize the results on regularity in classes of ultra-differentiable
functions for elliptic boundary problems due to the author [12] and
those for solutions of parabolic equations due to Friedman [6].
 Pseudo-differential operators of Volterra type 875

All the manifolds and vector bundles considered in this section

are assumed to be either real analytic or of class [M] provided the
sequence {Mv} satisfies the assumption (iv). We shall say, for sim-
plicity, that they are smooth.
Suppose N is a smooth manifold of dimension n and M = I x N
be a cylinder on N, with I a bounded interval in R., 0 Let M' be
an open subset of M with smooth boundary 8M' in M which is
nowhere tangent to x 0 =const. Let E 1 , ... , EJ; F 1 , ... , FK be vector
bundles on M' and further, let Gb ... , GH be vector bundles on the
boundary manifold 8M'. Fix the system of real numbers (s1, ... , SJ)
and (tb ... , tK) and assume rk (Ef)E;) = rk (E!lFk)-
Let

P = (Pk;) E 'Diff(M; ffiE;, ffiFk; [M]),

(10.1)
with ord Pkj = s;- tk

be a Douglis-Nirenberg (square) system of differential operators on

M which is assumed to be parabolic in the sense of Petrowski of
weight a= (a 0 , 1, ... , 1) and with coefficients in E(M, [M]).
Then, by Theorem 9.3, there exist a right parametrix

{10.2) Q = (Q;k) with Q;k E V~-s;,a(M';Fk,E;; [M])

and a left parametrix

{10.2)'

for P.
Let us fix another set of real numbers (r 1 , .. , r L) and consider
pseudo-differential operators of Volterra type

(boundary operators) acting between the spaces of sections of ultra-

distributions on 8M' such that the composed Volterra pseudo-dif-
ferential operators satisfy the following hypothesis:

B o Q is right and (I- Q') E!) B is left parabolic

{10.4)
of weight a= (a 0 , 1, ... , 1) on 8M'.
876 M.K. V.Murthy

Remark 10.1. We remark that the assumption on the bound-

ary operators holds when rk (Eth<h<HGh) = (m/2)rk (Efh<j<JEj)
where m = E Sj- E tk and the well known complementing c-;;ndition
of Agmon, Douglis and Nirenberg (Lopatinski-Shapiro condition) is
satisfied by principal symbols (bhj) of the boundary operators with
respect to the given system P of differential operators.
For a real number T we shall write

M~ ={X= (xo,x) EM'; xo < T}

and
(8M')T ={X= (xo,x) E oM'; Xo < T}.
Then we have the following theorem:

Theorem 10.2. Suppose given f = (it, ... , fK) and g

(gi, ... , 9H) with

Under the above assumptions on the system of differential operators

P and on the boundary operators B the parabolic mixed boundary
value problem

has a unique solution u = (u 1 , . , UJ) with

(10.8)

Further, we have the following hypoellipticity of class [M]: if, for an

open subset V of M~ such that M~ \ V is compact, we have

and
 Pseudo-differential operators of Volterra type 877

9h E D'((oM')roGhi(8M')nMv-r,)n
(10.6)'
n (V, Ghi(oM')r n V, Mv-r,)
then

The proof makes use of the method of Hiirmander which consists

in reducing (locally in every coordinate chart on which all the bundles
involved are trivialized) to the construction of projectors (using the
parabolicity condition together with the trace operation) and then
showing that these projectors are systems of pseudo-differential op-
erators of Volterra type acting on traces "fU on (oM')r Finally the
calculus and the pseudo-local properties of these operators developed
earlier will yield the result.

References

[1] S.Agmon, A.Douglis, L.Nirenberg, Estimates near the bound-

ary for elliptic partial differential equations satisfying general
boundary conditions II, Comm. Pure Appl. Math. 17 (1964),
35-92.
[2] L.Boutet de Monvel, P.Kree, Pseudo-differential operators and
Gevrey classes, Ann. Inst. Fourier 17 (1967), 295-323.
[3] E.De Giorgi, Un esempio di non unicitd della soluzione del pro-
blema di Cauchy relativo ad una equazione differenziale lineare
a derivate parziali di tipo parabolico, Rend. Mat. 14 (1955),
382-387.
[4] E.De Giorgi, Un teorema di unicita per il problema di Cauchy
relativo ad equazioni differenziali lineari a derivate parziali di
tipo parabolico, Ann. Mat. Pura Appl. 40 (1955), 371-377.
[5] A.Friedman, Classes of solutions of systems of partial differ-
ential equations of parabolic type, Duke Math. J. 24 (1957),
433-442.
878 M.K. V.Murthy

[6] A.Friedman, On the regularity of the solutions of non-linear el-

liptic and parabolic systems of partial differential equations, J.
Math. and Mech. 7 (1958), 43-59.
[7] L.Hormander, Pseudo-differential operators and non-elliptic
boundary problems, Ann. Math . 83 (1966), 129-209.
[8] C.Hunt, A.Piriou, Operateurs pseudo-differentiels anisotropes
d'ordre variable, C.R. Acad. Sc. Paris, ser. A 268 (1969),
214-217.
[9] J.L.Lions, E.Magenes, Sur certains aspects des problemes aux
limites non-homogenes pour des operateurs paraboliques, Ann.
Sc. Norm. Sup. Pisa 18 (1964), 303-344.
[10] J.L.Lions, E.Magenes, Problemes aux limites non-homogenes et
applications, Vol.3, Dunod, Paris (1970).
[11] W.Matsumoto, Theory of pseudo-differential operators of ultra-
differentiable class, J. Math. Kyoto Univ. 27 (1987), 453-500.
[12] M.K.V.Murthy, A remark on the regularity at the boundary for
solutions of elliptic equations, Ann. Sc. Norm. Sup. Pisa 15
(1961)' 353-368.
[13] M.K.V.Murthy, Some remarks in the theory of pseudo-differen-
tial operators, Proc. Int. Con. on Functional Analysis and
Related Topics, Tokyo (1969), 122-130.
[14] M.K.V.Murthy, Pseudo-differential operators on Gevrey spaces
and regularity for elliptic boundary problems, Bull. Soc. Royale
des Sciences de Liege 40 (1971), 537-539.
[15] A.Piriou, Une classe d'operateurs pseudo-differentiels du type de
Volterra, Ann. lnst. Fourier 20 (1970), 77-94.
[16] A.Piriou, Problemes aux limites generaux pour des operateurs
differentiels paraboliques dans un domaine borne, Ann. lnst.
Fourier 21 (1970), 59-78.

Dipartimento di Matematica
Universit8. di Pisa
Via Buonarroti, 2
I-56127 PISA
 THE NEUMANN PROBLEM FOR SECOND ORDER
ELLIPTIC EQUATIONS WITH RAPIDLY OSCILLATING
PERIODIC COEFFICIENTS IN A PERFORATED DOMAIN

OLGA A.OLEINIK A.S.SHAMAEV G.A.YosrFIAN

Dedicated to Ennio De Giorgi on his sixtieth birthday

During the last decades various problems in mechanics and

physics have stimulated the appearence and intensive development
of a new branch of the theory of partial differential equations-homo-
geneization and G-convergence of differential operators. The founda-
mental contribution in this field has been made by E.De Giorgi and
his school. In papers [1],[2] the G-convergence was considered and
its important properties were studied, in particular theorems on the
homogenization of elliptic operators with rapidly oscillating and peri-
odic coefficients and the convergence of energy integrals were proved.
Results on the G-convergence of higher order differential equations
with rapidly oscillating and random coefficients were obtained in [3].
In this paper we consider the Neumann problem for a second
order elliptic equation with E-periodic coefficients in a perforated
domain with an E-periodic structure. We prove estimates with respect
to the small parametr E for the difference between the solution of this
problem and the solution of the related homogenized problem. We
also obtain some estimates which characterize the convergence of the
880 O.Oleinik, A.Shamaev, G. Yosifian

energy integrals and generalized gradients (flows) of the Neumann

problem in a perforated domain. Similar results have been earlier
established for mixed boundary value problems of linear elasticity
with the Dirichlet data on the outer part of the boundary and the
Neumann conditions on the surface of the cavities (see [4]-[6]).
In the case of non-homogeneous Neumann conditions the perfo-
rated structure of the domain brings about some new effects in the
boundary conditions of the homogenized problem.
On the basis of the estimates obtained here it is possible us-
ing the methods of [7] to study the behaviour of eigenvalues of the
considered problem.
Similar results can be obtained by the method suggested here,
for the Neumann problem for the elasticity system as well as for
other boundary value problems for second order elliptic equations.
Let n be a smooth bounded domain in Rn with boundary an.
We consider a perforated domain 0' c n whose boundary an con-
sists of an and the surface of cavities S, c n. We define n and S,
as follows.
Let w be a smooth domain in Rn with a 1-periodic structure, i.e.
w is invariant with respect to the shifts by the vector z = (z1 , ... , zn)
with integer components (z E zn). Denote by T, the set of all z E zn
such that

where

Q = {x : 0 < Xj < 1, j = 1, ... , n }, eG = {x : e- 1 x E G},

G is the clousure of Gin Rn, p(A, B) is the distance in Rn between

the sets A and B. Set

(1) 01 = u e(z + Q), 0~ = 01 nEW, o = Oi u (0\nt),

zET,

where Eisa small parameter. We assume that nl, ni, n (the sets of
interior points of 01' Oi' o respectively) are domains with Lipschitz
boundaries.
Obviously the boundary of fl consists of an and S, = an n n.
We also assume that the cell of periodicity Qnw is a Lipschitz domain
and Q\w is a union of a finite number of Lipschitz domains separated
from one another and from the edges of cube Q by a positive distance.
 Elliptic equationB in a perforated domain 881

By Hm( G) (for integer m ~ 0) we denote the Hilbert space

consisting of functions which have weak derivatives up to the order
m belonging to L2 (G). The norm in Hm(G) is given by the formula

By Hm+i (8G) we denote the space of traces on 8G offunctions

v E Hm+ 1 (G) (see [8]).
In o we consider the following Neumann problem

C,u = __!!_ (chk

8xh
(=) 8xk
r;
Bu') = r(x) in o,
(2) { au au
- =0 on S., - = ,p on 80,
8v, 8v,
(u',lhcw> = 0.
Here/' E L 2 (0'), ,p E L 2 (80),
8u -= Chk
8v,
(-X) Vh_8u'
r; 8xk
(u,v)L'(G) = lGuv dx,

(vt,vn) is the unit outward normal to ao,chk(~) are piece-wise

smooth functions in Rn, 1-periodic in~= (~1 , ... ,~n) and satisfying
the conditions
Atl771 2 :::; Chk()1Jh17k:::; .A21771 2, "177 ERn,
(3)
.At. .A 2 = const. > 0, Chk = ckh.

Here and in what follows we adopt the convention of summation over

repeated indices from 1 to n unless pointed otherwise.
We also assume that the surfaces across which Chk(~) may be
discontinuous are smooth and do not intersect 8w.
Consider the Neumann problem for the homogenized operator

in 0,
(4)
on 80, (u 0 , l)L(n) = 0,
882 0.0/einik, A.Shamaev, G. Yosifian

where

It is assumed throughout the paper that the solvability condi-

tions for problems (2) and (4) are satisfied, i.e.

(!', 1) 2 (!1') = (', 1)'(8!1)(/ 0 , 1)P(fl) =

= ( meas(Q n w)r 1 ( 1)'(8!1)
0
'

The homogenized coefficients {jhk are defined by the formulas

(5)
cpq = ( meas(Q n w)) -11 (Qnw
CPq(~) + CPJ-.
.aNq) d~,
a~J

where the functions Nq(~), q = 1, ... , n, are solutions of the problems

(6)

Existence of Nq can be easily proved by the Riesz theorem (see

e.g.[4]).
It is interesting to note that in the case of a perforated domain
!:Y, when Q n w =/= Q, there appears the coefficient mes( Q n w) by the
conormal derivative in the Neumann boundary conditions on an of
the homogenized problem (4).
In order to prove the estimate for solutions of problems (2) and
(4) we shall have to consider a more general elliptic boundary value
problem of Neumann type

(7)

where G is a bounded domain in Rn,

au - ;au
fi 2 . 2
EL (G),z=O, ... ,n,EL (aG),~=A 3 -;:,-v;,
UVA UXj
 Elliptic equations in a perfomted domain 883

the coefficients Aii satisfy conditions similar to (3).

We say that a function u is a solution of problem (7) if
u E H 1 (G) and for any v E H 1 (G) the following integral identity
is satisfied

1. G
au av
A'J--dx
axj axi
=
1.
G
- - rv)dx +
( rav
axi
1 BG
'lj;vdS.

Let f E 2 (0'), 'lj; E L 2 (aO). The scalar products

(f,v)L'(fl')> (?j;,v)L'(Bfl)

define continuous linear functionals belonging to (H 1 (0') )* which is

the dual space to H 1 (O<). The norms of J, 'lj; as elements of (H 1 (0<) )*
are denoted by IIJII.,II'1f;ll. respectively.
Consider a truncating function ~( x) which has the following
properties:

~ECg"(O),I'v~I:'S:cE- 1 ,~(x):=O for xE0\0 1 ,

(8)
~(x) =1 for such X E 01 that p(x,aOl) > ClE,
where c, c1 are constants independent of E.

Theorem 1. Let

and u<, u 0 be solutions of problems {2),{4) respectively. Then

(9) I u < -u o -E~N '(x)auoll

- - H'(fl') :'S:
E ax,

c(E 112 IIriiH(n)+E1 / 2 11'1f;oiiHI 2 (8fl) + llr- r11. + 11'1f;o- '1f;<ll.),

where C is a constant independent of E, 'lj; 0 , ?j;<, r, j'.
In order to prove this theorem we first establish some auxiliary
results.
Let G be a bounded domain in Rn with a Lipschitz boundary.
Consider a non-empty set 'Y C aG such that in neighbourhood of
each of its points 'Y coincides with aG. By H 1 (G,'"f) we denote the
completion in the norm of H 1 (G) of the space of functions belong-
ing to coo(G) and vanishing in a neighbourhood of 'Y. Since aG is
884 O.Oieinik, A.Shamaev, G. Yosifian

a Lipschitz surface, v E H 1 (G) has a trace on --y (see [14]). For

v,w E H 1 (G) we say that v =won --y, if v- wE H 1 (G,-y).
The space of traces on 1 of functions from H 1 (G) denote by
H 1 (!) In H 112 (!) = H 1 (G)jH 1 (G,1) the norm is given by the
1 2

formula

Lemma 1. Let D, G, D\ G be bounded domains with Lipschitz

boundaries,G C D, and let the set 1 = ( 8G) n D coincide with 8G
in a neighbourhood of each of its points. Then there exists a linear
extension operator P: H 1 (D\G)---> H 1 (D) such that

Pv =v for any v = canst.,

(10)

(11)

PROOF. For each v E H 1 (D\G) there exits an extension V E

H 1 (D) to the set D, since the boundary of D\G is a Lipschitz surface
(see e.g. [14]). Moreover V can be chosen such as to satisfy the
inequality
IIVIIH (D)
1 ~ cllviiH 1 (D\G),

where cis a constant independent of v (see [14]). Consider a function

W which is weak solution of the following boundary value problem

~w = 0 in G; w = v on /; aaw
x
IIi= 0 on (8G)\1'
'
This means that W belongs to H 1 (G) and satisfies the integral
identity

(12)
 Elliptic equations in a perforated domain 885

for any w E H 1 (G, 1); W- V E H 1 (G,/) Taking into account the

Friedrichs inequality for functions from H 1 ( G, 1) (see [10]) and set-
ting Pv =WinG, Pv = v in D\G we deduce from (12) that

IIPviiH1 (D):::; cilviiH 1 (D\G)

Obviously Pv = v if v =
const. Therefore the inequality (10)
is valid. Let us prove the inequality (11). Since P(v +c) = Pv +
c, c =const., the inequality (10) yields

IIV(Pv)llucnJ = IIVP(v + c)ii2(D):::;

(13)
:::; co(IIVvllucn\G) + llv + ciiL 2(D\GJ)
Let us choose c such that (v + c, l)L2(D\G) = 0. Therefore using
(13) and the Poincare inequality

we obtain (11). The lemma is proved.

Lemma 2. There exists a linear extension operator

P : H 1 (fl!) ---+ H 1 (0) such that

Pv=v for any v = const,

(14)

(15)

for any v E H 1 (0<), where constants c 0 , c1 do not depend onE, v.

PROOF. Let v E H 1 (0) and set V(t) = v(Et). Fix z E T< where
T c zn and is the same as in the formula (1). Consider V() in
w n (z + Q). By virtue of Lemma 1 we can extend V() to a function
P 1 V E H 1 (z + Q) such that

IIP1 VIIH 1 (z+Q) :::; CoiiVIIH 1 (wn(z+Q))>

(16)
IIV P1 VIIL 2(z+Q) :::; cliiVVIIucwn(z+Q)).
886 0.0/einik, A.Shamaev, G. Yosifian

Extending V() in this way for each z E T, we obtain a function

P1 V satisfying inequalities (16) for all z E T, with constant C0 , c1
independent of z.
If the set Q\w lies strictly inside the cube Q then the function
(P1 V)(xjE) furnishes the required extension. However if Q\w has a
non-empty intersection with 8Q the function P 1 V may not belong to
H 1 (c 1 0) since its traces on some adjacent faces of different cubes
E( z + Q), z E T., may differ. In this case we can alter P1V near these
sets as follows.
We have assumed above that Q\w consists of a finite number of
Lipschitz domains separated from each other by a positve distance,
say 8. Let 'Yl, ... , lm be mutually non-intersecting (n -1 )-dimensional
domains such that "h U ... U'Ym = (8Q)\w. Due the conditions on ow
there exist Lipschitz domains g1, ... ,gm such that Yi C Rn\w, /i C
Yi> Yi = Yi + z if /j = /i + z, (z E zn), Yin Q, Yi \Q are non-empty
Lipschitz domains, Yi belongs to a 8/4 neighbourhood of li Denote
by G1, ... , G N all mutually non-intersecting domains of the form

Set G0 = G 1 U ... U G N. Denote by Gi the 8/2 neighbourhood of Gi.

It is easy to see that P1 V E H 1 (c 1 0\G 0 ). Using Lemma 1 we can
extend P 1 V to each Gi as a function P 2 V such that

IIV eP2 VIIP(G;) :s; Col IVePl VIIL(G;\G;)'

(17)
IIP2 VIIH'(G;) :s; cdP1 VIIH'(G;\G;)'
Set U() = (Pt V)() for E (c 1 0)\G 0 ,

U() = (P2 V)() for EGa.

Setting (PV)(x) = U(xjE) and using estimates (16),(17) we obtain

the required extension.

Lemma 3. Suppose that the set 1 belongs to 80 and that, in a

neighbourhood of each of its points, 1 coincides with 80. Then, for
any v E H 1 (0') the following inequalities are satisfied

(18)
 Elliptic equation8 in a perforated domain 887

(19)
where the constants c1 , c2 do not depend on E and

PROOF. Inequality (18) is a direct consequence of a similar in-

equality for the domain 0 and lemma 2.
It is easy to show that

(20)
for any f-l E R. Let Pv be the extension of v to the domain 0,
constructed in lemma 2, and let

f-l = (meas0)- 1 (Pv, 1)L'(OJ

It follows from (20),(14) and the Poincare inequality for 0 that

llv- f-llli(n<) s; llv- f-llli(n) s; IIPv- f-llli(n) s;

s; ciiV'Pvlli(n) s; cliiV'vlli(n)
The lemma is proved.

We introduce the following notation

aiw = 6i- cis()- cii () ~, i, s = 1, ... , n,

(21) f.j =(1, ... ,j-1,j+l>"''n) E Rn-l,

sf = { : i = t, o < t < 1, i= j} n w,
QL, = { = t1 < i < t2, o < t < 1, .e i= j}.
Due to our assumtpions on Chk, it follows from [9] that aii are
piecewise continuous functions in Q n w

Lemma 4. The functions ai satisfy the following relations

(22) { ai'()d = 0, i, s = 1, ... , n,

JQnw
888 0.0/einik, A.Shamaev, G. Yosifian

(23) ~~.- ~~i ( .,t) = 0 tn. w, s= 1, ... ,n,

u.,

(24) v;ai = v;Cis on ow, s = 1, ... , n,

(25) {. ai(()dti = ( meas(S{)- meas(Q n w))6i

ls;
(there is no summation over j).

PROOF. Equalities (22), (23), (24) follows directly from (5), (6).
Multiplying the equation (6) by (j - t + 1 integrating it over the set
QL 1 ,t n w and using the boundary conditions in (6) we get

Due to (22) and the periodicity of Nq, Gil this equality yields
(25). The lemma is proved.

Remark 1. If 0' is a non-perforated domain, i.e. w = Rn,

0' = 0, then {. ai(()dti = 0, since meas(S{) = meas(Q n w) = 1.
Js,
t

Lemma 5. Let 0 be a smooth bounded domain and

B0 = {x E O,p(x,80) < 8}.

Then there exists a 80 > 0 such that for any 8 E (0, 8o) and any
v E H 1 (0) the estimate

(26)
 Elliptic equations in a perforated domain 889

holds with a constant c independent of 8, v.

PROOF. Let r c n be a surface which is sufficiently close in

C 2 to 80. Then it follows from the imbedding theorem that for any
v E H 1 (0) we have

with a constant c independent of r. Therefore one can easily verify

that (26) is valid. The lemma is proved.

Lemma 6. Let a1, ... ,cr2n be (n- !)-dimensional faces of the

cube
EQ = {x: 0 < Xj < E,j = l, ... ,n}.
Then

(27)

for any u E H 1(EQ) where c is a constant independent of E and u.

PROOF. Let

Consider the points

i/ = (O,y2, ... ,yn), f/ = (y2,0,y3, ... ,yn)

belonging to the faces S1 , S2 of the cube Q respectively. The segment

y(t,y2,Y3, ... ,yn) = tf? + (1- t)fi

fortE [0, 1] belongs to Q. Therefore for any u E H 1 (Q) we have

u 2(y(l, Y2, ... , Yn)) - u 2(y(O, t2, Yn)) =

{1 8u2
= Jo Dt(y(t,y2, ... ,yn))dt

= 2 Jo
t 8u 8yi
u(y(t,y2,,Yn)) 8 ~i (y(t,y2,Yn))D tdt,
890 O.Oleinik, A.Shamaev, G. Yosifian

where~= xjE.
Integrating this equality with respect to y2 , ... , Yn from 0 to 1
we get

Changing the variables ~ = c 1 x in this inequality we obtain (27)

for u 17 u 2 Estimate (27) for other u,, u; can be obtained in a similar
way. The lemma is proved.

Lemma 7. Let u E H 1 (0) and 0 1 be the subdomain of 0,

defined in (1). Then

(28)

where c is a constant independent of E, u.

PROOF. The domain 0 1 depends on E and its boundary 80 1

consists of the (n-1 )-dimensional faces of the cubes E(z+Q). Denote
by u;, ... , u/ the faces of the cubes E(z + Q), z E T<> parallel to the
l' -

hyperplanes x; = 0, j = 1, ... , n, and lying on 80 1 Then

n lj
(29) 801 = U Uaj.
=1=1

The cube E(z + Q), z E T., on whose boundary lies the set uj is
denoted by qj. It is easy to see that among qj,s = 1, ... ,l;,j =
1, ... , n, the number of cubes identical to q;,.
is not greater than 2n.
The boundary 80 is a smooth surface, therefore each cube qj
possesses a face u s,j such that u s,j is parallel to the hyperplane
Xm(j,s) = 0 and u s,j is a projection along the axis Oxm(i,) of a
surfaces.,; c 80 which is given by the equation

Xm = 1/Jm(xm), Xm E CT 8 ,j, 111/Jmllc ::; M, m = m(j, s),

and C1E::; lx- Yl ::; C2E for any X E u.,;,y E s.,;, where constants
c17 c2 ,M do not depend on E,s,j.
Denote by Qs,j the set formed by the segments orthogonal to
u s,j and connecting the points of u s,j and 8 8 ,;. Then using a suitable
 Elliptic equations in a perforated domain 891

diffeomorphism mapping Q s,j to EQ and taking into account Lemma

6 we find that

Therefore by Lemma 6 we get

Summing up these inequalities with respect to j, s we obtain esti-

mate (28), since due to the smoothness of 80 there is an integer K
independent of E and such that each Qs,j can have a non-empty in-
tesection only with a finite number of Qi,t which is not greater than
K. The lemma is proved.

Lemma 8. Let

l(x)EL=(a01), h=l, ... ,n,

be such that for any h = 1, ... , n and any m = 1, ... ,fh,

(30) sup I-ll S: 1,

8!1,

where 1 =canst., and a;:' are the same as in (29). Then for any
v E H 2 (0),w E H 1 (0) the inequality

(31) lin, lhvw dSI s; CE1/21IIviiH2(!1)11wiiH'(!1)

holds with a constant c independent of 1, v, w, E.

PROOF. Consider a function r(x) defined almost everywhere on

801 by the formula

r(x) = ( meas(a/)r 1 1= t
VhlhV dS for x E a/.

Obviously r( X) is constant on each ar. Therefore setting

((x) = (meas(a/)}- 1 1=
l
vdS for x E a/
892 0.0/einik, A.Shamaev, G. Yosifian

we obtain from (30) and the Poincare inequality for a

:S tt(
J=l=l
meas(aj)) - l 1~ I'Yil dS 1~ (v- () dS
'
2

'
2

:S CE 2 l r
1an,
IVvl 2 dS.

It follows, by virtue of Lemma 7, that

(32)

where c1 is a constant independent of E, v.

It is easy to see that

(33) r
1an,
Vh"(hvwdS = r
1an,
fwdS +
1an,
r (vh"(hV - f)wdS.
Due to (32) and Lemma 7 we have

(34 ) llan, fw dS\ :S llfllu(an,)llwiiP(Bn,) :S

:S CzE"fllv II H2 (n) llwiiH' (n)
Let us estimate the second integral in the right-hand side of (33).
Define a function TJ( x) on 8fh by the formula

TJ( X) = (meas( q;,.) r Jq~rl wdx for xE a;,..

Therefore
n ij

llw- TJIIi(an,) = L L llw- TJIIi(aj) :S

j=ls=l
(35) n ij

:S c3E L L IIVwlli(qj) :S c4EIIVwlli(n)

j=l=l
 Elliptic equations in a perforated domain 893

Here we have used the fact that among the qj, s 1, ... , fi, j =
1, ... , n, the number of cubes identical to q:,_, is not greater than 2n;
and we have applied the estimate

which holds thanks to Poincare inequality and the continuity of the

imbedding
H 1 (E- 1 qj) C L2 (E- 1 uj).

By the definition of r( X) we have

Therefore, since 7] is constant on each u, we find by virtue of

(35),(32) and Lemma 7 that

lin, (vh/hv- r)wdSI s; llvh/hv- fllucanl)llw- 77IIL (anl) s;

2

s; c5 ('YIIviiP(Bfll) + llfllucan,)) E112 IIV'wll>(n)

s; C6/E 112 IIvlls (fl) llwiiH'(fl)
2

This inequality together with (33),(34) yields (31). The lemma

is proved.

Proof of the Theorem 1. Set

X 0U
u= + e.pN (-)---;;;---.
0

u0
E uX 8

Let us apply the operator , to u' - u. Taking into account the

equations in (2),(4),(6) we have
894 O.Oleinik, A.Shamaev, G. YoJifian

(36)

where ahk are defined by (21). The equality (36) is satisfied in the
sense of distributions.
Let us define the functions Nhk(~) as the solutions ofthe bound-
ary value problems

(37)
on ow,

It follows from (36),(37) that

oW 8F'f
(38) ,(u'-ii)=r-r+ !l h +~+F:+F:z"+F;,
UXh UXj

where

(39)
 Elliptic equations in a perforated domain 895

Consider the boundary conditions for u- u. By virtue of the bound-

ary conditions for N', Ni on ow and (8) we have

Therefore performing appropriate computations we get

Set w = u- u- J-l, where J-l, is such that (w, 1hcn) = 0. Due to

the boundary conditions for u', U 0 and the fact that r.p = 0 in 0\0 1 ,
it follows from (40),(38) that

- 1n
C hk -ow- dow x
/Jxk /Jxh
= i ,
w
(! - f o )wdx- 1n
1 /Jw
Fh-dx+
/Jxh

(41)- { F~ 0/Jw dx+ { (F~w+F2w+F:fw)dx+

+
ln
1~
A auo
xh

0 _wdS+
viC'3 (1-r.p)-

lw
X;
1 1
((meas(Qnw))- 1/J 0 -'lj;')wdS.
00

Let us estimate the integrals in the right-hand side of this equal-

ity. Note that owing to (8) the functions ::. and (1- r.p) vanish at
points x E 01 such that p(x,/J01) ~ c1E, and' IEY'r.pl:::; c, where c,c1
are constants independent of E. Therefore by Lemma 5 we obtain

(42)

lin. F~ : : dxl +lin. F~wdxl:::; c211wiiH 1 (0'\fl 2 )lluoiiH(n\fl 2 )

:::; c311wiiH 1 (f!<)E 112 IIuo IIH'(fl)

where c3 is constant and does not depend on E, and

896 O.Oleinik, A.Shamaev, G. Yosifian

It follows from (39) that

(43) lin. FK :~ dxl +lin. F2'wdxl:::; C4EIIwiiH (n<)lluoiiH(n),

1

where c4 is a constant independent of E. Taking (23) and (24) into

account we get

It should be noted here, that in the integral over (8fh) \S, the
normal v is exterior to 80 1, whereas in the integral over (801) n s.
the normal v is exterior to 80'. The last two integrals in the right-
hand side of (44) can be estimated by
CE1/211uoiiH(n) llwiiH'(!1')' c = const.
similarly to (42). Set

/3hk(0 = { Qhk(~) in w,
{Jhk
 Elliptic equations in a perforated domain 897

Then

in (cKh)\S.,
(45)
in (801) n s.

It follows from (44),(45) that

(46) II1I:::; II2I + CE112 IIuoiiH(n)llwiiifl(!1'),

where

(47)

The integral identity for u 0 yields

Therefore by virtue of Lemma 5

(48)

where

We thus obtain from (47),(48) that

(50)
898 O.Oleinik, A.Shamaev, G. Yosifian

Set
OU 0 h 'hk
v = - , 1 = meas(Q\w)C - f3 hk
OXk
in Lemma 8. Using (45) and (25) it is easy to verify that conditions
(30) are satisfied. We conclude from (48),(49) and Lemma 8 that
II2I ~ c(E112 IIuoiiH(n)llwiiH (fl') + E112 llriiP(f!)llwiiH (fl')+
1 1

(51)

It follows from (41),(42),(43),(46),(51) that

(52)
r IY'wl dx ~ cl (E lluoiiH (f!) + E llr IIP(f!) llw IIH (W)+
Jn,
2 112 3 112 1

+ llr- rll. llwiiH (fl') +II''- ' 11. llwiiH (fl'))

1 0 1

From the well known results on the smothness of solutions of

elliptic equations [8] we have

(53) lluoiiH (f!) ~ c(llf 0 IIH (fl) + II' 11HI(an))

3 1 0

Therefore inequalities (52), (53), (19), yield (9). The theorem is

proved.

Let us consider now the convergence of energy integrals related

to solutions of problem (2). Set

E,(u') = r
Jnnn'
cik(!!_/U' 8u' dx,
E 8xk 8xi
(54)
Eo(uo)=. { (Jikauoauo,
Jn,
8xk 8xi
where !1' is a smooth subdomain of !1, n' c !1.
Theorem 2 (On the convergence of energy integrals). Suppose
that all conditions of Theorem 1 are satisfied. Then

(55)
IE,(u')- meas(Q nw)Eo(u 0 )1 ~
~ c[E 112 (IIriiH (f!) + II' 11H3/2(an))+llr- rll; + 11' ''11;+
1 0 0
-

+(llriiL (fl) + II' 11II 1 (8f!))(llr- /'II.+ 11' ''11.)],

2 0 1 2 0
-
 Elliptic equations in a perforated domain 899

where c is a constant independent of E.

PROOF. By virtue of Theorem 1 we have

(56)

where

llqiiiP(nnn') :S: c(E112 IIriiH(n) + E 112 II'~VIIHI(an)+

(57)
+ 11r- r11* + 111/Jo -1/J'II*)
and the constant c does not depend on E. Therefore for small E

(58)

where

- 1n
p - 2 Cii(auo auo aN)
-a. +-a
x,
ac. %'d X+
x, .,,
1nnf!' qiciJ %'d X.

Since Cii, ~~: are bounded functions, it follows from (57) that

Therefore

IP'I :S: c1 [E 112 IIrll~(n) + E 112 II1/Joll~l(an)+

(59) + 11r- r11: + 111/Jo -1/J'II:+
+ (llriiP<n> + 111/JOIIHI(an))(llr- I'll*+ 111/Jo -1/J'II*)J.
900 O.Oleinik, A.Shamaev, G. Yosifian

Let us introduce functions H't(O by the formula

8N'(e)
Henceforth we shall assume that C'J, N (~), -a[< are extended to
Q\w as zeroes. Therefore Ht(~) are defined in Q and one can easily
verify using (5) that

(61)

Thus we can replace the domain o n 0' by 0' in (58) and rewrite
(58) in the form

(62 ) E e (U ) -1
-
a (N'
!lC.
!1' U<,,
+<,s
a (Nt
c )Cii !lC.
U<,;
c ) auo auo d
+<,t ~~ x+p.
UX 8 UXt

It follows from (62), (60) that

(63) E.(u)-meas(Qnw)E0 (u 0 )= i (x)

!)'
auo au0
H't- ~!ldx+p.
E UXs UXt

Let us denote by I. the set of z E zn such that E( Q + z) c 0'. By I~

we denote the set of z E zn such that E( Q + z) n ao' i= 0. We then
have

(64)
+~ "'1
zEI,
e(z+Q)
-E - - x+p =
Hst(x)auoauod
ax. axt

It is easy to see that the first sum in the right-hand side of (64)
can be written in the form
 Elliptic equation in a perforoted domain 901

where GE c n' and belongs to a neighbourhood of an' of order E.

Therefore using Lemma 5 we get
(65)
Let us estimate the second sum in the right hand side of (64).
Denote by 0" a subdomain formed by the cubes E(z+Q) when z E T<.

11
Set

lt(x)=-(meas(EQ)r au 0 dx, xEE(z+Q).

-a
<(z+Q) Xt

The functions 'Yt(x) are constant on each of the cubes E(z + Q).
We have

(66)

It is easy to see that

10"
lrtl 2 dx = L meas(EQ) ( meas(EQ})
zEI,
1 2
(1 <(z+Q)
auo )
-dx
axt
2
::;

(67) <
- z~ 1 <(z+Q)
I
axt
2
-auo 1 dx= 10"
I
axt
2
-auo 1 dx.

By virtue of the Poincare inequality we have

(68)

Due to (61) the last integral in (66} is equal to zero, since It are
constant on E(z + Q), z E T<. Therefore
902 O.Oleinik, A.Skamaev, G. Yosifian

and taking into account (67), (68) we obtain

(69)

Estimate (55) follows from (69),(65),(59),(64), since

The theorem is proved.

Now we consider the convergence of generalized gradients (flows)

related to solutions of problem (2).
Set

(70) P-CPk(X) P( )-C'pk/Juo p= l, ... ,n,

/, = -;;- ' 'Yo X = OXk'

where u', u 0 are solutions of problems (2), (4) respectively. We as-

sume that ~~(x) is equal to zero in 0\0' and

Theorem 3. Under the assumptions of Theorem 1 the following

estimate is valid

X) /Ju 0
llucnl : : ;
Ill~- meas(Q n wh~- Apq ( -;;- /Jxq
(71)
::::; c(E 112 IIriiH'(fl) + E112 ll'ljloiiHI 2 (8!1)+
+ IJr- J'll* + ll'ljlo- 'ljl'll*)'
where c is a constant independent of E, the functions APq() are de-
fined by the formulas

(72)
AP"()=CP'{)+CPi 0 N'- meas(Qnw)CP" for EQnw,
8;
AP'(O =- meas(Q n w)CP' for E Q\w.
 Elliptic equations in a perforated domain 903

Moreover 'Y~(x)-+ meas(Q nw)'Y~(x) weakly in L 2 (rl) as E-+ 0.

PROOF. It follows from (56),(57),(70),(72) that

P( ) = CPifJuo = CPifJuo 8uo cpi ~( ) =

le X - f) .
x, f) .
x, + CPifJN
f)t. f)
\,t X
+ q, X
8

= (CP" + CPi ~~) ~~: + CPi qi( X).

Hence by (70),(72) we obtain

(73) 'Y~(x)- meas(Qnw)'Y~(x)=AP(;)~~: +CPiqi(x).

Estimate (71) follows from (73) and (57).
Weak convergence of 'Y~(x) to meas(Q n w)'Y~(x) is due to
(73), (57) and the fact that JQ AP(~)d~ = 0 and therefore
AP"(xjE)(fJjfJx,)u 0 -+ 0 weakly in L 2 (rl) as E-+ 0.
The theorem is proved.

References

[1] E.De Giorgi, G-operators and G-convergence, Proc. Intern.

Congr. of Mathematicians. August 16-24, Warszawa, 1983
Vol.II, North-Holland, 1175-1191.
[2] E.De Giorgi, S.Spagnolo, Bulla convergenza degli integrali dell'e-
nergia per operatori ellittici del secondo ordine, Boll. Un. Mat.
It. 8 (1973), 391-411.
[3] V.V.Zhikov, S.M.Kozlov, O.A.Oleinik, T'en Ngoan Kha, Av-
eraging and G-convergence of differential operators, Russian
Math. Surv. 34 (1979), 69-147.
[4] O.A.Oleinik, G.A.Yosifian, On homogenization of the linear
elasticity system with rapidly oscillating coefficients in perfo-
rated domains, in: N.E.Kochin, Advances in mechanics, Nauka,
Moscow, 1984, 237-249.
[5] O.A.Oleinik, A.S.Shamaev, G.A.Yosifian, On homogenization
problems for the elasticity system with non-uniformly oscillating
904 O.Oieinik, A.Shamaev, G. Yosifian

coefficients, Teubner Texte zur Mathematik 79, Mathematical

Analysis, 192-202.
[6] O.A.Oleinik, A.S.Shamaev. G.A.Yosifian, On the convergence
of the energy, stress tensors and eigenvalues in homogenization
problems of elasticity, ZAMM 65 (1985), 13-17.
[7] O.A.Oleinik, A.S.Shamaev, G.A.Yosifian, Homogenization of
eigenvalues and eigenfunctions of the boundary value problems
in perforated domains for elliptic equations with non-uniformly
oscillating coefficients, in: Current Topics in Partial Differential
equations. Papers dedicated to Prof. Mizohata, ed. by Y.Ohya,
K.Kasahara, N.Shimakura, Kinokuniya Co. Tokyo, 1986, 187-
216.
[8] J.L.Lions, E.Magenes, Problemes aux limites non homogenes et
applications, Vol.l, Dunod, Paris, 1968.
[9] O.A.Oleinik, Boundary value problems for linear elliptic and
parabolic equations with discontinuous coefficients, Izvestiya AN
SSSR, Scr. Mat. 25 (1961 ), 3-20.
[10] V.A.Kondratiev, On the solvability of the first boundary problem
for strongly elliptic equations, Trans. Mosc. Math. Soc. 16
(1967), 293-318.
[11] O.A.Oleinik, On homogenization problems, in: Trends and Ap-
plications of Pure Mathematics to Mechanics, Lect. Notes in
Phys. 195, Springer Verlag, 1984, 248-272.
[12] O.A.Oleinik, A.S.Shamaev, G.A.Yosifian, On asymptotic expan-
sion of solutions of the Dirichlet problem for elliptic equations
and the elasticity system in perforated domains, Dokl. AN SSSR
284 (1985), 1062-1066.
[13] O.A.Oleinik, A.S.Shamaev, G.A.Yosifian, On eigenvalues of
boundary value problems for the elasticity system with rapidly
oscillating coefficients in perforated domains, Matern. Sbornik
132 (174), n.4 (1987), 517-531.
[14] O.A.Ladyzhenskaya, N.N.Uraltseva, Linear and Quasi-linear
Equations of Elliptic Type, Nauka, Moscow, 1973.

Institute for Problems in Mechanics

Academy of Sciences of the USSR
Prospekt Vernadskogo 101
MOSCOW
 DISCRETE EXTERIOR MEASURES AND
THEIR MEANING IN APPLICATIO NS

Livro CLEMENTE PICCININI

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction. E.De Giorgi uses to deliver very original lec-

tures during his courses at Scuola Normale Superiore in Pisa. Among
the many subjects he dealt with, we recall that the course of the
academic year 1971-72 was mostly devoted to the theory of exterior
measures. Some of it was collected in the "Quaderno della Scuola
Normale" [2]; namely Chapter 3 contains the fundamentals of exte-
rior measures (following mostly Caratheodory's approach [1]), while
chapter 4 contains the definition of an original geometric measure,
used to solve problems of minimal surfaces with obstacles.
The course of the following year, unfortunately not available
but as handwritten notes, dealt with a general theory of exterior
measures. Particular stress was laid upon the theory of exterior in-
tegral for functions whatsoever. In particular it could be found there
a subtle analysis of the possible definitions for the measurability of
functions, and a clear partition between those properties of the inte-
gral which still hold in absence of measurability and those that get
lost.
Some years later, during a course that I held at ISAS in Triest,
906 L.Piccinini

I happened to repeat some parts of De Giorgi's course of the year

1972-73; so I had the problem of finding examples both suitable and
convincing.
Everybody that teaches measure theory knows that, speaking of
Lebesgue-Stiltjes measure, it is very hard to exhibit convincing coun-
terexamples arising from the non measurability of the functions. As
a matter of fact one should use an exterior measure (hence endowed
with countable sub-additivity), where there are "few" measurable
sets, but not "too few", and at the same time this measure should
not be too abstract, in order that computations could be easily per-
formed and not only believed to exist.
An exterior measure that seems to enjoy all these properties is
at hand, but it appears to be so trivial that it be good only for the
examples given to the students during a lecture, not even to be
written on a text-book.
A fortiori it should not even be mentioned in a scientific paper.
It is only thanks to computer science that it achieves its right to an
official life out of the darkness of triviality. Actually in the last two
years, while working to applied problems of pattern recognition and
of optical character recognition (OCR), I remarked that this measure,
so poor at first sight, appears to have really deep meanings.
What is important, as we shall see later, is just its enormous
richness of (construct able) non measurable sets. This fact reverts to
some extent the traditional way we look at measure theory, where non
measurable sets are considered rather a regrettable accident. Even
more in most theories we start quite from a cr-algebra of subsets and
we define the measure only on this cr-algebra, defining the exterior
measure only as a generalization of the "good" measure.
The computer science arguments that I shall introduce later
were based not only on the theoretical computer science but also on
the study of perception psychology. This is a field in which discrete
exterior measures should be meaningful. They seem actually to have
the power of explaining many optical illusion phenomena. I have for-
mulated some hypothesis, specially concerning Poggendorf's illusion
and similar, but as it is obvious this is a research field where wide
experimentation is needed in order to get meaningful evidence; so it
is too early to present undue theories now. I wish to thank Prof.
G.Vicario of Padova, who introduced me to the study of perception
psychology in many conversations we had at our department. I ex-
 Di8crete ezterior measures and applications 907

press too the hope of experimenting with his research team these
theories as soon as possible.

2. Discrete exterior measures. First of all we recall the

definition of exterior measure.
Let X be a set and let P be the family of all its subsets. A
function q> : P --+ [0, +oo] satisfying the following properties
i) (0) = 0
ii} monotonicity: A C B ==? q>(A) ~ q>(B)
iii} countable subadditivity:

is called exterior measure on the set X.

Remark that monotonicity is actually an automatic consequence

of properties i) and iii).
The definition of Caratheodory's measurability stresses the fact
that measurable sets are "consistent tools for measuring" rather then
their additivity property. Actually we give the following definition

Let q> be an exterior measure on the space X. A subset M is

said to be C-measurable for q> if for any subset E C X it holds

!I>( E)= q>(E n M) + q>(E- M).

The usual properties still hold without restriction: the family
of C-measurable subsets is a a-algebra and the exterior measure
restricted to this a-algebra is still completely additive on disjoint
subsets.
In order to build exterior measures there are two main construc-
tions due to Caratheodory. We shall use the first of them, while the
second is usually required, together with the first, in almost all ge-
ometric measures, with the only apparent exception of De Giorgi's
measure ([2], chap. 4).
The first Caratheodory's construction is as follows:
908 L.Piccinini

Let F be a family of parts of X containing 0; let o: be a set

function (not necessarily subadditive) such that

o: : F --> [0, +oo] and o:(0) = 0.

We set, for each E C X,

o:*(E) = inf{~o:(F;),F; E F,UF; :J E}

if there exists at least one sequence { F;} that covers E, o:* (E) = +oo
otherwise.
It holds automatically that o:* is an exterior measure; in general
it is o:* s:; o:, but whenever o: is countably subadditive on its defi-
nition domain, then o:* is an extension of o:, namely o:* = o: on F.
Furthermore the sets that are C-measurable for o: (remark that in
this case they do not necessarily belong to F) are C-measurable also
for the generated exterior measure o:*.
Caratheodory's construction allows, as it is well known, a very
simple definition of Lebesgue-Stiltjes measures. Actually it is enough
i) set as family F the set of the intervals of R of the form [a, b[,
(resp. ]a, b])
ii) Assign a monotone non-decreasing function 4> left semicontinu-
ous (resp. right)
iii) define o:([a, b[) = 4>(b)- (a) , o:(0) = 0.

Then, using Reine-Borel compactness theorem, it follows that o:

is countably subadditive, hence o:* is one of its extensions. As for C-
measurable sets we note that the half lines]- oo, b[ are C-measurable
for the set function o:, hence the O"-algebra generated by them is C-
measurable for the exterior measure o:*. In particular the Borel sets
are C-measurable.
In the construction of the discrete external measures one pro-
ceeds essentially in the same way, only the family F is made poorer.

Definition 1. Let A be a subset of R with no accumulation

point. We choose for F the family of the intervals [a, b[ with b ?: a,
a E A,b E A. Let now 4> be a non-decreasing funtion: we let, for any
E E F, o:(E) =(b)- (a).
We say that o:*, obtained from o:, using first Caratheodory 's
construction, is the discrete exterior measure associated to A and
q;.
 Discrete exterior measures and applications 909

The simplest example is given by the indicator measure, which

is obtained choosing A= Z,> = x. This measure simply counts
the number of unit intervals (left-closed and right open) which the
generic set E intersects. As we shall see in section 3 this is of funda-
mental importance in applications to computer science.
For sake of convenience we give a notation also for the homoth-
etic of this measure:

Definition 2. For each p E R + we denote by M I(p) the in-

dicator measure obtained letting in def.i A = { x : x = kp, k E
Z} and > = xjp.
The generalization of choosing the left ends of the intervals from
one set and the right ends from another one does not seem inter-
esting, since the family of C-measurable sets would be too much
decreased.
We remark that the indicator measure, that yet has some re-
semblance with the Lebesgue-Stiltjes measure associated to the step-
function(;= x- 1 if x E Z,; = [x] otherwise), coincides with it
only on the sets which are unions of intervals starting on an integer.
As a matter of fact this Lebesgue-Stiltjes measure works as a test
of the characteristic function performed only at integer values, while
the indicator measure is non-zero (except trivial cases) as soon as
the intersection with the interval is non-empty. Of course this fact
deeply reduces the family of measurable sets.

Theorem 1. Let associate to A and to > a discrete exterior

measure, then the family of C -measurable sets contains the u-algebra
generated by the half-lines of the form [-oo, a[ with a E A. In partic-
ular if> is strictly monotone then the C -measurable sets are exactly
those formed by (at most) countable unions of elements of F and
half-lines of the form [-oo, a[ or [a, +oo[, wheTe a E A.

PROOF. For each interval of the form [a, b[, non trivial, namely
decomposable into [a, c[U[c, b[, where a, b, c E A, it holds obviously

a([a,b[) = a(]-oo,c[n[a,b[ )+a(]-oo,c[-[a, b[) = a([a,c[)+a([c,b[ )

As we recalled before the sets which are measurable for the

function a are also C-measurable for a.
910 .Piccinini

If cj; is not strictly monotone there can be non-empty sets of

measure 0, which therefore happen to be C-measurable. On the con-
trary if cj; is strictly monotone it follows that any non-empty set has
positive exterior measure. If there were a measurable set M not be-
longing to those we listed in the statement, there should exist at least
one interval that could not be further decomposed, say E = [a, b[,
belonging to F such that M n E =/= 0 and M-E=/= 0, for which it
may hold
a*(E) = a*(M n E)+ a*(E- M).
But this is a contradiction inasmuch on E there exists no cov-
ering smaller then E itself; it should then follow a* (E) = a( E) =
2a(E), hence a(E) = 0, thus contradicting the strict monotonicity
hypothesis which implies a(E) > 0 as soon as E =/= 0.

QED

The (exterior) integral with respect to any esterior measure p, is

directly defined for any function, not depending on its measurability.
Nonetheless for sake of simplicity in the notations we shall suppose
that an integral is already defined for real monotone functions.

Definition 3. Let p, be an exterior measure on the space X.

For each
f: X-+ [O,+oo[
we let
J = l+oo
fdp, p,({x: f > A})d,\.

We recall that a function f is said to be C-measurable for the

exterior measure p, if all its level sets {x : f > ,\, ,\ E R} are C-
measurable.

From the general theory of integration we get that the integral

is a monotone functional on all the functions, while additivity in
general holds only for measurable functions.
A restricted form of additivity holds for all the functions, namely
additivity by truncation:
 Discrete e:r:terior measures and applications 911

let h = (! - k) V 0 and fa = f 1\ k for k >0

then it holds f fdp = J ftdp+ f fadp.
Then usual theorems on the limit in the integral hold without re-
striction on the form of the convergence when we consider sequences
of C-measurable functions; if on the contrary we wish to consider se-
quences of functions whatsoever it is necessary to introduce stronger
hypothesis on the convergence, the simplest of which is given by the
uniform convergence.

The indicator measure provides elementary counterexamples:

actually the C-measurable functions are only those made up by
"steps" with integer and left closed and right open. In particular
non-trivial continuous functions are not C-measurable.
In order to have an example of non-additivity for continuous
functions we let
x if0<x<1
ft(x) ={ 2- X if 1 ~X~ 2
0 elsewhere
and respectively
x-1 if1~x~2
fa(x) = { 30 - X if 2 ~X~ 3
elsewhere.
Then it holds

I ftdMI(1) = 2, I fadMI(1) = 2, while lul + fa)dMI(1) = 3.

Remark anyhow that subadditivity of the integrals still holds. In our
case it is related in an obvious way to the subadditivity of maximum
(or upper bound).
In order to have a counterexample to Lebesgue theorem of dom-
inated convergence we may consider the sequence of functions

fn = 0 elsewhere.
that are not C-measurable for the measure MI(1), and converge
non-unifomly to the function

I= 1 if X= 1, f = 0 elsewhere.
912 L.Piccinini

I I
Therefore we have, for each n, fndMI(l) = 2, while fdMI(l) =
1. For the exterior measure there exists for each set E a C-measurabl e
set M such that JL(M) = JL(E), where M :J E. In particular for the
indicator measures the set M which enjoys this property is unique.
Since in what follows it will play a particular task we shall use a
special symbol for it:

Definition 4. Let M I(p) be an indicator measure. For any set

E we shall denote by the symbol M(E;p) the unique C-measurable
set for the measure M I(p) which contains E and for which it holds

MI(p)(E) = MI(p)(M(E, p)).

We shall denote by H(E;p) the homothetic of M(E;p) defined

as
H(E;p) = {x: px E M(E;p)}.

We shall need also the corresponding measures and operations

in the two-dimensional space. We shall therefore use the notations
M I(p, q), M(E;p, q), H(E;p, q), where the first parameter is referred
to the first coordinate and the second to the second coordinate.

3. Use of indicator measures in computer science. The

most interesting cases in which indicator measure may be explicitely
used belong to the theory of pattern recognition.
Obviously there the first step of grabbing the image is solved
at the hardware level, very often using a scanner. This phase corre-
sponds to the physiological activity of retina. Since each single cell
averages the signal, it would be improper to think that grabbing the
image could be described by an indicator function. Actually mono-
tonicity is preserved, but subadditivity can fail, since the average
analogic signal is that one that approximates the nearest digital level.
It could happen that two signals of intensity 1.3, taken sepa-
rately, are digitalized as signals of intensity 1, while joined together
in the same cell they would reach the level 2.6, digitalized as 3, hence
a signal greater than the sum of two elementary signals.
This non-additivit y explains some apparent effects of bad scan-
ning of an image which are due to the resolution capability of the
 Di8crete ezterior mea8'UTe8 and application8 913

scanners, which is inferior to the corresponding capability of the hu-

man eye.
Anyhow when scanning written texts the grey scale is usually
eliminated, and the perception threshold is taken to be equal to
the light intensity of the paper, so the result is very near to the
transformation M(E; 1, 1).
Anyhow we are more interested to transformations of a dig-
italized image that follow its grabbing. The reason why indicator
measures are of use seems to lie in the fact that they are performed
in a natural and fast way on the processors used in the personal
computers. In particular it is not necessary to encode the raster of
the image, since operations are rather performed on the bytes of the
raster themselves.
Of course the same measures and transformations can be ob-
tained in different ways, which, according to the processor, may be
faster or slower. For example we have the equality

M I(E, 16) = M I(H(E, 4), 4).

On the Macintosh SE, that we used in the tests, the sequence
on the right is twice faster then the left one. Therefore, even when
we indicate the operation in the simplest way, it must be intended
that it means the best of its actual implementations.
The first picture (see fig.1) shows the effect of the trasformation
H(E; ., .). In the first example the set E is a geometric figure. Pa-
rameters are not exact power of two, so we get an overlapping effect
due to the pattern of the rectangle on the left side. The second ex-
ample shows a section of a text grabbed by a 300 dots/inch scanner
(hence enlarged some 4 times) which undergoes the transformation
H(E; 16, 1). We can remark, especially in the second example, the
effect of compactification of the image, which allows us to appre-
ciate the different behaviour of a discrete exterior measure versus
averaging.
The second example is of fundamental importance in Optical
Character Recognition (OCR), since not only it supplies a useful
tool for dividing the text into single lines, but also allows to evaluate
the body of the letters, their ascent and their descent. This thinner
analysis, according both to the experience of the author and to the
existing literature is of great use (compare [4] for many references),
914 L.Piccinini

Eventuali errori: I
potrebbe incorre: -
Figure 1

but apparently has not been used in the commercial OCR's. Per-
sonally, on the contrary, in the OCR we are preparing together with
Dr. Brainik, of the Universita di Udine, we used systematically this
sharper analysis; recalling also the experiments in perception psy-
chology, it seems really to be a powerful tool for solving ambiguous
strings and for validating results with greater precision.
In this analysis one starts from each horizontal line of pixels,
say E(n), then evaluates the number

A(n) = MI(E(n), 16) (= MI(H(E(n), 16), 1)).

Starting from the top of a line of text we find at first A( n) = 0,

what amounts to interspace between lines, then we find a level at
which small positive values appear (the ascent), a second level at
which we approach the maximum (the threshold usually is 75% of
the maximum); at this level we have reached the top of the body
of the letters. In the exit we find a first level where we go suddenly
under the 50% of the maximum, and this corresponds to the base line
and finally we find the last step at which A(n) becomes 0 again (the
low of the descent). Of course image can be noisy, so in the practice
some step values must be corrected, both filtering the original image,
and, more efficiently, filtering H(E; 16, 1).
 Discrete exterior measures and applications 915

The reader can remark that the same analysis performed on the
original image, namely using B(n) = MI(E(n), 1), would lead tore-
sults much less sure. Actually in this case the lack of C-measurability
of the sets allows some form of regularization. Similar techniques are
used to determine the global structure of the page, where the search
of columns uses transformations of the type H(E; 4, 64). Possible hor-
izontal lines are found in a similar way (after suitable changes to the
original image) using transformations of the type H(NOT(E); 4, 64).

We come now to describe a case where the indicator measure

really operates as a binary indicator of presence/absence of the phe-
nomenon. The situation seems to emulate the psychological process
by which we can establish if a sheet of paper is perfectly clean or if
it has spots. At first glance we have only global perception that nei-
ther estimates the exact number of existing spots nor estimates the
average. In fact a small spot is perceived if the average of the sheet
would be under the threshold of perception. Perhaps this fact means
that also in the human brain there is a phase of image processing
that is neither statistical nor analytic, but rather ressembles discrete
exterior measures.
In computer science these techniques are well suited for detect-
ing rare events, say a few black pixels on the screen, one word out of
a vocabolary, or the search according to multiple keys in a data base.
A tecnique that goes in this direction can be found in [3], where its
high efficiency is proved both theoretically and experimentally.
In view of the way how indicator measures work, it will be nec-
essary a preprocessing that reduces each event to a single bit of infor-
mation, that is to be localized, in order to state the original position
of the event in a straightforward way (otherwise the procedure would
lose much of its efficiency): as we shall see in the simple example that
follows, the function II allows the simplest transformation. In pat-
tern recognition of course more complicated procedures are required
in order to reduce phaenomena to single bits of information.
Such procedures appear to be strongly influenced by the a-priori
hypothesis that are done about the phaenomena that are to be inves-
tigated and distinguished between each other. Such problem is by no
means new, and its theoretical analysis was begun much before the
existence of computer science as a standing alone field of research.
We quote for all Kant, in particular notes I and II to section 13 of
916 L.Piccinini

Prolegomena [5].
Coming back to our example we illustrate the reduction of the
information to a single bit. Suppose for sake of simplicity to have a
vocabulary in which each word has the same lenght (in the figures,
for lack of space, the lenght is three words of three letters, but the
real case would use a vocabulary of many thousands of words, with
a greater number of letters: each letter is represented by one byte).
The vocabulary is represented by the set T.
Suppose now a defective string S is assigned (in the figure the
first and the third letter are assigned); our goal is to find (that is to
associate a bit) to those words of the vocabulary T which coincide
with the string S at the places where it is defined. This problem
is better solved using indexes when the vocabulary is ordered and
the defective string contains the initial letters. In the general case
it seems to be needed a comparison with all the elementes of the
vocabulary, or particulary sophisticated indexes are required (which
easily grow to dimensions much greater than the vocabulary itself).
The figure shows the method of indicator funtions: it consists of
sending a copy of the defective string at the same time to the whole
vocabulary, namely V = H(S; 1; 1/L), where L is the cardinality
of the vocabulary. The symmetric difference operation leaves white
bytes where the match is found, for those positions that are defined.
Using the mask M the neutralized positions are eliminated: the
result is the set R where only solutions to the problem appear to
be white. The reduction to a single bit is performed by H(R;b*p, 1),
where b = 8 is the lenght of any letter, while pis the lenght of the
single words. Since such image appears in the negative an inversion
takes place, which associates bit 1 to each match that has been found.
As one sees the result is a set of horizontal width 1 and length
L. For the next analysis this dimension is not very functional, hence
in practice we shall use line of 4, 8 or 16 words, according to the
processor, and change the structure of V and M correspondingly.
The following step is the localization of rare events of one single
bit. Let p << 1 be the probability of the event. We fix a sequence
p;, q;, i = 1, 2, ... , n, such that, denoting by k; = p;q;, it holds Ilk;=
1/p and we create by recursion the sets
Eo= E; E; = H(E;-l;p;,q;))
For the next analysis the optimal values of k; would be 2 or 4 ac-
cording to the machine but problems of memory allocation and of
 Discrete exterior measures and applications 917

V =H (S; 1, 1/3)

T Ll V

M =H (M(S;B,ll;1,1/3)

R=M[l(TilV)

H(R; 24,1) ~ - H (R; 24,1)

Figure 2

time elapsed in constructing the sequence E; suggest to actually use

the values 8 or 16.
The sequence E;, i = n, n -1, ... , 0 may be considered a sequence
of images of greater and greater detail. Hence the analysis can be
performed by a depth first search. That is we find recursively the
squares from which the event was drawn.
Find the Q(n,sn) C En such that MI(Q(n, sn)) = 1.
Find the Q(m- 1, sm) C H- 1 (Q(m, sm)iPm,qm) such that
MI(Q(m- 1, sm)) = 1.

So we arrive in optimal time to localize the event. Remark that

the use of non-measurable sets gives a signal that in its smallest
measurable overset the event has happened one or more times.

References

[1] C.Caratheodory, Vorlesungen iiber reelle Funktionen, Teubner,

1918.
[2] E.De Giorgi, L.C.Piccinini, F.Colombini, Frontiere orientate
di misura minima e questioni co/legate, Quaderni della Scuola
918 L.Piccinini

Normale di Pisa, 1972.

[3] M.Edahiro, I.Kokubo, T.Asano, A new Point-Location Algo-
rithm and its Practical Efficiency-Comparison with existing Al-
gorithms, ACM Transactions on Graphics 3 (1984), 86-109.
[4] S.Kahan, T.Pavlidis, H.Baird, On the recognition of Printed
Characters of any Font and Size, IEEE Trans. on Pattern Anal-
ysis and Machine Intelligence 9 (1987), 247-288.
[5] I.Kant, Prolegomena zu einer jeden kiinftigen Metaphysik, die
als Wissenschaft wird auftreten konnen, 1783.

Dipartimento di Matematica e Informatica

Universit8. di Udine
Via Zanon 6
I-33100 UDINE
 AN EMBEDDING THEOREM

GIORGIO TALENTI

Dedicated to Ennio De Giorgi on his sixtieth birthday

Suppose A is a Young function; i.e. A maps [0, oo[ into [0, oo[,
is convex and vanishes at 0. Let u be real-valued, locally integrable
in euclidean n-dimensional space an; assume the (distributional)
derivatives of u satisfy

(1) ln A(lgrad u(x)l)dx < oo

and the support of u is bounded.

Theorem. If A grows so fast that

(2)

then

(3) ess. sup lui < oo,

i.e. u is (essentially) bounded.
920 G.Talenti

PROOF. Recall that

where

the measure of the unit n-dimensional ball, and

6 = Dirac mass.

Thus

(4)

by the very definition of distributional derivatives, since u has com-

pact support. Here we denote gradients dy D, and scalar products
between vectors by ( , ) . Therefore

(5)

A theorem by Hardy & Littlewood says that, if 4; and ' are

nonnegative and measurable, then

r
}Rn
4;(x)'(x)dx:::: 1+=0
4;*(s)'*(s)ds,

where stars denote decreasing rearrangements, i.e.

4;*(s) =sup {t ~ 0: meas{x ERn: qy(x) > t} > s}.

See [2], for instance. Notice the pair

1;(x) = lxl 1 -n, 1;*(s) = (~n) l-~

Thus inequality (5) implies

(6) ,
nC,"fess.suplul :S: 1v
0
s-l+~IDuj*(s)ds,
 An embedding theorem 921

where

(7) V = meas (support of u)

and jDuj* is the decreasing rearrangement of the lenght of Du. In-
equality (6) is sharp: as is easy to see, equality holds in (6) ifu(x) =
f(lxl), where f is nonnegative decreasing convex and compactly sup-
ported.
For the sake of completeness, let us incidentally quote the fol-
lowing inequality:

nC~u*(s) ~ 1V-s (t + s)-1+-:.JDuj*(t)dt,

which holds for 0 ~ s ~ V and generalizes (6) considerably.

Our next task is to estimate the right-hand side of (6). To this
end we introduce

A(s) = sup{rs- A(r): 0 ~ r < oo},

the Young conjugate of A, i.e. the smallest Young function such that

rs ~ A(r) + A(s)

for all r ~ 0 and s ~ 0.

Let n' stand for nj(n -1) and let B denote the Young function
whose conjugate, iJ, is given by

- - dt
roo A(st)tn'+l"
(8) B(s) = n' }1
Hypothesis (2) and lemma below guarantee that the right-hand side
of (8) is finite for every s > 0: thus B is actually non-zero.
Incidentally,

B(s) = n' l +oo

8
A(t)
(S)n'
t t' dt

a convolution on the multiplicative topological group of positive real

numbers- where dtjt is the Haar measure;

sd
( n'ds )- -
-1 B(s)+A(s)=O,
922 G.Talenti

a differential equation;

B(s) ~ A(ns),

as an easy application of Jensen inequality shows.

The right-hand side of (6)

1
= -- ,
sV --n
1v v1-* s-1- , IDul*(t)dt
t -.,.
(1v 1v A ( y1-~) )
1 0

~ -- 1 , A(IDul*(t))dt + s--,n dt
sV 1 -n 0 0 t 1 -n

1 ,
= --
sV
1 --;;
1 Rn
v*-
A(IDul)dx + -B(s),
S

smce
fv A(IDul*(t))dt = f A(IDul)dx
Jo }Rn
by the equimeasurability of rearrangements. Here s is any positive
number. Hence (6) gives

for every s > 0. In other words, we must have

Inequality (9) yields an estimate of ess.sup. lui in terms of

fRn A(IDul)dx and meas(support of u). The theorem follows.

Lemma. If {2} holds, then the Young conjugate, A, of A satis-

fies

(10) ! +=
A(s)s- 1 -nf(n- 1 )ds < oo.
 An embedding theorem 923

PROOF. Recall the alternative formula (see e.g. [3])

where a is the derivative of A, i.e.

A(r) = 1r a(t)dt,

and a- 1 is a generalized inverse of a, i.e.

a- 1 (t) = inf{t'?:: 0: a(t') ?:': t}.

Fix any positive number k. An integration by parts shows

1+= A(s)s- -n/(n- )ds ~ ( 1- ~) A(k)k-n/(n-

1 1 1)+

+(n- ~) 1+=
1) ( 1- a- 1(s)d[-s- 1/(n- 1l].

We have

since a- 1 (a(r)) ~ r. Here h stands for a- 1 (k). Another integration

by parts gives

r+=
}h rd[-a(r)-1/(n-1)] ~ ha(h)-1/(n-1)
r+=
+ }h a(r)-1/(n-1)dr.

Obviously
a(r)?:: A(r).
r
The lemma follows.

Remarks. Our theorem includes a well-known embedding the-

orem for Sobolev spaces, see [1, chap.5] for instance.
924 G. Ta/enti

Also, it improves [1, Thm 8.35], where (3) is derived from (1)
under the following hypothesis:

Note that such a condition is equivalent to the following

J +oo
A(r)-lfndr < oo,

and the latter is more stringent than (2). Indeed

for any h > 0, because A(r)/r increases and

for any nonnegative decreasing function .

References

[1] R.A.Adams, Sobolev spaces, Academic Press (1975).

[2] Hardy, Littlewood, Polya, Inequalities, Cambridge University
Press (1964).
[3] A.W.Roberts, D.E.Varberg, Convex functions, Academic Press
(1973).

Istituto Matematico uu .Dini"

UniversitR di Firenze
Viale Morgagni 67/ A
I-50134 FIRENZE
 NONLOCAL EFFECTS INDUCED
BY HOMOGENIZATION

Luc TARTAR

Dedicated to Ennio De Giorgi on his sixtieth birthday

It is indeed surprising that a weak limit of inverses of second

order elliptic operators is also the inverse of a second order elliptic
operator. Of course in order to obtain this result one has to consider
a class larger than the class of operators of the form

(1) -I:-
Na [a(x)-
a]
. axi axi
=1

with a positive function a, and include the operators of the form

(2)

where the functions aij are the entries of a symmetric positive matrix
A(x).
If one chooses to consider the physical interpretation of (sta-
tionary) diffusion of heat or electricity, (1) corresponds to a ma-
terial which is locally isotropic, while (2) corresponds to a locally
926 L. Tartar

anisotropic material. Although there was no mathematical defini-

tion of what they meant by an effective coefficient, physicists were
aware of this fact long before mathematicians; their knowledge was
certainly based on the fact that they knew from experience that
anisotropic materials existed (crystals for example).
After the first mathematical results in this direction obtained by
S.Spagnolo, an Italian school grew influenced by pioneering ideas of
E.De Giorgi. G-convergence and then r -convergence were then the
usual mathematical tools involved to treat those problems of physics
which were connected to minimizing functionals.
While I was visiting De Giorgi in Pisa, he mentioned to me
some rather different questions that he had been investigating. His
motivation seemed quite different from mine, as he was looking at
interesting mathematical questions that were challenging from the
point of view of weak convergences, and his remarks were connected
to linear hyperbolic equations; I was myself motivated by the list of
questions of mechanics and physics that I knew and I was becoming
more and more convinced that some of the strange rules invented by
physicists could be related to homogenization results for hyperbolic
equations, and there was no real mathematical understanding of this
question.
De Giorgi's remark was related to the equation

au.(x,y,t) +sin It. au.(x,y,t) = 0

(3) { at E ax
u,(x,y,O) = v(x,y)

whose solution u, converges only weakly as E tends to 0; from the

formula

(4) u,(x,y,t) = v (x- tsin~,y)

one finds that u, converges weakly to U0 given by

u (x,y,t)
0
1
=-
27r 0
12" v(x- tsinz,y)dz =
(5)
= 1
-1
+1
v(x-t>..,y)
7r
d),.
~
1 - A2
 N onlocal effect induced by homogenization 927

Equation (3) describes a phenomenon of propagation in the x

direction and the remark shows that if the coefficients oscillate in
a different direction y, it induces for the limiting equation (i.e. at
a macroscopic level) some kind of diffusion in the propagating di-
rection, but not of the usual kind because here we have a finite
propagation speed effect.
It was not clear to me what would be a natural class of par-
tial differential equations that would contain equations like (3) and
be stable by homogenization; actually as I was aware of more gen-
eral questions for fluids and of the attempts of D. McLaughlin,
G.Papanicolaou and 0. Pironneau in that direction, I had a wider
goal that included semilinear hyperbolic systems.
The apparition of nonlocal effects by homogenization was not
new to me. In realistic situations of physics, the earliest reference
that I knew (in a language that I could understand) was some work
of E. Sanchez-Palencia who had treated some examples related to
acoustics, viscoelasticity and electromagnetism in a periodic setting.
At that time, I did not understand these results from the continuum
mechanics/physics point of view, but I knew what was the mathe-
matical tool to attack that kind of questions because J.L.Lions had
made a similar remark in one of his lectures at College de France: in
order to show that homogenization could sometime lead to pseudo-
differential operators, he had considered the following academic ex-
ample

(6) du, (0) = w

dt
where A, and B, were second order elliptic operators with periodi-
cally oscillating coefficients; he had applied a Laplace transform in t
which gave him a one parameter homogenization problem

(7) (p 2 A,+ B.)Lu,(p) = Lf(p) + w + pv

for the Laplace transform Lu. of u, and so the limit u0 satisfied an
equation of the type

(8) C(p)Luo(P) = Lf(p) + w + pv

where C(p) denoted the homogenization limit of (p2 A,+ B.). The
main remark was that, as C(p) would generally not be a polynomial
928 L.Tartar

in p, (8) would give a pseudo-differential operator after applying the

inverse Laplace transform.
In this example talking about pseudo-differential operators was
a fancy way to say that the limiting equation was showing a memory
effect (or relaxation effect for physicists). The causality principle,
saying that only the present and the past were necessary to deduce
the future, was an easy consequence of the homogenization procedure
(which is also a fancy name for expressing the fact of taking many
weak limits), and I had started in 1980 investigating which memory
kernels could appear by this homogenization process.

1. A simpler problem. I had decided to work as a starting

point with a much simpler equation

(9) (X, t) +a.(x)u,(x,t)=O;

au,at u.x,O ( )
( ) =vx

which I could consider as a model describing a mixture of products

having different rates of decay (for example radioactive materials).
Considering the oscillatory nature of the solution, I then realized that
having an intial data without oscillations was not really physically
relevant, and that a way to have a problem that would not emphasize
a special creation time like t = 0, could be to consider a variant

(X, t) +a. (x )u. (x, t ) = f (x, t )

au.at
(10)
u.(x, r) =0 for some negative time T.

As working with (10) seemed only to be a slight technical ap-

plication after understanding (9), I decided to continue to work with
(9). From the explicit solution of (9)

(11) u.(x, t) = v(x)e-ta,(z)

we deduce that the weak limit U 0 of u, (after extracting a subse-
quence, for which we keep the index E) will be of the form

u0 (x,t) = v(x)B(x,t)
(12)
where B(x,t) is the weak limit of e-ta,(z)
 Nonlocal effects induced by homogenization 929

and so the memory effect would be a mathematical consequence of

the fact that

(13) B(x,t) is not of the form e-tb(") except if a,--+ b strongly.

(This remark seemed to me to be the simplest example where a
limit of semi-groups was not a semi-group. Although I had heard
of different theorems about limits of semi-groups, I had never heard
anyone mention a counter-example like this one).
If one looks at an equation for U 0 with a memory kernel,

OUo~:,t) +b(x)u0 (x,t)+ ltK(x,t-s)uo(x,s)ds=O

(14)
U (x,O)
0 = v(x)
one sees that the Laplace transform of K is easy to obtain, as (12)
and (14) give

Lu 0 (x,p) = v(x)LB(x,p)
(15) {
(p + b(x) + LK(x,p))Lu (x,p)0 = v(x)
so that
1
(16) p+ b(x) + LK(x,p) := LB(x,p)

The problem was then to find K, and its properties, through

an inverse Laplace transform. As I was visiting Madison, I asked J.
Nohel about this special delay equation, and was advised to check
the analyticity and behaviour at infinity that were the key to classi-
cal theorems for inverse Laplace transform. As I expected the kernel
K to be :::; 0 in order to preserve nonnegativity of the solution, it
reminded me of using Bernstein's theorem which states that a func-
tion g(p) defined on ]0, oo[ is the Laplace transform of a nonnegative
measure J1, if and only if
mdmg
(17) (-1) dpm 2:0 m ]O,+oo[ for m=0,1, ...

(I had heard of this result, mixed with questions on Pade approxi-

mants, in talks oftheoretical physicists, the first time from D.Bessis).
930 L. Tartar

The Laplace transform of B can be studied easily if one intro-

duces the Young's measures associated to the sequence a,. Assuming
that a, is bounded in L 00 , for example

(18) 0 <a~ a,(x) ~ {3 a.e.,

there exists a family of probability measures dv., with support in the

interval [a, {3] such that, after extracting a subsequence, for which
we keep the index E, for every real continuous function G one has

G(a,)--+g in L 00 (R)weak*,
(19)
with g(x) =I G(.A)dv.,(.>.) a.e.

This shows that

B(x,t) =I e-t-'dv.,(.>.),
(20)
LB(x,p) =I p ~). dv.,(.>.) a.e.

Because of (18), LB(x,p) is defined for p 2:: 0, and from (16) the
Laplace transform of our unknown kernel K is

(21) LK(x,p)= (I p~,\dv.,(.>.))-l -p-b(x).

When p goes to oo, LB(x,p) has the asymptotic expansion

(22) LB(x,p) =~- ~ I .Adv.,(.>.) + : 3 I .A2dv.,(.>.)- ...

so that, if we denote by Am the weak* limit of (a,)m, i.e.

[a,]m--+ Am in L (R) weak*,

00

(23)
with Am(x) =I ).mdv.,(.A) a.e. ,

we obtain

(24) LK(x,p)= 1 p AHx) ... } -p-b(x).

_ { p+A (x)- A2(x)-
 Nonlocal effects induced by homogenization 931

From this, one sees that the natural choice for b is A1 and that one
can hope that Bernstein's theorem could be applied in order to prove
that K exists and is ~ 0. I indeed carried out the details in 1980,
and I used the following lemma: if and 'lj; satisfy the hypotheses
of Bernstein's theorem and 0 ~ < 1 on ]0, +oo[, then 'lj;/(1 - )
satisfies also the same hypotheses. I later asked Y.Meyer if this
result was known and he remarked that it could be seen directly as
a result about convolution equation: it suffices to notice that if d11 is
a nonnegative measure on [O,+oo[ satisfying d11({0}) < 1, then the
series of powers of d11 (for the convolution product) converges to a
nonnegative measure which is the inverse of (co- dll)
I quoted the above result to Luisa Mascarenhas (with the
method using convolution which was quicker) and asked her to study
the case where the coefficients a. could depend on t. She solved that
question, and it involved a lot of technical estimates, as part of her
thesis [1].
Around the same time that I had done these computations, I
learned a different tool, also connected to homogenization. In his
approach to questions of bounds for effective coefficients for two
component mixtures D.Bergman had extended some functions that
were naturally defined on the positive real axis to the complex plane
cut on the real negative axis and he had noticed that this extended
function was mapping the upper half plane into itself (independently
G.Milton had a similar idea). The mathematical properties were sim-
ple consequences of Cauchy's representation theorem for this class of
functions, and one idea was to use the Taylor expansion at z = 1
in order to obtain better estimates of the value at another point (I
think that this idea had been used in previous work by S.Prager) and
I understood later (from G.Milton's talk at a meeting in New-York in
June 1981) that there was some connection with Pade approximants.
When encountering an holomorphic function f(z) defined in the
complement of a compact set J of the real axis, real on R\J and
satisfying Imf(z) > 0 for Im z > 0, one may use a representation
formula

(25) f(z) = az + [3 + r d/1(>..)z

JJ)..-

where o: and [3 are real numbers with o: 2': 0 and dJ-L is a nonnegative
measure with support in J (in our examples we would have obtained
932 L.Tartar

easily an expansion near z = oo, and thus know the values of a and
{3).
From equation (24) we have decided to choose b(x) =A (:c), so
1
(21) is replaced by

p + A1 (:c) + LK(x,p) = (/ ~~(~) -

1
(26)

The new idea consists in noticing that the function F 1 defined by

F1(z) =f dv.,(>.)
(27) }Jlz Z +).
for z outside J1., = -support v...,
is holomorphic outside J1 .,, and satisfies JmF1 (z) < 0 for Imz > 0
because for >. in J1z, 1/(:c + iy + >.) satisfies this property. Near
z = oo, F1 admits the expansion F 1(z) = 1/z-A1(:c)fz 2+A2(:c)/z 3 +
0(1/ z 4 ) and we notice that if we denote by J1 ., the smallest interval
containing the support of v., (i.e. the convex hull of -J1z), then
F1(z) =/=- 0 outside -I1z Then we define F2 = 1/F1 which is holo-
morphic outside -I1z, satisfies JmF2 (z) > 0 for Imz > 0 and admits
near z = oo the expansion F2 (z) = z+A 1 (:c)- [A2(:c) -A1(:c) 2 ]/z+
0(1/ z 2 ). We deduce from the representation theorem that there
exists a nonnegative measure dp., with support in I1z such that

(28)
(1 dv.,(>.))-1-
--
r,. P+ >.
A()
=P+ 1 X +
1 ---
Ite
dp.. (>.)
->.- P
for p outside - I1z

This gives the Laplace transform of K by

(29) LK(x,p) =:- f dp.,(>.) for p outside - Iv~

lr,. >. +P
which can be inverted immediately, giving

(30)

Notice that we have obtained K ~ 0, but also the unexpected fact

that the derivatives of K alternate sign.
 Nonlocal effects induced by homogenization 933

Let us remark that Itz corresponds to the smallest interval con-

taining the support of dv., and so can be much smaller than the
interval where a.(x) takes its values. The different moments of the
measure dp., can be computed from information on the oscillations
of the sequence a.; for example, we have already obtained from the
expansion at z = oo for F2 that the mass of dp., is A 2 (x)- A 1 (x) 2
(so that dp., = 0 if and only if the sequence a. converges strongly).
If we denote by B 1 (x)- 1 the weak limit of lja.(x), then the integral
in time of K(x, t) can be found by taking p = 0 in (26) and is equal
to B 1 (x)- A1(x).
We can now attack the interesting question of characterizing
all possible kernels K(x, t) when one knows that a.(x) satisfies the
inequalities

(31)

i.e. accepting h., = [a-(x),a+(x)] as a maximal interval for the

support of the measures dp., or dv.,. So let K(x, t) be defined
by a formula like (30) with a nonnegative measure dp., with sup-
port in [a_(x),a+(x)]; we then define a function G(p) for p outside
[-a+(x), -a_(x)], by the formula

(32) G(p) :::: f dp.,(>.) for p outside - Itz

}l,z -).- P
and we want to find a function A1(x) such that G(p)+p+A1(x) map
the upper half plane into itself (which is automatically true) and be
=/:- 0 for p outside [-a+(x), -a-(x)]. The inverse of this function
will then be defined for p outside [-a+(x), -a_(x)] and by using the
representation theorem, we will deduce the existence of a measure
dv., satisfying (28), and the behaviour near z = oo will imply that
dv., is a probability.
Setting p = + iTJ, this gives the following condition

(33)

As this function of is increasing for < -a+(x) and for

934 L.Tartar

-a_(x) <~,this is equivalent to

(34)

I.e.

(35)

which gives the following necessary and sufficient condition for

the nonnegative measure dp.., having support in the interval
[a-(x),a+(x)] (assuming that it is not restricted to a point): elimi-
nating A1 in (35) and dividing by (a+ -a_) we obtain

(36) jh.
dp..,(>.) < 1.
(a+(x)- >.)(>.- a_(x)) -
We have incidently answered another natural question which is
to characterize the nonnegative measures dp.., that can arise from
a sequence a, satisfying (31) and converging weakly to A1 (which
satisfies also (31)): the answer is given by (35).

2. Generalization . The same idea can be used with Fourier

transform instead of Laplace transform, and I had studied with
Fran'<ois Murat an example of this type [2]. We will now apply the
same idea to De Giorgi's remark and this will involve both Fourier
and Laplace transforms: this has been done recently, with motiva-
tion coming from flows in porous media, by Amirat, Hamdache and
Ziani [3].
We will consider the following generalization of (3)

8u,(x,y,t) ( )8u,(x,y,t) _ 0
(37) ~ +a,y 8x -'
u,(x,y,O) = v(x,y),
 N onlocal effects induced by homogenization 935

where the oscillating coefficient a. satisfies

(38)

for two bounded functions a_ and a+. Assuming, for example, that
v has compact support we apply Fourier transform in x and then
Laplace transform in t and this gives

( )= F.,v((,y)
(39) LF.,u. (,y,p p
+ 2z1r
. ..t a. ( y )

which is valid for Rep > 0. If we extract a subsequence (for which we

keep the index c:) in order to obtain a family of Young measures dvy
associated with the sequence a. (they will be probability measures
with support in the interval [a-(y),a+(Y)] we find that the weak
limit U 0 of the subsequence u. satisfies

If we define the function H((,p) by

(41)

we obtain a function which is holomorphic in a strip lim(! < 'f/o

if 2?rrJ0 a(Y) < Re p. We will then be able to apply some of the
results of our preceding analysis, like the formula {28), by analytic
continuation. The analogous of formula (28) is

(42)
dvy(A))- 1 =q+
(/ - -
q+A
_ A l(Y)- - dp,y(A)
q+A
-
J
for q complex outside the real segment [-a+(y),-a_(y)],

where A1 is the weak limit of a. and the nonnegative measures dp,y

have support in the interval [a-(y),a+(Y)]. By choosing q = pf2i?r(
we obtain

(/ dvy~A) )-l=p+2i?r(AI(y)-{2i?r()2 / dp,y~..\)

(43) p + 2z1rO. p + 2z7r{A
if Rep> 0.
936 L. Tartar

Applying the inverse Laplace transform we obtain a delay equation

for the Fourier transform in x of u 0 :

! F.,u0 (~, y, t) + 2i'll'~Al (y)F.,uo(~, y, t)+

(44)
-1t K(~,y,t- s)F.,u0 (~,y,s)ds = 0

F.,u 0 (~, y, 0) = F.,v(~, y)

with K(~,y,r) = (2i'll'~) 2 J e- 2 i"'(>.rdf-Ly(>.)

which, after applying the inverse Fourier transform, gives

u0 (x, y, 0) = v(x, y).

3. Conclusion. Did we gain anything by expressing that the

weak limit of

(46) u,(x, y, t) = v( x- a,(y)t, y)

is solution of ( 45) as we knew it by a formula analog to (5)

(47) U0 (x, y, t) = Jv(x- t>., y)dvy(>.),

or did we lure ourselves into playing the strange game (for a mathe-
matician) of having a solution and looking for an equation?
We were indeed looking for a convolution equation because our
problem was invariant by translation in x or t, and we know that
linear operators commuting with translations have to be given by
convolutions.
 N onlocal effects induced by homogenization 937

If we had been looking at a nonlinear equation like

(48)
8u,(x, t)
Bt
( ( )2
+a,x)u,(x,t) =0,

whose solution is
v(x)
(49) u,(x,t) = 1 + tv(x)a,(x)
(assuming a, ~ 0 and choosing v ~ 0 in order to avoid blow up),
we would have found that (for the right subsequence) u, converges
weakly to U 0 given by

(50) u 0 (x,t) = v(x) I dv.,(>.)

1 +tv x
( )>."

What would then be a reasonable class of equations to consider for

that problem?
The above examples and methods which I have described are
well suited to some linear problems and my goal was to attack the
general question of understanding what kind of memory kernels can
appear by homogenization. This seems of importance for applica-
tions because memory effects do occur in models of continuum me-
chanics, an example being viscoelasticity for which I refer to the
recent book of Renardy, Hrusa and Nohel [4] which gives an up to
date description of both the models of continuum mechanics and the
corresponding mathematical results.

References

[1] L.Mascarenhas, A linear homogenization problem with time de-

pendent coefficient, Trans. A.M.S. 281 (1984), 179-195. (Part
of thesis, Lisbon, July 1983).
[2] L.Tartar, Remarks on homogenization, Homogenization and Ef-
fective Moduli of Materials and Media, 228-246, the IMA Vol.
in Math. and its Appl., Vol.l., Springer, New York, 1986.
[3] Y.Amirat, K.Hamdache, A.Ziani, Homogeneisation d'equations
hyperboliques du premier ordre - Application aux milieux poreux,
preprint.
938 L.Tartar

[4] M.Renardy, W.J.Hrusa, J.A.Nohel, Mathematical Problems in

Viscoelasticity, Longman, 1987.

Carnegie Mellon University

Department of Mathematics
PITTSBURGH, PA 15213
 ON REGULARITY AND EXISTENCE OF VISCOSITY
SOLUTIONS OF NONLINEAR SECOND ORDER,
ELLIPTIC EQUATIONS

NEIL s. TRUDINGER

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction. In 1957 there appeared De Giorgi's famous

paper [2] on Holder estimates for weak solutions of linear elliptic
equations in divergence form,

(1.1)

As is well known, the results and techniques of this paper brilliantly

opened the study of second order, quasilinear elliptic equations in
more than two variables, including the regularity theory of extremals
of multiple integrals of the form,

(1.2) In F(x,u,Du),
and weak solutions of quasilinear, elliptic equations in divergence
form,

(1.3) D;Ai(x, u, Du) + B(x, u, Du) = 0.

940 N. Trudinger

The regularity theory was further developed by Ladyzhenskaya and

Ural'tseva and Morrey in their respective books [16], [22] and the
relationship between De Giorgi's estimate and the general existence
theory is also described for example in the book [4].
In this paper we shall consider a regularity theory for weak so-
lutions of fully nonlinear, elliptic equations in the general form

(1.4) F(u) = F(x,u,Du,D 2 u) = 0.

Here the role of the De Giorgi estimates is played by the Holder and
pointwise estimates of Krylov-Safonov [14] for solutions of linear,
elliptic equations in non-divergence form,

(1.5)
The notion of weak solution we employ is implicit in the classical
Perron process but has been resurrected recently under the name
"viscosity" solution by Crandall and Lions [1] in the context of first
order equations, with an extension to degenerate elliptic, second or-
der equations being formulated by Lions [20]. Their terminology
arises from the stability of the notion under elliptic regularization
and the analogy with the vanishing viscosity method in fluid me-
chanics. The relation between viscosity solutions of second order
equations and stochastic control and game theory is treated in the
articles [20], [21]. For the existence theory, the notion of viscosity
solution turns out to be important as classical existence theorems
for equation ( 4) are only known, in more than two dimensions, when
the function F is convex or concave with respect to D2 u.
We proceed now to some definitions. Let 0 be a domain in
Euclidean n space, Rn and set r = 0 X R X Rn X sn, where gn
denotes the linear space of real, n x n symmetric matrices. The
function F in (1.4) is assumed to be defined and continuous on r
and the associated operator degenerate elliptic so that F is non-
decreasing with respect to D 2 u, that is

(1.6) F(x,z,p,r):::; F(x,z,p,r+17)

for all X, z, p, r E r and non-negative matrices "' E s n. A function
u E C 0 (0) is then called a viscosity subsolution of equation (1.4) if
for any function i.p E C 2 (0) and local maximum X 0 of u- i.p, we have

(1.7)
 Viscosity solutions of nonlinear elliptic equations 941

The function u is called a viscosity supersolution of (1.4) if for any

<p E C 2 (0) and local minimum X 0 of u- <p, we have

(1.8)

A function u is a viscosity (or Perron) solution of (1.4) if it is both

a viscosity subsolution and supersolution. Classical solutions (sub-
solutions, supersolutions) are easily seen to be viscosity solutions
(subsolutions, supersolutions) by virtue of the degenerate elliptic-
ity of F. Some basic properties of viscosity solutions of second order
equations are treated in [20]. In particular, a function u is a viscosity
subsolution (supersolution) of (1.4) if and only if

(1.9) F(x,u(x),p,r) ~ 0 for all (p,r) E D~ 2 u(x), x E 0,

where D~ 2 u(x) denotes respectively the second superdifferential,

subdifferential of the function u at the point x. The viscosity notion
is also stable with respect to uniform convergence in the sense that
if {um} c C 0 (0), {Fm} c C 0 (I') converge locally uniformly to u,
F respectively and Fm[um] ~ 0, (:::; 0), in the viscosity sense, then
also F[u] ~ 0, (:::; 0), in the viscosity sense, [20].
Unless otherwise stated, all notation in this paper follows the
book [4].

2. Regularity. Our initial goal in this article is to show that

continuous viscosity solutions of uniformly elliptic equations are con-
tinuously differentiable with Holder continuous first derivatives. This
extends our work in [28] where only Lipschitz continuous solutions
are considered. Utilizing the Perron approach of Ishii [6,7,8], we are
then able to infer existence theorems for continuously differentiable
solutions of the Dirichlet problem. The uniqueness of such solutions
is treated in the papers [8], [9], [11], [29]. The function F will initially
be subject to the following structure conditions:

Fl. (Uniform ellipticity)

Atrace1J:::; F(x,z,p,r+1J)- F(x,z,p,r):::; A trace17
F2. IF(x,z,p,O)[:::; f-lo+ f-!l[P[
F3. [F(x,z,p,r)-F(y,t,q,r)[:::; f-!o+Pl([p[+[ql)+w([x-y[+[z-tl)[r[
942 N. Tru.dinger

for all x,y,E n, izi,lti ::; Ko, p,q ERn, T E sn, .,., ;::: 0,
"'E sn, Ko > 0, where >.,A,Jl.o,Jl.b are positive constants (depend-
ing possibly on Ko) and w is a non-decreasing function on R+ with
w(a) ---+ 0 as a ---+ 0. For the regularity assertions we shall require
that w be a power function, that is

{2.1)

for positive constants J1.2 and T, but this can be dispensed with for
our later existence theorems. We observe that condition Fl implies
the Lipschitz continuity of F with respect to r and hence may be
expressed equivalently as

{2.2)

The structure conditions Fl, F2, F3 should be viewed in conjunc-

tion with their prime motivating example, the Isaac's equation from
stochastic game theory. Let {La,B} be a family of linear operators,
indexed by two parameters a E A, f3 E B and given by

(2.3)

where a~.B b~.B Caf3 !a,B E 0(0). The corresponding Isaac's equa-
tion,

(2.4) F[u) = inf sup (La,BU- /a,B) =0

aEA,BEB

will satisfy conditions Fl to F3 if the operators are uniformly elliptic

with respect to a and {J, that is,

(2.5)

for all a E A, f3 E B for fixed positive constants >.,A, and the coeffi-
cients a~.B are uniformly continuous (Holder continuous to also sat-
isfy (2.1)) while the coefficients b~.B Caf3, fa.B are uniformly bounded,
with respect to a and {J. When either of the sets A orB are single-
tons, we obtain the Bellman equations of stochastic control theory.
We can now state our regularity assertion.
 Viscosity solutions of nonlinear elliptic equations 943

Theorem 2.1. Let u be a continuous viscosity solution of equa-

tion (1.4) in the domain 0, where F satisfies the structure conditions
Fl, F2 and F3, together with (2.1). Then u is continuously differ-
entiable in 0, with first derivatives locally Holder continuous with
exponent a depending only on n, A/>. and r.

PROOF. In our previous paper, we utilized the key idea of Jensen

[9] of approximating the function u by functions whose graphs have
fixed distance from the graph of u. While this technique still per-
mits us to treat non Lipschitz solutions, it will be simpler to follow
the approximations invoked by Jensen, Lions and Souganidis [11]
in their extension of Jensen's comparison principle [9] to continuous
solutions. Accordingly let us define for positive E, the functions,

-2-Yl )
!x- 2
u;-(x) =sup ( u(y)- - ,
yEfl E
(2.6)
u;(x) = inf (u(y)
yEfl
+ !x -/1
E
2
).

We first note that the supremum and infimum will be achieved in

(2.6) at points x satisfying

(2.7)

provided x E 0(Eyfw0 ) where, for any 8 > 0, 0(8) is defined as

{x E 01 dist (x,80) > 8}. It then follows that

(2.8)

in the sense of distributions. Accordingly the functions u~ possess

second differentials almost everywhere in 0(Ey'W 0 ) and moreover [11]
at any point x of twice differentiability,

As indicated in [29], the approximating differential inequalities

(2.9) are sufficient to ensure a Holder estimate for u, by virtue of the
944 N. Trudinger

structure conditions F1 and F2. To see this, we write the inequality

(2.9) forut in the form,

a~iniiu~ ~ -F(x+,u(x+),Du~,o)
(2.10)
~ -JLo- JL1IDu~l

by F2, where the coefficient matrix a 0 = [a~], given by

(2.11)

satisfies by (2.2) the condition of uniform ellipticity,

(2.12)

Because of the second derivative bounds (2.8), the Krylov-Safonov

theory is applicable to the differential inequality (2.10), (see [29]).
In particular, if the ball B2 = B2R(Y) C 0(Ey'w 0 ) and B1 = BR(Y),

M2 = supu~, M1 = supu~,
B, B,

we have the weak Harnack inequality ([25],[4] Theorem 9.22),

(2.13)

where p and C are positive constants depending on n, A/..\ and

111 diam 0. But now, we can let E tend to zero in (2.13), to ob-
tain the same inequality for the function u itself. Similarly, we get
the same inequality for the function -u, from the approximation
u;, and in the usual way, (for example see [4], Corollary 9.23), we
deduce u E C"(O) for some a > 0, depending only on n, A/..\ and
t-t1 diam 0, together .with the Holder estimation,

(2.14)

for any ball BR C 0, 0 <a< 1, where also C depends on n, A/..\

and t-t 1 diam 0. Henceforth there will be no loss of generality in
assuming the function F is independent of z.
 Vi8C08ity Jolutions of nonlinear elliptic equations 945

The strategy of our ensuing proof is to successively improve the

Holder exponent of the solution u. Following our technique in [28],
we shall consider the differences v" defined by

(2.15) V0 (x,) = u~(x + h)- u;-(x).

as functions of the 2n variables (x, ) in the domain

By using the inequalities (2.9), we obtain for almost all x E !1(3h)

F(x- ,Du;- (x ), D 2 u~ (x + h)) - F(x-, Du;- (x ), D2 u;- (x)) ?':

(2.16) ?':F(x-,Du;-(x),D 2 u~(x+h0)+
- F((x + h)+,Du~(x + h),D 2 u~(x + h))

so that, writing

a(x) = [aii(x)] =
(2.17)
= 11
Fr(x-, Du;- (x), tD 2 u~(x + h) + (1- t)D 2 u;- (x))dt,
and using the structural condition F3, we have

(2.18)

where

Let us now fix a vector o with lol = 1, and simplify (2.18) through
a coordinate transformation

(2.19)
946 N.Trudinger

to give

Using (2.10), we then get a uniformly elliptic differential inequality

in the 2n variables (x, ~), namely

(2.21)

which has coefficient matrix a satisfying

(2.22)
,\
-I<a<nAI.
-
2 - -

We are now in a position to apply the weak Harnack inequality

again. To do this, we fix a point y E 0 and R > 0 such that
dist(y, 80) > 2R + 3h, 2R < >;;: and denote

(2.23)
M2 = sup v" M1 = sup v<.
jj2R jjR

Applying the weak Harnack inequality, ([4], Theorem 9.22), to the

function w = M2 - v< in the domain B2R, we then obtain

(2.24)
( R- 2 nlsR (M2- v<)P) lfp ~ C ( M2 - M1 + f1o: 2(1 + nw 2/ ..\ 2 )) ,

where p and C are positive constants depending only on n, A/..\ and

J.'~R(1 + ~: +e)- At this stage, we can let E-+ o, thereby obtaining
(2.24) for the difference,

(2.25) v(x,~) = u(x + h0- u(x).

 Viscosity solutions of nonlinear elliptic equations 947

By replacing u by -u, we see that (2.24) also holds for the function
-v, and we subsequently obtain the Holder estimate,

for any ball B 3 = B 3R C 0, h < R::::; >;};, 0 < rr < 1, where a and C
are positive constants depending only on n, A/..\ and
(1 + ~: +e).
Hence, if u E co,.B(O) for some (3 ::::; 1, we can reduce (2.26) to an
estimate in the x variables only, namely

and choosing rr = h/ R, we thus have, for any 1~1 = 1,

lu(y + h~)+u(y- h~)- 2u(y)l ::::;

(2.28)
2
[[u],a + 11{~ ( 1 + n;
2
::::; Cha+,8 R-a )] .

If w is a Holder modulus (2.1), we choose

R = hl-rf2(_3d)rf2 ' d = d y = d"lS t( y, 8'"')

H ,

so that for any h < d/3, hrl 2 < ..\/3/12 , we have

iu(y+h~) + u(y- h~)- 2u(y) lh-(,B+ar/ 2 ) ::::;

(2.29)
::::; cd-ar/2 ([u],a + ~ d2-,8 ( 1 + 11~~2r)),

where a and C are positive constants depending on n, A/>., 11d >.,

112/),. and T. Consequently (see [24]) we obtain u E c.B' (0) if (3' =
(3 + aT /2 ::::; 1 and u E ct,,B' - l if {3 1 > 1 and hence by iteration
we conclude u E C 1 .8(0) for some (3 > 0. Finally we observe that
once we have established u E C 0 1 (0), we can assume /ll = 0 in
the structure conditions F2, F3 with the result that the constants a
and C in (2.29) will only depend on n, A/>. and T. Theorem 1 is
948 N. Trudinger

thus proved and moreover we obtain from (2.29) for any subdomain
!1' CC !1, the estimate (cf. [28], Theorem 2.1)

(2.30)

where a is a positive constant depending only on n, A/).. and T,

while C depends also on J-Lo/A, J-LI/A, J-L2/A, diam !1 and lulo;fl and
6= dist(!1',8!1).

Global regularity. As in [28], we may readily deduce, from

the interior estimate (2.30), a corresponding global estimate for the
Dirichlet problem. This is accomplished through the following
boundary estimate which arises from the differential inequality (2.10)
and extends Krylov's boundary Holder estimate [13] to viscosity so-
lutions; (see also [14,19]).

Lemma 2.2. Let u E co(fl) be a viscosity solution of equation

(1.4) in the domain !1, where F satisfies the structure conditions F1
and F2. If T is an open C 1 T boundary portion of 8!1, with u = g on
T for some g E C 1 T(!1 U T), it follows that u is differentiable on T,
DuE ca(T) and moreover for any pointy E T, R < dist(y,8!1-T),
B+ = BR(Y) n !1, we have the estimates,

OSCflnBuR u :S: Cu (oscB+ u + R 1+T[Dg]T;B+ + ~ R 2 ) ,

(2.31)
OSCflnBuR v::::: cua (~OSCB+ u + RT[Dg]T;B+ + J-L; R) ,
where a > 0 depends only on n, A/).., T and J-LI diam !1, C depends
also on T and the function v is given by

(2.32) v(x) = u(x)- g(x).

dist( x, T)

By combining the estimates (2.30), (2.31) we now obtain a global

regularity result.
 Viscosity solutions of nonlinear elliptic equations 949

Theorem 2.3. Let u E C 0 (0) be a viscosity solution of the

Dirichlet problem

(2.33) F[u] = 0 zn 0, u = g zn 80,

where F satisfies the structure conditions F1, F2, F3, 80 E C 1 \

g E C 1 ,.(0) for some T > 0. Then u E C 1 "'(0) for some positive
constant a depending only on n, A/ A and r and we have the estimate

(2.34)

where C depends on n, A/ A, r, tLo/ A, ttd A, ttz/ A, lgll,n lulo;n

and 0.

As noted above, once we infer the solution u E C 0 1 (0) we are

in the situation of our previous paper [28] and there is no loss of
generality in assuming P,1 = 0, (with consequent adjustments to p, 0 ).
Furthermore weaker conditions on the boundary data 80, g suffice for
the first inequality in (2.31) and the consequent global boundedness
of Du, [19].

A priori estimates. If we know in advance that a viscosity so-

lution u of equation (1.4) belongs to a Holder space C1 ,.(0) for some
r > 0, we can dispense with the hypothesis (2.1) in the estimates
(2.30), (2.34). To demonstrate this assertion, we return to the esti-
mates {2.27), (2.28) with p, 1 = 0 (as above) and f3 = 1. Normalizing
u so that Du(y) = 0, we obtain from (2.28)

iu(y + h~) + u(y- h~)- 2u(y)l ::;

(2.35)
:=:; Ca"'-Thl+ 7 ([Du]r;B, + ~~~: (1 + n~2 )),
provided w :=:; Aa. Hence if r < a, by choosing a sufficiently small,
we can deduce from (2.35) a weighted interior estimate, for any
O' ceo,

(2.36)
950 N. Trudinger

where C depends on n, A/>. and w f..\. An estimate for Du follows

immediately from (2.36) by standard interpolation [4], but by invok-
ing the more general interpolation inequality of [26], we can permit
more general structure conditions than F2, F3, namely,

F2*. IF(x,z,p,O)i :SJ.to+J.t2IPI 2

IF(x,z,p,r)- F(y,t,q,r)i :S
F3*.
:S J.to + J.l2(1PI 2 + lql 2) + w(lx- Yi + iz- tl)lrl.
Since the Holder estimate (2.14) and the boundary estimates (2.31)
extend to the conditions F1, F2* (with the constant dependence
on J.ll . diam n replaced by J.t21ulo ), we conclude the following a priori
estimate.

Theorem 2.4. Let u be a continuous viscosity solution of equa-

tion {1.4) in the domain n, where F satisfies the structure conditions
F1, F2*, F3*. Then there exists a constant a depending only on
n, A/..\ such that if u E C1 '"(n) we have for any 0 :S T :S a, n' C C
n' the estimate
(2.37)

where C depends only ann, Af..\, J.to/>., J.t 2iul 0 /..\, wf..\ and diam n.
Furthermore, if an E C 1 ,r, g E C 1 ,r(n), 0 < T < a, and u = g
continuously on an, then u E C 1 ,r(O) and

(2.38)

where C depends on n, A/..\, J.ta/>., J.t21uiaf>.,wj>., IYil,r;n, lulo,n

and n.

We remark also that Theorem 2.1 could have been proved with
F2, F3 replaced by F2*, F3*.

Further regularity. We comment briefly on the twice differ-

entiability of viscosity solutions. First, if only conditions F1 and F2
hold and u is a continuous viscosity solution of equation (1.4) in the
domain n, it follows that u is twice differentiable almost everywhere
inn, with equation (1.4) then holding almost everywhere, [30]. Next,
 Viscosity solutions of nonlinear elliptic equations 951

if in addition to F1, F2, F3, the function F is either concave or con-

vex with respect to the r variables, then it follows that u E C 1 ,<>(0)
for all o: < 1. Finally, if we also assume:

F4. IF(x,z,p,r)-F(y,t,q,r)i :s; w(lx-yi+iz-ti+lp-qi)(1+iri),

for all x, y E 0, lzl, ltl, IPI, lql :s; Ko, r E sn, where w satisfies (2.1),
then u E C 2 ,o:(O) for some 0: > 0 depending only on n, A/>., T.
If 80 E C 2,T, g E C 2,T(O) and u is a solution of the Dirichlet
problem, (2.33), then u E C 2 ,o:(O); (C 1 ,<>(0) V o: < 1 if F4 is not
assumed). These last assertions follow by consideration ofthe second
order difference quotients; (cf. [23], [27]).

Alternative techniques. The proofs of interior regularity,

Theorem 2.1, and the interior estimate Theorem 2.4, may also be
effected by varying the approximation parameter E as a function of h
or by perturbation from the case w = 0. These techniques avoid the
addition of the new variables ~ but the latter requires an auxiliary
existence theorem for its execution. In fact our approach to regular-
ity originally arose from a previous observation that the continuous
differentiability of weak solutions of divergence structure equations
(1.3), when A is only Holder continuous in x, could be deduced di-
rectly by application of De Giorgi's estimate to the differenced equa-
tion rather than by the perturbation argument of Giaquinta and
Giusti [6].

LP spaces. When the solution u lies in the Sobolev space,

W 2 ,n(O), there is no need for the approximation (2.6) as the weak
Harnack inequality (2.24) and, indeed the oscillation estimate (2.26),
are directly applicable to the differences (2.25). In this case the con-
stants Jlo, /11, in the structure conditions F2, F3 can be replaced by
functions in certain LP spaces, as indicated in [28].

3. Existence. There are various approaches to demonstrating

existence of solutions to boundary value problems, particularly the
Dirichlet problem, for fully nonlinear elliptic equations of the form
(1.4). These comprise: (i) the classical method of continuity which
can be employed when the function F is concave (or convex) in the r
952 N. Trudinger

variables, (see for example [4]); (ii) utilization of the stochastic game
or control theory representations, (see for example [12], [20], [10]);
(iii) approximation by nonlinear Poisson equations as suggested by
Evans and Jensen, based on Evans [3]; (iv) the Perron process as
developed by Ishii [6,7,8] and (v) a discretization method which we
have developed recently in collaboration with H. Kuo. While the
last mentioned technique has the advantage of yielding continuous
viscosity solutions as limits of iterative schemes, it will be simplest
for our present exposition to adopt the Ishii approach, which under
very general hypotheses, provides viscosity solutions which are not
necessarily continuous. Their continuity becomes a separate consid-
eration but follows immediately from appropriate comparison prin-
ciples. Further regularity may then be deduced from our results
in the preceding section. Under the structural hypotheses Fl, F2,
F3 various existence theorems may be formulated depending on the
type of boundary behaviour encompassed and a priori bounds for the
solutions. A standard condition ensuring the latter is, for example:

). trace 7]:::; F(x, z,p, r + 77)- F(x, z,p, r),

(3.1)
(sign z)F(x,z,p,O):::; J-to + J-t1IPI

for all x,z,p,r E r, 7] ~ 0, E sn, where now >.,J-t 01 J-t 1 are fixed
constants, (see [4], chapter 17). For smooth boundary data, we have
the following result.

Theorem 3.1. Let F E C 0 (r) satisfy the structure conditions

Fl, F2, F3 together with {3.1}. Then, if {)0, E C 1 T, g E C 1 T(fl)
for some r > 0, there exists a viscosity solution u E C 1 "'(0) of the
Dirichlet problem {2.33}, for some a > 0, depending only on n, A/).
and r.

The proof of Theorem 3.1 combines the existence of continuous

solutions from Ishii [8] with the regularity assertions and estimates of
the preceding section. The work of Ishii involves two stages, namely
a Perron approach to get generalized solutions and a comparison
principle to infer their continuity. As indicated above the first stage
requires minimal hypotheses. Following Ishii, a function u on f.l
is called a viscosity subsolution (supersolution) of equation (1.4) in
 Viscosity solution, of nonlinear elliptic equation, 953

0 if its upper (lower) semicontinuous envelope, u*(u*), fulfills the

definition in Section 1, and as before is a viscosity solution if it is both
subsolution and supersolution. The existence of such generalized
viscosity solutions is guaranteed by the following lemma.

Lemma 3.2. Let FE C 0 (f) be degenerate elliptic and suppose

there exists a viscosity supersolution u 1 and subsolution u2 of {1.4)
in 0 with ub u 2 E C 0 (0) and u 1 ::::; u 2 . Then there exists a viscosity
solution U of equation (1.4) in 0 satisfying U1 ::::; U::::; U2.

For the comparison principle, we replace condition F3 by

F is monotone increasing with respect to z,

F5. {
IF(x,z,p,r)- F(y,z,q,r)l::::;
::::; w(lx- yl) + JL(Ix - Yllrl + lq- pi),
for x,y E 0, lzl::::; K 0 , p,q ERn, r E sn, where w is as in F3 and JL
is a positive constant. Then we have, from Ishii [8), (see also [29)),

Lemma 3.3. Let u, v E L 00 (0) be respectively viscosity subso-

lution and supersolution of equation (1.4) in 0 with u* ::::; v* on 80,
and suppose F satisfies F1 (or at least the first inequality) and F5.
Then u* ::::; v* in 0.

Combining Lemmas 3.2 and 3.3 we deduce the existence of a

unique continuous viscosity solution of the Dirichlet problem (2.33)
provided (3.1) and F5 hold, g E C 0 (0) and 80 satisfies a barrier
condition, for example an exterior cone condition. If we adjoin con-
ditions F1, F2, F3, we obtain a unique solution u E C 1 a(O)nC0 (0),
by virtue of Theorem 3.1. The removal of condition F5 may be ac-
complished by approximation and use of the Leray-Schauder theo-
rem, ([4), Chapter 11).
We remark here that the solution of the Dirichlet problem in
The.orem 3.1 will be unique if F5 holds with lx - Yl replaced by
lx- yl 1 / 2 , as the comparison principle, Lemma 3.3, can be extended
accordingly ifthe functions u, v E C 0 1 (0), [29). For the Isaac's equa-
tion (2.4) with countable index sets A,B, we can ensure condition
(3.1) by assuming Caf3::::; 0 \;/a E A, f3 E B, in addition to the uni-
954 N.Trudinger

form ellipticity and coefficient continuity as formulated in Section 2.

Under these conditions we thus have the existence result.

Corollary 3.4. For an E C 1 r, g E C 1 r(O) there exists a

viscosity solution u E C 1 0 (0) for some o: > 0, of the Dirichlet
problem {2.~~) for the Isaac's equation {2.4) which is unique if the
coefficents a;13 E C 1 12 (n), uniformly with respect to A, B.

Through Lemma 3.2, barrier considerations for the Isaac's equa-

tion reduce to those for linear equations, so that if, for example,
the coefficients a~/3 E CT(O), T > 0, the C 0 (0) solvability of the
Dirichlet Problem (2.33) for arbitrary g E C 0 (0) follows from that
for Laplace's equation.

Obstacle problems. Because the structure conditions Fl, F2

and F3 are preserved when the operator F is perturbed by a bounded
function, the estimates of Theorem 2.4 are applicable to obstacle
problems. When we consider a bilateral obstacle equation of the
form,

inn, we can dispense with conditions such as (3.1), implying a priori

solution bounds. We then have the following extension of Theorem
3.1.

Theorem 3.5.Let F E C 0 (r) satisfy conditions FI, F2*, F3*.

ThenifanEC 1 \ gEC 1r(0),7/JI,'lj;2 EC 11(0), 1 :::; g:::;2 in
n, there exists a viscosity solution u E C 1 "'(0), for some o: > 0, of
the Dirichlet obstacle problem,

(3.3) F[u;1,2] = 0 in n, u = g on an.

By choosing 1 , 2 as sufficiently large constants, we see that

Theorem 3.5 includes Theorem 3.1. To prove Theorem 3.5 we solve
the approximating problems,

F[u 11 ] = f3 11 (u 11 -2 ) - /311 ( 1 - u11 ) in n,

(3.4)
u'l =g on an,
 Vicosity solutions of nonlinear elliptic equations 955

where Tf > 0, {3 71 ( t) = ( t+) 2 frt 2 is a typical penalty function. The

boundedness of the penalty terms on the right hand side, indepen-
dently of Tf, follows from application of the usual maximum principle
arguments to the approximation (2.6). Theorem 3.5 includes the
uniformly elliptic Isaac's equation as a special case. For earlier work
on the Bellman equation see [17].

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[21] P.-L.Lions P.E.Souganidis, Viscosity solutions of second order
equations, stochastic control and stochastic differential games, in
IMA Vol.lO, Stochastic Differential Systems- Stochastic Control
Theory and Applications, Springer-Verlag, Berlin (1988).
[22] C.B.Morrey Jr., Multiple integrals in the calculus of variations,
Springer-Verlag, Berlin-Heidelberg-New York (1966).
[23] M.V.Safonov, On the classical Bellman's elliptic equation, Soviet
Math. Dokl. 30 (1984), 482-485.
[24] E.Stein, Singular integrals and differentiability properties of
functions, Princeton University Press, Princeton (1970).
[25] N.S.Trudinger, Local estimates for subsolutions and supersolu-
tions of general second order elliptic quasilinear equations, In-
vent. Math. 61 (1980), 67-79.
[26] N.S.Trudinger, On an interpolation inequality and its applica-
tion to nonlinear elliptic equations, Proc. Amer. Math. Soc.
95 (1985), 75-78.
 Viscosity solutions of nonlinear elliptic equations 957

[27] N.S.Trudinger, Lectures on nonlinear second order elliptic

equations, Nankai Institute of Mathematics, Tianjin, China
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[28] N.S.Trudinger, Holder gradient estimates for fully nonlinear el-
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57-65.
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Centre for Mathematical Analysis

Australian National University
GPO Box 2601
CANBERRA ACT 2601
 ETUDE D'UN SYSTEME EN MULTIPLICITE 4,
LORSQUE LE DEGREE DU POLYNOME MINIMAL
EST PETIT

JEAN VAILLANT

Didie aEnnio De Giorgi pour son soixantieme anniversaire

0. Introduction. Nous avons dans des publications prece-

dentes [8], [9], [10] donne de nouvelles conditions de Levi, pour les
systemes amultiplicite constante, qui nous semblent permettre d'en-
visager la caracterisation generale de l'hyperbolicite de ces systemes.
On remarque que les cas ou le degre p du polynone minimal
correspondant aune racine caracteristique de multiplicite m satisfait
a p :::; ~ presentent le plus de difficulte ; en outre, ces cas ne sont
possibles (en dehors du cas fortement hyperbolique) que si m ~
4. Nous traitons ici l'un des deux cas possibles si m = 4, p = 2;
nous avons choisi le plus difficile: la condition necessaire s'obtient
moins directement que d'habitude, la condition suffisante, aisee, si le
rang generalise est constant, presente plus de difficulte que dans les
autre cas. Nous donnons aussi des indications permettant d'obtenir
l'invariance des conditions de Levi introduites.
Ce travail a ete redige en partie a Pise, nous exprimons ici nos
vifs remerciements.
960 J. Vaillant

1. Definitions et position du probleme.

l.a. x = (xo,xl) E 0; 0 est un voisinage ouvert de 0 dans
R 2 . a(x) et b(x) sont des matrices 4 x 4 fonctions analytiques de x
dans 0; on considere l'operateur differentiel matriciel:
h(x, D)= a(x, D)+ b(x) = ID0 + a(x)D1 + b(x)
ou : Do = 8~o, D1 = 8~ 1 On note: = (a,1) E R 2 la variable
duale de x et on considere le determinant caracteristique:

on le suppose hyperbolique par rapport ala direction (I,O) et ayant

une seule racine caracteristique, soit:

Remarque. L'etude generale d'un operateur hyperbolique a

multiplicite constante permet, par une microlocalisation convenable
[2], [IO], de se ramener a une seule racine caracteristique, l'operateur
devient pseudo-differentiel, mais l'etude est essentiellement analogue
a celle que nous allons faire.
Par un changement de coordonnees evident, les bicaracteris-
tiques deviennent droites et verticales et:
det[o I+ a(x)6] = !-

l.b. On considere la matrice: a(x, x, I) =xi +a(x) comme une

matrice dont les elements appartiennent a l'anneau des polynome en
x, ayant pour coefficients des germes de fonctions analytiques de x en
0, par rapport a l'ideal engendre par X [6]; c'est l'anneau des fractions
construites a partir de ces polynomes et dont le denominateur n'est
pas divisible par x; il est principal et ses ideaux sont engendres par
les puissances de X
Dans cet anneaux a(x,x, I) est equivalente a une matrice dia-
gonale, dont les elements sont les facteurs invariants de a(x,x,I).
Nous ferons !'hypothese suivante sur ces facteurs invariants:

a(x,x,I) = P(x,x) (xo2x2 I Io) Q(x,x),

 SyJtemeJ hyperboliqueJ en multiplicite quatre 961

det P(x,O) . 0, det Q(x,O) . 0. On remarque que:

det P(x, x) det Q(x, x) =1;
les calculs de [6] permettent des precisions utiles: Q(x,x) peut etre
choisie comme une matrice de polynomes en x que l'on peut calculer
explicitement et son determinant s'exprime a l'aide des mineurs de
a(x, x, 1); on peut aussi calculer P explicitement et les denomina-
teurs qui apparaissent sont les facteurs de det Q(x, x). On note
A(x,~) la matrice des cofacteurs de a, de sorte que:

a A = A a =~!I.
Dans un voisinage de O, il resulte de !'hypothese sur les facteurs
invariants que:
A= A~~'
ou A( x, ) est une matrice de polynomes en ~ a coefficients analy-
tiques et:
A(x,O,l).0;
de plus, il existe un mineur d'ordre 2 de a soit A;~% (x, ~) tel que:
A;~~: (x, 0, 1) . 0. On supposera que 0 est indus dans un tel voisi-
nage.
On sait aussi que:

dans 0.

l.c. On dira que le rang generalise de la matrice caracteristique

(pour la racine caracteristique ~o = 0) est constant si et seulement
Sl:

:JQ tel que detQ(x, 0) -=f 0 pour tout x E 0.

Ceci equivant a dire que:
A(x,0,1)-=f0,\fx et A;~~~(x,0,1)-=f0, \fx.
Si le rang generalise est constant, il existe une matrice 4 X
4, ~ 0 (x) de germes analytiques en 0, de determinant jamais nul
telle que:
962 J. Vaillant

(on suppose 0 choisi convenablement); on a aussi:

~;;- 1 (x)a(x,)~o(x) =no+ (J 0)

0 J 6

l.d. La proposition suivante montre que, par le choix d'un ope-

rateur pseudodifferentiel elliptique ~ de symbole principal ~ 0 , on
peut aussi simplifier les coefficients b, grace a un resultat d'Arnold
applique par Petkov [4] au probleme considere :

Proposition. Si le rang generalise est constant il existe un

operateur ~(x, Dl) = ~o(x) + ~ 1 (x)D1 1 + ... + ~i(x)D;i = ... , ou
les lli (x) sont analytiques, tel que:

h(x, D)~(x, D 1 ) = ~(x, Dl)h(x, D),

modulo un operateur d'ordre -oo en 6, ou:

h(x, D) =I Do+ &.D1 + b(x, D!)

+ -b1(x)D; 1 + ... + bi(x)D? + ... ,
- - - .
b(x, Dt) = b0 (x)

~)
0
0
,

les coefficients matriciels bi (x) sont analytiques.

l.e. On considere le probleme de Cauchy:

h(x,D)u = j,
ulzo=t = Yt(x!),
f est le second membre donnee, Yt la donnee de Cauchy sur X0 =t
et u l'inconnue.

Definitions. Le probleme de Cauchy est bien pose en (.t.,~ 1 ) E

0 si et seulement si il existe un voisinage ouvert w de (.t,ff.1 ), w C 0,
 Syteme hyperbolique en multiplicite quatre 963

tel que: \If E C00 (w), Vg! E C00 (w!_), ou : w! = w n {xo = H, il

existe une solution coo, unique, du probleme de Cauchy dans w; le
probleme de Cauchy est bien pose dans 0, si il est bien pose en tout
point de 0.
Le probleme de Cauchy est bien pose au voisinage de 0, ou
brievement localement bien pose , si il existe un voisinage ouvert
de 0, 0, ou le probleme de Cauchy est bien pose.

2. Conditions de Levi.
2.a. On ecrira ces conditions pour un operateur:

Notation. A un symbole homogime A(x,), polynomial en o,

on associera un operateur pseudodifferentiel A' (x, D), differentiel en
D 0 , de symbole developpable en symboles homogimes dont A est le
symbole principal. On note a !'operation prendre le symbole princi-
pal.

Exemple. A A(x,) on associe A'(x,D); a(A') =A; a of,

on assode D~; a(D~) = of.
Definition.

Definition. La condition Lf s 'en once: il existe un operateur

A' et un operateur D~ tel que~ soit divisible par o

Definition. On pose alors:

et:
Lf = u(A'[hA#~- hA'(hA'- D~2 )D~+
+ (hA'- D~2 )D~3 ]).
964 J. Vaillant

Definition. La condition L~ s 'enonce alors: il existe un ope-

rateur A#~ tel que [.r
soit divisible par ~a

Definition. On pose alors

et

Definition. La condition Lf s 'enonce alors: il existe un ope-

rateur A#~ tel que[.~ soit divisible par ~o

Definitions. On definit en coordonnees locales {1 0}, les opera-

leurs sur l'espace cotangent, prive de 6 = 0 :

L.a(x,~,D,) = A(x,~)[a(x,D.,) + b (x)]

0

1 (x, ~) = A(x, ~)b1 (x )~1 1 .

On definit des conditions en coordonnees locales; nous montrerons

ensuite qu'elles sont equivalentes aux conditions L# precedentes.

Definitions. La condition L 1 s 'enonce:

L.aL.o(A) est divisible par ~o;

on pose alors:

La condition L 2 s 'enonce:

on pose alors:

La condition L 3 s 'enonce:
 Systemes hyperboliques en multiplicite quatre 965

Proposition. Lf
et L 1 sont equivalentes; si elles sont rea-
lisees,Lr et L 2 sont equivalentes et de meme si et Lf
sont Lr
Lf
realisees et L 3 sont equivalentes.

PREUVE. On calcule ~ explicitement; on trouve, si D~

IDo + H*(x,D) ... , ou H* est d'ordre 0:

le symbole homogene N(x,~) doit etre explicite , mais nous ne le

detaillerons pas ici.
On a done: Lf equivaut L 1 et:a

On a ensuite:

et L~ equivaut a L2; on doit encore expliciter N 2 (x, 0 et on a:

le symbole homogene N 4 doit etre explicite .

On a alors:

on explicite N 6 et on obtient:

d'ou !'equivalence de Lf et L 3.

Consequences.
1) Les condition # ne dependent pas du choix des operateurs
D~, A',A#~, A#; et ne dependent done que de h;
2) L'operateur D~ est !'expression dansles coordonnees choisies en
l.a d'un operateur dont le symbole principal est (~o- >.(x)~1)I;
966 J. Vaillant

on en deduit facilement l'invariance des conditions de Levi, par

changement de coordonm\es;
3) En vue d'utiliser la reduction vue au l.d, on montrera l'invarian-
ce des conditions de Levi par Faction de l'operateur elliptique
~(x,Dt) du l.d. On notera ~(il(x,D1 ) un inverse de ~(x,D 1 )
modulo un operateur d'ordre -oo en 6- On obtient la:

Proposition. Si h(x, D) virifie la condition de Levi Lf, son

transformi h(x, D) satisfait la condition de Levi correspondante if;
' fi e L#
st. h verz 1 e
t L# ' fi e L#
# ; st. h verz
' "fi e L-1# et L- 2
2 , h- verz L# L# h-
1 , 2, 3 ,
-# -# -#
virifie L1 , L2 et L3 .

done: A' b~ a pour symbole, Ia matrice des cofacteurs de a( x, ~) =

~oJ + a( X )~1; on pose:

et:
-# . #
-#
.Co = ~o-1 .Co# ~o; L1 eqmvaut a L 1
et -#
A1 = ~o
-1
A1# ~ 0
La fin de Ia preuve utilise les memes remarques.

2.b. Nous allons expliciter les conditions L 1 , L2, L3 pour l'ope-

rateur:
h(x,D) =I D0 + a(x)D1 + b(x),
ou:
0 p(x) 0 0 )
( 0 0 0 0
a( x) = 0 0 0 v( x) '
0 0 0 0
p(x) et v(x) sont des germes analytiques p =/= 0, v =/= 0; on a done:
b(x) = b0 (x), bi(x) = 0, .C1 = 0; on peut prendre les bHx) 0. On =
est amene a distinguer les cas suivantes:
 Sytemes hyperboliques en multipliciti quatre 967

i) b~ bf "# 0. L1 s' ecrit:

L 2 s'ecrit:

[ 311
J1 bl-b3 b;
(b2)2 -D (b2)]
b~
[ (b4) 2 (b4)] =0
1
+v b2-b4 b; +Do b~
0
423 3-

L 3 s'ecrit:

ii) Si b~ "= 0, bf = 0:
L1: bf =: bi =: 0
L2 : Jlb~ + vbi =0
L3: Do(~)=: 0
... )
111 b2-
3=
0
'
b4
1t=
"* O
L1: bi =: bi =: 0
L2 : Jlb; + vb~ = 0
L3: Do(;)=: 0

iv) b~ =0 , bf =0
L1: bi =bi =0
L 2 et L3 sont verifiees sans condition supplementaire.

Lors de l'etude la condition necessaire, nous utiliserons pour

l'operateur:
h(x,D) =I Do+ a(x)D1 + b(x),
968 J. Vaillant

du l.b, la reduction du l.c, l.d et 2.a, Consequence 3.

L'operateur transforme h est de la forme donnee au l.d; les
conditions de Levi s'ecrivent pour cet operateur:
i) si (b 0 }5(bo)i " 0,

L1 : (bo)i + (bo)~ =0, (bo)i(bo)~- (bo)~(bo)i =0

L : (b )3- (b )2 [(~o)i]2- 2D (~o)i = o
2 01 04 (bo); o(boH

L :
3
(ba)}(bo)~ [(b
(boH
)3 _ D (~o)i]
o1 o(boH
+D
o
[(bo)3 _ D o(boH
1
(~oH] +

_ [(~o)i (b )2 + (b
(bo)~ 1 1
)4] _ (b )4 [(~1)~
1 1 o 1 (boH
+ (~1}]
(bo)i
=0
ii) si (boH " 0 et (bo)i = 0:
L1 : (bo)i =(bo)~ =0
L2 : (bo)r =o
iii) si (bo)I " 0 et (bo)~ = 0:
L1 : (bo)i =(bo)i =0
L2: (ban= o

3. Condition mkessaire pour que le probleme de Cau-

chy soit localement bien pose . On considere l'operateur diffe-
rentiel h du l.a, l.b.

Theoreme. Pour que le probleme de Cauchy soit localement

bien pose pour l'operateur h, il faut que les conditions de Levi L 1 ,
L2, L3 soient satisfaites.
 Syatemes h.yperboliques en multiplicite quatre 969

PREUVE.
3.a. n suffit de demontrer le resultat pour l'ensemble des points
(t,~') ou le rang generalise est constant; en effet cet ouvert est
partout dense, car son complementaire est !'ensemble analytique des
x oil le rang varie, considere au l.c et, d'autre part, les conditions
de Levi s'expriment par l'annulation de fonctions continues.

3.b. Proposition L1 La condition: " 0 0 A est divisible par

~o" est necessaire pour que le probleme de Cauchy soit localement
bien pose.

PREUVE. La condition: 0 0 A est divisible par ~o s'exprime

par l'annulation d'une fonction matricielle analytique M 1 (x).
On va demontrer que si, en un point ~,M 1 (f!<.) =/= 0, le probleme de
Cauchy n'est pas bien pose pour h dans un voisinage de ce point.
On utilise alors l'invariance de la condition de Levi L1 par
!'action de l'operateur fl. En explicitant la condition pour l'optl-
rateur transforme h, on obtient que:
M 1 (x) = 0 equivaut aux conditions sur bo(x) donnees ala fin
du 2.b.
On a done a demontrer d'abord le

Lemme 1.
i} Si (boH(bo)f ". O, si [(boH + (bo)i](.f!<.) =/= 0 ou si:

[(bo)~(bo)~ - (bo)~(bo)i](-'!<) =/= 0,

il existe un voisinage de ~ ou le probleme de Cauchy n'est pas

bien pose pour h.
ii} Si (bo)~ ". 0 et (bo)f = 0, si (bo)~(-'!<) =/= 0 ou si (boH(~) =/= 0,
il existe un voisinage de ~. ou le probleme de Cauchy n'est pas
bien pose pour h.
iii) Si (bo)~ = 0 et (bo)i ". 0, si (bam~) =/= 0 , (bo)i(-"<) =/= 0, il existe
un voisinage de -"'- ou le probleme de Cauchy n'est pas bien pose.
iv) Si (boH = (bo)f = O, si (boH(-"<) =/= 0 ou (bo)H-'!<) =/= 0, il existe
un voisinage de ~ ou le probleme de Cauchy n'est pas bien pose
pour h.
970 J. Vaillant

PREUVE. Nous ne donnerons la demonstration que dans le cas

i), les cas particuliers ii), iii), iv) ayant des demonstrations analogues.
On peut supposer que (boH(bo)i(if) i= 0, par une remarque deja
utilisee de densite et de continuite .
On ale

Lemme 2. Si il existe un voisinage ouvert de ;?;., ou

alors le probleme de Cauchy n'est pas bien pose dans ce voisinage.

PREUVE. On se place en un point il1: ou:

et nous voulons demontrer que le probleme de Cauchy n'est pas bien

pose en il?: On demontre le:

Lemme. Pour tout voisinage ouvert G de;?;., assez petit, il existe

une fonction vectorielle Ya(x) E c=(G), telle que Ya(x) i= 0 dans G,
il existe des fonctions Yj(x) E c=(G), il existe une fonction scalaire
'lj; E C00 (G) telle que: Do Im 'lj;(x) < 0 dans G {ou Im designe la
partie imaginaire}, il existe 8 = 1, tel que le developpement forme/:

u = ei[woz, +w'f2.p(z)] [Yo(x) + Yl (x )w-1/2+

+ ... + Yj(x)w-i/2 + ...] '

verifie formellement:

hu = ei[woz,+w'f2.p(z)lw[Zo(x) + Zl(x)w-1/2+
+ ... + Z;(x)w-il 2 + ... ] =0
c'est-a -dire: Zo = Z 1 = ... = Zi = ... = 0.

PREUVE. On cherche d'abord un developpement formel:

 Systemes hyperboliques en multiplicite quatre 971

tel que:
Yo E C""(G) et Yo-=/:- 0.
On trouve d'abord que Z (x)
0 = 0, s'ecrit:

ii(x,D 0 cp)Y0 (x) = 0,

so it ( cf. I.e):

d'ou:

ensuite zl = 0 s'ecrit:

O,

la 11~re et la 3eme equation s'ecrivent:

ensuite, on a: z2 = 0:
972 J. Vaillant

On obtient:

La 2eme et la 4eme equation doivent avoir une solution non nulle en

Y} et Y03 ; on choisit 1/J tel que:

soit:

(Do'I/J) 2 1( . -
= 2 - u5[(bo)l2 + (bo)a]
- 4

i [(boH + (boH] 2 + [(bo)Hbo)f- (bo)~(bo)i])

on choisit 8 et le signe de sorte que:

(Do1/J) 2 ne soit pas reel 2: 0,

et ensuite, on peut choisir Do'I/J tel que Im Do'I/J < 0. De Za = 0, on
tire
[(Do1/J) 2 + i8(bo)~JYl + i8(bo)~Yl+
Y1 + C3 Y1 = 0
+ C11-1
. -1 1-3
- 2zDo1/JDoYo
i8(bo)1 ;. + [(Do'I/J) + i8(bo)a]Y1 +
-41 2 -4-3

- 2zD 1/JDoYo + C1 Y1 + C3 Y1 = 0,
. -3 2-1 2-3
0

oil les coefficients C sont analytiques et connus.

On ecrit que ces equations en Yl et f:? sont compatibles et on
exprime, a l'aide de la 2eme equation de z2 = 0, Yo3 en fonction de
Y01 j on obtient:

oil C 1 est analytique connu; compte tenu de !'hypothese de l'enonce

du lemme precedent, le coefficient de D0 Y01 est analytique et ja-
mais nul dans un voisinage convenable de ~; on choisit done YI E
 Systemes hyperboliques en multiplicite quatre 973

coo, Y1 (g;, ,x 1 ) a support compact, Y 1 =/- 0 dans G; ensuite Y 3

0 0 0 0

est determine , puis Y12 et Y1\ on continue !'identification et on

determine tous les Yj par recurrence.

En revenant a h, on a, formellement:
hf:l.u = o;

on pose:
u= Au;
u est de la forme:
u = ei[wb"z, +w'/2,p(z)] [Ao(x )Yo(x )+ Yi. (x )w-1/2+ ... + Yj (x )w-j/2+ ... ],

avec: Yo(x) = A 0 (x)Y0 (x) =/- 0, Yj(x) E c=(G) tel que:

h u = 0.

Lemme. On pose:

UJ(x) = ei[w5z,+w'/2,p(z)][Yo(x) + .. + YJ(x)w-Jf2];

on designe par II llk,K une semi-norme de c=(G) quelconque, k
entier :;;.: 0, K compact de G; on a:

llhuJIIk,K = O(wk-NJ) exp [s~ (- Im '!f;(x))w 112] ,

si w-> +oo
au on peut choisir J assez grand pour que k- NJ < 0; de plus;

lluJIIo,K = exp [s~ (- Im '!f;(x))w 112] [y + o(w)],

y =f- 0, sz w -> +oo

enfin, si: g;, = (~, g;,1 )

lluJ(~, x1)11k,Kn{zo=~} =
O(wk) exp [s~ (- Im '(~, x1))w 1/ 2] [y + o(w)]
si w-> +oo
974 J. Vaillant

Fin de Ia preuve du Lemme 2. Pour tout voisinage assez

petit G de !!1: Vk, VK, VC > 0, il existe w, tel que:

cela resulte du fait que:

On deduit alors du theoreme du graphe ferme de Banach que le

probleme de Cauchy n'est pas bien pose en !!1: d'ou le Lemme 2.

Lemme 3. Si au voisinage de ;r.:

alors le probleme Cauchy n'est pas bien pose pour h, dans ce voisi-
nage.

PREUVE. Le principe de la demonstration etant celui de

la precedente, nous ne donnerons que les details caracteristiques du
Iemme. On distingue deux cas, que nous expliquerons dans deux
nouveaux lemmes.

Lemme 4. Si il existe un voisinage ouvert de ;r., au:

(b )3- 2D ((~a)i)- (b a)2((~a)i)2

4 (baH
d 0
a1 a (baH 'F '

alors le probleme de Cauchy n'est pas bien pose dans ce voisinage.

PREUVE. On se place en un point ;r., ou !'expression ci-dessus

est =/= 0. On construit un developpement

u = ei[woz 1 +w 1 14 B(z)+w'l 2 ..p(z)] [Ya(x) + y1(x )w-1/4+

+ ... + Yj(x)w-i/ 4 + ... ]
 Systeme. hyperboliques en multiplicite quatre 975

ou Yo(x) f- 0 dans G, }j E C00 (G), 'If; E C00 (G), Do Im'!f; < 0 dans
G, e E c=(G), tel que hu = 0.
On construit d'abord ii, analogue tel que:

hit= 0;
on ecrit que Zo = i1 = i2 = z3 = z4 = o; a ce stade, on obtient
encore:
[(Do'l/J) 2 + ic5(bo)iJY} + ic5(bo)~Y; = 0
ic5(bo)iY01 + [(Do'l/J? + ic5(bo)~]Y; = 0;
on choisit 'If; tel que:

(Do?= -ic5[(bo)i + (bo)~] ,qui n'est jamais nul;

2
on choisit c5 et le signe de sorte que Do Im'!f; < 0.
On ecrit: Zs = z6 z6
= 0 et dans = 0, on ecrit que la 2eme et
la 4eme equation en Yl et Y13 sont compatibles; compte tenu de ce
qui precede, on obtient une equation en Y01 de la forme:

c est numerique f- 0 et C(.!!<.) est f- 0, d'apres !'hypothese du lemme

4; on choisit 0 E C"" de sorte que le coefficient de Yo soit nul. On
z
ecrit 7 = o et on trouve que Y01 satisfait une equation differentielle
du 1 ordre en x 0 , de la forme:

ou c' est analytique; on choisit Y01 E coo

et on determine de meme
les :Yj suivants; ensuite on finit comme dans le Lemme 2.

Lemme 5. Si au voisinage de .;!;_:

(b )3 - 2D ((~o}i)- (b ) 2 ((~o)i) 2 :=: 0

o1 o (bon o 4 (boH

alors le probleme de Cauchy n'est pas bien pose pour h, en-'!<.

976 J. Vaillant

PREUVE. On considere a nouveau le developpement:

On ecrit Zo = zl = z2 = 0, comme precedemment et on obtient

Z3 = 0 est alors satisfaite; on considere Z4 = 0; et
7/;, Im D 0 '1j; < 0;
on a ainsi une equation differentielle du 2eme ordre en Yo1 :

ou les coefficients sont analytiques. On finit comme precedemment.

Le Lemme 1 est done demontre et par suite la Proposition L 1 .

On suppose maintenant Ia condition L 1 satisfaite.

3.c. Proposition L 2 La condition L 2 : "o(At) est divisible

par ~o ", est necessaire pour que le probleme de Cauchy soit locale-
ment bien pose.

PREUVE. L 2 s'exprime par l'annulation d'une fonction analy-

tique M 2 (x). On va demontrer que, si en un point~. M 2 (~) of= 0,
le probleme de Cauchy n'est pas bien pose en ce point. On utilise
l'invariance de la condition L 2 par l'action de l'operateur .0..; on ob-
tient pour h, que: M 2 (~) of= 0 equivaut a la condition L 2 sur bo
donnee ala fin du 2.b. On a done a demontrer le:

Lemme.
i) Si (boH(bo)i -:j. 0, si

[( bo)31 - 2D ( (~o }i) - (b o) (~o

o (boH
}i)
2(
(boH
4
2
] (x) -.L 0
- { '

alors le probleme de Cauchy n'est pas bien pose pour h, en~;

ii) Si (boH -:j. 0 et (bo)i =

0, si (bo)i(~) of= 0, alors le probleme de
Cauchy n'est pas bien pose en~;
iii) Si (bo)i -:j. 0 et (bo)~ =
0, si (bo)~(~) of= 0, alors le probleme de
Cauchy n'est pas bien pose en~
 Systemes hyperbo/iques en multip/icite quatre 977

PREUVE. Nous considerons seulement le cas i) les autres cas

etant analogues. On construit un developpement de la forme:

tel que hu = 0.
On ecrit Zo = z1 = z2 = z3 = z4 = z5 = 0; on obtient:

le deuxieme membre n'est pas nul, compte tenu de !'hypothese de

ce lemme; on peut choisir 'lj; E coo tel que: Im Do < 0; Z6 = 0
determine alors Yo1 par une equation differentielle du 1 ordre.
On finit comme precedemment:
On suppose maintenant 1 et L 2 satisfaites.

3.d. Proposition L 3 La condition L 3 : ".Co(A2) est divisible

par Eo", est necessaire pour que le probleme de Cauchy soil locale-
ment bien pose.

PREUVE. 3 s'exprime par l'annulation d'une fonction analy-

tique M 3 (x). On va demontrer que, si en un point .:!e., M 3 (.:!e.) -::J 0,
le probleme de Cauchy n'est pas bien pose en ce point. On utilise
l'invariance de 2 par l'action de .0.; on obtient pour h, que M2(.:!e.) -::J
0 equivaut ala condition 3 sur (bo) et (bl) donnee ala fin du 2b).
On a done a demontrer le:

(~oH] +
(~oH] + D o[(b o)31 _ D o(baH
(b )2 (~o)~ [(b )3 _ D o(bon
o 1 (boH o 1

_ [(~oH (b )2 + (b )4] _ (b )4 [(~1H + (bl)~] (x) --1- 0'

(bon 1 1 1 1 o 1 (bon (boH - r

alors le probleme de Cauchy n'est pas bien pose pour h en .:!e.

978 J. Vaillant

PREUVE. On considere le cas i). On construit un developpement

de la forme:

tel que:
hu= o.
On ecrit: Zo = ... = Zs = 0; on obtient:

ou C(x) est =f. 0, compte tenu de !'hypothese de ce lemme; on choisit

1/J tel que ImDo?f; < 0; en ecrivant Zg = 0, on obtient que : Yo1
satisfait une equation differentielle d'ordre 1 en X 0 On finit comme
precedemment.

Remarque. Avec des hypotheses supplementaires, on pent

obtenir des resultats analogues, lorsque les coefficients de h sont
seulement c=' pour la condition necessaire; on supposera ainsi en
particulier que !'ensemble ou le rang est constant est partout dense;
on peut aussi se placer dans Rn.

4. Condition suffisante pour que le probleme de Cauchy

soit localement bien pose.
4.a. Nons considerons l'operateur du 2.b

h(x,D) = ID 0 + a(x)Dt + b(x)

0 p,(x)
( 0 0
a(x) = 0 0
0 0
Nous ferons lorsque bib{ =f= 0 ['hypothese suivante:

fL et v sont des germes irreductibles.

 Systemes hyperboliques en multiplicite quatre 979

Comme il y a beaucoup de cas a envisager, nous ferons ensuite des

hypotheses qui conduiront a}'etude d'un des cas; les autres se traitent
de fac;on semblable:
i) f.L et v sont premiers entre eux
ii) f.LV ne divise pas bf.
On deduit de ces hypotheses et de la condition de Levi L 1 que

ou p et u sont des germes premiers entre eux, k un germe quelconque.

On explicite ensuite L 2 et L 3 , en posant:

U =pubf- D 0 p, V = uvb~- D 0 p
pS = pb3- D0 (pu), vT = pb~- D0 (vu).

On obtient:
p(S + T) = u(U + V)
uDo(pS- uU) + (pS- uU)(T + S) = 0.
Le systeme a resoudre s'ecrit (avec f = 0; les cas general se traite de
meme):

1) Doul + pD1u2 + b~u2 + b~u3 + b!u4 = 0

2) Dau2 - kvu(pu1 + puu3) + b~u4 = 0
3) Dou3 + vD1u4 + biu1 + b~u2 + b~u4 = 0
4) Dou4 + kp(pu1 + puu3) + biu2 = O,
u1 (t, x1) = 91 ( xt), u2( t, xi) = g2(x1),
ua(t, x1) = ga(x!), u4(t, xi)= g4(x1),

ou les g sont les donnees de Cauchy sur x 0 = t.

On definit de nouvelles inconnues

W = pu2 + IJUU4
W1 = pu1 + f.LUUa
w2 = -pD1w- Uu1- pSua.
On obtient, compte tenu des conditions de Levi L 2 , L 3 :
980 J. Vaillant

5) Dow= -Vu2- vTu4

6) Dowl = w2 + C1u2 + C2u4
7) Dow2 = DoP.P.- 1 W2 + Cawl + C4w + Csu2 + Cau4.
On fait !'hypothese: p. divise D 0 p., c'est-a-di:re que, a un facteur
inversible pres, p. ne depend que de :c 1 ; ( cette hypothese est inutile
si on peut choisir p = 1);
C1, 0 2 , 0 3 , 0 4 , 0 5 et 0 6 sont des germes analytiques dependant des
donnees,

w(t,xi) = p(t,xl)!l2(xi) + (vu)(t,x1)g4(x1)

w1(t,xi) = p(t,x1)91(xi) + (p.u)(t,xl)ga(xi)
w2(t,xi) = -p.(t,x1)D1w(t,xi)- U(t,:c1)91(xl)+
- p.(t,xt)S(t,xl)ga(xl)

On resout le systeme di:fferentiel ordinaire {(2), (4), (5), (6), (7) }

en u2, u4, w, w11 w2; on obtient ensuite u 1 et ua par (1) et (3). On
verifie que les u obtenus verifient le systeme initial.
=
Les cas ou b~bi 0 se traitent aisement.
On obtient done le:

Theoreme. Sous les hypotheses indiquees, pour que le probleme

de Cauchy soit localement bien pose pour l'operateur h, il sujjit que
les conditions de Levi L 1 , L 2 , La soient satifsaites.

4.b. Lorsque le rang generalise est constant, on peut ramener

l' etude de h a celle de h, comme au l.d; les calculs precedents
s'adaptent aisement avece p. = 11 = 1 et on obtient le:

Theoreme. Si le rang generalise est constant, pour que le

probleme de Cauchy soit localement bien pose, pour l'operateur h,
il faut et il suffit que les conditions de Levi L1, L2, La soient satis-
faites.
 Systemes hyperboliques en multiplicite quatre 981

Bibliographie

[1] R.Berzin, J.Vaillant, J. Math. Pures et Appliquees 58 (1979),

165-216.
[2] K.Kajitani, Publ. R.I.M.S. Kyoto 15 (1979), 519-550.
[3] W.Matsumoto, J. Math. Kyoto Univ. 21 (1981), 47-84 et 251-
271.
[4] V.M.Petkov, Math. Nachr. 93 (1979), 117-131.
[5] H.Flaschka, G.Strang, Advances in Math. 6 (1971), 347-379.
[6] J.Vaillant, Ann. Inst. Fourier 151 (1965), 225-311.
[7] J.Vaillant, Hyperbolic equations, Pitman Res. Notes in Math.
158, Longman, 1987.
[8] J.Vaillant, C.R. Acad. Sc. Paris 304, Serie I (1987), 379-384.
[9] J.Vaillant, C.R. Acad. Sci. Paris 305, Serie I (1987), 377-380.
[10] J.Vaillant, Recent developments in hyperbolic equations, Pit-
man Res. Notes in Math. 183, Longman, 1988.

Mathematiques, Universite de Paris VI

Tour 45-46, 5me etage
4, Place Jussieu
F-75252 PARIS cedex 05
 ON THE WEIERSTRASS INTEGRALS OF
THE CALCULUS OF VARIATIONS OVER
BV VARIETIES: RECENT RESULTS OF THE
MATHEMATICAL SEMINAR IN PERUGIA

CALOGERO VINTI

Dedicated to Ennio De Giorgi on his sixtieth birthday

1. Introduction. The Weierstrass integrals of the Calculus

of Variations are defined by means of an integration algorithm for
set functions, i.e. in terms of a suitable limit process over finite
sums. The primary idea is due to Weierstrass, about one century
ago, but successively many Authors adopted this approach to varia-
tional problems and settled its formal definition; we mention among
the others Tonelli, Burkill, Menger, Aronszajn, Kempisty, Rad6,
Ringemberg, Kober and Cesari.
Around the sixties I resumed the study of such functionals and
in the following years a great deal of research has been done in the
Mathematical Seminar of Perugia (on this subject we refer to (9b,
c, d, e]). As it is well-known, the Weierstrass type approach to the
Calculus of Variations has big advantages with respect to other clas-
sical integration processes as Lebesgue, Lebesgue-Stieltjes and Serrin
ones.
In fact, besides a direct and easy definition, in any case, it repre-
984 C. Vinti

sent the measure of a geometric quantity connected to the underlying

variety, as Menger pointed out.
On the other hand it was this geometric and constructive na-
ture itself constrained the application field of Weierstrass integrals
to continuous varities anyhow.
The first extensions to wider classes, as W 1 1 or BV, dates the
end of seventies and refer only to some special functionals like varia-
tion, lenght and area. While the question of the definition (of Weier-
strass integrals) over BV varieties for more general integrands re-
mained unsolved for a long time.
After few partial answers, only recently some results have been
reached which can be considered satisfactory. The aim of this note
is just to illustrate the latest developments of this research.

2. The non-parametric Weierstrass integral of the Cal-

culus of Variations. Existence, integral representation,
semi-continuity. An abstract formulation for the non-parametric
Weierstrass integral of the Calculus of Variations is the following;
it is inspired by the definition of Weierstrass parametric functional
proposed by Cesari in [5a]. Let (A, Q) be a topological space and let
{I} denote a family of nonempty subsets of A that we will call in-
tervals. A finite system D = {I1 , I 2 , ... , IN} is a finite collection
of non-overlapping intervals, i.e. fi -=f. 0 and fi n i; = 0, i -=f.
j, i,j = 1, 2, ... , N. Let as consider a family 1J of finite systems
and let 6 : 1J--+ R+ be a "mesh" function which makes 1J a direct
set, in a natural way. As it is well-known ([5a]) an interval function
~ : {I} --+ Rm is said to be Burkill-Cesari integrable if the below
limit exists
lim L ~(I) = BC jr~.
6(D)-+0 lED A

Let f : K X Rn --+ Rm be a given function with K compact

metric space and let p: {I}--+ K, cp: {I}--+ Rn, .\:{I}--+ R+ be
given interval functions.
We denote by ~ : {I} --+ R m the interval function defined by

cp(I)
~(I)= .\(I)f(p(I), .\(I)).
 Weierstmss integml8 over BV varieties 985

Following [9a] the Burkill-Cesari integral of ip, when it exists, is called

the non-parametric Weierstrass integral of the Calculus of Variations
or W -integral briefly.
In the following we shall use the conditions:
(h) f(k, ) is convex, k E K;
(h) the function f(k, :c)(l + ll:cll)- 1 is continuous on K uniformly
with respect to :c E R n;
(h) there exists HER+ such that 1/(k,:c)l ~ H(l + l!:cl!),
(k,:c) E K x Rn;
(14) there exists MER+ such that f(k,:c) ~ -1 + Ml!:cl!,
(k,:c) E K x Rn.

Usually (see McShane [6], Vinti [9a]) a suitable parametric in-

tegrand F: K x Rn+l--+ Rm is associated to the function f:

!sif(k, 1: 1) if s =1- 0
{
F(k; (s, :c))= lime-o !e!J(k, ffi) if s = 0.

By definition, F is positively homogeneous of degree one in (s, :c)

and moreover the following characterization, due to Boni [la], holds.

Theorem 1. Under assumption (h), the function F is well

defined and globally continuous if and only if the integrand f satisfies
(h) and (fa).

Now we recall some definitions that will be used in the following.

The function r.p is said to be of bounded variation (BV) if

V(r.p) = lims(D)-+O L llr.p(I)II < +oo.

lED

The function <pis said to be quasi-additive (q.a.) (see [5a]) if

(q.a.) for every > 0 there exists a number 11 = "'(t:) > 0 such that,
if Do = [I] E 1) with t5(D0 ) < "' then there exists a number
,\ = ,\(t:,Do) > 0 such that, if D = [J] E 1) with t5{D) <,\,then
986 C. Vinti

we have

2:: Jl<p(I)- 2:: <p(J)JI < E and 2:: ll<t?(J)II <E.

I Jci

The function p satisfies condition (7) (see [2]) when

('Y) for every E > 0 there exists a number 'fJ = TJ( E) > 0 such that,
if D0 = [I] E 1J with 8(D 0 ) < 'TJ, then there exists a number
A= A(E,Do) > 0 such that, if D = [J] E 1J with 8(D) <A, then
we have
maxmaxd(p(I),p(J)) <E.
I Jci

As it is well-known, quasi-additivity condition plays a funda-

mental role in the theory of Burkill-Cesari integral; in fact the fol-
lowing result holds (see [5a], [4]):

JA
Theorem 2. If <p is q.a. then BC <p exists. If <p is q.a. and
BV, then BC JM
<p exists for every M CA.

Note that the couple of conditions q.a. and BV is a "key cou-

ple". In fact not only it solves the problems of the existence and
the hereditability for the Burkill-Cesari integral, but it has another
important prerogative pointed out by Cesari in [5b]: it allows the
extension of the integral to a measure.
In other words, under suitable assumptions enriching the base
setting, if <p is q.a. and BV a regular measure of bounded variation
p,: B---> Rn exists, over the Borel sets, such that p,(G) = BC fc <p,
G E g and Jlp,JI(G) = BC fc Jl<pJI, where llp,JI denotes the total vari-
ation of p,.
In order to get this last result, a somewhat stronger assumption
on <p is necessary, i.e. <pis supposed to be (o)-quasi additive ((o)-q.a.)
(see [5b], [3b]).

By virtue of Theorem 1, the following existence result for the

W-integral (see [3b]) is a consequence of the classical existence the-
orem proved by Cesari [5a] in the parametric case.

Theorem 3. Iff satisfies (h), (/2 ) and (h), p satisfies condi-

tion ('Y) and <p is q.a. and BV, then <P is q.a. and BV.
 Weierstrass integrals over B V varieties 987

As a consequence of this result, many classical integrals of the

Calculus of Variations, over continuous BV curves or surfaces, can
be considered as particular W-integrals (see the survey [9b,c,d,e]).
Moreover also the weighted generalized variation, lenght and area
are special cases of this general formulation (see [1 b] ,[7],[3a, c, e]).
For a long time many attemps have been made in order to in-
clude also the case of complete integrands over BV varieties (not
necessarily continuous nor Sobolev's) in this setting; but they had
not success because of the too restrictive assumption (1) on the func-
tion p.
Recently Brandi-Salvadori [3f,g] improved Theorem 3 in view
of this aim. More precisely they introduced a new global quasi-
additivity condition on the system (p; (>., r.p)) which makes full use of
the power of the quasi-additivity type properties.

The interval function (p;(>.,r.p)) is said to be r-quasi-additive

(r- q.a.) if
(r- q.a.) For every E > 0 there exist two numbers 0::; u = u(E)::; E
and 17 = 77(E) > 0 such that, if D0 =[I] E V with 8(D0 ) <
17, there exists a number>.= >.(E,Do) > 0 such that, if
D = [J] E V with 8(D) < >. then we have

L li(>.,r.p)(I)- L (>.,r.p)(J)II < E,

I Jer,
L II L (>., r.p)(J)II < E,
I JCI,J~r,

L 11(-X,r.p)(J)II < E,
Jtt.f

where ri is a subfamily (even empty) of the set

{J c I: d(p(I),p(J)) < u }.

It is easy to see that if p satisfies condition (t) and (,\, r.p) is q.a.,
then (p; (>., r.p)) is r - q.a .. Furthermore if (p; (>., r.p)) is r - q.a. then
(>.,r.p) is q.a. but p does not satisfy condition (7) in general.
Moreover the following theorem holds ([3f,g]).
988 C. Vinti

Theorem 4. Iff satisfies (h),(h) and (h), (p;(.X,cp)) ~s

f - q.a. and(>., cp) is BV, then i1> is q.a. and BV.

The extension of the W -integral to BV class, in the case of com-

plete integrands, is consequence of the result above. On this purpose
see the various applications given in [3f,g,h,i] both in the paramet-
ric and in the non parametric case, and in [10] for the Fubini-Tonelli
integral in the sense of Weierstrass.
Furthermore we point out the following proposition which ex-
tend the classical Tonelli's theorem on the lenght of a curve. It makes
use of the two measures JL and v relative to the Burkill-Cesari integral
of cp and )., respectively

Theorem 5. Suppose that f is non negative and satisfies (h),

(h) and(h); (p;(.\,cp)) isf-q.a. and(>.,cp) is(o)-q.a. andBV.
Moreover suppose that a map 1r :A--+ K exists such that

lim "'p(I)x 1 .(a)= 1r(a)

6(D)-+0 L.J
lED

v-almost everywhere.
Then there exists a v-measurable function ~ : A --+ R n such
that
lim "'p(I) (a)- 8Jl(a)
o(D)--+0 L-- v(I) X10 - 8v
lED

v-almost everywhere and we have

BC i ~i i1> j(1r(a), ~~(a))dv.

Furthermore, if f satisfies (/4 ) then the equality sign holds in
(*)if and only if cp is absolutely continuous with respect to>.. In this
case 8pj8v coincides with the Radon-Nikodym derivative 8pj8v.

Also the following integral representation holds, in terms of a Le-

besgue-Stieltjes algorithm. It is a consequence of an analogous result
proved in the parametric case, extending previous Cesari's theorem
([5b]) to BV varieties.

Theroem 6. Suppose that f satisfies (/1), (h,) and (/a),

(p;(>.,cp)) isf-q.a. and(.\,cp) is(o)-q.a. andBV.
 Weierstrass integrals over BV varieties 989

Let m : B -+ Rci
be a measure such that (v, p..) is absolutely
continuous with respect to m, and suppose that an m-measurable
function : A -+ K exists such that

lim ""p(I}x. 1 .(a)= (a)

.5(D)-o L.J
lED

m-almost everywhere.
Then we have

r r
dv dJL
BC }A~= }A F((a), dm (a), dm (a))dm.

Both these last theorems are proved in (3f,g] where the authors
make use of suitable convergence results for martingales.
In Weierstrass formulation always the problem of semicontinuity
appeared rather hard to be solved.
A first result on this subject is due to Warner [llb] in 1968.
However he took into consideration a kind of convergence which
proved too restrictive. In fact it could be applied only in the case of
continuous BV varieties, uniformly convergent.
Afterward Brandi-Salvadori (3d,h] proposed some variants to
Warner's result in order to widen the field of applications. On the
pattern of their recent existence result, they introduced a global con-
vergence condition on the sequence {pn; (.Xn, if'n))n.
The sequence (Pni (.Xn, (f'n))n is said to be L'l.-convergent to
(po; (.Xo, it'o)) if
(L'J.) given any subsequence and for every > 0 and JL > O, there
is a finite system D 0 = [I] E 'D, with 8(D0 ) < JL, and a furhter
subsequence (kn)n such that, for every n E N, a number n =
n(,71,n) can be determined in such a way that, if 0 < < n,
then D = (J] E V exists with 8(D) < and

L ll(>.o,if'o)(J)- L (.Xk,.,(f'k..)(J)II <

I JEar

where L'l.1 is a subfamily (even empty) of the set

The following semicontinuity result holds.

990 C. Vinti

Theorem 7. Suppose that f is non-negative, seminormal and

satisfies (ft), (h) and (!3). Let (pn; (.Xn, 'Pn))n be a sequence of
r- q.a. interval functions which !::.-converges to (p0 ; (.Xo, cpo)) and
such that (.Xn, 'Pn)n are equi BV.
Then we have
liminf BG
n->oo
f
}A
>n :2: BG f
}A
<P.

See [3h] for many applications of this proposition.

Note that it contains as particular cases the well-known results
already proved for the weighted generalized variation, lenght and
area.
We point out that the equi BV assumption on (.Xn, 'Pn)n can be
omitted if f satisfies condition (!4 ).

3. TheW-integral over a BV curve. Comparison with

the Lebesgue, Lebesgue-Stieltjes and Serrin integral func-
tionals. In order to illustrate some recent results on the W -integral
in BV class, we take into consideration the particular case of the
W-integral over a BV curve which itself is very expressive (for the
details see [3i]). Let f : K x R-+ R, with K C R 2 compact and con-
vex, be a function which satisfies the assumptions (h), (h) and (fa).
Let a: : [a, b] -+ R be a BV curve (neither necessarily continuous nor
in W 1 1 ). We denote byE,. the set of the points where X is essentially
continuous; as it is well-known [a,b]\E,. is at most countable.
Let {I} be the family of the closed sub-intervals of [a, b] whose
endpoints belong to E,. and let 7J,. be the collection of all the finite
systems of the typeD= [h,l2,IN} with u~lii = [h,tN+ll
Let us consider the "mesh" function o(D) = max{(t1 -a), (b-tN+l),
IIil, i = 1,2, ... ,N}. For every IE {I}, I= [a,,B], we denote by
tr E In E,. an arbitrary point and we put III = ,8- a, f::.x(I) =
x(,B)- x(a), J-L[ = min(x(a),x(,B)), J-Lf = max(x(a),x(,B)).
Finally let <P,.: {I}-+ R be the function defined by
III [~'f f::.x(I)
_ l!:ix(I)I J~- f(tr,u, ---p'l )du, if !::.x(I) =f 0
<P,.(I) - { ~'r

IIIf(tr, x(tr ), 0), if f::.x(I) = 0.

 Weierstrass integrals over B V varieties 991

Note that, by virtue of the assumptions on J, we have that

ii>.,(I) = Ill! ( tr, ur, -D.x(I))

111-
for a suitable choice ur =co x(I). Thus, in the case that xis contin-
uous and BV, we reduce to the usual set function already adopted
in this situation (see [9a]).
In the following the Burkill-Cesari integral of if>., will be briefly
denoted by W(x).
The following result can be proved as an application of Theorem
4.

Theorem 8 (Existence). W(x) exists over every BV curve

such that graph x C K.
Note that the integral W(x,M) exists for every M C [a,b] and
it is a set function nonadditive in general. In fact for every a ::; o: <
1 < f3 ::; b we have

W(x, [o:,{J]) = W(x,]o:,{J[),

W(x, [o:,{J]) = W(x, [o:,1]) + W(x, [1,{3]) + 81,
with

1 r~
s"f = { ID.x(l)l lu:; F(l,u,O,D.x(l))du, ifb.x(l)f:O

0, if D.x(1) = 0

where

D.x(f) = x(f+ 0)- x(1- 0), u; = min{x(1+ O),x(f- 0)},

and
u~ =max{ x(1 + 0), x(f- 0)}.
Moreover W(x, ) can be extended to a measure, by virtue of the
results mentioned in the previous section. In other words a regu-
lar measure of bounded variation mw : B -+ R exists such that
992 C. Vinti

mw(G) = W(x,G) for every open set G C [a,b]; mw({t}) = St, for
every t E [a, b]; mw([a, ,8]) = W(x, [a, ,8]) +Sa. + SfJ.
As regards the integral representation of W(x), put

I(x) = lb f(t,x(t),x'(t))dt

and denote by J-t the variation-measure associated to x, the following

results hold. They are an application of Theorem 6 and Theorem 5
respectively.

Theorem 9 (Representation). For every measure m such that

(dt, J-t) is absolutely continuos with respect to m we have

W(x) =
rb F(t,~(t), dm
la
dt djl
(t}, dm (t))dm.
In particular, if x E W 1 ,1, then W(x) = I(x).

Theorem 10 (Comparison between W(x) and I(x)). Iff zs

non-negative and satisfies assumption (!4 ), we have
W(x):?: I(x)
and the equality sign holds if and only if X E W 1 ' 1 .

The following propositions deal with the approximation and the

semicontinuity of the W -integral. Thus, as a consequence, they lead
a natural comparison with the corrisponding Serrin functional (see
[3h] for the details).

Theorem 11 (Approximation). For every BV curve x with

graph x C K, there exists a sequence (Pn)n of equi BV poligonals
such that Pn ~ x, graph Pn C K, n EN, and
lim W(Pn) = lim I(pn) = W(x).
n-+oo n-+oo

Theorem 12 (Semicontinuity). Suppose that f is non-negative,

then for every sequence (xn)n of equi BV curves such that Xn ~ x
and graph Xn C K, n EN, we have
liminfW(xn):?: W(x).
n-+oo
 Weierstrass integrals over B V varieties 993

Let us consider the Serrin functional ([8])

S(x) = inf liminf I(xn),

{zn)n n-->oo

where the greatest lower bound is taken with respect to all the se-
quences (xn)n of equi BV curves in W 1 1 such that Xn ~ x.
Then the following result holds.

Theorem 13 (Comparison between W(x) and S(x)). Suppose

that f is non-negative, then for every BV curve x with graph x C K
we have
W(x) = S(x).

Note that if f satisfies {!4 ), then the equi BV assumption in

Theorem 12 can be omitted. In this case W(x) coincides with the
Serrin functional defined with respect to Lrtopology.

References

[l.a] M.Boni, Quasi additivita e quasi subadditivita nell'integrale or-

dinaria del Calcolo delle Variazioni alia Weierstrass, Rend. Ist.
Mat. Univ. Trieste 6 (1974), 51-70.
[l.b] M.Boni, Variazione generalizzata con peso e quasi additivita,
Atti Sem. Mat. Fis. Univ. Modena 25 (1976), 195-210.
[2] M.Boni, P.Brandi, Teoremi di esistenza per l'integrale del Cal-
colo delle Variazioni nel caso ordinaria, Atti Sem. Mat. Fis.
Univ. Modena 23 (1974), 308-327.
[3.a] P.Brandi, A.Salvadori, Sull'area generalizzata, Atti Sem. Mat.
Fis. Univ. Modena 24 (1979), 33-62.
[3.b] M.Boni, P.Brandi, The non parametric integral of the Calcu-
lus of Variations as a Weierstrass integral. I - Existence and
representation, .J. Math. Anal. Appl. 107 (1985), 67-95.
[3.c] M.Boni, P.Brandi, The non parametric integral of the Calculus
of Variaitions as a Weierstrass integral. II- Some applications,
J. Math. Anal. Appl. 112 (1985), 290-313.
994 C. Vinti

[3.d] M.Boni, P.Brandi, Existence, semicontinuity and representation

for the integrals of the Calculus of Variations. The BV case, Atti
Conv. celebrativo I centenario Circolo Matematico di Palermo
(1984), 447-462.
[3.e] M.Boni, P.Brandi, L 'integrale del Calcolo delle Variazioni all a
Weierstrass lungo curve BV e confronto con i funzionali inte-
grali di Lebesgue e Serrin, Atti Sem. Mat. Fis. Univ. Modena
35 (1987).
[3.f] M.Boni, P.Brandi, A quasi additivity type condition and the in-
tegral over a BV variety, to appear.
[3.g] M.Boni, P.Brandi, On the non-parametric integral over a BV
surface, Nonlin. Anal., to appear.
[3.h] M.Boni, P.Brandi, On the lower-semicontinuity of certain inte-
grals of the Calculus of Variations, J. Math. Anal. Appl., to
appear.
[3.i] M.Boni, P.Brandi, On the definition and properties of a varia-
tional integral over a BV curve, to appear.
[4] J.C.Brekenridge, Burkill-Cesari integrals of quasi additive inter-
val functions, Pacific J. Math. 37 (1971), 635-654.
[5.a] L.Cesari, Quasi additive set functions and concept of integral
over a variety, Trans. Amer. Math. Soc. 102 (1962), 94-113.
[5.b] L.Cesari, Extension problem for quasi additive set functions and
Radon-Nikodym derivatives, Trans. Amer. Math. Soc. 102
(1962), 114-146.
[6] E.J .McShane, Existence theorems for ordinary problems of the
Calculus of Variations, Ann. Scuola Norm. Sup. Pisa 3 (1934),
181-211.
[7] M.Ragni Sull'approssimazione e rappresentazione dell'integrale
di Burkill classico e generalizzato, Atti Sem. Mat. Fis. Univ.
Modena 28 (1980), 112-125.
[8] J.Serrin, On the definition and properties of Certain Variational
integrals, Trans. Amer. Math. Soc. 101 (1961), 139-267.
[9.a] C.Vinti, L 'integrale di Weierstrass e l'integrale del Calcolo delle
Variazioni in forma ordinaria, Atti Accad. Scienze, Lett. Arti,
Palermo 19 (1958-59), 51-62.
[9.b] C.Vinti, Una breve panoramica dei risultati ottenuti da un grup-
po di ricercatori dell'Universita di Perugia su questioni connesse
con il Calcolo delle Variazioni, Rend. Circolo Mat. di Palermo
26 (1977), 131-155.
 Weierstrass integrals over BV varieties 995

[9.c] C.Vinti, Non linear integration and Weierstrass integral over

a manifold, connection with theorems on martingales, J. Opt.
Theor. Appl. 41 (1983), 213-237.
[9.d] C.Vinti, Teoremi di esistenza, rappresentazione e approssima-
zione per l'integrale del Calcolo delle Variazioni, Atti del Con-
vegno Celebrativo dell'80 anniversario della nascita di Renato
Calapso (Messina-Taormina, 14 Aprile 1981).
[9.e] C.Vinti, The integrals of the Calculus of Variations as Weier-
strass-Burkill-Cesari integrals, in "Contributions to Modern
Calculus of Variations", Pitman Res. Notes in Math. 148
(1987).
[10] G.Vinti, L 'integrale non parametrico di Fubini- Tonelli alia
Burkill-Cesari su coppie di curve BV, to appear.
[ll.a] G.Warner, The Burkill-Cesari integral, Duke Math. J. 35
(1968), 61-78.
[ll.b] G.Warner, The generalized Weierstrass-type integral J f(~,),
Annal. Scuola Norm. Sup. Pisa 22 (1968), 163-192.

Dipartimento di Matematica
U niversitA di Perugia
Via Pascoli
1-06100 PERUGIA
 VARIABLE STRUCTURE CONTROL
0F SEMILINEAR EVOLUTION EQUATIONS

Dedicated to Ennio De Giorgi on his sixtieth birthday

Abstract. The variable structure control theory (see [1]) is

extended to distributed systems described by semilinear evolution
equations in Banach spaces. The finite-dimensional variable struc-
ture control theory is applied to Faedo-Galerkin approximations of
the given control system. States fulfilling the (infinite-dimensional)
sliding condition are obtained in the limit as dimensions increase.
A definition of approximability (generalizing the finite-dimensional
one firstly given in [4] and related to G-convergence) is introduced
in order to avoid ambiguous systems and properly relate system's
behavior near the sliding manifold to that on such a manifold. Some
results of [8] are thereby extended.

Introduction. Aim of this work is the extension of variable

structure control theory to distributed systems described by first
order evolution equations in Banach spaces.

() Work partially supported by M.P.I. (fondi 40%, progetto "Teoria del

controllo e ottimizzazione dei sistemi dinamici").
998 T.Zolezzi

Variable structure control methods employed in (finite-dimen-

sional) ordinary differential equations are particularly effective and
flexible tools, see [2] and the reference therein. Significantly better
performances may be obtained by keeping the (finite-dimensional)
state vector on a suitably chosen sliding manifold during the required
time interval. This is achieved by injecting a discontinuous feedback
law in the system dynamics. Performances so obtained either cannot
be achieved by smooth feedback control laws, or they can,but only
by employing more complex control structures. By using such tech-
niques we may obtain (for some classes of control systems) stable
behavior, accurate tracking, robust performance, insensitivity with
respect to disturbances or variations in the plant parameters.
For such reasons we believe that it is of interest to extend such
a methodology to distributed control systems.
We refer to [1],[2] for an overview of finite dimensional variable
structure control theory and applications.
The scope of the basic theory has been extended to more gen-
eral systems in [3],[4],[5] by generalizing the notion of equivalent
control and isolating the physically relevant property of approxima-
bility. Such a property characterizes those finite-dimensional control
systems in which real states (verifying only approximately the con-
trol objective due to disturbances, imperfections etc.) converge to a
well-defined ideal state (which satisfies exactly the sliding condition)
as the imperfections disappear. Further results about variable struc-
ture observed systems may be found in [6]. For chattering reduction
and application to robotics see e.g. [7] and the references therein.
We believe that this paper is the first attempt to consider, in
a somewhat general mathematical setting, variable structure control
theory for distributed systems. Results about variable structure con-
trol of the heat equation are obtained in [8]. Generalization of some
results therein was a motivation for the present work.
We consider control systems described by semilinear evolution
equations in separable reflexive Banach spaces, under monotonicity
and weak continuity assumptions. The control variable enters lin-
early in the right-hand side. We assume that problem's data are com-
patible, i.e. any approximate finite-dimensional state vector can be
sent (say at timet= 0) on the given approximate finite-dimensional
sliding manifold. Such a problem has well-known solutions (see [1]).
In this paper we focus on the problem, how to keep the state variable
 Variable structure control 999

over the sliding manifold during the given interval.

By using a Faedo-Galerkin method (for any fixed basis) we apply
variable structure control results to the finite-dimensional approxi-
mations thereby obtained, then we take limits as the dimensions
diverge. This procedure is constructive in principle and avoids using
a direct extension of the equivalent control notion (see [1]), which re-
quires stringent invertibility assumptions. The convergence is then
shown to an ideal state of the infinite-dimensional control system. A
natural definition of approximability is introduced, which is related
to the physical meaning of the convergence behaviour for real states
in the given control systems. The approximability is then shown to
hold for some classes of semilinear infinite-dimensional control sys-
tems.
We point out that a mere existence theory (giving infinite-di-
mensional controls keeping the state vector on the sliding manifold)
may be meaningless from the control-theoretic point of view, since
ambiguous behavior of the system near the sliding manifold should
be properly related to that on this manifold (see [1) for a discussion
in the finite-dimensional setting from an engineering point of view,
and [4), [5) for the relevant mathematical description).
In order not to obscure the main ideas, no attempt is made
here to obtain the most general results. As far as the evolution
equations (with fixed open-loop control) are concerned, we adopt
the framework of [9). This approach is particularly well adapted
to get weak convergence of Faedo-Galerkin approximations. On the
other hand a direct solution (which we shall briefly discuss later)
based on such an approach needs working with time-derivatives in a
possibly very large space. This requires a possibly strong assumption
about the differentiability of the sliding manifold, and a restrictive
invertibility assumption. An approach based on semigroup theory
will be presented elsewhere.
Some interesting related problems (which we hope to answer in
future work) are the following: weakening boundedness assumptions
about control laws: stronger convergences and error estimates; the
meaning of solutions to infinite-dimensional state equations when
discontinuous feedback is used; relations with approximability and
convergence for the corresponding finite-dimensional approxima-
tions; variable structure boundary control problems; output feed-
back.
1000 T.Zolezzi

Part of the results of this paper was presented at the IFIP-

TC7 workshop of control problems for systems described by partial
differential equations, Gainesville, February 1986.

Problem statement, notations and common assump-

tions. We are given positive numbers T, C,p > 1, two real Hilbert
spaces H, Z, two real reflexive Banach spaces V, W, a closed convex
subset U C W, a fixed Yo E H, and mappings

A:V ------> V*, B : w _____. v, s :D ------> Z

where V* is the dual space of V, and D is either V or an open

(sufficiently large) subset of H. All spaces are assumed separable.
We assume that
V c H C V*
with continuous imbeddings, V dense in H and H = H* in the usual
way.
The control system we shall consider is given by

{ y+A(y)=Bu Ill [O,T],

(1)
y(O) =Yo

(2) s[y( t)] = 0, 0::; t::; T.

Admissible controls are all functions

u : [0, T] ------> U

such that u E LP' (0, T, W) and

(3)

where 1p + -1,-
p
= 1. Here the state variable y takes values in V. A
solution y to (1) is meant in the sense of [9], Theorem 1.2 p.162.
The problem we shall consider is to find an admissible control u
such that (1), (2) are verified (so that (2) defines the sliding manifold,
i.e. the control objective).
 Variable tructure control 1001

The following hypotheses (4), (5), (6) are assumed throughout

the paper (see Remark 1 below for a weaker coercivity condition).

A is a monotone, hemicontinuous mapping such that

(4) < Av,v > ~ allviiP, IIA(v)ll::; cdvllp-1 +c2
for some constants a > 0, c1and c2, and all v E V.

Here II I denotes the norm in any Banach space different from H.

The norm in H is denoted by I I , the scalar product either in H or
in Z by(,) , and<,> is the duality pairing between V* and V.

(5) B is a bounded linear operator.

(6) sis continuously Frechet differentiable on D.

The Frechet differential of s at x will be denoted by s' ( x).

The following definition will be used in the sequel. The mapping
A : V H V* is p-weakly continuous iff Yn ~ y in WP(O, T) imply
A(yn) ~ A(y) in LP' (0, T,V*), where (see [9] p.57) y E WP(O, T) iff
y E LP(O, T, V) and iJ E LP' (0, T, V*) and the norm there is defined
as IIYIILP + lliJIILP', A(yn)(t) = A[yn(t)] and ~ denotes weak con-
vergence. We shall denote strong convergence by --+ and weak-star
convergence by ~.

Example 1 (2-weakly continuous mappings A).

(i) A is a bounded linear operator from V to V*.
(ii) Suppose that 0 is an open bounded subset of R n. Consider
H = 2(0), V = HJ(O),

A(y) =- L 8-8[aij(x,y)a:
N

i,j=l X,
8y + b;(x,y) ] ,
XJ

where aii, b; are real-valued Caratheodory's functions on 0 x R such

that
N
al.\1 2 ::; L a;j(x,y)>.i>.i
i,j=l
1002 T.Zolezzi

for all y E R, a. e. x E 0, every A E R N and some constant a > 0;

N
La;j(x,y)Ai :s;h(x)+w(IYI+IAI)
j=i

for every i = 1, ... , N, A E RN, a.e x E 0, some constant w, and

hE L 2 (0);
lbi(x,y)l :S:: k(x) +wlyl
for every i = 1, ... , N and y, a.e. x E 0, some k E L 2 (0). Then if
Yn ~ y in W 2 (0, T), by theorem 5.1 p. 58 of [9] we have Yn --+ y
in L2 (0,T,L 2 (0)). So it is easily seen that the non-linear mapping
A is 2-weakly continuous. (The corresponding stationary case is
studied in [10], section 3, where weak continuity from V to V* is
characterized for Leray-Lions type operators).

Variable structure control for Faedo-Galerkin appro-

ximations. In this section we solve an approximate version of the
control problem (1), (2) by using the relevant finite-dimensional vari-
able structure control theory.
A basis vi, ... , Vn, .. of V is any countable subset thereof such
that each vi, ... , Vn is linearly independent, and setting

Vn = sp{vi, ... ,vn},

we have
00

clUVn=V,
n=i

where cl denotes closure.

We fix three bases, {vn} in V, {wn} in Wand {zn} in Z. Given
nand x =(xi, .,xn)' ERn we denote by

the vector of components

<A (tx;v;) ,vj >, j = 1, .. . ,n.

=i
 Variable structure control 1003

If u = 'E~ 1 Uim W; E sp( W1, .. , wm), then Um E R m will denote the

vector of components u;m, i = I, ... , m. The vector of components

(s(x),zJ), j= l, ... ,m

will be denoted by sm(x). Finally for any m we consider a se-

quence Um Csp(w1 , ... ,wm) of closed convex subsets of W such
that um(t) E Urn a.e., m = 1,2, ... , and Um ~ U0 in LP'(o,T, W) for
some subsequence imply u 0 ( t) E U a.e.
Given Xin such that
n

LXin v; --+ Yo in H as n --+ +oo

i=l
we consider the following approximate version of (1), (2) for fixed n,
m with n > m:

(7)
'E~ 1 UimWi E Um; Sm ('E~=l x;(t)v;) = 0,
0 ~ t ~ T.

Here x1, ... , Xn are the components of x, u;m those of um; Hn

is the n x n matrix whose (i,j)-th element is given by < Vj, v; >;
Bnm is then x m matrix whose (i,j)-th element is< Bwj,Vi >.
A solution to (7) is any pair u, x such that x is absolutely
continuous in [0, T], u is measurable there and (7) holds a. e. m
[O,TJ. Of course u(t) = u*[x(t)J in feedback form is allowed.

Remark. Under suitable non singularity conditions (see (8),

(9) below), (a.e.) solution to (7) just defined are Filippov solutions
(see [11] p. 101-102) corresponding to discontinuous feedback, and
conversely, if the equivalent feedback control u* (to be defined later,
see (10)) is used in (7). Then, if such conditions are met, we may
ignore both discontinuous feedback in (7) and the Filippov solution
concept. The reason behind it is that the control variable u appears
affinely in (7), so that the (finite-dimensional) equivalent control of
[1] may be successfully used. In the non linear (with respect to u)
1004 T.Zolezzi

setting, ambiguous behaviour may arise (see [1]) and the concept of
approximability (see [4] or [5]) becomes relevant.

We see that, given n and m, (7) defines a finite-dimensional con-

trol problem of the variable structure type since a sliding condition
appears there. Existence of solutions to (7) will be proved below.
Let us denote by Smn the restriction of Sm to Vn. We remark that
Smn E C 1 (DnVn), and we denote by (ajax)smn(x) its mxnjacobian
matrix evaluated at x. The following condition will be required in the
next existence theorem.

as
(8) The rank of a:n (x) ism for all x E DnVn such that sm(x) = 0.

Remark. Following [1], [3], if we assume that

as
a:n (x)H;; 1 Bnm is non singular for every x E Vn
(9)
near {x E Vn: sm(x) = 0},
then the equivalent control for (7) is the unique solution u~m =
u~m(x) to

(10)

Therefore

----a;- ----a;-
(X ) = (asmn( X )Hn-1 Bnm) - 1 asmn( X )H-1A
unm n n(X )

From known results in [9], [1], [3], [4], [5] we get the following
fundamental facts. Assume (8), (9) and the compatibility condition

(11) x as in (9) implies u~m(x) E Um.

Then if in (7) sm(x(O)) = 0,

(a) the feedback control system (7) with u = u satisfies the
control objective;
 Variable Atructure control 1005

(b) states of (7) corresponding (a.e) to the equivalent control

are Filippov solutions to (7) corresponding to piecewise continuous
feedback control laws and conversely;
(c) following the terminology of [1], real states converge to
uniquely defined ideal states of (7) as disturbances disappear (which
cause approximate satisfaction of the control objective).
Fact (a) is an existence theorem which will be generalized next.
For a more precise statement of fact (b) see Theorem 1 p.545 of [3]
(or Theorems 1 and 2 in [5]). Fact (c) comes from affinity of (7) in
the control variable: see [1] (especially Theorem p.45), and [4] or [5]
for the relevant property (i.e. approximability) behind this fact.
In the next theorems we prove existence of solutions to (7) (for
fixed n, m) under less stringent conditions than (9) (i.e. without
requiring the existence of the corresponding equivalent control), by
using the basic tangential condition of viability theory (see [11]).

Lemma 1. (a) Given n, there exists an unique solution Yn in

[O,T] to

{ < y,v; > + < A(y),:; ~=< Bu,v; >, j = 1, ... ,n,
y(t) E Vn, y(O) = L:i=l XinVi,
for any admissible control u.
{b) There exists k > 0 such that k ~ sup{f0T IIYn(t)IIPdt +
IYn(t)l :O:S;t:S;T;uadmissiblecontrol , n=1,2,3, ... }.

PROOF. From uniform boundedness in P' (O,T, V*) of Bu, u

admissible control, and the estimate (1.17) p.159 of [9] we get

which gives existence and uniqueness in the large of Yn Since Yn(O)

is bounded in H, the estimate follows. o
Throughout the rest of the paper we shall denote by E a fixed
open set in H containing the ball

{xEH:Ixl::;k}
1006 T.Zolezzi

where k is given by Lemma 1. By known results ([9], chapter 2,

p.156) and Lemma 1 we see that y(t) E E,O ::S: t ::S: T, for all admis-
sible states y of (1), (2).
The next existence theorem covers the case when the control
objective is defined on H.

Theorem 1. Suppose D = E. Given m ::S: n, assume that

sm(x) = 0 for some x E Vn n E, condition (B) and the following
hypothesis:

Urn is compact and convex, and for all x E Vn n E

(12)
with sm(x) = 0 there exists some solution u E Um to {10).

Then (7) has a solution if

n

Xo = LXinVi E E and sm(xo) = 0.

i=l

PROOF. Set

Then we apply theorem 1 p.180 of [11 J to the differential inclusion

problem
x(t) E K,x(t) E F[x(t)J,O ::S: t ::S: T.
All required assumptions are readily checked. In particular (8) im-
plies that the tangential condition (required in that theorem)

F(x) nTK(x) non empty if x E K

(notation of [11]) comes from (12), since by (8) the contingent cone
TK(x) is but the tangent space to the sliding manifold Kat x. The
conclusion is then obtained by Filippov implicit function lemma.

The next theorem deals with the case when the control objective
acts on V only.
 Variable structure control 1007

Theorem 2. Let the assumptions of Theorem 1 hold and D =

V. Assume moreover that either

{An(x): XE Rn,sm (~XiVi) = 0} is bounded,

or {x E Vn: sm(x) = 0} is compact.

Then (7) has a solution if

PROOF. We apply Theorem 1 p.180 of [11] with F and K as in

the proof of Theorem 1. In particular we have boundedness of

F(K) = U{F(x): x E Vn and sm(:c) = 0},

as required in that theorem. The conclusion follows by Filippov's
lemma.

Remark. Further existence criteria for solutions to (7) may

be obtained by using growth conditions which relax boundedness
assumptions required in Theorems 1 and 2. Application of results in
[15] gives further existence theorems for (7).

Convergence. The next step is to exploit the behaviour of

solutions to (7} as (n, m) ---+ +oo. (This means n ---+ +oo if Z is
finite-dimensional, n ---+ +oo, m ---+ +oo and n 2:: m otherwise). In
the limit we shall obtain admissible states of (1) which satisfy the
control objective (2). Given a solution Unm, Xnm to (7) we shall
consider their components Ujnm Xinm and set
n m

Ynm = LXinmVi, Unm = LUjnmWj.

i=l j=l
1008 T.Zolezzi

Subsequences will be denoted as the original sequences.

Theorem. Assume A is p-weakly continuous and s is affine on

D = V. Then for any sequence Unm, Xnm of solutions to (7} such
that some subsequence of Unm fulfils (3} and
I
Unm ~ U0 in LP (O,T, W),

there exists y E WP(O,T) such that U0 ,y solves {1}, (2} and (for the
same subsequence}

Ynm ~ y m WP(O,T),
Ynm ~ y m L 00 (0,T,H).

PROOF. For any n ~ m we have from (7)

< Ynm, Vj > + < A(Ynm), Vj >=< Bunm, Vj >, j = 1, ... 'n,
Ynm(O) -> Yo in H,
Sm (Ynm(t)) = 0, 0 :S: t :S: T.

Since (by assumption) Unm is bounded in LP' (0, T, W), there exist
subsequences weakly converging to some admissible U 0 Take any
subsequence of the corresponding one of Ynm By the estimate (1.17)
p.159 of [9] some further subsequence satisfies

Ynm ~ y in LP(O,T, V), Ynm ~ y in L 00 (0,T,H),

moreover Ynm E WP(O,T). By (4) there exists x such that (for some
subsequence)
A(Ynm) ~ X in LP' (0, T, V*).
Remembering that

we follow the proof given in [9] p.159, obtaining in the distributional

sense on [0, T]
dy
dt +X = Buo, y(O) =Yo
 Variable structure control 1009

Then y E WP(O,T). Now let cp E C!(O,T, V). Since both Ynm

and y are in WP(O, T),

1T < Ynm,'{) > dt = -1T < <P,Ymn > dt ~

~-1T <<P,y> dt= 1T <iJ,cp> dt.

By density we get

Ynm ~ iJ in LP' (0, T, V*).

Therefore Ynm ~ y in WP(O, T), and by p-weak continuity of A we

see that
iJ + A(y) = Bu 0 ,

thus (U 0 , y) solves (1). Moreover the original subsequence Ynm con-

verges as required since (1) has uniqueness (by Theorem 1.2 p.162
of [9]). Now we verify that y(t) belongs a.e. in (O,T) to the sliding
manifold (2). Since s =a- b, where a is linear bounded from V to
Z and b E Z, we get

(a(Ynm(t)),z;) = (b,z;), j = 1, ... ,m,

so that for any t 0 E (0, t) and 1: > 0 sufficiently small

lt.- <
t.+
a*(z;),Ynm(t) > dt = 2E(b,z;).

Taking firstly limits as n, m ~ +oo and then as E ~ 0 we get

for a.e. t 0 and all j

(a(y(to)),z;) = (b,z;).

Remark. Assume A bounded linear, p = 2. Then a simpler

proof of Theorem 3 may be given, as follows. Fix j and tp E C 1 (0, T)
with cp(T) = 0. For any n ;:::: m > j

< Ynm,cp(t)v; > + < A(Ynm),cp(t)v; >=< Bunm,cp(t)v; >.

1010 T.Zolezzi

Integrating by parts we get

-1T < Ynm,l{;(t)v; > dt + 1T < Ynm,cp(t)A*v; > dt =

(Ynm(O),cp(O)v;) + 1T < Bunm,cp(t)vj > dt.
=

Taking limits as (n,m)--+ +oo

(13)
-1T < y,l{;v; > dt+ 1T < A(y),cpv; > dt =

= (yo,cp(O)v;) + 1T < Bu ,cpvi > dt.

0

If cp E CJ(O,T),then for all j

d
dt < y,v; > + < A(y),vi >=< Bu0 ,vi >
in the distributional sense. This implies

iJ + A(y) = Buo
and iJ E L 2 (0,T, V*}, so that we can integrate by parts in (13) ob-
taining y(O) = y0 From now on the proof is the same as before.
We remark that, by using special bases Vj as the eigenfunctions
basis in V = HJ(O} given by

(v;,:c)HJ(O) = .\;(v;,:c)L'(O), :c E H~(O},

a priori boundedness of Ynm in WP(O, T) is known ([9], chapter 1,

section 6.3).

Theorem 4. Assume that D = E and the imbedding of V in H

is compact. Then the conclusions of theorem 3 are obtained under
the same assumptions thereof except affinity of s.

PROOF. From the proof of Theorem 3 we know that

Ynm--" Yin WP(O,T).

 Variable Btrncture control 1011

The imbedding of WP(O, T) in .D'(O, T, H) is compact ([9], Theorem

5.1 p.58), therefore for a subsequence and a.e. t E (0, T)

Ynm(t)-+ y(t) in H.

Taking limits (for any fixed j) as (n, m) -+ +oo in

(s[Ynm(t)],z;) = 0

we get the required conclusion, i.e.

s[y(t)] = 0, all t E [0, T]

since y is an H-valued continuous function.

Theorem 5. Assume D = V and B completely continuous.

Then the conclusions of Theorem 3 hold.

PROOF. By complete continuity, -+ Buo in V*. As in the

Bunm
proof of Theorem 3, by estimate (1.17) p.159 of [9],some subsequence
of Ynm E WP(O, T) satisfies

Ynm ~Yin LP(O,T, V), Ynm ~yin L 00 (0,T,H).

Then we may follow the proof of Theorem 1.1 in [9] (p.159-161),

taking advantage from the strong convergence of Bunm ( = f in the
notation of that proof).

We remark explicitly that p-weak continuity of A is not required

in the above theorem. The last convergence theorem deals with a
non linear control objective of special form defined on V.

Theorem 6. Given r ,q let h1, ... , hr any fixed elements of H,

s1 E C0 (Rn,Rq), and

s(v) = st[(v,hl), ... ,(v,hr)],v E V.

1012 T.Zolezzi

Under the assumptions of Theorem 3 (except affinity of course)

and uniform boundedness of Vj in V, the conclusions of Theorem 3
hold.

PROOF. We use notations as in the proof of Theorem 3. By

Lemma 1, iYnm(t)i is uniformly bounded in [O,T]. Therefore
(Ynm(),vi) is uniformly bounded. If 0 :=:; t' < t" :=:; T then (for
any j and n,m sufficiently large)

t"
( dd (Ynm,vj)dt = (Ynm(t")- Ynm(t'),vj) =
lt' t

r
t"
= < Bunm - A(Ynm), Vj > dt
1t
1

thus giving

for suitable constants k1 ,k 2 (remembering (4) and Lemma 1). There-

fore a diagonal selection gives us,for a subsequence and any j,

uniformly in [0, T].

As a matter of fact this holds for the original subsequence Ynm
By density of sp( v 1 , . , Vn, .. ) in H and continuity of s1 we get the
conclusions. o

Remark. Further convergence results may be obtained by ex-

ploiting boundedness of Filippov solutions to (7) corresponding to
discontinuous feedback control laws,and growth estimates for the
equivalent control of (7),under conditions implying equivalence be-
tween Filippov and (a.e) solutions to (7) (as given in Theorems 1,2
of[5]).
 Variable structure control 1013

Remark. An existence theorem for solutions to a viability prob-

lem when A is linear is proved in [14] by a convergence procedure
somewhat similar to that used in the present paper (without refer-
ence to control problems).

A direct solution and some related difficulties. A formal

calculation, analogous to that used in finite-dimensional setting (see
[1]) gives us the following direct "solution" to (1 ),(2). If u, y solve
the above control problem, then at least formally

(14) s'[y(t)][Bu(t)- A(y(t))] = 0,0 ~ t ~ T.

If moreover s'(y)B is an isomorphism for ally near the sliding man-
ifold, then an "equivalent control" could be defined as in [1], i.e.

u*(y) = [s'(y)Bt 1 s'(y)A(y).

We did not follow such an approach for the following reasons.
Condition (14) requires that for all y with s(y) = 0, s'(y) may be
extended to the whole of V* as a linear bounded mapping.This is
sometimes a restrictive condition. More important,the isomorphic
character of s'(y)B, required for a direct definition of the equiva-
lent control in the infinite-dimensional setting, may be restrictive
assumption ( even false,for example when Z is finite dimensional).
The existence of (s'(y)B)- 1 is (probably) related to stronger con-
vergence of approximate finite-dimensional states Ynm obtained by
solving (7), and to the approximability property to be introduced in
the next section.
It would be interesting to relate the closed-loop system

iJ + A(y) = B(s'(y)B)- 1 s'(y)A(y)

{
y(O) =Yo

to discontinuous feedback injected in (1),(2) (through an appropri-

ate definition of solution: it is not known whether the definition
introduced in [18] fits this framework).

Approximability. Following the (finite- dimensional) termi-

nology of [1],the ideal sliding modes of the control system (1), (2)
1014 T.Zolezzi

should be closely approximated by real states of the system (i.e.

states fulfilling only approximately the sliding condition (2)). This
physically relevant property of a variable structure control system
has been discussed in depth in [1], and precisely formalized in [4],
[5] in the finite-dimensional setting under the name of approximabil-
ity. As shown there, it is related toG-convergence (see [16], [17]) of
differential equations (a theory started by De Giorgi).
We extend the definition of such a property to infinite-dimen-
sional variable structure control systems (1), (2) as follows (avoiding
any notion of equivalent control).

Definition. The control system (1},(2) fulfils the approxima-

bility property iff

Yn + A(yn) =Bun, n = 1,2,3, ... '

Un admissible controls, s(yn) -+ 0

uniformly in [0, T] as n-+ +oo, Yn(O)-+ y 0 in H, imply the existence

of y E WP(O, T) and of an admissible control u such that u,y solve
(1},(2) and for the original sequence

Yn-+ yin LP(O,T,H).

Remark. In the finite-dimensional setting this definition re-

duces to that given in [4] or [5] if s'(y)B is non singular for ally near
the sliding manifold,

l!s(yn(t))l::; M(t) for some ME P(O,T), q > 1,

IA(x)l ::; c' + c"ixl for all x.

It is easily seen that the approximability property is equivalent
to each of the following:

un, Yn as in the above definition, u, y a solution to (1 ),(2),

(16)
Yn(O) -+YeO) in H imply Yn -+ y in LP(O, T, H)
 Variable structure control 1015

ui, Yi a solution to (I),(2), i = I, 2, Y1 (0) = Y2(0)

(I7)
imply Y1 = Y2,
under the following assumption

(IS) A is p-weakly continuous, s E C 0 (E, Z) and the imbedding

of V into His compact (without requiring (6)).
Therefore when A is linear and s is affine with linear part s 0 ,
then approximability holds if V is compactly imbedded in H and

i + A(z) = Bu, z(O) = O,s 0 (z) = 0, u E L 2 (0,T, W) imlpy z = 0.

By (I7) we see that approximability is a form of (essential)
uniqueness property for the given control system, as far as the sliding
behavior is concerned. Then the underlying compactness for solu-
tions to (I) ,(2) gives the desired convergent behavior of real states
to ideal ones.
It is known (see [I], p.45) that approximability holds in the finite
- dimensional setting if the control variable enters affinely in the
dynamics (and more generally for many non linear control systems,
see [4],[5], but not for all, see a counter-example in [I], p.64).
The next theorem generalizes this fact to infinite-dimensional
control systems (I) ,(2) (under somewhat stringent assumptions). Let
us set

Theorem 7. The control system {1),{2) fulfils the approxima-

bility property if D = V, {18) holds, s'(y) can be extended as a
bounded linear operator from the whole V* into Z for ally E V, and
moreover
(I9) s'(y)B is an isomorphism for ally E V;

(20) < A(y)- A(z),y- z >~allY- ziiP, a> 0, p >I;

IIL(y)A(y)- L(z)A(z)ll ::; ciiY- zllp-l, 0 < c <a,
(2I)
with L(O)A(O) = 0.
1016 T.Zolezzi

PROOF. Let us verify (17). From (19) we see that Y1, Y2 (perhaps
modified on a set of Lebesgue measure 0, see [12] chapter 1, sections
3 and 4) are both solutions to (15), which may be written as

iJ + f(y) = 0, y(O) =Yo

where
f(y) = A(y)- L(y)A(y)
satisfies the assumptions of Theorem 1.2 p.162 of [9], which entails
uniqueness in [O,T]. o

Remark. Assuming (19), Theorem 7 applies if A is bounded,

linear, strongly monotone map and sis continuous affine on V* (tak-
ing of course p = 2). Different assumptions may be placed on AL in
order to obtain uniqueness for (15) (see e.g. [13]).

Remark. The above theory applies if A is as in Example 1. In

particular, linear control systems (1 ),(2) are covered. More general
control systems as

iJ + A(t, y) = B(t)u + f(t)

may be treated under analogous assumptions.

Remark. Weaker coercivity conditions on A than

(22) < Av,v >2: aiiviiP,v E V,a > 0

may be required to obtain the above results.

If p = 2 and in Theorem 3 we replace (22) by

then the conclusions hold (with the same proof, since (1.17) p.159 of
[9] is now replaced by a similar estimate which still implies bound-
edness (and weak convergence) of Ynrn in both L 2 (0,T, V) and
L 00 (0, T, H), as easily verified).
 Variable structure control 1017

Example. The following control system

Yt = Yzz + U,
{ y(O,x) = Yo(x),
y,(t,O)=y,(t,1)=0; Os;ts;T, Os;xs;1;
s(y) = J01 y(,x)dx- b
(where b is a given constant) lacks approximability (since (17) fails).

Remark. Null controllability results using the variable struc-

ture control theory developed in this paper, together with a more
general convergence theory and appropriate examples, will presented
elsewhere.

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Dipartimento di Matematica
Universita di Genova
Via L.B.Alberti,4
1-16132 GENOVA
Progress in Nonlinear Differential Equations
and Their Applications
Editor
HaimBrezis
Department of Mathematics
Rutgers University
New Brunswick, NJ 08903
U.SA.
and
Departement de Mathematiques
Universite P. et M. Curie
4, Place Jussieu
75252 Paris Cedex 05
France

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