PARTIAL DIFFERENTIAL EQUATIONS

IMPA - AUG-NOV 2011

LECTURE 1

EMANUEL CARNEIRO

1. Introduction
This course is intended to cover some basic facts of the analysis of partial differential
equations (PDE). For an integer k 1 and U Rn and open set we write
F (Dk u(x), Dk1 u(x), ...., Du(x), u(x), x) = 0 (x U ) (1.1)
for a PDE of order k, where
k k1
F : Rn Rn ... Rn R U R
is given and
u:U R
is the unknown. Usually the PDE comes along some boundary and or initial value
conditions. We will be interested in answering some of the following questions:
(i) Existence of solutions: Can we find explicit solutions? If not, can we prove
existence in an adequate space? If the solution is defined on a weaker space,
can we prove that it is actually a classical solution (regularity properties)?
(ii) Uniqueness of solutions: How do we prove that a certain solution defined in an
adequate space is unique? For this we shall use techniques such as maximum
principles, energy arguments, etc..
(iii) Continuous dependence on the auxiliary data: Given the initial and/or bound-
ary values we would like our solutions (again defined in an appropriate space)
to depend on a continuous manner on this data.
For a given PDE, if we seek for solutions on a certain space and we are able to answer
questions (i), (ii) and (iii) above we say that the problem is well-posed. Otherwise we
say it is ill-posed.
To say a little bit of the type of PDE one encounters we can say:
(a) a PDE (1.1)is linear if it has the form:
X
a (x)D (x) = f (x)
||<k

for given functions a (|| k), and f . This PDE is homogeneous if f = 0.

Date: August 31, 2011.

2000 Mathematics Subject Classification. XX-XXX.
Key words and phrases. XXX-XXX.
1
2 EMANUEL CARNEIRO

(ii) The PDE (1.1) is semilinear if it has the form:

X
a (x)D (x) + a0 (Dk1 u(x), ...., Du(x), u(x), x) = 0
||=k

(iii) The PDE (1.1) is quasiilinear if it has the form:

X
a (Dk1 u(x), ...., Du(x), u(x), x)D (x) + a0 (Dk1 u(x), ...., Du(x), u(x), x) = 0
||=k

(iv) The PDE (1.1) is fully nonlinear if it depends nonlinearly upon the higher order
derivatives.
For a nice introduction an many examples of PDE of interest in current research we
refer to [1, Chapter 1].

2. Interpolation techniques
2.1. The Riesz-Thorin interpolation. Let us first recall some basic facts about
functions and operators in Lp -spaces.
Proposition 1. Let 1 p < q . If f Lp (Rn ) Lq (Rn ) then f Lr (Rn ), for
any p r q. In fact, if we write
1 1
= + ,
r p q
with 0 1, we have the inequality
kf kLr (Rn ) kf kLp (Rn ) kf k1
Lq (Rn ) .

Proof. Using Holders inequality we have

Z 1/r Z 1/r
kf kLr (Rn ) = |f (x)|r dx = |f (x)|r |f (x)|r(1) dx
Rn Rn
Z /p Z (1)/p
p
|f (x)| dx q
|f (x)| dx = kf kLp (Rn ) kf k1
Lq (Rn ) .
Rn Rn

Next we prove a version for operators of the last proposition, a result called the
Riesz-Thorin interpolation theorem.
Theorem 2 (Riesz-Thorin interpolation). Let 1 p0 , q0 , p1 , q1 . Suppose that
T is a linear map from Lp0 (Rn ) + Lp1 (Rn ) into Lq0 (Rn ) + Lq1 (Rn ) that satisfies the
following estimates
kT f kLq0 (Rn ) M0 kf kLp0 (Rn )
and
kT f kLq1 (Rn ) M1 kf kLp1 (Rn ) .
Let (pt , qt ) be a point such that
1 1t t 1 1t t
= + and = + ,
pt p0 p1 qt q0 q1
for some 0 < t < 1 (i.e. the point (1/pt , 1/qt ) belongs to the segment connecting
(1/p0 , 1/q0 ) and (1/p1 , 1/q1 )). Therefore we have
kT f kLt (Rn ) M01t M1t kf kLpt (Rn ) . (2.1)
 PDE - LECTURE 1 3

2.2. Two applications. We list two classical applications of this result. First define
the convolution of two functions f and g by
Z Z
f g(x) = f (y) (g(x y) dy = f (x y) (g(y) dy.
Rn Rn

Theorem 3 (Youngs inequality for convolutions). Let 1 p, q, r . Then

kf gkLr (Rn ) kf kLp (Rn )) kgkLq (Rn ) .
Proof. One can see the proof of this theorem in three ways. First, one could see that the
proposed inequality is true for (p, q, r) = (1, 1, 1), (1, , ) and (, 1, ) and appeal
to a multilinear (in this case bilinear) version on the Riesz-Thorin intepolation to fill
in the convex hull. The proof of a multilinear version of the Riesz-Thorin interpolation
is basically the same as we did above.
Second, if one wants to use the theorem as we proved above, we should proceed this
way. If is easy to se that we can have (p, q, r) = (1, 1, 1). From Holders inequality we
also have it for (p, q, r) = (p, p0 , ). In particular fixing f L1 we can see that this
is a linear operator in g and from the triples (1, 1, 1) and (1, , ) we can produce
(1, q, q). Now fix g Lq and look this linear operator in f . From the points (1, q, q)
and (q 0 , q, ) we reach the desirable (p, q, r) satisfying 1 = 1/r = 1/p + 1/q.
Third, one could prove this theorem directly from a clever use of Holders inequality.
I will leave this as an exercise. 
Now define the Fourier transform of a function f L1 (Rn ) by
Z
fb() = e2ix f (x) dx.
Rn
It is clear from the definition that
kfbkL (Rn ) kf kL1 (Rn ) .
We shall prove later in this course that the Fourier transform can be extended in natural
way to L2 (Rn ) and satisfies Plancherels theorem
kfbkL2 (Rn ) = kf kL2 (Rn ) .
From these two points, using Riesz interpolation we have
Theorem 4 (Hausdorff-Youngs inequality for the Fourier transform). Let 1 p 2.
Then
kfbkLp0 (Rn ) kf kLp (Rn ) .

References
[1] L. C. Evans, Partial Differential Equations, Graduate Studies in Mathematics, AMS, Volume 19,
1998.
[2] G. B. Folland, Real Analysis, Modern Techniques and Their Applications, John Wiley and Sons,
1999.
[3] R. Iorio and V. M. Iorio, Fourier Analysis and Partial Differential Equations, Cambridge studies
in advanced mathematics, Cambridge University Press, 2001.

IMPA - Estrada Dona Castorina, 110, Rio de Janeiro, RJ, Brazil 22460-320
E-mail address: carneiro@impa.br