Académique Documents
Professionnel Documents
Culture Documents
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
(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 ) .
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
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