**ON THE REGULARITY OF THE SOLUTIONS OF BOUNDARY ** **PROBLEMS **

**BY **

L A R S H O R M A N D E R

*Stockholm *

**Contents **

Page

0. Introduction . . . 225

1. Preliminaries concerning ordinary differential equations . . . 228

2. Notations and algebraic preliminaries . . . 237

3. Characterization of elliptic and hypoelliptic boundary problems . . . 241

4. Necessity of the conditions for (hypo-)ellipticity . . . 246

5. Sufficiency of the condition for hypoellipticity . . . 250

6. Sufficiency of the condition for ellipticity . . . 261

**O. Introduction **

As is well known, t h e application of o p e r a t o r t h e o r y or calculus of varia- tions t o t h e s t u d y of differential equations leads to t h e question w h e t h e r t h e solu- tions t h u s o b t a i n e d are sufficiently s m o o t h t o be solutions in a classical sense. R a t h e r complete results are k n o w n concerning t h e regularity of t h e solutions in the interior of their d o m a i n of existence (cf. H 6 r m a n d e r [6], Malgrange [9] a n d the references given there). T h e regularity at t h e b o u n d a r y of solutions of b o u n d a r y problems has been far less studied, a l t h o u g h quite recently v e r y i m p o r t a n t progress has been m a d e (el. B r o w d e r [1], Gusev [4], L o p a t i n s k i [8], M o r r e y - N i r e n b e r g [10], Nirenberg [11]).

The purpose of this paper is to give a complete description of t h e b o u n d a r y condi- tions which give rise to regularity at t h e b o u n d a r y , in t h e special case where t h e coefficients of t h e differential operators considered (in t h e interior a n d in t h e b o u n d a r y conditions) are c o n s t a n t a n d t h e b o u n d a r y is plane. This case can be studied essenti- ally in t h e same w a y as t h e corresponding problem of interior regularity was studied b y H S r m a n d e r [5], b u t considerable technical difficulties are added.

226 LARS HORMANDER

I n the case of boundary conditions satisfying condition (a) of Theorem 3.3, it is easy to extend the s t u d y to the case of variable coefficients and curved boundaries.

(In this case one can also admit overdetermined systems of differential operators and boundary operators.) Indeed, one can argue as in Morrey-Nirenberg [1] using a priori estimates for the case of constant coefficients obtained by Fourier transformations from estimates for ordinary differential operators. However, these results will not be developed here since the author has been informed by Professor Nirenberg t h a t he, Agmon, Douglis and Schecter have also independently obtained the same theorems.

A classical prototype for the results in this article is contained in Schwarz' reflection principle. According to this principle, a function u satisfying the differ- ential equation

a u = 0 (0.1)

in an open set ~ and vanishing on a plane piece eo of the boundary of ~ , can be
extended as a solution of (0.1) across ~o. Thus it is *analytic *in ~2 (J w since every
solution of (0.1) is analytic, t h a t is, it has a power series expansion in a neigh-
bourhood of each point in this set.

I n extending this result we shall consider solutions of a partial differential equa- tion with constant coefficients

P (D) u = 0 (0.2)

(for notations see section 2 or H6rmander [5]), which are defined in an open set and on a plane piece eo of the boundary satisfy a number of boundary conditions with constant coefficients

*Q,(D) u = O , * ~ = 1 , ... oneo. (0.3)

I n order t h a t the interpretation of these equations shall be elementary we assume t h a t the derivatives of u of order ~< k are continuous in ~ U co, where k is the maxi- mum order of P (D) and Q, (D). Since the coefficients are constants there is in fact no real difficulty in extending the study to weak solutions, but for the sake of simplicity we shall not do so. Our purpose is to investigate the following two ques- tions:

A) *What are the conditions on P and Q, in order that every solution o] * (0.2),
(0.3) *shall be in/initely dif]erentiable in ~ U *m?

B) *What are the conditions /or these solutions to be analytic in ~ U co? *

ON T H E R E G U L A R I T Y OF T H E S O L U T I O N S O F B O U N D A R Y P R O B L E M S 2 2 7

I n studying A (B) it is natural to assume t h a t the operator P (D) is hypo- elliptic (elliptic), t h a t is, such t h a t every solution of the equation P ( D ) u = 0 in an open set is infinitely differentiable (analytic) there. Indeed, if P ( D ) i s not elliptic a n d

~o is a bounded subset of a hyperplane, we can take ~ such t h a t a solution of P (D) u = 0 vanishes in a neighbourhood of w but not in the whole of ~ (Hhrmander [5], Theorem 3.2). Then u satisfies all boundary conditions (0.3) but is not analytic in ~ . Thus one m u s t assume t h a t P (D) is elliptic in studying question B, a t least if one wants a result independent of ~ as will be the case here. Similarly, it is natural to assume t h a t P (D) is hypoelliptic when studying A.

Algebraic characterizations of hypoelliptic and elliptic operators have been given
by H h r m a n d e r [5] and Petrowsky [13]. P (D) is *hypoelliptic * if and only if

I m ~-~c~ when ~ - - ~ on the surface P (~)=0, (0.4)
P (D) is *elliptic *i f and only if

P~ for real ~=~0, (0.5)

where po (~) denotes the principal p a r t of P (~), t h a t is, the homogeneous p a r t of highest degree.

Thus in all t h a t follows *we assume that * {0.4) *is ]ul/illed. * We also suppose t h a t
is contained in one of the half spaces bounded by the plane through co and de-
note b y N an interior normal of this half space. This means t h a t < x - x 0, N> > 0 if
x E ~ and x o E co. We shall consider the roots of the equation in

*P (~ + vN) *= 0, (0.6)

where ~ is real. If T is a *real *root, it follows from (0.4) t h a t ~ + v N belongs to the
compact s e t in R n defined b y P = 0. L e t $ be the residue class of $ modulo (z N}.

Then, if ~ is outside a compact set K in *R ' / ( v N ) , * equation (0.6) has no real roots.

Now the roots are continuous functions of ~, for the coefficient of the highest power
of v in (0.6) is independent of ~ (el. H h r m a n d e r [5, p. 239]). Hence in each com-
ponent of C K, the n u m b e r of roots with positive imaginary p a r t is constant. As-
suming as we m a y t h a t K is a sphere, C K has 1 component if n - l > l and 2
components if n - 1 = 1. When n = 2 we therefore add to our hypothesis (0.4) t h a t
the n u m b e r of zeros with positive imaginary p a r t is the same for $ in the two com-
ponents. We shall say t h a t P is of *(determined) type */~, if the n u m b e r of zeros with
positive imaginary p a r t is ju for all *6ECK; * when n > 2 all hypoelliptic operators are
thus of determined type.

**228 ** **L~LRS HORMANDER **

*Example. * When n = 2 and P ( } ) = $ 1 + i $ 2, N = (0,1), we have one root with posi-
tive imaginary p a r t if }, > 0 but none if }1 < 0. Hence, although elliptic, P is not of
determined type.

*Remark. * The above argument shows in particular t h a t every elliptic operator
**in **n > 2 variables is of even order. This was also observed b y Lopatinski [8].

We can now formulate our final hypothesis: *The number o/ boundary conditions *
(0.3) *shall be ~ t t . * Since we can add a finite n u m b e r of identically satisfied boundary
conditions (Q,=0), we m a y and will assume t h a t there are precisely /~ b o u n d a r y
conditions. Our reason for this restriction has been t h a t the problems A) and B) would
otherwise be analogous to the problem of characterizing the ovcrdetermined differ-
ential systems which only have infinitely differentiable solutions. The solution of this
problem has been given quite recently by C. Lech but was not known when the
results of this paper were obtained.

Summing up: Given a hypoelliptic (elliptic) differential operator *P ( D ) o f * de-
termined t y p e it, we are going to characterize the systems (0.3) of # b o u n d a r y condi-
tions such t h a t the solutions of (0.2), (0.3) arc infinitely differentiable (analytic)
**in ~ U o . **

D E F I N I T I O N 0.1. *The boundary conditions * (0.3) *are called hypoelliptic (elliptic), *
*with respect to the hypoelliptic (elliptic) operator P *(D), ~2 *and co, i/ all k times con- *
*tinuously di//erentiable solutions in * ~ U co o/ (0.2), (0.3) *are in/initely di//erentiable *
*(anulytic) in *~ U w. (1)

We recall t h a t k denotes the m a x i m u m of the orders of P (D) and Q~ (D). The assumption t h a t u E C ~ can easily be relaxed, as mentioned previously.

The plan of the paper is as follows. In section 1 we present some basic facts concerning ordinary differential equations, and in section 2 some algebraic prelimi- naries. In section 3 we then state our main result, the algebraic characterization of hypoelliptic and elliptic boundary conditions a n d discuss some special cases. The ne- cessity and sufficiency of these conditions is proved in sections 4 and 5-6, respectively.

I n doing so we also s t u d y inhomogeneous boundary problems.

**1. Preliminaries concerning ordinary differential equations **

Let k ( ( 5 ) = ~ + a ~ 1(~ 1 + . . . *+%, * (1.1)

where *(~ = - i d/d t, *be an ordinary differential operator with constant coefficients and
(1) This terminology differs from that of BROWDER [1].

ON T H E R E G U L A R I T Y O F T H E S O L U T I O N S OF B O U N D A R Y P R O B L E M S 2 2 9

o r d e r #. As is well k n o w n , t h e s o l u t i o n s of t h e e q u a t i o n k ( 5 ) u = O a r e t h e l i n e a r c o m b i n a t i o n s of t h e e x p o n e n t i a l s o l u t i o n s G (t) e its, where r is a zero of t h e p o l y n o m i a l

]~ (T) = . t . l , + a t t _ l Tp 1 + . . . + a 0

of h i g h e r o r d e r t h a n t h e d e g r e e of t h e p o l y n o m i a l G.

L e t q,((~), v = l . . . #, be some o t h e r o r d i n a r y d i f f e r e n t i a l o p e r a t o r s . W e a r e going t o d e t e r m i n e a c o n d i t i o n in o r d e r t h a t

**k ( 5 ) u = 0 ; ** **(q~ (5) u) ( 0 ) = 0 , ** v = l . . . ~ , **(].2) **

shall i m p l y t h a t u = 0 . T h e e q u a t i o n s

k ( 5 ) u = 0 ;

*(q~(5)u)(O)~,,, *

~ = 1 . . . ~ , (1.3)
t h e n h a v e one a n d o n l y one s o l u t i o n for a r b i t r a r y c o m p l e x ~p~, a n d we a r e going t o
give a f o r m u l a for t h i s solution.
A s s u m e for a m o m e n t t h a t t h e zeros T 1 . . . T~ a r e all *di//erent. * T h e n t h e solu-
t i o n s of k ( 5 ) u = 0 a r e t h e f u n c t i o n s

IL

**u (t) = Y Cj e'~, ~ **

1

w i t h c o n s t a n t Cj. I n o r d e r t h a t u shall s a t i s f y (1.2) we m u s t h a v e

tt 1

T h u s one can f i n d a non t r i v i a l s o l u t i o n of (1.2) if a n d o n l y if d e t qv(Tj)=0.

I n o r d e r t o s t u d y t h e case of coinciding zeros also, we i n t r o d u c e a r a t i o n a l func- t i o n of t h e i n d e t e r m i n a t e s T~ . . . r , d e f i n e d b y

R (]c; qi . . . q~) = d e t *q, (vj)/1-[ (zj - * r~).

l < j

Since i t is o b v i o u s t h a t e a c h f a c t o r in t h e d e n o m i n a t o r d i v i d e s t h e n u m e r a t o r , t h e r i g h t h a n d side is a p o l y n o m i a l i n t h e v a r i a b l e s rj a n d is t h u s d e f i n e d also in t h e case of coinciding zeros. Since i t is a s y m m e t r i c f u n c t i o n of t h e s e v a r i a b l e s , i t can be e x p r e s s e d as a p o l y n o m i a l in t h e coefficients of k. H e n c e :

R (]c; ql . . . ql,) is a p o l y n o m i a l i n the eoe//icients o/ k, qt . . . q~, w h i c h is linear
*and a n t i s y m m e t r i e in ql . . . qt~ and vanishes w h e n ]c is a /actor o/ some q~. *

I t is e a s y t o see t h a t t h e s e p r o p e r t i e s c h a r a c t e r i z e R u p t o a f u n c t i o n w h i c h is i n d e p e n d e n t of q,. F u r t h e r m o r e , one c a n v e r i f y t h a t R v a n i s h e s if a n d o n l y if

2 3 0 L A R S H O R M A N D E R

s o m e l i n e a r c o m b i n a t i o n of t h e p o l y n o m i a l s q,,

1

w h e r e all a~ do n o t v a n i s h , h a s /c as a f a c t o r . This f a c t c o n n e c t s o u r r e s u l t s w i t h t h o s e of A g m o n , Douglis, N i r e n b e r g a n d S c h e c t e r .

F o r f u t u r e reference we also o b s e r v e t h a t R does n o t c h a n g e if we s i m u l t a n e - o u s l y m a k e a t r a n s l a t i o n of k a n d all q , a n d o n l y m u l t i p l i e s b y a c o n s t a n t f a c t o r if we m a k e some o t h e r l i n e a r t r a n s f o r m a t i o n of t h e i n d e p e n d e n t v a r i a b l e 3.

T h e i m p o r t a n t role of t h i s f u n c t i o n h e r e is d u e t o t h e following t h e o r e m .
T H ]~ O R E M 1.1. *A necessary and su/]icient condition i n order that *(1.2) *shall possess *
*a non trivial solution is that *

R (k; *ql . . . q~,) *= 0. (1.4)

*Proo/. * I n t h e case w h e r e t h e zeros of k a r e simple, t h e r e s u l t is a l r e a d y p r o v e d .
N o w s u p p o s e t h a t 31 . . . Tr are d i f f e r e n t zeros w i t h m u l t i p l i c i t i e s / ~ I . . . /~r a n d t h a t

/zl+ ... +#,=#

so t h a t t h e r e a r e no o t h e r zeros. T h e s o l u t i o n s of k ( 5 ) u = 0 a r e t h e n
**u = Z e . (i t) ~ e~J t, **

w h e r e ~ a r e c o n s t a n t s a n d the. s u m m a t i o n is e x t e n d e d o v e r 0 ~< s < / ~ j , l ~ < ~ < r .

A p p l i c a t i o n of L e i b n i z ' f o r m u l a gives (cf. H S r m a n d e r [5, p. 177]) (qv (5) u) (0) = E Cjs q(/) (3j).

H e n c e (1.2) h a s a non t r i v i a l s o l u t i o n if a n d o n l y if ql ( 3 1 ) q l ( 3 1 ) . . . q(1 p ' - I ) ( 3 1 ) ql (33) " ' "

. . . . , . . .

**q. (31) q' (31) ... q(.,-1) (vl) q. (33) **...

**= 0 . ** **( 1 . 5 ) **

On t h e o t h e r h a n d , n o t i n g t h a t R is a c o n t i n u o u s f u n c t i o n of v 1 .. . . . 3~, a n d p a s s i n g t o t h e l i m i t f r o m t h e case where all # zeros a r e d i f f e r e n t , u s i n g T a y l o r series e x p a n s i o n s , i t is e a s y t o see t h a t in t h e p r e s e n t case t h e f u n c t i o n R is p r e c i s e l y t h e d e t e r m i n a n t in (1.5) d i v i d e d b y

O N T H E R E G U L A R I T Y O F T H E S O L U T I O N S O F B O U N D A R Y P R O B L E M S 231

]--1 S</~j , l < ~ k < j ~ r

This shows t h a t {1.4) is equivalent t o (1.5), which completes t h e proof.

W h e n solving t h e inhomogeneous equations (1.3) we shall again need t o consider expressions defined b y

R (k; /, . . . /,) = g e t fi *(rj)/YI ( r j - vk) * (1.6)
*k<) *

when t h e zeros rj are different a n d b y c o n t i n u i t y otherwise. However, all h will n o t be polynomials, which requires some preliminary s t u d y of expressions of this form.

We first recall some notions f r o m difference calculus. I f / is an a n a l y t i c func- t i o n of a complex variable 3, its divided differences are defined as follows (cf. N6r- lund [12]), when all vt are different:

/ ( 3 . 3~) = ( / ( ~ , ) - ! ( ~ ) ) / ( 3 ~ - ~ ) . . . .

/ (31 . . . *Tn) = ( / *(T1 . . . 3 n _ 1 ) - - / (T2 . . . *3 n ) ) / ( T 1 - - 3n ). *

I t is easy t o show t h a t /(31 . . . 3n) is a s y m m e t r i c f u n c t i o n of v 1 .. . . . Tn. A s s u m e for simplicity t h a t all v~ are s i t u a t e d within a J o r d a n curve C and t h a t / i s a n a l y t i c there. I t is t h e n i m m e d i a t e l y established t h a t

**! (3~ ***. . . * *~ ) = (~ ***~ i)-' f / (z) d z / ( z - 30 ... ( z - ***~ ) . *
*c *

This formula has a sense even for coinciding zeros a n d we t a k e it as a definition
in t h a t case; *] (v 1 .. . . . vn) *is t h e n an a n a l y t i c function of all its variables.

l~rom a n o t h e r formula for t h e divided differences one obtains the following useful estimate (cf. N 6 r l u n d [12, p. 16])

**I/(3, **

**I**1

**sup**

**]/,~-:)****(z)I,**

**(1.7)**

**. . . 3 ~ ) , < ( n _ ** **1) ! ~o~ **

where K is t h e convex hull of t h e points vt, provided t h a t / is a n a l y t i c in a neigh- b o u r h o o d of K.

B y subtracting columns in t h e d e t e r m i n a n t defining R (k; ]1 . . . /~) a n d using t h e definition of t h e divided differences, one i m m e d i a t e l y obtains

R (k; h . . . /~) = a c t fi (vx . . . vj), v, j = 1 . . . /~, (1.8) when all Tt are different. I f all ]~ are analytic, we thus obtain a definition of R also in t h e case of multiple zeros, a n d R becomes an a n a l y t i c function of all vs.

232 L A R S H O R M A N D E R

A p p l y i n g t h e e s t i m a t e (1.7) t o (1.8) we can g e t e s t i m a t e s of R. T h u s if K is t h e c o n v e x hull of t h e zeros of k we h a v e

tt [.-1

**I/7) ** **) **

**IR(k; t, .... , l,>l< , osup ** **(z)l/j 9 ** **(1.9) **

W e shall n o w give t h e s o l u t i o n of (1.3).

T H E O R E M 1.2. *I / R(k; ql *. . . *q,)=~O, equations * (1.3) *have one and only one *
*solution and this is given by *

u ( t ) = ~ R (k; q~ . . . *q~-l, e 't~, qv+l .. . . . q , ) / R *(k; q~ . . . q,). (1.10)

1

*Proo[. * T h e e x i s t e n c e a n d u n i q u e n e s s of t h e s o l u t i o n follows f r o m T h e o r e m 1.1.

Since t h e r i g h t h a n d side of (1.10) is a c o n t i n u o u s f u n c t i o n of v~ . . . T, a s long as R (k; ql . . . q,)=~0, i t is sufficient t o p r o v e (1.10) w h e n all T~ a r e d i f f e r e n t . I n t h a t c a s e we shall d e t e r m i n e u b y m e a n s of t h e e q u a t i o n s

*u = ~ . a j e % t, *~ , = ~ a j q , (vj), v = l . . . /x.

1 1

C o n s i d e r i n g t h i s as a h o m o g e n e o u s s y s t e m in t h e v a r i a b l e s a.j a n d 1 a n d using t h e d e f i n i t i o n of R, we i m m e d i a t e l y o b t a i n (1.10).

N e x t a s s u m e t h a t k (v) is a f a c t o r of a p o l y n o m i a l p (T), p (v) = ~" + l o w e r o r d e r t e r m s ,

a n d t h a t *the zeros o/ k (v) and p (v)/k (v) have positive and negative imaginary parts, *
*respectively. * D e n o t i n g b y u a n i n f i n i t e l y d i f f e r e n t i a b l e f u n c t i o n v a n i s h i n g for large t,
w e set

p (~) u = {; (q, (6) u) (0) = v2,, v = 1 . . . # , (1.11)
a n d a r e going t o give a f o r m u l a for u in t e r m s of / a n d %, a s s u m i n g t h a t *the degree *
*o] p is greater than the degree of q, *for all v = 1 . . . *t t. *

F i r s t w r i t e

go (t) = (2 7~) -1 f *e't~/p (~) dr. * (1.12)

--O0

T h i s i n t e g r a l is a b s o l u t e l y c o n v e r g e n t if a~> 2 a n d for a = 1 i t c o n v e r g e s w h e n t~: 0.

T h e f u n c t i o n go ( t - s ) is a f u n d a m e n t a l s o l u t i o n of t h e d i f f e r e n t i a l o p e r a t o r p {~) w i t h p o l e a t s. W e shall m o d i f y i t in o r d e r t o o b t a i n a f u n d a m e n t a l s o l u t i o n g (t, s ) s a t i s - f y i n g

O N T H E R E G U L A R I T Y O F T H E S O L U T I O N S O F B O U N D A R Y P R O B L E M S 2 3 3

*q~ (5) g (t, s)t~o *= 0, ~ = 1 . . . ~.

A c c o r d i n g t o T h e o r e m 1.2 t h e f u n c t i o n

**g (t, s) = go ( t - s) - Y (q, (5) go) ( - s) h, (t), ** **(1.13) **

1

where for t h e s a k e of b r e v i t y we h a v e w r i t t e n

*h~ ( t ) = R *(k; ql . . . q~-l, e ~t~, q,+i . . . *q , ) / R *(k; ql . . . q,), (1.14)
satisfies t h e d e s i r e d b o u n d a r y c o n d i t i o n s , a n d t h e c o m p e n s a t i n g t e r m w satisfies a s
a f u n c t i o n of t t h e e q u a t i o n k (5)w = 0, h e n c e p (5)w = 0. T h u s w r i t i n g

*U 1 (t) = f g (t, 8) / (8) d 8 *
*o *

we g e t p (5) u I (t) = p (5) f go ( t - - s) / (s) d s = / (t), t > 0.

0

W e also o b t a i n (q~(5) U l ) ( 0 ) = 0 for v = l . . . /t. W i t h u s = u - u 1 i t t h e r e f o r e fol- lows t h a t

p (5) u s = 0, (qv (5) us) (0) = ~o,, ~ = 1 . . . /~.

T h e f i r s t e q u a t i o n c a n be r e p l a c e d b y ]c ( 5 ) u S = 0, for u s is b o u n d e d w h e n t > 0, since
u a n d u I a r e b o u n d e d , a n d *p (v)/k (v) *h a s all zeros in t h e lower h a l f p l a n e . H e n c e
u s is g i v e n b y T h e o r e m 1.2, a n d we o b t a i n t h e f o r m u l a

**u (t) = f g (t, s) / (s) d s + ~ ~ h, (t), ** **(1.15) **

0 1

w h e r e g a n d h, a r e g i v e n b y (1.13) a n d (1.14).

W h e n using t h i s f o r m u l a in s e c t i o n 5 we shall n e e d s o m e r o u g h e s t i m a t e s of t h e k e r n e l s g a n d h~. T h e y will be c o n s e q u e n c e s of t h e following t h e o r e m .

T F t E O R E M 1.3. *I1 the zeros of p(v) satis/y the inequalities *
**I ~ I < A i , lira ~l>~ a + A o , A o > O , **
*then ]or t * O we have *

I g0 (i) (t) [ ~< 2 ~ A1 i e -hoft I, (1.16)

*where a is the degree o! p and go is de[ined by * (1.12).

*Proo/. * I f a = 1 we h a v e p ( v ) ~ ( ~ - ~ ) , a n d a s s u m i n g for e x a m p l e t h a t I m 2 < 0,
we g e t

16 - 6 6 5 0 6 4 *Acta mathematica. *99. Imprim(~ le 11 j u i n 1 9 5 8

2 3 4 L A R S H O R M A N D E R

*go(t)=O *if t > 0 , *g o ( t ) = - i e u~ * if t < 0 .
Thus the result is true when a = 1.

Next assume t h a t j = 0 , a > l . Moving the line of integration in (1.12)we obtain
go (t) = (2~) -1 ] *dt(~*th'>/p *(v __+ iho) d r .

Now the integrals / d v/I p (z ___ i A0) I are ~< :~. In fact, if 2, are the zeros of p (~ • iA0), we have I Im 2jl ~> 1, hence the integrand can be estimated b y [ z - 2 1 I-l[v-)t~[-1 ~<

( I v - 2 1 [ - z + [ z - 2 2 [ - ~ ) / 2 , and if we calculate the integral of the right hand side, the assertion follows. Thus (1.16) holds when j = 0 .

Now we prove the result in the general case, assuming t h a t it has already been proved for derivatives of order <~ when p is of order < a . L e t 2 be a zero of p (v). Then

*- i g o - 2go= ( 6 - 2) g o *

i s the fundamental solution (1.12) belonging to the operator p ( O ) / ( ~ - 2 ) , and hence b y hypothetis

*]~s+l g o - - 2 ~ go[ <-..2~-l+SA~ e-A~ * *S< ~. *

Multiplying this inequality by 2 j 1 s and adding for *s = *1 . . . 7"-1, we obtain

/ - 1

**I (~i go -- 2t go [ ~< A{ -1 e-A' Itl ~ 2.-1+s ~< **

**A~-I **

**e - h . ttl****2o-~+J.**

o

Hence, using the estimate of go already proved and the fact t h a t A1 > 1, 15,g0 [ < AJl e-A, ,t) (1 + 2a-1+1),

which implies (1.16). The proof is complete.

We shall finally prove an inequality for the solutions of (1.1), which in a somewhat weaker form will be useful in section 4.

T H E O R EM 1.4. *There is a constant ~ depending only on /u such that, i/ u is a *
*solution o/ an equation k (r * *where all zeros o/ k (v) have non negative imaginary *
*Tarts, we have *

*lu(a)[<...ya-l~[u(t)[dt, * a > O , (1.17)

0

b a

*f lu(t)ldt<.(b/aV flu(t)ldt, *

*O<a<~b.*(1.18)

*0 * *0 *

O N T H E R E G U L A R I T Y O F T H E S O L U T I O N S O F B O U N D A R Y P R O B L E M S 2 ~ 5

Proo/. First n o t e t h a t (1.18) follows f r o m (1.17). Indeed, if we write

b

**I (b)=f lu(t)ldt, **

**I (b)=f lu(t)ldt,**

*0 *

(1.17) gives */ ' ( b ) ~ b - l I ( b ) . * Dividing b y / ( b ) a n d i n t e g r a t i n g from a t o b, we ob-
t a i n (1.18).

N e x t note t h a t t o prove (1.17) it is sufficient t o assume t h a t *a = * 1, since t h e
general case reduces to this b y m e a n s of t h e s u b s t i t u t i o n *t = a s . * One m a y further-
more assume in t h e proof t h a t k ( 0 ) = 0 . F o r let T o be one of t h e zeros of k(~) with
t h e smallest i m a g i n a r y p a r t a n d write k 1 (~) = k (v § T0), u 1 (t) = u (t) s T h e n t h e
zeros of k 1 h a v e n o n negative i m a g i n a r y parts, too, k 1 ( 0 ) = 0 , a n d from /~ ( 6 ) u = 0

**- ** **f **

it follows t h a t k 1(6) u 1 = 0 . Since lu1(a) l = l u ( a ) l b u t *f l u l ( t ) l d t ~ * *l u ( t ) l d t , * t h e

0 0

i n e q u a l i t y (1.17) follows f r o m t h e corresponding one where u is replaced b y u 1.

I n t h e proof we m a y also assume t h a t t h e t h e o r e m has a l r e a d y been p r o v e d for solutions of differential equations of order lower t h a n /x, for it is trivial when f t = l .

D e n o t e t h e zeros of k (T) b y ~1 . . . T, a n d set

1

M ( r l . . . ~ ) = sup

*lu(1)l/flu(t)ldt, *

0

where u varies over t h e solutions of t h e (fixed) e q u a t i o n k (6) u = 0. We h a v e t o prove t h a t M is b o u n d e d when I m rj >/0, j = 1 . . . /~.

L E M M A 1.1. *M (v 1 . . . T~) is a continuous /unction o/ ~1 . . . re,. *

*Proo/. * D e n o t e b y ~j (t; v 1 .. . . . vt,) t h e divided differences of t h e function *e tt~ *a t
t h e a r g u m e n t s T 1 .. . . . Tj; 1 ~<j~<ft. Considering for example C a u c h y ' s p r o b l e m for t h e
e q u a t i o n (1.1) a n d using (1.10) a n d (1.8), we find t h a t t h e functions ~j constitute a
basis for t h e solutions of (1.1) regardless w h e t h e r t h e zeros are multiple or not.

F u r t h e r m o r e t h e functions ~j are continuous functions of all variables. N o w
m ( v , . . . ~ , ) = sup I E a,qr v, . . . *~ , ) l / f l E a , * *q,(t; 7:, . . . ~:~)]dt *

1 6 1

/t

a n d t h e s u p r e m u m obviously does n o t change if we a d d t h e restriction ~ ] a j l = 1.

1

Since t h e s u p r e m u m is t h e n t a k e n over a fixed c o m p a c t set a n d t h e d e n o m i n a t o r does n o t vanish, t h e c o n t i n u i t y is obvious.

**236 ** **LARS HORMANDER **

F r o m L e m m a 1.1 it follows t h a t M is b o u n d e d when t h e absolute values of all vj are ~<#. I t therefore only remains t o consider t h e case where some zero has a larger absolute value. A c c o r d i n g t o L e m m a 1.1 it is e n o u g h t o consider t h e case of simple zeros zs a n d as we have r e m a r k e d a b o v e we m a y assume t h a t some of t h e m equals 0. T h e n there exists an integer v < # such t h a t there is no zero of k in t h e a n n u l u s v < I z I < v + 1. F o r if each of these contained a zero of k we would get ~t + 1 zeros altogether, c o u n t i n g t h e one at 0 a n d t h e one with absolute value >/x, which is impossible. W e n o w decompose a solution of k ( b ) u = O in t h e form

U : U 1 -t- U2~

where u 1(u2) is t h e sum of those exponential c o m p o n e n t s of u with e x p o n e n t value. We shall prove t h a t with a c o n s t a n t C o n l y de-

~ < v ( ~ > v + l ) in absolute p e n d i n g on # we have

in T h e o r e m 1.4, case, it follows only on #,

*flu,(t)ldt<CfluIt)ldt, *

^{i = l , }^{2. }

^{(1.19) }

*0 * *0 *

Since u~ is a solution of a differential e q u a t i o n of order </x of the t y p e described a n d we have a s s u m e d t h a t t h e t h e o r e m is a l r e a d y p r o v e d in t h a t f r o m (1.17) a n d (1.18) t h a t , with a n o t h e r c o n s t a n t C 1 d e p e n d i n g

*1 *

**lu,(1)l<cl f lu(t)ldt, **

**lu,(1)l<cl f lu(t)ldt,**

*0 *

a n d t h e t h e o r e m will be proved.

I n order to prove (1.19) we argue in t h e following way. L e t ~0 (x) be a con- tinuous function with s u p p o r t in ( - ~ , O) a n d set

*U (t) = u~eqp (t) "- f u (t - s) q~ (s) d s . *

89 1

T h e n f I U

### (t) I

*d t*~<

### flu ^{(t) l }

*m a x I~o (s)I" 9 (1.20)*

^{d t }0 0

L e t ~ be t h e F o u r i e r - L a p l a c e t r a n s f o r m of qJ. I f

~ ( v ) = O when *k ( z ) = O * a n d I ~ l > i v + l , (1.21)
( v ) = l when k ( v ) = 0 a n d [zl < v ,

we have *U = u 1. *To prove (1.19) with *i = *1 (and hence w i t h *i = 2 ) * we t h u s o n l y have
t o prove t h a t one can find a function ~v h a v i n g these properties a n d which is
b o u n d e d b y a c o n s t a n t d e p e n d i n g on /~ only.

ON T H E R E G U L A R I T Y OF T H E S O L U T I O N S OF B O U N D A R Y P R O B L E M S 237
T a k e a */ixed * function ~v E C a with c o m p a c t s u p p o r t in (-21-, 0) such t h a t ~ (3)=~ 0
when [ 3 ] ~ Ft. Write

]c a (3) = 1-] ('V -- T/), k 2 (T) = ~ (1 -- T / T / )

Iril~<v Ir/l~>v+l

and, with the o p e r a t o r h ((~), of order lower t h a n t h a t of k 1, still to be determined,

= h (5) k s (6) ~.

T h e n ~ (3) = h (3) k 2 (3) ~ (3),

so t h a t (1.21) will be fulfilled if a n d only if

h (3) = 1//k~ (v) ~ (3) when k I (v) = 0. (1.22)
This condition determines t h e p o l y n o m i a l h (3). Moreover, if rl . . . 3r are t h e zeros
of k 1 a n d we write F (3)= *1/k 2 *(v)v~ (3), N e w t o n ' s interpolation formula (NSrlund [12,
p. 11]) gives

h (T) = ~ F (31 . . . 3i) ( 3 - T1) . . . (3 - 31_1).

J=l

N o w all 3j with 1 ~<j~<r have absolute values ~</~, a n d to estimate the divided differences of F we just h a v e to use (1.7), n o t i n g t h a t if 3j is a zero of k 2 (v) we have [3j]>/1 a n d

l ( 1 - 3 / / 3 j ) l > ~ ( 1 - ( ~ t - 1 ) / / # ) = l / # if 13l~<v.

Since t h e estimates of the coefficients of h t h u s o b t a i n e d d e p e n d on ~t only, a n d the inequality [Tj[~> 1 is valid for e v e r y zero of k 2 (5), t h e i n e q u a l i t y ( 1 . 1 9 ) a n d hence t h e t h e o r e m follows.

**2 . N o t a t i o n s a n d **a l g e b r a i c preliminaries

I n order to give our results an i n v a r i a n t form we shall in this a n d t h e n e x t section use a formalism which avoids t h e use of coordinate systems. T h u s let G be a real v e c t o r space of dimension n a n d G* its c o m p l e x dual space, i.e. t h e space of all complex linear f o r m s on G. We shall d e n o t e t h e elements of G b y x, y, ...

a n d those of G* b y Greek letters ~, ~, $ . . . . U s u a l l y ~ a n d ~ will d e n o t e real ele- m e n t s in G*, i.e. real linear forms. If P ( $ ) is a p o l y n o m i a l in G* we d e n o t e b y P (D) t h e differential operator acting on the functions in G such t h a t

**P ( D ) e i ~z, ~> = p ($) e ~ <~. ~>; **

238 LARS HORMANDER

if x k and Sk are coordinates in G and G* with respect to dual bases, we obtain P (D) b y replacing ~k b y - i ~ / ~ x k in P(~).

I n studying the problem sketched in the introduction we shall let ~ be an open set in G and ~ a p a r t of its b o u n d a r y which is an open set in a hyperplane F.

The dual space F* of F is a quotient space of G*,
*F* ~ G*/F ~ *

where F ~ is the orthogonal space of F. I n fact, if ~EG*, the restriction of the linear form (x, ~} to F defines an element ~ of F*, and this element is 0 if and only if ~ is orthogonal to F. Since F is a hyperplane, F ~ is 1-dimensional. B y the normal N of F we shall mean one of the real elements in F~ we assume t h a t the half space

G+ = {x ~ G; (x, N}/> 0}

contains f~.

We choose once for all a Euclidean norm in G. In F, G* and F* we use the norms obtained b y restriction and duality respectively. The norm in F* is t h e n the quotient norm of t h a t in G*. F o r future reference we also note t h a t obviously

**IRe l<l l- **

N o w let P (D) be hypoelliptic and of determined t y p e # (cf. Section 0). We shall denote by A the set of all ~ E G* such t h a t the equation

P ($ + v N) = 0 (2.1)

has precisely # roots with positive imaginary p a r t and none t h a t is real. The coef- ficient of the highest power of v is independent of ~ (H5rmander [1, p. 239]) so we m a y assume t h a t it equals 1. Obviously A is open and b y hypothesis a real ~ E G* is in A if ~ belongs to a suitable neighbourhood of infinity in F*. We shall now esti- m a t e the size of A more precisely.

T H E O R E M 2.1. *Suppose that P ( D ) is elliptic and of determined type /~. Then *
*there is a constant M such that A contains all ~ satis/ying *

I Re r >~M (1 + I I m .~ I). (2.2)
*Proof. * The theorem is a consequence of the following lemma.

L E ~ M A 2.1. *Suppose that P ( D ) is elliptic. Then there is a constant M such that *

**P(~)*0 if I R e ~ l ~ M ( l + l I m ~ l ) . ** **(2.3) **

ON T H E R E G U L A R I T Y O F T H E SOLUTIOI~TS O F B O U N D A R Y P R O B L E M S 239 To prove t h a t Theorem 2.1 follows from Lemma 2.1 we first note t h a t if v is real and (2.2) is fulfilled, we have

IRe ( r r

### r (r

hence *P ( r * in virtue of (2.3). Thus (2.1) has no real root if (2.2) is valid
and hence the number of roots of (2.1) with positive imaginary part is constant in
each component of the set defined b y (2.2). Now each component of this set con-
tains real points with arbitrarily large absolute values which proves Theorem 2.1.

*Proo/ o/ Lemma * 2.1. Let P = P~ + Pro-1 + " " + P0 be the decomposition of P in
homogeneous parts, the degrees being indicated b y the subscripts. B y hypothesis we
have

Pm (~) :~ 0 when ~ :~ **0 is **real.

Therefore Pm (~) has a positive lower bound in some complex neighbourhood of the real unit sphere, thus for some positive e and c we have

[Pm($)[~>c if

### ]~[=I

a n d , ] I m r ].Since Pm is homogeneous this yields

Estimating the lower order terms in P (~) in an obvious fashion we now get with another constant c 1

**IP(;)l >el im--Cl(I;fm-'+ "" + l ) if JIm r<eJRe J. **

Hence P($)~=0 if ]~l~>c~ and I I m ~ l ~<e]Re$1, and the lemma follows with M = max (e -1, c~).

*Remark. * Conversely, it is easy to see t h a t P (D) is elliptic if (2.3) is valid for
some constant M (cf. H6rmander [5, p. 217]). Thus (2.3) gives an alternative defini-
tion of an elliptic operator, which i s closely related to the characterization of hypo-
elliptic operators given by (0.4).

THEOR~.M 2.2. *Suppose that * P ( D ) *ks hypoelliptic and o/determined type/~. Then, *
*given any number B, there is a number B' such that A contains all ~ satis/ying *

lira ~[~<U, [Re **r ** **(2.4) **

*Proo/. * This is merely a rephrasing of the characterization (0.4) of hypoelliptie
operators. Indeed, (0.4} means t h a t there is a number B' such t h a t

2 4 0 L A R S H O R M A N D E R

P ( ~ ) * 0 if Jim ~[~<B and IRe ~]>~B'.

(2.4) follows from this fact in the same way as (2.2) followed from (2.3). We do not repeat the argument.

We shall also consider the projection /i of A into F*. This is an open set. In the case of an elliptic operator P (D), Theorem 2.1 means t h a t 2i contains all r with

**IRe $1>~M(l+lIm r ** **(2.5) **

In the case of a hypoelliptie operator, Theorem 2.2 means t h a t ~i contains all ~ with

[ I m r I R e r **(2.6) **

When ~ fi A we denote b y vx . . . r~ the zeros of P (~ + v N) with positive im- aginary part and set

tt

k~ (z) = 1-I (T - •). (2.7)

1

Lv.~aMA 2.2. *The coeHicients o~ k s are analytic /unctions o~ ~ *when ~fiA.

*Proo/. * Thia lemma is classical (cf. Goursat [1, pp. 289-290]).

L e t us write

and consider the function

q~ (r) = Q~ (~ + vN), (2.8)

**~-->R (kr q} . . . q~), ~ E A. ** (2.9)

If ~ and ~' are in A and ~ - ~ ' is proportional to N, this function has the same
value at ~ and at ~', since kr q~ will differ from *ks., q'r *b y the same translation.

Hence (2.9) is a function of r only. We shall denote it by C (r thus

c (~) = R (ks; q~ . . .

**q~). ** **(2.10) **

We shall call C (r the *characteristic ]unction o] the boundary problem. * In virtue of
Lemma 2.2 it is an analytic branch of an algebraic function.

If P (D) is of type 0, we shall have no boundary conditions at all and define C (r = 1 everywhere.

In section 5 we shall need a rough estimate of the zeros of P (~ + ~ N).

LE~IMA 2.3. *There are constants C and M such that all zeros o / P ( ~ + T N ) satisfy *
*the inequality *

I v l < C (]~IM+ 1). (2:11)

O N T H E R E G U L A R I T Y O F T H E S O L U T I O N S O F B O U N D A R Y P R O B L E M S 2 4 1

*Proof. * Since the coefficient of the highest power of v is independent of ~, this
follows immediately from any estimate of the zeros of a polynomial. For instance,
if we write

P ( ~ + T N ) = T ~ § v a - l + "" § the coefficients aj are polynomials in $, and the zeros satisfy

### I~l<l+ 5 la, I.

0

**3. Characterization of elliptic and hypoelliptic boundary problems **
The main results of this paper are the following two theorems.

T H E O R E M *3.1. A necessary and sufficient condition /or the boundary conditions *
(0.3) *to be hypoelliptic with respect to the hypoelliptic operator P (D) o/ determined type *

*#, ~ and co, is that *

Im *~-->oo i/ ~-->~ in ~t satisfying C(~)=O. * (3.1)
The analogy between this condition and the condition (0.4) for the hypoellipticity
of an operator is obvious. Note t h a t the only geometric property of ~ and ~o which
is involved in (3.1) is the direction of the interior normal of ~ on co.

T H E O R E M 3.2. *A necessary and sufficient condition for the boundary conditions *
(0.3) *to be elliptic with respect to the elliptic operator P (D) of determined type /~, *
*and co, is that with some constant M *

*C(r * *when *IRe r r (3.2)

*M may be assumed so large that all ~ satisfying the latter condition are in A. *

This is clearly analogous to the characterization of elliptic operators given by Lemma 2.1. The following theorem connects it with the condition (0.5) (cf. also the results of Petrowsky [13] concerning elliptic systems).

T HV, OREM 3.3. *Let QO and po be the principal parts of Q, and P, which we *
*assume elliptic: Let C o be the characteristic function o/ the boundary problem defined by *
*po and QO. Then *

(a) *I f C~ * *for real ~:vO, the boundary conditions Q, are elliptic with re- *
*spect to P. *

(b) *I / the boundary conditions Q, are elliptic with respect to P and n > 2, we have *
*either C o *= 0 *identically or C ~ (~):~0 for real ~ :~ O. *

**242 ** **LARS HORMANDER **

*Proof. *

(a) Denote the degree of Q, b y m,. Then, as is immediately verified,
CO (~) is a homogeneous function of ~ of order
M = m z + - - . + m ~ - 1 - 2 . . . (/~- 1).

Clearly it will be bounded from below in a complex neighbourhood of the real unit sphere. From this the result follows easily if we argue in the same way as in the proof of Lemma 2.1.

(b) Let $:~0 be real and such t h a t C ~ We have to prove t h a t C O must then vanish identically. Let // be a real vector and note t h a t

*s-MC(s(~+wil))-->CO(~+wil) *

when s-->c~ and is real, (3.3)
provided t h a t J wJ is sufficiently small (cf. (a) above). Now b y assumption the func-
tion on the left hand side of (3.3) is analytic in w and is =~0 if s is real and
positive and
s ( J ~ J - J / l J J R e w D > ~ M ( l + s J / / J J I m wJ),
hence if **JwJ ~< (J ~ J - M s - ' ) / ( 1 +M) J/1J. **

I t t h u s follows t h a t the limit

*C~ *

when s-->~ is either identically zero or
never zero when J w J< l$ J/(1 + M)]/1J. B u t b y assumption this function vanishes when
*w=O, *

so t h a t it must vanish in the whole circle. If J/l] < J~J/(1 + M), the circle contains
*w= *

1 and we obtain C O ($ +/1) = 0 . B u t since C O is analytic and vanishes in a neigh-
bourhood of $i it must vanish identically, which completes the proof.
The proof of Theorems 3.1 and 3.2 will be given in sections 4-6. In this sec- tion we shall only illustrate the results with a few examples.

*Example *

1. Let the boundary conditions be the Diriehlet conditions
*~Vu/ST~=O *

in o~, ~---0, 1 . . . / ~ - 1 , (3.4)
where T is a direction transversal to (o, i.e. ( T , N ) * 0. A simple computation shows
t h a t C(r is a constant =~0. Thus the Dirichlet boundary conditions are (hypo-)
elliptic if *P(D) *

is (hypo-)elliptie. Note t h a t it m a y occur t h a t # = 0 so t h a t no
boundary conditions are present.
A remarkable feature of this example is t h a t the Diriehlet boundary conditions are {hypo-)elliptie with respect to all (hypo-)elliptie operators of type ju, in spite of the fact t h a t conditions (3.1) and (3.2) involve P also. We are going to s t u d y the boundary conditions which have this property.

O N T H E R E G U L A R I T Y O F T H E S O L U T I O N S O F B O U N D A R Y P R O B L E M S 243
D E F I N I T I O N 3.1. *The # boundary conditions * (0.3) *are called completely elliptic i/ *

*they are elliptic with respect to all elliptic operators P (D) o/ determined type ~. *

L e t D (vl . . . 3,, 8) be the principal p a r t of the polynomial

**QI( +3N) ****. . . ** **, **

where 31 . . . 3p and 8 are considered as independent variables. We shall call D the
*characteristic /unction o/ the boundary conditions * (0.3).

T H E OR E M 3.4. *A su/]icient and, i / n > 2, also necessary condition/or the boundary *
*condition * (0.3) *to be completely elliptic is that *

D (V 1 *. . . * *T t z , **~) * 0 i/ *I m *3j > O, j = "1 .. . . . /z, and 8 is real, ~ =v O. * (3.5)
*A n equivalent condition is that the polynomial in *

n (31 + ~ 3 ~ .. . . . 3, + 2 3~, 8) (3.6)
*has only real zeros i/ 3 ~ * *. . . 3 ~ * *and 31 . . . Tz, ~ are real, ~ * 0 . (When ~ = 0 *
*the polynomial either vanishes identically or else it has only real zeros.) *

Note t h a t if D (v I . . . 3,, 0) does not vanish identically, this means precisely t h a t D is hyperbolic with respect to all vectors (31 . . . 3~, 0) with all 33>0. (For the definition of hyperbolic polynomials cf. Gs [2].)

*Proo/ o/ Theorem * 3.4. The sufficiency of (3.5) is quite obvious. Indeed, if P (D)
is an elliptic operator of determined t y p e ju and po its principal part, we have

o = D (31 . . . 8) + 0 (J

where M is the degree of D and 31 . . . 3, are the zeros of the polynomial po (8 + 3 N) with positive imaginary part. As in Theorem 3.3 (a) this implies t h a t (3.2) is fulfilled.

N e x t assume t h a t n > 2 and t h a t the b o u n d a r y conditions (0.3) are completely elliptic. Take 8' real, $' * 0 , and 3~ . . . 3, with positive imaginary parts. We have t

to prove t h a t

D ( ' ^{T 1 , } . . . , T ~ , ' 8') : ~ 0 .

*t t * *t t *

Since D does not vanish identically and n > 2, we can find 31 . . . 3~ with positive imaginary parts and a real ~" such t h a t $' and $" are linearly independent a n d

i !

*D (3I(, . . . . 3~, 8") * O. * L e t P (8) be a homogeneous positive definite polynomial of
degree 2/~ such t h a t P (~' + 3 N) is divisible b y 1-I (3 - 3~) and P (8" + 3 N) is divisible

1

**2 4 4 ** **LARS HORMANDER **

*It *

b y l~(27-27~'). The existence of such a polynomial will be p r o v e d when /~= 1 in

1

L e m m a 3.1; in the general case one only has to m u l t i p l y /~ such factors. N o w we obviously h a v e

lim *s -M C (s ~) = D *(271 . . . Vl, , ~ ) ,
s-~r

if 1" 1 . . . Tt~ n o w d e n o t e t h e zeros of P (~+27 N) with positive i m a g i n a r y parts, a n d arguing as in t h e proof of T h e o r e m 3.3 (b), we can t h u s conclude t h a t t h e right h a n d side either vanishes identically or is ~:0 for all real ~ with ~:~0. N o w b y a s s u m p t i o n it does n o t vanish when ~ = ~", a n d hence n o t when ~ - ~' either. This proves (3.5). Since t h e equivalence between t h e two conditions in t h e t h e o r e m is obvious, it o n l y remains to prove the following lemma.

L E M M A 3.1. *Let ~' and ~" be real, ~' and ~" linearly independent, and let 2, *
*and 2" be two non real numbers. Then there is a positive definite quadratic /orm S (~) *
*such that S (~' + 2' N ) = S (~" + 2" N ) =O. *

*Proo/. * Since ~' + 2' N, ~" + )," N a n d N are linearly independent, we can find
a complex v e c t o r y E G + i G so t h a t

*(y, ~ ' + ) , ' N } = ( y , * ~ " + 2 " N } = 0 , (y, *N } = l . *

Write S (~) = ((y, ~} + (9, ~})2 + s($);

S (~) will h a v e t h e desired properties if s (~) is positive definite in ~ a n d s (~') = - ((y, ~' + 2' N } + (y, ~' + ~ N})* = - ((9, (2' - 2 ~) N } ) 2 = 4 ( I m 2') *, s (~") = 4 ( I m 2") 2.

Since 4 ( I m 2') 2 > 0 , 4 (Ira 2") 2 > 0 a n d $' a n d ~" are linearly independent, one can find a form s (~e) with t h e desired properties.

*E x a m p l e * 2. L e t *P ( D ) * be the Laplace operator, t h a t is, if we i n t r o d u c e co-
ordinates so t h a t N = (0 . . . 0, 1),

P (~) = (~', ~') + ~ ,

where ~' = ( ~ 1 . . . ~ n - - 1 ) a n d (~', ~') = ~12 + --. + ~n-1. We have tt = 1 and, changing if *2 *

necessary t h e b o u n d a r y condition with a multiple of P (D), we m a y assume t h a t
*Q (D) = qo (D') u - i **ql **(D') ~ u / a x n, * (3.7)

ON THE REGULARITY OF THE SOLUTIONS OF BOUNDARY PROBLEMS 2 4 5
where q0 and ql are polynomials in ~'. If *~=(~', ~ . ) w e * can obviously identify
with ~' and then have

C (r = qo ($') + i ($', $')t ql (~'), (3.8)
where (~', ~')89 denotes the square root with positive real part. *The condition *(3.2)
*/or elliptieity is equivalent to the ellipticity o/ the polynomial *

F (~') = % (~,)2 + (~,, ~,) ql (~,)z. (3.9) Indeed, if this polynomial is elliptic, (3.2) follows from Lemma 2.1 because C is a factor of F. On the other hand, assume t h a t (3.2) is fulfilled. If n = 2 it follows if we apply (3.2) to positive and negative ~1 respectively, using (3.8), t h a t

q0 (~1) ~--- i ~1 ql (~1) ~ 0,

and hence the product _~ of these two polynomials does not vanish identically which proves the assertion since all polynomials ~ 0 in one variable are elliptic. If n > 2 we decompose the principal part Q0 in a form similar to (3.7) and obtain

CO (6) = qO (~,) + i (~', ~')89 q0 (~,).

This cannot vanish identically since (~', $')~ is not a rational function when n > 2 . Hence, according to Theorem 3.3, the boundary condition being elliptic, we have C O ( 6 ) * 0 for real 6 * 0 . Multiplying C~ and CO( - 6) together, noting t h a t qo and ql are homogeneous, qo of one degree higher than ql, and t h a t ( - ~ ' , - ~ ' ) } = (~', ~')89 we find t h a t

q0 0 (~,)~ + (~,, ~,) q0 (~,)~. 0 for real ~ 0.

But this means precisely t h a t the principal part of F (~') satisfies the definition (0.5) of an elliptic polynomial, so t h a t the assertion is proved.

In particular, the result shows t h a t *the conditioa /or ellipticity with respect to the *
*Laplace equation does not depend on whether ~ is situated in the hal/ space x ~ > 0 or *
*xn<O. *

*The latter conclusion does not hold in the hypoelliptic case. * Indeed, let n = 3 and
Q (~) = i $~ + $a.

Then C ($') = i ~ + i ~/~+ ~

if ~ is situated in the half space x" > 0 and

**(3.1o) ** **(3.11) **

(3.12)

2 4 6 LARSHORMANDER

if ~ is situated in the half space x " < 0. (Note t h a t the square root is defined so
**that ** it has a positive real part.) Now (3.12) vanishes if $1 a n d ~2 are real and satisfy
**the ** equation ~ = ~ + ~ . This curve has a real infinite branch, so t h a t the b o u n d a r y
condition (3.10) is not hypoelliptic with respect to the Laplacean if ~ is situated
in the lower half space. On the other hand, if (3.11)vanishes, we m u s t h a v e Re ~12~0
in view of the definition of the square root. Hence

If a bound for IImr is prescribed, this gives an estimate of ]Re ~{ when C ( ~ ' ) = 0 , thus according to (3.11) we get an estimate of [ ~ [. Thus (3.10) defines a hypoeIliptic b o u n d a r y condition with respect to the Laplacean if ~ is situated in the upper half space.

**4. Necessity of the conditions for (hypo-)ellipticity **

Using the t h e o r e m on the closed graph and the category theorem we shall prove i n this section t h a t the algebraic conditions in Theorems 3.1 a n d 3.2 are necessary for the b o u n d a r y conditions (0.3) to be (hypo-)elliptic. The results to be proved were formulated in an invariant w a y in these theorems, b u t when we prove t h e m in this and the following sections we shall use non invariant methods. Thus we use in what follows a coordinate system such t h a t the hyperplane F is defined b y x n = 0 and is situated in the half space x n > 0 . In order to avoid unnecessary complications we assume t h a t ~ is bounded; the modifications t h a t are otherwise required will be indicated a t the end of the section. B y ~ ' we shall denote a domain whose closure is contained in ~ U ~o b u t not in f~.

L~MMA 4.1. *Suppose that the boundary conditions * (0.3) *are hypo-eUiptic with *
*respect to P (D). Then, i/ k is the integer occurring in De]inition *0.1, *there is a con- *
*stant C such that *

sup

*ID~u(x)l.<-<c Y~ *

sup ID~u(x)l (4.1)
Ig{~k+l x~L'~' I~l~k xG~

*for all u E C ~ ( ~ U o~) satisfying * (0.2) and (0.3).

*Proo I. * Inequality (4.1) is void if the right h a n d side is not finite. Now let U
be t h e set of all u E C k ( ~ U o~), which satisfy (0.2) and (0.3), such t h a t the norm

N ( u ) = Y. sup ]D~ u (x)[,

which is the right h a n d side of (4.1), is finite. I t is obvious t h a t U is complete, a n d thus a Banach space, with this norm. B y V we denote the space of functions

01~ T H E I~EOULA~RITY O F T H E S O L U T I O I ~ S O F B O U ~ D & E Y PROBL]~MS **247 **
v E C k + l ( ~ ') with bounded derivatives up to order k + l and the norm defined b y

**V= sup ]D=,~ (z) l. **

IM~<k+l xe[~"

V is also a Banach space. Now b y hypothesis, the restriction of a function u E U to

~ ' is in V, for f2' is a compact subset of f2U eo so t h a t the ( k + l ) s t derivatives of u are bounded there. Hence m a p p i n g the functions in U on their restrictions to f~' gives a linear m a p p i n g of U into V, which is defined in the whole of U, and it is clear t h a t this m a p p i n g is closed. Hence it is bounded in virtue of the theorem on the closed graph, and this proves the lemma.

L~.MMA 4.2. *Suppose that the boundary conditions * (0.3) *are elliptic with respect *
*to P (D). Then there is a constant C such that *

*sup i D , u ( x ) l < ~ C ' j ! s * su

**I:1<~+, xm" ** **I:J<~ x+g I D : u (x) l, i = 1, 2 . . . . ** **(4.2) **
*/or all uECk ( ~ O w) satis[yin9 * (0.2) and (0.3).

*Proo]. * L e t U be defined as in the proof of L e m m a 4.1, and let Fr be the
subset of those u E U such t h a t

s u p

*ID=u(x)l<r'j!, *

*j = l , 2 . . . .*

)M~<k+/ x+~'

The sets Fr are obviously closed and increasing with r. Since by assumption and
Definition 0.1 every *u E U * is analytic in ~ U o D g 2 ' , every *u E U * belongs to ~'r for
some r. Hence in virtue of the category theorem we can find R so large t h a t F a
has an interior point, and since FR is convex and symmetric, it t h e n contains a
sphere {u; N (u)~< e} with positive radius e. We then h a v e

s u p i D : u ( x ) l < R ' ] ! N ( u ) / e , *] = 1 , 2 . . . *

in view of t h e homogeneity of this inequality a n d the fact t h a t it is true when N (u) = e. This proves (4.2) with C = R (1 + e-l).

We shall now prove t h a t (3.1) and (3.2) follow from (4.1) and ( 4 . 2 ) b y applying the latter inequalities to "exponential solutions" of the b o u n d a r y problem (0.2), (0.3), t h a t is, solutions of the form

*u = g<x. r v ((x, N ) ) , * (4.3)

where v is a function of a real variable. B y straightforward computations using Leibniz' formula we obtain

P (D) u = e t<'' r P ($ + ~ N) v ((x, N ) ) ,

248

where ~ means

satisfies (0.2) and (0.3) if and only if

*P($ +~N)v(t)=O, *
*(Q~ (~ + (~ N) v) (0) = O, *

L A R S H O R M A N D E R

**- i ** times differentiation with respect to the argument of v. Thus u

v = l . . . #

(4.4) (4.5) If ~ E A and C (r = R (kr q~ . . . q~) = 0 (and only then), we can find v =~ 0 satis- fying (4.5) and

k~ (5)v = 0, (4.6)

which implies (4.4), since kr (z) is a factor of P (~+T N).

Differentiation of an exponential solution with respect to a boundary variable x j, l < j < n - 1 , is equivalent to multiplying by ~. Thus it follows from (4.1) t h a t

I~)[ ~ *sup lD~,u(x)[<~C ~ sup lD~,u(x)l * (4.7)

l a l < k ~ ' [ a [ < k

for the exponential solution (4.3). Now D~ u (x) = e ~<x' ~) v~ (<x, *N>), *where v~ is also
a solution of (4.6). Denoting b y H the supremum of ix] when x E ~ we have

*e-Him~l<~iei~:'r * *Hgmr * *x E ~ . *
Hence (4.7) gives

**: ** **: ** **av (<x, **

**av (<x,**

:Now let a be a positive number such t h a t <x, N> attains all values between 0 and a when v E ~ ' , and let b be an upper bound of < x , N > when x E ~ . Then it follows from (4.8) t h a t

**Ir ** **y ** **sup Iv~(t)l<c~ ~''~cm y sup [v~(t)l. ** **(4.9) **

] I~l~<k 0 < t < a Ittl~<k 0 < t < b

We now use the fact t h a t all v~ are solutions of the equation (4.6) and not only of {4.4), and t h a t the zeros of k~ (~) have non-negative imaginary parts. I t follows from Theorem 1.4 t h a t

sup I v~ (t)[. (4.10)

sup I v~ (t) I < r

*(b/a)r-lo<t< a *

0 < t < b

Combining (4.9) and (4.10) and noting t h a t v 0 * 0 we get, replacing [~j] by [Re Sj], with another constant C 1

n--1

~. [Re

### ~/[<C1 e2HlIm~l.

(4.11)1

ON T H E R E G U L A R I T Y OF T H E S O L U T I O N S OF B O U N D A R Y P R O B L E M S 249

n--1

The semi-norms ~ [ R e ~j[ and IRe ~[ are equivalent since t h e y vanish for the same

1

values of ~. Hence we get with constants C~ and C 3

[Re *r * *c'l~'a~l *if S e A and *C(r * (4.11)'

In virtue of this inequality and Theorem 2.2 we can, given any number B,
find a number *B' *so large t h a t

] I m $ l < B , [Rer (4.12)

implies t h a t ~ EA and C (~) =~ 0. (4.13)

Hence we have ~EA and C(~)=~0 if [Im ~ [ ~ B and ]Re ~[~>B'. For by definition this m e a n s t h a t there is a real v such t h a t

[ I m ( ~ + i T N ) [ < . U , [ R e ( ~ + i ' r N ) ' [ = [ R e ~ [ > ~ U ' .

Hence ~ + i v N E A and C (($ + i v N)" ) = C (r ~: 0 in virtue of (4.13). This proves t h a t (3.1) is a necessary condition for hypoellipticity.

We next prove t h a t (3.2) is a necessary condition for ellipticity, Choose M 1 according to Theorem 2.1 so t h a t A contains all ~ with

IRe r I (1 + IIm $[). (4.14)

With $ satisfying this inequa]ity and C ( r we apply ( 4 . 2 ) t o the exponential solutions as before. This now gives

### ff )'

*levi*

*j = l , 2 . . .*or with some other constants C 1 and C 2

**IRe r ** **j = 1, 2 . . . . ** **(4.15) **

Now let IRe r >~ C1 and let ~" be the largest integer not exceeding IRe *r * *1. *Then

(] R e ~ I / O 1 ) ] / j *! ~ j l / j ! *~ 8(J-1)/2 ~ ~:]i:~ ~[12 C.-- 1.

Hence (4.15) gives

[ R e r ~[) if C ( r and (4.14)holds, [Re t[~>V,.

17 - 665064 *Aeta mathematica. *99. lmprim6 le 11 juin 1958

2 5 0 LARS HORMANDER

Thus there is a constant M such t h a t

IRe r $])

implies ~ E A and C (r 0. But arguing as before we can immediately conclude t h a t this implies (3.2).

Thus the proof is complete under the assumption t h a t ~ is bounded. If ~ is not bounded, it is necessary to modify the definition of the Banach space U so t h a t it contains the exponential solutions. This can be done simply b y adding in the definition of the norm 5 r (u)

ceeds as before. However we

**IRe r **

Now algebraic arguments (el.

value of c' for which such which proves t h a t (3.2) must

a factor e -I~lc with c > l . The proof of (3.1) then pro- get instead of (3.2) only t h a t C (r when

### >~C(l+[Im r *1/c+l/c'=l. *

the proof of Lemma 5.3) show t h a t there is a smallest an inequality can hold. But this value has to be ~< 1 be valid.

**5. Sufficiency of the condition for hypoellipticity **

I n this section we prove t h a t condition (3.1) of Theorem 3.1 is sufficient for
hypoellipticity, and moreover we shall also study the inhomogeneous case. Thus let
*u E C ~ (~ U co) be a solution of the equations *

*P ( D ) u = ] * *in ~ , Q~(D)u=q~, * in o~, v = l . . . ~, (5.1)
where / and ~ are infinitely differentiable in ~ U eo and co, respectively. Since P (D)
is hypoelliptic, u is infinitely differentiable in ~ . (The proof will be arranged so t h a t
we do not really use this fact.) Hence we only have to prove t h a t the derivatives
have limits on co. To do so it is enough to show t h a t every point in eo has a neigh-
bourhood 0 such t h a t all derivatives of u are continuous in the closure of ~ U O.

I f a is the transversal order of P (D), t h a t is, the degree of P (~ + v N) with respect to T, it is indeed sufficient to prove the continuity of the derivatives of transversal order

< a. For if we introduce a coordinate system such t h a t *<x, N> = x n, *as was done
in the preceding section also, it follows from the remarks of HSrmander [5, p. 239]

t h a t we can write

P (D) = c (0/a x")" + . . -

where c is a constant =~ 0 and the terms indicated by dots have transversal order

< a. Differentiating the equation P (D)u = / repeatedly with respect to the b o u n d a r y