Math 2.0

Partial differential equations Elliptic equations Theorem

De Giorgi–Nash–Moser theorem

Builds on Weak solutionSobolev spaceHölder continuityElliptic partial differential equation

Statement

Let Ω⊆ℝn\Omega \subseteq \R^n be open and let 0<λ≤Λ0 < \lambda \le \Lambda. Let aij ⁣:Ω→ℝa_{ij} \colon \Omega \to \R, for 1≤i,j≤n1 \le i, j \le n, be measurable functions with ∣aij(x)∣≤Λ\abs{a_{ij}(x)} \le \Lambda and ∑i,j=1naij(x)ξiξj≥λ∣ξ∣2for all x∈Ω and ξ∈ℝn.\sum_{i,j=1}^n a_{ij}(x) \xi_i \xi_j \ge \lambda \abs{\xi}^2 \quad \text{for all } x \in \Omega \text{ and } \xi \in \R^n. Let u∈Wloc1,2(Ω)u \in W^{1,2}_{\mathrm{loc}}(\Omega) be a weak solution of ∑i,j∂i(aij∂ju)=0\sum_{i,j} \partial_i (a_{ij} \partial_j u) = 0 in Ω\Omega, where Wloc1,2W^{1,2}_{\mathrm{loc}} is a local Sobolev space. There are constants C>0C > 0 and α∈(0,1)\alpha \in (0, 1), depending only on nn, λ\lambda and Λ\Lambda, such that for every ball B2r(x0)B_{2r}(x_0) with closure in Ω\Omega:

  1. uu is essentially bounded on Br(x0)B_r(x_0) and sup⁡Br(x0)∣u∣≤C(r−n∫B2r(x0)u2 dx)1/2\displaystyle \sup_{B_r(x_0)} \abs{u} \le C \Big( r^{-n} \int_{B_{2r}(x_0)} u^2 \, dx \Big)^{1/2}.
  2. After change on a null set, uu is continuous, and ∣u(x)−u(y)∣≤C(∣x−y∣/r)αsup⁡B2r(x0)∣u∣\abs{u(x) - u(y)} \le C \big(\abs{x - y}/r\big)^{\alpha} \sup_{B_{2r}(x_0)} \abs{u} for all x,y∈Br(x0)x, y \in B_r(x_0).

Remarks

The point is that the coefficients aija_{ij} are only measurable, so no smoothness of the equation is passed on to uu; the Hölder continuity comes from ellipticity alone. De Giorgi and Nash proved the result independently; De Giorgi used truncations at many levels and an iteration on the measure of super-level sets. Moser later gave a proof by iterating reverse Hölder inequalities for powers of uu, and he obtained a Harnack inequality on the way. The theorem solves Hilbert's nineteenth problem. Let FF be smooth and uniformly convex, and let uu minimize ∫F(∇u) dx\int F(\nabla u)\,dx in W1,2W^{1,2}. Then the derivatives ∂ku\partial_k u solve an equation of the form above, so they are Hölder continuous. The Schauder estimates then make uu smooth. The result fails for systems: De Giorgi gave an example of an elliptic system with bounded measurable coefficients with a discontinuous weak solution.

Going deeper

For a student

This is the key step of regularity theory for nonlinear elliptic equations in divergence form. Differentiating a nonlinear equation gives a linear equation for the derivatives whose coefficients are only known to be bounded and elliptic; this theorem then makes the derivatives Hölder continuous. After that, the Schauder estimates bootstrap the regularity to smoothness. The parabolic version, also due to Nash and Moser, plays the same role for parabolic equations in divergence form. The counterpart for equations in non-divergence form is the Krylov–Safonov theorem.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Elliptic partial differential equation concept
  2. Hölder continuity concept
  3. Sobolev space concept
  4. Weak solution concept
  5. De Giorgi–Nash–Moser theorem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Hilbert%27s_nineteenth_problem
About this page
Tag32C3D8FG9V
URIm2://32C3D8FG9V
Kindstatement, theorem
WritingW0 stub
MSC35J15, 35B65, 35D30
StatusThis copy of the site has no build data. Run m2 status 32C3D8FG9V.
AboutElliptic partial differential equation, Hölder continuity
UsesWeak solution, Sobolev space, Hölder continuity, Elliptic partial differential equation
Changed2 November 2026

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