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Strongly Coupled Parabolic and Elliptic

Systems Existence and Regularity of


Strong and Weak Solutions 1st Edition
Dung Le
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Dung Le
Strongly Coupled Parabolic and Elliptic Systems
De Gruyter Series in Nonlinear
Analysis and Applications

|
Editor in Chief
Jürgen Appell, Würzburg, Germany

Editors
Catherine Bandle, Basel, Switzerland
Alain Bensoussan, Richardson, Texas, USA
Avner Friedman, Columbus, Ohio, USA
Mikio Kato, Nagano, Japan
Wojciech Kryszewski, Torun, Poland
Umberto Mosco, Worcester, Massachusetts, USA
Louis Nirenberg, New York, USA
Simeon Reich, Haifa, Israel
Alfonso Vignoli, Rome, Italy

Volume 28
Dung Le

Strongly Coupled
Parabolic and
Elliptic Systems
|
Existence and Regularity of Strong and Weak Solutions
Mathematics Subject Classification 2010
Primary: 35K59, 35J62, 35D35; Secondary: 35B65, 74G25

Author
Prof. Dr. Dung Le
University of Texas at San Antonio
Department of Mathematics
One UTSA Circle
San Antonio, TX 78249
USA

ISBN 978-3-11-060715-4
e-ISBN (PDF) 978-3-11-060876-2
e-ISBN (EPUB) 978-3-11-060717-8
ISSN 0941-813X

Library of Congress Cataloging-in-Publication Data


Names: Le, Dung (Mathematics professor), author.
Title: Strongly coupled parabolic and elliptic systems : existence and
regularity of strong and weak solutions / Dung Le.
Description: Berlin ; Boston : De Gruyter, [2018] | Series: De Gruyter series
in nonlinear analysis and applications ; volume 28 | Includes
bibliographical references and index.
Identifiers: LCCN 2018032555 (print) | LCCN 2018038815 (ebook) | ISBN
9783110608762 (electronic Portable Document Format (pdf)) | ISBN
9783110607154 (print : alk. paper) | ISBN 9783110608762 (e-book pdf) |
ISBN 9783110607178 (e-book epub)
Subjects: LCSH: Control theory. | Coupled mode theory. | Differential
equations, Parabolic. | Differential equations, Elliptic. | Differential
equations, Partial.
Classification: LCC QA402.3 (ebook) | LCC QA402.3 .L3727 2018 (print) | DDC
515/.642--dc23
LC record available at https://lccn.loc.gov/2018032555

Bibliographic information published by the Deutsche Nationalbibliothek


The Deutsche Nationalbibliothek lists this publication in the Deutsche Nationalbibliografie;
detailed bibliographic data are available on the Internet at http://dnb.dnb.de.

© 2019 Walter de Gruyter GmbH, Berlin/Boston


Typesetting: le-tex publishing services GmbH, Leipzig
Printing and binding: CPI books GmbH, Leck

www.degruyter.com
|
To my beloveds Thu Nguyen, Uyen Le and Andrew Le.
Preface
This book aims at researchers who are interested in reaction diffusion systems with
couplings occurring in both reaction and diffusion parts. The main theme of the book
is to demonstrate the crucial role of a priori estimates of the BMO norm of solutions in
the local and global existence theory of strong/weak solutions. Several examples are
included and show the applicability of the theory to cross diffusion models in math-
ematical biology/ecology. The content of this book grows out of our published works
and extends well beyond the scope of those by new added findings.
I extend my appreciation and thanks to the production staff at De Gruyter who
managed to put this book together. They have been so effective and professional.

San Antonio Dung Le


September 2018

https://doi.org/10.1515/9783110608762-201
Contents
Preface | VII

1 Introduction | 1

2 Interpolation Gagliardo–Nirenberg inequalities | 9


2.1 Hypotheses on the measures | 10
2.2 The main and technical inequality | 12
2.3 Consequences of the technical theorems | 14
2.4 Proof of Theorem 2.2.1 | 18
2.5 Proof of Theorem 2.2.2 | 26

3 The parabolic systems | 29


3.1 The main structural conditions | 30
3.2 Preliminaries and main results | 32
3.3 Proof of the main theorem | 35
3.3.1 The setting of fixed-point theory | 37
3.3.2 A priori estimates | 40
3.3.3 On the growth of Du | 53
3.4 The simpler case | 55
3.5 Existence results for the general SKT system | 62

4 The elliptic systems | 71


4.1 The main result | 72
4.2 Proof of the main theorem | 73
4.2.1 The setting of fixed-point theory | 73
4.2.2 A priori estimates | 76
4.3 The simpler case | 86
4.4 Proof of the theorem on the general SKT system | 90

5 Cross-diffusion systems of porous media type | 99


5.1 The generalized SKT systems | 101
5.2 Existence of strong/weak solutions to the evolutionary systems | 104
5.3 The proofs | 107
5.4 Uniqueness of limiting solutions | 117
5.5 Existence and regularity of weak steady-state solutions | 124
5.6 The proofs | 125
5.7 The general SKT systems | 130
X | Contents

6 Nontrivial steady-state solutions | 137


6.1 On trivial and semitrivial solutions | 138
6.2 Some general index results | 140
6.3 Applications of index results to the existence of nontrivial steady-state
solutions | 147
6.3.1 Notes on a more special case and a different way to define T | 154
6.4 Nonconstant and nontrivial solutions | 157
6.4.1 Semitrivial constant solutions | 158
6.4.2 Nontrivial constant solutions | 161
6.4.3 Large diffusivity and some nonexistent results | 166
6.4.4 Small diffusivity | 168

A The duality RBMO(μ)–H1 (μ) | 171


A.1 Some simple consequences from Tolsa’s works | 171

B Some algebraic inequalities | 175


B.1 On the spectral gap conditions | 175

C Partial regularity | 179

Bibliography | 183

Index | 185
1 Introduction
Since the beginning of the twentieth century, scalar reaction diffusion equations, with
constant and then variable coefficients, have been proposed both by applied scientists
and pure mathematicians to study physical phenomena. It was soon observed that
most of the equations modeling physical phenomena without excessive simplification
are nonlinear. They were extensively studied with great success in models involving
one unknown function u describing pressure, temperature, density of species. . . The
equation takes the general form

u t = div(a(u)Du) + f(u, Du) , (x, t) ∈ Ω × (0, T0 ) , (1.0.1)

where Ω is a bounded domain with smooth boundary ∂Ω in ℝN for some integer N ≥ 1.


The divergence operator is denoted by div. As usual, u t = ∂u ∂t and Du = ∇u are respec-
tively the temporal derivative and the gradient of u. The term div(a(u)Du) then reflects
the diffusion of u with its diffusitivity a(u), and f(u, Du) is the reaction term with Du
included to take into consideration the advection/drifting effects.
The theory of existence of solutions to (1.0.1), a quasilinear parabolic scalar equa-
tion of second order, was well developed in the mid twentieth century for instance in
the classical book by Ladyzhenskaya et al. [25] and a bit more recent one by Lieber-
mann [34]. The first one extends the level set method of DeGeorgi, while the second
mainly makes use of the iteration technique of Moser in combination with the first
whenever appropriate. These are the two well known standard methods in dealing
with scalar equations. Of course, the book of Friedman [13], using semigroup ap-
proach, is to be mentioned. One of the crucial facts in these theories is that certain
forms of the maximum/comparison principles are true: solutions are bounded under
suitable structural conditions of f . From this, (1.0.1) is regular parabolic (or elliptic).
In applications, we have to naturally deal with evolution processes where several
species or unknown quantities are involved. They can diffuse (or move) independently
but interact with each other via the reaction terms. We then consider the following
system
(u i )t = div(a i (u)Du i ) + f i (u, Du) , (x, t) ∈ Ω × (0, T0 ) , (1.0.2)

which consists of m equations for m unknowns u i , i = 1, . . . , m. Here, we denoted


u = [u i ]m
i=1 . Of course, Du is now the Jacobian of u. The systems have found their appli-
cations in several models in biology, ecology . . . since the 70’s and are still extensively
studied.
We can still apply the classical techniques for scalar equations to each one of
(1.0.2). Under suitable assumption on f i ’s, the existence theory of this type of systems
follows and is considered to be classical nowadays; and much of attention is then de-
voted to advanced topics such as dynamics or long time behavior of solutions, which
have been very active areas in applied mathematics.

https://doi.org/10.1515/9783110608762-001
2 | 1 Introduction

The interaction among the components of (1.0.2) occurs only in the reaction terms
as one assumes that the diffusion (or movement) of each u i is not sensitive to those
of the others. This of course limits the applications of the theory as scientists already
raised such questions in the early 50’s of the last century (e.g., see [44]). Taking this
into consideration, because the movement of a species is reflected by its gradient, one
should replace (1.0.2) by
m
(u i )t = div( ∑ a i,j (u)Du j ) + f i (u, Du) , (x, t) ∈ Ω × (0, T0 ) . (1.0.3)
j=1

Introducing the m × m matrix A(u) = [a ij (u)] and the vector f ̂(u, Du) = [f i (u,
Du)]m
i=1 , we can write (1.0.1)–(1.0.3) in the vectorial form

(u)t = div(A(u)Du) + f ̂(u, Du) , (x, t) ∈ Ω × (0, T0 ) . (1.0.4)

It is clear that the scalar (1.0.1) is included in the above when m = 1, and (1.0.2) is also
a special case of (1.0.4) if A(u) is a diagonal matrix diag[a i (u)]. We refer to (1.0.4) in
this case as a weakly coupled system and a strongly coupled one if A(u) is a full matrix.
The strongly coupled system (1.0.4) appears in many physical applications, for
instance, Maxwell–Stephan systems describing the diffusive transport of multicom-
ponent mixtures, models in reaction and diffusion in electrolysis, flows in porous me-
dia, diffusion of polymers, or population dynamics, among others. A popular model
in mathematical biology, that has been widely investigated together with its simpli-
fied variances in the last few decades, is the Shigesada–Kawasaki–Teramoto system
(see [44]), which consists of two reaction-diffusion equations with variable cross-dif-
fusion and quadratic nonlinearities.

{u t = ∆(u[d1 + α 11 u + α12 v]) + u(a1 + b 1 u + c1 v) ,


{ (1.0.5)
v = ∆(v[d2 + α 21 u + α22 v]) + v(a2 + b 2 u + c2 v) .
{ t
The system (1.0.4) also occurs at the core of mathematical theory as it can be used
to describe problems in differential geometry using PDE’s approach, e.g., heat flows
among Riemann manifolds. In this case, f ̂ has a quadratic growth in the gradient Du.
We refer the readers to the book [22] by Jurgen Jost for an excellent exposition of the
theory.
When A(u) in (1.0.4) is a full matrix, the existence theory takes a serious turn and
reopens many fundamental issues. First of all, many well known techniques for scalar
equations are no longer available and cannot be extended to the vectorial case. For
example, Moser’s iteration technique can not be carried out infinitely many times and,
as a consequence, we do not have the Harnack inequalities, which is one of the most
important ingredients of the regularity theory of solutions to scalar equations. The
maximum and comparison principles, which provide the earliest and simplest apriori
estimates, are generally unavailable. Attempts to utilize the classical tools for scalar
equations come to a halt immediately.
1 Introduction | 3

Another important issue is the global existence problem when the local one is es-
tablished: will there be a unique solution solving (1.0.4) for all T0 > 0? One can choose
to work with either weak or strong solutions. In the first case, the local existence of a
weak solution can be achieved via Galerkin, time discretization or variational methods
but its regularity (e.g., boundedness, Hölder continuity of the solution and its higher
derivatives) is then an open and serious issue. Several works have been done along
this line to improve the early work [14] of Giaquinta and Struwe and establish partial
regularity of bounded weak solutions to (1.0.4). Uniqueness of weak solutions for the
Cauchy problem is still an open question so that the meaning of global existence of a
weak solution is vaguely defined in literature.
Otherwise, if strong solutions are considered then their existence can be estab-
lished via semigroup theories as in the works of Amann [1, 2]. Combining with inter-
polation theories of Sobolev spaces, Amann established local and global existence of
a strong solution u of (1.0.4) under the assumption that one can control ‖u‖W 1,p (Ω,ℝm )
for some p > n. His theory did not seem to apply to the case where f ̂ has superlinear
growth in Du. In addition, the estimate of W 1,p norm when p > n is comparable to
that of Hölder norms, which is very hard to achieve.
It is always assumed that the matrix A(u) is elliptic in the sense that there exist
two scalar positive continuous functions λ1 (u), λ2 (u) such that

λ1 (u)|ζ |2 ≤ ⟨A(u)ζ, ζ⟩ ≤ λ2 (u)|ζ |2 for all u ∈ ℝm , ζ ∈ ℝmN . (1.0.6)

If there exist positive constants c1 , c2 such that c1 ≤ λ1 (u) and λ2 (u) ≤ c2 then
we say that A(u), or the corresponding system, is regular elliptic. If 0 < λ1 (u) and
λ2 (u)/λ1 (u) ≤ c2 , we say that A(u) is uniform elliptic. In addition, if λ1 (u) tends to
zero (respectively, ∞) when |u| → ∞ then we say that A(u) is singular (respectively,
degenerate) at infinity.
In both forementioned approaches, the assumption on the boundedness of u must
be the starting point because the techniques rely heavily on the fact that A(u) is reg-
ular elliptic in the above terminology. As we mentioned earlier, for strongly coupled
systems like (1.0.4) invariant/maximum principles are generally unavailable so the
boundedness of the solutions is already a hard problem and perhaps a very restric-
tive hypothesis. One usually needs to use ad hoc techniques on the case by case ba-
sis to show that u is bounded (see [23, 41]). Even so, for bounded weak solutions we
know that they are only Hölder continuous almost everywhere (see [14]). In addition
(see [21]), there are counter examples for systems (m > 1) which exhibit solutions that
start smoothly and remain bounded but develop singularities in higher norms in finite
times.
In this book, we will work with strong solutions and present a rather simple and
unified approach making use of fixed point theories to obtain the local and then
global existence of strong solutions of uniform elliptic (1.0.4), including the degener-
ate/singular cases. The framework of fixed point methods, the Leray–Schauder fixed
point theorem in particular, is fairly standard and consists of two steps. The first step
4 | 1 Introduction

is fairly standard; strong solutions of the system can be viewed as fixed points of a
compact map T on a suitable Banach space X. This map is embedded in a continu-
ous family of related compact maps T σ , σ ∈ [0, 1], on X. The second step is to show
that there is a uniform bound for the X norms of fixed points of T σ , and this is the
hardest and most crucial ingredient of the argument. This step is equivalent to the
establishment of some apriori bounds for higher order norm of strong solutions to
(1.0.4). We achieve this by combining a new local Gagliardo Nirenberg inequality and
a novel finite iteration argument. Our method then provides the existence results un-
der the weakest (and necessary) assumption that some suitable transformation of the
strong solution apriori have small BMO norms in small balls. This assumption and the
techniques set the sharp difference between this work and others known in literature.
The presentation here is an extensive generalization of our recent works [29, 30]
which established the local and global existence results for regularly uniform elliptic
(1.0.4) under the assumption that their strong solutions are a priori VMO (Vanishing
Mean Oscillation), but not necessarily bounded, and general structural conditions on
the data of (1.0.4) which are independent of x. We will allow A depend on x in this
work and assume only that A(x, u) is uniform elliptic.
Applications were presented in [30] when λ(u) has a polynomial growth in |u| and,
without the boundedness assumption on the solutions, so (3.0.1) can be degenerate as
λ(u) → ∞ when |u| → ∞. The singular case, λ(u) → 0 as |u| → ∞, was not discussed
there. Also, the reaction term f ̂ was assumed to have linear growth only in gradient
described in f.1) of F).
Most importantly, we will present here a very versatile VMO assumption on u. If
the system is singular, one may not see immediately or prove that u is VMO. However, it
is possible that K(u) is VMO for some suitable and carefully chosen map K : ℝm → ℝm .
In Chapter 2 we will establish one of the key ingredients of the proof in this book:
the local weighted Gagliardo–Nirenberg inequalities involving BMO norm with gen-
eral measure. These new inequalities extensively generalize those initially reported
in [29] and allow us to replace the VMO assumption on a strong solution u of (1.0.4)
there by a more versatile one in order to obtain the key apriori estimates: K(u) is VMO
for some general map K. Inequalities of this type, of course, have their own inter-
ests in the theory of functional spaces and they beautifully serve our main purpose
in this book. The general inequalities allow us to deal with singular uniform elliptic
systems with suitable and careful choice of the map K. We also show that the inequal-
ities in [29, 30] are just special (and simple) cases of those discussed here.
Chapter 3 is the longest one and the heart of this book. It provides the core frame-
work for the existence theory in the following chapters. The main existence result The-
orem 3.2.3 of the chapter relies on the two main conditions M.0) and M.1). We discuss
the solvability of (1.0.4) and show that the assumption on the smallness of BMO norm
of K(u) for any strong solution u of (1.0.4) for some suitable map K (see the condition
M.1) is sufficient (and also necessary) for the existence of strong solutions. We will also
consider very mild integrability conditions in M.0) but no boundedness assumption
1 Introduction | 5

of solutions will be presumed The setting of fixed point argument will be discussed
in Section 4.2.1. The required a priori estimates for possible strong solutions will be
proved in details in Section 4.2.2. We will establish a general energy estimate for the
gradient Du for any strong solution u and then use the Gagliardo Nirenberg inequali-
ties in the previous chapter to obtain a better estimate which allows us to perform an
iteration argument in the proof of our main result.
In Section 4.2.2, the reader will see the advantage of our approach in choosing
to work with strong solutions throughout this book. Thanks to the differentiability of
these solutions we can differentiate the system in order to derive a strong energy esti-
mate for Du. This is not possible if one chooses to deal with weak solutions. Also, we
should mention that the Gagliardo–Nirenberg inequalities, which involve with second
derivatives of the solutions, are not available for weak solutions.
On the other hand, we will have to assume the spectral gap condition SG) in addi-
tion to the structural conditions on the uniform (1.0.4). Roughly speaking, this requires
that the ratio between the ellipticity ‘constants’ of the matrice A(u) is not too big. We
only need this assumption in order to obtain the energy estimate. Otherwise, there are
counterexamples showing that strong solutions can blow up (or cease to exist) in fi-
nite time (see [31]). This also partly explains why Moser’s iteration technique for scalar
equations cannot be extended to the vectorial case.
The existence result of (1.0.4) in Theorem 3.2.3 is established under the most gen-
eral assumption that there is a suitable map K such that K(u) is VMO so that some
version of the local Gagliardo–Nirenberg inequalities in Chapter 2 is usable for our
purpose. However, the construction of such map is quite delicate as we present by ex-
amples in Section 3.5. Under slightly stronger structural assumptions, we will show in
Section 3.4 another energy estimate for Du and that will allow us to take K to be the
identity map, and the condition M.1) will then be considerably simplified.
We conclude Chapter 3 by discussing several examples where the main theorems
are applicable in Section 5.1. Motivated by the SKT system (1.0.5), we will introduce the
following generalized SKT model

u t = ∆(P(u)) + f ̂(u, Du) , (1.0.7)

where P : ℝm → ℝm is a C2 map. The ellipticity of A(u) = P u (u) can have a polynomial


growth like (λ0 + |u|)k for some k ≠ 0 and λ0 > 0. Obviously, the classic (SKT) system
(1.0.5) is a special case of (1.0.7) when P is a quadratic map, m = 2 and k = 1. The
solvability of the system for k > 0 was reported in our work [29]. Here, we also consider
the singular case k < 0.
We discuss the existence theory for the elliptic counterpart of (1.0.4) in Chapter 4

− div(A(u)Du) = f ̂(u, Du) , x∈Ω. (1.0.8)

This system can be thought of as the stationary (1.0.4) whose solutions are time in-
dependent. The proof of the main existence results in this chapter principally follows
6 | 1 Introduction

those of Chapter 3 and is somewhat simpler, of course due to the absence of the tempo-
ral derivative. Nevertheless, there are significant differences in the settings of the fixed
point argument and a priori estimates in the two cases; and we present the details to
keep this chapter as independent as possible.
In Section 4.4, we discuss several examples concerning the solvability of (1.0.8).
The absence of the temporal derivative u t allows us to consider examples with much
more general structural conditions and they don’t have to be the stationary ones as-
sociated to the generalized (SKT) system (1.0.7) considered in Section 5.1. In addition,
the spectral gap condition SG) for the parabolic case, which was void if N ≤ 2, is now
not needed if N ≤ 4.
We restrain ourself from discussing the elliptic counterpart of generalized (SKT)
system
−∆(P(u)) = f ̂(u, Du)

in this chapter because this topic will be investigated at great length in the next chap-
ter. In Chapter 5, we will study the parabolic/elliptic generalized (SKT) systems and
present several results extending known existence results for the traditional (SKT) un-
der a very weak assumption that some a priori integrability of solutions are given.
Concerning solutions to the generalized evolution SKT systems, we will discuss the
existence of weak solutions and their uniqueness and VMO regularity when the self
diffusivities are all zero, that is the system can be singular in Chapter 5. This model was
inspired by the combination between the SKT systems and porous media type scalar
equations which have been actively investigated in the last few decades, starting with
the work by Friedman, Brezis and Crandall (see [6, 12] and the references therein). To
the best of our knowledge, this is the first time such a singular and degenerate settings
are combined in one model and treated in a unified framework as in this book. The
regularity theory of weak solutions for these systems is still a wildly open problem
and the best we can do so far is to prove that they are VMO, at least when N = 2.
The elliptic counterpart of the generalized evolution SKT systems was also studied
in the chapter. Thanks to the special form of the diffusion part, we present another sim-
pler way to obtain L p (Ω) norm estimates for Du so that the theory and assumptions in
Chapter 4 can be greatly simplified and independent from the discussion here. In fact,
we can drop the spectral gap condition SG) and ESG) in the preceding Chapter 3 and
Chapter 4 so that the theory here applies to all dimension N to establish the existence
of a weak solution. Moreover, the regularity of this weak solution is greatly improved:
it is in fact Hölder continuous.
Chapter 6 is devoted to the study of solutions to the general elliptic system (1.0.4).
In recent years, much effort has been made to the investigation of steady states, be-
sides the obvious zero solution, of the (SKT) system (1.0.5) by several ad hoc methods.
The existence of a stronng solution to (1.0.4) is already established in Chapter 4 but, as
we see from the example of (SKT) sytem, this solution may be the trivial or other semi
trivial solutions which can be observed by simple inspections and thus the result in
1 Introduction | 7

Chapter 4 is not interesting in this case. We then face with a new question of finding
nontrivial solutions besides these semi trivial ones. This will be the main topic of the
chapter.
We will present a systematic approach to the problem by using fixed point index
theory to obtain necessary conditions for such nontrivial solutions to exist. The con-
tent of the chapter heavily relies on that of our recent work [30] and we add some new
clarifications as well as developments in applications. In particular, we would like to
draw the reader attention to the end of the chapter where, in connection with Chap-
ter 5, we will briefly discuss the existence of nontrivial solutions to the singular (SKT)
systems.
Finally, we present some necessary facts, which may be elementary to the experts,
in the appendix. These facts are in fact fairly important in our proof but briefly men-
tioned in order to keep the flow of our main ideas in the proof.

Basic notations:
Concerning the basic notations throughout this book, we mention some. Ω is a
bounded domain with smooth boundary ∂Ω in ℝN for some integer N ≥ 1. In dealing
with parabolic problem like (1.0.4) we work with vector valued functions (or matrix-
valued) function

u(x, t) = (u 1 (x, t), . . . , u m (x, t))T m>1.

The temporal and k-order spatial derivatives of u are denoted by u t and D k u respec-
tively. The functional spaces, which u and the data of the system belong to, are the
standard ones in literature.
For an integer k we shall denote by C k (Ω) the space of functions having contin-
uous derivatives up to and including the order k; and with C∞ (Ω) the space of in-
̄ consists of functions in C k (Ω),
finitely differentiable functions in Ω. The space C k (Ω)
whose derivatives up to order k can be continuously extended to the boundary ∂Ω.
For α ∈ (0, 1) we will denote by C k,α (Ω) the subspace of C k (Ω) consisting of functions
whose k-order derivatives are Hölder continuous with exponent α.
As usual, W 1,p (Ω, ℝm ), p ≥ 1, will denote the standard Sobolev spaces whose
elements are vector valued functions u : , Ω → ℝm with finite norm

‖u‖W 1,p (Ω,ℝm ) = ‖u‖L p (Ω) + ‖Du‖L p (Ω) .

Following [25], for some q, r ≥ 1 and T0 > 0 we denote by Vq,r (Q, ℝm ) the Banach
space of vector valued functions on Q = Ω × (0, T0 ) with finite norm

‖u‖Vq,r (Q) = sup ‖u(⋅, t)‖L2 (Ω) + ‖Du‖q,r,Q ,


t∈(0,T 0 )

where 1
r
T0 q
r
q
‖v‖q,r,Q := (∫ (∫ |v(x, t)| dx) dt) .
0 Ω
8 | 1 Introduction

If the target space ℝm is clear from the context we will omit it from these notations
and simply write them by W 1,p (Ω) and Vq,r (Q).
In our statements and proofs, we use C, C1 , . . . to denote various constants which
can change from line to line but depend only on the parameters of the hypotheses in
an obvious way. We will write C(a, b, . . .) when the dependence of a constant C on its
parameters is needed to emphasize that C is bounded in terms of its parameters. We
also write a ≲ b if there is a generic constant C, which is clear from the context, such
that a ≤ Cb. In the same way, a ∼ b means a ≲ b and b ≲ a.
2 Interpolation Gagliardo–Nirenberg inequalities
In this chapter we will discuss one of the key ingredients of the proof of our existence
theory in this book: the local weighted Gagliardo–Nirenberg inequalities involving
BMO norm with general measure.
In [42, 43], for any p ≥ 1 and C2 scalar function u on ℝN , N ≥ 2, global and local
Gagliardo–Nirenberg inequalities of the form

∫ |Du|2p+2 dx ≤ C(n, p)‖u‖2BMO ∫ |Du|2p−2 |D2 u|2 dx (2.0.1)


ℝn ℝn

were established and applied to the solvability of scalar elliptic equations.


More general and vectorial versions of these inequalities were presented in [28, 29]
to establish the solvability of strongly coupled parabolic systems of the form nonreg-
ular but uniform parabolic system

{
{ u t = div(A(u, Du)) + f ̂(u, Du) (x, t) ∈ Q = Ω × (0, T0 ) ,
{
{ u(x, 0) = U0 (x) x∈Ω (2.0.2)
{
{
{u = 0 on ∂Ω × (0, T0 ) .

We will prove new general global and local versions of (2.0.1) and the results in [29]
in many aspects. Roughly speaking, we will establish inequalities of the following
type: for any p ≥ 1 and any C2 map U : Ω → ℝm ,

∫ Φ2 (U)|DU|2p+2 dμ ≤ C‖K(U)‖2BMO(μ) {∫ Λ2 (U)|DU|2p−2 |D2 U|2 dμ + ⋅ ⋅ ⋅ } .


Ω Ω

Here, K : ℝm → ℝmis a map, Φ, Λ are functions on ℝm and dμ = ωdx is a dou-


bling measure on Ω. We will only assume that Ω, μ support a Poincaré–Sobolev type
inequality.
Of course, inequalities of this type have their own interests and find applications
in functional space theories. However, the purpose of such generalizations in this
book becomes visible when we apply them to the study of local/global existence of
strong solutions to (6.0.1), and its elliptic counterpart in the next two chapters. First
of all, by replacing the Lebesgue measure dx with a general measure dμ = ωdx, we
allow the matrices A, f ̂ in (6.0.1) to depend on x and become degenerate or singular
near a subset of Ω.
Secondly, the degeneracy and singularity of (6.0.1) can also come from the behav-
ior of the solution u itself, which is not bounded in general as maximum principles
are not available for these systems (i.e., m > 1). We replace the factor ‖u‖BMO in (2.0.1)
by ‖K(u)‖BMO(μ) where K is a C2 map in ℝm . This allows us to deal with the case when
estimates for ‖u‖BMO , but ‖K(u)‖BMO(μ) , are not available. This factor, with different
choices of K, will play a crucial role in the a priori estimates in our theory. For exam-
ple, one of the consequences of our general inequalities in this chapter is the following

https://doi.org/10.1515/9783110608762-002
10 | 2 Interpolation Gagliardo–Nirenberg inequalities

inequality, which will be useful in dealing with singular systems: if ‖ log(|u|)‖BMO(μ) is


sufficiently small then

∫ |u|2k−2 |Du|2p+2 dμ ≤ C‖ log(|u|)‖2BMO(μ) ∫ (|u|2k |Du|2p−2 |D2 u|2 + |u|2k |Du|2p ) dμ .


Ω Ω

Various choices of K will be discussed in the applications of our main results in


Chapter 3 and Chapter 4.
The hypotheses and preparatory materials will be presented in Section 2.1. The
needed theory of RBMO(μ) spaces comes from Tolsa’s work [39] and we will discuss
it in Section A.1 of the Appendix. The main global and local inequalities are stated in
Section 2.2. The proofs of these inequalities are quite technical and we will postpone
them to the end of the chapter. In passing, in Section 2.3 we discuss their consequences
and show that the results in [29] are just special cases of the main inequalities in this
book. This section also contains new inequalities used in the proof of the next two
chapters, the heart of this book, on the existence theory of (6.0.1).

2.1 Hypotheses on the measures

Let μ be a measure on Ω. For any μ-measurable subset A of Ω and any locally μ-inte-
grable function U : Ω → ℝm we denote by μ(A) the measure of A and U A the average
of U over A. That is,
1
U A = ∫ U(x) dμ = ∫ U(x) dμ .
A μ(A) A
We now recall some well-known notions from harmonic analysis.
A function f ∈ L1 (μ) is said to be in BMO(μ) if

[f]∗,μ := sup ∫ |f − f Q | dμ < ∞ . (2.1.1)


Q Q

We then define
‖f‖BMO(μ) := [f]∗,μ + ‖f‖L1 (μ) .
For γ ∈ (1, ∞) we say that a nonnegative locally integrable function w belongs to
the class A γ or w is an A γ weight if the quantity
󸀠
γ−1
[w]γ := sup (∫ w dμ) (∫ w1−γ dμ) is finite . (2.1.2)
B⊂Ω B B

Here, γ󸀠 = γ/(γ − 1) and the supremum is taken over all cubes B in Ω. For more details
on these classes we refer the reader to [11, 40, 45].
We say that Ω and μ support a Poincaré–Sobolev inequality if the following holds:
PS) There are σ ∈ (0, 1) and τ ∗ ≥ 1 such that for some q > 2 and q∗ = σq < 2 we have
1 1
1 q q∗
(∫ |u − u B |q dμ) ≤ C PS (∫ |Du|q∗ dμ) (2.1.3)
l(B) B τ∗ B
2.1 Hypotheses on the measures | 11

for some constant C PS and any cube B with side length l(B) and any function u ∈
C1 (B).

Here and throughout this chapter, we write B R (x) for a cube centered at x with side
length R and sides parallel to the standard axes of ℝN . We will omit x in the notation
B R (x) if no ambiguity can arise. We denote by l(B) the side length of B and by τB the
cube that is concentric with B and has side length τl(B).
We have the following remark on the validity of the assumption PS).

Remark 2.1.1. Suppose that μ is doubling and supports a q∗ -Poincaré inequality [19,
eqn. (5)]: there are some constants C P , q∗ ∈ [1, 2] and τ ∗ ≥ 1 the inequality
1
q∗
∫ |h − h B | dμ ≤ C P l(B) ( ∫ |Dh|q∗ dμ) (2.1.4)
B τ∗ B

holds true for any cube B with side length l(B) and any function h ∈ C1 (B).
Assume also that for some s > 0 μ satisfies the following inequality:

r s μ(B r (x))
( ) ≲ , (2.1.5)
r0 μ(B r0 (x0 ))

where B r (x), B r0 (x0 ) are any cubes with x ∈ B r0 (x0 ). If q∗ = 2 then [19, Section 3]
shows that a q∗ -Poincaré inequality also holds for some q∗ < 2. Thus, we can assume
that q∗ ∈ (1, 2).
If q∗ < s then [19, 1) of Theorem 5.1] establishes (2.1.3) for q = sq∗ /(s − q∗ ). Thus,
q > 2 if s < 2q∗ /(2 − q∗ ). This is the case if we choose q∗ < 2 and close to 2. If s = q∗ ,
[19, 2) of Theorem 5.1] shows that (2.1.3) holds true for any q > 1. On the other hand,
if q∗ > s then [19, 3) of Theorem 5.1] gives a stronger version of (2.1.3) for q = ∞. In
particular, the Hölder norm of u is bounded in terms of ‖Du‖L q∗ (μ) .
Thus, in order to justify PS), we can assume that Ω, μ support a q∗ -Poincaré in-
equality for some q∗ ∈ (1, 2) and (2.1.5) is valid for some s > 0.

We assume the following hypotheses:


M) Let Ω be a bounded domain in ℝN and dμ = ωdx for some ω ∈ C1 (Ω, ℝ+ ). Suppose
that there are a constant C μ and a fixed number n ∈ (0, N] such that for any cube
Q r with side length r > 0
μ(Q r ) ≤ C μ r n . (2.1.6)
Furthermore, Ω and μ satisfy PS).

Next, we consider the following condition.


H) dμ = ω20 dx supports a Hardy type inequality: there is a constant C H such that for
any function u ∈ C10 (B),

∫ |u|2 |Dω0 |2 dx ≤ C H ∫ |Du|2 ω20 dx . (2.1.7)


Ω Ω
12 | 2 Interpolation Gagliardo–Nirenberg inequalities

Remark 2.1.2. A typical choice of ω0 that satisfies the Hardy type inequality (2.1.7)
γ
is ω0 (x) = d Ω2 (x) for some constant γ. We now recall the following Hardy inequality
proved by Necas (see also the paper by Lehrbäck [33] for much more general versions):
γ−q γ
∫ |u(x)|q d Ω (x) dx ≤ C∫ |Du(x)|q d Ω (x) dx , γ <q−1. (2.1.8)
Ω Ω
γ−2
Because |Dω0 | ∼ d Ω2 (x), (2.1.8), with q = 2, shows that (2.1.7) holds true for γ < 1.
γ
We will also check the condition (2.1.6) of M) for dμ = ωdx ∼ d Ω dx. If B r is far
away from ∂Ω, we have μ(B r ) ≲ r N . Near the boundary, as ∂Ω is C1 , we easily see that
μ(B r ) ≲ r N+γ . If N + γ ≥ n and r is bounded then μ(B r ) ≤ Cr n . This is the case because
Ω is bounded. Thus, for any γ > −N, we define n = min{N, N + γ} ∈ (0, N] to see that
μ(B r ) ≤ Cr n for some constant C, which is bounded in terms of diam(Ω).

2.2 The main and technical inequality

In this section we will state our main global and local weighted Gagliardo–Nirenberg
interpolation inequalities. The local version and its consequences will be one of our
main vehicles for the solvability of strong solutions in this book.
Throughout this section we will always use the following notations and hypothe-
ses.
P.1) Let K : dom(K) → ℝm be a C1 map on a domain dom(K) ⊂ ℝm such that K U (U)−1
exists for U ∈ dom(K). Assume that the map 𝕂(U) := (K U (U)−1 )T is differentiable.
Let Φ, Λ : dom(K) → ℝ+ be C1 positive functions. Assume that

|𝕂(U)| ≲ Λ(U)Φ−1 (U) for all U ∈ dom(K) . (2.2.1)

P.2) Let U : Ω̄ → dom(K) be a C 2 vector-valued function satisfying

either K(U) = 0 or ⟨ωΦ2 (U)𝕂(U)DU, ν⟩⃗ = 0 (2.2.2)

on ∂Ω, where ν⃗ is the outward normal vector of ∂Ω.

W) Let
W(x) := Λ p+1 (U(x))Φ−p (U(x)) for x ∈ Ω . (2.2.3)
Assume that [W α ] β+1 is finite for some α > 2/(p + 2) and β < p/(p + 2).

We consider the following integrals:

I1 := ∫ Φ2 (U)|DU|2p+2 dμ , I2 := ∫ Λ2 (U)|DU|2p−2 |D2 U|2 dμ , (2.2.4)


Ω Ω

I1̄ := ∫ |Λ U (U)|2 |DU|2p+2 dμ , (2.2.5)


I0̆ := ∫ |Dω|2 Λ2 (U)|DU|2p dx , (2.2.6)



2.2 The main and technical inequality | 13

and furthermore

I1̂ := ∫ (|Φ U (U)||𝕂(U)| + Φ(U)|𝕂U (U)|)2 |DU|2p+2 dμ . (2.2.7)


The first main result of this section is the following theorem.

Theorem 2.2.1. Assume M), P.1)–P.2) and W). Suppose that the integrals in (2.2.4)–
(2.2.7) are finite. Then there are constants C, C([W α ]β+1 ) for which

I1 ≤ C‖K(U)‖2BMO(μ) [I2 + I1̄ + C([W α ]β+1 )[I2 + I1̂ + I0̆ ]] . (2.2.8)

The constant C depends on C PS , C μ .

Next, we will establish a local version of Theorem 2.2.1. Let Ω∗ be a subset of Ω. We


assume that there are two functions ω∗ , ω0 satisfying the following conditions.
L.0) ω∗ ∈ C10 (Ω) and satisfies

ω∗ ≡ 1 in Ω∗ and ω∗ ≤ 1 in Ω . (2.2.9)

L.1) ω0 ∈ C1 (Ω) and for dμ = ω20 dx and some n ∈ (0, N] we have μ(B r ) ≤ Cr n .
L.2) The measure ω20 dx supports the Poincaré–Sobolev inequality (2.1.3) in PS). In
addition, ω0 also supports a Hardy type inequality: For any function u ∈ C10 (B)

∫ |u|2 |Dω0 |2 dx ≤ C H ∫ |Du|2 ω20 dx . (2.2.10)


Ω Ω

Theorem 2.2.2. Suppose L.0)–L.2) and P.1). Let U : Ω̄ → ℝm be a C2 map. For any ω1 ∈
L1 (Ω) and ω1 ∼ ω20 we define dμ = ω1 dx and accordingly recall the definitions (2.2.4)–
(2.2.7) and introduce

I1,∗ := ∫ Φ2 (U)|DU|2p+2 dμ , (2.2.11)


Ω∗

̆ := sup |Dω∗ |2 ∫ Λ2 (U)|DU|2p dμ .


I0,∗ (2.2.12)
Ω Ω

Then, for any ε > 0 there are constants C, C([W α ]β+1 ) such that

I1,∗ ≤ εI1 + ε−1 CC2∗ [I2 + I1̄ + C([W α ]β+1 )[I2 + I1̂ + I1̄ + I0,∗
̆ ]. (2.2.13)

Here, C∗ := ‖K(U)‖BMO(μ) and C depends on C PS , C μ and C H .

The proof of these two theorems will be postponed to Section 2.4 and Section 2.5 at the
end of this chapter. We will move on and discuss various special versions of the above
two theorems in the next section.
14 | 2 Interpolation Gagliardo–Nirenberg inequalities

2.3 Consequences of the technical theorems

Our first consequence of Theorem 2.2.1 is the case where Φ = Λ and K is the identity
map. We then have the following main inequality in [29].

Corollary 2.3.1. Let U : Ω → dom(K) be a C2 vector-valued function. Suppose that


either U or Φ2 (U) ∂U
∂ν vanish on the boundary ∂Ω of Ω.
We set
I1 := ∫ Φ2 (U)|DU|2p+2 dx , I2 := ∫ Φ2 (U)|DU|2p−2 |D2 U|2 dx , (2.3.1)
Ω Ω

I1̄ := ∫ |Φ U (U)|2 |DU|2p+2 dx . (2.3.2)



For any α > 2/(p + 2) and β < p/(p + 2) we have
I 1 ≤ C‖U‖2BMO(Ω) [I2 + I1̄ + C([Φ α (U)]β+1 )(I2 + I1̄ )] . (2.3.3)

Proof of Corollary 2.3.1. For Φ = Λ and K(U) = U we see that 𝕂(U) = Id, the identity
matrix, satisfies P.1). The boundary conditions for U here show that P.2) is verified.
−p
Also, the weight W := Λ p+1 Φ U = Φ. The integrals in (2.2.4) and (2.2.5) are exactly
those defined here. Because 𝕂(U) = Id, we have 𝕂U (U) = 0 so that, from the defini-
tions (2.2.5) and (2.2.7), I1̂ = I1̄ . Finally, with ω ≡ 1, I0̆ = 0. We then have (2.3.3) from
(2.2.8).
In particular, if Φ = Λ ≡ 1 and K is the identity map then I1̂ = I1̄ = 0. Theorem 2.2.1,
with general measure dμ = ωdx, then shows that
I1 ≤ C‖U‖2BMO(μ) [I2 + I0̆ ] , (2.3.4)
where
I1 := ∫ |DU|2p+2 dμ, I2 := ∫ |DU|2p−2 |D2 U|2 dμ , (2.3.5)
Ω Ω

I0̆ := ∫ |Dω|2 |DU|2p dx . (2.3.6)



We see that (2.3.4) is a generalization of the inequality (2.0.1) with general measure.
In the same way, we have the following local version, which will play an important
role in the study of existence of strong solutions in the next chapters.

Corollary 2.3.2. Let U : Ω → ℝm be a C2 vector-valued function. Let Ω∗ be a subdo-


main of Ω and ω∗ ∈ C10 (Ω) such that ω∗ ≡ 1 in Ω∗ and ω∗ ≤ 1 in Ω.
Then there is a constant C such that for any ε > 0,
̆ ].
I1,∗ ≤ εI1 + ε−1 C‖U‖2BMO(μ) [I2 + I0,∗ (2.3.7)
̆ are defined by (2.2.11) and (2.2.12)
Here, I1 , I2 are defined by (2.3.5) and I1,∗ and I0,∗
respectively.

In fact, the inequality (2.3.4) can be greatly generalized as follows.


2.3 Consequences of the technical theorems | 15

Corollary 2.3.3. Let U : Ω → ℝm be a C2 vector-valued function. Suppose that either U


∂ν vanish on the boundary ∂Ω of Ω. For some k ≥ 0 and λ0 > 0 let Φ(U) = (λ0 + |U|)
or ∂U k

and dμ = ωdx satisfying M).


Then there is a constant C∗ depending on λ0 , k, ‖U‖BMO(μ) and [Φ α (U)]β+1 such that

I1 ≤ C∗ ‖U‖2BMO(μ) [I2 + I0̆ ] . (2.3.8)

The integrals in (2.3.8) are

I1 := ∫ Φ2 (U)|DU|2p+2 dμ , I2 := ∫ Φ2 (U)|DU|2p−2 |D2 U|2 dμ , (2.3.9)


Ω Ω

I0̆ := ∫ |Dω|2 Φ2 (U)|DU|2p dx . (2.3.10)


Proof. If k = 0, the corollary is (2.3.4). We need only consider the case k > 0. We argue
as in the proof of Corollary 2.3.1, without the assumption ω ≡ 1 so that I0̆ ≠ 0, to get

I1 ≤ C‖U‖2BMO(μ) [I2 + I1̄ + C([Φ α (U)]β+1 )(I2 + I1̄ + I0̆ )] . (2.3.11)

We consider the integral I1̄ defined by (2.2.5). As |Φ U (U)| ∼ (λ0 + |U|)k−1 , we can
take
I1∗ := I1̄ = ∫ ϕ2k (U)|DU|2p+2 dμ , ϕ k (U) := (λ0 + |U|)k−1 . (2.3.12)

We apply (2.3.11) again, with Φ(U) being ϕ k (U) and the integrals being redefined
accordingly, to get

I1∗ ≤ C‖U‖2BMO(μ) [I2∗ + I∗1̄ + C([ϕ αk (U)]β+1 )(I2∗ + I∗1̄ + I∗0̆ )] . (2.3.13)

Because ϕ k (U) ∼ Φ(U)δ with δ = (k − 1)/k < 1, by the definition of weights and
Hölder’s inequality we have [ϕ αk (U)]β+1 ≲ [Φ α (U)]δβ+1 . On the other hand, because
λ0 > 0, ϕ k (U) ≤ C(λ0 )Φ(U) for some constant C(λ0 ). Thus, I2∗ ≤ C(λ0 )I2 and I∗0̆ ≤
C(λ0 )I0̆ . Using these facts in (2.3.13) and then applying the result in (2.3.11), we see
that (2.3.11) holds again with I1̄ being defined as in (2.3.12) with ϕ k (U) being ϕ k−1 (U) =
(λ0 + |U|)k−1 .
Hence, assume that k = k 0 + κ for some integer k 0 = 0, 1, . . . and κ ∈ [0, 1) then
we can repeat the above argument k 0 + 1 times to get

I1 ≤ C‖U‖2BMO(μ) [I2 + C∗ (I2 + I1∗∗ + I0̆ )] , (2.3.14)

where C∗ is a constant depending on λ0 , k, ‖U‖BMO(μ) and [Φ α (U)]β+1 ; the integral I1∗∗


is, noting that κ < 1,

I1∗∗ := ∫ |(λ0 + |U|)2(κ−1) |DU|2p+2 dμ ≤ λ0


2(κ−1)
∫ |DU|2p+2 dμ . (2.3.15)
Ω Ω

The last integral can be estimated by (2.3.4), using the definition (2.3.5). Again, because
λ0 > 0, we can find a constant C(λ0 ) such that I1∗∗ ≤ C(λ0 )‖U‖2BMO(μ) [I2 + I0̆ ]. Using
this in (2.3.14), we obtain (2.3.8). The proof is complete.
16 | 2 Interpolation Gagliardo–Nirenberg inequalities

Let us consider general maps K and impose more conditions on Φ, Λ.

Theorem 2.3.4. Assume as in Theorem 2.2.1. Assume further that there is a constant C0
such that

|𝕂U | ≤ C0 , (2.3.16)
−1 −1
|Λ U | ≤ C0 Φ , |Φ U |Φ ≤ C0 |Λ U |Λ . (2.3.17)

Then there are constants C(C0 ), C([W α ]β+1 ) for which

I1 ≤ C‖K(U)‖2BMO [I2 + I1 + C([W α ]β+1 )[I2 + I1 + I0̆ ]] . (2.3.18)

Proof. From the assumption |Λ U | ≤ C0 Φ in (2.3.17) and the definition (2.2.5), it is clear
that I1̄ ≤ I1 .
We now look at I1̂ , the integral of (|Φ U |𝕂| + Φ|𝕂U |)2 |DU|2p+2 . First of all, because
𝕂 ≲ ΛΦ−1 , (2.3.17) implies |Φ U |𝕂| ≲ |Φ U |ΛΦ−1 ≲ |Λ U | ≲ Φ. Together with (2.3.16), we
now see that |Φ U |𝕂| + Φ|𝕂U | ≲ Φ and thus have I1̂ ≲ I1 .
The inequality (2.3.18) then follows from (2.2.8) of Theorem 2.2.1.

The local version Theorem 2.2.2 then implies the following corollary.

Corollary 2.3.5. Assume (2.3.16) and (2.3.17). Using the definitions (2.2.11) and (2.2.12)
̆ , we have
for I1,∗ and I0,∗
̆ ]] .
I1,∗ ≤ εI1 + ε−1 C‖K(U)‖2BMO(Ω) [I2 + I1 + C([W α ]β+1 )[I2 + I1 + I0,∗ (2.3.19)

Remark 2.3.6. In applications, we usually have Λ(U) = √λ(U) for some C2 function λ.
Furthermore, we also have Φ(U) = |Λ U (U)|. In this case, the first inequality in (2.3.17)
is clear. We look at the second one: |Φ U |Φ−1 ≤ C0 |Λ U |Λ−1 . It is clear that
|Φ U | |λ UU | |λ U |2 √λ |λ UU | |λ U | |Λ U | |λ U |
∼( + 3/2 ) = + , ∼ .
Φ √λ λ |λ U | |λ U | λ Λ λ

We thus have |Φ U |Φ−1 ≲ |Λ U |Λ−1 if |λ UU |λ ≲ |λ U |2 . This assumption is verified when


λ is a polynomial in |U|.
We also note that, from the definition 𝕂(U), we have 𝕂(U)T = K U (U)−1 so that
𝕂(U)TU = K −1 −1
U (U)K UU (U)K U (U). Hence

|𝕂U | ≤ C0 ⇔ |K −1 −1
U (U)K UU (U)K U (U)| ≤ C 0 .

Of course, there are many ways to choose K, Λ, Φ depending on different situations in


applications. Let us consider another choice of K where |K(U)| behaves like log(|U|).
We define for any k ≠ 0 and ε ≥ 0

I1 = ∫ (ε + |U|)2k−2 |DU|2p+2 dμ , I0̆ = ∫ (ε + |U|)2k |DU|2p dμ , (2.3.20)


Ω Ω

I2 = ∫ (ε + |U|)2k |DU|2p−2 |D2 U|2 dμ . (2.3.21)



2.3 Consequences of the technical theorems | 17

Corollary 2.3.7. For m ≥ 1, any k ≠ 0 and ε ≥ 0 we consider the map

K(U) = [log(ε + |U i |)]m


i=1 , U = [U i ]m
i=1 . (2.3.22)

With the notations (2.3.20) and (2.3.21) and W = (ε + |U|)k+p , we have

I1 ≤ C‖K(U)‖2BMO(μ) [I2 + I1 + C([W α ]β+1 )[I2 + I1 + I0̆ ]] , (2.3.23)

as long as the integrals are finite. Here, C is independent of ε.

Proof of Corollary 2.3.7. We apply (2.3.18) of Theorem 2.3.4 to this case. We consider
Λ(U) = (ε + |U|)k and Φ(U) ∼ |Λ U (U)| and validate the assumptions of Theorem 2.3.4.
Concerning the condition (2.3.16), as K(U) = [log(ε + |U i |)]m i=1 so that K U (U) =
diag[(ε + |U i |)−1 ] and K UU = diag[−(ε + |U i |)−2 |UU ii | ]. It is clear that (2.3.16) is justified.
Next, for Λ(U) = (ε + |U|)k and Φ(U) = |Λ U (U)| we let λ(U) = (ε + |U|)2k in Re-
mark 2.3.6 and see that |λ UU (U)|λ(U) ∼ |U|4k−2 ∼ |λ U (U)|2 . We see that the assumption
(2.3.17) is verified.
Hence, (2.3.18) of Theorem 2.3.4 applies here. As Φ(U) ∼ (ε + |U|)k−1 , we have
W = Λ p+1 Φ−p ∼ (ε + |U|)k+p . We then obtain (2.3.23) from (2.3.18) and the proof is
complete.
Let us discuss the connection between the two quantities ‖K(U)‖BMO(μ) , [W α ]β+1 . We
consider the case m = 1. As W ∼ |k|−p (ε+|U|)k+p , we have [W α ]β+1 = [(ε+|U|)α(k+p) ]β+1
and
[log(Wα )]∗,μ = α|k + p|[log(ε + |U|)]∗,μ .
Via a simple use of Jensen’s inequality, it is well known (e.g., [17, Chapter 9]) that
‖ log w‖BMO ≤ [w]A q for 1 < q ≤ 2. In our case, q = β + 1 < 2 so that ‖ log W α ‖BMO ≤
[W α ]A q . Thus, the term [log(ε +|U|)]BMO(μ) can be controlled by [W α ]β+1 . However, this
type of result is not helpful for our purpose in this book.
On the other hand, if log W is BMO then we also know that W is a weight. We
recall the John–Nirenberg inequality (e.g., [40] or [17, Corollary 7.1.7]): if μ is doubling
then for any function v there are constants c1 , c2 , which depend only on the doubling
constant of μ, such that
c1
|v−v B |
∫ e [v]∗,μ dμ ≤ c2 . (2.3.24)
B
We then have the following result.

Corollary 2.3.8. In addition to the assumptions of Corollary 2.3.7 we suppose that

|k + p|[log(ε + |U|)]∗,μ ≤ c1 βα −1 . (2.3.25)

Then there is a constant C, which depends also on c2 , for which

I1 ≤ C‖ log(ε + |U|)‖2BMO(μ) [I2 + I1 + I0̆ ] . (2.3.26)


18 | 2 Interpolation Gagliardo–Nirenberg inequalities

It is clear that if ‖ log(ε + |U|)‖BMO(μ) is sufficiently small then (2.3.25) and (2.3.26) imply

I1 ≤ C‖ log(ε + |U|)‖2BMO(μ) [I2 + I0̆ ] .

To prove Corollary 2.3.8 we have the following estimate for [Wα ]β+1 .

Lemma 2.3.9. For any scalar function w on Ω and α, β > 0 and c1 , c2 as in (2.3.24), we
have
[log(w)]∗,μ ≤ c1 βα −1 ⇒ [w α ]β+1 ≤ c2 .
1+β
(2.3.27)

Proof. For any β > 0 and any scalar function v we know that e v is an A β+1 weight with
1+β
[e v ]β+1 ≤ c2 [17, Chapter 9] if

− 1β (v−v B )
sup ∫ e(v−v B ) dμ ≤ c2 , sup ∫ e dμ ≤ c2 . (2.3.28)
B B B B

It is clear that (2.3.28) follows from the John–Nirenberg inequality (2.3.24) if


c1 [v]−1 −1
∗,μ ≥ max{1, β }. Using these facts with v = α log(w), we see that (2.3.27)
holds.
Proof of Corollary 2.3.8. From the definition of W = |k|−p (ε + |U|)k+p , we then have
[log(W)]∗,μ = |k + p|[log(ε + |U|)]∗,μ . Therefore the assumption (2.3.25), that |k + p|
1+β
[log(ε + |U|)]∗,μ ≤ c1 βα −1 , and (2.3.27) (with w = W) imply [W α ]β+1 ≤ c2 . The
corollary then follows from the inequality (2.3.23) of Corollary 2.3.7.

2.4 Proof of Theorem 2.2.1

One of the key ingredients of our proof is the duality between the Hardy space H 1 (μ)
and BMO(μ) space. If μ is the Lebesgue measure then this is the famous Fefferman–
Stein theorem [8]. It is well known that the norm of the Hardy space can be defined
by
‖F‖H 1 (Ω) = ‖F‖L1 (Ω) + ‖M∗ F‖L1 (Ω) .

Here,
M∗ F(y) = sup ∫ ϕ(x)f(x)dx ,
ϕ Ω

where the supremum is taken over all ϕ ∈ C 1 (ℝN ), which has support in some cube
Q ⊂ ℝN centered at y with side length l(Q) and satisfies

0 ≤ ϕ(x) ≤ l(Q)−N , |Dϕ(x)| ≤ l(Q)−N−1 for all x ∈ Q .

For a general measure μ, this theory was generalized by Tolsa and we will dis-
cuss parts of his works in Appendix A. Roughly speaking, Tolsa showed that there is a
constant cH depending on n, N and C μ such that we can similarly define the norm of
2.4 Proof of Theorem 2.2.1 | 19

H 1 (μ) by considering the class Φ̆ = ∪y∈ℝN Φ̆ y of functions ϕ ∈ C1 (ℝN ) satisfying the


following properties. For any y ∈ ℝN and some cube Q ⊂ ℝN centered at y with side
length l(Q):
f.1) 0 ≤ ϕ(x) ≤ cH l(Q)−n for all x ∈ Q;
f.2) ϕ ∈ C10 (Q) and |Dϕ(x)| ≤ cH l(Q)−n−1 for all x ∈ Q.

For any F ∈ L1 (μ) we can define a H 1 (μ) norm of F by

‖F‖Φ̆ = ‖F‖L1 (μ) + ‖M Φ̆ F‖L1 (μ) , (2.4.1)

where
M Φ̆ F(y) = sup ∫ ϕ(x)f(x)dμ(x) ∈ L1 (μ) . (2.4.2)
ϕ∈Φ̆ y Ω

We now have from Lemma A.1.3 in Appendix A the following result.

Lemma 2.4.1. Let f ∈ BMO(μ) and F ∈ L1 (μ) such that

∫ F dμ = 0 . (2.4.3)

Then there is a constant C(cH ) such that

|⟨F, f⟩| ≤ C(cH )‖F‖Φ̆ [f]∗,μ . (2.4.4)

We will also use the definition of the centered Hardy–Littlewood maximal operator
acting on functions F ∈ L1loc (μ),

M(F)(y) = sup {∫ F(x) dμ : ε > 0 and B ε (y) ⊂ Ω} . (2.4.5)


ε B ε (y)

We also note here the Muckenhoupt theorem for nondoubling measures. By [40,
Theorem 3.1], we have that if w is an A q (μ) weight then for any F ∈ L q (μ) with q > 1,

∫ M(F)q w dμ ≤ C(C μ , [w]q )∫ F q w dμ . (2.4.6)


Ω Ω

In particular,
∫ M(F)q dμ ≤ C μ ∫ F q dμ . (2.4.7)
Ω Ω
We start the proof of Theorem 2.2.1. First of all, let W = K(U). We then have DU =
K U (U)−1 DW so that, from the definition of 𝕂(U) = (K −1 U ) , |DU| = ⟨𝕂⟩(U)DU, DW.
T 2

Hence, we can write

I1 = ∫ ⟨|DU|2p Λ(U)Φ2 (U)Λ−1 (U)𝕂(U)DU, DW⟩ω dx


= ∫ ⟨|DU|2p Λ(U)ωℙ(U)DU, DW⟩ dx , (2.4.8)



20 | 2 Interpolation Gagliardo–Nirenberg inequalities

where
ℙ(U) := Φ2 (U)Λ−1 (U)𝕂(U) . (2.4.9)
Applying integration by parts to the last integral in (2.4.8), we see that the bound-
ary integral is zero because of the boundary assumption (2.2.2) in P.2). We then have

I1 = −∫ ⟨div(|DU|2p Λ(U)ωℙ(U)DU), W⟩ dx .

Therefore, for G := div(|DU|2p Λ(U)ωℙ(U)DU)ω−1 ,

I1 = −∫ ⟨G, W⟩ dμ . (2.4.10)

From (2.2.2) and integrations by parts again, we see that

∫ G dμ = ∫ div(|DU|2p Λ(U)ωℙ(U)DU) dx = 0 .
Ω Ω

We will establish bounds for ‖G‖L1 (μ) , ‖M Φ̆ G‖L1 (μ) and show that
1 1 1 1 1 1
‖G‖Φ̆ ≤ C [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I0̆ 2 ]] I12 . (2.4.11)

Once this is proved, we obtain from (2.4.10) and (2.4.4) of Lemma 2.4.1 that I1 ≤
C‖K(U)‖RBMO(μ) ‖G‖Φ̆ . As we are assuming that μ is doubling, ‖K(U)‖RBMO(μ) ∼
‖K(U)‖BMO(μ) . We then deduce
1 1 1 1 1 1
I1 ≤ C‖K(U)‖BMO(μ) [I22 + I1̄ 2 + C([W α ]β+1 )[I22 + I1̂ 2 + I0̆ 2 ]] I12 ,

which yields (2.2.8) of Theorem 2.2.1 via a simple use of Young’s inequality. The proof
will then be complete.
To prove (2.4.11), we first estimate ‖M Φ̆ G‖L1 (μ) and note that
󵄨󵄨 󵄨󵄨 󵄨󵄨 󵄨󵄨
M Φ̆ G(y) ≤ sup 󵄨󵄨󵄨󵄨∫ ϕG dμ 󵄨󵄨󵄨󵄨 = sup 󵄨󵄨󵄨󵄨∫ ϕg dx󵄨󵄨󵄨󵄨 ,
ϕ∈Φ̆ y 󵄨 Ω 󵄨 ϕ∈Φ̆ y 󵄨 Ω 󵄨

where
g := Gω = div(|DU|2p Λ(U)ωℙ(U)DU) . (2.4.12)
Therefore, we need to establish that there are constants C, C([W α ]β+1 ) for which
󵄨󵄨 󵄨󵄨 1 1 1 1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕg dx 󵄨󵄨󵄨󵄨 dμ ≤ C [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I0̆ 2 ]] I12 . (2.4.13)
Ω ϕ∈Φ̆ y 󵄨 Ω 󵄨

From (2.4.12) we can write g = g1 + g2 with g i = div V i , setting

h := Λ(U)|DU|p−1 DU , J 0,ε := h B ε = ∫ Λ(U)|DU|p−1 DU dμ , (2.4.14)



p+1
V1 = ω|DU| ℙ(U) (h − J 0,ε ) , (2.4.15)
V2 = ω|DU| p+1
ℙ(U)J 0,ε . (2.4.16)
2.4 Proof of Theorem 2.2.1 | 21

We will establish (2.4.13) for g being g1 , g2 in the following lemmas.


In the sequel, for any y ∈ ℝN and ϕ ε ∈ Φ̆ y we denote by B ε = B ε (y) the corre-
sponding cube centered at y with side length ε.
Let us consider g1 first.

Lemma 2.4.2. There is a constant C depending on C PS , C μ such that


󵄨󵄨 󵄨󵄨 1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε g1 dx 󵄨󵄨󵄨󵄨 dμ ≤ C [I22 + I1̄ 2 ] I12 . (2.4.17)
Ω ϕ ε ∈ Φ̆ y 󵄨 Ω 󵄨

Proof. We use integration by parts (the boundary integral is zero because ϕ ε ∈ C10 (B ε ))
to get
󵄨󵄨󵄨 󵄨󵄨 󵄨󵄨
󵄨 󵄨
󵄨󵄨
󵄨
󵄨󵄨∫ ϕ (x)g1 dx󵄨󵄨󵄨 = 󵄨󵄨󵄨∫ Dϕ ε (x)ℙ(U)(h − J 0,ε )|DU|p+1 dμ󵄨󵄨󵄨
󵄨󵄨󵄨 B ε (y) ε 󵄨󵄨 󵄨󵄨 B ε (y) 󵄨󵄨
C
≤ ∫ |h − h B ε (y) ||ℙ(U)||DU|p+1 dμ . (2.4.18)
ε B ε (y)

Here, we used the property of Dϕ ε , as ϕ ε ∈ Φ̆ y , that |Dϕ ε | ≲ ε−n−1 , and the assump-
tion M) that μ(B ε ) ≲ ε n .
Note that (2.2.1) implies |ℙ(U)| ≤ Φ2 (U)Λ−1 (U)|𝕂(U)| ≲ Φ(U). This and a simple
use of Hölder’s inequality for q > 2 yield that the last integral in (2.4.18) is bounded
by
1 1
C q 󸀠 q󸀠
(∫ |h − h B ε (y) |q dμ) (∫ [Φ(U)|DU|p+1 ]q dμ) .
ε B ε (y) B ε (y)

Applying the Poincaré–Sobolev inequality (2.1.3) to each component of h and not-


ing that there is a constant C such that

|Dh| ≲ |Λ U (U)||DU|p+1 + Λ(U)|DU|p−1 |D2 U| ,

we find a constant C depending on C PS such that


1 1
1 q q∗
(∫ |h − h B ε |q dμ) ≤ C (∫ |Dh|q∗ dμ)
ε Bε τ∗ B ε
1
q∗
≤ C [∫ (|Λ U (U)|q∗ |DU|(p+1)q∗ + Λ q∗ (U)|DU|(p−1)q∗ |D2 U|q∗ ) dμ] . (2.4.19)
τ∗ B ε

Using the definition of maximal functions (2.4.5) and combining the above esti-
mates, we get from (2.4.18)
󵄨󵄨 󵄨󵄨
sup 󵄨󵄨󵄨󵄨∫ ϕ ε g1 dx 󵄨󵄨󵄨󵄨 ≤ C [Ψ1 (y) + Ψ2 (y)] Ψ3 (y) , (2.4.20)
̆ 󵄨 Ω
ϕ ε ∈Φ 󵄨
1
q
where Ψ i (y) = (M(F i i (y))) qi with q1 = q2 = q∗ and q3 = q󸀠 and

F1 = Λ U (U)|DU|p+1 , F2 = Λ(U)|DU|p−1 |D2 U| , F3 = Φ(U)|DU|p+1 .


22 | 2 Interpolation Gagliardo–Nirenberg inequalities

Because q i < 2 (as q > 2 and q∗ = qσ < 2), Muckenhoupt’s inequality (2.4.7)
implies
1 1 1
2 2 2 2
q
(∫ Ψ i2 dμ) = (∫ M(F i i ) qi dμ) ≤ C μ (∫ F 2i dμ) .
Ω Ω Ω
Therefore, applying Hölder’s inequality to (2.4.20) and using the above estimates and
the notations (2.2.4) and (2.2.5), we obtain (2.4.17).

Remark 2.4.3. We remark that (2.4.19) is the only place where we need the assump-
tion PS) that Ω, μ support a Poincaré–Sobolev inequality.

We now turn to g2 .

Lemma 2.4.4. For any p ≥ 1 and r ∈ ( p+1


1
, 1) we denote

r+1 r(p + 1) − 1
α(r) = , β(r) = .
rp + r + 1 r(p + 1) + 1
1
Then there is C([W α(r) ]β(r)+1 ) ∼ [Wα(r)]β(r)+1
α(r)(p+1)
such that
󵄨󵄨 󵄨󵄨 1 1 1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε g2 dx󵄨󵄨󵄨󵄨 dμ ≤ C ([W α(r) ]β(r)+1 ) [I1̂ 2 + I1̄ 2 + I22 + I0̆ 2 ] I12 . (2.4.21)
Ω ϕ ε ∈Φ̆ y 󵄨 Ω 󵄨

Proof. From (2.4.16), we have div V2 ≤ C(J 1 + J 2 + J 3 ) for some constant C and
J 1 := ω|ℙU ||DU|p+2 J 0,ε , J 2 := ω|ℙ(U)||DU|p |D2 U|J 0,ε ,
J3 := Dω|ℙ(U)||DU|p+1 J 0,ε ,

with J 0,ε being defined in (2.4.14).


In the sequel, for any r > 1/(p + 1) we denote r∗ = 1 − r(p+1) 1
. We also write
f = Φ|DU| . p+1

We consider J0,ε . From the notation W := Λ p+1 Φ−p ((2.2.3)),


󵄨󵄨󵄨 −p p 󵄨󵄨 󵄨󵄨
󵄨 󵄨 p 󵄨󵄨
󵄨
J 0,ε (y) ≤ 󵄨󵄨󵄨 ∫ ΛΦ (p+1) Φ p+1 |DU|p dμ󵄨󵄨󵄨 = 󵄨󵄨󵄨 ∫ W (p+1) f p+1 dμ󵄨󵄨󵄨 .
1

󵄨󵄨 B ε 󵄨󵄨 󵄨󵄨 B ε 󵄨󵄨
If r1 > 1/(p+1) we apply Hölder’s inequality to the last integral to get the following
estimate for J 0,ε :
1 r ∗1 1
r1 (p+1)

J 0,ε ≤ (∫ W r1 (p+1) dμ) (∫ f pr1 dμ) . (2.4.22)
Bε Bε

For J 1 , we write J 1 = ωL∗ LJ 0,ε with

L∗ = |ℙU |ΛΦ−1 |DU|p+1 , L = Λ−1 Φ|DU| .

Because ϕ ε (x) ≲ ε−n ∼ μ(B ε )−1 so that we can use Hölder’s inequality to get for any
s > 1,
󵄨󵄨 󵄨 1 1
󵄨󵄨∫ ϕ J dx 󵄨󵄨󵄨 ≤ (∫ L s󸀠 dμ) s (∫ L s dμ) s J .
󸀠

󵄨󵄨 ε 1 󵄨󵄨 ∗ 0,ε
󵄨 Ω 󵄨 Bε Bε
2.4 Proof of Theorem 2.2.1 | 23

−sp s
We write L s = Λ−s Φ (p+1) Φ p+1 |DU|s and use Hölder’s inequality to get for any r >
1/(p + 1) the following estimate:
1 r∗ 1
s −s sp s rs(p+1)
(∫ L dμ) ≤ (∫
s
|Λ| Φ r∗ r∗ (p+1) dμ) (∫ f sr dμ) .
Bε Bε Bε

Combining these estimates with (2.4.22) we then have


󵄨󵄨 󵄨󵄨
sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 1 dx󵄨󵄨󵄨󵄨 ≤ C1 M(L∗s ) s󸀠 M(f sr ) rs(p+1) M(f pr1 ) r1 (p+1) ,
󸀠 1 1 1
(2.4.23)
̆ 󵄨 Ω
ϕ ε ∈Φ y 󵄨

where the constant C1 can be estimated by, as W := Λ p+1 Φ−p ,


r∗
1 r ∗1 −s sp s

C1 ≲ (∫ W r1 (p+1) dμ) (∫ |Λ| r∗ Φ r∗ (p+1) dμ)
Bε Bε
r∗ r ∗1
1 −s r∗ s
r∗ (p+1)
= [(∫ W 1 dμ) (∫ W r∗ (p+1) dμ) 1
] .
Bε Bε

We now choose s, r, r1 such that s󸀠 = sr = pr1 and sr < 2. This is the case if
r ∈ ( p+1
1
, 1), s = (r + 1)/r then s󸀠 = r + 1 and r1 = (r + 1)/p > 1/(p + 1). Let α(r) = r∗ (p+1)
1
1
r∗
and β(r) = r ∗1 s
. With such a choice of s, r, r1 we have

r+1 r(p + 1) − 1 α(r) s


α(r) = , β(r) = , = . (2.4.24)
rp + r + 1 r(p + 1) + 1 β(r) r∗ (p + 1)
r∗
It is clear that C1 ≲ C1,r
1
with r∗1 = 1
α(r)(p+1) and

−α(r) β(r)
C1,r = sup (∫ W α(r) dμ) (∫ W β(r) dμ) , (2.4.25)
B⊂Ω B B

where the supremum is taken over all cubes B in Ω. Clearly, the definition of weight
(3.2.2) implies
ν
[w]ν+1 = sup (∫ w dμ) (∫ w− ν dμ)
1
for all ν > 0 . (2.4.26)
B⊂Ω B B

This and (2.4.25) imply C1,r = [Wα(r) ]β(r)+1. We then have


1
r∗
C1 ≲ C1,r
1
≲ [Wα(r)]β(r)+1
α(r)(p+1)
. (2.4.27)

As sr = pr1 , we then obtain from (2.4.23) the following:


󵄨󵄨 󵄨󵄨 r ∗1
sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 1 dx󵄨󵄨󵄨󵄨 ≲ C1,r
1 1
M(L∗sr ) rs M(f sr ) rs .
̆ 󵄨 Ω
ϕ ε ∈Φ y 󵄨

Applying Hölder’s inequality to the right-hand side, we get


󵄨󵄨 󵄨󵄨 r ∗1
1 1

sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 1 dx 󵄨󵄨󵄨󵄨 dμ ≲ C1,r


2 2 2 2
∫ (∫ M(L∗sr ) rs dμ) (∫ M(f sr ) rs dμ) .
Ω ϕ ε ∈ Φ̆ y 󵄨 Ω 󵄨 Ω Ω
24 | 2 Interpolation Gagliardo–Nirenberg inequalities

Because q = 2/(rs) > 1, we can apply (2.4.7) to the integrals on the right and then
use the definitions of L∗ , f, I1̂ to see that
󵄨󵄨 󵄨󵄨 r ∗1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 1 dx󵄨󵄨󵄨󵄨 dμ ≲ C1,r ‖L∗ ‖2 ‖f‖2 . (2.4.28)
Ω ̆ 󵄨 Ω
ϕ ε ∈Φ y 󵄨

Concerning the term ‖L∗ ‖2 , we recall the definitions L∗ = ℙU ΛΦ−1 |DU|p+1 and ℙ(U) =
Φ2 (U)Λ−1 (U)𝕂(U). It is clear that |ℙU |ΛΦ−1 is bounded by

|Φ U ||𝕂| + Φ|Λ U |Λ−1 |𝕂| + Φ|𝕂U (U)| ≲ |Φ U ||𝕂| + Φ|𝕂U (U)| + |Λ U | .

Here, we used (2.2.1) to get Φ|Λ U |Λ−1 |𝕂| ≲ |Λ U |. Therefore, from the definition of I1̂ ,
1 1
I1̄ , ‖L∗ ‖2 ≲ I ̂ 2 + I ̄ 2 . We then obtain from (2.4.28) that
1 1
󵄨󵄨 󵄨󵄨 1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 1 dx󵄨󵄨󵄨󵄨 dμ ≲ C (C1,r ) (I1̂ 2 + I1̄ 2 ) I12 . (2.4.29)
Ω ϕ ε ∈Φ̆ y 󵄨 Ω 󵄨

Next, we write J 2 = ω|ℙ(U)||DU|p−1 |D2 U||DU|J 0,ε = ωL∗ LJ 0,ε with

L∗ = Λ|DU|p−1 |D2 U| , L = Λ−1 (U)|ℙ(U)||DU| .

We repeat the argument for J 1 . Note that |ℙ(U)| ≤ Φ(U), by (2.2.1), and therefore
−sp s
L s ≤ Λ−s Φ (p+1) Φ p+1 |DU|s . We have the following inequality:
1 r∗ 1
s −s sp s rs(p+1)
(∫ L dμ) ≤ (∫
s
|Λ| Φ
r∗ r∗ (p+1) dμ) (∫ f sr
dμ) .
Bε Bε Bε

The estimate (2.4.23) for J 1 now applies to J 2 and yields


󵄨󵄨 󵄨󵄨
sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 2 dx 󵄨󵄨󵄨󵄨 ≤ C1 M(L∗s ) s󸀠 M(f sr ) rs(p+1) M(f pr1 ) r1 (p+1) .
󸀠 1 1 1
(2.4.30)
̆ 󵄨 Ω
ϕ ε ∈Φ y 󵄨

As sr = pr1 , we have as before


󵄨󵄨 󵄨󵄨 r ∗1
sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 2 dx 󵄨󵄨󵄨󵄨 ≲ C1,r
1 1
M(L∗sr ) rs M(f sr ) rs .
̆
ϕ ε ∈Φ y 󵄨 Ω 󵄨

The same argument in (2.4.29) for J1 with the new definition of L∗ yields
󵄨󵄨 󵄨󵄨 r ∗1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 2 dx󵄨󵄨󵄨󵄨 dμ ≲ C1,r ‖L∗ ‖2 ‖f‖2 = C(C1,r )I22 I12 . (2.4.31)
Ω ̆ 󵄨 Ω
ϕ ε ∈Φ y 󵄨

Concerning J 3 , we write J 3 = Dω|ℙ(U)||DU|p |DU|J 0,ε = ωL∗ LJ 0,ε with

L∗ = Dωω−1 Λ|DU|p , L = Λ−1 |ℙ(U)||DU| .

A similar argument for J 2 applied to this case then implies


󵄨󵄨 󵄨󵄨 r ∗1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 3 dx󵄨󵄨󵄨󵄨 dμ ≲ C1,r ‖L∗ ‖2 ‖f‖2 = C(C1,r )I0̆ 2 I12 . (2.4.32)
Ω ̆ 󵄨 Ω
ϕ ε ∈Φ y 󵄨

Combining the estimates (2.4.29), (2.4.31), (2.4.32) and (2.4.27) (for the constant
C1,r ), we derive (2.4.21).
2.4 Proof of Theorem 2.2.1 | 25

Finally, we easily estimate ‖G‖L1 (μ) .

Lemma 2.4.5. We have


1 1 1 1
∫ |G| dμ ≤ C [I1̂ 2 + I22 + I0̆ 2 ] I12 .

Proof. Recall that G := gω−1 ((2.4.12)), thus ‖G‖L1 (μ) = ‖g‖L1 (dx). We write g =
div(B|DU|2p DU) with B = ωΛ(U)ℙ(U). First of all,

| div(B|DU|2p DU)| ≲ |B U ||DU|2p+2 + |B||DU|2p |D2 U| .

Because |B U | is bounded by a multiple of

{|Dω|ω−1 Λ(U)|ℙ(U)| + |Λ U ||ℙ(U)| + Λ(U)|ℙU (U)|}|DU|p+1 Λ|Du|p ω ,

we see that a simple use of Hölder’s inequality as in the proof of Lemma 2.4.4, treating
the last factor ωΛ|Du|p as J 0,ε , implies
1 1 1 1
∫ |B U ||DU|2p+2 dx ≤ C[I1̂ 2 + I22 + I0̆ 2 ]I12 .

As |ℙ(U)| ≲ Φ, we have |B||DU|2p |D2 U| ≲ Φ|DU|p+1 Λ|DU|p−1 |D2 U|ω. By Hölder’s


inequality we then obtain
1 1
∫ B|DU|2p+2 dx ≤ CI22 I12 .

Combining the above estimates, we prove the lemma.


Proof of Theorem 2.2.1. It is now clear that the above lemmas yield
1 1 1 1 1 1
‖G‖Φ̆ ≤ C [I22 + I1̄ 2 + C([W α(r) ]β(r)+1)[I1̂ 2 + I22 + I0̆ 2 ]] I12 . (2.4.33)

Recall that α(r) = rp+r+1


r+1
and β(r) = r(p+1)−1
r(p+1)+1 . We see that α(r) decreases to 2/(p+2)
and β(r) increases to p/(p + 2) as r → 1− .
From the definition of weights, a simple use of Hölder’s inequality gives

[w δ ]γ ≤ [w]δγ ∀δ ∈ (0, 1) . (2.4.34)

Thus, if α > 2/(p + 2) and β < p/(p + 2) then for r close to 1 we have α(r) < α and
β(r) > β. Hence, by choosing r close to 1 and using (2.4.34) and the open-end property
of weights, we see that
α(r)
[W α(r)]β(r)+1 ≲ C[W α ]β+1
α
. (2.4.35)
1 1
As C([W α(r) ]β(r)+1 ) ∼ [W α(r) ]β(r)+1
α(r)(p+1)
≲ [W α ]β+1
α(p+1)
, we can replace the constant
1
C([W α(r) ]β(r)+1 ) in (2.4.33) by a multiple of [W α ]β+1 and obtain (2.4.11). Namely,
α(p+1)

1 1 1 1 1 1
‖G‖Φ̆ ≤ C [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I0̆ 2 ]] I12 .
26 | 2 Interpolation Gagliardo–Nirenberg inequalities

As we explained earlier, the above and (2.4.4) of Lemma 2.4.1 yield


1 1 1 1 1 1
I1 ≤ C‖K(U)‖BMO(μ) [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I0̆ 2 ]] I12 .

This gives
I1 ≤ C‖K(U)‖2BMO(μ) [I2 + I1̄ + C([W α ]β+1 )[I2 + I1̂ + I0̆ ]] . (2.4.36)
The proof of the theorem is complete.

Remark 2.4.6. If Φ = Λ ≡ 1 and K is the identity map then it is clear that 𝕂 = 0 so


that J 1 = 0 and W ≡ 1. The proof then gives ((2.4.36))

I1 ≤ C‖U‖2BMO(μ) [I2 + I0̆ ] .

Remark 2.4.7. The only place we use the assumption PS) is (2.4.19). We just need to
assume that PS) holds true for h = Λ(U)|DU|p−1 DU and some measure μ satisfying
M). Combining this with [19, Theorem 5.1] (Remark 2.1.1), which deals only with a pair
u, Du, we need only that some Poincaré inequality (2.1.4) holds for the pair h, Dh. That
is, we do not need (2.1.4) to hold for any h but the function h = Λ(U)|DU|p−1 DU in the
consideration.

2.5 Proof of Theorem 2.2.2

We provide the proof of Theorem 2.2.2.


We consider first the case ω1 = ω20 . Clearly, from the definition of I1,∗ and (2.4.8),
we have for W = K(U)

I1,∗ ≤ ∫ Φ2 (U)|DU|2p+2 ω∗ dμ = ∫ ⟨|DU|2p Λ(U)ω∗ ω20 ℙ(U)DU, DW⟩ dx .


Ω Ω

Applying integration by parts to the last integral, where the boundary integral is
zero because ω∗ ∈ C10 (Ω), we obtain

I1,∗ ≤ −∫ ⟨G, W⟩ dμ ,

−2
∗ ω 0 ℙ(U)DU)ω 0
and W = K(U).
2
where G := div(|DU|2p Λ(U)ω
We now follow the proof of Theorem 2.2.1 to establish a similar version of (2.4.11),
with dμ = ω20 dx and G being defined above, to complete the proof. We see that (2.4.11)
holds true if (2.4.13) does. We then need only establish a similar version of (2.4.13).
Again, we can write g = g1 + g2 with g i = div V i , setting

V1 = ω∗ ω20 |DU|p+1 ℙ(U) (h − J0,ε ) , V2 = ω∗ ω20 |DU|p+1 ℙ(U)J 0,ε ,

where h := Λ(U)|DU|p−1 DU and

J 0,ε := h B ε = ∫ Λ(U)|DU|p−1 DU dμ . (2.5.1)



2.5 Proof of Theorem 2.2.2 | 27

We revisit the lemmas giving the proof of (2.4.13) and estimate


󵄨󵄨 󵄨󵄨
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε g i dx󵄨󵄨󵄨󵄨 dμ , i = 1, 2 . (2.5.2)
Ω ϕ ε ∈ Φ̆ 󵄨 Ω 󵄨

Since ω∗ ≤ 1 we can discard it in the estimates for g1 after the use of integration by
parts (2.4.18) in the proof of Lemma 2.4.2. Because the measure μ supports a Poincaré–
Sobolev inequality (2.1.3), we can repeat the argument in the proof of Lemma 2.4.2 to
obtain the same estimate for the integral in (2.5.2) with i = 1. Similarly, we drop ω∗
in J i ’s, with the exception of J 3 , in the proof of Lemma 2.4.4 to estimate the integral in
(2.5.2) with i = 2. Therefore,
󵄨󵄨 󵄨󵄨 1 1 1 1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε g dx󵄨󵄨󵄨󵄨 dμ ≤ [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I∗̆ 2 ]] I12 .
Ω ϕ ε ∈ Φ̆ 󵄨 Ω 󵄨

Here, the term I∗̆ , replacing I0̆ in (2.4.21), comes from the estimate for

J 3 = D(ω∗ ω20 )|ℙ(U)||DU|p |DU|J 0,ε .

In fact, we write J 3 = ω20 L∗ LJ 0,ε for L∗ = D(ω∗ ω20 )ω−2 −1


0 Λ|DU| and L = Λ |ℙ(U)||DU|
p

to obtain the following version of (2.4.32) (with C1,r being replaced by [Wα ]β+1 ):
󵄨󵄨 󵄨󵄨 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε J 3 dx 󵄨󵄨󵄨󵄨 dμ ≤ C([W α ]β+1 )I∗̆ 2 I12 ,
Ω ϕε 󵄨 Ω 󵄨

with I∗̆ = ‖L∗ ‖22 . That is,

I∗̆ = ∫ |D(ω∗ ω20 )|2 ω−4 2


0 Λ |DU|
2p
dμ = ∫ |D(ω∗ ω20 )|2 ω−2 2
0 Λ |DU|
2p
dx .
Ω Ω

Because |D(ω∗ ω20 )|2 ≲ |Dω∗ |2 ω40 + ω2∗ |Dω0 |2 ω20 , we have

I∗̆ ≲ ∫ |Dω∗ |2 ω20 Λ2 |DU|2p dx + ∫ ω2∗ |Dω0 |2 Λ2 |DU|2p dx .


Ω Ω

̆ , defined by (2.2.12). Meanwhile,


The first integral on the right-hand side is less than I0,∗
we apply the Hardy inequality (2.2.10) in L.2) to the second integral for u = ω∗ Λ|DU|p ,
which belongs to C10 (Ω), and note that (as ω∗ ≤ 1)

|Du|2 ≲ Λ2 |DU|2p−2 |D2 U|2 + |Λ U |2 |DU|2p + |Dω∗ |2 Λ2 |DU|2p .

We then have

∫ ω2∗ |Dω0 |2 Λ2 |DU|2p dx ≤ C∫ |Du|2 ω20 dx ≲ I2 + I1̄ + I0,∗


̆ . (2.5.3)
Ω Ω

Thus, we get the following version of (2.4.13):


󵄨󵄨 󵄨󵄨 1 1 1 1 1 1
∫ sup 󵄨󵄨󵄨󵄨∫ ϕ ε g dx 󵄨󵄨󵄨󵄨 dμ ≤ C [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I0,∗
̆ 2 ]] I 2 .
1
Ω ϕ ε ∈ Φ̆ 󵄨 Ω 󵄨
28 | 2 Interpolation Gagliardo–Nirenberg inequalities

The constant C depends on C PS , C μ and C H . In the same way, Lemma 2.4.5 gives a
similar estimate for ‖G‖L1 (μ) . Hence,
1 1 1 1 1 1
‖G‖Φ̆ ≤ C [I22 + I1̄ 2 + C([W α ]β+1 )[I1̂ 2 + I22 + I0,∗
̆ 2 ]] I 2 .
1

We then apply Lemma 2.4.1 as before and use Young’s inequality to prove (2.3.7)
for the case dμ = ω20 dx.
Finally, if ω1 ∼ ω20 then the integrals in (2.3.7) with respect to the two measures
are comparable, because Dω1 , Dω0 are not involved, so that (2.3.7) holds true as well.
The proof is complete.

Remark 2.5.1. For simplicity we assumed in L.0) that ω∗ ∈ C10 (Ω). More generally, we
need only that u = ω∗ Λ|DU|p ∈ C10 (Ω) so that the Hardy inequality can apply in (2.5.3).
3 The parabolic systems
In this chapter, for any T0 > 0 and bounded domain Ω with smooth boundary in ℝN ,
N ≥ 2, we consider the following parabolic system of m equations (m ≥ 2) for the
unknown u : Q → ℝm , where Q = Ω × (0, T0 ):

{
{ u t − div(A(x, u)Du) = f ̂(x, u, Du) , (x, t) ∈ Q ,
{
{ u = 0 or ∂u
∂ν = 0 on ∂Ω , t ∈ (0, T0 ) , (3.0.1)
{
{
{u(x, 0) = U0 (x) x∈Ω.

Here, A(x, u) is a m × m matrix in x ∈ Ω and u ∈ ℝm , f ̂ : Ω × ℝm × ℝmN → ℝm is a


vector-valued function. The initial data U0 is given in W 1,p0 (Ω, ℝm ) for some p0 > N,
in the dimension of Ω.
We shall be concerned with the solvability of this system and the existence of its
strong solutions. We say that u is a strong solution if u solves (3.0.1) a.e. on Q with
Du ∈ L∞ loc (Q) and D u ∈ L loc (Q).
2 2

The first fundamental problem in the study of (3.0.1) is the local and global exis-
tence of its solutions. One can decide to work with either weak or strong solutions. In
the first case, the existence of a weak solution can be achieved via Galerkin, time dis-
cretization or variational methods but its regularity (e.g., boundedness, Hölder con-
tinuity of the solution and its higher derivatives) is then an open and serious issue.
Several works have been done along this line to improve on the early work [14] of
Giaquinta and Struwe and establish partial regularity of bounded weak solutions to
(3.0.1).
Otherwise, if strong solutions are considered then their existence can be estab-
lished via semigroup theories as in the works of Amann [1, 2]. Combining this with
interpolation theories of Sobolev’s spaces, Amann established local and global ex-
istence of a strong solution u of (3.0.1) under the assumption that one can control
‖u‖W 1,p (Ω,ℝm ) for some p > n. His theory did not apply to the case where f ̂ has a super-
linear growth in Du.
In both aforementioned approaches, the assumption on the boundedness of u
must be the starting point because the techniques rely heavily on the fact that A(x, u)
is regular elliptic. For strongly coupled systems like (3.0.1), as invariant/maximum
principles are generally unavailable, the boundedness of the solutions is already a
hard problem. One usually needs to use ad hoc techniques on a case by case basis to
show that u is bounded [23, 41]). Even so, for bounded weak solutions we know that
they are only Hölder continuous almost everywhere [14]. In addition, there are counter
examples by John and Stará [21] for systems (m = 2) that exhibit solutions that start
smoothly and remain bounded for all time but develop singularities in higher norms
in finite times.
In our recent work [29, 30], we chose a different approach making use of fixed-
point theory and discussed the existence of strong solutions of (3.0.1) under the weak-

https://doi.org/10.1515/9783110608762-003
30 | 3 The parabolic systems

est assumption that they are a priori VMO (vanishing mean oscillation), but not nec-
essarily bounded, and general structural conditions on the data of (3.0.1) that are in-
dependent of x. We assumed only that A(u) is uniformly elliptic. Applications were
presented in [30] when λ(u) has a polynomial growth in |u| and, without the bound-
edness assumption on the solutions, so (3.0.1) can be degenerate as λ(u) → ∞ when
|u| → ∞. The singular case, λ(u) → 0 as |u| → ∞, was not discussed there. Also, the
reaction term f ̂ was assumed to only have linear growth in gradient.
In this book, we will establish much stronger results than those in [29] under more
general assumptions on the structure of (3.0.1) as described in A) and F) of Section 3.1.
Besides the minor fact that the data can depend on x, we allow further that:
– A(x, u) can be either degenerate or singular as |u| tends to infinity.
– f ̂(x, u, Du) can have a superlinear growth in Du as in f.2). Even quadratic growth
in gradient is considered in the low-dimensional case.
– No a priori boundedness of solutions is assumed but a very weak a priori integra-
bility of strong solutions of (3.0.1) is considered.

Most remarkably, the key assumption in [29, 30] that the BMO norm of u is small in
small balls will be replaced by a more versatile one in this paper: K(u) is has small BMO
norm in small balls for some suitable map K : ℝ m → ℝm . This allows us to consider
the singular case where one may not be able to estimate the BMO norm of u but can
estimate that of K(u). Examples in applications when the systems are singular will be
provided later in Section 3.5 where |K(u)| ∼ log(|u|).
One of the key ingredients in the proof in [29, 30] is the local weighted Gagliardo–
Nirenberg inequality involving BMO norm [29, Lemma 2.4]. In this book, we make use
of a new version of this inequality developed in Chapter 2 replacing the BMO norm of
u by that of K(u). Combining this with a new and nontrivial iteration argument, start-
ing with a very weak integrability assumption on the solutions to (3.0.1), we establish
uniform estimates for their derivatives so that a homotopy argument in fixed-point
theories can be used here to provide the existence of strong solutions.
We organize this chapter as follows. We describe the general structural conditions
of (3.0.1) in Section 3.1. These conditions will be referred to throughout the book, with
the exception of Chapter 5. In Section 3.2 we state the main result of this chapter, The-
orem 3.2.3, and present its proof in Section 3.3. A simpler case of this theorem, which
however finds many applications, will be discussed in Section 3.4. Applications of
these theorems will be given in Section 3.5 for the general SKT models (see also Chap-
ter 5 for more general results).

3.1 The main structural conditions

It is always assumed, with the exception of Chapter 5, that the matrix A(x, u) is elliptic
in the sense that there exist two scalar positive continuous functions λ1 (x, u), λ2 (x, u)
3.1 The main structural conditions | 31

such that
λ1 (x, u)|ζ |2 ≤ ⟨A(x, u)ζ, ζ⟩ ≤ λ2 (x, u)|ζ |2 (3.1.1)
for all x ∈ Ω, u ∈ ℝm , ζ ∈ ℝmN .
If there exist positive constants c1 , c2 such that c1 ≤ λ1 (x, u) and λ2 (x, u) ≤ c2
then we say that A(x, u) is regular elliptic. If 0 < λ1 (x, u) and λ2 (x, u)/λ1 (x, u) ≤ c2 ,
we say that A(x, u) is uniform elliptic. In addition, if λ1 (x, u) tends to zero (respec-
tively ∞) when |u| → ∞ then we say that A(x, u) is singular (respectively degenerate)
at infinity.
Without the boundedness assumption on the solutions of (3.0.1), we will consider
the cases when A(x, u) is uniformly elliptic and degenerate/singular at infinity. The
following structural conditions on the data of (3.0.1) will be assumed throughout the
book.
A) A(x, u) is C 1 in x ∈ Ω, u ∈ ℝm and there exist a constant C∗ > 0 and scalar C1
positive functions λ(u), ω(x) such that for all u ∈ ℝm , ζ ∈ ℝmN and x ∈ Ω,

λ(u)ω(x)|ζ |2 ≤ ⟨A(x, u)ζ, ζ⟩ and |A(x, u)| ≤ C ∗ λ(u)ω(x) . (3.1.2)

In addition, there is a constant C such that

|A u (x, u)| ≤ C|λ u (u)|ω(x) , |A x (x, u)| ≤ C|λ(u)||Dω| . (3.1.3)

Here and throughout this book, if B is a C 1 (vector-valued) function in u ∈ ℝm then


we abbreviate its derivative (or Jacobian matrix) ∂B ∂u by B u and its second derivative (or
Hessian matrix) by B uu . Also, with a slight abuse of notations, A(x, u)ζ , ⟨A(x, u)ζ, ζ⟩
in (3.1.1), (5.0.3) should be understood in the following way: For A(x, u) = [a ij (x, u)],
ζ ∈ ℝmN we write ζ = [ζ i ]mi=1 with ζ i = (ζ i,1 , . . . ζ i,N ) and

A(x, u)ζ = [Σ m m
j=1 a ij ζ j ]i=1 , ⟨A(x, u)ζ, ζ⟩ = Σ m
i,j=1 a ij ⟨ζ i , ζ j ⟩ .

The positivity of λ then implies that for any bounded set K ⊂ ℝm there are positive
constants λ∗ (K), λ∗∗ (K) such that

λ∗ (K) ≤ λ(u) ≤ λ∗∗ (K) ∀u ∈ K . (3.1.4)

We also assume that A(x, u) is regular elliptic with respect to x ∈ Ω.


AR) ω ∈ C 1 (Ω) and there are positive numbers μ ∗ , μ∗∗ such that

μ∗ ≤ ω(x) ≤ μ ∗∗ , |Dω(x)| ≤ μ ∗∗ ∀x ∈ Ω . (3.1.5)

Combining (3.1.4) and AR), we see that A(x, u) is regular elliptic for bounded u. When
|u| → ∞, the matrix A(x, u) can be degenerate/singular.
Concerning the reaction vector f ̂(x, u, Du), which may have linear or subquadratic
growth in Du, we assume the following condition.
32 | 3 The parabolic systems

F) There exist a constant C and a nonnegative differentiable function f : ℝm → ℝ


such that either:
f.1) f ̂ has a linear growth in ζ

|f ̂(x, u, ζ )| ≤ Cλ(u)|ζ |ω(x) + f(u)ω(x) , (3.1.6)

and
{|∂ x f ̂(x, u, ζ )| ≤ C[λ(u)|ζ | + f(u)]|Dω(x)| ,
{
{
̂
{|∂ u f (x, u, ζ )| ≤ C[|λ u (u)||ζ | + |f u (u)|]ω(x) ,
{
{ ̂
{|∂ ζ f (x, u, ζ )| ≤ Cλ(u)|ω(x) ;
or that
f.2) f ̂ has a superlinear growth in ζ . There is δ ∈ (0, 2/N) and λ uu (u) exists such
that
|f ̂(x, u, ζ )| ≤ C|λ u (u)||ζ |1+δ ω(x) + f(u)ω(x) , (3.1.7)

{
{ |∂ x f ̂(x, u, ζ )| ≤ C[|λ u (u)||ζ |1+δ + f(u)]|Dω(x)| ,
{
{ |∂ f ̂(x, u, ζ )| ≤ C[|λ uu (u)||ζ |1+δ + |f u (u)|]ω(x) ,
{ u
{ ̂
{|∂ ζ f (x, u, ζ )| ≤ C|λ u (u)||ζ | |ω(x) .
δ

Furthermore, we assume that

|λ uu (u)|λ(u) ≤ C|λ u (u)|2 . (3.1.8)

If f ̂ explicitly depends on x then we also assume that there is a constant C such


that
|λ u (u)||u| ≤ Cλ(u) . (3.1.9)

By a formal differentiation of (3.1.6) and (3.1.7), one can see that the growth conditions
for f ̂ naturally imply those of its partial derivatives in the above assumptions. The
condition (3.1.8) is obviously verified if λ(u) has a polynomial growth in |u|.

3.2 Preliminaries and main results

We state the main results of this paper in this section. The key assumption of these
results is some uniform a priori estimate for the BMO norm of K(u) where K is some
suitable map on ℝm and u is any strong solution to (3.0.1). To begin, we recall some
basic definitions in harmonic analysis.
Let ω ∈ L1 (Ω) be a nonnegative function and define the measure dμ = ω(x)dx.
For any μ-measurable subset A of Ω and any locally μ-integrable function U : Ω → ℝm
we denote by μ(A) the measure of A and U A the average of U over A. That is,
1
U A = ∫ U(x) dμ = ∫ U(x) dμ .
A μ(A) A
3.2 Preliminaries and main results | 33

We define the measure dμ = ω(x)dx and recall that a vector-valued function f ∈


L1 (Ω, μ) is said to be in BMO(Ω, μ) if
1
[f]∗,μ := sup ∫ |f − f B R | dμ < ∞ , f B R := ∫ f dμ . (3.2.1)
B R ⊂Ω BR μ(B R ) B R

We then define
‖f‖BMO(Ω,μ) := [f]∗,μ + ‖f‖L1 (Ω,μ) .

For γ ∈ (1, ∞) we say that a nonnegative locally integrable function w belongs to


the class A γ or w is an A γ weight on Ω if the quantity

󸀠
γ−1
[w]γ,Ω := sup (∫ w dμ) (∫ w1−γ dμ) is finite . (3.2.2)
B⊂Ω B B

Here, γ󸀠 = γ/(γ − 1). For more details on these classes we refer the reader to [40, 45]. If
the domain Ω is specified we simply denote [w]γ,Ω by [w]γ .
To begin, as in [29] with A independent of x, we assume that the eigenvalues of the
matrix A(x, u) are not too far apart. Namely, for C∗ defined in (5.0.3) of A) we assume
SG) (N − 2)/N < C−1 ∗ .

Here C∗ is, in a certain sense, the ratio of the largest and smallest eigenvalues of
A(x, u). This condition seems to be necessary as we deal with systems [31].
First of all, we will assume that the system (3.3.1) satisfies the structural conditions
A) and F). Additional assumptions then follow so that the local weighted Gagliardo–
Nirenberg inequality of Chapter 2 can apply here.
K) There is a C1 map K : ℝm → ℝm such that 𝕂(u) = (K u (u)−1 )T exists and 𝕂u ∈
L∞ (ℝm ). Furthermore, for all u ∈ ℝm ,

|𝕂(u)| ≲ λ(u)|λ u (u)|−1 . (3.2.3)

We consider the following system:

{
{ u t − div(A(x, u)Du) = f ̂(x, u, Du) , (x, t) ∈ Ω × (0, T0 ) ,
{
{ u = 0 or ∂u
∂ν = 0 on ∂Ω × (0, T 0 )
(3.2.4)
{
{
{ u(x, 0) = U0 (x) .
We embed this system in the following family of systems:

{
{ u t − div(A(x, σu)Du) = f ̂(x, σu, σDu) , (x, t) ∈ Ω × (0, T0 ), σ ∈ [0, 1] ,
{
{ u = 0 or ∂u
∂ν = 0 on ∂Ω × (0, T 0 )
(3.2.5)
{
{
{ u(x, 0) = U0 (x) .

For any strong solution u of (3.2.5) we will consider the following assumptions.
34 | 3 The parabolic systems

M.0) There exists a constant C0 such that for some r0 > 1 and β 0 ∈ (0, 1)

sup ‖|f u (σu)|λ−1 (σu)‖L r0 (Ω,μ) ≤ C0 , (3.2.6)


τ∈(0,T 0 )

sup ‖u β0 ‖L1 (Ω,μ) , sup ‖λ β0 (u)‖L1 (Ω,μ) ≤ C0 , (3.2.7)


τ∈(0,T 0 ) τ∈(0,T 0 )

∫∫ |f u (σu)|(1 + |u|2 ) dμdτ ≤ C0 , (3.2.8)


Q

∫∫ (|f u (σu)| + λ(σu))|Du|2 dμdτ ≤ C0 . (3.2.9)


Q

M.1) For any given μ 0 > 0 there is positive R μ0 sufficiently small in terms of the con-
stants in A) and F) such that

sup ‖K(u)‖2BMO(B R (x0 )∩Ω,μ) ≤ μ 0 . (3.2.10)


̄
x 0 ∈Ω,τ∈(0,T 0)

Furthermore, for Wp (σ, x, τ) := λ p+ 2 (σu)|λ u (σu)|−p and any p such that 1 − 1/p <
1

2
C−1
∗ we have sup τ∈(0,T 0 ) [W p ] 4 ≤ C 0 .
3
3

Remark 3.2.1. The conditions (3.2.7) and (3.2.8) are not needed if f ̂ is independent of
x. Also, in many physical models, the ellipticity ‘constant’ λ(u) in A) and the ‘reaction’
f(u) have polynomial growths like λ(u) ∼ (λ0 + |u|)k and f(u) ∼ |u|k0 λ(u) for some
positive constants λ0 , k and k 0 . In these cases, the condition (3.2.6) is clearly true if
‖u‖L l0 (Ω) ≤ C0 for some l0 > k 0 . The conditions in (3.2.7) then come from this if we
choose β 0 to be sufficiently small. Furthermore, in connection with M.1), especially
q
when K(u) = u, we see that (3.2.10) implies |u| is BMO so that |u| ∈ Lloc (Ω) for any
q > 1 and hence M.1) implies M.0), with the exception of (3.2.9).

Remark 3.2.2. The condition on W p in M.1) allows us to make use of the Gagliardo–
Nirenberg inequalities in Chapter 2 for any p ≥ 1. In fact, from the basic properties of
A γ weights, we have

[w δ ]γ ≤ [w]δγ , [w]γ1 ≤ [w]γ2 , if δ ∈ (0, 1) and 1 < γ2 < γ1 .

Furthermore, from the open-end property of weights [17, Theorem 9.2.5], if w is an A γ


weight then w1+δ is also an A γ weight for some δ > 0.
2
Therefore, if [W p3 ] 4 ≤ C0 then we can find α 0 > 2/3 and β 0 < 1/3 such that
3
α
[W p0 ]β0 +1 ≤ C(C0 ). For any p ≥ 1 we can find α, β such that α 0 > α > 2/(p + 2) and
β 0 < β < p/(p + 2) and thus
α
α
[W αp ]β+1,B Rμ0 (x0 )∩Ω ≤ [Wp0 ]β00 +1,B R ≤ C(C0 ) .
α

μ0 (x 0 )∩Ω

It follows that the condition W) on the weight W in Chapter 2 holds and the Gagliardo–
Nirenberg inequalities are available.

The main theorem of this chapter is the following.


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louis a day. This was the plan she finally adopted. Her system, in
short, was to play only a flat stake, never a progression. She played
only one coup a day, stopping if she lost, and took two fictitious
losses before actually playing on the table. She played a hundred
francs on the second, and a hundred francs on the third dozen after
an exhausted run of the first dozen. She put five francs on zero.
It was very much like hard work, and needed both patience and
judgment, but it was possible for her to go on playing this system for
six months without mishap, and in the end just about even up.

3.

One day as she was eating a hurried luncheon she noticed a young
man reading by the window. His hair was ash blonde, brushed
glossily back, his face thin, sensitive, and browned by the sun. When
he smiled at Terese, the waitress, his teeth were milk-white, and very
regular. His eyes should have been blue, but were of a dark, velvety
brown. An extraordinary good-looking boy, she thought, with an air of
refinement, of race. He looked up and caught her eye; immediately
she looked down.
She had seen him before, she fancied, but where? Then she
remembered the young man who had stared at her in the train. It
was strange she should meet him again.
She saw him often afterwards in the gardens, walking hatless, with
his head held high. He never went to the Casino, and seemed very
gay and happy. It was easy to see he was well off, and had not a
care in the world. Once he passed her as she was on her way to her
room, but shyness came over her and she did not glance at him. He
looked so proud; he must be at least the son of an English lord. Why
then should she, daughter of a French head-waiter and an English
bar-maid, be even on bowing terms with him?
Then something happened that quite drove him out of her thoughts.
For ten days she had been playing her system without even a loss,
gaining nearly a thousand francs. Her winnings so far had more than
paid her modest expenses. When she entered the Casino on
Christmas morning she had four bills of a thousand francs each in
her bag. She had also a letter from Jeanne. Jeanne knew of such a
nice little shop on the Boulevard Raspail. It would be empty by the
January term and, if Margot was willing, they would each put in two
thousand francs and take it. Jeanne wanted an answer at once.
Margot was very happy. She would tell Jeanne to take the shop, and
she herself would return to Paris shortly after the beginning of the
new year. She was sorry to think of leaving Monte Carlo, and to give
up roulette; the keen shifts and stresses of the game intrigued her
and she loved that moment of emotion just before the ball dropped.
Then the thought came to her: Why not experience a moment of
more intense emotion than she had ever known? She had a
thousand francs of the bank’s money that she did not absolutely
need. Why not risk it? If she could win with bills of a hundred, why
not with notes of a thousand? She watched the table until the
opportunity came. She placed five hundred francs on the second
dozen, and five hundred on the third, then with an air of unconcern
fell to regarding one of the pictures on the wall. It was a painting of
Watteau-like delicacy, representing autumn; falling leaves, gallants
and ladies of the court....
“Rien ne va plus.”
Would the ball never drop? She heard it knocking about among the
diamond-shaped brass projections. Then silence, and ... zero.
Oh, what a fool she had been! For the first time in weeks she had
forgotten to cover zero. And for the first time in weeks she had
encountered it. She hated the calm croupier who raked in her
thousand francs. There was something so ruthless, so inexorable in
the way he did it. A dull rage filled her. She seemed to be impelled by
something stronger than herself. She took from her bag a second
note of a thousand francs and played it as before. No, she would not
stake on zero. The chances of it repeating were a thousand to one....
Zero! again!
It could not be possible! As she saw another thousand swept away
she felt physically sick. She sat down on a lounge, dazed, stunned.
The impassive croupiers seemed suddenly to become mocking
satyrs, the great guilded hall, pitiless, cruel. She watched a little
hunch-backed croupier spin the wheel by its brass handle; he flipped
the ivory sphere in the other direction in a careless, casual manner.
The girl started up. It was as if she were an automaton, moved by
some force outside of her will. Taking a third thousand franc bill from
her bag, she staked it in the same way as before. No use to stake on
zero this time. The chance of its coming up a third time was a million
to one. She saw the ball go scuttling among the brass knobs; she
heard a great murmur from the gazing crowd; all eyes turned
admiringly to the little hunchback who tried to look as if he had done
it on purpose.... ZERO!
She walked away. A bitter recklessness had seized her. She took out
her remaining thousand franc bill. She would risk it anywhere,
anyhow. A red haired man was coming in at the door. That was an
inspiration. She would play on the red and leave it for a paroli. She
went over to the nearest croupier and handed him her bill.
“Rouge, please.”
But the croupier misunderstood. He put the bill on black, looking at
her for approval. After all, what did it matter? Let it remain on black.
She nodded and black it was. Once more the ball whizzed dizzily
round and dropped into its slot. Rouge.
She had lost. In less than four minutes she had lost four thousand
francs. She pulled down her veil and walked out of the gambling
rooms. Her legs were weak under her and she felt faint. She sat
down on a bench in the atrium. It could not be true! She must have
dreamt it. She opened her hand-bag of shabby black leather and
searched feverishly. All she found was about thirty francs.
She was broke.
CHAPTER SIX
DERELICT

1.

THEN began the great struggle of Margot Leblanc to regain the


money she had lost. It was a pitiable, pathetic struggle, full of
desperate hope. Starting with ten francs, she sought to win back the
two thousand needed to buy the shop with Jeanne. She kept her
room at the pension, but gave up taking her meals there. Instead she
had a cup of coffee and a roll in a cheap café in the Condamine. She
would do without sleep, she told herself; she would be shabby and
shiver with cold ... but she would win back that money!
Every morning she took her place among that weird and shabby mob
of women who storm the Casino doors at opening time, and
scramble for places at the tables, hoping to sell them in the
afternoon to some prosperous player. The Casino, which had been
the cause of their ruin, lets them thus eke out a miserable existence.
Threadbare creatures with vulturish faces, they hang over the tables,
quick-clawed to clutch up the stakes of the unwary.
Margot was glad of every opportunity to make a little money by
selling her place. It meant the price of a square meal: spaghetti, and
salad and cheese, in a cheap Italian restaurant in Beausoleil.
Otherwise, when an increasing dizziness warned her that she had
not yet broken her fast, she had to seek a quiet corner of the
gardens, and lunch on a bit of chocolate and some bread. Then she
would hurry back to the Casino, fearful that in her absence a chance
had come up to make a few francs.
It was a weary, anxious existence. Sometimes indeed she got down
to her last five francs before a sudden turn of luck exalted her again
to the heights of hope. The effect on her nerves was terrible. Her
nights became haunted. Roulette wheels whirled before her closed
eyes and she often dreamed of a mighty one that turned into a great
whirlpool, in which she and all the other players were spinning
around helplessly. And always, just as she was being sucked down
into the vortex, she awoke.

2.

One evening as she sat in a corner of the gardens, silent and


absorbed, a man approached her. He was dark and weedy, and his
eyebrows twitched up and down continually. She recognized him as
one of her fellow-lodgers at the pension, and she had heard him
addressed as Monsieur Martel. After looking sharply at her, he took a
seat by her side.
“Had any luck lately?” he asked with that freemasonry of gamblers
that permits of a promiscuous conversation.
Silently she shook her head.
He lighted a cigarette. “It’s a cruel game,” he observed. “God help
the poor pikers who haven’t enough capital to defend themselves. I
had a hard fight to-day. I was obliged to play a martingale up to five
thousand francs, all to win a wretched louis. But I got out all right. I
imagine you have not been very successful yourself lately. I have
seen you losing.”
She nodded. He drew comfortably nearer.
“Well, that’s too bad. By the way, if I can be of any help to you, give
you any advice.... I have a considerable knowledge of the game....”
She laughed bitterly. “I, too, Monsieur, have a considerable
knowledge of the game. But there ... that is all the capital I have in
the world, ten francs.”
She held out two white chips in her shabby, gloved hand. He noted
the smallness of the hand, and the glimpse of milk-white wrist
between the glove and the threadbare jacket. He drew nearer still.
“Ah! it’s hopeless,” he said, “when one gets down so low. Why not let
me make you a loan? I shall never miss it. You can repay me out of
your winnings. Let me lend you a trifle, say five hundred.”
She looked at him steadily for a moment. “But I have no security to
give you,” she said at last.
He laughed easily. “Oh, that doesn’t matter. Of course, we are
speaking as one Monte Carloite to another. We understand each
other. If I am nice to you, you will be nice to me. My room at the
pension is number fourteen. If you come down and see me this
evening I have no doubt we can arrange matters.”
She rose. In the shadow he could not see the loathing in her eyes.
These men ... they were all alike. Beasts! She left him without a
word.
He waited in his room that night, wondering if she would come. She
did not. He went off to the Casino laughing comfortably. Life was a
great game.
“If it isn’t to-night,” he said to himself, “it will be to-morrow or the day
after. A little more hunger, a little more despair. I have but to wait.
She will come to me. If she doesn’t, what matter? There are lots of
others.”

3.

Some days later she sat in her room staring at her face in the cheap
mirror. There were dark circles around her weary eyes. Her cheeks
were thinned to pathetic hollows, her mouth drooped with despair
and defeat. The Casino had beaten her. She was sick, weak,
nervously unstrung. Try as she would she could not get back her old
healthy view of life; that was the worst of it. Gambling had poisoned
the very blood in her veins.
She had no money to take her back to Paris, even if she were willing
to go, and she felt she would rather die than write and ask for help.
Then to take up the burden of labour again, the life of struggle
without hope and with misery to crown it all, ... Ah! she knew it so
well. She had seen too many of her comrades fight and fall. Must
she too work as they worked, until her strength was exhausted and
she perished in poverty?
There was death, of course! Only last week a young girl, after
pawning all her trinkets, shot herself under the railway bridge. She
would do better than that; she had some little white powders.
Then there was the compromise. Why not? Who under the
circumstances would dare to tell her that death was better than
dishonour? And yet ... she hated to think of doing it. She preferred to
steal. Funny, wasn’t it? Her sense of morality was curious. She
would rather be a thief than a harlot.
But she had no chance to be a thief. It would have to be the other
thing. Rising she put rouge on her ghastly cheeks then rubbed it off
again. No, not just yet! She would ask the young man for the five
hundred francs. If he demanded the quid pro quo she would beg him
to wait until to-morrow. Then she would go to the Casino and risk all.
If she won she would return him his money, and say she had
changed her mind. If she lost ... well, there was the white powder....
She would ask him at once. How dark and silent the house was.
Room fourteen was on the floor below. Softly she crept down the
shabby stairs. She had to put on her cloak; she shivered so.
That was his door. She hesitated, inclined to turn back. Perhaps he
had gone out. Her heart was beating horribly and the hand she put
out trembled. She knocked. There was no answer. Softly she tried
the handle of the door.
END OF BOOK ONE
BOOK TWO
The Story of Hugh
CHAPTER ONE
THE UNHAPPIEST LAD IN LONDON

1.

THE woman he used to call aunty kept a rooming house on Balmoral


Circus, and the boy’s earliest memories were of domestic drudgery.
He cleaned boots until nearly midnight, smudging with grimy
knuckles his sleepy eyes. He slept in a cupboard at the rear of the
hall, along with dirty brushes, smelly dusters and lymphatic cock-
roaches. As he grew taller he learned to make beds and to take care
of the rooms. Aunty nagged at him continually and he had to dodge
occasional blows.
She was an unwieldy woman with a tart tongue and tight varnished
hair. Every afternoon she would put on a battered bonnet and go
forth for what she called “a breff of fresh air.” She would return about
five, smelling of gin and very affable. He preferred her cuffs to her
kisses.
Uncle would come home at a quarter past six. He was a French-
cleaner, a monosyllabic man who loved his pipe. One evening he
broke his stoic silence.
“Missis, it’s time that boy ’ad some schoolin’.”
“Schoolin’! the ideer! And tell me ’oo’s goin’ to do the work of this
’ouse while he’s wastin’ ’is time over a lot o’ useless ’istry an’
jography?”
“I tell you, missis, he’s got to have some eddication. He’s goin’ on for
nine now and knows next to nothin’.”
“Well, you know wot it means. It means payin’ some lazy slut of a
’ouse-maid sixteen bob a month.”
“Well, and why can’t you pay it out of that five ’undred pounds ’is
mother gave you to look after ’im?”
“’Eaven ’ear the man! And ’aven’t I looked after ’im? ’Aven’t I earned
all she gave me? ’Aven’t I bin a second muvver to ’im? Didn’t I nurse
’er like a sister, and ’er dyin’ of consumption? There ain’t many ’as
would ’ave done wot I did.”
The difficulty of his education, however, was solved by the second-
floor back, Miss Pingley, who undertook to give him lessons for two
hours every day. She was the cousin of a clergyman and excessively
genteel, so that his manners improved under her care.
Once he began to read his imagination was awakened. More than
ever he hated the sordid life around him. He began to think seriously
of running away, and would no doubt have done so, had not Uncle
again intervened. One evening the silent man laid down his pipe.
“I’ve got a job for the boy, Missis. He begins work on Monday.”
“Wot!”
“I say get a gel for the work. That lad’s goin’ into business on
Monday.”
“Well, I never!”
“Yes, Gummage and Meek, the cheese people. You ’ear, Hugh?”
“Yes, Uncle. Thank you, Uncle.”
Aunty began to make a fuss, but Uncle promptly told her to shut up.
As for the boy the thought of getting away from dust pans and slop
pails was like heaven to him; so the following Monday, with beating
heart, he presented himself at the office of Gummage and Meek.

2.

Mr. Ainger, the cashier, sat on his high stool, and looked down at a
slim lad, twisting a shabby cap. Mr. Ainger was a tall man of about
fifty, his hair grey, his face fine and distinguished. It was said that in
his spare time he wrote.
“Well, my boy,” he said kindly, “what do you call yourself?”
“Hugh Kildair.”
The gaze of Mr. Ainger became interested. He noted the dark eyes
that contrasted so effectively with the light wavy hair, the sensitive
features, the fine face stamped with race. Centuries of selection, he
thought, had gone to the making of that face.
“A romantic name. So, my boy, you are making a start with us. I don’t
know that it’s what you would choose if you had any say in the
matter. Probably, you’d rather have been a corsair or a cowboy. I
know I would at your age. However, very few of us are lucky enough
to do the things we’d like to do. Life’s a rotten muddle, isn’t it?”
“Yes, sir.”
“Well, my young friend, I do not know if the horizon of your ambition
is bounded by cheese, if it inspires you with passion, with
enthusiasm. Still you might have made a worse choice. You might
have been in oils and varnishes, for instance, or soap. Imagine
handling those compared with that exquisite ivory curd—transmuted
by bovine magic from the dew and daisies of the field. I tell you
there’s romance in cheese; there’s even poetry. I’m sure a most
charming book could be written about it. Pardon me, but you’re not
by any chance thinking of writing a book about cheese, are you?”
“No, sir.”
“Glad to hear it. Now I think of it I might as well do it myself,—a
whimsical Belloc-sort of book with glimpses of many lands. But
there. Let us return to the subject of your future. All I can say is: Do
your best; we’ll do the rest. Now go; and believe me, our
discriminating gaze is upon you.”
In the years that followed, although he saw little of Mr. Ainger, he
was conscious of a protective and sympathetic eye. As for the work
he did not dislike it. It was pleasant in the cool gloom of the
warehouse where cheeses of all shapes and colours made strange
lights and shadows. He had more liberty too, than he would have
had in the office. He was able to make pen and ink sketches of his
companions in his spare moments. At the end of every month he
handed over his pay to Aunty who returned him a trifle for pocket-
money.
At the beginning of his fifth year his salary was raised to fifty pounds.
On the day he received his first instalment he did not return to
Balmoral Circus. Instead he went to a small room in Hammersmith,
carrying his few belongings in a cricket bag. He then wrote to Aunty,
saying he was “on his own,” and he would never see her again.
At last, at last he was free.

3.

How hard that first winter was! Fifty pounds went much further in
those days than it does now, but even then he had to go without
many needful things. An overcoat, for one. You can picture him a tall,
thin pale youth, with a woollen comforter and a shabby suit far too
small for him. He was often cold and hungry. A cough bothered him.
One day Mr. Ainger came down to see him.
“Hullo, young man. You haven’t written that book yet?”
“No, sir.”
“I am surprised. Assailed as you are by a dozen pungent odours do
you not realize that under the cork-trees of Corsica the goats browse
on the wild thyme in order that those shelves may be replenished
with green veined Roquefort; that cattle bells jingle in the high vivid
valleys of the Jura to make for us those grind-stone like masses of
cavernous Gruyère; sitting here are you not conscious of a rhythm
running through it all, of a dignity, even of an epic—cheese?”
“Well,” he went on, “I’ve come to hale you from all this source of
inspiration to a more sordid environment. There’s a spare stool in the
counting-house I think you might ornament.”
“I’ll be glad of a change, sir.”
“Good. By the way, where are you living?”
“Hammersmith, sir.”
“Ah, indeed, I have a cottage on the river. You must come and see
me.”
A fortnight later he took Hugh to his little villa. It was the only real
home the lad had even seen, and was a revelation to him. Mrs.
Ainger was the first sweet woman he had ever met, and he
immediately worshipped her. There were two fine boys and a most
fascinating library.
The Aingers had a great influence on Hugh’s development. Through
them he met a number of nice fellows and instinctively picked up
their manners. He played football, cricket, and tennis,—at which
games he was swift and graceful, but somewhat lacking in stamina.
He studied French, and Mr. Ainger was at great pains to see that he
had a good accent. But best of all, he was able to attend an art
school in the evenings and satisfy a growing passion for painting.
Then the war broke out. He went to France with the First Hundred
Thousand. In the wet and cold of the trenches he contracted
pneumonia and his recovery was slow. As soon as he was well
again, he was transferred to the transport service and drove a
camion in the last great struggle. When he was demobilized he
returned to the office at a comfortable salary.
Everything looked well now, everything but his health. He suffered
from a chronic cold and was nearly always tired.
Then one raw day in early Spring he saw a poor woman throw her
child over the Embankment.
“She was quite close to me,” he told Mr. Ainger afterwards, “so of
course I went in. It was instinctive. Any other chap would have done
the same.
“Well, I grabbed the kid and the kid grabbed me, and there I was
treading water desperately. But it was hard to keep afloat; and I
thought we must both go down. I remember I felt sorry for the little
beast. I didn’t care a hang for myself. Then just as I was about to
give up, they lifted us into a boat. There was a crowd and cheering,
but I was too sick to care. Some one took me home in a taxi and my
landlady put me to bed.”
The chill that resulted affected his lungs. All winter he had fits of
coughing that made him faint from sheer exhaustion. He awoke at
night bathed in cold sweat. In the morning he was ghastly, and rose
only by a dogged effort. One forenoon, after a hard fit of coughing
Mr. Ainger said to him:
“Cold doesn’t seem to improve.”
“No, sir.”
“By the way, ever had any lung trouble in your family?”
“Yes, sir. My mother, I’ve been told, died of it.”
“Look here, take the afternoon off and see our doctor.”
The doctor was a little bald, rosy man. He looked up at Hugh’s nigh
six feet of gaunt weariness.
“You’re not fit to be out, sir. Go home at once. I’ll see you there.”
So Hugh went to his bed, and remained in it all summer.

4.

One day in late October he lay on his bed staring drearily at the
soiled ceiling, and wondering if in all London there was a lad more
unhappy than he.
“A lunger,” he thought bitterly. “Rotten timber! A burden to myself and
others. Soon I must take up the fight again and I’m tired, tired. I want
to rest, do nothing for a year or two. Well, I won’t give in. I’ll put up a
good scrap yet. I’ll——”
Here a knock came at the door. It was the little doctor cheery and
twinkling.
“Hullo! How’s the health to-day?”
“Better, doctor; I’ll soon be able to go back to the office.”
The doctor laughed: “If you remain in London another six months
you’ll be a dead man.”
“What would you have me do?”
“Go away. Live in a warm climate. Egypt, Algeria, the Riviera.”
“And if I go away how long will I live?”
“Oh, probably sixty years.”
“Quite a difference. Well, doctor, I expect I’ll have to stick it out here.
You see, I’ve no money, no friends. Even now I’m living on the
charity of the firm. They’ve been awfully decent, but I can’t expect
them to go on much longer.”
“Have you no relatives?”
“None that I know of. I’m absolutely alone in the world.”
“Well, well! We’ll see about it. Surely something can be done. Don’t
get down-hearted. Everything will come out all right.”
The little doctor went away, and Hugh continued to stare at the
soiled ceiling. There came to him a desperate vision of palms and
sunshine. But that was not for him. He must stay in this raw bleak
London and perish as many a young chap had perished....
Next morning came another knock at the door. It was Mr. Ainger.
“Well, my lad, how are you feeling?”
“A little better. I hope I’ll soon be able to get back to my ledger.”
“Nonsense, my boy! You’ll never come back. You’re expected to
hand in your resignation. The doctor holds out no hope. You can’t go
on drawing on your salary indefinitely.”
Hugh swallowed hard. “No, that’s right. You’ve treated me square. I
can’t complain.”
“Complain, I should say not; look here....”
With that Mr. Ainger took from his pocket a sheaf of crisp Bank of
England notes and began to spread them out on the bed.
“Twelve of them. Ten pounds each. All yours. We collected sixty
pounds in the office and the firm doubled it. And now you’re going to
eternal sunshine, to blue skies, to a land where people are merry
and sing the whole day long. You’ve escaped the slimy clutch of
commerce. Gad! I envy you!”
“Do you really, sir?”
“Yes. I wanted to live in Italy, Greece, Spain; to roam, to be a
vagabond, to be free. But I married, had children, became a slave
chained to the oar. One thing though,—my boys will never be square
pegs in round holes. They’ll have the chance I never had.”
“Perhaps it’s not too late.”
“No, perhaps not. Perhaps some day I’ll join you down there.
Perhaps when I get things settled, I’ll live under those careless skies
where living is rapture. I’ll get back by own soul. I’ll write that book,
I’ve tried all my life to write. Perhaps ... it’s my dream, my dream....”
Mr. Ainger turned abruptly and went out, leaving Hugh staring
incredulously at the counterpane of notes that covered his bed.
CHAPTER TWO
THE CALL OF THE BLOOD

1.

PINES packed the vast valley, climbing raggedly to the pale grey
peaks. Sometimes the mountains swooped down in gulch and butte
of fantastic beauty. The pines were pale green in the sunshine, the
soil strangely red. There was a curious dryness, a hard brilliance
about it all.
As Hugh looked from the train window he had a feeling of home-
coming. It was as if his ancestors had lived in this land; as if in no
other could he thrive so well.
“I’m feeling heaps better,” he thought. “Only let me get six months in
these jolly old pine forests, living like a wood-cutter. The life of
nature, that’s what I need to make a new man of me. Ah! this is my
country. I’m here now; and here I’ll stay.”
Looking at that sky so invincibly blue, that soil so subjugated by the
sun, it seemed hard to believe that elsewhere there could be fog and
cold and sleet. Here the sunshine was of so conquering a quality, it
was difficult to think of sullen lands that could resist it.
Again Hugh felt that sense of familiarity: “I’m a son of the sun,” he
exulted; “a child of the sun-land.”
So absorbed was he that a rasping voice at his side almost startled
him.
“The verdure here is profligate, ain’t it?”
The speaker was a rusty, creaky man smoking a rank cigar. He had
a bony nose, and a ragged moustache. He wore a dusty bowler hat
and a coat with a collar of hard-bitten musk-rat.
“The pines do seem to thrive,” said Hugh.
“Pines is very tendatious,” observed the shabby man. “Very
saloobrious too.”
“Indeed,” said Hugh. “Are you a health-seeker?”
“No, sir. Not ’ealth,—wealth. I’m a man with a system, I am. The
finest system on the Riviera.”
“I wish mine was. It’s rather dicky.”
“Oh, I wasn’t referrin’ to my corporationus system. It’s my system at
roulette. Allow me....”
He handed Hugh a rather soiled card on which was engraved:

Professor Robert Bender,


roulette expert,
inventor of bender’s voisin system
Author of “How to live at the Cost of the Casino.”

“Yes,” supplemented the shabby man importantly. “You see before


you one of the greatest livin’ authorities on roulette. I’ve studied it
now for twenty years. They all consult old Bob. Many a gentleman
I’ve ’elped to fortune. ’Avin’ no capital myself, I’m obliged to let
others ’ave the benefit of my experience.”
“And your system?” queried Hugh politely.
“Well, sir, it’s based on the fact that the old croupiers ’ave a ’abit of
throwin’ the ball in a hotomatic way, so that they ’ave spells when
they throw into the same section of the wheel. Of course, it calls for
judgment and observation.”
“Luck, too, I should imagine.”
“Not so much. Luck is a thing we scientific roulette players try not to
recognize. We aim to beat chance by calculation.”
“Is it really true,” said Hugh, “that one can live at the cost of the
Casino?”
“Certainly. Thousands are doin’ it this very day. Why, I can go in any
time and make a couple of louis.”
“I wish I could.”
“So you can, sir, with a little experience. You’re goin’ to Monte?”
“No, Menton.”
“Ah, that’s a pity. Mentony’s too full of English, too deadly dull.
Monte’s a sporty little gem, the most beautiful spot on earth—and the
wickedest.”
“That sounds interesting.”
“Interestin’ ... I should say so. There’s no square mile on God’s globe
so packed with drama. There’s no theatre a patch on that Casino.
You’d better get off at Monte, sir, and let me put you on to my
system. Sixteen hundred francs capital is all you need, and I
guarantees you a daily profit of from twenty to eighty per cent.”
Hugh thought of the poor two thousand francs that was to last him
for six months.
“I’ll think over it. Meantime I’ve arranged to go to Menton.”
“Well, we’ll surely see you at the tables before long. By the way, sir,
you see that gentleman with the white spats? He’s a English
gentleman, a Mister Jarvie Tope. Very nice man, but he’s got a
system that’s no good. Don’t let him fool you with it.”
“Thank you,” said Hugh, “I’ll be careful.”
The pine-lands had given way to vinelands, the peaks to plains. The
vines pushed jagged forks through the red soil; the olive groves
wimpled in the wind. The goats and donkeys scarcely raised their
heads to gaze at the insolent train. Hugh was in such a deep reverie
that he did not notice the approach of Mr. Jarvie Tope.
Mr. Tope was a little rosy man, round and bland with waxed grey
moustaches. He was well groomed, and seemed on the most
excellent terms with life.
“Ha, ha!” he squeaked as he drew near to Hugh, “Old Bob Bender’s
been warning you against me, I could see it in his eye, the rascal.
Told you, no doubt, I’d try to put you on to my system. Couldn’t, if I
would. I’ve come over to play for a syndicate.”
“Indeed. What sort of a system is yours?”
“Well, it’s based on the idea that the same phenomenon cannot
occur on the same spot at the same moment to-day that it occurred
at the same spot on the same day last year. I have my phenomena
carefully recorded and when the times comes I bet on them. The
probabilities are millions in my favour.”
“There seems to be a lot of systems.”
“No end of ’em. We all think ours is the best and the other fellows’ no
good. With a bit of luck all are good, but you need a lot of capital to
defend yourself, and you must be content with a very moderate
return. And after all none are infallible. That’s what we’re all seeking,
a formula that’s infallible. So far no one has found it, but still we seek
and hope.... You see that old fellow at the end of the corridor?”
“The venerable old chap with the white beard?”
“Yes, I call him Walt Whitman. Well, he’s a man over seventy, going
to Monte Carlo for the first time, a professor from the Sorbonne,
Durand by name. They say he has worked on his system for twenty
years, and is bringing the savings of a lifetime to test it. Ah! we’ll see
what we shall see. Fine looking old chap, isn’t he?”
“Very striking,—like a Hebrew prophet.”
“He has books and books of figures and calculations. What his
system is no one knows. I’ve seen a heap of them come like
conquerors and go away broken on the wheel.”
“You know the place well?”
“I should think so. Never missed a season for twenty years. Coming
here has got to be a habit with me. In summer I have a cottage in
Kent where I grow roses; in winter an apartment in Monte where I
play roulette. Oh, I’m a great boy, you don’t know me.”

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