Problems
Problems
Problems
Contents
1. Introduction 4
2. Basic notations 4
3. Sobolev spaces of integer and fractional orders 5
3.1. Isoperimetric problem for fractional perimeter 5
3.2. Strong capacitary inequality for functions with arbitrary boundary
data 5
3.3. Boundary traces of functions in a Sobolev space 6
3.4. Embedding of a Sobolev space into the space of distributions 6
3.5. An approximation problem in the theory of Sobolev spaces 7
3.6. Extensions of Sobolev functions outside of an angle 7
3.7. Best constants in some classical inequalities 7
3.8. Hardy inequality with capacitary distance to ∂Ω 8
3.9. Uncertainty principle for divergence-free fields 8
3.10. Normalization of an anisotropic Riesz potential space 8
The author would like to thank M. Mitrea and P. Kuchment for the help in editing this
article.
2 Vladimir Maz’ya
1. Introduction
The title of this article was inspired by the title of Sholem Aleichem’s story
“Seventy five thousand”. Alas, the reader will find only seventy five problems
here! I hope each of them can produce a long sequence (a thousand) of others.
The problems below present a sample of questions that I came across
upon during many years of research, but have never seen them solved or even
clearly formulated. Some of them might turn out being rather simple, while
others would present a significant challenge and hopefully attract interest of
beginning researchers and experts alike.
I tried to select questions that can be formulated without much prelim-
inary knowledge. For more explanations the reader is directed to the cited
literature.
The problems included here address both linear and non-linear PDEs.
One can hear sometimes that “all linear problems had been already solved”.
Hopefully, the following list of problems will show that this opinion is mis-
taken.
2. Basic notations
Here some notations which are used in the article are collected.
By a domain Ω we mean an open connected set in Rn with boundary ∂Ω.
We say that Ω is a Lipschitz graph domain if it can be locally explicitly rep-
resented in a certain cartesian system by a Lipschitz function. The domain
is weakly Lipschitz if it is locally Lipschitz diffeomorphic to a ball. Let Hn−1
stand for the (n − 1)-dimensional Hausdorff measure. Let Br (x) denote the
open ball with center x and radius r, Br = Br (0). We shall use the notation
mn for n-dimensional Lebesgue measure and vn for mn (B1 ). We use the nota-
α
tion ∇l u for the distributional gradient of order l, i.e. ∇l u = {DP u}, where
α α1 αn
α is a multi-index (α1 , . . . , αn ), D = Dx1 . . . Dxn and |α| = j αj = l.
We put ∇ = ∇1 .
Let 1 ≤ p < ∞, l ∈ N, and let Ω be a domain in Rn . By Ll,p (Ω)
we denote the space of distributions whose gradient of order l is in Lp (Ω)
supplied with the norm
is completely solved in [23] for p = 2 and by [69, Theorem 15.2] for all values
of p.
It is shown in [48] (see also [24]) that the space Ll,2 (Rn ) can be endowed
with the norm kDl,2 ukL2 (Rn ) , where
Z Xn −δ 1/2
l,2
|u(x + z) − u(x)|2 |zi |li
D u(x) = dz
Rn i=1
with
n
X
δ =2+ li−1 .
i=1
This norm is useful in applications such as the description of multipliers in
Ll,2 (Rn ) and the theory of Dirichlet forms.
Problem. For p 6= 2 find an analog of the just mentioned representation of
the norm in Ll,p (Rn ) involving the difference u(x + z) − u(x).
Remark. Strichartz [101] supplied the space of isotropic Riesz potentials with
the norm kSl ukLp (Rn ) , where
Z ∞ hZ i2 dy 1/2
Sl u (x) = |u(x + z) − u(x)| dz .
0 |z|<y y 1+2(n+l)
3.11. Two-weight Hardy inequality involving first and second derivatives
Let p ≥ 1 and let γ 6= 1 − 2/p. By ψ we denote a function in C0∞ (R2 ). In case
γ < 1 − 2/p we require additionally that ∇ ψ(0) = 0.
Problem. Find the best constant in the inequality
Z Z
p p(γ−1)
p/2 pγ
|∇ ψ| |x| dx ≤ C(p, γ) ψx21 x1 + 2ψx21 x2 + ψx22 x2 |x| dx.
R2 R2
4. Integral operators
4.1. A multi-dimensional integral equation which can be reduced to one-
dimensional
Let ϕ and ψ be functions defined on a multi-dimensional domain Ω.
Problem. Develop a theory of solvability of the integral equation
u(y)
Z
λ u(x) − dy = f (x), (4.1)
Ω ϕ(x) − ψ(y)
where f is a given function and λ is a complex parameter.
Note that (4.1) can be reduced to a certain one-dimensional integral
equation by using the so-called coarea formula, see [69].
4.2. A singular integral operator in Lp (Rn )
Consider the singular integral operator A with the symbol
∂B1 ∋ ω → exp(i λ φ(ω)),
where φ is a smooth real-valued function on ∂B1 , and λ is a large real pa-
rameter.
Problem. Prove or disprove the estimate
1 1
kAkLp (Rn )→Lp (Rn ) ≤ c |λ|(n−1)| 2 − p | ,
where 1 < p < ∞, c depends on n, p and the function φ.
Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 11
R(L) ≥ kLk−1 .
It was shown by I. Gohberg and A. Marcus [20] that the Fredholm radius
of the operator L, acting on a Banach space B equipped with the norm k · k0 ,
satisfies
R(L) = sup{kLk−1 : k · k ∈ N (k · k0 )},
where kLk is calculated with respect to a norm k · k in the set N (k · k0 ) of all
norms in B, equivalent to k · k0 .
Král [35] and Burago and Maz’ya [5] showed that for a n-dimensional
bounded domain D with finite variation of the solid angle ωD (p, E) (p ∈
∂D, E ⊂ Rn ) the essential norm of the harmonic double layer potential in
the Banach space C(∂D) is
2
lim sup var ωD (p, Bδ (p)).
nvn δ→0 p∈∂D
References to other results in the same area can be found in [36, Chapter 7].
where fBr (x) stands for the mean value of f in the ball Br (x).
Problem. Does there exist a Banach space B such that one of the operators
M ♯ or M ♦ is bounded in B whereas the other operator is not bounded?
4.8. Fourier p-capacity and potentials
It is difficult to overestimate the role of various capacities of sets in analysis
and partial differential equations.
Let us introduce the set function
n o
inf kF ukLp (Rn ) : u ∈ C0∞ (Rn ), u ≥ 1 on K (4.2)
Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 13
where αj are real constants, holds for all real-valued functions u ∈ C0∞ (Rn )
if and only if
Xn
αj = 0.
j=1
Let n > 2 and let cap denote the Wiener capacity defined in Section 3.7.
The following condition, sufficient for the Hölder regularity of O and inde-
pendent of L, was found in [52], [54] [55]:
1
1 dρ
Z
lim inf cap(Ω\Bρ ) > 0. (5.3)
r→0 | log r| r ρn−1
Under additional restrictions on the domain, this condition proves to be
necessary for the Hölder regularity, see [54], [104].
Clearly, (5.3) fails or works simultaneously for all operators L. However,
it is not necessary for the Hölder regularity in general, see the counterexample
in [66, p. 509–510]. Although (5.2) formally depends on L, it is natural to
formulate the
for all x ∈ Ω and ξ ∈ Rn , this assertion is not true for dimensions n > 4.
See [95, p. 391–393] for examples of equations whose weak solutions are even
unbounded near an interior point of a domain.
Problem. Prove or disprove that De Giorgi-Nash property holds for dimen-
sions n = 3 and n = 4.
The Hölder continuity of u in the case n = 2 follows from [94].
16 Vladimir Maz’ya
for all closed sets F with finite harmonic capacity (see [71, Section 17.1]).
Problem. Show that (5.9) is not sufficient and find a sharp sufficient condi-
tion for the self-adjointness of ρ−1 ∆ in L2 (ρ).
5.10. Peculiarities of planar C 1 domains and extensions of the Dirichlet
Laplacian
By L1,2 ∞
0 (Ω) we denote the completion of C0 (Ω) in the norm of L
1,2
(Ω). By
1,2
∆ we denote the closure of the Laplacian ∆ : L (Ω) ∩ L0 (Ω) → L2 (Ω).
2,2
2. The closure of the operator (1+ε) ∂x21 +∂x22 , ε > 0, can be non-selfadjoint
whilst for the same Ω, the generalized solution u ∈ L1,2 0 (Ω) of the equa-
tion ∆ u = f satisfies (5.10) and, consequently, ∆ = ∆ = ∆. ˜
Example. Let
−C |x1 |
Ω= x ∈ B1 : x2 > ⊂ R2 ,
| log |x1 | |
where C is a positive constant. Then
˜
∆=∆=∆ if and only if C < π/4,
˜
∆ 6= ∆, ∆ = ∆ if and only if C = π/4,
∆ 6= ∆, ind ∆ = 1 if and only if C > π/4.
These isolated phenomena were studied only for the particular case n = 2
and the Laplace-Dirichlet operator
This is true for the dimensions listed at the end of the previous subsec-
tion (see [67]) and fails for the operator
∂4
∆2x + 10
∂x48
with x = (x1 , . . . , x8 ), see [78].
was introduced in [50] (see also [53]) and proved to be useful in the theory
of higher order elliptic equations. It is well-known that capm (F ) = 0 for all
compact sets F if 2m ≥ n.
Let n > 2m. One of the definitions of the potential-theoretic Riesz
capacity of order 2m is as follows:
n X m! o
R2m (F ) = inf k∂ α uk2L2 (Rn ) : u ∈ C0∞ (Rn ), u ≥ 1 on F . (5.12)
α!
|α|=m
The capacities capm (F ) and R2m (F ) are equivalent, that is their ratio is
bounded and separated from zero by positive constants depending only on n
and m (see [57], [62] and [71, Section 13.3]).
The minimizer in R2m is a Riesz potential of a measure whereas that in
capm is a Riesz potential of a distribution. The last minimizer will be denoted
by UF . By [67], for the dimensions n = 5, 6, 7 if m = 2 and n = 2m+1, 2m+2
if m > 2, the inequalities
0 < UF (x) < 2 (5.13)
hold for all x ∈ Rn \F . In general, the constant 2 cannot be replaced by 1.
satisfies
δ
ω 2 (r)
Z
dr < ∞. (5.14)
0 r
Consider also the condition
dξ
Z
ϕ(ξ) < ∞, (5.15)
|ξ|<δ |ξ|n
where the integral is improper.
The following property of harmonic functions appeared in mathematical
literature at the end of the XIX century: if a harmonic function takes its
minimum value at O, then its inner normal derivative at O is strictly positive.
Problem. Prove that under the a priori requirement (5.14), the condition
(5.15) is necessary and sufficient for the validity of the just formulated prop-
erty of harmonic functions.
Remark. One possible approach is to use the asymptotic formula for harmonic
functions near the Lipschitz boundary established in [30].
Problem. Let m > 1 and 2m ≤ n. Is it true that either the essential spectrum
of L coincides with the half-axis λ ≥ 0, or the point λ = 0 does not belong to
the spectrum of L?
5.17. Singularity of Green’s function for second order elliptic equations with
lower order terms
It is well-known that Green’s function G(x, y) of the uniformly elliptic oper-
ator
∂ ∂u
Lu = − aij (x) , n > 2,
∂xi ∂xj
with measurable bounded coefficients is equivalent to |x − y|2−n near the
point y (see [99], [45]).
Problem. Find necessary and sufficient conditions for the coefficients b1 , . . . , bn
and c preserving the equivalence of |x − y|2−n and Green’s function of the op-
erator
∂u
u → Lu + bi (x) + c(x) u.
∂xi
5.18. Generic degenerating oblique derivative problem
Oblique derivative problem consists in determining solutions of the second
order elliptic equation in a domain Ω ⊂ Rn subject to the boundary condition
∂u
=f on ∂Ω,
∂l
where l denotes a field of unit vectors on ∂Ω. The corresponding boundary
pseudodifferential operator is elliptic if and only if l is nowhere tangent to ∂Ω.
In the non-elliptic case the oblique derivative problem is called degenerate.
Around 1970 V. Arnold [3] stressed the importance of the so-called
generic case of degeneration, where the vector field l is tangent to ∂Ω on a
submanifold of codimention 1 and is not transversal to this submanifold (see
also his well-known book [4, Section 29]).
In [4, Section 29] Arnold writes:
“One of the simplest problems of such a calculation of infinite codi-
mensions corresponding to kernels and cokernels consisting of functions on
manifolds of different dimensions is the oblique derivative problem. If we con-
sider this problem on the sphere bounding an n-dimensional ball, a vector
field tangent to the n-dimensional ambient space is given. A function har-
monic in the ball is to be determined whose derivative in the direction of the
field is equal to a given boundary function.
We consider, for example, the case n = 3. In this case, a generic field
is tangent to the sphere on some smooth curve. There are singular points on
this curve where the field is tangent to the curve itself. The structure of the
field in the neighborhood of each of these singular points is standard: it can
be proved that for any n of a generic field in the neighborhood of every point
of the boundary, the field is given, in an appropriate coordinate system, by
a formula of the form
x2 ∂1 + x3 ∂2 + . . . + xk ∂k−1 + ∂k , k ≤ n,
where ∂j = ∂/∂xj and x1 = 0 on the boundary (cf. S.M. Višik, On the oblique
derivative problem, Vestnik MGU, Ser. Mathem. 1 (1972), 21–28).
22 Vladimir Maz’ya
5.20. Coercive weighted estimates for elliptic equations in domains with in-
ner cusps
Consider the Dirichlet problem for an arbitrary elliptic equation of order 2m
in a domain Ω ⊂ Rn with inner cusp. Two-sided estimates for derivatives of
order 2m of solutions were obtained in [32, Chapter 10] with n > 2m + 1.
Problem. Obtain estimates of the same nature for n ≤ 2m + 1.
5.21. Multiplicative inequality for the linear elasticity system in an arbitrary
domain
One of the theorems obtained in [47] reads as follows:
Let Ω be a three-dimensional domain and let L denote the Lamé oper-
ator defined by
Lu = −∆ u − α ∇ div u,
where α = 1/(1 − 2ν) > −1 and ν is the Poisson’s ratio. Let 1 < q < 3,
p = q/(q − 1) and let L1,q ∞
0 (Ω) stand for the completion of C0 (Ω) in the
1,q
Sobolev space L (Ω). By [47], the condition
α ∈ (α− , α+ ) ≈ (−0.194, 1.524), (5.16)
implies the inequality
1/2 1/2
kukL∞ (Ω) ≤ C kLukLp (Ω) k∇ukLq (Ω) , (5.17)
where C is an absolute constant depending only on α.
Problem. Does (5.17) hold for an arbitrary domain Ω ⊂ R3 without the
assumption (5.16)?
5.22. Lp -dissipativity of the Lamé operator
Consider the Dirichlet problem with zero boundary condition for the Lamé
operator L defined in the previous section.
We say that L is Lp -dissipative if for all u ∈ [C0∞ (Ω)]n
Z
Lu · |u|p−2 u dx ≤ 0,
Ω
5.23. Generalized maximum principle for the Lamé system in a domain with
non-Lipschitz graph conical vertex
Let Ω be a domain with compact closure and whose boundary ∂Ω is smooth
outside one point. We assume that near this point ∂Ω coincides with a cone,
not necessarily a Lipschitz graph.
We consider the Dirichlet problem
∆u + (1 − 2ν)−1 ∇ div u = 0 in Ω,
u=g on ∂Ω,
where ν < 1. The case ν = 1/2 corresponds to the Stokes system, when the
condition div u = 0 becomes explicit.
By [81] for n = 3 (see also [33, Sections 3.6 and 5.5]) and [13] for n ≥ 3,
the generalized maximum principle
kukC(Ω) ≤ CkgkC(∂Ω) (5.19)
holds provided ν ≤ 1/2. The proof fails for ν > 1/2, which gives rise to the
following
Problem. Prove (5.19) under the assumption 1/2 < ν < 1.
5.24. Boundedness of the displacement vector in the traction problem in
domains with non-Lipschitz graph conical vertices
Let Ω be a domain in R3 with ∂Ω smooth outside one point, the vertex of
a non-Lipschitz graph cone. Consider the Neumann problem for the linear
elasticity system
∂σi,j (u)
= f in Ω,
∂xj (5.20)
σi,j (u) νj = 0 on ∂Ω,
where f ∈ C0∞ (Ω), u is the displacement vector,
σi,j = λθδi,j + 2µεi,j , θ = ε11 + ε22 + ε33 ,
!
1 ∂ui ∂uj
εi,j = + .
2 ∂xj ∂xi
Problem. Prove or disprove that the displacement vector is uniformly bounded.
In case of Lipschitz graph domains, the positive answer was given in
[29], [12], and [11].
5.25. Comparison of Martin’s and Euclidian topologies
In [65] a description of the Martin boundary and of the minimal positive
harmonic functions were given without proofs for a class of domains in Rn .
The description just mentioned is as follows.
Let Ω be a bounded domain in Rn with Euclidean boundary ∂Ω, O ∈
∂Ω, and let ∂Ω\{O} be a C 2 manifold. Take spherical coordinates (ρ, τ, α)
with origin O (ρ ≥ 0, |τ | ≤ π/2, α ∈ S n−2 ) and consider the case when Ω
Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 25
∂u (6.3)
= 0 on ∂Ω near O,
∂n
is considered in [28], where an asymptotic formula for an unbounded solution
is given under the assumption of the positivity of the quadratic form
a(x)ξ 2 + 2b(x)ξη + c(x)η 2 . (6.4)
−1
Roughly speaking, the solution has a log log r singularity. This asymptotic
behaviour fails without positivity of the quadratic form. Indeed, the function
u(x) = log r−1 + cos θ satisfies
cos θ
∆u + |∇ u|2 = 0
1 + sin2 θ
on R2+ as well as zero Neumann condition. This example suggests the following
problem.
Problem. Describe the asymptotic behaviour of solutions to (6.3) without
assumption of positivity of the quadratic form (6.4).
6.4. Positive solutions of a non-linear Dirichlet problem with zero boundary
data
Let Ω be a bounded planar domain and let ∂Ω be smooth except for an
angular point O.
Problem. Study the existence, uniqueness and regularity of solutions of the
equation
∆ u − λuk = 0 in Ω
that are positive in Ω and vanish on ∂Ω\{O}. Here λ and k are real numbers.
Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 27
2 u1 ∂u 2 ∂u 2
∆ u1 = − +
|u|2 + 1 ∂x ∂y
(6.7)
2 u2 ∂u 2 ∂u 2
∆ u2 = − 2 +
|u| + 1 ∂x ∂y
28 Vladimir Maz’ya
Problem. Is the right-hand side of (6.8) the only possible isolated singularity
of solutions to system (6.7) at the origin?
∆ u + α u2x + β u2y = 0 in Ω,
∂u
− ∆ u = ∇ u A(x) ∇ u,
∂t
in the half-cylinder {(x, t) : x ∈ Ω, t > 0}, where A is a positive-definite
matrix and Ω is a bounded domain in Rn . Assume that
Problem. Show that the same alternative holds if A is not the unit matrix.
Describe an asymptotic behaviour of unbounded solutions. What happens if
A is not positive-definite?
Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 29
Problem. Describe the space of boundary traces for functions in the domain
of .
Remark. If Ω = Rn+1+ = {(x, t) : x ∈ Rn , t > 0}, then by [18, Corollary 4.6.2]
the traces in question make up the Besov space B 1/2,2 (Rn ).
30 Vladimir Maz’ya
Problem. Obtain a similar result without linearity assumption for the hyper-
bolic operator.
Problem. Find a condition on the function a, necessary and sufficient for the
validity of the inequality
∂u
≤ c kukW 2,2 (Rn )
∂xn L2 (Rn )
a(x)
7.7. Existence of a well-posed boundary value problem for for general dif-
ferential operators in Lp (Ω)
Hörmander (1955) showed the existence of a well-posed boundary value prob-
lem for every differential operator with constant coefficients in an arbitrary
bounded domain. Equivalently, he proved the estimate
Example. For L(D) = ∆−1, any domain is admissible whereas for L(D) = ∆,
n = 3, inequality (7.6) holds if and only if Ω does not contain balls with
arbitrary radii. For n ≥ 4, one needs the notion of biharmonic capacity to
formulate a necessary and sufficient condition in terms of a capacitary inner
radius (see [71, Chapter 16]).
One can even ask the same question for special operators. For instance,
it seems interesting to characterize unbounded domains for which the in-
equalities
kukLp (Ω) ≤ C k∆ u + ukLp (Ω) ,
kukLp (Ω) ≤ C k ukLp (Ω) ,
kukLp (Ω) ≤ C k∂xn u − ∆x′ ukLp (Ω)
hold for all u ∈ C0∞ (Ω). Here and ∂xn −∆x′ are the wave and heat operators.
32 Vladimir Maz’ya
Problem. Assuming that g belongs to the Hölder space C 0,α (∂Ω) for a certain
α ∈ (0, 1), prove that there exists β ∈ (0, 1) such that v ∈ C 0,β (Ω).
Remark. The starting point could be the following property obtained in [13]:
for any solution of the form |x|λ ψ(x/|x|) with Reλ > 1−n/2 one has Reλ > 0.
Problem. Show that the above two facts hold with q > 2 replaced by q > 3 for
the three-dimensional case.
Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 33
8.3. Boundedness of solutions to the Dirichlet problem for the Stokes system
in arbitrary 3D domains
Let Ω be an arbitrary bounded three-dimensional domain. Consider the
Dirichlet problem (8.1).
Problem. Prove or disprove that the variational solutions are uniformly bounded
in Ω.
8.4. Resolvent Lp -estimates for the Dirichlet-Stokes operator
Let Rλ be the resolvent operator of the Dirichlet problem
∆v + ∇p + λ v = f in Ω
div v = 0 in Ω
v = 0 on ∂Ω,
where λ ∈ R and Ω is a bounded domain in Rn .
1
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of domains satisfying a uniform hour-glass condition and a sharp version
38 Vladimir Maz’ya
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the solutions of quasilinear elliptic equations near a nonregular boundary,
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Seventy Five (Thousand) Unsolved Problems in Analysis and PDEs 41
Vladimir Maz’ya
Department of Mathematical Sciences
University of Liverpool
M&O Building
Liverpool, L69 3BX
UK
and
Department of Mathematics
Linköping University
SE-58183 Linköping
Sweden
e-mail: vladimir.mazya@liu.se