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. 2021 Dec 14;201(4):1817–1853. doi: 10.1007/s10231-021-01180-9

A fractional version of Rivière’s GL(n)-gauge

Francesca Da Lio 1,, Katarzyna Mazowiecka 2, Armin Schikorra 3
PMCID: PMC9293877  PMID: 35875187

Abstract

We prove that for antisymmetric vector field Ω with small L2-norm there exists a gauge ALW˙1/2,2(R1,GL(N)) such that

div12(AΩ-d12A)=0.

This extends a celebrated theorem by Rivière to the nonlocal case and provides conservation laws for a class of nonlocal equations with antisymmetric potentials, as well as stability under weak convergence.

Keywords: Fractional divergence, Fractional div-curl lemma, Fractional harmonic maps

Introduction

In the celebrated work [27] Rivière showed that for two-dimensional disks DR2 for any ΩL2(D,so(N)1R2), i.e., Ωij=-ΩjiL2(D,1R2) there exists a GL(N)-gauge, namely a matrix-valued function A,A-1LW1,2(D,GL(N)) such that

div(AΩ-A)=0.

These are distortions of the orthonormal Uhlenbeck’s Coulomb gauges, [36], namely PLW1,2(D,SO(N)) which satisfy

div(PΩPt-PtP)=0.

As Rivière showed in [27], the GL(N)-gauges have the advantage that they can transform equations of the form

-Δu=Ω·u 1.1

into a conservation law

div(Au)=div((A-AΩ)u).

This is important since (1.1) is the structure of the equation for harmonic maps, H-surfaces, and more generally the Euler–Lagrange equations of a large class of conformally invariant variational functionals. The GL(N)-gauge transform allows for regularity theory and the study of weak convergence [27]; it also is an important tool for energy quantization, see [16].

In recent years a theory of fractional harmonic maps has developed, beginning with the work by Rivière and the first named author, [9, 10]. bubbling analysis was initiated in [6]. Fractional harmonic maps have a variety of applications: they appear as free boundary of minimal surfaces or harmonic maps [8, 21, 24, 31]; they are also related to nonlocal minimal surfaces [22] and to knot energies [2, 3].

We recall that in [10] the first named author and Rivière considered nonlocal Schödinger-type systems of the form

(-Δ)14v=ΩvinD(R), 1.2

where Ω is an antisymmetric potential in L2(R,so(N)), vL2(R,RN). The main technique to establish the sub-criticality of systems (1.2) is to perform a change of gauge by rewriting them after having multiplied v by a well-chosen rotation-valued map PW˙1/2,2(R,SO(N)) which is ”integrating” Ω in an optimal way. The key point in [9, 10] was the discovery of particular algebraic structures (three-term commutators) that play the role of the Jacobians in the case of local systems in 2-D with an antisymmetric potential and that enjoy suitable integrability by compensations properties. In [17] the second and the third named authors introduced a new approach to fractional harmonic maps by considering nonlocal systems with an antisymmetric potential which is seen itself as a nonlocal operator. As we will explain later, such an approach is similar in the spirit to that introduced by Hélein in [15] in the context of harmonic maps.

It begins with the definition of “nonlocal one forms”. FLp(od1Rn) if F:Rn×RnR and

RnRn|F(x,y)|pdxdy|x-y|n<.

The s-differential, which takes function u:RnR into 1-forms, is then given by

dsu(x,y):=u(x)-u(y)|x-y|s.

The scalar product for two 1-forms, FLp(od1Rn) and GLp(od1Rn), is then given by

F·G(x)=RnF(x,y)G(x,y)dy|x-y|n.

The fractional divergence divs, which takes 1-forms into functions, is then the formal adjoint to ds, namely

divsF[φ]:=RnF·dsφφCc(Rn).

For more details we refer to Sect. 2. With this notation in mind we now consider equations of the form

div12(d12u)=Ω·d12uinR, 1.3

or in index form

div12(d12ui)=j=1NΩij·d12ujinR,i=1,,N,

where u(L2+L)W˙12,2(R,RN) and Ωij=-ΩjiL2(od1R).

The main observation in [17] is that the above notation and the above equation are not merely some random definitions of only analytical interest. Rather it was shown that the role of (1.3) for fractional harmonic maps is similar to the role of (1.1) for harmonic maps. In [17] it was shown that there exists a div-curl lemma in the spirit of [5], that fractional harmonic maps into spheres satisfy a conservation law in the spirit of [15], and that fractional harmonic maps into spheres essentially satisfy equations of the form (1.3), in the spirit of [27], and that an analogue of Uhlenbeck’s gauge exist. In [20] this argument was further pushed to equations of stationary harmonic map in higher dimensional domains.

We mention that in [7] the authors found quasi conservation laws for nonlocal Schrödinger-type systems of the form

(-Δ)1/4v=Ωv+g(x) 1.4

where vL2(R), ΩL2(R,so(N)), and g is a tempered distribution. As we have already pointed out above, systems (1.4) represent a particular case of systems (1.3) studied in the present paper in the sense that the antisymmetric potential Ω in (1.4) is a pointwise function. The conservation laws found in [7] are a consequence of a stability property of some three-term commutators by the multiplication of PSO(N) and also of the regularity results obtained previously for such commutators. The reformulation of (1.4) in terms of conservation laws has permitted to get the quantization in the neck regions of the L2 norms of the negative part of sequences of solutions to systems of the type (1.4).

The conservation laws that we obtain in the current paper are more similar in the spirit to those found in the paper [27] for harmonic maps and concern nonlocal systems (1.3) where the antisymmetric potential acts in general as a nonlocal operator. We hope this technique to be as useful for the question of concentration compactness and energy quantization for systems as it was in the local case in [16]; a question we will study in a future work.

Applying a gauge ALW˙12,2 to the Eq. (1.3), we find (see Lemma 4.1),

div12(Aikd12uk)=AiΩk-d12Aik·d12uk.

Our main result is then the existence of the nonlocal analogue of Rivière’s GL(N)-Coulomb gauge [27], namely we have

Theorem 1.1

There exists a number 0<σ1 such that the following holds.

If ΩL2(od1R) is antisymmetric, i.e., Ωij=-Ωji and satisfies

ΩL2(od1R)<σ,

then there exists an invertible matrix-valued function ALW˙12,2(R,GL(N)) such that for ΩA:=AΩ-d12A we have

div12ΩA=0.

Moreover, we have

[A]W12,2(R)ΩL2(od1R),AL(R)1+ΩL2(od1R). 1.5

As an immediate corollary, we obtain

Corollary 1.2

(Conservation law) Assume uW˙12,2(R,RN)(L2+L)(R,RN) and fW˙-12,2(R,RN) satisfy

div12(d12u)=Ω·d12u+f,inD(R)

and Ω satisfies the condition of Theorem 1.1. Then there exists a matrix A such that for ΩA:=AΩ-d12A we have

div12Ad12u-(ΩA)u=Af,inD(R),

where (ΩA)(x,y):=ΩA(y,x).

Theorem 1.1 is applicable to the half-harmonic map system as derived [17, Proposition 4.2], because of a localization result, see Proposition B.1.

With the methods of Theorem 1.1, we obtain the analogue of [27, Theorem I.5], our second main result.

Theorem 1.3

Assume ΩL2(od1R) is a sequence of antisymmetric vector fields, i.e., (Ωij)=-(Ωji), weakly convergent in L2 to an ΩL2(od1R). Assume further that fW˙-12,2(R,RN) converges strongly to f in W˙-12,2, and assume that u(L2+L(R))W˙12,2(R,RN) is a sequence of solutions to

(-Δ)12u=Ω·d12u+finD(R) 1.6

such that supuL2+L(R)+[u]W12,2(R)<. Then, up to taking a subsequence u converges weakly in W˙12,2(R,RN) to some uW˙12,2(R,RN)((L2+L)(R,RN)), which is a solution to

(-Δ)12u=Ω·d12u+finD(R).

Here, as usual, we denote

fL2+L(R)=inff1L2(R)f1L2(R)+f-f1L(R).

Theorem 1.3 will be proven in Sect. 4.

Preliminaries and useful tools

We follow the notation of [17] for the nonlocal operators. For readers convenience we recall it here. We write M(Rn) for the space of all functions f:RnR measurable with respect to the Lebesgue measure dx and M(od1Rn) for the space of vector fields F:Rn×RnR measurable with respect to the dxdy|x-y|n measure, where “od" stands for “off diagonal”.

For two vector fields F,GM(od1Rn), the scalar product is defined as

F·G(x):=RnF(x,y)G(x,y)dy|x-y|n.

For any p>1 the natural Lp-space on vector fields F:Rn×RnR is induced by the norm

FLp(od1Rn):=RnRn|F(x,y)|pdxdy|x-y|n1p

and for DRn we define

FLp(od1D):=(D×Rn)(Rn×D)|F(x,y)|pdxdy|x-y|n1p.

Let s(0,1). For f:RnR we let the s-gradient ds:M(Rn)M(od1Rn) to be

dsf(x,y):=f(x)-f(y)|x-y|s.

Observe that with this notation we have

dsfLp(od1Rn)=[f]Ws,p(Rn),

where

[f]Ws,p(Rn)=RnRn|f(x)-f(y)|p|x-y|n+spdxdy1/p

is the Gagliardo–Slobodeckij seminorm.

Let s(0.1) and FM(od1Rn). We define the fractional s-divergence in the distributional way

divsF[φ]:=RnRnF(x,y)dsφ(x,y)dxdy|x-y|n,φCc(Rn),

whenever the integrals converge.

With this notation we have divsds=(-Δ)s, i.e.,

Rndsf·dsg(x)dx=2Cn,sR(-Δ)sf(x)g(x)dx,

where the fractional Laplacian is defined as

(-Δ)sf(x):=Cn,sP.V.Rnf(x)-f(y)|x-y|2sdy|x-y|n.

A simple observation is the following

Lemma 2.1

Let FM(od1Rn) then we define

F(x,y):=F(y,x).

If divsF=0 then divsF=0.

Moreover, for any FM(od1Rn) and uM(Rn) we have

divs(Fu(x))=divs(F)u+F·dsu 2.1

and

divs(Fu(y))=divs(F)u-F·dsu 2.2

whenever each term is well-defined.

Proof

We have

F(x,y)u(x)(φ(x)-φ(y))=F(x,y)(u(x)φ(x)-u(y)φ(y))-F(x,y)(u(x)-u(y))φ(y).

Thus,

divs(Fu(x))[φ]=RnRnF(x,y)u(x)(φ(x)-φ(y))|x-y|n+sdydx=RnRnF(x,y)(u(x)φ(x)-u(y)φ(y))|x-y|n+sdydx-RnRnF(x,y)(u(x)-u(y))φ(y)|x-y|n+sdydx. 2.3

As for the latter term, we have

-RnRnF(x,y)(u(x)-u(y))φ(y)|x-y|n+sdydx=-RnRn-F(y,x)(u(x)-u(y))φ(x)|x-y|n+sdydx=RnRnF(x,y)(u(x)-u(y))φ(x)|x-y|n+sdydx. 2.4

Combining (2.3) with (2.4), we obtain (2.1). The proof of (2.2) is similar.

We also denote

|Ds,qf|(x):=Rn|f(x)-f(y)|q|x-y|n+sqdy1q.

We will be using the following “Sobolev embedding” theorem.

Theorem 2.2

Let s(0,1), t(s,1), and let p,p>1 satisfy

s-np=t-np,

where q>1 with p>nqn+sq. Then we have

|Ds,qf|Lp(Rn)(-Δ)t2fLp(Rn) 2.5

and for any r[1,]

|Ds,qf|L(p,r)(Rn)(-Δ)t2fL(p,r)(Rn). 2.6

For the proof see Appendix C.

We will also need the following Wente’s inequality from [17].

Lemma 2.3

([17, Corollary 2.3]) Let s(0,1), p>1, and let p be the Hölder conjugate of p. Assume moreover that FLp(od1R) and gWs,p(R) with divsF=0. Let R be a linear operator such that for some Λ>0 satisfies

|R[φ]|Λ(-Δ)14φL(2,)(R),

where L(2,)(R) denote the weak L2 space. Then any distributional solution uW˙12,2(R) to

(-Δ)12u=F·dsg+RinR

is continuous. Moreover, if limx±|u(x)|=0, then we have the estimate

uL(R)+d12uL2(od1R)FLp(od1R)dsgLp(od1R)+Λ. 2.7

Our proof will also be based on the following choice of a good gauge.

Theorem 2.4

([17, Theorem 4.4]) For Ωij=-ΩjiL2(od1R), there exists PW˙12(R,SO(N)) such that

div12ΩijP=0foralli,j{1,,N},

where

ΩP=12d12P(x,y)PT(y)+PT(x)-P(x)Ω(x,y)PT(y)-P(y)Ω(x,y)PT(x)

and

[P]W12,2(R)ΩL2(od1R). 2.8

Proof of Theorem 1.1

In this section we prove Theorem 1.1. We will be looking for an A in the form A=(I+ε)P, where P is chosen to be the good gauge from Theorem 2.4. The idea to take perturbation of rotations of the form (I+ε)P has been taken from [28] in the context of local Schrödinger equations with antisymmetric potentials. This has been also exploited in [7].

Lemma 3.1

Assume that A=(I+ε)P.

Then for

ΩP(x,y)=12d12P(x,y)PT(y)+PT(x)-P(x)Ω(x,y)PT(y)-P(y)Ω(x,y)PT(x)

we have

A(x)Ω(x,y)-d12A(x,y)=-(I+ε(x))ΩP(x,y)P(y)-d12ε(x,y)P(y)+Rε(x,y),

where Rε is given by the formula

Rε(x,y):=12(I+ε(x))(d14P(x,y)d14PT(x,y)-P(x)Ω(x,y)PT(x)-PT(y)+P(x)-P(y)Ω(x,y)PT(x))P(y). 3.1

Proof

Recall that

d12(fg)(x,y)=d12f(x,y)g(y)+f(x)d12g(x,y).

Thus, applying this to d12((I+ε)P)(x,y) we get

A(x)Ω(x,y)-d12A(x,y)=(I+ε(x))P(x)Ω(x,y)-d12(I+ε)P(x,y)=(I+ε(x))P(x)Ω(x,y)-d12P(x,y)-d12ε(x,y)P(y)=-(I+ε(x))d12P(x,y)PT(y)-P(x)Ω(x,y)PT(y)P(y)-d12ε(x,y)P(y). 3.2

Next we observe that

d12P(x,y)PT(y)-P(x)Ω(x,y)PT(y)=12d12P(x,y)PT(x)+PT(y)-P(x)Ω(x,y)PT(y)-P(y)Ω(x,y)PT(x)-12(d12P(x,y)PT(x)-PT(y)-P(x)Ω(x,y)PT(x)-PT(y)+P(x)-P(y)Ω(x,y)PT(x)). 3.3

That is, plugging in (3.3) into (3.2) we get the claim for

Rε(x,y):=12(I+ε(x))(d14P(x,y)d14PT(x,y)-P(x)Ω(x,y)PT(x)-PT(y)+P(x)-P(y)Ω(x,y)PT(x))P(y).

Lemma 3.2

Assume that we have εLW˙1/2,2(R),aW˙1/2,2(R), and BL2(od1R) satisfying the equations

-(I+ε(x))ΩP(x,y)P(y)-d12ε(x,y)P(y)+Rε(x,y)=d12a(x,y)+B(x,y) 3.4

and

-div12(I+ε(x))ΩP(x,y)-div12d12ε(x,y)+div12(Rε(x,y)PT(y))=div12B(x,y)PT(y), 3.5

with

[P]W1/2,2(R)<σ. 3.6

Then, for sufficiently small σ we have a=const.

Proof

We multiply (3.4) by PT(y) from the right and take the 12-divergence on both sides; then subtracting (3.5), we obtain

div12(d12a(x,y)PT(y))=0. 3.7

We use nonlocal Hodge decomposition Lemma A.1 and get the existence of functions a~W˙12,2(R), B~L2(od1R) such that

d12a(x,y)PT(y)=d12a~(x,y)+B~(x,y), 3.8

and (recall |P|=1)

div12B~=0andB~L2(od1R)d12aL2(od1R). 3.9

Thus, taking the 12-divergence in (3.8) we obtain

0=div12(d12a(x,y)PT(y))=div12(d12a~(x,y)+B~(x,y))=div12(d12a~)=(-Δ)12a~.

This gives (-Δ)12a~=0, thus a~ is constant and without loss of generality we can take a~=0, see also [11, Theorem 1.1]. Thus, (3.8) becomes

d12a(x,y)PT(y)=B~(x,y).

That is

d12a(x,y)=B~(x,y)P(y).

Taking the 12-divergence, we obtain by Lemma 2.1

(-Δ)12a=-B~·d12P, 3.10

since on the right-hand side we have a div-curl term we can apply fractional Wente’s inequality, Lemma 2.3, and obtain from (2.7)

d12aL2(od1R)B~L2(od1R)d12PL2(od1R).

Combining this with (3.9) and (3.6), we get

d12aL2(od1R)σd12aL2(od1R),

which implies for sufficiently small σ that

d12aL2(od1R)=[a]W1/2,2(R)=0

and thus aconst.

Now we will focus on showing that there exists a solution to the Eqs. (3.4) and (3.5). We will do this by using the Banach fixed point theorem.

Proposition 3.3

Let ΩL2(od1R) be antisymmetric. There is a number 0<σ1 such that the following holds:

Take PW˙12,2(R,SO(N)) and ΩPL2(od1R) from Theorem 2.4. Let us assume that

[P]W1/2,2(R)+ΩL2(od1R)<σ. 3.11

Then, there exist εLW˙1/2,2(R), aW˙1/2,2(R), and BL2(od1R) that solve the equations

-(I+ε(x))ΩP(x,y)P(y)-d12ε(x,y)P(y)+Rε(x,y)=d12a(x,y)+B(x,y)-div12(I+ε(x))ΩP(x,y)-div12(d12ε(x,y))+div12(Rε(x,y)PT(y))=div12BPT(y), 3.12

where Rε is defined in (3.1).

Moreover, ε satisfies the estimate

εL(R)+[ε]W12,2(R)ΩL2(od1R). 3.13

We will need the following remainder terms estimates.

Lemma 3.4

We have the following estimates

div12(RεPT(y))[φ](1+εL(R))(ΩL2(od1R)+[P]W1/2,2(R))[P]W1/2,2(R)(-Δ)14φL(2,)(R) 3.14

and

div12(Rε1-Rε2)PT(y)[φ]ε1-ε2L(R)(ΩL2(od1R)+[P]W1/2,2(R))[P]W1/2,2(R)(-Δ)14φL(2,)(R). 3.15

Proof

We observe that for any φCc(R) we have

div12(RεPT(y))[φ]RR(I+ε(x))d14P(x,y)d14PT(x,y)d12φ(x,y)dxdy|x-y|+RR(I+ε(x))P(x)Ω(x,y)PT(x)-PT(y)d12φ(x,y)dxdy|x-y|+RR(I+ε(x))P(x)-P(y)Ω(x,y)PT(x)d12φ(x,y)dxdy|x-y|1+εLRR|d14P(x,y)|2|d12φ(x,y)|+|Ω(x,y)||d14P(x,y)||d14φ(x,y)|dxdy|x-y|=1+εLI+II. 3.16

Let M be the Hardy–Littlewood maximal function and let α(0,1). We will use the following fractional counterpart (for the proof see [31, Proposition 6.6])

|f(x)-f(y)||x-y|αM((-Δ)α2f)(x)+M((-Δ)α2f)(y) 3.17

of the well-known inequality, see [4, 14]

|f(x)-f(y)||x-y|M|f|(x)+M|f|(y).

We begin with the estimate of the first term on the right-hand side of (3.16).

We observe that by (3.17) and by the symmetry of the integrals we obtain

I:=RR|d14P(x,y)|2|d12φ(x,y)|dxdy|x-y|R|M((-Δ)14φ)(x)|R|d14P(x,y)|2dydx|x-y|. 3.18

Applying Hölder’s inequality (for Lorentz spaces), we obtain

R|M((-Δ)14φ)(x)|R|d14P(x,y)|2dydx|x-y|(-Δ)14φL(2,)|D14,2P|2L(2,1)=(-Δ)14φL(2,)|D14,2P|L(4,2)2, 3.19

where we used the notation from Sect. 2: for s(0,1) and q>1 we write

|Ds,qf|(x):=R|f(x)-f(y)|q|x-y|1+sqdy1q.

Applying Theorem 2.2, (2.6) for t=12, we get

|D14,2P|L(4,2)2(-Δ)14PL(2,2)2(-Δ)14PL22=[P]W1/2,22. 3.20

Thus, combining (3.18), (3.19), and (3.20) we obtain

I=RR|d13P(x,y)|2|d13φ(x,y)|dxdy|x-y|[P]W1/2,2(R)2(-Δ)14φL(2,)(R). 3.21

As for the second term of (3.16), we have

II:=RR|Ω(x,y)||d14P(x,y)||d14φ(x,y)|dxdy|x-y|ΩL2(od1R)RR|d14P(x,y)|2|d14φ(x,y)|2dxdy|x-y|12. 3.22

Applying once again (3.17), we obtain

RR|d14P(x,y)|2|d14φ(x,y)|2dxdy|x-y|RRM((-Δ)18φ)(x)+M((-Δ)18φ)(y)2|d14P(x,y)|2dxdy|x-y|RM((-Δ)18φ)(x)2R|d14P(x,y)|2dydx|x-y|. 3.23

Using Hölder’s inequality and then Sobolev embedding, we get

RM((-Δ)18φ)(x)2R|d14P(x,y)|2dydx|x-y|(M(-Δ)18φ)2L(2,)(R)|D14,2P|2L(2,1)(R)(-Δ)18φL(4,)(R)2|D14,2P|L(4,2)(R)2(-Δ)14φL(2,)(R)2|(-Δ)14PL(2,2)(R)2, 3.24

where for the estimate of the last term we used again Theorem 2.2, (2.6), with t=12.

Combining (3.22), (3.23), and (3.24), we obtain

II=RR|Ω(x,y)||d14P(x,y)||d14φ(x,y)|dxdy|x-y|ΩL2(od1R)(-Δ)14φL(2,)(R)[P]W1/2,2(R). 3.25

Finally, from (3.16), (3.21), and (3.25) we get

|div12(RεPT(y))[φ]|(1+εL(R))ΩL2(od1R)+[P]W1/2,2(R)[P]W1/2,2(R)(-Δ)14φL(2,)(R).

This finishes the proof of (3.14).

In order to prove (3.15) we observe

div12(Rε1-Rε2)PT(y)[φ]ε1-ε2L(I+II).

Thus, in order to conclude it suffices to apply the estimates (3.21) and (3.25).

Proof of Proposition 3.3

Let X=LW˙12,2(R).

For any εX we have A=(1+ε)PLW˙12(R), which implies AΩ-d12AL2(od1R) and thus, from Lemma 3.1, we have

-(I+ε(x,y))ΩP(x,y)P(y)-d12ε(x,y)P(y)+Rε(x,y)L2(od1R).

We apply for this term the nonlocal Hodge decomposition, Lemma A.1: given εX we find a(ε)W12,2(R) and B(ε)L2(od1R) with div12B(ε)=0 satisfying

-(I+ε(x,y))ΩP(x,y)P(y)-d12ε(x,y)P(y)+Rε(x,y)=d12a(ε)(x,y)+B(ε)(x,y) 3.26

with the estimates

B(ε)L2(od1R)+[a(ε)]W12,2(R)(1+εL(R))([P]W1/2,2(R)+ΩL2(od1R))+[ε]W1/2,2(R). 3.27

Similarly, if for any two ε1,ε2X we consider the difference of the corresponding Eq. (3.26) we get

B(ε1)-B(ε2)L2(od1R)ε1-ε2L(R)([P]W1/2,2(R)+ΩL2(od1R))+[ε1-ε2]W1/2,2(R). 3.28

Now we define the mapping T:XX as the solution to

-div12(I+ε(x))ΩP(x,y)-div12d12T(ε)(x,y)+div12(Rε(x,y)PT(y))=div12B(ε)(x,y)PT(y) 3.29

with lim|x|T(ε)(x)=0.

Using Lemma 2.1 Eq. (3.29) can be rewritten as

-(-Δ)12T(ε)=div12B(ε)PT(y)+div12(I+ε(x))ΩP-div12(RεPT(y))=-B(ε)·d12PT+d12(I+ε)·(ΩP)-div12(RεPT(y)). 3.30

We used in the second inequality Lemma 2.1.

We observe that on the right-hand we have fractional div-curl-terms: div12B(ε)=0 and div12(ΩP)=0. Let us denote

Λε:=(1+εL(R))(ΩL2(R)+[P]W1/2,2(R))[P]W1/2,2(R).

By Lemma 3.4, (3.14), the rest term in (3.30) satisfies

div12(RεPT(y))[φ]Λε(-Δ)14φL(2,)(R).

Thus, we may apply the nonlocal Wente’s lemma, i.e., Lemma 2.3 and obtain

T(ε)L(R)+[T(ε)]W1/2,2(R)B(ε)L2(od1R)[P]W1/2,2(R)+[ε]W1/2,2(R)(ΩP)L2(od1R)+Λε=B(ε)L2(od1R)[P]W1/2,2(R)+[ε]W1/2,2(R)ΩPL2(od1R)+Λε. 3.31

Moreover, let ε1,ε2X, then we have

-(-Δ)12(T(ε1)-T(ε2))=div12(B(ε1)-B(ε2))PT(y)+div12(ε1-ε2)(x)ΩP-div12((Rε1-Rε2)PT(y))=-(B(ε1)-B(ε2))·d12PT+d12(ε1-ε2)·(ΩP)-div12((Rε1-Rε2)PT(y)), 3.32

where in the last equality we have used again Lemma 2.1.

Again, we observe that

div12(B(ε1)-(B(ε2))=0anddiv12(ΩP)=0,

and from Lemma 3.4, (3.15), we may estimate the reminder term in (3.32)

|div12(Rε1-Rε2)PT(y))[φ]|Λε1,ε2(-Δ)14φL(2,)(R), 3.33

where

Λε1,ε2:=ε1-ε2L(R)([P]W1/2,2(R)+ΩL2(R))[P]W1/2,2(R). 3.34

Therefore, we may apply the nonlocal Wente’s Lemma 2.3 for Eq. (3.32) and obtain

T(ε1)-T(ε2)L(R)+[T(ε1)-T(ε2)]W1/2,2(R)B(ε1)-B(ε2)L2(od1R)[P]W1/2,2(R)+[ε1-ε2]W1/2,2(R)ΩpL2(od1R)+Λε1,ε2. 3.35

Combining (3.35) with (3.28) and (3.34), we get

T(ε1)-T(ε2)L(R)+[T(ε1)-T(ε2)]W1/2,2(R)ε1-ε2L(R)[P]W1/2,2(R)+ΩL2(od1R)[P]W1/2,2(R)+[ε1-ε2]W1/2,2(R)[P]W1/2,2(R)+ΩL2(od1R)(ε1-ε2L(R)+[ε1-ε2]W1/2,2(R))σ,

where in the last inequality we used (3.11).

Thus, taking σ small enough we obtain

T(ε1)-T(ε2)L(R)+[T(ε1)-T(ε2)]W1/2,2(R)λε1-ε2L(R)+[ε1-ε2]W1/2,2(R),

for a 0<λ<1, which implies that T is a contraction. Consequently, by Banach fixed point theorem, there exists a unique εX, such that T(ε)=ε. That is we have a solution T(ε)=ε, which is a solution to

-(I+ε(x))ΩPP(y)-d12εP(y)+Rε=d12a(ε)+B(ε)-div12(I+ε(x))ΩP-div12d12ε+div12(RεPT(y))=div12B(ε)PT(y).

Moreover, combining (3.31) with (3.27) and (3.11) we obtain the following estimate on ε

εL(R)+[ε]W12,2(R)σεL(R)+σ[ε]W12,2(R)+ΩL2(od1R)+[P]W12,2(R), 3.36

which gives for sufficiently small σ

εL(R)+[ε]W12,2(R)ΩL2(od1R)+[P]W12,2(R).

Proof of Theorem 1.1

By Proposition 3.3 we obtain the existence of an εLW˙12,2(R), aW˙12,2(R), BL2(od1R) with div12B=0 satisfying the equations solution T(ε)=ε, which is a solution to

-(I+ε(x))ΩPP(y)-d12εP(y)+Rε=d12a+B-div12(I+ε(x))ΩP-div12d12ε+div12(RεPT(y))=div12BPT(y),

where PW˙12,2(R,SO(N)) and ΩPL2(od1R) are taken from Theorem 2.4 and [P]W1/2,2(R)ΩL2(od1R)σ.

By Lemma 3.2 we have for sufficiently small σ

-(I+ε(x))ΩPP(y)-d12εP(y)+Rε=B.

Thus, defining for ε from Proposition 3.3, A:=(I+ε)P, we have by Lemma 3.1

AΩ-d12A=B.

The invertibility of A follows from the invertibility of P and I+ε. Finally, since A=(I+ε)P, we obtain from (3.13) and (2.8) the estimates

[A]W12,2(R)(1+εL)[P]W12,2(R)+[ε]W12,2(R)ΩL2(od1R),

and

AL(R)1+ΩL2(od1R).

This finishes the proof.

Weak convergence result: Proof of Theorem 1.3

Using Lemma 2.1, we obtain the following.

Lemma 4.1

Assume that ΩL2(od1R). Then uW˙12,2(R,RN)(L2+L(R)) is a solution to

(-Δ)12ui=Ω·d12u 4.1

if and only if for any invertible matrix-valued function A,A-1LW˙12,2(R,GL(N)),

div12(Aikd12uk)=AijΩjk-d12Aik·d12uk.

In a first step we prove the “local version” of Theorem 1.3.

Proposition 4.2

Let σ>0 be the number from Theorem 1.1. Let {u}N be a sequence as in Theorem 1.3 of solutions to

(-Δ)12u=Ω·d12u+finD(R).

Additionally, let us assume that for some bounded interval DR we have

supΩL2(od1D)<σ. 4.2

Then

(-Δ)12u=Ω·d12u+finD(D).

Proof

Let us define ΩD,:=χD(x)χD(y)ΩL2(od1R). Then by (4.2) we have

ΩD,L2(od1R)ΩL2(od1D)<σ. 4.3

By Theorem 1.1 for ΩD, there exists a gauge A such that

div12(ΩD,A)=0, 4.4

where ΩD,A:=AΩD,-d12A.

Let D1D be an open set.

By assumption and Lemma 4.1, we have for any ψCc(D1) and for ΩA=AΩ-d12A

RAd12u·d12ψ=RΩA·d12uψ+f[Aψ].

Here with a slight abuse of notation we write for the matrix product f[Aψ]i:=kfk[Aikψ].

Let us denote ΩDc,:=Ω-ΩD,. Then we have

RAd12u·d12ψ=RΩD,A·d12uψ+RAΩDc,·d12uψ+f[Aψ].

By Lemma 2.1 and (4.4), we have div12ΩD,A=0, thus again by Lemma 2.1 we get ΩD,A·d12u=div12ΩD,Au(x). Therefore,

RAd12u·d12ψ=RΩD,A·ud12ψ+RAΩDc,·d12uψ+f[Aψ]. 4.5

We will pass with in (4.5). Roughly speaking, the convergence of most of the terms will be a result of a combination of weak–strong convergence. We first observe that by Theorem 1.1 we have

AW˙12,2(R)ΩD,L2(od1R)σandAL(R)1+σ.

Thus, supAW˙12,2(R)< and supAL(R)<. Up to taking a subsequence we obtain

AAweakly inW˙12,2(R,RN),AAlocally strongly inL2, 4.6

where we used the Rellich–Kondrachov’s compact embedding theorem and ALW˙12,2(R,GL(N)). By the pointwise a.e. convergence, we have AL(R)1+σ.

By (4.3) we also have up to a subsequence

ΩD,ΩDweakly inL2od1R,

where ΩDL2(od1R).

By assumptions of the Theorem we also have, up to a subsequence,

uuweakly inW˙12,2(R),uulocally strongly inL2,

where uW˙12,2(R,RN).

Let us choose a large R1, such that in particular D1B(R). We begin with the first term of (4.5).

Step 1. We claim that (up to a subsequence)

limRAd12u·d12ψ=RAd12u·d12ψ. 4.7

Indeed, we observe

RAd12u·d12ψ-RAd12u·d12ψ=R(A-A)d12u·d12ψ+RA(d12u-d12u)·d12ψ. 4.8

By weak convergence of d12u in L2(od1R), we have

limRA(d12u-d12u)·d12ψ=0. 4.9

As for the first term on the right-hand side of (4.8), we observe that since suppψD1B(R),

RR(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy=B(R)B(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy+RB(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy+B(R)R\B(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy. 4.10

By strong convergence in L2 of A on compact domains, we have

limB(R)B(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdylimA-AL2(B(R))ψLip[u]W12,2(B(R))=0 4.11

and (noting once again that suppψD1)

limR\B(R)B(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdylimA-AL2(B(R))[u]W12,2(R)R\B(R)supxD1|ψ(x)-ψ(y)|2|x-y|2dy12limA-AL2(B(R))[u]W12,2(R)ψLR\B(R)11+|y|2dy12=0. 4.12

In the last inequality we used the fact that if xD1 and yR\B(R) then |x-y|1+|y|.

For the last term of (4.10), we similarly use that if ysuppψ and xR\B(R), then we have |x-y|1+|x| with a constant independent of R.

B(R)R\B(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdyAL+ALψLD1R\B(R)|u(x)|+|u(y)|1+|x|2dxdyAL+ALψLuL2(D1)R\B(R)11+|x|2dx+AL+ALψLuL+L2(R)R\B(R)dx1+|x|2+R\B(R)dx(1+|x|2)212AL+ALψLuL2(D1)+uL+L2(R)R-12.

So we have

limRsupB(R)R\B(R)(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy=0. 4.13

By (4.10), (4.11), (4.12), and (4.13) we obtain the convergence of the first term on the right-hand side of (4.8), i.e.,

limRR(A(x)-A(x))(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy=0. 4.14

Thus, combining (4.8), (4.9), and (4.14) we obtain the claim (4.7).

Step  2. We claim that (up to a subsequence)

limRΩD,A·ud12ψ=RΩDA·ud12ψ, 4.15

where ΩDA:=AΩD-d12A.

Indeed, we write

RΩD,A·ud12ψ-RΩDA·ud12ψ=RRΩD,A(x,y)u(x)-ΩDA(x,y)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|=RRA(y)ΩD,(y,x)u(x)-A(y)ΩD(y,x)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|-RRd12A(y,x)u(x)-d12A(y,x)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|. 4.16

Now, in order to obtain

lim0RRA(y)ΩD,(y,x)u(x)-A(y)ΩD(y,x)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|=0 4.17

we split the integral in two

RRA(y)ΩD,(y,x)u(x)-A(y)ΩD(y,x)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|=RRA(y)u(x)(ΩD,(y,x)-ΩD(y,x))ψ(x)-ψ(y)|x-y|12dxdy|x-y|+RRA(y)u(x)-A(y)u(x)ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|. 4.18

The first term on the right-hand side of (4.18) converges to zero as . This follows from the weak convergence of ΩD,ΩD in L2(od1R), the fact that ΩD,-ΩD is supported on D×D, and that A(y)u(x)d12ψ(x,y)χD(x)χD(y)L2(od1R) (the easy verification of the latter is left to the reader).

As for the second term on the right-hand side of (4.18), we begin with the observation that

RRA(y)u(x)-A(y)u(x)ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|=RRA(y)-A(y)u(x)ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|+RRA(y)(u(x)-u(x))ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|. 4.19

To estimate the first term of the right-hand side of (4.19), we first note that the support of ΩD, is D×D and then we use Hölder’s inequality

limRR(A(y)-A(y))u(x)ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|limDDA(y)-A(y)u(x)ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|limA-AL2(D)uL2(D)ΩD,L2(od1R)ψLip=0. 4.20

Now we verify the convergence of the second term of the right-hand side of (4.19). Again we use that the support of ΩD, is D×D and thus by the strong convergence in L2 of u on compact domains we have

limRRA(y)(u(x)-u(x))ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|limDDA(y)(u(x)-u(x))ΩD,(y,x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|limALu-uL2(D)ΩD,L2(od1R)ψLip=0. 4.21

We also claim that

limRRd12A(y,x)u(x)-d12A(y,x)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|=0. 4.22

To verify this statement, we divide the integral in two

RRd12A(y,x)u(x)-d12A(y,x)u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|=RRd12A(y,x)(u(x)-u(x))ψ(x)-ψ(y)|x-y|12dxdy|x-y|+RR(d12A(y,x)-d12A(y,x))u(x)ψ(x)-ψ(y)|x-y|12dxdy|x-y|. 4.23

The second term on the right-hand side of (4.23) converges to zero as , because d12Ad12A weakly in L2(od1R) and u(x)d12ψ(x,y)L2(od1R).

We verify the convergence of the first term on the right-hand side of (4.23). First we note that by the strong convergence of u in L2 on compact domains we have

limB(R)B(R)d12A(y,x)(u(x)-u(x))ψ(x)-ψ(y)|x-y|12dxdy|x-y|u-uL2(B(R))ψLip[A]W12,2(R)=0 4.24

and

limR\B(R)B(R)d12A(y,x)(u(x)-u(x))ψ(x)-ψ(y)|x-y|12dxdy|x-y|limu-uL2(B(R))[A]W12,2(R)ψLR\B(R)11+|y|2dy12=0. 4.25

Finally, we have since suppψD1B(R)

B(R)R\B(R)d12A(y,x)(u(x)-u(x))ψ(x)-ψ(y)|x-y|12dxdy|x-y|[A]W12,2(R)ψLR\B(R)|u(x)-u(x)|21+|x|2dx12[A]W12,2(R)ψLu-uL2+L(R)maxR\B(R)11+|x|2dx12,11+R212R-12[A]W12,2(R)ψLu-uL2+L(R). 4.26

This gives

limRsupB(R)R\B(R)d12A(y,x)(u(x)-u(x))ψ(x)-ψ(y)|x-y|12dxdy|x-y|=0. 4.27

Thus, the convergence of the first term of (4.23) follows from (4.24), (4.25), and (4.27). We proved (4.22).

Now (4.15) follows from (4.16) combined with (4.17) and (4.22).

Step  3. We claim that

div12ΩDA=0. 4.28

That is, we claim that for any φCc(R) we have

0=limRRΩD,Aφ(x)-φ(y)|x-y|12dxdy|x-y|=RRΩDAφ(x)-φ(y)|x-y|12dxdy|x-y|.

We write

RRΩD,Aφ(x)-φ(y)|x-y|12dxdy|x-y|-RRΩDAφ(x)-φ(y)|x-y|12dxdy|x-y|=RRA(y)ΩD(y,x)-A(y)ΩD,(y,x)d12φ(x,y)dxdy|x-y|+RRd12A(y,x)-d12A(y,x)d12φ(x,y)dxdy|x-y|. 4.29

As for the second term of (4.29), we observe that by weak convergence of d12A in L2(od1R) we have

limRRd12A(y,x)-d12A(y,x)d12φ(x,y)dxdy|x-y|=0.

As for the first term of (4.29), we proceed exactly as in Step 1 and obtain

limRRA(y)ΩD(y,x)-A(y)ΩD,(y,x)d12φ(x,y)dxdy|x-y|=0.

This finishes the proof of (4.28).

Step  4. We claim that (up to a subsequence)

limAΩDc,·d12uψ=RAΩDc·d12uψ, 4.30

where ΩDc=Ω-ΩD and ΩL2(od1R) is the one given in the assumptions of the theorem.

Indeed, since ΩDc,(x,y)=0 whenever both x,yD we have by the support of ψ,

RAΩDc,·d12uψ=RR(A(x))ij(ΩDc,)jk(x,y)uk(x)-uk(y)|x-y|12ψ(x)χ|x-y|dist(D1,D)dxdy|x-y|=RR(ΩDc,)jk(x,y)(A(x))ijuk(x)-uk(y)|x-y|12ψ(x)χ|x-y|dist(D1,D)dxdy|x-y|. 4.31

We set

F(x,y):=χ|x-y|dist(D1,D)u(x)-u(y)|x-y|12A(x)ψ(x)

and

F(x,y):=χ|x-y|dist(D1,D)u(x)-u(y)|x-y|12A(x)ψ(x).

We claim that we have the strong convergence

limF-FL2(od1R)=0. 4.32

Indeed, we have

RR|F(x,y)-F(x,y)|2dxdy|x-y|RD1d12u(x,y)A(x)-d12u(x,y)A(x)2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|RD1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|+RD1d12u(x,y)2|A(x)-A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|. 4.33

For the first term of the right-hand side of (4.33), we take R1, such that in particular suppψD1DB(R) and estimate

RD1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|=R\B(R)D1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|+B(R)D1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|. 4.34

Now, for the second term of the right-hand side of (4.34) we have

B(R)D1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|AL(D1)2+AL(D1)2ψL2B(R)D1|u(x)-u(x)|2+|u(y)-u(y)|2|x-y|2dxdyAL(D1)2+AL(D1)2ψL2dist-2(D1,D)(B(R)D1|u(x)-u(x)|2dxdy+B(R)D1|u(y)-u(y)|2dxdy)C(D1,D,R)AL(D1)2+AL(D1)2u-uL2(B(R))2.

Thus, by the strong convergence on compact sets of u in L2 we obtain

limB(R)D1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|=0. 4.35

Now we estimate the first term of the right-hand side of (4.34). We observe that for all large R, whenever xsuppψ and yB(R), we have |x-y|1+|y|. Therefore,

R\B(R)D1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|AL(D1)2+AL(D1)2ψL2R\B(R)D1|u(x)-u(x)|2+|u(y)-u(y)|21+|y|2dxdyAL(D1)2+AL(D1)2ψL2u-uL2(D1)2R\B(R)11+|y|2dy+AL(D1)2+AL(D1)2ψL2u-uL2+L(R)2maxR\B(R)11+|y|2dy,11+R2R-1AL(D1)2+AL(D1)2ψL2u-uL2+L(R)2.

Thus,

limRsupR\B(R)D1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|=0. 4.36

Combining (4.34) with (4.35) and (4.36), we obtain the convergence of the first term of the right-hand side of (4.33)

limRD1d12u(x,y)-d12u(x,y)2|A(x)|2+|A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|=0. 4.37

As for the second term of the right-hand side of (4.33), we observe that since AA pointwise almost everywhere, we have

limd12u(x,y)2|A(x)-A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)|x-y|=0pointwise a.e. inD1×R.

Moreover, we have

d12u(x,y)2|A(x)-A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)1|x-y|supAL2+AL2d12u(x,y)2|ψ(x)|2χ|x-y|dist(D1,D)1|x-y|

and the right-hand side is independent of and integrable. Thus, by dominated convergence theorem we have

limRD1d12u(x,y)2|A(x)-A(x)|2|ψ(x)|2χ|x-y|dist(D1,D)dxdy|x-y|=0. 4.38

Now, plugging (4.38) and (4.37) into (4.33) we establish (4.32).

Thus, (4.32) and a combination of the weak convergence of Ω,Dc and the strong convergence of F implies

limRΩ,Dc(x,y)F(x,y)dxdy|x-y|=RΩDc(x,y)F(x,y)dxdy|x-y|.

This establishes (4.30).

Step 5. We claim that

limf[Aψ]=f[Aψ]. 4.39

Indeed, this holds because Aψ is uniformly bounded in W˙12,2, Aψ converges weakly to Aψ in W˙12,2, and by assumption ff in W-12,2.

Step 6. Passing to the limit.

Passing with in (4.5), using (4.7), (4.15), (4.30), and (4.39), we obtain

RAd12u·d12ψ=RΩDA·ud12ψ+RAΩDc·d12uψ+f[Aψ]. 4.40

By (4.15) we know that ΩDA is 12-divergence free and thus by Lemma 2.1 we have

RΩDA·ud12ψ=RΩDA·d12uψ,

which combined with (4.40) and formulas ΩDA=AΩD-d12A and ΩDc=Ω-ΩD gives

RAd12u·d12ψ=RΩA·d12uψ+f[Aψ]. 4.41

This holds for any ψCc(D1). By density we can invoke Lemma 4.1, which leads to the claim.

Corollary 4.3

Let u, Ω, and f be as in Theorem 1.3. Let DR. Then there exists a locally finite ΣD such that

(-Δ)12u=Ω·d12u+finD\Σ.

Proof

We follow in spirit the covering argument of Sacks–Uhlenbeck [30, Proposition 4.3 & Theorem 4.4].

By assumptions there is a number Λ>0 such that supNΩL2(od1R)<Λ.

Let αN and let Bα:={B(xi,α,2-α):xi,αD} be a family of balls such that DBα and each point xD is covered at most λ times, and such that for a smaller radius we still have DiB(xi,α,2-α-1). Then

iB(xi,α,2-α)R|Ω(x,y)|2dxdy|x-y|<Λλ.

Now, let σ>0 be the number from Theorem 1.1, then there exists at most Λλσ balls in Bα on which

B(xi,α,2-α)R|Ω(x,y)|2dxdy|x-y|>σ.

Thus, by Proposition 4.2, we obtain that except for K<Λλσ+1 balls from Bα we have

Rd12u·d12φi=RΩ·d12uφi+f[φi]for allφiCc(B(xi,α,2-α-1)). 4.42

Let us denote those balls by B(yi,α,2-α) for i=1,,K. Then by (4.42) we get

Rd12u·d12ψ=RΩ·d12uψ+f[ψ],for allψCcD\iKB¯(yi,α,2-α-1). 4.43

Since αND\i=1KB¯(yi,α,2-α-1)=D\{x1,,xK}, (4.43) holds for any ψCc(D\Σ), where Σ:={x1,,xK}. This gives the claim.

In order to conclude we will need a removability of singularities lemma, compare with [18, Proposition 4.7].

Lemma 4.4

Let uW˙12,2(R,RN), fL1(R,RN), and gW-12,2(R). Assume that for some locally finite set ΣD we have

(-Δ)12u=f+ginD\Σ.

Then

(-Δ)12u=f+ginD.

Proof

For simplicity of presentation let us assume that Σ={x0}. By definition we have for any φCc(D\{x0})

DD(u(x)-u(y))(φ(x)-φ(y))|x-y|2dxdy=Df(x)φ(x)dx+g[φ].

Let {ζ}NCc(D,[0,1]) be the sequence from Lemma D.1, i.e., such that for all N we have

ζ1onBρ(x0),ζ0outsideBR(x0),andlim[ζ]W12,2(D)=0 4.44

for a 0<ρ<R0 as .

Now let ψCc(D) and then ψ:=ψ(1-ζ)Cc(Σ\{x0}) is an admissible test function and we have

DD(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy-I=Df(x)ψ(x)dx+g[ψ]-II-III. 4.45

We have

I:=DD(u(x)-u(y))(ψ(x)ζ(x)-ψ(y)ζ(y))|x-y|2dxdy=DD(u(x)-u(y))ψ(x)(ζ(x)-ζ(y))|x-y|2dxdy+DD(u(x)-u(y))(ψ(x)-ψ(y))ζ(y)|x-y|2dxdyψL(D)[u]W12,2(D)[ζ]W12,2(D)+BRD|u(x)-u(y)||ψ(x)-ψ(y)||x-y|2dxdy. 4.46

Thus, by (4.44) and by the absolute continuity of the integral we have limI=0.

Secondly,

II:=Df(x)ψ(x)ζ(x)dxψLBR|f(x)|dx0, 4.47

by the absolute continuity of the integral.

Thus, passing with in (4.45) we get for any ψCc(D)

DD(u(x)-u(y))(ψ(x)-ψ(y))|x-y|2dxdy=Df(x)ψ(x)dx.

Lastly,

III:=g[ψζ]0,

because, by (4.44), we have [ψζ]W12,20.

This finishes the proof.

Proof of Theorem 1.3

Combining Corollary 4.3 and Lemma 4.4, we obtain the claim.

Acknowledgements

Funding is acknowledged as follows

(FDL) Swiss National Fund, SNF200020_192062: Variational Analysis in Geometry;

(KM) FSR Incoming Post-doctoral Fellowship;

(AS) Simons Foundation (579261).

The authors would also like to thank the anonymous referee for helpful comments.

Appendix A: Nonlocal Hodge decomposition

Lemma A.1

Let p>1, s(0,1), GLp(od1Rn) then there exists a decomposition1

G=dsa+B,

where aW˙s,p(Rn) and BLp(od1Rn) with divsB=0. Moreover,

BLp(od1Rn)+[a]Ws,p(Rn)GLp(od1Rn). A.1

Proof

Since GLp(od1Rn) we have divsGWs,p(Rn), namely

divsG[φ]GLp(od1Rn)[φ]Ws,p(Rn).

Recall that for 0<s<1 and 1p< we have W˙s,p(Rn)=F˙p,ps(Rn) [34, 2.3.5]. Moreover, divsGF˙p,p-s, since (-Δ)-s:F˙p,ps(Rn)F˙p,p-s(Rn) is an isomorphism [29, §2.6.2, Proposition 2, p.95]. In particular, there is a unique solution aF˙p,ps(Rn) to the distributional equation

(-Δ)sa=divsG.

with

[a]F˙p,ps(Rn)[divsG]Fp,p-s(Rn)GLp(od1Rn).

We have found aF˙p,ps(Rn)=W˙s,p(Rn), and we have

Rndsa·dsφ=RnFφφCc(Rn).

The uniqueness of a up to a normalization assumption would follow by considering a difference of two solutions and an application of nonlocal Liouville theorem [11, Theorem 1.1].

Now define B:=G-dsa. We have

divsB=divsG-divs(dsa)=divsG-(-Δ)sa=0,

which finishes the proof.

Appendix B: Localization

The next proposition follows from a relatively straightforward localization results, see, e.g., [19].

Proposition B.1

Assume D1D2DDR open intervals and let uL1(R,RN)+L(R,RN)W˙12,2(D,RN) be a solution to

(-Δ)D12u=Ω·Dd12u+finD.

That is, assume

DD(u(x)-u(y))(φ(x)-φ(y))|x-y|2dxdy=DDΩ(x,y)d12u(x,y)φ(x)dxdy|x-y|+Dfφ,φCc(D). B.1

Let ηCc(D1) and set v:=ηu and Ω~ij(x,y)=χD2(x)χD2(y)Ωij(x,y). Then

(-Δ)12v=Ω~·d12v+ηf+G(u,·)inR,

where G is a bilinear form with the following estimates for any s(0,12) and ε>0

|G(u,φ)|C(η,s,ε,D1,D2)1+ΩL2(od1D)·uL2(D)+L(D)+[u]Ws,2(D2)·φL2(D)+L(D)+φL1s(D2)+φL1+L(R)+[φ]Wε,22s+1(D2).

In particular we have

Ω~L2(od1R)ΩL2(od1D2).

Proof

Let φCc(R). We have

η(x)u(x)-η(y)u(y)φ(x)-φ(y)=(u(x)-u(y))(η(x)φ(x)-η(y)φ(y))+(η(x)-η(y))u(y)φ(x)-u(x)φ(y).

Since ηφCc(D) it is an admissible test function and we have from the Eq. (B.1)

DD(v(x)-v(y))(φ(x)-φ(y))|x-y|2dxdy=DDΩ(x,y)d12u(x,y)η(x)φ(x)dxdy|x-y|+Rfηφ+G1(u,φ).

Here,

G1(u,φ)=DD(η(x)-η(y))u(y)φ(x)-u(x)φ(y)|x-y|2dxdy.

Moreover, we have

RR(v(x)-v(y))(φ(x)-φ(y))|x-y|2dxdy=DD(v(x)-v(y))(φ(x)-φ(y))|x-y|2dxdy+G2(u,φ),

where, because suppvD1,

G2(u,φ)=2D1v(x)R\D(φ(x)-φ(y))|x-y|2dydx.

That is we have

RR(v(x)-v(y))(φ(x)-φ(y))|x-y|2dxdy=DDΩ(x,y)d12u(x,y)η(x)φ(x)dxdy|x-y|+Rfηφ+G1(u,φ)+G2(u,φ).

Furthermore, since

d12u(x,y)η(x)=d12(ηu)(x,y)-u(y)d12η(x,y)

and suppvD1, we have

DDΩ(x,y)d12u(x,y)η(x)φ(x)dxdy|x-y|=DDΩ(x,y)d12v(x,y)φ(x)dxdy|x-y|-DDΩ(x,y)u(y)d12η(x,y)φ(x)dxdy|x-y|=RRχD2(x)χD2(y)Ω(x,y)d12v(x,y)φ(x)dxdy|x-y|+D\D2D2Ω(x,y)d12v(x,y)φ(x)dxdy|x-y|+D2D\D2Ω(x,y)d12v(x,y)φ(x)dxdy|x-y|-DDΩ(x,y)u(y)d12η(x,y)φ(x)dxdy|x-y|.

So if we set

G3(u,φ):=D\D2D2Ω(x,y)d12v(x,y)φ(x)dxdy|x-y|+D2D\D2Ω(x,y)d12v(x,y)φ(x)dxdy|x-y|

and

G4(u,φ):=-DDΩ(x,y)u(y)d12η(x,y)φ(x)dxdy|x-y|,

then we have shown for any φCc(R),

RR(v(x)-v(y))(φ(x)-φ(y))|x-y|2dxdy=RΩ~·d12vφ+Rfηφ+i=14Gi(u,φ).

It remains to estimate each Gi(u,φ).

Estimate ofG1: By the support of η we have

G1(u,φ)=D2D2(η(x)-η(y))u(y)φ(x)-u(x)φ(y)|x-y|2dxdy+2D1D\D2(η(x)-η(y))u(y)φ(x)-u(x)φ(y)|x-y|2dxdy. B.2

As for the first term, we have

D2D2(η(x)-η(y))u(y)φ(x)-u(x)φ(y)|x-y|2dxdyηLipD2D2|u(y)φ(x)-u(x)φ(y)||x-y|dxdyηLipD2|u(y)|D2|φ(x)-φ(y)||x-y|dxdy+D2|φ(y)|D2|u(x)-u(y)||x-y|dxdyηLipD2|u(y)-(u)D2|D2|φ(x)-φ(y)||x-y|dxdy+ηLipuL1(D2)D2D2|φ(x)-φ(y)||x-y|dxdy+ηLipD2|φ(y)|D2|u(x)-u(y)||x-y|dxdy. B.3

We observe that for any p(1,) and any ε>0 we have

D2D2|φ(x)-φ(y)||x-y|dxpdy=D2D2|φ(x)-φ(y)||x-y|ε|x-y|εdx|x-y|pdy[φ]Wε,p(D2)supyD2D2|x-y|εpdx|x-y|ppC(D2)[φ]Wε,p(D2).

Thus, for any ε>0 and any s(0,12) we have

D2|u(y)-(u)D2|D2|φ(x)-φ(y)||x-y|dxdy+uL1(D2)D2D2|φ(x)-φ(y)||x-y|dxdyC(D2)u-(u)D2L21-2s(D2)[φ]Wε,22s+1(D2)+uL1(D2)[φ]Wε,22s+1(D2). B.4

We also have

D2|φ(y)|D2|u(x)-u(y)||x-y|dxdyφL2(D2)[u]Ws,2(D2). B.5

Combining (B.3) with (B.4) (in which we use Poincarè inequality) and (B.5), we obtain

D2D2(η(x)-η(y))u(y)φ(x)-u(x)φ(y)|x-y|2dxdyηLipuL1(D2)+[u]Ws,2(D2)φL2(D2)+[φ]Wε,22s+1(D2). B.6

For the second term of (B.2), observe that for xD1 and yD\D2 we have |x-y|1+|y|, so we have

2D1D\D2(η(x)-η(y))u(y)φ(x)-u(x)φ(y)|x-y|2dydxηLD1D\D2u(y)φ(x)+u(x)φ(y)1+|y|2dydxηLuL1+L(D)φL1+L(D). B.7

Thus, by (B.2), (B.6), and (B.7) we get

|G1(u,φ)|uL1+L(D)+[u]Ws,2(D2)φL2+L(D)+[φ]Wε,22s+1(D2). B.8

Estimate ofG2: Similarly as in (B.7), if xD1 and yR\D we have |x-y|1+|y|, and thus

|G2(u,φ)|ηuL2(D)φL2(D1)+φL1+L(R)uL2(D1)φL2+L(D)+φL1+L(R).

Estimate ofG3: Using the support of v, observing again that |x-y|1+|y| if yR\D2 and xD1, we get

|G3(u,φ)|ΩL2(od1D)D\D2D1|u(x)|2|φ(x)|2dxdy1+|y|2+D1D\D2|u(y)|2|φ(x)|2dxdy1+|x|212ΩL2(od1D)uφL2(D1)+φL2+L(D)uL2(D1)ΩL2(od1D)uL1(D1)φL2(D1)+u-(u)D1L21-2s(D1)φL1s(D1)+φL2+L(D)uL2(D1)ΩL2(od1D)uL1(D1)φL2(D1)+[u]Ws,2(D1)φL1s(D1)+φL2+L(D)uL2(D1)ΩL2(od1D)uL2(D1)+[u]Ws,2(D1)φL1s(D1)+φL2+L(D).

This argument works for any s(0,12).

Estimate ofG4: We have

|G4(u,φ)|ΩL2(od1D)DD|u(y)d12η(x,y)φ(x)|2dxdy|x-y|12.

Now observe that |d12η(x,y)|2ηLip2|x-y|, thus

DD|u(y)d12η(x,y)φ(x)|2dxdy|x-y|12uL2(D)φL2(D).

On the other hand

DD|u(y)d12η(x,y)φ(x)|2dxdy|x-y|12[η]W12,2uL(D)φL(D).

We also have

DD|u(y)d12η(x,y)φ(x)|2dxdy|x-y|12uL(D)φL2(D)supxDD|η(x)-η(y)|2|x-y|2dy12

and

supxDD|η(x)-η(y)|2|x-y|2dy12ηLip.

Thus, combining the estimates on G4 we obtain

|G4(u,φ)|ΩL2(od1D)uL2+L(D)φL2+L(D).

Appendix C: A Sobolev inequality

Theorem C.1

Let s(0,1), p,q(1,) and fLp(Rn) then

  1. [f]F˙p,qs(Rn)[f]Wp,qs(Rn);
  2. if p>nqn+sq then
    [f]Wp,qs(Rn)[f]F˙p,qs(Rn).

The constants depend on spqn and are otherwise uniform.

While characterizations such as Theorem C.1 are well known for Besov spaces, for Triebel spaces this seems to have been known only for q=p (where it follows from the Besov-space characterization), q=2 where it is a result due to Stein and Fefferman, [12, 33]. It was also known “for large s” [34, Section 2.5.10]. Although a conjecture that Theorem C.1 holds is very natural, quite surprisingly, to the best of our knowledge, the first time Theorem C.1 has been proven was recently by Prats and Saksman [26, Theorem 1.2] (see also [25] for further development), but see also [32, 35].

Corollary C.2

Let s(0,1), t(s,1) and p,p(1,) where

s-np=t-np. C.1

If q(1,) such that p>nqn+sq we have

|Ds,qf|Lp(Rn)(-Δ)t2fLp(Rn).

More precisely, in terms of Lorentz spaces we have for any r[1,],

|Ds,qf|L(p,r)(Rn)(-Δ)t2fL(p,r)(Rn).

Proof

From Theorem C.1 we have

|Ds,qf|Lp(Rn)[f]Fp,qs(Rn).

We recall the Sobolev-embedding theorem for Triebel–Lizorkin spaces F˙p,q~tF˙p,qs for any q,q~(1,) and s,t,p,p satisfying (C.1) (see, e.g., [34, Theorem 2.7.1 (ii)]). Thus,

|Ds,qf|Lp(Rn)[f]Fp,2t(Rn)(-Δ)t2fLp(Rn).

As for the Lorentz-space estimate, we can argue by real interpolation. Indeed, fix s,q,p,p. Observe that f|Ds,qf| is a sublinear operator. We can find p1<p<p2 such that p1 and p2 are still admissible, and thus we have

|Ds,qf|Lpi(Rn)[f]Fp,2t(Rn)(-Δ)t2fLpi(Rn)i=1,2.

From real interpolation we now obtain the Lorentz space claim.

Appendix D: A sequence of cut-off functions in the critical Sobolev space

For readers convenience we present here a proof of a well-known result, which essentially says that in the critical Sobolev space a point has zero capacity. See for example [1, Theorem 5.1.9]; compare also with a similar construction [23, Lemma 3.2].

Lemma D.1

There exists a sequence of functions with the following properties:

{ζ}NCc(R,[0,1]) and for all N we have

ζ1onBρ(x0),ζ0outsideBR(x0),andlim[ζ]W12,2(R)=0 D.1

for a sequence of radii 0<ρ<R0 as .

Proof

Let f(x)=loglog1+1|x|2W1,2(B12,R) be an unbounded function. We define

Z~k(x):=1iff(x)k+1,f(x)-kifkf(x)k+1,0iff(x)<k.

Then,

Z~k(x):=0iff(x)k+1,f(x)ifkf(x)k+1,0iff(x)<k.

The support of Z~k is the set

Bk:=xB12:Ak+1|x|Ak,

where

Ak=1eek-1,Ak+1Ak,andlimkAk=0.

Now,

B1|Z~k|2dx=Ak+1|x|Ak|Z~k|2dxk0,

which follows from the fact that Z~kL2(B12) and that |{xB12:Ak+1|x|Ak}| shrinks to zero.

Thus, we obtained a sequence of functions for which

Z~k1onBAk+1,Z~k0outsideBAk,andlimkZ~kL2(B12)=0.

By extending by zero we obtain a sequence ZkW1,2(R+2) with the properties

Zk1onBAk+1,Zk0outsideBAk,andlimkZkL2(R+2)=0. D.2

Defining now ζk:=Zk|R in the trace sense, we obtain by the trace inequality, [13]

[ζk]W12,2(R)ZkL2(R+2)k0.

Approximating {ζk}kN by smooth functions, we obtain the desired sequence.

Funding

Open access funding provided by Swiss Federal Institute of Technology Zurich.

Footnotes

1

The decomposition is unique if we normalize a

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Contributor Information

Francesca Da Lio, Email: francesca.dalio@math.ethz.ch.

Katarzyna Mazowiecka, Email: mazowiecka@math1.rwth-aachen.de.

Armin Schikorra, Email: armin@pitt.edu.

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