We study interior $L^p$-regularity theory, also known as Calderon-Zygmund theory, of the equation \[ \int_{ \mathbb{ R}^n} \int_{ \mathbb{ R}^n} \frac{ K(x,y)\ (u(x)-u(y))\, (\varphi(x)-\varphi(y))}{ |x-y|^{ n+2s}}\, dx\, dy = \langle f, \varphi \rangle \quad \varphi \in C_c^\infty(\mathbb{ R}^n). \] For $s \in (0,1)$, $t \in [s,2s]$, $p \in [2,\infty)$, $K$ an elliptic, symmetric, H\"older continuous kernel, if $f \in \left (H^{ t,p'}_{ 00}(\Omega)\right )^\ast$, then the solution $u$ belongs to $H^{ 2s-t,p}_{ loc}(\Omega)$ as long as $2s-t < 1$. The increase in differentiability is independent of the H\"older coefficient of $K$. For example, our result shows that if $f\in L^{ p}_{ loc}$ then $u\in H^{ 2s-\delta,p}_{ loc}$ for any $\delta\in (0, s]$ as long as $2s-\delta < 1$. This is different than the classical analogue of divergence-form equations ${ \rm div}(\bar{ K} \nabla u) = f$ (i.e. $s=1$) where a $C^\gamma$-H\"older continuous coefficient $\bar{ K}$ only allows for estimates of order $H^{ 1+\gamma}$. In fact, it is another appearance of the differential stability effect observed in many forms by many authors for this kind of nonlocal equations -- only that in our case we do not get a "small" differentiability improvement, but all the way up to $\min\{ 2s-t,1\}$. The proof argues by comparison with the (much simpler) equation \[ \int_{ \mathbb{ R}^n} K(z,z) (-\Delta)^{ \frac{ t}{ 2}} u(z) \, (-\Delta)^{ \frac{ 2s-t}{ 2}} \varphi(z)\, dz = \langle g,\varphi\rangle \quad \varphi \in C_c^\infty(\mathbb{ R}^n). \] and showing that as long as $K$ is H\"older continuous and $s,t, 2s-t \in (0,1)$ then the "commutator" \[ \int_{ \mathbb{ R}^n} K(z,z) (-\Delta)^{ \frac{ t}{ 2}} u(z) \, (-\Delta)^{ \frac{ 2s-t}{ 2}} \varphi(z)\, dz - c\int_{ \mathbb{ R}^n} \int_{ \mathbb{ R}^n} \frac{ K(x,y)\ (u(x)-u(y))\, (\varphi(x)-\varphi(y))}{ |x-y|^{ n+2s}}\, dx\, dy \] behaves like a lower order operator.

Categories: math.AP math.FA

Calderon-Zygmund type estimates for nonlocal PDE with H\