TITLE: What is elliptic bootstrapping?
QUESTION [13 upvotes]: While reading about elliptic differential operators, I have seen the phrase elliptic bootstrapping in several places, but none of them explain exactly what it means. I know it has something to do with the regularity of elliptic differential equations. 

Does elliptic bootstrapping refer to a collection of theorems, a method/technique, or just a vague concept? 

Or, more succinctly: 

What is elliptic bootstrapping?

I am also happy to be directed to references which discuss elliptic bootstrapping in some detail.

REPLY [14 votes]: What is elliptic bootstrapping?

It is an inductive argument combining "elliptic regularity" lifting (and/or Sobolev embedding) and "bootstrap" meaning you are exploiting this lifting (or embedding) many times.
A simple example: consider the equation
$$
-\Delta u + \lambda u = f,\tag{1}
$$
in a smooth domain, with smooth data $f$. A weak solution $u$ of (1) has $H^1$-regularity. Now for $(-\Delta + \lambda I)$ is an elliptic operator, elliptic regularity says the full second derivative's $L^2$-norm can be bounded by only the $\Delta u$'s $L^2$-norm (plus $u$'s $L^2$-norm):
$$
\|u\|_{H^2(\Omega)} \leq C\left(\|\Delta u\|_{L^2(\Omega)} + \|u\|_{L^2(\Omega)}\right).
$$
This says $u$ will get 2 regularity lifting from whatever $\Delta u$ is, in this case it is $\lambda u-f$. Now that $\lambda u - f$ has a higher regularity, we can say:
$$
\|u\|_{H^4(\Omega)} \leq C\left(\|\Delta u\|_{H^2(\Omega)} + \|u\|_{L^2(\Omega)}\right).
$$
Hence
$$
\|u\|_{H^{s+2}(\Omega)} \leq C\left(\|\Delta u\|_{H^s(\Omega)} + \|u\|_{L^2(\Omega)}\right).
$$
This tells us we can exploit the elliptic regularity repeatedly to raise the differentiability of $u$. This is a "bootstrapping argument".
Now for integrability: first $u \in H^1= W^{1,2}$, if the dimension $n$ is greater than 2, then by Sobolev embedding
$$
W^{1,2} \hookrightarrow L^{2^*}, \quad \text{where } 2^* = \frac{2n}{n-2} >2.
$$
Hence we have $\Delta u \in L^{2^*}$ implying $ u\in W^{1,2^*}$, and we just raise the integrability of $u$ a little bit. Repeating the embedding we can raise the integrability of $u$ again if $2^* < n$. This is another "bootstrapping argument".
Above example is just an artificial example. In real PDE research, I have seen in seminar people always uses this argument to deal with the regularity for nonlinear elliptic problem, say
$$
-\Delta u = f(x,u,\nabla u),
$$
when $f$ satisfies certain condition. 

Ngô Quốc Anh's blog has several more practical examples for the bootstrapping argument.
Caffarelli used the bootstrapping argument a lot in his papers.