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We use a blow-up compactness proof of an interior Schauder estimate, with Taylor normalization in elliptic blow-up arguments. Fix $n,\mu ,\delta$ and suppose no suitable constant exists. There would be solutions $u_j$ with forcing $f_j$ for whichChoose distinct $x_j,y_j\in B_{1/2}$ such that, for $r_j=|y_j-x_j|$,Then $S_j/A_j<2/\delta$, $N_j/A_j<2/j$, andIn particular $r_j\to 0$. Subtract the quadratic Taylor polynomial of $u_j$ at $x_j$ and rescale:Its domain $\{z:x_j+r_{j}z\in B_1\}$ exhausts ${\mathbb{R}}^n$. The normalization givesTaylor theorem, or integration along line segments from zero, consequently bounds $D^2{v}_j,\nabla v_j,v_j$ on every fixed ball by constants times $|z{|}^{\mu },|z{|}^{1+\mu },|z{|}^{2+\mu }$, respectively. The Hessian matrices are equicontinuous. The Arzela-Ascoli theorem and a diagonal subsequence therefore give $v_j\to v$ in $C^2$ on compact subsets of ${\mathbb{R}}^n$.

The rescaled equation ison each compact set. Thus $v$ is harmonic and is smooth. Every entry of its Hessian matrix is harmonic and has a global Hölder seminorm at most $2/\delta$. The allowed Liouville lemma for globally Hölder harmonic functions makes each entry constant. Since $D^{2}v(0)=0$, all these constants are zero.

On the other hand, $e_j=(y_j-x_j)/r_j$ is a unit vector and $|D^2{v}_j(e_j)|=1$ by construction. A further subsequence has $e_j\to e$; the local $C^2$ convergence implies $|D^{2}v(e)|=1$, a contradiction. Hence the desired constant exists, andThe global Hölder seminorm on the limiting Hessian matrix, rather than a bound on its magnitude throughout space, is what makes this Liouville argument work.

Use the paper's classical norm convention: $|u{|}_{2;U}$ is the derivative supremum norm through order two, not an $L^2$ norm. Write $H(u;U)=[D^{2}u{]}_{\alpha ;U}$ and $Q(u,f)=|u{|}_{2;B_1}+|f{|}_{0,\alpha ;B_1}$, where the latter is the full Hölder norm of the forcing.

Fix $0<\delta <1$. If the asserted estimate failed, rescaling the functions by their global Hessian matrix Hölder seminorm would produce $u_j,f_j$ withIn particular $Q(u_j,f_j)\to 0$. Choose $x_j,y_j\in B_{1/2}$ for whichThe supremum norm of $D^2{u}_j$ tends to zero, so $r_j=|y_j-x_j|\to 0$. Let $P_j$ be the quadratic Taylor polynomial of $u_j$ at $x_j$, and defineThe domains contain $B_{1/(2r_j)}$, and $U_j,D{U}_j,D^2{U}_j$ vanish at zero. MoreoverThe right side is bounded by $[f_j{]}_{\alpha }|z{|}^{\alpha }$ and tends to zero locally uniformly. The normalized Hessian matrix bound controls $|D^2{U}_j(z)|\le |z{|}^{\alpha }$; integration along line segments then bounds $D{U}_j,U_j$ on every compact Euclidean ball. Arzela-Ascoli theorem and a diagonal subsequence argument give convergence in $C^2$ on compact subsets to an entire harmonic function $U$, with $[D^{2}U{]}_{\alpha ;{\mathbb{R}}^n}\le 1$ and $D^{2}U(0)=0$.

After a further subsequence $z_j=(y_j-x_j)/r_j\to z_{\ast }$ with $|z_{\ast }|=1$. The normalization ensures $|D^{2}U(z_{\ast })|\ge \delta /2$. But each second derivative of $U$ is harmonic and has finite global Hölder seminorm with exponent below one. The supplied Liouville theorem makes each derivative constant; it is the globally Hölder case of the polynomial-growth Liouville theorem for harmonic functions. Its value at zero makes it zero, a contradiction. This blow-up compactness proof of an interior Schauder estimate establishes

To absorb the term on the larger Euclidean ball, rescale this estimate to Euclidean balls contained in $B_s$. For $1/2\le r<s<1$, pairs separated by less than $(s-r)/2$ are controlled in a Euclidean ball centred at their first point; farther pairs are controlled directly by $\Vert D^{2}u{\Vert }_{\infty }$. ThusThis is the covering step in the Simon absorption lemma. Take $r_j=1-2^{-j-1}$ and fix $\delta <2^{-2-\alpha }$. Iterating makes the remainder ${\delta }^{j}H(u;B_{r_j})$ tend to zero, since the global seminorm is finite; the error terms form a convergent geometric series. Consequently

For the requested failure of the weaker estimate, take $u_m=m^{-2}\sin (m{x}_1)$ and $f_m=-\sin (m{x}_1)$. The derivative supremum norm $|u_m{|}_2$ and $\Vert f_m{\Vert }_{\infty }$ remain bounded, but comparison at $0$ and $\pi e_1/(2m)$, both in $B_{1/2}$ for large $m$, givesThis proves the necessity of Hölder forcing for Schauder estimates. Every member of the sequence is smooth; failure comes from the increasing frequency, not from any lack of individual regularity.

Write $K(u,f)=\Vert u{\Vert }_{C^2(B_1)}+\Vert f{\Vert }_{C^{0,\alpha }(B_1)}$; the paper's $|u{|}_{2;B_1}$ denotes a $C^2$ norm, not an $L^2$ norm. We use a blow-up compactness proof of an interior Schauder estimate. If the estimate failed for fixed $\delta >0$, normalization would produceChoose $x_j,y_j\in B_{1/2}$ with $d_j=|y_j-x_j|$ and $|D^2{u}_j(y_j)-D^2{u}_j(x_j)|\ge \frac{1}{2}{d}_j^{\alpha }$. Since $\Vert D^2{u}_j{\Vert }_{\infty }\to 0$, necessarily $d_j\to 0$. Subtract the quadratic Taylor polynomial $P_j$ at $x_j$ and setThe domains expand to ${\mathbb{R}}^n$. At zero, $w_j,D{w}_j,D^2{w}_j$ vanish; the Hölder seminorm of $D^2{w}_j$ is at most ${\delta }^{-1}$. Integration along segments gives uniform $C^{2,\alpha }$ bounds on each fixed ball. Alsolocally uniformly, since $[f_j{]}_{\alpha }\to 0$. By compact embedding of Hölder spaces and a diagonal subsequence, $w_j$ converges locally in $C^{2,\beta }$ to an entire harmonic function $w$, with $[D^{2}w{]}_{\alpha }\le {\delta }^{-1}$ and $D^{2}w(0)=0$. The unit vectors $(y_j-x_j)/d_j$ have a convergent subsequence; its limit $e$ satisfies $|D^{2}w(e)|\ge 1/2$.

Each second derivative of $w$ is an entire harmonic function with finite global Hölder seminorm. The supplied polynomial-growth Liouville theorem for harmonic functions, at growth exponent $\alpha <1$, makes it constant, and its value at zero makes it zero. This contradicts the nonzero Hessian at $e$, proving the estimate with the small $\delta$ term.

To remove that term, rescale the estimate to all contained balls and apply the Simon absorption lemma. Explicitly, with $d(x)=1-|x|$ and $d_{xy}=\min (d(x),d(y))$, defineFor $|x-y|<d_{xy}/8$, apply the rescaled estimate on $B_{d(x)/2}(x)$; its larger-ball seminorm is controlled by $M$ because all points there have boundary distance at least $d(x)/2$. For more separated pairs use $2\Vert D^{2}u{\Vert }_{\infty }$. The result is $M\le C_0\delta M+C_{\delta }K(u,f)$. Choose $C_0\delta <1/2$ and use $d_{xy}\ge 1/2$ on $B_{1/2}$ to obtainThe forcing's Hölder seminorm cannot be discarded. For integers $k\to \infty$, takeTheir $C^2$ and forcing supremum norms stay bounded, but the $11$ entry of the Hessian matrix differs by two at $x_1=\pm \pi /(2k)$, giving $[D^2{u}_k{]}_{\alpha ;B_{1/2}}\ge 2(k/\pi {)}^{\alpha }\to \infty$.