Moser iteration for elliptic systems
Hi.
The point is not the ellipticity. In fact the Argument of De Giorgi, Moser and Nash was designed for elliptic problems. The point is that solutions $u: \Omega\to\mathbb{R}^N$ of elliptic problems with $N>1$ just aren't $C^{1,\alpha}$ any more in general. This is no problem with the method, it's intrinsic. The famous counterexample is by De Giorgi himself.
See Giusti - The direct method of variational calculus for more details to this topic. The counterexample itself can be found as example 6.3 in this book. The paper from De Giorgi is "Un esempio di estremal discontinue per un problema variazionale di tipo ellittico", Boll. U.M.I., 4 (1968), 135-137
Basically, the De-Giorgi - Moser - Nash regularity result fails for elliptic system. As Johannes pointed out, there is a counter-example in Giusti book.
For system, usually, one can get "partial regularity result". What I mean by that is: there exists $\Omega_0 \subset \Omega$ open such that $|\Omega\setminus \Omega_0|=0$ and $u \in C^{1,\alpha}(\Omega_0)$. Then with the smoothness of coefficients, you can have $u \in C^\infty(\Omega_0)$.
There are several references you can have a look at are:
M. GIAQUINTA, Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems, Princeton U. Press, Princeton, 1983.
M. GIAQUINTA • E. GIUSTI, On the regularity of the minima of variational inte- grals, Acta. Math. 148 (1982), 31-46.
Evans, Lawrence C. Quasiconvexity and partial regularity in the calculus of variations. Arch. Rational Mech. Anal. 95 (1986), no. 3, 227--252.
In the third one, Evans proved the "partial regularity result" for a minimizer of certain energy functional. The most important thing is that the Lagrangian only need to be uniformly stricly-quasiconvex instead of uniformly convex. And it has some very important applications in elasticity. You can search for some papers of John Ball for this issue.