I'm working on a system of PDEs over $\mathbb{R}^3$, that has a dependent variable $u(x,y,z,t)$. The system can be reduced to something like the following: $$u + \partial^2_{x_1x_1}u=f \quad \text{on } \Omega \subset \mathbb{R}^3.$$ The variables $x_2$ and $x_3$ are referred to by another PDE and in some boundary conditions, so I cannot just treat this PDE solely one direction.
Does anyone know of any literature that deals with something like this, where the Sobolev space would be something like $H^{2,0,0}$? Is it possible to endow this Sobolev space with some norm, possibly such as $\|u\|_0 + \|\partial_1u\|_0 + \|\partial^2_1u\|_0$?
You're looking for something called an anisotropic Sobolev space. Unfortunately there are many ways to get anisotropy (different number of $L^p$ derivatives in each direction? Same number of derivatives but different $L^p$ in each direction? Both?) so you're going to need to sift through some noise. From this MO post you may be interested in Lions & Magenes' book "Non-Homogeneous Boundary Value Problems and Applications" (Ch 4 Vol 2)