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Introduction
In many problems of mathematical physics and variational calculus it is not
sucient to deal with the classical solutions of dierential equations. It is
necessary to introduce the notion of weak derivatives and to work in the so
called Sobolev spaces.
Let us consider the simplest example the Dirichlet problem for the Laplace
equation in a bounded domain Rn :
u = 0,
x
u(x) = (x), x ,
()
l(u) =
j=1
u
xj
dx.
1
If we consider l(u) on W2 (), it is easy to prove the existence and uniqueness of solution of our variational problem.
1
The function u W2 (), that gives minimum to l(u) under the condition
u| = , is called the weak solution of the Dirichlet problem ().
Well study the Sobolev spaces, the extension theorems, the boundary trace
theorems and the embedding theorems.
Next, well apply this theory to elliptic boundary value problems.
1: Preliminaries
Let us recall some denitions and notation.
Denition
An open connected set Rn is called a domain.
By we denote the closure of ; is the boundary.
Denition
We say that a domain Rn is a strictly interior subdomain
of and write , if .
If is bounded and , then dist { , } > 0. We use the following
notation:
u
x = (x1 , x2 , . . . , xn ) Rn , j u =
,
xj
= (1 , 2 , . . . , n ) Zn
+
u =
|| = 1 + 2 + . . . + n ,
Next,
is a multiindex
|| u
x1 x2 ...xn
n
1
2
| u| =
u = (1 u, . . . , n u) ,
Denition
1/2
n
j=1
|j u|2
q,
|u(x)|q dx
is nite.
Lq () is a Banach space. Well use the following property:
Let u Lq (), 1 q < . We denote
|z|
J (u; Lq ) = sup
|u(x + z) u(x)|q dx
1/q
Denition
Lq,loc (), 1 q < , is the set of all measurable functions u(x) in
such that |u(x)|p dx < for any bounded strictly interior subdomain .
Lq,loc () is a topological space (but not a Banach space).
k
k
q,
Denition
L () is the set of all bounded measurable functions in ; the norm
is dened by
u , = ess sup |u(x)|
x
Denition
C l () is the Banach space of all functions in such that u(x) and
u(x) with || l are uniformly continuous in and the norm
u
C l ()
=
||l
sup | u(x)|
C l ()
Denition
C l () is the class of functions in such that u(x) and u, || l,
are continuous in .
Remark
Even if is bounded, a function u C l () may be not bounded; it may
grow near the boundary.
Denition
2: Mollication of functions
1. Denition of mollication
The procedure of mollication allows us to approximate function u Lq ()
by smooth functions.
Let (x), x Rn , be a function such that
(x)dx = 1.
(1)
(x) =
1
c exp 1|x|2
if
if
|x| < 1
|x| 1
, x Rn .
(2)
(x) = 0 if
n
|x| ,
(x)dx = 1.
(3)
(4)
Denition
w is called a mollier.
Let Rn be a domain, and let u Lq () with some 1 q . We
extend u(x) by zero on Rn \ and consider the convolution u =: u
u (x) =
(x y)u(y)dy.
(5)
2. Properties of mollication
1) u C (Rn ), and
u (x) = n x (x y)u(y)dy.
This follows from C .
q, .
(6)
In other words, the operator Y : u u is a linear continuous operator from Lq () to Lq (Rn ) and
Y Lq ()Lq ( n ) 1.
Proof:
Case 1 : 1 < q < .
1
o
Let 1 + q = 1. By the Hlder inequality and (4), we have
q
|u (x)| =
1/q
n
1/q
(x y)
(x y)|u(y)|q dy
=1
|u (x)|q
(x y)|u(y)|q dy
By (4), we obtain
dx
n
(x y) |u(y)|q dy
dy |u(y)|q
|u (x)|q dx
(x y)dx
=1
|u(y)|q dy
Case 2 : q = . We have
(x y)|u(y)|dy
|u (x)|
(x y)dy
=1
Case 3 : q = 1.
We integrate the inequality
|u (x)|
(x y)|u(y)|dy
and obtain:
dx
|u (x)| dx
(x y)|u(y)|dy =
|u(y)|dy
u u
0 as
0.
(7)
Consequently,
u u
q,
as
0.
Proof
The proof is based on the following property: if u Lq () (and u(x)
is extended by 0), then
|z|
sup
|u(x + z) u(x)|q dx
1/q
=: J (u; Lq ) 0
as
0.
(x y) (u(y) u(x)) dy
|u (x) u(x)|
(x y)dy
=1
|u (x) u(x)|
(x y) |u(y) u(x)|q dy
1/q
Hence,
dx
n
xy=z
(x y) |u(y) u(x)|q dy
dz (z)
|z|<
|u (x) u(x)|q dx
|u(y + z) u(y)|q dy
|u(y + z) u(y)|q dy
|z|
(J (u; Lq ))q .
sup
dz
(z)
|z|<
=1
q,
u u
J (u; Lq ) 0 as
0.
Case 2 : q = 1. We have
dx
n
xy=z
(x y) |u(y) u(x)| dy
dz (z)
|z|<
|u (x) u(x)| dx
(x y) |u(y) u(x)| dy
|u (x) u(x)|
|u(y + z) u(y)| dy
J (u; L1 )
0 as
0.
Remark
If q = , there is NO such property, since L limit of smooth
functions u (x) must be a continuous function.
If u C() and we extend u(x) by zero, then we may loose
continuity.
0 as 0.
In general, u u C()
However, we have the following property:
5) If u C() , and is bounded, then
u u
C( )
as
Proof
Let < dist { ; }. Then
(x y) (u(y) u(x)) dy
u (x) u(x)
xy=z
x |z|
0 as
3: Class C0 ()
u C0 ()
u C () and supp u .
Theorem 1
Proof
Let u Lq () and > 0. Let be a bounded domain, , and
u
q,\
.
2
We put
u(x)
0
u() (x) =
Then
u u()
q,
2.
()
Hence, u u
()
Note that u
if x
if x \
q,
q,
C0 ()
if < dist { , } .
Theorem 2
Let u L1,loc (), and suppose that
u(x)(x)dx = 0,
Then u(x) = 0,
C0 ().
a. e. x .
(8)
C0 () if < dist ; =: 20 .
if x 0
otherwise
1
0
0 (x) =
By (8),
u(x) (x)dx = 0,
< 0 .
(9)
k (x) (x)
k
for a. e. x .
), we have
(10)
u(x)k (x)dx
u(x)(x)dx.
(x) =
, if u(x) = 0, x
, otherwise
Then
u(x)(x) =
|u(x)|
0
,x
, x \
u(x)(x)dx =
|u(x)|dx.
10
a.e. x
4: Weak derivatives
1. Denition and properties of weak derivatives
Denition 1
Let be a multiindex. Suppose that u, v L1,loc (), and
u(x) (x)dx = (1)||
v(x)(x)dx, C0 ().
(11)
u(x) (x)dx =
Properties of u
1) Uniqueness
Proof
Uniqueness of the weak derivative follows from Theorem 2. Suppose
that u L1,loc () and v, w L1,loc () are both weak derivatives of u.
Then, by (11),
By Theorem 2,
11
C0 ().
a.e. x .
2) Linearity
If u1 , u2 L1,loc () and there exist weak derivatives v1 = u1 ,
v2 = u2 L1,loc (), then there exists (c1 u1 + c2 u2 ) and
(c1 u1 + c2 u2 ) = c1 u1 + c2 u2 ,
c1 , c2 C.
Proof
Obviously,
(c1 u1 + c2 u2 ) dx = c1
u1 dx + c2
u2 dx
= (1)|| c1
v1 dx + (1)|| c2
= (1)||
v2 dx
(c1 v1 + c2 v2 ) dx.
= (c1 u1 +c2 u2 )
(12)
(x y)u(y)dy
u (x) = (1)||
y (x y)u(y)dy.
u (x) =
(x y)v(y)dy = v (x).
12
Proof
This follows from property 4) of mollication and property 4) of weak
derivatives:
u = v Lq ();
u = v in
v v
q,
0 as
0.
Remark
If we extend u(x) by zero on Rn \, then, in general, the weak
derivative u in Rn does not exist. Hence, we have convergence
0
u u in Lq ( ) only for bounded strictly interior domain
.
Exclusion:
if u(x) = 0, if dist {x; } < o ,
then u u
q,
0.
and u Lq (),
um dx,
13
C0 ().
(13)
(um u) dx max | |
u dx as m :
m
supp
|um u| dx 0.
vdx,
vdx. Conse-
C0 ().
m = .
m
m ,
We put
u(m) (x) =
u(x)
0
if x m
otherwise
(m)
14
Theorem 3
m
um dx,
u dx = (1)||
C0 ()
vdx,
C0 ()
Remark
The conclusion of Theorem 3 remains true under weaker assumptions
that
m
um dx
udx
and
um dx
vdx,
C0 ().
u(x) , x
0
otherwise
15
v (x) =
v(x) , x
0
otherwise
u u
q,
0,
v v
0 as 0
q ,
So, j u Lq ( ), j v Lq ( ).
j v j v
q,supp
q ,supp
0,
as 0,
0,
as 0.
j ( v ) dx
u
(j u ) v dx
u (j v ) dx. (14)
u v j dx
uv j dx =
uvj dx
(15)
We have
( v uv ) j dx
u
( u) v j dx +
u
u u
q,
q ,
u ( v ) j dx
v
max |j | +
bounded
v v
q,
q ,
max |j |
as
((j u) v + u (j v )) dx
uvj dx =
((j u) v + u (j v)) dx
j (uv) = (j u) v + u (j v)
2) Case q=1.
Prove yourself
16
4. Change of variables
Suppose that u L1,loc () and there exist weak derivatives
j u L1,loc (), j = 1, . . . , n.
=
yk
Proof
Since there exist weak derivatives
u xj
xj y
j=1
u
xj
u
exists a sequence um
such that um u and um xj in
xj
L1,loc () for all j = 1, . . . , n.
(We can construct this sequence like in the proof, that Denition 1 and
Denition 2 are equivalent ).
classical derivatives),
n
um xj
um
=
yk
xj y
C 1 ()
j=1
Let us check that um u in L1,loc (). Indeed, for every bounded domain
we have
|m (y) u(y)| dy
u
as
yk
=
j=1
um xj
xj y
j=1
u xj
xj y
yk
and
yk
=
j=1
17
u xj
xj yk
in L1,loc ()
Thus, for weak derivatives we have the usual rule of change of variables. The
same is true for derivatives of higher order.
5.
For ordinary derivatives we have the following property:
u
if xj = 0 in , j = 1, . . . , n, then u = const. The same is true for weak
derivatives.
Theorem 4
Suppose that u L1,loc () and there exist weak derivatives u for
any multi-index such that || = l (l N) and u = 0 in ,
|| = l. Then u(x) is a polynomial of order l 1 in .
Proof
1) Let be a bounded domain such that . Let be another
bounded domain such that . We put
u(x) =
u(x) , x
0
otherwise
u,
u (x) = ( u) (x), x , || = l.
By property 4) of mollication,
u u
1,
as
0, i. e. ,
() 0
Pl1 u
in
L1 ( ).
x.
k k+1 ,
18
and
k = .
k
k ,
x k
(k)
Then Pl1 (x) is continuation of Pl1 (x), but continuation of a polynomial is unique.
There exists a polynomial Pl1 (x) such that
u(x) = Pl1 (x),
x .
m
j=1
x2 , x2 , . . . , xm , xm
xj xj < ,
( [ a, b ])
one has
m
j=1
v(t)dt,
u(x) = u(a) +
a
x [a, b] .
Remark
When we speak about measurable functions, we mean not just one
function but a class of functions, that are equal to each other almost
everywhere. So, when we say that a measurable function u(x) is absolutely continuous, it means that in the class of functions equivalent to
u, there exists an absolutely continuous representative.
Proof
1) u(x) is absolutely continuous. weak derivative du L1 . If u(x) is a.
dx
c., then there exists the classical derivative du = v almost everywhere
dx
and v L1 (a, b). Next, let C0 (a, b). Then the product u is also
absolutely continuous. There exists the classical derivative d( u) for
dx
almost every x (a, b). We have the usual rule:
d
d ( u)
= v + u .
dx
dx
b d( u)
a dx dx
v + u
a
d
dx
= 0.
dx = 0.
u
a
d
=
dx
C0 (a, b),
vdx,
a
du
dx
v(t)dt.
u(x) = u(a) +
a
20
Theorem 6
Let Rn , n > 1. We denote x = (x1 , . . . , xj1 , xj+1 , . . . , xn ) and
write x = {x , xj }. Suppose that [a(x ), b(x )] are some intervals such
that {x } [a(x ), b(x )] .
u
Let u L1,loc () and there exists the weak derivative xj L1,loc ().
Then for almost every x the function u(x , xj ) is absolutely continuous
on interval [a(x ), b(x )] (as a function of one variable xj ).
Exercise: Prove Theorem 6.
7. Examples
1) Let = (0, 1)2 and u(x1 , x2 ) = (x1 ) + (x2 ), where and are not
absolutely continuous on [0, 1], but , L1 (0, 1).
u u
Then, by Theorem 6, u(x1 , x2 ) does not have weak derivatives x1 , x2
in . (Since, if they exist, then u(x) must be also absolutely continuous
in x1 for x2 xed, and in x2 for x1 xed.)
2u
However, there exists the weak derivative x1 x2 = 0.
2
dx =
x1 x2
=
1
2
dx1 dx2 +
x1 x2
0
0
0
1
1
2
dx2 +
dx1 (x1 )
0
0 x1 x2
(x1 )
2
dx1 dx2
x1 x2
0
1
1
2
dx1
dx2 (x2 )
0
0 x1 x2
(x2 )
=0
= 0.
By Denition 1 of weak derivative, it means that there exists weak
2u
2u
derivative x1 x2 and x1 x2 =0. This example shows that functions
may have derivative of higher order, not having derivatives of lower
order.
2) Suppose that the domain Rn is devided by a smooth
(n-1)dimensional surface into two parts 1 and 2 . So, = 1
21
=0
2 .
Let u1 C 1 (1 ), u2 C 1 (2 ),
u(x) =
u1 (x) , x 1
u2 (x) , x 2
dx =
xj
u1
1
=
+
dx +
dx
u2
xj
xj
2
u2
u1
dx
dx +
xj
2 xj
u
=
xj
in 1
in 2
u
Also, if cos ((n, 0xj )) = 0, then there exists xj . For example, if is
parallel to the axis 0xj , then cos ((n, 0xj )) = 0.
Even if u1 | = u2 | , the tangential derivative exists.
u
If (u1 (x) u2 (x)) cos ((n, 0xj )) dS(x) = 0, then xj does not
exist.
Exercise
Let = {x Rn : |x| < 1}, and let u(x) = |x| , > n + 1.
Prove that there exist the weak derivatives
u
u
and
= xj |x|2 , j = 1, . . . , n.
xj
xj
For this consider continuous functions
|x| , |x| >
u() (x) =
, |x|
L1 ()
u()
=
xj
u() L1 ()
xj
vj := xj |x|2 .
u
Then, by Theorem 3, it follows that xj = vj
22
l
l
5: The Sobolev spaces Wp () and Wp ()
l
1. Denition of Wp ()
(1 p < , l Z+ )
Denition
Suppose that u Lp () and there exist weak derivatives u for any
with || l (all derivatives up to order l), such that
u Lp (),
|| l.
l
Then we say that u Wp ().
l
We introduce the (standard) norm in Wp ():
l
Wp ()
||l
1/p
| u|p dx
Remark
1) The norm
||l
p,
0
2) Wp () = Lp ().
Proposition
l
Wp () is complete.
l
In other words, Wp () is a Banach space.
Proof
l
Let {um } be a fundamental sequence in Wp (). It is equivalent to the fact
u } for || l are fundamental sequences in L ().
that all sequences { m
p
Since the space Lp () is complete , there exist functions u, v Lp () such
that
Lp ()
Lp ()
um u, um v as m .
Then also um u, um v in L1,loc ().
By Theorem 3, v = u. Hence,
l
Wp ()
um u
as m .
l
If p = 2, the space W2 () is a Hilbert space with the inner product
(u, v)W l () =
2
u(x) v(x)dx.
||l
23
l
l
For W2 () another notation H l () is often used: W2 () = H l ().
f C
l () , then u = u f 1 W l (), and
Then, if u Wp
p
c1 u
l
Wp ()
l
Wp ()
c2 u
l
Wp ()
(17)
C l ()
Proof:
For simplicity, let us prove Theorem 7 in the case l = 1. We have
1
u Wp (),
=
yk
Let us check that
yk
yk
1/p
Lp ():
dy
j=1
u xj
xj yk
j=1
max
x
j=1
n
j=1
1/p
u xj
.
xj yk
|J(x)| dx
xj
|J(x)|1/p
yk
u
xj
u
xj
Thus,
|(y)|p dy =
u
u
1
Wp ()
f 1
C 1 ()
dx
and f 1
C 1 ()
c2 u
1
Wp ()
dx
1/p
1/p
xj
yk
|J(x)|1/p
|u(x)|p dx.
f C 1 and
. Prove the lower estimate in (17) yourself (for this
C1
change the roles of u and u in the argument).
24
l
2. Denition of Wp ()
Denition
l
l
The closure of C0 () in the norm of Wp () is denoted by Wp ().
l
l
So, Wp () is a subspace in the space Wp ().
Proposition
l
Let u Wp (), and let
u(x)
0
u(x) =
x
x Rn \.
l
Then u Wp (1 ) for any 1 such that 1 . In particular,
l
u Wp (Rn ).
Proof
um u as m . We put
um (x) =
um (x)
0
x
otherwise .
l
Wp (1 )
Then um C0 (1 ) and um u as m
(since um u Wp (1 ) = um u Wp () ).
l
l
l
Hence, u Wp (1 ).
Theorem 8
l
Let u Wp () and let
u(x) =
u(x)
0
x
x Rn \.
0
l
Then for mollications u (x) we have u u in Wp ().
25
Proof
l
We have already proved that u Wp (Rn ). Then u Lp (Rn ), || l. By
u u in Lp (),
It means that
|| l.
l
u u in Wp (). But, by denition of u and denition
l
of mollication, u = u in , and u = u . So, u u in Wp ().
Remark
l
If u(x) is an arbitrary function in Wp (), and u(x) is dened as above,
then, in general, u(x) does not have weak derivatives in Rn . (See example 2
l
l
in Section 7 of 4). So, in general, Wp () = Wp ().
3. Integration by parts
Proposition
1
p
l
l
Let u Wp () and v Wp (), where
uvdx = (1)||
1
p
= 1. Then
u vdx,
|| l.
Proof
(18)
l
Let vm C0 () and vm v as m in Wp (). By Denition 1 of the
u, we have
weak derivative
uvm dx = (1)||
u vm dx.
(19)
u vm dx
u v dx,
u v dx.
We have
u (vm v) dx
| u|p dx
l
Wp ()
vm v
0 as m ;
26
1/p
l
Wp
|vm v|p dx
()
1/p
u ( vm v) dx
|u|p dx
l
Wp ()
1/p
vm v
| vm v|p dx
1/p
l
Wp ()
0 as m .
Tending to the limit in (19) as m , we obtain (18).
4. Separability
By Vpl () we denote the linear space of all vectorvalued functions
v = {v }||l such that v Lp (), || l. We introduce the norm in
Vpl ():
v
l
Vp ()
p, .
||l
Then Vpl () is the direct product of a nite number (equal to the number of
multiindices with || l) of Lp (). We know that Lp () is a separable
Banach space if 1 p < . Then so is Vpl ().
l
Now, consider the transformation J from Wp () (equipped with the norm
||u||Wp () = ||l u p, , which is equivalent to the standard norm) to
l
l ():
Vp
l
J : Wp () Vpl (), Ju = { u}||l .
Then J is a linear operator; it preserves the norm: Ju Vpl () = ||u||Wp () ;
l
and J is injective. Such an operator is called isometric.
From Theorem 3 it follows that Vpl () is a closed subspace of Vpl (). Hence,
l () is separable together with V l (). (Since any subspace of some sepa
Vp
p
rable space is also separable.)
l
l
Proposition
l
l
l
Wp (Rn ) = Wp (Rn ) . In other words, C0 (Rn ) is dense in Wp (Rn ).
27
Proof
Let C (R+ ) be such that
0 (t) 1,
(t) = 1 if 0 t 1,
l
Let u Wp (Rn ). We put u(R) (x) = u(x)
|x|
R
(t) = 0 if t 2.
. Then
p,
u(R) u
a.e. x Rn .
u(x) ,
u(R) (x) c
1/p
=0 for |x|R
(R)
u
|x|>R
1/p
(x) u(x) dx
1/p
u(x) dx
||||
|x|>R
0 as R
l
This expression tends to zero as R , since u Wp (Rn ), and so,
u p L . Thus,
(R) u as R in W l (Rn ).
u
1
p
(R)
l
Then u C0 (Rn ) and u u(R) as 0 in Wp (Rn ).
l
l
It follows that C0 (Rn ) is dense in Wp (Rn ). Indeed, let u Wp (Rn ) and let
l
Wp (
n)
< 2 . Then u
28
u(R)
(R)
small that u
l
Wp (
n)
< .
l
If is a bounded domain in Rn , then for any function u Wp () we
have
p,
(diam)l up,l, .
(20)
Here
up,l, =
||=l
Proof
1/p
p
p,
(21)
1) So, let u C0 (). Let Q be a cube with the edge d = diam, such
that Q. We extend u(x) by zero to Q\. We can choose the
coordinate system so that Q = {x : 0 < xj < d, j = 1, . . . n}.
Obviously,
xn
u
u(x) =
(x , y)dy, x Q.
xn
0
p
u
(x , y) dy
xn
xn
0
p/p
xn
dp/p
1dy
0
d
0
u(x , xn )
xn
dp/p
1
Here 1 + p = 1.
p
We integrate both sides of this inequality:
|u|p dx =
|u|p dx
p
p
dp/p
dxn
Q
+1=p
u
xn
u
xn
dx
dx.
p,
(diam)
u
xn
1/p
dx
(diam)up,1, .
(22)
dxn
u
xn
p
p
p
dx d
lp
|u| dx d
lu
xl
n
2u
x2
n
dx,
etc.
dx dlp up .
p,l,
Remark
l
Inequality (20) is not valid for all u Wp ().
Example
If is a bounded domain and u(x) = Pl1 (x)(= 0) is a polynomial of
order l 1, then up,l, = 0, but u p, = 0.
30
Denition
We say that a bounded domain is of star type with respect to a
point 0, if any halfline starting at point 0 intersects only in one
point.
Theorem 10
Let be a bounded domain of star type with respect to a point 0.
l
Then C () is dense in Wp ().
Proof
Let us use the coordinate system with origin 0. Consider a sequence of
domains k = x : k1 x , k N.
k
Then k+1 k and k .
l
Let u Wp (). We put uk (x) = u( k1 x).
k
l
Clearly, uk Wp (k ). Let us show that uk u Wp () 0 as k .
l
We have
uk u
p,
p
k1
x u(x) dx
k
1/p
0 as k .
sup
c
|z(x)| k
d
(In our case z(x) = x and |x| diam = d |z(x)| k .)
k
Let be a multiindex with || l. Then
uk u
p,
||
k1
k
||
k1
k
k1
x u(x) dx
k
c u
0 as k
0 as k
31
dx
l
Wp ()
p
k1
x u(x) dx
k
1/p
k1
x
k
1/p
1/p
l
Hence, uk u in Wp (). Consider mollications uk, (x). Then
0
l
uk, C () and uk, uk in Wp () (since is bounded and k ).
We can choose a sequence {k }, so that k 0 as k , and a sequence
l
uk (x) := uk,k (x) tends to u(x) in Wp ():
() and
uk C
uk u
l
Wp ()
0.
Remark
Let = {x : |x| < 1, xn > 0} be a halfball. is of star type with
l
respect to any interior point 0 . Suppose that u Wp () and u(x) = 0
suciently large k.
32
7: Extension theorems
l
We can always extend a function u Wp () by zero and the extended
l () in ( ). It is a natural question if we can extend
function Wp
l (). We start with the case l = 1.
functions of class Wp
Theorem 11
Suppose that Rn is a bounded domain such that is a compact
1
1
: Wp () Wp () such that (u) (x) = u(x),
x .
Proof
We proceed in three steps:
Step 1
1
Let = K+ = {x : |x| < 1, xn > 0} be a halfball, and let u Wp (K+ ) and
u(x) = 0 near + = {x K+ : |x| = 1}. We extend u to the left halfball
K = {x : |x| < 1, xn < 0} as follows:
v(x) =
u(x)
x K+
u(x , xn ) x K .
1
Let us show that v Wp (K) and
1
Wp (K)
= 21/p u
1
Wp (K+ ) .
(23)
um (x)
x K+
um (x , xn ) x K .
1
follows that vm Wp (K) (see 4, Subsection 7, Example 2). For the norm
of vm we have:
vm
p
1
Wp (K)
=
K
= 2
K+
vm
1
Wp (K)
1
Wp (K+ ) .
(24)
Next,
vm (x)
=
xj
xj
um (x)
xj
x K+
(um (x , xn )) x K .
1
Since um u in Wp (K+ ), it follows that vm v in Lp (K) and
m
vm
xj wj in Lp (K), where
wj (x) =
u(x)
xj
u
xj (x
x K+
,
, xn ) x K
wn (x) =
u(x)
xn
u
xn (x
x K+
, xn ) x K .
vm v in
(as m ).
1
Wp (K).
j = 1, . . . , n 1;
v
xj
in K and
v
xj
= wj . Thus,
Step 2
1
Suppose that u Wp () and supp u U , where U is a neighbourhood of
0 , such that U and dieomorphism
x
1 (U ),
f : U K, f C
f 1 C 1 (K), f (U ) = K,
f (U ) = K+ , f (U ) = K+ \+ .
1
We consider the function u(y) = u(f 1 (y)), y K+ . Then u Wp (K+ )
v (y) =
u(y)
y K+
u(y , yn ) y K .
1
As it was proved in step 1, v Wp (K), and
1
Wp (K)
= 21/p u
1
Wp (K+ ) .
1
Consider the function v(x) = v (f (x)), x U . Then v Wp (U ). We extend
1
Wp ()
= v
1
Wp (U )
c1 v
1
Wp (K)
c1 21/p u
1
Wp (K+ )
c2 c1 21/p u
1
Wp () .
=c
j C0 (Rn ), supp j Uj ,
j=1 j (x) = 1, x .
N
1 (). We represent u(x) as u(x) =
Let u Wp
j=1 uj (x), where
uj (x) = j (x)u(x).
1
If Uj , then uj Wp () (since supp j Uj ) and we can extend uj (x)
by zero to \ :
uj (x) x
vj (x) =
0
x \.
1
of step 2, we can extend uj (x) to some function vj Wp () such that
vj (x) = uj (x), x , and
vj W 1 () cj uj W 1 () .
1
fj
C1
C1
and on p. We put
u = v =
vj .
j=1
1
Then v Wp (),
v(x) =
N
j=1 vj (x)
1
Wp ()
= u(x),
vj
j=1
N
j=1 uj (x)
1
Wp ()
cj uj
j=1
1
Wp ()
uj
j=1
1
Wp ()
= j u
1
Wp ()
cj u
C1 .
Hence,
c u
c
1
Wp () ,
1
Wp () .
1
Wp ()
x , and
c=
cj .
j=1
35
1
Wp () ,
Remark
It is clear from the proof that for the constructed extension operator
we have
v Lp () c u Lp () , v = u.
2.
Similar extension theorem is true for unbounded domain Rn satisfying the following condition. Suppose that there exist bounded open sets
{Uj } , j N, such that Uj . Here either Uj or Uj is a neighj=1
(j) and a dieomorphism f C 1 (U ),
bourhood of a point x
j
j
1
fj C 1 (K), fj (Uj ) = K, fj ( Uj ) = K+ , fj ( Uj ) = K+ \+ .
Moreover, suppose that the norms fj
C 1 (Uj )
1
and fj
C 1 (K)
are uniformly
bounded for all j N. Suppose also that each point x belongs only to
a nite number N (x) of sets Uj , and that N (x) N < , x .
(This means that the multiplicity of covering is nite.)
Theorem 12
1
1
: Wp () Wp ()
x .
l
l
: Wp () Wp (), i. e., (u) (x) = u(x), for x
and
Besides,
c1 u Wp () .
l
u Lp () c2 u Lp () .
l
Wp ()
Proof
Like in the proof of Theorem 11, the question reduces to the case, where
= K+ and u(x) = 0 near + . Moreover, it suces to consider smooth
functions u C (K+ ). So, let u C (K+ ) and u(x) = 0 near + . We
extend u(x) by zero to Rn \K+ . We put
+
v(x) =
l1
j=0 cj
u(x)
x K+
jx ) x K .
u(x , 2 n
m = 0, . . . , l 1.
2j
m = 0, 1, . . . , l 1.
cj = 1,
l
Obviously, v(x) = 0 near K. So, v Wp (K).
Next, for arbitrary domain , we use the covering N Uj and the
j=1
partition of unity. The argument is the same as in proof of Theorem 11. The
only dierence is that we consider dieomorphisms of class C l .
Remark
1) The conclusion of Theorem 13 remains true under weaker assumptions
on the domain . It suces to assume that is domain of class C 1
(for arbitrary l!) or, even that is Lipschitz domain (it means that
1
dieomorphisms fj , fj Lip1 ).
l
2) Extension theorems allow us to reduce the study of functions in Wp ()
l
to the study of functions in Wp (). In particular, from the fact that
l
l
C0 () is dense in Wp () it follows that C () is dense in Wp (), if
domain satises conditions of Theorem 13.
37
38
1: Integral operators in Lp ()
In order to prove embedding theorems, we need some auxiliary material
about integral operators.
1.
Let Rn and D Rm be some bounded domains. We consider the integral
operator
x D,
K(x, y)u(y)dy,
u Lp ()
(1 p < ).
Well show that under some conditions on the kernel K(x, y), the operator
K is continuous or, even, compact from Lp () to Lq (D), or from Lp () to
C(D).
We always assume that K(x, y) is a measurable function on D , and K
satises one or several of the following conditions:
a)
|K(x, y)|t dy M
for a. e. x D, where t 1.
|K(x, y)|s dx N
b)
c)
ess
sup
xD,y
(K is bounded).
d)
sup sup |K(x, y) K(z, y)| () 0 as 0
x,zD
|xy|
(K is continuous in x).
Lemma 1
If K(x, y) satises conditions c) and d) , then K : Lp () C(D) is
compact operator. Here 1 p < .
Proof
Let u Lp () and v(x) = (Ku) (x). Then, by condition c),
|v(x)| L
|u(y)| dy L
|u(y)| dy
39
1/p
1/p
p
1 dy
= L||1/p u
p, ,
(1)
1
1
where p + p = 1. (If p = 1 then (1) is also true with p = , ||1/p = 1.)
Next, if |x z| (x, z D), then, by condition d),
|v(x) v(z)| =
()
1/p
()||
p, .
(2)
From (1) and (2) it follows that, if u belongs to some bounded set in Lp ():
u p, c, then the set of functions {v} is uniformly bounded
( v C(D) L||1/p c) and equicontinuous (|v(x) v(z)| ()||1/p c,
if |x z| ).
By the Arzela Theorem, this set is compact in C(D). It means that the
operator K : Lp () C(D) is compact.
Lemma 2
1
1) If p > 1, 1 + p = 1, and K(x, y) satises conditions a) and b) with
p
s
t
some t < p and p + p 1, then v = Ku Lq (D) (for u Lp ()),
s
t
where q p is dened from the relation q + p = 1.
We have
q,D
M 1/p N 1/q u
p, ,
u Lp ().
(3)
q,D
N 1/q u
1, ,
u L1 ().
(4)
,D
M 1/p u
p, ,
u Lp ().
(5)
,D
L u
1, ,
40
u L1 ().
(6)
Proof
s
q
t
p
= 1, we obtain:
p
p1
with
1
p1
1
p2
1
p3
|f1 | dy
pq
qp ,
|f2 | dy
1
p2
1
p3
p3
|f3 | dy
p3 = p . Then
|K(x, y)u(y)| dy
s
p2
= 1.
We take p1 = q, p2 =
|v(x)|
1
p1
1
q
1
1
q
p
|u(y)| dy
|K(x, y)| dy
1
p
M 1/p ( by cond. a) )
1
p
1 p
q
p,
1
q
|v(x)|q dx M q/p u
qp
p,
= M q/p u
qp
p,
qp
p,
|u(y)|p dy
|K(x, y)|s dx
N ( by cond b ))
NM
q/p
q
p, .
1
1
+ = 1.
q q
|K(x, y)u(y)| dy
1/q
1/q
|u(y)| dy
|v(x)|q dx
dx
|u(y)| dy
q/q
1,
|K(x, y)|q dx
q/q
1,
N u
q
1,
|v(x)| dx
dx
|u(y)| dy
|K(x, y)| dx
N
N u
1, .
|K(x, y)u(y)| dy
|K(x, y)|p dy
1/p
|u(y)|p
1/p
M 1/p
M 1/p u
p, .
42
|u(y)| dy = L u
1, ,
Remark
Statements 1) and 2) mean that the operator K : Lp () Lq (D) is
continuous, and
K
Lp ()Lq (D)
Lp ()Lq (D)
M 1/p N 1/q ,
N 1/q ,
p > 1;
p = 1.
(7)
(8)
Lp ()L (D)
Lp ()L (D)
M 1/p ,
L,
p > 1;
p = 1.
(9)
(10)
2.
Now, well show that under some additional assumptions on K(x, y), the
operator K is compact. Well assume that K(x, y) can be approximated by
Kh (x, y) (as h 0) and Kh (x, y) are bounded and continuous in x.
Lemma 3
h0
(12)
Proof
We denote
Kh (x, y)u(y)dy.
1/p
Lp ()Lq (D)
mh
1/q
nh
0 as h 0.
1/q
L1 ()Lq (D)
nh
0 as h 0.
1/p
,D
mh
p, ,
u Lp ().
Hence, vh v ,D 0 as h 0. Since (Kh u) (x) = vh (x) is uniformly continuous, then v(x) is also uniformly continuous: v C(D).
Thus, the operator K maps Lp () into C(D), and
Kh K
1/p
Lp ()C(D)
mh
0 as h 0.
h0
3.
Now we apply Lemmas 13 to the study of the operator
(Kj u) (x) =
xj y j
u(y)dy,
|x y|n
j = 1, . . . , n.
Lemma 4
1) Suppose that 1 p n, n p < m n, q 1 and 1 n + m > 0.
p
q
Then the operator Kj : Lp () Lq (m ) is compact.
(If m = n, then m = ; if m < n, then m is arbitrary section of
by mdimensional hyperplane.)
2) If p > n, then the operator Kj : Lp () C(m ) is compact. In
particular, Kj : Lp () C() is compact.
Proof
The proof is based on Lemmas 2 and 3.
1) Case 1 < p n
Suppose that conditions 1) are satised and, moreover, that q p > 1.
We put
n m
n
n
=1 + , t=
= n
m;
p
q
n1+
p + q
s=
m
=
n1+
n
p
m
t
s
+ = 1.
m . Then
q p
+ q
s
t
Since q p, then p + p 1.
Clearly, t < p . Since m n, q p, then 1.
Hence, t 1. Thus, the numbers t and s satisfy conditions of Lemma
xj y
2(1). Let us check that Kj (x, y) = |xy|j satisfy conditions a) and b)
n
with these t and s.
Note that t(n 1) < n (since t(n 1) < t(n 1 + ) = n) and
s(n 1) < m (since s(n 1) < s(n 1 + ) = m). We have
|xj yj |t
dy
|x y|tn
dy
|x y|t(n1)
y=x+r
n1
B(x)
dy
|x y|t(n1)
d
r n1 dr
r t(n1)
0
dnt(n1)
n
,
n t(n 1)
n dnt(n1)
< .
n t(n 1)
45
dx
|x y|s(n1)
dx
,
|x y |s(n1)
Bm (y )
dx
m dms(n1)
.
=
m s(n 1)
|x y |s(n1)
m dms(n1)
< .
m s(n 1)
xj y j
h (|x y|).
|x y|n
Obviously, |Kjh (x, y)| |Kj (x, y)| , x, y. Hence, Kjh satisfy conditions a) and b) together with K with the same constants t, s, M and N .
Clearly, Kjh (x, y) are bounded:
|Kjh (x, y)|
h (|x y|)
|x y|n1
1
h n1
2
= L(h).
So, Kjh satisfy condition c). And, nally, Kjh is uniformly continuous
in both variables. So, condition d) for Kjh is also satised. Let us check
46
condition (11):
=
|xy|<h
|xj yj |t
(1 h (|x y|))t dy
tn
|x y|
1
dy
|x y|t(n1)
|xy|<h
n hnt(n1)
n t(n 1)
0 as h 0.
Thus, (11) is true. Next,
|xj yj |s
(1 h (|x y|))s dx
sn
|xy|<h |x y|
dx
|x y |s(n1)
{xm :|xy |<h}
m
m hms(n1)
m s(n 1)
0 as h 0.
=
Thus, (12) is satised. Then all conditions of Lemma 3(1) are satised.
Hence, the operator Kj : Lp () Lq (m ) is compact. (Recall that we
assumed q p > 1).
2) If 1 q < p, then we apply the result that Kj : Lp () Lp (m ) is
compact (i. e. , we apply 1) with p = q; condition 1 n + m > 0 is
p
p
true, since m > n p).
Since m is a bounded domain, then Lp (m ) Lq (m ) (if q < p),
and any compact set in Lp (m ) is also compact in Lq (m ). It follows
that the operator Kj : Lp () Lq (m ) is compact.
3) Case p=1
Condition n p < m n means that n 1 < m n. Then m = n,
so, now m = . Next, condition 1 n + m > 0 means that
p
q
n
1 n + n > 0 1 q < n1 . Let us check that condition b) with
q
s = q is true:
|xj yj |q
dx
|x y|nq
dx
.
|x y|(n1)q
n dnq(n1)
.
n q(n 1)
n hnq(n1)
0 as h 0.
n q(n 1)
n dnp (n1)
dy
< .
n p (n 1)
|x y|p (n1)
1
1
1
Since p > n, then p < n , p = 1
Hence n > p (n 1). Next,
1
p
>1
1
n
n1
n .
|xy|h
dy
|x y|p (n1)
n hnp (n1)
n p (n 1)
0 as h 0.
Thus, conditions of Lemma 3(3) are satised. It follows that the operator Kj : Lp () C() is compact.
Lemma 5
If 1 < p < n, n p < m n, then the operator Kj : Lp () Lq (m )
is continuous (but not compact), where
1
n m
=0
+
p q
Without proof.
48
q =
mp
np
1
2: Embedding theorems for Wp ()
1
1. The integral representation for functions in Wp ()
Lemma 6
1
Let Rn be a bounded domain. Let u Wp (). Then
u(x) =
1
n
n
j=1
xj yj u
dy,
|x y|n yj
for a. e. x .
(14)
Proof
E(z) =
n>2
n = 2.
u(x) =
j
j
Then,
1
u(x) =
n
n
j=1
j=1
xj yj u
dy,
|x y|n yj
E(x y) u
dy.
yj
yj
u C0 ().
1
2) Now, let u Wp (), and let uk C0 (), uk u in Wp (). For
uk we have
n
1
xj yj uk
uk (x) =
dy.
n
n
|x y| yj
j=1
49
k
Thus, uk = 1n n Kj uj .
j=1
y
By Lemma 4, each operator Kj is compact from Lp () to Lp (). We
k
Kj ( uk )
yj
uk k u
yj yj
in Lp (). Then
u
Kj ( yj ) in Lp ().
(since Kj : Lp () Lp () is continuous operator.)
Hence, by the limit procedure as k we obtain:
u(x) =
1
n
n
j=1
xj yj u
dy,
|x y|n yj
1
u Wp ().
1
2. Embedding theorems for Wp ()
Theorem 1
Let Rn be a bounded domain.
1
1) If 1 p n, m > n p, q < and 1 n + m 0, then Wp ()
p
q
is embedded into Lq (m ), where m = (if m = n ) and m is
any section of by mdimensional plane (if m < n). In the case
1 n + m > 0, this embedding is compact.
p
q
1
2) If p > n, then Wp () is compactly embedded into C().
Comments
1) Let us distinguish the case m = n (m = ):
np
1
If 1 p n, q < and q np = q , then Wp () Lq (). If
, then this embedding is compact.
q<q
1
2) What does it mean that Wp () Lq (m ) in the case m < n ?
1
A function u Wp () is a measurable function in ; it can be changed
on any set of measure zero; m is a set of measure zero.
1
T : Wp () Lq (m ).
We have the estimate
Tu
q,m
c u
1
Wp () ,
50
u C0 ().
uk u
1
Wp ()
k,j
0.
Then T uk T uj q,m c uk uj W 1 () 0.
p
Hence {T uk } is a Cauchy sequence in Lq (m ). There exists limit
k
T uk w in Lq (m ). By denition, w = T u.
Proof of Theorem 1
u
1
By Dj we denote operators Dj u = xj . Then Dj : Wp () Lp () is
continuous operator, j = 1, . . . , n. Then representation (14) can be written
as
u=
1
n
n
j=1
Kj Dj u.
(15)
J=
1
n
j=1
1
Kj Dj : Wp () Lq (m )
is compact.
(We use the fact that if A1 : B1 B2 is continuous operator and
A2 : B2 B3 is compact operator, then A2 A1 : B1 B3 is compact.
Here B1 , B2 , B3 are Banach spaces.)
If p > 1 and 1 n + m = 0 (i. e., q = q ), then, by Lemma 5, the
p
q
operator Kj : Lp () Lq (m ) is continuous. Hence, the embedding
operator
n
J = 1
n
j=1
1
Kj Dj : Wp () Lq (m )
is continuous.
For p = 1 without proof.
2) Let p > n. Then, by Lemma 4(2), operators Kj : Lp () C() are
compact. Hence, the embedding operator
n
J=
1
n
j=1
1
Kj Dj : Wp () C()
is compact.
51
Remark
1) Under conditions of Theorem 1(1), we have the estimate
n
q,m
1
n
Kj
j=1
Lp ()Lq (m )
Dj u
Lp ()
j u
p,
j=1
c u
1
u Wp ().
1
Wp () ,
(16)
C()
1
n
j=1
Kj
Lp ()C()
j u
p,
j u
p,
j=1
c u
1
u Wp ().
1
Wp () ,
(17)
Using the estimates from Lemma 4 it is easy to see that the constants in
estimates (16), (17) depend only on diam, n, m, p, q, but they do not depend
on m (they are one and the same for any section m ).
1
3. Embedding theorems for Wp ()
Theorem 2
Let Rn be a bounded domain of class C 1 . Then both statements
1
of Theorem 1 are true for Wp ().
1) If 1 p n, m > n p, q < and 1 n + m 0, then
p
q
1
Wp () is embedded into Lq (m ). In the case 1 n + m > 0, this
p
q
embedding is compact.
1
2) If p > n, then Wp () is compactly embedded into C().
Proof
1
1
1
1
rator : Wp () Wp (). If u Wp (), then v = u Wp (), and
1
Wp ()
c u
1
Wp ()
52
c= .
m
q
> 0. Let
1
be some bounded set in Wp ().
n
p
a) Let 1
1
Then = {v = u : u } is a bounded set in Wp (). Then, by
1
2) Under condition p > n, by Theorem 1(2), Wp () is compactly embed
ded into C(). If is a bounded set in W 1 (), then is bounded
1
set in Wp ();
is compact in C().
Comments
1
1) Under conditions of Theorem2(1), let J : Wp () Lq (m ) be
1
1
bedding operator; : Wp () Wp () is the extension operator;
1
We have the estimate for all u Wp ().
RJ u
J u
q,m
q,
q,m
Wp ()Lq (m )
=c1
q,m
1
1
Wp ()Wp ()
1
Wp ()
=c2
c u
1
Wp () ,
1
u Wp ().
(18)
1
Compare (18) with estimate (16): in the case u Wp () we can
n
estimate u q,m by the norms of derivatives j=1 j u p, . Now it is
impossible. (It is clear for u = const = 0 : u q,m = 0, but j u 0.)
53
C u
C()
1
Wp () ,
1
u Wp ().
(19)
n
p
m
q
0, then
1
2) If p > n, then Wp () C().
Remark
1) In Theorem 3 embeddings are continuous, but not compact.
2) In part 1) we have condition q p (we dont need this condition in
Theorem 2.).
3) If is bounded and p > n, then 1) follows from 2). Now 1) does not
follow from 2).
4. Comments. Examples.
All conditions in Theorems 2, 3 are precise.
1
1) If 1 n + m < 0, then Wp () Lq (m ).
p
q
Example.
Let = {x Rn : |x| < 1}. Let u(x) = |x| with 1
1
Then u Wp (), but u Lq ().
/
1
Indeed, | u| c |x| ,
| u|p dx c
n
p
< < m.
q
|x|p(1) dx
1
= cn
r n1+p(1) dr
< ,
54
n
.
p
Also,
|y|q dy
1
= m
r m1+q dr
= ,
m
).
q
n
(Here q = .)
Example
Let = x Rn : |x| < 1 . Consider u(x) = ln | ln |x||.
e
1
1
Then u Wn (), but u L (). Indeed, | u(x)| |x|| ln |x|| . Then
/
| u(x)|n dx
dx
|x|n | ln |x||n
1/e
= n
0
1/e
= n
< .
Also,
r n1 dr
r n | ln r|n
dr
r| ln r|n
1
|u(x)|n dx < . Then u Wn ().
1
4) If p = n = 1, = (a, b), then any function u W1 () is absolutely
continuous. This follows from Theorem 5 (Chapter 1).
1
Let u C0 (Rn ), and vk (x) = k p u x . Then vk Wp (Rn ) and {vk }
k
1 (Rn ). But {v } is not compact in L (Rn ). Thus, the
is bounded in Wp
p
k
1
embedding Wp (Rn ) Lp (Rn ) is not compact.
1
6) For bounded domains and q = q embedding Wp () Lq () is
not compact.
Example
n
5. Embeddings on submanifolds
Instead of the section of by mdimensional planes we can consider sections
of by some mdimensional manifolds.
Theorem 4
Let Rn be a bounded domain of class C 1 . Let 1 p n, m >
n p, 1 q < and 1 n + m 0. Let Rn be a manifold
p
q
1
of class C 1 , dim = m. Let = . Then Wp () Lq ( ). If
n
m
1 p + q > 0, then this embedding is compact.
Without proof
(The proof is based on Theorem 2 and using of covering
fj and patition of unity.)
Uj , diemorphisms
Important case
= (then also = ). dim = n 1.
Conditions: m = n 1 > n p p > 1, 1 n + n1 0 q (n1)p = q .
p
q
np
1
If q < (1 < p < n), then Wp () Lq (), q q .
For q < q this embedding is compact. If n = p > 1, then q = ,
1
Wn () Lq (), q < .
56
l
3: Embedding theorems for Wp ()
Theorem 5
Let Rn be a bounded domain of class C 1 .
1) If p 1, 1 q < , 0 r < l, l r n + n 0, then
p
q
l
r
Wp () Wq (). If l r n + n > 0, then this embedding is
p
q
compact.
l
2) If p(l r) > n, then Wp () C r () and this embedding is
compact.
Proof
1) We put s = l r and x the numbers q0 , q1 , . . . , qs such that qj 1,
n
n
q0 = p, qs = q and 1 qj + qj+1 0. Such numbers exist due to
condition s n + n 0. If l r n + n = 0, then q0 , . . . , qs are dened
p
q
p
q
n
n
uniquely from the equations 1 qj + qj+1 = 0, j = 0, . . . , s 1. If
n
n
= s p + q > 0, such numbers exist (but they are not unique).
1
By Theorem 2(1), Wqj () Lqj+1 ().
lj
lj1
lj
It follows that Wqj () Wqj+1 (). Indeed, let u Wqj ().
1
1
Then u Wqj () for || l j 1. Since Wqj () Lqj+1 (),
u L
then
qj+1 () , || l j 1, and
qj+1 ,
c u
1
Wqj ()
c u
lj
Wqj ()
lj1
Wqj+1 ()
c u
lj
Wqj ()
Js1
3
1
0
r
ls
l2
l1
l
l
Wp () = Wq0 () Wq1 () Wq2 () . . . Wqs () = Wq ().
l
r
The embedding operator J : Wp () Wq () is represented as
J = Js1 . . . J1 J0 . Each operator Jj is continuous , then J is also
continuous. If > 0, then at least one of Jj is compact (at least for
n
n
one index j we have 1 qj + qj+1 > 0). In this case J is also compact.
57
Particular cases
1) Let r = 0, pl < n. The critical exponent q is dened from the conditinp
n
on l n + q = 0 q = nlp . Since pl < n, then q < . Embedding
p
l
Wp () Lq () is compact for q < q , and continuous for q = q .
l
2) If pl = n, then q = . In this case Wp () Lq () q < (and
this embedding is compact).
l
But Wp () L ().
l
3) If pl > n, then Wp () C() and this embedding is compact.
l
r
4) Let q = p, r < l. Then embedding Wp () Wp () is compact. In
l () L () (for l 1) is compact.
particular, embedding Wp
p
Remarks
1
1) The embedding theorem for m with m < n (Wp () Lq (m )) can
l
be also generalized for Wp (). However, for the proof we need another
l
integral representation for u Wp () (including derivatives of higher
order).
l
2) The embedding theorems for Wp () can be also generalized for the
case of unbounded domains.
58
l
Equivalent norms in Sobolev spaces Wp ()
x=
k=1
k xk , , k C , k = 1, . . . N.
(1)
N
k
= k k=1 . We denote x =
. Check yourself, that this
k=1
functional has all properties of the norm. X is a Banach space with respect
to this norm (i. e., the space X with this norm is complete).
The mapping x is an isometric isomorphism of X and CN (with the
standard norm).
Proposition
Any other norm x on X is equivalent to x . Therefore, all norms
on X are equivalent to each other.
Proof
From (1) it follows that
N
k=1
xk
1/2
1/2
xk
k=1
k=1
1/2
i. e. , x x ,
xk
> 0.
(2)
k=1
Now, let us prove the opposite inequality. Let us check that the function
x is continuous on X with respect to x . From (2) and from the triangle
inequality it follows that
x x
xx
xx .
y
y
y , y X.
59
Thus,
x ,
x X. (3)
l
2. Trivial equivalent norms in Wp ().
l
The standard norm in Wp (), l N, 1 p < , is
l
Wp ()
1/p
Lp ()
||l
Rd .
(4)
p
N
=
s=1
| s |p ,
CN .
(5)
(6)
where = u Lp () , || l.
If we replace the norm (5) in relation (6) by any other (equivalent!) norm
l
of vector in CN , then (6) will automatically dene some norm in Wp (),
l
which is equivalent to the standard one. Such new norms in Wp () are
trivial.
Example
The norm u Lp () + max1||l u Lp () is equivalent to the standard
l
norm in Wp (). Give yourself several examples of new trivial norms in
l
Wp ().
2) (cx) = |c|(x),
x X,
x X, c C,
Thus, a seminorm has all properties of the norm besides one: from (x) = 0
it does not follow x = 0.
Example
l
X = Wp (), (x) = u(x)dx . This functional is equal to zero for any
l
u Wp () with zero mean value.
60
l
4. General theorem about equivalent norms in Wp ().
l
Wp ()
l ().)
Wp
1/p
uWp () =
l
p
Lp ()
||=l
+ (u)p
(7)
l
denes the norm in Wp (), which is equivalent to the standard norm.
Proof
Obviously, functional (7) is homogeneous and satises the triangle inequality.
Next, if uWp () = 0, then u = 0 for with || = l. Then it follows
l
that u Pl . Besides, (u) = 0, and, by property 5), u=0. Thus, functional
l
(7) is a norm on Wp ().
Taking account of property 4), it suces to check that
u
l
Wp ()
l
u Wp ().
CuWp () ,
l
(8)
Suppose the opposite. Then for any C > 0, (8) is not true. Then there exists
l
a sequence {um }, um Wp () such that
mum Wp () um
l
We put vm =
um
um W l () .
l
Wp () .
(9)
Then, by (9),
vm
vm Wp ()
l
= 1,
(10)
1
0 as m .
m
(11)
l
Wp ()
l
l1
Since the embedding Wp () Wp () is compact it follows from (10)
l1
that there exists a subsequence vmj , which converges in Wp () to some
l1
v0 Wp ():
vmj v0
l1
Wp ()
0 as j
61
(12)
vmj
Lp ()
0 for with || = l.
(13)
vmj v0 as j ,
v0 Pl .
(14)
Mention that, in the proof of inequality (8), we did not use any explicit
construction and we did not obtain any upper bound for the constant C.
However, we have proved rather general theorem, which in particular cases
implies a number of concrete inequalities (proved before by special tricks).
Control question
Where did we use that is bounded and C 1 ?
5. Examples. Additions.
1.
Let l 2 and (u) = u
Theorem, the norm
Lp () .
uWp () =
l
p
Lp ()
+ u
||=l
1/p
Lp ()
(15)
p
Lp ()
| u|p dx +
u(x)dx
3.
Let l = 1, , mesd1 > 0. We put (u) = udS .
Properties 1) 5) are satised. Condition 4) follows from the estimate
p
,
l
Wp ()
|u|p dS C u
p
Lp ()
| u|p dx +
udS
|u|2 dx C
| u|2 dx +
|u|2 dS .
4.
Let l = 2. P2 consists of linear functions, i. e. , of linear combinations of the
basis funcrtions 1, x1 , . . . , xn . Let be a measurable set, mesd > 0.
We put
n
(u) =
xk u(x)dx .
u(x)dx +
k=1
(16)
|u|dS.
(17)
Condition 4) follows from the trace embedding theorem. Let us check 5):
(u) = 0 u| = 0.
If u P2 (u(x) is a linear function), then condition u| = 0 and u = 0 is
equivalent to the fact that is a plane part of the boundary, and u(x) = 0
is equation of this plane. In the case where does not lie in some plane,
from u P2 , u| = 0, it follows that u = 0. Then the norm (7) with l = 2
2
and (u) given by (17) is equivalent to the standard norm in Wp (). In
particular, it is always so, if = .
63
6.
In conclusion, we discuss one example, which does not follow from Theorem.
The norm
n
uWp () =
l
k=1
lu
(xk )l
1/p
+ u
Lp ()
p
Lp ()
64
f () = (2)
f (x)eix dx.
n
f (x) = (2)
f ()eix d,
n
F 1 : S(Rn ) S(Rn ).
It is known that the Fourier transform F can be extended by continuity to
L2 (Rn ), and F is unitary operator in L2 (Rn ):
F : L2 (Rn ) L2 (Rn ),
2
|f (x)|2 dx =
f () d, f L2 (Rn ).
65
Denition
By S (Rn ) we denote the dual space to S(Rn ) (i. e., the space of linear
continuous functionals on S(Rn )).
Sometimes, S (Rn ) is called the space of slowly increasing distributions.
If v S (Rn ), S(Rn ), by v, we denote the meaning of functional v
on function .
The Fourier transformation is extended to the class S (Rn ).
Denition
Let f S (Rn ). A functional f S (Rn ) is called the Fourier image
of f , if
f , := f, , S(Rn ).
onto
66
2: Spaces H s (Rn )
1. Denition of H s (Rn )
l
l
We know that the spaces W2 () (l N) are Hilbert spaces : W2 () = H l ().
n . We can use the Fourier transform and express the norm in
Let = R
l
W2 (Rn ) = H l (Rn ) in terms of the Fourier image. Let u H l (Rn ). Consider
the Fourier image
n
2
u(x)eix dx.
u() = (2)
Then
n
2
u(x) = (2)
u()eix d.
n
||l
Since c1 (1 + ||2 )l
n
||l
| u|2 dx =
||l
| |2 |u()|2 d.
(1 + ||2 )l |u()|2 d u
c1
2
Hl(
n)
(1 + ||2 )l |u()|2 d
c2
1/2
n)
2
Hl(
(1 + ||2 )l |u()|2 d.
l
norm in W2 (Rn ). We introduce the space with this norm; now we consider
arbitrary l (not only l N).
Denition
n)
(u, v)H s (
s Rn .
(1 + ||2 )s u()v()d.
Theorem 1
67
Hs .
Proof
1) Let us show that any u H s (Rn ) can be approximated by functions
C0 (Rn ) and
=
ls,l
2
Hs
. Then ukj
ukj uk
x
j
ukj uk
2
Hl
uk (x) 1 h
||l
ukj uk
||l |x|>j
| uk (x)|2 dx
x
j
dx
since h
x
j
= 1 for |x| j.
0 as j .
j
w() = u(),
2. Duality of H s and H s .
Theorem 2
j
uj (x)vj (x)dx.
u(x)v(x)dx. We have
uvdx u
Hs
H s
Proof
We have
n
uj (x)vj (x)dx =
uj ()vj ()d
uj ()(1 + ||2 )s/2 vj ()(1 + ||2 )s/2 d. (1)
uj (x)vj (x)dx
u(x)v(x)dx.
n
It is clear that the limit limj n uj vj dx does not depend on the choice
of the sequences {uj } and {vj }. We have:
As u
u
L2 (
Hs
69
n)
As v
H s .
uvdx
n
L2 (
n)
Theorem 3
If v H s (Rn ), then
=
sup
0=uH s (
sup
n)
uvdx
Hs
H s
0=uC0 (
n)
uvdx
Hs
(2)
Proof
s/2
L2
= sup
g()v ()d
g
0=gL2
L2
sup
L2
n
0=uH s
H s
sup
0=uH s
Hs
u(x)v(x)dx
u
Hs
sup
0=uH s
|l(u)|
= sup
u Hs
0=uH s
70
l =
uvdx
Hs
= v
H s
Riesz Theorem
Let H be a Hilbert space and l(u), u H, be a continuous linear
functional on H. Then there exists such element v H that
l(u) = (u, v)H . This element v is unique and l = v H .
Proof
1) Let N = Ker l = {z H : l(z) = 0}. Then N is a closed subspace in
j
l(u)
l(v0 ) v0
Since v0 N , we have
u
Denote
N.
= l(u)
l(u)
v0 , v0
l(v0 )
l(v0 )
v .
v0 2 0
v=
l(u)
l(v0 ) v0
l(u)
l(v0 ) l(v0 )
= 0.
= 0 (u, v0 ) = l(u)
v0 2
.
l(v0 )
4) Uniqueness
If (u, v) = (u, v ), u H, then v v H v v = 0.
5) The norm of l.
l = sup
0=uH
Indeed,
|(u,v)|
v
u
H
|(u, v)|
|l(u)|
= sup
= v
u H
u H
0=uH
|(u,v)|
u H
= v
Hs ,
u H s (Rn ).
sup
0=uH s
71
|l(u)|
.
u Hs
H.
Theorem 4
Let l(u) be a linear continuous functional on H s (Rn ). Then there exists
unique element v H s (Rn ), such that
uvdx,
u H s (Rn ),
l = v
l(u) =
H s
(3)
and
.
(4)
Proof
Consider the mapping
As : H s (Rn ) L2 (Rn ), (As u) () = u () = u() 1 + ||2
s/2
) =
l(u
u ()w()d, and
= w
l
L2
s/2
Then l(u) = ) = n u() 1 + ||2
l(u
w()d.
1 w()(1 + ||2 )s/2 .
We denote v(x) = F
Then
|v()|2 (1 + ||2 )s d =
|w()|2 d.
So, v H s , and v H s = w L2 .
We have w() = (1 + ||2 )s/2 v() = (As v) (),
l(u) = ) = n (As u) ()(As v) ()d = n uvdx.
l(u
For the norm of the functional l we have:
sup
0=uH s
l =
)
l(u
|l(u)|
l
= = w
= sup
u Hs
u L2
0=u L2
L2
= v
H s
Remark
Theorem 4 means that H s (Rn ) is dual to H s (Rn ) with respect to
L2 duality.
72
3. Mollications in H s (Rn )
Let (x) = n
be a mollier.
C0 (Rn ),
Recall that
(x) 0, n (x)dx = 1.
For u H s (Rn ) consider mollications: u (x) = ( u)(x), > 0.
Theorem 5
If u H s (Rn ), then u u
Hs
0 as 0.
Proof
For the Fourier transform of the convolution u = u we have
u () = (2)n/2 ()u().
Next,
x
=y
(2)n/2
n
n
(2)n/2
()
eix dx
(y)eiy dy
().
a) |()| c, Rn .
(y)dy = (2)n/2 .
n
=1
Hs .
We have
u u
The function under the integral is estimated by C(1 + ||2 )s |u()|2 , which
is summable since u H s . By the Lebesgue Theorem, u u H s 0 as
0.
73
4. Embedding H s C r
Theorem 6
Let s > r + n . Then H s (Rn ) C r (Rn ).
2
Proof
u()eix d,
u(x) = (2)n/2
u(x) = (2)n/2
(i) u()eix d, .
| | |u()| d
n
| |2 (1 + ||2 )s d
1/2
| u(x)|
| |2 d
(1+||2 )s
|u()|2 (1 + ||2 )s d
< . Thus,
Hs
u C0 (Rn ),
C u
Hs
u C0 (Rn ).
||r x
i. e. , u
Cr
(5)
j,l
uj u in H s . By (5), uj ul C r C uj ul H s 0.
So, {uj } is the Cauchy sequence in C r (Rn ). There exists a limit
j
u C r (Rn ): uj u C r 0.
Cr
C u
Hs
, u H s.
Remark
Theorem 6 is generalization of the embedding theorem:
l
W2 C r if 2(l r) > n.
74
1/2
|u| dx +
Hs
Hs
1/2
y=x+z
P arseval
=
=
g()|u()|2 d,
iz 2
|
where g() = n |1en+2sdz .
|z|
The function g() is homogeneous in of order 2s:
|1 eitz |2 dz
= t2s
|z|n+2s
g(t) =
|1 eitz |2 d(tz)
= t2s g(), t > 0.
|tz|n+2s
g() =
|1 eiz1 || |2 dz
,
|z|n+2s
1/2
|u()|2 (1 + A||2s )d
||k
is equivalent to u
| u|2 dx +
||=k
Hs .
75
Hs
1/2
| u(x) u(y)|2 dxdy
|x y|n+2{s}
2
Hs
check this!
2
Hk
2
H {s}
||=k
||=k
||k
| u|2 dx +
by Theorem 7
6. inequalities
2
Hs
2
H s2
+ C() u
2
H s1
(6)
Proof
(6) is equivalent to the inequality
1 + ||2
1 + ||2
s2
+ C() 1 + ||2
s s2 + C()s1 ,
1
s2 s
+ C()
1.
(ss1 )
1.
ss1
2 s
76
s1
. Then
obviously
0 : C0 (Rn ) C0 (Rn1 ),
(0 u) (x ) = u(x , 0).
Theorem 8
H s 2 (
n1 )
C u
0 u
Hs(
n)
(7)
Proof
u( , n )eixn n eix d dn ;
1
d eix
n1
u( , n )dn
n1
2
(0 u) (x ) = u(x , 0) = (2)
=0 u( )
1
0 u( ) =
2
u( , n )dn .
Then
2
2
(1 + | |2 +n )s dn . (8)
|u()|2 (1 + ||2 )s dn
0 u( )
n
a
1+
n
a
=a2
1
Here the second integral is nite, since s > 2 . We have
dn
2 + 2 )s
(a
n
a
a2s
= a12s
dt
(1 + t2 )s
=cs
12s
= cs a
dn
2
(1 + | |2 + n )s
77
= cs (1 + | |2 ) 2 s .
(9)
1 + | |2
0 u( )
cs
|u()|2 (1 + ||2 )s dn .
2
1
H s 2 (
0 u
0 u( ) d
cs
cs u
n1 )
|u()|2 (1 + ||2 )s d,
2
Hs(
i. e.
1
s 2
n1
1 + | |2
, u C0 .
n)
(10)
2
1
H s 2 (
2
Hs(
cs uj ul
n1 )
0 uj 0 ul
Hs(
j
n)
0.
j,l
n)
0.
H sj 2 (
n1 )
c u
j u
Hs(
n)
P :H
(Rn1 ) H s (Rn ),
1
1
s 2
n)
78
n1 )
=c
j=0
2
1
H sj 2 (
2
Hs(
n)
Proof
V ( , xn ) =
j=0
1 j
x j ( )h xn
j! n
1 + | |2 , Rn1 , xn R.
xj g(xn ) ij g(j) (n ) = ij
n
F
g(xn )
1
g
xj h(xn ) ij
n
Then
u() =
j=0
j+1
g(n ),
j
dn
h(j)
j+1
ij
j ( )(1 + | |2 ) 2 h(j)
j!
n
1 + | |2
We have:
n)
|u()|2 (1 + ||2 )s d
k
n
2 j1
j ( ) (1 + | | )
d
. Then
2
j=0
1+| |
n1
2
Hs(
(j)
1 + | |2
(1 + ||2 )s d.
2
1 + ||2 = 1 + | |2 + n = (1 + | |2 )(1 + 2 );
n)
j=0
n1
d j ( ) (1+| |2 )sj 2
k
2
Hs(
h(j) ( ) (1+ 2 )s d.
79
k
2
Hs(
n)
j=0
n1
j ( ) (1 + | |2 )sj 2 d .
k
j=0
2
1
H sj 2 (
= c
n1 )
80
4: Spaces H s () (survey)
1. Denition of H s ()
Let Rn be a domain. There are dierent ways of denition of the Sobolev
spaces H s ().
Approach I.
Denition 1
H s () is the class of restrictions to of functions in H s (Rn ):
u H s () v H s (Rn ), v| = u.
Approach II.
Case s 0.
Denition 2
H s () is the set of functions in L2 (), such that their weak derivatives
up to order k = [s] also belong to L2 (), and the following norm is
nite: u H s < ,
2
if s = [s]
||s | u| dx,
2 def
| u(x) u(y)|2 dxdy
2
u Hs =
, (11)
||k | u| dx +
||=k
|xy|n+2{s}
if s = [s] = k, {s} = s k.
Comments
81
Denition 4
Let s > 0. Then, by denition, H s () =
H s ()
, i. e. , H s ()
H s
sup
0=H s ()
| u, |
.
H s ()
Comments
1
1) H s () = H s () for s < 2 .
u(x), x
.
0,
x Rn \
1
Then P0 : H s () H s (Rn ) is continuous, if s = m + 2 , m Z+ .
vj (y), y
.
0,
y Rn1 \
82
1/2
vj
2
Hs(
j=1
Denition
n1 )
def
= u
H s () ,
s l.
(12)
j u =
j u
,
j
j = 0, . . . , k (where
j
j
1
s 2
() = H s 2 () H s 2 () . . . H sk 2 ().
s 1
2
() H s ()
1
2
H s ()
j
j=0
2
1
H sj 2 ()
=c
2
H
1
s 2
()
Theorem 12
l
W2 () if and only if u H l () and 0 u = 1 u = . . . = l1 u = 0.
83
Proof
For simplicity we prove Theorem 12 in the case l = 1.
u H 1 ()
u H 1 () and 0 u = 0.
Obvious.
Using covering, dieomorphisms and partition of unity, we reduce the question to the following. Let K+ = {x Rn : |x| < 1, xn > 0} be the halfball.
Suppose that u H 1 (K+ ), u(x) = 0 near + , 0 u = u| = 0. We have to
u(x , xn ) =
0
u
(x , t)dt, for a. e. (x , xn ) K+ .
xn
(13)
1
We x a cuto function h(t) such that h C (R+ ), h(t) = 0, 0 t 2 ,
h(t) = 1 for t 1, and 0 h(t) 1. We put hm (t) = h(mt), then hm (t) = 1
1
for t m . Consider um (x) = u(x , xn )hm (xn ). Then um (x) = 0 near K+ ,
1 (K ).
um H
+
m
Let us check that um u H 1 (K+ ) 0. We have:
u(x) hm
(u(x) um (x)) = (1 hm (xn ))
u(x).
xn
xn
xn
Then
K+
|u(x) um (x)|2 dx
=
K+
K+
(u um ) dx
xj
1
0<xn < m
K+ {
0 as m ;
=
K+
|u(x)|2 dx
|1 hm (xn )|2
u
xj
u
1
K+ {0<xn < m } xj
0 as m ;
84
dx
dx
K+
(u um ) dx
xn
1/2
2
=
K+
|1 hm (xn )|
0 as m
1/2
hm 2 2
xn
K+
|u| dx
1/2
u
xn
dx
=Jm [u]
=
(h(mxn )) = mh (mxn ).
xn
xn
Using (13), we obtain:
Jm [u]
m2
h (mxn )
K+
m2
h (mxn )
2
u
(x , t)dt dx
xn
xn
2
0
K+
cm2
xn
2
u
(x , t) dt
xn
=xn
cm2
xn
K+ {
1
0<xn < m
1
m2
12 dt dx
u
(x , t) dt dxn dx
xn
xn
0
u
1
K+ {0<xn < m } xn
0 as m .
xn
dx
85
(1)
(2)
where f (x) = F (x) + (x). First, well study problem (2) with homogeneous boundary condition. In the classical setting of problem (2), the
boundary is suciently smooth, f C() and solution v C 2 ().
Now we want to dene weak solution of problem (2) under wide conditi
ons on and f . Let us formally multiply equation v = f by the test
C0 ().
f dx,
(3)
1
The lefthand side is welldened for any v H 1 () = W2 (), H 1 ();
Proof
1) The form
[v, ] :=
v, H 1 (),
v dx,
|v|2 dx C
| v|2 dx,
v H 1 ()
lf () =
H 1 ()
H 1 () .
(4)
sup
0=H 1 ()
|lf ()|
[, ]1/2
= [v, v]1/2 .
(5)
Thus, v is the unique solution of (4) ( (3)). Since, by denition of the class
H 1 (),
|lf ()|
f H 1 () =
sup
,
H 1 ()
0=H 1 ()
and
H 1 ()
H 1 ()
C f
87
H 1 ()
1/2
2.
Now we return to the problem (1) with nonhomogeneous boundary condition u| = g. Suppose that Rn is a bounded domain of class C 1 .
Then, by Theorem 10 (trace embedding theorem) the trace operator 0
(0 u = u| ) is continuous from H 1 () onto H 1/2 ():
0 : H 1 () H 1/2 ().
Consider the problem
u = F,
x ,
0 u = u| = g(x),
for given F H 1 () and g H 1/2 (). We look for solution u H 1 ().
Equation u = F in is understood in the sense of distributions: u(x) is
a weak solution of (1), if u H 1 (), u(x) satises the identity
F dx,
u dx =
C0 (),
and 0 u = g.
Theorem 2
Let Rn be a bounded domain of class C 1 . Let F H 1 (),
g H 1/2 (). Then there exists unique weak solution u H 1 () of
problem (1). We have
u
H 1 ()
H 1 ()
+ g
H 1/2 ()
(6)
Proof
1) By Theorem 11 (extension theorem), for g H 1/2 (), there exists
extension G = P g H 1 () such that 0 G = g and
G
H 1 ()
C1 g
H 1/2 ()
(7)
(8)
H 1
H 1
+ C2 G
H 1 ()
88
H 1
+ C1 C2 g
H 1/2
H1
H1
C3 f
C3 F
+ G
H1
H 1
+ C1 g
H 1
+ (C1 C2 C3 + C1 ) g
H 1/2 ()
H 1/2 () .
(9)
u H 1 () satisfying identity
udx +
u dx =
f (x)dx,
H 1 (),
(10)
H 1 ()
Well use the following property of compact operators: T is a compact operator in the Hilbert space H, if and only if for any sequence {uk } which
converges weakly in H, the sequence {T uk } converges strongly in H.
u k ul
L2 ()
Auk Aul
L2 ()
as k, l .
H 1 (),
(11)
(12)
(13)
1
)
u Au = 0
Au = u (where =
(14)
u Au = v
1
For compact operator A it is known that, if = j (= j ), j N, then the
operator (I A)1 is bounded. We can nd unique solution
u = (I A)1 v,
and
u
H 1 ()
(I A)1
H 1 () .
=C
Since v H 1 ()
Theorem 4
H 1 () ,
H 1 ()
C f
91
H 1 () .
(k)
H 1 () to all eigenfunctions j , k = 1, . . . , p, corresponding to the eigenvalue j (here p is the multiplicity of j ). Since [v, ] = f (x)(x)dx, this
solvability condition is equivalent to:
(k)
f (x)j (x)dx = 0,
k = 1, . . . , p.
(15)
(k)
p
j=1 cj j
(k)
cj j ,
u = u0 +
j=1
4. HilbertSchmidt Theorem
Finally, we can apply the HilbertSchmidt Theorem for compact operators
and obtain the following result.
Let 1 2 . . . be eigenvalues of the Dirichlet problem. Here we repeat
each j according to its multiplicity. There exists an orthogonal system of
eigenfunctions {j }j :
j j Aj = 0, j N,
[j , l ] = 0, j = l.
F =
j=1
[F, j ]
j
[j , j ]
[Aj , l ] =
92
We have
[F, j ] = j [F, Aj ] = j
F j dx,
[j , j ] = j [Aj , j ] = j
Then
[F, j ]
=
[j , j ]
F j dx
2
|j | dx
F =
j=1
(F, j )L2 ()
j
(F, j )L2 ()
j
|j |2 dx.
2
L2 ()
2
L2 ()
, and
j .
93