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P L L U Is Locally Integrable in L: J, P J, P
P L L U Is Locally Integrable in L: J, P J, P
2.
3.
4.
5.
6.
Extension Theorems...........................................................
Sobolev Inequalities and Imbedding Theorems......................
Compactness Theorems......................................................
Interpolation Results.........................................................
The Spaces H k () and H0k ().............................................
7.
Trace Theorems................................................................
Appendix: Some Spaces of Continuous Functions.......................
References................................................................................
10
13
20
25
27
29
34
35
(iv)
uD dx = (1)|| v dx ,
THEOREM 1
sense.
P ROOF
Definition (mollifiers):
(i)
Supp B1 (0) , (recall that "supp" denotes the support of a function, and
Br (p) denotes an open ball of radius r and center p).
(ii)
(x) dx = 1 ,
(iii)
(x) 0 .
1
xy
)u(y) dy .
n (
1 (0)
Hence | J u(x)| p B
(0)
= K |u(x)| dx ,
p
(1)
0.
P ROOF
Let K0 be a compact subset of where K Interior(K0 ) and let
< dist(K,K0 ) . Let > 0 and let w C (K0 ) be such that || u w|| Lp (K0 ) < . Then
applying (1) to u w , we obtain
|| J u J w|| Lp (K ) < .
(2)
But J w(x) w(x) = B (0 ) (y){w(x y) w(x)} dy , and this goes to zero uniformly on K
1
(3)
(4)
The proof of the following theorem contains some other important approximating
properties of mollifiers.
THEOREM 3
Suppose that u and v are in Lploc () . Then D u = v in the weak sense if and
+ | K (u )D dx|+| K (v D ) dx|
||u || Lp ( K) || D || Lq (K ) +||v D || Lp ( K) || || Lq (K )
(||D ||Lq (K ) +|| || Lq (K ) ),
xy
= n (1)|| Dy (
)u(y) dy
x y
= n (
)v(y) dy
= J v(x).
D J u(x) = n Dx (
j,p
identified with the equivalence class of the sequence {x, x,x, . . .} of the new space and in
this sense the new space contains the old space. Further, the old space is dense in its
completion. Moreover, if a normed linear space X is dense in a Banach space Y, then Y is
the completion of X.
Recall that for 1 p < , Lp () is the completion of C0 () with respect to the
usual "p norm". This knowledge allows us to see what members of H j , p () "look like".
Members of Lp () are equivalence classes of measurable functions with finite p norms,
two functions being in the same equivalence class if they differ only on a set of measure
zero.
Suppose that {um} is a Cauchy sequence in C j, p (). Then for || j , {D um} is a
Cauchy sequence in Lp (). Hence, there are members u of Lp () such that D um u
in Lp (). Hence, according to our definition of strong derivatives, u 0 is in Lp () and u
is the strong derivative of u 0 . Hence we see that
H j , p () = {u Lp (): u has strong Lp derivatives of order j in Lp () and there exists a
sequence {um} in C j, p () such that D um D u in Lp ()}.
Definition
LEMMA 4
Let E R n and let G be a collection of open sets U such that
E {U: U G} . Then there exists a family F of non-negative functions f C0 (R n ) such
that 0 f (x) 1 and
(i)
for each f F , there exists U G such that supp f U ,
(ii)
if K E is compact then supp f K is non-empty for only finitely many
f F ,
(iii)
f F f (x) = 1 for each x E (because of (ii), this sum is finite),
(iv)
F = {f 1 , f 2 , ..} and
Thus Ei is compact and E = iN=1 Ei . Let Gi be the collection of all open sets of the form
U [Interior(Ei +1 ) Ei 2 ], where U G and E0 = E1 = . The members of Gi provide
an open cover for the compact set Ei Interior(Ei1 ), so they possess a partition of unity
F i with finitely many elements. We let
s(x) = i =1 gF g(x)
and observe that only finitely many terms are represented and that s > 0 on E. Now we let
F be the collection of all functions of the form
g(x) ,
f (x) = s(x)
0,
x E
x E
H j , p () = W j, p ().
1
}
m
Remarks
(i)
The proof shows that in fact C () C j, p () is dense in W j , p () .
(ii)
Clearly members of C () C j, p () are not necessarily continuous on or
even bounded near . It would be very useful to have the knowledge that
C ( ) C j , p () or C j ( ) C j, p () is also dense in W j , p () . But the following
example shows that this cannot always be expected.
Problem 1 Let = {(x, y) : 1 < x 2 + y 2 < 2, y 0 if x > 0}, i.e. an annulus minus the
positive x-axis. Let w(x, y) = , the angular polar coordinate of (x,y). Clearly w is in
W1,1 () because it is a bounded continuously differentiable function. Show that we cannot
find a C1 ( ) such that |u |1,1 < 2 . (Note that is the whole annulus).
The reason for the failure of the domain in Problem 1 is that the domain is on each
side of part of its boundary. The following definition expresses the idea of a domain lying
on only one side of its boundary.
Definition A domain has the segment property if for each x there exists an
open ball U centered at x and a vector y such that if z U then z + ty for
0 < t < 1.
We will not need the following theorem, so we don't prove it. For a proof, see Adam's
book. However, see Lemma 9 for the simpler version of the result that we will need.
THEOREM 6 If has the segment property then the set of restrictions to of functions
in C0 (R n ) is dense in W m, p () .
THEOREM 7 Change of Variables and the Chain Rule.
Let V, be domains
n
1
in R and let T: V be invertible. Suppose that T and T have continuous, bounded
derivatives of order j . Then if u W j ,p () we have v = u o T W j , p (V) and the
derivatives of v are given by the chain rule.
P ROOF
Let y denote coordinates in and let x denote coordinates in V
( y = T(x) ). If f Lp () then f oT Lp (V ) because
| f T|
V
dx = | f | p J dy const. | f | p dy
(5)
Definition
Remarks
(i)
Clearly W0j , p () W j , p () because C0 () C j , p ().
(ii)
Saying that f W0j, p () is a generalized way of saying that f and its
derivatives of order j 1 vanish on . e.g. W01, p () W2, p () is a
useful space for studying solutions of the Dirichlet problem for second
order elliptic PDE's.
(iii)
C0j () W0j, p () because if f C0j (), we know that if is
sufficiently small then J f C0 () and J f f in | | j, p norm.
Problem 2 Show that W j , p (Rn ) = W0j, p (Rn ) . Hint: Why is it enough to show that
C j, p (Rn ) W j , p (Rn ) ?
0
Problem 3
2.
Extension Theorems
Most of the important Sobolev inequalities and imbedding theorems that we will
derive in the next section are most easily derived for the space W0j , p () which (see
Problem 3) can be viewed as being a subspace of W j , p (Rn ). Direct derivations of these
results for the spaces W j , p () are tedious and difficult because of the boundary behavior
of the functions (Adams uses the direct derivation approach in his book). In this section we
investigate the existence of extension operators that allow us to extend functions in
W j , p () to be functions in W j , p (Rn ). This will allow us to easily deduce the Sobolev
imbedding theorems for the spaces W j , p () from the corresponding results for W j , p (Rn ).
LEMMA 8
p
L (R ).
P ROOF
uniformly on a sufficiently large ball containing the supports of all (say, for 1), we
can pick so small that || || Lp < . Then
|| f f || Lp || f ||L p +|| || Lp +|| f ||L p < 3 .
LEMMA 9
P ROOF
Suppose f is in W j , p (R+n ) let > 0 and pick C (R+n ) C j, p (R+n ) so that
|| D D f || Lp ( Rn+ ) < for all || j . We take the vector of Lemma 8 to be
u = (0,0,0, . . ,1) and define functions Lp (R n ) as
D (x) , x n > 0
(x ) =
, xn 0
0
Observe that for each > 0, C (R+n ) C j, p (R+n ) . By Lemma 8, we can pick > 0
so that, for all || j , || || Lp ( R n ) < . But this implies that || D D || Lp (R n+ ) < .
Hence
|| D D f || Lp ( Rn+ ) || D D || Lp (R n+ ) +||D D f || Lp ( R+n ) < 2 .
10
LEMMA 10
P ROOF
f (x)
, xn 0
E0 f (x) = j +1
k =1 ck f (x1 , x 2 , . . , xn 1 , kxn ) , xn < 0
where the constants ck are chosen so that E0 f (x) C j (Rn ) , i.e.
j+1
k =1
(k)m ck = 1, m = 0,1,2, . . , j .
It is easy to check that there is a constant C depending on only n and p such that
|| D E0 f || Lp (R n ) C|| D f || Lp ( Rn+ ) .
(6)
Definition
such that there are mappings j : j B , where B is the unit ball centered at the origin
and
(i)
j ( j ) = B R+n
(ii)
j ( j ) = B R+n
(iii)
m
j C m ( j ) and 1
j C (B ).
(Because of (iii), all derivatives of order m of j and its inverse are bounded).
THEOREM 11 If is a bounded domain of class C m then there exists a bounded linear
extension operator E:Wm , p () Wm , p (Rn ).
11
P ROOF
Since is compact (boundaries are always closed), we might as well
assume that the number of sets j covering is a finite number N. Let U = Nj =1 j and
let d = dist(,U ). Setting 0 = {x : dist(x,) > d / 2} , we see that
0 ,1 , 2 , . ., N cover . These sets also cover , which is compact, so by the first
part of the proof of Lemma 4, there exists a finite partition of unity 0 , 1 , 2 , . . , N for
and supp j j . Recall that the support of a function is the closure of the set on which
that function is non-zero. Hence, supp j is even bounded away from j .
Let f W m, p () . Then f j W m, p ( j ), so by our chain rule theorem
m, p
(Theorem 7) w j = ( f j ) o 1
(R+n B). Clearly supp w j is bounded away from
j W
Remarks
The theorem can be improved in a number of ways:
(i)
We can allow to be unbounded if is bounded (e.g. is the exterior of a
bounded domain).
(ii)
We can allow to be of class C m 1,1 instead of C m (i.e. the derivatives of order
m 1 of the functions j are Lipschitz continuous. The proof of this requires a
(iii)
better version of Theorem 7 which we don't have time to prove here. Note that for
the case m = 1, the boundary could have corners.
Caldern has proved an extension theorem for domains satisfying the cone property
(see the definition below) and a few other minor assumptions. The proof is much
too time-consuming for us and it relies on the Caldern-Zygmund inequality, which
also has a very lengthy proof. (See [Ad] for this).
Definition A domain is said to satisfy the cone property if there exist positive
constants , h such that for each x there exists a right spherical cone V x with
height h and opening .
12
3.
THEOREM 12 If R n satisfies the cone condition (with height h and opening ) and if
p > 1, mp > n then W m, p () CB () and there is a constant C depending on only , h,
n and p such that for all u Wm , p (), sup|u| C|u|m , p .
Note: does not have to be bounded as Friedman suggests in his Theorem 9.1!
P ROOF
Initially, suppose that u is in C m, p (). Let g C (R) be such that g(t) = 1
if t 1 / 2 and g(t) = 0 if t 1. Let x and let (r, ) denote polar coordinates centered
at x. Here, = (1 , 2 , . . , n1 ) denotes the angular coordinates and we can describe the
cone with vertex x in polar coordinates as V x = {(r,) : 0 r h, A}. Clearly, we have
{g(r / h)u(r,)} dr
r
(1)m h m 1 m
=
r
{g(r / h)u(r, )} dr ,
(m 1)! 0
rm
h
u(x) = 0
after m-1 integrations by parts. Next, we integrate with respect to the angular measure dS ,
noting that the left-hand-side becomes a constant times u(x).
m
u(x) = c A 0 r
{g(r / h)u(r, )} drdS
r m
h
m
= c A 0 r m n m {g(r / h)u(r, )} r n1drdS
r
m
= c V r m n m {g(r / h)u(r, )} dV .
x
r
h
m 1
const.|| rm n || Lq (V x ) |u|m, p .
But r m n is in Lq (V x ) if n 1+ (m n)q > 1, which is the case because q =
p
p1
and
mp > n . Thus, we obtain sup|u| C|u|m , p . To extend this result to arbitrary u W (),
take a sequence {uk} of functions in C m, p () converging to u in the | | m, p norm. Then
sup|u j uk | C|u j uk |m , p , showing that the sequence is a Cauchy sequence in CB ().
m, p
13
Thus u is in CB () and taking the limit of sup|u j | C|u j |m , p shows that u satisfies the same
inequality.
Problem 5. Modify the proof to show that the theorem also applies to the case p = 1,
m = n.
Problem 6. Show that a similar theorem holds for W0m, p () and the cone condition is
not required. Note that here we can even conclude that W0m, p () {u CB ( ) : u = 0 on
} .
COROLLARY 13
If R n satisfies the cone condition (with height h and opening
) and if p > 1, (m k)p > n then W m, p () CBk () and there is a constant C depending
on only , h, n, k and p such that for all u Wm , p () sup | D u| C|u|m , p .
||k
P ROOF
Problem 7
Problem 8
C
|| Diu|| Lp () .
|| x y||
i=1
P ROOF
Let u C0 () . We might as well assume that u C0 (Rn ) . Let
d =|| x y|| , Sx = Bd (x), Sy = Bd (y) and S = Sx Sy . Then
|u(x) u(y)| vol(S) = S |u(x) u(y)| dz
But if (r, ) are the polar coordinates of z in a coordinate system centered at x, we get
u
|u(x) u(z)| r0 |
| d , which implies
14
Sx
=
=
=
u
| d rn 1drdS
u
| d rn1 drdS
n
d
d
u
| | ddS
0
n
n
d
d
u
1 n | | n 1d dS
0
n
n
d
1 n u
| | dz
n Sx
n
d
u
|| 1n || Lq (S x ) || || Lp (S x )
n
where q =
|u(x) u(z)| dz 0 0 |
|
0
p
. A simple calculation shows that
p 1
||
1 n
|| Lq (S x ) = const. d
n
p
||
n
u
|| Lp (S x ) const. || Di u|| Lp () .
i =1
Also, vol(S) = const. d n and the integral over Sy can be estimated in a similar fashion.
Putting this together yields
1
|u(x) u(y)| Cd
n
p
|| D u||
i
Lp ()
i=1
which is precisely the inequality that we wanted. Further, we know from Theorem 12
applied to R n that sup|u| C|u|1, p . Combining this with the previous inequality shows that
for u C0 () we have || u||C 0, ( ) C|u|1, p . Thus, if we now let u W01, p () and take a
sequence {um} of functions in C0 () converging to u in | |1,p norm, it follows that {um}
converges in C 0, () . Thus u C0, ( ) , and taking limits shows that u satisfies the
inequality in the statement of the theorem.
15
|| u|| Lr () C || Diu||L p () .
i =1
Remark
The proof relies on a simple generalization of Hlder's inequality which can
be proved by induction by using Hlder's inequality. The inequality states
where
(7)
1
1
1
1
+
+
+... +
= 1.
p1 p2 p3
pm
It suffices to prove the result for u C01 (R n ). First we prove
xi
(8)
i =1
Observe that
| Diu| dxi does not depend on xi , but it does depend on all n 1 of the
remaining variables. We integrate each side of (8) with respect to x1 and use the
generalized Hlder inequality with pi = m = n 1 to obtain
1
n1
16
i= 2
(
i=2
1
n1
The RHS is still a product of n 1 functions of x2 , so we integrate each side with respect
to x2 , again applying (7) with pi = m = n 1. Continuing in this manner, we finally obtain
Rn
|u(x)|
n
n1
dx ( Rn | Diu| dx )
i =1
i.e.
1
n1
|| u||
Ln1
( R n | Di u| dx )
1
n
(geometric mean)
i =1
1 n
n i=1
Rn
|Diu| dx
(arithmetic mean)
Here we have used the fact that an arithmetic mean is no less than a geometric mean of the
same numbers. This proves the result for the case p = 1.
(n 1)p
n(p 1)
For p > 1, let =
=1+
. Since > 1 and u C01 (R n ), it follows
np
np
that |u| C01 (R n ) . Clearly
(n 1) p
Di |u| =
|u|
n p
n( p1)
n p
( Diu) .
np
n p
n 1
n
n( p1)
1
(n 1)p
dx ) R n
|u| n p | Diu| dx
n
n
p
i =1
n( p1)
p
p1
(n 1)p n
n p
p1
( R n (|u|
) dx ) p || Diu|| Lp
n(n p) i =1
np
p1
(n 1)p n
n p
=
(R n |u| dx ) p || Diu||L p
n(n p) i =1
n
Hence
( R n |u|
np
n p
dx )
np
np
(n 1) p n
|| D u|| p ,
n(n p) i =1 i L
which is the desired result. As usual, to obtain the same result for a function u W01, p (),
we just take a sequence of functions in C10 converging to u.
17
Remark
According to the theorem, W01, p () Lr (), where r is given above. But
obviously W01, p () Lp (), so by the following interpolation lemma, W01, p () Lq ()
for all q satisfying p q r . If is bounded then clearly this holds for all q satisfying
1 q r.
LEMMA 16
s(r q)
.
q(r s)
where =
Apply Hlder's inequality to the integral of ||q , using the facts that
P ROOF
(1 )q
||
r
(1 )q
s
q
and || L .
COROLLARY 17
For every domain in R n there exists a constant C depending on
only n and p such that
a)
if kp < n then W
k, p
0
np
n kp
() L
|| u||
L
np
nkp
C|u|k , p
b)
|| u||C m, ( ) C|u| k ,p .
18
a) If || k 1 and u W
k, p
0
P ROOF
np
k 1,
n p
0
W0k, p W
np
n p
np
n (k m1)p
n
m +1,
(1 )
0
n
(1 )
=L
. Thus if
, which is contained in C 0, () by
Remarks
A few "particular cases" have been left out because they require separate
proofs (see Problem 10 below). They are:
i)
ii)
iii)
iv)
k ,q
n
If kp > n , p > 1 and is an integer then W0k, p () W0 p () for all q satisfying
p
p q < .
n
If kp > n and p = 1 (so
is obviously an integer) then W0k, p () CBk n ( ).
p
All of the particular cases listed above have the appropriate norm inequalities associated
with them.
Problem 10 Use the results of Problems 5, 6, 7, 8 and 9 to prove the particular cases
listed above.
COROLLARY 18
If is a bounded C1 domain in R n (or any other domain such that
there exists a bounded extension operator E : W1, p () W1, p (R n ) ) then the statements
concerning the spaces W0k, p () in Corollary 17 and in the remark following the corollary
also apply to the spaces W k, p (). However, the constant C may also depend on .
19
P ROOF
The cases for k = 1 dealt with in Theorems 14 and 15 are easily seen to
have their counterparts here because of the extension operator. Inspection of the proof of
Corollary 17 shows how the results for k > 1 may be derived from the results for k = 1
without any additional assumptions on the domain.
Remark
One can show that extension operators exist for Lipschitz domains and even
domains satisfying certain cone conditions (see the remarks following the proof of
Theorem 11). This Sobolev imbedding theorem is thus valid for such domains.
Definition Let A and B be Banach spaces. If A B , we say that A is continuously
imbedded in B (in symbols, this is written A\o(\s\do3( ), )B)if there is a constant C
such that || x||B C|| x|| A for all x A .
The theorems in this section provide examples of imbeddings and are called
np
n p
for p < n.
Compactness Theorems
20
[ ]0,
1
| (x) (y)|
| (x) (y)|
= sup
= sup
| (x) (y)|
|| x y||
||x y||
1
([ ]0, ) (max || )
[ f j k f jr ]0, 2M (max | f jk f jr | )
COROLLARY 20
n
< 1 then W0k, p () is
p
n
.
p
n
. Then W0k, p ()\o(\s\do3( ), )C m, ( ) \o(\s\do3(
p
m,
), )C () , and the second imbedding is compact.
P ROOF
Let = k m
21
imbedded in C 0, ( ). The result for general k can be deduced from the k = 1 case by
considering derivatives of the functions (as in the proof of Corollary 17 (b), deduce that if
u W
k, p
() and || m then D u W
1,
n
(1 )
() , which is contained in C 0, () ).
Remark
22
(ii)
(iii)
The Theorem gives us two other very useful characterizations of compact mappings and
imbeddings.
If is bounded and p < n, then W01, p () is compactly imbedded in
THEOREM 23
Lq () for all q <
P ROOF
np
.
n p
consider the members of A as members of W1, p (Rn ) with supports contained in . Let
Ah = {J h u : u A}. Note that we have
| Jh u(x)| h n (
and
xz
)|u(z)| dz h n (max )|| u|| L1 ()
h
| Di Jh u(x)| h n 1 | Di (
xz
)||u(z)| dz h n1 (max| Di|)||u|| L1 () .
h
|z|1
|z|1
Thus
h||z||
(z)0
|u(x) Jh u(x)|
|z |1
23
z
u(x r
) dr dz .
r
|| z||
h||z || n
(z)0
| D u(x r || z|| )| dr dz .
i =1
|u(x) Jh u(x)| dx
z
)| dx dr dz
||z||
(z)0
(z)0
(z)h||z|| | Di u(x)| dx dz
|z|1
|z |1
h||z || n
|z|1
n
i =1
Rn
| Di u(x r
h||z|| n
i =1
| Diu(x)| dx dr dz
i=1
h |Di u(x)| dx
i=1
hB,
(9)
i =1
Now let {um} be a bounded sequence in W01, p () and assume |um |1, p M . Since W01, p ()
is compactly imbedded in L1 (), we can extract a subsequence {um j } that converges in
L1 (). Applying the inequality above to um j umk , noting that |um j umk |1, p 2M , we
obtain
|| um j umk || Lq const.||um j umk ||L1 ,
showing that the subsequence is a Cauchy sequence in Lq () . Hence the subsequence
converges in Lq () and W01, p () is compactly imbedded in Lq () .
24
P ROOF
1,
k, p
0
() is continuously imbedded in W0
np
imbedded in Lq () if q <
, by Theorem 23.
n kp
COROLLARY 25
np
n (k 1) p
C1 domain (or any other type of bounded domain for which there is an extension operator
E : W1, p () W1, p (R n ) .
P ROOF
Remark
The case kp = n is missing from the previous results. But since W k, p is
continuously imbedded in W k, r for all r < p (provided that the domain is bounded), it
follows from Corollary 25 that W k, p is compactly imbedded in Lq () for all q < . The
same applies to W0k, p ().
5. Interpolation Results
The following results are very useful in PDE theory. We make use of Theorem 26
in our proof of Grding's Inequality in our study of elliptic problems.
THEOREM 26
Let u W0k , p () . Then for any > 0 and any 0 <| |< k
|| D u|| Lp |u|k , p +C
| |
k | |
||u|| Lp
We prove the result for ||= 1, k = 2. The general result is easily obtained
||
u
2 u
72
|| Lp || 2 || Lp + ||u|| Lp
xi
x i
25
(10)
First suppose that u C02 (R) and consider an interval (a,b) of length b a = . If
y (a,a + / 3) and z (b / 3,b), then by the Mean Value Theorem there is a
p (a,b) such that
| u( p)|=|
u(z ) u(y) 3
| (|u(z)|+|u(y)|)
zy
b
3
(|u(z)|+|u(y)|) + a | u(t)| dt .
Integrating with respect to y and z over the intervals (a, a + / 3) and (b / 3,b)
respectively, we obtain
b
| u(x)| a | u (t)| dt +
18 b
|u(t)| dt ,
2 a
b
b
b
(18) p b
p1
p
p1
2 ({a | u (t )| dt}{a 1 dt} + 2 p {a |u(t)| p dt}{a 1 dt}p1 )
p b
b
(18)
= 2 p1 ( p1 a | u(t)| p dt + p+1 a |u(t)| p dt ).
| u (x)|
a
dx = 2
p1
(18) p b
( a | u(t)| dt + p a |u(t)| p dt ).
We now subdivide R into intervals of length and obtain by adding all of these
inequalities that
p
p 1
p
p
| u (x)| dx 2 ( | u (t)| dt +
26
(18) p
|u(t)| p dt )
p
(11)
Suppose now that u C0 (Rn ) . Then we can apply (11) to u regarded as a function of xi
and integrate with respect to the remaining variables to obtain
R n |
u p
2 u
(18) p
| dx 2 p1 ( p R n | 2 | p dx + p R n |u| p dx )
xi
x i
Taking the pth root of this and using (A p + B p )1/ p A + B, we obtain (10). (Actually, we
don't quite obtain (10). We actually obtain the inequality (10) for 2 instead of . But
since is an arbitrary positive constant, (10) holds). Finally, (as usual) to obtain the result
for u W0 (), we take a sequence of functions in C0 converging to u.
COROLLARY 27
The interpolation inequality stated in Theorem 26 also applies to
k, p
members of W (), provided that is a bounded C 2 domain (or any other domain for
which there is a bounded extension operator E : W2, p () W 2,p (R n ). Here the constant C
may also depend on p and .
P ROOF
Because of the extension operator, an inequality of the form (10) holds for
2, p
functions in W (). The full result follows by induction from this case.
D u(x)D v (x) dx .
|| k
||x || R
27
ix .
f (x) dx .
The limit exists in the topology of L2 (R n ), || f ||L2 =|| f|| L2 , and f can be recovered by using
the inversion formula
f (x) = lim (2 ) n/ 2
R
ix .
f ( ) d .
|| || R
Again, the limit here exists in the topology of L2 (R n ). The reason for the limits in these
formulas is that the integrands are not necessarily in L1 (R n ). Clearly, the FourierPlancherel transform is an isometric (i.e. norms are equal) isomorphism (i.e. bounded
linear mapping with a bounded inverse) from L2 (R n ) onto L2 (R n ).
f
Integration by parts shows that for f C0 (R n ), the transform of
is i j f ( ).
x j
From this, we see by induction that the transform of D f is (i ) f(). If now we let
f H k (R n ) and take a sequence of C functions converging to f, we find that (i ) f()
0
H k (R n ) = {g L2 (R n ) : (1+||||) k g( ) L2 (R n )}.
It is easy to see that C0 is dense in H k and if g is in C0 then g is the transform of an
infinitely differentiable, rapidly decaying function f (a function in the Schwarz class, to be
precise). Taking limits, we see that if g is in H k then g is the transform of a function f
belonging to H k . Further, if we define an inner product on H k as
(u,v)H k =
u( )v () d ,
| |k
we find that || f ||k =|| f|| H k . Thus, the Fourier-Plancherel transform is an isometric
isomorphism from H k onto H k . Questions about functions in H k are thus transformed
into equivalent (and often simpler) questions about functions in H k .
Problem 12 Consider the initial value problem for the wave equation
d 2u
du
k
(0) = g H k 1 .
2 = u , u(0) = f H ,
dt
dt
28
29
P ROOF
It suffices to prove the result for the case = 0 and u C0 (Rn ) . By the
|u( x , x
0 R
|u( x ,)| dx
)| dx dxn =
n1
R n1
|u( x ,)| dx +
n1
R
1
| D u( x ,t)| dtdx
n
R n1 0
1
0 R n1
R n1 0
(n 1)p
n(p 1)
= 1+
np
n p
|| v|| Lr (R n1 ) C |u|1,R p .
P ROOF
We can assume that p > 1 because the p = 1 case is dealt with in the
previous lemma. We first show that if u W1, p (R n ) then w =|u|r W1,1 (Rn ) and
r
|| w||L1 const. || Du||rL1
p ||u|| p , || Di w|| 1 const. || Du|| p .
L
L
L
30
(12)
It suffices to prove this result for the case u C0 (Rn ) . Let q = p / (p 1) . Then
(r 1)q = np / (n p) , so by the Sobolev Imbedding Theorem (Th. 15),
/ (n p)
|| |u|r 1 ||qLq const.||Du||np
Lp
and combining this with Hlder's Inequality, we get the first of (12):
|| w||L1 = |u|r dx = |u| r1 |u| dx ||u|| Lp || |u|r 1 || Lq const.|| Du||rL1
p ||u|| p .
L
Since Diw = r|u| r1 Diu , we obtain the second of (12):
|| Di w|| L1 = r|| |u|r 1 ||Lq || Diu|| Lp const. || Du||rL p .
We now apply Lemma 27 to w and immediately obtain the inequality
|| v|| Lr (R n1 ) const.(|| Du|| r1
||u||L p +|| Du|| rLp )1/ r
Lp
r
const.(|| Du||11/
||u||1/Lpr +||Du||L p )
Lp
const.(||u|| Lp +||Du|| Lp ).
LEMMA 29 If u Wk , p (Rn ) where
v( x ) = u( x , ) is in Lr (Rn 1 ), where
r=
(n 1)p
n kp
|| v|| Lr (R n1 ) C |u|kR, p .
P ROOF
By Sobolev's Imbedding Theorem (Th. 15) applied to the first order
derivatives of u, we have u W1,np / (n(k 1)p ) (R n ) . Now apply Lemma 28.
31
Reminder:
If X(u) = (x1 (u1 ,u2 ), x2 (u1 ,u2 ), x3 (u1 ,u2 )) is a parametrization for a smooth surface
S in R3 , it is well-known from elementary calculus that one may integrate functions defined
on S using the formula
X X
(x 3 , x2 ) 2
(x ,x )
(x , x )
|| = ((
) + ( 1 3 )2 + ( 1 2 ) 2 )1/ 2 .
u1 u2
(u1 ,u2 )
(u1 ,u2 )
(u1 ,u2 )
where
n
K(u) = ( (
k =1
Here the xk notation means that the xk term does not appear.
THEOREM 30 Suppose that is bounded and is of class C k . If u Wk , p () where
kp < n , then the restriction v of u to is in Lr (), where
r=
(n 1)p
n kp
32
Remark.
See the remark following the statement of Lemma 27 for clarification of the
phrase "restriction v of u to ". The same remark applies because we know that an
extension operator E: W k , p () Wk , p (Rn ) exists, and thus the restriction to of
functions in C0 (R n ) is dense in W k, p ().
P ROOF
Let E: W k , p () Wk , p (Rn ) be the extension operator of Theorem 11.
Since any u Wk , p () is associated with an element Eu Wk , p (Rn ), we might as well just
study the properties of the trace on of C0 (R n ) functions.
Let j and j be as in the definition of C k domains. Since is compact, we
might as well assume that there is a finite number of the j , 1 j N , covering . Let
j 1 j N , be a partition of unity for subordinate to this cover. If u C0 (Rn ) , then
k
1
( ju)o 1
to be in C0k (Rn ) by defining the
j C0 (B) and we can extend ( ju)o j
p, and k
and
Cj
is independent of u..
1
j
|v (x)|
Sj
dS =
|w (y)|
K j (y) dy Rj
P B
|w |
dy ,
P B
where Rj = max(K j ). Comparing this to the preceding inequality, we see that there is a
constant M j independent of u such that
n
|| v j || Lr (S j ) M j |u| Rk, p .
The function v satisfies a similar inequality because v = v j . Finally, it is clear that the
result holds for arbitrary u Wk , p () (see the remark following the statement of the
theorem).
33
Problem 13 Modify the proof of Lemma 27 to show that if u W1, p (R n ), then for every
R , the function v( x ) = u( x , ) is in Lp (R n1 ) , and there exists a constant K
n
depending only on n and p such that|| v|| Lp (R n1 ) K|u|1,R p .
Problem 14 Deduce from the previous problem and Lemma 28 that the function v of
Lemma 28 belongs to Lq (R n1 ) for all q satisfying p q r .
Appendix:
Here, we define the spaces of continuous functions that appear in these notes. Caution:
Notation and definitions of such function spaces vary from text to text. Recall that we
stated that is a domain in R n . The connectedness of is not needed in the following
definitions, so we need only assume that is an open subset of R n .
1.
2.
3.
5.
6.
7.
continuous in .
C k ( ) is the set of functions in C( ) which have derivatives in of order k
that can be extended to be members of C( ).
C () is the set of functions in C k () for all k.
C ( ) is the set of functions in C k ( ) for all k.
C0 () is the set of functions in C() that have supports that are compact subsets
8.
of (recall that the support of a function is the closure of the set on which the
function fails to vanish). Since is open, such functions necessarily vanish in a
neighborhood of the boundary of .
C0k () is the set of functions in C k () that have supports that are compact subsets
9.
of .
C0 () is the set of functions in C0k () for all k.
10.
11.
4.
34
12.
13.
14.
CBk ( ) is the set of functions in both CBk () and C k ( ). This is a Banach space,
equipped with the same norm as in (12). If is bounded, this space coincides with
C k ( ).
C k , () , where 0 < 1, is the set of functions in CBk ( ) that have derivatives of
order k that are uniformly Hlder continuous with exponent . C k , () is a
Banach space with norm
|| f ||C k, = sup | D f (x)|+[ f ]k, ,
|| k, x
where
[ f ]k , =
| D f (x) D f (y)|
.
x , y, x y, | |= k
|| x y||
sup
References
The results stated in these notes appear in most texts on Sobolev spaces, including
those listed below. However, there are many different proofs of the results. For this
reason, the key lemmas and theorems that appear in these notes are listed below with a
reference to the source which has a proof that most resembles the proof in these notes.
Th. 1
L. 2
Th. 3
L. 4
Th. 5
Th. 6
Th. 7
Th. 11
Th. 12
Th. 14
Th. 15
L. 19
35
Th. 22
Th. 23
Th. 26
[Ru], Appendix A4
[G.T.], Th. 7.22
[G.T.], Th. 7.27; [Ad], Th. 4.13
There is obviously no room here for a complete bibliography. For a more complete list of
references, the reader should refer to the bibliographies of the texts listed below.
Ad.
Fr.
G.T.
Ma.
Ru.
Zi.
36