Fa Pde

Summary of the course
Functional analysis and partial differential equations

Sergio Conti
University of Bonn
Fall term 2022-23
This is only a summary of the main results and arguments discussed in class and not a complete
set of lecture notes. These notes can thus not replace the careful study of the literature. The
following books are recommended:
H.W. Alt, Lineare Funktionalanalysis / Linear functional analysis, Springer (German/English)
H. Brezis, Functional analysis, Sobolev spaces and partial differential equations, Springer
L. C. Evans and R. F. Gariepy, Measure theory and fine properties of functions, CRC
Press 1992
P. Lax: Functional Analysis. Wiley Interscience, 2002
G. Leoni, A first course in Sobolev spaces. Graduate Studies in Mathematics, AMS
E. H. Lieb and M. Loss. Analysis. Graduate Studies in Mathematics, AMS
W. Rudin, Functional Analysis. McGraw Hill 1991
E. Stein and R. Shakarchi, Functional Analysis. Princeton University Press, 2012
K. Yosida, Functional Analysis. Springer 1980
D. Werner, Funktionalanalysis. Springer (German)
These notes are based on the books mentioned above, the lecture notes of M. Disertori (WS
2020-21), B. Schlein (WS 2013-14), S. Müller (WS 2012-13 and 2017-18) and further sources
which are not always mentioned specifically.
These notes are only for the use of the students in the class V3B1 at Bonn University, Fall term
2022-23.
Please send typos and corrections to sergio.conti@uni-bonn.de.
1 [November 12, 2022]

Contents
1 Structures 4
1.1 Topological spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.1 Definition and some properties . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.2 Convergent sequences and continuity. . . . . . . . . . . . . . . . . . . . . 5
1.1.3 Compact spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 Metric spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Normed spaces, Banach spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3.2 Completion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.3 Basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.4 Equivalent norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Scalar products, Hilbert spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.4.1 Definition and some properties . . . . . . . . . . . . . . . . . . . . . . . . 13
1.4.2 Orthogonal projections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.4.3 Orthonormal systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.5 Projections in Banach spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2 Function spaces 25
2.1 Bounded functions and uniform topology . . . . . . . . . . . . . . . . . . . . . . 25
2.2 Continuous functions on compact spaces, Stone-Weierstraß . . . . . . . . . . . . 25
2.3 Functions on subsets of Rd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.3.1 Differentiable functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.3.2 Lipschitz and Hölder continuous functions . . . . . . . . . . . . . . . . . . 31
2.4 Lp spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.4.1 Measure spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.4.2 Measurable functions and integrals . . . . . . . . . . . . . . . . . . . . . . 33
2.4.3 Important results from integration theory . . . . . . . . . . . . . . . . . . 34
2.4.4 The spaces Lp and Lp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.4.5 Convergence notions in Lp . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.4.6 Dense subsets and separability . . . . . . . . . . . . . . . . . . . . . . . . 37
2.4.7 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.4.8 The Hausdorff measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.5 Sobolev spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.5.1 Weak derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.5.2 Definition of W k,p and W0k,p . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.5.3 Sobolev functions in one dimension . . . . . . . . . . . . . . . . . . . . . . 43
2.5.4 Partitions of unity and the Meyers-Serrin theorem . . . . . . . . . . . . . 45
2.5.5 The product rule and the chain rule . . . . . . . . . . . . . . . . . . . . . 48
3 Compact and precompact subsets of function spaces 50

3.1 Compactness in metric and normed spaces . . . . . . . . . . . . . . . . . . . . . . 50
3.2 Compact sets in C(K; Y ) : the Arzela-Ascoli theorem . . . . . . . . . . . . . . . 51
3.3 Compact sets in Lp (Rd ): the Frechet-Kolmogorov-Riesz theorem . . . . . . . . . 54
2 [November 12, 2022]

[12.10.2022]
1 Structures
1.1 Topological spaces
1.1.1 Definition and some properties
Definition 1.1. Let X be a set. A topology T on X is a family T ∈ 2X , such that
(i) ∅, X ∈ T .
(ii) U, V ∈ T ⇒ U ∩ V ∈ T .
S arbitrary index set (may be uncountable) and {Vλ }λ∈I is a family of elements in
(iii) If I is an
T then λ∈I Vλ ∈ T .
The pair (X, T ) is called a topological space.

A set A ⊆ X is called open if A ∈ T . It is called closed if the complement Ac := X \ A is open.
By definition of a topological space T a finite intersection and an arbitrary union of open sets is
open. It follows from the formula ( λ∈I Aλ )c = λ∈I Acλ that a finite union and an arbitrary
S
intersection of closed sets is closed.
Important examples.
(a) Standard topology on Rn : Let X = Rn . We define Tst as follows
W ∈ Tst ⇔ ∀x ∈ W ∃ε > 0 : such that Bε (x) ⊆ W.
Obviously this coincides with the family of “open sets” defined in Analysis 1.
(b) Discrete topology: X be a set. Then P(X) is a topology. Every subset of X is both open
and closed.
(c) Trivial topology: X be a set. Then {∅, X} is a topology. There are two open sets and
two closed ones (provided X 6= ∅).
(d) Relative topology: let (X, T ) be a topological space, Y ⊆ X. We define the set
TY := {Y ∩ A | A ∈ T }.
Then TY is a topology on Y.
(e) Product topology: let (X, T ), (Y, S) be two topological spaces. Consider the set
X × Y = {(x, y) | x ∈ X, y ∈ Y }. We define
( )
[
Tprod := W ⊆ X × Y W = Oλ × Vλ , I index set, Oλ ∈ T , Vλ ∈ S ∀λ ∈ I .

λ∈I
Then Tprod is a topology on X × Y. Moreover it holds:
W ∈ Tprod ⇔ ∀(x, y) ∈ W ∃U ∈ T and V ∈ S such that (x, y) ∈ U × V ⊆ W.
3 [November 12, 2022]

(f ) Intersection
T topology: let I be an index set and {Tλ }λ∈I a family of topologies on X.
Then λ∈I Tλ is a topology on X.
(g) Generated topology: let X be a set, T ⊆ P(X). The topology generated by T is the
intersection of all topologies that contain T . This is well defined by (b) and (f).
Examples: the discrete topology is generated by {{x} : x ∈ X}, the standard topology on R
by {(a, b) : a, b ∈ Q, a < b}. The standard topology on Rn+m is the product topology of the
standard topology on Rn and the one on Rm .
Definition 1.2. Let (X, T ) be a topological space.
(i) An open set O ∈ T containing x ∈ X is called an open neighborhood of x.
(ii) Let A ⊆ X be a subset of X.
(a) The closure A of A with respect to T is the smallest closed set containing A
\
A= B = {x ∈ X | Ux ∩ A 6= ∅ ∀Ux open neighborhood of x},
B⊃A,B c ∈T
(b) The interior Ao of A with respect to T is the largest open set contained in A
[
Ao := U,
U ⊆A,U ∈T
(c) The boundary ∂A of A with respect to T is the intersection of A and X \ Ao
∂A = A \ Ao .
(iii) A set A ⊆ X is dense if A = X.
(iv) X is separable if there exists a countable dense subset.
1.1.2 Convergent sequences and continuity.

Definition 1.3. Let (X, T ) be a topological space.
We say that a sequence x : N → X converges to x∗ (notation: xn −−−→ x∗ or xn → x∗ ) if
n→∞
∀U open neighbourhood of x∗ ∃ nU ∈ N such that xn ∈ U ∀n ≥ nU .
The point x∗ is called a limit point of the sequence.
The limit point is in general not unique! Unicity holds in a Hausdorff space (see below).
4 [November 12, 2022]

Closed sets and convergence sequences. For A ⊆ X we define
Ã := {x∗ ∈ X | ∃x : N → A with xn −−−→ x∗ }.
n→∞
If A is closed, then Ã = A = A. In general, we have A ⊆ Ã ⊆ A (if (X, T ) is first-countable then

Ã = Ā. Metric spaces and finite sets are first-countable. First-countable means that for every
x ∈ X there is a countable family of open neighbourhoods {Ukx } of x such that any other open
neighbourhood of x contains one of the Ukx ).
Definition 1.4 (Continuity). Let (X, T ) and (Y, S) be topological spaces and
f : X → Y a function.
(i) f is continuous if f −1 (V ) ∈ T ∀V ∈ S, i.e. if the preimage of every open set is open. The
set of such functions is denoted by C 0 (X; Y ).
(ii) f is continuous in x ∈ X if ∀ Vf (x) ∈ S open neighborhood of f (x) ∃ Ux ∈ T open
neighborhood of x such that f (Ux ) ⊆ Vf (x) .
(iii) f is sequentially continuous in x∗ ∈ X if ∀x : N → X with xn → x∗ we have f (xn ) → f (x∗ ).
(iv) f is sequentially continuous if ∀x : N → X with xn → x∗ for some x∗ ∈ X we have
f (xn ) → f (x∗ ).
Remarks. The following holds.

f is continuous ⇔ f is continuous in x ∀x ∈ X.
f is continuous ⇒ f is sequentially continuous The inverse implication does not hold in
general! We will see that it does hold in metric spaces.
Definition 1.5 (Comparing topologies). Let T1 and T2 be two topologies on X.
T1 is called finer (or stronger) than T2 if T2 ⊆ T1 .
In this case T2 is called coarser (or weaker) than T1 .
Definition 1.6 (Hausdorff space). A topological space (X, T ) is called Hausdorff if for different
points there exist disjoint open neighbourhoods, i.e.,
x 6= y =⇒ ∃Ux , Uy ∈ T such that x ∈ Ux , y ∈ Uy and Ux ∩ Uy = ∅. (1.1)
Remark. If (X, T ) is a Hausdorff space, then every convergent sequence has exactly one limit
point.
[12.10.2022]
[14.10.2022]
1.1.3 Compact spaces

Definition 1.7. Let (X, T ) be a Hausdorff space.
(i) X is compact if every open cover of X has aSfinite subcover, i.e., for each index set I and
{Vα }α∈I familySof open sets such that X = α∈I Vα there exist n ∈ N and α1 , . . . αn ∈ I
such that X = nj=1 Vαj .
(ii) X is sequentially compact if every sequence in X has a convergent subsequence.
A subset A ⊆ X is compact if (A, TA ) is a compact topological space.
5 [November 12, 2022]

Remarks:
A ⊆ X is compact ⇔ every open cover of A in (X, T ) has a finite subcover, i.e.

S
for each index I set and {Vλ }λ∈I family of openSn sets in T such that A ⊆ α∈I Vα there
exists n ∈ N and α1 , . . . αn ∈ I such that A ⊆ j=1 Vαj .
Compactness is not equivalent to sequential compactness in general!
1.2 Metric spaces

Definition 1.8. Let X be a set. A function d : X ×X → [0, ∞) is a metric on X if the following
holds.
(i) (definiteness) d(x, y) = 0 ⇔ x = y.
(ii) (symmetry) d(y, x) = d(x, y) ∀x, y ∈ X.
(iii) (triangle inequality) d(x, y) ≤ d(x, z) + d(z, y) ∀x, y, z ∈ X.
The pair (X, d) is called a metric space.

The open ball with center x ∈ X and radius ε ∈ (0, ∞) is
Bε (x) := {y ∈ X | d(x, y) < ε}.
Metric space as topological space. Let (X, d) be a metric space and let Td consist of all
the sets with the following property:
A ∈ Td ⇔ ∀x ∈ A ∃ε > 0 such that Bε (x) ⊆ A.
Then Td is a topology on X and (X, Td ) is a Hausdorff space.

Td is called the topology induced by the metric d.
All notions introduced for topological spaces can be extended to metric spaces. For example
(X, d) is compact if (X, Td ) is compact,
(X, d) is separable if (X, Td ) is separable.
Every metric induces a topology, but not every topology is induced by a metric.
Convergence in a metric space Let (X, d) be a metric space, x : N → X a sequence and

x∗ ∈ X a point. Then we have
lim xn = x∗ in (X, Td ) ⇔ ∀ε > 0 ∃nε ∈ N such that xn ∈ Bε (x) ∀n ≥ nε .

n→∞
Remarks: A key feature in a metric space is that open sets (or equivalently closed sets) are
completely characterized in terms of convergence of sequences. More precisely we have
(i) A ⊆ X closed ⇔ A is sequentially closed.
(ii) A ⊆ X compact, M ⊆ A closed ⇒ M compact.
(iii) A compact ⇔ A is sequentially compact.
6 [November 12, 2022]

(iv) f is continuous ⇔ f is sequentially continuous.
Definition 1.9 (Comparing metrics). Let d1 and d2 be metrics on X.
(i) d1 is (topologically) stronger than d2 if Td1 is stronger than Td2 .
(ii) d1 and d2 are (topologically) equivalent if they induce the same topology Td1 = Td2 .
(iii) d1 is uniformly equivalent to d2 if there exist two constants C, c > 0 such that
cd1 (x, y) ≤ d2 (x, y) ≤ Cd1 (x, y) ∀x, y ∈ X. (1.2)
Remark. Uniform equivalence is stronger than topological equivalence. In particular a se-

quence x : N → X is Cauchy with respect to d1 iff it is Cauchy with respect to d2 and hence
the space (X, d1 ) is complete iff the space (X, d2 ) is complete. This is not true in general for
equivalent metrics (see homework).
Note that some books use (1.2) as definition of equivalent metrics.
Lemma 1.10. Let d1 and d2 be metrics on X. Then the following statements are equivalent.
(i) d1 is stronger than d2 .
(ii) The identity map Id : (X, Td1 ) → (X, Td2 ) Id(x) := x is continuous.
(iii) Every sequence which converges in d1 converges also in d2 , i.e.
d1 (xn , x∗ ) −−−→ 0 =⇒ d2 (xn , x∗ ) −−−→ 0.

n→∞ n→∞
(iv) ∀x ∈ X ∀ε > 0 ∃δε,x > 0 such that
d1 (x, y) < δ,x =⇒ d2 (x, y) < ε.
1.2.1 Completeness
Definition 1.11 (Cauchy sequence and completeness). Let (X, d) be a metric space.
(i) A sequence x : N → X is called a Cauchy sequence if
∀ε > 0 ∃nε s.t. ∀n, m ≥ nε d(xn , xm ) < ε. (1.3)
(ii) The space (X, d) is called complete if every Cauchy sequence converges.
(iii) A function f : X → Y , with (Y, e) a second metric space, is uniformly continuous if for
every ε > 0 there is δ = δε > 0 such that d(a, b) < δ implies e(ϕ(a), ϕ(b)) < ε.
Example. The set X = Q with the metric d(x, y) := |x − y| is not complete.

The set X = R with the metric d(x, y) := |x − y| is complete.
Proposition 1.12. Let (X, d) be a metric space, A ⊆ X, (Y, e) be a complete metric space. Let
ϕ : A → Y be uniformly continuous. Then there is a unique continuous function ψ : A → Y
which coincides with ϕ on A.
7 [November 12, 2022]

Proof. One first shows that a uniformly continuous function maps Cauchy sequences into Cauchy
sequences.
For any a∗ ∈ Ā, let a : N → A converge to a∗ . Then n 7→ ϕ(an ) is Cauchy, and since (Y, e)
is complete it converges to some point of Y , which we use to define ψ(a∗ ). The limit does not
depend on the sequence (consider two Cauchy sequences a and b, then cn := an/2 for n even,
b(n−1)/2 for n odd, is also a Cauchy sequence, therefore ϕ(cn ) converges).
With the constant sequence we see that ψ = ϕ on A.
We show that ψ is uniformly continuous. Let ε, δ as above. For any a∗ , b∗ ∈ A, let an → a∗ ,
bn → b∗ as in the definition of ψ. For large n, d(an , bn ) < δ. Therefore
e(ψ(a), ψ(b)) ≤ lim sup e(ϕ(an ), ϕ(bn )) ≤ ε. (1.4)

n→∞
Uniqueness follows analogously.
Theorem 1.13. Let (X, d) be a metric space. Then there are a complete metric space (Y, e)
and an isometry ϕ : X → Y such that Y = ϕ(X). The space (Y, e) is unique up to bijective
isometries.
The space (Y, e) is called the completion of the metric space (X, d).
That ϕ is an isometry means that e(ϕ(a), ϕ(b)) = d(a, b) for all a, b ∈ X, this implies injectivity
(but not surjectivity).
Proof. Let CX be the set of Cauchy sequences in X,
CX := {x : N → X : lim sup d(xn , xm ) = 0}. (1.5)

N →∞ n,m≥N
We introduce an equivalence relation on CX by
x ∼ y if lim d(xn , yn ) = 0. (1.6)

n→∞
One easily checks that this is an equivalence relation. We define Y := X/ ∼ and, for x, y : N →
X,
e([x], [y]) := lim d(xn , yn ). (1.7)
n→∞
One checks that this is well defined (the limit exists in [0, ∞), as n 7→ d(xn , yn ) is Cauchy, and
does not depend on the choice of representative).
The map e : Y × Y → [0, ∞) is a metric. Indeed, e([x], [y]) = 0 implies d(xn , yn ) → 0 and hence
x ∼ y or [x] = [y]; symmetry and the triangle inequality are inherited from d.
We set ϕ(x∗ ) := [(x∗ )], i.e., the equivalence class that contains the constant sequence with value
x∗ ∈ X. This is an isometry, as
e(ϕ(x∗ ), ϕ(y∗ )) = lim d(x∗ , y∗ ) = d(x∗ , y∗ ). (1.8)

n→∞
We check that the set ϕ(X) is dense in Y . Let [y] ∈ Y , and consider the sequence k 7→ ϕ(yk ).
Then h i
lim e([y], ϕ(yk )) = lim lim d(yn , yk ) = 0 (1.9)
k→∞ k→∞ n→∞
as y is Cauchy.
Finally, we check that (Y, e) is complete. Let [y k ] be a Cauchy sequence in Y . By density, for
every k there is xk ∈ X with e([y k ], ϕ(xk )) ≤ 2−k . As
d(xk , xh ) = e(ϕ(xk ), ϕ(xh )) ≤ 2−k + 2−h + e([y k ], [y h ]) (1.10)
8 [November 12, 2022]

the sequence x is Cauchy. We claim that [y k ] → [x] in (Y, e). Indeed,
e([y k ], [x]) = lim d(ynk , xn ) ≤ lim d(ynk , xk ) + lim d(xn , xk ). (1.11)

n→∞ n→∞ n→∞
The first term is e([y k ], ϕ(xk )) ≤ 2−k ; the second one converges to zero as k → ∞ as x is Cauchy.
This concludes the proof.
Finally, let (Y 0 , e0 ) be a second completion, with ϕ0 : X → Y 0 as in the statement. Then there is
an isometry ψ : ϕ(X) → ϕ0 (X), ψ := ϕ0 ◦ ϕ−1 . As ψ is uniformly continuous on a dense subset
of Y , it has a unique continuous extension (Prop. 1.12), which is also isometric. Indeed,
(x, y) 7→ e0 (ψ(x), ψ(y)) − e(x, y) (1.12)
is a continuous function, which vanishes on ϕ(X) × ϕ(X). Therefore it has a unique continuous
extension, which is 0.
The image of this extension is a closed set which contains ϕ0 (X), and therefore is Y 0 . The same
applies to the inverse map.
1.3 Normed spaces, Banach spaces

1.3.1 Definition
Here and in the rest of this notes we write K for R or C.
Definition 1.14. Let X be a K−vector space.
The function k · k : X → [0, ∞) is a norm on X if the following hold.
(i) (Definiteness) kxk = 0 ⇔ x = 0.
(ii) (Homogeneity) kλxk = |λ| kxk ∀λ ∈ K, x ∈ X.
(iii) (Triangle inequality) kx + yk ≤ kxk + kyk ∀x, y ∈ X.

The pair (X, k · k) is called a normed space.
Normed space as a metric space If (X, k · k) is a normed space then dk·k (x, y) := kx − yk
is a metric on X. dk·k is called the metric induced by the norm k · k.
The notions of convergence, continuity and completeness on a normed space are defined using
this metric.
Each norm induces a metric, but not every metric is induced by a norm.
Continuity of the norm The function x 7→ kxk is continuous.

This follows from the inequality
|kxk − kyk| ≤ kx − yk. (1.13)
Definition 1.15. We define
c0 := {x : N → R, lim xk = 0} (1.14)
k→∞
as the space of sequences with limit 0, with
kxkc0 := max |xk |; (1.15)

k
9 [November 12, 2022]

for p ∈ [1, ∞), X
lp := {x : N → R, |xk |p < ∞} (1.16)
k
with !1/p
X
kxklp := |xk |p , (1.17)
k
and
l∞ := {x : N → R, sup |xk | < ∞} (1.18)
k
with
kxkl∞ := sup |xk |. (1.19)
k
Remark These spaces are normed vector spaces, and they are complete. Notice that the c0
and the l∞ norm are actually the same (up to the definition domain).
1.3.2 Completion
Definition 1.16 (completion). A Banach space is a complete normed space.
Example. Let X = Q with the norm kxk := |x|. The pair (Q, | · |) is a non-complete normed
Q-vector space.
Set Y = R, with the norm kxk := |x| and define the function φ : X → Y as the identity map
φ(x) := x. Then (R, | · |, φ) is a completion of (Q, | · |).
Theorem 1.17. Every normed space admits a completion. The completion is unique up to a
linear isometric isomorphism.
Proof. Let (X, p) be a normed space. One considers the completion of the metric space (X, (x, y) 7→
p(x − y)) and shows that it preserves the linear structure. One obviously defines
0 := [0], [x] + [y] := [x + y], λ[x] := [λx] (1.20)
as well as p([x]) = e([x], [0]). Details are left as an exercise.
1.3.3 Basis
Definition 1.18 (Hamel basis). Let X be a K-vector space, A ⊆ X.
is linearly independent if for every n ∈ N, every a1 , . . . an ∈ A all distinct, all λ ∈ Rn ,
(i) A P
if i λi ai = 0 then λ = 0.
(ii) span A := { ni=1 λi ai : n ∈ N, a1 , . . . , an ∈ A, λ ∈ Rn }.
P
(iii) A is a Hamel basis of X if is linearly independent and span A = X.

In other words, every finite family of vectors in A is linearly independent and every vector x ∈ X
can be written in a unique way as a finite linear combination of elements of A.
Every vector space admits a Hamel basis (this follows from Zorn’s lemma: order the set of all
linear independent subsets of X by inclusion).
From the point of view of analysis a Hamel basis is, however, not very useful. Indeed if X is an
infinite dimensional Banach space then it cannot have a countable Hamel basis (we will see the
proof later).
10 [November 12, 2022]

Definition 1.19 (Schauder basis). Let (X, k · k) be a normed space. A sequence e : N → X is
called a Schauder basis if for every x ∈ X there exists a unique sequence λ : N ∈ K such that
N
X
lim kx − λn en k = 0. (1.21)
N →∞
n=0
P∞
Remark. We write x = n=0 λn en . Note that it is not required that the sum converges
absolutely. Thus a reordering of a Schauder basis is not necessarily a Schauder basis.
If X has a Schauder basis then X is necessarily separable. It is a nontrivial result due to P.
Enflo (1972) that not every separable Banach space possesses a Schauder basis.
Example lp is a normed space with kxkp := ( ∞ p 1/p .

P
n=0 |xn | )
p
Let en (j) := δjn . Then en ∈ l ∀n ∈ N and {en }n∈N is a Schauder basis.
[14.10.2022]
[19.10.2022]
1.3.4 Equivalent norms

Definition 1.20. Let k · k1 and k · k2 be two norms on the K-vector space X.
(i) k · k1 is stronger than k · k2 if the corresponding metric dk·k1 is topologically stronger than
dk·k2 .
(ii) The two norms are equivalent if the corresponding metrics are topologically equivalent, i.e.,
if they induce the same topology Tdk·k1 = Tdk·k2 .
Lemma 1.21. Let k · k1 and k · k2 be norms on the K-vector space X. The following holds.
(i) k · k1 is stronger than k · k2 ⇔ ∃ C > 0 such that
kxk2 ≤ Ckxk1 ∀x ∈ X. (1.22)
(ii) The two norms are equivalent ⇔ ∃ c, C > 0 such that
ckxk1 ≤ kxk2 ≤ Ckxk1 ∀x ∈ X. (1.23)
Proof. Let k · k1 be (topologically) stronger than k · k2 . Then for every k ∈ N there is xk such
that
kxk k2 > kkxk k1 . (1.24)
Let yk := xk /kxk k2 . Then
1 = kyk k2 > kkyk k1 (1.25)
implies that yk → 0 in (X, k · k1 ) but not in (X, k · k2 ), against the assumption.
The other assertions are immediate.
Remark. In particular this lemma implies that the two induced metrics dk·k1 dk·k2 are topo-
logically equivalent iff they are uniformly equivalent (cf. (1.2))
11 [November 12, 2022]

1.4 Scalar products, Hilbert spaces
1.4.1 Definition and some properties
Definition 1.22. Let H be a K-vector space.
A map (·, ·) : H × H → K is called an inner (or scalar) product on H if the following holds.
(i) (z, x + λy) = (z, x) + λ(z, y) ∀x, y, z ∈ H, λ ∈ K.
(ii) (x, y) = (y, x) ∀x, y ∈ H,
(iii) (x, x) > 0 ∀x 6= 0.
Here λ is the complex conjugate of λ if K = C and λ = λ if K = R.
The pair (H, (·, ·)) is called a pre-Hilbert space.
Remarks
• (·, ·) is a positive sesquilinear form.
• if H = Kd then for v, w ∈ H we have
   
v1 v1
 v2   v2  Xd
∗

v =  . , and (w, v) = w v = w̄1 , w̄1 , · · · , w̄d  .  = wi vi .
   
 ..   .. 
i=1
vd vd
• Alternative notations: hx, yi or (x, y)H or hx|yi.

• The inner product is antilinear in the first argument and linear in the second.
Some books replace (i) by the condition
(i)0 (z, x + λy) = (z, x) + λ(z, y) ∀x, y, z ∈ H, λ ∈ K.
With this convention the inner product is linear in the first argument and antilinear in the
second.
Proposition 1.23. Let (H, (·, ·)) be a pre-Hilbert space.
(i) (Cauchy-Schwarz inequality) We have
p p
|(x, y)| ≤ (x, x) (y, y) ∀x, y ∈ H. (1.26)
p
(ii) (induced norm) We define kxkH := (x, x). Then k · kH is a norm on H.
(iii) k · kH satisfies the parallelogram identity
kx + yk2H + kx − yk2H = 2 kxk2H + kyk2H

∀x, y ∈ H. (1.27)
We often write k · k instead of k · kH .
Proof. (i): For all t ∈ K, x, y ∈ H, we have

0 ≤ (x − λy, x − λy) = (x, x) − λ̄(y, x) − λ(y, x) + |λ|2 (y, y). (1.28)
It suffices to take λ = (y, x)/(y, y).
(ii): For x, y ∈ H we have to show (x + y, x + y) ≤ (x, x) + (y, y) + 2(x, x)1/2 (y, y)1/2 . We expand
the first term and use Cauchy-Schwarz.
(iii): It suffices to expand and use bilinearity.
12 [November 12, 2022]

Remarks. Note that the Cauchy-Schwarz inequality implies
|(x, z) − (y, z)| = |(x − y, z)| ≤ kx − ykH kzkH ∀x, y, z ∈ H. (1.29)
Hence the function x 7→ (x, z) is continuous (and antilinear) for any fixed z ∈ H. In the same
way, the function x 7→ (z, x) is continuous (and linear) for any fixed z ∈ H.
Every inner product induces a norm but not every norm is induced by an inner product. The
precise condition is given in the next lemma.
Proposition 1.24. Let (X, k · k) be a normed space. The following holds:

p
∃ an inner product (·, ·) on X such that kxk = (x, x) ⇔ k · k satisfies the parallelogram identity
(1.27).
In this case the inner product is given by the polarization identity:
(
1
kx + yk2 − kx − yk2

4 if K = R
(x, y) := 1 2 2 − i kx + iyk2 − kx − iyk2

4 kx + yk − kx − yk 4 if K = C.
Proof. (⇒) follows from Proposition 1.23(iii).

(⇐), with K = R:
We define b : X × X → R by
1
kx + yk2 − kx − yk2 .

b(x, y) := (1.30)
4
We need to prove that b is an inner product on X, and that it induces the norm k · k.
• b is symmetric: b(x, y) = b(y, x).
• b(x, x) = 14 k2xk2 − k0k2 = kxk2 > 0 ∀x 6= 0.

• b is linear in the second argument. To prove this result we use the following relations, obtained
by direct computation using the parallelogram identity:
(a) b(x, 0) = 0 ∀x ∈ X,
(b) b(x, y1 + y2 ) + b(x, y1 − y2 ) = 2b(x, y1 ) ∀x, y1 , y2 ∈ X.
Using (a) and (b) in the case y1 = y2 = y we obtain
b(x, 2y) = 2b(x, y) − b(x, 0) = 2b(x, y).
By induction we then obtain

1 1
b(x, ny) = nb(x, y) and b x, y = b(x, y) ∀n ∈ N+ .
n n
Moreover, setting y1 = 0 and y2 = y, we get
b(x, y) + b(x, −y) = 2b(x, 0) = 0 ⇒ b(x, −y) = −b(x, y).
Hence b(x, qy) = qb(x, y) ∀q ∈ Q. The case q ∈ R holds since Q is dense in R and v → kvk is a
continuous function (cf. (1.13)).
13 [November 12, 2022]

Let v, w ∈ X. Using (b) with y1 = 21 (v + w) and y2 = 12 (v − w) we obtain b(x, v) + b(x, w) =
2b(x, v+w
2 ) = b(x, v + w). This concludes the proof in the real case.
If K = C we define
s(x, y) = b(x, y) − ib(x, iy). (1.31)
where b is defined above. Then one easily sees that s(x, x) = kxk2 and s(y, x) = s(x, y) and the
linearity in y follows as in the case K = R.
Definition 1.25. Let (H, (·, ·)) be a pre-Hilbert space.

H is called a Hilbert space if (H, k · kH ) is complete.
Lemma 1.26 (completion). Let (H, (·, ·)H ) be a pre-Hilbert space.
Then the completion of the normed space (H, k · kH ) is a Hilbert space in a natural way.
Precisely, let (H̃, k · kH̃ , φ) be a completion (which exists by Theorem 1.17).
Then ∀u, v ∈ H̃ ∃ x : N → H, y : N → H, such that φ(xn ) → u and φ(yn ) → v.
We define
(u, v)H̃ := lim (xn , yn )H .
n→∞
Then (·, ·)H̃ is well defined and is an inner product on H̃.

Proof. Exercise.
1.4.2 Orthogonal projections

Reminder. Let X be a K-vector space, M ⊆ X a set.
(i) P : X → M is a projection on M if P 2 := P ◦ P = P and P (X) = M .
(ii) M is convex if x, y ∈ M ⇒ tx + (1 − t)y ∈ M ∀t ∈ [0, 1].

Theorem 1.27 (Projection theorem).
Let (H, (·, ·)) be a Hilbert space, M ⊆ H a non-empty, closed and convex subset.
Then there exists one and only one map P : H → M such that
kx − P (x)kH = dist (x, M ) := inf kx − ykH (1.32)

y∈M
for all x ∈ H.
Note that P is a projection. Indeed for x ∈ M we have
0 = dist (x, M ) = kx − P (x)kH ⇒ P (x) = x.
The map P : X → M is called the orthogonal projection on M . We will see in Corollary 1.29
below the reason of this name.
Proof. For x ∈ M we have dist (x, M ) = 0 and the only possible choice is P (x) := x.
We consider now x 6∈ M fixed and define d := dist (x, M ). Since M is closed, d > 0.
Our goal it to show that there exists a unique point y ∈ M such that kx − yk = d. We define
then P (x) := y.
The key idea is that for y1 , y2 ∈ M , by the parallelogram identity
2
1 2 1 2 1 2 1 2
y1 + y2
+ 1 ky1 − y2 k2
kx−y1 k + kx−y2 k = k(x−y1 )+(x−y2 )k + k(x−y1 )−(x−y2 )k = x −

2 2 4 4 2 4
14 [November 12, 2022]

and by convexity 21 (y1 + y2 ) ∈ M . Therefore
1 1 1
ky1 − y2 k2 ≤ kx − y1 k2 + kx − y2 k2 − d. (1.33)
4 2 2
Uniqueness: let y1 , y2 ∈ M be two minimizers, i.e., kx − y1 k = kx − y2 k = d. From (1.33) we
obtain ky1 − y2 k = 0 hence y1 = y2 .
Existence: Consider a sequence n 7→ yn ∈ M such that kyn − xk → d. By (1.33),
1 1 1
kyn − ym k2 ≤ kx − yn k2 + kx − ym k2 − d (1.34)
4 2 2
converges to zero, hence yn is a Cauchy sequence. Let y∗ be the limit; as M is closed y∗ ∈ M ,
by continuity of the distance ky∗ − xk = lim kyn − xk = d.
The same argument can be used in uniformly convex spaces, where (1.33) is replaced by the
convexity assumption, see Section 1.5 below. However, the argument breaks down in general
Banach spaces, as the example (R2 , k · k∞ ) with M = B1 and x = (0, 2) shows.
The following characterization of an orthogonal projection is very practical.
Lemma 1.28. Let (H, (·, ·)) be a Hilbert space, M ⊆ H a non-empty, closed and convex subset.
Let P : H → M be some function. The following holds.
P is an orthogonal projection ⇔ Re(x − P (x), y − P (x)) ≤ 0 ∀y ∈ M.
Proof. Let x ∈ H, y ∈ M . Since M is convex and P (x) ∈ M we have
yt := ty + (1 − t)P (x) ∈ M ∀t ∈ [0, 1].
Hence, ∀t ∈ [0, 1],
dist (x, M )2 ≤ kx − yt k2H = (x − yt , x − yt ) (1.35)

= kx − P (x)k2H + t −2 Re(x − P (x), y − P (x)) + tky − P (x)k2H .

(⇒) Assume P is an orthogonal projection. Then dist (x, M )2 = kx − P (x)k2H and hence
−2 Re(x − P (x), y − P (x)) + tky − P (x)k2H ≥ 0

∀t > 0.
The result now follows taking the limit t → 0.

(⇐) Assume −2 Re(x − P (x), y − P (x)) ≥ 0 ∀x ∈ H, y ∈ M. Setting t = 1 in (1.35), we get
yt = y ∈ M and
kx − yk2 = kx − P (x)k2H + −2 Re(x − P (x), y − P (x)) + ky − P (x)k2H ≥ kx − P (x)k2H .

This holds for every y ∈ M . Therefore, kx − P (x)kH = dist (x, M ).
Corollary 1.29 (Projection onto a subspace). Let (H, (·, ·)) be a Hilbert space, M ⊆ H a closed
linear subspace (in particular M is convex).
(i) We consider the set

M ⊥ := {x ∈ H | (x, y) = 0 ∀y ∈ M } (1.36)
which is called the orthogonal complement of M.
15 [November 12, 2022]

(a) M ⊥ is a closed linear subspace and M ∩ M ⊥ = {0}.
(b) H = M ⊕ M ⊥ (i.e. H = M + M ⊥ and M ∩ M ⊥ = {0}).
(ii) The orthogonal projection P : H → M on M (which exists and is unique by Theorem 1.27)
satisfies
(a) x − P (x) ∈ M ⊥ ;
(b) P is linear.
Remarks.
• H = M ⊕ M ⊥ implies that for each v ∈ H there exists a unique pair of vectors v1 , v2 with
v1 ∈ M, v2 ∈ M ⊥ and v = v1 + v2 .
• Since x − P (x) ∈ M ⊥ and P (x) ∈ M we have (P (x), x − P (x)) = 0. Hence
kxk2H = kP (x)k2H + kx − P (x)k2H ≥ kP (x)k2H .
Together with the linearity of P this implies
kP (x) − P (y)kH = kP (x − y)kH ≤ kx − ykH .
Therefore the function P is continuous.
• Without the assumption that M is, one has (M )⊥ = M ⊥ and (M ⊥ )⊥ = M .
Proof of (i)(a). Linearity can be easily checked.

To prove closedness, let n 7→ xn ∈ M ⊥ be a sequence such that xn → x ∈ H. Our goal is to
prove that x ∈ M ⊥ holds.
Since xn ∈ M ⊥ we have (xn , y) = 0 ∀n ∈ N and ∀y ∈ M. By continuity, (x, y) = 0. Since y is
arbitrary it follows that x ∈ M ⊥ .
Finally let x ∈ M ∩ M ⊥ . Then (x, y) = 0 ∀y ∈ M ⊥ . In particular (x, x) = 0 and hence x = 0.
Proof of (i)(b). For any x ∈ H we can write

x = P (x) + [x − P (x)],
where P (x) ∈ M and, by (ii)(a), x − P (x) ∈ M ⊥ . Therefore H = M + M ⊥ . The result then
follows from (i)(a).
Proof of (ii)(a). Let z ∈ M . For any α ∈ K consider yα := P (x) + αz. By Lemma 1.28 we have
Re(α(x − P (x), z)) ≤ 0 for all α ∈ K. (1.37)
This implies (x − P (x), z)) = 0.
Proof of (ii)(b). Let x1 , x2 ∈ H and λ ∈ K. By (ii)(a) we have
[x1 − P (x1 )] ∈ M ⊥ , [x2 − P (x2 )] ∈ M ⊥ , [(x1 + λx2 ) − P (x1 + λx2 )] ∈ M ⊥ .
Then, since M ⊥ is linear subspace,
P (x1 + λx2 ) − P (x1 ) − λP (x2 )
= [x1 − P (x1 )] + λ[x2 − P (x2 )] − [(x1 + λx2 ) − P (x1 + λx2 )] ∈ M ⊥ .
The result now follows from M ∩ M ⊥ = {0}.
16 [November 12, 2022]

1.4.3 Orthonormal systems
Definition 1.30 (Orthonormal system). Let (H, (·, ·)) be a pre-Hilbert space, I an index set.
A family of vectors e : I → H is an orthonormal system if
(eα , eβ ) = δα,β ∀α, β ∈ I, (1.38)
where δα,β is the Kronecker Delta: δα,β := 1 when α = β and δα,β := 0 otherwise.
We will consider first the case when I is finite or countable.
Lemma 1.31 (Bessel’s inequality). Let (H, (·, ·)) be a pre-Hilbert space.
(i) If e0 , . . . , en is a finite orthonormal system, then

n
X
|(ej , x)|2 ≤ kxk2 ∀x ∈ H.
j=0
(ii) If e : N → H is a countable orthonormal system then

∞
X
|(ej , x)|2 ≤ kxk2 ∀x ∈ H.
j=0
Proof. For a finite o.n. system e0 , . . . , en and any parameters λ0 , . . . , λn ∈ K we have

n
X n
X n
X
0 ≤ kx − λj ej k2 = (x − λj ej , x − λj ej )
j=0 j=0 j=0
Xn n
X n
X n
X
= (x, x) − ( λj ej , x) − (x, λj ej ) + ( λj ej , λk ek )
j=0 j=0 j=0 k=0
n
X n
X n
X
= kxk2 − λ̄j (ej , x) − λj (x, ej ) + λ̄j λk (ej , ek )
j=0 j=0 j,k=0
n h
X i Xn
2
= kxk − λ̄j (ej , x) + λj (ej , x) + |λj |2 .
j=0 j=0
Replacing λj := (ej , x) we obtain

n
X n
X
0 ≤ kx − (ej , x)ej k2 = kxk2 − |(ej , x)|2 .
j=0 j=0
In the countable case the result follows from the limit n → ∞.
[19.10.2022]
[21.10.2022]
Lemma 1.32. Let (H, (·, ·)) be a Hilbert space, e : N → H an o.n. system and n 7→ λn ∈ K a
sequence. The following statements hold.
17 [November 12, 2022]

P∞ P∞ 2
(i) n=0 λn en is convergent in H ⇔ n=0 |λn | < ∞.
P∞
(ii) If n=0 λn en is convergent, then the limit is independent of the summation order, i.e. for
any φ : N → N bijective we have
∞
X ∞
X
λn en = λφ(n) eφ(n) .
n=0 n=0
P∞
(iii) The sum n=0 (en , x)en is convergent for all x ∈ H. Moreover, let
M := span {(en )n∈N }.
Then the map P : H → M defined by
∞
X
P (x) := (en , x)en
n=0
is the orthogonal projection on M.
Proof.
(i) The result follows from
n
X Xn n
X n
X n
X
k λj ej k2 = ( λj ej , λj ej ) = λ̄j λk (ej , ek ) = |λj |2 ∀n ∈ N.
j=0 j=0 j=0 j,k=0 j=0
(ii) Exercise
(iii) It follows from Bessel’s inequality and (i), that the function P is well defined.
By continuity of the inner product we have for all j ∈ N
N
X
(x − P (x), ej ) = lim (x − (ek , x)ek , ej ) (1.39)
N →∞
k=0
N
" #
X
= lim (x, ej ) − (ek , x)(ek , ej ) = (x, ej ) − (x, ej ) = 0.
N →∞
k=0
By linearity, for every v ∈ span (en ) we have
(x − P (x), v) = 0.
To see this, it suffices to write v = j = 0N λj ej and use linearity of the scalar product.
P
Let now y ∈ M be fixed. By definition of M, there exists a sequence n 7→ vn ∈ span {(en )n∈N }
such that
lim ky − vn k = 0.
n→∞
Since vn ∈ span {(en )n∈N } it holds
(x − p(x), vn ) = 0
for all n ∈ N. It follows
(x − P (x), y) = lim (x − P (x), vn ) = 0.
n→∞
Since y0 := y − P (x) ∈ M we also have

(x − P (x), y) = 0.
The result follows then from Lemma 1.28.
18 [November 12, 2022]

Remarks.
The projection P is linear and continuous.
It holds: x = ∞
P
n=0 (en , x)en ∀x ∈ span {(en )n∈N }.
x − P (x) ∈ [span {(en )n∈N }]⊥ .
All the above notions can be generalized to the case of an uncoutable o.n. system.
We recall that sums can be defined for uncountable systems. If v : I → X, with X a normed
vector space, then X
vα = w (1.40)
α∈I
means that for every ε > 0 there is a finite set T ⊆ I such that for every finite set S with
T ⊆ S ⊆ I one has
X
w − vα < ε. (1.41)

α∈S
One easily sees that this does not depend on the order, and that this is only possible if at most
countably many terms are nonzero, and that this extends the usual concept of convergence of a
series and all its reorderings, sometimes called unconditional convergence.
Proposition 1.33. Let (H, (·, ·)) be a Hilbert space,

I an arbitrary index set (possibly uncountable), e : I → H an o.n. system.
The following statements hold.
(i) The set Ix := {α ∈ I | (eα , x) 6= 0} is finite or countable for all x ∈ H.

P
(ii) α∈I (eα , x)eα is well defined and convergent ∀x ∈ H. Moreover, let
M := span {(eα )α∈I }.
Then the map P : H → M defined by

X
P (x) := (eα , x)eα
α∈I
is the orthogonal projection on M.
Proof.
(i) Let x ∈ H be a given point. For N ∈ N+ we define
1
IxN := {α ∈ Ix | |(eα , x)| > }.
N
N
S
Therefore Ix = N ∈N+ Ix .
Claim: IxN is a finite set ∀N ∈ N+ .

Consequence: Ix is finite or countable, since it is the countable union of finite sites.
Proof of the claim: by contradiction, assume there exists N ∈ N+ such that IxN is infinite.
Since IxN is at least countable, there exists an injective map α : N → IxN .
19 [November 12, 2022]

The family {eα(n) }n∈N is now an countable o.n. system, hence using Bessel inequality, we have
k
2
X k+1
kxk ≥ |(eα(j) , x)|2 ≥ ∀k ∈ N.
N2
j=0
Then kxk2 = ∞ which is impossible. The result follows.

(ii) We have X X
(eα , x)eα = (eα , x)eα .
α∈I α∈Ix
Hence, by the result (i), this is a finite or countable sum.

Since {eα }α∈Ix is a finite or countable o.n. system it follows from Proposition 1.32 that the sum
is convergent and hence P is well defined.
The rest of the proof works as in the countable case (exercise).
Definition 1.34 (Orthonormal basis). Let (H, (·, ·)) be a Hilbert space,
I an arbitrary index set (possibly uncountable), e : I → H an o.n. system.
The family e is called an orthonormal basis if
H = span {(eα )α∈I }. (1.42)
Example. The set H = l2 (K) is a Hilbert space with the inner product
∞
X
(x, y) := x̄j yj .
j=0
Then the family n 7→ en ∈ l2 (K) defined by enj := δn,j , is an o.n. basis.
Theorem 1.35. Let (H, (·, ·)) be a Hilbert space, I an index set (possibly uncountable) and
e : I → H an o.n. system.
The following assertions are equivalent.
(i) (eα )α∈I is an orthonormal basis.

P
(ii) x = α∈I (eα , x)eα ∀x ∈ H.
(iii) (Parseval identity) X

(x, y) = (x, eα )(eα , y) ∀x, y ∈ H. (1.43)
α∈I
(iv) (completeness relation) X

kxk2 = |(x, eα )|2 ∀x ∈ H (1.44)
α∈I
(v) (eα , x) = 0 ∀α ∈ I ⇒ x = 0.
(vi) (eα )α∈I is a maximal o.n. set in the sense of inclusion, i.e.: there exists no index set J
and o.n. system (vβ )β∈J such that (eα )α∈I ( (vβ )β∈J .
20 [November 12, 2022]

Proof. One easily shows that (i) ⇒ (ii) ⇒ (iii) ⇒ (iv) ⇒ (v).
(v) ⇒ (vi) By contradiction, assume (eα )α∈I is a not a maximal o.n. set. Then ∃e0 ∈ H such
that ke0 k = 1 and (e0 , eα ) = 0 ∀α ∈ I. From (v) it follows that e0 = 0 which contradicts ke0 k = 1.
(vi) ⇒ (i) Let M := span {(eα )α∈I }.
If M ( H, then M ⊥ 6= {0}. Hence there exists a vector e0 ∈ M ⊥ such that ke0 k = 1. Since
e0 ∈ M ⊥ we have (e0 , eα ) = 0 ∀α ∈ I. Therefore {(eα )α∈I , e0 } is an o.n. system which contradicts
(eα )α∈I being maximal.
Remarks. In the case the o.n. system is countable (ii) is equivalent to say that {en }n∈N is a
Schauder basis for H (exercise).
Every Hilbert space admits an o.n. basis (follows using Zorn’s lemma).
The set l2 (N; K) is a separable Hilbert space. It turns out that every infinite dimensional
separable Hilbert space ’looks like’ l2 (N; K). This is the content of the next theorem.
Theorem 1.36. Let (H, (·, ·)) be an infinite-dimensional Hilbert space. Then the following
statements are equivalent.
(i) H is separable.
(ii) H has a countable orthonormal basis.
(iii) ∃φ : H → l2 (N; K) such that φ is a linear isomorphism preserving the inner product, i.e.:
(φ(x), φ(y))l2 = (x, y)H ∀x, y ∈ H.
In particular φ is an isometry.
Proof. (sketch)
(i) ⇒ (ii) : Homework (Problem 2.3).
(ii) ⇒ (iii) : Let n 7→ en be a countable o.n. basis for H.
Define φ(en ) := ên ∈ l2 (K) with ên (j) := δn,j .
(iii) ⇒ (i): use that l2 (K) is separable.
1.5 Projections in Banach spaces

Definition 1.37 (Uniformly convex spaces). Let (X, k · k) be a normed K-vector space.
(i) X is called strictly convex if ∀x 6= y
x+y
kxk = 1, kyk = 1 =⇒ k k < 1. (1.45)
2
(ii) X is called uniformly convex if ∀ε > 0 ∃δε > 0 such that
x+y
kxk = 1, kyk = 1, k k > 1 − δε =⇒ kx − yk < ε. (1.46)
2
Remarks.
X uniformly convex ⇒ X strictly convex
21 [November 12, 2022]

Every Hilbert space is uniformly convex by the parallelogram identity.
lp is uniformly convex for any p ∈ (1, ∞)
l1 , l∞ , c0 are not uniformy convex. Example in R2 with the l∞ norm: x = (1, 1), y =
(1, −1).
Theorem 1.38. Let X be a uniformly convex Banach space and let M ⊆ X be non-empty,
closed and convex. Then there exists one and only one map P : X → M such that
kx − P (x)k = dist (x, M ). (1.47)
P is a projection and is continuous.

Proof. The idea is to mimic the proof we used for the case of a Hilbert space by replacing the
parallelogram identity with uniform convexity.
Let x ∈ X be a fixed point, and set d := dist (x, M ). Our goal is to show that there is a unique
point y = yx ∈ M such that ky − xk = d. We then define P (x) := y.
If x ∈ M, then d = 0 and ky − xk = 0 ⇔ y = x. Therefore, we set P (x) = x.
Let now x 6∈ M, then d > 0.
Uniqueness. Let y1 6= y2 ∈ M such that ky1 − xk = ky2 − xk = d.
y1 , y2 ∈ M implies 21 (y1 + y2 ) ∈ M (since M is convex) and hence (by definition of distance)
k 21 (y1 + y2 ) − xk ≥ d. (1.48)
In order to apply strict or uniform convexity we need to have vectors with norm 1. We define
zj := d1 (yj − x), j = 1, 2.
Then kz1 k = kz2 k = 1 and

kz1 k+kz2 k
k 12 (z1 + z2 )k ≤ 2 = 1. (1.49)
Moreover, using (1.48), we have
1
2 (y1 + y2 ) − x = d2 (z1 + z2 ) ⇒ k 12 (z1 + z2 )k ≥ 1.
With (1.49) it follows k 12 (z1 + z2 )k = 1. This is impossible by strict convexity and hence y1 = y2 .
Existence. By definition of distance, there exists a sequence n 7→ yn ∈ M such that
dn := kyn − xk → d for n → ∞. (1.50)
As in Theorem 1.27, we intend to show that n 7→ yn ∈ M is a Cauchy sequence. By convexity,

yn , ym ∈ M implies 12 (yn + ym ) ∈ M and
k 12 (yn + ym ) − xk ≥ d. (1.51)
We define
1
zn := dn (yn − x),
so that kzn k = 1 and yn = x + dn zn , and compute
1 zn +zm dn −d dm −d
2 (yn + ym ) − x = 12 (dn zn + dm zm ) = d 2 + 2 zn + 2 zm .
22 [November 12, 2022]

Therefore,
dn −d dm −d
d ≤ k 12 (yn + ym ) − xk ≤ dk zn +z
2
m
k+ 2 kzn k + 2 kzm k
dn −d dm −d
= dk zn +z
2
m
k+ 2 + 2 ,
and hence
k zn +z
2
m
k ≥ 1 − 12 ( dnd−d + dm −d
d ) ∀n, m ∈ N.
Let ε > 0. By uniform convexity there exists a δε > 0 such that
a+b
kak = kbk = 1, k k > 1 − δε ⇒ ka − bk < ε.
2
There exists n0 = n0 (ε) ∈ N, such that dnd−d < δε for all n ≥ n0 , and hence kzn − zm k < ε
∀n, m ≥ n0 . Since ε > 0 is arbitrary, n 7→ yn ∈ M is a Cauchy sequence.
To prove continuity we proceed analogously. Let xj → x∗ , and set yj := P (xj ), x∗ := P (x∗ ).
If x∗ ∈ M then by optimality of yj we have kyj − xj k ≤ kxj − x∗ k → 0, and with xj → x∗ we
obtain yj → x∗ = y∗ . If x∗ 6∈ M then d∗ := kx∗ − y∗ k > 0 and by continuity of dist (·, M ) also
dj := kxj − yj k > 0 for j sufficiently large. Let zj := (yj − xj )/dj , z∗ := (y∗ − x∗ )/d∗ . As above,
yj + y∗ x∗ − xj dj zj + d∗ z∗ kx∗ − xj k dj − d∗ d∗ kzj + z∗ k
d ≤ kx∗ − k=k − k≤ + + (1.52)
2 2 2 2 2 2
As above, with dj − d∗ → 0, x∗ − xj → 0 and uniform convexity we obtain zj − z∗ → 0.
[21.10.2022]
[26.10.2022]
23 [November 12, 2022]

2 Function spaces
2.1 Bounded functions and uniform topology
Definition 2.1. Let T 6= ∅ be any set, (X, p) be a normed space. We define the normed space
of bounded functions from T to X by

B(T ; X) = B(T ; (X, p)) := f : T → X : sup p(f (t))) < ∞ , kf kB(T ;(X,p)) := sup p(f (t)).
t∈T t∈T
We say that f : N → B(T ; X) converges uniformly to f∗ if it converges in (B(T ; X), k · kB(T ;X) ).
Lemma 2.2. (B(T ; X), k · kB(T ;X) ) is complete if and only if (X, p) is complete.
Proof. Homework.
Lemma 2.3. Let (T, τ ) be a topological space, (X, p) a normed space. Then the set of bounded
continuous functions, Cb (T ; X) := C 0 (T ; X) ∩ B(T ; X), is a closed linear subspace of B(T, X).
Proof. The uniform limit of continuous functions is continuous.
Remark. In general, k · k can be infinite on elements of C 0 (T ; X), hence it is not a norm. One
can metrize this set by
d(f, g) := min{kf − gkB , 1}. (2.1)
However, this does not preserve the linear structure.
2.2 Continuous functions on compact spaces, Stone-Weierstraß

Lemma 2.4. (i) The continuous image of a compact set is compact. Precisely: Let (X, τ )
and (Y, τ 0 ) be two topological spaces, f : X → Y continuous. If K ⊆ X is compact that
f (K) ⊆ Y is compact.
(ii) If K ⊆ X is compact, (X, τ ) a topological space, (Y, p) a normed space, and f ∈ C 0 (X; Y )
then f (K) is bounded, in particular C 0 (K; Y ) is a closed linear subspace of B(K; Y ). If
(Y, p) is a Banach space, then C 0 (K; Y ) is a Banach space.
(iii) If Y = R then f (K) has maximum and minimum.
Proof. (i) Let (Ui )i∈I be an open cover of f (K) (not necessarily countable). Then the sets
Vi := f −1 (Ui ) are an open cover of K, hence there is an open subcover V0 , . . . , VN . From
K ⊆ ∪N N
i=0 Vi we obtain f (K) ⊆ ∪i=0 Ui .
(ii) The map p ◦ f : X → R is continuous, compact sets in R are bounded. Alternative:
(Bk (0))k∈N is a cover of X, and any finite subcover is bounded.
(iii) Compact subsets of R have maximum and minimum.
We next focus on C 0 (K; K) where (K, T ) is a compact topological space and K ∈ {R, C} (as
usual, with the standard topology).
If K ⊆ Rd is a compact set, then we P
can approximate any function f ∈ C(K; K) by polynomials,
α d
i.e. functions of the form p(x) = |α|≤N aα x , where N ∈ N, α = (α1 , . . . , αd ) ∈ N is a
α
multiindex, |α| := dj=1 αj , xα := dj=1 xj j and aα ∈ K. To extend this result to a general
P Q
compact topological space K, we need a generalization of the notion of polynomial. This is
given by the notion of subalgebra.
24 [November 12, 2022]

Definition 2.5. Let (K, T ) be a compact topological space.
(i) A set A ⊆ C 0 (K; K) is called a subalgebra of C 0 (K; K) if
A is a linear subspace and

f, g ∈ A ⇒ f · g ∈ A.
(ii) A subalgebra A separates the points of K if ∀x 6= y ∈ K ∃f ∈ A such that f (x) 6= f (y).
Example Assume K ⊆ Rd is compact. We define

X
P ol(K) := {p : K → K | p(x) = aα xα , for some N ∈ N, α ∈ Kd }.
|α|≤N
Then P ol(K) is a subalgebra of C 0 (K, K) that separates points.
Theorem 2.6 (Stone-Weierstraß for K = R). Let (K, T ) be a compact topological space and A
be a subalgebra of C 0 (K) := C 0 (K; R) that separates points.
Then exactly one of the following statements holds.
(i) A = C 0 (K).
(ii) ∃!x0 ∈ K such that A = {f ∈ C 0 (K) | f (x0 ) = 0}.
Remarks.
(i) (C(K), k · k) is a normed space, therefore A = the set of all limits of convergent sequences
n 7→ fn ∈ A.
(ii) Uniqueness of x0 holds because A separates points. Indeed for any two points x0 6= x00
there is f ∈ A with f (x0 ) 6= f (x00 ), hence at least one of these values must be nonzero.
(iii) Let us consider again Example 2 above: K ⊆ Rd compact and A = P ol(K). Then ∀x0 ∈ K
∃p ∈ A such that p(x0 ) 6= 0. Therefore @x0 ∈ K such that A = {f ∈ C(K) | f (x0 ) = 0}
and hence (by Stone-Weierstraß) P ol(K) = C(K). In particular, this implies that C(K) is
separable (Hint: approximate the real coefficients in each polynom by rational numbers).
Strategy of the proof:
Part 1. Assume that ∀x ∈ K ∃f ∈ A such that f (x) 6= 0. In this case, we prove that A = C(K).
Part 2. Assume ∃x0 ∈ K such that f (x0 ) = 0 ∀f ∈ A. In this case, we prove that
A = {f ∈ C(K)| f (x0 ) = 0}.
We need the following preliminary results.
Lemma 2.7. Let A be a subalgebra of C(K). The following statements hold.
(i) A is a subalgebra.
(ii) f ∈ A ⇒ |f | ∈ A
25 [November 12, 2022]

(iii) f, g ∈ A ⇒ max{f, g}, min{f, g} ∈ A.
Proof. Homework.
Lemma 2.8. Let A be a subalgebra of C(K) such that
A separates points and
∀x ∈ K ∃fx ∈ A such that fx (x) 6= 0.
Then ∀x1 6= x2 ∈ K and ∀λ1 , λ2 ∈ R ∃f ∈ A such that f (x1 ) = λ1 and f (x2 ) = λ2 .
Proof. Let x1 6= x2 ∈ K, λ1 , λ2 ∈ R be fixed.

Since A separates points, there exists g ∈ A such that g(x1 ) 6= g(x2 ). We first search a, b ∈ R
such that the function
h(x) := ag(x) + bg 2 (x) (2.2)
has the desired properties. This means that we want to solve the linear problem
g(x1 ) g 2 (x1 )

a λ1
2 = . (2.3)
g(x2 ) g (x2 ) b λ2
The determinant of the matrix is g(x1 )g(x2 )(g(x2 ) − g(x1 )). The last factor is nonzero. If the
first two are nonzero, we are done. We are left to deal with the case that one of them is zero,
say g(x1 ) = 0. We pick f1 ∈ A such that f1 (x1 ) 6= 0 and search for a function of the form
ĥ(x) := ag(x) + bf1 (x). (2.4)
Therefore we need to solve

g(x1 ) f1 (x1 ) a λ1
= , (2.5)
g(x2 ) f1 (x2 ) b λ2
which is soluble since g(x1 ) = 0 and f1 (x1 ) 6= 0, g(x2 ) 6= 0.
Proof Theorem 2.6. Part 1: Assume that ∀x ∈ K ∃f ∈ A such that f (x) 6= 0.

Let g ∈ C(K) and ε > 0 be fixed. Our goal is to show that ∃f ∈ A such that kf − gk < ε. (this
implies A = C(K), but as A is closed this is the assertion).
For this purpose we approximate g from above and below through functions in A.
Claim. For all x ∈ K ∃fx ∈ A such that

g(y) < fx (y) + ε ∀y ∈ K
g(x) = fx (x).
Consequence. For each x ∈ K we consider the set
Vx := {y ∈ K | fx (y) − ε < g(y)} = (g − fx )−1 ((−ε, ∞)).
We argue as follows:
g(x) = fx (x) > fx (x) − ε ⇒ x ∈ Vx
g, fx continuous, hence Vx is open.
26 [November 12, 2022]

Therefore, the family {Vx }x∈K is an open cover of K. Since K is compact, there exist n ∈ N,
x1 , . . . , xn ∈ K such that
[n
K= Vxj .
j=1
We define f := min{fx1 , . . . , fxn }. Then
f ∈ A (by Lemma 2.7)
f (y) − ε < g(y) < f (y) + ε ∀y ∈ K ⇒ kf − gk ≤ ε.
Proof of the Claim. Let x ∈ K be fixed. By Lemma 2.8, ∀z ∈ K ∃fxz ∈ A, such that
fxz (x) = g(x), fxz (z) = g(z).
We consider the set
Vxz := {y ∈ K | g(y) < fxz (y) + ε} = (g − fxz )−1 ((−∞, ε)).
We argue as follows:
g(z) = fxz (z) < fxz (z) + ε ⇒ z ∈ Vxz
g, fxz continuous, hence Vxz is open.
Therefore, the family {Vxz }z∈K is an open cover of K. Since K is compact there exist n ∈ N,
z1 , . . . , zn ∈ K such that
[n
X= Vxzj .
j=1
We define fx := max{fxz1 , . . . , fxzn }. Then
fx ∈ A (by Lemma 2.7)
g(y) < fx (y) + ε ∀y ∈ K and g(x) = fx (x).
This concludes the proof.

Part 2. Assume ∃x0 ∈ K such that f (x0 ) = 0 ∀f ∈ A.
Our goal is to prove that, in this case, we have A = {f ∈ C(K) | f (x0 ) = 0}.
Since f (x0 ) = 0 ∀f ∈ A, it follows A ⊆ {f ∈ C(K) | f (x0 ) = 0}. We will prove now that
A ⊃ {f ∈ C(K) | f (x0 ) = 0} also holds. Consider the set A + R := {f + λ | f ∈ A, λ ∈ R}
(this is the set of the functions g : K → R such that there are f ∈ A and λ ∈ R such that
g(x) = f (x) + λ for all x ∈ K).
Claim. A + R = C(K). Proof of the claim. A + R is a subalgebra of C(K) that separates points,
and ∀x ∈ K ∃f ∈ A, λ ∈ R such that f (x) + λ 6= 0. By part 1 we conclude that A + R = C(K).
Consequence. Let g ∈ C(X) such that g(x0 ) = 0. From the claim it follows that ∀ε > 0
∃f ∈ A, λ ∈ R such that kf + λ − gk < ε. In particular, |λ| = |f (x0 ) + λ − g(x0 )| < ε. Then
|λ| < ε and this implies kf − gk ≤ kf + λ − gk + |λ| < 2ε.
Since ε is arbitrary the result follows.
27 [November 12, 2022]

There is also a version of Stone-Weierstraß for complex valued functions. We will need the
following lemma.
Theorem 2.9 (Stone-Weierstraß for K = C). Let (K, T ) be a compact topological space and A
be a subalgebra of C(K; C) that separates points and is stable under complex conjugation, i.e.:
f ∈ A ⇒ f¯ ∈ A.
Then exactly one of the following statements holds:
(i) A = C(K; C).
(ii) ∃!x0 ∈ K such that A = {f ∈ C(K; C) | f (x0 ) = 0}.

Proof. A is stable under complex conjugation, hence
f + f¯ f − f¯
f ∈A ⇒ Re f = ∈ A, Im f = ∈ A.
2 2i
We define AR := A ∩ C(K; R) = {f ∈ A | f (K) ⊆ R}.
• f ∈ A ⇔ Re f, Im f ∈ AR . Then A = AR + iAR . Moreover A = AR + iAR .
• AR is a subalgebra of C(K; R) that separates points.
Indeed, since A separates points, ∀x 6= y ∃f ∈ A such that f (x) 6= f (y). Therefore at least one
of the following must hold: Re f (x) 6= Re f (y) or Im f (x) 6= Im f (y).
Since AR is a subalgebra of C(K; R) that separates points, by Theorem 2.6 we know that exactly
one of the following statements holds.
AR = C(K; R). In this case A = AR + iAR = C(K; R) + iC(K; R) = C(K; C).
∃!x0 ∈ K such that AR = {f ∈ C(K; R) | f (x0 ) = 0}.

In this case, A = AR + iAR = {f ∈ C(K; C)| f (x0 ) = 0}.
2.3 Functions on subsets of Rd

2.3.1 Differentiable functions
Let Ω ⊆ Rd be an open set, e1 , . . . ed the standard basis for Rd , f : Ω → K a continuous function.
(i) f is continuously differentiable along the direction ej if the function
f (x + hej ) − f (x)
x 7→ ∂j f (x) = ∂xj f (x) := lim
h→0 h
is well-defined and continuous.
(ii) f is continuously differentiable if f is continuously differentiable in all directions. In this

case,  
∂1 f (x)
∂2 f (x)
∇f (x) :=  .  ∈ Rd
 
 .. 
∂d f (x)
is the gradient, and f (y) = f (x) + ∇f (x) · (y − x) + o(|y − x|) ∀x, y ∈ Ω.
28 [November 12, 2022]

(iii) Let k ≥ 2. f is k times continuously differentiable if
x 7→ ∂i1 ∂i2 · · · ∂iq f (x)
is well-defined and continuous ∀q = 1, . . . , k, and i1 , . . . iq ∈ {1, . . . , d}. In this case, the

result is independent of the derivation order
∂i1 ∂i2 · · · ∂iq f (x) = ∂1α1 · · · ∂dαd f (x) = ∂ α f (x),
where α = (α1 , . . . , αd ) ∈ Nd is a multiindex with |α| = α1 + · · · + αd = q.
Definition 2.10. Let Ω ⊆ Rd be open. We will consider the following function spaces.
(i) k times continuously differentiable functions, where k ∈ N :
C k (Ω; K) := {f ∈ C(Ω; K) | f is k times continuously differentiable },

C k (Ω; K) := {f ∈ C k (Ω; K) | ∂ α f has a continuous extension to Ω ∀0 ≤ |α| ≤ k},
with the convention C 0 (Ω; K) = C(Ω; K).
(ii) We define the function k · kC k : C k (Ω; K) → [0, ∞] through

X
kf kC k := k∂ α f kC 0 (Ω;K) .
0≤|α|≤k
(iii) Smooth functions:

\ \
C ∞ (Ω; K) := C k (Ω; K), C ∞ (Ω; K) := C k (Ω; K).
k∈N k∈N
(iv) Functions with compact support:
Cck (Ω; K) := {f ∈ C k (Ω; K) | supp f is a compact subset of Ω },

Cc∞ (Ω; K) := {f ∈ C ∞ (Ω; K) | supp f is a compact subset of Ω},
where
supp f := {x ∈ Ω | f (x) 6= 0}.
The closure here is taken in the topological space Rn , not in the relative topology!
We identify a function with compact support with its extension by zero, so that Cck (Ω) ⊆ Cck (Rd ).
Lemma 2.11. Let Ω ⊆ Rd be open. Let Cbk (Ω; K) := {f ∈ C k (Ω; K) : kf kC k < ∞}. Then
(Cbk (Ω; K); k · kC k ) is a Banach space.
Analogously, for Ω bounded (C k (Ω; K), k · kC k ) is a Banach space.
Proof. Homework.
29 [November 12, 2022]

2.3.2 Lipschitz and Hölder continuous functions
Definition 2.12. Let Ω ⊆ Rd , f : Ω → K a function.
(i) f is Hölder continuous with exponent α ∈ (0, 1] if
|f (x) − f (y)|
[f ]α := sup < ∞.
x6=y∈Ω |x − y|α
If α = 1, f is called Lipschitz continuous with Lipschitz constant Lip(f ) := [f ]1 .
(ii) For α ∈ (0, 1] we set

C 0,α (Ω; K) := {f : Ω → K | [f ]α < ∞}. (2.6)
For Ω open, k ∈ N and α ∈ (0, 1], we define
C k,α (Ω; K) := {f ∈ C k (Ω; K) | [Dk f ]α < ∞}.
(iii) For f ∈ C α (Ω; K),

kf kα := kf kC(Ω;K) + [f ]α
and for f ∈ C k,α (Ω; K),
kf kk,α := kf kC k (Ω;K) + [Dk f ]α
(both take values in [0, ∞]).
Remarks
We can replace K above with any normed space (Y, k · k).
We can define C 0,α (A; K) for a general subset A ⊆ Rd .
f Hölder continuous ⇒ f continuous. The reverse implication does not hold.
f Hölder continuous with α > 1 ⇒ f differentiable with ∇f = 0.

Therefore, one considers only α ≤ 1.
[·]α is a seminorm.
Lemma 2.13. Let Ω ⊆ Rd be open, α ∈ (0, 1]

The set C α (Ω; K) ∩ {k · k|C α < ∞} with the norm k · k|C α is a Banach space.
For any k ∈ N, the set C k,α (Ω; K) ∩ {k · k|C k,α < ∞} with the norm k · k|C k,α is a Banach space.
Proof. We prove the first assertion. If kf kC α = 0 then kf kC 0 = 0 and f = 0. From the

definition, ktf kC α = |t| kf kC α . Further, by the triangular inequality in K for all x, y we have
|(f + g)(x) − (f + g)(y)| ≤ |f (x) − f (y)| + |g(x) − g(y)|. (2.7)
From here we obtain [f + g]α ≤ [f ]α + [g]α an therefore the triangle inequality.

If fk is a Cauchy sequence in C α , then it is Cauchy in C 0 , hence has a uniform limit f . We need
to prove [f ]α < ∞ and [f − fk ]α → 0; the second assertion implies the first.
30 [November 12, 2022]

Let ε > 0, and K be such that [fi − fj ]α ≤ ε for i, j > K. Then
|(fi − fj )(x) − (fi − fj )(y)| ≤ ε|x − y|α (2.8)
for all x, y ∈ Ω. Taking the limit j → ∞ gives
|(fi − f )(x) − (fi − f )(y)| ≤ ε|x − y|α , (2.9)
hence [fi − f ]α ≤ ε.
[26.10.2022]
[28.10.2022]
2.4 Lp spaces
2.4.1 Measure spaces
Definition 2.14. Let X be a nonempty set.
(i) A subset S ⊆ 2X = P(X) is called a σ-algebra on X if the following hold:
(a) ∅ ∈ S,
(b) A ∈ S ⇒ X \ A ∈ S,
S
(c) ∀k 7→ Ak ∈ S it holds k∈N Ak ∈ S.
If (X, T ) is a topological space, the Borel σ-algebra is the smallest algebra that contains
all open sets, \
B(X) := σ(T ) = S.
T ⊆S,
S⊆P(X) σ−algebra
(ii) A map µ : S → [0, ∞] is called a measure if the following hold:
(a) µ(∅) = 0,
(b) µ is σ-additive i.e.: ∀k 7→ Ak ∈ S, such that Ak ∩ Ak0 = ∅ ∀k 6= k 0 it holds
S P
µ( k∈N Ak ) = k∈N µ(Ak ).
The triple (X, S, µ) is a measure space.
(iii) A ⊆ X is µ−measurable if A ∈ S. A is a µ-null set if µ(A) = 0.
(iv) (X, S, µ) is complete if for any null set A it holds
B⊆A ⇒ B∈S (in particular, B is a null set).
(v) µ is σ-finite
S if there exists a countable family k 7→ Ak ∈ S such that µ(Ak ) < ∞ ∀k and
X = k∈N Ak .
(vi) A property P holds µ-almost everywhere (µ-a.e.) if ∃N ∈ S null set such that P holds on
X \ N.
31 [November 12, 2022]

(vii) For E ∈ S one defines the restriction of µ to E by
(µ E)(A) := µ(E ∩ A). (2.10)
(viii) Ld denotes the Lebesgue measure on Rd , Md the set of Lebesgue-measurable subsets of Rd .
Remarks:
(i) (Rd , Md , Ld ) is a complete measure space, Ld is σ-finite.
(ii) B(Rd ) ( Md ( P(Rd )
(iii) (X, S, µ E) is a measure space.
In the following, we will assume that (X, S, µ) is complete and σ-finite.
2.4.2 Measurable functions and integrals

Definition 2.15. Let (X, S, µ) be a measure space, (Y, T ) a topological space.
A function f : X → Y is measurable if f −1 (U ) ∈ S ∀U ∈ T .
Remarks:
f : X → Y measurable ⇔ f −1 (A) ∈ S ∀A ∈ B(Y )
f : X → [−∞, ∞] measurable ⇔ f −1 ([t, ∞]) ∈ S ∀t ∈ R ⇔ f −1 ((t, ∞]) ∈ S ∀t ∈ R.

f : X → (−∞, ∞) measurable ⇔ f −1 ([t, ∞)) ∈ S ∀t ∈ R ⇔ f −1 ((t, ∞)) ∈ S ∀t ∈ R.
f : X → C measurable ⇔ Re f, Im f : X → R measurable
f : X → Rd measurable ⇔ fj : X → R measurable ∀j = 1, · · · , d.
If fk : X → [−∞, ∞] are measurable for any k ∈ N, then so are lim supk→∞ fk and
lim inf k→∞ fk .
Definition 2.16. Let (X, S, µ) be a measure space.
(i) A function
P f : X → [0, ∞] is simple if there are λ : N → [0, ∞), E : N → S such that
f = n∈N λn χEn .
´ P
(ii) If f is simple we define X f dµ := n∈N λn µ(En ) ∈ [0, ∞].
(iii) We define the integral of a measurable function f : X → [0, ∞] via

ˆ ˆ
f dµ := sup ϕdµ ∈ [0, ∞]. (2.11)
X {ϕ simple, ϕ≤f } X
Remarks.
The integral of a simple function is well-defined (i.e., independent on the choice of λ and
E), monotone, and linear (with nonnegative coefficients)
´ ´
One can show that X f dµ = (0,∞) µ(f −1 (t, ∞]) dL1 (t).
32 [November 12, 2022]

Notation: we often write dx or dxd instead of dLd (x).
Definition 2.17. Let (X, S, µ) be a measure space, (Y, T ) a topological space, f : X → Y a

measurable function.
´
(i) Consider Y = [0, ∞]. The function f is integrable if X f dµ < ∞.
(ii) Consider Y = [−∞, ∞]. The function f is integrable if

f+ := max{f, 0} and f− := max{−f, 0} are integrable.
´ ´ ´
In this case, we define X f dµ := X f+ dµ − X f− dµ
(iii) Consider Y = C. The function f is integrable if Re f and Im f are integrable.

´ ´ ´
In this case, we define X f dµ := X Re f dµ + i X Im f dµ.
(iv) Consider Y = Rd . The function f is integrable if fj is integrable ∀j = 1, . . . , d.

´ ´
In this case, we define X f dµ j := X fj dµ.
Remark.
(i) f is integrable ⇔ f is measurable and |f | is integrable.
(ii) If f : X → Kd is measurable, then

ˆ ˆ

f dµ ≤ |f |dµ. (2.12)

X X
2.4.3 Important results from integration theory

Beppo Levi, monotone convergence: Let (X, S, µ) be a measure space.
(i) Consider a sequence k 7→ fk : X → [0, ∞] such that fk is measurable and fk ≤ fk+1 ∀k.
Then limk→∞ fk is a measurable function and
ˆ ˆ
lim fk dµ = lim fk dµ .
k→∞ X X k→∞
(ii) Consider a sequence k 7→ gk : X → [0, ∞] such that gk is measurable ∀k. Then
Xˆ ˆ "X #
gk dµ = gk dµ .
k∈N X X k∈N
Fatou, lower semicontinuity of the integral Let (X, S, µ) be a measure space, and k 7→
fk : X → [0, ∞] a sequence of measurable functions. Then
ˆ ˆ
lim inf fk dµ ≤ lim inf fk dµ . (2.13)
X k→∞ k→∞ X
33 [November 12, 2022]

Remark. In both theorems integrals are interpreted in the sense of Definition 2.16, and take
values in [0, ∞]. In particular, measurability of fk implies measurability of lim sup fk and
lim inf fk , and existence of the integrals in [0, ∞].
Remark. In both theorems above the condition fk ≥ 0 may be replaced by fk ≥ g ∀k, for
some integrable function g, provided the integrals are defined appropriately (Proof: consider
fk − g).
Dominated convergence: Let (X, S, µ) be a measure space,
k 7→ fk : X → [−∞, ∞] a sequence of measurable functions and
f : X → [−∞, ∞] measurable such that limk→∞ fk (x) = f (x) for almost every x ∈ X.
(i) Suppose there exists g : X → [0, ∞] integrable, such that |fk (x)| ≤ g(x) ∀x ∈ X, k ∈ N.
Then f is integrable,
ˆ ˆ ˆ
lim fk dµ = lim fk dµ = f dµ, (2.14)
k→∞ X X k→∞ X
´
and limk→∞ X |fk − f | dµ = 0 .
(ii) Suppose there exists k 7→ gk : X → [0, ∞] a sequence of integrable functions and

´
g : X → [0, ∞] integrable such that limk→∞ X |gk − g|dµ = 0 and
|fk (x)| ≤ gk (x) ∀x ∈ X, k ∈ N.
Then f is integrable and (2.14) holds.
Remark. Assume that X = R, fk := χk,k+1/k . Clearly fk → 0 pointwise and in L1 . In this

case one can apply (ii) (with the trivial choice gk = fk ) but not (i), since supk gk 6∈ L1 (R).
Fubini-Tonelli: Let f : Rn+m → [−∞, ∞] be a measurable function.
(i) Suppose f ≥ 0. Then

ˆ ˆ ˆ
n+m
f (x, y) dL (x, y) = f (x, y) dLm (y) dLn (x) (2.15)
Rn ×Rm Rn Rm
(and the same swapping x and y). This implicitly also states the fact that for Ln -a.e.
x ∈ Rn the function y 7→ f (x, y) is Lm -integrable, and that the result is Ln -integrable.
´
(ii) Suppose Rn ×Rm |f (x, y)| dLn+m (x, y) < ∞. Then f is Ln+m integrable and (2.15) holds.
Remark. The same result holds for f : X1 × X2 → K with (X1 , S1 , µ1 ), (X2 , S2 , µ2 ), measure
spaces.
2.4.4 The spaces Lp and Lp

Definition 2.18. Let (X, S, µ) be a measure space and K = R, C.
(i) Let f : X → K be a measurable function. We define

( ´
p dµ 1/p

|f | if p ∈ [1, ∞)
kf kp = kf kLp := X
ess supX |f | := inf{M ∈ [0, ∞) | µ{|f (x)| > M } = 0} if p = ∞.
34 [November 12, 2022]

(ii) For p ∈ [1, ∞], we define
Lp (X; K) = Lp (X, µ; K) := {f : X → K | f measurable , kf kp < ∞}.
(iii) On Lp (X; K), we define the equivalence relation f ∼ g ⇔ f = g µ-a.e., and denote by
Lp (X; K) the corresponding set of equivalence classes:
Lp (X; K) := {[f ] | f ∈ Lp (X; K)}, where [f ] := {g ∈ Lp (X; K)| f ∼ g}.
When K = R, we often write Lp (X) = Lp (X; R).
Theorem 2.19. Let p ∈ [1, ∞], (X, S, µ) a measure space.
(i) The expression k · kp is a seminorm on Lp (X; K) and a norm on Lp (X; K).
(ii) (Lp (X; K), k · kp ) is a Banach space [Fischer-Riesz theorem].

´
(iii) L2 (X; K) is a Hilbert space with the scalar product s(f, g) := X f¯gdµ.
Remarks
(i) Lp (X; Kd ) := {f : X → Kd : f1 , . . . , fd ∈ Lp (X; K)}; however kf kLp (X;Kd ) := k|f |kLp (X;R) ,
and the same for Lp .
(ii) If (X, τ ) is a topological space, Lp,loc (X; K) is the set of functions f : X → K which are
in Lp (K; K) for any compact set K ⊆ X. A sequence converges in Lp,loc if it converges in
Lp (K; K) for any K. Analogously for Lploc (X; K).
Remark. The definition of kf kLp (X;Kd ) is taken so that it is isotropic. If q is any norm on
Rd , then q(kf1 kLp , . . . , kfd kLp ) is a norm equivalent to kf kLp (X;Kd ) . Whereas Lp (X; Kd ) =
(Lp (X; K))d as a vector space, the isotropic norm is not the one induced by the product.
Important inequalities
1
(i) (Hölder) Let p, q ∈ [1, ∞] such that p + 1q = 1. Suppose f ∈ Lp (X; K), g ∈ Lq (X; K). Then
f g ∈ L1 (X; K) and
kf gk1 ≤ kf kp kgkq .
For p = q = 2 this is normally called Cauchy-Schwarz. The same holds if f , g are vector-
valued and one replaces f g by the pointwise scalar product.
(ii) (Jensen) Suppose µ(X) = 1, f ∈ L1 (X; Rm ), and let Φ : Rm → [0, ∞] be a convex function
[i.e. Φ(tx + (1 − t)y) ≤ tΦ(x) + (1 − t)Φ(y) ∀t ∈ [0, 1], x, y ∈ Rm .] Then
ˆ ˆ
Φ f dµ ≤ (Φ ◦ f )dµ.
X X
Lemma 2.20. For all 1 < p < ∞, the space Lp (X; K) is uniformly convex.
Proof. See Exercise 3.2.
35 [November 12, 2022]

2.4.5 Convergence notions in Lp
Let (X, S, µ) be a measure space, E ∈ S a measurable set, p ∈ [1, ∞], k 7→ fk ∈ Lp (E, µ) a
sequence and f ∈ Lp (E, µ) a given function.
The sequence fk converges to f
pointwise a.e. if limk→∞ fk (x) = f (x) for a.e. x ∈ E,
uniformly if limk→∞ supx∈E |fk (x) − f (x)| = 0,
in Lp (E, µ) if limk→∞ kfk − f kLp (E,µ) = 0,
in measure if limk→∞ µ (|fk − f | > ε) = 0 ∀ε > 0.
We recall that L∞ convergence is the same as uniform convergence away from a null set, as well
as the following implications:
(i) Uniform ⇒ pointwise
(ii) Uniform ⇒ in measure
(iii) Lp ⇒ in measure
(iv) in measure ⇒ pointwise a.e. for a subsequence.

If µ(X) < ∞ also the following holds:
(v) pointwise a.e. ⇒ in measure
(vi) Lp ⇒ Lq for 1 ≤ q ≤ p ≤ ∞ (in particular, uniform ⇒ Lp , p ∈ [1, ∞]) .

[28.10.2022]
[02.11.2022]
2.4.6 Dense subsets and separability

We will often use the fact that Lp functions on (subsets of) Rd can be approximated in the Lp
norm by continuous or smooth functions.
Theorem 2.21. Let p ∈ [1, ∞) and Ω ⊆ Rd open.
(i) The set Cc (Ω; K) is dense in (Lp (Ω; K), k · kp ).
(ii) The set Cc∞ (Ω; K) is dense in (Lp (Ω; K), k · kp ).
Proof. See Analysis 3.
Remark. Cb (Ω) is not dense in L∞ (Ω).

Theorem 2.22. (Separability) Let p ∈ [1, ∞) and Ω ⊆ Rd open. The space Lp (Ω; K) is separable.
Remark. L∞ (Ω) is not separable.
Proof. Follows from Homework 4.1 and Theorem 2.21.
36 [November 12, 2022]

2.4.7 Convolution
For f, g ∈ L1 (Rd ) we define f ∗ g ∈ L1 (Rd ) by
ˆ
(f ∗ g)(x) := f (x − y)g(y)dy. (2.16)
Rd
By Fubini-Tonelli, the integral exists for almost every x and the result is integrable. This
definition can also be extended to f ∈ L1loc (Rd ), if g has compact support. Then f ∗ g ∈ L1loc .
Lemma 2.23. Let η ∈ L1 (Rd ). For r > 0 let ηr := r−d η(x/r). The following holds.
(i) ∀r ηr ∈ L1 (Rd ) with kηr k1 = kηk1 .
(ii) For any f ∈ Lp (Rd ) one has ηr ∗ f ∈ Lp (Rd ) with kηr ∗ f kp ≤ kηr k1 kf kp .
(iii) Assume now that η ≥ 0 and kηk1 = 1. For any f ∈ Lp (Rd ) with p < ∞ one has
limr→0 kηr ∗ f − f kp = 0.
(iv) If η ∈ Cc (B1 (0)) and f ∈ L1loc (Rd ), then ηr ∗ f ∈ C(Rd ) ∀r > 0. If η ≥ 0 and kηk1 = 1,
then ηr ∗ f → f in L1loc .
(v) If η ∈ Cc∞ (B1 (0)) and f ∈ L1loc (Rd ) then ηr ∗f ∈ C ∞ (Rd ) ∀r > 0 and ∂ α (ηr ∗f ) = (∂ α ηr )∗f
for all multiindices α.
Proof. See for example Alt, Sect. 2.13, or Evans-Gariepy Sect.4.2.1.

Notation. One typically assumes η ∈ Cc∞ (B1 ; [0, ∞)). The functions ηr are then called standard
mollifiers, and the sequence j 7→ ηrj , for any rj → 0, is then called a standard Dirac sequence.
Lemma ´2.24. Let Ω ⊆ Rd open, f ∈ L1loc (Ω).

Suppose Ω ϕf dx = 0 ∀ϕ ∈ Cc∞ (Ω). Then f = 0 a.e.
Lemma 2.25. Let p ∈ [1, ∞], Ω ⊆ Rd open.

Let j 7→ fj ∈ Lp (Ω) be a sequence, f ∈ Lp (Ω) such that fj → f in Lp (Ω). Then
ˆ ˆ
ϕf dx = lim ϕfj dx ∀ϕ ∈ Cc (Ω).
Ω j→∞ Ω
´
This means, that for every ϕ ∈ Cc (Ω) the map Tϕ : Lp (Ω) → R, Tϕ (f ) := Ω ϕf dx, is continuous.
Proof. By Hölder inequality:

ˆ ˆ ˆ ˆ

ϕf dx − ϕfj dx = ϕ(f − fj )dx ≤ |ϕ| |f − fj |dx ≤ kϕkq kf − fj kp → 0.

Ω Ω Ω Ω
2.4.8 The Hausdorff measure

Definition 2.26. Let (X, d) be a metric space, δ > 0, s ∈ [0, ∞). One defines Hδs : P(X) →
[0, ∞] as ( )
s ωs X
s
[
Hδ (E) := s inf (diam Fh ) : E ⊆ Fh , diamFh ≤ δ . (2.17)
2
h∈N h∈N
37 [November 12, 2022]

The s-dimensional Hausdorff-Measure, Hs : P(X) → [0, ∞] is defined by
Hs (E) := lim Hδs (E). (2.18)

δ→0
Here ˆ ∞
π s/2
ωs := , Γ(r) := tr−1 e−t dt . (2.19)
Γ(1 + 2s ) 0
We recall that for E ⊆ X the diameter diam E ∈ [0, ∞] is defined by

(
sup{d(x, y) : (x, y) ∈ E × E}, if E =6 ∅,
diamE := (2.20)
0, if E = ∅.
For s = 0,
(diam E)0 := 1 if E 6= ∅, (diam∅)0 := 0 . (2.21)
Remark. The definition implies Hδs ≥ Hδs0 für δ ≤ δ 0 . Therefore lim Hδs (E) = sup Hδs (E)
δ→0 δ>0
exists (in [0, ∞]) for all E and all s.
Lemma 2.27. All Borel sets are for any s Hs measurable; (X, B, Hs |X ) is a measure space.
The space (Rn , Bn , Hs |Bn ) is not σ-finite if s < n.
Lemma 2.28. The zero-dimensional Hausdorff measure H0 is the counting measure.
Proof. Homework.
Theorem 2.29 (without proof). For any n, Hn |Mn = Ln in Rn .
Theorem 2.30. Let (X, d) be a metric space, E ⊆ X. Then there is sE ∈ [0, ∞] such that
(i) Hs (E) = ∞ whenever s < sE ;
(ii) Hs (E) = 0 whenever s > sE .
Definition 2.31. The Hausdorff-dimension of the set E ⊆ X is defined by dimH (E) := sE .
Example. dimH (∅) = 0; in X = Rn one has dimH (Rn ) = dimH (B1 ) = n, dimH (∂B1 ) =
n − 1.
Theorem 2.32. Let U ⊆ Rk be open, ψ ∈ C 1 (U ; Rn ) an injective immersion (in the sense

that rank Dψ = k everywhere). Then ψ(U ) is Hk -measurable, Hk -σ-finite, (in other words,
Hk ψ(U ) is σ-finite), and
ˆ
Hk (ψ(U )) = (det ∇ψ T ∇ψ)1/2 dLk . (2.22)
U
A function f : ψ(U ) → R is Hk -integriable if and only if f ◦ ψ (det ∇ψ T ∇ψ)1/2 ∈ L1 (U ). If this

is the case, then ˆ ˆ
f dHk = f ◦ ψ(det ∇ψ T ∇ψ)1/2 dLk . (2.23)
ψ(U ) U
38 [November 12, 2022]

Given an open set A ⊆ Rn we define the regular boundary ∂r A as the set of x ∈ ∂A such that
there are ρ > 0 and G ∈ C 1 (Bρ (x)) such that ∇G 6= 0 everywhere and
A ∩ Bρ (x) = G−1 ((−∞, 0)) . (2.24)
We call A heißt a C 1 -polyeder if it is open, bounded, with Hn−1 (∂A) < ∞ and Hn−1 (∂A\∂r A) =
0.
Theorem 2.33 (Gauß). Let A ⊆ Rn be a C 1 -polyeder, F ∈ C 0 (A; Rn ) ∩ C 1 (A; Rn ). If div F ∈

L1 (A), then ˆ ˆ
n
div F dL = F · ν dHn−1 (2.25)
A ∂A
where ν : ∂r A → S n−1
is the outer normal.
Notation: div F := Tr ∇F = ni=1 ∂F

P
∂xi .
i
2.5 Sobolev spaces

2.5.1 Weak derivatives
Definition 2.34. Let Ω ⊆ Rd be open, f ∈ L1loc (Ω) .
(i) f is weakly differentiable if there exist d functions g1 , . . . , gd in L1loc (Ω) such that
ˆ ˆ
f ∂i ϕ dx = − gi ϕ dx ∀ϕ ∈ Cc∞ (Ω). (2.26)
Ω Ω
In this case, gi is called the weak derivative of f in the direction i.
(ii) f is k times weakly differentiable if, for all multiindices α ∈ Nn with |α| ≤ k, there exist
g (α) ∈ L1loc (Ω) such that
ˆ ˆ
|α|
α
f ∂ ϕ dx = (−1) g α ϕ dx ∀ϕ ∈ Cc∞ (Ω). (2.27)
Ω Ω
Notation The functions gi and g α are called weak derivatives and are still denoted by ∂i f and
∂ α f , respectively.
Remarks
The weak derivative is unique up to a null set, i.e. {g ∈ L1loc (Ω) | g = ∂ α f } is a single
equivalence class in L1loc (Ω).
The weak derivative and the usual derivative agree if g ∈ C k (Ω).
In the following, we will usually make no notational distinction between functions and
their equivalence classes.
Example 1. Let Ω = (−1, 1) ⊆ R. The function f (x) = |x| is weakly differentiable and the
weak derivative is f 0 (x) = sgn(x).
On the other hand, the function f 0 (x) = sgn(x) is not weakly differentiable.
39 [November 12, 2022]

Proof. Let ϕ ∈ Cc∞ ((−1, 1)). We compute
ˆ ˆ ˆ
0 0
ϕ (x) |x| dx = ϕ (x) (−x) dx + ϕ0 (x) x dx
(−1,1) (−1,0) (0,1)
ˆ ˆ
0 1
= [−xϕ(x)]−1 + [xϕ(x)]0 − ϕ(x)sgn(x) dx = − ϕ(x)sgn(x) dx,
(−1,1) (−1,1)
where ϕ(±1) = 0 since its support is compact. On the other hand,

ˆ ˆ ˆ
0 0
ϕ (x)sgn(x) dx = − ϕ (x) dx + ϕ0 (x) dx = −2ϕ(0).
(−1,1) (−1,0) (0,1)
´
But there is no function g ∈ L1loc ((−1, 1)) such that (−1,1) g ϕ dx = ϕ(0) ∀ϕ ∈ Cc∞ ((−1, 1)).
´
Indeed, this implies (−1,1) g ϕ dx = 0 for any ϕ ∈ Cc0 ((0, 1)), and hence g = 0 almost everywhere
in (0, 1); the same holds in (−1, 0). Hence the only candidate is g = 0, which obviously does not
have this property.
[02.11.2022]
[04.11.2022]
Example 2. Let Ω = B1 (0) ⊆ Rd , d ≥ 2. For α ∈ R \ {0} consider the function f (x) := |x|α for
x 6= 0 and
´ f (0) := 0. Then f is weakly differentiable if and only if α > −(d − 1). To see this,
consider B1 (0)\Bε (0) f ∂i ϕ dx first and then pass to the limit ε → 0.
Remark. The definition of weak derivative in equation (2.26) is equivalent to

ˆ ˆ
f ∂i ϕ dx = − gi ϕ dx ∀ϕ ∈ Cc1 (Ω), (2.28)
Ω Ω
similarly in (2.27) one can take ϕ ∈ Cck (Ω). Indeed, let ϕ ∈ Cc1 (Ω). Then, for ε < dist (supp ϕ, ∂Ω)
we have ηε ∗ ϕ ∈ Cc∞ (Ω), and it converges to ϕ in C 1 (Ω). Both sides depend continuously on ϕ.
2.5.2 Definition of W k,p and W0k,p

Definition 2.35. Let Ω ⊆ Rd be open, 1 ≤ p ≤ ∞ and k ∈ N \ {0}.
The Sobolev space W k,p (Ω) consists of all f ∈ Lp (Ω) which are k times weakly differentiable with
all weak derivatives in Lp (Ω).
W k,p (Ω) := {f ∈ Lp (Ω) | f k times weakly differentiable with ∂ α f ∈ Lp (Ω)∀|α| ≤ k}
We define k · kW k,p (Ω) : W k,p (Ω) → [0, ∞) by

 1
p
f kpLp (Ω) 
X
α
kf kW k.p (Ω) :=  k∂ .
0≤|α|≤k
The norm is often simply denoted by k · kk,p . In the same way we define W k,p (Ω; K) and
W k,p (Ω; Kn ). One writes H k := W k,2 .
40 [November 12, 2022]

There are various alternative definitions of the norm, as for example
X
k∂ α f kLp (Ω)
0≤|α|≤k
and X
kDj f kLp (Ω) .
0≤j≤k
They are easily seen to be equivalent (with constants that may depend on k and p).
Theorem 2.36. Let Ω ⊆ Rd be open, 1 ≤ p ≤ ∞ and k ∈ N \ {0}.
(i) (W k,p (Ω; K), k · kW k,p (Ω;K) ) is a Banach space.
(ii) H k (Ω; K) = W k,2 (Ω; K) is a Hilbert space with the scalar product
X
(f, g)W k,2 (Ω;K) := (∂ α f, ∂ α g)L2 (Ω;K) , (2.29)
0≤|α|≤k
´
where (f, g)L2 (Ω;K) := ¯ dx ∀f, g ∈ L2 (Ω; K).
Ω fg
Proof. It is easy to see that k · kW k,p is a norm, that (·, ·)W k,2 is a scalar product, and that for
p = 2 they are compatible.
We prove now that the space is complete. Let f : N → W k,p (Ω) be a Cauchy sequence. Then for
any multiindex α with |α| ≤ k the sequence ∂ α f is a Cauchy sequence in Lp (Ω) and hence has
a limit g (α) ∈ Lp (Ω). In particular, fj → g (0) in Lp (Ω). To show completeness, we only need to
show that g (0) is weakly differentiable and that the weak derivatives of g (0) are given by g (α) .
Let ϕ ∈ Cc∞ (Ω) be a test function. Then
ˆ ˆ ˆ ˆ
g (0) ∂ α ϕ dx = lim fj ∂ α ϕ dx = lim (−1)|α| ∂ α fj ϕ dx = (−1)|α| g (α) ϕ dx,
Ω j→∞ Ω j→∞ Ω Ω
where the first and last equality hold by Lemma 2.25, while the second equality is obtained by
applying the definition of weak derivative to fj . Since ϕ is arbitrary, it follows that g (0) is weakly
differentiable and the weak derivatives of g (0) are given by g (α) .
Therefore, g (0) ∈ W k,p (Ω; K) and limj→∞ kfj − g (0) kW k,p (Ω;K) = 0.
Definition 2.37. For 1 ≤ p < ∞ and Ω ⊆ Rd open we define the space
W0k,p (Ω) := {f ∈ W k,p (Ω) | ∃j 7→ fj ∈ Cc∞ (Ω) such that fj → f in W k,p (Ω)}, (2.30)
and H0k := W0k,2 .
Remark: The definition for p = ∞ is different.

This is therefore the completion of Cc∞ (Ω) in the Sobolev norm and corresponds to the set of
Sobolev functions “with zero boundary value”. One can see that W0k,p (Rd ) = W k,p (Rd ).
Lemma 2.38. W0k,p is a closed linear subspace of W k,p (Ω), and therefore a Banach space.
Proof. It suffices to take a diagonal subsequence (let f : N → W0k,p (Ω) converge to some f∗ ∈
W k,p (Ω); pick fj : N → Cc∞ (Ω) with kfj,k − fj kk,p ≤ 1/k, consider gk := fk,j ).
41 [November 12, 2022]

Lemma 2.39. (Product rule 1) Let Ω ⊆ Rd be open, p ∈ [1, ∞] and k ∈ N.
(i) If f ∈ L1loc (Ω) is weakly differentiable, and g ∈ C 1 (Ω), then f g ∈ L1loc (Ω), it is weakly
differentiable, and
∇(f g) = (∇f )g + f (∇g),
where ∇(f g) and ∇f are weak derivatives, while ∇g is an ordinary derivative.
(ii) If additionally f ∈ W 1,p (Ω), g ∈ Cc1 (Ω) ⇒ gf ∈ W 1,p (Ω).
(iii) f ∈ W k,p (Ω), g ∈ Cc1 (Ω) ⇒ gf ∈ W k,p (Ω) and
X α
α
∂ (f g) = ∂ β f ∂ α−β g,
β
β≤α
where β ≤ α means βi ≤ αi ∀i = 1, . . . , d,
Y d d
α αi Y αi !
= = .
β βi βi !(αi − βi )!
i=1 i=1
Remark: If f ∈ W k,p (Ω) and g ∈ Cc∞ (Ω) then f g ∈ W0k,p (Ω).
Proof. We will prove (i) in detail. (ii) is then a direct consequence and (iii) follows by induction
on |α|.
Since f ∈ L1loc (Ω) and g ∈ C 0 (Ω), it follows that f g ∈ L1loc (Ω). Analogously (∂i f )g and
f (∂i g) ∈ L1loc (Ω).
Let ϕ ∈ Cc∞ (Ω). We compute
ˆ ˆ ˆ ˆ
(∂i ϕ) f g dx = [(∂i ϕ)g] f dx = − ϕ(∂i g) f dx + [∂i (ϕg)] f dx,
Ω Ω Ω Ω
where in the last equality we applied ∂i (ϕg) = (∂i ϕ)g + ϕ(∂i g), since ϕ and g are both C 1
functions. Since ϕg ∈ Cc1 (Ω), we can apply the definition of weak derivative for f (in the version
of (2.28)). ˆ ˆ
[∂i (ϕg)] f dx = − (ϕg) ∂i f dx
Ω Ω
which proves the result.
2.5.3 Sobolev functions in one dimension
In the following I = (a, b) ⊆ R will be a bounded open interval.

Theorem 2.40.
(i) f ∈ W 1,1 (I) ⇒ ∃c ∈ R such that the function

ˆ x
˜
f (x) := c + f 0 (t) dt ∀x ∈ [a, b] (2.31)
a
satisfies f˜ ∈ [f ]. Note that f˜ ∈ C([a, b]), and f˜ is differentiable a.e. with f˜0 = f 0 a.e..
If f ∈ W 1,p (I) with 1 < p ≤ ∞, then we have in addition f˜ ∈ C 0,α (I) ¯ with α := 1 − 1 and
p
[f˜]α ≤ kf 0 kLp (Ω) .
42 [November 12, 2022]

´x
(ii) Let g ∈ L1 (I), c ∈ R. We define f (x) := c + a g(t) dt. Then f ∈ W 1,1 (I) and f 0 = g a.e..
Proof. Homework
Lemma 2.41. Let p ∈ [1, ∞). Then
f ∈ W01,p (I) ⇒ f˜(a) = f˜(b) = 0, (2.32)
where f˜ denotes the absolutely continuous representative (2.31) above.
Proof. It suffices to prove that (2.31) holds with c = 0 (and then to repeat the argument flipping
a and b).
Since f ∈ W01,p (I), there is a sequence n 7→ fn ∈ Cc∞ (I) such that kf − fn kW 1,p (I) → 0 and
hence, since f = f˜ a.e., kf˜ − fn kW 1,p (I) → 0. Obviously
ˆ x
fn (x) = fn0 (t)dt (2.33)
a
for all x ∈ [a, b]. It suffices to pass to the limit in this expression. We first extract a subsequence
such that for almost every x we have fn (x) → f˜(x). At the same time, fn0 → f 0 in L1 (I) implies
that the right-hand side converges for all x. Therefore for almost every x ∈ I we have
ˆ x
f˜(x) = f 0 (t)dt. (2.34)
a
As both sides are continuous, this holds also for all I, and the proof is concluded.
43 [November 12, 2022]

2.5.4 Partitions of unity and the Meyers-Serrin theorem
The properties of mollifiers easily permit to show that Sobolev functions on Rn can be approx-
imated by smooth functions. The same is true in generic open sets, the proof is however more
complex.
Theorem 2.42. Let p ∈ [1, ∞), k ∈ N. Then C ∞ (Rn ) ∩ W k,p (Rd ) is dense in W k,p (Rd ).
Proof. For k = 0, W 0,p (Rd ) = Lp (Rd ). Then Cc∞ (Rd ) is dense (cf. Theorem 2.21).
Set k ≥ 1 and let f ∈ W k,p (Rd ) be a given function.
Let ηε ∈ Cc∞ (Bε ) be a mollifier, and set fε := f ∗ ηε . Then fε → f in Lp (Rn ) (Lemma 2.23).
We claim that
∂ α fε = (∂ α f ) ∗ ηε for all |α| ≤ k. (2.35)
If this holds, 2.23 and ∂ α f ∈ Lp imply ∂ α fε → ∂ α f and conclude the proof.
It remains to prove (2.35). We compute
ˆ ˆ
∂ α fε (x) = ∂ α (ηε ∗f )(x) = ((∂ α ηε )∗f )(x) = ∂xα ηε (x−y)f (y) dy = (−1)|α| ∂yα ϕ(y)f (y) dy,
Rd Rd
where ϕ(y) := ηε (x − y). The function f is weakly differentiable and ϕ ∈ Cc∞ (Rd ), therefore
ˆ ˆ
α |α|
∂ ϕ(y)f (y) dy = (−1) ϕ(y)∂ α f (y) dy
Rd Rd
´
and hence ∂ α fε (x) = Rd ϕ(y)∂ α f (y) dy = ηε ∗ (∂ α f )(x).
[04.11.2022]
[09.11.2022]
Lemma 2.43. Let Ω ⊆ Rd be open, p ∈ [1, ∞), k ∈ N and f ∈ W k,p (Ω).

Let V ⊆ Ω be an open subset of Ω such that dist (V, ∂Ω) > 0.
Then there exists a sequence j 7→ fj ∈ C ∞ (V ) ∩ W k,p (V ) such that
lim kfj − f kW k,p (V ) = 0.

j→∞
Proof. Let ηε ∈ Cc∞ (Bε ) be a mollifier.

From f ∈ Lp (Ω) we obtain f χΩ ∈ Lp (Rn ), so that fε := f ∗ ηε converges to f χΩ in Lp (Rn ) and
in Lp (V ). For x ∈ V , and ε < dist (V, ∂Ω), then
ˆ ˆ
fε (x) := (ηε ∗ (f χΩ )(x) = ηε (x − y)f (y)χΩ (y) dx = ηε (x − y)f (y) dx.
Rd Ω
For the same reason (2.35) holds for x ∈ V , and Lemma 2.23 implies the conclusion.
Before starting with the proof of Theorem 2.48 we need some preliminary results.
Definition 2.44 (Partition of unity). Let A ⊆ Rd be non empty, I be an index set.
(i) A family of sets {Vi }i∈I is an open cover of A if Vi ⊆ Rd is open ∀i, and A ⊆
S
i∈I Vi .
44 [November 12, 2022]

S
(ii) An open cover {Vi }i∈I is locally finite if ∀x ∈ i∈I Vi ∃ε > 0 such that
#{i ∈ I | Bε (x) ∩ Vi 6= ∅} < ∞.
(iii) Let {Vi }i∈I be a locally finite open cover of A. A family of functions {θi }i∈I is a partition
of unity for A with respect to the cover {Vi }i∈I if
X
θi ∈ Cc∞ (Vi , [0, ∞)) ∀i ∈ I and θi (x) = 1 ∀x ∈ A.
i∈I
Remarks.
The sum
P
i∈I θi (x) is finite ∀x because the open cover is locally finite.
If the partition is locally finite, then I is at most countable (because ∪i Vi can be covered
by countably many such balls).
In particular 0 ≤ θi (x) ≤ 1 ∀x ∈ A.
Lemma 2.45. Let K ⊆ V , with K compact and V an open subset of a metric space (X, d).
Then there is ϕ ∈ Cc0 (V ) with ϕ = 1 on K.
If V ⊆ Rn then we can choose ϕ ∈ Cc∞ (V ).
Proof. Let δ := dist (K, ∂V ) = dist (K, X \ V ), and fix L > 1/δ. The function
ϕ(x) := max{0, 1 − Ldist (x, K)} (2.36)
has the desired properties.
For the second part, we fix L > 3/δ, let Kδ := B δ/3 (K) = {x : dist (x, K) ≤ δ/3},
ϕ1 (x) := max{0, 1 − Ldist (x, Kδ )} (2.37)
and ϕ := ϕ1 ∗ ηδ/3 , with η a mollifier.
We discuss two constructions of the partition of unity. First a generic one, and then one more
specifically constructed in order to prove the Meyers-Serrin theorem.
Lemma 2.46 (Existence of a partition of unity). Let {Vi }i∈I be an open cover of a compact set
K ⊆ Rn . Then there is a partition of unity for K with respect to the cover {Vi }.
Proof. By compactness of K we can assume that I is finite. For every i we observe that the
compact set K ∩ ∂Vi does not intersect Vi , and is hence contained in ∪j6=i Vj . Then there is
δi > 0 such that B2δi (K ∩ ∂Vi ) ⊆ ∪j6=i Vj . We define
Ki := K \ Bδi (K ∩ ∂Vi ) ∩ Vi . (2.38)
This is compact. This follows from the fact that K \ Bδi (K ∩ ∂Vi ) is closed and disjoint from
∂Vi .
Then Ki ⊆ Vi , hence there is θ̃i ∈ Cc∞ (Vi ) with θ̃i = 1 on Ki . From K ⊆ ∪i Ki we obtain
θ̃i ≥ 1 on K (however, not necessarily on ∪i Vi \ K!). We select h ∈ C ∞ (R) such that h(t) = t
P
for t ≥ 1, and h ≥ 12 everywhere. The functions
θ̃j (x)
θj (x) := P (2.39)
h( k θ̃k (x))
have the stated property.
45 [November 12, 2022]

Remark. The function h is needed to ensure that θj is smooth also outside K.
Lemma 2.47 (Existence of a partition of unity). Let Ω ⊆ Rd be open.

Suppose ∃Kj ⊆ Uj ⊆ Ūj ⊆ Ω for all j ∈ N such that
Kj , Ūj compact ∀j, Kj ∩ Kj 0 = ∅ ∀j 6= j 0 , {Uj }j∈N locally finite open cover of Ω.
Then there exists a partition of unity {θj }j∈N for Ω with respect to {Uj }j∈N .
The partition satisfies, in addition, θj (x) = 1 ∀x ∈ Kj .
S
Proof. We observe that the assumptions imply Ω = j Uj . We define
[
Vj := Uj \ Ki . (2.40)
i6=j
We observe that Kj ⊆ Vj and that Vj is a locally finite open cover of Ω (if x ∈ Uj , then either
x ∈ Vj or there is i 6= j with x ∈ Ki ⊆ Vi ).
We now construct open sets Wj such that W j is compact, W j ⊆ Vj , and for all m
[ [
Ω= Wj ∪ Vj . (2.41)
j<m j≥m
This is obviously true for m = 0, for any choice of the sets W . Assume it holds for m ≥ 0, and
consider ∂Vm . As ∂Vm ⊆ V m ⊆ Um ⊆ Ω and ∂Vm ∩ Vm = ∅, we have
[ [
∂Vm ⊆ Wj ∪ Vj (2.42)
j<m j>m
(index j = m not included!). Since Vm is bounded, its boundary is compact, and there is δm > 0
such that [ [
B δm (∂Vm ) ⊆ Wj ∪ Vj . (2.43)
j<m j>m
Then it suffices to pick Wm := Vm \ B δm (∂Vm ) and (2.41) holds for m + 1. We conclude that
the sets Wj are an open cover of A such that the closure of each Wj is contained in Vj .
In a second step, for every j we pick θ̃j ∈ Cc∞ (Vj ) with θ̃j = 1 on W j , and then define
θ̃j (x)
θj (x) := P . (2.44)
k θ̃k (x)
If x ∈ Ki then x 6∈ Vj for all j 6= i, therefore only one of the functions is nonzero.
Theorem 2.48 (Meyers-Serrin). Let Ω ⊆ Rd be open, p ∈ [1, ∞), k ∈ N.

Then C ∞ (Ω) ∩ W k,p (Ω) is dense in W k,p (Ω), and the same for W k,p (Ω; Km ).
Remark
This implies that for p < ∞ the space W k,p (Ω) can be equivalently defined as the closure of
n X 1 o
Xk,p := f ∈ C ∞ (Ω) | kf kX := k∂ α f kpLp (Ω) < ∞ = C ∞ (Ω) ∩ W k,p (Ω).
p
(2.45)
0≤|α|≤k
46 [November 12, 2022]

Proof of Theorem 2.48. Let Ω ⊆ Rd be open, p ∈ [1, ∞), k ∈ N. Let f ∈ W k,p (Ω) and ε > 0
given. Our goal is to find fε ∈ C ∞ (Ω) ∩ W k,p (Ω) such that kf − fε kW k,p (Ω) < ε.
For `, h ∈ N we define the sets
U`,h := {x ∈ Ω : ` − 1 < |x| < ` + 2, 2−h < dist (x, ∂Ω) < 2−h+2 } (h ≥ 1) (2.46)
and
U`,0 := {x ∈ Ω : ` − 1 < |x| < ` + 1, 1 < dist (x, ∂Ω)}. (2.47)
These sets are open, bounded, their closure is contained in Ω, and they have finite overlap. We
relabel and denote them by Un , n ∈ N.
By Lemma 2.47 there exists {θn }n∈N partition of unity for Ω with respect to the cover {Un }n∈N .
Fix δn > 0, chosen below. Since Ūn ⊆ Ω is compact, dist (Ūn , ∂Ω) > 0, and hence, by Lemma
2.43, ∃fn,ε ∈ C ∞ (Un ) such that
kf − fn,ε kW k,p (Un ) < δn . (2.48)

P
We define fε := n∈N θn fn,ε . This is well defined and smooth as the cover is locally finite. We
compute
X X X X
f − fε = f · 1 − θn fn,ε = f ( θn ) − θn fn,ε = θn (f − fn,ε ). (2.49)
n∈N n∈N n∈N n∈N
We want to estimate k∂ α f − ∂ α fε kLp (Ω) ≤ n∈N k∂ α [θn (f − fn,ε )]kLp (Un ) .

P
Since θn ∈ Cc∞ (Un ) and (f − fn,ε ) ∈ W k,p (Un ), by Lemma 2.39,

X α
α
∂ [θn (f − fn,ε )] = ∂ α−β θn ∂ β (f − fn,ε ),
β
β≤α
and hence, inserting (2.48),

X α
α
k∂ [θn (f − fn,ε )]k Lp (U n)
≤ k∂ α−β θn ∂ β (f − fn,ε )kLp (Un )
β
β≤α
X α
≤ k∂ α−β θn kC(Ω) k∂ β (f − fn,ε )kLp (Un ) ≤ Ck kθn kC k (Ω) kf − fn,ε kW k,p (Un )
β
β≤α
≤ Ck kθn kC k (Ω) δn ,

P α ε
where Ck := sup|α|≤k β≤α β is a constant. Therefore, choosing δn := 2n+1 Ck (1+kθn kC k (Ω) )
,
X
k∂ α f − ∂ α fε kLp (Ω) ≤ ε2−n−1 = ε.
n∈N
Finally, kfε kW k,p (Ω) ≤ kf kW k,p (Ω) + kfε − f kW k,p (Ω) < ∞, and hence fε ∈ C ∞ (Ω) ∩ W k,p (Ω).
2.5.5 The product rule and the chain rule

Lemma 2.49 (Product rule 2). Let Ω ⊆ Rd be open, k ≥ 1, p, q ∈ [1, ∞] such that
1 1
+ =1 (2.50)
p q
47 [November 12, 2022]

1
(with the convention ∞ = 0). Then

α β
W k,p (Ω), W k,q (Ω) W k,1 (Ω) ∂ α (f g) α−β g.
P
f∈ g∈ ⇒ gf ∈ and = β≤α β ∂ f ∂
Proof. Let fj ∈ C ∞ (Ω) be such that fj → f in W k,p (Ω). By Hölder’s inequality we obtain
fj g → f g in L1 (Ω). By Lemma 2.39, fj g is weakly differentiable and
X α
α α
hj := ∂ (fj g) = ∂ β fj ∂ α−β g for all |α| ≤ k, (2.51)
β
β≤α
so that in particular fj g ∈ W 1,1 (Ω). Recalling that ∂ β fj → ∂ β f in Lp (Ω) for all β, we obtain
by Hölder’s inequality that
X α
α
hj → ∂ β f ∂ α−β g in L1 (Ω), for all |α| ≤ k. (2.52)
β
β≤α
In particular, hαj is a Cauchy sequence in L1 (Ω), so that fj g is a Cauchy sequence in W 1,1 (Ω).
By completeness, it converges to some function v ∈ W 1,1 (Ω). This implies fj g → v in L1 (Ω),
and since we had already shown that fj g → f g in L1 , by uniqueness of the limit (in L1 ) we
conclude v = f g.
Lemma 2.50 (Chain rule). Let Ω ⊆ Rd be open, p ∈ [1, ∞), u ∈ W 1,p (Ω; Rm ). Let f ∈
C 1 (Rm ) ∩ Lip (Rm ); if Ln (Ω) = ∞ assume also f (0) = 0. Then f ◦ u ∈ W 1,p (Ω), with
∇(f ◦ u)(x) = ∇f (u(x)) ∇u(x). (2.53)
1,1
Remark. Using W 1,∞ ⊆ Wloc it follows that for p = ∞, u ∈ W 1,∞ implies (2.53), and
therefore f ◦ u ∈ W 1,∞ .
Proof. Homework.
Corollary 2.51. Let Ω ⊆ Rd be open, p ∈ [1, ∞), f ∈ W 1,p (Ω). Then the functions
f + := max{f, 0}, f − := max{−f, 0} and |f | = f + − f − (2.54)
are also in W 1,p (Ω) and the weak derivatives are given by
∇f + = χ{f >0} ∇f, ∇f − = −χ{f <0} ∇f, ∇|f | = χ{f >0} ∇f − χ{f <0} ∇f. (2.55)
In particular, χ{f =0} ∇f = 0 almost everywhere.
Proof. Homework.
[09.11.2022]
[11.11.2022]
48 [November 12, 2022]

3 Compact and precompact subsets of function spaces
Reminder: let (X, T ) be a Hausdorff topological space.
X is compact if every open cover of XShas a finite subcover, i.e., for each index set I and {Vα }α∈I
familyS of open sets such that X = α∈I Vα there exist n ∈ N+ and α1 , . . . αn ∈ I such that
X = nj=1 Vαj .
3.1 Compactness in metric and normed spaces

Definition 3.1. Let (X, d) be a metric space. A subset A ⊆ X is called totally bounded (or
precompact) if for each ε > 0 there exists a finite number of ε balls covering A i.e.
n
[
∀ε > 0 ∃n ∈ N+ , x1 , . . . , xn ∈ X s.t. A ⊆ Bε (xj ).
j=1
Remarks
A precompact ⇒ B precompact ∀B ⊆ A
A precompact ⇒ A bounded
A precompact ⇒ Ā closed and precompact.
Theorem 3.2. Let (X, d) be a metric space and let A ⊆ X. Then the following statements are
equivalent.
(i) A is compact.
(ii) A is sequentially compact.
(iii) (A, dA ) is complete and A is totally bounded.
Remarks. Let (X, d) be a metric space, A ⊆ X.
(a) (A, dA ) complete ⇒ A closed.
(b) Suppose (X, d) is complete. Then it holds: (A, dA ) is complete ⇔ A is closed.
(c) A compact ⇒ A bounded and closed.
Let now (X, k · k) be a normed space. We recall that in finite dimension a set is compact if and
only if it is closed and bounded; and that a set is precompact if and only if it is bounded.
Theorem 3.3 (Heine-Borel). Let (X, k · k) be a normed space over R or C. The following are
equivalent:
(i) dim X < ∞;
(ii) For all A ⊆ X it holds: A compact ⇔ A bounded and closed.
To prove this theorem, we will need the following lemma.
49 [November 12, 2022]

Lemma 3.4. (almost orthogonal element) Let (X, k · k) be a normed space, Y ⊆ X a closed
linear subspace, with Y 6= X.
Then for any λ > 0 there is xλ ∈ X such that kxλ k = 1 and dist (xλ , Y ) ≥ 1 − λ.
Proof. Let z ∈ X \ Y be a given point, and assume λ ∈ (0, 1).

1
Since Y is closed, it holds δ := dist (z, Y ) > 0, and hence ∃ yλ ∈ Y such that kz − yλ k ≤ 1−λ δ.
Since Y is a linear subset, we have:
δ = dist (z, Y ) = inf kz − yk = inf kz − yλ − yk = dist (z − yλ , Y ).

y∈Y y∈Y
z−yλ
We define xλ := kz−yλ k . Then kxλ k = 1 and
1 δ
dist (xλ , Y ) = dist (z − yλ , Y ) = ≥ (1 − λ).
kz − yλ k kz − yλ k
Remark. If X is a Hilbert space, or a uniformly convex space, then for any z ∈ X \ Y we can
z−P (z)
define x := kz−P (z)k , where P is the orthogonal projection on Y . In this case we can take λ = 0.
The point in the lemma above is that we can find a vector xλ also when X is a general normed
space and no projection is available. In general, we cannot take λ = 0, see Example 3.5 below.
Proof of Theorem 3.3.

(i) =⇒ (ii) follows componentwise from the result in R.
(ii) =⇒ (i): We iteratively define a sequence {yj } such that kyj k = 1 and kyj −yk k ≥ 21 for j 6= k.
We first pick y0 . Inductively, let Yk := span {y0 , . . . , yk }. By Lemma 3.4 with λ = 1/2 there
exists yk+1 with kyk+1 k = 1 and dist (yk+1 , Yk ) ≥ 21 , which in particular implies kyj − yk k ≥ 21
for k < j. Obviously this sequence contains no subsequence which is Cauchy.
´
Example 3.5. Let X := {f ∈ C 0 ([0, 1]) : f (0) = 0}, Y := {f ∈ X : f dx = 0}, with the C 0
norm. Then there is no g ∈ X such that kgk = 1 and dist (g, Y ) = 1.
´
Proof. Assume there was, and let a := gdx.´ As g(0) = 0 and |g| ≤ 1 everywhere, we have
|a| < 1. Pick any sequence hn ∈ X such that hn dx = 1 and khn k → 1, for example hn (x) :=
(1 + n1 )x1/n will do. Then fn := g − ahn ∈ Y , and
dist (g, Y ) ≤ lim inf kg − fn k = lim inf kahn k = lim inf |a|khn k = |a| < 1. (3.1)
n→∞ n→∞ n→∞
3.2 Compact sets in C(K; Y ) : the Arzela-Ascoli theorem

Definition 3.6. Let F ⊆ C(A; Y ) be a subset of functions in C(A; Y ), with (A, dA ) and (Y, dY )
metric spaces.
The family F is called equicontinuous if ∀ε > 0 ∃δε > 0 such that
dA (x, y) < δε ⇒ dY (f (x), f (y))Y < ε ∀f ∈ F.

The family is equicontinuous at x if the same holds with this fixed x.
50 [November 12, 2022]

In particular, sets which are bounded in C α are equicontinuous.
Theorem 3.7 (Arzela-Ascoli). Let (K, d) be a compact metric space, (Y, k · kY ) a Banach space
and F ⊆ C(K; Y ) be a subset of functions in C(K; Y ).
Then F is precompact if and only if the following two conditions hold.
(i) F is equicontinuous.
(ii) F is pointwise precompact i.e. the set Fx := {f (x) | f ∈ F} ⊆ Y is precompact in Y

∀x ∈ K.
We will see the proof below.

Remarks
(i) + (ii) are equivalent to (i) + (ii)0 with
(ii)0 F(K) := x∈K Fx = f ∈F f (K) is precompact in Y. Proof: Pick ε > 0, let δε > 0 be
S S
as in the definition of equicontinuity, let x1 , . . . , xM be such that K ⊆ ∪i Bδ (xi ). For each

i there is a finite set Ai ⊆ Y such that Fxi ⊆ ∪y∈Ai Bε (y). We claim that
[
F(K) ⊆ B2ε (y). (3.2)
y∈∪Ai
Indeed, let x ∈ K, f ∈ F. Choose xi with d(x, xi ) < δ, and y ∈ Ai with kf (xi ) − yk < ε.
Then kf (x) − yk ≤ kf (xi ) − f (x)k + kf (xi ) − yk ≤ 2ε.
Suppose dim Y < ∞, for example Y = Rd . Then it holds:

F(K) is precompact ⇔ F(K) is bounded, i.e.
sup kf ksup = sup sup kf (x)kY < ∞.

f ∈F f ∈F x∈K
Since (C(K; Y ), k · ksup ) is complete, it holds: F is precompact ⇔ F is compact.
Corollary 3.8. Bounded subsets of C α (K; Rm ), Lip (K; Rm ) and C k (K; Rm ), k ≥ 1, are pre-
compact.
Proof of Theorem 3.7.
(⇒) Suppose F is precompact. Our goal is to show that (i) and (ii) hold.
Since F is precompact, ∀ε > 0 there exist n ∈ N+ , and f1 , . . . , fn ∈ C(K; Y ), such that
n
[
F⊆ Bε (fj ). (3.3)
j=1
• Let x ∈ K be given. We prove now that Fx is precompact, i.e. (ii) holds.

Let f ∈ F. By (3.3), there is a j ∈S{1, . . . , n} such that kf − fj ksup < ε, and hence, in particular,
kf (x) − fj (x)kY < ε, i.e. f (x) ∈ nj=1 Bε (fj (x)). This holds for any f ∈ F, therefore
n
[
Fx ⊆ Bε (fj (x)).
j=1
51 [November 12, 2022]

Since ε > 0 is arbitrary, this implies that Fx is precompact.
• We prove now that F is equicontinuous, i.e. (i) holds.
Since K is compact, the functions f1 , . . . , fn ∈ C(K; Y ), appearing in (3.3), are uniformly
continuous. Hence there are constants δ1 , . . . , δn > 0 such that
d(x, x0 ) < δj ⇒ kfj (x) − fj (x0 )kY < ε.
Set δε := min{δ1 , . . . , δn }. Then
d(x, x0 ) < δε ⇒ kfj (x) − fj (x0 )kY < ε ∀j = 1, . . . , n.
Consider now a function f ∈ F. By (3.3) there is a j ∈ {1, . . . , n} such that kf − fj ksup < ε and
hence for any x, x0 ∈ K with d(x, x0 ) < δε we have
kf (x) − f (x0 )kY ≤ kf (x) − fj (x)kY + kfj (x) − fj (x0 )kY + kfj (x0 ) − f (x0 )kY
≤ 2kf − fj ksup + kfj (x) − fj (x0 )kY ≤ 3ε.
Since ε > 0 is arbitrary, this implies that F is equicontinuous.

(⇐) Suppose F is equicontinuous and Fx is precompact ∀x ∈ K. Set εS> 0. Our goal is to find
a finite set I and a family {fi }i∈I such that fi ∈ C(K; Y ) ∀i and F ⊆ i∈I Bε (fi ).
• F is equicontinuous, hence ∃δ = δε > 0 such that: d(x, x0 ) < δ ⇒ kf (x) − f (x0 )kY < ε ∀f ∈ F.
• K is compact, hence ∃n ∈ N+ and x1 , . . . , xn ∈ K such that

n
[
K⊆ Bδ (xj ). (3.4)
j=1
• Fxj is precompact for each j = 1, . . . , n, hence nj=1 Fxj is precompact (finite union of pre-
S
compact sets) and therefore ∃N ∈ N+ and y1 , . . . , yN ∈ Y such that

N
[
Fxj ⊆ Bε (yl ) ∀j = 1, . . . , n. (3.5)
l=1
• Let f ∈ F and j ∈ {1, . . . , n}. Since f (xj ) ∈ Fxj , using (3.5), ∃lj ∈ {1, . . . , N } such that
f (xj ) ∈ Bε (ylj ), i.e. there is a function σ : {1, . . . , n} → {1, . . . , N }, defined by σ(j) := lj , such
that
kf (xj ) − yσ(j) kY < ε ∀j = 1, . . . , n.
Let Σ denote the set of all functions σ. This set is finite.
For each σ ∈ Σ define Fσ := {f ∈ F | kf (xj ) − yσ(j) kY < ε ∀j = 1, . . . , n}. Then it holds
[ [
F= Fσ = Fσ . (3.6)
σ∈Σ σ∈Σ : Fσ 6=∅
• We define our index set

I := {σ ∈ Σ Fσ 6= ∅}.
52 [November 12, 2022]

This set is finite. Moreover, for each σ ∈ I, ∃fσ ∈ Fσ . We consider the family of functions
{fσ }σ∈I , and claim that (prove below)
Fσ ⊆ B4ε (fσ ) ∀σ ∈ I. (3.7)

S
This implies F ⊆ σ∈I B4ε (fσ ) and hence F is precompact.
It remains to prove (3.7). Take f ∈ Fσ , and x ∈ K given. From (3.4) there exists a j ∈ {1, . . . , n}
such that x ∈ Bδ (xj ) and hence kg(x) − g(xj )kY < ε ∀g ∈ F. We compute
kf (x) − fσ (x)kY ≤ kf (x) − f (xj )kY + kf (xj ) − yσ(j) kY + kyσ(j) − fσ (xj )kY + kfσ (xj ) − fσ (x)kY
≤ 4ε.
Since x is arbitrary, it follows kf − fσ ksup < 4ε, i.e. f ∈ B4ε (fσ ). This concludes the proof of
(3.7).
3.3 Compact sets in Lp (Rd ): the Frechet-Kolmogorov-Riesz theorem

Examples:
(i) Any unbounded family is not precompact.
(ii) The bounded family fk := χ(k,k+1) in Lp (R) is not precompact (escape to infinity).
(iii) The bounded family gk := k 1/p χ(0,1/k) in Lp (R) is not precompact (concentration).
(iv) The bounded family hk (x) := sin(kx) in Lp ((0, 1)) is not precompact (oscillation).
[11.11.2022]
[16.11.2022]
53 [November 12, 2022]

Fa Pde

Uploaded by

Copyright:

Available Formats

You might also like

Fa Pde

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Fa Pde

Uploaded by

Copyright:

Available Formats

Summary of the course

Functional analysis and partial differential equations

 H.W. Alt, Lineare Funktionalanalysis / Linear functional analysis, Springer (German/English)

 P. Lax: Functional Analysis. Wiley Interscience, 2002

 G. Leoni, A first course in Sobolev spaces. Graduate Studies in Mathematics, AMS

 E. H. Lieb and M. Loss. Analysis. Graduate Studies in Mathematics, AMS

 W. Rudin, Functional Analysis. McGraw Hill 1991

 E. Stein and R. Shakarchi, Functional Analysis. Princeton University Press, 2012

 K. Yosida, Functional Analysis. Springer 1980

 D. Werner, Funktionalanalysis. Springer (German)

1 [November 12, 2022]

3 Compact and precompact subsets of function spaces 50

2 [November 12, 2022]

The pair (X, T ) is called a topological space.

W ∈ Tst ⇔ ∀x ∈ W ∃ε > 0 : such that Bε (x) ⊆ W.

Then Tprod is a topology on X × Y. Moreover it holds:

W ∈ Tprod ⇔ ∀(x, y) ∈ W ∃U ∈ T and V ∈ S such that (x, y) ∈ U × V ⊆ W.

3 [November 12, 2022]

Definition 1.2. Let (X, T ) be a topological space.

(i) An open set O ∈ T containing x ∈ X is called an open neighborhood of x.

(ii) Let A ⊆ X be a subset of X.

(c) The boundary ∂A of A with respect to T is the intersection of A and X \ Ao

(iii) A set A ⊆ X is dense if A = X.

(iv) X is separable if there exists a countable dense subset.

1.1.2 Convergent sequences and continuity.

∀U open neighbourhood of x∗ ∃ nU ∈ N such that xn ∈ U ∀n ≥ nU .

The point x∗ is called a limit point of the sequence.

4 [November 12, 2022]

If A is closed, then Ã = A = A. In general, we have A ⊆ Ã ⊆ A (if (X, T ) is first-countable then

Remarks. The following holds.

1.1.3 Compact spaces

5 [November 12, 2022]

 A ⊆ X is compact ⇔ every open cover of A in (X, T ) has a finite subcover, i.e.

 Compactness is not equivalent to sequential compactness in general!

1.2 Metric spaces

(i) (definiteness) d(x, y) = 0 ⇔ x = y.

(ii) (symmetry) d(y, x) = d(x, y) ∀x, y ∈ X.

(iii) (triangle inequality) d(x, y) ≤ d(x, z) + d(z, y) ∀x, y, z ∈ X.

The pair (X, d) is called a metric space.

Bε (x) := {y ∈ X | d(x, y) < ε}.

A ∈ Td ⇔ ∀x ∈ A ∃ε > 0 such that Bε (x) ⊆ A.

Then Td is a topology on X and (X, Td ) is a Hausdorff space.

 (X, d) is compact if (X, Td ) is compact,

 (X, d) is separable if (X, Td ) is separable.

Convergence in a metric space Let (X, d) be a metric space, x : N → X a sequence and

lim xn = x∗ in (X, Td ) ⇔ ∀ε > 0 ∃nε ∈ N such that xn ∈ Bε (x) ∀n ≥ nε .

(i) A ⊆ X closed ⇔ A is sequentially closed.

(ii) A ⊆ X compact, M ⊆ A closed ⇒ M compact.

(iii) A compact ⇔ A is sequentially compact.

6 [November 12, 2022]

Definition 1.9 (Comparing metrics). Let d1 and d2 be metrics on X.

(i) d1 is (topologically) stronger than d2 if Td1 is stronger than Td2 .

cd1 (x, y) ≤ d2 (x, y) ≤ Cd1 (x, y) ∀x, y ∈ X. (1.2)

Remark. Uniform equivalence is stronger than topological equivalence. In particular a se-

(i) d1 is stronger than d2 .

(iii) Every sequence which converges in d1 converges also in d2 , i.e.

d1 (xn , x∗ ) −−−→ 0 =⇒ d2 (xn , x∗ ) −−−→ 0.

H.W. Alt, Lineare Funktionalanalysis / Linear functional analysis, Springer (German/English)

P. Lax: Functional Analysis. Wiley Interscience, 2002

G. Leoni, A first course in Sobolev spaces. Graduate Studies in Mathematics, AMS

E. H. Lieb and M. Loss. Analysis. Graduate Studies in Mathematics, AMS

W. Rudin, Functional Analysis. McGraw Hill 1991

E. Stein and R. Shakarchi, Functional Analysis. Princeton University Press, 2012

K. Yosida, Functional Analysis. Springer 1980

D. Werner, Funktionalanalysis. Springer (German)

A ⊆ X is compact ⇔ every open cover of A in (X, T ) has a finite subcover, i.e.

Compactness is not equivalent to sequential compactness in general!

(X, d) is compact if (X, Td ) is compact,

(X, d) is separable if (X, Td ) is separable.

d1 (x, y) < δ,x =⇒ d2 (x, y) < ε.