COLLOQUIUM MATHEMATICUM VOL. LX/LXI DEDIE A M. ANTONI ZYGMUND 1990 HH? SOBOLEV SPACES BY ROBERT S. STRICHARTZ* (ITHACA, NEW YORK) 1. Introduction. Let Jq and I, denote the Bessel potential and Riesz potential operators on R” for a € R, Ja : S'(R") > S'(R") defined by (Jaf (E) = (1+ [g1?)-2/? f(€) and I, : S'/P + S'/P, where P denotes the space of polynomials, defined by (Iaf)*(€) = lél-*f(€). If B is any space of tempered distributions, we can define Sobolev spaces based on B using these potential operators, Ja(B) and I,(B), to be the image of B under Ja and Iz, respectively. Roughly speaking, for a > 0, Ia(B) is the space of tempered distributions having derivatives of order a in B, and J_(B) is the space of tempered distributions having derivatives of orders < a in B, and we refer to these as the homogeneous and non-homogeneous Sobolev spaces of order a based on B. Of course we will need to know that B is preserved by certain basic singular integral operators in order to have a useful Sobolev theory. While the inhomogeneous Sobolev spaces are usually preferred since they can be defined without factoring out by polynomials, one frequently gets sharper results by using the homogeneous Sobolev spaces. In this paper we investigate the spaces [,(H?), where H? denotes the Hardy spaces H?(R") of Fefferman-Stein [FeS] and 0 < p < 1. We give I,(H?) the quasi-norm ||Iaf||1.(H9) = ||fllx» for some choice of quasi-norm on H?. The H? spaces form a natural continuation of the L? spaces to the range 0 < p < 1, and so the Sobolev spaces J,(H®) are a natural generalization of the homogeneous Sobolev spaces [,(L?) to the range 0 < P< 1. For a > n(1/p—1) the distributions in [4(H?) coincide with locally integrable functions, and we will prove results only in this range. If n(1/p— 1) < a < n/p and q is defined by 1/q = 1/p — a/n (note 1 < q < 0) then the fractional integration theorem (see [CT, Part II, Theorem 4.1}, [J]) implies that each element in I,(H?) (initially defined modulo polynomials) can be identified with a unique function in L®, with ||flly < ell fllr.care) (see § 4 for the case q = 00). ‘The main result is a characterization of the quasi-norm of functions in I,(H?) in terms of difference quotients. Let k be an integer, k > a, and search supported in part by the National Science Foundation, grant DMS-8401354.130 RS. STRICHARTZ define Deol F)(2) -(f I( fiat) dy) a)” where At, denotes the kth difference operator (inductively At, f(z) = At1(f(z + ry) — f(z))) and B denotes the unit ball in R" (actually all that is needed is that B be a bounded set with non-empty interior), Also let ey 3 dr \? Trofte)=(f (J J |re+m- 5 & (2)' re |«0) ae) oO IBl a and1 n(1/p—1). (a) Assume k > a. Then the estimates e(p, k, a) fllracH) S Drafllp < ep, ks DIL Fllracate) hold for all f € In(H). (b) Assume k-1 0 then Jo(H?) = I4(H?)N HP ; b) if kis a pasitive integer then f € J,(H?) if and only if(8/8z)°f € H? for all |B| = c)ifa>k then f € I4(H) if and only if (8/82)? f € Iq—4(H?) for all [Bj=k. All these results come with corresponding estimates.‘SOBOLEV SPACES 131 As an application of the theorem we prove that In/p(H?) forms an al- gebra (the case p = 1 is due to Dahlberg [D]). Finally, we prove an atomic decomposition for [o(H). For related results see (FJ1], [FJ2]. ‘Trace properties of the spaces I,(H”) are discussed in Torchinsky [To]. A recent paper of Dappa and Trebels [DT] gives analogous characterizations for anisotropic Sobolev spaces (extending results of Bagby [B]) in the range 1 < p < oo. It seems likely that their results can be extended to the anisotropic H? spaces of Calderon and Torchinsky [CT]. Note that the estimates in Theorem 1.1 are proved under the assumption that f € In(H). It would be very desirable to drop this hypothesis, and to show that Diaf € L? or Traf € L? already implies f € Io(H®) under the conditions on k, a given in the theorem. But we have not been able to verify this conjecture, or even the weaker conjecture that Dy,af € L? and f € L* (where 1/q = 1/p—a/n ) implies f € Iq(H?). It would seem that all that is required here is a variant of the standard cut-off function techniques, but they are poorly adapted to H? spaces. Perhaps some of the methods of [FoS] or [FJ1], [FJ2] might be useful. The author is grateful to Richard Bagby for pointing out this problem. 2. Estimates from above. In this section we prove the estimates from above for ||Dz,fllp in Theorem 1.1, using the atomic decomposition of H?. We have to show that if f = Iag for g € H? then Dyaf € L? provided n(1/p—1) k—1, with ||[Draflln» < cllgllsz» and |\Tr,ofllu < cligllie. By the atomic decomposition theorem ({C), (CW), [L]) we can write g = 7%, Asa; where (2, |Asl?)"/? & [lgll xe and the a; are (p,q)-atoms (for fixed g, 1 < q < 00). Recall that such an atom is defined to be a function satisfying (i) suppa C Q acube, Gi) llally < |Qp'/2-¥? , (iii) f 28a(z) dz = 0 for || < n(1/p— 1). Write 6; = Ina;. Then f = 7%, Aid; and we have Dio f(z) < D2, |Add X Dr,abi(z), hence Deofls Sf (XLPADrobile))’ de < fT PDe bile)? de because the /'-norm dominates the /"/?-norm. A similar estimate holds for Taf. Thus it suffices to establish LEMMA 2.1. Suppose n(1/p— 1) < a < k, and fiz q with2 n (in that case we have a similar expression with logarithmic terms). Then we have the estimate (2.1) [(8/82)°6(2)| < elz|a-*-F-1- 81 for |z| > 2 where j = [n(1/p—1)], provided a is not an integer > n. Indeed, we have (0/82) (2) =e f a(y)[(0/Ax)*|x— yl" - Ty(y)] dy @ where T;(y) is the Taylor expansion of (8/02)? |z — y|°-" about the point y = 0 of order j, because of property (iii) of atoms. But it is easy to see that the quantity in brackets is O(|z|*-"~5-!-l6l) as z + oo for y € Q. Even if a is an integer > n, we have the same estimate with logarithmic factors. Finally, it is easy to see that 6 is locally bounded, so for B = 0 we have the estimate (2.2) o(2)| < e(1 + fe))o-e- with additional logarithmic factors if a is an integer > n. Now to estimate ||D;,0||z» we will use a separate argument for the regions |z| < 4 and |z| > 4. For the first case we use the estimate ||Dz,abll2 < cllall2, which is a trivial exercise using the Plancherel formula (see [Str] for the case k = 1) and Hélder’s inequality with exponent 2/p > 1 to obtain 1, 1j2 ( f Weab(ayras)” jsjas(ry)°(8/82)?0(2") for some 2! with |2"| > [z|/2. Then the estimate (2.1) yields |A#,6(2)] < er#[z|2-"--1-, Thus l2|/2k p/2 23) ff ( f (fist o(2)| dy)" ate) dr lel>4 ° xe f ( i alo-n-s-1-)-20k-0)-1 gp)? lel24 o Se ff belrtar cm leb4SOBOLEV SPACES 133 since k— a >0 and p(n+j+1)>n. When r > |z|/2k we estimate each of the terms b(z+rmy) for0 4 To estimate the remaining terms we break up the y-integration into the region By = {y€ B: |z+rmy| > |z|/2} and By = {ye B: |z+rmyl < |z|/2}. For the integral over B, we can use the same estimate as above. For the integral over Bz we use the estimate J Wet rmy)idy se f (1+ let rmylye-n-it dy Ba By ser fe (1+ fume tulsiev2 er" [al-F-4), Iel24 hence is [6(2 + rmy)| dy)” a) a (i. lel24* [x|/2k - 0/2 xe ff ( Sf (14 fa|2-d-2)2p28-1-2e ar)’ de leIoe [al/2e i-1)? n(1/p— 1). Summing all the estimates obtained yields WDr,abllur k — 1 in order to have (rym? m! aie = ael"*). For |z| > 4 we break up the r-integral at r = |z| , and for r < |z| we obtain the analogue of (2.3) using Taylor's formula with remainder instead of the mean value theorem to estimate oe +ry)- a ( 2)’ W(2) 1al |z| we have already estimated the b(z + ry) term, so it remains to estimate 2 8 2 p/2 (5 (Sow (2) ola) Sa)" rn for |6| < k—1. But since a > k—1 we have || < a so the r-integral converges and by (2.1) we can dominate this by ¢ fiz15,|2|"%"+4#) dz. If ais an integer > n , the logarithmic factors in (2.1) do not materially alter the proof since we still have fj.15,[2|"""*+##D (log|z|)" dz 0}, € # 0, such that (3.1) 9¢(f)(2) $ Deal F)(2) if F = Inf provided a > n(1/p—1) and k > a. A similar estimate holds for Tha if alsoa > k-1. Proof. We begin by choosing a function h € S such that h vanishes in a neighborhood of the origin. We then set k = yr cuen(k - ¥(2) = x sam (mm )im(-2) and y= Tab. Because # vanishes in a neighborhood of the origin we have p € S and f y=, and it is easy to choose A so that A(t€) does not vanish identically in t for any € # 0. Now a simple computation (using fh = 0 ) shows (3.2) get f(z) = tO pes F(z) = t-% f ARF(2)hi(y) dy. Let A denote the annular region {y: 1/2 < |y| < 1}. Then we can write S favs ff f(ry)dyr™ dr * oaSOBOLEV SPACES 135 and so lore fla) set? ff LAS F(=)Itha(ry)l dye" ar aa < et" f J 144 Fe) dy H(r/t)r"-} dr a4 where we have set H(t) = supye, |h(ty)|. We can write this as (33) Pipe s@ls f Kn (r* f As, F(e) dy) dr 3 a where K(t,r) = “WA pn-1/2te A (n/t). Since Gol f)(2) = [te * F(@)llaacaey and Deo N2)> || [14 Fe aver] a we see that (3.3) implies (3.1) provided the integral transform with kernel K(t,r) is bounded on Z? of (0, 00). But K(t,r) is homogeneous of degree —1, so the famous Hardy-Littlewood-Pélya theorem applies, and the condition we need to verify is co co (3.4) JS KG,rMtdr =f men (r) dr < 0. @ @ But this is obvious since h € S. For Ty, the argument is similar. We choose A as before but now set U(z) = h(—2), and y = In. Then (3.5) ye* f(z) = ty * F(a) B ere f(re+n- > 4(Z) Fe) mendy IBl —n is required in (3.4)). With a little more work we can prove the estimate 9(S)(2) < cTe,o(F)(2) where g(f) is the usual Littlewood-Paley function. For this we need to take A(é) = |¢|!+e-€l and A(é) = E)|é|%e#l.. The condition a > k — 1 will imply the vanishing of enough moments to obtain (3.5), and the estimate (3.4) will hold because A(z) = O((z|-"-2-2) as x —+ 00. The fact that g(f) € L? implies f € H? was already established in136 R. 8. STRICHARTZ, Fefferman-Stein [FeS]. However, there is no obvious way to obtain g(f)(2) < Dro F)(2)- 4. Pointwise multipliers. In the range n/p > a > n(1/p— 1) we may regard In(H®) as a space of functions in L*, where 1/q = 1/p—a/n, and so the operation of multiplication by a function g is well-defined for elements of In(H?). We call g a multiplier if this operator is bounded on [a(H?). If every element of I4(H?) is a multiplier then I,(H?) forms an algebra under pointwise multiplication. This happens exactly when a = n/p, and it is interesting because the analogous statement is false for 1 < p < oo. The case p = 1 is proved by Dahlberg [D]. THEOREM 4.1. In/p(H®) is an algebra under pointwise multiplication for 0< pS, and |lfallz,,,c2°) S ellfllz,,cz7yllgll 279). Proof. Choose k > n/p. We will show Dzx-1n/p(f9) € L?. Now we claim that Injp(H®) © Co and |lflloo < ellflln, cx). By the frac- tional integration theorem it suffices to establish this for p = 1, and in this case by the atomic decomposition theorem we may assume f is an atom. Then In f(z) = en fg f(y) log|z — yl dy = en So f(y)loglz — yl/lz| dy. The first expression and the H1-BMO duality shows that Inf is continuous and [Inflloo < ¢, and the second expression shows I, f vanishes at infinity. Now a simple combinatorial identity yields kok AP fo(z) = S> Demet fla + mry))g(z + ery) E=verg + emeS(2 + try) At,a(z + mry)) for certain coefficients Cm,¢ and c, ¢ whose exact value does not matter for our purposes. It follows that k 1425-1 Fo(2)1 < ¢ > (Iigllool At f(z + mry)| + [[flloolAtyg(2 + mry)]) m=0 and this would yield Drr-1nfo(£9) $ llgllooDe,nsp(f) + IlFllooDk.n/o(9) except for the appearance of z + mry in place of x. However, this leads to a harmless variant of Dj.n/p and so we conclude MDa-ansr( Faller $ ellfll. cry lal.) (40%) « To complete the proof we need to find a dense subspace H? of H? such that Inf + Tag is a priori in I,(H?). For H8 we may take the functions f such that f € D and f vanishes in a neighborhood of the origin. The density is proved in [CT, Part II, Theorem 1.8]. Then Ia - Iog clearly belongs to S,‘SOBOLEV SPACES 137 and S C Iq(H?) for a > n(1/p—1) follows by the same theorem of Calderén and Torchinsky. = Remark. If we could prove the conjecture that Diaf € L? and f € L4 implies f € Io(H®) under the conditions of Theorem 1.1(a), then we could show that the characteristic function xq of a Lipschitz domain 9 is a multiplier on [(H) provided n(1/p—1) < a < 1/p. The proof (for a < 1) entails showing Di,a(xa)(2) < edist(z,02)-* using ideas from [Str]. For related results see [Tr] and [FJ2]. 5. Atomic decomposition. Given the atomic decomposition charac- terization of H?, it seems natural that there should be an atomic decompo- sition characterization of I,(H”). On a trivial level one only has to apply I, to H? atoms, but we can do a little better than that. We again assume @ > n(1/p—1). Now this condition has the effect of eliminating the need for moment conditions on the atoms. DEFINITION 5.1. An Iq(p,q)-atom (for 2 < q < 00) is a function b(z) supported in a cube Q such that 6 € Iq(L*) and |[bl|r,(z2) < 1Q|“"/”. THEOREM 5.2. Let a > n(1/p—1) and fiz q > 2. If {bj} is any sequence of Ia(p,q)-atoms and {;} is any sequence of scalars such that > |A;|? < 00 then f = Ajbj is in Iq(H?) with |lfllrca) < CX Asl?)'/?. Conversely, if f € Iq(H®) then there exist such sequences such that f = > jb; and (LIP)? § ellfllzactey- Proof. To show 5>A;bj € Iq(H?) it suffices to show that b € Iq(H?) for any I,(p,q)-atom with ||bl|/, 1) < © independent of 6. By a simple dilation argument we may assume that 6 is supported in the unit cube. We need to estimate ||Dx,ab||p for k > a. Now we know ({Str]) that ||Dz,abll © Uellra¢ze) 80 1/p iq ( f Wrab(z)Pdz)"” 2. Then b(z) = 0 so : A(z) = D> chmb(z + rmy), m= hence it suffices to estimate f (fp mes omnis) sie) a. tsiz2 \6138 R. S. STRICHARTZ But 6(z + rmy) = 0 unless r > |z|/2m so this integral is dominated by ton dr_\?? ret ef ( f omni) aes elbit f late de < bit |z[>2_ *|2|/2m l2|>2 since a > n(1/p—1), and [[bll1 < [lblle < ellOll (22) since has support in the unit cube (this last inequality follows from the characterization |[b||7. (1+) © SUS |Ak6(2)Pdy/lyl"*2@)2/? de for q > 2 in [St] and the observation that for z € Q and |y| > 2 we have Atb(z) = +0(z)). For the converse we take f € I,(H?) so that f = I4(g) with g € H?, and take the atomic decomposition of g, 9 = 52 Ajaj where a; are (p, q)-atoms, so f = DAiTa(a;) with (Z [Ail?)!/? || flr, a1). However, the Ia(a;) are not atoms since they do not have compact support. Clearly it suffices to obtain an atomic decomposition for each J2(a;), and again by dilation invariance it suffices to do that for 6 = I,(a) where a is a (p,q)-atom supported in the unit cube. We then have (2.1) and (2.2) holding for 6. We choose a C® partition of unity 1 = Yo + D2, %m where yo = 1 and y = 0 on |2| < 2, supp¢o C {|z| < 4}, suppyr C {2 < |2| < 8} and Ym(z) = y1(2!-™z) for m > 2. We then write b = gob + 3221 Ym and we have to show (mb = Ambm for appropriate scalars Ay, where bm are In(p,q)-atoms and )°°_o|Am|? < c. Obviously each bm is supported on a cube centered at the origin with |Q| = 2"4+™) and so we must take Ym = 2MA+MIA/P-1/9 | p,,6]| 1,12) in order that by, be an atom. Thus we need to estimate ||?m|7,(L2)- For m = 0 we use the fact that |[bl|z,(22) = 1 and (2.2) to obtain IIPo5l|1,(42) Sc. When m > 1 we use (2.1) instead. It is easiest to give the argument first when a is an integer, for then Hhembllr¢z0) © D> 1(8/82)°(Ymb)lle- Wll=o But by (2.1) we can estimate a\? a a\? a , [(2)’ enol <2 f(2)" conn senmamen-n 50 [lsembllz4¢z2 $ c2™—P/9-3-1) and Am < eQM(—P-I-14R/P) , which gives TPml? se because the exponent is negative.SOBOLEV SPACES 139 BI (cT) (q [cw] 1} {DT} [Fes] [Fos] (FI) [F22] 0 113 [st] [Str] [To] (T] () REFERENCES R. Bagby, A characterization of Riesz potentials, and an inversion formula, In- diana Univ. Math. J. 29 (1980), 581-595. A. P. Calderén and A. Torchinsky, Parabolic mazimal functions associated with a distribution, part I, Adv. in Math. 16 (1975), 1-64, part II, 24 (1977), 101-171. R. R. Coifman, A real variable characterization of H?, Studia Math. 51 (1974), (269-274. R. R. Coifman and G. Weiss, Extensions of Hardy spaces and their use in analysis, Bull. Amer. Math. Soc. 83 (1977), 569-645. B.E. J. Dahlberg, An algebra of functions, Proc. Amer. Math. Soc. 74 (1979), 39-43. H. 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Mech.) 16 (1967), 1031-1060, A. Torchinsky, Restrictions and extensions of potentials of H? distributions, J. Funct. Anal. 31 (1979), 24-41. H. Triebel, Theory of Function Spaces, Birkhauser, 1983. A. Uchiyama, Characterization of H?(R”) in terms of generalized Littlewood- Paley g-functions, Studia Math. 81(1985), 135-158. MATHEMATICS DEPARTMENT, WHITE HALL CORNELL UNIVERSITY ITHACA, NEW YORK 14883, U.S.A. Regu par la Rédaction le 2.2.1990