Sobolev - Applications of Functional Analysis in Mathematical Physics

S.L.
Sobolev
Applications
of
Functional
Analysis
in
Mathematical
Physics
T ra n sla tio n s o f M a t h e m a t ic a l M o n o g r a p h s V o lu m e 7
Applications of
FUNCTIONAL ANALYSIS
in Mathematical Physics
by
S. L. Sobolev
Am erican M athem atical Society

Providence, Rhode Is la n d
1963
HEKOTOPLIE FIPHMEHEHH.fi
OyHKUHOHAJILHOrO AHAJIH3A B
MATEMATHHECKOH OH3HKE
C. JI. COBOJIEB
H3flaTejibCTBO ilenmirpajiCKoro
r ocyAapcTBeHHoro
y HHBepcHTeTa
JleiiHHrpafl 1950
T r a n s la te d from the Russian by F. E. Browder
Publication aided by gra nt N S F - G 12381

from the
NATIONAL SCIE N CE FOUNDATION
Library of Congress Card Number 63-15658

Standard Book Number 821-81557-1
Co py rig ht © 1963 by the American M a th e m a ti c a l Society

All rights reserved. No portion of this book may be reproduced
without the written permission of the publisher.
Second Printing, I9&1
Third Printing, 1969
Printed in the United States of America

Contents
A uthor’s P kkface vii
C hapter I. S pecial pkohlkms of functional analysis
§1. I n t r o d u c t i o n 1
1. Summahle functions (1). 2. The Holder and Minkowski inequalities (d).
.'3. The reverse of the Holder and Minkowski inequalities (7).
§2. B asi c p r o p e r t i e s o f t h k s lacks Lp 9
1. Norms. Definitions (9). 2. rI’he Riesz-Fischer Theorem (11). d. Con
tinuity in the large of functions in Lr, (11). 4. Countable dense nets (Id).
§d. L i n k a r f u n c t i o n a l s on L,, lb
1. Definitions. Boundedness of linear functionals (l(i). 2. Clarkson’s in
equalities (17). d. Theorem on the general form of linear functionals (22).
4. Convergence of functionals (2.7).
§4. C o m p a c t n e s s o f s p a c e s 28
1. Definition of compactness (28). 2. A theorem on weak compactness (29).
d. A theorem on strong compactness (dO). 4. Proof of the theorem on strong
compactness (d l).
§7. G e n e r a l i z e d d e r i v a t i v e s dd
1. Basic definitions (dd). 2. Derivatives of averaged functions (d.7). d. Rules
for differentiation (d7). 4. Independence of the domain (d9).
§6. P r o p e r t i e s o f i n t e g r a l s o f p o t e n t i a l t y p e 42
1. Integrals of potential type. Continuity (42). 2. Membership in Lu- (4d).
§7. The s p a c e s Lp] a n d Wjj' 47
1. Definitions (47). 2. The norms in Lp' (40). d. Decompositions of Wp'
and its norming (48). 4. Special decompositions of W{p (70).
§8. I m b e d d i n g T h e o r e m s 70
1. The imbedding of Wjl1in C (70). 2. Imbedding of Wjj1 in Ltl- (77). d. e x
amples (78).
iii
IV Contents
§9. G e n e r a l methods of norming V/'p and c o r o l l a r i e s of t h e I mbedding
THEOREM 60
1. A theorem on equivalent norms (60). 2. The general form of norms
equivalent to a given one (62). 3. Norms equivalent to the special norm
(64). 4. Spherical projection operators (64). 5. Nonstar-like domains (66).
6. Examples (67).
§10. S ome c o n s e q u e n c e s of t h e I mbedding T he or em 68
1. Completeness of the space (68). 2..The imbedding of Wp] in
(69). 3. Invariant norming of Wjj* (72).
§11. T h e c o mp l et e c on t in u i t y of t h e i mb e d d i n g o p e r a t o r ( K o n d r a s e v ’s
theorem) 74
1. Formulation of the problem (74). 2. A lemma on the compactness of the
special integrals in C (75). 3. A lemma on the compactness of integrals in
Lq• (77). 4. Complete continuity of the imbedding operator in C (82). 5.
Complete continuity of the operator of imbedding in Lq■ (84).
Chapter II. Variational methods in mathematical physics
§12. T h e D i r i c h l e t p r o b l e m 87
1. Introduction (87). 2. Solution of the variational problem (88). 3. Solu
tion of the Dirichlet problem (91). 4. Uniqueness of the solution of the
Dirichlet problem (94). 5. Hadamard’s example (97).
§13. T he N eumann p r ob l em 99
1. Formulation of the problem (99). 2. Solution of the variational problem
(100). 3. Solution of the Neumann problem (101).
§14. P o l y h a r m o n i c e q u a t i o n s 103
1. The behaviour of functions from on boundary manifolds of various
dimensions (103). 2. Formulation of the basic boundary value problem
(105). 3. Solution ofthe variational problem (106). 4. Solution of the basic
boundary value problem (108).
§15. U n i q u e n e s s of t h e s o l u t i o n of t h e basi c b o u n d a r y v a l u e p r o b l e m
FOR TH E POLYHARMONIC EQUA TIO N 112
1. Formulation of the problem (112). 2. Lemma (112). 3. The structure of
the domains SI/, —SLy, (115). 4. Proof of the lemma for /c<|s/2] (116). 5.
Proof of the lemma for k = [s/2 ]+ 1 (118). 6. Proof of the lemma for [s 2 ]+
2 (120). 7. Remarks on the formulation of the boundary condi
tions (122).
§16. T h e E I G E N V A L U E P R O B L E M 123
1. Introduction (123). 2. Auxiliary inequalities (124). 3. Minimal sequences
and the equation of variations (126). 4. Existence of the first eigenfunction
(128). 5. Existence of the later eigenfunctions (131). 6. The infinite se
quence of eigenvalues (134). 7. Closedness ofthe set of eigenfunctions (136).
Contents v
Chapter II I . T he theory of hyperbolic partial
DIFFERENTIAL EQUATIONS
§17. S olution of t he wave e quati on wi t h smooth i n i t i a l condi ti ons 139
1. Derivation of the basic inequality (139). 2. Estimates for the growth of
the solution and its derivatives (142). 3. Solutions for special initial data
(144). 4. Proof of the basic theorem (146).
§18. T he g e n e ra l i z ed C auchy p r ob l em for t he wave equ at i o n 148
1. Twice differentiable solutions (148). 2. Example (150). 3. Generalized
solutions (152). 4. Existence of initial data (153). 5. Solutions of the gener
alized Cauchy problem (155).
§19. L i n e ar equati ons of normal hyp e r bo l i c t yp e wi t h vari able c o e f
fi ci ents (basic properties) 157
1. Characteristics and bicharacteristics (157). 2. The characteristic conoid
(164). 3. Equations in canonical coordinates (166). 4. The basic operators
M (0) and L(0) in polar coordinates (168). 5. The system of basic relations
on the cone (173).
§20. T he C auchy problem for l i n e a r e quat i ons wi t h smooth c o e f f i
ci ents 175
1. The operators adjoint to the operators of the basic system (175). 2. The
construction of the functions a (177). 3. Investigation of the properties of
the functions <r (179). 4. Derivation of the basic integral identity Bu = SF
(181). 5. The inverse integral operator B -1 and the method of successive
approximations (183). 6. The adjoint integral operator B* (187). 7. The
adjoint integral operator S* (191). 8. Solution of the Cauchy problem for
an even number of variables (192). 9. The Cauchy problem for an odd
number of variables (195).
§21. I nvesti gati on of l i near hyp e r bo l i c equati ons wi t h vari able c o e f
f i ci e nts 196
1. Simplification of the equation (196). 2. Formulation of the Cauchy
problem for generalized solutions (198). 3. Basic inequalities (200). 4. A
lemma on estimates for approximating solutions (204). 5. Solution of the
generalized problem (209). 6. Formulation of the classical Cauchy problem
(210). 7. A lemma on estimates for derivatives (213). 8. Solution of the
classical Cauchy problem (215).
§22. Q u asi l i ne ar equati ons 217
1. Formulation of functions of functions (217). 2. Basic inequalities (221).
3. Petrovsky’s functional equation (224). 4. The Cauchy problem with
homogeneous initial conditions (229). 5. Properties of averaged functions
(231). 6. Transformation of initial conditions (235). 7. The general case for
the Cauchy problem for quasilinear equations (237).
A uthor’s P reface
T h e present book arose as a result of revising a course of lectures given

by the writer a t t he Leningrad S t a t e University. T h e notes for the lectures
were t a k e n an d revised by H. L. Smolicki an d I. A. Jakovlev, who co ntri b
ut e d to th e m a series of valuable rema rks an d additions. Several additions,
arising na tu rally during the lectures, were also m a de by t h e a u t h o r himself.
In this fashion there came into being this monog raph, a unifying t r e a t
m e n t from a single point of view of a n u m b e r of problems in the theory of
p a rt ia l differential equ ations. T h e r e are considered in it varia tiona l
me th od s with applications to the Laplace equati on and the polyharmonic
eq uations as well as the C au ch y problem for linear and quasi-linear h y p e r
bolic equations. T h e pre sentation of th e problems of m a th e m a ti c a l physics
d e m an d s a suitable consideration of some new results and m e th ods in
functional analysis, which co nst it ute in themselves the basis of all the
later material. T h e first p a r t is concerned with this basis. T h e material
indicated above, the p artic ula r problems posed, and the m e th ods for their
investigation are not to be found in the ordi na ry course in m a th e m at i ca l
physics and in particular, they are not in m y book Equations of mathemati
cal physics. T h e present book is of value for gra d u a te s tu d e n t s and re
search workers.
T h e a u t h o r warmly th a n k s his assistants, H. L. Smolicki and I. A.
Jakovlev, w it ho ut whose assistance this book could not have been writt en
in such a short time.
S. Sobolev
Chapter I
SPECIAL PRO BLE MS OF FUNCTIONAL ANALYSIS
§1. Introduction. For the consideration of all the problems hand led in
this book, it will be necessary to refer repeatedly to some of the simplest
properties of the functions integrable in the sense of Lebesgue and to some
of the simplest concepts and theorems of functional analysis, which have
become well-known. For this reason we shall not for the mo st p a r t go into
the details of their proofs and merely present the necessary formulations
and definitions.
For the un d e rs ta n d in g of the whole exposition below, it is sufficient to
have such a knowledge of the theory of multiple integrals of functions of
real variables as is to be found in Lecture VI of the a u t h o r ’s Equations of
mathematical physics or in Course of higher mathematics Volume V of V. I.
Smirnov.
We recall now some properties of multiple integrals and summable func
tions.
1. Summable functions. For any function f{xux2,• • •,x„) of n vari
ables on the bou nded domain Q we denote by F any closed set on
which f is continuous.
By the inner integral of a positive function /, we denote the upper
bound
(in.) f f d x 1 . . . d x n = sup f / (Xj, . . . x n) d x j . . . d x n. (1.1)

( f cSjf
I f for a positive function /, the inner integral exists and satisfies the
condition
(in.) f ( f- \ - 1) d x x . . . dxn =
O
= (in. ) f f dx 1 ••• d x n + ( in.) |* 1 • d x t . .. dx, n ( 1. 2 )
2 2
1
S.' L. Sobolev
2
then the function is called summable, and the integral (in.) X, f d x v ■■
■■ ■dxr, is writt en simply
f/dx,...dx„ (13)
2
and is called the Lebesgue integral.

A function ta king values of different signs is called su mm ab le if b oth of
the following are summ ab le
/+= |( / + i / n and r = 7 ( 1/ 1- / ) . <'-4>

while the integral of the function f is defined by th e formula
\ f d x i . . . d x n = \ f +d x x . . . d x n — j f ~ d x 1 . . . d x n. (1.5)
e s s
By the Lebesgue measure of a set E is m e a n t the integral
m E — j v E d x j . . . d x n, (1.6)
c
where <t>E takes the value 1 at points of E and the value 0 on the
complement (ft—£ ) .
A function. / is said to be measurable on the domain ft if the measure
of the closed sets F on which it is continuous m a y be ta ken as close as
one pleases to the measure of ft.
Ever y summ ab le function is measurable.
T h e Lebesgue integral has th e same pro pe rty as does the ordinary in te
gral. In the following, in place of d xr ■ ■dxn, we shall write merely du.
J (A “b/i)
(1.7)
const.
2 2
I f th e series A + / 2+ - • • + / * + • • • = fo converges u n if o r m ly , th e n
J (/i - \ - f i + •••~\~fk -f- •••)d v —

2
= f / i ^ + J / a dv+ •■ •+ //* < * * + •••. d-8)
In addition, formula (1.8) is valid whenever IA + / 2+ - • -+/,v| ^ ' k for

every N and in addition t is a summ ab le function.
I f f Z O a n d j(J fdu=0, t h e n th e set of p o i n t s w h e r e / V O has
measure 0 ( m | / V 0 | = 0).
S p ecial p roblems of functi onal analysis 3
T w o functions f x and f 2 are e quiv al ent if S \fx—f 2\ dv = 0.
If S. Hdv = 0, where \p is an a r b i t r a r y function continu ous with all
its derivatives in t h e interior of ft, th e n f is eq uivalent to zero.
If k < f < K , then
k • mQ < f / dv < K• mQ. (19)
Th e Lebesgue integral is absolutely continuous. In other words, for each
f > 0 and for each function / s um m a ble on th e domain ft, one can find
6(f) > 0 such t h a t for a n y set E Cft we hav e t h e inequality f E \f \dv< t
as soon as m E <6(f).
We shall prove two i m p o r t a n t e le m en ta ry inequalities.
2. T he H older and M inkowski inequalities . Let p > l ; then if
p ' = p / { p - 1), the n
- + - = 1 and p' — 1 = — - r . (1.10)

P ' P r p— 1
W e consider t h e cu rv e y = x p~l (Figure 1).
On this curve
i
x = y P —1 = y P ' —1.
Let x and y be two a r b it r a r y positive numbers.
If we erect segments on the lines A D \ x = const, o x x
a nd EC:y= const, up to their intersections with Figure 1
th e curve, we see t h a t t h e sum of t h e areas of th e
Figures OEB and OA D is greater t h a n th e area of th e rectangle OECD,
w ha te ve r x and y m a y be. In o th e r words
x y
J
J x p - 1 d x -j- y P ' - 1 d y ^ x y (1.11)
o o
or
xP , vp'
- y - r —r > x y . (1.12)
T h e equality will hold only in those cases where y = xp~l = x 1,(p or

xp=
Let Q designate the variable point of the domain ft of the n-
dimensional space and P(Q) > 0 be an a r b i t r a r y boun de d function on ft.
Let x(Q) and y(Q) be two positive functions on ft satisfying the
conditions
f l x ( Q ) l p P ( Q ) d v = l ; f \ y ( Q ) \ p' P { Q ) d v = \ . (1.13)
4 S. L. Sobolev
T he n, multiplying (1.12) by P(Q), integrating over f> and using (1.10),
we obtain
f x (Q) y (Q) P ( Q ) r f i > < 1. (1.14)
Let X(Q) and Y(Q) now be two a r b it r a r y functions on Q inte

g r a t e respectively to the powers p and p ' . T h e n for the functions
|X($)I . l n$)i
x (Q) y{Q) =
[J \Xf Pdv^p [ [ 1Y \ P ' P d v y
the inequality (1.13) is valid, a n d consequently, we have the inequality

(1.14), which after simplification takes the form
J I X (Q ) | • | F ( Q ) | P (Q) dv < [ J \ X \ p P d v ^ > *[J| Y\p ' P d v Y ,
from which follows the Holder inequality
| / x « J ) Y(Q )P(Q )dv [ J \x\p p d v^p y.
X [ / | Y\p' P d v ] p \ (L15)
L 2
It is obvious t h a t the inequality sign can only hold in (1.14) if for almost
all Q w e h a v e t h e e q u a l t i y xp= yp . Consequently, in the inequality
(1.15) the equality sign holds only in the case in which
-7--------------- = > sign X Y = const.

J \ X\ PPdv J |Y\P‘ P d v
2 2
almost everywhere, i.e., if the functions | X | P and | Y | p differ almost
everywhere merely by a c ons ta nt factor and X and Y have almost
everywhere the same sign.
Fr om (1.15) follows the generalized Holder inequality for several func
tions.
Let Xj-f X2+ • • • + X*= 1, X*>0 a nd let the functions (j= 1,2,- ■ ■,k)
be integrable in their absolute values to the powers 1/X;, i.e..
_i_
j* | Oj P dv < co .
2
Special p r ob lem s of f u n c t io n a l analysis 0
T h e n the p ro duc t <t>\9r ■ -<h is sum ma ble , and we have the inequality
1
J<fi«2 ••• <pk/3d ,o | < [ f l?i lx‘ P dv J X
"k P dv
x f J | ? 2h P d v ^ ' . . . [ f |®k |1' (1.16)
U 2
where the inequality holds only if th e |<£; |' differ from one a n o th er
merely by a c on st a n t factor (i.e., 10,|1 A>= cfi) and th e sign of [<t>\<t>2- • •
• •■</>*] is a c on st a n t almost everywhere.
We prove this inequality by induction from k to / ? + l .
Let -be positive and supp ose t h a t for k functions
the i nequality (1.16) has been proved. Th e n , if A, + A 2+ • • • + A*+A* + 1= L
we have, p u tt in g p = l / A * 4i,
n/ = ________ 1
K+ + • • • + ^k
JVfa •••9k<?k+iP d v < I J l?i?a •••?;c\P-i + + ••.•+L

kX
•• • + ^*i k+ l
X P dv
f it %Jk+
. l ]1 ‘fc+ 1 P dv (1.17)
By virtue of th e a ssu mp tio n of the correctness of (1.16) for k functions,

we obtain
i i ______ i_____
J t?i + + ,_,2 L + L+ .. .+ ...-H k p d v ^
[ r ______1 >■!+... +>-fc ’l

^ [ J f'r1! )' + >‘,+ '.. + lfc ) x‘ PdvJ L + ■•• + ^k . . . X
r 1 *i + ••■+ >£ i f-k

X • • • 1_J ^?fcXl+‘“ + ) /c) }k PdT/Jb+...+>-k . (1.18)
S ubs ti tu ti ng this expression in (1.17), we obta in the inequality (1.16) for

/?+1 functions. For /e=2, the inequality was proved in (1.15). Con se
quently, the Holder inequality is proved for all k.
We m a y verify, as a consequence of the result obtained earlier, t h a t the
equality sign holds only when all the functions
i i
6 S. L. Sobolev
differ from one a n o th e r by c o n s t a n t factors (with the exception of a set of

measure zero).
I f the functions < t > i • •,</>* ta k e on only a finite n u m b e r of values,
the integrals m a y be written as sums, and we obtain
2 * W ••• 4 > < [ 2 ( « f F f ' x

i=m 1 <= 1
JV
x E F F p - . [2 (1.19)
<= i t= l
This inequality is also called the Holder inequality. Fr om (1.19) for th e case
Xi = X2= ^ , we m a y obtain th e useful inequality
[£
i —1
a"'] = [£
<= 1
1•
am\ <(2
1= 1
Ip-1£
1=1
(«"VF =
= l / ^ r [ S (o(i)y] T . (i.20)
i=i
Let *((?)=! 0, y(Q) ^ 0 on 0. W e consider:
|"(x -4- y Y P d v = J x ( x - \ ~ y f ~ 1 P dv -)- J y (x -f- y ) v 1 P dv.

2 12
To each te rm of the right ha n d side we apply the Holder inequality.
W e obtain:
J*(x -j- y f P dv ^ [ j V / M i . ] ” [ J i x + y ) (p-P p’ P dv p' 4 -

2 2 L2
y y_
- t l f y P p d v Y [ j ( x + ^ - 1)^ ' P d x / ] p' =
L2 2
p —1 1
— [ f ( x + y ) PP dv j P | [ f y ’Prfx/j p |
Cancelling the first factor on the right, we obtain the Minkowski in
equality:
1 J_
| J ( x - \ - y f P dv p ^ J x p P dv p -f-1J j ^ P d v ( 1 . 21 )
It is obvious how to extend (1.21) to the sum of several functions of a rb i

tr a ry sign on 0. T h e n we obtain the Minkowski inequality:
S pecial problems of f uncti onal analysis I
_i_
v [ f K \PP d v
[ f I x i ~f- • • • + x k \p P d v
P p
+ [ f I x k I P dv ( 1 . 22 )
2
T h e equality sign can hold only in case the functions jc2, • • ■,xk are all
proportional.
I f the functions x and y take on only a finite n u m b e r of values, then
the integrals m a y be ta ken as sums, and we obtain the Minkowski in
equality for numerical series. Fr om (1.21) we obtain:
j_ _i_ j_
[ 2 «< n ’ < ( 2 c , u ( r ] ' ’ + [ 2 « , ' i ^ r ] ' ’ o - 23*
or for several numerical series:
1i2«
<12j xlt rp < 2 [2 I x„\”Y
j i
(I-23)
3. T he reverse of the H older and M inkowski inequalities : Let
0 <p < 1, so t h a t p ' = p / ( p — 1) <0 .
We consider the curve y = x p~x (Figure 2). On this curve, obviously.
Let C be a point with coordinates x and y situated above the curve
T h e area q of the figure O A B D E is less th a n the area of the rectangle

OACE. Let K be an arbitrarily distant point on the y-axis. T h e area q
ma y be expressed as the difference between the area OA K B I ) E = J ^ y dx
and the area A K B = Jl°>xdy. In other words:
8 S. L. Sobolev
X CO
I* x p~ x d x — J*y*7-1 dy < xy or
6 y
Now we t ak e a point C , below the curve y = j:p" 1 (Figure 3). Consider the
diff erence be tw e e n t h e a r e a s K A O E C lD = J'0Ixp~]dx a nd K A C ^ B D =
X ' y p ~ldy. Thi s difference is equal to the difference between the areas
O A C J i and C J ) B and, consequently, is less th a n OAC\E, i.e.,
(1.25)
In the cases where y = x p“ \ i.e., xp= y p , the inequality (1.25) reduces

to an equality.
From (1.25), as we have done for (1.15), we obtain for positive X and
y the reverse Holder inequality:
J X Y P d v > [ $ X p P d v y [ j Y p' P d v P' (1.26)

a 2 a
From the reverse Holder inequality (1.26), we ma y obtain the reverse
Minkowski inequality:
[ J Oi 4-*2 -f •••4 -X*)P p d v \ p > [J x P P d v

+ [ J xpk p d Vy , (1.27)
valid f o r O < p < l for positive x 1,x2, • • • ,xk.

As before, the equality sign can hold only in those cases where all the
functions in the right hand side are proportional.
T h e proof is completely analogous to the preceding.
N ote. Let x(Q) be given on il. If we put
y = x on the set E(ZU,
y = 0 on t he set il —E,
z = x - y on il,
then we will have, if we apply to y and z the Minkowski inequality for
p> l:
JL J. _L
[ [ M p d v ]p < [ /l-rl" [ | * | * dv~y.
Le e a—e
F o r p < M , the inequality is reversed (if jc> 0).
Special problems of functional analysis 9
§2. Basic properties of the spaces L p.
1. N orms. D efinitions . I n the ordinary Euclidean space of n
dimensions, for the concepts of convergence and of passage to a limit one
uses the distance between two points p = Q^(x, —y,)2) 1/2.
T h e function p = (y.£2) 1/2, expressing the length of th e vector x with
coordinates is a special case of the so-called norm of a vector. T h e
distance between points is expressed in this way as the norm of the
difference of the coordinate vectors of these points. T h e m e th od of in tr o
ducing the norm s of vectors by means of this Euclidean length t u r n s out
not to be unique. We shall say t h a t the function p(x) is a permissible norm
if it satisfies the three conditions:
(A) T h e function p is a homogeneous function of the first degree with
respect to ( u( 2,- ■ be.,
p ( # i , # 2 . •••» ^ n ) = £p(Ei. E2, • • • ’ U - (2.1)

(B) T h e function p(£t,- • • ,£„) is a convex function of its arguments. In
other words, if we define th e vector Xx + ^y as the vector with components
X^ + ^ 77,, where and tj, are the corresponding comp onent s of the vectors
x and y, t h e n from the equalities p(x) = a, p{y) = a follows
o(k - f|^ )< a , (2.2)
ifX + M= l , O ^ X ^ l .
Geometrically the p ro p e rt y of convexity m ean s t h a t if two points x and
y lie on th e surface p = const., th e n an a rb it ra ry po int of th e segment jo in
ing th e m will lie either on th e same surface p = const, or wifhin it.
(C) Fr om t h e equality p(£1;£2, • • •,fn) = 0 follows
E1== o , e2 = o, =
T riangle inequality. T h e pro pe rty of convexity is often formulated
so mewhat differently.
Let £ and 77 be an a rb it ra ry pair of vectors. W e consider the q u a n ti ty
p(£ + q) and a t t e m p t to estim ate it. We have:
-> +-I
P(S) S pG) _n_
E + ■»!= fp(«) + P (ri)l-
p(T) + p L i) p ( t ) ? (5) + p G ) p G ) ■
I f we p u t
P
th e n we shall obtain, obviously,
P (■*) = 1; PW = l
10 S. L. Sobolev
Furt her , p u tt in g
= p_ PCO
p(;) + p ( 0 p (>) + p ( o)
and using the homogeneity of the norm, we have:
P (; + *l) = t p (&) + p (01 p (ax -f- jy/).

Since the last factor is less th a n or equal to 1 by pro perty (B), it follows
th a t
P(>r + ^ ) < p ( 5 - h p ( ^ ) . (2.3)
This inequality is called the triangle inequality. T h u s the inequality (B)

implies the triangle inequality for homogeneous functions of the first
degree.
It is easy to see t h a t, conversely, for homogeneous functions of degree
one, the convexity of the function follows from the triangle inequality.
Indeed, if P(x) = a, p(y) = a, then
P Q'X + WO ■*) + P (Hi?) = (>• + }*) a = a,

which was the fact to be proved.
We shall call two norms Pl(£) and p2(f) equivalent if for a rb it ra ry £ we
have th e inequality
m Pi (0 < p 2 ($)< /Mp, (0.

where th e co nstants m and M do not depend on £.
On the Euclidearwr-dimensional space all norms are equivalent. Indeed,
on the surface pi (x ) — 1 the function p2(x) assumes its m a xim um and
m in im um values, and the latte r is positive by virtue of (C). If we denote
these values by M and m respectively, we obtain:
po (T) = pJpi (T) - V ) = p, (t) p.2(x),

V Fi (5 ) '
from which the desired inequality immediately follows.
An a rb it ra ry affine trans for ma tion of an n-dimensional space preserves
the pro perty of convexity for a surface. For this reason, if p(jy,. - • .,y„)
is a permissible norm on the space with coordinates y,,y2, • • -,yn, then
P (2 aUxJ>2 aVx3>• • •> 2 a”Jxj)

will be again a permissible norm on the space of the x,,- • • ,xn if the d e
termin ant of the trans for ma tion |a,; | is non-null. Indeed, if in the space
x ux>,- ■ -,xn, all the ydx,, • • • ,x„),- • -.yd*!,- • -,x„) are zero, then all the co-
ordinates x x, ■ ■ -,xn will be zero. T h u s from p = 0 will follow x x= x 2= • • • =
x„ = 0. T h e homogeneity of p is also obvious.
T h e set of all functions 0 integrable together with \ 4>\p on a bounded
doma in we will den ote by L p. W e introduce the notion of norm into th e set
of functions Lp. We set || 0 || = [Jli I< t>| pdu f p and call ||0|| the norm. T h e
norm in a functional space serves as generalization of the geometrical con
cept of the length of a vector. Often, when it is necessary, we shall add as
a subscript to the norm a special symbol indicating in which space this
norm is defined. W e shall write for example || 0 1| z.p-
For the norm, obviously, the following assertions are valid:
(a) ||<*+ *|l ^ | | 0 | | + ||0|| (Minkowski inequality),
(b) ||a01| = | a | - 1|0 1|, a = const.,
(c) If | | 0 || = 0 , th e n 0 = 0 (with the exception of a set of measure zero).
In the following it will be necessary for us to use some of th e no ta tio n of
the theory of sets. We shall write 0 £ L P if the function 0 is an element of
L p. A sequence 0* of any sort of elements we shall denote by |0*|. If the
set E x is a p a r t of E>, we shall write E xQ E 2 or E xQ E 2, according to
wh et her there are elements in E 2 not lying in E x or not. If the element
0 does not lie in the set E, we shall write <t>(EE.
We shall say t h a t a sequence of functions [ 0*} converges strongly to the
function 0Oin Lp provided t h a t ||0* —0O||—0. We shall sometimes desig
na te strong convergence by th e n ot a tio n
?* ?o-
2. T he R iesz-F ischer T heorem. Suppose t h a t we have a sequence of
functions |0*j, 0 * G ^ P, such t h a t for an a rb it ra ry <>0, ||0* —4>m\\ <( for k,
m>N{(). T h e n the re exists a function 0()G L p such t h a t 0*=> 0O.
R emark. Thi s the ore m asserts the completeness of the functional space
Lp. We shall not give the proof of this theorem. It ma y be proved in the
same way as it is proved for p = 2.
3. Continuity in the large of functions in L p. Let 0 be given on
the whole space, with 0 = 0 outside of Q and 0 £ L P on Q.
Let P { x x,x2,- ■ •,*„) be the coordinate vector in n-dimensional space,
| P | its length.
D efinition. T h e function 0 in L p on Q is said to be continuous in the
large in Lp if for an a rb it ra ry t > 0 there exists <5(<)>0 such t h a t
(2.4)
if |Q| < 5(e).

12 S. L. Sobolev
T heorem. Every function <t>£:Lp on a bounded domain U is continuous in
the large on that domain.
P rooe. T o simplify the argum en t, we extend the function 0 outside of

U by setting it equal to zero there. By virtue of the absolute contin uit y of
Lebesgue integrals, for a given t we can find such t h a t y ^ \<p\pdv<t
if mil' <6](e). By the definition of a su mm ab le function we can select a
closed set Ft such t h a t 0 is continuous on Fb and m F t > mil— (6^/2),
FhC« -
On the closed set Fb the function 0 is uniformly continuous by the
theorem of Weierstrass, which means t h a t if P and P + Q both lie in Fb,
then choosing |Q| <52(e) we have
—> -> — £V
\ - 9 ( P ^ Q ) — H P ) \ p < jir v.-
Let F$ be the closed set obtained from Fs by translating by —Q.
We consider th e sets Ft, F b, and il as included in some sphere K and
form th e sets
= — Q )+ /L and Q) + / f .
T h e measure of each of these is arbitrarily close to the measure of the

sphere K. W e have:
m [(AT— 2) 4- ^1 rn [K — (2 - Fs)] > ;

(2’5)
m \{K 2) -f- F% \ = m [K — (Q — F ? ) ] > mK — .
We form the intersection Ff= Obviously,
m F l > m F y + m F $ W — m K > m K — 8, ( e ).
Consequently,
m ( K — F ; ) < i t (e).
We have:
i
J \ ? ( P ~ i - Q ) — ? (P ) | » dv ? < [ J l?(F + Q) — o ( p ) \ P d v v~
F*
-(- J | f (P -f- Q) p -)- J | 0 (P) |/' d v J p. ( 2. 6)

A’- f * K- F,
S pecial problems of functional analysis 13
In the first of th e integrals on the right hand side the integrated fun c
tion is less th a n P/mii, since in it both th e points P and P + Q lie in F a.
T h e second and third integrals are small by virtue of the absolute c o n ti n u
ity of f u \<t>\pdv. F r om this our the orem follows.
4. Countable dense nets .
T heorem. For every function <t>€zLp there exists a sequence ]<£*j of con
tinuous functions with continuous deriuatiues of all orders converging strongly
to 0.
P roof. We shall assume t h a t ^ = 0 outside of th e basic domain ii.

We consider the kernel:
o>(Q, h ) = | e * - 1'' for r < h (r = = | p _ Q | ) . (2.7)

[ 0 for r^> h
We note the obvious properties of th e kernel:
(1) u(Q,h) is continuous on the whole space together with all its
derivatives.
(2) On the bou n d a ry of the sphere of radius h, the function a>(Q,h)
and all its derivatives are equal to zero. (The second pro pe rty follow’s from
the fact t h a t er (r h 1 and any of its derivatives *0 as r--h with r<h).
In fact, by induction w’e m a y show' t h a t any derivative
r5
d*e r' ~ h'
dxa'
l . . . dx*n
T*
has the form
•’ an f-*1’ ' ' '’ ■**») ( 2. 8)

(r2— h2)'2a
w’here in the n u m e r a to r the re appears a polynomial in {xx,x2,- • •,*„).

(3) We set k = J'r<ler2 {r'2~udv\ the n J'w(Q,h)dv = shn, where n is the
dimension of the space.
Thus
/ “ ("3, h) dv=== L
We form the averaged function for </> on the sphere of radius h w-ith
center at P:
14 S. L. Sobolev
P roperties of the averaged functions.
(1) The functions 0h(P) have derivatives of arbitrary order.
_ P roof. Let (.r1(- • ■,xn) a nd (y,,- ■ ■,yn) be the coordinates of the points
P and P x. W e consider the expression
,, ?/, (*i + k, x2........ x n) — f h (xu .......... x n)
n = ---------------------------- z-----------------------------=
(xx+k—y it x2—y 2,.. .,xn—y n) -m (.Vi—-yx, x 2- y 2....... x n^ y n)
= —
■/.hn Jf- ■k‘ -X
X f()i, •••, yn )d v+ ^ - 'hn J - “ ( ? — P p , h ) ^ o { P f ) d iv->
i
/\
for k—0. (2.10)
Ta ki ng the limit under the integral sign, since
«>(xx 4- k — y v Xi — y 2........ x„ — y H) — u> (At — y u x « + y 2.................— y n)
dxx a. ( p — p ^ h )
uniformly, as follows from the equality
2] 40 0&) <*.
and th u s
u i r dw ^ 1 f r I «U(jri + k) — U) (.V,)
dv
^ LJ I a
1 1_
dxx
dv \ P ^ J | o |p d v j ^ ^
< f r‘P'dvY [ J I? 0
for 0 (for th e n rj—-0).
In a completely analogous way, we may carry th ro u g h the proof of the
existence and co ntinuity of an a rb it ra ry derivative of a rb it ra ry order.
(2) The functions 0h converge strongly to 0 for h— 0, i.c..
f I 'fu — ®|pdv —►0 for h —> 0.

a
Proof. Consider <5= ||</>—4>h

A)?
( P l ) dv$ I d v <
< [ { ^ r / “ ( p — P v h) I ? ( P ) — ? (Pi) I dv-

2
We set P —P) = Q and for the estimation of the interior integral we apply
H ol de r’s inequality:
1
~F~
X
VI <
\p . 1 ,1
X [ J \ , ( P + Q ) - H P ) \ ’' ^ } p ) d v ; ---- b —r = 1.
P 1 P
I VI <h
From the boundedness of w it follows tha t:
f | » ( $ , * ) | p' d o j :: C/z”
VI < ft
so t h a t
8p < ; C 2 (/zr») ^ J J | ? (P + Q ) — o ( P ) \ P d v + d v =
Q\ <h
= C2h - » $ J | ? ( P - f Q) — ©( P ) | P dv dv+ ;
I Vl<ft
in consequence of the continui ty of th e function <t>in th e large it follows
t h a t for h sufficiently small J'] <t>(P+ Q) —<p{P)\pdv < tj, and then
0 P ^ C 2 /i~n f 7] dv+ C3 -r) -> 0. (2.11)

J Q
\^Q\<h
T h e averaged functions form, obviously, a sequence of functions which
are continuous toge the r with their derivatives of a r b it r a r y order and
which converge strongly to the function </>ELp, and our theorem is proved.
T heorem. In the space Lp of functions <j>given on a bounded domain Q

there exists a countable everywhere dense set of functions ) <pk j (k = l , 2 , • • •).
<t>kE:Lp, i.e., a countable set such that for an arbitrary element <p(ELp and for
an arbitrary e > 0 , one can find an element <t>s for which || t - t s II <«.
For the proof it suffices to show the existence of such <ps for all con-
16 S. L. Sobolev
tinuous functions. By the theorem of Weierstrass an a rb it ra ry continuous
function f m a y be ap pro xi m a te d arbitrarily closely by a polynomial P.
An a rb it ra ry polynomial P m a y be ap pro xim a te d by polynomials P r with
rational coefficients. T h e polynomials P r form a countable set.
Let '/'GLp. We co nstruct an averaged function for ^ such t h a t
ii ^ II < - j ■
Furt her , for 4>h by the Weierstrass the orem we m a y find a polynomial
P(Q) such th a t
Finally, there exists a polynomial P r with rational coefficients such t h a t
SIP— p j c - f .
From these three inequalities, it follows t h a t
||* — P r | | < S ,
a nd since the functions P r form a cou ntab le set, the theorem is proved.
R emark. T h e pro pe rty of a space having a countable everywhere
dense set (expressed as “ countable everywhere dense n e t ” ) is called sep
arability. Thus, the space Lp is separable.
§3. Linear functionals on Lp.

1. D efinitions. B oundedness of linear functionals. If for each
4>(£Lp, there is given a corresponding n u m b e r l<t>, then we say t h a t l<t> is a
functional of the function <$>. Functionals m a y be added, su btra ct e d, and
multiplied by constants. W e shall set
{al) o = a (As),
A functional /<£ having the properties:

(1) Distributivity:
/ O / i + bfz) = alf \ + blf v (3.1)
where a and b are a rb it ra ry constants;
(2) Continuity:
if ffk rzi>'f, th e n l'sk —>/?, (3.2)
is called a linear functional on Lp.

T h e functional l<t> is called bounde d if there exists a c onst a nt M>0 such
t h a t for any <
t>
(3.3)
where ||0|| = [ / \<t>\pdv]1,p is the norm of the function *|CLP such t h a t l<t>k/\\ <pk\\ — i.e.,
l<l>k/\\k\\ > k (Aan a rb it ra ry integer).
We consider {**! = \<t>k/ (\/k\\ 0*||)(. Obviously,
i k E L p and || \fk\\ = ( l / y / k ) — 0;
as a result ^*=>0, and by the c onti nui ty of the functional lipk~ 0 also. On
the oth er hand, hpk> \ / rk, and as a consequence l\pk—>oo. We have arrived
at a contradiction. T h e theorem is proved.
Of all the nu mb ers M which satisfy (3.3) we can find a least, called the
norm of the functional l<p a nd denoted by ||(||. I t is w ort h rema rking t h a t
the norm of the functional satisfies the conditions:
M = M il' ll
and
ll'i 4 " 'a I K II'ill + II' 2 II (triangle inequality).
These properties follow immediately from the definition of the sum of
functionals and of the functional (al).
Our problem appears as t h a t of establishing the general form of linear
functionals on L p. As a preliminary, we establish two auxiliary inequalities.
2. Clarkson’s inequalities.
Lemma 1.
$ ( x ) = ( 1 + jc) * - 1 -( 1 — *)* — 2 * < 0 , (3.4)
if X^ 1 and 0 <x < 1.
P roof. 4>/ (jc) = X(1 + x)*"1- A ( 1 - x)x"1^0, a nd

4>(1) = 0, i.e.,4>(x) is
a nondecreasing function on [0,1 ] which is equal to zero at the right hand
end of the interval and consequently, 4>(x)^0 for x < l (q.e.d.).
Lemma 2.
y < j ( i + xp)
(3.5)
for > 2, 0< x < 1
18 S. L. Sobolev
P roof. We consider
= ( '+ £ ;+ ( i= £ ;_
and
$ W = 5 f W = ( 1 + , ) ' ’ + ( ± _ , ) ' _ 2- ( - L + 1) .
We have
* ( 1) = 0 ;
^ = - i [ ( - + ir + ( T - in + ^ =
= - K i + * ) p- ‘ + ( i - *y-' - S ' ' 1!.
By virtue of L e m m a 1, $'(;>:) ^ 0 , and as a result. <t>(*) ^ 0 , which means

t h a t F(x) ^ 0, as was to be proved.
Clarkson’s first inequality. We consider | (0 + ^ ) / 2 | p+ | (0 —i/d/2|p.
Suppose t h a t at th e given point, for example, | ^ | ^|<*>|; we put \ i/<t> \ = x.
T h e n by L e m m a 2, we obtain
¥ + 'r>
+ i ^ F = i ?r { m + ( ^ n
1? r (3.6)
^ 2L ( l + ^ ) = 4 - ( | » l " + |'U'')-
Integrating, we obtain C la rks on’s first inequality:
J1 1 d v -\- j 1^7^' Pdv < Y f dv~^~

-j- 2' J I ^ \P d v ' P (3-7)
Lemma 3.
CO
0>) = l*’’+ 0 - * ) lT -1. (3.8)
is an increasing function of p for p > 1, * < Z < 1 .
P roof. We consider the auxiliary function

k( p) = \og[zp - \ - ( l — z)p]. then log co (p) = -M tL
We have
V (p) =
zp log z + ( 1— z f log (1 — z)
Special p r o b l e m s of f u n c t i o n a l a n a l y s is 19
We shall show t h a t \ '( p ) is an increasing function, i.e., t h a t A(p) is a
convex function.
In fact, 2/(1 —2) > 1 , and consequently,
|o g T ^ 7 > ° .
In addition,
2? 1
P ip) = p
z? + (1 — z)P
is an increasing function of p, since (1 —2) /2 < 1. Fo r this reason,
( P ) = K- i p ) ' 0 g ^ + [ l — (*(/>)] lOg (1— 2)= ^ (p) log + 1 0 g (1— Z )

is also an increasing function of p, as was to be proved. As a result, the
curve of \{p) ( p > 1) is convex. Fr om the monotonicity of \'( p) follows
obviously t h a t \"{p) > 0 .
We consider the derivative of A(p)/ (p — 1) =y(p) = logo;(p). We obtain
/ (P) = (TZTTje i p ) i p — l ) ~ k (P)l- (3‘9)
T h e expression in square bra ck ets is always positive. Indeed,

[X'(p) ( p - l ) - A ( p ) ] ' = ( p - l ) A " ( p )
and as we have observed, is always positive. I t follows t h a t the brac ket
[x'(p) (p —1) —A(p) ] is always increasing. Fo r p = 1, it is zero since A( 1) = 0.
T hus , it is always positive and so is the function y'ip ). T his means t h a t
yip) is an increasing function, as was to be proved.
R e m a r k . We note t h a t the function a>(p,«) = [zPjr (1 — z)p\ p~a will be
increasing for « > 1 (and in parti cu la r for p = «) and decreasing for « < 0 .
For 0 < « < 1, it will have a single mini mu m . I t is easy to prove this asser
tion geometrically.
We have
log <*>(/?, a) =
T h e curve A(p); ( p > 1) has the form pictured in Figure 4. F o r p > l

it is convex since \ " ( p ) > 0 . I t intersects the p-axis at p = l . T h e curve
has the a s y m p t o te X= p l o g 2 since
X ( p ) = p l o g 2+ l o g
+ (— 1
and consequently the difference X(p) —p l o g 2 te nds to zero as p — °°. An
a rb it ra ry line can meet this curve in a t m ost two points. I t is obvious t h a t
X(p) / {p —a) represents geometrically the ta n g e n t of the angle rf>made
20 S. L. S o b o l e v
with the p-axis by the line running th ro u g h the given point on the curve
and the point p = a, A= 0 on the p-axis. I f « > 1 , this angle grows from
—7r to a r c t g l o g z . Analogously if « ^ 0 , this angle <t>decreases from 0 to
arc tg log 2.
Finally, if 0 < « < 1, then from th e point p = «, A= 0, one m a y draw one
tang ent to our curve. As a result, the angle 4> to begin with decreases to
our mini mu m and th e n increases to the value a r c t g l o g z . From this, since
a)(p,a) = e lgl" there follows the correctness of our assertion a b o u t w(p,n).
Figure 4
C l a r k s o n ’s We assume for the sake of definiteness
second in e q u a l it y .
t h a t (f) ^ i/' ^ 0 3.nd consider th e function
l< p< 2. (3.10)

Obviously if </>= ^, then F{<t>)= 0. Furt her mo re, we have
dF_ 9 + 4' \ p~
dtp r + < & r r m w tp. +
+c+i r = + - ,{ [ ( ^ r r +
We put
9 + 4' __ , \ 1 onrl JL_____
------ r > ’
S p e c ia l p r o b le m s o f f u n c t i o n a l a n a ly s i s 21
Then
2? = ~ 1' P — 2 - - P
^ —r
Therefore
i \ p ‘—2
d ^_ P A + ( i- z y '- y -» \ _
a? ? t u i
\ \zp’ + ( l - 2)P, p ' - 1 )
(3.12)
2 ■ \L <*>(/>') )^ ’
as in L e m m a 3:
" { p ,r r A 0 .

■(/>')
As a consequence, F(</>) is a decreasing function, and since for <p= \p
F(<j>) = 0, it follows th a t F(<p) ^ 0 for
Obviously, we h ave th e inequality
~
<?+ ^ p i
T—I
+ p *]* — y ( 3-13)
for 1 a n d \p.

For th e proof of th e second inequality of Clarkson, we apply the reverse
M inkowski inequality
[J*( \ * 1+ \y\ )* d v a> [J 1x \'1 dv + [J

y j17d v
0 < q < 1. (3.14)
9 T 41 IP—1 I 9 —<1/ p —1
W e set in (3.14) x = , q = P — I- W e ob-
- 2 ^1 ' y = \-r~
ta in
9+ 1 b - i ? — 'V —1\ P - i p—
+ dv
[J(
cp — 7 p —1
+[/ dv
22 S. L. Sobolev
and usirjg (3.13), we o b tain the second C larkson inequality:
< [y aJ I ?r^ + 7 aJ I'Vf d v Y 1 1<P<2. (3.15)
Let <t>and be two u n it vectors. T h e sum (<t>+ \f) /2 represents th e m id

point of their chord, th e length of th e .ch o rd being equal to ||tf>—^ll-
C lark so n ’s inequality enables one to assert th a t the m idpoint of each
chord having a given definite length 5 will have its norm strictly less th a n
some n u m b er 77(6) < 1, i.e., will actually lie in th e interior of the unit
sphere. This p ro p e rty m ay be called the uniform convexity of the unit
sphere.
3. T heorem on the general form of linear functionals.
T heorem. Every linear functional on L p may be represented in the form

/? = 9<|»0dv, (3.16)
2
where
P roof. Set sup \l<t>\=g. T h is m eans th a t th ere exists a sequence |9*(.

||<£*|| = 1, such th a t lim l<pk= g. W e shall show t h a t ) <t>k | converges strongly.
k—‘cn
Assume th e contrary. T h e n th ere exists an f0> 0 such th a t we m ay find
pairs of n u m b ers nk and mk (n*— oo, mh—*00, as k —><x>) such th a t
^>nk II •''*<0-
<
A pplying C lark so n ’s inequality (3.7) to the functions <t>mk and 4>nk if p ^ 2,
and (3.15) if 1 2)
p—1
'f’mk ?nk P—1
+ < ( K K 2 )
I t follows from this th a t
tW + T
< 1 ----T], (3.17)
where p > 0 and does not depend on k.

Special p r o b l em s of f u n c t io n a l analysis 23
We consider Xk= {<t>mk+4>nk) l\\<t>mk+4 >nk\ . W e have x*l = 1. From the
d istrib u tiv ity of linear functionals, we have:
2" (^Pntfc + ^ n k)
1
l'Ak — ~2 [l?mk + /c?nJ (Pw»jc+ Vnk i > - r^ )
However, l<t>mk-~g, l<t>nk^ g , from which it follows t h a t for sufficiently large

k, we will have:
> f — ij* > g,
which co n tra d icts th e fact th a t sup l<p= g.

11*1= 1
T h e sequence {<pm} converges strongly a n d by v irtue of th e completeness
of L p it has a limit elem ent 4>0£zLp.
Obviously || 0O|| = 1.
R e m a r k . F rom th is a rg u m e n t follows th e uniqueness of th e function
<Po^Lp such th a t || 0O|| = 1 a n d l<p0= g , since otherwise we could c o n stru ct
a divergent sequence for which lim l<t>k= g, which is impossible.
We shall show t h a t
/'?= £J [l?olP_l sign“d <? (3.18)
or, p u ttin g g\<pQ\p~l sign <j>0='Po
ly = J i 0cpdv.
2
L e m m a 4. I f for an arbitrary function \p€zLp
J [ l ? o l P_1 s‘g n ?o] tydv = 0, (3.19)

2
then l\p = 0.
P r o o f . W e consider y(X) = /((ô+ ^ ) / | | 0 o + ^ | | ) . where 0 ^ c 0 o-

Since || (0o+MO/||</>o+Ml| = 1 a n d since for XÔ, (0o+M O /|| <£o+Ml ^
0o, therefore y(X) ^ g , while th e equality holds only for X= 0. As a result
y ( \) has a m axim um for X= 0. I f y ' (0) exists, th e n y ' (0) = 0. I t is n o t hard
to convince oneself of th e existence of th is derivative.
D ifferentiating formally, we have
24 S. L. Sobolev
-ii< ? o + h ii= ^ [/i? o + ^ ^ p = - } [ / i? 0+ H r ^ ] p x
X p j I'Po+ H lP 1sign +
9
and since th e integral J ] | 0o+X 0 | p" ’ sign (0o+ A 0 ) 0di; converges uniformly,
the formal differentiation w ith respect to A is valid. F u rth er,
- —i
( ^ H ? 0 + X'Hl)x = 0 = [ J l ? 0 | * ^ ] P / [l'PolP _ l s >gn ?o]'T'd 't;.
9 9
and therefore,
y ' m = i % r ~ i r ^ p i i % ii ’ -■' / [ I t o - 1si? " ?«1+

9
from which by v irtue of (3.19) it follows th a t /0 = O, and th e lem m a is

proved.
W e now establish (3.18). Let 0 G L p be an a rb itra ry function. W e p u t
a = J [l ®olp_1 sig n ?ol ? dv-

9
T h e n 0 = 0 —a 0o satisfies (3.19), since
[ [iTol"-1 sig n Tol (? — *io)dv = a — a J | ©0 p 1 1 ? 0 | d v = a — a = 0.

\ ~
9 2
C onsequently, /0 = /0 —«/ 0o= 0, i.e.,
/cp = a/cp0 = g J [ | cp0 | p - 1 sign ©0] o dv,

9
and (3.18) is established.
Since 0o £ L p, it follows t h a t
p
11 To \p ~ 1s'gn Tolp' = 1 1To I ' - l]p~ l = I ?olp.
and as a result,
't' = g I To lp ~1sig n To 6 Lp' > ( 7 + 7 = 1 )«
from which ||0|[/.p. = g. In this way, we obtain from (3.18)
I? = f ^ ? d v y
and the theorem is proved. In addition, obviously ||/|| —g.

S pecial p r ob lem s of f u n c t io n a l analysis 25
R e m a r k . It follows from (3.16) th a t every linear functional on L p
corresponds to a function ^ G L P-, and conversely, every i/'GLp- generates
a linear functional on L p. T h e spaces Lp and L p- are said to be m u tu a lly
conjugate functional spaces.
4. C o n v e r g e n c e o f f u n c t i o n a l s . T h e concept of convergence is easily
extended to functional spaces.
We shall say t h a t a sequence of functionals \ lk \ is w eakly convergent if
for each elem ent 4> from L p th ere exists the limit
lim = /0u>.
k -» oo
T h e limit is obviously an a d d itiv e functional, since
/„ K ? i + fl2?a) = k-> co*k(flj'?i + a 2?a) = k~+
lim co (ailk?i - h « 2/k?2) =
lim
= a \ lim 4 ? I + H lim lk?2 = <W?J + a2l0?2-

k~+oo k co
If th e limit function /0 is bounded, th e n it will also be continuous, i.e.,
linear.
We establish the theorem .
T heorem 1. The space L*p, i.e., the space of functionals for Lp, is complete
in the sense of weak convergence. In other words, every sequence which is
weakly convergent has its limit a linear functional.
Obviously it suffices to show the boundedness of every weakly con

vergent sequence of functionals. T h e re will follow from this the b o u n d e d
ness of the limit functional.
We show the correctness of a proposition from which this will follow.
T heorem 2. I f a sequence of linear functionals

lu • • •» I*, • • • (3.20)
is unbounded, i.e., if it takes on the unit sphere in L p arbitrarily large values,
then one can find an element w() of Lp on which this sequence diverges.
T h e idea of th e proof consists in choosing from the sequence of func

tionals (3.20) a subsequence
m u mv . . ., ma, . . . , (3.21)
where
m 8 = lbt (s = 2, . . .), k s -> oo for s CO
and
26 S. L. Sobolev
**,<?= f (3.22)
o
Corresponding to the ms, we introduce th e system of ws(ELp:
1sign i
II II p' ~ 1
Obviously,
II^8II (fnaws) — II'i's IILp' .
We form a series w ith th e functions «s:
oo **-■
“o=«=i
2 (3.23)
where
a<
T h e series will converge in Lp if we h ave convergence for the series

£ | | * , | | - 1/2. As we show for a suitable choice of th e {m,J, the series (3.23)
tu rn s out to be strongly convergent to the elem ent «0, and th e sequence
o will be convergent.
T h e sequence ms will be co n stru cted inductively. Suppose ms has been
chosen: we shall show how m u st be chosen.
W e consider th e sequence (/i«s), (/2«s),- • •,(/,a>s),- • •. I f it is u n b o u n d
ed, th en the theorem has been proved. If the sequence is bounded, we put
As = sup |//u*|.
k=l, 2......8
1. 2,...
We have
Ai A2 . <1 A a < co.

Each functional/* of the sequence (3.20) corresponds to ^*£rLp- such th a t
th e n orm of /* is equal to ||^*||/ .. Since the sequence (3.20) is u nbounded
and a fortiori these | ||^*|| } will be unb o u n d ed , therefore as msî we’ can
always choose an /* which satisfies the inequalities.
II* JV > 1 (s = 1, 2, . . •). (3.24)
1
II^8+i Hi + • • + A„), (3.25)
p'
U < s). (3.26)
By virtue of (3.24) a n d (3.26), we have || \f>s || ip, > 32(s "u, from which it
follows th a t the series = £ || || 2 converges a n d thereby the series
(3.23) converges on Lp. Therefore
a —1
I m,^0 1= 1 2 + V '^ S + 2 aj mS<»j\ > V ^ S —
j =1 i=*-f 1
s —l
Ij 2
=i
Vl.s“yl—Ij =2s + i “/""“/i- (3.271
W e h ave
W»S= ll^sll 2IKJ = ll't'sll 3 (3.28)

By v irtu e of (3.24) a n d (3.25), we have:
« —1 s—1 S—1
2 1< 2 1« 8“ j I < 2 Aj < j II^ II3
(3.29)
j= i j= i y=i
From (3.26), changing n o ta tio n , we easily Find:
aj -- II Vi II ' gj-gll " » J ^ S»

from which
CO CO
I. 2 1 w » i l < . 2 IVsIi =
J=S + 1 J = s +1
(3.30)
IIVs I I . 2
T h e n from (3.27), (3.28), (3.29), (3.30), we obtain
1 .......- L
« s" o I > t II'1'«II 2 > 4 ’
w hence clearly it follows t h a t Z*w0 c an n o t converge to a n y limit w ith
increasing k. T h e theorem is proved. H ence, if a sequence )/*( converges
weakly, it c an n o t be u n b o u n d e d a n d therefore for all we h ave
| / 0 o | = |! i m / fc< p |= l i m | / fc<p|<i4||«H|, (3 -31)

k -yuo k -»
• oo
where A is th e com m on b o u n d on th e n orm of all th e /*. T h u s th e func
tional l0 is b o u n d e d a n d therefore co ntinuous. T h e theorem on th e com
pleteness of L* is th e re b y proved.
Weak co n vergen ce in L p. A sequence of functions {$*1 is said to be
weakly convergent to the function 4>0 if for an arbitrary function /ELp
we have
lim /'f*. = /'f0. (3.32)
CO
In th e space L p th e set of functionals coincides w ith th e space L p . T here-
28 S. L. Sobolev
fore th e formula (3.32) will hold w henever th e functionals lk£L*p-, corre
sponding to th e <t>k converge to the functional /qGL*-, corresponding to
<t>0. We have finally on th e space L p two forms of convergence: strong and
weak, th e la tte r being w ritten
®o-
Obviously from th e strong convergence (£*=> fa th ere follows the weak
convergence <t>k^<t>o- T h e converse is not always true. W e give an example
of a weakly convergent sequence which does n o t converge strongly.
E xample. Let n=[0,2ir], p = 2, <pk{x) = sinkx. T h e n sin&x— 0 since for
an a rb itra ry function ^ £ L 2i
I" 4* (x) sin k x dx = ~bk 0,

o
in view of the fact th a t
- 2 ^k
A= 1
cc
i.e., the series 2^/.- is convergent. B ut sin&xjOO, since
fc= i
2n
J sin2 kx d x = - -/►0 .
o
R emark. T heorem 2 m ay be fo rm ulated in term s of the weak con
vergence of functions as: an u n b o u n d ed sequence of functions can n o t be
weakly convergent.
§4. Compactness of spaces.

1. D efinition of compactness. A set M is called com pact if from each
infinite subset one can choose a convergent sequence.
E xamples. 1. E v e ry b o u nded set of points of th e plane is co m pact (the
Bolzano-W eierstrass principle).
2. C o m pactness in th e space of continuous functions is established by
A rzela’s theorem : if a family of functions j < t>j is uniform ly bounded and
equicontinuous, th en it is com pact (i.e., if |tf>| < A and if for < > 0 one can
find 6(e) > 0 such th a t for all <t> in th e family, |<j!>(p + (?) —</>(p) I << w hen
ever |Q | < 6(e), th en th e family {<t>j is com pact).
Compactness in L p. C orresponding to the two forms of convergence in
Lp, we distinguish betw een strong a n d weak compactness.
1. A set of functions \<t>\(ZLp is called weakly compact if any infinite
subset of it contains a weakly convergent sequence.
2. A set of functions \<t>\(ZLP is called strongly compact if a n y infinite
subset of it co n tain s a strongly co n v erg en t sequence.
2. A theorem on weak compactness. In order that a set X ( Z L P should

be weakly compact it is necessary and sufficient that it should be bounded.
P roof of necessity. T h e necessity of th e condition follows simply

from th e th eo rem on th e w eak com pleteness of L p.
I f th e set X is u n b o u n d ed , th e n from it we m ay choose a sequence | j
such t h a t || ^* | —oo, a n d from which on th e basis of th e rem ark in §3,
item 4, we c an n o t choose a w eakly convergent sequence, a n d consequently,
th e set X can n o t be com pact.
P roof of sufficiency. Suppose t h a t for all 4>GX<ZLp,
II*|| < A. (4.1)
W e consider th e co n ju g ate space Lp-. I t is separable (§2, item 4). Let
us denote a n e t which is everyw here dense in L p>by
^2’ • • •» • • •• (4.2)
Let |<£*| be an a rb itra ry infinite sequence Q X . W e shall show t h a t
from it we can choose a w eakly convergent subsequence. T a k e and
consider th e sequence of n u m b e rs {<t>k'h) = Jit <j>k\pidv=al:). T h is sequence
is bounded: |a*u | ||^ 1||, a n d from it we m ay choose a convergent s u b
sequence, corresponding to a subsequence
*i1},
a)
?* > ; J 9&Sdv
2
for k co.
C onsider \p2. T h e sequence o f n u m b e rs a*2) = (0*u, \p2) is b o u n d ed a n d from

it we m ay choose a convergent subsequence, corresponding to th e s u b
sequence <M2), <t>22V • • -yj, <*>*2\ M p —a (2' for ft— 0°.
C ontin u in g this process, we o b ta in a series of co n v erg en t sequences of
n u m b e rs a{s) a n d corresponding sequences of functionals, all ob tain ed from
th e sequence {<t>k | and such t h a t each of th e m is a subsequence of the
preceding.
<= {<h} a n d a* }= J o (ks\ adv -► a<s)
2
for ft— ao and s = l , 2, 3, - •
By th e diagonal process we m ay select th e sequence {</>**’ |, which is
weakly convergent on th e whole co u n tab le dense set | ^ s j, i.e.,
/fc'V* = / $ \ d v -> a(s) = t t s for ft -> oo a n d 5 = 1 2 , 3, . . .;
30 S. L. Sobolev
T h e convergence of |/*j on the set \\fs \ implies its convergence every
where.
For in fact, every elem ent \p(ELP’ m ay be represented in the form
where Ill'll <<, and ip%is an elem ent from our net (4.2). T h e n by virtue
of the boundedness of all the /*, we have
I hc'\--- hc'lsl < -4 s -
for a rb itra ry k and m.

F u rth erm o re ,
I 4«'i' — 44 | ^ | 4't's — 4 ^ 8 | + 2/te,
and choosing sufficiently large m and k, we obtain:
I W - W K '3 ^ ,
from which follows the convergence of the functionals /* on \f. As shown
earlier, the limit l\f will be a linear functional on L p- and m ay therefore
be w ritten in the form l\f = J'tp^dv. T h u s, for every ^ £ L P-, we have
Jli (fro^dv, and consequently, for every functional from L*p
it follows th a t — {l<pa). Therefore the set X is w eakly com pact, as
was to be proved.
3. A theorem on strong compactness. In order that a set X ( Z L P should

be strongly compact, it is necessary and sufficient that
(1) ||</>|| < A for all ^(EX. (4.3)
(2) The set X should be equicontinuous in the large, i.e., for an arbitrary
<> 0, one can find 5(<) > 0 such that for all 4>(EX
J (Q) = J |o ( P + Q) — a ( P ) \p d v < s , (4-4)
if only | Q\ <6{t).
Lemma. The set X C L p will be strongly compact if and only if for every
(> 0 one can find a finite (-net in X , i.e., a finite number of functions
• •,</>;vi,h the functions of the net, such that for arbitrary <t>^_X, one
can find among the functions of the net a function <}>s for which ||<£~ 0S|| <<.
P roof of necessity. Suppose th a t there existed a n ( o > O s u c h th a t

one could not c o n stru ct a finite (-net for it. T his m eans th a t for any
elem ent 4>i(EX, one can find (/>>£X such th a t ||</>i —</>■,>II ><o- T h e elem ents 0 i
and <p2 do not form an (n-net, consequently one can find <t>^X such th at
I I ?I — ?sll > e0 a n d II?a — fall > Eo-
C ontinuing this process indefinitely, we c o n stru ct an infinite sequence
\<t>k\CX such t h a t || 0,-—0*|| > f 0 for i ^ k . O bviously from th is sequence
one can n o t choose a strongly convergent subsequence, which co n trad icts
the assum ption of th e strong com pactness of X . T h e necessity of the
condition is proved.
P roof of sufficiency. Suppose th a t X is such th a t in it one can con
stru c t finite e-nets for a rb itra ry e > 0 (and for which m oreover th is is
possible for each of its subsets). Let Y i C X be an a rb itra ry infinite subset.
W e c o n stru ct in it a finite (i)-n e t, 0 (1U,0211,- • -, 0jv}. For a rb itra ry 0 £ Y i we
can find 0*11 such th a t ||0 —0*u || <-^. L et Yls) be th e set of functions
G Y [ and at distance from 4>ll) less th a n 1 /2 2. A t least one of th e Y(1s) is
infinite since Y, is an infinite set. W e den o te it by Y 2 a n d co n stru ct on it
a l / 2 2-net. R ep e a tin g this process, we o b tain on th e £ th step Y*CY*_!C
• • • C Y2C Yi and on it a ( l / 2*)-net 0 i*),02*’,- ■ •,</>$*■ Let </>' and 0 "CY*.
T h e n || 0 ' - 0 "|| ^ | | 0 , - 0*|| + || 0 " - 0*|| ^ ( l / 2 * ) + (l/2*) = l / 2 * - 1Ji.e .,a n a r
b itra ry p air of functions from Y* differ from one a n o th e r by not more th a n
l / 2 k- \
T h e sequence of functions 10* |, w here 0*E Y*, will be strongly con
vergent since || 0*4.m—0*|| < 1/ 2*“ ’ <e for sufficiently large k (cpk+mG.
Y*+mCY* for a rb itra ry m). T h u s from YiC-X we have extracted a strongly
convergent sequence, and consequently X is compact.
4. P roof of the theorem on strong compactness.
1. S ufficiency. W e consider a family | 0 | = X satisfying the conditions
(4.3) and (4.4). For convenience we introduce a dom ain such th a t
any sphere of radius h<6 w ith center in will lie in the interior fl]. Let
0 = 0 be outside of fi. W e co n stru ct a family of averaged functions for each
0 E X by m eans of the family of kernels a>(Q, h) (§2, item 4).
' ? k ( P ) = 1& z f V i P J t i P — K h ) d v ,. (4.5)
By the estim ates of §2, item 4: || 0*—0 || <KJ^,{h), where K does not
depend upon the p a rtic u la r function of th e family or upon th e p a ra m e te r
h of th e kernel, and J t (h) = supf^j • By condition (4.4), for a given
f > 0 one can find 6(e) > 0 such th a t for h ^ 6(e)
\\rfu — ?l! < j for all <f£X. (4.6)
T h e n an e/2 n e t for | 0* | will be an e-net for {0 }.

I f we now establish th e com pactness of th e family of averaged functions,
by th e basic lem m a there will follow from this existence for th e averaged
32 S. L. Sobolev
functions of finite t/2 nets. T h is m eans th a t in th e set X , we m ay con
s tru c t finite <-nets for a rb itra ry <• By th e basic lem m a once more, X will
be compact. In order to show the com pactness of | 0*i, we show th a t ( 0*}
for given h are uniform ly bounded and equicontinuous. T h e n by A rzela’s
theorem, this set of functions will be com pact in th e sense of uniform con
vergence and a^ fortiori in th e sense of convergence in Lp. B u t for suffi
ciently small |Q |, by virtue of th e c o n tin u ity of th e kernel:
| cu, (P j — P - Q) - co^ ( P x — P) I< T),

from which
< ^ { f I •?(P) f }'’ = • II? » < * ' ^

S
and for sufficiently small |Q | and fixed h
I 'fh (P ~ r Q) — ®h (P) I < £.

i.e., | 0* j is equicontinuous.
T h e uniform boundedness follows from th e estim ate:
1
_ _
f \ * ( P l - P ) \ ’’t dv, P7
8, e.
T h u s, the family ) 0*} is com pact, and by the lemma, we m ay c o n stru ct

on it a finite (</2)-net. T h is will be a finite <-net for X and, as a result,
by the lemma, X is strongly com pact as was to be proved.
2. N ecessity. Let X be strongly com pact. T h e n it is weakly com pact
and by the theorem on weak com pactness for all 0 E X we have || 0 || < A ,
i.e., th e necessity of condition (4.3) is established.
By the lemma there exists a finite (</3)-net j 0* j ( f c = l , 2,- ■ • ,N ).
Each one of the functions 0* is continuous in th e large, and since there
a finite num ber, for a given < we m ay find 5 (< /3 )> 0 such th a t
[J I <?k(P + Q) — <?k(P)\Pdv p < 3 * ( k = 1, 2, . . . . AT),
if |Q | <«.
S pec ia l problems of fu n ctional analysis 33
T a k e an a rb itra ry function <t>(EX and choose the n earest 4>k to it from
the (e/3)-net. Using the M inkow ski inequality, we obtain:
[ / |<?(P + Q)— ?(P) =

2 J
= [ f l ? ( £ + Q ) - ? k ( P + Q) + ? k (P + Q ) -
— cPfc(^) + ?fc ( P ) — <? (P)\p dv p <
< [ f l ? ( ^ + Q ) — ? k ( P + Q ) f d t-lp +
a -*
+ [ fl'-PkC^ + Q) — | ? k ( P ) — cp(P) f'd v ^ P <
for | Q | < 8,
i.e., for all <(>E:X for the given e, we m ay give 6 such t h a t J t (Q) <t w h en
ever |Q| <6, a n d consequently, th e necessity of condition (4.4) has been
shown.
§5. Generalized derivatives.

1. B a s i c d e f i n i t i o n s . Suppose th a t <
t>is given on th e whole space and
sum m able on every b o u n d ed dom ain.
W e consider a function \p continuous to g eth er w ith all its derivatives
up to order I inclusive a n d equal to zero outside some b o u nded dom ain V+.
I f </> has continuous derivatives, then:
dl<l ( - 1)1+ 14,. dl<?
dx. dx n dv = 0 (5.1)
dx , djc“n
VA. n .
Suppose now t h a t we know n o th in g a b o u t th e existence of derivatives

of <t>a n d suppose t h a t th e re exists a function oj0102...nn which is sum m able
and satisfies th e equation
( — 1)J dv = 0 (5.2)
for all functions from th e class considered. T h e n we set

<r„ * a, . a. ..at (5.3)
d x i dx.2 . . . d x nn
34 S. L. Sobolev
and call wnlo2...an a “ generalized d e riv a tiv e ” of the function <t>.
R .
emark T h e equation (5.3), by the basic lem m a of the calculus of v ari
ations, is tru e in the ordinary sense almost everyw here if <t>a d m its the
corresponding derivatives and the integration by p a rts is justified.
T h e new definition of derivatives does not coincide with th e definition
of derivatives almost everywhere, as is shown by examples.
E
xample 1. Let <t>{x) be continuous on [0, l] b u t not absolutely c o n tin u
ous. I f 4>(x) has a generalized derivative u:(x). th e n for every -/(x), con
tinuous together w ith its first derivative and vanishing outside («. 1 —t)
(0 < e < - i) , we h av e the equation:
i i
f ? 7 7 d x ==~ ~ f w M '• ( * ) d x -
0 0
L et Q(x) = J?u(z)dt. T h en
i i
— J « ( * ) * (x)-dx = j Q (x) ~j£ dx,
o •
and consequently, we have
i.
J ('f— Q ( x ) ] ^ d x = 0,
o
from which, by virtue of th e arb itrarin ess of d\f dx, satisfying only the
condition d^ dx/ dx = 0, will follow </>—Q(x) = C, i.e., o = q(x)-i-C, and
consequently 4>(x) is absolutely continuous, which co n trad icts the assu m p
tion. T hus, 4>{x) does not have a generalized derivative. For this reason,
if <t>(x) is continuous and has a derivative d<t> dx almost everywhere but
is not absolutely continuous, th en it does not have a generalized derivative.
T h u s, from the existence of th e derivative almost everywhere, does not
follow th e existence of th e generalized derivative.
Example 2. We consider the function of two variables <t>(x, y ) = / i ( x ) +
/ 2(y), where neither /j(x) nor / 2(v) is differentiable: th en <t>(x, y) does not
have derivatives in the ordinary sense, bu t the generalized derivative
d2<t>/dxdy exists and is equal to zero. Indeed:
d'-l d'-l
J ? dx dy dx dy dv +
c
f /a O') dx dy d v.
But on the boundary d^/dx and d ^ > d y = 0, and therefore

S pec ia l pro blem s of fu nctional analysis 35
•■fd*)
= 1 7 h dydx=
b
r r /M, “IV—
and analogously
a»->
J A ( / ) djtdy dv = 0.
C onsequently,
d54
J ® dx dy dv = 0,
as was to be p ro v e d .1
2. D erivatives of averaged functions.
E x isten ce o f g en era lized d erivatives. Derivatives of averaged

functions are equal to the averaged functions of the generalized derivatives
d’ rh d7--f
(5.4)
d x l ' d x . . . dx'» -dx^d x., ' . . . d x » '
P roof.
Q
where > ■>
P = ( x u x 2, . . . . Jffj ; Pi = O',, ^ 2 , . . • , >>„)
<3°A, d,UJ?i (Pi — P)
J?(A ) d-Uj =
d x “ld x ^ . . . ajc“" X/I" J ' ' " d x l'd x l' . . . dxZn
^ J a / ' a j . , - . . . aj.;»
By the definition of th e generalized derivative, for every $ we have equa-
'’There can exist at most one generalized derivative u.-al...„ r] of the function o. If
there were two: J f f . .„n and ’.. ,0n, then on the basis of (5.2) we would have
from which bv the arbitrariness of we would have uP1.nl . °n = i A

°l \ . . “n almost evervwhere.
Thus generalized derivatives are uniquely defined (up to a set of measure zero).
S. L. S o b o l e v
36
tion (5.2). T a k in g tp= wh{P\ — P ) , we o b tain
- ttl - Se ^ s* d v l =■
d x 1 dx2 . . . d x n' d y \'d y l' . . . dyn»
- [ ... d x ? J k
as was to be proved.
C o r o lla r y . I f <t>is a summable function and

<3®<f
€ Lpy
dx? • ..
then
^ d°<f
==> in Lp,
d xl'd xl' ... dxn» dxt'd x ? . . . dxnn
which follows from the properties of averaged functions.
T h e o r e m . I f a given summable function <

f>can be approxim ated by a
sequence of continuously differentiable functions <t>k(P) (£ = 0,1.2,-• •) in
the sense that for every function \f , continuous and such that \f = 0 outside
of V^CO, we have
lim J ?k (P) ^ ( P ) d v = f cp (p) ^ (P) dv. (5.5)

and if, in addition,
J]
a | dx2 . . . dxnn
dv<A{Q), (5.6)
then the generalized derivative exists
dx1 ox2 dx
1■'•/i "
P r o o f . From the b oundedness of the integrals (5.6) follows the weak

com pactness in L p of the sequence | du<t>i,/{dx'^dxf • • -dx^) J, and conse
q u en tly there exists a weakly convergent subsequence
X
dx\l dx ] . . . dx°»
(where w, .„nGl'p)- W e have the equation:

S pecial pr oblem s of fu n c tio n a l an alysis 37
J m 7 7 ;------- — 4 - ( - i ) ° +1 + — — *-— \d v = o
B y dxi • • • dxnn dxxl ... dxn» J
for all \p continuous with all derivatives up to order a and vanishing out
side V4(ZQ-
Passing to the limit for <=, we obtain:
d®^
+ ( — l ) a+1^ ai ... , I d v = 0,
a “i
dxx 1.• • Vdx
A .n n
which establishes the theorem.

Remark. By virtue of (3.31), A \ ^ av..af d v < A(Q), since 4'al...an(ELp
and is the weak limit of <5>*/ (dx"1• • -dx"n).
C o r o l l a r y . I f the set of derivatives of a t h order of the averaged functions

is weakly compact, then the given function has generalized derivatives of a t h
order.
3. R u l e s o f d i f f e r e n t i a t i o n . From the definition of generalized de

rivatives follow the assertions:
( 1) I f 4>i and </>2 have generalized derivatives of a given order
d®<Pi da<t?
and
. . . dxnn dx \l dxn»
and if c{ and c2 are constants, then c 1^ 1+ c 202 has generalized derivatives

of the same order.
da (c\?i -4- Cj'fs) d®<P2.
= c, + ca
d x l' d x l ' . . . dxZn d x ? d x ? . . . dxZn d x . . . djc*»
The proof is obvious.
( 2) I f <t>has the generalized derivative

____
w ( x j, X q, . . , t Xjf) and x^t • • •»
dx['dx ? . . . dx'»
has the generalized derivative
z o z~ — k (x ^• • • • 1 Xff), then k ( x x 2, . . ., x 1t^

dx\'dx.f . . . dxf»
is the generalized derivative of <t>of order a + /3:

38 S. L. S obolev
da + P-p
X= •X ft
dx,ai + Pi dx.‘ +■ dx n n
P r o o f . L et 0 have continuous d eriv ativ es up to order « + d on the

whole space and be equal to zero outside some dom ain V ^ O h T h e n
d'V /(3x’i 1- • •dxnn) = \piy..tin has continuous deriv ativ es up to order « and is
equal to zero outside of V+.
From the definition of generalized derivatives th ere follows:
d^*0 9 (iV = ■
''
. . . dxi»
pi
l y+& j o dv -
d x ’ ‘ d x ’/ ... d x ,>
d '' + P0
= ( - l ) ’ +? / ' f dv,
dxi djc n n
which in view of th e a rb itrarin ess of 0 establishes th e assertion.

(3) I f 0 , and d<t>i/dxx^ L p, 02 d<t>2/ d x ^ L p - , then the product 0 i02 has
the generalized derivative
d ( y i ' - f ? ) _____ d r : I djfi
dx-i ri d jq * ’2 d x t *
In d e e d , 0 ,(ELp a n d 02£ L P-, a n d th e re fo re 0 , 02 is su m m a b le. A n a lo

gously, 0,(3<t>2/<3x1), 02(<3<t>i/<3x 1), and 0 i(d 02/d x 1)-F 02(d 0 i/dx,) are s u m m a
ble. Let 0 lA and 02A be th e averaged functions for 0 , and 02. By the p ro p
erties of the averaged functions, we have:
d f;„
djih ftyi in Lp\ V2/1 r 2> d x , i 21 in Lu-
<Pih ==> ®i, djfi d*! dxj
Suppose th a t 0 is continuous w ith its derivatives of first order on the
whole space and is equal to zero outside Suppose 10 | , | 30 dx, | < A.
Then
J — <?i?a) < A f I Tm'-?2h — ?i?a|dt> =

2
= A f l?ifc (9th — 1
® i) |d v < A J • I'fo/,— f
2 a
~ M J | ? 2 I • I ?i;i — ?i I dx> A ( || ?,,, || I! ^ 2fl — 'f 2]| r,?/ -f-
2
+ I I ? a l l j y I I ? w , — ' f i l l / - ;,1 -► 0 f o r h -► 0 -
i-e ,
f for h - o.
2 2
Analogously, one shows
dv.
2
T h e n from the obvious equation
and this means that

„ I „ d' f x _ d (?i?2)
r 1dx\ ^ dxx dxi
Remark. If and <fa have continuous derivatives up to order «, then
a 7(yi'P?)
,, 7, - a. 7
dx. a*., . . . d x tln
0
a",vi
C ,tV
s3^ . . . ?
?=o i: p.= Max’ .. ax, » dxx ... d xn»
where CUvi2. . are the binomial coefficients, and ju s t the ones which a p
pear in the corresponding formula for continuously differentiable functions.
T h is same formula is correct if </>, and fa lie in L p and Lp-, respectively,
and have all the generalized derivatives occurring on the right hand side,
w ith the derivatives of </>, lying in Lp and the derivatives of fa (^L p . T h e
proof is analogous to the one ju s t given.
4. Independence of the domain. Let < }>and X be two sum m able func
tions on 12. If X is the generalized d e riv ativ e of (j>
^ ________a*?_____
a.tj 1 .. . a * ,/ 1
on 12, th e n X is th e generalized d eriv ativ e of on an a rb itra ry subset of
12, as easily follows from the definition of generalized derivatives. T hus,
although the definition of the generalized deriv ativ e is in th e large, its
c h aracter in an a rb itra ry neighborhood of any point is defined by the local
properties of the function <fa W e consider th e possibility of extending the
domain of the initial definition of the generalized derivative.
As a prelim inary, we establish a lemma.
Let <t>and X be summable functions on fi, for which on every

L em m a .
sphere of radius less than some 5 > 0 lying within Q,X is the generalized deriva
tive of <f>:
d a<p
dxf d x n71
Then X is the generalized derivative of on fi.
We denote by fta the set of all the points of ft whose distance from the
b o u n d ary is greater th a n <5. T h e n the sphere C J P ) with center a t an
a rb itra ry point of Pa w ith radius h (h < 5 ) liesjn L et Xh be the averaged
function of X w ith respect to the kernel uh(P\ — P)- Using the^definition
of the generalized derivative, we have for an a rb itra ry point P G f t
h = f f ? ---- — — dv =
J J d y f .. . dyn»
Ch(P) Ch(V)
= { - 1)’ / ( - O '? dv =
dxf ... d x nn
c;i (P)
d*
— f (u, dv = ------- —^ ------
d*V ••• dx> r *■<' ••• dx«"
T h u s th e averaged function Xh is the derivative of th e averaged function

<t>h- F o r h *0, Xh =>X on an a rb itra ry 0a (5 > 0) and consequently
d*y
=>
dx°f dx n
on an a rb itra ry fi4. Similarly

?/> = > <?■
From this, taking the limit as A—0 of the obvious equality
(\f = 0 outside of and has continuous derivatives up to order a on the

whole space), we arrive a t the equality:
and the lem m a is proved.

Let 12(1) and 12<2) be two a rb itra ry dom ains. Obviously
If for some 6 > 0 , we can find h' ( 0 < f <b) such th a t
(Q(D + Q( 2))8 c 2'8V + Q«9,
th en th e pair of dom ains 12(u and 12(2) will be called sum m able.
T heorem. Let il{1) and i f 1' be a summable pair of domains having the inter
section i f ' i f 1'. Let<t>xb e d e fin c d o n if),<t>2 o n f 1',and(i>x= <}>2 o n i f " - i f 1' (with
the exception of a set of measure zero).
Suppose that 4>x has on fi(1) the generalized derivative d"4>x/ d x f - ■-dx"n and
<t>2 on i f 1' has the generalized derivative d' ^t/dx^1• • ■dx“n. Then the function <t>
defined on Q(11+ 11(2> by
(D= j ? i for 2 0 )
I <p9 for 2 (2)
has on 12(1, + S2,2) the generalized derivative equal to
da<ti — for 2 ,
a 1
d x f . . . d x n»
(5.7)
d x \ \ . . d x na* ----- ---------- for 2 S
dxaf . . . d x nan
T h e proof of this theorem p resen ts no difficulty. By virtue of th e fact

th a t 0 ! = <}>2 on Qu,12(2), we have d"<t>x/ d x f • • -dx"n= da4)2/dx?xl • • •dxann on J2(lli2(2),
which follows from the local ch arac te r of the generalized derivative.
T h e re b y the right hand side of th e formula (5.7) is consistent on 12(1)f2<2).
Obviously it suffices to show t h a t X is th e generalized derivative of < t>
on an a rb itra ry closed dom ain lying w ithin (Q(1) + fit2)). W e shall prove it
for (Q(1) + !2(2,)j, where <5>0 is a rb itra rily small, since an a rb itra ry closed
dom ain lies in ( 12(1) + Q(2l)a for some 6> 0 .
Since the pair of dom ains f2U) and Q(2) is sum m able, (fi(1) + 12(2))jCflj'll +
i f 1' for some <5'>0, and consequently each p o in t P ( E (n (1) + f2,2))a lies in at
least one of the dom ains f2j-n, 12a2). Suppose P f z i f f .
T h e n the sphere Cy( P ) ( Z i f \ where X coincides w ith da<t>\ldxf- • - d x f and
42 S. L. Sobolev
<t>coincides w ith <t>{. Therefore X is the generalized derivative of <t>on
Cy(P) for any PE(Q(1)+ Q(2))4. By the basic lemma, X is th e generalized
derivative of <t>on (n(1) + Q(2,)4. By v irtu e of th e arb itrarin ess of <5, X is the
generalized derivative of <t>on fi(1) + fi(2).
§6. Properties of integrals of potential type.

1. Integrals of potential type . Continuity. Suppose f(ELp (p> 1)
on th e u n b o u n d e d space of n variables, while / = 0 outside of some bounded
dom ain fi.
W e c o n stru ct th e function
U(Q)= f r-'f{P)dvp ( 6-D

)' < E
where X is a number,
0 < ^ < n, r= \ P - Q \ = y £ (* ,-* )* , P( Xi ) , o"CVi);

r <=i
r ^ R is a sphere including the dom ain Q in its interior.
T heorem 1. I f X < n / p ' , ( ( 1/p ) + ( l / p r) = 1), then U(Q) is unbounded

and continuous and satisfies the inequality
|£/(Q)| < W l l v (6-2)
P roof. W e have Xp' <n. Therefore the integral converges

and tends to zero as /i—*0. Using H o ld e r’s inequality, we obtain:
i_ i_
|J r~'kf{P)dv-> |< | J j I" r-^P’dv <
r<h r< h r^h
_1_
<11/11 Lp{ f r ~ xP ' d v f < e , (6.3)
r <h
if h is sufficiently small, ind ep en d en tly of the position of th e point Q.

Since
U(Q)= J r-'f(P)dv-\- [ r~xf (P) dv

h <r < R r<Ii
and the first term on the right side is a continuous function of Q, U(Q) is
continuous as the uniform limit of continuous functions. Applying the
Holder inequality to (6. 1), ju s t as in (6.3), we find
u < & \< m lr { f

r• • - ,ys) is a point of that hyperplane^Then,
if ( n/p' ) and ( s / p) > X— ( n / p ' ) , i.e., s > n — (n — \)p, then U( Qis)) is
summable (on an arbitrary finite domain of the hyperplane) to the power q*,
where q*<q, (s/q) = X— ( n / p ' ) , i.e., q = s p/ ( n — (n — X)p) , and the inequality
holds
II u < Q M ) II II/II v (g 4)
(In those cases where we shall sim ultaneously m eet L p spaces on

E uclidean spaces of a different n u m b e r of variables, we shall often
designate these spaces by subscripts in th e form L q-iS.)2]
R emark. I t is p robable t h a t th e n u m b e r q * m ay be tak en equal to q,
b u t this has not y e t been proved.
P roof. From th e definition of q, it follows t h a t q>p.
Suppose th a t q* is some n u m b e r satisfying the inequality
p<q*<q-
W e p u t A= (n/p' ) + (s/q*) —2e, where e = (s/2) ((l/q*) — (1/q)) > 0 . From

(6. 1), we have
and applying th e H older in eq u ality for three factors and p u ttin g Xx= l/q*,
A2= ( q * - p ) / q * p =( \ / p ) - ( l / q * ) , X3= 1 /p ' (obviously Ai + A2+ A3= 1), we
o b tain
r< R
T a k in g into account th e fact th a t the integral f r$R.r n^p'dv converges
2)This result for the case s = n was proved by S. L. Sobolev in somewhat stronger form
for q' = q. For s < n, S. L. Sobolev proved this theorem for p = 2, q* = 2. The theorem
proved in the text is due to V7. I. Kondrasov.
(since n —<p' <n) and th a t J'rsft\f\pdv = \\f\\ip, we get
l ^ ( Q ) l < K J / l | 1~ ^ { J \ f \ r > d v A ^ . ^
r<R
Raising (6.5) to th e q*th power, in teg ratin g on th e plane
Vs + i = y 8+ z = ... = y n = 0
and interchanging th e order of integration, we find
f ...
n s
< KfWfP'-r j ... J I /!<■[/ ... J <— (6.6)
r < Jt
We shall show t h a t th e integral

8
/ . .. / dvi m
is bounded.
Indeed in polar coordinates in th e plane of Qls\ we will have:
r = Y p2 h2, dv+is) = p"” 1do du>(s\ (6.7)
where h is the distance of th e point P to th e plane, duT 1 is th e element

of solid angle in th e plane a ro u n d th e foot of the perpendicular dropped
from P to th a t plane.
If ks is the area of th e sphere in s-dim ensional space, then
8
f . . . { /■-+■«** .?<„) =
= J n / p * + ^ r " +,fl* ps - 1 ^ < y-s | = Ko.

0 o
S u b stitu tin g in ( 6. 6) and denoting K \ K \ q’ by K, we find:
II w (<?“>) Ilv = { / ... f < K ! f h . li.

which was to be proved.
Suppose q\<q*. T hen:
J . . . J | i / ( Q W ) | ^ r f ^ (8)<
8
<z,
< [ / • • • J I u (Q m ) I* " * [ f ■• • J ‘fc’j w ] 1 *'*.
from which it follows th a t
\ U(Q)\ \ l C|| U (Q) IIl ,

'll q*:
and consequently th a t th e inequality (6.4) is valid for a rb itra ry qx w ith
1 < qx<q*. C o n seq u en tly the condition th a t q*>p m ay be dro p p ed and the
th eo rem is com pletely proved.
R emark 1. T h e c o n sta n ts K in T h eo rem s 1 and 2 depend exclusively
upon th e form of th e dom ain jin d th e c o n sta n ts X, p, s, n, a n d q* b u t do not
depend upon th e function f(P).
If th e s-dim ensional manifold is n o t a plane, th e n th e theorem m ay be
reduced to th e preceding by a change of variables. One m u st assum e th a t
th ere exists a co o rd in ate tra n sfo rm a tio n which introduces only a finite
distortion of distance (i.e., such th a t on b o u nded p a rts of th e space, one
can find c o n sta n ts M > m > 0 such t h a t m < p / r < M , where r is th e dis
tance in th e old system a n d p in th e new) a n d which carries the manifold
u n d er consideration into a plane.
R emark 2. For the case s = n and R = °o, a m uch stronger theo rem m ay
be proved:
U (0) £ Lg, ||t/(Q)||L < * | | / | | £ .3)
Q p
§7. The spaces L f and W f .
1. D efin itio n s. 1. T h e linear manifold of all su m m ab le functions
4>( x u x 2>- ■ ■ , x n) having on a finite dom ain f> all generalized deriv ativ es of
order / su m m a b le to power p > l , will be called VFp1:

d\
in 2 ; 2 a 4- = / .
d x \ldx \ ’ dx 71
2. By Lp 1we will m ean th e set, th e elem ents of which are th e classes
of elem ents in W f having all d eriv ativ es of order / th e same, i.e., 4>\ and
02 will be said to lie in the sam e class in L f if
-1,S. L. Sobolev, On a theorem of functional analysis, Mat. Sh. 4(1938), no. 3.

46 S. L. Sobolev
---------- —------ = - — -— — ( 2 a» = 0 alm ost everyw here in o.

ax"1 . . . d x “n dxtl . . . d x n»
T h e elem ents of Up will be den o ted by th e lette r \p. Functions < t>of the
same class ^ will be said to be m u tu a lly equivalent.
T h e elem ents of L f m ay be added and m ultiplied by constants. T h u s
L f becomes a vector space.
For the m u ltiplication of th e elem ent f b y a co n stan t, it suffices to
m ultiply by th e c o n sta n t all th e functions 4> lying in th e class >/■. It is not
difficult to see th a t in this way we will o b ta in elem ents of one and the
same class.
T h e class + is o btained if we add in pairs all the elem ents from the
classes i/q and \p->. It is not h ard to see th a t th e re b y th ere will be obtained
elements of one and th e sam e class.
2. The n o r m i n Up. By th e norm of an element ^ in Up we m ean the
n u m b er
In some cases, where it causes no confusion, we shall write ||<£|| in for

</>£lFp\ meaning by this the norm of th e class ^ to which < t>belongs.P
We note some of th e simplest properties of the norm:
I. || a<t>|| = | a | • || 4>||, if a is a constant.
II. ||0!H-021| = II<t>\|| + !l021| (the triangle inequality).
III. If H^ll = 0 , th e n 4> is equivalent to zero, i.e., it is given by a poly
nomial of order at m ost / —l.
IV. T h e norm is invariant u n d e r every orthogonal tra n sfo rm a tio n of
the space of jq.Xj, • • - ,.vn.
T h e first p ro p erty is com pletely obvious. W e prove the validity of the
triangle inequality, for which we employ the first rep resen tatio n for the
norm. T h e n using the fact th a t (by the M inkowski inequality for p = 2):
we will have:
A pplying th e M inkow ski inequality once more, we obtain
?l + ?2 l|L« ) are equal to zero, then
all th e generalized derivatives of order I of th e averaged function 4>n are
equal to zero. T h is m eans th a t th e averaged function is a polynomial of
degree a t m o st I — 1. How ever, th e limit of a sequence of polynom ials of
degree at m o st / — 1 can only be a polynom ial of degree a t m ost / —I, and
it follows th a t 0 is a polynomial of degree a t most I — I.
T h e invariance of the norm u n d e r orthogonal tra n sfo rm a tio n s of co-
ordinates follows easily from th e first re p resen tatio n of th e norm , since
th e expression
is one of th e in v a ria n ts of the tensor

______
i w.
dxj*I d x { dx. =
We note also two inequalities:

dly
m ax . a. ^ a (7.2)
a., . . . a d x 1 . . . dxnn
< IM U ) (7.3)
dxI' . . . dx\? ^p
In fact, th e in eq u ality (7.3) is obvious. T h e inequality (7.2) follows from

the fact th a t
dhf
, *
*!• ' ' •’ 1 1
2
<1...... »\ = 1
d x . . . . d x ..
»i *i
48 S. L. Sobolev
Applying the M inkowski inequality to the first p a rt of the last in eq u al
ity, we obtain:
dl<f dly
^ Kx max
dxi. dx, dxi,
p <...... <, dXH
where K”, is the n u m b er of term s in the last sum. T h u s (7.2) is proved.

A fter the introduction of the norm , the manifold L f becomes a functional
space. L ater we shall introduce a norm jn Wp\ Therefore we m ay th e n c e
forward consider Wp' as a functional space.
3. Decompositions o f W'" and its norming. We consider also the
space S, of all polynomials of degree at most I — 1. This space can be con
sidered, obviously, as a subspace of the space W f . T h e space V " appears,
speaking algebraically, as the factor-space of Wp1 by S,.
By a projection operator in the space W f is m ean t an op erato r whose
square coincides w ith itself
it = n n =n?
If some projection operator [ ] , carries the space W f on the whole
space S h th e n it will be the id e n tity op erato r on S h
W ith the aid of each such a projection operator it is easy to construct
a decomposition of the space W'p . We put:
n , ? = ? - n ?
n ; = e - n ,
where E is the id e n tity operator.
T h e operator [ ] * will be in its tu rn a projection. In fact
n ; n ; = ( £ - n 1H £ - i i 1) =
= e - 2 n . + n ; - f i - n , - n ; ,
An a rb itra ry element <*> of W™ m ay be represented in the form
? = II i ? + II i <?•
T h e elem ents of the form 4>*=Ui<£ co n stitu te a subspace of the vector
space W f , since the sum of two such elem ents J ]*8 i + 1 1*8-2 may be put
in the form I ITCî + <^>2) and th u s again lies in this space.
It is not hard to see th a t the space of elem ents of the form is iso
morphic to the space Lp\ because each class in L f will correspond to
only one element of the form []*</>. T h is follows from the fact th a t [ !,</>= 0
S pec ia l pro blem s of fu n c t io n a l a n a l y sis 49
if T h e sum of elem ents of th e form J 1*$ corresponds to the sum of
classes in Up and conversely. Analogously, m ultiplication by a co n stan t of
corresponding elem ents leads again to corresponding elements.
T h e space Si can be norm ed, as can every finite dimensional space. It
is convenient to define a norm on it in th e following m an n er. Suppose th a t
P is a polynomial of degree less th a n I having th e form:
P = 2 2 * 7i®j ••• anXl ‘ ‘ ‘ XnH •
T h e n we p u t:
l —l
i< = 2 { S (7.4)
*=° E «s=*
T h e definition of th e norm in this way will be in v a ria n t u n d e r all ro ta
tions of axes of coordinates, while in distinction from th e norm on Up it
will n o t be in v a ria n t u n d e r the tra n slatio n of the origin. Indeed, the
q u a n tity • • •«„!) al v ..„n is one of th e in v a ria n ts of th e tensor
a Vn and therefore this q u a n tity is preserved un d er orthogonal tra n sfo r
mations.
W e m ay verify th a t again for such a norm all th e th ree properties hold:
(a) || P, + P 2| | ^ || P J + || P i ||,
(b) || a P || = |a | • j| P | | ,
(c) I f ||P|| = 0, th en P = 0.
T h e v alidity of the conditions (b) and (c) is obvious. W e establish also
th e triangle inequality.
Suppose
i—i
p,= 2 2 *=0 v %=k
M a.
, x ‘... x n;
n I
a
» ’
l—l
p 8= 2 2 a ? . . . «,*;• •• • < " •
We have
i—i
P . + P 9r - \ { 1 SlI . . . o n l - an + a ”i) --- “»] } ^
*= 0 =
<s{[
E«=jk E« = fc
ipi+ p2k { I 2fc“I°[ r= ek . . . ; p + [ E«=■*

j w <
/—i l—l p 1
< is*= 0[ Erl =*k s ■:)’ } * + { i i

* = °
s * ■?
£a=fc
which was to be proved (here T'* denotes su m m atio n s w ith the weights
kl/ail- • ■«„!).
T h e estab lish m en t of a norm on S; enables us to carry th ro u g h also the
norm ing of the space W f . T his norm ing m ay be carried ou t if we are
given any projection op erato r w hatever.
N a tu ra lly , we p u t:
I? &<? = II I I i ? Us, IK 9 ife = II III

+ 1
<3
+ AD, (7.5)
T h is m ethod of introducing a norm depends upon the given projection

operator. L ater we consider the question of w h a t relations will hold between
norm s co n stru cted w ith the aid of different projection operators. In the
m eantim e, it is necessary for us to verify th a t th e three basic properties
of the norm are satisfied for our definition.
In fact, it is obvious th a t:
llfl‘p ||TF(i) = M • M l *>(»)■

p p
F u rth erm o re , if II <pII = 0, th en </>= 0.
wp
T h e triangle inequality follows in an obvious w ay from the M inkowski
inequality.
4. S p e c i a l d e c o m p o s i t i o n s o f W f . I t is convenient for our purposes
to use one special form for the o p erato r L et us concern ourselves w ith
this form. T o begin with, we impose some restrictions upon the domain
in space on which we consider our functions.
Let Si be a sta r dom ain w ith respect to each point of the sphere C of
radius H lying w ithin Si. For convenience, we assum e to begin w ith th a t
the center of this sphere lies a t the origin of coordinates. __
L et P_and Q be two a rb itra ry points of Si. We set r = jin d let
l = ( Q — P) / r be the u n it vector haying th e direction from P to Q. Each
function of two variable points n(Q,P) m ay be represented as a function
of P, /, and r, settin g Q= P + rl, and
h (Q, P ) = h ( P + rTt P) = (r, X P),
where the bar over u indicates th a t Q is replaced by P , r, /. Conversely

every function v(r, I, P) m ay be considered as a function of Q and P.
We consider the function
S p e c ia l pr o bl em s of f u n c t io n a l a n a l y sis 51
R*
F-—H- for R<H;
v (Q) —
0 for R ^ - H,
where R is the distance of the p o in t Q from the origin of coordinates.
v{Q) is continuous w ith its d eriv ativ es of all orders and differs from zero
only in th e sphere C. __ __
We form a new function of th e two points P and Q, setting
-> -> n —
7. (O A P ) = — J v ( I, P ) r 1 xd r v (7.6)
T h e integral, obviously, reduces to an integral over a finite in terv al since

v differs from zero only on a bou n d ed dom ain.
For fixed P, the function x(^, A P) differs from zero only for those r
and I for which Q = P + rMies in th e interior of the dom ain b o u nded by
the cone w’ith vertex at P whose generators te rm in a te on th e sphere C
(see Figure 5). Indeed, on all rays which do n o t intersect the sphere C, the
function v is identically_zero, and on those rays which do
intersect C, for points Q lying beyond the sphere C, the
in te g ra n d in (7.6) is also null for r , > r . It is obvious th a t
x(r, I, P) is continuously differentiable. We introduce also
a function:
= lh
For a n y function 0 (Q) continuously differentiable up
to order I on the d o m ain il, we m ay co n stru ct a corre
sponding function $ by th e form ula
? __ l—lj
-
■<3
d d'-f dl I—l —o.
Figure 5 $ i—i i—'j dr1
dr dr dr
Obviously, we have
:-<3d l6 (7.7)
dr dP
In addition:
d'b dl-* $
'I' r= 0 : = 0.
dr r=o d r l~ 2 r = 0
C alculating d1 ^ / d r 1 ’, we obtain:
dr1 1 r=o = X (0, / v (rlt T, P) r T 1dr

OO
$ ( 0 , I, P) = — © (P) j v (rlt /, P) r i —1drx\ $ (oo, 7 P) =
, 0.
o
In teg ratin g (7.7) in r from 0 to °°, we^find:
oo OO
’H P ) J P ) r " ~ i dr1 = J ^ dr. (7.8)
M ultiplying (7.8) by the elem ent of solid angle eta, a n d integrating over
the u n it sphere, we obtain:
OO
'?(p ) J doi->f v (ru l , P) dr^ =
= f dco^ [ dr.
J ,
T a k in g into consideration th a t r? 'drlduif= dvq, where is the volume

element at the point Q, we find:
OO
J*"rf° f ^(Q)^ = x*o,

"r
i.e., the size of this integral does not depend upon the position of the point
P. In this fashion, we obtain
-> 1 r r r- i / i\! _1 ^ ,i. dr

<?(P) = T W -5 ? + ( _ 1 ) * ■
0
or, introducing di'q into the integral on the right, we obtain:
* 1 r-dty 1 . , (-l)i-if-d'? 1 .
<? (P) ~ ? — t -7;— r dv+ 4- ------- a — T ——, dv~y . (7.9)
V '■ j dr1 rn_1 Q % J V dr1 rM_1 V
We now show th a t the first integral in (7.9) is_a polynomial of degree

/ — 1 in the coordinates • - ..r,, of the point P.
In fact, from the definition of it follows th a t
I CO
'■> V 1 d_ dl~kr1~ i <r

dk fr ~ , , Tn »n - i ,
dr ar*
k= 1 r
W
—1 A*~ ^ ”->
*■ ->~ ~
-7 ->
T
■= 2 C ir* " ‘ ' ■ p>) =
*= 1 r
I £ — -> ->
=y ^ dr1'•
p’
fc= I u= 1
I k- 1
=ky= 1*=0
y 1TS d*v (r, t P)
dr*
(7.10)
where Bk, Ck, a n d D*,., are c o n sta n ts which are binomial coefficients or
co m binations of binomial coefficients. _ _ ^
B u t v { r , I, P) = u { Q ) , w ith the s u b stitu tio n Q = P + r l , Q ( y u y 2 , - • -.v*).
Therefore
dv ± L i . = y dv yj ~ xj
dr dy. i Imi dv. r
3 j =i
where /_,= (y,—Xj ) / r are the com ponents of I, and we find analogously:
= V d*v
dr* . . — , ^ . . . d y . V<,
^ • • • lu =
*i. H......<s = l *
=± V c dsv
••• (.y„ — * „ ) V
E .,-. " W ••• aV
S u b s titu tin g in (7.10), we find:
d=*1
>ilb al a0 a
- X =/■»-! 2j X' X * ••• Xnn - C ,,. .. «n ( ^ „ ^ 2* •••»
E<^ < j —i
where fnl. . ,„n (yi,• • • ,yn) are bounded and continuous functions of
(j'n • • - ,yn) ’
r (!A...... yn) rn Pi—®i

= £ d in Pi yyi
ai<?i aJ'l
E p^-i
T herefore the first integral in (7.9) takes the form:
l r — dl6 1 ® a i r _►
(<?)
La .< / - 1
i.e., it represents a polynomial of d e g r e e / — 1 inx^.Vj.- • -..xy. We note

th a t ((/)-0 outside of the sphere C, since this p ro p erty holds
for v(Q) and all of its derivatives.
T h e op erato r _
1 r - d1*
U iT- * J ^'ar* m 2
-1
has the p ro p e rty th a t it carries an a rb itra ry polynomial of degree not

higher th a n I — I into itself. T h is follows easily from the fact th a t if one
s u b stitu te s such a polynomial in (7.9). th e second term vanishes. C onse
q u en tly J 1 10 is a projection o p erato r and formula (7.9) gives the decom
position of in terest to us.
We tu rn now to the investigation of th e second integral in (7.9). i.e.. to
the s tu d y of the o p erato r Uic/>. For this purpose, we note th a t
V c (w — * i ) 1 • • • ( y n — *n) dl=?
dr1 2u U dyl1 .. . dynn
E a .= J
T h is last formula is obtained like the one for 5T dr\
F u rth erm o re, it follows from this th at
2 C ,.......••• (yn — Xn)*n t / X

E<q«= I
dhf
x 1 N ....... p ) y v ,
dy i l . . . d y n" dy i . . . d y n»
We have
(~r\ p (47 -*7) • • - ( y ?i -*7») n ,t.

(V, H) — c a,......an r„ - i +t V—
b/ 7‘ 2’ • ■■ /ln n T
= a rt i - l V=
I i a, a, a — -r
= - h KC........0f/ i V ... />)) =
i —
= ; f t t ™*.......«„(r » '• p )>
S pecial pr o bl em s of f u n c t io n a l a n al ysis 55
where (r, I, P) is a b o u n d ed a n d infinitely^differentiable func

tion of its arg u m en ts. C onsidered as a function of ( Q,P ), it appears as a
bounded function of its arg u m en t. T h e n th e second integral in (7.9) takes
the form:
i-i dl<?
(-D dv- (7.11)
........ dx^' dx\ dx n
E I
In tro d u cin g the coefficients 1/ k a n d ( — 1)* '/* into th e functions ("and

w, we m ay rewrite (7.9) in the form:
? (P ) = 2 X ? * * 1 • • • x » n f C«1 (Q) ?(Q ) dV-> -|-

E a .< i-1 c ” Q
dy ^
{ rn-l 2 Wa'
E<t. = l
a» ^ ’ «i ----------- dv>.
ty'x ••• dy nan Q
(7.12)
T h e form ula (7.12) was established by us for functions having c o n tin u

ous deriv ativ es to th e Ith order. I t is n o t h a rd to see t h a t it rem ains cor
rect for an a rb itra ry function from W f . Indeed, let <j>(EW{p and let <j>h
be its averaged function. F o r <j>h, (7.12) is correct, i.e., we have
¥h(P) ^ Xl x n* f «M (Q) (Q) dv-> - ) -

—1 C
dl
"a** ... a/n» «
.. . ------H i ------dv+ = S m + oHh>. (7.13)
E*.=1
We set
5= £ ( Q)
E«.<i—i
a1,
(Q, «i <?
I t is obvious th a t ,/c <t>hdv—\fcL-[,---.cn(t>dv, and consequently,

S |M—S uniformly. In addition, by th e basic p ro p erty of th e derivatives of
the averaged functions, we have
dl?
0 for h
dy \l ■• • dy'n» dy\l . . . d y nan
T o the integral </>* we apply the theorem on integrals of potential type.

For this, A= n - I.
C onsequently, if \ = n — l < n ( l — ( 1/ p ) ) , i.e., if Zp > n, th en on the basis
of Theorem 1 and estim ate (6.2) §6, we conclude th a t <t>* is continuous and
besides th a t uniformly. In this case, <t>m ay be considered as a
continuous function and th en the equality (7.12) holds for all the points
of il
Using T heorem 2 a n d estim atin g (6.4) §6, we conclude: if A= n —
n ( l — (1 /p )), i.e., if Zp<n and if s> n — (n — \)p, i.e., if s> n —Ip, then
<t>*(ELq-(q*<sp/(n —Ip)) on every s dimensional manifold. In addition,
=> <t>* in L q- on every s-dimensional manifold.
In this case <t>£;Lq• on the s-dimensional manifolds, a n d form ula (7.12)
holds almost everywhere.
An im p o rta n t p ro p e rty of norm ed functional spaces is completeness,
i.e., the existence of a limit for every C au ch y sequence. T h e space W f
w ith the norms which we have in tro d u ced is complete. We shall establish
this som ew hat later. Now we shall establish some im p o rta n t theorems.
§8. Imbedding Theorems.

I . T h e i m b e d d i n g OF W f IN C.
Theorem 1. I f <t>(EW{p and n < lp , then <

t>is a continuous function.
Denoting the space of continuous functions as usual by C, and letting || </>|| c =
max 14>| , we will have
Si
||?I 1C< M |I ? I I w{in ( 8. 1)
where M is a constant independent of the choice of the function <t>.
Indeed, the continuity of </> was already proved in the cas e n < l p .
F u rth er, from (7.12) we conclude th a t:
Setting max lx','1- • = A (x,(ET ^ Z— 1), applying the M in

kowski inequality, and letting N be the n u m b er of different monomials
(jc',’1- • •Xn'1), ^ « , < Z - 1, we obtain:
i—i i—i i
V = 0 V ' < X . = '*

X \V= 0 Vi—
i .I= M
l —l
-j!
^ {2 S K'\ w..U)
•< = 0 V a . = -.
A pplying the in eq u ality (6.2), we find an e stim ate f o r | 0*|; we set

m ax| iyal...„n | = B ( P £ i 2, Q & l , Y tai=l)\
L
p
and using (7.3), we find:

I ?* I < *£A/, || ? || (i, < || ? || w.f0 < K" || 9 1| ^ i ) ,
p p
where N x is the n u m b e r of d istin c t derivatives of order /.

C o n seq u en tly \ 4>\ ^ S + \4>*\ < ( K ' + K") || 0 1 | = A<f || 0 1|w(0, and the ine
q u ality (8. 1) is established. T h e theorem is proved. p
2. Imbedding o f W f in L q-.
T heorem 2. I f 4> ^ W p{ and n ^ l p , then on any hyperplane of dimen-

sion s, if s> n — Ip and q <q = s p /( n — Ip).
In addition, we have the inequality
<a2)
V
Indeed, th e fact th a t 0 G L ,. was already proved in the proof of form ula
(7.12) for the case ^ E W ^ 1 for n ^ l p . I t rem ains to prove ( 8. 2). We have:
.i* +
l v = 0 and using the

estim ate (6.4) for \ = n — l, we find:
58 S. L. Sobolev
dli
,< « 2 | J ^ _ a, ^ a dv
dxt ... dxnn
<
< bkx y - || \\Lq- ^ ( K + K 2) || <t>\\ w(p =M\\ <t>\\ Wpl}, i-e., ( 8. 2) and th e theorem is proved.
Theorem s 1 and 2 indicate th a t the id e n tity tra n sfo rm a tio n carrying a
function 0 considered as an elem ent of W f into th e same function con
sidered as an elem ent of C (n <lp) or as an elem ent of L q- on an s-dimen-
sional plane ( n ^ l p , s > n — lp, q*<(sp/(n —lp ))), is a bounded operator.
In a following p a ra g ra p h it will be shown th a t it is a com pletely c o n tin u
ous operator, i.e., t h a t it carries a n y bounded set into a com pact set.
3. E xamples. W e have shown th a t if a n d n > lp , then <t>€zLq-
on any plane of dimension s, where s > n — lp and q*<q = s p /( n — lp), and
th e n th e inequality (8.2) holds. W e p resen t two examples showing th a t in
T heorem 2 the n u m b e r q* m ay no t be replaced by <7+ c, no m a tte r how
small we choose e > 0 . T h u s we will h ave shown th a t the given b o u n d q is
precise and m ay n o t be increased.
E xample 1. Let R < 1. W e consider th e hem isphere of radius R in
n-dim ensional space:
2 jc 5 = r » < / ? 2, *n>0 ( n > 3).

t E=1
T h e n u = ( r (n'2) :ln r) ^ W j 11 on Q, since
and
converges.
H ere an denotes th e surface area of th e h vpersphere in n-space.
W e consider the plane JCj = 0 (xn = 0); and set ^ " =2x} = p2. By Theorem
2, u( £L q- on the plane x : = 0, where
q* < 9 = (n — 1)2 2( n - l )
n — 2-1 n—2 *
W e show th a t
71—]
J . . . J | w | 9 + Edvn _ 1
a?i = 0
will diverge if e > 0 . Indeed
n T^_ R
J . . . j" ; u I 9 + Edv = ^ J w^ a 1--------- pn- 2dp =
•*1= ° 0 l p ~ |l n p |] 3+ '
-1 —I (n 2) t (n-
"2^T
P
g+ e
| In p| £«'
— ]n R
» - 2 - ( , + .) lr 2= - I + i ( / i - 2 )
from which it follows t h a t th e integral diverges no m a tte r how small c > 0 .

T h u s u is n o t su m m ab le to th e pow er <7+ ( on th e plane = 0 and th e re b y
does no t lie in L q+,.
E xample 2. Let <5> 0. We den o te by r 4 th e distance from th e point
(0,0,- ■-,0, —<5) to th e p o in t (Xi,- • • , x j , i.e.,
ri = 1/ ( x n -j- 8)2-(- 2
' t= i
T h e n on the hem isphere ft th e family of functions
is uniform ly b o u nded in th e norm in .

Indeed, th e integrals of ut and I3£/4/ d x ,|2 on th e hem isphere of
radius /? + 5 < (1 + R ) /2 < 1 and c en ter at th e point (0,0,- • —5) are u n i
formly bounded since th e integrals
l+K 1+ .K
—— 11
f r 2 dr
and f , ,^r 7,
J | In r\ ./ r |ln r |-
0 0
converge.
T herefore th e integrals o f | u 4| and Idui/ d x l | 2 on are also u n i
formly bounded (f2 is a p a r t of each hem isphere of radius + and by
virtue of (7.12) and (7.5) llu j^n ) is uniform ly bounded.
On the o th e r hand, it is n o t difficult to see th a t
n—l
J . . . j \ u t \q+‘ dvn _ x - > c o for 8 -► 0
x, = 0
and, consequently, ||u4||/, on th e h y p e rp la n e *! = () will no t be bounded,

i.e., for q*=q-\-i th e inequality ( 8. 2) will n o t hold.
§9. General methods of norming W f and corollaries of the Imbedding

Theorem.
1. A THEOREM ON EQUIVALENT n o r m s . L et H i and FL? be two projec
tion operators m ap p in g Wp] onto S t. T h ese operators generate norms on
W'p which we designate by ’|| 0 || and 2||<A||. W e shall say th a t these norms
are eq u iv alen t if one can give two positive n u m b ers m and M such th a t
for all (9.1)
W e consider the o p e ra to r Ei2<A= (FIi —F F ) ^ T h is o p e ra to r possesses

two properties.
(1) Zi2S = 0, i.e., Ei 2 carries into zero every polynom ial in S. This fol
lows from the fact th a t I I i S = F l 2,S = S. I t follows from this th a t Ej 2 p u ts
in correspondence w ith one and th e sam e polynom ial of S all th e functions
of one and th e same class V-ETp*.
( 2) Hi2(£ = 0, i.e., th e sq u are of th e o p erato r H]2 is th e annihilation o pera
tor.
Indeed, E ’ i2<t>= S, and consequently
S?2© = E12S = 0.
T h e o r e m . For the equivalence of the norms '|| 0 1| and generated by
the operators F F and I~J2.
d iS necessary and sufficient that there exists a
number M > 0 such that
E , 2?ll8 < ^ l l ? l ! (I) forall (9-2)

p
P r o o f o f n e c e s s i t y . T h e proof proceeds b y reductio ad a b su rd u m .
Suppose th a t the condition (9.2) does not hold. T h e n we m ay find a se
quence of functions {(A* |, (AtGWp*, for which
( k = \ , 2, . . . ) , (9.3)
llS 12?k|lS > ^ l l % ^ (I)
Norm alizing <t>k, we m ay assum e th a t ||</>*|| Lp«) = 1.

We consider th e functions V't= IK<At = <A*—IIi<A* and calculate both
norms of \pk:
'll <h II = 0+ II® * I (t)= 1. -since IIi'V * = °
-
p
S p e c ia l p rob lem s o f f u n c t i o n a l a n a ly s is 61
Since YU<t>k = S, n J U - r U - In addition, ta k in g (9.3) into account,
we obtain:
w i= i n A M - h t u - i n A =
p
= l I X 2?fc--- I I l? * l|s -f- 1 = | S 12<Pfc||s + 1 > k - \ - 1,
from which it follows t h a t 1 ^ * | | ^ * | | — °°. This c o n tra d icts (9.1) a n d the

norm s V l l a n d %<t>\\ are n o t eq u iv alen t, c o n tra d ictin g th e assu m p tio n of
the equivalence of th e norm s. T h e co n tra d ictio n shows t h a t (9.3) is false,
a n d therefore t h a t (9.2) holds for all $ £ W f .
P r o o f o f s u f f i c i e n c y . Suppose t h a t (9.2) is satisfied. T h e n
‘ ll?ll = l i n . Y l l s + I M U < [ l l I L f lls + 11( 1 1 , - I L ) T l l s ] +

^p
+ II?II (i, ? lls + ('W -M )ll? ll
^p
< (M+ 1)[IIIL? I s+ I ?I ,„ ]= (M+ 1)•
2I?II.
Lp
Analogously, it m ay be shown t h a t 2||(/>|| ^ (M-f- 1) • ^1<t>|| • T hese two in

equalities to g e th e r are e q u iv alen t to (9.1) a n d th e th eo rem is proved.
T h e condition (9.2) is conveniently w ritte n in some o th e r forms. We
have:
=ii? - il?=n,? - it.il ?=n, (?- il?)= it,tl:?

and analogously
s i 2? = — n 2i i i ?
Using these, we see easily t h a t each one of the following th ree inequali
ties below is a necessary a n d sufficient condition for the equivalence of
norms.
W e shall m ake use of this result below.

2. T h e g e n e r a l f o r m o f n o r m s e q u i v a l e n t t o a g i v e n o n e . W e shall
now concern ourselves w ith a more detailed stu d y of th e stru c tu re of p ro
jection operators yielding norm s eq u iv alen t to a given one. Let J ] i be
given.
T h e general form of a projection o p erato r will be
n n® s
where ,„n represents an o rd in ary a d d itiv e functional.
I t is not difficult to see t h a t these functionals have th e p ro p e rty
/ x ?' X2
.... . X1 x? X^n
n = ■
I{
ji if 2(«,—M! = o (9.6)
(0 if 2 (« < -M a> o.
T h e o r e m 1. In order that the norms '|| || and 2||(j!>|| should be equivalent,

it is necessary and sufficient that all the functionals lnl„2...„n should be bounded
in the sense of the norm defined by the projection operator J ]j.
P r o o f . I t is easy to see t h a t th e condition (9.5) for th e equivalence of

th e norm s is eq u iv alen t to th e system of conditions
I 4^.... .nn*? I<^11'?!!_«)• (9-7)

hv
I t rem ains for us to show th a t (9.7) is e q u iv alen t to th e condition of the
theorem .
Suppose t h a t all th e functionals l„m ...an are b o u nded in th e norm ‘||q||.
Then
4.., ••• % n * ? I < M 1II n > II w ,i) = M \ M L„y

p ‘p
i.e., (9.7) is verified.
Conversely, if (9.7) is verified, th e n ta k in g (9.6) into account, we find:
If,.--. «„?l = , „ I T ' (P I <
< i ...n ,? i + u , , ... ,„ n ;? i <» n , ? i i s i i ? i i ,,, <

Lp
Mi • Ml?!! wH), ( M x = max(l, M)),
wp
i.e., from (9.7) follows th e b oundedness of the functionals „n and the
theorem is completely proved.
T h u s, an a rb itra ry system of linear (additive and bounded) function
als / enon W'p satisfying th e eq uations (9.6) yields a projection opera-
tor J ]2 a n d consequently a new norm on W f , and this norm is e q u iv alen t
to th e norm with respect to which th e boundedness of th e functionals was
defined.
I f we now consider an a rb itra ry system of linear functionals hav. , the
n u m b e r of which is precisely equal to th e n u m b e r of m onom ials of power
n o t higher th a n / —l, and ta k e n so t h a t th e d e te rm in a n t of th e m atrix
^ = II ••• anXl ■•• Xn II >
is non-null, where each row of th e m a trix consists of th e values of one and
th e sam e functional and each colum n of functionals acting on one and the
same m onom ial, th e n from such a system we m a y alw ays co n stru ct linear
com binations Zal. which will satisfy th e eq u atio n s (9.6).
E ach such system of linear functionals enables one to define a n orm on
S by th e formula
II?IIs = I 2 ( A . .........„ ? ) » £ (9-8)

Such a norm , as we saw above, will be eq u iv alen t to th e initial norm
on S.
T h e condition \A | ^ 0 m ay be refo rm u lated in a form suitable for ap p li
cations in tw o ways.
I t is well-known t h a t if th e d e te r m in a n t of a square m a trix is not equal
to zero, th e n it is impossible to h ave a nontrivial linear com bination of
the rows of th e m atrix or of th e columns of th e m atrix which is a null
vector. Conversely, if th e rows or the colum ns are linearly in dependent,
the d e te rm in a n t m u st be different from zero. From th is follow two re
m arks.
(a) T h e condition | A \ ^ 0 is satisfied if th e following holds: for a n y poly
nomial P of degree not greater th a n / —l, we can find a functional such
th a t /i ‘M . P is not zero.
, nn
T h e value of a n y linear functional on a polynomial of 5 corresponds to
a fixed linear com bination of the elem ents in a column of the m atrix|| A ||
corresponding to various rows.
If th e condition (a) is satisfied, th e n it is impossible to find a linear
com bination of th e colum ns of th e m atrix ]| A || consisting only of zeros.
I n o th e r words, | A | ^ 0.
(b) T h e condition |j4| ^ 0 is satisfied if th e following is valid: for any
linear com bination of functionals
p= A a, ... an â, ... a,,,
we m ay always find a monomial
for which px‘{]- • •xinn^ 0.

T h e values of various p on th e set of m onom ials is in one-to-one corre
spondence with the various linear com binations of th e elem ents of the
rows of the m atrix A lying in all possible columns. I f condition (b) is
satisfied, then it is impossible to find a nontrivial linear com bination of
the rows of the m atrix A consisting only of zeros. T h is m eans th a t | A | ?^0.
3. N o r m s e q u i v a l e n t t o t h e s p e c i a l n o r m . U p to now we have con
sidered the equivalence of norm s arising from two a rb itra ry projection
operators and th e whole a rg u m e n t was suitable for an a rb itra ry dom ain Q.
We tu rn now to dom ains star-like w ith respect to some sphere C for which
we constructed a special projection op erato r defined by formula (7.12).
For th e norm given b y this operator, th e im bedding T h eo rem s 1 and 2
are valid, i.e., inequality ( 8. 1) for th e casen <lp and ( 8. 2) in th e c a s e n ^ Ip.
Let /i .. ( ^ 0 , ^ 1- 1) be a system of linear functionals on C (if n <lp)
or on L q• (if n ^ i l p ) . T h en , for example, in th e case of n <lp, we find using
( 8 . 1):
I*........s , ■? I < K, II? IIa < II? II , (K2 = K ,M ) ,

P
i.e., h„v ..an is b o u nded on W f in the n orm of th e projection op erato r (7.12).

An analogous assertion is valid if /i is linear on L q• ( n ^ l p ) . F rom this,
using th e preceding theorem , we obtain th e following theorem .
T h e o r e m 2.Let ha n, 1) be linear functionals on C (n < l p )

or on L q• ( n ^ / p ) and suppose that for each polynomial from S one of the
hayan is different from zero. Then the norm defined by (7.5) and (9.8) is
equivalent to the norm (7.5) obtained from the operator (7.12), and then (8.1)
and ( 8. 2) are valid if on the right hand side of the latter we understand the
norm of 4>to be given in its turn by the formulae (7.5) and (9.8).
4. S p h e r i c a l p r o j e c t i o n o p e r a t o r s . T h e a rg u m e n t in §§1, 2 is valid
for a rb itra ry domains. Now we shall d e m an d th a t th e dom ain 0 is star-
like w ith respect to some sphere C of radius H. F o rm u la (7.12) defines a
projection o p erato r of th e form
= 2 *;■ . . . x - A ( Q) f ( Q ) d v t , (9.9)
assigning to each 4>^Wp] a polynomial of S, where th e coefficients of this

polynomial depend only upon the values ta k e n by <t>on the sphere R ^ H .
On the set {Sj, this op erato r is the identity operator, as follows from the
integral id en tity (7.12). Therefore the functionals
S pecial pr obl em s of f u n c t io n a l a n al ysis 65
*■■••• * . t = J . W )?(Q )rf^ (9.10)

R< n v
have th e p ro p e rty th a t for any S, a t least one of th e functionals differs
from zero. Obviously, this conclusion is tru e for functionals constructed
with th e aid of a sphere of a rb itra ry radius since we m ay include every
such sphere in a dom ain star-like w ith respect to th a t sphere and obtain
the integral eq u ality (7.12).
Let T ( y u • • • ,y„) be such a p o in t of th e dom ain 12 th a t the sphere C, of
radius Hi w ith c en ter at T lies w ithin th e dom ain 12. We co n stru ct the
operator:
I I < 7 ,? = 2 I—.I . . . (xn - y S n X
X / J Q ) ? (Q. + T)<lv$-
T h e o p erato r (9.11) carries each 0 E W J ,0 into some corresponding polyno

mial S. In addition, obviously c a r ries each polynomial S into itself,
since formula (9.11) goes over into (9.9) by a tra n slatio n of th e origin of
coordinates and u n d e r this m ap p in g ) 5 [ is carried into itself. It follows
t h a t th e o p erato r is a projection, since I I c J I c |0 - T h e o p e ra to r (9.11)
will be called a spherical projection operator.
T h e o r e m . The norms constructed by means of arbitrary spherical projec

tion operators are mutually equivalent.
In order to prove th is theorem , it suffices to establish the equivalence of

th e norm defined by m eans of a rb itra ry spherical projection o p e ra to r with
the norm H^HV'1defined by th e formulae (7.5) and (9.8) w ith functionals
linear on C or on L q-, for n S: Ip, q ^ q = n p /(n —Ip ) , (s = n). We
shall show th a t these norm s are indeed equivalent.
In fact, ( Q) is b o u nded and therefore the functional
/ ® ( Q + T) dv>
is bounded on C ( n < /p ) or on L q- ( n ^ l p , s = n, q*^q = n p /(n —Ip ) ) ,

and as a consequence, on th e basis of T heorem 2, item 3 the norm gener
ated by th e o p erato r is eq u iv alen t to the norm || 0 ||*. T h u s the norm
generated by an a rb itra ry spherical projection o p erato r is e q u iv alen t to
the norm || 0 1| a n d all such norm s being m u tu ally equivalent, the
theorem is proved.
6. N o n s t a k - l i k h d o m a i n s . We m ay now free ourselves of the restric

tion of star-likeness imposed upon the dom ain 12 in the proof of the Im
bedding T heorem .
Let 12 be an a rb itra ry dom ain containing some sphere C of radius H.
Form ula (9.11) defines a projection o p erato r on W f and we define a norm
by formula (7.5). I t rem ains for us to show th a t under some restrictions
upon 12, the Im b ed d in g T h eo rem s 1 and 2 are still valid as well as the in
equalities (8.1) and (8.2). W e rem ark th a t if for some dom ain the Im
bedding T heorem s hold, then for th a t dom ain the preceding theorem of
item 4 is valid.
L e m m a . Let th and S22 be two domains, for each of which the Imbedding
Theorem holds. Suppose that 12! and 122 intersect in a nonempty domain 1212—
S2!l22. Then for the domain 12= 12!+ 122 the Imbedding Theorems are valid and
the norms defined by all spherical projection operators are equivalent.
Proof. Let in 12. T h e n <p^Wp] in 12L and in 122 and therefore

0 G C (if n< lp) in 12] and 122 are therefore in 12! + 122. One tre a ts the case
n ^ l p analogously. It rem ains to prove (8.1) and (8.2).
Assuming n< lp, we shall prove (8.1). L et C [2 be a sphere in 1212 and
H c I2* its spherical projection operator. T h e n
I!lie,,?II s + {i)II? II ,„jl in (* — 1, 2),

f'p J
from which it follows th a t in 12= 12! + 122 we h ave the inequality
since (,)|| < A = || || and where K^= max [KUK 2\.

As a consequence (8.1) is valid. Analogously for the case n ^ l p , (8.2)
m ay be proved. On the basis of the theorem in item 4 there follows the
equivalence of all norm s defined by spherical projection operators.
T h e o r e m . Let 12 be represented as the sum of a finite number of domains

12i,122)- • - ,12* each of which 12, is star-like with respect to some sphere Hr
Suppose that the sum is connected (by this we mean that each domain 12, inter
sects the sum of the preceding 12! + 122H------- b! 2,- i in some nonempty domain
Wj). Then the Imbedding Theorem holds for the domain 12 and the norms of
all the spherical projection operators are equivalent.
P r o o f . T h is theorem follows by the repeated application of the lemma

to the dom ain 12tH-122, 12i ! 22-(-123, etc. In the following we shall consider
only such domains, and will not speak of this on each special occasion.
W e m ay w ith o u t loss of generality consider only such norm s on the
space W]1' as are e q u iv alen t to the n orm s ob tain ed from spherical p rojec
tion operators. W e will call such norm s n a tu ra l. Each tim e t h a t we speak
of a norm or of convergence in the space W]1 ? if no special provision is
made, we shall have in m ind an a rb itra ry n atu ra l norm and convergence
with respect (o an a rb itra ry natu ral norm.
6. E x a m p l e s . We introduce two examples, illustrating applications of
(he above theorem s.
E x a m p l e 1. Let p — 2 , / = 1, s — n ^ 3. Since q — 2n/(n — 2) > 2, we m ay
take (/*—2, i.c., W 2'CL-i- Since 1= 1, for the definition of the norm it
suffices to ta k e one functional (polynom ial of th e zeroth degree, th ere
exists only one polynomial of null degree). W e choose
(A, «) = |* o dv.
If is obvious th a t (/i,l)?*(), and th e functional h is linear on L 2■T h e r e

fore on (he basis of T heorem 2, item 2, we have
£ (& )’ H * ] •
from which there follows
(9.12)
“ 2 <—l
T h e last inequality is well-known un d er the n am e of P o in c a re ’s inequal-
ity.
E x a m p l e 2. Let p = 2 , / — 1, ,s> (n — 2) • 1= n — 2; s {= n — 1, s2= n.
Since qx= 2 { n — l ) / ( n —2) > 2, we have W 2]C . ^ 2 on m anifolds of d im e n
sion (n — 1).
We p u t
n—1
(h, cp) «= J . . . J <odvn_ j.

s
We have {h, 1 ) ^ 0 , and the functional h is b o u n d ed in L 2 on th e m a n i
fold
On (he basis of the sam e T heorem 2, item 2, th e Im bedding Theorem
holds for ( he norm
n — 1
j J" • • • j ? dvn-l | “H I ? ’
and in p articular, since W 2UC ^2 on 5 (.s2= n)

» —1
{ < ? d v \ + ii?]] j ,
2 S Lp J
from which follows
J | ? |a dv < Mj | | J .. . J ? dvn_ j
+ m £ )H
2 <= 1
(9-i3)
I t is obvious t h a t T h e o re m 2, item 2, can yield m a n y inequalities for
suitable choices of th e functionals A .
§10. Some consequences of the Imbedding Theorems.

1. C o m p l e t e n e s s o f t h e s p a c e W p . W e consider a C au ch y sequence
U*}, ^ E W p 1. Suppose th a t th e n orm in W f is defined by an a rb itra ry
spherical projection o p e ra to r JJ. W e have:
ll?m ~?fcll m, k >o o . (10.1)
p
On th e basis of th e Im b e d d in g T heorem s, we conclude th a t
I <?,n IIq * °(^ < lp')] II?m— *kll£?*-»■0 m,k-+co,

and consequently, | 0* | converges in C (if n<lp) or in L ?. (if n ^ l p ) . Let
j>0. S e ttin g J~[0*= S*, we obtain from (10.1):
the limit of th e functions be <
m, k —> oo,
from which follows:

II S m ---Ârllg 0, m, k —► oo ;
( 10 . 2 )
l|?» — ?fcllL(t) - o, m, k —> oo,
P (10.3)
F rom (10.2) it follows t h a t th e coefficients of 5* converge to finite limits

a n d therefore th a t S k converges uniform ly to some polynom ial S„.
Obviously, we h ave
|| S* — S 0||s - + 0, k -> oo. (10.4)
F rom (10.3) it follows t h a t
dl tp dl CO ,
dx'i ■• • d*ll .. dx'n*
i.e., each of th e derivatives dl4>k/dx"xl ■■-dxa

nn converges in Lp to some
fu n ctio n w al...„nG L p. We show t h a t
S pecial p r o bl em s of f u n c t io n a l a n a l y s is 69
________
(10.5)
dx^dxl- . . . dxa
n»
Indeed, for each \p having continuous derivatives up to th e /th order on

th e whole space and vanishing outside some d o m ain V^CO, we h ave
dty . , . C .
I* ^ a, _a
dv = a. _ a
dv,
dxi ••• d x » dx 1 ••• dXnn
from which, ta k in g th e lim it as k—*oo, th e correctness of (10.5) follows.
T h u s, 4>0G W ,111 (since a>Q1 ...>(lnE T p ) . I t is n o t difficult to verify t h a t
f ] 0o= 5,o. In fact, replacing h and passing to th e limit, we
obtain:
IT ?o = klim
->
II ®fc =
oo
lim S k - S 0.
fc ->oo
Since dl<t>k/dx"1- ■-dx“n=> coal...Qn in L p and by v irtu e of (10.4), obviously, we

have
II To — ?*ll w® °>
p
T h e com pleteness of the space W f is proved.
2. T h e i m b e d d i n g o f W f i n Wp*. U p to this p o in t in §§7,8,9 we h ave
n o t discussed th e d eriv ativ es of order less th a n /. In §5 it was observed
t h a t from th e existence of th e generalized d e riv ativ es of higher order,
th ere does n o t follow in general th e existence of deriv ativ es of lower order.
Now th e following th eo rem will be proved.
T h e o r e m . I f 0 E Wp°, then 4> has all generalized derivatives of order less

than I. For these:
( 1) I f l p ~ ^ n , 0 ^ m < l — (n /p), then d'V /dx?1- • -dx°n is continuous and
d,ny
< M IM ( 10 . 6 )
w (I)
0*1 • • • K *
(2) I f 0 and m } z l — (n / p ), s > n — (l — m ) p , then on every manifold of
dimensions
dm<f
a, , a 6 Lq*.
d x t . . . dx nn
where q* <q = sp /{n — (/ —m)p), while
dm<f
< M II © II W{1) (10.7)
dx !i l ••• dxan V
n V
R e m a r k . Iflp > n , th e n Wp)(ZCl~^n/p^~1i i.e., W f is p a rt of th e space of
functions having / — [n/p]— 1 continuous derivatives. This follows from
the first p a rt of the theorem . S e ttin g s = n in th e second p a rt of the th eo
rem a n d noting t h a t in this case the permissibility of q* = q is established,
we conclude t h a t if k 5: 0 and k ^ .1 — ( n / p ) , then
c np for W® <= , (* < /).

n —a —k) v 1 J—k
P r o o f . It suffices to prove the theorem for dom ains which are star-like
w ith respect to some sphere.
Let 4>(P) be continuous and have continuous derivatives up to order I.
T h e n formula (7.12) holds:
<?(P)= ^ x °i x nn J (5 ) ? (Q) d v ^ - f
< i-i R<n
T h e theorem will be proved if we show th a t
dm
dx? dx d rn-i w«„
dx
u nn
dv =
1 rm dl'i ( 10. 8 )
rn-l +m or
dv,
n dx, dx
UA-n«
where “ 1••‘«n are b o u nded functions.
Indeed, let us differentiate m tim es b o th sides of (7.12) w ritten for the
averaged functions 4>h. T h e limit of the first term -of the right side for
h — 0 will be the polynomial
d"'S
th e coefficients of which are simply expressed in term s of the coefficients

of S and as a result,
dmS
< Af || S ||s .
dx*n
T h e limit of the second term of the right side will be the sum of term s of
the forms of the right side of (10.8). On the basis of the theorem of §6 on
S p e cia l p rob lem s o f f u n c t io n a l a n a ly s is 71
integrals of po ten tial type, th e assertion of th e theorem follows.
For the proof of (10.8), it suffices to show th a t
dm w M (Q, Pj
0JCPji fix-I w («. P) )• r*i-l+m
(10.9)
dx n
where for simplicity th e subscripts are om itted. W e h av e (§7, item 4):
(*1 ~-V)8* (*n— y n)a»

fti —I w (Q, P) = rn x (Q, P)
and shall show th a t each differentiation of l / r ' 1~/ w{Q,P) increases by one
u n it the negative exponent of 1/r.
Indeed, for the first expression
(•*1— yO*1 ••• (x n yn ) n

rn
this is obvious. ^ ___
If weâre^given^Qând P, th en r=\Q —P\; 1= (Q — P)/r,v{r,l, P )= v (Q i),
where Qj = P + r ]l = P + (r 1(/ r) (Q — P). Therefore,
n —1 .
X « . P ) = - / i > p - t - 7- W - P ) ri drv
D ifferentiating w ith respect to x u we find:
di (Q, P) V
dxx
r j —1
n —1 .
X ri dr1 =
------- r---------------
l r r'dviQi) n . v (* 1
r2 -X
T[i *Vi r' dr'
T j= i
CO _
+ * (Q )
r
CO _>
f d«((?l) n—1 .
r
1 4v, r ‘
D enoting by xi(Q,P) and X2(Q,P) and so on, integrals of th e sam e ty p e

as x(Q>P) MQi) is replaced by a su itab ly often differentiable function,
r X 1 is replaced by rf, r? + 1 etc.] we obtain:
n
di
dxt - [ - y .,( Q . P) + J , ' / ( , B P) +
y=i
+ X2(5. P) + v ( Q ) r ”- U v
from which it follows easily th a t fu rth er differentiations w ith respect to

X, will each no t increase the polarity in 1 /r by more th a n one unit. Thus:
dmyjQ, P)
dx \l
= p )'
where a)(Q,P) is a bounded function of its argum ents. T h e re b y (10.9) is

proved and consequently the theorem as well.
R e m a r k . All through §7, the theorem s were form ulated for hyperplanes
of dimension s. T hese theorem s are extendable to sufficiently sm ooth
manifolds of dimension s. N am ely, if the manifold of dimension s lies in
some dom ain for which there exists a topological m ap p in g which is con
tinuously differentiable w ith bounded derivatives and which carries the
manifold u n d e r consideration into a hyperplane, th en for th a t manifold
all th e theorem s stated for plane d om ains are valid.
For th e investigation of certain problems, it will be im p o rta n t to know
the b ehaviour of functions on th e boundaries of domains. W e introduce
a class of dom ains which for convenience will be called dom ains w ith simple
b o u n d ary . W e shall say th a t the dom ain Q has a simple b o u n d ary in the
case th a t th e b o u n d ary can be decomposed into a finite n u m b e r of m a n i
folds SJ,11. u S n { - 2, - • • , S o \ - ■■.So*1 of various dimensions and such th a t each
manifold S„_s by m eans of a tra n sfo rm a tio n of coordinates defined on part
of the dom ain ft, and continuous w ith continuous derivatives up to /th
order, and can be tran sfo rm ed into a hyperplane. For dom ains with simple
b o u n d ary , we m ay assert th a t the Im b ed d in g T heorem is valid also for the
b o u n d a ry manifolds.
3. I n v a r i a n t n o r m i n g o f W p[ . For fu rth e r discussion, it will be con
venient for us to introduce a norm on Wp1 in still a n o th er way.
L et Wp]. T h e n </>£Lp’ and by virtue of the Im b ed d in g Theorem
<?€ V
W e shall show th a t th e norm ||</>|| vv^' given by the equality
i ■<!,>; —
= ii "i ii p + r.I.
p
is equivalent to an a rb itra ry norm constructed by m eans of a spherical
projection operator, i.e., it tu rn s out to be the n a tu ra l norm.
T h e right hand side of the equality which gives the definition depends
n eith er upon the choice of th e origin of coordinates, nor upon the direction
of th e coordinate axes, and th ereb y tu rn s o u t to be in v a ria n t u n d e r all
possible changes of coordinates. F ro m this we see t h a t the n a tu ra l norm
m ay be defined in an in v a ria n t way.
We show the equivalence of||<£||%> to an a rb itra ry n a tu ra l norm . Let
M'p
|| 4>O ') be a n orm defined by m eans of some a rb itra ry spherical projection
**P
operator. I t is necessary to show th a t th ere exist c o n sta n ts m and M such
th a t
tn i ? 0 > 
We have:
i?11%= iiii ?i7/)+1 iii ?iu>= ii?i i ^ - h i l ? k
where is th e given projection operator.
F u rth e r:
II® llz ( U < l l ? O V
P
We shall prove also th a t
where K is a c o n sta n t depending upon the shape of the dom ain ft.
L et th e coefficients of the polynom ial be a 01„2...„n; th e n obviously
( 10 . 10)
II i i ? 1% < max I •••«.!•
On the o th er h a n d , each of the coefficients a 01„2...ar] m ay be represented

as an integral
aili, ••• an == j* • • • J* ^«i«t • • • <*n ( A l* 2 > • • • > * n ) ? (* 1 > * 2 ’ - • • » * n ) X
X d x { . . . d x n,
where f(x 1(- • -,.xn) is a b o u nded co ntinuous function of its arg u m en ts

(cf. (7.12)). A pplying H o ld e r’s inequality, we obtain
From this, finally:
It remains to o b tain the opposite estim ate. Since we always have

Wp'CZLp, by th e Im bedding T heorem we have:
ii <pii < /fii? C « )-

v (p)
In addition,
from which obviously follows:
§11. The complete continuity of the imbedding operator (Kondrasev’s

Theorem).
1. F o r m u l a t i o n o k t h e p r o b l e m . In this section it will be shown th a t
every bounded set in W f (bounded in norm) tu rn s ou t to be b o u n d ed and
equicontinuous in C, if n < l p , or in L q‘ in n>lp. Obviously, if the dom ain
12 is the union of a finite n u m b e r of dom ains for each of which this asser
tion is correct, th e n it will be correct also for th e dom ain 12. For this reason,
in the proof of th e theorem we restrict ourselves to the case of a dom ain 12
which is star-like w ith respect to a sphere C of radius H. As a p rep aratio n
we shall establish a lemma on integrals of a special form. We introduce
some notations. Let P and P + A P be two arb itrary ^p o in ts, Q the point
corresponding to the variable of integration, r = | P —J J \ , r, = | P 4- A P - Q\.
Let /( P ) G P p on 12. W e shall consider the function f(P) to be equal to zero
outside of 12 and extend it th ereb y to th e whole space. Let 0 < / \ < n . W e
consider the integral
U ( P , AP ) = f {r + ^ ~ l f ( Q ) d v - , (11.1)
r r.
r <R 1
where R is an a rb itra ry n u m ber larger th a n the d iam eter of the dom ain
12. We represent it in th e form
U ( P , AP) = / ^ + J ^ + J
|API ^ | AJ» | r < R 1
2 2 |AR|
r < R r< R r >
For Fixed \ P , th e last integral is bounded, th e First integral is b o u nded by

\ / r \ and th e second by 1/ / . Each of these integrals yields a function in
C i f n < ( n — X)p, o r a function from L,. if n ^ (n — X)p, since the variable
dom ain of in teg ratio n m ay be replaced b y a Fixed dom ain by m eans of
introducing m ultipliers which are equal to zero or u n ity on the corres
ponding domains. T herefore U(P,AP) will lie in C or L q• in the corres
ponding cases.
2. A L E M M A O N T H E C O M P A C T N E S S OF THE SPECIAL IN TEG RALS IN C. I f

n < (n — X)p \i.e., if X < n / p ' |, then
| A P | | t / ( P , A P ) |< C ||/ [ ||A P |f » , (11.2)
where li is a constant with 0 <Li ^ 1.
P r o o f . Since X <n /p', Xp' <n, and as a result l / r * £ L p- on a bounded

domain. W e have
\U(P, A P ) |< J P + Z-lV- 1

„x,x 1/ (Q) I dv+.
r < R
A pplying the H older in eq u ality w ith th e exponents p and p ' , we find:

i
(P. U
'r ^
<RR
f -+fS ; / dAP’ =
u ( p .&mP \) l^<mV li( I a ^ j ^ d v f
1
= i\\fV
)
n j wY, (n .3 )
W e investigate th e integral
_ f ir + r J r ' - P' J
J
r < R PP'rY ^
For this purpose, we pass to new variables, settin g x ,= | \ P If.-. y>= I A P h ,,

where the coordinates of th e point P are x, and th e coordinates of Q are
y,. U nder this change th e point P goes over into th e point P u the point
P + AP into th e point P 2, such th a t | P) — P 21= 1. T h e p o in t of integration
Q goes over into the_ point Q:.
We will have | Qi —P }| = p = r/ | A P | , | Q\ —P 2| = P i = r j | ^ P | , dv()=
| AP\ nduqr We obtain:
(P + Pi)Xp,~ p , |AP \ V ' - P ’
J ?Xp'?\p' I a p i2X*'
AP \ndv-> =
V.
p < -4
I AP I
= | AP |7,—xp '—p ' j*

(o A-oAXp> ~~p ' -►
P ' Pi
p<
U ^l
D ividing the integral J 2 into two parts, .we obtain:
/
(P + Pi)Xp,~ p ' dv+ =
?Xp'?\p ' Qi
UP |
r (p + p , P '-”' , r ( p ~f~ pi)
Xp’ — p '
-
P< 2
p^p'pjp' ?.+ 2< r <
1 Pxp'p ^ ' <?i
a P |
T h e first term does not depend on |A P |, so t h a t th is is a convergent

integral.
E stim a tin g the second term , we rem ark t h a t outside the sphere 2,
P i / p is included within fixed bounds, for since p — l ^ p i ^ p + 1 , from which
follows: 1 — 1/p ^ p i/p S 1 + 1/p, he., 1/2 ^ p j p ^ 3 / 2 . Therefore
r
U? I
(p + Px) X p ' - p ' —p' —Ip' —1
/ R
Xp'
pp Pi
Xp'
/ p” " ' ' 4°.
2 < 9 < — fT
I 4P I
where i f is a constant.
Thus
n — p ' — Xp'
y , < / c , + /ca (11.5)
4P
T a k in g account of (11.4) and (11.5), we obtain:
-/ 1< Q > + C 1| A P | " - * ' - ^ ' .

From formula (11.3) there follows
I U (P. AP) K J I /U fC a + C, IA P ln- p' - Xp'] Jrt

from which we find:
I A^ 11 U (P, AP) | < ||/1| [C2 | AP f ' - f Cj | AP |r*~ Xp' ] l .

S pecial problems of f u n c t io n a l a n al ysis 77
I f we set m i n ( l , (n — Xp')/p') = 0, we o b tain
| A P 11 U (P, A P ) | < C | | / | | | A P |p, where 0 < p < i)
a n d th e lem m a is proved.
R e m a r k . I f n — Xp' —p ' = 0, th e n by a m odification of the a rg u m en t
we o b ta in 0 < 1.
3. A l e m m a o n t h e c o m p a c t n e s s o f i n t e g r a l s i n L q-. From T h eo rem
2, §6, we have t h a t if (n — X)p (i.e., X ^ n / p ' ) and if in add itio n s <rc —
(n —X)p, th e n U(P, ± P ) ( £ L q‘ as a function of the p o in t P for fixed SP
on an a rb itra ry h y p erp lan e of dimension s for which
q* < 7 = sp
n — (n — X) p '
Lemma. Under the conditions of Theorem 2, §6 we have the inequality
| A P H | U ( P , 4 P ) t l 3, < C | / | [ | 4 P | ' , (11.6)
where 0= m in (l,2 f), if 2t = (n/p') + (s/q*) — X ^ 1, and 0 = 1 — v where ri is

arbitrary with 0 <77 < 1 if (n / p ' ) + (s/q*) —X= 1.
W e shall prove the lem m a in the case 2 « ^ 1 , leaving the proof for the
special case 2t = 1 to the reader.
P r o o f . W e have as before in th e p roof of T h eo rem 2 , §6 :
k > jr, j = j — n + \= > k — y , i.e.,
W e p u t X= (n/p') + (s/q*) —2t, where 2t = (s/q*) — (s/q) > 0. W e choose,

as before, q *> p (p <q*<q).
F irst j ) f all, we establish an auxiliary in eq u ality for the function
| U(P, A P ) |? . N am ely, we show th a t:
I U(P, t> P )f [ ( -
1*
(r + a,) - ( • + 4 ) -- dv+. (11.7)
x j \f? r s — ' 3*^8 — «4* Q
r<K
78 S. L. Sobolev
In fact, we obviously have

H 1 “1
e—
\U {P, A P ) | < J [ |/|P^ ~ ^ ) ] | / |g> ( L + / i ) g* _----- L
X
r
X* r«*"
n l
• -------
('• + n )p'
X n n dv+.
Q
W e apply H o ld e r’s inequality to th e last integral w ith the exponents

1___ "/»*
^ T T pT - ?*> P'-
J ____ 1_ = 'q*—
P <7*
As it is easv to see
q*— p , 1 , 1 __ 1 _____— =
W e obtain
i i
| U {P, A P ) | < [ J \f\p d v + y ®* X
r<R
«—(6+ v ) 3*
f | f\l> (r -hri)---------- 1 dv-
X I I / I — t g * s — eg* X
** —
Lr < R
' '1
n- ( , + i - y
f ( r + r l) * “ hi;>
X J n — t p ' n —ip e
^ Rp
r < r rl
_1_
h"-(■
- li+ t 4 >
i —L
*<o (AP)
f I / [P(r+ rt)- - - - - -
^ ( r + r p ------------ d 5*
J 1 e 2*
s — eg* 8 —-e/ ( 11 . 8 )
r< R 1
where
n- ( ' + 4-)^'
u) (AP) = C ( r + rX x
J r '* - £R y » - *P — d v +Q
r < R ^ r l
E stim a tin g wfA/5) by the same m eans as we estim ated J , in the proof of
Lem m a 1, we obtain:
S pecial pr obl em s of f u n c t io n a l a n al ysis 79
n“ (e+ T ) p
(0 (AP) < 1 AP ,(— f > 7 (P + Pi)
■JR
pn - t p ' ? n - t p '
dv^ )
I API
R
< i a p i (■
Fro m (11.8) and the estim ate which we h ave obtained for |w(AP) |,
(11.7) follows. W e rem ark th a t in the e stim ate for |w(AP) |p for f <7 the
first term is the im p o rta n t one, while for i > \ it is the second term.
Using (11.7), we pass to the estim ates of th e integrals of | U(P, AP) ^
on an a rb itra ry manifold of dimension s.
For simplicity, we restrict the a rg u m e n t to th e case of a hyperplane.
T h e general case m ay be reduced to this by a tra n sfo rm a tio n of coordi
nates.
In te g ra tin g th e inequality (11.7) in th e variable P and interchanging
th e order of integration, we obtain:
8
/... j \ U ( P , AP) ! « • * , . x
(11.9)
In the interior integral in th e variables of the p o in t P , two singular

points Q and Q — AP will be possible. Each of these points for various
values of Q m ay fall either on or outside th e hy p erp lan e over which P
runs. We e stim ate the interior integral by a device which does not depend
upon the positions of th e points Q and Q — AP.
80 S. L. Sobolev
First of all, applying our previously described change of coordinates,
we obtain:
J ... ‘ )a' x
X — ^ pl - . a!. - X = | A P | (‘ ( 11. 10)

r rl
•< -5r
I API
We decompose once more the dom ain of integration into the portion
lying w ithin the sphere p s? 2 and the portion lying outside th a t sphere
S 8
V ' 2/
(P + Pi)
A = J,+ J,= j ■■
P< 2 p> 2
J 8-•«* 8-«3* d vB. ( 11-11)
We shall show now th a t th e integral J 2 is bounded for a rb itra ry posi

tions of th e points Q and Q — a P. W e introduce on the plane a system of
polar coordinates, ta k in g for its center the^ projection of the point Q on
the plane. Suppose th a t this projection is Q0. T h e distance in the plane P,
to the point Q we denote by 9i. T h e n p = ($K2+ /i2) 1/2, where h is the
distance of the point Q from the plane.
Suppose, further, th a t the projection of Q— a P on th e plane P, is Qu
the distance on th e plane Ps from the point Qx is denoted by $!, a n d the
distance of Q —a P from the plane by h {. T h e n
Pi = V W + ~ ti[.
For h> j, hx> \, the integral J 2 will be bounded by v irtu e of the fact
th a t p and pt will both be bounded from above, as well as from below (by
the value | ) . For h < /i, > {, to estim ate th e integral we rem ark th a t
p + P i ^ 5 , p , > j , p ,> T h ereb y :
SR< 2
where K x is some constant.
Similarly we estim ate J 2 in the case in which h> /i, < { . Finally in the
S p e c ia l prob lem s o f f u n c t io n a l a n a ly s is 81
last case, in which h < \ , * , < i , the distance betw een the p o in t Q0 and Qi is
greater th a n 5 and, consequently,
4
h < K J . •• J g p - .a 'g jj— a* dv*'

■R < 2 1
i.e., t/2 will be a convergent integral.

We now e stim ate th e integral J 3. We rem ark as before th a t th e ratio
p\/p is included w ithin fixed bounds, and, using polar coordinates in the
plane P.v, we shall have:
I A PI
R
-V
fl 8- 1 | / 1R2+ /Z2] " rfJR,

a
where a = 0 if h > 2 and a = (4 —/i2)1/2 for /is; 2. For h > 2 this integral is a
decreasing function of h. T herefore it suffices to verify the e stim ate for
h ^ 2 . For these values th e in teg ran d is bou n d ed on the segm ent a s | 9?^2.
F u rth erm o re , if 2, we o b tain by m eans of some estim ates:
R
■> —(«—- W
= c 4+ c 5 | a p i ^
From this, using ( 11. 11) and the boundedness of J 2, we find:
•A Q ■[AP | ^ a^9
T h ereb y , on the basis of (11.10), we obtain:
and if we apply (8.9), we obtain:

82 S. L. S o b o le v
f .- 4 V 'l£
r ... r i u ( A P ) r ^ y J
[J . .. f \ U ( P , ap) ! 4’ ^ , ] 4 <1/11 •
from which follows:
| AP| [J . . . J 1 (7 ( P , AP) f *,,]"■ < Bll/ll | AP |J ,
where 8= min ( 1, 2e) and th e lem m a is proved.

4. Complete continuity of the imbedding operator in C.
T heorem 1. I f n<lp, then the operator of imbedding W p( in C is complet-

ly continuous , i.e., for any set {</>}C Wp1 with bounded norms || <p|| </>^ N , are
n
P
compact in C.
From the Im b ed d in g T heorem s it follows th a t {< t>| is b o u nded in C. It

suffices to prove the equ ico n tin u ity in C of the set |<£}. W e have < j>= S +
<t>*, the decomposition of <t>by the form ula (7.12).
Since || S || 5+ || 0 1| m ^ N for all </>E j <t>\, ||S and, as a result the
LP
coefficients of the polynomials S are uniform ly bounded. Fro m this follows

easily the eq u ico n tin u ity of the polynom ials S. I t rem ains to show th a t
from || 0 1| (/>igN follows the equ ico n tin u ity of th e <t>*. W e have:
'P
dv~ ■ ( 11. 12)

2 =l d 1x .. . dx*n
n ®
Set
r,= IQ -(P + A P )\.
T h en
........«n { Q , P + b P ) Wa,...... a J Q . P ) _ tt>«,..........qn ( r v TU P + AP)

„n—I -» - 1
«»«......... ^{r .'I.P)

n—l Wa ( '■ V ) ( 7 p - ; i y ) +
•••. °n (r i> (u P + A P ) — w 8| . . . • „ ( ^ . ' . , P + A P ) ] +
- f [ w ° , ... P + A P ) — w a i ... . n ( r , / , P + A P ) ] +
+ [w o . . . . , a n (r, T p + a p ) — ™ai, .. ??)]}. ( H. 13)
Since Lvtti, ,i<n(r, I, P) and its derivatives with respect to r, I, and P are
hounded, while in addition | r x—r \ ^ | A P | , (r + r j r ) > 1, and 1/ (r + r d >
/ 1 > 0 (the dom ain being hounded), it follows th a t
r n - l [ Wa ...........( r I> ^P) w «, .................. an ( r ’ ^1* P ^P )j J -<;
Ax\^P\
■i r- ^ 1
i ^/ „n v(r ^+ 'r 1i1____
< rn —l ^ r n - l rn - l •
rl r r\
Analogously we find:
1
_n—I m ....... «„ ('• Z* P + A P ) — ......... „ w (r, /, P ) <
-f- n) n —I —1
_n — I n— 1
' 'l
F u rth erm o re, since / = (Q — P ) / r , /j = (Q — ( P + A P ) ) / r u
? + rQ— r P — rAP — rtQ + r,P — (rt — r) (Q — P - AP)—r,AP

► i —» 1 ww 'i' ■ ■"* 1 't
1 rrx rrx
i r 1_ r i < i L i ^ i + r i o £i = 2 |4pi
rrx r\r
Therefore
- j = r [ ■»......... ' „ ( ' X p + - « . . . . . . J r , T , P + A P )] | <
< A‘ 1I z ’1 < ' ^ 1 1API — < * A , I API ^ ' t P X ' P r .

84 S. L. Sobolev
and, finally,
s ' A 1 I r ' 1- 1 ___ r n ~ l I
w. ............. ^ n-1 ry-l'r I
f •1
Ai - | / n— I— 1 | n — I —2 I i n — I— 2 ( n —I — 1\ ✓
rr ^ l 1n -l 1
I — r I (r + r rt + - - . + rr1 + rx )<
. A |A P | , i v n -I-l .
^
r n — 1 /-jn — 1 V i r l) ’
n > /, rt — / — 1 > o.
S u b stitu tin g these estim ates in (11.13), we obtain:
Wai...... ... ( Q .P + A P ) w.,........ « „ ( $ . £ ) s r (r + ^l)
„n—I —I ^ ° r.n—l r.n—l >
and from ( 11. 12) we find
•> -+■ ■> , -*■ C (r r , 1 n — 'I— 1
i? . ( p + i p ) _ ¥ . (P ) i < c | A P i r x
J
q
r r.1
a 1?
x 2 (11.14)
ax? dxan
n
Ea<= 1
In the derivation of the inequality (11.14) we never used the assum ption
th a t lp > n . We apply Lem m a 1 to (11.14), p u ttin g \ = n — l. We obtain:
n —X= I, (n —X)p = Ip, and by th e hypothesis of the theorem , lp> n; con
sequently the inequality n < ( n — \)p is satisfied. T h e n
|® * ( P + AP) — ®* (P)|</C|h>|| (I) |A P |P; p = mi n ( l , / — U1. 15)

p \ P /
from which follows th e eq u ico n tin u ity of <t>* for a set jtf>| b o u nded in
W f , since this estim ate of the oscillation does not depend upon the
particu lar m em b er <£ of the family of functions j</>|.
Theorem 1 is proved.
5. Complete continuity of the operator ok imbedding in L q-.
Theorem 2. I f n > lp , s > n —lp, q* < s p /(n —Ip), then the operator of im
bedding the space W f ] in Lq- for an arbitrary hyperplane of dimension s is
completely continuous, i.e., each set J \\ u) turns
P "
out to be strongly compact in L q-.
T h e proof of this theorem is essentially a repetition of the proof of

T h eo rem 1. It all reduces to the proof of the eq u ico n tin u ity in the large
of the functions </>* in L q- if || 4>|| m ^ N . We need to show th a t
LP
II®* ( P W+ A P ) — c?*(P(8))|L < ef (11.16)
if only |A P | < 5 ( 0 , where 5—0 when «—0. For this purpose, we apply
L em m a 2 to th e right side of (11.14), p u ttin g A= n — /; th e n the inequality
n 2 ;(n —\)p is satisfied since by th e hypothesis of th e theorem n^tlp. We
obtain, using the in eq u ality (11.6):
II?* (P'” + 4 P ) - ® * (P W)II, 11^,1A ? |p;

<2 p
P = n>ln[l;^r — ( y - / ) ] ,
from which there follows (11.6). T h eo rem 2 is proved.
R emark. Suppose th a t on the d o m ain il th ere is given a sum m able
function ■•,*„). Let £ be a sm ooth manifold of d im e n s io n s. We
shall say t h a t (xu - ■■, is co n tin u o u s in the sense of if
Q*
J | ' f( P + A P ) _ ? (P) dE 0 for | AP | -> 0,
E
for any manifold E for which only the tran slatio n of E by the vector
AP is contained in Q. F rom the theorem s proved above it follows th a t
every W f is continuous in the sense of r if s > n —Ip and q* <
s p /( n — lp) (if n — Ip < 0, th e n </> is continuous in the o rd in ary sense).
Chapter II
VARIATIONAL METHODS IN MATHEMATICAL PHYSICS
§12. The Dirichlet problem.

1. I ntroduction. As is well-known, th e eq u atio n s of m a th e m atica l
physics often a p p ea r as th e E uler eq u atio n s for certain v ariational p ro b
lems.
In th e calculus of variations, when looking for the ex trem u m of some
functional of th e form
d x n -\-
2
dxr
x>)dx
in some class of functions, one finds th e solution of some b o u n d a ry value

problem for the corresponding E u ler equation.
On th e one h a n d these variatio n al problem s for the ex trem a of func
tionals m ay often be solved by direct means. So it is n a tu ra l to ask w h eth er
conversely in those cases where th e basic eq u atio n is an E uler equation,
one can reduce th e given b o u n d a ry value problem to a problem of th e cal
culus of variations which m ay th e n be resolved by m eans of the direct
m ethod. T h is is precisely th e idea of th e variatio n al m eth o d s in m a th e
m atical physics.
W e begin th e investigation of th e variatio n al m eth o d s of m a th e m atica l
physics w ith the s tu d y of the sim plest eq u atio n of elliptic type, nam ely
th e Laplace equation:
Au = 0. ( 12 . 1)
We consider for th is equation the D irichlet problem, i.e., th e problem

of finding th e harm onic function ta k in g on given values on the bou n d ary .
L et ft be a bounded dom ain of n-dim ensional space bounded by a surface
87
S which is a piecewise continuously differentiable or consists of a finite n u m
ber of such surfaces. Let S be a regular b o u n d a ry in the sense defined above
(cf. C h a p te r I, §10, item 2).
W e consider on 0 a function w(jC|,jc2, - • • , jc„) which is su m m ab le and has
square-sum m able generalized derivatives of first order. Let
(12-2)
2 1= 1
T h is m eans th a t u G W^1’, and consequently by the basic Im b ed d in g
Theorem s, u ( £ L 2 on every (n —l)-m an ifo ld since
(n — 1) 2 0
2<q n -1 .3 = 2 n—2
M oreover, one m ay assert by v irtue of the complete co n tin u ity of the
im b e d d in g o p e ra to r t h a t if a piece Sj of some (n — l)-dim ensional manifold
is tra n slated by a vector AP so t h a t it rem ains w ithin 0, th en
n—1
J . . . J |w ( P + AP) — u(P) |2 dv_, 0, (12.3)

Si
if
| AP | —> 0.
It is obvious therefore th a t not every function <p(^L2 given on the surface
5 can be the limiting value of some function i/G W ” 1 given in the interior
of th e domain. Indeed there also follows from the Im b ed d in g T heorem the
sum m ability of the limiting value v on th e surface to any power less th a n
2{n — 1 ) / (n —2). L a te r we shall see (cf. item 5) th a t such su m m ab ility and
even co n tin u ity of the limiting values is still not sufficient in order th a t
such a function m ay ap p ear as th e limiting value of a function in W^1’.
L et us agree to call a function <t>given on the b o u n d a ry S of th e domain
permissible if there exists a function v in W\u for which < t>is the bou n d ary
value.
T h e Dirichlet problem consists in seeking a harm onic function from W 2]
which assumes on the b o u n d a ry the given permissible value <p:
u\ s = 'f. (12.4)
Let us proceed to the solution of this problem.
For this purpose we first solve a variational problem and then show th a t
the solution of the variational problem tu rn s ou t to be a solution of the
Dirichlet problem.
2. Solution ofthe variational problem. W e denote by VV^’U) the set
of functions v in W 2U which assume the value < t>on S. Since <t>is a per-
Variational methods in mathematical physics 89
missible function, is not th e e m p ty set. For each , we
have
0 ^ D (v) < oo,
and therefore th ere exists a greatest lower b o und for the values of D(v):
d= ini D{v), 0. (12.5)

v e h^1) (?)
From th e set we m ay choose a sequence ) vk | for which
lim D (vk) = d, (12.6)
k ->■ oo
as follows from the definition of greatest lower bound. T h e sequence ) vk | is

called a minimizing sequence.
T heorem 1. The minimizing sequence { } converges in W^11; the limit

function lies in </>) and yields a proper minimum for the functional D(v)
among all such functions.
Let us prove this theorem . Indeed, we define the norm in W 2] by the

form ula
Ihll w(h = {[ J . • • J - f D (t;)| , (12 7)

s
o b tain ed from form ulas (7.5) and (9.8) for
(p, v) = J • ••J v dS.

s
From th e equation
J -s• •/ (vIC— vm) d S = 0

we obtain:
H®*— ^ l l ^ , i ) = [ D ( v k — v m)}* .
T h e convergence of [ vk J in W 2l) will be proved if we can show th a t
D ( v k — v m) —> 0 for k, m-+ 00.
Let e > 0 be given. We can find N > 0 such th a t D(vk) <d + t if k > N . Let
90 b. L.. b O B O L E V
k a n d m > N . O bviously (v*+ 0 / 2 E : a n d therefore
D ( J * + £ = . ) > d.
From the obv io u seq u ality
follows the inequality
d+ o (-a ^ a ) < = d+
i.e.,
Qr D(Vk_ vJ<4s>
and, consequently,
D ( v k — v„) —> 0 for /<*, m -> oo.
From th e completeness of th e space VF^ it follows th a t 1 } converges to
some function u0 in VF^1’, i.e.,
IIvo — v k II ^-0) —>
■0, k —►co.
2
W eshall show th a t D(v0) = d. For this purpose, we note th a t:
D (v0) ■ dQ
2 «=1
9 i=1
«
< £ l / ~ ( £ - - ^ X £ 7 + ^
j = l Si
£i n
i = 1 Si
( & •
- t - H i n
2
(% ■ +& h t<
n 71 1
< £ k + < m i *<» [ / • ■ ■ / <
2
< ll® 0 + ® fcll n f) •II ^0 ^k II
from which th ere follows

I t is n o t h ard now to show th a t p0E W - y ' M .
Indeed, P o E W y and therefore, th e function vQ has a sense on every m an i
fold of dim ensional ( n — 1) and on every such manifold lies in L 2.
T h e value of th e function vQon th e surface 5 will be equal to <p. Indeed,
J • ■• J ( v k — v 0Y d S < ||vA—
S 2
and consequently
J . . . f ( v k — v0 )*eiS~*Ot
s
b u t v^s =0 , and thus.
J ••• J — voy-dS = 0.
s
T h e function v0 tak es on its b o u n d a ry value <
t>by converging to it in the
m ean as was shown in th e Im b e d d in g T heorem s.
T h u s PoEW y1 is such th a t
(1 ) t »0!S = ? (P),
(2) D { v 0) = d. ( 12 . 8 )
Therefore th e v ariatio n al problem is solved.

3. Solution of the D irichlet problem.
T heorem 2. The function giving a minimum to D(v) on is the solu

tion of the Dirichlet problem.
W e shall show t h a t v0 in th e interior of Q has co ntinuous deriv ativ es of

a rb itra ry order a n d satisfies eq u atio n (12.1).
Let f E W y y { |s = 0 and otherw ise a rb itra ry . C onsider
D (v0 + ki) = D K ) -|- 2\D (v0, £) -(- X-D ('), (12.9)

where
O ( , 0, l ) = j E 7 v ^ ^ (r f o
1*—1
By v irtue of th e fact th a t Po+A£E W2"(0), we have D(p0+ A£) ^ d = D(v0)
and therefore (12.9) has a m in im u m for A= 0. By th e th eo rem of F e rm a t,
we have
D ( « 0i E) = 0. (12.10)
W e shall choose Z(xu - ■■,x„) of a special form. Let \f(rj) be such th a t \f(ri) = 1
v
92 S. L. Sobolev
for ^(v) = 0 for 7) Si 1, tin) m o notone on [}, 1 j a n d having continu-
ous derivatives of a rb itra ry order for all TjGjO, co]. F o r example, p u t
t o k 1-
Consider some interior p o in t M 0 of th e dom ain Q; the distance from it to

an a rb itra ry p o in t we shall denote by r," suppose M 0 is a t distance 6 from
S. We choose two n u m b e rs hl a n d h2
0 < /h < A 2< 8
and set
£ = r a- "
I t is obvious th a t f]s= 0 by v irtu e of th e choice of a n d h2. In addition

| = 0 for r < h J 2 and consequently the function £ is continuous and has
continuous derivatives of all orders, and th u s £ £ W 2]. F o r such £, (12.10)
holds. By v irtu e of th e definition of th e generalized deriv ativ e dv0/dx„
we have
dQ.
o o 1
T herefore th e e q u ality (12.10) gives

J ... J V AI dQ =
q 0. ( 12. 11)
s
But
AE = A ( | f - * ( £ ) ) - A ('’- * ( £ ) > - ( £ ) - £ co
where
<a
£)= h"A f e ) ) = KHT" Hi
and it is obvious th a t the rig h t h a n d side is a function only of r / h ,
Using the fact th a t \p(r/h,) = 1 for r < / i , / 2 and Ar2“'I= 0 , we obtain:
Thus is the difference of two arb itrarily often differentiable functions

on the whole space a n d equation (12.11) gives
h f ■■■ J ^ V = ^ / ■■■ J v(£)'<2- (12-12)

1 2
2
2 2
M ultiplying both sides of (12.12) by 1/ (n — 2)<rn where a„ is th e surface

area of th e u n it sphere in n-dim ensional space, we obtain:
---------------
ai Jf v Q0<o(PjdQ
( n - 2 ) o n hn1 J
f ...
VV =
=— ■—~r • ••i ô40 (z~) ^2*
(n — 2) a,,/!” J Q J 0 (12.13)
T h e function ((n —2)anhn)~l w{r/h) m a y be considered as an averaging

kernel (cf. C h a p te r I, §2, item 4) since its integral over th e whole space
is equal to 1. In fact,
{n — 2) anhn j J “( h ) dQ ~ (n- 2 ) o n / * '• JA(r2 n^ { h ) ) d Q ~
■(«-2)o„ J J dr
^ dS
r= h
(n — 2) o„ J" * ' * / dS
dr
r = - r = —
h
1 ( h V n ( h\n-i
( ? ) ° » = L
Using this, th e eq u atio n (12.13) m ay be rew ritten in th e form:

(W = K )v (12.14)
We see th a t th e averaged functions for v0 do n o t change w ith a change in
h (if h<b) a t points lying a t a distance g re a ter th a n 6 from th e b o u n d a ry ,
and consequently th e lim it of th e sequence (v0)h coincides w ith th e se
quence, i.e., (vQ)h= v 0. Since (v0)h has co n tin u o u s d e riv ativ es of all orders,
the sam e is tru e for v0.
Suppose now th a t £ is an a rb itra ry function co n tin u o u s w ith its first
derivatives in ft a n d null outside some interior su b d o m ain . T h e n obviously
an in teg ratio n by p a rts gives:
n
D K- 0 = —/••9■ J*^ 0 dQ = 0,
from which by the a rb itrarin ess of £, one concludes:

Av0 = 0,
i.e., u0 is a solution of eq u atio n (12.1) and, as was shown earlier, assumes
on S th e values 4>{P) (in the sense of L 2,<„_!)). T h u s v0 is a solution of
the D irichlet problem.
94 S. L. Sobolev
4. U niqueness of the solution of the D irichlet problem.
T heorem. The solution of the Dirichlet problem in the indicated formula

tion is unique.
W e establish as a prelim inary one im p o rta n t lemma.
Lemma. Let £ £ W 2U be continuous with its partial derivatives of first order

within il and £|.s'=0 in the sense of L 2,„ j. We introduce the function
1 within ■'27»>
0 outside of Q2h>
where iit is the set of all points whose distance from the boundary S is not less
than 6. Form the average of \p2h with respect to the kernel L7T) 1 i ( r h)
where tin) is the function introduced earlier and k= <rnJ'()lr)’'\p(ri)dri. This
averaged function we denote by xh-
1
r<h
Then for any function v(E W 2 \ we have the formula
D ( v , i ) = lim D (vXy ). (12.15)
7i->0
P roof. Obviously xt> has continuous derivatives of all orders and x/>= 1
on xti = 0 outside of tth. From th e equation:
r< h
we conclude th a t
dI h (12.16)
dx{
T h e function £x/> has co n tin u o u s d eriv ativ es of first order in il. and is
equal to zero outside of ilh and equal to £ w ithin ilAh. W e need to show that
D{vX — ; / ;i) — 0 for h-* 0, (12.17)
for any W 2 \ We estim ate this expression. We have:
D {V.-. ~ :At) = J • • • J 2 , 57, ■ „x, rfC

<J I = 1
Jf ■' • Jf i M- 1^ d x { [ * (1 _ 7
V *-h> ' dxi dQ
a - ' J ah i=1 h Qih iu=1

As is easy to see, 11 —\ h I ^ 1, and therefore th e first integral on th e right
side does no t exceed
o _o j __<
'■3/1 1— 1 2- aah 1= 1
and therefore converges to zero as h —0 by virtue of th e convergence of
th e integrals D(v) and D(^).
Let us consider the second integral. W e have by v irtue of (12.16):
V 9,k ‘■= i
d<2 <
S h ' ~ 5 Vi 1 -1
<4 "h 23h
< i,’ i 0 . 0
t o Q Q
-
i —1
3-
"7 i 3h h 3/i 1“ 1
Because of the convergence of D(v):
2h °~ih ’i ~ 1i
It therefore suffices to show the boundedness for h —-0 of the expression
2 h ~ Q3h
and t h e j e m m a will be proved.

Let 5 be a dom ain in th e plane y = const, and 12 a cylindrical dom ain in
the n-space of (y ^ y ^ ,-• •,%) given by the inequalities
o< yn< h0 ( y lty * y n- i ) £ S -

Let £ | s = 0 in th e sense of L 2,n \ and having continuous d e riv a
tives in 12. T h e n we have, taking Ay„>0,
\^{yi,y<2. •• — Uji •••y n) \ - =
!/n+ i y n Vn+ *Vn _
“i f & < *r< ** / (^ t^ '
In te g ra tin g over 5, we obtain:
J • • • J I^ C yi.â. • • • ^ n - i . ^ n + A y „ ) — £ O v • .^ n) l2 ^ <
Vn+*»n
ae
dy dQ ^
< 4 v » iieiiVi) • (12.19)
T a k in g y n—>0 and replacing Ay„ by h, we obtain:
J ■•• / MOi.j',...... .Vn-i.* ) I2^-S< *PllV»i- 3

J
In te g ra tin g in h betw een th e limits Ah and Bh (A 0 be a sufficiently

small n u m b er. W e decompose the dom ain 9 —11Ainto a finite n u m b e r of
intersecting dom ains V7, ( i = 1,2, • • ■,k) such th a t each piece is “ b a se d ”
upon some piece S, of th e surface S. For each V,-, by v irtue of our a ss u m p
tions a b o u t th e surface S, we can find a bicontinuous m apping of V, on a
cylindrical set 11, w ith base S,- such th a t th e m apping and its inverse have
piecewise continuous and bounded first derivatives. For this dom ain
V, (11A—Usa) (the intersection of V7, w ith (Qh— Qy,)) is m ap p ed into some
dom ain lying in th e strip
A *h < y P < Bih-
Applying (12.20), we conclude the boundedness of (12.19) for each V7, and
therefore for the whole dom ain 113A. T h u s for every v £ VVV1 and
££W V '; £| ^ = 0, we have
D ( v , {) = HmD(T/,
h -* 0
a n d th e lem m a is p ro v e d .1’ W e now proceed to th e p roof of th e uniqueness
theorem .
L et us assume th a t in ad d itio n to v0 there exists a n o th er function
u G V ^ ’to) such t h a t Au = 0. F o r such a fu n ctio n D ( u ) > d . I f D(u) = d,
th e n u could be interspersed infinitely often in a minimizing sequence
converging to v0, and th e n we should o b ta in th e conclusion th a t v0= u
since th e resulting minimizing sequence m u st converge a n d h av e th e same
limit as each of its subsequences.
T h u s if we d e m an d th a t u be different from v0, it is necessary th a t
D ( u )> d . W e shall now show th a t th is is no t possible.
I f u ^ W [ l) and in add itio n Au = 0, a n d £ is th e function from the lem m a
which we h av e ju s t proved, then
D ( u , 6 ) = 0.
T h is eq u atio n is o b tain ed b y an obvious limiting process from D(u,£xh) = 0

by v irtu e of the lemma.
F u rth erm o re ,
D (u + X$) = £>(«) + 2 W ( u , £) + r-D (6) = D (u) + WD (£) >
> D {u)> d
by v irtu e of th e condition D(u) >d. On th e o th er h a n d , p u ttin g X= 1 and
Z=v0—u (£ |s = 0 , we find:
D ( v 0) > d,
which c o n tra d icts th e fact shown earlier t h a t D(v0) = d .
T h e proof of th e theorem is complete.
5. H a d a m a r d ’s e x a m p l e . In conclusion, we p resen t an exam ple due to
H a d a m a rd showing th a t su m m a b ility and even c o n tin u ity of a function
given on th e surface is still insufficient to ensure th a t th e function can be
a b o u n d a ry value for a function from WzU.
L et ft be th e circle x2+ y 2^ l in th e (x,y) plane and (p,0) polar
co o rd in ates in th is plane.
Let
< ?(«)= !;■ —

M=I
’’Formula (12.20), and with it the whole lemma, may be proved not only for functions £
having continuous derivatives in the interior of the domain but for arbitrary functions
from W2 ” vanishing on the boundary. For this purpose it suffices to take a limiting process
in (12.19) replacing £ by itsîveraged functions £^.
Obviously <l>(0) is a co n tin u o u s function a n d th e function
CO
/ V cos n< 0 n‘
(pie) = 2 j
n —1
is a h arm o n ic function in th e open circle x2-|-y2< 1, co n tin u o u s on the
closed circle x2+ y < l , and coinciding with <p(0) for p = l .
F u rth e rm o re , we have
JJ [(&)*+($)>*--
P< To< 1
Fo 00 ™
2tt J ^ nip n' ~ t dp = * V ] PoZn*-*• 0 0 for p0 -► 1,
0 nmml n =\
from which it follows th a t in \\.
If 4>(0) were a perm issible function in th e sense of item 1, then,
solving th e D irichlet problem by th e v ariatio n al m e th o d , we would
find a h arm o n ic u2(x,y)(^ WV* such th a t
2r.
J I M P , 6) — ? CO |2 rf8
0
o for p -k I,
and therefore
2ft
f [ "2 (P. °) ---° (°) ld() 0.
T h e sam e condition holds for u ] since Ui(p,0) is uniform ly c o n tin u

ous. T herefore
2rc
/ K (P .O ) — ( P ,0 ) \dl) -+ 0 (12.21)
o
for p — 1.
L et iH) %) u\ (Po> %) —~nr f
n
“a ' r, "
P o - 2PPry, cos (0 - Q0) + P‘
— 0)]d0. (12.22)
For fixed />() and />-- 1 , th e function

2 2
P — Po
pS — 2PoP cos (° — 0O) + P2
rem ain s b o u n d e d a n d therefore, on th e basis of (12.21), th e right side of
(12.22) converges to zero for p — 1. Since th e left side of (12.22) does not
d e p e n d on p, it m u st e q u al zero a n d by v irtu e of ^ ( ^ a r b i t r a r i n e s s of p0
a n d 0O, we have: u ^ u ^ . T h is is im possible since iqErWV’. As a result,
<p c a n n o t be a perm issible function.
§13. The N eu m an n problem.

1. F o r m u l a t i o n o f t h e p r o b l e m . W e h ave considered for th e Laplace
e q u a tio n the sim plest p ro b lem , th e D iric h le t p roblem . Let us now pass
to th e s tu d y of a n o th e r basic p ro b lem , th e N e u m a n n problem .
L et SI be a d o m a in of n -d im en sio n al space b o u n d e d by a sufficiently
sm o o th surface S.
L et C o n sid er the functional
H (u) = D (u) 2 (p, u), (13.1)
w here
o („ ) = J . . . J J j( ^
a n d (p,u) is a linear fu n ctio n al on WV1. In all th e following, we shall

assum e th a t
(P, 1) = 0. (13.2)
T heorem . I f (p,l) = 0, then H(u) is bounded from below.
u —v= const., th e n (p, u) = (p, v) , i.e., (p,u) has a c o n sta n t

P r o o f . If
value on each class ^ G L ^ 11. By v irtu e of th e lin e a rity of th e fu n ctio n al p,
we have:
I(p, u) | < M | | « | | TT/ 1).
Since for every class (p , d ) has a c o n s ta n t value, while for one

of th e fu n ctio n s iq of t h a t class || u 11| H,o> = || iq || ; m, it follows th a t
I (P. « ) | = |(P, lii ) \ < ^ \ \ u l \\L(p = M\\u\\L(1) = M y ~ D j u ) .
T h u s we have:
H ( u ) = D (u) -]-2 (p, u ) > D { u ) — 2 | (p, u) \ > D («) — 2M V d J^)=
= (V'D (u) — M ) 2 — M 2 > —
H ( u) — A12.
T h e th e o re m is proved.
As a result, th e re exists a g re a te s t lower b o u n d for H(u) w hich we
d e n o te b y —d:
\niH{u) = — d. (13.3)
2. Solution of the variational problem.
T heorem 2. There exists u E V T ” ' such that H ( u ) = —d. In addition, for

an arbitrary we have the equality'"
D M + ( p , t ) = 0. (13.4)
P roof. L et {vh j be a minimizing sequence, i.e., W^1’ a n d lim H{vk) =
it— ®
—d. T h e n from th e obvious equations
D Vk — = ~2 [D iv k) ^ (p, Vff)] -j- 2 1^ (v m) 4~ ^ (p. vm)\
[fl + 2 (p, =
I f we choose £ a n d m sufficiently large so t h a t H(vh) < —d+< and H(vm) <

—d + f, and ta k e into acco u n t th e fact th a t —H((vk+ vm) /2) < d , we have:
d -j- e
d = e,
i.e.,
D ( v k — v m) < 4e.
T h u s b* I converges in L^1’. By v irtu e of th e fact t h a t H(u) has a con
s ta n t value on each class while for one of th e functions u x of th a t
class Ibillu41) = K | | Lw, for a m inimizing sequence we m ay always pick a
sequence for which
ÎL -(i) = lb* IIjO).
For such a choice b * l converges in W ” 1. L et u E W 2

{U be the limit function.
Proceeding as we did above in the consideration of the D irichlet p ro b
lem, we obtain:
\ H{ u ) — H (t/*)l = | D( u) — D (v k) + 2 (p, u — 1»*)| <
< | D ( u ) — D ( v fc)| + 2|(p, u — (11“ IIL(i) +
4 “ lb*II L(p) Ilb — ^*11 L(p | 2Af || u x»fc|| wp ^ lib IIjrd) +
+ lb*ll7U) + 2Afl • lb — ^fcll-
or

H( u) = lim Vx) = — d.
Let SEW ?'. T h e n
H — H («) + 2X [D (u, $) + ( p , £)] -|- X2D (£)
has a m inim um for X= 0, a n d by F e r m a t ’s th eo rem we have
d ( M ) 4 - ( p , 0 = o .
T h e theorem is proved.
E ach function uGVF^11 is su m m a b le on S to any pow er q* where
W e denote by L q-{S ) th e set of functions u defined on S a n d su m m ab le

to the <7*th power. L et (ps, u) be a linear functional on L ?*(S). T h e n by
th e Im b e d d in g T h eo rem (ps, u|s) is linear on . In d e e d if u E l V " 1, th e n
|(P s. u |s)l ■< Kx|| u || Lql(s) < K^M || u || = K || u || ^(i)^
where K x, M , and K are various c o n stan ts. T h e in e q u ality so o btained

establishes our assertion.
3. Solution of the N eumann problem.
T heorem 3. I f (p<,-,l) —0, then there exists a function u E W ”1 such that:

(1) In Q, u has continuous derivatives of all orders and satisfies the equation
Au = 0. (13.5)
(2) LetUk bean arbitrary increasing sequence of domains having sufficiently
smooth boundaries, contained in Q and converging to Q. Then
Inn (13.6)
U co I I =
where n is the exterior normal to S k and ’ is an arbitrary function. The
problem of finding such a function u we will call the Neum ann problem.
P r o o f . On the basis of T h e o re m 2 th ere exists a function such

th a t
102 S. L. S o b o l e v
D («,;) + (ps>;) = 0 for any £ £ W(}J. (13.7)
If we choose £ = 0 on some strip a ro u n d th e b o u n d a ry S, then (ps, £) = 0 and
we o b tain D(u, £ ) = 0 . F rom th is it follows by a literal repetition of the
arg u m en t of the preceding p a ra g ra p h th a t u is arb itrarily often c o n tin u
ously differentiable and satisfies th e equation Ai/ = 0. T h e first condition is
established.
Let £ be an a rb itra ry function from WT’t W e th e n have
n
T a k in g (13.7) into consideration, we o b ta in (13.6).
T heorem 4. The solution of the Neumann problem is unique up to an

arbitrary constant.
Suppose t h a t th ere exists two functions n, a n d [/jG lV i11 satisfying the

equation Au = 0 a n d th e same condition (13.6). T h e ir difference 4 = i/, —u-,
is a h arm o n ic function and satisfies the condition
P u ttin g £ = i£, we find
from which it follows th a t 4 = const.

R e m a r k . If
th en the “ b o u n d a rv ” condition (1) tak es the form
T h e functional (ps, £*) represents its generalized b o u n d a ry condition for

the function u in which the q u a n tity <)u On converges to its value in the
weak sense. Such a form ulation is com pletely n a tu ra l in the given situa-
tion since limit values for du/dn if m ay no t exist or need n o t con
verge to their limit in th e strong sense of th e word.
§14. Polyharmonic equations.

1. T he behaviour of functions from W2m) on boundary manifolds
of various dimensions . T h e consideration of variational m eth o d s m ay
be carried over to b o u n d a ry value problem s for p o lyharm onic equations.
W e pass now to th e s tu d y of th e basic b o u n d a ry value problem s for such
equations.
Suppose th a t the b o u nded dom ain Q of n-dim ensional space has a
b o u n d a ry S consisting of a finite n u m b e r of sm ooth pieces of varying d i
mensions. Suppose th a t S is a regular b o u n d a ry (cf. C h a p te r I, §10,
item 2). T h e equation
Amu = ( 2
»= i *
u = ° d 4 -1)
or
ml d*mu
2 dx"^' dx 2*- dx2a’>
= 0
is called a polyharm onic equation.

T h e equation (14.1) appears as the E uler equation for the integral
yi m\ dmu (14.2)
0 (« ) = / - f aj! an! . . . on\ dxl'dx^ ... dx
n V«.i = m
Obviously
D ( u ) = \ \ u \ } l i„ ].
L e t i / G W T 1. If n — 2m <0, it follows from th e Im b e d d in g T h eo rem th a t

u{xly x2, • • • , xn) is continuous and has well-defined values on manifolds of
a rb itra ry dimension. I f n —2 m > 0 and n — s > n — 2m, th en u(xu ••• , jcJ is
su m m ab le on manifolds of dimensions ( n —s) to any power
q* < q = 2 ( n —s)/ (n — 2m).
Since q > 2 , we m ay ta k e q* = 2. Therefore if n —s > n — 2m>0, then
L 2, „_s on m anifolds of dimensions (n —s), which we shall denote b y S„_s.
T h u s, u £ L 2, n-s on S „ -s if
s < 2/7/. (14.3)
M oreover, from th e com plete co n tin u ity of th e im bedding operator it fol
lows t h a t u(xu - ** , JC„) is continuous in th e sense of L 2, and therefore
104 S . L. S o b o l e v
has limiting values in th e sense of L 2, „_s on portions of the b o u n d a ry of S
having dimension n —s, where s <2m . As was shown earlier, u{xx, ••• , xn)
has all derivatives of order less th a n m. W e consider th e derivatives of fcth
order, where k < m .
I f n < 2 m , the derivatives of kth order belong to L 2 on m anifolds S„_s of
dimension {n —s), where
n — 5 > / i — 2Jjn — k)
or
s < 2 {m — k). (14.4)
From th e com plete c o n tin u ity of th e im bedding operator, it follows th a t
th e derivatives of fcth order are co ntinuous in the sense of L2 „_s where s
satisfies (14.4) and therefore having limiting values on portions of the
b o u n d ary S n_s in th e sense of L 2 „_s.
From th e inequality (14.4) it follows th a t
s
~o — 1, (14.5)
i.e., on manifolds of dimension (n —s) there exist limiting values in th e

sense of L 2 „_s for derivatives up to order m — [s/2 ]— 1.
W e form these results into a table.
On manifolds exist limiting values for functions and

of the b o u n d ary : in th e sense of: all derivatives up to
order (inclusive):
Sn-l n-l m— 1
Sfi-i Li, n-1 m—2
S»-z ji - 3
m— 2
S n-i Li , n-4 m—3
Sn —tk Li, n-1k m—k— 1

S-n-7k- 1 Li, n-1k -1 m—k — 1
•Sn—7m-r- Li, n-im l-1 0

Sn —im +1 Li, n-lm-rl 0
T h is table is formed under the assum ption th a t n —2 m + 1 > 0 . If

n —2 m T 1 = 0, th en for some k either n — 2 k = 0 or n —2k — 1 = 0.
T h e n we have m — k — 1 < m —(n /2 ), and as a result, th e functions and
all th eir derivatives up to order m — k — 1 are continuous. T h e table then
tu rn s into one row: On S 0 th ere exist limiting values of the function and
all derivatives u p to order m —k — 1, inclusive. On th e manifolds S l t S 2,- • •,
S n_i, all th e derivatives up to th e {m —k — 1)st order are also continuous.
O bviously from th e c o n tin u ity of th e function there follows its con
tin u ity in th e sense of L 2-n_s. Therefore in th e following estim ates ordinary
co n tin u ity will not be m entioned and all a rg u m e n ts will be carried out
u n d er the assu m p tio n of c o n tin u ity in th e sense of L 2-n_s.
2. F ormulation of the basic boundary value problem. Suppose
th a t the b o u n d a ry of th e dom ain consists of th e m anifolds S„_!,S„_2)- • •,
S„_2m+1, if n — 2m + 1 > 0 , or if th e m anifolds S„_!, S„_2,- • - ,S0 if n — 2m +
1 ^ 0 . A ny one of these m anifolds m ay be absent.
Suppose now th a t on each of th e manifolds S„_s we are given functions
where [ - ] — 1.
I f th ere exists v(xir • • ,x„) G W2m) such th a t

+-'-+3nO
< a . .. .a (14.6)
dx a.‘ ... d x an
Sn —s
th e n we shall say t h a t th e system of b o u n d a ry values
( * (" -« ) |
I ' a’ ••• 3n I
is permissible.
For any permissible b o u n d a ry values, it is obvious t h a t if n —2m + 1 > 0,
„nir.*!.nG T 2n_s, a n d if n — 2m + 1 ^ 0 , th e n all the functions for
th e n all th e </><
which —[ n / 2 ] — 1 are continuous and the rem ain d er belong to
T 2in-S-
For th e p o lyharm onic equations, in d istinction to th e Laplace equation,
we m ay give b o u n d a ry values not only on th e b o u n d a ry surfaces of d im e n
sion n — 1 b u t also give permissible b o u n d a ry values on surfaces of lower
dimension, as a simple exam ple will indicate.
W e consider th e e q u atio n A2u = 0 in a three-dim ensional space. W e have
n = 3, m = 2, n — 2 m + l = 0. In th e role of b o u n d a ry manifolds we neces
sarily h av e S 2, a n d we m a y h a v e S! a n d S 0. Since m — \n/2 ]— 1 = 0, all
th e functions u will be continuous. On th e manifold S 2, we m u st p re
scribe u | S2 continuous a n d 3 u /3 x ,|S2G L 2. O n S v and S 0, we prescribe the
function u(x!,x2,x3).
L et fl be th e sphere of u n it radius w ith its center om itted:
0 < X\ —)— -|—-^3■‘C L
In our example Si is missing. W e consider th e solution satisfying th e con
ditions
106 S. L. S obolev
u(0,0,0)=l (given on S 0),
_du (given on S 2).
u
r= i dr
T h e d a ta given on S 2 is obviously eq u iv alen t to th e following:

du du du
S, dxx S, d*3 S, ~ dx 3
T h e function u = ( l —r ) 2 is a solution of th e problem. Indeed, it satisfies
the equation w ith the b o u n d ary conditions. A t the p o in t r = 0 , the d e riv a
tives do no t exist. T h e second derivatives are sum m able in th e square on
0, i.e., u G W ® . As we shall show later, th ere are no o th er solutions in
If we om it S 0, th en the only solution is u = 0.
3. S olution of the variational problem. W e proceed to the s tu d y of
the basic b o u n d a ry value problem for th e polyharm onic eq u atio n from a
general p o in t of view.
T heorem 1. I f the system 14>^yS)nn I is permissible, then there exists an

unique function u ( x u - ■■,xn)(E W 2m) satisfying the conditions (14.6) and
giving a minimum to the integral D among all such functions.
W e denote by 0 ("1.S)„J th e set of functions v £ W \ m) satisfying

(14.6). Since the system 7. is permissible, th e set f p ^ ! .]an | is
n o n em p ty . For each function v from this set we h ave O^D(v) < °°. T h e re
m u s t therefore exist a g re a te st lower b o u n d for th e values D{v), which
we d en o te by d:
d = inf D (v), --
Wlm
-
) i(oJ(B“ *) ).
1 '' ’ n
From the set we m a y choose a minimizing sequence ) vk j

such th a t
\im D ( v k) = d. (14.7)
h-> co
W e shall show t h a t j vk ( converges in W 2m).

In order th a t one m ay define any n a tu ra l norm on the space WV"1, as
we h ave seen, it suffices to give a system of linear functionals
n
b. hr ( 2 ? ,' O — 1),
i= l
bounded in one of these n a tu ra l norm s and such th a t for an a rb itra ry

linear condition
As > r>n..
jn /Pi .... pM
-'?i < in—1
one can find at least one m onom ial ;tiM• • for which this com bination
does n o t vanish.
C onsider th e surface S„.\. By assu m p tio n of this surface consists of a
finite n u m b e r of sm o o th pieces. P u t
03*+ P,+ ^
P?,. »nv = (14.8)
where v is an a rb itra ry elem ent of W ^ .

I t is not difficult to see t h a t all th e functionals Pevi2,---j>n are linear on
if th e norm is defined on th e la tte r by m eans of the spherical projec
tion operator. T h is follows im m ediately from th e Im b ed d in g Theorem .
Now let p = X-'4ri1-- (inPf)1,■■■./)„ be an a rb itra ry linear com bination of the
functionals p^r ..n„- Let rf(0) be one of its non-null coefficients for
which the sum 0|O)+ ^ 2O,+ • — h/3n0) = <r(0) has its least value am ong all
the sum s
Pi 4 “ ?2 + • • • H~ ?n = 3-
Then
,10)
Px ‘"l ^0.
In fact, all the dn containing deriv ativ es of higher order, as well as
those having th e same sum a b u t for which for a t least one coefficient
/L > /4°\ will vanish on this m onom ial and we obtain
b<°) a(°) s(°)
(P. 1 - V . • . x nn ) = J . . J A?,o)......
?<
■ >i0>dS Pid)!p20)!. • $ ’!=£ o,
■n—1
as was to be shown.
T h u s, we may define a norm on by the formula
l ” P ^ « , = { 2 ( P ,< - ) s + 0 ( » ) ) . (H .9)
where runs th ro u g h th e values pril...rin. T h e n for all functions vk and Vi

of the minimizing sequence, we obtain
(P al V k ) = ( P |i . V l )
and thereby
108 S. L. S o b o l e v
IIv k Vl Wwim) = D { v k Vt\
2
We choose k and I so large th a t D(vk) < d - f (, D(vt) < d + t , as is possible

according to (14.7).
Obviously
and therefore
D ( * ¥ - ' ) > d.
From the preceding e quality
vk + vt
D ( ? * ^ ) = ± D ( v k) + j D ( v l) — D (
we find
D { ? = * ■ ) < ± p - + ± - p - d = t,
i.e.,
D ( v k — vf) < 4h,
from which by th e arb itrarin ess of t it follows th a t
(14.10)
II®* — Vllwim) °> k,l-*00.
Since th e space is complete, we conclude th a t there exists a lim it

function for which || u —u*|| ^m)—>0. J u s t as in th e D irichlet p ro b
lem, we show t h a t
to (i4.ii)
(2) D {u) = d. (14.12)
T h e re do no t exist two different functions satisfying (14.11) a n d (14.12).

Indeed if u { and u 2 were two such functions, th en the sequence u u u 2, u u
u2, u u --- would be minimizing a n d therefore would converge, which would
only be possible if u, = u2.
4. Solution of the basic boundary value problem.
T heorem 2. The function u giving a minimum for D{v) in W T’I0*,"..J.’O )

has continuous derivatives of all orders in the interior of it and satisfies equa
tion (14.1).
P roof. Let { E ^ ’fO). T h e n

k+ X = const.
a n d hence
D (u + U) = D (u) + 2 I D (u, t) + AaZ) (E) > d
for all X a n d has a m in im u m equal to d for X= 0. From this it follows th a t

d(D(u + \ £ ) ) / d \ | x=(l = 0, which gives
D ( u , Z ) = 0. (14.13)
We consider th e e lem en tary solution of the polyharm onic equation:
r 2m-n) if 2m — n is odd or negative

r ?m-n in r, if 2m — n 0 and is even.
It is easy to verify t h a t \ m xg{r) = A / r"-2, where A = const. ^ 0 , and as

a result, &mg(r) = 0.
Let 5 > 0 be a sufficiently small num ber. W e consider the dom ain 12, and
form the function
S= [ + ( - £ ) - * (£ )]•
where 0 </i, <h2<5 and \p is th e averaging function considered earlier
(cf. the D irichlet problem , §12, item 3). From th e p roperties of this func
tion we conclude th a t £ = 0 for r < h x/ 2, r > h 2, and th a t all th e derivatives
of £ are continuous. I f the p o in t from which r is calculated lies w ithin 12,,
then £ and all its deriv ativ es vanish on th e b o u n d a ry of 12. Therefore
(14.13) holds for £. Since £ has co ntinuous deriv ativ es of all orders and is
zero outside of 11,, by the definition of the generalized derivatives
dv'u
dx\' ••• dxT
we have:
d”'u f)”--
I ’o ' I da x/ irl ... dx*? d x {' ... dxnn
dQ =
2i 2a
d<2.
d x \ l ... '*
H ence eq u atio n (14.13) gives
ml a2”1;
D { u . \) = { — 1)«* J* ... j u V dQ= 0
2i l ••• a»- dx2*1 ... dx~*n
or
110 S. L. S o b o l e v
J* . . . J uAn,:,dQ = 0. (14.14)
But
A'»; = (r) i ( - - ) ] — A"' [ ^ ( r ) * (-£
and since ^(r//i,) = l for r ^ / i , / 2 a n d Amg(r) = 0,
= 0 B ( ( = I, 2).
g{r) '■ ( V j
Hence, equation (14.14) m ay be p u t in the form
S ( 0 ^ ( T~ dQ, (14.15)
2 2
‘2/J
where b o th sides of the eq u atio n have a sense.
Consider the function
1
<“ (r, A) = (n - 2) ‘ g ( r) (*
where <t„ is the surface area of the u n it sphere in n-dim ensional space and
A is the c o n sta n t from the eq u atio n Am lg(r) = A / rn 2. It is obvious th a t
u>(r/h) has continuous derivatives of all order and is equal to zero for
r ^ h / 2 or r^.h, and th a t the same properties hold for
F u rth erm o re
^ = ^ 3 J a - [g w * (*)] da=
o 2
= I • • • J A {A- ' \*M * ( * ) ] } =
= (h — 2) J ■ ■
r= h
■ J 5 > \ A”‘~' ?(r) '■ ( t , |rf S —
dS =
- ( B - W J r__ /i_J,T,{AII‘' lg(r) ■(£
hn~la, d . \m - l
{n — 2) anA dr e( r) •;■(-)
u -
hyi-i
— (n
—— —------- — {\ a 1" - 1 [ se (1r 1)<!/(—^11
2) o„4 dr ' Vh ' )r —£
Since \p(r/h) a n d all its derivatives vanish for r = h , th e first term m u s t be
zero. T h e second term differs from zero since
r r
i(*)
H 71
As a result, we obtain
H—1
j . . . f * ( r , h)dQ =
( « - 2 )A £ { \ ' V ( ^) j
2
h \ n~ l
2) ± \ A
(n — 2) A dr rn ■ h
h \ n~ l
= _ ^
n —2 [ rn~ l
(L) _j_ _L_-y [L
• \ h ) 1 hr'1-"1 1 \h
= 1.
Thus
J ... J CO (r, h) dQ = 1,
which shows t h a t a)(r,h) is a regular averaging kernel (cf. C h a p te r I, §2,

item 4). W e m u ltip ly (14.15) by 1 / (n~2)Ao„, rew riting it in th e form
J . . . f u<a (r, h t)dQ = j . . . j u<o ( r, h2) dQ.

o a
T h is equation shows th a t the averaged function for u does not change on

Hi for a change in the averaging radius h(h<5) and therefore on Qa, u is
equal to its averaged functions. Since the averaged functions have con
tin u o u s derivatives of all orders, th e same m u st be tru e for u. In view of
th e arb itrarin ess of <5, we conclude th a t u has co ntinuous d e riv ativ es of
all orders a t all interior points of Q.
Let £ h ave continuous deriv ativ es u p to m th order w ithin Q and vanish
outside of some closed dom ain entirely contained w ithin Q. For such a
function £, (14.13) m u st hold since obviously
Wlm){0}.
In te g ra tin g b y p a rts in (14.13), we find
J . . . J ZAmu dQ = 0,
e
from which, in view of th e arb itrarin ess of £, th e re follows
112 S. L. Sobolev
Amu - - 0.
W e have shown th a t u is a solution of equation (14.1) w ith th e conditions

(14.6). W e shall call th e problem j u s t considered the basic b o u n d a ry value
problem for th e polyharm onic equation.
§15. Uniqueness of the solution of the basic boundary value problem for
the polyharmonic equation.
1. F ormulation of the problem.
T heorem 3. The solution of the basic boundary value problem is unique.
f f we assum e th a t there exists w ithin still a n o th er solution w of

equation (14.1) w ith the conditions (14.6), th en we m u s t have D(w) >d,
since in the c o n tra ry case we m ay co n stru ct a minimizing sequence by
interspersing w ith rep etitio n s of w a sequence converging to u. From the
convergence of this sequence, we would th e n arrive a t the equality: u = w.
W e shall show t h a t for every solution w £ W 2 lm) of th e eq u atio n (14.1) and
th e conditions (14.6), it is impossible to have
D (w )> d. (15.1)
L et W2m)(0) and suppose t h a t £ w ithin ft has continuous derivatives u p

to m th order.
I f we can show th a t
D ( w , $) = 0, (15.2)
then, repeating w ord for word th e corresponding a rg u m e n t for th e proof
of uniqueness in the D irichlet problem, we would arrive a t the result th a t
D{u) > d ,
co n trad ictin g (14.12). T herefore for the p roof of th e impossibility of (15.1)
a n d to establish uniqueness in th e basic b o u n d a ry value problem, it suf
fices to prove (15.2).
2. Lemma. It is convenient to proceed as we did in the proof of uniqueness

in the Dirichlet problem: we introduce in ft the function
[ 1 within Q2h,
** \ 0 outside of 2 2h,
where h> 0 is a small number.
W e form the average for 'I'ah w ith respect to the kernel (*/in) ” V ( r / h).
This averaged function we denote by xh■ I t is obvious th a t Xh has d e riv a
tives of a rb itra ry order, xh — 1 in ft3A and vanishes outside of ft*, and ev ery
where |xa| S I . In addition, it is n o t difficult to show th a t
V a r ia t io n a l m e t h o d s in m a t h e m a t ic a l p h y sic s 113
dk7h A_
(15.3)
dx*' ... dx*» hk '
1 n
T h e function £x/> has co n tin u o u s d eriv ativ es u p to m th order in U, v a n
ishes outside of Qh, a n d coincides w ith £ on W e shall prove the follow
ing basic lemma.
For every v ^ W \ m), we can choose a sequence \hr \ (hr- ^ 0) such that
D ( v , $ ) = lim D (t» , £/,, ). (15.4)
»--+od r
We have:
Di
dmv
X dQ =
d*\' ••• dx*" dx]' ... dx’ n
ml dmv dm C ; - ‘xh)
dQ =
2 — 2, a,! .. . a„! dx]' . . . dx*" djc“l . . . dx*»
3 h
ml dmv d'"' dQ —
2- " - /, ai- a„! dx / ... dx*" dxj1 ... dx]»
d mv
O_O 1*’ dx\l ... dx*»

" "3 h
dm~k i a***
X
dx]' . . . a*;5”
For h —>0 the first integral tends to zero since v and while Q—
—*0. F o r th e p roof of (15.4) it suffices to show t h a t th e second integral
te n d s to zero.
For this purpose it suffices to prove th a t
d,nv am- A:-

X
*,o_o J dxx ... dx ** ...
“A "Sfc
X — rfQ —>• 0, (A-U)
a** . . . ajfJ* 1
(A = 1, 2, . . ., m)
(forA = 0 i t is obvious th a t Jo(M —0 since v, £ E W i ' ) and |x*I = !)■ By

m eans of (15.3), we have
114 S. L. S o b o l e v
dmv dm~ki
42 <
. . . dx*n . . . dxnn I
“h Q3h
V
< 4 a. n I 42 X
d x . . . dxHnl
___________________
42. (15.5)
x/
Set h'u= 1/3" (m= 1, 2, . . . ).
T h en
2 = E ( 2 ^ - S 31. ) + 2 „
^.= 1 1J. |J.
and since i>G VVj™1, the series
V '4 2
£ / • •J . . . dx,»
u.= 1 2 <—2
V 3V
converges. Hence we m ay find a infinite subsequence of the term s of this
series less th a n the corresponding term s of the divergent series.
CO
n l
> fi In a '
H= 2
In o th er words, for the infinite sequence |^ r j ju s t obtained, and setting
K=h-
dmv ! ,0 / 2 _______________ln_3___________ <
^ Krln/j.r 1In hr , • [In | In hr | — In In 3)
-h —nJ3hr dx.1
o . . . dx n
1 n
K
< IIn hr I • In | In hr \ (15.6)
If we can show th a t
f ... dm~kl 4 2 < / M ' 2fc In | h |, (15.7)

'2h c3h
(k = 1, 2, . . . in)
then, obviously, we will have from (15.5) and (15.6)
HK
h (M < , ] / | ln/7r| . , n | | n/7r| V Bhr I In hT \ —
V In IIn hr |
and it will h av e been shown t h a t J k(hr) ^ 0 for °°, from which (15.4)
follows.
T h u s for th e proof of (15.4) and th e basic lemma, it suffices to prove
(15.7).
3. The s t r u c t u r e o f t h e domains ilh— il3h. W e shall concern ourselves
with a more detailed stu d y of th e s tru c tu re of th e dom ain ilh—il^h. W e d e
compose the whole b o u n d ary of the dom ain il into a finite n u m b e r of
sm ooth pieces of various dimensions: S*_s; to th e collection of these pieces
we adjoin all boundaries betw een two sm ooth pieces of th e same d im e n
sion and all singular manifolds of the ty p e of conical points or conical
lines. T h e b o u n d a ry betw een two pieces of dimension I will be, generally
speaking, of dimension I — 1. For example, if the dom ain il is a cube, then
the manifolds will be all th e faces of th e cube, S* all its edges, and
the manifolds of So all its vertices. If th e dom ain is a right circular cone,
th en we h ave to consider two manifolds S th e lateral surface and the
base surface, S* will be th e base curve, and So will be th e vertex of the
cone.
W e co n stru ct for each of these m anifolds th e d om ain (il'h—ilî,)* con
sisting of all points of the dom ain il whose distance from th e manifold
S* is less th a n 3/i and n o t more th a n h. T h e dom ain ilh—il:ih is covered
by the sum of th e dom ains (il'h—il']h)*.
We e x tra c t from each of th e dom ains (il'h)*-s a portion (!!()„_, which,
by th e aid of a coordinate tra n sfo rm a tio n w ith continuous bounded d eriv
atives, m ay be tran sfo rm ed into a cylinder of radius h, th e axis of which is
a h y p erp lan e of dimension n —s and has as its image S * . a n d we do this
in such a way th a t the dom ains (ilh—il3h)*n*s completely cover th e whole
dom ain ilh— ilih. An in tu itiv e figure (Figure 6) shows how this decom posi
tion is to be carried o u t if the dom ain il is a nonconvex hexagon.
In Figure 6 the dom ain
—m W {ilh — ilM*n-s is shaded.
T o prove the correctness of
I (15.7), it suffices to show its v a
m
lidity for each of th e dom ains
W-
1 (i rh- % h)7-s.
I T o obtain th e corresponding
estim ate, we m ay assum e from
Figure 6 the beginning t h a t all the m a n i
folds S**„ are points or hyper-
planes of th e corresponding d i
mension. Obviously, we m ay
always reduce the problem to this by a change of coordinates.
We will assum e from the beginning t h a t the manifold S n s is a dom ain
S. L. S o b o l e v
in the h y p erp lan e x : = x2= • • • = x,= 0. By virtue of the a ssu m p tio n s on
the simplicity of the b o u n d ary S, the general case m ay be reduced to this.
In the space (x]tx2,- ■■,xt, xt i U - • ■,xn) , we introduce cylindrical coordinates
with “ axis” i.e., p u t
.tj = p cos -j,;

x <2 = p sin 'jj cos rfa;
.x3 = p sin sin cos 'f3;
= psin o, sin'f, . . . sin 'f„_a cos z h_,

,ys = p sin 'f 1sin 'f2 . . . sin sin 'p4_,
1 ■ ■x „ i
T h e n th e manifold X] = x2= ••• = x ,= 0 goes over into the manifold p = 0

(Figure 7).
T h e proof for the dom ains based on S„_, for th e cases s even and odd
differs slightly. We shall carry through the proof in a unified form, in
dicating the differences where th ey are unavoidable.
Let s = 2 t or s=2t-\ 1. T h en it will be necessary for us to consider sep
arately: Case I when k = 1,2,- • • ,t, i.e., to estim ate the integral (15.7) for
derivatives, the values of which are not defined on S n , (ef. §14, item 1),
Case II when K = t + \ , and finally Case III: k = / + 2,• • • ,m, i.e., the case
when the integrated derivatives are defined on
4. P roof of the lemma for k ^ \ s / 2 \ . We consider first Case I: k =
1 , 2 vSet
,m—k ti — \ , 2 ..........t \
S (p. ?<■ X j )
(fJ> ?i< Xj) i — 1 . 2 .........s — 1
dx. OX^n
/ ^ -1..... n I
Let p„ >0 be some number . W e let 0 ^ p ^ p„. Since { has cont i nuous d e riv
atives up to m th order, Z will have continuous derivatives up to order k
everywhere except on the manifold p 0.
Hence, applying T a y lo r's formula, we find
2 (f , f l . Xj) - 2 ( Po, <?,, x ^ + i - j ^ m + . . . 4-

* ’P = Po
(p_ pj * - \ dk - i z H p - p t ^ - ' a^z (15.8)

(k — 1)! dp*-' = ^ J ( *(-k!—
) ! W d . “fl *'
Pj
Set
112 II J I z I’ 1 ••• d*»}'2

p = const.
« . = oonst.
T h e n e q u atio n (15.8) gives
%Z (p. ?(. -v) IIL < c {ll 2 (Po. *i) IIL. +

I (p — Po)2 [j d Z f i | (p — Pu)?ft 2 dk~lZ
k—l -I-
(l.'T I* pA . „ - , “ l ( * - i ) T dp,0
/* r [ r,/ ' ' 1*

••• d x A - <i 5 9 )
ôvOQIiSf.. pj
= ooOst.
M u ltip ly in g (15.9) by ps ldwti and in te g ra tin g over th e u n it sphere « v

and d en o tin g by S p the ( n — 1) -dim ensional manifold p = const. ^ 0 , we
o b tain
J . . . / | Z P i S p < c | i | ' - ’ { [ . . . J - | Z | S , « P„ +
J Po
(? — Po)- dZ
+ J - dSp + . ..
(I !)2 dpo
, (P-Sn)2* - 2 r f I dk~'Z
dk~' Z ,2 c \ ,
^ [ ' * - h ! l 2 J ‘C' * J I <?Pok- l‘ I d S t') +
+ c|... Jr ></».,/ • ■ • J [ J (?(t ^ ‘— rfp, ] ' d x „ , . . . <tx„.

P = oonst Pj
t j = oonst. 1 (15.10)
Since £0 W 2m), b y the basic Im b e d d in g T h e o re m all th e derivatives of £

u p to order m — 1 belong to L 2i„_i and all of th e m figuring in the right
h a n d side of (15.10) m ay be estim ated by
^ II S|| 91y(»")-
1 IS S. L. S o b o l e v
Consider the last term on the right side of (15.10). N o tin g th a t p *
= |f >/ ... J — ...rf.v„ }x

p = const, p
<F^ — c o n s t .
. rfp, = (>— f ... f f f r - = x

u*- <Y! 1
P’ < 1 J-;<P5
^0
* / 4[ ((p*f_ i )Pt)a
p
~ ~
!]2p;-i dpl < C p
c 0 !» -i i’ :" 2
ir.V"> J
p
I (?
? i
Pt^'k
rfPi- (15.11)
We estim ate °((/> —p,)‘* ' pI ‘dp,. For this purpose, s e t: />, = p.v. p0= p.v.
J d— i J p o -t.r* -1 ‘ • J -V'-1
P t^1 l l
If —2 - s + 1 < — 1. then tlie integral converges as v - *^ (i.e.. as p—0).

I f 2k —2 —s -4- 1= - 1, the integral grows like lny. i.e.. lik e |l n p |. Hence,
if 2k we have from (15.10) and (15.11)
J . . . J* | Z I2dSf < Ps“ 1II CII w (m) [Ct -j- Cn o9k •' I In p II.
sr
In teg ratin g in p from Ah to Bh, we obtain:
f ... /U |ad!2 < i!; i! [K,h> + K,hn-k Ilit h I] < A.yiJ*!In /; '.
- Ah — '2Uh
T h u s (15.7) is proved for k ■=■1.2,- • • J (s — 21 or s = 2f-f 1).

5. P r o o f o f t h e l e m m a f o r k = js 2 | + 1. We pass to the proof of (15.7)
for Case 11: k = f + l . In this case we already know th at the expression
Vahiationai, mkti iods in m a th e m a t i c a l p h ys ic s 119
w ithin tin; integral sign ten d s to zero on th e bou n d ary . However, the
estim ates which we o btained above in §11 tu rn o u t to lie insufficient and
we give some slightly stren g th en ed forms.
Consider some plane x , , , — const.,- • • ,Jtn = const, and denote the distances
from the points x, —x2= ■•• = x, = () and (Axt,AJt2, - • • ,ax5) ( X a x 2 = | A P | 2)
of (his plane to an a rb itra ry point of th e sam e plane by r and r,.
Set (<T ' 'i/d-v'i'1- • -Ox'^") - fj>(xu - • ■,x„ -,xn). D erivatives of order
t | 1 wit h respect, to jc,, ■• ■,x, of <]>are deriv ativ es of m th order of £. Hence,
applying the formula for estim ating
''■"«) T (b| • • • * 0> Aw , . . . , A'n) —
= ? ( A P , jcj) — 0 (O, xj),

wo find that as in the proof of (11.14)
fl
i <, ( \T>, ~ ? (o, x ^ i v
J i- j
r xa„x
u dxV ••• djC°»l 1
x / 7 . . . / ] / / . . . /|o f> rfO ,
We consider the cases s = 2t. 'Then using the representation which we e n

countered earlier in C h a p te r 1,§ 11, we obtain
f f
J • •• J r- ts-r-n r f {H-t-u
_ Jf • • Jf (r4-r,F-
rtn t-t)
(rA-
<
|AP |
m J... f <«*.< c; + c , f =
n 2
p^ i ar i
-=C,-i-C,|la|AP||.
T h u s we (ind from ( 1.1.1 1)
M A P , Xj) — <?'(0 , xj) | 2 < 'AP| 2|[/C, + /C2 | In | AP 11J X
dn‘z
X / . . . J S ' d x " .' ... d.v’ji
1 ti
+ ... J It |»<«!.}.
e„
1‘20 S. L. So H O L E V
In te g ra tin g over the plane S n 1 (x, = x2= ••• = x, —0), we see th a t
/ S•
••J |T (AP, ? ( 0 , x J. ) | V 2 „ _ , < | 4 p p | [ ^ 1.(-/(- 2| i „ | i p | | x
n-H
X/-J2 2
..
ax,
a,
...
. a
rlx n "
\dQ K»f •
••
< I API2I \K, + K.t I In I A P | 11lit I I + /f.lltll*^,; <

< A ' . | | ; | | IrC„ l L A P | 2| l n | i P | | . (15.12)
T his estim ate is precisely th a t which would follow im m ediately from for
mula (11.15) provided th a t we obtained in it
| A P |2' ‘ instead of | In| a P\ 11A P \2.
In deducing (15.12), we used the fact th a t
a”* - ' - 1;
fix,” 1 . . . dx*n rr •:
Using the fact that(/>(0, xj) = 0 (in the sense of L 2. „ .,), we give (15.12) the
form
d x s+, . . . d x n
d x , ‘ . . . ax„"
■r
&= AX
< ^ i m : i,,„.) | A P | 2 H n | A P | | . (15.13)
In tro d u cin g cylindrical coordinates with axis S„_s, replacing | a P | by p in

(15.13), m ultiplying by p2' ‘c/w0 and integrating over the u n it sphere, we
obtain:
dSn *
/ • • • / tlx. fix,," IF(*.,PW+I| l n p | . (15.14)
In te g ra tin g in p from Ah to Bh, we find:

■\in- I - 1
J - J2 IihI ax,1 ax »»
f/L> < /< A a<+9 |lri/i|. (15.15)
Analogous a rg u m en ts for the case .v= 2 / - f l give the e stim ate (15.14)
with a right hand side of order pu 11 and (15.15) with a right han d side of
order /i2' 12. T h u s (15.7) is proved for h — t+ 1.
6 . P r o o f o f t h e l e m m a f o r \s/2\-\-il <>k<<m. We pass to the proof of
(15.7) for Case I I I : k = f + 2, f + 3 , - • ■,m. Set
dm~k $ ( P> X j)
/j (p,
V r’
O
.
j , X :) =
J) ,, a,
dx^ ox.j. dx
UA. n n
Z(p, 0,, Xj) has continuous derivatives up to /jth order, £ > < + 1 , w ith re
spect to all a rg u m e n ts everyw here except on th e manifold p = 0. A pplying
T a y lo r’s formula, we find
Z (p, X j) = Z (Po, ? i , Xj) - f +•••-!-

S u p / f' = Po
( * - ' - 2 ) 1 \ af* -'- 2 -1 ( * - ' - 2 ) 1 a? ; - ' - 1

F rom form ula (15.16), we obtain:
-Pul Y
* * » - . + ,p II X
az \ Ip — Po I 2I| /a* - {- uz s
X ll(*7 P=Po '2.n-g
+ ••• +
P 1
I 2 d x s+t . . . d x n 1
\*
J (* 2 j! aPf
By v irtue of th e b o u n d a ry conditions for £ (£ and all its deriv ativ es up to

(m —f — l ) s t order are null in the sense of L 2,n-> on th e manifold p = 0), in
ta k in g th e lim it p0— 0, we o btain
\k-t- 2 n 2
^*+ 1 • • • d xn <
n —*
?
aA - < - lz
< -4 f. d Pll j}dd xx fn+x- • ■dXn J (p—p,) 2* - * - V p 1=
d?
5 n—s 0 dpkr ' ~ '
W—H
dk ~t ~ 1z
[J-J s dh
dx„+i . . . d xu ] <*Pi- (15.17)
W e consider the case s = 2i. M ultiplying (15.17) by p2' ‘dw0|. and in te g ra t

ing over the u n it sphere, we o btain
122 S. L. S o b o l e v
n —1
< A,?2k-* |
6 dx°l . dx
"•'ll n
from which, taking (15.14) into consideration, we find:
In te g ra tin g in p from Ah to Bh, we find:
f . .. f |Z|fld2</lBAa*|lnH
2A h -B h
In the case ,s = 2 / + l , th e right hand side is o btained of order Hzk. T h u s

(15.17) is proven for all k = 1,2,- • • ,m.
From this the basic lemma im m ediately follows .21
From the lemma an obvious m ethod yields equation (15.2). Indeed for
an a rb itra ry function w, satisfying the equation S mw = Q and we will
have as before:
D (w >ly.h) = Q- (15.2)
Passing to the limit, we establish (15.2) and with it the uniqueness
theorem.
7. R emarks on the formulation of the boundary conditions. We
shall form ulate still a n o th er problem. W e shall call a function £ a function
from WYÎO) if it is the limit in VVr^>m, of functions vanishing on strips
around the b o u n d ary . By WY"’!*) we denote the family of functions
which are weak limits of functions vanishing on b o u n d ary strip s.1’ If
2)
Here, as in the proof of the lemma of equation 12.4, we may dispense with the assumption
of the continuous differentiability of up to order m. For this purpose one only needs to intro
duce a limit process on averaging functions in formulas (l,r>.9), (If).12) and (If).17). The
remainder of the proof proceeds without change.
3lHere, weak limits are taken in the following sense: a function ££7 VV^’is the weak limit
of the sequence | £* |, £*(? WY" , if for every c^VVY"’, there holds D(v,0 =■• litn /P(c,£*).
* . ..
V ariational methods in mathematical physics 123
we are given some function \p belonging to , th en we shall say th a t
u coincides on the b o u n d a ry w ith \p to g eth er w ith its d eriv a tiv e s in the
sense of W ^ O ) or if the difference u — lies in th e corresponding
family. From a th eo rem in th e first c h ap te r, it follows th a t correspondence
on th e b o u n d a ry w ith a function \p in th e sense of W^'HO) implies a fortiori
th a t u belongs to W[n,)(\pf.,j.Vs.)<Tn) , where i//"7.',.),,n are th e limiting values of
the corresponding d eriv ativ es of th e function \p, which as we showed above
always exist.
T h e lem m a proved above for the uniqueness theorem now gives a
partial converse to this last assertion. I f the function
then u coincides w ith the function \p on th e b o u n d a ry to g eth er w ith its
derivatives in the sense of Obviously then W ^ O ) C W’^ * ) .
We are not interested here in the question as to w h e th er these two sets
coincide or not.
In fact, from (u - \p) (F VVa"0( 0) follows and from the
la tte r follows u — W.‘!'"l( *).
In a series of publications on variatio n al m ethods, th ere has been c o n
sidered the problem of finding functions giving an e x trem u m to the func
tional D(u) (for the case m = l) and coinciding on the b o u n d a ry w ith a
given function \p in the sense of W^'Ô). Such problem s obviously h ave an
unique solution, as one can easily see im m ediately. H owever, w ith o u t our
results it was no t clear w h a t are the real b o u n d a ry conditions for a solu
tion, or w hen u —i/'G W^'Ô).
§16. The eigenvalue problem.

1. I ntroduction . L et S2 he a d o m ain of n-dim ensional space b o u nded
by a sufliciently sm ooth surface S.
T h e problem of the eignevalues of the eq u atio n
Ak + X« = 0 (16.1)
for the conditions on the b o u n d a ry S
— | — / /uj, = 0 (/ / — exterior norm al ) (16.2)
consists of the d eterm in atio n of all values X for which the equation (16.1)
w ith the conditions (16.2) has a non-null solution. On th e function h d e
fined on the surface, we shall impose the following restrictions: there exist
suitable continuously differentiable functions a, bounded with bounded
derivatives on the closed dom ain S2-FS (|n,| < M ; \da;/dx\ < M ) , such th a t
124 S. L. S o b o l e v
(16.3)
If S is a s u itab ly sm ooth surface, one m ay co n stru ct a sm ooth function C,,

reducing to cos nxi on the surface. T h e n it suffices to ta k e a, = Mc„ where
M = max | h | .
s --
T h e v ariational m ethod m akes possible th e solution of this problem,
finding all its eigenfunctions and showing the o rth o n o rm a lity and closed
ness in L 2 of the system of such functions. W e recall th a t an orth o n o rm al
system of functions is called closed if one can a p p ro x im a te w ith linear
com binations of these functions w ith a rb itra ry precision to any function
in L 2-
2. A u x i l i a r y i n e q u a l i t i e s . W e tu r n to the solution of this problem.
Consider the functionals on H^11:
n
0 < « > = / • • • J 2 {u)'d s - J • • ■J hv'd S -
2 i =1 S
s
n
= | t i |2 d Q = \ \ v \ \ l
L em m a. The following inequalities hold
J (v) D (v) -f- L^H (v); (16.4)
D (v) W (v) + K^J (v). (16.5)
Wc shall prove (16.5). W e have, using (16.3):
j* . . . j* h v l dS j < j" . . . j v 1 V a{ cos n x t d S =

s ' s
-|- M a l i (x»).
Using th e fact th a t
2M |£ |
where K > 0 is an a rb itra ry n u m b er, we obtain:

J .. . [ hv'dS\^CMnH(v) + KMnH(v) + ^ J(v) =
s
= Mn(l + K)H(v)+^J(v).
From th e definition of D(v) a n d J(v) we have:
D(v) < J( v) + 1 J • • • / /lv°'dS ' < + K) H(v) +

s
-!--(l = K )H ( v ) - \ - K 2J ( v );
Kx= Mn( 1 -j-AT);

/C2 = 1 - f - ,
a n d th e in eq u ality (16.5) is established.

On th e o th e r h a n d , from th e definitions of D{v) and J ( v ) follows
J(v) = D(v) + J . • •J hvWS <D (v) -f Ain(1 + K) H(v) -j- —J(v),

B
from which
J(v)(\ —~J < D(v) -j- Mn (1 +K) K(v).
I f we chose K > 2M , we obtain (1 — (M / K )) > 1/ 2, and:
J(v) < 2 D(v) -j- 2Ain(I + K)H{v) = LtD(x>) -f L2H(v),
a n d in eq u ality (16.4) is proved a n d the lem m a as well.
F rom (16.4) it follows th a t
D(z0> —
and hence if H(v) = 1, th a t D(v) > — (Z^/L,).
I t follows from th e la tte r th a t th ere exists
inf D(t/) = Xj
/ / ( t 0 = 1-
H ence th ere exists a minimizing sequence:
{«*■}. ■€ = lim =
126 S. L. Sobolev
3. M inimal sequences and the equation of variations.
T heorem 1. There exists a function u ^ W ^ such that

/* ( « ,) = 1, D ( u , ) = l v
The function iq has continuous derivatives of all orders in Q and satisfies
the equation
Au, - f - V i - 0.
P roof. Let {u*| he a m inim izing sequence. W e shall show th a t ||i;*||w,o)

is hounded. Indeed, if we p u t
(p. *) = / • •• /
2
vdQ>[(P. 1)=£°].
if we ta k e into acco u n t H(vk) = 1, we will h ave the b oundedness of D(vk)
from (16.4):
i
K l l w <i) = {(p. ®k)2+ ^ ( v fc)}a <
2
< {Q/y (vk) -j-L.D (vk) - f L,H (vk) }* < {(Q + L2) - f LXA }2,
where A = su p | D(v k)\ . T h u s th e b oundedness of||e*|| is established.

k W'2
From the com plete co n tin u ity of the im bedding o p e ra to r it follows th a t
j vk ( is strongly co m p ac t in L 2 on Q. From j vk) we m ay choose a subse
quence converging in L 2. T h is subsequence will itself be a minimizing
sequence. H ence there exists a m inimizing sequence converging in L 2. We
m ay assum e from the beginning th a t our original sequence has this p ro p
erty. F u rth erm o re, —ty|| = H(vk — vi) << as soon as k, l> N (() . From the
obvious equality,
H ( * 4 ^ ) = J H («,) + > ( » , ) -
we obtain, using H{vk) = H{vf) = 1, H(vk— vf) /2 < e / 4 th a t
T h e functionals D(v) and H(v) are homogeneous q u a d ra tic functionals

and therefore their ratio D(v)/H{v) does not change u n d e r the passage
from v to cv (c = const. f O , H ( v ) ^ 0 ) , and hence
V ariational methods in mathematical physics 127
DJv)
Inf inf D (•&) = kr
H(v) H(«) = i
v£ IT2(1)
T herefore D(v) ^X^Hiv) for all dG W J11, a n d in p a rtic u la r
T h e n , ta k in g k a n d I sufficiently large, D(uh) <Xl + t, D(ui) < \ i + «, we o b

tain
D j o (V l) + ^ D ( „ ) - d ( ^ ) < bp. +
+ h + i _ x ,+ ^ = 8( l + ^ ) .
i.e., D(vk — U/)— 0 for k , l —*o°.

From th e inequality (16.4), there follows
0 < J ( v k— — Vl)-{-L2H(vk — v t),
i.e.,
— v t) -* 0 k, I —>- c o .
But
I K — ^ l l 2 ,. = ( p . — v i f + J i?k— vi ) <
w};>
< 2 7 7 (vk — v t) - f J (vk — v t) - > 0,
i.e.,
H ence {u*} converges in W f a n d as a result of th e com pleteness of

th ere exists a limit function such t h a t
I“l —^fclLfD-Ô;
W2
k >•co.
In addition,
| D (vk) — D ( Ul)\ = \J (vk) — J ( a , ) + J . . . J — vl)dS\<C
< I V ^K ) — l/^ K ) I + V ^K )) +
+ ] / / • • • / ( « ! — 'i'*)2 ] / J . . . j A a ( “ i + ^fe)9 ds “ ►0
£ 5
for k~* co, since
128 S. L. Sobolev
I Vj'i'Ok) — V ' j J U i) I = 11| Vk | (i) — I) U, || (,) | < 1Vk — UX|| (!) <
"a 2
/))* and *►
V j {v u) ~ r \ / J i a i) a n d J • . . f h2 (u, - f vky d $
s
are bounded. Therefore Z)(i4,)—1D i u ^ and, hence,
D(U]) = ;m. (16.6)
Analogously one sees th a t
/ / ( « , ) = 1. (16.7)
Suppose now t h a t £ is some function from W i ]. Consider th e ratio

O (u, 4- H-S) = D ( u l) + 2^P(u,, £) + HLgp(;)
^ ( “ l- r l* ^ W(“i) + 2u/y(u,, {) - j - *
where
D ( a , 5) = / ... J ...
9 5
H («, S) = J . . . J
9
It yields a continuously differentiable function of n on some interval
around the point n = 0. T h is ratio has a m in im u m at ^ = 0 equal to X! and
by the basic theorem of F e rm a t, we have
rPOit + ^ n ' 2D(u-^) H(11^-2 H(ulti ) D(ux)
LP(u, + H-bJ,1= 0 (^ (" i)F
whioh by v irtue of (16.6) and (16.7) gives
D ( u , , 6) — Aj/y(«1. 5) = 0. (16.8)
E q u a tio n (16.8) holds for any £ G W 2lf-
4. E xistence of the first eigenfunction. W e shall show t h a t Ui has
continuous derivatives of all orders and satisfies th e equation
Auj -j- Xj Uj = 0. (16.9)
Indeed, let <5 be th e distance betw een some point P & } and th e b o u ndary
S. Set
where hi and h2<b, Y (n_ 2)/2 is th e Bessel function of second kind of order
(n — 2 )/2 , and ^(r/Zi,) is the averaging function in tro d u ce d earlier. X(r)
is a solution of th e eq u atio n
A * + > • !* = ( ),
a n d for r = 0 has a singularity of order r~n+2, a n d X ' of order r “n+1. Since
tir / h i ) = 'p{r/h2) on th e sphere rtk{ m in {huh2), we h ave £ = 0 on this
sphere. H ence £ has no singularity for r = 0 and has co ntinuous d e riv a
tives of all orders. Therefore, £ E W^11. In addition, £ = 0 outside th e sphere
r^ -m ax (hi,h2) a n d since m ax {hi,h2) <5, we h av e £ = 0 on S. Therefore
(16.8) for £ tak es th e form
Since
J
f ... J dx.dx.
</q = - f ... J „
dQ
Jd x 2.
(by the definition of th e generalized deriv ativ e dui/dx ,), it follows t h a t
J . . . j ui (AS -j- X,S) dQ = 0. ( 1 6 -1 0 )

s
W e set
7 W { A 0 ( * ) * (r)] + ^ ( t ) * M }=
where c(/i) is a c o n sta n t to be defined later. I t is obvious t h a t wA( r ) = 0
for r ^ / i . In addition, wA(r) = 0 for (/i/2), since in th is case \p(r/h) = 1,
AX + XiX = 0. Hence, aih(r) has continuous derivatives of a rb itra ry order.
Since
AS -(- = c (A,) (o^ ( r ) — c (h2) o>ha (r),
eq u atio n (16.8) tak es th e form
c (h^ J . . . J u,<oftl (r) = c (/h>) J • • • J ui(uhJ(r ) dQ. (16.11)

2 U
We put
c(*)= J •••/ Kt) *m]+ *.*(s)*w}

2
{4
130 S. L. S o b o l e v
T h en
. J oj/( (r) rfQ — 1•
I t is no t difficult to show t h a t th ere exists a limit different from zero for

lfm c (h) = c0.
fi-,0
T h e function uh(r) m ay be considered as an averaging kernel. T h e e q u a
tion (16.11) th e n m eans t h a t th e averaged functions for Uj on the dom ain
ft} for various h<& differ only by constants. W e o b tain
a .
c (h2)
By v irtue of th e fact th a t u, is th e limit of its averaged functions, it differs

merely by a c o n sta n t from any one of its averaged functions. B u t th e
la tte r are continuously differentiable arb itrarily often a n d hence th e same
is tru e for on th e dom ain ft5. Since <5 is a rb itra ry , iq is infinitely often
differentiable a t a n y interior p o in t of ft. Suppose now t h a t £ is c o n tin u
ously differentiable and vanishes on a b o u n d a ry strip. T h e n from (16.8)
we obtain by in teg ratin g by p a rts
J . . . | £ ( A « t + xlUl) d a = o,
2
from which by virtue of th e arbitrariness of £, there follows

A « i X j i / j = 0, (16.12)
a n d th e theorem is proved.
R e m a r k s . Consider a sequence of dom ains ) ft' j lying in th e interior of
ft and converging to ft. Let the boundaries S ' of these dom ains be piece-
wise continuously differentiable. T h e equation (16.8) for £ tak es the form
/ - / ( S ic ; J j i^d s= o . (i6 .i3 )

2 S
But
<=i
2/ t= 1
= lim
2 f -> 2
' ■ O ' .9'
Vakiational methods in mathematical physics ini
T h u s (1G.13) tak es th e form
I f in addition 5 ' —>5 in the sense th a t not only th e points of S ' converge
to the points of S bu t also th e norm als at these points converge to the
corresponding norm als of S, th en
if we assum e th a t h is the value on S of some function given on P.

T h e n condition (16.14) takes the form
T h u s, u i satisfies th e condition (16.2) “ in th e m e a n ’’.

We tu rn now to the search for the o th e r eigenfunctions.
5. Existence ok t h e eatek eigenfunc tions. Let us assume that we
have already found (m 1) functions i:,Q WV’ and (rn 1) numbers A,
(i = 1,2,- —1) such that
D ( u {, l ) — \ iH ( u i,h) = 0 ; (16.16)
H (ut) == 1 / / («,-, uk) = 0 (izfz k )
i, k — 1, 2. . . ., m — 1, (16.17)
where (16.16) holds for an a rb itra ry £ £ WV1. Suppose t h a t uC VV7/1satisfies
the rn — 1 conditions
H (■v , «,) = 0 (/ = 1, 2, . . ., rn — 1). (16.18)
T h e family of such functions cC W-V* we den o te by WV'(a,,- • •, um ,). O b

viously Wo' *(//,.- - •,{/,„ ,) is a linear space since every linear com bindation of
its elem ents belongs to t he set. W e shall show t hat t his set is closed. Indeed,
suppose th at a sequence {e*.j converges to v in WV1, i.e., ||t> —Pfr|| (ll •(). By
the Im bedding Theorem
and hence
v - v k\\L„-y °-
132 S. L. Sobolev
Thus
ut) — H (v k, u{)\ = \ j . . . j Ut { v — v k) dQ
< | / J ■■■ f ujdQ j / J • • ■ J | v — wfc|a </Q — ||« — v k^ - > 0 .
i.e., //(c*, u1) = lim//(u*, u,), and if c*E ^ ’(iq, • i), then
k - 'D h
UE (li], • ‘ ’ > l) •
H ence W 21)(uj ,* • *, u m j) is closed. Since W” ’(t/ 1,• • •, O E W ” ', is
b o u nded from below for c E W 21’{w1,• • and //(c) = 1. T h e greatest
lower bou n d of D(c) for this family we denote by Am.
inf D (v) = Xm; I
W£>(uu . . . , */„,_,) (16.19)
H(v)=l. )
Theorem 2. T/iere exists a function u ^ W ^ i u ^ , - ■■,um_i), H( u m) = 1,
such that
D ( u m, i ) — kmH ( u m t l) = 0 (16.20)
for arbitrary £ E VF"*. /ft particular, for £ = um, (16.20) ta/es the form:
D (um) = hm. (16.21)
In addition, on ii,um has continuous derivatives of arbitrary order and satis
fies the equation
Xm« = 0. (16.22)
P roof. From th e definition of th e greatest lower bound, it follows th a t
we can find a minimizing sequence {c*| in W 2 (u(uu - • • ,i/m_ ,):
v k £ ^ j l) ("p ^m —1), H ( v k) = \ , lim D (vk) = Xm.
R ep eatin g literally the proof of T h eo rem 1, we show th a t ||c*||u,m is
b o u n d ed and hence th a t j vk ( is strongly c o m p act in L 2. We m ay assume
th a t th e sam e sequence {vk | converges in L2. T h e n for sufficiently large
k and (; H(vh—Vi)<(, and as in T h eo rem 1, H(vk + Vi)/ 2 > 1 —(</4).
For all c E ^ / ' ( u i , ■• • Mm 1) ■we have:
and since (vk- { -v , )/2 ^ W 2U (uu - ■■,um ,) sim ultaneously w ith vk and vt,
B( H a )> * -» (n a -)>»-(>-T)-
From this, as in T h e o re m 1, we find th a t:
D ( v k — v t) -> 0 ky I --► CO
and fu rth er
II v k — ^ l l ^ d ) -> 0
8
t
"2
i.e., {Vk) converges in W f . As a consequence of completeness, th ere exists
a lim it function u ^ W ^ . Since y*(E W 2l)(uu - ■•, U m - \ ) and ■■,um-\)
is closed, it follows t h a t i/m(E ^ ’(iq,- ■- In ad d itio n , as in T heorem
1, we show t h a t
« (« * )= !■
Let C onsider th e ratio

D (“m + H-7]) _ D (u m) + IpD (um, Tl) + V--D (Tj)
H (um fi'n) H (um) 2fi/Y(uOT>7]) (i2//(7])
T h is ratio is a continuously differentiable function on some in terv al a b o u t
th e p o in t m= 0, having for n = 0 a m in im u m equal to Xm (since +
From this, it follows b y F e r m a t’s theorem t h a t
0 ( u m> r ( ) - \ inH { u m) ti) = 0. (16.23)

We shall show th a t (16.23) holds for all Indeed, p u t £ = i / m in
(16.16). Since
^ J)(«i» • • • , th e n H (uu um) = 0 (/ = 1, 2, . . . , m — 1),

and (16.16) takes th e form
D iui, « „ , ) = <>■
T herefore (16.23) holds for j?= iz, ( i = 1, 2,-• -,m — 1). H ence (16.23) holds
for an a rb itra ry linear com bination of th e functions u, and i,- • •,
L e t ( G M 11 be an a rb itra ry function. T h e n th e function

m —1
r, = t — 2 U{ H(ut, ;) £ W $ \ u u . . . .
i= l
m —1
as is easy to verify. T h u s £ —v + Y l UiH( u M£), i.e., an a rb itra ry ^(ElVy 1is
1=1
a linear com bination of th e iq and of t/(E W 2 ( 1*1,•• -,i/m_i). T h u s (16.23)
holds for £, i.e., th e correctness of (16.20) has been established.
T h e proof of th e fact t h a t um has continuous deriv ativ es of all orders
in 0 and satisfies (16.22) th e re is a literal repetition of th e corresponding
p a r t of th e p roof of T h e o re m 1.
134 S. L. Sobolev
As far as the fulfillment by th e function um of the b o u n d a ry conditions
(16.22) is concerned, this m ay be dealt w ith as in the rem ark s to the proof
of T h eo rem 1.
6. T he infinite sequence of eigenvalues .
T heorem 3. There exists a nondecreasing infinite sequence of numbers

j Am} and a corresponding sequence of infinitely differentiable functions um
on Q such that
H ( u {, uj ) = o,7; (16.24)
D ( u i} uj ) = oij\ i.
Each um satisfies the boundary condition (16.2) in the sense of equation

(16.15).
P roof. T h eo rem 1 asserts th e existence of a n u m b e r and a function

u x such th a t
Auj-f-X^Ô H( uf ) = 1 £ )(« ,) = /.,.
Consider the closed linear space By T h eo rem 2, th ere exists a

n u m b e r X2 and a function u2 such th a t
= H 0 2 ) = 1; h (ui> “ 2) = o; d ( u2 ) = k
' -i ; u2) = o.
T h u s Xu u x\ X2, u2 satisfy (16.24) for i,j= 1, 2. Since ( ^ ‘'(iq) C W2n, we have
inf D (v) > inf D (v), H (v) = 1,
and by the v irtue of th e fact th a t the greatest lower b o und of D(v) on a

smaller set is not less th a n th e g reater lower bou n d of D(v) on Ur2' \ we
know th a t A ^ A ,. Considering the closed linear space WV'pu, u2) and
using T h eo rem 2, we o b tain X:t and uA. Using Theorem 2, this process for
obtaining A, and u, can be co n tin u ed indefinitely. W e o b ta in thereb y Am=
inf D(v) (u £ W'2l)(uu - ■■,um 1), H{v) = 1). Since
ua, . . u,„_ 1) o W[l) (u u . . . . um)
(a function v belonging to W T ( u u - • ■,um 1) satisfies m - 1 conditions and
at the same tim e •• ,um) satisfies the additional condition
H{v, um) = 0), we have Xm^X^
T h e fulfillment of condition (16.24) follows from T heorem 2.
Since H(u„Uj) = 6tJ, th e sequence {t/m} forms an orthogonal and norm al
system of functions.
T heorem 4.
lim +oo.
Indeed \ m is bounded from below and nondecreasing with m. Suppose that

Am does not converge to °°. Then Xm would be bounded:
l*rnl < A m = 1, 2, . . .
From (16.24), it follows that
\ D { u m) \ < A H { u m) = 1 {m = 1,2, . . .)•
On the basis of the inequality (16.4), we have
J(um) 4 i L , D ( u J + L2H (a„) < L , A + L , = B,
i.e., the sequence | u m| is uniformly bounded in the norm of by the

number \ / H .
We show th e n th a t th e sequence j um| would be bounded in the norm

of W\u. Indeed, if we define the norm on by th e equation
we find
— (( f ■■■ J u,nd 2 ) + I ^ / J Laj | <
As a consequence of the com plete co n tin u ity of th e im bedding operator,

we would conclude th a t {um| is strongly co m pact in L q• on any hyper-
plane of dimension s where s > n — 2:
In p articular, if we should ta k e s = n , q*= 2, we would find th a t ) um[ is

strongly com pact in L 2 on U. In o th er words, from \u m| we m ay choose a
subsequence \ u mi \ (i= 1, 2, • • •) such th a t
H if i t k —► O O .
T h e la tte r is impossible, since

136 S . L. S o b o l e v
H { u mi — umk) = H ( u m. ) — 2 H ( u m., uWk) - \ - H («mjt) = 2.
T h u s, th e assum ption th a t lim Am^ c o leads to a contradiction, and the

theorem is proved.
7. Closedness of the set of eigenfunctions .
T heorem 5. The system j u m} is closed in„ L 2, i.e., for every 0 E L 2 we have

the equality
J ... J"<A/2 = f ( / • • • / * «» <'2)*.

? /l= l
Since Am— m, it follows th a t, sta rtin g from some integer, j : \ m>0 (m } tj) .
L et K be any num ber, k >j . Let f E W ” ’ be any function. Set
Rk = v — y umH ( v t um).
m= l
I t is obvious th a t • • •, uk) since
H ( R Jetui) = 0 (/ = 1,2, . *)•
Hence
£ W _ > ,
H( R k) ^
( 1) £ ( / ? * ) > 0
and
D( Rk)
( 2) « ( / ? * ) <
k+1
On the other hand,
0 < D (/?*) = D (v) — 2D (v, 2 (z», u j ) + D ( 2 (v, O ) =

m= 1 m= 1
k nk kn
m= l '1
’'
S2
= D ( v ) — 2 2 W K u J O K « m) + 2 2 ^('y,urn)/^(^,w()D(umui) =
m=11=
k k
= D (t») — 2 2 (*• um) K u m) + 2 0> «„,)] *D (um) =
tn = 1 m= 1
= 0 ( ®) — 2 X [ W ( « . U„)l! =
tn — 1 m = 1
m = j + 1 tn « * l
T h u s D (/?),) is bounded, and from H{ R k) ^ D ( R k) / \ k+\ and A*_i-~°o, it

V a r ia t io n a l m e t h o d s in m a t h e m a t ic a l p h y sic s 137
follows th a t H(Rk)—*0, which m eans the closedness of j u m} in the class of
functions L e t $ G L 2 be an a rb itra ry function. For any ( > 0 , no
m a tte r how small, we can find such th a t
— (16.25)
Indeed, denoting by ft5 th e subset of points of ft lying a t distance more

th a n 5 from th e b o u n d a ry , we will have:
J . . . J o- dQ = lim J . . . j -f2dQ,
from which it follows th a t for given t > 0 , we can find 5 > 0 such th a t
J ... J - j . . . j y , Q
< S '
2 Q,
In tro d u cin g th e function

» w ithin
0 outside of 2?
we obtain
J /i? — (16.26)
I f we co n stru ct as <pb the averaged function for radius <5, we o b tain a

function v having continuous first derivatives on th e closed dom ain ft. I n
deed, and choosing a sufficiently small radius for averaging, we
will have
J ••• J l ' f ? — v \ 2 dQ < - i l . (16.27)

Q
From (16.26) and (16.27) we conclude the correctness of (16.25). For the
function u, as was shown, we can find such a linear com bination of a finite
n u m ber of the functions um th a t
< 2 *
which, together w ith (16.25), gives

k
II?— S
m= l
138 S. L. S o b o l e v
I f the am are replaced by um), then it follows from the general theory
of the orthogonal systems, the left side does not increase, and we know
the following inequality
k
!<? — 2 Um H{ o t Ut,)I l , < £>
m«1
which, in view of the arbitrariness of e, leads to the equality
J...
2 S
C h a p t e r III
THE TIIKORY OF HYPERBOLIC

PARTIAL DIFFERENTIAL LOCATIONS
In the present c h a p te r we consider some problem s arising from the

th eo ry of hyperbolic partial differential equations. We shall tre a t three
topics:
( 1) T h e solution of th e wave eq u atio n w ith c o n sta n t coefficients. D e
pendence of the solutions upon initial d a ta , and generalized solutions.
(2) W ave eq uations w ith variable coefficients.
(3) T h e th eo ry of nonlinear equations.
All these topics are analyzed by a general m ethod of investigation which
consists of seeking solutions in the spaces L f and W'p considered in the
first ch ap ter. H owever, en route we shall have to solve an auxiliary p ro b
lem in the in teg ratio n of w ave eq u atio n s w ith sufficiently sm ooth variable
coefficients. It is necessary for us to show the existence of a solution for
the C au ch y problem for such equations w ith sufficiently sm ooth data.
For this purpose, we em ploy the th eo ry of characteristics in (2/z-fl)-
dimensional space and the m eth o d of descent in the space of 2k d im e n
sions.
§17. Solution of the wave equation with smooth initial conditions.

1. D e r i v a t i o n o k t h e b a s i c i n e q u a l i t y . C onsider th e wave operator
□ « = AU— ^ C7.1)
on the dom ain S2 in the space o f n + 1 dimensions w ith coordinates x 1(

x2, - ■■,xn, t, b o u nded by a sm ooth surface S. Let u ixux2, ••• ,xn,t) and
p(.r,,.rj,• • • ,xn, t) be twice differentiable in U with their first derivatives
continuous up to the surface S.
Let
□ «=/; □' » = <?.
139
140 S. L. S o b o l e v
Consider th e integral
n
J __ f f/ ( du dv . du du\ ■> .
- J - y J \ - Z ( d 7 i d 7 - l- d T l e l ) c° s n *< +
i» 1
n
I fdu dv du d v \ +A . c
where n is th e interior normal to S.

A simple tra n sfo rm a tio n yields:
n
/ _ f ( f JL( du dv i V d!L dv \ V ^ (du dv dv du\\
J ' ' ' J \dr\dr dr 1 wd*,- dx( ) 2 j dXi\dXi dt ' d*,- d t ) y ®
2 <=1 i= l
__ f f/du fd?u V^dûl . du[d2u V't d?ull jo

<= 1 > i= 1
(17.2)
= / • • • /{s? □ ” + 37 a " } rf2
R eplacing D u and d u by th eir values, we will have:
J- l - Sa i r , * + &)<*-
Consider th e expression
V' ( du du + \/dv dv + \
2 i ( a * c o s - T, cos nx<)\Sx,-cos nt T ic0%nx<) =
<= i
n n
du dv V / ^ \Q I o \ v du 5du
= - — =- > (cos n x {Y -4- cos*1nt 7 , 5— -------
dt dt ^ v 1 1 dxi dxj
<-l <=1
/ du dv , du du\ ^ . du dv
y
r= 1
(
n
------ — 5- 5— ) cos nx: cos nt = cos nt dt~dlcosnt 5“
^ Vdr dxf ' dt dxiJ
n
1
V du du V /du du , du du \ ^
2 aT, cosnt - 1 ( a ? ST, + W S7,)cosnx‘ +
i= l t= l
<~1
E veryw here except a t th e points of th e surface S where cos nt = 0

T heory of hyperbolic partial differential equations 141
J= S-y J [ ^ 2 ( l F i c o s " ' - s r c o s ^ ) G ^ c o s 'r' -

1i « 1
du dv 1 — 2 c o s - 1 , c
c0 a?a7 ■" J
dv \ f f (T. . c (17.3)
— 57 cos nxt
at cos nt d S = ) td S -
where by <f>we denote th e whole in teg ran d lying w ithin J.

I t is useful to n o te th a t if u = v, th en at all points of th e surface where
|c o srh | ^ l / \ / 2, th e in te g ra te d expression always has the same sign, which
is also the sign of cos nt.
sign = sign cos nt. \ 17.4)
W h erev er cosnt = 0, we obtain:
Suppose th a t u is a solution of the wave eq u atio n

□ u= 0 (17.5)
in th e hom ogeneous infinite m edium .
T a k in g v= u , we apply th e form ula (17.2) derived above to th e function
u\ taking for th e dom ain U a tru n c a te d cone whose generator m akes an
angle of -k /4 with th e ot axis (Figure 8). T h e n
1
- at 5 ,.
-> Y2
cos nt =
— 1 at 5 2,
-(-1 at 5 3,
where S 3 is th e lower base, S'2 the u p p e r base and

S ! is th e lateral surface of th e tru n c a te d cone. S u p
pose, for the sake of definiteness, the q u a n tity t on
S 2 is equal to tQ. By m eans of (17.2) and (17.5), we
o btain
J( u, u) = j* . . . J <!• d S - h | . . . J <1>dS -f-
s, s.
du du
c o s^ ;+ [(^ )!
dt - H 0 ] cos':' } d S = 0 -
.S, »= 1
(17.6)
By (17.4),
J . . . J dS < 0.
s,
142 S. L. S obolev
Thus
— J . . . J <1>dS = J . . . J '1*d S + J . . . J dS < J . . . J dS.

S, S3 Si s,
From this, since on S, and Sy. cos rix, — 0, we have the estim ate
S, 1= 1
(17.7)
S, 1= 1
2. Ivstimates for the growth of the solution and its derivatives .

For our purposes, it is also necessary to estim ate the integral
*dS.
From (17.7) it follows t hat
is hounded. D enoting by y(t) the qua nt i t y
_y(0 = / •••
where is the surface where the coordinates • • • ,xn take the same
values as on S 2 while the variable t changes from 0 to i,,. we obtain
y (o = 2 j . . . / « ( / ) £ < « .
Ef
A|iplying the C au c h y -B u n ja k o v sk y inequality, we obtain
| / ( / ) | < 2[ J ... . - . / “ W’i s f
and by virtue of the inequality (17.7)
\ y ( o i < 2^ ( 0 ^, (17.8)
where
S,
Tlie inequality (17.8) implies t hat
T heory of hyperbolic partial differential equations m .‘1
7 'V y < A
or:
v y ,< F 7 o + ^ .
from which finally:
y ^ yo 2/4 V7o<-I-^ 2-
S ettin g also
J . . . J u dS = B 2,
2
s.
we have yof^B2, and hence
W e intersect our tru n c a te d cone w ith the plane / = const, and let ^JL he
th e resulting dom ain of n-dim ensional space o btained as the intersection.
Arguing as before, we obtain:
du_ dS.
dx.
St <-1 •” 1
In te g ra tin g in t from 0 to t0, we obtain

n+ l
<
i —i
07.9)
n s © 2-
S, <—1
where V is our tru n c a te d cone.
Analogously, using the fact th a t
3/ = J . .. J w a d S < ( 8 + A 0'2 (17.10)

Lt
and integ ratin g in t from 0 to tih we obtain:
n-j-1
J . . • J a 2 ^ l / < - - [ ( f l + A ^ 0)B— B » ] = 3 B % + 3 A B t 0*~\-A%\ (17.11)
v
T h e inequality (17.10) has a n u m b e r of im p o r ta n t corollaries.
144 S. L. Sobolev
Corollary 1. Suppose that the initial values of u and du/dt vanish in the
interior of S 3. Then A = B = 0 and as a consequence of (17.10) y = 0, i.e.,
u —0 in V.
T h u s, if on th e basis of th e tru n c a te d cone u = 0, du/ dt = 0, th en u = 0

in th e interior of this cone.
Corollary 2. The value of the function u, a solution of the given equation,

at a point x°ux°2, - ■■,x°n, t° is determined by the values of the initial data
n
u and du/dt on the "sphere” t)= —x°)2) - ^ t 0, which is the inter-
1=1
section of the characteristic cone with vertex at the given point with the plane
t = 0.
Indeed, if for a n y two solutions of th e wave equation th e initial d a ta of

u and du/dt coincide on this dom ain, th e d a ta of their difference will
vanish on this dom ain and by C orollary 1, th e difference will be null at the
vertex of th e cone. Hence, a t th e vertex of th e cone, i.e., a t th e point in
question th e tw o solutions will coincide, as was to be shown.
3. Solutions for special initial data.
T heorem . Let the function u be a solution of the homogeneous wave equa

tion. I f the initial values u |,=0 and d u / d t |,=0 are infinitely differentiable on
the whole of the space of the x2, - ■■,xn, then the function u itself has all deriva
tives of all orders.
P r o o f . T o begin with, we shall establish this theorem in a more special

situation. W e prove a lemma.
L em m a. Let the function u satisfy the equation
A „ - g = 0 (17.5)
on the domain —a ^ X j ^ a ( i = 1, 2,-• • ,n) where a is some constant, and

suppose in addition that
u Ix{= ± <j = 0, (17.12)
i.e., the function u vanishes on the boundary of this domain. Suppose in
addition that for t = 0
u 11=o = ?o
(17.13)
du
di t =o = ? i .
T heory o f hyperbolic p a r tia l d iffe r e n tia l equations 14 5
where the functions 0Oand <t>: haue continuous derivatives of all orders and
vanish on the boundary of the domain together with all their derivatives. Then
the function u has continuous derivatives of all orders.
Indeed in th is case, th e solution can be w ritten in an explicit form with

the aid of Fourier series.
We expand the functions 0Oa n d in Fourier series
. . (jci + fl)n . . a) TZ . . (x„ + a)*

? o — S fyn j'i...... J „ sin-A 2a si ny2 ~ sin7n — --------
2a
4=l
QO
. . (x x -I- a) iz
S ....../ „ sinA ----- 2a----- x
• • (*n -4- a ) TZ
X s .n y /3 + f I l. Sln Jn n 2a — (17.14)
T h e functions 0Oand <t>1 are continuous to g eth er with all their d e riv a
tives and m ay be extended in a periodic way to the whole space with
preservation of th e c o n tin u ity of all th e ir derivatives. I t follows th a t the
Fourier series for these functions will converge uniformly tog eth er w ith
all their derivatives of a rb itra ry order.
Consider the p a rtia l sums of these series. Set:
y
. . ( x n -4- a) r.
= 2 ........ (Ar' + ‘,)-r si „ y 2< £ i ± ^
2a 2a ■Siny» ~ ^ ----- ;
N
(xt -I- a) K (*? 4- Q) r. (xu 4- a) ~
sin y2 2a
• sin;„ 2a
v[N) = S gj' ...... j n S'nJl ■ 2a
h =1
If in the initial d a ta we replace <j>0 and <t>\ by </>oM and 0^ , we obtain
for the solution u <A0 of the wave equation satisfying these initial condi
tions xr
u Jj. j n cos + ... -j-jl t +
gju i%........ i
+ s i n v '/ j + z i - h . . . + y ; < } x
V J'\ + j \ + ■■• + Jn
. . . . (xt 4- a) r. . . (xz -\-a)rz • i ^ r-
Xsin -----sin^ ” 25----- 2a
T h is solution, obviously, is infinitely differentiable. We shall show th a t

146 S. L. Sobolev
with increasing N the sequence u lN) converges in every space where
I is an a rb itra ry n u m b er, to some function u. I t follows already from this
th a t th e limit function a is a solution of th e wave equation satisfying the
initial conditions (17.13) and is infinitely differentiable. Since this solution
is unique, our lem m a will follow.
4. P roof of the basic theorem. I t re
mains for us to prove th e convergence of the
sequence u m " A pplying th e integral equality
(17.6) to th e “ parallelepiped” whose base S 2
is the “ sq u a re ” dom ain fi: |x t| ^ a in the
plane i = 0 a n d th e up p er base S 3 of which
lies in th e plane t = t0 (Figure 9). I f we use
the fact th a t on th e lateral surface Si of this
dom ain (|x,-| =a) we h ave the equality u {S) =
du(M)/d t = 0, we obtain
s,
and hence
J -s, J [ tS= lC ) + ( ^ ) 1 dS0 =
dS$. (17.15)
= J - / [ 2 ( ^ r ) + dt
s. »= i
We consider also the functions

„(.v) = _ _ d' um. _ .
n dxY . . . dxnn
These functions in their tu rn satisfy the wave eq u atio n ." We note also
th a t on the b o u n d ary of the parallelepiped for |jc;-| = a , the function
. „ will satisfy either the condition c,(,M . .„ = 0, if or, is even or the con-
1' 'n I n
dition dvlJ^...„n/dn = 0, if a; is odd. A pplying formula (17.6) to these func
tions, we obtain in this way:
"if the solution u of the wave equation has continuous derivatives up to (f+2)nd order
on the whole space, then obviously an arbitrary derivative of u of order I will also be a solu
tion of the wave equation.
(17.16)
s3 »= i
On the initial plane S 2 all the integrals for given «i,re • ar e
bounded n u m b ers which do not depend on N.
W e consider also the functions
w (k,r) __ y(k) v (r)
........ a« °>......"n
For these functions we o b tain as before:
n
" ,dw[k'r) „ n2 M k'r)
/•••/
S,
si= I dt
„ „ r J L , d w ,k'r' s2
(17.17)
dt
Sn t —1
It is not hard to establish th a t for sufficiently large k and r, th e integral

on th e right h a n d side of th e last equation will be as small as one pleases.
This follows im m ediately from th e convergence with all derivatives of the
Fourier series for </>0 and <p\. From this it follows th a t the q u a n tity on the
left side will be arb itrarily small
- , r " r) B S2 \ 2-|
J • • • / [ M — + ( — I T ^ - 2) ] <'•
i —1
In te g ra tin g th is last in e q u a lity in the v ariable t b etw een th e limits 0
a n d T. W e will have:
„ r W /dW{k‘ r) * ,dwlk’ r) N2
dQ < 7e,
<=i
where, by S2, we d e n o te th e d o m ain 0 ^ | x , | ^ a . U sing th e sam e

a rg u m e n t as we em ployed to d erive (17.11), we show t h a t
J ••• / ( < : . ? „ . / r f 2 < ( « o 4

o
B y v irtu e of th e co m p leten ess of th e space W 2\ we conclude th a t th e
sequence . which satisfies th e C a u c h y convergence criterion
148 S. L. S o b o l e v
m u s t converge in this space. T h e convergence of all th e d e riv a tiv e s of

t / A) in W [2 implies th e uniform convergence of all th e d e riv a tiv e s of
these functions by v irtue of the Im b ed d in g T heorem . T h e lem m a is
proved.
I f we use th e lemma, it is easy to prove our theorem . Indeed the values
of the u n k now n function in the interior of the p yram id
+ (17-18)
depend only on th e values of the functions 0Oand <px w ithin th e dom ain
0 ^ x, ^ a /2 for t = 0.
We c o n stru ct th e functions
n
where i/-(£) is a function equal to one for £<-j and zero for £> 1, and in
finitely differentiable. We will seek a solution u (a> of the wave equation
satisfying the conditions
du(a> (a)
dt t = Q
On the basis of the lemma, we see th a t u [a) is infinitely differentiable.
B u t by w h a t was shown earlier, w ithin th e p y ram id (17.18) this solution
coincides w ith u.
Hence u in its tu rn will be infinitely differentiable, as was to be proved.
§18. The generalized Cauchy problem for the wave equation.

1. T wice differentiable solutions. W e pose the following problem:
to find a solution of the wave equation
= ( 17-5>
in the whole space satisfying the initial conditions

“ l< = o = w 0> ]
du ) (17.13)
Ft i-o = u‘- J
It has been shown th a t if un and u x have deriv ativ es of every order, the
solution of the problem exists and is infinitely differentiable. B u t of course,
th ere is no necessity for infinite differentiability of th e d a ta to obtain
solutions, especially since th e eq u atio n involves only d e riv ativ es of second
order.
W e consider first of all th e following problem.
Problem 1. T o d e term in e w h a t conditions imposed upon u0 and iq will
assure th e existence of twice differentiable solutions.
In th e previous c h a p te r we becam e a c q u a in te d w ith generalized d e riv a
tives, a n d m ay im m ediately in tro d u ce th e generalized w ave operator.
L et u(t, xu - ■■,xn) be a su m m ab le function on some dom ain 9. of the
( n + l)-d im en sio n al space. I f th e re exists a su m m ab le function f ( x u - ■■,xn,t)
such th a t
N+ X
J . . . J u □ <j>d o = J . . .
s s
for any twice differentiable function \f{t,xu - ■■,xn) vanishing outside of

some closed su b dom ain of Q, th en f is called th e generalized w ave o p e ra
to r of u and we shall write Du = f.
P roblem 2. A function which has a generalized w ave o p erato r equal to
zero will be called a generalized solution of th e w ave equation. I t is n a tu ra l
to pose th e C au c h y problem for generalized solutions. W e shall consider
b o th these problems.
T heorem 1. I f u0 has generalized derivatives up to order [n/ 2 ] + 3 square-

integrable on every bounded domain and tq has similar generalized derivatives
up to order [ n / 2 ] + 2 , then the equation (17.5) has a twice differentiable solu
tion satisfying the conditions (17.13).
P roof. W e c o n stru ct the sequences of averaged functions ) uoh | and

{uiA}. By the theorem of §17, item 4, th ere exists solutions of equation
(17.5) satisfying th e initial conditions
u ( = 0 — u0h )
du (18.1)
dt
and having derivatives of a rb itra ry order.
C onsider the function: vpjq= v hp— q*,; vpq is a solution of equation (17.5)
with the b o u n d a ry conditions
| dVptq
Vp, q\t =0 = U0hp U0hq< ~ d F t =0 = u.lhp — ‘hq.
By inequality (17.7) we h ave (Figure 10)

150 S. L. S o b o l e v
n
d v p , q\2 /dv v•i
J-JL %sc
=
dxi
1
+ dt "<;•••/ [ s c ^ S, »= 1
, ( d v p , q\2
dS (18.2)
"■ V d t
a n d analogously for any d eriv ativ e of Vpq
n
d ° V' p , q d * v p, q
S, »= 1 oa x °i
x d x n»
) * + ad t d x [ l ... dx\ J]
d av p , q d * v p. q
dS (18.3)
< J -s,J [ <S= i dx{ d x -r+ &
d A.n
x nU dx
ai
dx”
a n d by (17.10)
J... +
S £9
+[/••• S,
j <s= 1
( ^ + '
j ---/(^ h Mi
s,
cm)
By a p ro p e rty of averaged functions (§5, item 2) Uo/,=>u0 in W'£ lr' 2
and :/!/,=> in W f 2'~2 and consequently th e right sides of inequalities
(18.2), (18.3) a n d (18.4) m ay be m ade a rb itra rily
small for sufficiently small h p a n d h q a n d n 5?
[ n /2 ] + 3 , and th e re b y th e left sides also, i.e., for
an a rb itra ry dom ain in th e plane t= const, the
sequence {uh J converges strongly in th e sense of
2^ 3. H owever, th ere follows from this by the
Im bedding T h eo rem th e convergence of th e fu n c
tions uh in C 2 (in th e n-dim ensional space of X[,- • •
■■•,x„).By analogous estim ates, we show th a t
d u / d t ^ C 1 and d 2u / d t ~ £ C , i.e., u is twice c o n tin u
ously differentiable in th e (n + l)-dim ensional space and is a solution of
the wave equation.
2. Example. W e consider th e wave eq u atio n in a 5-dimensional space.
We saw above th a t it sufficed to d em an d by way of the initial conditions
the existence of square integrable fifth deriv ativ es for u 0 and fourth d e riv
atives for u !. W e shall show th a t if the square integrable derivatives exist
up to lower orders only (for u 0 derivatives of the fourth order, for tq
derivatives of th e th ird order), the solutions m ay not have continuous
derivatives of second order.
s
Let r = ( ^ j -2)12; th e n if f{y) is continuously differentiable m times
1= 1
(m 2 : 5 ) ,
u — (18.5)
r3
will be a solution of the wave eq u atio n w ith initial d a ta
“o= ~ 2^ r - Jr 2^ > where 2A ( ' ' ) = / ( — r ) — f( r ) ;
2/,(/-) , 2f . / r )
u, = — r3 2A ( ' • ) = / ( ' • ) + / < - ' • ) •
We have
cfu f " (t — r) — f " (t + r) , f " it — r ) + f " ' j t + r)
d fi r3 ' r'i
|f " (t - r) — f " (t + r)] + r \ f " (t — r ) + f " j t + r)\
If m'^.b, it is no t difficult to verify th a t d2u/dt2 and d2u/dr 2 are con

tinuous, a n d an application of l’H o sp ita l’s rule gives
du2 f " ( t - r ) - J " ( t + r ) ] - \ - r { f " ' ( t - r ) + f " (t+r)] 2 f{V)/A
nm --------------------------- -5------------------------------ = - tt/1 (/)
!fi * r-y 0 r 0
Let
= ( °* -V < 1 ,
J(y) 1 i y — 1)*» y > \ -
Then
0, r< \)
«o — , r> \\
0, r < 1;
“ 1=
r3 r > i;
a n d it is not difficult to see th a t iZoEW^4’, but

U i E ^ 1 if 9 / 2 < « < l l / 2 . T h e re b y we obtain:
a2u 0 , /< 1
dt* i 4 ( / — l ) a" 6, t > 1 (A = c o n s L ^ 0 ) ,
and th e function u(r,t) given by (18.5) tu rn s ou t n o t to be twice c o n tin u

ously differentiable if 9 /2 < a ^ 5. As is easy to see, u(r,t) is a generalized
152 S. L. S o b o l e v
solution of th e w ave equation for the d a ta u0, u x and m oreover th e unique
solution (cf. T heorem 3). I f 5 < a < l l / 2 , it is still tru e t h a t
W 241 b u t the corresponding solution is twice continuously differentiable
and, as a result, th e conditions u 0£ W4"/2'+3, W4"/2'+2 are no t necessary.
Analogous examples m ay easily be co n stru cted for n = (2k+ l){ k = 1,2,- • •).
3. G e n e r a l i z e d s o l u t i o n s . W e saw above t h a t a solution of th e wave
equation having continuous derivatives possesses th e p ro p e rty t h a t its
norm in an a rb itra ry space W 2 (if we consider it as an elem ent of this
space) rem ains uniform ly bounded. These norm s m ay be estim ated if the
initial values of th e function are know n, more precisely, if we know the
norm of un in th e same space W 2 and u x in W 2" 11.
T h e invariance of th e norm in H ilb e rt space yields the possibility of
proceeding to a ra th e r convenient generalized in te rp re ta tio n of the solu
tions of th e wave equation.
W e shall say th a t th e function u is a generalized solution of th e wave
equation in W^1’:
d2u
= 0,
Hi*
if th e function lies in VV^1’ on every b o u nded dom ain and in addition it has
the generalized w ave operator
equal to zero.
Obviously, every generalized solution of the wave equation in W 2U is
the limit of a sequence of functions uk converging in on every b o u n d
ed dom ain and them selves continuous solutions of the w ave equation
□ uh = 0.
Indeed, by w h a t was shown above, uk will be th e limit in W 2U on

bounded sets of th e sequence of averaged functions uk
uhk ==> *k-
F u rth erm o re, each averaged function obviously satisfies the w ave e q u a
tion since th e wave op erato r com m utes w ith the operation of averaging.
T h is is shown by th e same m eans which we used earlier for th e proof of
th e fact t h a t th e derivatives of averaged functions are th e averages of
th eir derivatives (cf. C h a p te r I, §5, item 2).
W e shall prove the converse theorem .
T h e o r e m 1.
I f the function u is the limit of a sequence uk of twice con
tinuously differentiable solutions of the wave equation having uniformly
bounded Wi 11 norms with the sequence converging weakly in L x, then u is a
generalized solution in WV’.
Theory o f hyperbolic partial d i f f e r e n t i a l equations 1 5 3
P roof . On th e basis of th e th eo rem on th e existence of generalized

derivatives, we conclude th a t u belongs to W 2[". T h e fact th a t u has the
generalized w ave o p erato r zero follows from
f •• • □ ' J ' * ' = lim f .. . ( u k \ J ^ d v ,

J J k~><o J J
where f is an a rb itra ry function having continuous derivatives. If we
choose \p, in p articu lar, to be a function vanishing outside of some dom ain
V* and rem ark th a t
/.../«*□ dv = 0,
we obtain
J . . . J u D - b * i = 0, (18.6)
as was to be shown.
4. E xistence of initial data.
T heorem 2. Every generalized solution in W 2] has on the plane t = 0

limiting values u ()£ W 2U and u ^ L 2 corresponding to n-dimensional space.
Thus on every domain S ] in the space of x u - ■■,xn, we will have
lim ||« (/c) — u0II = °i

7; -> 0 -
(18.7)
dll (k)
lim |I dt — “ lH £ = ° -
7;->0
T h e plane t = 0, of course, was chosen completely arbitrarily. O ur theorem
leads to the conclusion th a t a solution of the w ave equation in W 2] can
h ave th e plane t= const, only in th e role of a rem ovable singularity.
We recall t h a t from th e Im bedding T heorem there follows in this case
a so m ew h at w eaker result, nam ely th a t every solution u of th e wave e q u a
tion in Wj1’ can have th e plane
t = const.only as a removable
singularity if we consider th e
values of u in L 2 (w ithout deriv-
a tiv e s).
W e proceed to th e proof of
our theorem.
We consider in the plane t= 0
an a rb itra ry n-dimensional
sphere S 2 and co n stru ct through
its b o u n d ary the reverse c h a r
Figure 11 acteristic cone (Figure 11).
154 S. L. Sobolev
D enote by ^ ( 0 the sphere obtained from th e intersection of this
cone and the plane t= const. T h e value of ^ ( t ) for t = T will be d e
noted by S 3. L et V(t) be th e conical piece h o u n d e d by the lateral surface
of th e cone and by th e planes S 3 and £(<)•
Suppose th a t v is some twice differentiable solution of the wave e q u a
tion. F o r it we have th e inequality:
/ •1(0
• • / [ »2= i ( 0 + ( 1 ) 1 ««>/•••1(0J) [ «2=1(£,)■+ (*f\
if t > t u obtained from (17.7) by replacing t b y T —t.
In te g ra tin g in t from tx to T, we obtain
V (0) 1=1
•r (■/) f»—le w ]
0
dS.
(18.8)
L et vll = U)l(t-{-k) —uh(t), where uh is an averaged function for u and

k>0.
A pplying (18.8) to vh for a fixed value of k and su b stitu tin g its value
for vh, we will have:
1 d u h( t + k ) dujAOV , ( d u h( i + k )
T - h dx{ dx{ ) dt
F( 0) <= i
duh (t 4- k) d u jj/y y , /d u h (t 4- k)
s( 0) i =i
dx( dx( ) dt W] dS.
(18.9)
In formula (18.9) we m ay pass to th e limit as /?—0 since the c o n v er
gence of uh to u takes place in WV’, i.e., to g eth er w ith th e derivatives of
first order. From this, we have
n
J ■■• J { 2 [zr, <“ (' + ( ' » ] " ' + [ w <“ ( O - * ) - “ ( « ) ] ’ } < « <
i ( 0) i -1
+
r ( 0) < -i
+ [ £ ( “ ( / + * ) - « ( 0 ) ] ! }<*S- (18.10)
Theory of hyperbolic partial differential equations 155
T h e functions du/dx, and du/dt belong to L 2 on V, and, as a result, are
continuous in th e large on th e d o m ain V. Let tx< T / 2 . W e m ay th e n
choose <5(t) so small t h a t for k<b{d) th e rig h t side of th e in eq u ality (18.10)
will be less th a n < in d ep en d en tly of tx.
T h e re b y we obtain:
J J { S [ ^ ( “ (<! + * ) — “ W ) ] +
«,)
W e p u t tx+ k = t2 and o b tain in the n-dim ensional space:
llu (^2) u (M llL«) <ê ii d t

< B
for tx a n d t2 sufficiently close a n d in p a rtic u la r for a rb itra rily small tx

and t2.
By v irtue of th e com pleteness of th e spaces L 2 and L 2l), th ere follows
from this the existence of a lim iting value for t—*0 in L 2 for du/dt and a
limiting value for (-*0 in L 2] for u. I f we note also t h a t a limiting value
for u in L 2 exists by v irtu e of th e Im b e d d in g T heorem , we arrive at th e
conclusion t h a t there exist values for u and du/dt for 0 belonging re
spectively to WV* and L 2 respectively such t h a t
I!u {&) u (O)II.jyT —►0, 0.

d t
T h e theo rem is proved.

5.Solutions ofthe generalized Cauchyproblem.
Theorem3.For any functions u0 (xux2,- ■■,*„) £ W2n and u x(xx,- ■■,xn) £
L 2, there exists a unique generalized solution u of the wave equation in W2n
satisfying the conditions:
u tr= 0 = «0>
dtt (17.13)
= u 1*
~dt f= 0
where for t-^0, u(t) converges to u0 in the metric of W2n while du/dt con
verges to u x in the metric of L 2.
Proof. C onsider th e averaged functions for the initial data: waand 0

u xh. I f we p u t th e m in place of u0 a n d u x as initial d a ta, we m ay find solu
tions of the C auchy problem since these new initial d a ta are infinitely
differentiable.
156 S. L. S o b o l e v
Suppose the new solutions of th e wave equation are iq. It is easy to

show th a t the sequence uh converges in W 2] in the (n + 1) -dimensional
space of jq, x2t- • • ,xn, t and in th e n -d im e n s io n a l space of x 1;- • • ,x„ for
an a rb itra ry fixed value of t. Indeed, p u t uhp— uhq= vpq.
T h e function vpq is a solution of the wave equation, for which th e q u a n
tities A a n d B will be as small as we please for sufficiently small hp and
hq. If we use inequalities (17.9) a n d (17.11), we see th a t for sufficiently
small hp and hq we obtain:
dv.
Pjj. dS < a,
dt
V V i'=l
from which it follows directly t h a t the sequence uh converges by virtue

of the completeness of W 2] a n d L 2 in the space of X\ x2,- • ■,xn, t. T h e
limit function u by v irtue of T h eo rem 1 will be a generalized solution of
the wave equation.
F u rth erm o re , if we employ inequalities (17.7) a n d (17.10) replacing in
th em S 2 by S 3, we will have
\ d-tj
s,
T hese inequalities m ean t h a t th e sequence uh converges on an a rb itra ry
plane t = const, in th e sense of W 2 i ) with the convergence uniform w ith
respect to t.
One easily concludes from this th a t th e limit function u, which was
shown in th e second theorem to have initial values for u a n d du/dt respec
tively in W 2l) a n d L 2, assumes on the initial planes th e given values u0
and iq. In fact,
II u { k ) — u ( 0) || ]y(l) < || uh (k) — uh ( 0) || h.(d - f
4 - ||"/, (° ) — u (°) II u-(l) + llM/i (k) — U II u4 )-
for sufficiently small h we have:

T h eory of h y per bo lic pa r t ia l d if f e r e n t ia l e q u a t io n s 157
\uh { k ) — u{k)\\
uh (0) u ( 0 ) ||
Choosing k sufficiently small for fixed h, we will have
Iuh (k) — uh ( 0 )|| ^ | , ,
w hereby
!« (£ ) — u ( 0)|| u/n) < e .
Analogously, it is easily shown th a t
..4 r< v * <«•
T h u s T h e o re m 3 is proved.
§19. Linear equations of normal hyperbolic type with variable coefficients

(basic properties).
1. C h a r a c t e r i s t i c s a n d b i c h a r a c t e r i s t i c s . In th e present section
we shall show th e existence of solutions of th e C au ch y problem for linear
eq u atio n s of hyperbolic ty p e w ith sufficiently sm ooth coefficients for
sufficiently sm o o th initial d a ta.
W e consider th e equation:
2k+l 2k+l 2It-fl
dht
Lu= 2 2^ dxidxj + S B^ + c“
F, (19-1)
<=0 j =0 1=0
where A 1; (A |;= A ;I), B„ C, and F are functions of th e variables x 0i * i r - -

• • .,x2*+i continuous to g e th e r w ith their d e riv ativ es u p to order K-\-\
inclusive, where K is a sufficiently large n u m b er.
W e assum e t h a t for each p o in t of th e space, th e q u a d ra tic form
2f c+l 2lc+l
M p)= 2 ^ A ljPtPj (19.2)
<=0 j =0
m ay be b ro u g h t into th e form
2k + l
A(P ) = - 2 q\ + q\ (19.3)
i= l
158 S. L. S o b o l e v
w ith th e aid of a linear change of variables.
T h e equation (19.1) is called in th a t case an equation of normal h y p e r
bolic type.
A characteristic surface or characteristic for eq u atio n (19.1) is a surface
G (jr0, x It . . x>fr+1) = 0, (19.4)
for which
(19.5)
while
2A-+1
s m
1=0
> °
(19.6)
at each point of the surface.

An equation of norm al hyperbolic ty p e has, am ong others, a c h a ra c te r
istic surface w ith a conical p o in t a t an a rb itra ry given point of th e space
*0, x\, ■■-,* 2^ 1. T his surface is called th e ch aracteristic conoid. In the
case of an eq u atio n w ith c o n s ta n t coefficients the ch aracteristic conoid
reduces to th e ch aracteristic cone.
W e recall some of the simplest p roperties of the characteristic conoids
a n d of their construction.
W e set:
As is know n from a s ta n d a rd course on th e theory of p artial differential

equations of first order a surface (19.4) satisfying the eq u atio n (19.5) is
obtained as a manifold b uilt up ou t of bicharacteristics, i.e., solutions of
th e system of o rd in ary differential equations:
_ — dpj
= ds. (19.8)
1 dA 1 dA
2 dpi 2 dxi
M ore precisely: a p ara m etrize d eq u atio n for the surface (19.4) is o btained
in th e form
= Zi(s, x 0
(0)> *[0), x (°) n (°) 10)
P$+ 1)> (19.9)
2k+ V Fq • Pi
where Xo0), x(,0), ••• ,X2°41, P o \ p \ m,■ ■■,Pnl \ are functions of 2k independent
variables vu v2, - ■■,Vok- For these:
(a) T h e functions (19.9) to g e th e r w ith
n( °) \ (19.10)
^x 2
I®) (0 )
P i = Y ru (s > ■*o ’
x ( 0 )
fc+l'
n(«)
"0 ’ PI
should represent the general solution of the system (19.8) depending on

T h e o r y o f h y p e r b o lic p a r tia l d i f f e r e n t i a l e q u a tio n s 159
4A + 4 a rb itra ry co n stan ts. In (19.9) a n d (19.10) we set
x * l»=o= XT Pi\a=o=PT> (19.11)
(b) T h e functions xf0) (i^,-• -,t>2*), P;0)(ui,---,i>2*) should satisfy th e con

ditions:
^ ( P ) L o = °- (19.12)
2^c+1 ^ ( 0)
= 0 = 0 . 1.2 .......... 2k). ( 19. 13)
i =0 3
In th e condition (19.13) the q u a n titie s x,- and p,- should be un d ersto o d

as expressed in s by formulas (19.9) and (19.10);
(c) T h e eq u atio n (19.9) should give a p a ra m etric rep resen tatio n for a
manifold of dimension 2&+ 1 (and n o t lower).
W e shall show how to c o n stru ct by m eans of this th eo ry the c h a ra c te r
istic conoid w ith vertex a t th e p o in t Xo0), x)0’,. • -jX^+i.
W e assume t h a t we h av e c o n stru cted th e solutions (19.9) a n d (19.10) of
the system (19.8). In th em we shall consider Po0),p|0),-- •.Pu+r as in d ep en
d e n t param eters, upon which we shall impose two conditions: th e eq u a
tion (19.12) and th e n o rm ativ e condition:
2 1. (19.14)
T h e q u a n titie s x, , x(i0), ■• ■,X2*+i will be ta k en as constants, n o t depending

on pn 0(0) ,Pi n 2
n (0) ,• • •,p (0)
*+
I t is n o t difficult to verify th a t the eq u atio n (19.9) gives for th is p a ra
m etric equation a surface satisfying th e eq u atio n (19.5). C ondition (19.12)
is satisfied by th e choice of the p f ]. T h e condition (19.13) is also satisfied
since dx-0)/d p j0l = 0.
As to th e fact th a t in this case we will have from (19.9) th e p a ra m etric
equation of a manifold of dim ension 2& + l , we shall give a brief proof of
it later.
W e note first of all some im p o r ta n t properties of th e eq u atio n s (19.9)
and (19.10).
Set
sp f = y i '
SPi = 19.15)
W e show th a t th e functions and 7r,- depend on s and on p;0) only

th ro u g h y„ i.e., th a t
160 S. L. Sobolev
: r( 0) r(0) y_o -Vl . . . , yik+l)
1 , • • > 2k-] 1’
H 4 > -*o s ' s ' ’ s J (19.16)
V<0) . > J°> yo_ Vi
*i(i 2k-f-l , s ' S • ’ 5 )
given y, and x-0).
a n d Pi consider the new variables Sj and p,m, set-
ting:
S = aSl; P i = — (19.17)
P u ttin g these new variables into th e system (19.8), we o b tain a system

of eq uations for p\l) and x, w ith in d e p en d e n t variable T h is system
tu rn s o u t to coincide w ith th e system (19.8) a n d m ay be o b tain ed from it
by a single change of in d ep en d en t variable a n d of th e functions p,. I t
follows from th is t h a t th e functions
V_e c JO) (U) (U ) (U
— m \®^t» -*0 > ♦ * • > Xoje+ iy p o » * • • t p'lk
)v
} (19.18)
Plil) = aP i = J * i ( . aSi, 4 0), x[0), . . . JtTofr + l. Po\ P2t + l ) j
also satisfy th e system (19.8).

Set
(19.19)
where pj0)(1) = ap\0) or p\0) = p\0)n)/ a .

W e have obviously:
1 (0 )
* , - L • (19.20)
T h e equation (19.18) m ay therefore be rew ritte n as:
,,<0, 0, ,,<0) (I)

v
"i _ Pm I( „ c > xJ on> , . . . t X2/C+1,
„(Q) P ‘2k + l
)• (19.21)
JJt — l^r ; C )(,)
^( ac f xJ0“)p . . . , J°) I *
' 3fc - h I
Pi
On th e o th e r han d , for th e sam e functions x, and p, as solutions of the
system (19.8) satisfying conditions (19.19) a n d (19.11), on the basis of the
uniqueness theorem we will have:
x^ i —
_c J*00)I • • • » XJs 0)
k-f], JP a0’*’) , .... P„fn)(l,'i
l k 4 - \ ), 1I
nll) — —
Pi _y
n (c J n)
U j ' Xo ,
J 0)
• . • , A.2* + l, P o
,)(0)(l)) Jo><lK
• • • > P2kJr\) ■ )
1 ( 19-22)
T h e o r y o f 'h y p e r b o l i c p a r t i a l d i f f e r e n t i a l e q u a t i o n s 161
T h e right h a n d sides of (19.21) a n d (19.22) are identical for any a. S e t
ting Si = 1; a = s, we o b tain our assertion.
Set
t fO) iu>
JO) |iij , (tuj
0) __( 0 )
XQ * • • •> -'-2k+ 1, Po « ■• •> /^2k-|-l)

— Xi (j»Co0), • • •, * 2fc+i> y 0, y lt . . •, y .,k, i )
Ml) (0) (0) (0) .
7Tt. ( S , *o\ •••, X 2k - \ U P n 1, . . . , P-Mc+l) =
s= XI^(-ô*» • ••« x'Ak-\-u yQ,yn \ y‘2k+1)

W e shall show th a t th e equations
X{ = X i (.to0), ------- X(2 h.\ It y 0 ... ^ 2Jt+l) (19.23)
express a change of coordinates from x, to y, in our space which carries

th e p o in t y, = 0 into x, = x-0), has close to th is point a Jaco b ian different
from zero, a n d is continuous to g e th e r w ith derivatives u p to order K,
where K is a sufficiently large n u m b er.
B y know n theorem s of th e th eo ry of o rd in ary differential equations,
the functions 7r,- a n d £,• h ave continuous derivatives w ith respect xj0) and
p j0) up to order K -\-1 inclusive.
We shall consider th e functions x, a n d p, as functions of th e variable
s a n d th e p a ra m ete rs Xo0),xi0),X20),- • - .x^Vi. Po\Pi°\• • - ,Pu+i a n d consider the
derivatives of x,- and Pj w ith respect to s. W e shall show th a t lim (dax j d s a)
s —0
is a hom ogeneous polynom ial of degree a and lim (dapi/dsa) is one of degree
a + 1 in th e p}0).
For th e p roof we employ once more th e system of equations (19.8). D if
ferentiating the eq u atio n s of th e system w ith respect to s a sequence of
tim es and rem oving each tim e from the right h a n d side th e first d eriv a
tives, we m ay express d“x,/dsa and dapi/dsa in term s of the q u a n titie s x,
a n d p^ W e shall show t h a t we shall o b ta in each tim e
daX{
dsa 4 V o , x )y •••’ x 2k±l< Po' Pit •••> P2k+i)> \
(19.24)
d'Pi
dsa Pi^ {x o> -'•'li •••• X 2k + lt Po > P u •••> Pik+l)t ^
where X jo) a n d P[a) are polynom ials of degree a or a + 1 in p,.

In order to prove this, we ap p ly th e principle of m a th e m atica l induction.
F o r a = 1, o u r assertion is obvious. Suppose t h a t for some a our assertion
has been proved.
D ifferen tiatin g (19.24) w ith respect to s, we obtain:
162 S. L. S o b o l e v
d / d ax { \ d X (7) ^ dXj ^ dPj

ds \ dsa J ds dxs ds ~T" ftp. rfs
j= 0 j =o
2fc + l 2 fc +
2fe + 1 j yf«) 2 t + 1
2,c+ 1a 4 tt) a/i.
- S■j= 0^ -J 1S= 0 ^ + SJ = 0 *, ^ 2 2 2 i J ~ d 7 f PlPm'
1=0 jn = 0
from which it is clear t h a t our assertion is still valid for « + l .
Passing to th e limit for s ^ O , we obtain th e desired assertion. A nalog
ously we prove th e assertion for p,. Since th e derivatives in s exist up to
order K -f 1, applying T a y lo r’s formula, we obtain:
2/c+ l K
x. = xg) + s £ Ag> p f + V s. x l ') ( p <0 }) 4 . /?g)>
j' = 0 o= 2
jr (19.25)
Pi =P?>+ 7 S s“+in r +1’ ( p f)+ «ir'‘’ .
a=2
where X-a>, Y]!a+1) are polynom ials of degree a and a + 1 in pj0). From
this it follows t h a t for any r < K + l , we m ay express x,- and p, in te rm s of
yj by
2fc + l r+ l
* ,-* ? > = S ^ j + 2 * ! ”>0 ',) + R < V

^=0 n=2
= t { ^<+ s n r + r i4 \ }>
n= 2
where th e derivatives of order a of /?)+! a n d Rl+\ ta k en in p, vanish for

s = 0 like sk+2~°. A simple calculation shows th a t th e re b y th e derivatives
of R l t i and R rl +\ in y;- u p to order r + l inclusive vanish a t th e origin of
coordinates. As a result, the derivatives of x, with respect to y; up to the
order of r + l exist and are everyw here continuous.
I t is obvious th a t the Jacobian
D Q + Xj. . x 2k +1) = £ 0,
D Cv0. Xi> <yik+1> J=aO
and on th e basis of the implicit function theorem , th ere exists a domain
with center a t Xq0), - • -.x^Vi on which an inverse is defined: y 0>yi,-■-,y'2h+\
are one-valued functions of th e variables x0, x u - • •,x2k+l.
On this dom ain, we obtain
2k + l r+ l
y< — 2 Hij ( xj — tf*) + F<n) (xj — XT ) (19.26)

j= 0 n= 2
T heory of h y p e r b o l ic pa r t ia l d if f e r e n t ia l e q u a t io n s 163
where is th e inverse m a trix to A \ f a n d Yjn) is a polynom ial of degree n

in ( x , - x j 0)).
T h u s it is established t h a t the (2&+ 2) -dim ensional m anifold of t h e y ,
corresponds to th e ( 2&+ 2)-dim ensional m anifold of all possible values of
s and of values Po°\pi(V • •,Pu+1. b o u n d b y conditions (19.12), w hereby to
each value of y,- corresponds a value of (s,p j0)) and conversely.
T h e eq u atio n A(p,-0)) = 0 in th e variables y, m ay be w ritte n in th e form
A q (y<) = 0 (19-27)
a n d consequently represents the eq u atio n of a cone, i.e., a manifold of
2 6 + 1 dimensions.
T h u s we h ave p roved th a t conditions (a), (b), and (c) are satisfied as
given above a n d co nsequently (19.27) is the e q u a tio n of th e characteristic
conoid.
By our assu m p tio n th a t the e q u atio n is of n o rm al hyperbolic type, the
ch aracteristic cone will divide th e whole space in to th re e p arts: th e ex
terior, th e u p p e r interior, a n d th e lower interior of the cone. A ny direction
a t an a rb itra ry p o in t of th e space will e ith e r p o in t into th e in te r io r ,of the
cone and will by analogy w ith th e o rd in ary case be called time-like or it
will p o in t into th e exterior of th e cone and will in t h a t case be called space
like.
In th e an aly tic definition, those directions I will be space-like for which
A (/0)- • - ,kk+\) < 0 a n d time-like for w hich A (/0, • • • ,/a+i) > 0.
On a circle a ro u n d th e given p o in t (x{00),- • - .x^+x) we m a y m ake a tr a n s
form ation of coordinates carrying th e m a trix ||A,y)|| into canonical form.
Suppose th a t this tra n s fo rm a tio n is
xi - * ? ' = 2j *, = 2j Ty ( * , — * ? ’),
where a,■; and 7^ are b o u nded functions co n tinuously differentiable K -\-1

tim es of the variables Xq”, x)0’,- • - .x^+i for which th e d e te r m in a n t
I aij I > K
where h is a n u m b e r no t depending on Xo°\xi°V •-,* 2*1-1 and K is a suffi
ciently large n u m b er.
ThenI
2/c+l 2M -1
Z k + 1 2/c -f- I 2 * ■+ 1 2A -I- 1
I —0 m = 0 j= 0 j = 0
164 S. L. S o b o l e v
and, as a result, by the assu m p tio n on th e canonical tra n sfo rm a tio n , we
m u st have
2fc+l 2fc+l 0 /^fcm
— 1 1 = mzfz 0
i= 0 j= 0 1 I — m = 0.
We shall assum e th a t such a tra n sfo rm a tio n has already been carried
th ro u g h , and th a t y,- is th e corresponding local system of coordinates,
giving (19.27) th e form
2k+i
<19-28>
t= l
or if we set
/~2k + l
p= V I i y‘ 't= 1
T o— P2 = °> (19.29)
i.e., in th e coordinates y,- th e characteristic conoid tu rn s into a right circu

lar cone. Such a tra n s fo rm a tio n can be m ad e at each point of the space.
In th e case of variable coefficients it is necessary, on th e o th e r hand,
to note the following im p o r ta n t circum stance. In th e solution of the
C au c h y problem for th e w ave eq uation, th e bicharacteristics were stra ig h t
lines a n d therefore our solutions of th e characteristic eq u atio n could be
extended to a rb itra ry tim e t. In th e case of an eq u atio n w ith variable coef
ficients, the field of b ich aracteristics m a y h av e some kind of singularity
(for exam ple a focus) a n d therefore we m a y no t o b ta in the right formula
for th e conoid in th e whole space, b u t o b ta in it only in some ban d not con
tain in g singularities of th e field of bicharacteristics. T h e w id th of this
b a n d m ay be e stim ate d from th e coefficients of th e deriv ativ es of second
order, b u t this estim ate is not of interest to us.
2. T h e c h a r a c t e r i s t i c c o n o i d . W e tran sfo rm th e eq u atio n (19.1) into
th e coordinates y,. In th e new coordinates o u r eq u atio n takes th e form:
(19.30)
For this, th e cone w ith th e equation:
g (To- T n . . . . T 2t+ i) = T o + P = °. (19.31)

where
»•= 1
will be th e ch aracteristic cone, a n d th e lines
y< =
where
will be th e bicharacteristics. I t is useful to consider w h a t consequences

follow from these facts. On th e c h aracteristic cone:
dO y±
<71 = dy<
J'o (19.32)
dO .
g° ~ dy0 ~
W e s u b s titu te th e solutions of th e sy stem of equations:
dA dA
dqi ~dyi
where 2fc+1 2fc-f- 1
i =0 j = 0
I f we set:
£Vo (19.33)
ds = <?(*).
we write our system in th e form:
— <*i ? (s) _
. 2fc+l 2k+ l ~ — 2fc + 1
1 ^ Y QiQj d 0j ^ AijZj
2 dyi
i ■=0 j = 0 y=i
(19.34)
-----~ = 1.
2k+ 1
doo djij oaj
j= l
T h u s,
2A
.-+1
(19.35)
t= l
166 S. L. S o b o l e v
2k + 1
A „ — S A tj*j = a,-? (s). (19.36)

j= i
M ultiplying th e second equality by a, and adding, we will have:
2k 4 - 1 2k + 1 2 k + 1 n
S ^v, - S S 'V/a =2
i= l »=
*?<?(s)=? <»■ (19-37)
t= l j = l 1
F rom this, am ong o th er things, it follows t h a t on the surface of the

characteristic cone
2k 4 - 1 2k 4- 1
~ V V ~
A00— 2 j 2 j A V*{ttj = 2? ( s) (19.38)
i= 1j = 1
or
2k 4 - 1 2k 4- 1
2 ' V t;aj = Ax> — 2? A ) - (19.39)

•= 1 j= 1
3. E q u a t i o n s i n c a n o n i c a l c o o r d i n a t e s . W e pass to the s tu d y of th e
C auchy problem for the eq u atio n (19.1). Let it be required to find solu
tions of th a t equation which satisfy th e conditions:
a x0= o = ----- X 2k + l )>
du (19.40)
lx^ = « ,( * ! , ■• •• X2k+l)*
We m ake a n o th e r im p o r ta n t assum ption. We assum e th a t at each point

of th e p a r t of space being considered, m > 0, A „ ^ —m < 0 (iV 0).
This is e q u iv alen t to th e re q u ire m e n t th a t the direction of th e xn axis
should be time-like, and t h a t all th e rem aining coordinate axes should be
space-like.
We now in tro d u ce a new variable, setting:
t = yo -h°*
For simplicity in th e a rg u m e n t, we shall in the following designate by
d/dy, th e p artial d e riv ativ e w ith respect t o y , ta k en on th e surface y (l =
const., i.e., for c o n sta n t y0, and b y / ) / A y , th e p artial d e riv ativ e with
respect to y, ta k e n on th e surface t= const. T h e n we obtain:
_d_ _ _D _ yj_ D_ . _ d _ = _ A - d~ .
dyi Dyi ' p Dt ’ dyn Dt ’ Dt2
d- _ D* , y { o r- .
dy{ dt Dyi D('~'p Dt * >
a- D- y<yj D | y< £>2 .
dy id y j D yi D yj p3 Dt 1r p„ Dyt
n « ,Dt
n /T
yj w , ytyj D?
i T D y j D ? "1
^
£>
By? ?
y\ \ D , 2_y, £
p8 ) Dt p Dy{ Dt ^
, J'j
Pa
4-— — 0
D t* '
S e ttin g these values in our equation, we will have:
2 k-f -l 2k-|-l __ 2/c-P 1 2 k + l

D*u
2 2 > ~ iJ Dyi Dyj + 2 2 2 ^ 7 -5 ^ 7 +
»
—1 1
2k 4 - 1 2k 4- 1 2V_|_1
2
J'iJ'j D*u , 2 ^ ~ D*u
2 . A<i p^ d p <° Dy i Dt
i~\ j~i i=1
2k 4- 1 2fc + l 2k + l
+ ’ <=1
2 * * ?p £DP+ * • - £ + [ 2 1=1
2(-4-7)+
j= i
2k 4- 1 2k-|-l k+1
1 '' Duyv ^ ^ Du ^
^ < 7 + S e ' T + B» | - 5 i - + 2 B < d J 7 + c“ = f
1=] i= l 1=1
or
2k 4- 1 2k+l 2k-fl
{1S= 1 ]=2>1V z ^ - t »■2= 1 * & + * } +

2k + 1 2k+ 1
+ {2 2 [ 2 A v "7 + ^ ‘°1 ^ ( " § 7 ) +

<=i ^=1
2k+l 2k+l 2k+l 2k+ 1 _ r, v
, v 2 1 V V I I V R yi I »1 Du \
+ L 2 A u ? 2 j 2 j p3 2 B<-p + N Dt f
<=1 <«=l J= 1
2k + i 2k+ 1 2k4-l
+ {2
<= 1 1<=1
<19'41)
which we w rite more briefly in th e form
L«»u + M » > ^ L + J ° £ = F, (19.42)

DP
where by L (l)l and Af 101 we denote the operators appearing, respectively,

in the first and second curly brackets on th e left side of (19.41), and by
J the third curly b ra c k et in (19.41). As is easily seen by virtue of (19.32),
168 S. L. Sobolev
(19.35), and (19.39), on th e characteristic cone f = 0, we have J|,_o = 0,
and (19.42) tak es th e form
Du
L{0)u -\- M ' (0)
Dt = F.
We carry ou t still one more change of coordinates, introducing polar
coordinates instead of y i,y 2>- • • »>,2*+i-
4. T h e b a s i c o p e r a t o r s A /<0) a n d L (0' i n p o l a r c o o r d i n a t e s . W e will
define th e position of a point by th e coordinates p, where
o y;
and th e u nit vector X.

It is necessary for us to investigate m ore closely differential operators
in these variables.
In order to calculate any differential o p erato r on th e u n it sphere, we
choose some coordinate system on th e surface of this sphere. For us the
choice of the system is indifferent, and therefore we m ay, for example,
choose for each point of th e sphere its own coordinate system regular in a
neighborhood of this point.
We m ay, for example, consider for th is purpose polar coordinates.
T h e system of polar coordinates on th e u n it sphere is given by th e e q u a
tions:
+l — P COS tlgfc,
Zik = P sin &2fccos
^3 = psin»9fcsinft2fc_ 1 . . sin DjjCos f)g, (19.43)

zg p sin Hojt sin t)2^._ i • * sin fta sin 02 cos Op
Zi = psin02A.sin .. sin 0a sin 0a sin 0;,
where —7r < i?! < 7r; 0<i?, <tt; i= 1, 2, 3, ••• ,2k, and z, is an a rb itra ry C a r
tesian coordinate system obtained for the y; by a ro tatio n of axes, i.e., by
the affine orthogonal transform ation:
It is useful to note th e formula

T h e o r y o f h y p e r b o lic p a r tia l d if f e r e n t ia l e q u a tio n s 169
D 1y i- yg. • • •) 3?fc4-i) _ D (zu • • m ^
(pf 'H, ^2, • • •, D(?• yi> ^2i • • •>
= p2* sin2* - 1G2fc sin2* - 2 02k_ lt . . . , sin2 Gs sin d 2. (19.44)
From this, th ere follows im m ediately

d 2 = p2*sin 2* -1 &2fcsin2* - 2 02k_i . . .
sin209 sin 02rfp dOj . . . d')2k. (19.45)
If we ta k e into consideration t h a t th e surface p = const, is a sphere, th e
line i?! = const., • • • ,i?2*= const, is a rad iu s of th is sphere, a n d t h a t dp/dn = 1,
where n is th e exterior norm al to the sphere, we conclude t h a t th e surface
elem ent of th e sphere is:
d S = p2* sin2* -1 G2k sin2* -2 02fe_ s i n 02 dft2» , db2k. (19.46)
T h e system of eq u atio n s (19.43) in th e form w hen th e y are solved for

th e fl,, w i l l b e :
V
•H i
M•**
ii
*i = Pi; V * ? + * a = pa; ••
/ 2k / 3* + l
(19.47)
y iV 2 * !-? :
r <=i
= (sign 2-j) arc cos -j^. , 02 = arc cos — , . . ., 92A._j = arc c o s -Z1
^k ,
b2k = arc cos -E3*±l.

2A P
In the following, for convenience in calculating any o p e ra to r a t th e
point A0 on the sphere, we shall choose th e axes 2i, 22)- • -,22*+i in such a
fashion th a t the p o in t A0 u n d e r consideration falls on th e z : axis, i.e., th a t
we h ave a t th is p o in t Z\ = p , z2= z3= • • • = z2k= 0.
A function 'I' given on Jdie sphere is said to be s tim es continuously
differentiable a t th e p o in t X0 if it has a t t h a t p o in t continuous derivatives
up to order s, inclusive, w ith respect to all th e coordinates l?l, l?2, • • • ,$2k
for th e choice of coordinate system as given above.
A function which is continuously differentiable s tim es at every p o in t
of th e sphere is said to be continuously differentiable on th e sphere.
A linear differentia^ op erato r of order s on th e sphere is said to be con
tin u o u s a t th e p o in t X0 of th e sphere if it consists of a linear com bination
of derivatives u p to order s inclusive w ith respect to th e variables t?1(
i?2,- • -,t?2* w ith coefficients continuous on a neighborhood of X0. If it is con
tin u o u s on a neighborhood of each point, it is said to be continuous on the
sphere.
170 S. L. S o b o l e v
An op erato r of order s m ay be applied to any s-tim es continuously d if
ferentiable function.
W e will call an operator Lv defined on th e u n it sphere r-tim es differ
entiable if its coefficients at any point are r-tim es continuously differen
tiable. If an operator of order I which is r-tim es differentiable is applied to
a function which is m-times differentiable, where I < m < l + r, th e n the
result is a function which is (m — l )-times differentiable.
A fter these remarks, we pass to th e calculation of th e operators M '01
and L (0) in polar coordinates.
T o begin, we calculate the form of th e op erato r AT01.
It is easv to see th a t
2fc + l
Dv y1 Dv (19.48)
~Dyl 2 j £{J 'DTj
j=i
In its t u rn
2fc + l
Dv y Dv D\ Dv £ l zj dv .
~°7> Zi d s 3 Dz. Do Dz,
r>r. T
!fc+ l
dv l
+
pj- 1
>> V dv
— d%s
1
1+ z~j r ' Pa V
8=7 »+(v za± i /
0ife+ i
zj dv dv ?j-1 V dv z aJr \£j
•t ■+ jU dvs PsPi + 1
P dp S=i
Replacing all th e z’s and p by th eir expressions a n d tak in g into consider
ation th a t at the point concerned all th e pk equal p, we m ay give M <01 the
form:
A f ,0) = G l0) — 4 - — A (<^x', (19.49)

do 1 p
where Gil]] is a function of the variables t, p, ih,- • • ,d2k defined on th e whole

tf-sphere and for all p in the interval 0 < p < M , continuously differentiable
w ith respect to all its variables, while A is a differential operator of first
order on the unit sphere which is sufficiently often continuously differ
entiable.
W e also examine the value of the operator M an for t = 0. i.e., on the
surface of th e characteristic cone. For this, we have \'; / p = —nJy and by
virtue of the equations (19.36):
2 % ( 2 ^ - y + * o ) -jjjr. = 2<f (s) 2 “ < 7 7 : =

i= i j = i t= i
2fc + l
do
(•=1
and by (19.39)
2fc + l 2fc + l 2fc + l 2ft+l
V A - V V I yiyi _i V R -v | =
2fc + l
2fc + l
= -2*{s)
dv . .> -£ /« \ (2"+ S Sit )—l v| ■
"dp " r 7 27^ 1 27m
W e show now th a t
3fc+ l
Moo— 2 ^ « ] p=0 = ( 2* + 2 ) ® ( 0 ). (19.50)
»= 1 r
We consider for this purpose th e values
A *j Ip = 0 -
Obviously, th e following equalities hold:

^ ‘-fc+ 1 ^
^00 lP= o 2 a i^folp = o = ? (° ) ;
t= l
2fc + l
A 0i |p =o ^ 2 i ajÔ'lp=0 — at,cf
where «,■ are com pletely a rb itra ry n u m b e rs such th a t £ V ? = 1- If we set
Oj = — 11 = i= £ /,
we see th a t
172 S. L. S o b o l e v
(0 ); = 0.
F u rth er, p u ttin g

3j = 5in oj
a m = r t cos oj, where Izfzm,
a, = 0 , /q b /, i=tm ,
we will have
sin a) [Au |.=0 + ? ( 0 )] 7= cos u (p=0 = 0 ,

from which we obtain, using the arbitrariness of w,
Aim 0; ( 0 ).
F rom these equalities, form ula (19.50) follows.

F u rth e rm o re from th e existence of continuous d eriv ativ es w ith respect
to th e variables •• for the coefficients A tJ, it follows th a t
o ^ . , i i 4 (2). 4-
i k\
A (k>
1 <■> 2 < J
where R\)' the rem ainder vanishes tog eth er w ith its derivatives up to
order K inclusive for p = 0.
Analogously
Aij_ _ Afjlp==0 y i t ~(A;)

_ j_ a-)
y (s) — ?(0) ‘ — v •
k=l
Considering this decomposition, we finallv o b tain for the operator
|, = 0 — — 2? (s) [ ^7 ~ r ( 7 4" G) 'y]. (19.51)
where the function G(X, p) is bounded a n d has b o u n d ed derivatives of

sufficiently high order.
W e shall now express the o p e ra to r L'°' in the sam e coordinates.
We will have after an obvious com p u tatio n :
Z/% = Q,0) + (19.52)

dp- ' 0 do 1 s-
where Q is a function sufficiently often continuously differentiable on the
sphere. R is an operator of first order on the sphere, and S is an operator
of second order on the sphere which is differentiable sufficiently m any
times.
It is of interest to calculate the value of the op erato r L (0)v for 1= 0. For
this purpose, we rep resen t the op erato r L mv |,_0 in the form:
2k + 1 Ik + 1 2 k+ 1
D'-v
2 Dy'\ [ > 2
>3
■i j - i
D y i Dy^
2k + 1
(19.53)
«'= 1
Such a rep resen tatio n obviously will be regular, where A tJ will be func
tions continuously differentiable in p and 0.
W e obtain, obviously:
alt + l - 3k+]
y
Li D
yL i dP* ' ^
. 2P* dv_l- ± Qv
dP 1 P> V'
<= 1 ■y{ {•=!
where Q is the Laplace o p erato r on the surface. W e have:
i<0)” U = { [ 1 + eQi (P. h i + - [2* + pQa (p, X)] +
+ 7 rI2 -|-p Q s(p .5 lf}.< ? W . (19-54)
5. The system o f basic r e la tio n s on th e cone. L et A(0) be an o p era

tor of first order in the variables y t, • • • ,y2*+i, or, equivalently, in th e v a ri
ables p, *?i,- •• ,i?2*, the coefficients of which depend on the variables t:
2 k - f- 1 3 k + 1
Dh)
Dyi D yj
Cv.
<= 1 J = 1
We shall denote by the sym bol dl\ / d t ! = A(,) the op erato r of the form:
3k + l 2k +1
D'v , Dv dl C
---- r ----------- h X —
Dtl Dy i Dyj
r ------ 1
Dt1 Dy{ ^
r v<(19-55)
dtl
the coefficients of which are the deriv ativ es of order I of th e coefficients

of the o p erato r A(l,).
W e form the o p erato rs M (,) and L U) by the rule w ritten above and con
s tru c t their expressions in polar coordinates.
By calculations analogous to those already m ade, we obtain:
174 S. L. S o b o l e v
a|H= 0 »*L I I A(»„;

dp 1 P
«1 = + <19'° 6)
dp2 1 p dp 1 p2 J
T h e coefficients Gll) a n d Q{1) are functions continuously differentiable

on th e sphere, A(,) a n d R il) are operators of first order on th e sphere, a n d
S {l) is an o p erato r of second order on the sphere, differentiable sufficiently
m an y times.
We retu rn now to equation (19.42).
D ifferentiating it /-times w ith respect to t a n d settin g t = 0, we obtain
(if we ta k e into account th a t e/|,=o= 0):
V /I r{ i - r ) D ru , V l\ ,,(»-»•) Dr +1u I
r \ (\l--rr \)\1 ^ r \ {( l - r )\ \
r=0
Dtr+1
r= 0
I —l
V •/! Dl~r J D r+a, DlF
+ ^ rl (/ — r)l Dt1- f r + a (19.57)
D t Dt1
r= o v
a n d introducing the n o tatio n
D % = £<V CtPv = ! ! } ' - % + M 'V ,
/! ,(I —r)V l\ (I-r+ l) (19.58)

Z7 M v
r! (/ — /")! (r— 1)1 ( / - r + 1)!
/! Dl~r + 2J
2< r < /
1 (r — 2)1 (/ — r + 2)l Dtl ~r+2 ’
we rewrite equation (19.57) in th e form:
Z+1 /
Dru .. I Du Dl+1u Dl F
, Dr ------ : = Mfc_7 u , , .. . (19.59)
U Dtr \ Dt Dt1* 1 Dt1
r«*0
W e set now
Dr u
-- ur (19.60)
df t=o
In this notation equation (19.59) m ay be rew ritten in the form:
l+ l j~
uv •••» ui+i) = S = 77• (19.61)

r= 0
On the right han d side of (19.61), there obviously a p p e a r known q u a n ti

ties.
§20. The Cauchy problem for linear equations with smooth coefficients.
1. T he operators adjoint to the operators of the basic system.
G iven some system of m linear op erato rs on I functions in th e ( 2/2+ 1)-
dim ensional space of w ith th e volum e elem ent
dQ = p2* dp d S = p2*-/ dp d b 2, . . ., d d 2k, (20.1)
where dS is th e surface elem ent on th e u n it sphere a n d k is a variable

factor equal to
■ / = sin2* - 1 0 2fc sin2*- 2 02fc-1 . . . sin2 0 9 sin 0.2. (20.2)
T h e o p e ra to r m a y be displayed in th e form of a re c tan g u la r m atrix

M having m rows a n d I columns.
M 2), . m [8\ ...
m ¥ \ . . ., M f , . . M^
• ^
M =
—
Mf\. ., M {*\ . . M f
t.
*vl7n M%, . • •, Mm, . ..

1
Let M js)* denote the o p erato r ad jo in t to the o p e ra to r M f , i.e., such

th at
dP'.8> dP <8>
v.p2k (WjMjVvs — V s M f' w j ) = ^ , (20.3)
i =1
where P\f denotes th e co m p o n en ts of some v ecto r.2’
W e shall define th e system ad jo in t to th e system Mj as the system N s
consisting of / linear op erato rs on m functions wu w2, • • • ,wm of the form:
m m
N s ( w l t w > , . . ., w m ) = V = V] i V p w j .
j =i j =i
T h e m atrix of th e operators will h ave th e form
2)A simple calculation shows that the operator MjS) is defined uniquely in this way.
176 S. L. S obolev
< \ JVi3), • . . . ••
< , N?>, . . . . .. Nim>
N=
A/i", W f, . . . . a # \ . .
. M(1), M 3), . • •, ••
T h is m atrix is o btained from the m atrix of the op erato r M f if in th e
la tte r one replaces rows by columns and tak es the ad jo in t of each operator
T h e system of ad jo in t operators satisfies the following relations:

m I
xp2fc[ 2 'UI) — 2 V S . 1- W2 - •••. W m) 1=
j= l 8-1
2k m I
= 2 + w ■ where p >= 2 2 <20-4)

<— 1 j= l «= 1
W e c o n stru ct th e system of operators Nj (j = 0,1,•--,&) on k functions

•,ok a d jo in t to th e system (19.61).
T h e m atrix M for the system (19.61) has th e form:
-l)
-1) t~Jk —1)
J D i* “ » D ? ~ ' \ • •» L>k—S i D 'tt\ D {k ~ 1}
D f~ -3) -3)
> £>ik” 1 D ' * - \ • • •, D [ k~ i \ z f e 2), D [ kZ ? \ 0
-8) -8) i-v(k—8)
D (o ~ 1 » D {k~ 3), . . . D 'tt\ —2 . 0 0
-1) -4) n fk-4)
D {o ~ 1 D (*" • •. L>k—s , 0 0 0
iM - = . .
D<03), D ?\ D ?\ 0 0 0 0
r><3)
1^0 > D [\ BP, 0 0 0 0
n fl)
1^0 > D (i \ D (I \ ... 0 0 0 0
n 10) 0 .... 0 0
Uq > d 7\ 0 0
T h e corresponding m atrix N will be:

T heory of h y per bo lic pa r t ia l d if f e r e n t ia l eq u a t io n s 177
Unq(3)*,
\d ? -r s r *>•,. d r . d r , dr*
n (k-3)* n f3)* o r . D(r
d r r M fc" 4)\ •
d f~ r • i un (3)*
i i dr. 0
^8 i n {k~ 2)* /)<*-«>• o r , o, 0
/-)(*—2)* n (k-S)* 0, 0, o, 0
i-'fc—8 . L>k —i Uk —2 i ^** —3 » * . . .
n (*-3)* 0, 0, 0, 0
d kkz ? ' Uk —2 , 0,
d iz r 0, o, 0, o, 0, 0
o, 0, 0, . 0, o, o, 0
2. T h e c o n s t r u c t i o n o f t h e f u n c t i o n s
a. W e now c o n stru ct the sys
tem of functions ou o2,' • *,<7* which are solutions of th e equations:
d £ - ' \ = 0;
D f c T a 3 + D<kkZ . ? \ + D[k- . P \ = 0; (20.5)
12)* o[k~ h* — 0.
a* -|- ok_ j -J- D'i* oA- 2 -|-
T h is system tu rn s o u t to be re c u rre n t, th e functions au a2,- • -,o> being

defined in order, one from another.
F u rth e r, let
N°O’.... «*) = Oi0,\ + , + £>?>%*-,

( 20. 6)
+ ... 'l-
Obviously th ere holds th e relation o b tain ed from (20.4) and (20.5)
k-l ~
*p2* 2 ° k ~ l ~d7i “ oô (°i* • • •> ^fc)J =
1= 0
fc—1
= v.pai ~ d 7 T ~ Mk - i K ......... ui+i) +
1=0
+ ''P“ 2 S
1= 0 r = 0
“rO'rr!>»-l} =
k —1 — 2k
= yr k 2 °*-i
a*/7
dfl ^,, k_l(u0, 2j dPr
, ..., ut+1J) -j-I V n I <3P0 ’
a»m
1= 0 m= 1 (20.7)
2* + l 2 * + l
where P m= X Z
r= l 1=1
W e calculate th e q u a n titie s in th e usual way. _

From th e expression for J ( t , p , \ ) it is easy to see t h a t J ( t , p . \ ) and its
derivatives in t up to order fc+ 1 are continuous for p = 0. Therefore,
tak in g into account formulas (19.58) and (19.56) for L (0 and M (,) for t = 0,
we Find:
D[\ = M % . + f « = - ! . (s){ ^ + - [* + a (p, 7 ) ] « } i
D f v = i % + lM'»v + ^ »= ?W { X
X |1 + pQil + — [2A-|- pQa] [2 -)- pOglv) ; ( 20 . 8)
+ f C”}-
0 < r < l — 1,
where G, Qj and A are functions, Q2 a n d B are op erato rs of first order,

SI, Q and C are operators of second order, sufficiently often differentiable.
W e pass to the calculation of th e ad jo in t operators. W e note first of all
for this purpose th a t the operators B* and Q2, ad jo in t to the operators of
first order B and Q2* defined on th e u n it sphere, will be themselves o p era
tors of first order defined on th e u n it sphere. T h e operators SI*, and
C*, ad jo in t to operators of second order on th e sphere, will also be o p era
tors of second order on the sphere. T h e o p erato r SI* will coincide with the
op erato r SI, since the Laplace o p erato r on th e sphere is a self-adjoint
operator.
F u rth er, the following formulas hold:
( £ / — ( £ ) • - [ £ & ( p * ) ] ; ( 2 0 9)
Sim ilarly: « ) ' ~ U
+ v T ? ^ kv\ = (p2k*) ^ + u -jfc (p2fc*0 = -jfc (uv P2fc) ;

^2k d2u
dp2 ■“ ^ $ (p2^ ) ] = (pak®) (p2^ ) =
_a_
ap
Y a 9^
P!* { t " 5 = - |- + “ ^ r A aP n Qa) v
} -
r.* , ik ■. du . a / _• a*
Qa(P ^ O ^ H - “ ^ ( Q a P «)
2k
= i [ “ w ; A ) ] <=i
+ 2 t
where Pi are some expressions given on th e surface of th e u n it sphere.

I f we use th e fact th a t th e ad jo in t o p erato r is unique, we see th a t our
assertion is established. By v irtu e of form ulas (20.8), we obtain:
2_
r!lf „
/-A+ia ,1k 4op- [» 0 0 P3*°] - 2— 3— O (P, X) [2? (s) O]
“ *? (»)-■£ + 7 (* + Pw (P. A A ( 20 . 10)
where H is a continuously differentiable, b o u n d e d function.

C arry in g th ro u g h analogous calculations for D f ] and D f , where r ^ l — 1,
we h av e finally
Ol‘^ = 2? ( * ) { - £ + } I * + ? « ) = } ( 20 . 11)
d“'-, = o ft) { 11+ oTV'H- 1 [2A + P■

T?l A 4-
( 20 . 12 )
+ 1 [ 2 + P r “) | ’ }
D «--== 9 W { a ? m 1
; 1f + a A,“' 3 } • r < l - 1 (20.13)
3. I nvestigation of the properties of the functions a. W e pass to

the s tu d y of th e ch arac te r of th e functions a, defined by th e system (20.5).
W e show t h a t w ith th e a p p ro p ria te choice, each of th em can be repre
sented in th e form:
180 S. L. S o b o l e v
(— 2)T(2A — / - 1) !’ (*) 1 r, , nr,

l ) l ' ( 2Ar— l ) r (k — l) p2fc-/-i I 1 (20.14)
where is a b o u nded function of the variables p and t d i f f e r e n t i a b l e

sufficiently m an y times.
F irst of all, we rem ark t h a t <ri is a solution of the equation
7 ^ + P^J °i = 0 > (20.15)
and consequently
°i = X (»!.......... V ) [k+hH (h' 5,1 =
~ j" T" J H (pi.

*1 ft
X (î» ^2, • • •* ^2fr) e
r
i —, f H (f*> 8^f-i
X (î* fya> • • •» ^ 2fc-i) "p; e ° (20.16)
We set
. ft
X(°i> ^2> •••» 1 2fr-1/
a \ (—T2(2A
)k~1r1)(A)
O ur assertion for is established.
T h e p ro p e rty for th e function cr*_( for a rb itra ry I is p ro v ed b y induction.
T h e equation for <7 * _ , has th e form:
2 + + P ^ 0 °k -i] =
= Xk-I (?• ^1> • • • • ^2*)

where
n«+D' n (l+2)'n
LJl + l ok_ l_2-
X*-J — ®(j) 1+ 1
9 (s)
____1_ (20.17)
L>l + i o,
9(s)
S u b stitu tin g in the right h a n d side of th e last e q u ality th e values of
cti, ff2,- • • i which we assum e to be know n and to satisfy th e condi
tion asserted above, we see th a t th e m ain term of th e rig h t h a n d side is
o btained from su b stitu tin g th e function <Tk-i-\ in th e o p erato r A (+V and
has th e form:
, 0V + 1 r ( 2* — / - 2) r w r ^ 1 2k d 11
' ’ r ( / + 2 m 2 A —i ) r ( * —/ - i ) [a p2 p2fc-*-* i~ P d P P^ - i - s] = “■
____/ __2V4'1 r (2/? — / — 2) r jk) (2f e - / - 2) r
“ 1 ' r ( / + 2) r ( 2* - i ) r ( * - / - i ) p2* - 1 u J
= r 2 i I+1 r ( 2t - i - i ) r ( t ) ________ i _
^ ; r ( / + i)r(* 2* — i) r ( * — / — 1) p2* - ' *
A p a rtia l solution of eq u atio n (20.17) is easy to o b tain b y sta n d a rd
m ethods. W e will have:
Xk—l
ak-i dPl. ( 20 . 18 )
al
F rom this the value of th e principal te rm in th e decomposition of ak_i

is o b tain ed by elem en tary means.
O u r form ula for ak-i is proved.
W e consider one fu rth er question, nam ely th e e stim ate of the principal
te rm in th e o p e ra to r N 0 (<ji , o2,- ■■,ak) for p—0.
Obviously th is principal te rm is o b tain ed by s u b stitu tin g th e function
ak in th e o p e ra to r Dbor.
T h is p rincipal term is clearly equal to
( J L + J i A . _ L 2y _ c _ _ 0
Up* I P dP I p* / p * * - 1 -
T h u s, N 0 (au - • • ,<rk) begins w ith te rm s of order p~2k, since th e te rm s of
order p “ <2*+1) are missing.
4. D eriv ation o f th e basic in te g r a l id e n tity B u = SF. W e now
re tu rn to th e id e n tity (20.7).
W e consider for t = 0 the d o m ain Q in th e space of yi,- • • ,>'2*4-1 c o n ta in
ing the origin of coordinates in its interior. In th e variables xt, x2, ■■■,x2k^\,
it will be a dom ain in th e ch aracteristic cone containing the vertex of the
cone. W e rem ove from this dom ain a sphere p ^ t a ro u n d th e origin of
coordinates and den o te th e rem aining dom ain by iY . T h e b o u n d a ry of iY
consists of th e exterior boun d in g surface S a n d th e surface p = t. I n te g r a t
ing b o th p a rts of th e id e n tity (20.7) over the volum e iY, we obtain:
2k
J ... 2' 1= 0
“' U + 2 m = l
+
+ * p i\dtds = f . . . J V ‘ [ £ k - 1 d[l
’ 8' LI = C
— u0^0 (° 1> (20.19)

182 S. L. S o b o l e v
Obviously [(d'F/dt1) — M k. i(u 0, u • ,u/+1) ]= 0 by eq u atio n (19.61).

T h e left side m ay be tran sfo rm ed into an integral over th e b o u n d a ry of
9 .'. We obtain:
k—1
d‘F (irj dS =
j - M : k-l dt j-------- u 0N 0 ( o l t
Or , . . . , ok)
?= 0
= J* . . . J i dS -j- . . . J P 0 dS, ( 20 . 20 )
p = «
where E is defined by th e equality
E rf5 = V d>a + P „ rfi> , . . . (20.21)

V I = 1
W e now ta k e form ula (20.20) to th e limit as <—0. On the left side we

will h ave a convergent integral since N 0 has a singularity of order not
greater th a n p ”2* and each of th e functions a has a singularity of order
not higher th a n p“ 2*“ '. We consider the limit of
/ . . . $ P 0i S .
W e show th a t this limit will equal Cw0| p=0, where C is a nonzero co n stan t.
Indeed, th ere can be nonzero limits only from those term s arising from
the decomposition of
/ . . . $ P 0 dS,
which do not contain the factor p. Such term s can be obtained from no
other <t*. , th a n a k since even a k ! has a singularity of order p ak 2) and
th e derivatives of plkak , w ith respect to p for p = 0 must vanish.
It is also obvious th a t such a term cannot be obtained from term s con
taining u ], since and ak a p p ea r in equation (20.7) only in th e form:
- /Vo) - jo) •
3kDy Uj XfDi
where D"1’ is an o p erato r of first order and as a result th e term s can

contain only derivatives of ak with respect to u^, and these d eriv ativ es do
not vanish at th e singularity to the order needed.
T h u s, th ere rem ains only to calculate th e b o u n d ary term P,'H
V. W e have
for th is part of th e b o u ndary
X ' - = ( ?* £ ) - H ±-k ± ( P» $ ) =
1 d / dak da , C d
= ^ 5?i V J= J*Tf <“*") -
where C is some c o n sta n t. Fro m this, there follows:
lim f . . . f P0d S = Cau0 | 0 .

• -*o J Jr
f =«
Using this, we finally o b tain after s u b stitu tin g this result in (20.20) and
dividing by the corresponding constant:
“olP=o = ^{J*• • • f ^%(U>■• •, dQ—

2
0
A—1 ^
— 2 / • • • / 3k - iT ~ r dQ + / • • • / • ( 20. 22)
a =0 2 5 ’
5. T he
inverse integral operator B ~ l and the method of succes
sive approximations. T h e relations we have o b tain ed yield the possibil
ity of co n stru ctin g th e solution of th e C au ch y problem for eq u atio n s w ith
sufficiently sm ooth coefficients in th e cases w hen those solutions exist.
T h e existence of such solutions we shall establish later. W e consider the
problem of finding th e solution of eq u atio n (19.1) for the conditions
(19.40). Suppose th a t we need to find the value of th e u n k n o w n function u
at th e point P 0(x0, x u • • • ,x2*-n) •
W e c o n stru ct th e characteristic cone w ith vertex at P 0. T h is cone is in
its lower p a rt will intersect th e plane x o= 0 in a set S b o u nded b y a p a rt
Cl of th e surface of this cone which contains the point P 0 in its interior.
Indeed, by virtue of the fact th a t th e direction of the x0-axis is always
time-like, the tra n sfo rm a tio n of coordinates from X0, x u - • -,jc2*+i to y 0,
y x, • ■• ,y2*+i will tran sfo rm x0 into y a in such a way th a t dx0/d y 0 and
dya/d x 0 will b o th be b o u n d ed a n d different from zero. T h is follows from
the boundedness of scale and finiteness of angle betw een these two direc
tions. Therefore, m oving down th e characteristic cone on any generator,
we will always have dxa/dyQ> h> 0 and can n o t reach th e point xo= 0 . On
th e set S th e q u a n tity E will be known. Indeed this set lies in the plane
xo= 0 where all th e derivatives of th e continuous function u are o b ta in
able from th e equation (19.1) and th e conditions (19.40). All derivatives
containing at most one differentiation w ith respect to x0 are given directly
by the conditions (19.40) differentiated w ith respect to x x, ■• • ,x2k~\, the
derivative d2u /d x o l ^ o are determ in ed from the equation (19.1) in which
184 S. L. S o b o l e v
one finds only derivatives having not more th a n two differentiations with
respect to x0. D ifferentiating (19.1) with respect to x0, we o b tain e q u a
tions for finding d2u/ d x o, d*u/dx o , etc. An a rb itra ry derivative dsu/dxf0 is
determ ined by differentiating equation (19.1) and su b stitu tio n of initial
d a ta for all know n derivatives. T h e rem aining derivatives are obtained
by direct differentiation with respect to Xj,• • • ,x2k^\ of th e derivatives of
th e form dsu/dx%
W e introduce some notation. Set:
i'l Oo> * l ’ [2k . . , x ik + 1) N 0dQ = Bu. (20.23)
T h e op erato r B carries th e function u defined on th e dom ain x0> 0 into

a new function u defined on the same dom ain, and can be applied to an
a rb itra ry continuous function.
Let also
W d S ^ SF- (20.24)
fi £=0
T h e operator 5 can be applied to an a rb itra ry function having c o n tin

uous derivatives of order k and defined for x0> 0 and carries it into a
function defined on the sam e domain.
T h e equality ( 20. 22) can be w ritten in th e form of the equation:
Bu = S F ± U (20.25)
By the definition, F is a know n function. I f we set S F = f 2, fi + fo = f, we

will have
B u = f. (20.26)
T h e equation (20.26) is an integral equation of V olterra type. A little
later, we shall establish its solvability and find its solution. W e investigate
a p articu lar form of th e eq u atio n (20.26).
W e suppose th a t the function F vanishes to g eth er w ith all its d eriv a
tives of order up to k inclusive for .vn< 0, and th a t the function u also
vanishes for x0< 0 . T h e n in the equality (20.22), th e integral
vanishes since it depends only on th e initial values of the function u and

its derivatives of order not higher th a n k and these initial values are all
zero, as follows easily from our assum ption.
We obtain in this case:
Bu = S F (20.27)
or
Bu = SLu, (20.28)
where b y L u we m ean the hyperbolic differential o p erato r stan d in g on the
left side of the eq u atio n (cf. (19.1)).
We s tu d y the properties of the operators B and S.
T h e o r e m I . Let T\ and T 2 be two values of the variable x0. Let T 2> T u and
suppose that corresponding to the variable point P 0 (x{00), x[0), • • • ,j4*Vi) we have
constructed the characteristic cone Denote by fii and ft2 the domains cut
out of the characteristic cone by the surfaces x0= T\ and x0= T 2. Obviously
fiil)fl2. Then we have the estimate:
f . . . f |,v0|rf2 </C(r2— r,),

*OI--
_O
where K is a constant not depending upon P 0.
In order to carry through this estim ate more easily, we replace in the
expression dQ the in d ep en d en t variables p, du ---,02k by th e variables x0,
Oi, 02)- • • ,02k. For these
D(9.K • ••»
D ( x 0. . . . . d 2l() dx0 •
B u t p= —y 0 by our construction. Therefore dp/dy0<M , where M is a

co n stan t. F u rth e rm o re |iV0| ^ K^>~2k, and therefore for an a rb itra ry d o
main Q',
J ... J Iyv0| dQ< Kxf ... Jxp9*p-afcdpd0t ... dKk=

a' 2 '
= K1J ... J dp ... dftik< MK^j ... J dx0 ... d09jk.

a* a'
Fro m this, our in eq u ality follows im m ediately.
T heorem 2. The operator Bu = f has an inverse.
We shall establish th a t the equation Bu = f is solvable by the m ethod

of successive approxim ations. F rom this the existence of an inverse o pera
to r will follow w ith o u t difficulty.
We set:
186 S. L. S o b o l e v
«(°) = > /; « (n) ( 4 ° \ ■. . . 4 1 + 1) = / • • • / “ (" ' l ) ^ V 2 +

2
_ 1 _ f ( v-(® > JO ) .
~ T I (*o , • •. . X >k-L- 1 ).
We show th a t the sequence u [n) converges uniformly. From this, it will

follow obviously th a t its limit will be a solution of the integral equation.
As usual, it suffices to consider id^ 11—u M = vM, where the vin) are re
lated by the homogeneous identity:
v(») = J ... j v ln-i) x0dQ. (20.29)

Suppose th a t |p,u)| ^ M .
We show th a t then
l®(n) (40), .... 4fc+i>i < MKn— - • (20.30)

T h e proof proceeds by induction. Suppose th a t this inequality has been
established for some n; we show th a t it rem ains valid for n + 1. W e have:
J l) n
l^n+1)| < / ... J |f('l')||A'0| d 2 < J ... J I I =

2 2
x < 0 )
n f w
=J •••
x<>xo )
**2^-*o
0) n
,,, * (0)n-j-1
J
— d x ? ' < AIK*-' '■g-r-jy ,
as was to be shown.
H aving constructed the solution of the equation Bu = f, we find the
solution of the C auchy problem for the given equation of hyperbolic type
if th a t solution exists.
I t remains for us to show the existence of such a solution. As a prelim
inary, we shall prove some fu rth er theorems.
6. T he adjoint integral operator B*. Let cUn.-v,.-■-..Vo*.,) be a
function of the variables xn, - J ' j * . i vanishing for x, > T 0> 0 and for
|x,| > T 0, where T t) is some constant. T h e function u will be assumed to
vanish for x0< 0. We form the integral:
J • • • J V ( x 0t x u . . ., x 2k^ ) X
X Bu (xq, .Yj, . . ., x<£fc+1) d x 0, • • • i j (20.31)
over th e whole space. T his integral m ay be tran sfo rm ed into th e integral
X B * v (x0, x u . . . , x2k+I) d x 0, d x u .. ., d x ^ v
T h e op erato r B* which appears as th e m ultiplier of u un d er th e integral

sign is called th e adjoint o p erato r of th e o p erato r B.
T heorem. Both operators B and B* can be applied to arbitrary continu

ous functions, satisfying the corresponding conditions of vanishing in cor
responding domains, and carry them again into continuous functions.
Both operators have continuous inverse operators, i.e., B ' 1 and B * ~ l exists.
In other words, the equations Bu = f and B*w = tp have unique continuous
solutions for continuous right hand sides.
T h e existence of a continuous inverse for B was shown above. In order

to prove th e theorem , it is necessary for us first of all to co n stru ct the
op erato r B* in an explicit form.
T ran sfo rm th e integral (20.31). We will have:
2k+ 2
J* . . . J" V (Xq, Xj, • • ■, XokJri) [U (x0, Xj, • • ., J'2k+i)
2 k J-2
J" . • • J " V ( x 0 , X j, • • • t X q j ) U (X q , X j, . . • , ^ 2 k + l ) X
lk + i
X dx ^d x j, ..., dx^Ti^-i | J* • • • J* (xq, •• •• •• ii X
?ti ” i • • • • > ^ 2lt) i X\ (Xg, Aj, + •i • •••>
• • •» ■^2fc + l ( * 0 > ■*’ 1’ • • •» X % k + j , p, D ji • • •i ^2 k)) X
Xp** *dpd&j , .. ., d f t t f d x , . . ., d x ik+l. (20.32)

188 S. L. S o b o l e v
In the last integral the function N 0 depends upon the coordinates of
the vertex x0, x u - • ■,x2k+i and polar coordinates on th e cone. On these same
coordinates depend th e variables Xq, • • appearing beyond th e sign
N 0 and calculated on th e surface of the cone. W e carry th rough a change
of ind ep en d en t variables, taking as th e new variables th e coordinates
*<>,•• - .*2*+i and leaving as before th e in d ep en d en t variables p, tfi,- •
Thereby, the second integral in th e equality (20.32) can be rew ritten
in th e form:
ik + 3
$ . . . f N 0 (?, %k> * 0 (*o. ■••» + P. &i. • • •» &a*).
( . . xgjt+1(. • •)) •*(*o (*o, xi .... *3k+i. P- •’ *•

Xj ( . . . ) , • x ajr+. i ( . . . ) ) x
V ufX
U
*■*
' S ’ • • • »
x' \ D(X("
/ '
Xl'........ P’
r\ '
....................
Cl
Vq \
^ (-t 0 . X v . . + ?, hk)
X • • • dx-iic + i o3kx dp dOj . . . d03* =

2k+ 2 2k + 1
—J CÔi • • • > '^2fc-f-l) J* " ‘ f (o, 8j, . . . ,
x 0 (.Xl, •••> 1* P» •••» •••) •••

• " • "âA+ 1 (^l* • • • *2* —1) P • • • v (aTq ( . . . ) , . . . ,
... /■
77---- 7-- ---- —- p-Axdpd8i ... d03*\X
\ \ D (-Ô* X{i • . .| XjJci-l' P> • • • I 8?)t) „2fc..
7TT jfl jf\ ) V/
X ^0 •• • dx>k^. i> t I
From this, it is evident th a t we can put:
5 la , ' a ,' = ^ ( * 0 , x'l, . . ., * 2* + l) —

1 Ô1 *2fc + l
2A + 1
" • • • J X (p> ^1 » • • • > ^2JfcI Xq (Aq, • . • » Xafc-I-J, p, . . . » 8 g^.),
Xl ( . • •) • • • JCak+ 1 (• • ■))•
D ( xq, X[, . . . x*)c^.i, p, 8j, . . . , ^ , \
D ( x'0l, x[ ........ x'2k + v ?• ®i. • • •> #sfc) °
X1 ( . . . ) , • • • J f a k + i ( - * ‘ ) ) - P afcsinafc” 1 » 9fcsin9ft- a »afc_ 1 . . . '
. . . sin 0a dp dO, d0a, . . . d0a;.. (20.33)
In th is form, th ere a p p ears a resemblance betw een th e operators B and
B*. T h is resemblance extends n o t ju s t to th e external form of th eir re p
resentations b u t also to m a n y properties.
W e investigate first of all th e c h arac te r of th e surface in (2fc+ 2) -d im en
sional space given by th e p a ra m e tric equations
Xq =* Xq (Xo, X\, . . . , .*2*4- li P> • • • > ^2*)» ]
........................... , • • , • • • • / .................................... (20.34)
X g j = -^2fc + l (X0‘ Xlt . . . , X2k-{-lt Pi d j ! • • • » ^ 2 * ) ' i
W e shall show t h a t th e surface (20.34) is itself again a characteristic
cone w ith vertex a t th e point Xq, x [,- ■■,x'2k+: b u t extending in th e direction
of increasing values of x'Q, i.e., the u p p e r portion of th e complete c h arac
teristic cone. Indeed, th e point x0, x u - ■■,x2k+1 and th e point Xq,x [,- • - ,x2k+l
by construction m u s t lie on a com m on bicharacteristic. C onsequently, the
set of all points x0, x u - • *,x2*+i for which Xq, x [,- • • ,x'2k+l appears on the s u r
face of th e characteristic cone directed dow nw ard, coincides w ith th e set
of all points of all b icharacteristics passing th ro u g h Xq, x {,- ■■,x2h+l a n d this
set is the u p p e r p a r t of th e characteristic cone, as was to be shown.
W e set:
D (-* 0 ’ X \, • ‘ •> X 2}( - r i i p, ^ 1 , , ^2fc) ____
D {Xq, J fj, . . . , -*2*4-1, P> ®1» * * ** ®2*)
and estim ate the size of th e Jacobian:
D( x 0, x it .... x2x+i< p, — hk )
D (Xq, 4Tj, . . ., -*2fc-j- j , p, . . . . H?*)
T h is d e te rm in a n t will be bounded. Indeed, we m ay for its calculation first

of all change coordinates from th e variables x'0,x{, - ■• ,x2k+i to the v a ria
bles • ->yut+i a n d calculate th e function
( t f t
y o Kx o * x v • • • * X g A 'o , X \, . . . .
, » i ,
y 1 1 * 0 - x \i • • •• * 2 * + 2 * * 0 , * l-r . . . , -* 2 * 4 -1 );
/ r / r
y %*+1 \X 0> X l* • • • » * 2 * + l» * 0 » ^ l i • • • , - * 2 * _(_i ) ,
where x0, x it - • •,x2k+i are th e coordinates of th e vertex of th e cone w ith

respect to w hich th e s u b stitu tio n is carried out, and Xq, x 'u- ■■,x2k+1 are the
ru n n in g coordinates related to y 0, yi, • ■• ,y 2*+i by the form ulas (19.23) in
vestigated above.
I t is no t difficult to see from general th eo rem s on o rdinary differential
190 S . L . S OH O L R V
equations th a t for fixed 1in the equations (19.9), x[ux'u - • -,*2* ,,

will be continuous and sufficiently often differentiable functions of the
initial d a ta x(), x u - ■■,xn M with a functional d e te rm in a n t different from
zero (the initial value of this d e te rm in a n t being equal to 1).
As a result:
•*0(-*0’ * 1' • • *> ■

X2k+1> y O' • • ’ > -V2k+l)' ]
.................................................................... (20.:tf)
(x0, x t, . . ., -V2k+ J, y 0, ' , y^k +l)
will be continuous functions of jc0, jq ,- • • ,x2k ( i with functional d e term in a n t

different from zero. B ut the functions jc(j(.Xo,'•• ,x2k, i, p, tiq, ••• ,t)2k)
2hn ,\)
are the same functions ( 20.Ilf)), where we set y a= /i — y>J ■ Ih e b o u n d
edness of the d e term in a n t
Q _ D (-To. X\i ■• •>x 1k +l)
D (x 0' XV •••■ X2k + l)
is proved.
It follows from this w ithout difficulty th a t th e function N {*= N^l) satis
fies the inequality
| A £ | < Afp-a*.
We shall show th a t the function N*, ju s t like N (), satisfies the integral
inequality
f ( i N l l ^ d p d S ^ K i T ^ — T t), |
^ _ f (20.30)
For this, in distinction from the previous ease, 7 \ > x (h since the cone
on which N (* is defined extends in the direction of increasing x(). From this,
as earlier, will follow the existence of an inverse op erato r B* in the space
of functions vanishing for x{)> T , where 7’ is an a rb itra ry c o nstant. (In
the case of B, we had to do with the space of functions vanishing for
jc()<■().) In order to establish (20..‘Hi), we need as before to replace dp under
the integral sign by dx() for fixed x'lu- ■■,x2k, ,, t9p- • ■,\)2k.
Along the line tq = const., 02— const., ••• ,fl2k= const., we have
= '!> (Xq, X u . . . , JCjfc p p, Op 0 jj,+ j ) .

Considering this as an implicit eq u atio n for x0 for given x{, and p, we

obtain:
d f dx0 ■ d f
dx0 dp *" dp
or
dx o
dx o dx o
dp dx o
dp
From this, there follows the boundedness to be proved.

Our theorem is established.
7. T h e adjoint integral operator 5*. J u s t as we constructed the
operator B* ad jo in t to B, we m ay c o n stru ct the operator S* ad jo in t to .S’.
We show th a t such an operator m ay be defined for all sufficiently sm ooth
functions vanishing for jc0> T 0 and |x,| > 7’0, where T 0 is any constant.
In order to co n stru ct the o p erato r S*, we use the previous m ethod. We
have:
ik + 1 k—1
d*u {x0 l3*+ i)
Su lk - 8 dp d S =
8=0
•>/c4-l k —l
dsu
X
k~l< ~ dxo° dx^ . . . 1"1
8=
«=o Hp—s 0 k+l
(«) _a*
x + j C * ...... (20.37)
H ere \pfQ,...£2k+l is the coefficient in the representation of the derivative

d*u/dyo in term s of derivatives with respect to x0, x u ■■• ,x2*. i, and the in te
gral is over the p a rt of the characteristic cone lying above the plane x()—0.
It m ay be considered as extended over the whole surface of the cone,
since « s 0 for x 0< 0.
We form the integral
J = j . . . J t » O 0, . . x,ik +l) S u d x 0 d x l . . . dxoh + i -
T ran sfo rm in g it as above, we obtain:

192 S . L . Sobolev
2k 4- 2
(* 0, . . ., JC2k+1) X
4j.p2k-l-l
Z?<k—l X° °Xl 0Jf3* + l
2k+ 1
k—1
X J* . . . J* a k - g ( * 0 ( x 0 ’ ' • • X 2fc4-1 p, ^ i» • • • i ^2k)>
8= 0
X, ( ) . . X 2 k + j ( ■ • ) ) ‘ 'lb„! .... i- i ‘ V ( X °> ‘ ‘ ' ’ ■5f2k + i;
p, 0 lt . . ., »2k) x, ( - • •)• • • •. X9fc+l(. • •))PakxS’n2fc- 102k, . .

sin &a do dd2k) d x 0 dx\ . . . d x 2k 4-i- (20.38)
If we ta k e into account th e fact th a t u vanishes for x0< 0 while th e func

tion v vanishes for x0> T , we m ay in teg rate by p a rts in form ula (20.38).
T h ereb y we will have:
2k -|-2
a3
J = / ••• / U ( X 'o........... * 2 k + l ) { 2 2r ?!*rl ^
v ? < k _ i 0XQ o x l o x 3 fc 4 -l
2k-(-i
k—1
X J* • • • J* ° k - g ( x 0 ( x 0, • • • > ^2k)» X 1 ( • ■ * )» • • • * x 2k +1 ( • • • ) ) X
8= 0
x ^ ! ? , .......?2k+1• v (x o ( - • •). x i ( - - - ) , • • • j f * k + i ( - - - ) ) x
X p 2kxdprfO, . . . . d02kj d x 0, . . . . d x 2k+1 .
It is obvious from this th a t th e operator S* has th e form:

a3 J* • • • J* °k- g (x 0 ( )>
ox0 . . . Jr^2k+1
at-3” ox 2k+ 1
. . . , Xjk+i ( )» P* • • • • âk) V3o' 3i* •• •• 32k + l ^
X v ( x 0, x x..........x 2 k+i) pa*dp*rf»i. rf&ak- (20.39)
From this very form of th e operator S * , it is evident th a t it is defined

for functions having continuous derivatives of order k. We m ay now
proceed to th e proof of the existence of th e solution of our C auchy p ro b
lem.
8. Solution of the Cauchy problem for an even number of varia
bles . First of all, we reduce our problem to a simpler one. We calculate
the value of all derivatives with respect to x0 up to order k + l inclusive
of the function u, and we set:
+ du I
UU I
u= w u xoat: \ +
x„=0 ■dx0 'xo= 0
rfc+ l dk+1
+ ••• + (20.40)
(*~hiy.dx0k+ 1
For th e new u n k n o w n function we will now have a homogeneous C auchy
problem and an eq u atio n w ith a n o th e r inhomogeneous te rm F u I t is o b
vious th a t F 1 to g eth er w ith all its deriv ativ es up to order k inclusive will
vanish for x0= 0.
W e consider an a rb itra ry function <p(xo,x1;- • -,X2*+i) which is sufficiently
sm ooth and differs from zero only in some b o u n d ed dom ain V* contained
in a b a n d 0 < x 0^ T 0. We c o n stru ct the differential op erato r L* of second
order a d jo in t to th e operator L. T h e op erato r L* will have the form:
2 k + 1 2k + l 2k -r 1
L* v = V Y _ d 2_ aT7 {BiV) + Cv-
^ - J dX{ dx; ( A i F ) — ^
t= 0 j = 0 •= 0
We set:
For the function 0 , we m ay pose the C au c h y problem in th e dom ain

x0< T 0. T h e initial d a ta for this will follow from th e condition:
0 .r 0 > T0.
T h e theory which we have developed above enables us to write for the

function <f>an integral id e n tity of the form
£,<5 = 5 ,1, (20.41)
from which th e solution of th e C au ch y problem m ay be obtained in the
T h e operators B l a n d Si are analogous to th e op erato rs B and S and

differ from th e m merely in th a t th e roll of the direct and reverse cones
h av e been interchanged, in connection with th e change in th e direction
from th e surface on which th e initial d a ta are given to th e dom ain on
which th e solution is sought. If one considers th a t th e variable x0 denotes
time, th e n th e o rdinary C au ch y problem consists in seeking a solution for
a later m o m e n t of tim e for given initial conditions a t the m o m e n t < = 0,
and the ad jo in t problem in seeking a solution of an eq u atio n a t an earlier
m o m e n t th a n t= T 0, for which the initial d a ta are known.
194 S. L. S o b o l e v
M ultiplying both p a rts of the equality (20.41) by an a rb itra ry function

<J>which vanishes for x 0< 0 a n d in teg ratin g over the whole space, we o b tain
3M-2 Zk -f 2
J ... J QB^dQ = J ... J
Using the concept of ad jo in t operators, we rewrite this equation in the
form:
2k + 2 2k + 2
J ,.. = J (20.42)
T h e right side m ay be tran sfo rm ed in the following way. We su b stitu te

in it ip = L*<t>. We will have, integrating by parts:
3k + 2 2k+ 2
I ... J L\-S\<t>dQ = j . . . J dQ. (20.43)
T h e u n in te g ra te d term s vanish because of the fact th a t the function 0

and all its derivatives vanish outside of a bounded domain.
Bringing b o th integrals in (20.42) to one side and combining them , we
obtain using (20.43):
2k + 2
j . .. J o [BjT — LS\<t>] dQ = 0 .
T h is last equality holds for a rb itra ry 0 . PTom this, th ere follows the
identity
— LS[$ = 0 .
W e form now the integral equation:
B[<f> = F, (20.44)
where F is th e right han d side of equation (19.1). T h e o p erato r B* has an
inverse. Therefore, this equation is always solvable, where
‘I>= s i - 1F.
Replacing <1>in equation (20.44) by its value, we will have:
(20.45)
T h is equality says th at the function S ' B * 'F satisfies the equation

Lu = F, if the function F has continuous derivatives up to order k inclu
sive and vanishes for x0< 0 . PTom this problem by m eans of the change
of u n k n o w n function as we described earlier, we m ay arrive at the general
C au ch y problem for sufficiently sm ooth F a n d w ith sufficiently sm ooth
initial data.
T h u s, we h ave shown th e existence of a solution for a linear norm al
hyperbolic p a rtia l differential eq u atio n w ith sufficiently sm ooth coeffi
cients a n d sufficiently sm ooth initial conditions in the case when the
n u m b e r of in d ep en d en t variables is even a n d is equal to (2k+ 2).
9. T he Cauchy problem for an odd number of variables . T h e case
in which th e n u m b e r of in d e p en d e n t variables is odd, as is well known,
can be reduced to the preceding case.
Suppose for example th a t we need to find the solution of the equation
d2u du (20.46)
^ dxi dxj dxf ~\-Cu = F
u n d e r the conditions
“ 1xu=o = u0 ( x u x 2l . • • i X2k) >
du (20.47)
dx0 , . - 0 = U- ( x ‘’ X*' ■. . . x 2k)
and suppose once more th a t
A qq 0, A u <7 0, ^ 0. (20.48)
We introduce a n o th e r in d e p en d e n t variable 1 in such a way th a t

there is no dependence on this variable for th e coefficients, th e free term ,
or the u n k n o w n function. T h e eq u atio n (20.46) m ay be re w ritten in the
form
2k Ik 2k
d-u du
V V ^4.. d2u V B { dx i + Cu = F. (20.49)
^ t Jdx i d x j &x 2k + l
1=0 J = 0 1= 0
T h e eq u atio n (20.49) will again be norm al hyperbolic b u t with an even

n u m b e r of in d ep en d en t variables, while A lJt B ltC, and F do not depend
on th e variable x2*. j.
By w h a t has been shown, this eq u atio n has a solution satisfying the
conditions (20.47), which m ay be in te rp re te d as conditions in the space
w ith (2k+ 2) variables where the right h a n d sides in this case do not d e
pend upon x2k. |.
T h e solution of this problem gives us an u n k n o wn function u which,
as is not h a rd to see, in its t ur n does not depend upon x2*.,. Indeed, the
equation which is satisfied by the function f)u>dx2k+-i coincides w ith the
196 S. L. S o b o l e v
equation for u b u t th e initial d a ta for this function are null. Therefore
du/dx2k+\ = 0 is a solution of th e eq uation. How ever, this solution is unique,
as we showed earlier. Therefore, th e solution u which we o b tain ed has
everyw here du /dx2k+x=0 and does n o t depend on x2k+l. H ow ever, in this
case, th e function u, as a function of th e 2A+ 1 variables: x0,xu ■• • ,x2k+u
satisfies eq u atio n (20.46) w ith initial conditions (20.47), as was to be
shown.
§21. Investigation of linear hyperbolic equations with variable coefficients.

1. S i m p l i f i c a t i o n o f t h e e q u a t i o n . In the preceding section we e s ta b
lished the existence of a un iq u e solution of a norm al hyperbolic linear
p artial differential eq u atio n w ith variable sufficiently sm o o th coefficients
for sufficiently sm ooth initial d a ta. T h e m eth o d s developed by us in the
first c h a p te r p e rm it us to m ake a significantly more precise e stim ate of
the order of sm oothness of th e coefficients of th e eq u atio n a n d of the
initial d a ta which is needed for the existence of a solution.
Suppose we are given th e linear differential equation:
d*u
^ B , ^ + Cu = F, ( 21 . 1)
dxf dxj
i = 0
where Ay = A ]U B , are continuous functions of x0, x u - ■■,xn while A M^ 0.

In th e following, th ere will be p resen ted additional conditions imposed
upon the coefficients Ay, £ „ C and the free te rm F.
This eq u atio n m ay be simplified w ith th e aid of a change of in d ep en d en t
variables.
W e set x0= t and c o n stru ct a vector field I w ith the help of th e e q u a
tions
( 21 . 2 )
T h e system of equations ( 21. 2) defines th e q u a n tity /.

We consider th e system of o rdinary differential equations
dxs __ » ( s = l , 2 , . . . , n), (21.3)

~ d t~ 8
and let C, (t, x u - • ■,x„) (i= 1,2,- • • ,n) be integrals of this system .
T h e system (21.3) represents the conditions in order th a t th e lines
C\(t, *i. •••» ^„) = const.
be transversals in relation to th e planes x0= const. W e set

= , x lt ...) x n). (21.4)
In th e coordinates t , y 1, y 2,- • •,yn, th e eq u atio n (21.1) ta k es an especially

simple form. In it th e coefficients A 0j for th e mixed d e riv ativ es dlu/dysdt
vanish.
W e shall prove this. As is well know n, th e coefficients for the mixed
derivatives A Qj in an eq u atio n of hyperbolic ty p e a fte r th e tra n sfo rm a tio n
will be:
dCj dCj
A oj = ~dT
i- i
By v irtue of th e eq u atio n s of th e system
dCj dxi dCj

^ dxi dt ' dt
l= i
or on th e basis of th e eq u atio n s (21.3):
V
n aci ^d L — O.
Z ddx^ i' dt —
»= 1
T a k in g (21.2) into consideration, we see t h a t A 0, vanishes a fte r the tr a n s

form ation.
D ividing th e eq u atio n by Aoo=Aoo, we arriv e a t a new e q u atio n of the
form:
n n n
d2u V V 7 d2u S? d du l i. n ___ f
H ft-L L A v w 7 - Z i - c “ - F-
i = 1 j -= 1 «■—1
W e also set: I
h dti
-T .f
u= e v.
Then
. t t
du __ dv - r f hdt ‘ d
~dT~~dt -r v d le
--1 I hdt: - - f ~ ~ ) hdt'

d2u d2v , dv i d' o
— h— e
J r ~ W dt
t
1 ---- - | hdt
- - f hdt.
d2u du d*v o ,
dr- J[~ h dt ~ dr •(& + * * )*
198 S. L. S o b o l e v
A fter this change in th e eq uation, th e term containing du dt also v a n

ishes. In th e following for th e investigation of the general linear equation,
we shall always assum e from th e very beginning th a t term s involving
d~u/dx,dt and du/dt do no t ap p ear in th e equation.
We consider th e equation:
Lu = V V . d-u d2u
,J' dx1 dxj dt2 = F ~ * OXj ’
(21.5)
1= 1 / = i t = l
where A ijt B„ C, and F are given functions of the point .v,. .r>, ,xn, t.
Suppose th a t at every point of space a n d for every m om ent of time:
n -ti n
A ip) = ^ ^ AfjpiPj > c ^ p U A y = Aji, (21.6)
»= i i = i <=i
where c > 0 is some co n stan t.

W e seek th e solution of this eq u atio n satisfying th e conditions:
du
u |( = 0 UQ (■*'!> '^2> • • • i " '■ n )' dt 1= 0
= ul ( x l> x2, -vj. (21.7)
W e shall consider two different form ulations of this problem.

2. Formulation of the Cauchy problem for generalized solu
tions. Let 9 be a dom ain of th e (n + l)-dim ensional space of r^-
T h e function u(t, x , , - ■■,*„) defined on 9 and su m m ab le on every bounded
portion of 9 is said to be a generalized solution of equation (21.5) if for
every twice continuously differentiable function v on th e whole space
which vanishes outside of some b o u nded dom ain 9 ' C 9 , we h ave the
equality:
j* . . . J uL*v dQ = J ... J vF dQ,

where L*v is th e adjoint o p erato r defined in §20. item 8.
T h e first form ulation of th e problem consists of the following.
T o find a generalized solution of eq u atio n (21.5) which, for every value
of t , is an element of th e space WV* while du/dt for every value of t is an
element of th e space L2= WL.
T h e trajecto ry in VT)n and VT> defined by the pair of functions a and
du'dt in this pair of spaces should lie continuous and satisfy the initial
conditions (21.7).
W e impose upon A,Jt B,, C, and F restrictions which we call conditions
(o), or conditions for th e existence in the generalized x C auchy problem.
These conditions are the following.
T heory of hyperbolic partial differential equations ^gg
( 1) T h e coefficients A tJ are continuous, h ave first derivatives, a n d satis
fy th e inequalities
dAjj dAjj
\Aij\< A ] <A.
dxk < A; dt ( 21. 8)
( 2) T h e coefficients B, are co ntinuous and satisfy th e conditions
(3) T h e first generalized d e riv ativ es of th e functions B, exist and satisfy

th e inequalities
2(f) J = 1
< A (t)< A ( / = 1, 2, . . n). (21.9)
(We note th a t from th e Im b ed d in g T h eo rem a n d (3) th e re follows the

boundedness of th e B,.) T h e dom ain Q(t) in th e plane x1; x2, - • •,xn, t =
const, is given in some way. T h e form of A(t), it is clear, depends upon
n(t).
(4) T h e coefficient C satisfies th e condition
| f ... (t)< A . ( 21. 10)

2(0
(5) T h e first generalized d eriv ativ es of C exist a n d satisfy th e in eq u al

ity:
n-r e -
dC
dxj +
dC
dt
dQ J < A (i) < A. ( 21 . 11)
( 6) T h e free term F satisfies the inequality

” I
| J ... J |B|2d2^ <B(/) < F, ( 21 . 12)
where F is a constant.
(7) T h e generalized first derivatives of F exist and satisfy th e in eq u al
ities
<B(f)<B. (21.13)
2 (f) <= 1
200 S. L. Sobolev
(8) T h e function
u0 £ W ? . (21-14)
(9) T h e function
u, £ (21.15)
T o th e question of th e solution of th e C au ch y problem in th e first

form ulation, the following theorem gives th e answer:
T heorem 1. The fulfillment of the conditions (o) is sufficient for the exist
ence of the solution of the problem in the first formulation. The solution in this
case depends continuously upon the initial data together with its first deriva
tives in the spaces W^1' and L 2.
Before proving th is theorem , we need to establish some im p o rta n t in

equalities.
3. B asic inequalities. Let w be an a rb itra ry function of th e variables
x1; x2, -- -, xn, t which is continuous to g e th e r w ith its derivatives of second
order.
W e introduce some inequalities analogous to th e inequality (17.7). We
consider a dom ain V in th e space ( r b x2,---, x„, t ) w ith b o u n d a ry surface
S. T h e n from th e G auss-O strogradsky formula:
->
cos nt —
S » = l j=l
,•= 1 j = l (21.16)
■ / - / { - * £ [ £
V t= 1 j = 1
Y Y ( d A iJ dW r> d A <} dW
2j \ dt dxi dxj dxj dx{ dt ) /
• = l 1
Such a tra n sfo rm a tio n is possible because of the differentiability of all

the functions appearing in th e form.
If on some p a rt of the surface S
n «
•> ->
j 2 j A{; cos n x { cos n.Xj — cosnt < 0,
) = i j=i
th en on it, th e sign of the q u a d ra tic form:
r v i V ' j dw dw . { d w \ 1'\ -*■, „ r i t i . dw dw ->

cos nXf =
L l L ^ i j ^ W j + k- w ) \ cosn‘ - 2 l i L A ‘i i ^ —
<= i j = i J <= i i = i
n n
1 V' V 1 ,
/ dw diw \/dw dw \ ,
“ CT* 2 j 2 j ^ (,53r7 c o s n t - S T cos '“ •'A5F,cos n t - w cos n x > ) +
<= l ^=i
cos’ nt — 2 j 2 j Aij cos nX{ cos nXj
_t = i j = l______________________ / dw
+ (21.17)
cos^z£ '
coincides w ith th e sign of cos nt.
We consider a dom ain Si in th e plane t= 0 and let (Si, [0, T]) be the
cylinder co n stru cted over Sj and b o u n d ed by th e planes £= 0 and t = T > 0.
We set C\ = n • m ax I A 1 and c o n stru ct th ro u g h th e b o u n d a ry of the
ij.'S.|0.7|) J' 6
dom ain Si th e right cone S 3 (Figure 12) so th a t on it
cos 2nt > Cl
1 -f- Cy
T h e tru n c a te d cone lying in th e cylinder (Si, [0,T]) is called the fu n d a
m en tal dom ain and is denoted by Q*; the u p p e r base of this cone is d e
noted by S 2.
Figure 12
T h e n on th e surface S 3, the q u a d ra tic form will be positive, since on it
c o s n £ > 0, and
2 2 A*JC0S nx*cos nxi ~ cos2 nt < ci 2 cos2 ~ cos2 =

<-1 i = i f= i
= ci (1 —cos8 nt) cos8 n t= c x—(1 + c t) cos8 n/ < c - (1 -i-c.) T- ^ - = 0 .
1 1 1' 1+ Cy
202 S. L. S o b o l e v
From this, we obtain the inequality:
/-/{S
5 , i = 1 3 = l
</•••/{£
(?i
i>«& £+($)>+
= j =i 1 1
r r I v'i y i d A ty d w dw^t ^ ^ dA{j- dw dw

' J J \ 2u mU dt dx( dxj ^ 2 d 2 d ~dx~( dx~j ~dt
2* 1= 1 J = 1 J 1= 1j = l 3
— 2 — Lw ^d S, (21.18)
which is analogous to the inequality (17.7) obtained earlier.

W e denote by il(t) th e intersection of th e cone Q* w ith th e plane t = const.
Suppose th a t for th e function w we have th e inequality
J . . . J (Lw)*dxx . . . d x n = L(t) < L. (21.19)

2 It)
T h e n we m ay e stim ate the integral over S2 in th e e q u ality (21.18) in

the following way:
f f I V 1 V 1 d A f j d w dw o ^ Vi dAiJ dw ow
0Aij ow dw
J J \ —J d J dt dx{ dxj ^ d J 2 d dx( dxj dt
2* i= i j = i <= i j = l
« n
- 2 ^ r i “ ’ ) ‘i 2 | < / { ' 4 /
v v dw J dw
• •• J f dd ^ dx( dxj +
2(1,) ,- = l j = l
. _ v 1I dw I dw I | 2 dw
Lw d x l dXy . . . d x n | dtx <
+ 2nli\i- , | d r | + J Tf
i = l
9 2 (0) t= i
X dx! .. . d x n | d t x.
W e set:
n
Jf 2(0
‘ ' Jf V ( d w ) 2 . (dw''
-d
1= 1
Vd*,-! ~r \ dr > dQ = AT1 ( 0 | w ) . (21.20)
T heory of h yp erbo l i c partial d i f f e r e n t i a l equations 203
Obviously, from (21.6) and the condition \ A tj\ <c]/n, we have:
. . dxr
2 (f) <= 1 j =1
< 0 ^ ( 1 \w). ( 21. 21;
If we also ta k e into account th a t

dw
I (2IQ
lb ? ''Lv,{dx' •••
_1 I
2(0
■•dXr)l ( / ••(()■J
J •••/ I rfdjfl ■
■
3
2
•■•dXn)'
_1_
L {tyK , b |^ x
we obtain from (21.18)

t
c 2K , b | W) < c 2/c, (0 | w) + C, J K ] ((, 1w) -
o
£ j_
+ A'] (/] | w) 2L (/,)-) dtv (21.22)
For our purposes it is necessary to derive a n o th e r inequality. We set
J . . . J w 2 d x x . . . d x n = K0 {t\w). (21.23)
2(0
I t is obvious th a t
K q ((], J ••• J ((p JCp • • • . *n) d x \ ' ’ ' d x n>

2 (0
if 0 > (. Therefore
dtfo (0 1®) I
Jf . . . J w 2 (/p x „ . . ., x H) X
< ( -
dq
lo = ^ U ' l J
2 It)
r C dw , ,
X • . . dxn
]J o = <= 2
!(0
wi dxj .. . dxn
r - j
2 (0
s V' , 2 | / C 0 ( / |
■N
204 S. L. S obolev
T hen:
Ko V I w) = J K0 (t{ | w) <//, + K0 (0 i * / ) <

0
0
T h e inequalities ( 21.22) and (21.24) are basic for the following.
4. A LEMMA ON E S T I M A T E S FOR A P P R O X I M A T I N G S O L U T I O N S . We nOW
prove a basic lemma. W e consider an equation satisfying the conditions
(o).
We replace in it the functions A tJ, B lt C, and F by their averaged values
A ljh, B lh, Ch, and Fh with respect to x u x2 t, and the initial d a ta
u0 and u { by their averaged values u0h and u lh with respect to x ]t x2, • ■ xn.
T h e new equation will be called the averaged equation.
T h e new eq u atio n s with th e new conditions have solutions uh, as shown
above.
W e form for these solutions the integrals
K , ( t \ u h), K , { t \ u h)
and
T h e n for the functions K 0(t\, uh), K ^ t |, uh) a n d K 2(t\, uh) , we have the
inequalities
\ K i { t \ u h) \ < y i (t) i = 0 , 1, 2 (21.25)
where y,{t) are the solutions of th e system of equations:
(21.26)
T h e o r y o f h y p e r b o lic p a r tia l d if f e r e n t ia l e q u a tio n s 205
for th e conditions
M - o = C* o ( ° l “); '
(21.27)
y i ^ o = c * i ( 0 l “ );
li = 0 = CAr2C° I
while the c o n sta n t M and the function F(t) do not depend upon the radius
of averaging h. T h u s, K n(t\, uh), Ki(t\uh) and K 2(t\uh) have estim ates not
depending upon h.
For the proof of the lemma, we re tu rn to the inequality (21.22) and set:
L w = F (jc,, x 2. O - V b^ - C w, (21.28)
£= 1
where the B, are continuous and bounded
B i\< A , (21.29)
and the function C satisfies the inequality
J ... J |Cr +,rfQ|n+,< i4 (0 < ^ (21.30)
and suppose in add itio n th a t:

i_
[/ ’e ‘«)‘ J ^(* ’X2>1 *)d x l • • • d x n * = F ( t ) < F . (21.31)
In th a t case, the q u a n tity Lw m ay be e stim ated w ith o u t difficulty. We

shall have in the dom ain
IIL w fc, < || F fc, + V b, 1* (21.32)

L,
It is obvious for this th a t:
| f | L = f (0 < V
LA
B- —
1 dxi ,L,
< A | w|| T(i)-
1= 1
206 S. L. S o b o l e v
For the estim ate of ||C ic ||/j2, we use H o ld e r’s inequality and M in k o w
ski’s theorem . We have
J . .. J [Cw]2 r f s l 2^ j ... J | C | n+* di

2 (0 2 (t)
(21.33)
i 1i
X J m 2 n + e <^2 j n+E < / t ( t ) i w | i i r (1) <
2(f) ^ ^ 2
^ a [k , ( t \ w y + K 0{t\w y\.
Or finally
y y
L (0 < Cj [ K , (t\ w ) 2 + K 0 (t I w y 2 + F (0), (21.34)
where C is a c o n stan t not depending on w.
Setting this estim ate in th e inequality (21.22), we obtain:
1 2 I
J
K x ( t \ w ) ^ . L l K 1 ( 0 \ w ) - \ - L z A, {ti \ w ) 2[K0 {tl \ w ) 1 +
+ Kx dt.
(21.35)
T o g eth er with (21.24), we obtain a system of inequalities from which it is
easy to e stim ate the functions K a{t\w) and K\(t|ir>)-
We denote by y0(t) and y x(t) th e functions satisfying the system of
equations:
t y y y
Ti (0 ~ (0 | w) Z-2 j" yq [y0 Ti -j- A-] dtl
6
(21.36)
To (0 = (0 | w) + 2 J yo y \ dt v
o
It is not hard to prove th a t it is always t r ue th a t:
y 0 { t ) > KQ{ t \ w) , y x { t ) > Kx { t \ w) .
Indeed the functions y 0 and Vi may be found as the limits of th e in
creasing sequences: v,1"1and v 1
,'11 defined by the formulas:
(») r <M~ (n —1)^

Ti = Lj/fj (0 | w ) - ( - Z.2 J yj (y0 " “h T i “ -f- F) dt x;
o
, r (n— v
To = Ao (0 | w) -(- 2 J y x y0 dt,
o
if for th e first term s of these sequences we ta k e K 0(t\w) a n d Ki(t\w). O ur
e stim ate is proved. T h e functions y 0 a n d >'i are solutions of the system of
differential eq uations
i i
yo = t y o y ? (21.37)
i i 1
y \ = L2y i (yo y{ -r F)-
T a k in g for new variables >'o 2= 20 and >'J 2= zu we obtain:
Zo = 2i\
+ F)- (21.38)
I t rem ains for us to e stim ate K 2(t\w).

W e form th e new eq u atio n s for the functions u = duh. tlx,, u' = duh dt.
D ifferentiating the averaged eq u atio n (21.28) w ith respect to x, and t.
we have:
/ duh df'h y y d-Uh y o U/i

dxj dx, —J dx, dx. dx. dx.dx,
1 i= 1 j —l 1 1 3 i =B i 1I
n
Y dBj), dn __ „ du dCh
■mU dx. dx. h dx. 11h dx,
i= 1 * ‘1 (21.39)
/ dh'i Y V dAij), d‘U)t y u
^ ~dT Tt J 2 ; dt ‘ dx{ dx, ~ - u Bih “3a-, dt
1=1 J = 1 i=l
We now set:
(21.40)
W e m ay easily e stim ate th e q u a n tity K 2(E\w) with th e aid of an appli-

208 S. L. S obolev
cation of the inequality (21.22). A pplying th is sep arately to each d e riv a
tive and noting th a t
i= i
we obtain
t
c2K 2 {t | uh) C2/C2 (0 | ua) -j- C1 j |/C2 (t 1 1w ) -f-
o
i - i-i
- - K 2 V 1 1« 0 2
where by L t(t) we denote || L(duh/dxi) \Ll, and L 0(i) = || L(du/dt) H^. W e o b

tain:
n n
dfh A V V I! V 1 d2“h
dx 1 L,
-J <?*; |iLf Z j I dx dx.
J= 1 J = 1 i= 1 1*
d'lh || , || dCh
dxl L, II dxi h
E stim a tin g ||d.B,/<3x; 3iz*/3x,-|| and ||C(dio/dx/) || as above, we obtain:
dBj dnh ||
(21.41)
dxj dx. J < C A ( t ) M ' K ) 2];
_i i_
| r duh \
< C A ( t ) [K2{ t \ u h)> K l ( t \ a hy ] . (21.42)
\L h ~ d ^ \
Finally, for the estim ate of || ( d C j d x i ) izA||, we again use the Im b ed d in g

Theorem . W e will have
»+ «
dCj, n+ «
dx/ X
2(0
2 1 _ 2
2 (0
1_ _1_ 1 (21.43)
< A ( 0 [K0 ( / 1Uh ) * + K, (t I uh) * 4 . K, (i\ uh y*}.
G a th erin g tog eth er all the above, we obtain

* 1 1
k 2 ( t I uh) < Af 1 { k 2 (0 | u h) +
J [K0 ('i1 uhy + k x(t, I uhy +
o
l l
+ K 2 (/, | Uh)*\ K2 (t, I uhy d t v. (21.44)
We set again:
t i_ _i i_
y 2 (0 = [k * (o I uh) + J y<i ('iH-Vo (î)2 “I- Vi (î) "r
- r y - M ^ + F («,)]<«. (21.45)
Then
(21.46)
For y 2(f) we h ave th e equation:
X (0 = ^1^2 {t)T\y] ~r- y \ +y, + F (01- (21.47)
Setting y \ ‘2= z , (t = 0, 1, 2), we will have
* 2 = * l (*o + * 1+ * » + F )- (21.48)
from which we conclude the uniform boundedness of th e function z2 satis

fying eq u atio n (21.48).
T h e lem m a is proved.
5. Solution of the generalized problem. W e pass to the p roof of the
basic theorem .
T h e sequence uh by our estim ates will have a b o u n d ed integral for the
sum of the squares of all second derivatives in ( n + 1) variables. In o th er
words uA£ L 22), while || uh||^ 2»< M , where M is a c o n sta n t n o t depending on
ii 11^22i and ||1uh

h. From the uniform boundedness of ||uJ|,( we conclude:
K I I u-(2) < A V (21.49)

2
By the Im b ed d in g T h eo rem , uh a n d its first derivatives are co m p ac t in

Wl1' on an a rb itra ry n-dim ensional set t= const., while th e values of these
functions considered as elem ents of W 2l) and depending upon t yield an
equicontinuous family of co ntinuous trajectories in H^1’.
C onsequently, from th e uh we m ay choose a subsequence converging
uniform ly to a tra je cto ry , continuous in W 2\ to g e th e r w ith its first d e riv a
tives. Passing to the lim it in th e inequalities (21.25) a n d using th e theorem
210 S. L. S o b o l e v
on the existence of generalized derivatives, we obtain
K 0{t\u) < _ y 0 (0; A'j ( / | u ) < ^ (/); K2 {t\u) ^ y . 2(t). (21.50)
We denote the limit function by u. T h e subsequence uh obviously satis

fies the integral id en tity
I' ... j uhL*hV dQ d t = J ... J v F h dQ dt, (21.51)

2 (0 2 (t)
o < << r o< t < t
where v is an a rb itra ry function of the variables x x, x2, ■• •, xn, t continuous,

together w ith its derivatives up to th ird order inclusive, and vanishing
outside of some dom ain V7,, lying com pletely in the interior of the dom ain
0 <t<T-,Q(t).
By L*hv we denote th e op erato r ad jo in t to th e o p e ra to r L h.
Passing to the limit as A—>0, we obtain:
J . . . J uL*v dQ d t = j* . . . J v F dQ dt. (21.52)

2 (<) 2(0
0 < t <T o< t <T
T h is equality, by the definition, says th a t the function is a generalized

solution of equation ( 21. 1).
I t is easy to see th a t this function satisfies the initial conditions.
T h e continuous dependence of the solutions upon the initial d a ta is also
proved w ith o u t difficulty.
I f F(t) is sufficiently small and AT0(01 tz) a n d K' 1(0 |u) are small in their
tu rn , then the functions y 0(t) and y ^ t) will be small. By the inequality
(21.25), there follows th e smallness of K 0{tx| u ) and K x{t\u).
T h e C auchy problem is solved in the first form ulation. W e pass to the
second formulation.
6. F o r m u l a t i o n o f t h e c l a s s i c a l C a u c h y p r o b l e m . W e shall seek a
solution of equation (19.1) w ith conditions (19.3), having everyw here in
our dom ain continuous derivatives of second order.
On the coefficients A iJt B„ C, a n d F, as well as upon th e initial condi
tions, we shall impose some fu rth er conditions, which we shall call the
conditions (n).
T h e conditions (n) are the following:
(1) T h e coefficients A tJ a n d th e ir first derivatives dA^/dx* and d A tJ/dt
are bounded:
dAfJ
\ A ij\ < A - dt" < A- dxk < A. (21.53)
(2) T h e deriv ativ es of A u of order 2, 3,- • •, satisfy the inequalities:
f V 11 x/
J _ an1 an' /N
- (0
n 4- e I—I
dlAfJ 2 i-i \ nJ - e
X 7X dQ A.
y at ox] (21.54)
/
1 = 2, 3, . . .
(3) T h e coefiicicnts B t are bounded functions
I B ; I < A. (21.55)
(4) T h e derivat ives of B t of order 1, 2 , - — 1 satisfy the inequalities:
X
[ mo
n + e I
dlB/ (21.56)
X (IQ A.
,dt "dx1‘ .. . dxn'1
(5) T h e deriv ativ es of C or orders: 0, 1, 2, ---, X — 1 satisfy the in
equalities:
^ /!
2(0
f
a„!3 l ! an-
X
n + e I+ 1
d'C i |-f 1 1 “h 6
X <A. (21.57)
dt ua.v,1 . . . dxn» j
(6) T h e d e riv ativ es of F of orders 0 , 1, • • •, k x— 1 satisfy the inequalities:
r(t)<F, (21.58)
where F is a constant.
(7) «0 6 (21.59)
212 S. L. Sobolev
( 8) ux £ w P ' - v . (21.60)
We m av now sta te the basic theorem .
T heorem 2. In order that the Cauchy problem should have solutions which
are continuous with all derivatives up to order m it suffices that the conditions
(n) should be satisfied for 2kx>2m + n, i.e., for
n
kx m 1
2 •
T h e proof of this th eo rem is based upon th e application of th e Im b e d
ding T h eo rem and th e use of th e same inequalities which enabled us to
prove T h eo rem 1.
For m = 2, we obtain th e solution of th e C au c h y problem in th e second
form ulation.
F irst of all, before passing to th e proof, we m ake some rem arks.
I t is convenient, ju s t as we did in th e proof of T h eo rem 1, to co n stru ct
the averaged functions for A tJ, B„ C, F, u0, and u x and form the new e q u a
tion
Lhuh = F , - V B „ £d - C hu (21.61)
»= 1
for which we seek solutions u n d e r th e conditions:
uh h = o UQh
duh (21.62)
dt t = o = u ih-
T o g e th e r w ith th e equations (21.61), we consider all possible equations

for th e functions:
v o„ a-------- a h ------ (21.63)

dtm,dx\ l . . . dx’
We will obviously have:

dlFh
>i > • • • «n^
dt “ dx,' ... ax„"
_ V 3„fy V d?A ijh

__N/
/_i «i> ••• an ^
v p<„ <—1 J = 1 ^ • ' • °X»
a/Poa^‘ ... a*;’”- x

dl-V+*uh , V d?B*h
a^"p*+2a^,_3‘ ... a**" Pna*, dXj T /j
a'-p+^n i apC/, r X
X
a/ a^l-Pl ... aA-,>"p” a^ 1a/pj a^3, ... a*f’,M
"f
a,-pu. -(')
a/p,"*,<?jrf‘ °‘ ... aA3"-0"
X = 4**-...... °n (21.64)
lt0- d‘M- " 1

where Cr)“- ■dn
l1n are binomial coefficients.
W e introduce some no tatio n . Let
d9w - ] 2rfO.
v T= f g Tl!... 7
m!Laâx]1... a*1Tr,J
;;
V p’ (21.65)
* , ( < ! « > ) = J ••• /
a(f)
7. A lemma on estimates for derivatives . Because of the fulfillment
of the conditions (n), the functions uh satisfy the inequalities
K r V \ u h) < y f P = 1 . 2 . . . . k lt (21.66)
where
tf(vp-) = M \y* + y? + ... F m (21.67)

d t
M is a constant and F(t) is the function standing on the right side of the sixth
condition.
For p = 0 , 1, this estim ate was established earlier. W e pass to th e proof

of the lem m a for th e rem aining p.
F irst of all, we e stim ate II<t>(,) ||, .
"<‘2
W e will have, using H o ld e r’s inequality:
214 S. L. S obolev
d?C dl~3 u.
^ q ] ’<
3| 3n 1 V A f , '> 3o J , ’ 1 ’>l d r 'll
2 (f) dt dx\ ••• dxn dt °X\ •■■°x n
n+ « 3+1
d}C
>+ l d Q \ n + ' X
2(0 dt>J a ^ ‘ . . . dxln
1 3+1 1 3+1
dl û. 2 n+ « . 2 »+»
dQ | <
A,'l 3l . . . dxln ?n
2 (f) ox j
i 3-r l l 3+ 1
2 n J- • 12 7j + e
<A dl ?un rf2[ (21.68)
U -2 (t)"
. ' d * - * adx\1- - ' ... dx'? fn
On the basis of the Im b ed d in g T h eo rem , we m ay estim ate th e last integral

by th e norms of d erivatived of higher order. W e will have:
- - I
^ c < > U / C o ( ^ | ^ ) 2 + ^ i ( ^ l ^ ) 2+ ••• + K l ( t \ uh) 2]. (21.69)
Analogously, we obtain th e estimates:
Ja = f (( d"Aij V v
LJ . J
^-3 + 2
X “h
<
dt [j~ ^ d x ' r Pi .. dx, * = s ) ’ d S ] '
< a ' 0 + k ) !- (21.70)

i =o
X
(o dt * dx J . . . dx'nr‘
;I —3+ 1“h
X >J—30+ 13 J»i —3, *n —3,i < A N M f k ) '. (21.71)
1
G athering these estim ates together, we obtain:
II “i...... “nllz, 2j (tjuh) 2 , (21.72)

where is some co n stan t.
R etu rn in g now to the inequality (21.22), we set in it w= vn[)... nn and
sum over all derivatives of order I. W e get:
K i ( 4 V a t. ...,a n ) K \ ( 0 \ V * 0 . ® 1 ............ an ) 4 “
V a = l E «= l
+ Cj J (4 ai..... *n) 4 ^ 1 \Va........
If we use th q estim ates for || || and the fact th a t
......0 = 'C‘+ ‘ (<l “ )' <2 L 7 3 >

V
LJ «=l
we will have, finally:
r t 1 1+ 1 1
^ i + i ( 4 uh) M ( 0 |u h) -f- j Ki+t (îIun)2 I Ki (Ji I uh) 2 +
0 i =i
+ F (M } dtt J
/ = 1,2, . . . , 6 , - 1 , (21.74)
where M is some co n stan t.
From this, as in the preceding, settin g
v ,n W = ^ [ l> * i( 0 ) + j y u , & ) 7 \ J i^(/,)r + /'(<!))<«.].
we m ay prove the inequalities
^ i+ , ( ^ “h X y i + i (0- ( 21. 75)
For the functions y, we obtain

i i I L
_ M
rf+ y * + . . . + v , s+1 + f ( 0 (21.76)
dt 2
T h e lem m a is proved.
8. S o l u t i o n o f t h e c l a s s i c a l C a u c h y p r o b l e m . W e m ay now prove
T h eo rem 2.
W e consider the sequence of solutions uh of the averaged equations with
averaged initial conditions.
These functions will have bounded integrals
216 S. L. S o b o l e v
Kp(t\uh), p = 0,1, - - •, m + l + [ n / 2 ] ,
and consequently, b o u nded norm s in th e spaces from which there
follows their uniform boundedness and eq uicontinuity as functions of the
variables x u x2,---, x„ for fixed t together w ith th eir derivatives of order
up to m inclusive.
T h e derivatives of order m + 1 on the basis of the Im b ed d in g T heorem
will, as functions of Xi,- • x„, lie in the spaces
1 .
L„ we ^ >
<At
nn '1*
dt^dxV . . . dxa
where A does no t depend on h. H ow ever
_1_
if n is even
2 ’
n n—1 _1_ 1_
2n if n is odd
2 2n'
and as a result
1 > ±
q* ^ 2n '
which m eans th a t for n ^ 2, we m ay choose q* so t h a t we have
q* ^ n + 1 '
T h ereb y it is evident th a t the derivatives dm+lu/l/dta°dxp • • •dx%n will have

bounded norm s in Lg in the space of dimension n + 1.
C onsequently, it is obvious from the Im bedding T h e o re m th a t th e d e
rivatives of order m of uh will form a com pact subset of C no t only in the
n-dimensional b u t in the ( n + 1)-dimensional space.
We choose from this set a subsequence converging uniform ly together
w ith all derivatives of order m, and passing to th e limit on th e averaged
equations
= (21.61)
we obtain our theorem.

I t is useful to n o te t h a t th e inequality (21.75) proved by us for uh re
m ains tru e also for th e solution u. T h is follows from th e theorem on the
existence of generalized derivatives (cf. §5, item 2).
§ 22. Quasi-linear equations.

1. F o r m u l a t io n o f Let A At, x u ---, xn),
f u n c t io n s o f f u n c t io n s .
BAt, x u - • •, xn) ( i = 1,2,- • •, m ) be 2m co ntinuous functions defined on some
dom ain ft of th e ( r c + 1)-dimensional space of (t, xu -- xn) w ith A ,< B i. By
D we denote th e dom ain of (n + m + 1)-dimensional space {t, x u x„,
y w ■, y m) where {t, x u ---, x„)Gft and
We shall say t h a t th e family of m co ntinuous functions y , = m(t,xu ■■■,xn)
( i = 1,- • •,m), defined on ft belongs to Dy if A, ^77, ^ 5 , .
In th e following by ft(£) we shall denote th e dom ain of th e n-dim ensional
space (*!,•••, x„) which is the intersection of ft w ith the plane t= const.
W e consider some b o u n d ed function
^ ^l» • • • > •*"«» • • • » »Vm)> (22.1)

defined on th e dom ain D. Suppose th e function <t> is continuous and has
continuous derivatives u p to order I w ith respect to y u y 2, • • •, y m'
dP«l>
......= (° •;C P = ?l + P2+ • • • 4"Pm-^0* (22.2)
dy\‘dy\ dy mm
while th e functions $n have generalized derivatives of order w ith
respect to t, Xj, • • •, x„ for each fixed choice of values of y u y 2, • • •, y m-
Suppose now t h a t ft is a b o u n d e d dom ain. W e shall say th a t the func
tion <f> has p ro p e rty T (or GT) if:
1. T h e re exists a n u m b e r p > l , p > n / l such t h a t th e result of su b sti
tu tin g in the function
<5a<t,a . y
---------- ' " J m ____ = •*.............“>» (a n
dt'dx]' ... d x ,7
P.......Pm ’ ^ ^ '
an a rb itra ry system from Dy in place of yi, y 2, • • •, y m is a composite func

tion of (t, X\, - • •, jc„) such t h a t for each fixed t, we h ave dn G
'( ( W p ) - ( ( J - n U n ) ) ~ l
on ft(<) if l ^ a > l — (n / p )
’i ^ , ll
a< ~j>' (22.3)
2. T h e re exists a c o n sta n t A a such th a t

218 S. L. S o b o l e v
1 l —o
J ____{ — o
T
d x x . . . d x n <; A a p ”
v 'l ,
y (<) yi 'i
if / > a > /_ ^ L (22.4)
P
: .... *„i I < An, if a < /— £
II ^ ...... /J
where th e c o n sta n t j4„ depends only on the choice of th e dom ain U and
does n o t depend on a, (3, or on the choice of the family ! 77, j £ D y.
In the case a = l — (n / p ) °n E L 9, where q > 1 is an a rb itra ry
n u m b e r a n d th e c o n sta n t A u depends upon the choice of the n u m b e r q. In
th e following, this case as well as th e case « < / — (n/p) will not be specifi
cally m entioned, which will lead to no m isu n d erstan d in g if w herever
((1 /p ) — ((/ —a ) / n ) ) -1 ap p ears it is replaced in these cases by an a rb itra ry
9 > 1. Obviously, if 4> has the p ro p erty T on P, it has th a t p ro p e rty for
every QiQQ.
T h e simplest example of a function 4>E:T is given by a polynom ial in
the variables y u y 2,-- •, y m w ith coefficients depending on t, x u - ■-, xn
$ (*, x u x n ; y t , . . ., y j
1 ,,Yo y-tm
sm ’
= ........... ■
if th e coefficients a,..,...,
M>l ’m are such th a t
till in 2 ( t ).
6
dta°
1
i> a
We now consider a (n + fc-f1)-dimensional dom ain D, of the space

(t,xu - ■■,xn\Z\,Zi, • • - ,zk) analogous to th e dom ain D, where (t,xu x2,-- • ,x„) E
SI. L et
y i = * i ( ti * 1 , . . ., * n; Zj, • . . , z k) ( i = l , 2, m) (22.5)
and assume th a t y tE A if ( 2, (£/-),. T h en , settin g (22.5) in (22.1), we o b

tain th e new function
T (t, x 1% . . •^n> » ■ • ' > ^ k ) = = •*] j • • • > < 9 l > • ’ • 1 9 m ) -

T heorem. I f the functions (22.5) have property T, then the result of sub
stituting them in the function having property T, is again a function having
that property.
T h is theorem is evident if and the </>, are polynom ials in y and z. I t is
not hard to prove th a t if we consider a polynomial in y,.- • ■,ym and replace
the X) by the polynom ials in 2,, w ith coefficients depending upon ••
• • • ,.rn in the fashion indicated above, we o b ta in a new polynomial of the
same form.
We prove this theorem in its general form by estim atin g a norm for all
derivatives of .v,,• • • ,x„, 21(- • • ,?*.) with respect to 2 in the co rrespond
ing space L of th e variables *•>,• • • ,x„. W e tu rn to the proof of th e th eo
rem.
Proof. Since th e 0 , have p ro p e rty T, for z, in D: the inequalities
J_ I—a
______ a®_______ / A p n
X
_dx°<dx'' . . . dxan W - a / ’ . . . dzK ).
«(0 0 1
1 I— a
y ^ d x id x 2 . . . d x n ^ . D s P n . (22 . 6 )
hold. W e set
ap'f y i _____ aM>
Pi. P.. (®<), (22.7)
dzB dyl l dyu . .. dy^m
1‘dzp'
a ^kk
2 J< P J 1 ^ 2 VI
where A ,( 0,) are polynom ials of degree 7 in th e d e riv ativ es of the func
tions 0, w ith respect to the z; of order (3— 7 . We establish the validity of
the inequality:
< / V , ^ a (Z?5-f ... + ! ) < A V l a (l + flS), ( 22. 8)
where N x and No are c o n sta n ts not depending upon 0,.

For the proof of (22.8), we introduce the concept of the inverse index.
We shall say th a t the function yf{xu x2, ••• ,xn) defined on some bounded
dom ain D1 of the space (xu x2, ■■• ,x„) has th e index A (0 < X< 1), w ith the
bound M on I), if
[ f ... J l* g rfg x
X
D .r
220 S. L. S o b o l e v
T h e following pro p erties of th e inverse index are obvious:
(1) T h e sum o f tw o functions and \p2 w ith th e index X has the index
X w ith a b o und equal to th e sum of th e bou n d s of b o th functions (which
follows from th e M inkow ski inequality).
(2) I f has th e index X w ith b o u n d M , th en it has every index X ^ X
with bou n d K M , where th e c o n sta n t K dep en d s only upon th e dom ain Dx.
Indeed, from H o ld e r’s inequality,
- i
J...J \x'dQ. < dQ.
(3) M ultiplying a function by a b o u n d ed m ultiplier does not d istu rb the

index, while th e b o u n d is changed only b y m ultiplying it by the m axim um
absolute value of th e multiplier.
(4) I f we h av e th e functions \pu \p2,- • • w ith th e indices X,,-•• ,X,,
where X! + X2H------ |-X/<1, th e n the p ro d u c t i/ô- • ■'Pi has th e index equal
to th e sum of th e indices w ith a b o u n d equal to the p ro d u c t of th e bounds
of th e factors.
T h e p roof follows from H o ld e r’s inequality:
J . . . j* ( I j ^ ... '^ ) V‘+ X)+ ••• +xi d Q x < ;
_____ h_
î + L)+ ••• + 1 x,+x,+ ... +y.
< x'dQ* • [/• • ■ J l 'W i 'd S ,’
F ro m (22.6) a n d (22.7) it follows t h a t for every d ifferentiation w ith

respect to X; and t, th e index of th e functions <l>aii...^m and =
dVi/dz?1- • -d2?k increases b y 1/n.
W ith th e aid of th e concept of th e index, we m ay, w ith o u t special d if
ficulty, pro v e the in eq u ality (22.8) for co ntinuous functions. Indeed,
suppose th a t for d e riv ativ es of order /? the calculation of the indices and
bou n d s for th e polynom ials (22.7) shows th e correctness of (22.8). W e d if
ferentiate (22.7) with respect to x,. In doing this, we d ifferentiate either
4V,,....sm or one of th e deriv ativ es of </>;. E a c h such differentiation increases
th e index b y 1 /n , while th e b o u n d is m ultiplied by a c o n sta n t not d e p e n d
ing respectively on Bp or CB d, if th e differentiation of is carried
th ro u g h b y m ean s of th e auxiliary functions. By v irtu e of th e fact th a t the
b o u n d of th e sum does no t exceed th e sum of th e b o u n d s of th e sum m ands,
we o b tain the desired estim ate. T h u s (22.8) is established for continuous
functions.
W e now assume t h a t th e deriv ativ es of and ^ exist
only in th e generalized sense. W e c o n stru c t th e averaged functions w ith
respect to x 1, x 2)- • • ,xn for th e functions <J> a n d (/>,. L e t these averaged fu n c
tions be $h a n d <f>ih. F o r th e functions <L, a n d th e e stim ates (22.8) are
valid. O bviously we h ave the form ula
lim
<3> (22.9)
t/.= C .
dy\'dy]' dy^n dy \ l dy^n
n
A pplying the th eo rem on th e criterion for th e existence of generalized
derivatives, we see t h a t for th e function th e th eo rem a n d th e in eq u ality
(22.8) rem ain valid.
2. B a s i c i n e q u a l i t i e s . W e consider th e quasi-linear e q u atio n of second
order
n n
du du du Nv d-u d2u __
y X A ( * x~v
• • •. x n> u * d7> ‘aT1* • • • > dxn/1dxtdxj
i= 1
—/ du du du \
= F[ty Xj, . . ., x n, uy , dx^ ♦ • • y dxn/’ ( 22 . 10 )
where the A,; are assum ed to be c o n tin u o u s functions of all th e ir a rg u

m e n ts a n d Aij= A;,-.
W e set
y = “> yo ^7’ y \
du du du
yn~d7n
( 22 . 11)
W e consider th e q u a d ra tic form

n n
2 2 A,y (L Aj, • • •, x n, y , y q, _ylt • . ., y n)
<=■1j=i
T h e equation (22.10) is said to be a quasilinear hyperbolic eq u atio n on
some dom ain D* of th e (2n + 3)-dim ensional space (f.Xj,-• -,x„; y,y0,yi,---
• ••,y„) if the q u a d ra tic form is positive definite w hen (t,xu - • ■,xn; y,y0,
y i,- --, yn) E D * .
T h e n for every dom ain D, lying to g e th e r w ith its b o u n d a ry in D *, we
• m ay Find c > 0 such t h a t
22 Aij'&j > c 2 fr
W e assume t h a t th e d om ain D co ntains some d o m ain D° of th e plane
f = 0.
Let t/0(x i,-• • ,xn) be a continuously differentiable function, ••
• • • ,xn) a co ntinuous function, b o th on some b o u n d e d d o m ain Dz of the
222 S. L. S o b o l e v
space If for all p o in ts of th is dom ain, we have
(•*!» x 2> • • • > X n> u o> u i> • • •. G
and if, in addition, th ere exist ^ X D a n d <5>0 such th a t
(*, *i»•••>x n > y , y 0, y lt •••,y n) G

if
^ ^ ° l ' (-^11 •••> x n)£ D&
and
y — “o I < 8 ; b'o — “ i | < 8 ;
du o < *> duu < •>
LVi — <3*! • • -, 6. ( 22 . 12)
we shall say t h a t u0(a:1, - • -,jc„) and u ,( * i,- • • ,*„) are permissible b o u n d ary
d ata. T h e in eq u ality (22.12) defines th e set Dy.
L et ^ > 0 be such t h a t m ax | A i;| <cx/n if 0 ^ t ^ b :. ( x ,.- • • , * „ ) £ Dx, and
iyi,yo,yu---,yn) E D v. T h e n ju s t as in §21, item 3, we m ay co n stru ct a
fu n d am en tal conical dom ain SI*, the co n stru ctio n of which is determ ined
by the choice of Cj. W e pose the problem : T o find a twice continuously
differentiable solution in SI* of the eq u atio n (22.10), satisfying th e initial
conditions
du
u If=0 = u0. (22.13)
dt
T h e o r e m . I f the functions A i} and F, as functions of the variables t, x u - • •
• • -,xn with parameters y , y 0, y u - ,}'n, satisfy the condition T on the domain
S1* for p = 2 and / = [ n / 2 ] + 2 , while the permissible initial data satisfy the
conditions
u0 e ^ 2 l+1\ w f,
then we may find b2>0 (0 < 5 2^5]) such that on that part of U* where 0 <
t ^ b 2, there exists a unique solution u(t, x u - • ■,xn) of the equation (22.10),
continuous with its derivatives of second order inclusive, satisfying the initial
conditions (22.13). In addition, on each plane t = const. ( 0 < / < f i 2)
and (u, 0u / dt, du 1dxu - ■■,du dxn)(EDy. The number b2 depends upon the
choice of u{) and iq.
We pass to the proof of the theorem .

By virtue of our conditions, A tJ and F will be continuous functions of
the variables t, ••• ,xn, tak en from Q* w ith p aram eters y, yo.î. ••• ,yn
tak en from Dy and having continuous derivatives up to order [n/2}+2 = I
w ith respect to th e p a ra m ete rs y, y0, Let Q(t) be th e intersection
of Q* w ith th e plane £= const. (O ^ t^ S i) .
Set
T h en , after a su b stitu tio n in A"fa°,'"'nn and 0f a rb itra ry func

tions from D}, we have th e inequalities:
(22.14)
(22.15)
If in A,j and F, in place of y, y0..yi.- • • ,yn we set functions y t(t, x u - • ■,xn, zu

■■■,zk) having derivatives of a rb itra ry order y —|fl/2 ]+ 2, integrable to
the power ((1/2) — ([n/2 ]+ 2 —7)/rc) ', th en by m eans of (22.8) from the
theorem on functions satisfying condition T, we obtain:
224 S. L. S o b o l e v
- aT °o>°i. . _ [ i v - l i h ^
d A {J
A{t) = 1 " rf£>la
=max|J '-J 2(0
d xln
< A / 5 [ l + L ( / ) Tj; (22.16)
......«n I [t H - ,1 [ t ] + 3-
F( f ) = max I ij . .. J " dQ I a " <
a/T,ax]‘. . . d x ln
2(0
(22.17)
< /M C [ 1 + Z.(Ot ],
where d tt= d x r ■ dxn\
L{t) = V
0 <
jU
i
v a)t-.«<[-2.J + 3
[J 2 (0
(22-18)
3. P e t r o v s k y ’s f u n c t i o n a l e q u a t i o n . We replace our quasilinear
equation by a new functional equation.
a’u _
S
< - l i - 1
....
= F ( “ (‘ — n), 1 ) ................................1))- (22.19)
T h is equation is obtained from (22.10) by setting in th e coefficients in

place of the values of u and its derivatives at the given point, their values
at ,xn, t — r?. T h e first use of such functional eq uations is due to A cad
emician I. G. P etro v sk y .
T h en for th e coefficients of the new equation (22.19), we obtain:
m + °
L( t ) < y k . u — *i): (22 . 20 )
and the inequalities (22.16) and (22.17) may be rew ritten as:
[?]+ • . j
1+ 2 Kt ( l - i))J
• ( 22 . 21 )
m + * i
v K , ( t — n)3
Suppose t h a t the function F(t, x,, x 2)- ■■,xn, u, d u /d t,- ■-,du/dxn) after
th e su b stitu tio n
du __da _du
dt dxx lx
vanishes identically. T h e n we m ay stre n g th en th e second of th e in eq u al

ities (22.21).
Suppose th a t y , y 0, y i , - d e p e n d only on t, x u - ■■,xn (and do no t
depend on th e zk)\ th en , applying M in k o w sk i’s inequality, we obtain:
daF
dQ
{ J2(0- J [ df* d x \ l . . . dx^n
<
daF
— ) </Q 1 + MC, V L ( 0 ‘
I/-J d f'd x ] 1 ... dxln ) J ^
( 22 . 22 )
(the n o ta tio n of to tal d eriv ativ es is u n d ersto o d w ith o u t explanation).

We note th a t
T= »
and shall estim ate th e first te rm on th e right side of (22.22).
Set
{t, •X’ii • • • i x n* y i _y0> _vi > • • • > J^n)===
= F (ty x lt . . . , x n, ky, , \ y n)-
T h e n we have:
(î -^l» • • • i 3^0. -Vp • • •> y n ) —

1
= J
0
....°y 4 -
( F ] ; 0’ 0 F [ ’ J' °’ '
0
^0+ ... 4- K ' ° " ' l y n) ^
226 S. L. S o b o l e v
where, by F i '0,0, 0 we denote as above, the derivatives of F Aw ith respect
to y , y 0,-
Consider t, x u - • ■,xn, >',y0,>’i , - • -,vn as in d ep en d en t variables and form
the expression for the derivatives
d * F ( t , x x, x<j, .... x n, y, _yn, v>i. ■■■, y n) _

d f'd x ^ d x l' ... d x * n ’
Using the definition of generalized derivatives we have:
F (t , x lt x 2, . ..,
H
x n) dQ dt =
d f adx\l . . . dx*n
1, 0, 0...... 0
" J -7 J J0 y + n - ' - 0........ °-Vo+
+ /7°x'0,1........ ° ^ + 0' 0-0.........1y n) d k d Q dt

••• + F X =
a®i ^ i . o . o , .... 0_y_|_Fj,1,o...... V 0 +
a ^ a * " 1 . . . dx*nn
0, 0, 1...... 0 0, 0, 0...... 1 y n) dQ dt \ dk =
* + •■■ + n
daF X1,0,0........ 0 |
A j, . . . , Xn , t)
y dta*dxa; . . . d xa
nn
d*F^ 0,0........ 1
4- ••
•H- y n dQdt \d k =
. . . dx‘n J
*. •••. ■*„. o{J y e r e x ] 1 . . .

a ° / 4 '0' 0........ 0
["' 1 2
dX; n +
V o
daF l' 0i 0........1 i
• • H~ Vn d \ \ dQdt .
dta°dx]‘ . . . a.r“”
From this we obtain:

T h e o r y o f h y p e r b o l ic p a r t ia l d if f e r e n t ia l e q u a t io n s 227
d F (t, Xi, Xi, •. . , xn, y, y^, y^t . . . , _Vri) __
df* dx\l dxa2' . . . d x ann
daF\: °-0........ 0 daF{’ 0,0........ 1

y + ••• + > v d\.
"J dt ^dx^ . . . dx“” d?°dx\‘ . . . dx*n
W e use this form ula for the estim ation of th e first s u m m a n d on the right
side of (22.22) to obtain:
daF
dQ =
J 2(<)- J ( dx*
f d . o, 0, .. . J O
df^dx]1 . . . d x an11
2(() o
fla yrO, 0, 0, ..., 1^ na
-\~yn dX dQ.
dt dx n n -
u
E s tim a tin g w ith th e aid of th e M inkow ski and B u n ja k o v sk v inequalities,

we have:
2(0
)«)<
1
< >1 dQ <
AOf.’0, 0. 0...... 1, 0,...,0, 2

/ / ( — -------------------- )
• . • dx'n* j
dXd 2 a
««) 0
and since for positive x ,, x2, • • • ,x„
(*i + *2 + *» + ■■■ + *„)a < « (x\ - f x* + . . . + x*n)
and max |_y,. |2 ^ C2Z. (/)2, then

228 S. L. S o b o l e v
daF
dQ (22.23)
[ /fi«)- / ( dt°dx[l . . . dxn» ) '
From (22.22) a n d (22.23) follows:
(22.24)
T his is the desired stren g th en in g of th e inequality (22.21).

Set
l i h '
2 * ,(< ) = 2 ( 0 . (22.25)
,= 0
[S 1 + 2-* -
W e note th a t
* .(0 “ < z ( 0 2
In an analogous way to th a t by which we o b tain ed th e inequalities (21.74),
we find
( *r — -L
V . w < ^ { V . ( 0 ) + +
4= 1
1
+ n t , K a h f ]< « ,} •
W e combine this inequality and a similar inequality for K 0(t). T hen,

taking a sufficiently large C3, we obtain:
* _i
Z ( 0 < C, ( Z (0) + J [ A (0) Z (/,) + F ( 0 ) Z ((,) <*,]. (22.26)
In addition, (22.21) m ay be re w ritten as:
A ( t ) ^ C 3B { \ + Z { t — T)) 2 },
(22.27)
k_
F(0 < c&
c | \-\-z (t— t )) 2 }.
S e ttin g (22.27) in (22.26), we obtain:
t i
Z ( t ) < c , { 2 ( 0) + J [ b [ 1 + z ( ( , — - n ^ j z a , )
o
— _L
+ C[1 + Z < < , - 1 ) 5 1 Z « , ) 2 ] < « , } • (22.28)
I f th e free te rm of eq u atio n (22.10) vanishes for u = du/dt = d u / d x 1=

• • • = du /dxn= 0, th e n using (22.24) we o b tain
— — I
/=■CO C C*BC { Z(* — t , ) 2 -\~ Z (t — 7))2 | ) (22.29)
and th e n o b ta in in place of (22.28):

t J<_
Z ( t) < C- | Z (0) j | B Z (tY) [1 Z (t1 — T])' ] +
4 - C Z ( ^ 1) ' [ Z ( / 1— f]) “ -j- Z { t x t]) ] d t i|. (22.30)
4. T he Cauchy problem with homogeneous initial conditions. W e

shall first establish our th eo rem in a special case. Suppose t h a t th e func
tions uQa n d Ui are equal to zero a n d th a t the free te rm of th e equation
vanishes identically on th e segm ent —h ^ t ^ O after th e s u b stitu tio n into
it of u = d u / d t ^ d u / d x ^ • • • = d u / d x n=0 . T h e n on this segm ent, th e e q u a
tion (22.10) has th e solution
u = 0,
satisfying th e initial conditions (22.13).
W e now consider th e functional equation (22.19), setting T\<h. For
— h ^ t ^ O it will h av e th e solution u = 0. W e continue this solution w ith
respect to t.
For this purpose, we decompose th e interval of values of t into pieces
b y points «0> «n such th a t a ,+1 —ai<r\. T h e n th e values of th e co
efficients (22.19) on th e ith segm ent depend only on th e values of u and
its derivatives on th e ( i — 1) th segm ent, a n d th e solution of th e quasilinear
eq u atio n th u s reduces to th e solution of a linear equation. I f th e coef
ficients of this eq u atio n h ave generalized derivatives up to order [n/2] + 2
and th e initial d a ta up to order [n/ 2 ] + 3 , and if th a t p a r t of th e fu n d a
m en tal dom ain 9* which falls w ithin our segm ent rem ains fu n d a m e n tal,
th e n for the linear eq u atio n we m ay co n stru ct a solution according to §20.
T h u s, we m ay calculate u by going from one segm ent to th e next.
230 S. L. S o b o l e v
We now show th a t we can choose 9* so th a t it rem ains fu n d a m e n tal
w ithin the region of regularity of the conoid. Indeed, by the Im b ed d in g
T heorem on th a t dom ain, when the integrals of the sum of the squares of
the derivatives of u up to order [n 2 ] + 3 are bounded by a n u m b e r Q, we
m ay find hx{Q) so th a t on the segment O ^ t ^ M Q ) the values of u, du dt,
d u /S x !,• • •, du,dxn differ from their initial values (i.e., from zero) by not
more th a n A. T h e n if one can give estim ates for Z(t) not depending upon
the character of the solution, one can find a dom ain 0 <t<b,(Q) where
Z(t) <Q. T h e n taking 5 = m in lS ^ Q ), A>(Q)) ,\ve o b tain a dom ain on which all
the inequalities are valid and, therefore, equation (22.10) will be solvable.
We now estim ate Z(t). We use the inequality x' ^ A (1 -- rfi for x > 0 and
O ^n a rb itra ry (A does not depend on x). T h e n it follows from (22.28)
th a t:
t
z (0 < c 6 J [ i - f Z ^ ) 2 - Z ( / - ^ l ^ (22.31)
o
and analogously from (22.30):
t
z (t) < Cg J [Z ( ty) Z ( ^ ) 2 -f- Z (/f, — Yfl + Z f t — yi) * ] ^ . (22.32)
6
W e consider (22.31) first. W e construct the sequence of functions:
v 0(t), (0 , . . . . v m (t)
by the rule
v0- M,
t
(0 = C6 J [1 - r W O ^ i - i (22.33)
0
According to th e theory of differential equations, v, converges uniformly
to v(t), the unique solution of the equation
'i/'(/l) = CB( l - f x/2 + # ) ; v | t=o = 0 (22.34)
w herever this solution exists.

From this, if
Z(i) < (0.
then, since
Vi { t ) > V i {t — T,),
it follows from (22.31) th a t
and th e n obviously,
Z { t ) < v (t ). (22.35)
Fro m these estim ates there follows th e existence of solutions to all the
equations (22.19), while for th e family of these solutions we have uniform
b o u n d s to th e integrals over the dom ain 12(f) of the sum of the squares
of th e deriv ativ es for a rb itra ry y—>0. From the Im b ed d in g T heorem , using
A rzela’s theorem , we m a y choose from th is family a uniform ly convergent
subsequence. Passing to th e limit in (22.19) for we find th a t the
limit of such functions will be a solution of th e quasilinear eq u atio n (22.10).
W e show th e uniqueness of th e solution. L et u Y be th e co n stru cted solu
tion of th e eq u atio n (22.10) f o r O ^ f ^ / i . W e introduce a new u n k now n
function v = u — u Y. T h e n the new quasilinear eq u atio n will h av e as one of
its solutions v = 0, and therefore, th e free term for
dv dv
v == 0, = 0, 0
dxj dxn
will vanish. W e shall show th a t th ere does no t exist any o th er solution

th a n v = 0. In our case Z(t) satisfies th e condition (22.30). Setting r/ = 0,
we obtain:
t
Z (t)< C 6f + + z (*,)*]</*! (22.36)
o
and if Z(£) is b o u n d ed , th e n it is no larger th a n th e unique solution of
th e equation
y ' = Ch{ 2y- \- y '2- \ - y k),
vanishing for f = 0. Obviously, y s O , and therefore Z(t) ^ 0 , which proves
the uniqueness, since from Z(f) = 0 follows v=0. T h u s in the special case,
our theorem is proved.
5. P roperties of averaged functions . Before going over to the con
sideration of the general case, it is necessary for us to establish some p ro p
erties of averaged functions.
Suppose th e function a/(x,V • ■,x'n) has generalized derivatives up to
order I and suppose th ere exists e < 1 such th a t the derivatives of ^ of
order s, where
/ ^ s > — ne
are sum m able to the power (« + s / n ) -1 on every bou n d ed portion of the

space.
232 S. L. Sobolev
If <<0, then by the Im bedding T h eo rem all the derivatives of order
s < —ru are continuous.
Suppose th a t F(£) = 0 for £^ 1 a n d for 1 and t h a t F(£) is continuous
together w ith all its derivatives. Suppose also
l
F(5) d\ = — ,
o
where un is the surface of the sphere of u n it radius.
We consider the averaged potential:
, ,
u «' x .........*,.) = /•••/ — F l>(*i ...... y ) a s . (22,37)
By the theorem s of §§2, 3, for we have lim U = ^ ( x u - ■■,xn) and for

(—0
t > 0 , U has continuous derivatives of a rb itra ry order.
T heorem . The derivatives of the potential U with respect to the variables

t, x u - ■■,xn of order s ^ l are integrable on every bounded domain to the
power (c+ (s/ n ) )~ l and have almost everywhere for t—*0 a limit in the sense
of L The derivatives of U of order s = l + a multiplied by t" have uni-
((-his n))
formly bounded integrals for their ( c + ( s / n ) ) -1 power on every bounded do
main Qx and have almost everywhere for t—0 a limit in the sense of
P r o o f . (1) s ^ l . D ifferentiating (22.37) in the o rdinary way w ith respect

to x it x2, • ■• ,x„, we obtain:
d*'U
d x f d x j . . . dxn"
d*‘ JQ'
s*(vi ••• - O
dx\' . . . dx'n»
and since ( l / r n)F ( r /t) depends only on the difference Xj —xi
dx‘ l dxa; . . . dx,»
= (- 1)*‘
dx, ' dx. dx,
T h e o r y o f h y p e r b o l ic p a r t ia l d if f e r e n t ia l e q u a t io n s 233
and therefore
U
• • • dx>
3 ' °S
O X j O X ., . . a x ' " n
A 71
-
d 8 ,p { x ' v . .
x 'n )
f a
dQ' =
d x ' ^ d x , " . .
■ d x n "
a v
7— dr dS,.l (22.38)
=/ " 7 ^ _
dxx dx.,
ai ^ wi _ ’au
. . . dx/t n
W e d ifferentiate now a 0 tim es w ith respect to t and use th e equality:
V 7) aM 1)1
r J /- dr L- < V )\
_d_
dr It ( ~ f )"(£)]
and fu rth er
(22.39)
£ [ 7 ' ( 7 ) ] - S | 7 ( - 7 ) ‘ '(7 )]
Using these equalities, we obtain:
d*'U
dt Jd * / ... d x ’n»
1
i* [t ( - t T f (t)] * "■=
d r d S 1=
= ( - i )
**x ‘ •••
^
*xn
[ - ( 7) ^ ( 7)]
(22.40)
3.
d x /3 -„ A 3 (*«—■<) x
i
x 7 ^ + r /J ( - ) ^ ' .
T h is result m ay be briefly form ulated in th e following way. T h e deriva-

234 S. L. S obolev
tives of th e potential m ay be p u t in th e form of a linear com bination of
averaged functions of the derivatives dsfi/dx[ai- ■•dx'n3n with regular ker
nels. By v irtue of th e fact th a t th e derivatives dsfi/dx[e'- • -dx'^n are sum-
mable to th e power (e + ( s / n ) ) -1, we im m ediately show the first p a rt of
the theorem by a simple application of theorem s on averaged functions
(cf. §5, item 2).
(2) s= / + n. Carrying through a transformation as in the preceding
discussion, we obtain:
dl + aU
d t d x y 1 ... dxnn
j j dx^'dx.?' ... dx„ n dt^dx]1 . . . d x ln

X
x { t C t ) } " 2 '’ (22.41)
if
[1+ a2 •••+ > I

or
e dl" * u =
dt3jd x ... dx’» (22.42)
av dQr
jn —l
if a i-h « 2+ + " n = Z- In both cases, th e kernels of the averaged func

tions are homogeneous functions of r and 2 of degree ( —n). By the th e o
rem on averaged functions, we o b tain th e final result.
Corollaries. (1) The derivatives of f U of order s = 0,1,-■ •,/ + « have

bounded integrals on every domain 12 to their ((+{{s —a)/n)) ] powers. The
derivatives of order s <a — m will be simply continuous functions.
This follows from the Imbedding Theorem.
(2) The derivatives of orders have a limit in L i for 2—0 and

(»•+ (is o) n)l
that limit for s <a will equal zero, while
lim = x H).
f-> o dr
This corollary follows from the properties of averaged functions.

We may now prove an important theorem.
6. T r a n s f o r m a t io n o f t h e in it ia l c o n d it io n s .
T h e o r e m . Suppose we are given k + 1 functions such that
J ...
1 1 1 1
/ • • • J K _ ,r
2
J
r r|
J I dxj dSx < K
(22.43)
J ____ k_ 1 k
p n
J ••• J |u P 71
dQ
/-J « a,
a-r i .. .
_ a
if Q is an arbitrary bounded domain in the space x:, x2, • • • xn.

If
k>
then from (22.43) it follows that the functions
duo d p Up du i
“°’ ~d*i ’ " ’ dxT1.
A . .dx^n
rj ‘ 11
ici// 6c bounded and continuous.

Then for t^.0, we may construct a function v(t, x u ---, xn) for which the
236 S. L. S obolev
functions u, will coincide with the initial values of its time derivatives. The
function v will have for t> 0 continuous derivatives of arbitrary order and
lim dQ = 0, ). (22.44)
t-y o
where the integrals (22.44) have a sense and we also have amost everywhere
in ft:
d*v (22.45)
lim = u.
t-y o r
d
The derivatives up to order k — [n/p] will be continuous for t= 0.

In addition, we will have the inequalities
i
1 k —q
d*v p n
dQ < S g;
dt^dx*1.. . dx*tn
on an arbitrary bounded domain ft for arbitrary t> 0, where B a is some new

constant.
T o prove this theorem we seek the function v(t, x u - • •, xn) in the form:
* = “o + t i U , + ^ u , + . . . + ! ^ u k, <22-46)
where
u > = T - - S - h F { t ) m * .......... (22,47)
W e choose the m by completeness, using the conditions (22.45). W e

have:
lim v = u0; (22.48)
t-yo
lim = lim tyi = jj.1 = u1, (22.49)

t-y o ot t-y o
n
dll!
lim ^ = 21™ I F lim U%
t-yi dt* t-ya t-yo
from which
n
= — W- ■ (22.50)
J=l J
I f we suppose now
i —i
V ^ 1u
___________
P .- i
i= i -1 - n
we show th a t th e m h ave th e sam e form. Indeed, differentiating (22.46)

i times w ith respect to f, we obtain:
d*U df-'Ui , t dUJj , V-'U* I , I t*d<uk

dt* ~ l dt*-' ' dt* ' O'— 1) dt*~* i • • ’I"1" A!
d*v d'-'Ui
lim i lim ~h0 1) lim ■ xu-*- -j- • • • 4~ hm Ul =
W t -*■ o dt*-' t-+o t->ft
*-V < I
dxl1
1
.. . d-ir^n
n
a*-y t 4 “ • • • + R = Uir
...
1 rt
As a result,
i a*- U|
(22.51)
’ d-T?1 ! . . dx^n
p= i 1 n
Using (22.51), we shall now easily establish w ith th e help of the M in k o w
ski inequality th a t
a a n
On the basis of th e theorem on potentials, we o b ta in our theorem .

7. T he general case for the Cauchy problem for quasilinear
equations . In th e general case, we h ave to seek a solution of th e eq u atio n
n n
V V.A *u V* F (22.52)
— 4 j * ' J \ d x i dxj dfl
i= ij= i
for th e conditions:
dv (22.53)
t =o ;° ’ T t t —o = u n
238 S. L. S o b o l e v
where
r ...r r — ^ — VdQKu.
J 2 J LdxVdxl*
1 . . . djc’nnJ
P — 0, 1, 2........... [ t | t 3
(22.54)
< 6 /,
d x l1' d x l-' ... d x 'nn
•n
P = 0, 1, ----- T + 2-
On the initial hy p erp lan e t = 0, using (22.53) and (22.52) we m ay calcu

late the values of all derivatives of u up to order [n /2 ]4 -3 inclusive, for
which each function
______ d*u
d l atd x a. 1 . . . d x ^ n
1 n / = 0
for
s = 3, 4,
will be sum m able to the power
1
n"
+ 3—j
1 2"
2 2
and for .s= 0,1,2, will be continuous.

We prove this by induction. Suppose th a t the assertion is true for all
derivatives for which the o rd er of differentiation in t is less th a n «{l (if the
differentiation is carried ou t w ith respect to jq, then the assertion is a con
sequence of the Im bedding T h e o re m ).
We consider i ) ' u / ■■-dx^. A s a consequence of (22.52), we have:
d»u _ d*--F
1
... dx*n
n dt3° ~2d.\J!1 .. . dx'n
1 n
n ii
d ' - n- dhi
+
dt1* 2d x \ 1 . . d x ’n d x td x j
n »‘= 1j - 1
T heory of hyperbolic partial differential equations 2;)9
W e use th e concept of inverse index. T h e inverse index for the initial
values of th e deriv ativ es of order s of u will be:
1 + 2 (s — 3) .
2n ii = 2 m
n
1 + (J — 3) . \ 3 ,4 , — 3.
« = 2m + l
R eading off the index for the right side and noting that each differenti
ation in t and su b stitu tio n of f = 0 increases the index by not more th an
l / n, we o b tain our assertion.
We introduce for t>0, the new function w = u — v, where v is co n stru cted
as indicated above and takes on the initial h v p erplane the same values as
u. A fter this s u b stitu tio n , the eq u atio n remains quasilinear w ith coef-
fiicients having p ro p e rty T.
W e extend th e coefficients of th e eq u atio n to the halfspace t < 0 . For this
purpose, the A tJ are extended a rb itrarily and
F (^> ■*"1> • • • > X ji' • • •) I f < 0 F (®» X\ i • • • , • • •) ®•

T h e re b y th e problem is reduced to the special case considered above, and
for t < 0, the solutions of (22.52) will be identically zero.
T h u s, our theorem is proved in the general case.

Sobolev - Applications of Functional Analysis in Mathematical Physics

Uploaded by

Copyright:

Available Formats

You might also like

Sobolev - Applications of Functional Analysis in Mathematical Physics

Uploaded by

Document Information

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

Sobolev - Applications of Functional Analysis in Mathematical Physics

Uploaded by

Copyright:

Available Formats

S.L.

Am erican M athem atical Society

T r a n s la te d from the Russian by F. E. Browder

Publication aided by gra nt N S F - G 12381

Library of Congress Card Number 63-15658

Co py rig ht © 1963 by the American M a th e m a ti c a l Society

Printed in the United States of America

A uthor’s P kkface vii

C hapter I. S pecial pkohlkms of functional analysis

Chapter II. Variational methods in mathematical physics

T h e present book arose as a result of revising a course of lectures given

SPECIAL PRO BLE MS OF FUNCTIONAL ANALYSIS

(in.) f f d x 1 . . . d x n = sup f / (Xj, . . . x n) d x j . . . d x n. (1.1)

and is called the Lebesgue integral.

/+= |( / + i / n and r = 7 ( 1/ 1- / ) . <'-4>

J (/i - \ - f i + •••~\~fk -f- •••)d v —

= f / i ^ + J / a dv+ •■ •+ //* < * * + •••. d-8)

In addition, formula (1.8) is valid whenever IA + / 2+ - • -+/,v| ^ ' k for

- + - = 1 and p' — 1 = — - r . (1.10)

T h e equality will hold only in those cases where y = xp~l = x 1,(p or

Let X(Q) and Y(Q) now be two a r b it r a r y functions on Q inte­

the inequality (1.13) is valid, a n d consequently, we have the inequality

J I X (Q ) | • | F ( Q ) | P (Q) dv < [ J \ X \ p P d v ^ > *[J| Y\p ' P d v Y ,

from which follows the Holder inequality

| / x « J ) Y(Q )P(Q )dv [ J \x\p p d v^p y.

-7--------------- = > sign X Y = const.

JVfa •••9k<?k+iP d v < I J l?i?a •••?;c\P-i + + ••.•+L

By virtue of th e a ssu mp tio n of the correctness of (1.16) for k functions,

[ r ______1 >■!+... +>-fc ’l

r 1 *i + ••■+ >£ i f-k

S ubs ti tu ti ng this expression in (1.17), we obta in the inequality (1.16) for

differ from one a n o th e r by c o n s t a n t factors (with the exception of a set of

2 * W ••• 4 > < [ 2 ( « f F f ' x

|"(x -4- y Y P d v = J x ( x - \ ~ y f ~ 1 P dv -)- J y (x -f- y ) v 1 P dv.

J*(x -j- y f P dv ^ [ j V / M i . ] ” [ J i x + y ) (p-P p’ P dv p' 4 -

It is obvious how to extend (1.21) to the sum of several functions of a rb i­

or for several numerical series:

Let C be a point with coordinates x and y situated above the curve

T h e area q of the figure O A B D E is less th a n the area of the rectangle

In the cases where y = x p“ \ i.e., xp= y p , the inequality (1.25) reduces

J X Y P d v > [ $ X p P d v y [ j Y p' P d v P' (1.26)

[ J Oi 4-*2 -f •••4 -X*)P p d v \ p > [J x P P d v

valid f o r O < p < l for positive x 1,x2, • • • ,xk.

p ( # i , # 2 . •••» ^ n ) = £p(Ei. E2, • • • ’ U - (2.1)

P (; + *l) = t p (&) + p (01 p (ax -f- jy/).

P(>r + ^ ) < p ( 5 - h p ( ^ ) . (2.3)

This inequality is called the triangle inequality. T h u s the inequality (B)

P Q'X + WO < P (>■*) + P (Hi?) = (>• + }*) a = a,

m Pi (0 < p 2 ($)< /Mp, (0.

po (T) = pJpi (T) - V ) = p, (t) p.2(x),

P (2 aUxJ>2 aVx3>• • •> 2 a”Jxj)

if |Q| < 5(e).

P rooe. T o simplify the argum en t, we extend the function 0 outside of

T h e measure of each of these is arbitrarily close to the measure of the

m [(AT— 2) 4- ^1 rn [K — (2 - Fs)] > ;

We form the intersection Ff= Obviously,

-(- J | f (P -f- Q) p -)- J | 0 (P) |/' d v J p. ( 2. 6)

P roof. We shall assume t h a t ^ = 0 outside of th e basic domain ii.

o>(Q, h ) = | e * - 1'' for r < h (r = = | p _ Q | ) . (2.7)

Let X(Q) and Y(Q) now be two a r b it r a r y functions on Q inte

It is obvious how to extend (1.21) to the sum of several functions of a rb i

[ J Oi 4-2 -f •••4 -X)P p d v \ p > [J x P P d v

P Q'X + WO < P (>■) + P (Hi?) = (>• + }) a = a,

[J( \ 1+ \y\ )* d v a> [J 1x \'1 dv + [J

Let <t>and be two u n it vectors. T h e sum (<t>+ \f) /2 represents th e m id

Obviously it suffices to show the boundedness of every weakly con

T h e idea of th e proof consists in choosing from the sequence of func

C onsider \p2. T h e sequence o f n u m b e rs a2) = (0u, \p2) is b o u n d ed a n d from