Karlsruhe Institut für Technologie

Sobolev spaces
Rainer Mandel, Zois Moitier
Karlsruhe, 13.04.2021

KIT, Institut for Analysis

KIT – Universität des Landes Baden-Württemberg und

nationales Forschungszentrum in der Helmholtz-Gemeinschaft www.kit.edu
Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Lecture+Tutorials: 3+1
Lecture: myself+notes (Tue 12am),
Tutorials: Zois Moitier (Thu 6pm)
Tutorials: Discussions, explanations, exercise sheets
Prerequisits: Calculus, bit of Functional analysis
Aim: Basics of Sobolev Spaces and applications to PDEs

2/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Lecture+Tutorials: 3+1
Lecture: myself+notes (Tue 12am),
Tutorials: Zois Moitier (Thu 6pm)
Tutorials: Discussions, explanations, exercise sheets
Prerequisits: Calculus, bit of Functional analysis
Aim: Basics of Sobolev Spaces and applications to PDEs

2/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Lecture+Tutorials: 3+1
Lecture: myself+notes (Tue 12am),
Tutorials: Zois Moitier (Thu 6pm)
Tutorials: Discussions, explanations, exercise sheets
Prerequisits: Calculus, bit of Functional analysis
Aim: Basics of Sobolev Spaces and applications to PDEs

2/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Lecture+Tutorials: 3+1
Lecture: myself+notes (Tue 12am),
Tutorials: Zois Moitier (Thu 6pm)
Tutorials: Discussions, explanations, exercise sheets
Prerequisits: Calculus, bit of Functional analysis
Aim: Basics of Sobolev Spaces and applications to PDEs

2/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Lecture+Tutorials: 3+1
Lecture: myself+notes (Tue 12am),
Tutorials: Zois Moitier (Thu 6pm)
Tutorials: Discussions, explanations, exercise sheets
Prerequisits: Calculus, bit of Functional analysis
Aim: Basics of Sobolev Spaces and applications to PDEs

2/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Lecture+Tutorials: 3+1
Lecture: myself+notes (Tue 12am),
Tutorials: Zois Moitier (Thu 6pm)
Tutorials: Discussions, explanations, exercise sheets
Prerequisits: Calculus, bit of Functional analysis
Aim: Basics of Sobolev Spaces and applications to PDEs

−∆u(x) + c(x)u(x) = f (x) (x ∈ Ω),

u(x) = g(x) (x ∈ ∂Ω)

2/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Content:
(1) (1L) Introduction and Preliminaries
(2) (2L) Weak derivatives and Sobolev spaces
(3) (2L) Lax-Milgram Theorem and Riesz’ representation Theorem
(4) (2L) Extension Theorem, Sobolev’s Embedding Theorem
(5) (2L) The Rellich-Kondrachov Theorem
(6) (1L) Poincaré’s Inequality
(7) (2L) Trace Theorem
(8) . . .

3/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Question: What is a Sobolev space?

Answer: An Lp -space “with derivatives”

Example (p = 2):
 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Ω ⊂ RN , N ∈ N is open (bounded or unbounded),

L2 (Ω) the usual Lebesgue space,
∂i u is the i-th weak (distributional) partial derivative of u.

4/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Such spaces are useful:

Allows for a weak formulation of PDEs
; weak solutions of PDEs
Sobolev spaces are Banach spaces, W 1,2 (Ω) is Hilbert.
; Functional analysis gives the existence of weak solutions.
Allows for a solution with discontinuous coefficients.
Extremely useful for numerics (Galerkin Method, FEM)
Often one can show that such weak solutions are actually
classical ones (say C 2 (Ω) ∩ C(Ω)).

5/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Such spaces are useful:

Allows for a weak formulation of PDEs
; weak solutions of PDEs
Sobolev spaces are Banach spaces, W 1,2 (Ω) is Hilbert.
; Functional analysis gives the existence of weak solutions.
Allows for a solution with discontinuous coefficients.
Extremely useful for numerics (Galerkin Method, FEM)
Often one can show that such weak solutions are actually
classical ones (say C 2 (Ω) ∩ C(Ω)).

5/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Such spaces are useful:

Allows for a weak formulation of PDEs
; weak solutions of PDEs
Sobolev spaces are Banach spaces, W 1,2 (Ω) is Hilbert.
; Functional analysis gives the existence of weak solutions.
Allows for a solution with discontinuous coefficients.
Extremely useful for numerics (Galerkin Method, FEM)
Often one can show that such weak solutions are actually
classical ones (say C 2 (Ω) ∩ C(Ω)).

5/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Such spaces are useful:

Allows for a weak formulation of PDEs
; weak solutions of PDEs
Sobolev spaces are Banach spaces, W 1,2 (Ω) is Hilbert.
; Functional analysis gives the existence of weak solutions.
Allows for a solution with discontinuous coefficients.
Extremely useful for numerics (Galerkin Method, FEM)
Often one can show that such weak solutions are actually
classical ones (say C 2 (Ω) ∩ C(Ω)).

5/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Such spaces are useful:

Allows for a weak formulation of PDEs
; weak solutions of PDEs
Sobolev spaces are Banach spaces, W 1,2 (Ω) is Hilbert.
; Functional analysis gives the existence of weak solutions.
Allows for a solution with discontinuous coefficients.
Extremely useful for numerics (Galerkin Method, FEM)
Often one can show that such weak solutions are actually
classical ones (say C 2 (Ω) ∩ C(Ω)).

5/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Sobolev spaces Karlsruhe Institut für Technologie

 
W 1,2 (Ω) = u ∈ L2 (Ω) : ∂i u ∈ L2 (Ω) ∀i ∈ {1, . . . , N}

Such spaces are useful:

Allows for a weak formulation of PDEs
; weak solutions of PDEs
Sobolev spaces are Banach spaces, W 1,2 (Ω) is Hilbert.
; Functional analysis gives the existence of weak solutions.
Allows for a solution with discontinuous coefficients.
Extremely useful for numerics (Galerkin Method, FEM)
Often one can show that such weak solutions are actually
classical ones (say C 2 (Ω) ∩ C(Ω)).

5/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Weak formulation of PDEs Karlsruhe Institut für Technologie

−∆u(x) + c(x)u(x) = f (x) (x ∈ Ω),

u(x) = g(x) (x ∈ ∂Ω)
Multiply the PDE with a test function φ ∈ C0∞ (Ω) and integrate.
Z Z
f (x)φ(x) dx = (−∆u(x) + c(x)u(x))φ(x) dx
ΩZ Ω

= − div(φ∇u)(x) + ∇φ(x) · ∇u(x) + c(x)u(x)φ(x) dx

Ω
Z Z
=− φ(x)∇u(x) · ν(x) dσ(x) + ∇φ(x) · ∇u(x) + c(x)u(x)φ(x) dx
∂Ω Ω
| {z }
=0

(Divergence Theorem, ν : ∂Ω → RN = outer unit normal, σ = surface

measure of ∂Ω).
6/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Weak formulation of PDEs Karlsruhe Institut für Technologie

−∆u(x) + c(x)u(x) = f (x) (x ∈ Ω),

u(x) = g(x) (x ∈ ∂Ω)
Multiply the PDE with a test function φ ∈ C0∞ (Ω) and integrate.
Z Z
f (x)φ(x) dx = (−∆u(x) + c(x)u(x))φ(x) dx
ΩZ Ω

= − div(φ∇u)(x) + ∇φ(x) · ∇u(x) + c(x)u(x)φ(x) dx

Ω
Z Z
=− φ(x)∇u(x) · ν(x) dσ(x) + ∇φ(x) · ∇u(x) + c(x)u(x)φ(x) dx
∂Ω Ω
| {z }
=0

(Divergence Theorem, ν : ∂Ω → RN = outer unit normal, σ = surface

measure of ∂Ω).
6/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Weak formulation of PDEs Karlsruhe Institut für Technologie

−∆u(x) + c(x)u(x) = f (x) (x ∈ Ω),

u(x) = g(x) (x ∈ ∂Ω)

Alternative formulation: (γu := u|∂Ω )

Z Z
∇φ(x) · ∇u(x) + c(x)u(x)φ(x) dx = f (x)φ(x) dx ∀φ ∈ C0∞ (Ω),
|Ω {z } |Ω {z }
=:a(u,φ) l(φ)

γu = g.

7/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Weak formulation of PDEs Karlsruhe Institut für Technologie

−∆u(x) + c(x)u(x) = f (x) (x ∈ Ω),

u(x) = g(x) (x ∈ ∂Ω)

Alternative formulation: (γu := u|∂Ω )

Z Z
∇φ(x) · ∇u(x) + c(x)u(x)φ(x) dx = f (x)φ(x) dx ∀φ ∈ C0∞ (Ω),
|Ω {z } |Ω {z }
=:a(u,φ) l(φ)

γu = g.
This problem can be solved with the aid of Functional Analysis,
sometimes even uniquely.

NB: Classical solution ⇒ Weak solution.

7/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Sobolev spaces Karlsruhe Institut für Technologie

Aim:

Develop the theory of Sobolev spaces

Show how this affects the theory of PDEs such as

−∆u(x) + c(x)u(x) = f (x) (x ∈ Ω),

u(x) = g(x) (x ∈ ∂Ω)

8/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Ω ⊂ RN denotes an open domain = open connected set. It may

be bounded or unbounded.
Lebesgue spaces: Let 1 ≤ p ≤ ∞.
Lp (Ω) = vector space of (equivalence classes of)
Lebesgue-measurable functions f : Ω → R such that
Z !1/p
kf kp := p
|f (x)| dx (1 ≤ p < ∞), kf k∞ := ess supΩ |f |.
Ω

is finite. k · kp defines a norm and (Lp (Ω), k · kp ) is a Banach

space. In the case p = 2 it is a Hilbert space via
Z
hf , gi2 := f (x)g(x) dx.
Ω
9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Ω ⊂ RN denotes an open domain = open connected set. It may

be bounded or unbounded.
Lebesgue spaces: Let 1 ≤ p ≤ ∞.
Lp (Ω) = vector space of (equivalence classes of)
Lebesgue-measurable functions f : Ω → R such that
Z !1/p
kf kp := p
|f (x)| dx (1 ≤ p < ∞), kf k∞ := ess supΩ |f |.
Ω

is finite. k · kp defines a norm and (Lp (Ω), k · kp ) is a Banach

space. In the case p = 2 it is a Hilbert space via
Z
hf , gi2 := f (x)g(x) dx.
Ω
9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Minkowski’s and Hölder’s inequality: 1 ≤ p, q ≤ ∞
(Minkowski) kf + gkp ≤ kf kp + kgkp
(Hölder) kf k1 ≤ kf kp kf kq if p1 + q1 = 1.
p
In that case we write q = p0 = p−1 .
Density arguments:
Prove inequalities / properties of functions using the density of
smooth functions! (see exercises) Smooth functions: C ∞ (Ω)
Test functions = smooth functions u ∈ C ∞ (Ω) with
supp(u) := {x ∈ Ω : u(x) , 0} = compact subset of Ω: C0∞ (Ω).

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Minkowski’s and Hölder’s inequality: 1 ≤ p, q ≤ ∞
(Minkowski) kf + gkp ≤ kf kp + kgkp
(Hölder) kf k1 ≤ kf kp kf kq if p1 + q1 = 1.
p
In that case we write q = p0 = p−1 .
Density arguments:
Prove inequalities / properties of functions using the density of
smooth functions! (see exercises) Smooth functions: C ∞ (Ω)
Test functions = smooth functions u ∈ C ∞ (Ω) with
supp(u) := {x ∈ Ω : u(x) , 0} = compact subset of Ω: C0∞ (Ω).

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Fundamental Lemma of the Calculus of Variations:
For any f ∈ Lp (Ω), 1 ≤ p ≤ ∞
Z
f (x)φ(x) dx = 0 for all φ ∈ C0∞ (Ω) ⇒ f = 0 a.e.
Ω
0
Indeed: Choose (φn ) ⊂ C0∞ (Ω) such that φn → |f |p−2 f in Lp (Ω).
The Dominated Convergence Theorem gives
Z
|f (x)|p dx
Ω
Z Z !
p−2
= lim f (x)φn (x) dx + f (x)(φn (x) − |f (x)| f (x)|) dx
n→∞ Ω Ω
≤ 0 + lim sup kf kp kφn − |f |p−2 f kp0 = 0.
n→∞
9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Differential operators:
∂i is the (weak) i-the partial derivative of a function,
∇ = (∂1 , . . . , ∂N ) is the (weak) gradient
∆ = div(∇) = N i=1 ∂ii is the (weak) Laplacian.
P

Bounded linear operators: A bounded linear operator

T : X → Y between some Banach spaces (X , k · kX ) and
(Y , k · kY ) is an R-linear map satisfying kTxkY ≤ CkxkX for all
x ∈ X with some positive number C > 0 independent of x. The
least such number is the operator norm of T , namely

kTxkY
kT k := kT kX →Y = sup < ∞.
x,0 kxkX

We will only deal with linear operators.

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Differential operators:
∂i is the (weak) i-the partial derivative of a function,
∇ = (∂1 , . . . , ∂N ) is the (weak) gradient
∆ = div(∇) = N i=1 ∂ii is the (weak) Laplacian.
P

Bounded linear operators: A bounded linear operator

T : X → Y between some Banach spaces (X , k · kX ) and
(Y , k · kY ) is an R-linear map satisfying kTxkY ≤ CkxkX for all
x ∈ X with some positive number C > 0 independent of x. The
least such number is the operator norm of T , namely

kTxkY
kT k := kT kX →Y = sup < ∞.
x,0 kxkX

We will only deal with linear operators.

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis
Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Compact operators: A bounded linear operator between
Banach spaces T : X → Y is compact if for each bounded
sequence (xn ) ⊂ X the image sequence (Txn ) ⊂ Y has a
convergent subsequence.
C m,α -Domains: We say that Ω ⊂ RN is a C m,α -domain if each
point on its boundary ∂Ω has a neighbourhood U s.t. , “after
permutation of coordinates”, for some function ψ ∈ C m,α (RN−1 ),

∂Ω ∩ U = {(x 0 , xN ) ∈ U : xN = ψ(x 0 )},

Ω ∩ U = {(x 0 , xN ) ∈ U : xN > ψ(x 0 )}

And: ν(x 0 , ψ(x 0 )) = √ 1

(∇φ(x 0 ), −1).
1+|∇φ(x 0 )|2

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Compact operators: A bounded linear operator between
Banach spaces T : X → Y is compact if for each bounded
sequence (xn ) ⊂ X the image sequence (Txn ) ⊂ Y has a
convergent subsequence.
C m,α -Domains: We say that Ω ⊂ RN is a C m,α -domain if each
point on its boundary ∂Ω has a neighbourhood U s.t. , “after
permutation of coordinates”, for some function ψ ∈ C m,α (RN−1 ),

∂Ω ∩ U = {(x 0 , xN ) ∈ U : xN = ψ(x 0 )},

Ω ∩ U = {(x 0 , xN ) ∈ U : xN > ψ(x 0 )}

And: ν(x 0 , ψ(x 0 )) = √ 1

(∇φ(x 0 ), −1).
1+|∇φ(x 0 )|2

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Surface integrals: Integration over boundaries of
C m,α -domains Ω ⊂ RN :
Z M Z
X
g dσ := g dσUi
∂Ω i=1 ∂Ω∩Ui

where ∂Ω = M
S
i=1 Ui . Here, the Ui ’s are disjoint neighbourhoods
as above with ψi ∈ C m,α (RN−1 ; R).
Z
g dσUi
∂Ω∩Ui
Z q
:= g(x 0 , ψi (x 0 )) 1 + |∇ψi (x 0 )|2 dx 0 .
{x 0 ∈RN−1 :(x 0 ,ψi (x 0 ))∈Ui }

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Preliminaries Karlsruhe Institut für Technologie

Always: Sets and functions are Lebesgue-measurable.

Divergence Theorem: Higher-dimensional version of the
Fundamental Theorem of Calculus.
For vector fields f ∈ C 1 (Ω; RN ) and at least Lipschitz domains
(m = 0, α = 1)
Z Z
div(f ) dx = f · ν dσ,
Ω ∂Ω

Consequence: Integration-by-parts formulas for u, v ∈ C 1 (Ω)

Z Z Z
∂i uv dx = uv νi dσ − u∂i v dx.
Ω ∂Ω Ω

9/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis

Introduction

Karlsruhe Institut für Technologie

End of 1st Lecture

NB: If you are not satisfied with Thu 6pm-8pm, please participate in
the Doodle poll.

10/10 13.04.2021 Mandel, Moitier - PDE KIT, Institut für Analysis