Chapter 5

Sobolev spa es
Sobolev spa es are a family of spa es of fun tions akin to C r (Q), in that
they onsist of fun tions with onditions on their derivatives. Rather than
requiring the derivatives to be in C 0 (Q), we require them to be elements of
L2 (Q).
5.1

The weak derivative

We rst introdu e the \weak derivative", whi h has to be an element of

L1 (Q). Suppose that u is dierentiable (u 2 Cp1 (Q)). Then for any \test
fun tion"  2 Cp1 (Q), the identity

Z 
Z u
 dx =
u
dx;
Q xj
Q xj

(5.1)

holds, after an integration by parts in the xj variable (the boundary terms

vanish sin e the integrand is periodi ). Repeating this pro ess jj times, we
have similarly
Z
Z

j

j
u D dx;
(5.2)
D u  dx = ( 1)
Q

for any multi-index .

The weak derivative is dened by analogy with (5.1): for a fun tion u 2
L1 (Q), we say that v is the weak derivative of u with respe t to xj , written
v = Dj u, if v 2 L1 (Q) and

v  dx =

62


dx
xj

(5.3)

for all  2 Cp1(Q). The requirement that u and v are elements of L1 (Q) is
natural, sin e u; v 2 L1 (Q) ensures that both integrals make sense.
We an also dene, indu tively, higher order weak derivatives: if u; v 2
1
L (Q) then v is the th weak derivative of u, v = D u, if

v  dx = ( 1)jj

u D dx:

As an example, onsider the L1 ( 2; 2) fun tion

8
< x=2
u(x) = x
:1

For any  2 Cp1 ( 2; 2) we have

2
2

u 0 dx =
=
=

Z


0
2
1
2

1
2

x0 dx

x

1
2

0
2

Z
0

 dx +

0
1
2

x0 dx

 dx
1

2<x0
0<x1
1 < x < 2:
2

 

1
1

(5.4)

 0 dx

x +
0

1
0

 dx (2) + (1)

 dx;

(sin e (2) = ( 2)) and so u has weak derivative

8
<
v (x) = 1
:0
1
2

5.2

2<x<0
0<x1
1 < x < 2:

(5.5)

Sobolev spa es of periodi fun tions

5.2.1 H s(Q)
Roughly, the Sobolev spa e Hps(Q) onsists of periodi fun tions whose generalised derivatives up to (and in luding) order s lie in L2 (Q) (the \roughly"
is be ause it is not lear how to hara terise \periodi fun tions" when they
may not have point values). The norm is given by the sum of the L2 norms
of all these derivatives,

kukH

X

jjs

63

D u

=

1 2

To give a proper denition we pro eed by analogy with our denition of

L (Q) spa es, and dene Hps (Q) as the ompletion of Cp1 (Q) in the H s norm.
Sin e we will always deal with spa es of periodi fun tions from now on, we
will drop the p sux on Sobolev spa es.
Denition 5.1. H s(Q) is the ompletion of C 1(Q) in the H s norm.
2

H s(Q) is a Hilbert spa e when equipped with the inner produ t

((u; v ))H s =

(D u; Dv ):

jjs

For a more useful hara terisation we enfor e the periodi ity of the fun tion u by writing it as a formal Fourier series,

u=

k2Zm

k eik
x=L

with

= k :

For any fun tion u 2 Cp1 (Q), this Fourier series is uniformly onvergent, and
the derivatives of u are given by

 i jj X

D u(x) =

k2Zm

k k eik
x=L:

It follows from Parseval's identity that

Du

(2L)m

   jj X
2

k2Z

j k j k  :
2

(5.6)

Proposition 5.2. There exist onstants C1 (s; m) and C2 (s; m) su h that

C1 kukH s 
for all

X
k2Z

(1 + jkj

s)

j k j

=

1 2

 C kukH
2

u 2 H s (Q).

Proof. First observe that

jk j s = (k
2

2
1

2 s
+ : : : + km
) =

64

X j j!

jj=s !

k2 ;

from whi h follows the existen e of onstants 1 and 2 su h that

1 jkj2s 
Now write

kukH
2

jjs

jj=s

jDuj

(2L)m

k2  2 jkj2s :

(=L) jj
2

jjs

X X
0

 C

Z
k2X

j s

 C

X
k2Zm

jkj j k j
j

(1 + jkj

s)

k2Zm

k j k j


j k j :
2

The other inequality follows by returning to (5.7) and writing

kukH  C
2

 C

X

k2Zm

1+

j k j

jj=s
(1 + jkj2s )j k j2 :

k2Zm

The ompletion of Cp1 (Q) in the H s norm is therefore the same as its
ompletion in the norm

kukH

X
k2Z

(1 + jkj

s)

j k j

=

1 2

and we an identify H s(Q) with the olle tion of all formal Fourier series
su h that the norm Hfs is nite.

Proposition 5.3. The Sobolev spa e of periodi fun tions H s(Q) is the same
as

u:u=

eik
x=L;

k = k ;

k2Z
k2Z
1
s
Corollary 5.4. Cp (Q) is dense in H (Q).

65

jkj j k j < 1 :
s

(5.7)

5.2.2 H0s(Q)
Sometimes we will be able to restri t our attention to fun tions whi h have
zero average over Q,
Z
u(x) dx = 0
Q

(in terms of Fourier series this redu es simply to 0 = 0). The Sobolev
spa es of periodi fun tions with this ondition we label H0s(Q). These an
be parti ularly useful, primarily be ause of the following result, known as
Poin are's inequality.
We write Du, for the ve tor of rst partial derivatives, so that

jDuj

jj=1

jDuj :

(5.8)

Lemma 5.5. (Poin are's inequality). If u 2 H01 (Q) then

juj 
Proof. Sin e

u=

we have

Du =

It follows that

juj

= (2L)m

X
k2Zm

j k j

2

X
k2Zm

jDuj:

(5.9)

k eik
x=L

X ik  k
x=L
e
:
L k
i

k2Zm

and

L

jDuj

= (2L)m

(=L)2 jkj2 j k j2 ;

k2Zm

L

and so

juj   jDuj

as laimed.
In this situation jDuj is a norm equivalent to the standard H 1 norm. This
follows sin e

jDuj  kukH
2

= juj2 + jDuj2  (1 + C )jDuj2:

66

Be ause of this, we think of jDuj as the standard norm on H01 (Q), and write

kukH

1
0

= jDuj:

This norm an be derived from the H01 inner produ t

((u; v ))H01 =

(D u; Dv ):

(5.10)

jj=1

Note that following the argument of proposition 5.2 we an show that in

this ase
!

jkj j k j
2

k2Zm

1 2

is an equivalent norm.
The situation is similar in the higher order spa es H0s(Q): an indu tion
argument shows that

kukH  C
2

jj=k

jDuj

for all

u 2 H0s(Q);

see problems.

5.2.3 H

Q)

Finally we introdu e Sobolev spa es H s with negative s:

Denition 5.6. The spa e H s(Q) is the dual spa e of H0s(Q).

We an hara terise H s(Q) in just the same way as H s(Q).

Proposition 5.7.

H s(Q) = u =

X
k2Zm

k eik
x=L :

X
k2Zm

jkj sjk j < 1 :

2

With this hara terisation we understand the result h; ui of applying 

to u as being (; u), i.e. the L2 inner produ t understood in terms of the
Fourier oe ients of  and u.
To prevent too lumsy a notation we assume in what follows that all sums
over k are for k 2 Zm.
67

 is an element of H s(Q). Take u 2 H0s ,

Proof. We rst show that su h a

and then

h; ui

(k ; k )

k
X

jk jj k j

kX

 C

jkj jk j

kX
k

 = X
1 2

jkj sjk j
2

=

1 2

jkj j k j
s

kukH :
s

Now, given a  2 H s(Q), the Riesz representation theorem shows that there
exists a v 2 H0s(Q) su h that
((v; u))H0s = h; ui:
If we use the Fourier version of the inner produ t on H0s we have
((v; u))H0s =
where

=

X
k

jkj svk uk = h; ui;

2

(jkj2svk )eikx 

Sin e v 2 H0s(Q) it follows that

jkj sjk j
2

X
k

k eikx:

jkj sjvk j < 1

2

as laimed.
5.3

The Sobolev embedding theorem

In this se tion we investigate the relationship between the spa es H s(Q),

C r (Q), and Lp (Q). We rst nd onditions to ensure that a fun tion in
H s(Q) is in fa t ontinuous, and then investigate its integrability properties.
68

5.3.1 Conditions for H s(Q)  Cp0(Q)

We will show that if s > m=2 then H s(Q)  C (Q), i.e. that if a fun tion is
in

Hs

0
p

then it is in fa t ontinuous .
1

Theorem 5.8. If u 2 H s (Q) with s > m=2, then u 2 Cp0 (Q) and

kuk1  CskukH :
s

Proof. Write

u=

and then

kuk1 


Now,

X
k
X

k eik
x=L;

j k j
1

(1 + jkj2s )1=2

kX
k

X
k

(1 + jkj

s)

(1 + jkj2s )1=2 j k j

j k j

(1 + jkj2s )

= X
1 2

(1 + jkj2s )

= Cs < 1

provided that s > m=2. Therefore

kuk1  CskukH ;
s

and the absolute onvergen e of the oe ients yields the uniform onvergen e of the Fourier series and hen e ontinuity of u.
A straightforward orollary is

Corollary 5.9. If s > m=2 + j in theorem 5.8, then u 2 Cpj (Q) and

kukC  C kukH :
s

if u 2 H s (Q) with s > m=2 then u \has a representative whi h is equal to

a ontinuous fun tion". Sin e the H s (Q) norm is dened by an integral, fun tions whi h
agree almost everywhere are \the same" in H s .
1 Stri tly,

69

5.3.2 Integrability properties of fun tions in H s

The summability properties of the Fourier oe ients of u and its integrability properties are related in the following way. We say that = f k g 2 lp
if



k kl

Then, for 1  p  2,

u=

(p and q onjugate) with

X
k

j k j

=p

< 1:

k eik
x=L 2 Lq ;

kukL  k kl :

(5.11)

The proof is not straightforward, and relies on omplex variable methods

( f. Rudin (1974), Theorem 12.11). (To make this seem at least reasonable,
observe that

kukL  k kl
2

kukL1  k kl ;

and

so that (5.11) holds at the two \extreme" values of p.)

Theorem 5.10. If u 2 H s (Q) with s < m=2 then u 2 Lp (Q), with

p 2 2;

(m=2)

If s = m=2 then the embedding holds for all p < 1 (but not p =
parti ular if m = 1 or 2 then H 1 (Q)  Lp (Q) for every 1  p < 1.

1).

In

We show the result for the half-open interval, but in fa t it holds for the
losed interval. This requires other methods.

H s(Q)  L2 (Q) with juj  kukH s , so we prove

Proof. It is immediate that

the embedding only for p > 2. Then, using (5.11),

kukL  
p

X

X

j k j

 =q
1

(1 + jkj

s )q=2 (1 +

jk j

70

s ) q=2

j k j

 =q
1

X

 kukH

(1 + jkj

s)

X

j k j

(1 + jkj

q= X
2

s ) q=(2 q)

(1 + jkj

s ) q=(2 q)

(2

q)=2q

(2

q)=2

 =q
1

The sum in this nal expression is nite provided that qs=(2 q ) > m=2,
i.e. provided that q > 2m=(2s + m). Sin e p 1 + q 1 = 1, this requires

p<

as in the statement of the theorem.

5.4

The Relli h-Kondra hov theorem

Theorem 5.11. H 1 (Q) is ompa tly embedded in L2 (Q).

Proof. Consider a sequen e

fung,
un =

X
k

nk eik
x=L

bounded in H 1 . Then, for some M ,

X
k

(1 + jkj2 )j nk j2  M:

(5.12)

In parti ular, ea h Fourier omponent is uniformly bounded in n, so one

an extra t a subsequen e un1j su h that n1j 1 onverges. From this take a
subsequen e un2j su h that n2j 1 and n2j 2 onverge. Continue in this way
with subsequen es unlj su h that nlj 1 ; : : : ; nlj l all onverge. Now take the
diagonal sequen e u~j = unjj , and write jk for the orresponding Fourier
oe ients. Then, for ea h k, jk onverges to a limit k . From (5.12) we
know that
X
(1 + jkj2 )j k j2  M:
Thus

X
k

(1 + jkj2)j jk
71

k j2  2M:

Now,

ju~j uj

=
=

j jk k j

k
X

jkjK

jkjK

j jk k j
j jk

K 2 jkjK
2M
k j2 + 2 :
K

j jk k j jkj
2

Given  > 0, hoose K large enough that the se ond term is

large enough that the rst term is too. Then uj ! u in L2 .

 =2, and j

Corollary 5.12. H s+1 (Q) is ompa tly embedded in H s (Q).

5.5

Problems for Chapter 5

5.5.1 The weak derivative

Show that if u has weak derivative Du and v 2 Cp1(Q) then uv has a weak
derivative and that we still have the standard produ t rule

D(uv ) = uDv + vDu:

5.5.2 Poin are's inequality in higher order spa es

Use an indu tion argument along with lemma 5.5 to show that there exists
a onstant Cs su h that

kukH  C
2

jj=k

jDuj

for all u 2 H0s(Q). Dedu e that

0
1=
X 
 jD uj A

1 2

jj=k

is a norm on H0s (Q) whi h is equivalent to the standard H s norm.

72

5.5.3 Equivalent norms in higher order spa es

Show that the norm

jkj j k j
s

k2Zm

!=

1 2

is equivalent to the H s norm for u 2 H0s (Q).

5.5.4 Sobolev spa es and dierentiable fun tions

Prove that if s > m=2 + j and u 2 H s (Q) then u 2 C j (Q) and
kukC  C kukH :
p

5.5.5 H 1(Q)  Lp(Q)

Show that if m = 1 or m = 2 and u 2 H 1 (Q) then, for any r > 0, ur 2 Lp (Q)

for every 1  p < 1. Estimate

kur kL

in terms of kukH 1 .

5.5.6 H s+1(Q) is ompa tly embedded in H s (Q)

Using theorem 5.11, show that if un is bounded in H s+1(Q) then there is a
subsequen e unj su h that

D unj ! u
in L2 , for some u 2 L2 . Writing u for the limit in L2 of unj , by onsidering

D  u  dx =

( 1)jj

uD dx

show that in fa t u = D u and dedu e that unj

73

= ( 1)jj lim unj D  dx

j !1 Q

! u in H s(Q).