Você está na página 1de 21

Week 7: Distributions & Sobolev spaces

Document prepared by Anna Rozanova-Pierrat1

Lecture 7.1: Distributions

1.1

Topology on D()

Let be an open domain of

R n . We recall the notation D() = Cc(), where

Cc () = {f C ()| f has a compact support in .}

Definition 1 Let n
addition, we write

and = (1 , 2 , . . . , n )

Nn.

Then is called a multi-index. In

|| = 1 + . . . + n ,
and for D()
=

||
.
. . . xnn

x1 1 x2 2

Lets equip D() with the following topology:


Definition 2 V is an open set in D() iff it can be presented as an (finite or countable) union
jJ Uj of sets Uj of the following type:
Uj D() such that
for all K ( compact (in R n !), and f Uj with supp f K (thus f D()!), there exist > 0
and a multi-index , such that
{g D()| supp g K and x K, | f (x) g(x)| < } Uj .
A sequence (fk ) of elements of D() converges in D() toward f D() iff
1. There exists K

( compact such that


k N ,

supp fk K,

2. For all multi-index fk (x) converges uniformly toward f on K.


Note that
it follows immediately that supp f K.
1

MAS, ECP

Week 7: Distributions & Sobolev spaces


if in the space C l () we introduce the norm
kf kC l() = max sup | f (x)|,
||l x

then
N n

fk (x)  f on K

l N

kfk f kC l (K) 0 for k +.

In the topology on D(), a linear operator A : D() D() is continuous iff


fk f in D()

Afk Af in D().

The elements of D() are often called testing functions. D() is not a normable space (it is not
possible to define a norm).
Problem 1 Show that the following linear operators are continuous in D():
1. For a multi-index N n
: D() D(),

f (x) 7 f (x),

2. For a fixed function C ()


A : D() D(),

f (x) 7 (x)f (x),

3. For = R n and a fixed g D(R n )


Sg : D() D(),

f (x) 7 Sg (f )(x) = (f g)(x) =

Rn

f (x y)g(y)dy.

Example 1 An example of a function from D() is given in the PDF of Week 6 Remark 2 p.3 (see
also Fig. 1)
Lemma 1 For all domain R n and all > 0 there exists a function C (R n ) such that (see
Fig. 2 for =]a, b[ (a < b))
1. x R n 0 (x) 1;
2. x (x) = 1;
3. x
/ 3 (x) = 0,
where

Proof. Let

= {x R n \ | d(, x) < }.

12 be the characteristic function of the set 2 :


12 =

Let us show that the function


(x) =

Rn

1, x 2
0, x =
6 2 .

12 (y)w(x y)dy

satisfies 1)-3). Here w (x) D(R n ) is the kernel defined in Definition 5 of Week 6 p.3 such that

Week 7: Distributions & Sobolev spaces

wh (x)
h=

1
4

1
2

h=

h=1
-1

-0.8

-0.6

-0.4

-0.2

0.2

0.4

Figure 1 Example of non trivial elements of D(] 1, 1[): wh (x) = h1


and (x) = 0 if |x| 1.

0.6

x
h ,

0.8

where (x) = e

1
1|x|2

(x)
1

a 3

a a

b+

Figure 2 Example of D(]a, b[) from Lemma 1.

x R n

w (x) 0,

supp w (x) = B (0),


Rn w (x)dx = 1.
R

Consequently, (see Fig. 3) we have


(x) =

0 (x)
(x) =
=

( R

B (x)

B (x)

0,

w (x y)dy C (R n );
Rn

w (x y)dy =

Rn

w (z)dz = 1;

12 (y)w(x y)dy =

w (x y)dy = Rn w (z)dz = 1, x ;
x
/ 3 .
R

b + 3 x

if |x| < 1

Week 7: Distributions & Sobolev spaces

3
2

Figure 3 Example of supports of w (x y) for x and x


/ 3 for the proof of Lemma 1.

In addition, we know (see Week 6 Theorem 1 p.6) that D() is dense in Lp (). We have defined
what a Cauchy sequence is in the metric spaces, but it can also be defined for the topological spaces
which are not metrizable.
In particular, let us define what a Cauchy sequence is in D():
Definition 3 Let k D() for k N . We say that (k ) is a Cauchy sequence in D() if there
is some compact set K ( such that for all k N supp k K and such that
N n

l N

k (k m )kC l (K) 0 as k, m .

Thus we can prove:


Theorem 1 Let be a domain in

R n . D() is complete.

Proof. Let (k ) be a Cauchy sequence in D() (see Definition 3). Since


lN

(C l (K), k kC l(K) ) is a Banach space,

it follows that there exists a function C (K) such that


N n

l N

k (k )kC l(K) 0 as k .

But if for all k N supp k K, then supp K also. Hence Cc () = D() and k in
D(). 
Problem 2 Prove that D() is dense in C ():
f C ()

(k ), k D() such that k f (k ) in C ().

Week 7: Distributions & Sobolev spaces

1.2

Dual space of D(). Distributions

Definition 4 Let D () be the dual space of D(): space of linear continuous functionals on D().
Elements D () of are called distributions.
Example 2 (Regular distributions) For f in L1loc () define Tf : D() R by
Tf () =< Tf , >=

f (x)(x)dx.

Tf is linear and continuous: Tf D (). Indeed, as supp is a compact in , we have for all l N
| < Tf , > | =



f (x)(x)dx

supp

|f (x)| |(x)|dx kkC l (supp )

supp

|f (x)|dx.

As f L1loc () and supp is a compact in , we have


Z

supp

|f (x)|dx < .

Thus, it follows that if k in D() then Tf (k ) Tf (), i.e., Tf is continuous.


It is convenient to identify f L1loc () with Tf D () and to consider the function f as being a
distribution (namely that given by Tf ). So, elements of L1loc () are distributions. They are called
regular distributions.
Remark 1 If f1 , f2 L1loc () and f1 = f2 a.e. in , then
D()

< f1 , >=< f2 , >

i.e.,
f1 = f2 in D ().
The converse is also true thanks to Lemma 2 of Week 6 p.8:
if f1 , f2 L1loc () and f1 = f2 in D ()

f1 = f2

a.e. in .

Example 3 (Dirac) Define T : D() R by


T () =< T, >= (0).
T is linear and continuous: T D ().
T is called a Dirac (sometimes a Dirac delta function). This distribution is usually denoted by .
It is not in L1loc () (prove it!).
To describe the space D (), we give (without the proof) the following Theorem which gives a criteria
when a linear form on D() is continuous:
Theorem 2 Let T : D() R be a linear form. Then
T D ()

bounded ( M = M( ) ]0, [ and m = m( ) N such that


D( ) | < T, > | MkkC m ( ) .

Week 7: Distributions & Sobolev spaces

Definition 5 Let T D () be a distribution and g C (). We define the operator


gT : T D () 7 g T D ()
of the product g T by
D()

< gT, >=< T, g > .

(Since g C () and D() then g D().)


Definition 6 Let T D () be a distribution.
We define T : D() R , the derivative of the distribution T , by
T () = T ( ).
(Since D(), then D(), and since D () is a linear vector space, T D (). Consequently, T D (), i.e. a linear continuous functional on D().)
Therefore, we define the operator D : D () D () by
< T , >= < T, > .

D(),

This is consistent with the derivative of functions thanks to the integration by parts: since has a
compact support in , then (x) = 0 for all x and the boundary term in the formula of the
integration by parts is equal to zero.
Example 4 We consider = R . Let us consider the derivative of the Heaviside function:
(x) =

0, x < 0,
1, x 0.

Clearly, L1loc (R ) and thus D (R ) with


D(R )

< , >=

(x)(x)dx.

Let us calculate :
D(R )

< , >= < , >=

= 0 + (0) =< , > .


Finally,

D(R )

(x) (x)dx =

(x)dx = (x)|+
0

< , >=< , >,

which means that = in the sense of distributions.


More generally,
Definition 7 Let be a domain in
multi-index.

Rn .

Let T D () be a distribution and let

We define the derivative operator D : D () D () by


D()

< D T, >= (1)|| < T, > .

Nn

be a

Week 7: Distributions & Sobolev spaces

Remark 2 If f C () then all its derivatives f (in the usual, or classical sense) are equal to
the corresponding derivatives of f in the sense of distributions:
As f C () then f L1loc () and thus f D (). We summarize:
C () ( D ().
Therefore, by integration by parts,
< D f, >= (1)||

D()

f (x) (x)dx =

f (x)(x)dx =< f, > .

Example 5 Let T D (R 3 ) be a distribution and let = (1, 4, 5). By Definition 7, the operator
D (1,4,5) : D(R 3 ) R is defined by
D(R 3 ),
Corollary 1

< D(1,4,5) T, >=< T, (1,4,5) >

1. All distributions are infinitely derivable.

2. All convergent series in D () are infinitely derivable term by term:


if (uk )kN

( D() such that


N n

kN

kN

uk = S D (),

then

D uk = D S in D ().

Proof. The first statement follows from the definition of a distribution: since D(), then for
all N n D(), therefore, for all T D () the distribution D T is correctly defined for all
Nn.
The second point follows from
S = lim

m
X

uk

in D (), i.e. D()

< S, >= lim <


m

k=1

D() N n
= m
lim < D (

m
X

k=1

m
X

uk , >,

k=1

< D S, >= (1)|| < S, >= (1)|| lim <


m

uk ), >= m
lim <

m
X

D uk , >=<

k=1

Remark 3 For all R n , it holds (prove it!)

kN

D uk , > .

m
X

uk , >

k=1

Lp () L1loc ().
Therefore functions in Lp () are regular distributions.
Thus, we can now differentiate any function in Lp ! But the derivative may (or may not) be a function
in Lp . When it is the case, we have a Sobolev space, we will see this in the next section.

2
2.1

Week 7: Distributions & Sobolev spaces

Lecture 7.2: W m,p Spaces


Definition and main properties

R n (not necessarily bounded).


Let m N and p [1, ]. The Sobolev Space W m,p () is defined by

Let be a domain in
Definition 8

W m,p () = {f Lp ()| D f Lp () for any || m}


(derivative in the distributional sense) with a norm
kf km,p = kf kW m,p () = (

0||m

|D f |p ) p = (

kf km, = kf kW m, () = max kD f kL ()
0||m

kD f kpLp () ) p

for p <

(1)

0||m

for p = .

(2)

Problem 3 The norm (1) is equivalent in W m,p () to the norm


N(f ) =

kD f kLp () .

(3)

0||m

Therefore, sometimes the norm in W m,p () is directely defined by (3). We notice that for p = 1 the
norms (1) and (3) are identically the same and for p = the norms (2) and (3) are also equivalent.
Remark 4 We notice that
W 0,p () = Lp ().
Theorem 3 Let m N and p [1, ]. The Sobolev space W m,p () with the norm (3) (and thus
with (1)-(2)) is a Banach space.
Proof. Let (ui ) be a Cauchy sequence in W m,p ():
> 0 N N :

m, k N

kum uk kW m,p () < .

The inequality kum uk kW m,p () < means that


X

kD um D uk kLp () < .

0||m

Then for 0 || m the sequence (D ui ) is a Cauchy sequence in Lp (). Since Lp () is complete,


there exist functions v Lp () and v Lp () for 1 || m such that
ui v in Lp () and D ui v in Lp () (1 || m).
To finish the proof, we need to show that
D v = v for all 1 || m,
from where we could conclude that v W m,p () and thus (ui) converge to v W m,p () in W m,p ().
As Lp () L1loc () and so ui determines a regular distribution Tui (or itself can be considered as a
regular distribution):
Z
D()

< ui , >=

ui(x)(x)dx.

Week 7: Distributions & Sobolev spaces

For any D() we have


| < ui, > < v, > |

|ui(x) v(x)||(x)|dx kkLp () kui vkLp () ,

where we have applied the Hlder inequality (see Week 2 p.26 Definition 35 and Proposition 12).
Hence < ui, >< v, > for every D() as i .
Similarly,
D()

< D ui, >< v , >

i .

It follows that
D()

< v , >= lim < D ui , >= lim (1)|| < ui , >= (1)|| < v, > .
i

Thus D v = v for all 1 || m, from where v W m,p () and kui vkW m,p () 0 for i . 
Remark 5 If classical partial derivatives exist and are continuous then they coincide with the distributional partial derivative. Thus the set
S = {f C m ()|kf kW m,p () < }
is contained in W m,p (). Since W m,p () is complete, it is possible to prove that
S

kkW m,p ()

= W m,p ()

(it is the theorem of Meyers and Serrin, see R. A. Adams Sobolev spaces p.52). It means that
C m () is dense in W m,p ().
We give without the proof the following Proposition (see R. A. Adams Sobolev spaces for more
details):
Proposition 1 The function
X Z

|f |m,p = |f |W m,p() = (

||=m

|D f |p ) p

is a semi-norm on the Sobolev space W m,p (). The function


N(f ) = kf kLp () +

kD f kLp ()

||=m

is a norm in W m,p (). For bounded and regular (see Definition 10) this norm is equivalent to
the norm k kW m,p () (see (3) or (1) and (2)).
Example 6 Let us consider
W 2,3 (]0, 1[) = {f L3 (]0, 1[)| f L3 (]0, 1[), f L3 (]0, 1[)}
with the norm

kf kW 2,3 (]0,1[) = (
3

]0,1[

|f | +

]0,1[
9

|f | +

]0,1[

|f |3 ) 3 .

Here x 7 x 2 does not belong to W 2,3 (]0, 1[), but x 7 x 5 belongs to W 2,3 (]0, 1[).

10

Week 7: Distributions & Sobolev spaces

Example 7 The Sobolev space


W 1,2 (R ) = {f L2 (R )| f L2 (R )},
endowed with the norm
Z

kf kW 1,2(R) = (

|f |2 +

|f |2 ) 2

is a Hilbert space with the inner product


< f, g >=

fg +

f g.

Theorem 4 W m,p () is separable if 1 p < , and is reflexive and uniformly convex if 1 < p < .
Proof. (See R. A. Adams Sobolev Spaces for more details.)
Let us present W m,p () as a closed subspace of a Cartesian product of spaces Lp (). Let N be the
number of multi-indices satisfying 0 || m.
For 1 p let
LpN

N
Y

Lp ().

j=1

We define the norm of u = (u1 , . . . , uN ) in LpN by


kukLpN


PN

1

p
p
,
j=1 kuj kLp
=
max1jN kuj kL ,

if 1 p < ,
if p = .

Using the properties of the Lp spaces, we obtain that LpN is a Banach space that is separable if
1 p < and reflexive and uniformly convex if 1 < p < .
Let us suppose that the N multi-indices satisfying 0 || m are linearly ordered in some
convenient fashion so that to each u W m,p () we may associate the well-defined vector P u LpN
given by
P u = (D u)0||m .
Since
kP ukLpN = kukW m,p () ,
P is an isomorphism of W m,p () onto a subspace W LpN .
Since W m,p () is complete, W is a closed subspace of LpN . Thus, W is separable if 1 p < and
is reflexive and uniformly convex if 1 < p < .
The same conclusions must therefore hold for W m,p () = P 1 (W ).
Let us also give the following properties of Sobolev spaces W m,p :
Proposition 2

1.

( if f W m,p(), then f W m,p( ).

2. If f W m,p () and g C m (), then gf W m,p ().

Week 7: Distributions & Sobolev spaces

2.2

11

Sobolev spaces W m,p () for bounded domains with a regular boundary

Definition 9 Let be a bounded domain of


x

R n . Its boundary is locally Lipschitz if

neighborhood Ux : Ux is the graph of a Lipschitz continuous function f.

Remark 6 Here by a Lipschitz continuous function we understand f : R n1 R which is continuous


and there exists M > 0 such that
x, y R n1

|f (x) f (y)| Mkx ykRn1 .

Definition 10 The boundary is called a regular boundary of the class C k (k 1, see


Fig. 4):
x0

f (x) C k (Ux0 ) such that {x Ux0 | f (x) = 0} = U x0 ,

df |Ux0 6= 0.

Ux0

f (x) = 0

x0

Figure 4 Example of a regular boundary from Definition 10.

If is a bounded domain with a regular boundary (at least locally Lipschitz), then we have following
results:
Theorem 5 Let be a bounded domain with a locally Lipschitz boundary. Then it holds
1. C () is dense in W m,p ().
2. We can extend f W 1,p () from to a bigger domain ( ( ) without loss of regularity:
f W 1,p ( ) and f = f on . In addition, it holds
kfkW 1,p ( ) C(p, , )kf kW 1,p () ,
where the constant C(p, , ) does not depend on f .

3
3.1

Lecture 7.3: H m Spaces


Definition and properties

Definition 11 Let be a domain in

R n and m N .

Define H m () = W m,2 ().

12

Week 7: Distributions & Sobolev spaces

For f and g in H m (), we define a inner product


< f, g >H m () =

0||m

D f D g =< f, g >L2 () +

m
X

< D f, D g >L2 () ,

(4)

||=1

which is associated with the norm


kf km = kf kH m () = (

X Z

||m

|D f |2 ) 2 = (

kD f k2L2 () ) 2 .

||m

Corollary 2 H m () with the inner product (4) is a separable Hilbert space.


Proposition 3

1. Canonic injection of H m () in L2 () is continuous:


v H m ()

kvkL2 () kvkH m () .

2. H m () is dense in L2 ().
Proof.
1. It is a direct corollary of the definition of the norms in H m and in L2 .
2. Firstly, we notice that

D() ( H m () ( L2 ().

Secondly, D() is dense in L2 () by the norm k kL2 (see Theorem 1 PDF Week 6 p.6). Thus,
H m () is dense in L2 (). 

3.2

Dual space (H m ())

As H m () is a normed (Banach) space, then its dual space is (H m ()) = L(H m(), R ).
Since H m () is a Hilbert space, the Riesz representation theorem yields
(H m ()) = H m (),
where elements of (H m ()) are linear continuous forms defined by the inner product of H m (). It
means that to f H m () corresponds the following element of (H m ()) :
X Z

u H () 7< f, u >H m () =

||m

By definition of H m , we see that

D f D u.

H m () ( L2 (),

where L2 () is also a Hilbert space for < f, g >L2 () =


H m () = (H m ())

f g. To avoid this kind of inclusions

( L2 () = L2 (),

which are not true, we dont identify the dual space of H m with H m , but identify a subspace of
(H m ) in such a way that holds
Hm

( L2 = (L2 ) ( (H m).

Week 7: Distributions & Sobolev spaces

13

Definition 12 By tradition, L2 () is always identified with L2 () by Riesz Theorem, but H m is


not identified with (H m ) . By the mapping (f ) : L2 () (H m ()) defined for all u H m () by
f L2 () 7 [(f )](u) =< f, u >L2 () (H m ()) ,
we indentify a subspace of (H m ) with L2 :
Hm

( L2 = (L2 ) ( (H m).

For instance, for a fixed f L2 () the application


T : u H m () < f, u >L2 () R
is a linear continuous form on L2 () and also on H m (). Thus T (H m ()) . We define (f ) :
L2 () (H m ()) by
f L2 () 7 (f ) = [u H m () < f, u > R ] = T (H m ()) .
Let us prove the following properties of (f ):
Lemma 2

1. k(f )k(H m ) kf kL2

2. (f ) is injective
3. (L2 ) is dense in (H m )
Proof.
1. k(f )k(H m ) kf kL2 :
We have for all u H m
| < f, u >L2 | kf kL2 kukL2 kf kL2 kukH m ,
from where
k(f )k(H m ) = sup
u6=0

| < f, u >L2 |
kf kL2 .
kukH m

2. (f ) is injective:
By definition of (f ),
u H m ,

f L2

(f ) =< f, u >L2 .

Therefore,
Ker(f ) = {f L2 | u H m

< f, u >L2 = 0}.

As H m is dense in L2 (see Proposition 3), it follows that if f Ker(f ) then


u L2

< f, u >L2 = 0

f = 0.

3. (L2 ) is dense in (H m ) :
Let us apply Corollary 6 of Week 3 p. 12: By Theorem 3 of Week 3 p. 8, (H m ) is a Banach
space. Clearly, (L2 ) = Range((f )) is a subspace of (H m ) . We also notice that H m is dense
in L2 and H m (H m ) L2 .

14

Week 7: Distributions & Sobolev spaces


If (L2 ) is not dense in (H m ) , then, by Corollary 6 of Week 3 p. 12,
u H m
which is not possible (u = 0).

u 6= 0 such that f L2

< u, f >L2 = 0,

Therefore, using (f ), we prove the inclusion of L2 = (L2 ) in (H m ) :


Hm

( L2 = (L2 ) ( (H m).

L2 is called the pivot space. From now on, we will make this choice.

3.3

Trace operator

In what follows, we suppose that is a bounded domain of


Lipschitz, writing that is regular or sufficiently smooth.

Rn

and its boundary is locally

We note (see L.C. Evans Partial differential equations p. 252 for the proof)
Proposition 4 For a regular of a bounded domain , C () is dense in H m ().
For a regular of the class C 1 of a bounded domain , it is possible to define a boundary measure
and define the space L2 ():
L2 () = {v measurable on |

|v(x)|2dx < }.

For u C () we have a continuous mapping


T : u C () 7 u| L2 (),
such that
ku(x)| kL2 () CkukH 1 () .

(5)

Here by u| we understand the trace, or the restriction of u(x) for x .


Proposition 5 Using (5), the operator T can be uniquely extended to a linear continuous operator
tr : H 1 () L2 (),
named the trace operator.
Proof. Construction of tr:
Thanks to Proposition 4, we have that
u H 1 () (um ) ( C () such that um u for m in H 1 ().
As H 1 is complete, then (um ) is a Cauchy sequence in H 1 :
> 0 N N such that m, k N

kum uk kH 1 () <

.
C()

Week 7: Distributions & Sobolev spaces

15

Therefore, using (5), we find


> 0 N N such that m, k N

kum | uk | kL2 () C()kum uk kH 1 () < .

Thus (um | ) is a Cauchy sequence in L2 (). The space L2 () is complete, consequently


v L2 () such that um | v for m in L2 ().
Uniqueness of v:
Let (
uk ) be a sequence in C () such that
(
uk ) 6= (um ) and

uk u in H 1 (),
uk | v in L2 ().

Then, using (5) and the triangle inequality, we obtain


kv vkL2 () = kv um | + um | u| + u| uk | + uk | vkL2 ()
kv um | kL2 () + kum | u| kL2 () + ku| uk | kL2 () + k
uk | vkL2 ()
kv um | kL2 () + k
uk | vkL2 () + C()(kum ukH 1 () + ku uk kH 1 () ) 0 for m, k .
Hence, kv vkL2 () = 0 and thus v = v. We conclude that for all u H 1 () our construction allows
to define an unique element of L2 (), which we call the trace of u. 

3.4

Spaces H0m ()

Remark 7 In what following we write for functions in Sobolev spaces understanding the derivative in the sense of distributions.
Definition 13 Define H0m () as the closure of D() in H m ().
We admit this characterization of H0m ():
Theorem 6 For all domains in

R n (bounded or not)

1. u H0m () (um ) ( D() such that um u in H 1 (),


2. H0m () is a Hilbert space with the inner product of H m (),

3. H0m () ( H m () (if = R n then H0m () = H m ()),


4. If u H m () and v D(), then vu H0m (),
5. H01 () = {f H 1 ()| f = 0 on },

6. H0m () = {f H m ()| for || < m, D f = 0 on }.


Theorem 7 (Poincar inequality) Let be a bounded domain of

Rn .

Then there exists a constant C = C() > 0 depending only on , such that for all u in H01 (),
kukL2 () C()kukL2 () ,

(6)

where
kukL2 () =



n

X
u


xk

k=1

L2 ()

16

Week 7: Distributions & Sobolev spaces

Proof. Since D() is dense in H01 (), for all u H01 () there exists a sequence of functions
vk D() which converges toward u in H01 ():
kvk ukH 1 () 0 for k .
Firstly we show (6) for vk D(). After it, since the convergence by the norm of H 1 () implies the
convergence of kvk ukL2 () and k(vk u)kL2() toward 0, we obtain (6) for u H01 () taking the
limit for k by the norm of H 1 .
Let be a parallelepiped such that ( and, without loss a generality, we suppose that
= {x R n |0 < xi < di, i = 1, . . . , n} and d1 = min di .
i=1,...,n

( , we extend vk from to by 0.

As for all k supp vk

For all vk D() we have


vk (x1 , . . . , xn ) =

x1

vk
(y1 , x2 , . . . , xn )dy1 .
y1

(7)

Introducing the following notations x = (x2 , . . . , xn ), = {x


we take the square of (7) and integrate it over :
Z

vk2 dx =

d1

dx1

x1

vk
(y1 , x )dy1
y1

!2

R n1 |0 < xi < di

i = 2, . . . , n},

dx .

(8)

Using the 1D Cauchy-Schwartz inequality


Z

vk
(y1 , x )dy1
1
y1

x1

!2

we obtain
Z

vk2 dx

d1

dx1

x1

x1

1 dy1

d1
0

vk
y1

x1

vk
y1

!2

!2

dy1 x1

!2

dx,

d2
dy1 dx = 1
2

d1

vk
y1

vk
y1

!2

!2

dy1 ,

dx.

Since vk 0 out of , we conclude that


Z

vk2 dx

d2
1
2

vk
y1

from where taking the limit by the norm of H 1 , we find (6).


Remark 8 The Poincar inequality holds true for domains bounded at least in one direction. But
the result is not true in H 1 (). u = 1 everywhere on would not work!
Theorem 8 When the open set is bounded, the semi-norm | |m is a norm on H0m which is
equivalent to k km .
Proof. Instead of the general result, let us prove the equivalence of the norm
kukH01 () =

sZ

(u2 + |u|2)dx

(9)

Week 7: Distributions & Sobolev spaces

17

and
|u|1 =

sZ

|u|2dx = kukL2 () .

(10)

We need to show that there exist constants C1 > 0 and C2 > 0, such that
C2 |u|1 kukH01 () C1 |u|1 .
Thanks to the Poincar inequality and the positivity of the norm, we find that indeed
kuk2L2 () kuk2L2() + kuk2L2() (C 2 () + 1)kuk2L2() ,
from where it is sufficient to take C2 = 1 and C1 =

3.5

C()2 + 1.

Greens formula and integration by parts

Definition 14
If is C 1 , then along is defined the outward pointing unit normal vector
field = (1 , . . . , n ). The unit normal at any point x0 is (x0 ).
We denote by the normal derivative of u
u
=< , u >Rn .

Theorem 9 Let be sufficiently smooth. Let be the unit outward normal to . Let {ei } be the
canonical basis of R n . For any u and v in H 1 () we have
Z

u(i v) =

(i u)v +

uv cos(, ei )

In particular, there is useful formula which can be considered as a classical integration by parts:
Z

uv =

Z
u
v uv.

Lecture 7.4: Sobolev embeddings

Sobolevs embedding theorems give the fundamental properties of the Sobolev spaces.
These properties are connected with the degree of smoothness that can be expected in a Sobolev
space.
The larger the product mp ... the smoother the function!
The critical value is the space dimension n. If mp > n then all functions in W m,p are continuous
(usual disclaimer: we are dealing with classes).
Proposition 6 For any domain in

R n (bounded or not), we have

W m,p () Lq ()

for 1/q = 1/p m/n if mp < n

and
W m,p () Lq ()

for any q [1, [ if mp = n.

18

Week 7: Distributions & Sobolev spaces

Definition 15 Let X and Y be two normed vector spaces. A linear application A : X Y is


compact if from any bounded sequence (xk ) of elements of X one can extract a subsequence (xkl )
such that its image (Axkl ) is strongly convergent in Y .
If there exists a compact linear application from X to Y , we note X Y
Theorem 10 Let be a bounded domain in

R n with locally Lipschitz boundary . Then

1. W m,p () Lr () for any r [1, q[, where 1/q = 1/p m/n provided mp < n.
2. W m,p () Lq () for any q [1, [ provided mp = n.
3. W m,p () C() if mp > n.
Example 8 Let be a a bounded domain of
H 1 () = W 1,2 ().

R2

(n = 2) with a regular boundary and let take

As 1 2 = 2, therefore W 1,2 () Lq () for any q [1, [.


Thus, if kuk kH 1 () is bounded then, one can extract a subsequence in L2 () that converges strongly
in L2 (). The unit ball of H 1 () is compact in L2 () but not in H 1 ().
Let us define the inclusion operator
Definition 16 The operator i(u) = u which associates u H 1 () with the same u as an element of
L2 () is called the operator of inclusion of H 1 () in L2 ().
Instead to prove Theorem 10, we prove the particular case
Theorem 11 Let be a bounded domain in R n with locally Lipschitz boundary . Then the
inclusion operator i : H 1 () L2 () is linear, bounded and compact.
Proof. Continuity
We have
ki(u)kL2 () kukH 1 () .
Compactness
Let (um ) is a bounded sequence in H 1 ():
m kum kH 1 () C.
Let define a parallelepiped in the way as
( ,

= {x|0 < xi < di }.

Let
n
= M
i=1 i , where i = k=1 [ai , ai +

dk
].
N

By Theorem 5 point 2 p.11, we can extend um from to a parallelepiped , containing , such that
the extensions um
um H 1 (), um | = um , kum kH 1 () k
umkH 1 ()
and in addition there exists a constant C(, ) independing on u, such that
k
um kH 1 () C(, )kum kH 1 () .

Week 7: Distributions & Sobolev spaces

19

Thus, the sequence (


um ) is also a bounded sequence in H 1 ().
For this it is possible to prove the following inequality for all u H 1 ():
n

N
X

1
u dx

i=1 |i |

Z

2

udx

n
+
2

Z X
n

k=1

dk
N

!2

u
xk

!2

dx.

(11)

We have supposed that (um ) is a bounded sequence in H 1(). Therefore, as we have seen, (
um ) is
a bounded sequence in H 1 (). Thus, since i is a continuous operator from H 1 () to L2 (), the
sequence (i(
um )) is also bounded in L2 ().
On the other hand, L2 () is a Hilbert space, thus weak topology on it is equial to the weak topology.
Moreover, as L2 is separable, from Theorem 11 PDF Week 4 p.20, it follows that all closed bounded
sets in L2 () are weakly sequentially compact (or compact in the weak topology since here the weak
topology is metrizable).
Consequently, the sequence (i(
um )) is weakly sequentially compact in L2 ().
To simplify the notations, we will simply write um for i(
um ) L2 ().
Since (um ) is weakly compact in L2 (), we have
(umk ) (um ) :

u L2 () umk u.

Here u is an element of L2 , not necessarily in H 1.


As (L2 ()) = L2 (), by the Riesz theorem,
umk u L2 ()

v L2 ()

(umk u)vdx 0.

We also notice that umk u L2 () implies that (umk ) is a Cauchy sequence in weak topology on
L2 . In addition, if we take v = 1 , then
Z

(umk umj )dx 0 for k, j +.

Thus, using (11), for two members of the subsequence umk with sufficiently large ranks p and q, we
have
n

kup uq k2L2 ()

kup uq k2L2 ()

N
X

i=1 |i |

Here we have chosen N such that

2
n


uq
n X
2 up
< + = .

(up uq )dx + 2
dk


2N k=1
xk xk L2 () 2 2
i

2

Z

2
n

uq
n X
2 up
< .
dk


2


2N k=1
xk xk L2 () 2

Consequently, (umk ) (i.e., (i(umk ))) is a Cauchy sequence in L2 (), and thus converges strongly in
L2 (). 
We conclude this section by
Theorem 12 Let be a bounded domain in R n with a locally Lipschitz boundary . If k > l,
(k l)p < n and 1/q = 1/p (k l)/n, then W k,p () W l,q () and the embedding is continuous.

20

Week 7: Distributions & Sobolev spaces

Application of the Lax Milgram Lemma and of the Riesz


representation theorem

Let us consider the following problem:


x (t) + x(t) = g(t) t ]0, 1[,
x (0) = 0, x (1) = 0.

(12)
(13)

We suppose that g L2 ([0, 1]) is given. We want to find x(t) such that it satisfies the equation (12)
with the boundary conditions (13) (we specify what happens in the limit points or boundary points of
the segment ]0, 1[). These kinds of boundary conditions are called Neumann boundary conditions.
Define H = H 1 (]0, 1[), which is a Hilbert space with the inner product
a(u, v) =

[0,1]

(u v + uv)d.

Therefore, a(u, v) is symmetric continuous and coercive bilinear form on H 1 (]0, 1[).
We notice that
a(u, u) = kuk2H = ku k2L2 ([0,1]) + kuk2L2 ([0,1]) ,
from where it follows that
u H

kukL2 ([0,1]) kukH .

(14)

Define a linear functional on H by


u H

f (u) =

[0,1]

ugd.

Since H L2 ([0, 1]) and g is a fixed element of L2 ([0, 1]), thus the fuctional f (u) is correctly defined.
Actually,
u H f (u) =< g, u >L2 ([0,1]) .

Let us show that f is continuous on H. Let un H for all n N such that un u in H:


kun ukH 0 for n +.

Thanks to (14), it follows that un u also in L2 ([0, 1]). Using the continuity of the inner product
in L2 , it means that
lim f (un ) = lim < g, un >L2 ([0,1]) =< g, lim un >L2 ([0,1]) =< g, u >L2 ([0,1]) = f (u).

Let us prove that system (12)(13) can be written in the variational form as
u H

a(x, u) = f (u).

We multiply x + x = g by u H and integrate over [0, 1]:


Z

[0,1]

(x u + xu)d =

[0,1]

gud.

Week 7: Distributions & Sobolev spaces

21

We can integrate by parts in the usual way:


Z

[0,1]

(x u + xu)d = x u|t=1
t=0 +

[0,1]

(x u + xu)d.

By the choice of our boundary conditions (13), we have

x u|t=1
t=0 = x (1)u(1) + x (0)u(0) = 0.

Therefore,
u H

[0,1]

(x u + xu)d =

[0,1]

gud.

By Riesz Theorem, or more generally the Lax-Milgram Lemma, we conclude that system (12)(13)
has a unique solution x in H.
This solution is called a weak solution.
Remark 9 Once we have a weak solution of a problem, we can study its regularity.