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1.1
Topology on D()
Definition 1 Let n
addition, we write
and = (1 , 2 , . . . , n )
Nn.
|| = 1 + . . . + n ,
and for D()
=
||
.
. . . xnn
x1 1 x2 2
supp fk K,
MAS, ECP
then
N n
fk (x) f on K
l N
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),
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) < }.
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
wh (x)
h=
1
4
1
2
h=
h=1
-1
-0.8
-0.6
-0.4
-0.2
0.2
0.4
0.6
x
h ,
0.8
where (x) = e
1
1|x|2
(x)
1
a 3
a a
b+
x R n
w (x) 0,
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
3
2
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 .
R n . D() is complete.
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 ()
1.2
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
supp
|f (x)|dx.
supp
|f (x)|dx < .
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 .
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.
< , >=
(x)(x)dx.
Let us calculate :
D(R )
D(R )
(x) (x)dx =
(x)dx = (x)|+
0
Rn .
Nn
be a
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 =
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
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
k=1
D() N n
= m
lim < D (
m
X
k=1
m
X
uk , >,
k=1
uk ), >= m
lim <
m
X
D uk , >=<
k=1
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
Let be a domain in
Definition 8
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)
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
kD um D uk kLp () < .
0||m
< ui , >=
ui(x)(x)dx.
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()
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
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
kf kW 1,2(R) = (
|f |2 +
|f |2 ) 2
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
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.
2.2
11
df |Ux0 6= 0.
Ux0
f (x) = 0
x0
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
R n and m N .
12
0||m
D f D g =< f, g >L2 () +
m
X
< D f, D g >L2 () ,
(4)
||=1
X Z
||m
|D f |2 ) 2 = (
kD f k2L2 () ) 2 .
||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
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
D f D u.
H m () ( L2 (),
( 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).
13
( L2 = (L2 ) ( (H m).
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
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
u 6= 0 such that f L2
< u, f >L2 = 0,
( L2 = (L2 ) ( (H m).
L2 is called the pivot space. From now on, we will make this choice.
3.3
Trace operator
Rn
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 < }.
(5)
kum uk kH 1 () <
.
C()
15
uk u in H 1 (),
uk | v in L2 ().
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)
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
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.
x1
vk
(y1 , x2 , . . . , xn )dy1 .
y1
(7)
vk2 dx =
d1
dx1
x1
vk
(y1 , x )dy1
y1
!2
R n1 |0 < xi < di
i = 2, . . . , n},
dx .
(8)
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.
vk2 dx
d2
1
2
vk
y1
sZ
(u2 + |u|2)dx
(9)
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.
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.
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
W m,p () Lq ()
and
W m,p () Lq ()
18
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
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 () .
19
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.
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
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 |
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
(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
(14)
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]) .
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).
[0,1]
(x u + xu)d =
[0,1]
gud.
21
[0,1]
(x u + xu)d = x u|t=1
t=0 +
[0,1]
(x u + xu)d.
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.