Week 7: Distributions & Sobolev spaces

Document prepared by Anna Rozanova-Pierrat

1
1 Lecture 7.2: Distributions
1.1 Topology on T()
Let be an open domain of R
n
. We recall the notation T() = C

0
().
Denition 1 Let n N

and = (
1
,
2
, . . . ,
n
) N
n
. Then is called a multi-index. In
addition, we write
[[ =
1
+. . . +
n
,
and for T()

=

||

1
1
x

2
2
. . . x
n
n
.
Lets equip T() with this topology:
Denition 2 V is an open set in T() i it can be presented as an (nite or countable) union

jJ
U
j
of sets U
j
of the following type:
U
j
T() such that
for all K compact (in R
n
!), and f U
j
with supp f K (thus f T()!), there exist > 0
and a multi-index , such that
g T()[ supp g K and x K, [

f(x)

g(x)[ < U
j
.
A sequence (f
k
) of elements of T() converges in T() toward f T() i
1. There exists K compact such that
k N, supp f
k
K,
2. For all multi-index

f
k
(x) converges uniformly toward

f on K.
Note that
it follows immediately that supp f K.
if in the space C
l
() we introduce the norm
|f|
C
l
()
= max
||l
sup
x
[

f(x)[,
1
MAS, ECP
2 Week 7: Distributions & Sobolev spaces
then
N
n

f
k
(x)

f on K l N |f
k
f|
C
l
(K)
0 for k +.
In the topology on T(), a linear operator A : T() T() is continuous i
f
k
f in T() Af
k
Af in T().
The elements of T() are often called testing functions. T() is not a normable space (it is not
possible to dene a norm).
Problem 1 Show that the following linear operators are continuous in T():
1. For a multi-index N
n

: T() T(), f

f,
2. For a xed function C

()
A

: T() T(), f(x) (x)f(x),

3. For = R
n
and a xed g T(R
n
)
S
g
: T() T(), f(x) S
g
(f)(x) = (f g)(x) =
_
R
n
f(x y)g(y)dy.
Example 1 An example of a function from T() 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

= x R
n
[ d(, x) < .
Proof. Let 1

2
be the characteristic function of the set
2
:
1

2
=
_
1, x
2
0, x ,=
2
.
Let us show that the function
(x) =
_
R
n
1

2
(y)w

(x y)dy
satises 1)-3). Here w

(x) T(R
n
) is the kernel dened in Denition 5 of Week 6 p.2 such that
x R
n
w

(x) 0,
supp w

(x) = B

(0),

_
R
n w

(x)dx = 1.
Week 7: Distributions & Sobolev spaces 3
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
h =
1
4
h =
1
2
h =
1
2
w
h
(x)
x
Figure 1 Example of non trivial elements of T(] 1, 1[): w
h
(x) =
1
h

_
x
h
_
, where (x) = e

1
1|x|
2
if [x[ < 1
and (x) = 0 if [x[ 1.
1
a b a 3 a b + 3 b +
(x)
x
Figure 2 Example of T(]a, b[) from Lemma 1.
Consequently, (see Fig. 3) we have
(x) =
_

2
w

(x y)dy C

(R
n
);
0 (x)
_
R
n
w

(x y)dy =
_
R
n
w

(z)dz = 1;
(x) =
_
B(x)
1

2
(y)w

(x y)dy =
=
_
_
B(x)
w

(x y)dy =
_
R
n w

(z)dz = 1, x

;
0, x /
3
.

4 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 T() is dense in L
p
(). We have dened
what is a Cauchy sequence in the metric spaces, but it can be also dened for the topological spaces
which are not metrizable.
In particular, let us dene what is a Cauchy sequence T():
Denition 3 Let
k
T() for k N. We say that (
k
) is a Cauchy sequence in T() if there
is some compact set K such that for all k N supp
k
K and such that
N
n
l N |

(
k

m
)|
C
l
(K)
0 as k, m .
Thus we can prove:
Theorem 1 Let be a domain in R
n
. T() is complete.
Proof. Let (
k
) be a Cauchy sequence in T() (see Denition 3). Since
l N (C
l
(K), | |
C
l
(K)
) is a Banach space,
it follows that there exists a function C

(K) such that

N
n
l N |

(
k
)|
C
l
(K)
0 as k .
But if for all k N supp
k
K, then supp K also. Hence C

c
() = T() and
k
in
T().
Problem 2 Prove that T() is dense in C

():
f C

() (
k
),
k
T() such that
k
f (k ) in C

().
Week 7: Distributions & Sobolev spaces 5
1.2 Dual space of T(). Distributions
Denition 4 Let T

() be the dual space of T(): space of linear continuous functionals on T().

Elements T

() of are called distributions.

Example 2 (Regular distributions) For f in L
1
loc
() dene T
f
: T() R by
T
f
() =< T
f
, >=
_

f(x)(x)dx.
T
f
is linear and continuous: T
f
T

(). Indeed, as supp is a compact in , we have for all l N

[ < T
f
, > [ =

f(x)(x)dx

_
supp
[f(x)[ [(x)[dx ||
C
l
(supp )
_
supp
[f(x)[dx.
As f L
1
loc
() and supp is a compact in , we have
_
supp
[f(x)[dx < .
Thus, it follows that if
k
in T() then T
f
(
k
) T
f
(), i.e., T
f
is continuous.
It is convenient to identify f L
1
loc
() with T
f
T

() and to consider the function f as being a

distribution (namely that given by T
f
). So, elements of L
1
loc
() are distributions. They are called
regular distributions.
Remark 1 If f
1
, f
2
L
1
loc
() and f
1
= f
2
a.e. in , then
T() < f
1
, >=< f
2
, >
i.e.,
f
1
= f
2
in T

().
The converse is also true thanks to Lemma 2 of Week 6 p.7:
if f
1
, f
2
L
1
loc
() and f
1
= f
2
in T

() f
1
= f
2
a.e. in .
Example 3 (Dirac) Dene T : T() R by
T() =< T, >= (0).
T is linear and continuous: T T

().
T is called a Dirac (sometimes a Dirac delta function). This distribution is usually denoted by .
It is not in L
1
loc
() (prove it!).
To describe the space T

(), we give (without the proof) the following Theorem:

Theorem 2
T T

() bounded

M = M(

) ]0, [ and m = m(

) N such that
T(

) [ < T, > [ M||

C
m
(

)
.
6 Week 7: Distributions & Sobolev spaces
Denition 5 Let T T

() be a distribution and g C

(). We dene the operator

gT : T T

() gT T

()
of the product gT by
T() < gT, >=< T, g > .
(Since g C

() and T() then g T().)

Denition 6 Let T T

() be a distribution.
We dene T

: T() R, the derivative of the distribution T, by

T

() = T(

).
(Since T(), then

T(), and since T

() is a linear vector space, T T

(). Conse-
quently, T

(), i.e. a linear continuous functional on T().)

Therefore, we dene the operator D : T

() T

() by
T(), < T

, >= < T,

> .
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, L
1
loc
(R) and thus T

(R) with
T(R) < , >=
_
R
(x)(x)dx.
Let us calculate

:
T(R) <

, >= < ,

>=
_
R
(x)

(x)dx =
_
+
0

(x)dx = (x)[
+
0
= 0 +(0) =< , > .
Finally,
T(R) <

, >=< , >,
which means that

= in the sense of distributions.

More generally,
Denition 7 Let be a domain in R
n
. Let T T

() be a distribution and let N

n
be a
multi-index.
We dene the derivative operator D

: T

() T

() by
T() < D

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

> .
Week 7: Distributions & Sobolev spaces 7
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 L
1
loc
() and thus f T

(). We summarize:
C

() T

().
Therefore, by integration by parts,
T() < D

f, >= (1)
||
_

f(x)

(x)dx =
_

f(x)(x)dx =<

f, > .
Example 5 Let T T

(R
3
) be a distribution and let = (1, 4, 5). By Denition 7, the operator
D
(1,4,5)
: T(R
3
) R is dened by
T(R
3
), < D
(1,4,5)
T, >=< T,
(1,4,5)
>
Corollary 1 1. All distributions are innitely derivable.
2. All convergent series in T

() are innitely derivable term by term:

if (u
k
)
kN
T

() such that

kN
u
k
= S T

(), then
N
n

kN
D

u
k
= D

S in T

().
Proof. The rst statement follows from the denition of a destribution: since T(), then for
all N
n

T(), therefore, for all T T

() the distribution D

T is correctely dened for

all N
n
.
The second point follows from
S = lim
m
m

k=1
u
k
in T

(), i.e. T() < S, >= lim

m
<
m

k=1
u
k
, >,
T() N
n
< D

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

>= (1)
||
lim
m
<
m

k=1
u
k
,

>
= lim
m
< D

(
m

k=1
u
k
), >= lim
m
<
m

k=1
D

u
k
, >=<

kN
D

u
k
, > .
Remark 3 For all R
n
, it holds (prove it!)
L
p
() L
1
loc
().
Therefore functions in L
p
() are regular distributions.
Thus, we can now dierentiate any function in L
p
! But the derivative may (or may not) be a function
in L
p
. When it is the case, we have a Sobolev space, we will see this in the next section.
8 Week 7: Distributions & Sobolev spaces
2 Lecture 7.3: W
m,p
Spaces
2.1 Denition and main properties
Let be a domain in R
n
(not necessarily bounded).
Denition 8 Let m N and p [1, ]. The Sobolev Space W
m,p
() is dened by
W
m,p
() = f L
p
()[ D

f L
p
() for any [[ m
(derivative in the distributional sense) with a norm
|f|
m,p
= |f|
W
m,p
()
= (

0||m
_

[D

f[
p
)
1
p
= (

0||m
|D

f|
p
L
p
()
)
1
p
for p < (1)
|f|
m,
= |f|
W
m,
()
= max
0||m
|D

f|
L

()
for p = . (2)
Problem 3 The norm (1) is equivalent in W
m,p
() to the norm
N(f) =

0||m
|D

f|
L
p
()
. (3)
Therefore, sometimes the norm in W
m,p
() is directely dened 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
() = L
p
().
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 (u
i
) be a Cauchy sequence in W
m,p
():
> 0 N N : m, k N |u
m
u
k
|
W
m,p
()
< .
The inequality |u
m
u
k
|
W
m,p
()
< means that

0||m
|D

u
m
D

u
k
|
L
p
()
< .
Then for 0 [[ m the sequence (D

u
i
) is a Cauchy sequence in L
p
(). Since L
p
() is complete,
there exist functions v L
p
() and v

L
p
() for 1 [[ m such that
u
i
v in L
p
() and D

u
i
v

in L
p
() (1 [[ m).
To nish 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 (u
i
) converge to v W
m,p
() in W
m,p
().
As L
p
() L
1
loc
() and so u
i
determines a regular distribution T
u
i
(or itself can be considered as a
regular distribution):
T() < u
i
, >=
_

u
i
(x)(x)dx.
Week 7: Distributions & Sobolev spaces 9
For any T() we have
[ < u
i
, > < v, > [
_

[u
i
(x) v(x)[[(x)[dx ||
L
p

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

u
i
, >< v

, > i .
It follows that
T() < v

, >= lim
i
< D

u
i
, >= lim
i
(1)
||
< u
i
,

>= (1)
||
< v,

> .
Thus D

v = v

for all 1 [[ m, from where v W

m,p
() and |u
i
v|
W
m,p
()
0 for i .
Remark 5 If classical partial derivatives exist and are continuous then they coincide with the dis-
tributional partial derivative. Thus the set
S = f C
m
()[|f|
W
m,p
()
<
is contained in W
m,p
(). Since W
m,p
() is complete, it is possible to prove that
S

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

||=m
_

[D

f[
p
)
1
p
is a semi-norm on the Sobolev space W
m,p
(). The function
N(f) = |f|
L
p
()
+

||=m
|D

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

L
3
(]0, 1[), f

L
3
(]0, 1[)
with the norm
|f|
W
2,3
(]0,1[)
= (
_
]0,1[
[f[
3
+
_
]0,1[
[f

[
3
+
_
]0,1[
[f

[
3
)
1
3
.
Here x x
3
2
does not belong to W
2,3
(]0, 1[), but x x
9
5
belongs to W
2,3
(]0, 1[).
10 Week 7: Distributions & Sobolev spaces
Example 7 The Sobolev space
W
1,2
(R) = f L
2
(R)[ f

L
2
(R),
endowed with the norm
|f|
W
1,2
(R)
= (
_
R
[f[
2
+
_
R
[f

[
2
)
1
2
is a Hilbert space with the inner product
< f, g >=
_
R
fg +
_
R
f

.
Theorem 4 W
m,p
() is separable if 1 p < , and is reexive 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 L
p
(). Let N be the
number of multi-indices satisfying 0 [[ m.
For 1 p let
L
p
N
=
N

j=1
L
p
().
We dene the norm of u = (u
1
, . . . , u
N
) in L
p
N
by
|u|
L
p
N
=
_
_
_
_

N
j=1
|u
j
|
p
L
p
_1
p
, if 1 p < ,
max
1jN
|u
j
|
L
, if p = .
Using the properties of the L
p
spaces, we obtain that L
p
N
is a Banach space that is separable if
1 p < and reexive 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-dened vector Pu L
p
N
given by
Pu = (D

u)
0||m
.
Since
|Pu|
L
p
N
= |u|
W
m,p
()
,
P is an isomorphism of W
m,p
() onto a subspace W L
p
N
.
Since W
m,p
() is complete, W is a closed subspace of L
p
N
. Thus, W is separable if 1 p < and
is reexive 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 11
2.2 Sobolev spaces W
m,p
() for bounded domains with a regular bound-
ary
Denition 9 Let be a bounded domain of R
n
. Its boundary is local ly Lipschitz if
x neighborhood U
x
: U
x
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 exist M > 0 such that
x, y R
n1
[f(x) f(y)[ M|x y|
R
n1.
Denition 10 The boundary is called a regular boundary of the class C
k
(k 1, see
Fig. 4):
x
0
f(x) C
k
(U
x
0
) such that x U
x
0
[ f(x) = 0 = U
x
0
, df[
Ux
0
,= 0.

U
x
0
x
0
f(x) = 0
Figure 4 Example of a regular boundary from Denition 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 .
3 Lecture 7.4: H
m
Spaces
3.1 Denition and properties
Denition 11 Let be a domain in R
n
and m N. Dene H
m
() = W
m,2
().
For f and g in H
m
(), we dene a inner product
< f, g >
H
m
()
=

0||m
_

fD

g =< f, g >
L
2
()
+
m

||=1
< D

f, D

g >
L
2
()
, (4)
12 Week 7: Distributions & Sobolev spaces
which is associated with the norm
|f|
m
= |f|
H
m
()
= (

||m
_

[D

f[
2
)
1
2
= (

||m
|f|
2
L
2
()
)
1
2
.
Corollary 2 H
m
() with the inner product (4) is a separable Hilbert space.
Proposition 3 1. Canonic injection of H
m
() in L
2
() is continuous:
v H
m
() |v|
H
m
()
C|v|
L
2
()
.
2. H
m
() is dense in L
2
().
Proof.
1. It is a direct corollary of the denition of the norms in H
m
and in L
2
.
2. Firstly, we notice that
C

() H
m
() L
2
().
Secondly, C

() is dense in L
2
() by the norm | |
L
2 (it is easy to see that C

is dense in
(C
0
, | |

), which is dense in L
2
). Thus, H
m
() is dense in L
2
().
3.2 Dual space (H
m
())

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 dened by the inner product of H

m
(). It
means that to f H
m
() corresponds the following element of (H
m
())

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

||m
_

f D

u.
By denition of H
m
, we see that
H
m
() L
2
(),
where L
2
() is also a Hilbert space for < f, g >
L
2
()
=
_

fg. This gives, if we identify L

2
()

with
L
2
(), and (H
m
())

with H
m
(), that
H
m
() = (H
m
())

L
2
()

= L
2
().
Denition 12 By tradition, L
2
()

is always identied with L

2
() by Riesz Theorem, but what is
called by the dual space of H
m
, is the space
(H
m
())

= all linear continuous forms on H

m
() dened by the inner product of L
2
().
For instance, for a xed f L
2
() the application
T : u H
m
() < f, u >
L
2
()
R
is a linear continuous form on L
2
() and also on H
m
(). Thus T (H
m
())

. We dene :
L
2
() (H
m
())

by
f L
2
() (f) = [u H
m
() < f, u > R] = T (H
m
())

.
Let us prove the following properties of :
Week 7: Distributions & Sobolev spaces 13
Lemma 2 1. |(f)|
(H
m
)
|f|
L
2
2. is injective
3. (L
2
) is dense in (H
m
)

Proof.
1. |(f)|
(H
m
)
|f|
L
2:
We have for all u H
m
[ < f, u >
L
2 [ |f|
L
2|u|
L
2 |f|
L
2|u|
H
m,
from where
|(f)|
(H
m
)
= sup
u=0
[ < f, u >
L
2 [
|u|
H
m
|f|
L
2.
2. is injective:
By denition of ,
u H
m
, f L
2
(f) =< f, u >
L
2 .
Therefore,
Ker = f L
2
[ u H
m
< f, u >
L
2= 0.
As H
m
is dense in L
2
(see Proposition 3), it follows that if f Ker then
u L
2
< f, u >
L
2= 0 f = 0.
3. (L
2
) 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, (L
2
) = Range() is a subspace of (H
m
)

. We also notice that H

m
is dense in
L
2
and H
m
(H
m
)

L
2
.
If (L
2
) is not dense in (H
m
)

, then, by Corollary 6 of Week 3 p. 12,

u H
m
u ,= 0 such that f L
2
< u, f >
L
2= 0,
which is not possible (u = 0).
Therefore, using , we prove the inclusion of L
2
= (L
2
)

in (H
m
)

:
H
m
L
2
= (L
2
)

(H
m
)

.
L
2
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 R
n
and its boundary is locally
Lipschitz, writing that is regular or suciently smooth.
We note (see L.C. Evans Partial dierential equations p. 252 for the proof)
Proposition 4 For a regular of a bounded domain , C

() is dense in H
m
().
14 Week 7: Distributions & Sobolev spaces
For a regular of the class C
1
of a bounded domain , it is possible to dene a boundary measure
and dene the space L
2
():
L
2
() = v measurable on [
_

[v(x)[
2
dx < .
For u C

() we have a continuous mapping

T : u C

() u[

L
2
(),
such that
|u(x)[

|
L
2
()
C|u|
H
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
() L
2
(),
named the trace operator.
Proof. Construction of tr:
Thanks to Proposition 4, we have that
u H
1
() (u
m
) C

() such that u
m
u for m in H
1
().
As H
1
is complete, then (u
m
) is a Cauchy sequence in H
1
:
> 0 N N such that m, k N |u
m
u
k
|
H
1
()
<

C()
.
Therefore, using (5), we nd
> 0 N N such that m, k N |u
m
[

u
k
[

|
L
2
()
C()|u
m
u
k
|
H
1
()
< .
Thus (u
m
[

) is a Cauchy sequence in L
2
(). The space L
2
() is complete, consequently
v L
2
() such that u
m
[

v for m in L
2
().
Uniqueness of v:
Let ( u
k
) be a sequence in C

() such that
( u
k
) ,= (u
m
) and
_
u
k
u in H
1
(),
u
k
[

v in L
2
().
Then, using (5) and the triangle inequality, we obtain
|v v|
L
2
()
= |v u
m
[

+u
m
[

u[

+u[

u
k
[

+ u
k
[

v|
L
2
()
|v u
m
[

|
L
2
()
+|u
m
[

u[

|
L
2
()
+|u[

u
k
[

|
L
2
()
+| u
k
[

v|
L
2
()
|v u
m
[

|
L
2
()
+| u
k
[

v|
L
2
()
+C()(|u
m
u|
H
1
()
+|u u
k
|
H
1
()
) 0 for m, k .
Hence, |v v|
L
2
()
= 0 and thus v = v. We conclude that for all u H
1
() our construction allows
to dene an unique element of L
2
(), which we call the trace of u.
Week 7: Distributions & Sobolev spaces 15
3.4 Spaces H
m
0
()
Remark 7 In what following we write

for functions in Sobolev spaces understanding the deriva-

tive in the sense of distributions.
Denition 13 Dene H
m
0
() as the closure of T() in H
m
().
We admit this characterization of H
m
0
():
Theorem 6 For all domains in R
n
1. u H
m
0
() (u
m
) T() such that u
m
u in H
1
(),
2. H
m
0
() is a Hilbert space with the inner product of H
m
(),
3. H
m
0
() H
m
() (if = R
n
then H
m
0
() = H
m
()),
4. If u H
m
() and v T(), then vu H
m
0
(),
5. H
1
0
() = f H
1
()[ f = 0 on ,
6. H
m
0
() = f H
m
()[ for [[ < m, D

f = 0 on .
Theorem 7 (Poincar inequality) Let be a bounded domain of R
n
.
Then there exists a constant C = C() > 0 depending only on , such that for all u in H
1
0
(),
|u|
L
2
()
C()|u|
L
2
()
, (6)
where
|u|
L
2
()
=
n

k=1
_
_
_
_
_
u
x
k
_
_
_
_
_
L
2
()
.
Proof. Since T() is dense in H
1
0
(), for all u H
1
0
() there exists a sequence of functions
v
k
T() which converges toward u in H
1
0
():
|v
k
u|
H
1
()
0 for k .
Firstly we show (6) for v
k
T(). After it, since the convergence by the norm of H
1
() implies the
convergence of |v
k
u|
L
2
()
and |(v
k
u)|
L
2
()
toward 0, we obtain (6) for u H
1
0
() 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 < x
i
< d
i
, i = 1, . . . , n and d
1
= min
i=1,...,n
d
i
.
As for all k supp v
k
, we extend v
k
from to by 0.
For all v
k
T() we have
v
k
(x
1
, . . . , x
n
) =
_
x
1
0
v
k
y
1
(y
1
, x
2
, . . . , x
n
)dy
1
. (7)
Introducing the following notations x

= (x
2
, . . . , x
n
),

= x

R
n1
[0 < x
i
< d
i
i = 2, . . . , n,
we take the square of (7) and integrate it over :
_

v
2
k
dx =
_
d
1
0
dx
1
_

_
_
x
1
0
v
k
y
1
(y
1
, x

)dy
1
_
2
dx

. (8)
16 Week 7: Distributions & Sobolev spaces
Using the 1D Cauchy-Schwartz inequality
_
_
x
1
0
1
v
k
y
1
(y
1
, x

)dy
1
_
2

_
x
1
0
1
2
dy
1
_
x
1
0
_
v
k
y
1
_
2
dy
1
x
1
_
d
1
0
_
v
k
y
1
_
2
dy
1
,
we obtain
_

v
2
k
dx
_
d
1
0
dx
1
_

_
_
x
1
_
d
1
0
_
v
k
y
1
_
2
dy
1
_
_
dx

=
d
2
1
2
_

_
v
k
y
1
_
2
dx.
Since v
k
0 out of , we conclude that
_

v
2
k
dx
d
2
1
2
_

_
v
k
y
1
_
2
dx,
from where taking the limit by the norm of H
1
, we nd (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 H
m
0
which is
equivalent to | |
m
.
Proof. Instead of the general result, let us prove the equivalence of the norm
|u|
H
1
0
()
=

(u
2
+[u[
2
)dx (9)
and
[u[
1
=

[u[
2
dx = |u|
L
2
()
. (10)
We need to show that there exist constants C
1
> 0 and C
2
> 0, such that
C
2
[u[
1
|u|
H
1
0
()
C
1
[u[
1
.
Thanks to the Poincar inequality and the positivity of the norm, we nd that indeed
|u|
2
L
2
()
|u|
2
L
2
()
+|u|
2
L
2
()
(C
2
() + 1)|u|
2
L
2
()
,
from where it is sucient to take C
2
= 1 and C
1
=
_
C()
2
+ 1.
3.5 Greens formula and integration by parts
Denition 14 If is C
1
, then along is dened the outward pointing unit normal vector
eld = (
1
, . . . ,
n
). The unit normal at any point x
0
is (x
0
).
We denote by the normal derivative of u
u

=< , u >
R
n .
Week 7: Distributions & Sobolev spaces 17
Theorem 9 Let be suciently smooth. Let be the unit outward normal to . Let e
i
be the
canonical basis of R
n
. For any u and v in H
1
() we have
_

u(
i
v) =
_

(
i
u)v +
_

uv cos(, e
i
)
In particular, there is useful formula which can be considered as a classical integration by parts:
_

uv =
_

v
_

uv.
4 Lecture 7.5: 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 inW
m,p
are continuous
(usual disclaimer: we are dealing with classes).
Proposition 6 For any domain in R
n
, we have
W
m,p
() L
q
() for 1/q = 1/p m/n if mp < n
and
W
m,p
() L
q
() for any q [1, [ if mp = n.
Denition 15 Let X and Y be two normed vector spaces. A linear application A : X Y is
compact if from any bounded sequence (x
k
) of elements of X one can extract a subsequence (x
k
l
)
such that its image (Ax
k
l
) 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
() L
r
() for any r [1, q[, where 1/q = 1/p m/n provided mp < n.
2. W
m,p
() L
q
() for any q [1, [ provided mp = n.
3. W
m,p
() C() if mp > n.
Example 8 Let be a a bounded domain of R
2
(n = 2) with a regular boundary and let take
H
1
() = W
1,2
().
As 1 2 = 2, therefore W
1,2
() L
q
() for any q [1, [.
Thus, if |u
k
|
H
1
()
is bounded then, one can extract a subsequence in L
2
() that converges strongly
in L
2
(). The unit ball of H
1
() is compact in L
2
() but not in H
1
().
Let us dene the inclusion operator
Denition 16 The operator i(u) = u which associates u H
1
() with the same u as an element of
L
2
() is called the operator of inclusion of H
1
() in L
2
().
18 Week 7: Distributions & Sobolev spaces
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
() L
2
() is linear, bounded and compact.
Proof. Continuity
We have
|i(u)|
L
2
()
|u|
H
1
()
.
Compactness
Let (u
m
) is a bounded sequence in H
1
():
m |u
m
|
H
1
()
C.
Thus, since
|i(u)|
L
2
()
|u|
H
1
()
C,
the sequence (i(u
m
)) is also bounded in L
2
(). To simplify the notations, we will simply write u
m
for i(u
m
) L
2
.
Since L
2
() is a separable Hilbert space, all bounded sets in L
2
() are weakly compact in L
2
():
(u
m
k
) (u
m
) such that u L
2
() : u
m
k
u L
2
().
As (L
2
())

= L
2
(), by the Riesz theorem,
u
m
k
u L
2
() v L
2
()
_

(u
m
k
u)vdx 0.
We also notice that u
m
k
u L
2
() implies that (u
m
k
) is a Cauchy sequence in L
2
. In addition, if
we take v = 1

, then
_

(u
m
u
k
)dx 0 for k, m +.
On the other hand, we can extend u
m
from to a parallelepiped , containing , such that
u =
_
u, x
0, x
and u H
1
().
We chose this parallelepiped in the way as
, = x[0 < x
i
< d
i
.
Let
=
M
i=1

i
, where
i
=
n
k=1
[a
i
, a
i
+
d
k
N
].
For this it is possible to prove the following inequality for all u H
1
():
_

u
2
dx
M

i=1
1
[
i
[
__

i
udx
_
2
+
n
2
_

k=1
_
d
k
N
_
2
_
u
x
k
_
2
dx. (11)
Thus, for two members of the subsequence u
m
k
with suciently large p and k, we have
|u
p
u
q
|
2
L
2
()
|u
p
u
q
|
2
L
2
()

N
n

i=1
1
[
i
[
__

i
(u
p
u
q
)dx
_
2
+
n
2N
2
n

k=1
d
2
k
_
_
_
_
_
u
p
x
k

u
q
x
k
_
_
_
_
_
2
L
2
()
<

2
+

2
= .
Week 7: Distributions & Sobolev spaces 19
Here we have chosen N such that
n
2N
2
n

k=1
d
2
k
_
_
_
_
_
u
p
x
k

u
q
x
k
_
_
_
_
_
2
L
2
()
<

2
.
Consequently, (u
m
k
) (i.e., (i(u
m
k
))) is a Cauchy sequence in L
2
(), and thus converges strongly in
L
2
().
We conclude this section by
Theorem 12 Let be a bounded domain in R
n
with a locally Lipschitz boundary . If 1/q =
1/p (k l)/n. Then W
k,p
() W
l,q
() and the embedding is continuous.
5 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[, (12)

x

(0) = 0, x

(1) = 0. (13)
We suppose that g L
2
([0, 1]) is given. We want to nd x(t) such that it satises 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.
Dene H = H
1
(]0, 1[), which is a Hilbert space with the inner product
a(u, v) =
_
[0,1]
(u

+uv)d.
Therefore, a(u, v) is symmetric continuous and coercive bilinear form on H
1
(]0, 1[).
We notice that
a(u, u) = |u|
2
H
= |u

|
2
L
2
([0,1])
+|u|
2
L
2
([0,1])
,
from where it follows that
u H |u|
L
2
([0,1])
|u|
H
. (14)
Dene a linear functional on H by
u H f(u) =
_
[0,1]
ugd.
Since H L
2
([0, 1]) and g is a xed element of L
2
([0, 1]), thus the fuctional f(u) is correctly dened.
Actually,
u H f(u) =< g, u >
L
2
([0,1])
.
Let us show that f is continuous on H. Let u
n
H for all n N such that u
n
u in H:
|u
n
u|
H
0 for n +.
20 Week 7: Distributions & Sobolev spaces
Thanks to (14), it follows that u
n
u also in L
2
([0, 1]). Using the continuity of the inner product
in L
2
, it means that
lim
n
f(u
n
) = lim
n
< g, u
n
>
L
2
([0,1])
=< g, lim
n
u
n
>
L
2
([0,1])
=< g, u >
L
2
([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]:

_
[0,1]
(x

u +xu)d =
_
[0,1]
gud.
We can integrate by parts in the usual way:
_
[0,1]
(x

u +xu)d = x

u[
t=1
t=0
+
_
[0,1]
(x

+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

+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.