MATH 8141, PDES

FALL 2010, C. E. GUTIERREZ

PRELIMINARIES
NOTATION
Given 1 , ..., n non-negative integers we set = (1 , ..., n ), ! = 1 !...n !, || =
||
1 + ... + n , D =
. Given a complex-valued function f (x), the support of
1
n
x1 ...x
n
f is the closure of the set {x : f (x) 6= 0}. Given f and g measurable, complex-valued
functions defined over Rn the convolution of f and g is the function defined by
Z
f g(x) =
f (x y)g(y) dy.
Rn

Given an open subset of Rn the following classes are defined:

C N ()
= {f : C; f and all its derivatives up the order N are continuous functions in },
C ()
= {f : C; f and all its derivatives of any order are continuous functions in },
C0 () = {f : C; f C () and supp(f ) is a compact subset of },
S = {f : Rn C; f C (Rn ), and sup |x D f (x)| < , , }.
xRn

1. Taylors Formula.
Let Rn , open and convex, x0 , and let f C N +1 (). Then for x in a
neighborhood of x0 we have
X D f (x0 )
(x x0 ) + RN (x),
f (x) =
!
||N

where
1
RN (x) =
N!

Z
0

(1 t)N (

d N +1
)
(f (x0 + t(x x0 ))) dt,
dt

and
RN (x) = o(|x x0 |N +1 ),

as x x0 .
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8141, PDES, FALL 2010, C. E. GUTIERREZ

2. Leibnizs Formula.
Let P (x1 , ..., xn ) be a polynomial in n variables with complex coefficients. If u(x) and
v(x) are C -functions (or sufficiently smooth) we have
P (D)(uv)(x) =

X P () (D)u(x)

D v(x).

In particular
D (uv)(x) =

!
D u(x)D v(x).
!( )!

To prove this formula we may note the fact that

P (D)ex = P ()ex ,
where x =

Pn

i=1

xi i .

3. The Inverse Function Theorem.

Let 1 Rn , 2 Rm , open sets, and u : 1 2 . We say that the function u is a
C k -diffeomorphism if u is bijective, u C k (1 ), and its inverse function u1 C k (2 ).
Let Rn open, a , and f : Rn is function such that f C k (), f (x) =
(f1 (x), ..., fn (x)). If the Jacobian matrix of f is the n n matrix given by


fi
Jf (x) =
(x)
xj
ij
If the Jacobian determinant


det


fi
(a) 6= 0,
xj

then there exist a neighborhood U of a and a neighborhood V of b = f (a) such that

f /U : U V is a C k -diffeomorphism. In addition, if f 1 denotes the inverse function of
f , then the first derivatives of f 1 are given by
Jf 1 (f (x)) = Jf (x)1 .

4. Implicit Function Theorem.

Let Rn Rm an open set, and let f : Rm be a C k -function in , f (x, y) =
(f1 (x, y), ..., fm (x, y)), x Rn and y Rm . Let (a, b) such that
f (a, b) = 0,
and suppose that the Jacobian determinant


fi
det
(a, b) 6= 0.
yj


8141, PDES, FALL 2010, C. E. GUTIERREZ

Then there exist a neighborhood U of a, a neighborhood V of b, and a function g : U V ,

g C k (U ) such that
g(a) = b,
and
x U.

f (x, g(x)) = 0,

5. The Divergence Theorem.

Let Rn be a bounded, open and connected set such that its boundary is C 1 . Let
denote the unit outward normal to . Given any vector field W (x) = (w1 (x), ..., wn (x))
which is C 1 (), we then have
Z
Z
divW dx =
W d(x).

6. Differentiation under the integral sign.

Let Rn measurable, and x0 Rn . Suppose that f (x, t), x, t Rn is a function
such that
f (x, ) L1 (),
for |x x0 | < ,
f
and the partial derivative
(x, t) exists and there exists g(t) L1 () such that
xj



 f
 g(t),

(x,
t)

 xj
for t and |x x0 | < .
Then the function

Z
F (x) =

f (x, t) dt

is differentiable with respect to xj in and

Z
f
F
(x) =
(x, t) dt.
xj
xj
7. Minkowskys inequality.
Let 1 p < . If f (x, y) is a measurable function in Rn Rm then
Z Z
p 1/p Z Z
1/p
p
|f (x, y)| dx
dy

|f (x, y)| dy
dx.
Rn

Rm

Rm

Rn

8. H
olders inequality.
1 1
Let 1 p , + = 1. Then
p q
Z
|f (x)g(x)| dx kf kp kgkq .
Rn


8141, PDES, FALL 2010, C. E. GUTIERREZ

9. Youngs inequality.
Let 1 p , f L1 (Rn ) and g Lp (Rn ). Then
kf gkp kf k1 kgkp .

10. Let 1 p , f Lp (Rn ) and g Lq (Rn ) with

1 1
+ = 1. Then
p q

kf gk kf kp kgkq .
11. Let f be a function defined over Rn , h Rn , and the translation operator h f (x) =
f (x h). If 1 p < and f Lp (Rn ) then
kh f f kp 0,

as h 0.

If p = the result is false.

12. Let L1 (Rn ),
then

R
Rn

(x) dx = a,  (x) = n (x/). If 1 p < , and f Lp (Rn )

in Lp -norm.

f  af,

If f L and f is uniformly continuous on A Rn then

f  af,

uniformly in A.

If a = 1 then the family  is called an approximation of the identity.

13. Let 1 p . If f Lp and S then f C and we have
D (f )(x) = f D (x),

14. Let

f (t) =

e1/(1t ) , for |t| < 1

0,

for |t| 1.

Then f C0 (Rn ). Show that there exists f C0 (Rn ) such that

supp(f ) = Br (x0 ) = {x Rn : |x x0 | r}.

15. supp(f g) supp(f ) + supp(g) = {x + y : x supp(f ), y supp(g)}.

16. The class C0 (Rn ) is dense in Lp (Rn ), 1 p < .