1

1.1

Appendix: Sobolev spaces and the trace theorem.

Sobolev spaces in the whole domains

Suppose that 1 p , p is real. Let be a non-empty open subset of Rn . The Sobolev space
Wpr () of order r N based on the space Lp () is defined by
Wpr () := {u Lp () / u Lp (), for || r}
where := (1 , 2 , ..., n ), j N, is a multi-index, || = 1 + 2 + ... + n and u =
xn xn1 ...x1 u. Here u is viewed as a distribution on . So the condition u Lp ()
means that there exists a functions g Lp () such that
< u, >= (1)|| < g , > for all D() := {u C (), supp u }
where C () := r>0 C r (). Such functions g is called the weak partial derivative of u.
The space Wpr () induced with the norm

kukWpr () :=

XZ

| u| dx

is a Banach space. If p = , then we take

r () :=
kukW

sup | u(x)|.

r x

Remark that we assumed r N. To define Wpr () for r R, we denote the semi-norm:

Z Z
|u|,p, :=

|u(x) u(y)|p
dxdy
|x y|n+p

Z Z

and

|u(x) u(y)|
|x y|+n/p

1
dxdy

, for 0 < < 1

|u(x) u(y)|
|x y|
x,y

|u|,, := sup
which is called the Holder semi-norm.
For s = r + , 0 < < 1, we define

Wps () := u Wpr () / | u|,p, < , for || = r

Wps () equipped with the norm

kukWps () :=

kukp r
Wp ()

| u|,p,

||=r

is also a Banach space.

For the case p = 2, we use the notation H s () instead of Wps (), s > 0, s R.
1

A first important property of these spaces is that for every s, t R, s > t > 0, the injection
H s () H t () is compact.
For every real s > 0, we set:
kkH s ()

H0s () := D()

For every s > 0, we define the Sobolev space with a negative order s as the dual space of
H0s (), i.e.
H s () := (H0s ()) .
The space H s () is equipped with norm of dual spaces:
u H s (), kukH s () :=

| < u, v > |
=
vH0s () kvkH s ()
sup

sup
| < u, v > |
s
v H0 (),
kvkH s () = 1

Here, the functional

< u, >: H0s () C
v 7< u, v >
is the duality mapping, i.e. u defines a linear functional on H0s ().
As a result, we have also for every s, t R, s > t > 0, the injection H t () H s () is
compact.

1.2

Sobolev spaces on the boundaries.

We start by assuming that has a boundary given by a graph of class C k1,1 , i.e.

:= (x0 , (x0 )), x0 Rn1

where : Rn1 R is of class C k1,1 ( C k1 and (k1) has a bounded derivative). Think
of as, for instance, a perturbed half space in Rn . If k = 1, is called Lipschitz, i.e. of class
C 0,1 .
Let := . For u L2 (), we define u (x0 ) := u(x0 , (x0 )), for x0 Rn1 . We set

H s () := u L2 (); u H s (Rn1 ) , for 0 |s| k.

We equip it with the inner product
(u, v)H s () := (u , v )H s (Rn1 ) .
H s () equipped with this inner product is a Hilbert space.
For 0 |s| k, we define the dual space of H s () as
H s () := (H s ())
equipped with the norm of dual spaces kukH s (): = supvH s ()

|<u,v>|
kvkH s () .

Now, we consider the general case where is an open set of Rn of class C k1,1 . By definition,
this means that there exist finite families {Wj } and {j } having the following properties:
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 The family {Wj } is a finite cover of , i.e. each Wj is an open set of Rn and Wj .
Each j can be transformed to a C k1,1 -hypergraph by a rigid transformation, i.e. by a
rotation plus a translation.
The set satisfies Wj = Wj j for each j.
Hence, we can choose a partition of unity {j } associated to the cover {Wj }, i.e. we choose
P
j C k1,1 (Wj ), with compact support in Wj , satisfying j j (x) = 1 for all x .
s
g
Hence we say that u H s () if and only if
j u H (j ) where
(
j u, in Wj
g

j u :=
0, in j \ Wj .

We denote by
kukH s () :=

g
k
j ukH s (j ) .

This norm is independent on the choice of the partition of unity.

For 0 s k, we define H s () := (H s ()) equipped with the norm
kukH s () :=

1.3

| < u, v > |
.
vH s () kvkH s ()
sup

The trace theorem

The following theorem is of fundamental importance in studying the boundary value problems.
theorem 1.1 Define the trace operator : C () C () by:
u := u| .
If is a C k1,1 -domain and if
operator

1
2

< s < k, then has a unique extension to a bounded linear

1

: H s () H s 2 ()
and this extension has a continuous right inverse.