《现代PDE基础》笔记(4)-Sobolev空间 "Basics of Modern PDE" Notes (4)-Sobolev Space
DreamAR

基本定义

默认$\Omega\subset \mathbb{R}^n$为有界区域或外区域(有界区域闭包之补), 边界为$C^\infty$子流形或$C^m$子流形. 对边界的光滑性要求由隐函数定理, 等价于要求$\,\forall\,x\in \partial \Omega,$ $\,\exists\,$邻域$U\ni x,$ $U\cap \partial\Omega$可由$x_j=\varphi(\widehat{x}_j)\in C^\infty/C^m$表示, $1\le j\le n.$

对$m\in \mathbb{N},$ $1\le p\le \infty,$ 定义Sobolev空间$H^{m,p}(\Omega)$为满足条件$D^\alpha u\in L^p(\Omega),$ $\quad |\alpha|\le m$的广义函数$u$全体. 配备范数 $$\parallel u\parallel_{H^{m,p}(\Omega)}=\left(\sum_{|\alpha|\le m}\parallel D^\alpha u\parallel_{L^p(\Omega)}^p\right)^{\frac{1}{p} },\quad 1\le p<\infty,$$ $$\parallel u\parallel_{H^{m,\infty}(\Omega)}=\max_{|\alpha|\le m}\parallel D^\alpha u\parallel_{L^\infty(\Omega)}.$$

由于$L^p(\Omega)$为Banach空间, 容易证明$H^{m,p}(\Omega)$也是Banach空间. 回忆$C^\infty$在$L^p$中稠密, 通过类似的方法可证$C^\infty(\overline{\Omega})$在$H^{m,p}(\Omega)$中稠密(当然$C^m(\overline{\Omega})$在$H^{m,p}(\Omega)$中也稠密). 因此$H^{m,p}(\Omega)$可视为$C^\infty(\overline{\Omega})$在配备$\parallel\cdot\parallel_{H^{m,p}(\Omega)}$模下的完备化空间.

等价模定理

对$f\in H^{m,p}(\Omega),$ 定义基于$H^{m,p}(\mathbb{R}^n)$的模 $$\parallel f\parallel_{\widetilde{H}^{m,p}(\Omega)}=\inf_{\widetilde{f}|_{\Omega}=f}\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)},$$ $\widetilde{f}$即为$f$在$\mathbb{R}^n$上的延拓. 显然对任意延拓$\widetilde{f},$ $\parallel f\parallel_{H^{m,p}(\Omega)}\le \parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)},$ 因此$\parallel f\parallel_{H^{m,p}(\Omega)}\le \parallel f\parallel_{\widetilde{H}^{m,p}(\mathbb{R}^n)}.$ 而接下来我们证明能够找到常数使反过来的不等式也成立, 因此有如下定理:

定理 1.1. $H^{m,p},\widetilde{H}^{m,p}$为等价模.

证: 只需构造一个延拓$\widetilde{f},$ 使得$\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\Omega)},$ $C=C(m,p,\Omega)$与$f$无关即可. 这样有 $$\parallel f\parallel_{H^{m,p}(\Omega)}\le\parallel f\parallel_{\widetilde{H}^{m,p}(\Omega)}\le \parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\Omega)},$$ 定理即证. 由于$C^m(\overline\Omega)$在$H^{m,p}(\Omega)$中稠密, 不妨先对$f\in C^m(\overline{\Omega})$的情况进行讨论.

我们采用Lions延拓的方法. $\,\forall\,x\in \overline{\Omega},$ 若$x\in \Omega,$ 取$O_\delta(x)\subset \Omega;$ 若$x\in \partial\Omega,$ 取$O_\delta(x)$使得$O_\delta(x)\cap \partial\Omega$可由$C^m$函数表示. 那么$\{O_\delta(x)\}$构成$\overline{\Omega}$的开覆盖, 有有限子覆盖$\{O_{\delta_i}(x_i)\}.$ 取从属于之的单位分解$\{\varphi_i\}.$ 那么由于$f=\sum_i \varphi_if,$ 只需对每个$\varphi_i f$做延拓$F_i.$ 由于$\varphi_i$仅与$\Omega$有关, $\,\exists\,C>0$使得 $$\parallel\varphi_i f\parallel_{H^{m,p}(\Omega)}\le C\parallel f\parallel_{H^{m,p}(\Omega)}.$$ 只需令延拓$F_i$满足 $$\parallel F_i\parallel_{H^{m,p}(\mathbb{R}^n)}\le C_i\parallel\varphi_i f\parallel_{H^{m,p}(\Omega)},$$ 这样取$\widetilde{f}=\sum_i F_i$即可.

若$x_i\in \Omega,$ 则取$F_i$为$\varphi_i f$的零延拓即可; 若$x_i\in \partial \Omega,$ 将$\partial \Omega\cap O_{\delta_i}(x_i)$展平, 使$\Omega\cap O_{\delta_i}(x_i)$含于上半平面$\mathbb{H}$中, 过程中$H^{m,p}$模不变. 取定$O_{\delta}(x)$时可要求附加条件: $\Omega^c\cap O_{\delta}(x)$展平后在下半平面的部分包含$\Omega\cap O_{\delta}(x)$的镜像对称. 不然可以缩小$O_{\delta}(x)$在$\Omega$中的部分, 尽管$O_{\delta}(x)$不再是球形邻域.

依然用同样的符号来记展平后的各项元素. 不妨设展平是关于$x_1$的, 记$y=(x_2,\cdots,x_n),$ 那么定义支撑在$O_{\delta_i}(x_i)$上(可做零延拓)的延拓

$$F_i(x_1,y)=\begin{cases} \varphi_i f(x_1,y)&x_1\ge 0\\ \sum_{j=0}^m C_j\varphi_if(-\lambda_j x_1,y)&x_1<0 \end{cases}.$$

它在上下半平面分别都是$C^m$的, 只需验证在$x_1=0$时在$x_1$方向上的正则性. 注意到 只需要保证$\sum_{j=0}^m (-\lambda_j)^kC_j=1,$ $\,\forall\,0\le k\le m,$ 即有$F_i\in C^m(\mathbb{R}^n)\subset H^{m,p}(\mathbb{R}^n).$ 而由于$\det(-\lambda_j)^k$为范德蒙行列式, 只要$\lambda_j>0$互异即有解$\{C_j\}.$ 因此延拓$F_i\in C^m(\mathbb{R}^n)$是可实现的. 将其拉回到初始的$O_{\delta_i}(x_i),$ 做零延拓即可.

这样对$f\in C^m(\Omega),$ 我们找到了合适的延拓$\widetilde{f}\in C^m(\mathbb{R}^n),$ 满足$\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\Omega)}.$ 一般地, 对$f\in H^{m,p}(\Omega),$ 有$f_i\xrightarrow{H^{m,p} } f.$ 此时依照同样的方法构造延拓, 不难证明$\widetilde{f_i}\xrightarrow{H^{m,p} } \widetilde{f}.$ 因此依旧有$\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\mathbb{R}^n)}.$ 命题得证.

事实上证明中令$j$从$1$开始计数即可. 这样虽然延拓是$C^{m-1}$的, 但由于在$x_1=0$两侧是$C^m$的, 延拓$F_i$仍然是$m$阶广义可导的, 且导数落在$L^p$空间中.

Sobolev不等式

又称嵌入定理. 定义齐次Sobolev模 $$|f|_{\dot{H}^{m,p}(\Omega)}=\left(\sum_{|\alpha|=m}\parallel\partial^\alpha f\parallel_{L^p(\Omega)}^p\right)^{\frac{1}{p} }.$$

做关于$x$的量纲分析: 将$x$替换为$kx,$ 多出常数$k^{\frac{n}{p}-m}.$ 与该式相匹配的元素关于$x$的量纲应同样为$\frac{n}{p}-m.$

定理 1.2 (Sobolev不等式(嵌入定理)). 当$\frac{n}{p}=\frac{n}{q}-m$时, 有

$$\parallel f\parallel_{L^p(\Omega)}\le C|f|_{\dot{H}^{m,q}(\Omega)},\quad \,\forall\,f\in C_c^\infty(\Omega)$$

证: 首先先做基本的观察, 让证明的结论变得尽可能简单. 假设$m\ge 2,$ 对$m-1$以下均有不等式成立, 那么 $$\parallel f\parallel_{L^{p}(\Omega)}\le C_{m-1}|f|_{\dot{H}^{m-1,q_1}(\Omega)}.$$ 记$g_\alpha=\partial^\alpha f,$ 那么 $$\parallel g_\alpha\parallel_{L^{q_1}(\Omega)}\le C_1|g_\alpha|_{\dot{H}^{1,q_2}(\Omega)}.$$ 从而得到 $$\parallel f\parallel_{L^p(\Omega)}\le C_1C_{m-1}\sum_{\alpha}|g_\alpha|_{\dot{H}^{1,q_2}(\Omega)}\le C_m|f|_{\dot{H}^{m,q_2}(\Omega)},$$ $C_m$可取为$nC_1 C_{m-1}.$ 由于$\begin{cases} \frac{n}{p}=\frac{n}{q_1}-m+1,\\ \frac{n}{q_1}=\frac{n}{q_2}-1. \end{cases},$ 发现$q_2=q,$ 满足$\frac{n}{p}=\frac{n}{q}-m.$ 因此只需对$m=1$的情形证明即可.

接下来假设$q=1,$ $p=\frac{n}{n-1}$的情况已证明. 那么对一般的$p,q,$ 取$g=|f|^{\frac{p(n-1)}{n} },$ 我们有: $$\parallel f\parallel_{L^p}^{\frac{p(n-1)}{n} }=\parallel g\parallel_{L^{\frac{n}{n-1} } }\le C|g|_{\dot{H}^{1,1} }=\widetilde{C}\sum_{j=1}^n\parallel|f|^{\frac{p(n-1)}{n}-1}\partial_jf\parallel_{L^1}\le \widetilde{\widetilde{C} }|f|_{\dot{H}^{1,q} }\parallel|f|^{\frac{p(n-1)}{n}-1}\parallel_{L^{q^\ast } }.$$ 其中$q^\ast $满足$\frac{1}{q}+\frac{1}{q^\ast }=1.$ 结合$\frac{n}{p}=\frac{n}{q}-1,$ 我们有$q^\ast [\frac{p(n-1)}{n}-1]=p.$ 因此 $$\parallel|f|^{\frac{p(n-1)}{n}-1}\parallel_{L^{q^\ast } }=\parallel f\parallel_{L^{p} }^{\frac{p(n-1)}{n}-1},$$ 将该项挪到不等式左侧, 便给出了一般情况下的证明. 从而只需考虑$q=1,$ $p=\frac{n}{n-1}$的情形.

$n=1$时, $p=\infty,$ 需证$\parallel f\parallel_{L^\infty}\le C|f|_{\dot{H}^{1,1} }.$ 由于$\mathbb{R}^1$上的函数$f\in C_c^\infty(\Omega),$ 结论是显然的, 取$C=1$甚至$\frac{1}{2}$即可. 对一般的$n,$ 假设$n-1$正确, 记$y=(x_2,\cdots,x_n),$ 那么有:

$$\begin{aligned} \parallel f\parallel_{L^{\frac{n}{n-1} } }&=\left(\int_{\mathbb{R} }\int_{\mathbb{R}^{n-1} }|f(x_1,y)|^{\frac{n}{n-1} }dx_1dy\right)^{\frac{n-1}{n} }\\ &\le\left(\int_{\mathbb{R}^{n-1} }\int_{\mathbb{R} }|f(x_1,y)|dx_1\left(\int_{\mathbb{R} }|\partial_1 f(y_1,y)|dy_1\right)^{\frac{1}{n-1} }\right)^{\frac{n-1}{n} }\\ &\le \left|\left|\left(\int_{\mathbb{R} }|\partial_1 f(y_1,y)|dy_1\right)^{\frac{1}{n-1} }\right|\right|_{L^p(\mathbb{R}^{n-1}_y)}^{\frac{n-1}{n} }\left|\left|\int_{\mathbb{R} }|f(y_1,y)|dy_1\right|\right|_{L^q(\mathbb{R}^{n-1}_y)}^{\frac{n-1}{n} } \end{aligned}$$

取$q=\frac{n-1}{n-2},$ 则$p=n-1.$ 应用假设, 有:

$$\begin{aligned} \parallel f\parallel_{L^{\frac{n}{n-1} } }&\le C\left|\left|\int_{\mathbb{R} }|\partial_1 f(y_1,y)|dy_1\right|\right|_{L^1(\mathbb{R}^{n-1}_y)}^{\frac{1}{n} }\left(\sum_{j=2}^m\left|\left|\partial_j\int_{\mathbb{R} }|f(y_1,y)|dy_1\right|\right|_{L^1(\mathbb{R}^{n-1}_y)}\right)^{\frac{n-1}{n} }\\ &\le C\parallel\partial_1 f\parallel_{L^1(\mathbb{R}^n)}^{\frac{1}{n} }\left(\sum_{j=2}^m\parallel\partial_j f\parallel_{L^1(\mathbb{R}^n)}\right)^\frac{n-1}{n}\\ &\le \widetilde{C}\sum_{j=1}^m \parallel\partial_j f\parallel_{L^1(\mathbb{R}^n)}=\widetilde{C}|f|_{\dot{H}^{1,1} } \end{aligned}$$

最后一行不等号由Young不等式得到. 这样便给出了最终的证明.

记$C_c^\infty(\Omega)$按$H^{m,q}$范数完备化得到的空间为$H_0^{m,q}(\Omega),$ 那么不等式对$H_0^{m,q}(\Omega)\cap L^p(\Omega)$中的函数也对. 特别地, 当$\Omega=\mathbb{R}^n$时, $H_0^{m,q}(\mathbb{R}^n)$就是$H^{m,q}(\mathbb{R}^n).$

文章最后更新于 2021-10-25 18:35:52

basic definition

The default $\Omega\subset \mathbb{R}^n$ is the bounded area or the outer area (the complement of the bounded area closure), The boundary is $C^\infty$ submanifold or $C^m$ submanifold. The smoothness requirement of the boundary is determined by the implicit function theorem, Equivalent to requiring $\,\forall\,x\in \partial \Omega,$ $\,\exists\,$ neighborhood $U\ni x,$ $U\cap \partial\Omega$ can be represented by $x_j=\varphi(\widehat{x}_j)\in C^\infty/C^m$, $1\le j\le n.$

pair $m\in \mathbb{N},$ $1\le p\le \infty,$ Define Sobolev space $H^{m,p}(\Omega)$ to satisfy the condition $D^\alpha u\in L^p(\Omega),$ All generalized functions $u$ of $\quad |\alpha|\le m$. Equipped with norm $$\parallel u\parallel_{H^{m,p}(\Omega)}=\left(\sum_{|\alpha|\le m}\parallel D^\alpha u\parallel_{L^p(\Omega)}^p\right)^{\frac{1}{p} },\quad 1\le p<\infty,$$ $$\parallel u\parallel_{H^{m,\infty}(\Omega)}=\max_{|\alpha|\le m}\parallel D^\alpha u\parallel_{L^\infty(\Omega)}.$$

Since $L^p(\Omega)$ is a Banach space, it is easy to prove that $H^{m,p}(\Omega)$ is also a Banach space. Memories $C^\infty$ are dense in $L^p$, Through a similar method, it can be proved that $C^\infty(\overline{\Omega})$ is dense in $H^{m,p}(\Omega)$ (of course $C^m(\overline{\Omega})$ is also dense in $H^{m,p}(\Omega)$). Therefore $H^{m,p}(\Omega)$ can be regarded as the complete space of $C^\infty(\overline{\Omega})$ equipped with $\parallel\cdot\parallel_{H^{m,p}(\Omega)}$ mode.

Equivalent modular theorem

Define the module based on $H^{m,p}(\mathbb{R}^n)$ for $f\in H^{m,p}(\Omega),$ $$\parallel f\parallel_{\widetilde{H}^{m,p}(\Omega)}=\inf_{\widetilde{f}|_{\Omega}=f}\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)},$$ $\widetilde{f}$ is the extension of $f$ on $\mathbb{R}^n$. Obviously for any continuation $\widetilde{f},$ $\parallel f\parallel_{H^{m,p}(\Omega)}\le \parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)},$ Therefore$\parallel f\parallel_{H^{m,p}(\Omega)}\le \parallel f\parallel_{\widetilde{H}^{m,p}(\mathbb{R}^n)}.$ Next we prove that we can find constants that make the converse inequality true, so we have the following theorem:

Theorem 1.1. $H^{m,p},\widetilde{H}^{m,p}$ is the equivalent module.

Certificate: Just construct a continuation $\widetilde{f},$ Make$\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\Omega)},$ $C=C(m,p,\Omega)$ has nothing to do with $f$. In this way, $$\parallel f\parallel_{H^{m,p}(\Omega)}\le\parallel f\parallel_{\widetilde{H}^{m,p}(\Omega)}\le \parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\Omega)},$$ The theorem is proved. Since $C^m(\overline\Omega)$ is dense in $H^{m,p}(\Omega)$, Let us first discuss the situation of $f\in C^m(\overline{\Omega})$.

We adopt the method of Lions extension. $\,\forall\,x\in \overline{\Omega},$ If $x\in \Omega,$ take $O_\delta(x)\subset \Omega;$ if $x\in \partial\Omega,$ Take $O_\delta(x)$ so that $O_\delta(x)\cap \partial\Omega$ can be represented by the $C^m$ function. Then $\{O_\delta(x)\}$ constitutes the open coverage of $\overline{\Omega}$, There is finite subcoverage $\{O_{\delta_i}(x_i)\}.$ Taking the partition of unity $\{\varphi_i\}.$ belonging to it, then since $f=\sum_i \varphi_if,$ You only need to extend $F_i.$ for each $\varphi_i f$. Since $\varphi_i$ is only related to $\Omega$, $\,\exists\,C>0$ makes $$\parallel\varphi_i f\parallel_{H^{m,p}(\Omega)}\le C\parallel f\parallel_{H^{m,p}(\Omega)}.$$ Just make the continuation $F_i$ satisfy $$\parallel F_i\parallel_{H^{m,p}(\mathbb{R}^n)}\le C_i\parallel\varphi_i f\parallel_{H^{m,p}(\Omega)},$$ Just take $\widetilde{f}=\sum_i F_i$.

If $x_i\in \Omega,$, then take $F_i$ as the zero continuation of $\varphi_i f$; If$x_i\in \partial \Omega,$ Flatten $\partial \Omega\cap O_{\delta_i}(x_i)$, Let $\Omega\cap O_{\delta_i}(x_i)$ be contained in the upper half plane $\mathbb{H}$, The module $H^{m,p}$ remains unchanged during the process. Additional conditions may be required when determining $O_{\delta}(x)$: The flattened part of $\Omega^c\cap O_{\delta}(x)$ contains the mirror symmetry of $\Omega\cap O_{\delta}(x)$ in the lower half plane. Otherwise, you can reduce the part of $O_{\delta}(x)$ in $\Omega$, Although $O_{\delta}(x)$ is no longer a spherical neighborhood.

Still use the same symbols to record the flattened elements. Let’s assume that the flattening is about $x_1$, Note$y=(x_2,\cdots,x_n),$ Then define the extension supported on $O_{\delta_i}(x_i)$ (zero extension can be done)

$$F_i(x_1,y)=\begin{cases} \varphi_i f(x_1,y)&x_1\ge 0\\ \sum_{j=0}^m C_j\varphi_if(-\lambda_j x_1,y)&x_1<0 \end{cases}.$$

It is $C^m$ in the upper and lower half-planes respectively. You only need to verify the regularity in the $x_1$ direction at $x_1=0$. Note that only the guarantee $\sum_{j=0}^m (-\lambda_j)^kC_j=1,$ is required $\,\forall\,0\le k\le m,$ That is $F_i\in C^m(\mathbb{R}^n)\subset H^{m,p}(\mathbb{R}^n).$ And since $\det(-\lambda_j)^k$ is the Vandermonde determinant, As long as $\lambda_j>0$ are different from each other, there is a solution $\{C_j\}.$ Therefore continuation $F_i\in C^m(\mathbb{R}^n)$ is achievable. Just pull it back to the initial $O_{\delta_i}(x_i),$ and do zero extension.

So to $f\in C^m(\Omega),$ We found the right continuation $\widetilde{f}\in C^m(\mathbb{R}^n),$ Satisfy$\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\Omega)}.$ Generally, for $f\in H^{m,p}(\Omega),$ there is $f_i\xrightarrow{H^{m,p} } f.$ At this time, follow the same method to construct the continuation, It is not difficult to prove $\widetilde{f_i}\xrightarrow{H^{m,p} } \widetilde{f}.$ Therefore there is still $\parallel\widetilde{f}\parallel_{H^{m,p}(\mathbb{R}^n)}\le C\parallel f\parallel_{H^{m,p}(\mathbb{R}^n)}.$ The proposition is proved.

In fact, in the proof, just let $j$ start counting from $1$. In this way, although the continuation is $C^{m-1}$, However, since there are $C^m$ on both sides of $x_1=0$, the continuation $F_i$ is still generalized differentiable of order $m$, And the derivative falls in $L^p$ space.

Sobolev's inequality

also known as Embedding theorem. Define homogeneous Sobolev modules $$|f|_{\dot{H}^{m,p}(\Omega)}=\left(\sum_{|\alpha|=m}\parallel\partial^\alpha f\parallel_{L^p(\Omega)}^p\right)^{\frac{1}{p} }.$$

Do a dimensional analysis on $x$: Replace $x$ with $kx,$ and have an extra constant $k^{\frac{n}{p}-m}.$ The dimension of the element matching this formula with respect to $x$ should also be $\frac{n}{p}-m.$

Theorem 1.2 (Sobolev’s inequality (embedded theorem)). When $\frac{n}{p}=\frac{n}{q}-m$, there is

$$\parallel f\parallel_{L^p(\Omega)}\le C|f|_{\dot{H}^{m,q}(\Omega)},\quad \,\forall\,f\in C_c^\infty(\Omega)$$

Certificate: First make basic observations to make the conclusion of the proof as simple as possible. Assumption $m\ge 2,$ For $m-1$, the following inequalities are established, then $$\parallel f\parallel_{L^{p}(\Omega)}\le C_{m-1}|f|_{\dot{H}^{m-1,q_1}(\Omega)}.$$ Remember $g_\alpha=\partial^\alpha f,$ Then $$\parallel g_\alpha\parallel_{L^{q_1}(\Omega)}\le C_1|g_\alpha|_{\dot{H}^{1,q_2}(\Omega)}.$$ thus getting $$\parallel f\parallel_{L^p(\Omega)}\le C_1C_{m-1}\sum_{\alpha}|g_\alpha|_{\dot{H}^{1,q_2}(\Omega)}\le C_m|f|_{\dot{H}^{m,q_2}(\Omega)},$$ $C_m$ can be taken as $nC_1 C_{m-1}.$ Since $\begin{cases} \frac{n}{p}=\frac{n}{q_1}-m+1,\\ \frac{n}{q_1}=\frac{n}{q_2}-1. \end{cases},$ finds $q_2=q,$ satisfies $\frac{n}{p}=\frac{n}{q}-m.$ Therefore, we only need to prove the case of $m=1$.

Next, assume that the situation of $q=1,$ $p=\frac{n}{n-1}$ has been proved. Then for the general $p,q,$ Taking $g=|f|^{\frac{p(n-1)}{n} },$ we have: $$\parallel f\parallel_{L^p}^{\frac{p(n-1)}{n} }=\parallel g\parallel_{L^{\frac{n}{n-1} } }\le C|g|_{\dot{H}^{1,1} }=\widetilde{C}\sum_{j=1}^n\parallel|f|^{\frac{p(n-1)}{n}-1}\partial_jf\parallel_{L^1}\le \widetilde{\widetilde{C} }|f|_{\dot{H}^{1,q} }\parallel|f|^{\frac{p(n-1)}{n}-1}\parallel_{L^{q^\ast } }.$$ Among them $q^\ast $ satisfies $\frac{1}{q}+\frac{1}{q^\ast }=1.$ Combining $\frac{n}{p}=\frac{n}{q}-1,$ we have $q^\ast [\frac{p(n-1)}{n}-1]=p.$ therefore $$\parallel|f|^{\frac{p(n-1)}{n}-1}\parallel_{L^{q^\ast } }=\parallel f\parallel_{L^{p} }^{\frac{p(n-1)}{n}-1},$$ By moving this term to the left side of the inequality, the proof in general is given. So we only need to consider $q=1,$ $p=\frac{n}{n-1}$ situation.

When $n=1$, $p=\infty,$ Certificate required$\parallel f\parallel_{L^\infty}\le C|f|_{\dot{H}^{1,1} }.$ Since the function $f\in C_c^\infty(\Omega),$ on $\mathbb{R}^1$, the conclusion is obvious, Just take $C=1$ or even $\frac{1}{2}$. For general $n,$, assuming $n-1$ is correct, Note $y=(x_2,\cdots,x_n),$ Then there are:

$$\begin{aligned} \parallel f\parallel_{L^{\frac{n}{n-1} } }&=\left(\int_{\mathbb{R} }\int_{\mathbb{R}^{n-1} }|f(x_1,y)|^{\frac{n}{n-1} }dx_1dy\right)^{\frac{n-1}{n} }\\ &\le\left(\int_{\mathbb{R}^{n-1} }\int_{\mathbb{R} }|f(x_1,y)|dx_1\left(\int_{\mathbb{R} }|\partial_1 f(y_1,y)|dy_1\right)^{\frac{1}{n-1} }\right)^{\frac{n-1}{n} }\\ &\le \left|\left|\left(\int_{\mathbb{R} }|\partial_1 f(y_1,y)|dy_1\right)^{\frac{1}{n-1} }\right|\right|_{L^p(\mathbb{R}^{n-1}_y)}^{\frac{n-1}{n} }\left|\left|\int_{\mathbb{R} }|f(y_1,y)|dy_1\right|\right|_{L^q(\mathbb{R}^{n-1}_y)}^{\frac{n-1}{n} } \end{aligned}$$

Taking $q=\frac{n-1}{n-2},$ then $p=n-1.$ and applying assumptions, there are:

$$\begin{aligned} \parallel f\parallel_{L^{\frac{n}{n-1} } }&\le C\left|\left|\int_{\mathbb{R} }|\partial_1 f(y_1,y)|dy_1\right|\right|_{L^1(\mathbb{R}^{n-1}_y)}^{\frac{1}{n} }\left(\sum_{j=2}^m\left|\left|\partial_j\int_{\mathbb{R} }|f(y_1,y)|dy_1\right|\right|_{L^1(\mathbb{R}^{n-1}_y)}\right)^{\frac{n-1}{n} }\\ &\le C\parallel\partial_1 f\parallel_{L^1(\mathbb{R}^n)}^{\frac{1}{n} }\left(\sum_{j=2}^m\parallel\partial_j f\parallel_{L^1(\mathbb{R}^n)}\right)^\frac{n-1}{n}\\ &\le \widetilde{C}\sum_{j=1}^m \parallel\partial_j f\parallel_{L^1(\mathbb{R}^n)}=\widetilde{C}|f|_{\dot{H}^{1,1} } \end{aligned}$$

The inequality sign in the last line is obtained from Young's inequality. This gives the final proof.

Note that the space obtained by completing $C_c^\infty(\Omega)$ according to the $H^{m,q}$ norm is $H_0^{m,q}(\Omega),$ Then the inequality is also true for the function in $H_0^{m,q}(\Omega)\cap L^p(\Omega)$. In particular, When $\Omega=\mathbb{R}^n$, $H_0^{m,q}(\mathbb{R}^n)$ is $H^{m,q}(\mathbb{R}^n).$

The article was last updated on 2021-10-25 18:35:52

  • 本文标题:《现代PDE基础》笔记(4)-Sobolev空间
  • 本文作者:DreamAR
  • 创建时间:2021-10-24 22:48:18
  • 本文链接:https://dream0ar.github.io/2021/10/24/《现代PDE基础》笔记(4)-Sobolev空间/
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