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Contents
1 Sobolev spaces
1.1 Holder spaces . . . . . . . . . . . . . .
1.2 Measure theory, functional analysis . .
1.3 Sobolev spaces . . . . . . . . . . . . .
1.4 Approximations with smooth functions
1.5 Extensions . . . . . . . . . . . . . . . .
1.6 Traces . . . . . . . . . . . . . . . . . .
1.7 Sobolev inequalities . . . . . . . . . . .
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3 Parabolic equations
3.1 Existence of weak solutions . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2 Regularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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1
1.1
Sobolev spaces
H
older spaces
[u]C 0, () := sup
x6=y
||=k
1.2
Definition 1.3. .
(i) A Banach space is called separable if there is a countable dense subset
(ii) A linear map L : X Y is bounded if there exists a C < such that kLxkY
CkxkX
(iii) The dual space X of a Banach space X is the space of all linear bounded functionals x : X R with norm
kx kX := sup |x (x)|
kxk1
xX
Definition 1.4 (Lp spaces). Lp (), Rn is the set of all measurable functions u : R
for which kukLp () < , where
Z
1/p
|u| dx
p [1, )
kukLp () :=
1.3
Sobolev spaces
Definition 1.8 (Weak derivatives). Let u, v L1loc () and Nn0 . Then we call v the th
weak partial derivative of u if
Z
Z
||
u dx = (1)
vdx Cc ()
1/p
X
kukW k,p :=
k ukpLp
||k
1.4
dx = 1
Rn
Theorem 1.14 (Global approximation). Let Rn , p [1, ) and u W k,p (). Then
there exists (um ) C () (but not necessarily in C ()) with um u in W k,p ()
Definition 1.15. For Rn , we say is C k if for all x , there exists r > 0 and a
C k function : Rn1 R such that, after a relabelling of coordinates, we have
Br (x ) = {x Br (x ) | xn > (x1 , . . . , xn1 )}
Theorem 1.16 (Approximation up to the boundary). If Rn is open with C 1 boundary,
then C k () is a dense set in W k,p ()
1.5
Extensions
Theorem 1.17. Let Rn with C k boundary. Then there exists and extension operator
for every 0 ,
E : W k,p () W0k,p (0 )
with E(u) = u and kEukW k,p (0 ) CkukW k,p ()
1.6
Traces
Theorem 1.18. Let Rn open with C 1 boundary. Then there exists an operator, called
the trace operator,
T r : W 1,p () Lp ()
such that kT r(u)kLp () CkukW 1,p () and T r(u) = u if u C 1 ()
Theorem 1.19 (Trace zero functions in W 1,p ). Assume is bounded and is C 1 . Suppose
furthermore that u W 1,p (). Then
u W01,p () T r(u) = 0 on
3
1.7
Sobolev inequalities
np
np
2.1
Existence of solutions
Z
(aij i uj + bi i u + c)dx =
f dx
for all Cc ()
Theorem 2.3 (Riesz representation theorem). Let H be a Hilbert space and F H . Then
there is a unique f H such that for all x H,
F (x) = (f, x)
Theorem 2.4 (First existence theorem). Let Rn open. Then for any f L2 () there
is a weak solution of
i (aij j u) = f in
u = 0 on
(so bi = c = 0)
Theorem 2.5 (Lax-Milgram). Let H be a Hilbert space, B : H H R a bilinear map
which is bounded and coercive (i.e. there exists > 0 such that B[u, u] kuk2 for all
u H). Then for each F H there is a unique u H such that for all v H,
F (v) = B[u, v]
Theorem 2.6 (Second existence theorem). Let L be an elliptic operator in divergence form.
Then there is a R such that there is a weak solution to
L u := Lu + u = f in
u = 0 on
for every f L2 () if .
5
Lu = 0 in
u = 0 on
Theorem 2.11 (Maximum principle). Let u W 1,2 () satisfy Lu 0 in the weak sense,
i.e.
Z
(aij i uj v + bi i uv + cuv)dx 0
for all v W01,2 () with v 0 almost everywhere. Then
sup u sup u+
2.2
Theorem 2.13 (Interior regularity, Fredholms theorem on the interior). Let Rn open
and let L be an elliptic differential operator of second order in divergence form with
aij C 1 (), bi , c L and
X
X
kaij kC 1 () +
kbi kL + kckL K
i,j
Dih u(x) :=
for x, x + hei , h R, i = 1, . . . , n.
(i) If u W 1,p (), then for 0 and |h| d(0 , )/2 we have
kDih ukLp (0 ) kDi ukLp ()
(ii) If there is a constant K < such that kDih ukLp (0 ) K for all 0 and
h d(0 , )/2, then u is weakly differentiable in direction ei (i u exists weakly)
and ki ukL2 () K
Lemma 2.15 (Cacciopoli inequality). Let L be an elliptic differential operator in divergence
form with bounded coefficients,
X
X
kaij kL +
kbi kL + kckL K
ij
Theorem 2.16 (Global regularity). Lets assume that in addition to the hypotheses in the
interior regularity theorem, we have that is of class C 2 and u W01,2 (). Then
u W 2,2 () and
kukW 2,2 () C(kukL2 () + kf kL2 () )
Theorem 2.17 (Cacciopoli inequality at the boundary). Let L be an alliptic differential
operator in divergence form on B1 (0)+ with
aij C 1 (B1 (0)+ ),
c, bi L (B1 (0)+ )
n
X
i,j=1
Parabolic equations
(3.1)
t u + Lu = f in T
u = 0 on l T
u = g on {t = 0}
if it is a weak solution of (3.1) and it belongs to V (T ) :=
3.1
H 1 (T )
(T )
Lemma 3.3 (Characterisation of weak solutions). Let > 0. Then u is a weak solution of
(3.1) if and only if
Z
Z
t
(t ut + aij i uj t + bi i ut + cut )e dx =
f t et dx
T
for all C (T )
Definition 3.4 (Notation). We introduce some more notation
(i) Let H (T ) = V (T ) =
H 1 (T )
(T )
, H (T ) =
H 1 (T )
(T )
e T ).
Let X(T ) be the closure of C (T ) in X(
Lemma 3.5 (Energy estimates). Define the bounded bilinear functional A : H 1 (T )
X(T ) R by
Z
A(u, ) =
(t ut + aij i uj t + bi i ut + cut )et dx
T
where the coefficients aij , bi , c are all in L . Then for large enough there exist , e > 0
such that
e H 1 ( )
|A(v, v)| kvk
T
when the operator does not depend on time.
Theorem 3.6 (Lions-Lax-Milgram). If A : H X R is a bounded bilinear form, H a
Hilbert space and X a normed space, then the following statements are equivalent:
(i) For all f X there exists u H such that f (v) = A(u, v) for all x X
(ii) There exists > 0 such that inf sup |A(u, v)|
vX uH
kvk=1 kuk=1
Theorem 3.7 (Existence theorem). Given f L2 (T ) and an elliptic operator L in divergence form with bounded coefficients that do not depend on time, and u0 H01 (), there
t u + Lu = f in T
u = 0 on l T
u = u0 on {t = 0}
3.2
Regularity
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