Sob Spac Lioni 2020-I

A First Course
in Sobolev Spaces
Giovanni Leoni
Graduate Studies
in Mathematics
Volume IOS
American Mathematical Society

A First Course
in Sobolev Spaces
A First Course
in Sobolev Spaces
Giovanni Leoni
Graduate Studies
in Mathematics
Volume 105
American Mathematical Society

Providence, Rhode Island
Editorial Board
David Cox (Chair)
Steven G. Krantz
Rafe Mazzeo
Martin Scharlemann
2000 Mathematics Subject Classification. Primary 46E35; Secondary 26A24, 26A27,

26A30, 26A42, 26A45, 26A46, 26A48, 26B30.
For additional information and updates on this book, visit

www.ams.org/bookpages/gsm-105
Library of Congress Cataloging-in-Publication Data

Leoni, Giovanni, 1967-
A first course in Sobolev spaces / Giovanni Leoni.
p. cm. - (Graduate studies in mathematics ; v. 105)
Includes bibliographical references and index.
ISBN 978-0-8218-4768-8 (alk. paper)
1. Sobolev spaces. I. Title.
QA323.L46 2009
515'.782-dc22 2009007620
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Contents
Preface ix
Acknowledgments xv
Part 1. Functions of One Variable

Chapter 1. Monotone Functions 3
§1.1. Continuity 3
§1.2. Differentiability 8
Chapter 2. Functions of Bounded Pointwise Variation 39

§2.1. Pointwise Variation 39
§2.2. Composition in BPV (I) 55
§2.3. The Space BPV (I) 59

§2.4. Banach Indicatrix 66
Chapter 3. Absolutely Continuous Functions 73
§3.1. AC(I) Versus BPV(I) 73
§3.2. Chain Rule and Change of Variables 94

§3.3. Singular Functions 107
Chapter 4. Curves 115
§4.1. Rectifiable Curves and Arclength 115
§4.2. Frechet Curves 130
§4.3. Curves and Hausdorff Measure 134
§4.4. Jordan's Curve Theorem 146
v
vi Contents
Chapter 5. Lebesgue-Stieltjes Measures 155

§5.1. Radon Measures Versus Increasing Functions 155
§5.2. Signed Borel Measures Versus BPV (1) 161
§5.3. Decomposition of Measures 166
§5.4. Integration by Parts and Change of Variables 181
Chapter 6. Decreasing Rearrangement 187

§6.1. Definition and First Properties 187
§6.2. Absolute Continuity of u* 202
§6.3. Derivative of u* 209
Chapter 7. Functions of Bounded Variation and Sobolev Functions 215

§7.1. BV (St) Versus BPV (1) 215
§7.2. Sobolev Functions Versus Absolutely Continuous Functions 222
Part 2. Functions of Several Variables

Chapter 8. Absolutely Continuous Functions and Change of
Variables 231
§8.1. The Euclidean Space RN 231
§8.2. Absolutely Continuous Functions of Several Variables 234
§8.3. Change of Variables for Multiple Integrals 242
Chapter 9. Distributions 255

§9.1. The Spaces DK (fl), D (1k), and D' (St) 255
§9.2. Order of a Distribution 264
§9.3. Derivatives of Distributions and Distributions as Derivatives 266
§9.4. Convolutions 275
Chapter 10. Sobolev Spaces 279

§10.1. Definition and Main Properties 279
§10.2. Density of Smooth Functions 283
§ 10.3. Absolute Continuity on Lines 293
§10.4. Duels and Weak Convergence 298
§10.5. A Characterization of W1,P (St) 305
Chapter 11. Sobolev Spaces: Embeddings 311

§11.1. Embeddings: 1 N 335
Contents vii
§11.4. Lipschitz Functions 341
Chapter 12. Sobolev Spaces: Further Properties 349

§12.1. Extension Domains 349
§12.2. Poincare Inequalities 359
Chapter 13. Functions of Bounded Variation

§13.1. Definition and Main Properties
§13.2. Approximation by Smooth Functions
§ 13.3. Bounded Pointwise Variation on Lines
§13.4. Coarea Formula for BV Functions
§13.5. Embeddings and Isoperimetric Inequalities
§13.6. Density of Smooth Sets
§13.7. A Characterization of BV (fl)
Chapter 14. Besov Spaces
§14.1. Besov Spaces B,P,e, 0 < s < 1
§14.2. Dependence of B8,P,O on s
§14.3. The Limit of Bs,P.e as s - 0+ and s - 1-
§14.4. Dependence of Bs.n,e on 0
§14.5. Dependence of Bs.P.e on s and p
§ 14.6. Embedding of Bs,P'e into LQ
§14.7. Embedding of W1,P into B1.4
§14.8. Besov Spaces and Fractional Sobolev Spaces
Chapter 15. Sobolev Spaces: Traces
§15.1. Traces of Functions in W',' (fl)
§15.2. Traces of Functions in BV (St)
§15.3. Traces of Functions in W1.P (1k), p > 1
§15.4. A Characterization of W' 1' (fl) in Terms of Traces
Chapter 16. Sobolev Spaces: Symmetrization
§16.1. Symmetrization in LP Spaces
§16.2. Symmetrization of Lipschitz Functions
§16.3. Symmetrization of Piecewise Affine Functions
§16.4. Symmetrization in W1,P and BV
Appendix A. Functional Analysis

§A.1. Metric Spaces
viii Contents
§A.2. Topological Spaces 494

§A.3. Topological Vector Spaces 497
§A.4. Normed Spaces 501
§A.5. Weak Topologies 503
§A.6. Hilbert Spaces 506
Appendix B. Measures 507
§B.1. Outer Measures and Measures 507
§B.2. Measurable and Integrable Functions 511
§B.3. Integrals Depending on a Parameter 519
§B.4. Product Spaces 520
§B.5. Radon-Nikodym's and Lebesgue's Decomposition
Theorems 522
§B.6. Signed Measures 523
§B.7. LP Spaces 526
§B.8. Modes of Convergence 534
§B.9. Radon Measures 536
§B.10. Covering Theorems in RN 538
Appendix C. The Lebesgue and Hausdorff Measures 543
§C.1. The Lebesgue Measure 543
§C.2. The Brunn-Minkowski Inequality and Its Applications 545
§C.3. Conv olutions 550
§C.4. Molli fiers 552
§C.5. Diffe rentiable Functions on Arbitrary Sets 560
§C.6. Maxi mal Functions 564
§C.7. Anis otropic L Spaces 568
§C.8. Haus dorff Measures 572
Appendix D. Notes 581
Appendix E. Notation and List of Symbols 587

Bibliography 593
Index 603
Preface
The Author List, I. giving credit where credit is due. The first
author: Senior grad student in the project. Made the figures.
-Jorge Chaut, www.phdcomics.com
There are two ways to introduce Sobolev spaces: The first is through the el-
egant (and abstract) theory of distributions developed by Laurent Schwartz
in the late 1940s; the second is to look at them as the natural development
and unfolding of monotone, absolutely continuous, and BV functions' of one
variable.
To my knowledge, this is one of the first books to follow the second
approach. I was more or less forced into it: This book is based on a series of
lecture notes that I wrote for the graduate course "Sobolev Spaces", which
I taught in the fall of 2006 and then again in the fall of 2008 at Carnegie
Mellon University. In 2006, during the first lecture, I found out that half
of the students were beginning graduate students with no background in
functional analysis (which was offered only in the spring) and very little in
measure theory (which, luckily, was offered in the fall). At that point I had
two choices: continue with a classical course on Sobolev spaces and thus
loose half the class after the second lecture or toss my notes and rethink the
entire operation, which is what I ended up doing.
I decided to begin with monotone functions and with the Lebesgue dif-
ferentiation theorem. To my surprise, none of the students taking the class
had actually seen its proof.
I then continued with functions of bounded pointwise variation and abso-
lutely continuous functions. While these are included in most books on real
analysis/measure theory, here the perspective and focus are rather different,
in view of their applications to Sobolev functions. Just to give an example,
1BV functions are functions of bounded variation.
ix
x Preface
most books study these functions when the domain is either the closed in-
terval [a, b] or R. I needed, of course, open intervals (possibly unbounded).
This changed things quite a bit. A lot of the simple characterizations that
hold in [a, b) fall apart when working with arbitrary unbounded intervals.
After the first three chapters, in the course I actually jumped to Chapter
7, which relates absolutely continuous functions with Sobolev functions of
one variable, and then started with Sobolev functions of several variables.
In the book I included three more chapters: Chapter 4 studies curves and
arclength. I think it is useful for students to see the relation between recti-
fiable curves and functions with bounded pointwise variation.
Some classical results on curves that most students in analysis have
heard of, but whose proof they have not seen, are included, among them
Peano's filling curve and the Jordan curve theorem.
Section 4.3 is more advanced. It relates rectifiable curves with the flI
Hausdorff measure. Besides Hausdorff measures, it also makes use of the
Vitali-Besicovitch covering theorem. All these results are listed in Appen-
dices B and C.
Chapter 5 introduces Lebesgue-Stieltjes measures. The reading of this
chapter requires some notions and results from abstract measure theory.
Again it departs slightly from modern books on measure theory, which in-
troduce Lebesgue-Stieltjes measures only for right continuous (or left) func-
tions. I needed them for an arbitrary function, increasing or with bounded
pointwise variation. Here, I used the monograph of Saks 11451. I am not
completely satisfied with this chapter: I have the impression that some of
the proofs could have been simplified more using the results in the previous
chapters. Readers' comments will be welcome.
Chapter 6 introduces the notion of decreasing rearrangement. I used
some of these results in the second part of the book (for Sobolev and Besov
functions). But I also thought that this chapter would be appropriate for
the first part. The basic question is how to modify a function that is not
monotone into one that is, keeping most of the good properties of the original
function. While the first part of the chapter is standard, the results in the
last two sections are not covered in detail in classical books on the subject.
As a final comment, the first part of the book could be used for an ad-
vanced undergraduate course or beginning graduate course on real analysis
or functions of one variable.
The second part of the book starts with one chapter on absolutely con-
tinuous transformations from domains of RN into RN. I did not cover this
chapter in class, but I do think it is important in the book in view of its ties
with the previous chapters and their applications to the change of variables
Preface xi
formula for multiple integrals and of the renewed interest in the subject in
recent years. I only scratched the surface here.
Chapter 9 introduces briefly the theory of distributions. The book is
structured in such a way that an instructor could actually skip it in case the
students do not have the necessary background in functional analysis (as was
true in my case). However, if the students do have the proper background,
then I would definitely recommend including the chapter in a course. It is
really important.
Chapter 10 starts (at long last) with Sobolev functions of several vari-
ables. Here, I would like to warn the reader about two quite common miscon-
ceptions. Believe it or not, if you ask a student what a Sobolev function is,
often the answer is "A Sobolev function is a function in L" whose derivative
is in Lv" This makes the Cantor function a Sobolev function :(
I hope that the first part of the book will help students to avoid this
danger.
The other common misconception is, in a sense, quite the opposite,
namely to think of weak derivatives in a very abstract way not related to
the classical derivatives. One of the main points of this book is that weak
derivatives of a Sobolev function (but not of a function in BV!) are simply
(classical) derivatives of a good representative. Again, I hope that the first
part of the volume will help here.
Chapters 10, 11, and 12 cover most of the classical theorems (density,
absolute continuity on lines, embeddings, chain rule, change of variables,
extensions, duals). This part of the book is more classical, although it
contains a few results published in recent years.
Chapter 13 deals with functions of bounded variation of several variables.
I covered here only those parts that did not require too much background
in measure theory and geometric measure theory. This means that the
fundamental results of De Giorgi, Federer, and many others are not included
here. Again, I only scratched the surface of functions of bounded variation.
My hope is that this volume will help students to build a solid background,
which will allow them to read more advanced texts on the subject.
Chapter 14 is dedicated to the theory of Besov spaces. There are essen-
tially three ways to look at these spaces. One of the most successful is to
see them as an example/by-product of interpolation theory (see [7], [166],
and [167]). Interpolation is very elegant, and its abstract framework can be
used to treat quite general situations well beyond Sobolev and Besov spaces.
There are two reasons for why I decided not to use it: First, it would
depart from the spirit of the book, which leans more towards measure theory
and real analysis and less towards functional analysis. The second reason
xii Preface
is that in recent years in calculus of variations there has been an increased

interest in nonlocal functionals. I thought it could be useful to present some
techniques and tricks for fractional integrals.
The second approach is to use tempered distributions and Fourier theory
to introduce Besov spaces. This approach has been particularly successful
for its applications to harmonic analysis. Again it is not consistent with the
remainder of the book.
This left me with the approach of the Russian school, which relies mostly
on the inequalities of Hardy, Holder, and Young, together with some integral
identities. The main references for this chapter are the books of Besov, Win,
and Nikol'skii [18J, [191.
I spent an entire summer working on this chapter, but I am still not
happy with it. In particular, I kept thinking that there should be easier and
more elegant proofs of some of the results (e.g., Theorem 14.32, or Theorem
14.29), but I could not find one.
In Chapter 15 I discuss traces of Sobolev and BV functions. Although
in this book I only treat first-order Sobolev spaces, the reason I decided
to use Besov spaces over fractional Sobolev spaces (note that in the range
of exponents treated in this book these spaces coincide, since their norms
are equivalent) is that the traces of functions in Wk,1(1) live in the Besov
space $k-1,1(8 ) (see [28] and [120]), and thus a unified theory of traces
for Sobolev spaces can only be done in the framework of Besov spaces.
Finally, Chapter 16 is devoted to the theory of symmetrization in Sobolev
and BV spaces. This part of the theory of Sobolev spaces, which is often
missing in classical textbooks, has important applications in sharp embed-
ding constants, in the embedding N = p, as well as in partial differential
equations.
In Appendices A, B, and C I included essentially all the results from
functional analysis and measure theory that I used in the text. I only proved
those results that cannot be found in classical textbooks.
What is missing in this book: For didactical purposes, when I started
to write this book, I decided to focus on first-order Sobolev spaces. In
my original plan I actually meant to write a few chapters on higher-order
Sobolev and Besov spaces to be put at the end of the book. Eventually I
gave up: It would have taken too much time to do a good job, and the book
was already too long.
As a consequence, interpolation inequalities between intermediate deri-
vatives are missing. They are treated extensively in [7].
Another important theorem that I considered adding and then aban-
doned for lack of time was Jones's extension theorem [92].
Preface xiii
Chapter 13, the chapter on BV functions of several variables, is quite

minimal. As I wrote there, I only touched the tip of the iceberg. Good
reference books of all the fundamental results that are not included here are
(10], (54], and [182].
References: The rule of thumb here is simple: I only quoted papers and
books that I actually read at some point (well, there are a few papers in
German, and although I do have a copy of them, I only "read" them in a
weak sense, since I do not know the language). I believe that misquoting a
paper is somewhat worse than not quoting it. Hence, if an important and
relevant paper is not listed in the references, very likely it is because I either
forgot to add it or was not aware of it. While most authors write books
because they are experts in a particular field, I write them because I want
to learn a particular topic. I claim no expertise on Sobolev spaces.
Web page for mistakes, comments, and exercises: In a book of this
length and with an author a bit absent-minded, typos and errors are al-
most inevitable. I will be very grateful to those readers who write to gio-
vanni@andrew.cmu.edu indicating those errors that they have found. The
AMS is hosting a webpage for this book at
http://www.ams.org/bookpages/gsm-105/
where updates, corrections, and other material may be found.
The book contains more than 200 exercises, but they are not equally
distributed. There are several on the parts of the book that I actually
taught, while other chapters do not have as many. If you have any interesting
exercises, I will be happy to post them on the web page.
Giovanni Leoni
Acknowledgments
The Author List, II. The second author: Grad student in the
lab that has nothing to do with this project, but was included
because he/she hung around the group meetings (usually for the
food). The third author: First year student who actually did the
experiments, performed the analysis and wrote the whole paper.
Thinks being third author is "fair".
-Jorge Cham, www.phdcomies.com
I am profoundly indebted to Pietro Siorpaes for his careful and critical read-
ing of the manuscript and for catching 2a° mistakes in previous drafts. All
remaining errors are, of course, mine.
Several iterations of the manuscript benefited from the input, sugges-
tions, and encouragement of many colleagues and students, in particular,
Filippo Cagnetti, Irene Fonseca, Nicola Fusco, Bill Hrusa, Bernd Kawohl,
Francesco Maggi, Jan Maly, Massimiliano Morini, Roy Nicolaides, Ernest
Schimmerling, and all the students who took the Ph.D. courses "Sobolev
spaces" (fall 2006 and fall 2008) and "Measure and Integration" (fall 2007
and fall 2008) taught at Carnegie Mellon University. A special thanks to
Eva Eggeling who translated an entire paper from German for me (and only
after I realized I did not need it; sorry, Eva!).
The picture on the back cover of the book was taken by Monica Mon-
tagnani with the assistance of Alessandrini Alessandra (always trust your
high school friends for a good laugh... at your expense).
I am really grateful to Edward Dunne and Cristin Zannella for their
constant help and technical support during the preparation of this book.
I would also like to thank Arlene O'Sean for editing the manuscript, Lori
Nero for drawing the pictures, and all the other staff at the AMS I interacted
with.
xv
xvi Acknowledgments
I would like to thank three anonymous referees for useful suggestions that
led me to change and add several parts of the manuscript. Many thanks must
go to all the people who work at the interlibrary loan of Carnegie Mellon
University for always finding in a timely fashion all the articles I needed.
I would like to acknowledge the Center for Nonlinear Analysis (NSF
Grant Nos. DMS-9803791 and DMS-0405343) for its support during the
preparation of this book. This research was partially supported by the
National Science Foundation under Grant No. DMS-0708039.
Finally, I would like to thank Jorge Cham for giving me permission to
use some of the quotes from www.phdcomics.com. They are really funny.
Part 1
Functions of One
Variable
Chapter 1
Monotone Functions
Undergradese, I. "Is it going to be an open book exam?" Trans-
lation: "I don't have to actually memorize anything, do I?"
-Jorge Cham, www.phdcomics.coui
In this chapter we study continuity and differentiability properties of mono-

tone functions. The central result of this chapter is the Lebesgue differenti-
ation theorem.
1.1. Continuity
In this section we study regularity properties of monotone functions.
Definition 1.1. Let E C R. A function u : E -p R is called

(i) increasing if u (x) u (y) for all x, y E E with x < y,
(iv) strictly decreasing if u (x) > u (y) for all x, y E E with x < y,
(v) monotone if any of the above holds.
A monotone function is not continuous in general, so a natural question

is how discontinuous it can be. The answer is given by the following theorem.
In what follows an interval I C R is a set of R such that if x, y E I and
x < y, then [x, y] C I.
Theorem 1.2. Let I C R be an interval and let u : I - R be a mono-
tone function. Then u has at most countably many discontinuity points.
Conversely, given a countable set E C R, there exists a monotone function
u : R - R whose set of discontinuity points is exactly E.
3
1. Monotone Functions
Proof. Step 1: Assume that I = (a, b] and, without loss of generality, that
u is increasing. For every x E (a, b) there exist
lim u (y) =: u+ (T), lim u (y) _: u_ (x) .
vex
Let S (x) := u+ (x) -u- (x) > 0 be the jump of u at x. Then u is continuous
at x if and only if S (x) = 0. For each n E N define
En:= S(x) > ! },

1
JJ1
let J C E. be any finite subset, and write

J = {xi,...) xk}, where x1 <... <xk.
Since u is increasing, we have that
u (a) C u- (x1) < u+ (x1) C u- (x2) < u+ (x2)
< ... < u- (xk) < u+ (Xk) < u (b) ,
and so, also using the definition of En,
k
k
_ < F, S (x) _ (u+ (xi) - u- (xi)) C u (b) - u (a),
xEJ cEJ i=1
which implies that k < n (u (b) - u (a)). Hence, the cardinality of En is at
most the integer part of n (u (b) - u (a)). Since
{discontinuity points of u} = U
00 En.
n=1
it follows that the set of discontinuity points of u is at most countable.
Step 2: If I is an arbitrary interval, construct an increasing sequence of
intervals [an, b,] such that
an\infI, bn/supI.
Since the union of countable sets is countable and on each interval [an, bn]
the set of discontinuity points of u is at most countable, by the previous step
it follows that the set of discontinuity points of u in I is at most countable.
Step 3: Conversely, let E C I be a countable set. If E is finite, then an
increasing function with discontinuity set E may be constructed by hand.
Consider now the more interesting case in which E is denumerable, so that
E = {xn},N. For each n E N define the increasing function un : R R as
un {x)
-I ifx<xn,
- if x > xn.
1.1. Continuity 5
Note that un is discontinuous only at the point xn. Set

00
u(x):_Euf,(x), xER.
n=1
Since Iu,, (x)I n for all x E R, the series of functions is uniformly conver-
gent, and so it is continuous at every point at which all the functions u, are
continuous. In particular, u is continuous in R \ E.
We now prove that u is discontinuous at every point of E. Indeed, for
every k E N write
u=uk+>un.
n5&k
Then E un is continuous at xk while uk is not. Hence, u is discontinuous

n#k
at each x E E. To conclude, observe that u is increasing, since it is the
pointwise limit of a sequence of increasing functions.
By taking E :_ Q, we obtain the following result.

Corollary 1.3. There exists an increasing function u : K --> R that is
continuous at all irrational points and discontinuous at all rational points.
Definition 1.4. Given an interval I C R, an increasing function u : I - 1[8
is called an increasing saltus or jump function if it can be written in the
form
u (x) _ un (x) , x E I,
nEE
where E C N,
0 ifx < an,
U. (x) = 8n ifx = an.,
sn+t,, ifx>an,
for some sequences {an}nEE C I, {sn}nEE C [0, oo), {tl}nEE C [0, oo), with
>0 for allnEE.
Exercise 1.5 (The jump function). Let I C P. be an interval and let u :
I-t R be increasing. For each x E I define
uj(x) = F, (u+(p)-u-(V))+u(x)-u-(x),
vr=I, y<s
where u_ (inf I) := u (inf I) if inf I E I and u+ (sup I) := u (sup I) if sup I E

I. Prove that uJ is a jump function, that uj and u - uj are increasing, and
that u - uJ is continuous. The function uj is called the jump function of u.
Exercise 1.6. Let I C R be an interval and let xo E I. Prove that every

increasing function u : I - R can be written uniquely as the sum of an
increasing jump function v : I -* R and of an increasing continuous function
w:I->Rwith w(xo)=0.
We conclude this section by studying the continuity of the inverse of an
increasing function.
Theorem 1.7 (Inverse of an increasing function). Let I C R be an interval
bounded from below, let u : I -, R be an increasing function, let J C R be
the smallest interval that contains u (I), and let v : J -+ R be the function
defined by (see Figure 1)
(1.1) v(y):=inf{zEI: u(z)>y}, yEJ.
Then
(i) v is increasing and left continuous,
(ii) v jumps at some point yo E J \ {sup,, u} if and only if u (x) - yo
for all x in some interval (xi, x2) C I, with vi < x2,
(iii) v (u (x)) < x for every x E I, with the strict inequality holding if
and only if u is constant on some interval [z, x] C I, with z < x,
(iv) v (y) - xo for ally in some interval (yl, y2) C J, with yi < y2,
and for some xo E I° if and only if u jumps at xo and (yl, y2) C
(u- (v0) , u+ (xo)).
In particular, if the function u is strictly increasing, then v is a left
inverse of u and is continuous.
Proof. (i) If y1, y2 E J, with yi < y2, then

{zEI: u(z) 2y2}C{zEI: u(z) - V1 I,
and so
v(yi)=inf{zEI: u(z)>-yi}<inf{zEI: u(z)>-y2}=v(y2),
which shows that v is increasing.
To prove that v is left continuous, fix yo E J, with yo > inf J = inf r u. By
the definition of v (yo) we have that u (z) < yo for all z E I with z < v (yo).
Let e > 0 and fix zo E Ifl [v (yo) - e, v (yo)). Then for every y E (u (zo) , yo),
we have that
v(y)=inf{zEI: u(z)>y}>zo>v(yo)-e,
which shows that v is left continuous at yo.
(ii) Assume that v (yo) < v+ (yo) for some yo E J, with yo _ yo for all z > v (yo). On the other hand, if v (yo) < x < v+ (yo),
then, since v is increasing, v (y) > x for all y > yo, and so u (x) < y
for all y > yo, which implies that u (x) < yo. Thus, u (z) - yo for all
z E (v (yo) , v+ (yo)).
Conversely, assume that u (x) - to in some interval (xl, x2) C I, with
xl < x2 and yo _ x by the definition of v (y).
Letting x -r x2 , we get that v (y) > x2 for ally E (yo, sup J). In particular,
v+ (yo) > x2. Thus, we have shown that
v (yo) < X1 < X2:5 v+ (yo) .
(iii) Taking y = u (x) in the definition of v (y), yields v (u (x)) < x.

If v (u (x)) < x for some x E I, then there exists z E I, with z < x, such
that u (z) >_ u (x), but since u is increasing, it follows that u - u (x) in (z, x].
Conversely, if u -const. in some interval [z, x] c I, then v (u (x)) < z < x.
(iv) Assume that v = xo E I° in some interval (yi i 3(2) C J, with y1 < y2.
If z E I with z > xo, then u (z) > y for all y E (yl, y2) by the definition
of v (y). Letting y y2 , we get that u(z) > y2, and so u+ (xo) > 112. On
the other hand, if z E I with z < xo, then u (z) < y for all y E (y1, y2)
by the definition of v (y). Letting y - yi , we get that u (z) < y1, and so
u_ (xo) < Y1 -
Conversely, let y E (u_ (xo) , u+ (xo)). If z < xo, then u (z) < y, and so
v (y) > xo. On the other hand, since u and v are increasing and by part
(iii), for every x E I with x > xo,
xo < v (y) < v (u+ (xo)) < v (u (x)) < X.
Letting x -+ xo , we get that v (y) = xo for all y E (u_ (xo) , u+ (xo)).
Finally, assume that u is strictly increasing. Then by parts (i) and (ii)
the function v is continuous. By part (iii), v (u (x)) = x for every x E I,
which proves that v is a left inverse of u. This concludes the proof.
Remark 1.8. Note that the fact that I is bounded from below is used to
guarantee that the function v does not take the value -oo.
Exercise 1.9. Let I = [a, b], let u : [a, b] - R be increasing and left
continuous, and let v [u (a), u (b)] -> I8 be defined as in the previous
theorem. Prove that
u (x) = inf {y E [u (a), u (b)] : v (y) > x), x E [a, b) .
Remark 1.10. The previous theorem continues to hold if u is decreasing,
with the only changes that the function v : J -* R is now defined by
v (y) := inf {z E I : u (z) < Y1,
that in part (i) one should replace increasing and left continuous with de-
creasing and right continuous, that in part (ii) one should take J \ (infj u)
in place of J \ {sup, u}, and that in part (iv) the interval (u_ (xo) , u+ (xo))
should be replaced by (u+ (xo) , u_ (xo)).
1.2. Differentiability
We now study the differentiability of monotone functions.
Definition 1.11. Let E C R and let xo E E be an accumulation point of
E. Given a function u : E - R, if there exists in [-oo, oo] the limit
lim
u(x-u(xo)
W
xEE,x- o x - xp
then the limit is called the derivative of u at xo and is denoted u' (xo) or
du
(xo). The function u is difemntsable at xo if ui (xo) exists in R.
1.2. Differentiability 9
From now on we will write lima o in place of liznxEE, x_,xo .

The central theorem of this section is Lebesgue's theorem, which shows
that a monotone function is differentiable everywhere except possibly on a
set of Lebesgue measure zero. Note that this result relies strongly on mono-
tonicity. Indeed, most (continuous) functions are nowhere differentiable. A
classical example is due to Weierstrass.
Theorem 1.12 (Weierstrass). Let 0 < a < 1 and let b E N be an odd integer
such that ab > 1 + 7r. Then the function
i 00
u (x) := E an cos (bn7rx) , x E 18,
n=o
is continuous, but nowhere differentiable.
Proof. Since Ia" cos (b"irx) I C a' and the geometric series E00 0 a'L con-
verges (0 < a < 1), we have that the series of functions converges uniformly,
and so u is continuous. To prove that u is nowhere differentiable, fix x E R.
Since u (x) = u (-x), we can assume, without loss of generality, that x > 0.
For every h E R\ {0} and m E N we write
00
1a (x + h) - u (x) =
1 E an [cos (bn7r (x + h)) - cos (bn7ra:)]
n=o
M-1
= h1 a" [cos (bnlr (x + h)) - cos (bmirx)]
n--o
00
+h a' [cos (bnir (x + h)) - cos (b'Lirx)]

n=m
Since Icos xl - cosx2I < Ixl - x21, we have that

m-1
1L = (ab)et - 1 (ab)t
1Im1 < 7r (ab)
-o
1L
ab-1 < gab -1'
where we have used the fact that ab > 1.
To estimate write bmx = km + rm, where km E No andz- < rm <
. Define
hm := 1 0+
bra
m m -r
as m - oo. We will estimate Ilm for h = h,n. For every n > m we have
bn (x + hm) = bn-m (bmx + b'nh,n) = bn-m (k", + 1) ,
and so, since b = 2p + 1 is odd, it follows that

1)'°-m
cos (bnir (x + hm)) = cos ((2p + Tr (km + 1)) _ (-1)k"'+1,
10 1. Monotone Functions
while
cos (bnirx) = cos (7rbn-m (bmx)) = cos (7rbn-'' (km +
cos (7rbn-mk,n) cos (7rr-mrm) = (-1)k- cos (?rbn-mrm) ,
where we have used the fact that sin (7rb"-'k,,,) = 0. Hence, taking h = hm
in II,,, we have
_1km+l 00
IIm = ( a" [1 + Cos (7rbn-mrm) J ,
and, in turn,
00
III,nI = an [1 + cos (7rbn-mrm)] am [1 + cos (7rrm)] .

hm n=m
Since -2 < r,,, 2, we have that cos(7rrm) 0, and so III1I > -hin am. It
follows that
Iu(x+hm) - u(x)I IIImI - IjmI > 1 am _7r (ab)m
hm h,,, ab-1
Recalling that -1<rm<-Z,wehave that2<-1-r,,,<Z,andso
1 - rm 31
h,r, = b'n 2 bm'
which implies that
u(x+hm)-u(x)I >(ab)mt! 2- ir
hm \3 ab-1
Since ab > 1 + 27r, we have that s - 0. Letting m -> co and using
the fact that ab > 1, we have that
m o lu(x+hm)-u(x)I-0O.
h
This concludes the proof. 0
Remark 1.13. More generally one can show that the same result holds if
0 < a < 1, b > 1 (not necessarily an integer) and ab > 1 (see (82)).
Exercise 1.14. Modify the proof of the Weierstrass theorem to show that
for every x E R,
lim inf u (_) - U (x) < lim sup

u (y) - u (x)
Y--+x y-x y"z y-x
so that u' (x) does not exist in (-oo, oo] for every x E R.
Remark 1.15. It is actually possible to construct a continuous function

u : (-1,1) -> R such that
u (x + h) - u (x) u (x + h) u (x) _
hm inf < lim sup = o0
h h-+0 h
for all x E (-1,1) (see 1128]).
Next we show that the Weierstrass function is actually Holder continuous
of exponent a for every a E (0, 1). More generally, we will show that u
belongs to the Zyginund space Al (R).
Definition 1.16. Given an interval I C R, we say that a function u : I - R
belongs to the Zygmund space Al (1) if
IItIIAI(I) =_ up lu (x)I + IUTAI(I) < 00,
XEI
where
Iu (x + h) -2u(x) + u (x - h)I
IuI A, (I) := sup
hAo,zElh Ihl
and Ih:= {xE I: x+h,x-hE I}.
Remark 1.17. Note that if u : I -r R is a Lipschitz function, then I1IA1(I) <
oo. Indeed, for every h # 0 and x E Ih, we have that
Iu(x+h)-2u(x)+u(x-h)I <Iu(x+h)-u(x)I+Iu(x-h)-u(x)I
< 2 I h1 Lip u.
The next exercise shows that the Weierstrass nowhere differentiable func-
tion belongs to A1(I). Thus, the space of bounded Lipschitz functions is
strictly contained in Al (I).'
Exercise 1.18. Let u be the function defined in Theorem 1.12. Prove
that u belongs to Al (R). Hint: If 0 < Ihl < 1, let m E No be such that
2 <- IhI < z-n and write
lu (x + h) - 2u (x) + u (x - h) I
m
< E a' Icos Wrr (x + h)) - 2 cos (bnirx) + cos (b" it (x - h)) I
n=0
00
+4Ea"=:Im+II,,,.
n=m
It is interesting to observe that there are nowhere continuous functions
u : R --+ R such that IUTA1(I) = 0.
'We will see later on that a Lipschitz function is differentiable £1-a.e. in I.

Exercise 1.19. Prove that there exists a nowhere continuous function u :

][8 - R such that IUTA,II) = 0. Hint: Use a Hamel basis2.
It can be shown that the function u constructed in the previous exercise

is nonmeasurable (see [161]). The next result shows that the function u in
the previous exercise must also be unbounded.
Proposition 1.20. Given an interval I C R, let u E A, (I). Then
1 D
Iu (y) - u (r)I < (21og 2 + 4) II44A1(I) Iy - XI 1 + Ilog
Iy 1 xI
for all x, y E I with x y. In particular, u is H61der continuous of order a
for every a E (0, 1).
Proof. Fix x, y E I. Without loss of generality, we may assume that y > x.
Seth := y - x. We first consider the case 0 < h < . Let m E N be such
that 2r < h < 21 . Define the function
v(t) := u (x + t) - u (x) , t E Ix,
where Ix It > 0: x + t E I}. Then by hypothesis, for all t r= Ix and
2n-1v` 2n-1J -2"y(2n}I

=2n-1lulx+2n-1}-2ulx+
\ 2n) +u(x)I
2t = u
IItIIA1(I)2n-1
2'(I)t.
Hence, for all t E I,,
v (t) - 2'-v
2"L I = E (2-1v
n=1
2n-1 2's41 (;r))
IIuIIAI(I) IIklIA,(I)mt.
E
n=1
2 2
2Consider It as a vector space over Q. By the axiom of choice, this vector space has a basis
!8 :_ {xa}CEO C R, called an Hamel basis. More precisely, {z4, satisfies the following
conditions:
(1) ifzl,...,xn E S,it EPd,and
r,x, + ... + rnxn =0
for some r,, ... , rn E Q, then r, = ... = r,s = 0,
(ii) if x E R, then there exist x, , ... , xn E 8 and r,, ... , rn E Q, n E N, such that
z=rizj +...+rnxn.
Taking t 2m'h, by the previous inequality we get
Iv (h)I = TM
2"`v i
27nt v (t)< , (t) - 2my 21n} + 2m Iv (t) I
m'2mh+ 2) <- IIUIIA,(I) (2ig2hlog h +4h)

2
where we have used the facts that IvI < 2IIuIIA,(I) and that 2 <h<
This shows that
1
Iu(x+h)-u(x)I <- IIUIIA,(I) (2log2
+4 f h 1+log 1)
for all 0<h<
If h then
Iu (x + h) - u (x)I <_ 2 IIUIIA,(I) < 4 IIuIIA,(I) h
<_ IIuII A, (I) (21g2 + 4) h (i-i- Ilog 11) ,

/
and the proof is complete. O
In contrast to the Weierstrass theorem, a monotone function is differen-

tiable everywhere except possibly on a set of Lebesgue measure zero. Note
that this result implies, in particular, that the Weierstrass function is mono-
tone on no interval.
Theorem 1.21 (Lebesgue). Let I C R be an interval and let u : I -> R be
a monotone function. Then there exists a set E C R, with LL (E) = 0, such
that u is everywhere differentiable on I \ E.
We will present two different proofs of Lebesgue's theorem. The first one,
due to Faure 156], only requires the definition of Lebesgue outer measure
and thus could be taught in an undergraduate course. The second one, more
classical, relies on Vitali's covering theorem and thus is more appropriate
for a graduate course.
We recall that the Lebesgue outer measure of a set E C R is defined as
00 00
La (E) := inf E (bn - an) : ECU (an, bn) .
n=1 n=1
The first proof will use the following properties of the outer measure C.
(L1) If E C F C R, then Lo (E) <A (F).
(L2) If {En}FEN C R, then
00 00
'Cl U En < FLo (En)
n=1 n=1
(L3) If A C R can be written as a countable disjoint union of intervals

(a,,, b,,) C R, then
,£o(A)=>(bn-an).
n
(L4) If E C R, then
Go (E) = inf {,C' (A) : A open , E C A} .
(L5) Lo ([a, b]) = b - a and Lo0 ({a}) = 0-
We begin with some auxiliary results. We recall the following definition.
Definition 1.22. A set E C RN is said to be
(i) disconnected if there exist two open sets A and B in RN such that
A n E and B fl E are nonempty, A n B= 0, and E C A U B,
(ii) connected if E is not disconnected.
Given a set E C RN, a connected component of E is a maximal connected

subset of E, that is, a connected subset of E that is properly contained in
no other connected subset of E.
Proposition 1.23. Let u : [a, b] -' R be a continuous increasing function
and let R > 0. If E C (a, b) is such that
D_n (x) := lim sup u (y) - (x) > R

y-xu
for every x E E, then
RLo (E) < Lo (u (E))
The proof relies on the following result, which is a slight modification of

Riesz's rising sun lemma (see [141] and (1711).
Lemma 1.24. Let v : [a, b] -* R be a continuous function and consider an
open set A C (a, b). Then the set
A,, :_ {x E A : there exists y E A such that y < x,
(y, x) C A, and v (y) < v (x) J
is open. Moreover, if (c, d) is a connected component of A,,, then v (c) <
v (d).
Proof. To prove that A is open, note that we can write it as a union of

finite intersections of open sets, precisely,
A,,=UAY,
YEA
vy)=d
1 vI 1
V b
Figure 2. The graph of v is a mountainous region. The sun is rising

from the right. The elevation at z is v(z). Given y E (a, b), the set A"
is the interior of the set of all x that are shadowing y.
where (see Figure 2)

Ay:= {x E A n (y, oo) : (y, x) C A} n {x E A.-v(y) < v(x)l.
Next, let (c, d) C A,, be a connected component of A,,. We claim that
v (c) < v (x) for all x E (c, d]. To see this, fix x E (c, d), let
a := min {y E [c, x] : v (y) < v (x)},
and suppose by contradiction that c < a. Hence, a E (c, x] C Az, and
v (c) > v (x). Since a E A,,, there exists z E A such that z < a, the interval
(z, a) is contained in A, and v (z) < v (a). There are now two cases. If
z < c, then
V (Z) < v (a) < v (x) < V(C),
which, together with the fact that (z, a) C A, implies that c E A. This fact
contradicts the fact that (c, d) is a connected component of A.
If z _ c, then
V (Z) < v (a) <_ v (x) ,
which contradicts the definition of a. Therefore, a = c and v (c) < v (x) for
all x E (c, d). By continuity we have that v (c) < v (d). This completes the
proof. 0
We turn to the proof of Proposition 1.23.
Proof of Proposition 1.23. Let e > 0. By (L4) there exists an open set
V such that u (E) C V and
(1.2) £ (V) !5 (u (E)) + e.
Since u is continuous, the set A := u 1(V) fl (a, b) is open. Define the

function v (x) := u (x) - Rx, x r= [a, b]. Then D_v (x) > 0 for every x E E,
and hence E C Am, where A,, is the set defined in the previous lemma. Let
{(ck, dk)} be the family of all connected components of A. By the previous
lemma, v (ck) < v (dk), which implies that
(1.3) R (dk - CA,) < u (dk) - u (ck) .
Since u is continuous, it follows by the intermediate value theorem that
U (u (Gk) , u (dk)) C u (U(ckdk)) = u (A.) .

k k
Using (L3) twice, (1.3), and (L1) once, in this order, we obtain
R1. (A,,,) = R (dk - Ck) < (u (dk) - u (CO)
k k
= Lo U (u (ck) , u (dk)) < L o (u (Au)) ,

k
where we have used the fact that intervals (u (ck) , u (dk)) are pairwise dis-
joint, since u is increasing. It follows from (Li), the facts that E C A,, and
A := u-1(V) fl (a, b), and (1.2), that
R1 (E):5 RC. (A )) $ 41(u (A))
Lo (V) < Lo (u (E)) + E.
It suffices to let e --+ 0+. 0
To remove the additional hypothesis that u is continuous, the idea is to
use the fact that the generalized inverse of a strictly increasing function is
continuous (see Theorem 1.7).
Proposition 1.25. Let u : [a, b] - R be an increasing function and let
r > 0. If E C (a, b) is such that
u (y) u (x)
D u (x) := lim inf <r
V--+x- y-x
'CIO (u(E)) <-rLo(E).
We make use of the following auxiliary result.
Lemma 1.26. Let u, v : [a, b] -> R be two increasing functions and let
E C (a, b). If w := u + v, then
C (u(E))+Lo(v(E)) <Lo(w(E)).
Proof. Let e > 0. By (L4) there exists an open set V such that in (E) C V
and
Go M:5 Go (w (E)) + C.
Let {(ck, dk)} be the family of all connected components of V.
Since u and v are increasing, for xi, x2, yi, I!2 E w-1 ((ck, dk)), with
xi < yi, i = 1, 2, we have
U
Hence, u (W-I ((ck, dk))) and v (w-1((ck, dk))) are contained in two intervals
Ik and JA., such that
Go(Ik)+Go(Jk) 5 dk -Ck.
Since E C Uk w-1((ck, dk)), it follows from (LI), (L2), and (L3) that
Go (u (E)) + Go (v (E)) <_ > (dk - ck) < Go (w (E)) + e.
k
It suffices to let e -' 0. 0
We turn to the proof of Proposition 1.25.
Proof of Proposition 1.25. Step 1: Assume that u is strictly increasing.
Let v be the function defined in Theorem 1.7 and let Eo be the set of
discontinuity points of u. By Theorem 1.2 the set E0 is countable. Fix a
point x E E \ Eo. Since D_u (x) < r, there exist 0 < s < r and a sequence
xn. - x such that
u (x) - u (xn.)
x - x, <r-C
for all n E N. Since v (u (x)) = x for every x E [a, b] by Theorem 1.7, we
have that
v (u (x)) v (u (xn)) 1
U (x) -u(x 1'-E.
Using the facts that u is strictly increasing and that x is a continuity point
of u, we have that u u (x). Hence, D_v (u (x)) > * . Thus, we have
shown that D_v (y) > * for all y E u (E \ Eo). By Proposition 1.23 and
(Li), we obtain
14' (u (E \ Eo)) 5 Go (v (u (E \ Eo)))

=G0(E\Eo) <Go(E).
Since L. 2) and (L5), we get
Go (u (E)) < rio (E) .
Step 2: To remove the additional hypothesis that u is strictly increasing,

consider the function w (x) := u (x) + x, x E [a, b]. Then in is strictly
increasing and D_w (x) < r + 1 for every x E E. Hence, by the previous
lemma and Step 1,
£ (u (E)) + Lo (E) < Lo (w (E)) < (r + 1),C'0 (E) ,
from which we conclude that C (u (E)) < rGo (E).
Corollary 1.27. Let u : [a, b] -> R be an increasing function and let r > 0.
If E C (a, b) is such that
u (y) u (x) <
D,+u (x) := lim inf
y-.x+ V-x
Lo (u. (E)) < rGo (E) .
Proof. Consider the function w (x) := -u (-x), x E [-b, -a]. Then w is

increasing and for all x E -E,
-u (-Y) + u (-x)
D_w (x) = lim inf
y-4x- y-x
= lim inf -u (z) -}- u (-x) <
-z - x
and so we may apply the previous proposition to conclude that
£ (u (E)) = £., (-u (E)) = Gp (w (-E)) < rGo (-E) = r1 (E) .
Exercise 1.28. Let u : [a, b] -p R be an increasing function. Prove that the

set of right endpoints of intervals of constancy of u is at most countable.
Proposition 1.29. Let u : [a, b] --+ R be an increasing function and let
R > 0. If E C (a, b) is such that
D+u (x) := lim sup u (y) - u (x) > R

/X
RGo (E) < f-o (u (E)) .
Proof. Let El be the set of all right discontinuities of u and E2 the set
of right endpoints of intervals of constancy of u. By Theorem 1.2 and the
previous exercise, the set E3 := El U E2 is countable. Fix a point x E E \ E3.
Since D+u (x) > r, there exist e > 0 and a sequence x7, - x+ such that
u u (x)
xm-x >R+.
Let v be the function defined in Theorem 1.7. Since by Theorem 1.7,

v (u (y)) = y for every y E E \ E3 and v (u (y)) < y for all y r= [a, b],
we have that
v (u (xn)) - v (u (x)) 1
u(xn)-u(x) R+E*
Using the facts that u is increasing and that x is a continuity point of u, we
have that u u (x). Hence, D+v (u (x)) < 1F. Thus, we have shown
that D + v (y) < R for all y E u (E \ E3). By Corollary 1.27 we obtain
Lo(E\E3) = L' (v(u(E\ E3))) c RL' (u(E\E3))
= L0 (u (E))
Since Lo (E3) = 0, we get
L;(E) < WL;(u(E)),
which concludes the proof.
We are now ready to prove Lebesgue's theorem.
First proof of Lebesgue's theorem. Step 1: Assume that I = [a, b]
and, without loss of generality, that u is increasing. For every r, R E Q,
with 0 < r < R, define the set
Er,R:=Ix E(a,b): D u(x)<r<R<I}+u(x)}.
By Propositions 1.25 and 1.29 we get
RGo (Er,R) C Lo (u (Er,R)) < rLo (Er,R) < r (b - a) < 00,
which implies that C; (u (Er,R)) = Lo (Er,R) = 0. Since
U E,,R = {x E (a, b) : D_ u (x) < D+u (x) E+,
r,REQ, O<r<R
it follows that Lo (u (E+)) = Lo (E+) = 0.
To obtain a similar result for the set
E_ ;= {x E (a, b) : D+u (x) < D_u (x)}
we apply the first part of the proof to the function w (x) := -u (-x),
x E (-b) -a], to obtain that Lo (u (E_)) = Lo (E_) = 0. For x E (a, b) 1
(E+ U E_) we have
D_u (x) > D+u (x) > D+u (x) > D_u (x) > D_u (x),
which shows that there exists u' (x), possibly infinite.
Let
{xE (a,b); u`(x)= oo}.
Since for x E Eco, u' (x) > n for every n E N, it follows by Proposition 1.29
that
0 0
as n - oo. Hence, Cl, (Boo) = 0, and so u' (x)n is finite for L,'-a.e. x E [a, b].
intervals [an, such that
b,/'supl.
Since the union of sets of Lebesgue outer measure zero still has Lebesgue
outer measure zero and since on each interval [an, bn] the set of points in
which u is not differentiable has Lebesgue outer measure zero by the previous
step, it follows that the set of points of I in which u is not differentiable has
Lebesgue outer measure zero.
Remark 1.30. The extended real numbers 2-u (x), 17-u (x), D+u (x),
and D+u (x) are called Dini's derivatives of u at x.
The second proof of Lebesgue's theorem snakes use of the following cov-
ering theorem.
Theorem 1.31 (Vitals). Let E C R be a nonempty set of finite Lebesgue
outer measure and let ,? be a family of closed nondegenerate intervals such
that for every x E E and b > 0 there exists J E 3, with diam J < 5, such
that x E J. Then for every e > 0 there exists a countable family of pairwise
disjoint closed intervals {J,,} C .7 such that
(1.4) 1;; (E\UJi) =0, C1 UJ- <GO(E)+e.

n n
Proof. By (L4) for every e > 0 there exists an open set U such that E C U
and
,C' (U) < Go (E) +:±.
Without loss of generality we may consider only the intervals of ,7 that are
contained in U. This will automatically guarantee (1.4)2.3 In turn,
(1.5) Q1 := sup diam J < ,C1(U) < oo.
JEJ
We construct the family {Jn} C J by induction. By (1.5) we may choose
J1 E 3 such that
diem J1 > el .
2
3A subscript on an equation number refers to that expression in the display. For example,
(1.4)2 refers to the second expression in (1.4).
Set 31 :_ {J E 3 : J n Jl = 0}. If 3i is empty, then we stop and set

M = 1. Otherwise, define
e2 := sup diam J < e1 < oo
and choose J2 E 31 such that

diem J2 > 12-
Set J2 := JJ E J : JnJ1=0fori=1,2}={JE31 JnJ2=O}. If32

is empty, then we stop and set M := 2. We continue in this fashion, and if
the selection process does not stop, we put M := oo.
Note that by construction the intervals J,,, are pairwise disjoint. It re-
mains to prove (1.4)1. There are two cases. If M < oo, then we claim that
M
E \ U J = 0. Indeed, assume by contradiction that this is not the case
n=1
M M
and let x e E \ U J. Since the set U J,, is closed,
n=1 n=1
1 M
8:= dist (a;, U Jn > 0,
n=1 /
and so we may find J E 3 such that x E J and diam J < S. This implies
M
that J does not intersect U Jn, and so J E 3M = 0, which is impossible.
n=1
If M = oo, then by construction for all n E N we have
(1.6) 3n={JE3: JnJi=Ofori=1,...,n},
(1.7) e,, := sup diam J, J. E 3,,-diam J,, > 2 en.
JEJ. _1
Note that since the Jn are pairwise disjoint and contained in U, we have
that
00 00
(1.8) E en <_ E diam in <_ G1(U) < oo.

n=1 n=1
In particular, In -' 0 and diam Jn --+ 0 as n - oo.
00 m
Fix x E E \ U Jn and a positive integer m E N. Since the set U J,z is
n=1 n=1
closed,
M
J"' ) > 0,
n=1 /
and so we may find J E 3 such that x r: J and diam J < S. This implies that
m 00
J does not intersect U Jn, and so J E 3m. We claim that J n U Jn # 0.
n=1 n=1
00
Assume by contradiction that J fl U J,, = 0. Then J E .7n for all n. E N,
n=1
but then by (1.7),
0 <diamJ<£ ->0 as n ->oo,
which is again impossible and proves the claim.
Define no := min In: J n Jn 4 0}. Then no > m and J E so
that, again by (1.7),
diam J < Q,a < 2 diam
J fl J,,Q # 0, it follows that
00
JCJnaC U Jn,
7?=m.+1
where Jn is the closed interval with the same center of Jn and five times its
length and we have used the fact that no > m. In view of the arbitrariness
00
of the point x in the set E 1 U Jn, we have proved that
n=1
00 00
E\UJnC U Jn,
n=1 n=m+l
and so
00 00
'Cl
E\ U Jn < 5 E diam J. -> 0
n=1 n=m+1
as m-4ooby (1.8).
Remark 1.32. Note that (1.9) also shows that from every cover J as in the
statement we may extract a countable family {Jn}M 1 of pairwise disjoint
closed intervals such that
M
E C UJn,
n=1
where in is the closed interval with the same center of J. and five times its
length.
Remark 1.33. The same proof continues to work if we replace Cl with an
outer measure µ* with the property that 1z* (5E) < cµ* (E) for all E C R
and for some constant c > 1. This is called a doubling property. For more
general covering theorems we refer to 1651.
We are now ready to give the second proof of Lebesgue's theorem.

Second proof of Lebesgue's theorem. Step 1: Assume that I = [a, b]

and, without loss of generality, that u is increasing. For each S > 0 let
J76 :_ {J is a closed interval, J C [a, b] , 0 < diam J < d} ,
and for x E [a, b] define

u (max J) - u (min J)
D+u(x) inf sup
b>a JEJ6:xEJ diam J
u (max J) - u (lain J)
D-u (x) := sup inf
a>0 JEJ6. rEJ diem J
Note that if 0 < b1 < b2, then J6, C j j,, and so
u (max J) - u (min J) u (max J) - u (min J)
sup
JEJ6 P EJ diam J < JEJ : EJ diam J
Hence,
(1.10) D4-u(x) = lim sup
6--'0+ JEJJ: xEJ diam J
and, similarly,
(1.11) D-u (x) = limn inf
6-,0+ JE9a:xEJ diamJ
In particular,
0 < D-u (x) < D+u (x) < oo
for all x E (a, b). Observe that if D-u (x) = D+u (x) < oo, then u' (x) exists
and is finite. Hence, to prove the result, it is enough to shows that the set
F :_ {x E (a, b) : either D-u (x) # D+u (x) or D+u (x) = oo}
has Lebesgue outer measure zero. Let
P. := {xE(a,b): D+u(x)=oo},
and for every 0 < r < R, with r, R E Q, define
Fr,R := {x E (a, b) : D-u (x) < r < R < D+u (x)}
Since
FCFQQU U Fr,R,
0 <r<R, r,REQ
it suffices to prove that C' Go (FF,R) = 0 for all 0 < r < R, with r,
REQ.
Step 2: We show that Go (F,,.) = 0. Fix m E N and consider the family of
intervals
{J is a closed interval, J C [a, b] ,
u(maxJ) - u(min J) > mdiam (J) > 0}.
If x E FOO, then D+u (x) = oo, and so by (1.10) for every S > 0 there exists
J E .F., with diam J < S, such that x E J. Hence, by Vitali's theorem there
exists a countable family of pairwise disjoint closed intervals {J, } C such
that
Ga (F\UJ). =0.
It follows that
Lo(Foo) <Lo (F\yJ)n. +Lo (&nu)J,L <1r1 (u)J

n n n
u (a)
_ diam Jn < m > (u (max J,,) - u (min J,,)) < u (b)
m
where in the last inequality we have used in an essential way the facts that
the intervals J,, are pairwise disjoint and that u is increasing. Letting m --
oo, we conclude that Go (F.) = 0.
Step 3: We show that L , (FT,R) = 0 for all 0 < r < R, with r, R E Q.
Consider the family of intervals
Q :_ {J is a closed interval, J C [a, b], u (max J) -u (min J) < r diam J} .
If x E Fr,R, then D-u (x) < r, and so by (1.11) for every S > 0 sufficiently
small there exists J E 19, with diam J < b, such that x E J. By Vitali's the-
orem once more, for every s > 0 there exists a countable family of pairwise
disjoint closed intervals {Jn} C 9 such that
'Cl
(1.12) (FrR\UJn) = 0, G1 U J. < Ga (F,T,R) + E.
n n
Define the open set
U:=UJJ
n
and note that
(1.13) G1 U Jn = L 1(U) .
n
Consider the family of intervals

.F := {J closed interval, J C U, u (max J) - u (min J) > R diam J > 0}.
If x E Fr,R fl u, then D+u (x) > R, and so by (1.10) for every d > 0 there
exists J E .F, with diam J < S, such that x E J. By Vitali's theorem,
for every e > 0 there exists a countable family of pairwise disjoint closed
intervals {Ik} C.F such that
(1.14) 0=£ (F,.,Rf1U)\Ulk =Go Fr,R\UIk

k k
where we have used (1.12) and (1.13). Then by (1.12), (1.13), and (1.14),
£ o (Fr,R) < ,C1 U Ik <C' (U) = Gl U j. <£o (F,.,R) + e.

k n
On the other hand, since every interval Ik must be contained in some interval
J,, (note that more than one Ik can be contained in the same J,a), using again
(1.14), together with the definition of the families .F and !g, we obtain
Rio (F*,R) <- RG1 U = R 1: diam I,, < >2 (u (max lk) - u (min lk) )
k k k
(u (max J!,) - u (min Jn))
<T diamJ,s <r(,C' (F,.,R)+e),
so that
JCo1 RTfi-
(FT,R) <_
r.
Given the arbitrariness of e > 0, we conclude that,C1(F,.,R) = 0.
Step 4: If I is an arbitrary interval, we proceed as in the last step of the
first proof of Lebesgue's theorem. 0
Remark 1.34. A similar proof can be used to prove the Vitali-Besicovitch
theorem (see Theorem B.118 in Appendix B).
The next theorem shows that Lebesgue's theorem is sharp, precisely,

that there exist monotone functions that are not differentiable on sets of
Lebesgue measure zero.
Theorem 1.35. For every set E C R of Lebesgue (outer) measure zero
theme exists a continuous increasing function that is not differentiable at
every point of E.
Proof. Since Z1 (E) = 0, for every k E N we may cover E with a countable

family of open intervals { (a, b;,")) } such that
00
(1.15) f
Let I (al,"}, b(P) : n, k E N} _ {In}. Note that by (1.15),

00
(1.16) E diam 4, < 1.
n=1
Moreover, for every x E E we may find infinitely many In such that x E I,,.
For each n E N write In = (an, bn) and define the continuous increasing
function un : R - [0, oo) as follows:
0 if x < an,
un(x) x - a, if an <x <bn,
bn - an if x > bn.
Note that 0 < un (x) < diam In for all x E R. Set
(1.17) u(x) := Eun(x), x E R.

n-1
Then for all x ER and tEN by (1.16),
1 00
0 < u (x) - E un (x) < E diam In < 1,
n=1 n=1+1
and so the series of functions is uniformly convergent. In particular, this
implies that u is continuous. Since each un is nonnegative and increasing,
it follows that u has the same properties.
It remains to show that u is not differentiable in E. Thus, fix xo E E
and 1 E N. By the way we constructed the family I, we may find I positive
integers ni < n2 < < n1 such that xo E Ins for all i = 1, ... ,1. Let
x E In, fl n In,, x # xo. Since each un is increasing, the difference
quotient is nonnegative, and so
u (x) - u (xo) > r1-. uns (x) - Un, (x0) x - anf - (xo - an,) = 1.
X - xo :=1
x - xo z=i
x - xo
It follows that
u (x) - u (xo) >
lim sup
zyzo x - XO
for every 1 E N. Hence,
u (x) - u (xo) = oa,
lim sup
zPzo x - xo
which implies that u is not differentiable at xo. 0
Remark 1.36. Note that the set of points at which the increasing function
u (defined in (1.17)) is not differentiable contains the set E, but in general
it may be larger. To the author's knowledge an exact characterization of
the class of sets that are sets of nondifferentiability for increasing functions
is still an open problem (see Exercise 1.41 below for some properties of this
set). We refer to [27] and [171] for more information on this subject.
As a simple consequence of Lebesgue's theorem we obtain that the de-

rivative of a monotone function is always locally Lebesgue integrable_
Corollary 1.37. Let I C R be an interval and let u : I - lR be a monotone
function. Then u' is a Lebesgue measurable function and for every [a, b] C I,
b
(1.18) lu' (x) I dx < ]u (b) - u (a)] .
Ja
Moreover, if u is bounded, then u' is Lebesgue integrable and
(1.19) l u' (x) l dx < Ix lim u (x) lim I u (x) b.
Let E {x E [a, b] : v is not differentiable at x}. By Lebesgue's theorem,

41 (E) = 0. Moreover,
(1.21) v' (x) = u' (x) for all x E (a, b) \ E.
Since v is increasing, we have that v' (x) > 0 for all x E [a, b] \ E and
v(x)_ ]in-,m
v(x+n)-v(x)
1
00
n
By Theorem 1.2 the nonnegative functions
y(x+n)1 -v(x)'
Wn(x) xE[a,b],
W
are continuous except for a countable set, and so they are Borel measurable
functions. Hence, V: [a, b] \ E -> [0, oo) is a Lebesgue measurable function.
Since v is increasing, by (1.20) for every h > 0 we have
(1.22)
fb
[v (x + h) - v (x)] dx = b+h v (x) dx -
ja+h v (x) dx }
fJ
h
< h h{(u(b)-u(a))h}=u(b)-u(a).
Taking h:= 1, it follows from Fatou's Lemma, (1.21), and (1.22) that
0< f u' (x) dx = b v' (x) dx

a Ja
Zb r ` 1
<lim itif [v (x+ n -v(x}J dxCu(b)-u(a).
(a).
4-+00 J
This concludes the proof of the first part.
Assume next that u is bounded and construct an increasing sequence of
intervals such that a, \ inf I, b,, / sup I. By the previous part,
bn
0:5 u' (x) d.< is (bn) - u (an) < sup u - infu,
Jan I I
and so, letting n - oo and using the Lebesgue monotone convergence the-
orem, we obtain (1.19).
Remark 1.38. (i) Note that if one of the endpoints of I belongs to I, say
a:= inf I E I, and u is, say, increasing, then
lim u (x) = u+ (a),
X +a+
while infl u = u (a). Thus, if u+ (a) > u (a), then the last inequality
in (1.19) is strict.
(ii) In Exercise 1.41 below we will show that u' is actually a Borel
function.
Exercise 1.39. Let I C R be an interval and let u : I -1I be a monotone
function. Prove that if equality holds in (1.18) (respectively, in (1.19)), then
u is continuous in [a, b], (respectively, in I).
Using the previous corollary, we obtain the following result. We will see
its usefulness for functions of bounded pointwise variation in Corollary 2.43.
Corollary 1.40. Let I C R be an interval, let u : I -> R be a monotone
function, and let h > 0. Then for every [a, b] C I, with b - a > h,
b- h
(1.23) 1Iu(x+h)
L
-u(x)[ dx <- Iu(b) -u(a).
Moreover, if u is bounded, then
(1.24) if lu(x+h) -u(x)l dx <supu-infu,

h h I I
wherelh:= {xEI: x+hEl}.
Proof. Assume that u is increasing, fix (a, b) C I, with b - a > h, and let v
be defined as in (1.20). Then by (1.22),
p
b-h [u (x + h) - u (x)] dx < J b [v (x + h) - v (x)] dx
hj a
<u(b)-u(a).
Assume next that u is bounded and construct an increasing sequence of
intervals [an, b,b] such that an \, inf I, b,, / sup I. Then
1
0< f [u (x+h)-u(x)) dx <u(b,,) - u(an) < supu - info,
JJ
and so, letting n -> oo and using the Lebesgue monotone convergence the-
orem, we obtain (1.24).
In Corollary 1.37 we have shown that the derivative of a monotone func-

tion is Lebesgue measurable. The next exercise shows that the derivative
of an arbitrary function is actually Borel measurable. We recall that a set
E C R is called an FQ set if it is a countable union of closed sets, a G8 set
if it is a countable intersection of open sets.
Exercise 1.41. Let I C R be an open interval, let u : I - R be an arbitrary
function, and let
E:={xEI: it is continuous at x},
F {x E I : it is differentiable at x} .
Prove that
(1) for each n E N the set
Un:={xEI: there isb>0suchthat (x--6,x+6) CI
and if y, z E (x - b, x + b) , then Iu (y) - u (z)) <

}
is open,
(ii) the set E is a Ga set,
(iii) for each e > 0, d > 0 the set
U"a:={xEE: there isyEIsuch that 0<Ix-yI 8 }
y-x JJJ
is a relatively open subset of E, that is, the intersection of E with

an open set,
(iv) {x E E : Du (x) > 0} = U n

e>O, eEQ S>0, SEQ
U.,,6, where
u (y) - u (x)
Du (x) lim sup
Y--+X y-x
(v) {x. E E : Du (x) > a}, {x E E : Du (x) < a) are Borel sets for ev-
ery a E R, where
Du (x) := lim inf u (y)
y-s - u (x)
y-x
(vi) the set F is a Borel set,
(vii) the function v : I -> ]R, defined by
v (x) :=
uf x) ifxEF,
0 otherwise,
is Borel measurable.
Exercise 1.42 (Expansion in base b). Let b E N be such that b > 2 and let
(i) Prove that there exists a sequence {an} of nonnegative integers

such that 0 < a < b for all n E N and
00
an
bL
n=1
Prove that the sequence {an} is uniquely determined by x, unless
x is of the form x = vA for some k, m E N, in which case there are
exactly two such sequences.
(ii) Conversely, given a sequence {an} of nonnegative integers such that
0 < an < b for all n E N, prove that the series EO0_1 converges
to a number x E [0,1].
The next example shows that the inequality in (1.18) may be strict, and
so for continuous monotone functions the fundamental theorem of calculus
for Lebesgue integration fails.
Example 1.43 (The Cantor function). Divide [0,1) into three equal subin-
tervals, and remove the middle interval Ii,l (N, Divide each of the
9).
two remaining closed intervals [0, 1] and [2,1] into three equal subinter-
vals, and remove the middle intervals 11,2 := (3 , 3 ) and 12,2 (a , a ).
Continuing in this fashion, at each step n remove 2n-1 middle intervals Il,n,
.. , 12n-',,, each of length a . The Cantor set D is defined as
00 2`1
D := 10,1] \ U U Ik,n.
n=1 k=1
M
3 III
II,
I
4 r ----
i
II
PlII
I I
1 II I
II
2:
-9 9 3 9 1
Figure 3. The Cantor function.
The set D is closed (since its complement is given by a family of open

intervals), and
00 2"-1 00 2*-1 1 00 28-1
G1(1D)=1-LE diem(Ik,n)=1- 1: 1: gn=1-E
3n
=0.
n=1 k=1 n=1 k=1 n=1
Thus, ® has Lebesgue measure zero. To prove that IID is uncountable, observe
that x E D if and only if
00
(1.25) x=L,3
n=1
where each c,, E {0, 2} (see the previous exercise). For every x E D of the
form (1.25) define
00
oft
8=1
where
1 ifc,,=2,
a'` 0
The function u : IlD -p [0, 1] is well-defined (why?), increasing, continuous,
and has the same values at the endpoints of each removed interval Ik,n and
thus u extends to a continuous function on 10, 11. This function is called
the Cantor function (see Figure 3). Since u (D) = [0, 11, it follows that D
is uncountable. Note also that ul (x) = 0 for all x E Ikon, k, n E N, so
that u' = 0 except on a set of Lebesgue measure zero. Since to (0) = 0
and u (1) = 1, it follows that the inequality in (1.18) is strict, and so the
fundamental theorem of calculus for Lebesgue integration fails.
Exercise 1.44. Consider the Banach space

X :_ {u : [0,1] - R : u is Continuous, u (0) = 0, and a (1) = 1) ,
where we take the supremum norm
IIuII, := max Iu(x)I -
Consider the operator T : X -i X, defined by
-ju(3x) if OCx<,
T (u) (x) 2 if < x < 3,
3
+2u(3x-2) if 1.
(1) Prove that T is a contraction, precisely, that
2 Ilui - u21I.
IIT (ui) - T (u2)II,<, <_
for all u1, u2 E X.
(ii) Prove that the Cantor function is the unique fixed point of T.
(iii) Define recursively the sequence of functions up (x) := x, u,,+1 (x)
T (x), x E [0,1]. Prove that for all n E N,
It (x1) - t (x2)I s Ixl - x21'
for all xl, x2 E [0,1], where a := 1$. Deduce that the Cantor
function u is Holder's continuous with exponent a.
(iv) Prove that the exponent a and the constant one are the best pos-
sible for the Cantor function u, in the sense that the inequality
Iu(21) -u(x2)I C1x1 -x21'8
does not hold for all xl, x2 E [0,1] if either A > a or /3 = a but
C<1.
Using the Cantor set, we can construct Lebesgue measurable sets that
are not Borel sets.
Exercise 1.45 (A non-Borel, Lebesgue measurable set). Consider the func-
tion v : [0,1] -> R defined by
v(x) := x+u(x), x E [0,1].
(i) Prove that L1 (v (ID)) = 1.
(ii) Let E C v (IID) be a set that is not Lebesgue measurable (see Ex-
ercise C.2 in Appendix C) and consider the set F := v-1 (E) C D.
Prove that F is Lebesgue measurable but not a Borel set.
We have seen that the Cantor function is increasing with u' = 0 G1-
a.e. in [0, 1]. It is actually possible to construct strictly increasing functions
whose derivative is zero except on a set of Lebesgue measure zero. To prove
this result, we will need the following exercise.
Exercise 1.46. Let u : [a, b] --+ R be differentiable at xo G (a, b) and let
xn,'yn E (a, b), {xo} be such that xn # y n and xn, pn - xo.
(i) Prove that if xn < xo < yn for all n E N, then
U (yn) - u (xn) = ,ul (x0)
line
n'oo Yn - xn \
(ii) Prove that if the condition x, < xo < yn is violated, then the limit
lim,j--+0G u(y.)-u(x") may not exist or may be different from u' (xo).
y..-x..
Theorem 1.47. There exists a strictly increasing continuous function u :
[0, 1] -p R whose derivative is zero except on a set of Lebesgue measure zero.
Proof. For each x E (0, 1] find positive integers

(1.26) as<al<...<an<.
such that
(1.27) x=E200 1
In view of Exercise 1.42 and (1.26), the representation (1.27) is unique.

Moreover for every n, m E No with n > m,
(1.28) an ? n + 1, an > an + n - m.
Fix r > 0, r # 1. For x = 0 define u (0) := 0, while for each x E
(0,1] define
00 n
u (x) E
O (1 + r)a
Note that if x = 1, then an = n + 1, and so
u(1)= 1+r
(TrTr)n = 1
n_0
First, we prove that u is strictly increasing. If x > 0, then u (x) > 0 = u (0).
If 0 < x < y < 1, where x is given by (1.27) and
00
y=E
n=0
where bo < b1 < < b,< < -, then let m E No be the smallest integer
such that an bn. Since x < y, we must have bm < am (why?), and so by
(1.26) and (1.28),
00 rm+k Co k
CO
r
rn
n=m (1 + r)R"
-
k=0 ( 1 + r )a"'+k
= '(1
rm
++ r)am .k\ r 1+
rm
( 1 + r )am-1
rm rm 00 rn
'1 + r)b- < (1 + r)b"' +E 1 (1 +
Hence, u (x) < u (y).

Next, we prove that u is continuous. If x E (0, 1] is given by (1.27), for
every m E No let km be the number of subscripts n = 0, ... , m for which
an < m. Define
km 1 km-1 1 00 1
(1.29) 2Rn 2Rn + 2akm+j '

n-o n-o j=1
1 k ,n - 1 1 00 1
(1.30) zm x>n + = tan + 2m+j'
27n
n- j=1
By (1.28) and the fact that ak,,, +1 > m + 1, we get that akm +j > m + j for
all j N, and so
00
xm < = MM + 2a
En- xm +k = xm + urn
00 1 1 1
zm.
n=k,n+1 k=m+1
Since xm and zm differ only by , we have that (why?)
00 rn rkn+l
(1.31) u(z,,)-u(x»i)= 1+r)n+m-km
(1+r}'n.
n=k,,,+1
Using the fact that km < m + 1, it follows that u (z,n) - u (xm) -, 0 as
m -* oo, and since u is increasing and xm < x < z,n, this shows that u is
continuous at x.
To prove continuity at x = 0, it is enough to observe that as x -
0+, where x is given by (1.27), the corresponding coefficient ao = ao (x)
approaches infinity, and so
00
1 Tn
U (x)
_ (1+r) n --0
(1 + r)an-ao
00
1 rn _ r
0
< (1 + r)a0 (1 + r)n (1 + r)ao
as x -+ 0+, where we have used the fact that a, - ft > n by (1.28).

Finally, we shall prove that if u is differentiable at some x E (0, 1], then

necessarily u' (x) = 0. Indeed, assume by contradiction that u' (x) = e # 0.
Then by (1.29) and (1.31),
m
fl (z,,,) - u (x,) _ 2 rk,»+1
zf1-xm \l+r
On the other hand, by the previous exercise,
u (zm) - t (Xm) - Q
zm. - xm
as m -i oo, and so (0. This implies that

r k_+
m _1 -11
1 +r
2
Since r # 1 and k,,, is a nonnegative integer, we have that km - km-1
s r= No, so for all m > mo we have that km = k,,,-, + a. Note that a = 0 or
s = 1 leads to 1 = 1-'2 and r =, which
2
are both impossible. If s > 2.
we have that
km
m mo + (m - mo)
as m -> oo, but since km C m + 1, we again have a contradiction.
Exercise 1.48. Let C c R be a closed set and let
u (x) := dist (x, C) = inf {fix - tI : y E C}, x E R.
Prove that
(i) u is 1-Lipschitz, that is,
Iu (x) - u (01 5 Ix - uI
for all x)yER,
(ii) there exists an increasing function v : R -> R such that v' is con-
tinuous and
C={xER:v'(x)=0},
(iii) if C contains no intervals, then every such v is strictly increasing.
Another important consequence of the Lebesgue differentiation theorem

is the following result.
Theorem 1.49 (Fubini). Let I C R be an interval and let be a se-
quence of increasing functions, u : I - it Assume that the series of
functions E u, converges pointwise in I. Then E u, converges uniformly

n=1 n=1
on compact sets of I, the sum of the series
u(x) := E u,, (x) , x E I,

n=1
is differentiable C 1-a. e. in I, and
00
u' (x) _ un (x) for G1-a. e. x E I.

n=1
Proof. Since the result is local, without loss of generality, we may assume
that I = [a, b].
Step 1: Assume that un (a) = 0 for all n E N so that uTZ > 0. For every
IENset
81 :_ Ztn.
n=1
Then for x E [a, b],
00 00
0 <- u (x) - 81 (x) _ E un (x) <- E un (b) ,

n=1+1 n=1+1
and so
00
0 < sup ] u (x) - s1 (x) (< E un (b) -} 0
[a,b] n=1+1
as I - oo. Hence, the series is uniformly convergent.
Since u and s1 are increasing, by Lebesgue's theorem they are differen-
tiable 41-a.e. in [a, b], and since the countable union of sets of Lebesgue
zero measure still has Lebesgue measure zero, we may find a Lebesgue mea-
surable set E C [a, b], with C1 (E) = 0, such that u and all the functions al
are everywhere differentiable in [a, b] \ E.
Since the functions s1+1 - sl and u - sl are increasing for all l E N, we
- -
have that (81+1 s,)' > 0 and (u st)' > 0 in [a, b] \ E. Hence,
0<si(x):54(x) (x)
for all x E [a, b] \ E, and so there exists
lim s;, (x) oo n-+oo
for all x E [a, b] \ E.
It remains to show that thu an (x) = u' (x) for G1-a.e. x E [a, b]. Since
the limit exists for all x E [a, b] \ E by (1.32), it is enough to show this for
a subsequence {8,`nk} of {8n}. So let nk / oo be such that
0 < u (b) - 8nk (b) <

2k
and define vk (x) ti (x) - an, (x) < . Then uk is increasing and
00
0<tik(x)<
k=1 k=1
Hence, we can apply the first part of the proof to the sequence {vk} to
conclude that
lim vk (x) = 0
for a.e. x E [a, b] by (1.32). This completes the proof.
Step 2: Write un = un - u,a (a) + un (a) =: wn + un (a) and apply Step 1
to wn.
Exercise 1.50. Let I C R be an interval, let u : I -+ R be an increasing
function, and let uJ be the jump function of u. Prove that uJ (x) = 0 for
G1-a.e. x E I.
Exercise 1.51. Let u : [0,11 -+ R be the Cantor function. Extend u to be
1 for x > 1 and 0 for x < 0. Consider a countable dense set {an} in III and
define
00
V (x) 2 a (2n (x - an)) , x r= R.
Prove that v : R - R is continuous, strictly increasing, and v' (x) = 0 for

G1-a.e. x E R.
Chapter 2
Functions of Bounded
Pointwise Variation
Undergradese, II: "Is grading going to be curved?" Translation.
"Can I do a mediocre job and still get an A ?"
-Jorge Cham, www.phdcomics.com
Let I C ][8 be an interval. The set of monotone functions u : I -> R is

not a vector space, since in general the difference of monotone functions is
not monotone. In this chapter we characterize the smallest vector space of
functions u : I - R that contains all monotone functions.
2.1. Pointwise Variation

In what follows, given an interval I C R, a partition of I is a finite set
P := {xo,... , xn} C I, where
xQ <xl < . . . <xn..
Definition 2.1. Let I C R be an interval and let u : I - R be a function.
The pointwise variation of u on the interval I is
n
(2.1) Var u := sup lu (xi) - (x:-1} I ,
i=1
where the supremum is taken over all partitions P :_ {xo, ... , x,2} of I,
n E N. A function u : I -> R has finite or bounded pointwise variation if
Varu < 00.
The space of all functions u : I -> R of bounded pointwise variation is
denoted by BPV (I).'
'This is not the standard notation for this space, which is usually denoted BV (I) in books
on real analysis and measure theory. Although we do not like changing standard notation, unfor-
tunately in the literature the notation BV (I) is also used for a quite different (although strictly
39
40 2. Functions of Bounded Pointwise Variation
Remark 2.2. Note that if one of the endpoints, say b := sup 1, belongs
to I, then in the definition of Varu it suffices to restrict our attention to
partitions P :_ {xo,... , x,,J such that xo < xl < < xn = b. Indeed, if
P :_ {x07.. . , x,,} is a partition with x, < b, then P' :_ {xo, ... , x, , b} is
also a partition of I and
n n
Iu(xi) - u (xi-1)I :
i=1 1 Iu(x=) - u(xi-1)I + Iu(b) - u(xn)I < Varu.
In the sequel we will often use this property without further mention.
To highlight the dependence on the interval I, we will sometimes write
Varr u. If the interval I is degenerate, that is, if inf I = sup I, we set
Varr u := 0.
A function u : I - R has locally finite or locally bounded pointwise
variation if Var1a,b) u < oo for all intervals [a, b] C I. The space of all
functions u : I -* R of locally bounded pointwise variation is denoted by
BPVOC (I).
It almost goes without saying that if I = [a, b], then
BPVOC ([a, b]) = BPV ([a, b]) .
If SZ C R is an open set, then we can write SZ as a countable union of

pairwise disjoint open intervals
1 = U In.
n
Given a function u : Il - R, we define the pointwise variation of u on SZ as
Var u := Varr u,
n
and we say that u has bounded pointwise variation in Cl if Varu < oo. The
space of functions u : fl -), R of bounded pointwise variation is denoted by
BPV (Il).
Note that if u : I -> Rd, then we can define its variation exactly as
in Definition 2.1, with the only difference that the absolute value is now
replaced by the norm in Rd, which we still denote I . I. The space of all
functions u : I -> Rd of bounded pointwise variation (respectively, lo-
cally bounded pointwise variation) is denoted by BPV (I; Rd) (respectively,
BPVIOC (I; Rd)).
The following facts are left as an exercise.
related) function space. This book studies both spaces, so we really had to change the notation
for one of them.
2.1. Pointwise Variation 41
Exercise 2.3. (i) If u : (a, b] -* R is (everywhere) differentiable with

bounded derivative, then u E BPV ([a, b]).
(ii) If u : (a, bJ -* R is (everywhere) differentiable and u' is Riemann
integrable, then u e BPV ([a, b]) and
rb
Var u = lu' (x) I dx.
Ja
Compare this with the Katznelson-Stromberg theorem below.
Exercise 2.4. Let u : (0,1] -, R be defined by
(X) xasiny if0<x<1,
it
- {0 ifx=0,
where a, b E R. Study for which a, b the function u has bounded pointwise
variation. Prove that there exist values of a, b for which u has bounded
pointwise variation but for which u' is unbounded.
Exercise 2.5. Let u,v E BPV ([a,bj). Prove the following.
(i) u f v E BPV ((a, b]).
(ii) uv G BPV ([a, bJ).
(iii) If v (x) > c > 0 for all x E [a, b] and for some c > 0, then E
BPV ([a, b)).
(iv) What happens if we replace [a, b] with an arbitrary interval I C R
(possibly unbounded)?
We turn to some general properties of functions of bounded pointwise
variation.
Proposition 2.6. Let I C R be an interval and let u : I --+ R be a function.
(i) For every c r= I,
suplu(x)1 <_ Iu(c)I +Varu.
xEI
In particular, if u E BPV (I), then u is bounded.
(ii) If c E I, then
Varin(-oo,cj u + Var fn(a,00) u = Var u.
(iii) If I does not contain its right endpoint, then
lim Varfn(_,,,x( u = Var u,
x-,(enp I)-
while if I does not contain its left endpoint, then
lizn Varln(x,,o) u = Var u.
x-(inf I)+
Proof. (i) Fix c E I. For every x # c, consider the partition P {c, x}.
Then
Iu(x)I < Iu (c)I + Iu(x) - u(c)I < Iu(c)I +Varu,
and so
sup 1u (x) I < Iu (c) I + Varu.
xEI
(ii) Let I1 := in (-oo, c] and r2 := in [c, -oo). Let P :_ {xoi... , xn}

and Q :_ {yo,... , v,,,} be partitions of I1 and 12, respectively. By Remark
2.2 we may assume that xn = yo = c. Then P U Q is a partition of 1, and so
n m
Iu (xi) - u (xi-1) I + Iu (yi) - u (yi-1)I Varu.
=1 :=1
Taking first the supremum over all partitions P of I1 and then over all
partitions Q of I2 yields
Varl, u + Varj2 u < Varu.
Conversely, let P :_ {x0, ... , x, } be a partition of I. Let m E {1, ... , n}
be such that <- c <- x,,,. Then P1 :_ {xo, ... , xm-1 i c} and P2
{c, xr,j, ... , x7z} are partitions of I1 and I2, respectively, and so
Iu (xi) - 46 (xi-1)
i=1
M-1
_ F, lu (xi) - u (xi-1)I + Iu (xm) ± u (c) - u (xm-1)1
i=1
+ Iu(xi)1 -u(xi-1)1
i=m+1
712-1
Iu(x) - u (xi-1)I + 1U (c) - u (xr-1)1

i=1
+1U(-T-)-U(C)1+ 1u (xi) - u' (xi-1) I

i=m+1
< Varl, u + VarI2 u.
Taking the supremum over all partitions P of I gives Var u < Varl1 u +
Varl, u.
(iii) In view of part (ii), it is enough to consider the case Varu > 0.
Assume that I does not contain its right endpoint (the other case is similar)
and fix 0 < t < Var u. By the definition of Var u we may find a partition
P:= {x0, ... , xn} of I such that

n
t <EIu(xi) -u(xi-1)I
/
i=1
For any x E (x,,, sup I), we have that P is a partition of I fl (-oo, x], and so
by part (ii),
t< Iu (xi) - u (xi-1) I <- Varin(-oo,,;] u < Var u.

i=1
Letting x - (supl)-, we obtain
t < lim Varin(-oo,x] u < Var u,
z-+(sup I)-
where we have used the fact that the function x E I i Varjn(_,o,,l u is
increasing by part (ii). It now suffices to let t / Var U.
Remark 2.7. By taking I = [a, b], with a < b, it follows from part (ii) of
the previous proposition that for every c E [a, b],
Var(a,,l u + Vari,,bj u = Var[Q,b] u.
Exercise 2.8. Let I C R be an interval and let u E BPV (1). Prove that
if I contains its right endpoint b := sup I and u is left continuous at b, then
lim Var
u (x) := sin x, x E R, is bounded and belongs

to BPVOC (R), but it does not belong to BPV (R) (why?).
Next we discuss the relation between monotone functions and functions
with bounded pointwise variation.
Proposition 2.10. Let I C R be an interval and let u : I - R be a
monotone function. Then for every interval J C I,
Vary u = sup u - i Jf u.
In particular, u belongs to BPVi0 (I). Moreover, u belongs to BPV (I) if

and only if it is bounded.
Proof. Assume that u is increasing and let J C I be an interval. Then for
every partition P = {xo, ... , xn} of J,
n n
E
i=1
Iu (xi) - u
{xi-a)I =
i=1
J
(u (xi) - u {xi-1))
= u (xn) - u (xo) < sup u - inf u.

2. Functions of Bounded Pointwise Variation
Taking the supremum over all partitions of J yields

Varj u<supu - info.
To prove the opposite inequality, it suffices to consider the case in which J
is nondegenerate. Consider the partition P :_ {a, b} C J, where inf J <
a < b < sup J. Then
u (b) - u (a) = Iu (b) - u (a)I Varj u.
If sup J E J, then taking b = sup J gives u (b) = sups u, while if sup J V J,
letting b / sup J gives u (b) - sup j u. Reasoning in a similar way for the
left endpoint, we obtain that
sup u - i of u < Varj U.
This concludes the proof.

The function V introduced in the next proposition will play a central
role in what follows.
Theorem 2.11 (Indefinite pointwise variation). Let I C R be an interval,
let xo E I, and let u E BPYO( (I). For every x E I define
(2.2) V (x) Var1xo,xl u if x ? xo,

Varl,,,ol u if x < xo.
Then for allx,yE1, withx <y,
(2.3) Iu (F/) - u (x) I < V (y) - V (x) = Varlx,yl u.
In particular, the functions V and V ± u are increasing.
Proof. Fix x, y E I, with x < y. By Remark 2.7,
(2.4)
Varlxo,yl u - Varlxa,xI u = V (y) - V(x) if xo < x < y,
Varlx,yl u = Varlx,xol u - Variy,xol u = -V (x) + V (y) if x < y <- xo,
Varlx,xal u + Var1 ,,yl u = -V (x) + V (y) if x < xo < y.
Since ju {y} - u (x) < Var[x,y] u, the inequality (2.3) follows.
Note that (2.3) implies that V (x) < V (y) and that
(2.5) ± (u (y) - u (x)) < lu (y) - u (x) I < V {y) - V (x) .
Hence, the functions V and V ± u are increasing. 11
The function is called the indefinite pointwise variation of the function

U.
Remark 2.12. To highlight the dependence on xo or on u, when necessary,

we will write Vxo or Vxo,.u.
Remark 2.13. Note that when inf I E I, the choice xo = inf I gives the
simpler function
(2.6) Voo (x) := Varjn(_00,,] u, x E I.
However, if inf I does not belong to I or is -oo, then the function V., may
not be finite, unless u E BPV (I).
Exercise 2.14. Let I C R be an interval and let u E BPVOC (I). Let V be
the function defined in (2.2).
(i) Prove that if u is right continuous at some x E I (respectively, left
continuous), then so is V.
(ii) Prove that if u E BPV (I), then sup1 V - inf. V = Var u.
The previous exercise, together with (2.3), shows that u is continuous
at x if and only if V is. Next we show that one cannot draw the same
conclusion for differentiability (see, however, Exercise 2.25).
Exercise 2.15. Let u : 10, 11 - R be defined by
X0 cosy if 0 < x < 1,
u (x}
0 ifx=0,
where a > 0.
(i) Prove that if a = 2, then u' (0) = 0 # V (0) < oo.
(ii) Prove that if 1 < a < 2, then u' (0) = 0, while V'(0) = 00.
Exercise 2.16. Given u : [a, b] -> R, the extended real numbers
PVar u := suP E (u (x;) - u (x;-1))+
and
n
NVar u := sup F (u (xa) - u (xi-1))
i=1
where the suprema are taken over all partitions P :_ {xo,... , x",} of [a, b],
n E N, are called the positive and negative pointwise variation of u in [a, b],
respectively. Prove that if u E BPV ([a, b]), then
Var u = PVar u + NVar u
and that
u (b) - u (a) = PVar u - NVar u.
One consequence of Theorem 2.11 is the analog of Corollary 1.40.

Corollary 2.17. Let I C R be an interval and let u : I -+ R be a measurable

function. Then for h >0,
h
If [u(x+h)-u(x)Idx<Varu,
h
whereIh:= {x E I: x+hEI}.
Proof. If Varu = oo, then there is nothing to prove. Thus, assume that
Var u < oo. Fix [a, b] C I with 0 < h < b - a. By (2.3) and Corollary 1.40
applied to V we have
f(V (x + h) - V (x)) dx
fb-[u (x + h) - u (x)( dx <_<V(b)-V(a)=Var1a,bl
a
u.
Construct an increasing sequence of intervals (a,,, b,,] such that a,, \ inf I,
b / sup I. If diam Ih > 0, then for all n sufficiently large we have that
0 < h < b,, - a,,, and so by the previous inequality we have that
1 bn-h
h fan
[u (x + h) - u (x) I dx <- - Var u.
Letting n -* oo and using the Lebesgue monotone convergence theorem
gives
1I [u (x + h) - u (x) I dx < Var u.
h ,,
The previous inequality continues to hold if diam Ih = 0, since in this case

the integral on the left-hand side is zero. This completes the proof. 0
In Corollary 2.43 we will prove a converse of Corollary 2.17.
Another consequence of Theorem 2.11 is the result mentioned at the
beginning of the chapter, namely, the characterization of the smallest vector
space of functions u : I --+ R that contains all monotone functions.
Theorem 2.18. Let I C R be an interval. The smallest vector space of
functions u : I -+ R that contains all monotone functions (respectively,
bounded monotone functions) is given by the space BPVOC (I) (respectively,
BPV (I)). Moreover, every function in BPVOC (I) (respectively, BPV (I))
may be written as a difference of two increasing functions (respectively, two
bounded increasing functions).
Proof. Let u, v : I - R and let t e R. By (2.1) for every interval J C I we
have
(2.7) VarJ (tu) = jtjVar., u, VarJ (n + v) < Var., u + VarJ v.
Hence, the functions in BPY0 (I) (respectively, BPV (I)) form a vector
space.
By Proposition 2.10 the space BPV°C (I) (respectively, BPV (I)) con-
tains all monotone functions (respectively, bounded monotone functions).
To prove that it is the smallest, it suffices to show that every function u
in BPYoc (I) (respectively, in BPV (I)) may be written as the difference
of two increasing functions (respectively, bounded increasing). In view of
Theorem 2.11, it suffices to write
u=V-(V-u) or u=2(V-{-u)-2(V-u).
Exercise 2.19. Let I = [a, b].

(i) Prove that if v : I - R has bounded pointwise variation and the
intermediate value property, then v is continuous.
(ii) Prove that if u : I -* R is differentiable and ti has bounded point-
wise variation, then ti is continuous.
Exercise 2.20. Let I C it be an interval and let u E BPVOC (I) be right
continuous (respectively, left continuous). Prove that for every x E I° the
functions . (V + u) and ' (V - u) cannot both be discontinuous at x.
Exercise 2.21. Let I, J C R be two intervals, let f E BPV°, (J), and let
u : I -> J be monotone. Prove that f o u belongs to BPYOC (I).
Exercise 2.22. Let
unx)= 1 1
76
2
z
s
, xEIB.
(i) Calculate Var u,s.
(ii) Let
oo
u(x):=Eun(x), xER.
ft=1
Prove that u E BPV (R).
(iii) Prove that F,-, u;, (x) does not converge uniformly in [-1, 1].
(iv) Find a formula for u'.
(v) What is the relevance of this exercise?
The following result is a consequence of Theorem 2.18.
Corollary 2.23. Let I C R be an interval and let u E BPV°C (I). Then
for every x E I the limits
lim u (y) =: u+ (x) , lim u (y) =: u_ (x)
2With the obvious changes if x is an endpoint.

exist in R, u has at most countably many discontinuity points and is differ-

entiable Ll -a. e. in I, and for every [a, b] C I,
/b J'
(2.8) / (x) I dx < Var1Q,bi u.
a
If, in addition, u E BPV (I), then u is bounded, the limits
(2.9) lim u (y) , lim u (y)
y-4inf I)+ y-(aup')-
exist in R, u' is Lebesgue integrable, and
(2.10) dx < f IV'I dx sup V - inf V Var u.

I I
Proof. Step 1: Since by Theorem 2.18 every function in BPVOC (I) is the
difference of two increasing functions, from Theorem 1.2 and Lebesgue's
theorem we obtain that u+ (x) and u_ (x) exist in R for every x E I, that u
has at most countably many discontinuity points, and that it is differentiable
L -a.e. in I. To prove (2.8), let [a, b] C I and consider the increasing
function V defined in (2.2). Fix X E (a, b) such that both it and V are
differentiable at x. Then from (2.3) it follows that for y > x,
lu (y) - u (x)I < V (y) - V (x)
y-x y-x
and letting y - x+, we obtain
(2.11) Iu' (x)I < V' (X).
By Corollary 1.37 applied to V and (2.3), we obtain
(2.12) f b Iu'I dx <

a
f IV'I dx < V (b)
a
b
- V (a) = Var1a,bj u.
This proves the first part of the corollary.

Step 2: If it E BPV (I), then again by Theorem 2.18, it is the difference of
two bounded increasing functions. Hence u is bounded and the limits (2.9)
exist in R. To prove (2.10), we proceed as in the last part of the proof of
Proposition 2.10 to conclude from (2.12) that
dxf IV'I dxslpV-infV=Varu,
JI I
where in the last equality we have used Exercise 2.14. This concludes the
proof. 0
Remark 2.24. Note that in the second part of the proof, one could have
used the function V. defined in (2.6). Indeed, as in Step 1 we have that
for L1-a.e. X E I,
(2.13) In'(x)I <V'00 (x),
and so by (1.19) applied to the increasing function V co,
(2.14) flit' (x) I dx C 1 I V'' (x) I dx < xle p r V (x)

I xlm I V" (x)
< sup V.. - inf V,,. = Varu.
I I
The next exercise shows that the inequality in (2.11) is actually an equal-
ity for ,+Ci-a.e. X E I. An alternative proof will be given in Theorem 4.18.
Exercise 2.25. Let u E BPV ([a, b]) and for every a < x < b define
V (x) := Var[,,.] U.
Let P be a partition of [a, b], with
and define v : [a, b] --+ R inductively as follows. If u (xo) u (x1), for every x E [xo, xi] set
V (X) := u (xo) - u(s).
Let 1 < It < n and suppose that v has been defined on [xo, xk]. If it (xk) <
it (xk+1), for every x E (xk, xk+11 set
v (x) := is (x) + v (xk) - u (xk),
while if u (xk) > u (xk+1), for every x E (xk, xk+i] set
v(x) :_ -u(x)+v(xk)+U(xk).
Prove that
(1) on each interval [xk-1,xk], 1 < k < n, either v - u or v + u is
constant,
(ii) V (x) = Var(n,xi v for every a < x < b and
v (b) _ Iu (xk) - u (xk-1) I

k=1
(iii) for every n r= N there is a function v : [a, b) -+ R such that V - vn,
is increasing, V (a) = v (a),
V (b) - vn(b)
2n
and Iv'n (x)I = Iu' (x) I for L1-a.e. x E [a, b],
(iv) V' (x) = Iu' (x)I for G1-a.e. x e [a, b].
Theorem 2.18 shows that every function in BPYOC (I) may be written
as the difference of two increasing functions. The next result shows that the
difference of two increasing functions can lose every kind of monotonicity
and be rather pathological.
Theorem 2.26 (Katznelson-Stromberg). There exists a function u : R -* R
in BPY0,, (R) which is everywhere differentiable, monotone on no interval,
and such that u' is bounded but not Riemann integrable over any interval.
Proof. Step 1: Let s, t E R. Ifs > t > 0, then
s-t 2
;F--7t2- < s
while if s, t > 1, then
s+t-2 2
s2+t2-2 t
Step 2: Let
(2.15) (x) 1 xER.

V1--+ 1xI
We claim that for every a, b E R, with a 0 b, we have
1 b
b
-a, fi(x) dx < 4min{¢(a),0(b)}.
Indeed, assume that a < b. If a > 0, then by Step 1 we have
b _
4(x)dx=2(1+b)b-(l+a)a
b1af <
i.+b-4min {q(a),0 (b)}.
The case b < 0 follows from the fact that 0 is even. If a < 0 < b, then Step
1 yields
1 2( 1+b+ 1-a-2) < 4 min {0 (a), i (b)} .
b-1 ja fi (x) dx (1 + b) + (1 - a) - 2
Step 3: Let
IP (x) cj0 (yj (x - aj)) , xER,
s=1
where cj, -y > 0 and aj E R for all j = 1, ... , n. Then for every a, b E IR,
with a j b,
pb
(2.16) b 1 a f (x) dx <4min {ii(a),0(b)
a
Indeed, this follows from the previous step and the fact that
b ry(b-a)
b 1 ('Y (x - a)) dx = (t) dt.
a 7 (b - a) 1 ry (a - a)
Step 4: Let {*,,} be a sequence of function as in Step 3 and for each n E N

define
(2.17) IF,, (x) f x V5n (t) dt, x E R.
0
00
We claim that ifn (a) s < oo for some a E R, then the series of
n=1
functions
00
(2.18) F (x) := n (x), x E R,
n=1
converges uniformly on bounded subsets of R and is differentiable at a with
F' (a) = s. To see this, let b E R be such that lal < b. By Step 3 and (2.15)
for all -b<x<bwe have
IID x)I 0 and let I E N be so large that
00
(2.19)
n=i+1
Since each i is continuous at a, there exists S > 0 such that
1 ra+h . E
(2.20) I1 1 ip.(t) dt-0n(a)I <
TI 2I
for all 0 < I hl < S and for all n = 1, ... , I. Therefore, using Step 3 again,
for 0 < IhI < 6 we have
F (a + h - F (a) - sI -
E
rh (t)
dt - V;,, (a))
U=1
I 1 fah'n 00
(1 f
(t) dt - ,O. (a) + 0n (t) dt + 1n (a) ]
h a n=! h Ja //
n_1 I 1
00
< 2 + 50. (a) < E,
n=t+1
where we have used (2.16), (2.17), (2.18), (2.19), and (2.20).
Step 5: Let I, ... , In be disjoint open bounded intervals, let aj be the
midpoint of I;, and let e, y , . .. , yn > 0. We claim that there exists a
function V ) as in Step 3 such that f o r a l l j = 1, ... , n,
(2.21) 0 (a1)>yj, V'<y1+einIj, ii<soutside l1UUIn.
52 2. Fbnctions of Bounded Pointwise Variation
Choose c3 := yj +' and (see (2.15)) let y3 be so large that c30 (y3 (x - aj)) <
F if x 0 I3 (since 0 is even, one needs only to check this inequality at an
endpoint of I3). Since the 11's are disjoint and cjo (73 (x - a?)) takes its
maximum c3 at a3, properties (2.21) follow from (2.15).
Step 6: Let {a3} and {/3} be disjoint sequences of distinct real numbers.
We claim that there exists a differentiable function F : R -- R such that
(2.22) F1 (a3) = 1, F1 (,6j) < 1 for all j E N, 0 < F1 < 1 in R.
To prove (2.22), we construct by induction a sequence {ion} of functions as
in Step 3 with the properties that
1
(2.23) U. (a3) > 1 - 1 ' on. (03) < 2n2'; for all j = 1: ., n,
(2.24) u,+<1-n+1 in R;
where u E &k. Choose an open interval IM with midpoint ai such

k=1
that ,01 0 Ill} and apply Step 5 with e = y1 a to obtain a function '01
such that, setting ui i
u1(a1) > ui < 1 - 2 in Ill}, O1 < 4 outside P}.

Suppose that n > 2 and that i/i1, ... ,. On-1 have been chosen to satisfy (2.23)
and (2.24) up to n-1. Select disjoint open intervals In}, ... , I(n) such that,
I(n) ,
f o r all j = 1, ... , n, a3 is the midpoint of
I?n)
(2.25) fl Ql,
and, by continuity,
(2.26) un-1 < un_1(a,) + 6 in I(n) , S

n (n + 1) 2n2n > 0.
z
By Step 5, with a := zn and y3 = 1
obtain On such that for all j = 1, ... , n,
we
(2.27) On (a3) > 1 - - ttn-1 (a3) ,

n
(2 .28) O < 1 - n - u ,,-i (a3 ) + 22 " in I4n}
( 2 .29 ) 1
< 2n2n
ou ts id e I n) U .. U Inn)
i
Then (2.23) 2 is satisfied by (2.25) and (2.29), while for all j = 1, ..
Un (a3)=un-1(a3)+0n(aa)>1--
by (2.27), so that (2.23)1 holds. To check (2.24), note that by (2.26) and
(2.28) in
1 1
(a3) + is + 1 - - 2Ln.-1 (a,) +
Utz = 'fin-1 +'On <
-n 2n2fb
_ 1 1 _ 1
n(n+1)+ n n+1'
while outside I(") U .. U I(n)
, by (2.24) and (2.29) for n - 1,
u,t=Un-1 +0.<1-+
n 2n2n
<1- n + 1
Thus, we have constructed Now applying Step 4 to the function F
defined in (2.18), we have that for all j E N,
00
F' (a3) _ E Ok (a1) = lim un (a3) = 1

k=1
by (2.23) and (2.24), while for n > j,
00 00
/
F' (.3j) _ OA: (03) ='n-1 (J3,) + F, '`Yk (0i).1'
k=1 k=n
00
<1+00
n k_n k2
<1-1+
n 2n
<
Finally, by (2.24) and the fact that ibk > 0, for all x r= R,
00
O < F' (x) (x) = 1-
n-40
k=1
Step 7: Let {a, } and {$,i } be disjoint dense countable sets of R. Apply
the previous step to obtain two differentiable functions F and G such that
0<F',G'<1inR,
F'(a3)=G'(33)=1, F'(f,33),G'(a3)<1for all jEN.
Defineu:=F-G. Then-1<u'5 linR,
u' (ai) > 0, u' (Q3) < O for all j r= N.
Since {a,} and {Q?} are dense, the previous inequalities imply that u cannot
be monotone on any interval.
It follows from Exercise 2.3(i) that u is of bounded pointwise variation
on bounded sets.
The proof of the fact that la' is not Riemann integrable on any closed
interval [a, b] will make use of the fundamental theorem of calculus for abso-
lutely continuous functions, and so it will be postponed until after Theorem
3.30. 0
Remark 2.27. Note that the function u is actually Lipschitz continuous.

Exercise 2.28. Let In := (an, b i), n E N, be a sequence of pairwise disjoint
intervals in 10, 1] and choose
an < an < 0, < bn
such that an - an = bn - ftn.
(i) For each n E N construct a differentiable function un : In -* R such
that
(a) un = 0 in I,, \ (an., 0.),
(b) 0 < U. < (c - a,,.)2,
(c) max ]unl = 1.
1
(ii) Define
U(X)
u x) if x E In for some nEN,
(x) 0 elsewhere.
Prove that if xo E [0,1] \ U In, then for all x E [0, 11, x # xo,
n
u (x0) I
U (x) - < Ix - X01.
x-x0
(iii) Prove that it is differentiable and that lu'l < 1.
(iv) Prove that the intervals In can be chosen so that [0,1] \ U I is
n
closed, has positive Lebesgue measure, and is nowhere dense.
(v) Prove that with such a choice of {In} the function u' is discon-
tinuous at every accumulation point of [0, 1] \ U In and u' is not
n
Riemann integrable.
Exercise 2.29. Let p ? 1. Given a function u : [a, b] - R, we define the
p-variation of u as
n i/p
Vart, u := sup [u (xt) - u (x;-1) Ip ,

£.1
where the supremum is taken over all partitions P {x0, ... , xn} of I,
nEN.
(i) Prove that if Varp u < oo, then u is bounded and for every x E (a, b)
there exist in R the limits
lim u (y) =: u+ (X),
v+X+
Jim u (y) =: u_ (X).
v--q'X
2.2. Composition in BPV (I) 55
(ii) Prove that if Vary u < oo, then u has at most a countable number
of discontinuity points {y,},, and that
1!P
Varpu> (Iu+Y)__(Y)IP)
(iii) Prove that if Varp u < oo and q > p, then
(2IIuIIo,)QgD
Varqu < (Varyu)e .
(iv) Prove that for all u, v : [a, b] -> R,

Varp(u+v) 5 Varpu+Varpv.
(v) Prove that if u : [a, b] -> R is Holder continuous of exponent 1
P°
then Vary u < oo.
2.2. Composition in BPV (I)

In this section we study the composition of functions with bounded pointwise
variation. Exercise 2.5 shows that BPV ([a, b]) is closed under the operations
of addition and multiplication. The next exercise shows that it is not closed
under composition (see, however, Exercise 2.21).
Exercise 2.30. Consider the functions f : [0, 1] -> R and u : [0, 1] - [0, 1],
defined by
f (z) / , u (x) t 02 sm2 x

if x < 0.< 1
Prove that f and u have bounded pointwise variation, but f o u does not.
Next we discuss necessary and sufficient conditions for a given function
f to be such that f ou is a function of bounded pointwise variation for every
function u of bounded pointwise variation.
Theorem 2.31 (Josephy). Let I C R be an interval and let f : R -+ R.
Then f o u belongs to BPYa (I) (respectively, BPV (I)) for all functions
u E BPVOC (I) (respectively, BPV (I)) if and only if f is locally Lipschitz.
Proof. We only prove the result in the case of BPVoo (I), the case of
BPV (I) being completely similar.
Assume that f is locally Lipschitz and let u E BPVOC (I). Fix an interval
[a, b] C I. Since u is bounded in [a, b] (see Proposition 2.6), we have that
M := suPXE [a.bl I u (x) I < oo, and so we may find L = L (M) > 0 such that
If(zi)-f(22)1 :5 LIzi-221
for all z1, z2 E [-M, M]. Let P:= {xo, ... , x,,} be a partition of [a, b]. Then
n n
E 1(f o u) (x;) -Y o u) (xz-1)I =Elf (u (xi)) -f (u (x=-1))I
=1 s-1
<L Iu (x;) - u (x;-1) I <- L Var1a,bj u,

i=1
which implies that Var[a,bl (f o u) < L Var1a,bl u < oo.
Conversely, assume that f o u E BP.. (I) for every u E BPVo, (I).
Fix [a, b] C I. We begin by showing that f is locally bounded. Consider an
interval [-r, r], where r > 0. We claim that f is bounded in [-r, r]. Indeed,
for any zo E [-r, r] consider the function
(2.30) u (x)
zo + x - e2 if x E [a, b] ,
0 ifxEI\[a,b].
Since u belongs to BPVi0 (I), by hypothesis the function f o u belongs to
BPV ([a, b]). In particular, f o u is bounded in (a, b] by Proposition 2.6.
Thus, there exists a constant 11fzo = M,q (a, b) > 0 such that
If(zo+x-alb] :5M'O
for all x E [a, b], which implies that
If (x)I < M
for all z E (zo - ,a, zo + a)
. A compactness argument shows that f is
bounded in [-r, r] by some constant Mr > 0.

Next we claim that f is Lipschitz in (-r, r]. Indeed, assume by contra-
diction that this is not the case. Then we may find two sequences {sn},
{tn} C [-r, r] such that s,a # tn. and
(2.31) If (8,,,) - f (tJ > 2 (n2
Isn.-tnl + n)
for all n E N. Since {s,,} is bounded, we may extract a subsequence (not
relabeled) such that sn -+ soo. Take a further subsequence (not relabeled)
such that (2.31) continues to hold and
1
(2 32) Is -acc I <
n (n+ 1)2*
Since f is bounded in [-r, r] by Aft, by (2.31) for all n e N, we have

(2.33) 211-1,. >- If (8n) - f (tn)I > 2 (n2 + n) Isn - tnI .
Hence,
Isn - tn1 (b - a) < b2 a
(2.34) 0 < d0 := 0.
21i4 2(n +n)
2.2. Composition in BPV (I) 57
For every n E N, set In [a +;a+ bno°) We now define the piecewise

.
constant function u : I - R in the following way:

spp if x < a,
to if x E In, x - (a+ b-a ) is not a multiple of d,,,
(2.35) u (x)
8n if x E In, x - (a+ b+i } is a multiple of 5n,
s1 if x > b.
For every n E N, let
diam In b-a 2M,.
- 8n(n2+n) Isn-tnl(n2+n) >2
(2.36) Pn:=
an
by (2.33) and set m = max {j E No : j < Q. Note that Mn is the number
of times that the function u takes the value sn in the interval In. Since
En > 2, we have
f2
(2.37) < Mn < Qn.
Consider the partition P. of In = [a + 1, a + --n-] given by
Pn.={a+n+1+21bn: i=0,...,2m,,
o ,... 2,n
Then by (2.33)-(2.37),
2
Var7 (fOu)>EIf(u(xr))-1 (U(-T'

an-tn4M,.,
and so for every n E N by Remark 2.7 we obtain that
n
Var1Q.,b] (f ou)Varjk(fou)>4Mn->oo
k=1
asn -oo.
On the other hand, since u is a step function on In, by (2.32)-(2.37) we
have that (why?)
Var jn u < 2mn I8n - to l + I8n+1 - Sn I + I Sn+1 - tnl
<2fnlen-tnl+2l8n+1 -soot +2Is. -Snl+Isn - tnl
All 4 All < 2M,. + 4
<n2+n+(n +n2+n 9t2
Since s -> soo and t,,, --+ soo, it follows by (2.35) that u is right continuous
at a. Hence, by Exercise 2.8 (which holds for the left endpoint with the
obvious changes) and Remark 2.7 we have that
n 00
4Mr + 4
Varta,bl u = lim Var b-a ' b]
a-.0o [a+ nn+1
u = n-.oo
lim Var-u
Ik <- k2
< oo,
k=1 k=1
which shows that u E BPI,, (I). Hence, we have obtained a contradiction.
Remark 2.32. Note that the previous proof continues to hold if f : Rd -, R.

More precisely, f o u belongs to BP1' (I) (respectively, BPV (I)) for all
functions u E BPYOC (I; Rd) (respectively, BPV (I; Rd)) if and only if f is
locally Lipschitz.
The next exercise gives necessary and sufficient conditions for a function
h to have the property that u o h belongs to BPV (I) for every function
uEBPV(I).
Exercise 2.33. For each f E N let
,7e :_ {E C [0, 1] : E can be written as a union of f intervals} ,
where we allow singletons as degenerate closed intervals. A function g
[0, 11 -> R is said to be of f-bounded pointwise variation if
9-1 ([a, b]) E 7t for all [a, b] C R.
(i) Prove that if g : 10,1] -> R is of I -bounded pointwise variation and
if Ig(x)I<Mfor allxE[0,11,then
Varg<_4M(f+1).
(ii) Prove that if u : 11 -+ R is increasing and if g : [0,1] -' [0,1]
is of I -bounded pointwise variation for some e E N, then u o g is
bounded and of e-bounded pointwise variation.
(iii) Prove that if u . is of bounded pointwise variation and if
g : [0, 1] -+ [0, 11 is of f-bounded pointwise variation for some f E N,
then u o g is of bounded pointwise variation.
(iv) For each n E N let gn : [0, 1] -> {0, '} and let
00
g:= Egn.
n=1
Prove that
00
Varg > E Varg,,.
n=1
2.3. The Space BPV (1) 59
(v) Prove that if g : [0,1] -+ 10,11 is such that u o g is of bounded

pointwise variation for all u : 10,11 -- R of bounded pointwise
variation, then g : 10, 1] - R is of £-bounded pointwise variation
for some e E N. Hint: If not, then for each n E N find an interval
In C [0,1] such that g 0 3Jn and take
00
u:=Eun
for an appropriate choice of u,a.
2.3. The Space BPV (I)

Note that by (2.7), u H Varu has most of the properties for being a norm
in the space of BPV (I). What is missing is the fact that Varu = 0 does
not imply that u = 0, but only that u is a constant. However, we have the
following.
Corollary 2.34. Let I C R be an interval. Then for any fixed c E I, the
application
u Hull := Iu (c) I + Varu
is a norm in the space BPV (I).
Proof. By (2.7), Iltull = Iti lull and 11u + ull <_ lull + IIuII for all t E Dz and
for all u, v E BPV (I). It remains to show that lull = 0 implies that u = 0.
Indeed, if Var u = 0, by taking the partition {x, c} for every x E I, x # c,
we havethatu(x)=u(c)=0. 0
Since the space BPV (I) is a normed space, the next natural question is
its completeness. The proof will rely on the following important compactness
result.
Theorem 2.35 (Helly's selection theorem). Let 1 C I8 be an interval and
let.P be an infinite family of functions in BPV (I). Assume that there exist
c E I and a constant C > 0 such that
(2.38) 1u(c)I + Varu < C
for all u E F. Then there exists a sequence {un} C F and a function
v E BPV (I) such that
un (x) -> v (x)
for alEx 1.
We divide the proof into a few lemmas, which are of independent interest.
Lemma 2.36. Let I C 1[8 be an interval and let.F be an infinite family of

functions u : I -- R. Assume that there exists a constant C > 0 such that
Iu(x)I <C
for all x E I and all u E T. Then for every countable set E C I, there exists
a sequence {un} C F such that the limit limn,-.00 un (x) exists in R for all
xEE.
Proof. The proof makes use of the Cantor diagonal argument. Let E
{xk}k. Since the set
{u (x1) : u r =.F)
is bounded, by the Bolzano-Weierstrass theorem we can find a sequence
{u() } C F for which there exists the limit
lim u;,) (x') = el E R-

n-+oo
Since the set
{t41') (x2) : n E N}
is bounded, again by the Bolzano-Weierstrass theorem we can find a se-

quence Ju(n2)j C {u} for which there exists the limit
m n
lien u(2) (x2) = 82 E R.

n--+oo
By induction for every k E N, k > 1, we can find a subsequence {unk)} C

jun(4-')j for which there exists the limit
lim un) (xk) = fk E R.

n-.oo
We now consider the diagonal elements of the infinite matrix, that is, the
sequence Ju(n) I . For every fixed xk E E we have that the sequence
n
{uin) (xk)100
is a subsequence of jun";) (xk)} , and thus it converges to tk

n=k n
as n -+ oo. This completes the proof. 0
Lemma 2.37. Let I C ]I8 be an interval and let F be an infinite family of
increasing functions u : I - R. Assume that there exists a constant C > 0
such that
Iu (x)I <_ C
for all x E I and all u E.F. Then there exist a sequence {un} C F and an
increasing function v : I -> R such that 1im, un (x) = v (x) for all x E I.
Proof. Apply the previous lemma with E given by the union of all the
rationals in r and the endpoints of I that belong to I (if any) to find a
sequence {un} C F such that the limit un (x) exists in JR for all
xEE. Definew:E -Rby
(2.39) w (x) := lim un (X), x E E.
n->oo
Since each function un is increasing, if x, y E E and x < y, then un (x) <

un (y) for all n E N, and so letting n - oo, we conclude that w (x) < w (y).
Thus, w is increasing.
'Ib extend w to I \ E, for x E I \ E we define
w (x) := sup w (Y).
yeEn(-CC,x)
Note that in is increasing by construction. We claim that
(2.40) lim un (x) = in (x)
for all those x E I such that in is continuous at x. To see this, fix e > 0
and any such x. In view of (2.39) it is enough to consider the case in which
x E I \ E. Since x is not an endpoint of I, using the continuity of w at x,
together with the density of the rational numbers, we may find x1, x2 E E
such that xl < x < x2 and
(2.41) w (x2) - in (xl) <
By (2.39) there exists an integer no E N such that

(2.42) It n (xl) - w (xl)I < 2, Iun (x2) - w (x2)I < 2
for all n > no. Since w and un are increasing,
w(x) -e <- w(X2)±w(X1) -e
< w (xl) - < un (X0 < U. (x) < U. (X2):5 w (x2) +
2
2
=w(x2)±w(xl)+2
<w(x)+w(T2)-w(xl)+2 <w(x)+s
for all n > no, where we have used (2.41) and (2.42). This implies that
JU.(x)-w(x)l <E
for all n > no. Thus the claim is proved.
Now let El be the set of points of discontinuity of in, which is at most
countable. Applying the previous lemma once more, with El and {un} in
place of E and F, we may find a subsequence {n,,,, } of that converges

at every point of El. The function
v (x) Eli
limk-,0 unk (x) if x E El
has all the desired property. Indeed, in view of (2.39) and (2.40), we have
that
w (x) = n->oo
lim un (x) = lim u, (x)
k-oo
for all x E I \ El. O
We now turn to the proof of the Helly theorem.

Proof of Helly's selection theorem. For every u E .P write
u= Vu-(Vu-u),
where Vu is the function defined in (2.2). By Theorems 2.11 and 2.18, Vu
and V - u are increasing functions, and by (2.38),
IVu(x)I <C, IVu(x)-u(x)I < IVu(x)I+Iu(x)-u(c)I+Iu(c)I <2C
for all x E 1, and thus we may apply the previous lemma to the family
IV,, : U E ..F} to find a sequence {un } C F and an increasing function vl :
I - R such that
lim V.u (x) = vi (x)
for all x E I. Applying the previous lemma to the family {V,,,, - u.}, we
may find a subsequence of {u} and an increasing function 'v2: I -* JR
such that
lim (Yank - unk) (x) = v2 (x)
k-roo
for all x E I. By Theorem 2.18, the function v vi -v2 belongs to BPV (I)
and
lien U-k (x) =k--oo
lulu [v4,k (x) - (vlk - unk) (x)]
= v1 (x) - v2 (x) = V (x)
for all xE1. O
The fact that the function v belongs to BPV (I) can also be derived by
the lower semicontinuity of the variations with respect to pointwise conver-
gence. More precisely, we have the following result.
Proposition 2.38. Let I C R be an interval and let be a sequence
of real-valued functions defined on I and converging pointwise to a function
u : I -' R. Then
Var u < lim inf Var un.
f->oo
In particular, if the right-hand side of the previous inequality is finite, then

u belongs to BPV (I).
Proof. Without loss of generality we may assume that Var u > 0, since
otherwise there is nothing to prove. Fix 0 < t < Varu and find a partition
P = {xo, ... , xm } of I such that
m
t< lu(xi) -u(xi-1)l.
L=1
Since un (xi) - u (xi) a s n - oo f o r all i = 0, ... , m, for every e > 0 we

may find is E N such that
lun (-Ti) - u (xi)I :5
2m
for all n>nandi=0,...,m. Hence for n>n,
m
t< 'n lu (xi) - u (x,i-1)I C U. (xi) - un (xi-1)I + 1)
i=1 i=1
M
I'un(xi)-un(xi-1)l+E <Varu,a+E.
i=1
Taking the limit inferior on both sides, we obtain
t < lim inf Var un + e.
n-poo
Letting E - 0+ and t - (Var u)- yields the desired result.
Remark 2.39. If u is continuous, then it is enough to assume that un (x) -+
u (x) for all x in a dense set E of I. To see this, let P = {xo, ... , be
as in the previous proof. By the continuity of u and the density of E there
exists a partition P' = {ya,... , y,,,} C E such that
lu (y4) - u (x0I < m
for all i = 0,.. ., m. We may now continue as in the previous proof (working
with P in place of P) to conclude that
t < lim inf Var un + 2E.
ft--+00
As before it suffices to let E - 0+ and t - (Var u)-.

One consequence of the Helly selection theorem and of the previous
proposition is the completeness of the space BPV (1).
Corollary 2.40 (Completeness of BPV (I)). Let I C R be an interval and
let c E I. Then the space BPV (I) endowed with the norm
(2.43) 11 ull := lu(c)I + Varu
is a Banach space.
Proof. Let be a Cauchy sequence in BPV (I). Since every Cauchy

sequence is bounded, there exists a constant C > 0 such that
Iun(c)I+Varun <C
for all n E N. Hence, we are in a position to apply the Helly selection
theorem to find a subsequence {ub, } and a function u E BPV (I) such that
un,,, (x) -> u (x) for all x e I. Since {u,,) is a Cauchy sequence, given e > 0,
there exists A E N such that
Iin(C) - Um(e)I + Var(un-um) <E
for all n, m > n. In particular,
It(c) - (c) I + Var (un - u,) < e
for all n, uk. > h. Letting k i oo and using the previous proposition, we
conclude that
Iu,z (c) - u (c) l + Var (isn - u) < E
foralln>n.
The next exercise shows that the space BPV (I) endowed with the norm
defined in (2.43) is not separable.
Exercise 2.41. Consider the space BPV ([0,1]) endowed with the norm
(2.43). For every u E BPV (10,1]) and r > 0 let
BBpv (u, r) :_ {v E BPV ([0,1]) : I1u - v11 < r} .
For every t E [0, 11 define ut := X{t}.
(1) Prove that for every t, s E [0, 11, with t # s,
BBPV (ut, 1) n BBPV (U., 1) _ 0
(ii) Prove that for every t E [0, 11,
BBPV (Ut, 1) C BBPV (0, 3) .
(iii) Prove that the Banach space (BPV ([0,1]) ,11.11) is not separable.
Exercise 2.42. Consider the space BPV ([0,1]) endowed with the metric
d(u,v) := f Iu(x) - v(x)I dx+ IVaru- VarvI .

0
(i) Prove that if {u,,} C BPV ([0,11) is such that sup d (us, 0) < oo,
then there exist a subsequence {u,,,,} of {u,s} and a function u E
BPV {10,1]) such that d (u,,, u) - 0. Hint: Use Helly's theorem.
(ii) Prove that (BPV (10,1]) , d) is a complete metric space.
2.3. The Space BPV (I) 65
(iii) Prove that (BPV (10,1]) , d) is separable. Hint: Any function can
be approximated by an inscribed polygonal function.
(iv) Is there any relation between convergence in the norm (2.43) and
in the metric d? Is there any difference in the answer if the limit
function u is continuous?
Another consequence of the Helly selection theorem is the following re-
sult, which is the converse of Corollary 2.17.
Corollary 2.43. Let I C R be an interval and let u : I -* R be an integmble
function such that
C:= limsup 1 / Iu (x + h) - u (x)I dx < oo,
h-0+ h Ih
where
Ih:={XEI: x+hEI}.
Then there exists a junction v E BPV (I) such that v (x) = u (x) for Ll-a.e.
and Vary = C.
Proof. For every n E N we partition the interval I into subintervals of
equal length En > 0, with do -' 0 as n -> oo. Let {xP} be the family of
j
endpoints of the intervals. For every x E (-'Oj-iX(!)) define the piecewise
constant function
un (x) u (t) dt.
Extend un at the endpoints in such a way that it is right continuous and if

b E I, extend un at b in such a way that it is left continuous at b. Since u
is piecewise constant,
1 f +i Xi")
Var un = u (t) dt - J {n) u (t) dt
b J{
9 n tin x}-1
=8 1 (n)
J(am) u(x+5n)dx- J(')
.?-1
n
u(t)dt
fx(n)
]-1
1 x(n)
< Iu(x+6) - u(x)I dx
Sn z(n)
< 16n J Iu (x + an) - u (X) l dx,

I8n
and so, by hypothesis,
(2.44) lim sup Var u,z <- C.
n.-4oo
Moreover, since u,,, -> u in LiC (I) (why?), we may find c E I and a subse-
quence, not relabeled, such that sup1, Iu (c) I < oo,
sup Var un, < C + s,
n
and u,, (x) -r u (x) for 41-a.e. x E I. Thus, we are in a position to apply
Helly's selection theorem to find a further subsequence, not relabeled, and
a function v E BPV (I) such that
u, (x) -+ v (x)
for all x E 1. Hence v (x) = u (x) for £''-a.e. E I, and so
jIu(x+h)-u(x)I dx= dx <Varu

r, h h
by Corollary 2.17. Letting h 0+, we conclude that C <_ Var v. On the

other hand, by Proposition 2.38 and (2.44),
Var v _ lim inf Var un < C,
n-Poo
and soVarv=C.
Results of this type are often useful in the regularity theory of solutions
of differential equations (see, e.g., [24] and 153]).
Exercise 2.44. Prove that the sequence {un} constructed in the previous
corollary converges to u in Lj0 (I).
2.4. Banach Indicatrix

We conclude this chapter with a characterization of continuous functions of
bounded pointwise variation due to Banach [14]. It expresses the fact that
the graph of a function in BPV (I) cannot intersect a horizontal line too
many times. This result paved the way to the area formula (see [10], [54],
[58], and [182]).
Definition 2.45. Given two nonempty sets X, Y, a function u : X Y,
and a subset E C X, for every y E Y let N. (y; E) be the number of
elements (if any) of the set {x E E : u (x) = y}. The function Nu E) :
Y -p No U {oo} is called the counting function or Banach indicatrfx of u in
the set E.
When E = X, we sometimes omit the dependence on E; namely, we
write Nu := Nu X).
We begin with a preliminary result due to Federer [57]. For simplicity
we present it here only for vector-valued functions defined on an interval
and refer to [57] for the general statement.
2.4. Banach Indicatrix 67
Theorem 2.46 (Federer). Let IL : B (Rd) -, [0, oo) be a Borel measure, let
I C R be an interval, and let u : I -> Rd be such that u (J) is a Borel set
for every interval J C I. For every n E N let 7;4 be a countable family of
pairwsse disjoint intervals with the properties that .F,, is a partition of I and
sup diam J - 0
JE.7=n
as n - oo. Then rN.,i (.; I) is a Borel function and
f Nu(y;I) dFa(y)= lim

n--+oo Iz(u(J))
Rd JE.Fn
Proof. We divide the proof into two parts.

Step 1: We claim that for every y E Rd,
(2.45) N,, (y; I) = lim (y) .
JEFn
T o see this, l e t m E No be such that m < N u (y; I). Then there exist m dis-
tinct points x1, ... , x,,, E I such that u (xi) = y. Assume that x1 < . < x,,,
and let &, := min {xi - xi_i : i = 2, ... , m} > 0. Since sup JEF diam J - 0
as n - oo, there exists no E N such that
sup diam J <
JEFn
for all n > n6. Using the fact that each F. is a partition of I, it follows that
for n > no there must exist m distinct intervals Jl("), ... , Jmn) E .F, such
that x; E J(n) for all i = 1, ... , m and n > n6. Thus, for all n > n6,
m
m= X,,(J(n)) (F!) <_ E Xu(J) (Y)
i=1 { JEFn
and consequently
m < lim inf xu(J) (y) .
n-.oo
JE.fn
If N (y; I) < oo, take m := N,, (y; I), while if Nu (y; I) is infinite, let m ->
N. (y; I) in the previous inequality to conclude that
N. (y; I) < lnm
-400
inf E Xt(J) (y).
JEFn
On the other hand, by the definition of N. (y; I), for every integer n E N,
we have that
(2.46) E Xu(J) (y) <_ N. (y; I) ,
JEF.
where we have used again the fact that .p',, is a partition of I. Letting n - 00
in the previous inequality gives
lim sup Xu(J) (y) < N. (y; I) .
n--400
JET.
Hence (2.45) holds. Note that since by hypothesis Xv(J) is a Borel function
for every J E F,,, (2.45) implies that N. I) is a Borel function.
Step 2: We claim that
lira inf (u (J)) >_ IR Nu (y; I) dµ (y) .
d
JEYY
By Corollary B.42 in Appendix B, for every n E N,
(2.47) A (u (J)) _ E J Xu(J) dp (y) Xu(J) dy. (y)
JE Fn JE.Fn ,' Rd JE.Fn
It now follows from (2.46) that
Jim sup E F(u(J)) S fd dis(y)

n--+00 lF
JEFn
On the other hand, from (2.47), Fatou's lemma, and Step 1, in this order,
we get
r
lim anf E µ (u (J)) = lim in Xu(J) dl (y)
JE.Fn J
]R
JEF,
1: Xu(J) dp (y) = fRd N. (y; I) d1 (y)

1 nm
fRd irlfJEFn
This completes the proof.
Theorem 2.47 (Banach). Let I C R be an interval and let u : I -' JR be
continuous. Then Nu I) is a Borel function and
(2.48) fNu(Y;I) dy Varu.
In particular, u belongs to BPV (I) if and only if Nu I) is Lebesgue inte-
grtable.
Lemma 2.48. Let u : [a, b] -> JR be continuous. For every 5 > 0 let P6
be a partition of [a, b], with
xo,s := a < xl,g < ... < xna,a b,
such that xi,a - xj-j,,5:5 6 for all i = 1, ... , no. Then
n6
Var u = Jim E [u (xs,d) - u (xs_l,a) I .
a-,o+
s=i
Proof. Without loss of generality we may assume that Var is > 0, since
otherwise is is constant and there is nothing to prove. Fix any 0 < t < Varu
and find a partition P = {xo, ... , of [a, b], with xo = a and x,n = b (see
Remark 2.2), such that
m
(2.49) S :_ E Iu (xj) - u (xj_1)1 > t.
j=1
Since is is uniformly continuous, there exists t > 0 such that
(2.50) Iu (x) - is (x') I < 2m t
for all x, x' E [a, b] with Ix - x'l < q. Let
1
0 < So -min { ri, min (xj - xj-1)
2 l 3=1,...,m
If 0 < 6 C 60, then for each j = 1, ... , nt - 1 there exists a unique index
ij E { 1, ... , n6} such that xj E (Ci,-1,5, xi?,d Moreover, if j k, then
ij74 ix,andi1 <Setio:=0andi,,,:=n6.
Since
- xj I
:5 xi,,6 - xi,-1+6 n,
by (2.50) we have
l u (xj) -u (xj-1)I :5 1'U (xj) u (xi3,6) I -
+ Is (xif,6) - 46 (xis-1,6) I+ Iu (xi,-1,6) - u (xj-1)I
S-t+
rn It(xis,6) -u(xi,
Summing over all j = 1, ... , m and using (2.49), we get
S= E lu (x3) - u (x,-1}1 < S - t + E I's (Xij,6) - u (xz,-1,6) I

j=1 j=1
n6
<S-t+ lu (xi,6) - 2i (xi-1,6)I ,
i=1
and so n6
t< u(x:,6) -u(xi-1,6)I <- Varu.

i=1
In turn,
no
t < lim inf'' Its (xi,s) - u (xi-1,6)1
6y0+ Z=1
n6
< lim sup Iu (xi,a) - u (xi-1,6) I < Var is.
6-40+ i=1
Letting t / Var u gives the desired result.
Note that in the previous lemma we are not assuming that Varu < oo.
Exercise 2.49. Prove that the previous lemma continues to hold if u :
[a, b] -, IR is only assumed to be left continuous (respectively, right continu-
ous). Hint: Use left continuity (respectively, right continuity) at each point
xj to find S°.
The previous lemma does not hold for the p-variation (see Exercise 2.29).
Exercise 2.50. Let p > 1. Given a function u : [a, b] -> R, define

n 11r
Varrp°) u := lira sup lU (.Ti) - u (Xi-1)Ip
b-,0+
i=1
where for each fixed 6 > 0 the supremum is taken over all partitions P
{x0, ... , x,,} of I such that Ixi - xi-1 I < b, i = 1, ... , n, n E N.
(i) Prove that Varp°) u < oo if and only if Vari, u < oo.
(ii) Prove that there exists a function u for which Varp°} u < Var , u <
oo.
(iii) Prove that if u is continuous and Varo u < oo, then Var( °)u = 0
for q > p. Hint: Use uniform continuity.
Proof of Banach's theorem. Step 1: Assume that I = [a, bJ . For every

n E N let F be the partition of [a, b] given by
b
I1, := [a, a+ 2na1
Ik,n:= La+(k-)b2na,a+kb2"aJ fork=2,...,2".

Since u is continuous, by the Weierstrass theorem and the intermediate value
theorem for every interval [a, Q] C [a, b] we may find t1, t2 E [a,131 such that
u([a,/3]) = [u(t1),u(t2)]. Hence, by (2.3),
Iu (0) - u MI < £' (u ([a, 01)) = Iu (t1) - u (t2)I <- Var[a,pl u.

Using this inequality and Remark 2.7, we get
E lu (sup J) - u (inf J)I < 1 C1 (u (J)) < Varj u = Var1Q,61 u.

JE.Fn JE.F. JE.F.
Letting n -> oo and using the previous lemma, we obtain

VarlQ,bl u = l!ino E Iu (sup J) - u (inf J)I
JEF.
< lim C1(u(J)) < Var1a,bl u,
JEFn
and so, by Federer's theorem with p given by the Lebesgue measure,
jN(v; [a, b]) dy = lm ,V 1(u (J)) = Var[n,b] u.
JEF
intervals [ak, bk] such that
ak \ inf I, bk / sup I,
and
00
I= U [ak, bk] -
k=1
By the definition of N,, (y; -) for every y /E l[i; we have that
N. (y; [ak, bk]) C N. (y; [ak+1, bk+1])
and N. (y; [ak, bk]) - N. (y; I). Hence, by Proposition 2.6, Exercise 2.8, the
previous step, and the Lebesgue monotone convergence theorem, we get
Varl u = >n Var(Q,,,bkl u = k m f N(y; [ak, bk]) dy = f N(y;1) dy
Corollary 2.51. Let I C R be an interval and let u E BPV (I) be con-

tinuous. Then the set o f values y E ]R f o r which u 1({y}) is infinite has
Proof. Since by the previous theorem the function Nu is integrable, it fol-

lows that it must be finite for £1-a.e. Y E R.
The previous corollary expresses the fact that a function in BPV (I)
cannot oscillate too much.
Exercise 2.52. Consider the Cantor set
00 P-1
®:_ [0,1] \ U U Ik,n-
n=1 k=1
For every interval Ik,, = (ak,n, bk,n), n r= N, k = 1, ... , 2n-1, define
9A;, (x) -2'1 sin 27r (x - 4k,.)

bk,n - ak,n
, x E [ak,nr bk,n]
(i) Prove that the function g : [0, 11 -R, defined by

gk,n (x) if x E Ik,n, n E N, k = 1, ... , 2n-1,
g (x) 0 ifxED,
is continuous.
(ii) Let f := g+u, where u is the Cantor function. Prove that for every
n E N,
[0,1] = f U Ik,n
k<2"-L
(iii) Prove that the counting function Nf : R -* NU{0, oo} is identically
0o in 10, 11.
Exercise 2.53. Let u : (a, b] --+ R be continuous. Using Banach's theorem,
give an alternative proof of the fact that if c E (a, b), then
Var[a,c] u + Var[,,b) u = Var u
(see Remark 2.7).
Chapter 3
Absolutely Continuous
Functions
Undergradese, III: "Hmmm, what do you mean by that?" Trans-
lation: "What's the answer so we can all go home?"
- Jorge Cham, www.phdoomics.com
The Cantor function shows that for monotone functions the fundamental
theorem of calculus fails for Lebesgue integration. Indeed,
1
u'(t) dt=0 <u(1) -u(0) = 1.

A
To recover it in the context of Lebesgue integration, we need to restrict
ourselves to a subclass of functions of bounded pointwise variation. This
leads us to the notion of absolute continuity.
3.1. AC (I) Versus BPV (I)

Definition 3.1. Let I C R be an interval. A function u : I -> R is said to
be absolutely continuous on I if for every e > 0 there exists b > 0 such that
(3.1) Iu(bk) - u(ak)I < E

k=1
for every finite number of nonoverlapping intervals (ak, bk), k

with [ak, bkl C I and
(bk-ak) <8.
k=1
The space of all absolutely continuous functions u : I -> R is denoted by
AC(I).
73
74 3. Absolutely Continuous Functions
Remark 3.2. Note that since a is arbitrary, we can also take e = oa, namely,
replace finite sums by series.
A function u : I -+ R is locally absolutely continuous if it is absolutely

continuous in [a, b] for every interval [a, b] C I. The space of all locally
absolutely continuous functions u : I -, R is denoted by ACID,, (I). Note
that
ACID.. ([a,b]) = AC([a,b]).
If u : I --+ Rd, then we can define the notion of absolute continuity
exactly as in Definition 3.1, with the only difference that the absolute value
is now replaced by the norm in Rd. The space of all absolutely continuous
functions u : I -> Rd (respectively, locally absolutely continuous) is denoted
by AC (I; Rd) (respectively, ACID, (I; Rd)).
If 0 C R is an open set, then we define the notion of absolute continuity
for a function u : SZ -* R as in Definition 3.1, with the only change that we
now require the intervals [ak, bkj to be contained in [Z in place of I. The
space of all absolutely continuous functions u : 11-> R is denoted by AC (Q).
Exercise 3.3. Let I C R be an interval and let u : I - R.
(i) Prove that u belongs to AC (I) if and only if for every s > 0 there
exists b > 0 such that
e
k=1
for every finite number of nonoverlapping intervals (ak, bk), k =

with [ak, bk] C I and
>(bk-ak) <S.
k=1
(ii) Assume that for every > 0 there exists 6 > 0 such that
k=1
for every finite number of intervals (ak, bk), k = 1,...J, with

[ak, bk] Cl and
>(bk-ak)<3.
k=1
Prove that u is locally Lipschitz.
3.1. AC (I) Versus BPV (1) 75
Part (ii) of the previous exercise shows that in Definition 3.1 we cannot
remove the condition that the intervals (ak, bk) are pairwise disjoint.
By taking f = 1 in Definition 3.1, it follows that an absolutely continuous
function u : I - R is uniformly continuous. The next exercise shows that
the converse is false.
Exercise 3.4. Let u : (0,1] - R be defined by
u (x) := x° sin b,
x
where a, b E R. Study to see for which a, b the function u is absolutely
continuous. Prove that there exist a, b for which u is uniformly continuous
but not absolutely continuous.
Exercise 3.5. Let I C R be an interval and let u : I -> R be differentiable
with bounded derivative. Prove that u belongs to AC (I).
Exercise 3.6. Let u, v E AC ([a, b]). Prove the following.
(i) u±vEAC([a,b]).
(ii) uv E; AC ([a, b]).
(iii) If v (x) > 0 for all x E [a, b], then v E AC ([a, b]).
(iv) What happens if the interval [a, b] is replaced by an arbitrary in-
terval I C R (possibly unbounded)?
We now turn to the relation between absolutely continuous functions and
functions of bounded pointwise variation. In Corollary 2.23 we have proved
that if u : I - llt has bounded pointwise variation, then u is bounded and
u' is Lebesgue integrable. However, the function u (x) := x, x E R, is abso-
lutely continuous, but it is unbounded and u' (x) = 1, which is not Lebesgue
integrable. Also the function u (x) := sin x, x E R, is absolutely continuous,
bounded, but ui is not Lebesgue integrable. These simple examples show
that an absolutely continuous function may not have bounded pointwise
variation. Proposition 3.8 below will show that this can happen only on
unbounded intervals.
Exercise 3.7. Let I C R be an interval and let u : I -i R be uniformly
continuous.
(1) Prove that u may be extended uniquely to I in such a way that the
extended function is still uniformly continuous.
(ii) Prove that if u belongs to AC (I), then its extension belongs to
AC (I).
(iii) Prove that there exist A, B > 0 such that for all x E I,
Iu(x)l <_A+BIxI.
The previous exercise shows that although an absolutely continuous

function may be unbounded, it cannot grow faster than linear when Ixl --+ 00.
Next we show that ACI, (1) C BPVio, (I).
Proposition 3.8. Let I C R be an interval and let u c ACID, (I) (respec-
tively, AC (I)). Then u belongs to BPVIOC (I) (respectively, BPV (J) for
every bounded subinterval J of I). In particular, u is differentiable V-a.e.
in I and u' is locally Lebesgue integrable (respectively, Lebesgue integrable
on bounded subintervals of I).
Proof. Step 1: Assume that u E ACID, (I) and let [a, b] C I. Take E = 1,
and let d > 0 be as in Definition 3.1. Let n be the integer part of 2 b-a and
partition [a, b] into n intervals [x;_1 i xs] of equal length b;T ,
a=xp<xl<---<x.=b.
Since bnn < b, in view of (3.1), on each interval [xq_l, xi] we have that
Var]xt_ u < 1, and so by Remark 2.7,
n
_
Var[Q,b] u = Var[, l,x;] u < n <
2(b-a) < oo,
where we have used the fact that bnQ >

Step 2: Assume that u E AC (I) and let J C I be a bounded interval. By
Exercise 3.7 we may extend u uniquely to a function u : 7-+ R such that
u belongs to AC M. The previous step (applied to 7 in place of I) implies
that Var J u < oo, and so, in particular, Var j u < oo.
This completes the proof. 0
Corollary 3.9. Let I C R be a bounded interval. Then AC (1) C BPV (I) -
In particular, if u E AC (I), then u is differentiable Cl-a.e. in I and u' is

Lebesgue integrable.
The converse of the previous corollary is false, since absolutely contin-
uous functions are always continuous while monotone functions may not
be. Even more, there exist continuous monotone functions that are not ab-
solutely continuous. The Cantor function and the function constructed in
Theorem 1.47 are such examples. What is missing for a continuous function
in BPV (I) to belong to AC (I) is the so-called (N) property.
We recall the following definition.
Definition 3.10. If E C R is a Lebesgue measurable set and v : E --I' R is
a Lebesgue measurable function, then v is equi-integrable if for every e > 0
there exists 6 > 0 such that
fF Iv (x)l dx < e
for every Lebesgue measurable set F C E, with G1 (F) < S.

Exercise 3.11. Let E C R be a Lebesgue measurable set, let 1 < p < 00,
and let v E L" (E). Prove that v is equi-integrable. Prove that if we only
assume that v c L'10C (E), then the result may no longer be true.
Theorem 3.12 (Lusin (N) property). Let I C R be an interval. A function
u : I -' R belongs to AC10 (I) if and only if
(i) u is continuous on I,
(ii) u is differentiable G1-a.e. in I, and u' E L11.,, (I),
(iii) u maps sets of Lebeague measure zero into sets of Lebeague measure
zero.
Property (iii) is called the Lusin (N) property. We begin with some
preliminary results, which are of interest in themselves.
Lemma 3.13. Let I C R be an interval and let u : I - R. Assume that
there exist a set E C I (not necessarily measurable) and M > O such that u
is differentiable for all x E E, with
lu'(x)I<M forallxEE.
Then
Go(u(E)) :5 M41(E).
Proof. Without loss of generality we may assume that E C I°. Fix s > 0
and for each n E N let E. be the set of points x E E such that
(3.2) Go (u (J)) <- (M + s) Lo (J)
for all intervals J C I such that x E J and 0 < length J < Note that
E,, C
E = U En.
n=1
Since each En is contained in E, to prove the claim, it suffices to prove that

each point x r= E belongs to some E. Fix x E E. Since lu' (x)I < 1Li and
u (y) - u (x)
lim = u' (x}
y-x '
there exists 6 > 0 such that
1U(y) -u(x)I <(M+e)Iy-xl

for all y E I, with Iy - xI < 5. Hence, if y, y' E I, with Iy - y'I < 8 and
y<x<y',
lu (y) - u (y') I < 1u (y) - u (x)1 + Iu (y') -U(X) I
<(M+E)(x-Y)+(M+E)(y'-x)
=(M+E)(y'-y).
This implies that x E En for every integer n > and so the claim is proved.
We now fix n G N and we prove that
(3.4) C (u (E.))< (M + E) (Go (En) + E).
By the definition of £. we may find an open set U, such that U D En
and
G1 (Un) < Co (En) +
By replacing Un with u,, n I°, if necessary, we may suppose that Un C P.
Decompose Un as a countable family JJ,(n)} of pairwise disjoint intervals
with 0 < length J" < n . Define
2:= {k: JJnlnE. O}.
Note that by (3.2) if k E Z, then
'Co (u (Jk-l)) < (M + E) 4
and so
40' (u (En)) < 40' u u

(Jkn)) (jn)))
E 'C10 (u
kEZ kET
< (j,n)) (M+E)L (yJn))

= (M+6)C'(Un) < (M+E) (Co(En)+E),
where we have used the fact that the intervals Jknl are pairwise disjoint.
Hence, (3.4) holds.
Since Go is a regular outer measure and {En} (and in turn {u(En)})
is an increasing sequence, by Proposition B.105 in Appendix B we may let
n -' oo in the previous inequality to obtain
£ (u (E)) < (M -- e) (Co (E) + E) .
It now suffices to let e -> 0+. 0

As a consequence of the previous lemma we have the following result.
Corollary 3.14. Let I C 1[8 be an interval and let u : I - R. Assume that

there exists a set E C I such that u is differentiable for all x E E. If the set
E has Lebesgue measure zero or if u' = 0 in E, then Ll (u (E)) = 0.
Proof. Assume that E has Lebesgue measure zero. For every n E N write
E,, := {x E E : ju' (x) I < n}. Since u is differentiable in E, it follows that
00
E= UEn,
n=1
while by the previous lemma
L' (u(En)) <n,C.' (E.) = 0.
By the countable subadditivity of C1 we obtain that tl (u (E)) = 0.
If u= 0 in E, then we may take M := 0 in the previous lemma.
Remark 3.15. The Cantor function shows that the previous corollary does
not hold if we replace everywhere differentiability in E with G1-a.e. differ-
entiability in E.
Another important consequence of Lemma 3.13 is the following.
Lemma 3.16. Let I C 1(S be an interval, let u : I - R be a Lebesgue
measurable function, and let E C I be a Lebesgue measurable set on which
u is differentiable. Then u (E) is Lebesgue measurable and
(3.5) £C1 (u(E)) < u ' ( x) I dx.
Proof. Step 1: By the properties of the Lebesgue measure we may write E

as the union of a set of Lebesgue measure zero and countably many compact
sets, precisely,
E= EODUKn,
it
where Kn is compact and L1 (Eo) = 0. By the previous corollary C1 (u (Eo))
= 0, while u (Kn) is Lebesgue measurable since u : K -- R is continuous
(since differentiable). Hence, u (E) is Lebesgue measurable.
Step 2: Assume that G1 (E) < oo. Fix n E N. For every k E N write
En:= k2-n1 <Iu1(x)I <

2 }.
Then
00
E= UEn,
k=1
and so by the previous lemma

00 00
'C1(u(E))=L1 (Uu(E)) <EI'(uÈ.k) )

k
k=1 k=1
00 00
2n,C1(En) _ k2n'i1(.E)+2.1 aF c'(E,
k=1 k=1 k=1
< E 4. l u' (x) I dx +

k_1
V
2 E) < f Iu' (x) I ax +
V2 E)
and it suffices to letn -->oo.

Step 3: If G1(E) = co, for every k E Z write
Ek := En[k,k+i].
Then by the previous step applied to Ek we have
00
G1 (u (E)) = G1 (14 5 Gl (u (Ek))

k k=-oo
00
< f Iu' (x)I dx = f Iu' (x)I dx,
k=-00 Ek E
and the proof is complete. 0

Remark $.17. Let I C R be an interval and let u : I -p R. If u is
differentiable on a interval [a, b] C I, then, in particular, it is continuous
on [a, b], and so u ([a, b]) contains the interval of endpoints u (a) and u (b).
Hence by (3.5),
fb
[u (b) - u (a)I < Z' (u ((a, b))) <_ Iu' (x) I dx.
Ja
We now turn to the proof of Theorem 3.12.
Proof of Theorem 3.12. Step 1: Assume that u satisfies (i)-(iii) and fix
[a, b] C L We claim that u belongs to AC ([a, b]). Let {(ak, bk)}k be a finite
number of nonoverlapping intervals of [a, b] and let
Ek :_ {x E (ak, bk) : u' (x) exists} .
By (ii), G1((ak, bk) \ Ek) = 0, and so by (iii), G1 (u ((ak,bk), Ek)) = 0.

Since u is continuous, by the intermediate value theorem it assumes all values
between u (ak) and u (bk), and so the open interval of endpoints u (ak) and
u (bk.) is contained in u ((ak, bk)). Therefore by Lemma 3.16,
Iu (bk) - u (ak)I < V (u ((ak, bk))) = L1 (u ('rk))

k k k
bk
lu'(x)Idx=E J In'(x)Id1.
k Ek k ak
Since, by (ii), u' is Lebesgue integrable in (a, b), in view of Exercise 3.11, u'
is equi-integrable in [a, b]. Hence, given e > 0, we may find S > 0 such that
if E (bk - ak) S b, then f bk [u' (x)I dx < e. The absolute continuity of u
k
in [a, b] follows from the previous inequality.
Step 2: Conversely, assume that u E ACID (I). Fix [a, b] C I. By Propo-
sition 3.8 and Corollary 2.23, u is differentiable G'-a.e. in [a, b) and n' is
Lebesgue integrable in [a, b]. It remains to show that u satisfies property
(iii). Thus, fix a Lebesgue measurable set E C [a, b] with L' (E) = 0. Fix
s > 0 and let 6 > 0 be as in Definition 3.1. Since ,+C1(E) = 0, we may find an
open set A D E such that ,C1(A) < 6. Decompose A n [a, b] into a countable
family {Jk} of pairwise disjoint intervals. Since n is continuous, for every k
we may find ak, bk E Jk such that
u (ak) = m u (x) , n (bk) = m x u (re),
so that u (Jk) = [n (ak) , n (bk)]. Using the fact that 4 1 (A) 6, we have
that
1: Ibk - ak[ < 6,
k
and so, by the absolute continuity of u and Remark 3.2,
E Iu (bk) - u (ak)I < s.
A:
Hence,
£' (u (E)) :5 C' (u (A n [a, b]))
(u (Jk)) <
1u (Jk))
G1
k k
_ J:/1 ([u (ak) , u (bk)]) Iu (bk) - u (ak) I < E.

k k
Given the arbitrariness of s > 0, we conclude that .C' (u (E)) = 0. 0
Remark 3.18. Note that since the sets Ek defined in the first part of the
proof are Borel sets (why?), the previous theorem continues to hold if in
place of the (N) property we only require that u map Borel sets of Lebesgue
measure zero into sets of Lebesgue measure zero.
Remark 3.19. Note that the Cantor function does not satisfy the (N)
property since it sends a set of Lebesgue measure zero, the Cantor set D,
into the full interval 10, 1].
Exercise 3.20. Let u : [a, b] -+ R be continuous and strictly increasing.
Prove that u is absolutely continuous if and only if it maps the set
E:= {xE [a, b) : u'(x)=oo}
into a set of Lebesgue measure zero.
Exercise 3.21. Let u [a, b) - R be continuous and strictly increasing.
Prove that its inverse u-1 [u (a), u (b)] -- R is absolutely continuous if and
only if the set
E := IT. E [a, b] 0}
has Lebesgue measure zero.
In view of Remark 3.17 and Step 1 of the proof of Theorem 3.12, we
have the following.
Corollary 3.22. Let I C R be an interval. If u : I -' R is everywhere
differentiable in I and u' E L10C (I), then u belongs to ACIor (1).
Exercise 3.23. Prove that if u : [a, b] -+ R is continuous, differentiable on
[a, b] except for at most a countable number of points, and if u' is Lebesgue
integrable, then u belongs to AC ([a, bl).
Corollary 3.24. Let I C R be an interval and let u : I - R be such that
(ii) u is differentiable £1-a.e. in I, and u' belongs to Ll10 (I) and is
equi-integraabte,
(iii) u maps sets of Lebesgue measure zero into sets of Lebesgue measure
zero.
Then u belongs to AC (I).
Proof. It is enough to repeat Step 1 of the proof of Theorem 3.12 word

for word, with the only differences that la, b] should be replaced by I and
that Exercise 3.11 is no longer needed, since, by (ii), u' is assumed to be
equi-integrable. 0
Remark 3.25. Note that if I is a bounded interval, then u : I -> R belongs
to AC (I) if and only if (i)-(iii) of the previous corollary hold. Indeed, if
u E AC (I), then by Corollary 3.9, u' is integrable, and so equi-integrable by
Exercise 3.11. Thus, property (ii) of the previous corollary holds. Properties
(i) and (iii) follow from Theorem 3.12.
We will prove later on (see Corollary 3.41) that conditions (i)-(iii) in

the previous corollary are actually necessary and sufficient for u : I -' R to
be absolutely continuous.
The next corollary will be useful in the study of Sobolev spaces in Chap-
ter 7.
Corollary 3.26. Let I C Ill` be an interval and let u : I -> R be such that
(ii) u is differentiable £1-a.e. in I, and u' E L"(I) for some 1 < p <
00,
zero.
Then u belongs to AC (I),
Proof. In view of the previous corollary, it remains to show that u' is lo-
cally Lebesgue integrable and equi-integrable. The fact that u' is locally
Lebesgue integrable follows by Holder's inequality, while equi-integrability
follows from Exercise 3.11. 0
As a consequence of Theorem 3.12 we can characterize those functions
with locally bounded pointwise variation that are locally absolutely contin-
uous functions. Precisely, we have the following result.
Corollary 3.27. Let I C R be an interval. A function u : I - R belongs
to ACI.,, (I) if and only if
(ii) u E BPV0, (I),
zero.
Proof. In view of Corollary 2.23 we are in a position to apply Theorem

3.12.
The next exercise gives an example of a function that satisfies the (N)
property, but it is not of bounded pointwise variation in any interval of
(0,1).
Exercise 3.28. Let {(a,,, b s)} be a base for the topology of (0,1) and let
be a sequence of positive numbers such that E°°_1 r < oo. We con-
struct inductively a sequence of functions tin : [0, 11 -> 1I and a sequence of
intervals (c,,, 4) as follows. Let no (x) := x. Assume that [0,1] - R
has been defined and that u, is a continuous piecewise affine function. Let
(c,,, C (a,,, be an interval such that un_1 restricted to (c,,, d.,) is linear
and C1 (un_1 ((cn,dn))) < rn. We define the continuous function u, to be

u,,_1 outside (c, dn), while in (c,,, dn) we define it as a continuous piecewise
affine function such that G1 (un ((c,a, dn))) < rn and un > ra.
(1) Prove that {un} converges uniformly to a continuous function u :
[0,1] -+R.
(ii) Prove that for every interval [a, b] C (0, 1) with a < b, Varla,b] u =
00.
(iii) Prove that u has the (N) property. Hint: Let
00 00
Eo := [0,1] \ U (ci, di) , En := (c , dn) \ U (c, di) ,
i=1 i=n+1
and
00 00
E00 : f 1 U (Ci,)
n=1i=n
For every set E C [0, 1], with £1 (E) = 0, write
00
E=(EnE00)UU(EnEn).
n=0
Exercise 3.29 (The Cantor set and the (N) property). Let D be the Cantor
set.
(i) Prove that every number x E [0, 21 can be written as
00
x=2E
n=1
where cn E {0, 1, 2}, and deduce that every element in [0, 21 can be
written as the sum of two elements of D.
(u) Prove that if v : D -> R is continuous and 1C1 (v (D)) = 0, then v
can be extended to a continuous function on [0,1] that has the (N)
property. Hint: Make v differentiable outside D.
(iii) For each x E D write
00
--n (x)
x=2
3n
n=1
where c,, E {O, 1} and prove that there exist two continuous func-
tions ul : [0, 11 - R and u2 : [0, 1] -, R with the (N) property and
such that for all x E B,
461 (X) _ F C2n3n(x) , 262 (x)[, 00_ j 3n (x)

n=1 n=1
(iv) Prove that ui + U2 does not have the (N) property.
(v) Why is this example important for absolute continuity?
We now show that absolutely continuous functions can be characterized

as the family of all functions for which the fundamental theorem of calculus
holds (for the Lebesgue integral).
Theorem 3.30 (Fundamental theorem of calculus). Let I C R be an inter-
val. A function u : I -> R belongs to ACID, (I) if and only if
(i) u is continuous in I,
(ii) u is differentiable G1-a.e. in I, and u' belongs to L'10l (I),
(iii) the fundamental theorem of calculus is valid; that is, for all x, xo E
I,
u (x) = u (XO) + f x u' (t) dt.
The proof hinges upon on a preliminary result, which is of independent

interest.
Lemma 3.31. Let I C 11 be an interval and let v : I -> R be a Lebesgue
integrable function. Fix xo E 1 and let
x
U (X) :=
Jz:V(t) dt,
Then the function u is absolutely continuous in I and u' (x) = v (x) for
G1-a.e. x E I.
Proof. The facts that u is absolutely continuous and differentiable for G1-
a.e. x E I follow from Exercise 3.11 and Proposition 3.8, respectively. In
the remainder of the proof we show that u' (x) = v (x) for Ll-a.e. x E I.
Step 1: Assume first that v = xE for some Lebesgue measurable set E C R.
Fix a bounded open interval J C I containing xa in its closure. We claim
that
u'(x)=1 forLl-a.e. xEEf1J.
By the definition of Lebesgue outer measure we may find a decreasing se-
quence {U,,} of open sets such that Un ) E fl J and
(3.6) ,C1(UU\(EflJ))=0, whereUU:= flUn.
n=1
By replacing Un with Un fl j, we may assume that U. C J. Define
un (x) f Xu (t) dt,

a
x E J.
Since U1 C J, which is bounded, we are in a position to apply Lebesgue's

dominated convergence theorem and (3.6) to conclude that for all x e J,
urn nn (x) n m Jxu(t)

y dt = Jxu.
o o
(t) dt
= f XEnJ (t) dt = J
x
x0
px
xo
XE (t) dt = u (x)
where in the fourth equality we have used the fact that the open interval of
endpoints x and xo is contained in J.
Hence, in the interval J we may write u in terms of the telescopic series
00
2a = 261 + E (un+1 - un) .
n=1
Note that since U. D U,a+1,
(un - un+1) (x) = (t) dt, x E J,

xo
and since 0, the function un - tan+1 is monotone in the intervals

(-oo, xo)nJ and [x0, oo, )nJ. By F ubini's theorem (applied in each interval)
we get that for 41-a.e. x E J,
00
4L' (x) = ti (x) + E lun+l (x) -'un (x)) (x) .
n=1
= n noun
On the other hand, if x E Un, then u;, (x) = 1 (why?), and so, if x E U".,
then un (x) = 1 for all n E N. Hence, we have proved that u' (x) = 1 for
,C1-a.e. X E Uo and so, in particular, for £1-a.e. T E E fl J.
Next we show that u' (x) = 0 for G1-a.e. x E J \ E. Since for all x E J,
a x
U (x) =
ITO
XE (t) dt =
L.
(1 - XJ\E) (t) dt,
by applying what we just proved to X.\E, we conclude that u' (x) = 1-1 = 0
for G1-a.e. x E J \ E. Thus, 26' (x) = XE (x) for G1-a.e. x. E J. By letting
J / I, we obtain the same result in I.
Step 2: By the linearity of the derivatives and Step 1 we conclude that
if v is a simple function, then u' (x) = v (x) for C'-a.e. x E I. If v is
a nonnegative Lebesgue measurable function, then we may construct an
increasing sequence {sn} of nonnegative simple functions such that s,, (x) '
v (x) for Cl-a.e. x r= I. Then by Lebesgue's dominated convergence theorem
for all x E 1,
lim
n-+°0
f8(t) dt = Jv(t) dt = u (x) ,
x
o o
and so we may proceed as in the first step (using telescopic series) to show
that u' (x) = v (x) for L1-a.e. x E 1.
In the general case, it suffices to write v = v+ - v-.
We are now ready to prove Theorem 3.30.
Proof of Theorem 3.30. Assume that u E ACID, (I). In view of Theorem

3.12, it remains to prove (iii). Let [a, b] c I be so large that xo E [a, b] and
define
w (x) = u (x) - (u(a) + 1.00 U' (t) dt) , x E [a, b] .
By Lemma 3.31 and Theorem 3.12, there exists a Lebesgue measurable set
E C [a, b], with ,C1 (E) = 0, such that for all x E [a, b] \ E the function
w is differentiable at x and w' (x) = 0. By Corollary 3.14 we have that
,C1 (w ([a, b] \ E)) = 0. On the other hand, since to is absolutely continu-
ous in [a, b] (see Exercise 3.6 and Lemma 3.31), by Theorem 3.12 it sends
sets of Lebesgue measure zero into sets of Lebesgue measure zero, and so
G1 (w (E)) = 0. Thus, we have shown that ,C' (w ([a, b])) = 0. But since to is
a continuous function, by the intermediate value theorem w ([a, bJ) is either
a point or a proper interval. Thus, it has to be a point. In conclusion, we
have proved that to (x) = const. Since to (xo) = 0, it follows that to = 0,
and so (iii) holds for all x E [a, b]. Given the arbitrariness of [a, b], we have
that (iii) holds for all x E I.
Conversely, assume that (i)-(iii) are satisfied. Then again by Lemma
3.31, u belongs to ACID, (I) and the proof is complete.
The next corollary follows from the previous theorem and Corollary 3.22.
Corollary 3.32. Let I C R be an interval and let u : I -- R be everywhere
differentiable. I f u ' E L10C (I), then for all x, xo E I,
U (X) = U (X0) + j u' (t) dt.

:ox
Using the previous corollary, we are in a position to complete the proof
of the Katznelson-Stromberg theorem. We begin with some well-known
results on Riemann integration.
Exercise 3.33 (Riemann integration, I). Let u : [a, b] -p R be a bounded
function and for x E [a, b] define
w(x) . allies sup{Iu(xl) -u(x2)I : xlox2 E [a,b],
IXl - xI < 6, Ix2 - XI <- b}.
(i) Prove that u is continuous at x E [a, b] if and only if w (x) = 0.
88 S. Absolutely Continuous Functions
(ii) Prove that if the set

E :_ {x r= [a, b] : u is discontinuous at x.}
has positive Lebesgue outer measure, then there exists a constant
a > 0 such that the set
E1:={xEE: w(x)>a}
has positive Lebesgue outer measure.
(iii) Let t = C1(E1) > 0 and prove that for every partition P the
intervals containing points of El in their interior have total length
greater than or equal to t.
(iv) Deduce that if u is Riemann integrable, then E has Lebesgue mea-
sure zero.
Exercise 3.34 (Riemann integration, II). Let u : [a, b] -> R be a bounded
function.
(i) Prove that if g : [a, b] -* R is Lipschitz and 9'(x) = 0 for £1-a.e.
x E [a, b], then g is constant.
(ii) Let
x u t dt- t dt a<x<b a
a a
where fax and fQ are the upper and lower Riemann integrals. Prove
that g is Lipschitz.
(iii) Prove that if u is continuous at x, then g is differentiable at x and
g' (x) = 0.
(iv) Deduce that if u is continuous GL-a.e. in [a, b], then u is Riemann
integrable.
Proof of Theorem 2.26, continued. We claim that ua' cannot be Rie-

mann integrable on any closed interval (a, b]. Indeed, by the previous ex-
ercises, this would imply that u' is continuous except for a set of Lebesgue
outer measure zero. But, since u is nowhere monotone, if u' is continuous
at x, then necessarily u' (x) = 0. Hence u' = 0 41-&.e. on (a, b). By the
previous corollary, we would get that u is a constant in [a, b], which is a
contradiction.
Remark 3.35. Note that the function constructed in Theorem 2.26 satis-
fies the hypotheses of Corollary 3.32. Hence, it provides an example of a
differentiable function for which the fundamental theorem of calculus holds
for Lebesgue integration but not for Riemann integration.
Exercise 3.36. Let I C R be an interval and let f : I -* ][8 be a convex

function.
(i) Prove that the left and right derivatives f L (x) and f+ (x) exist in
Rfor all xE1°.
(ii) Prove that the functions f'_ and f+ are increasing.
(iii) Prove that
IV
(3.7) 1(v)_f (x) = f' (t) dt = V f+ (t) dt
x Jx
for allx,yEIwith x<y.
As a corollary of Theorem 3.30 we recover the formula for integration
by parts.
Corollary 3.37 (Integration by parts). Let I C ][8 be an interval and let
it, v E ACIOC (I). Then for all x, xo E I,
y uv' dt = it (x) u (x) - u (so) v (xo) - 1.0x u'v dt.

J
Proof. Since u, v E ACI°, (I), by Exercise 3.6, uv E ACIuo (1), and thus, by
part (iii) of Theorem 3.30,
u(x)v(x) -u(xo)v(sO) = L0(uv)' dt.
Since the functions it, v, and uv are differentiable G1-a.e. in I, the standard
calculus rule for a product now gives the desired result.
Another consequence of Theorem 3.30 is the following result, which says

that for monotone functions, to prove absolute continuity in a fixed interval
[a, b], it is sufficient to test the fundamental theorem of calculus only at the
endpoints a and b.
Corollary 3.38 (Tonelli). Let I C 18 be an interval, let is . I -- R be a
monotone function, and let [a, b] C I. Then u belongs to AC ([a, b]) if and
only if
fb
lie (x) l dx = ju (b) - u (a) ] .
Moreover, if it is bounded, then u belongs to AC (I) if and only if
dx = sup u - inf u.
J I
Proof. Without loss of generality we may assume that u is increasing.

Step 1: If u E AC ([a, b] ), then by Theorem 3.30 we have
(3.8) b ta x dx = u b ua
a
Conversely, assume that (3.8) holds and let
w (x) := J x u' (t) dt, x E [a, b] .

a
If a < x < y:5 b, then by Corollary 1.37,
(3.9) w (y) - w (x} = u' (t) dt < u (y) - u (x),

J
and so the function u - w is increasing in [a., bJ. But by (3.8),
u(b) -u (a) = t/ (x) dx = w (b) - w (a),

JJ.a
and so (u - w) (b) = (u - w) (a). This implies that the increasing function
u - w must be constant in [a, bJ. Since w E AC ([a, b]) by Lemma 3.31, it
follows that u E AC ([a, b]).
Step 2: If u E AC (I), then by the previous step for every inf I < a < b <
sup I, we have
rb
J u'(x)dx=u(b)-u(a).
a
Letting a - (inf I)+ and b -, (sup I)- and using the Lebesgue monotone
convergence theorem and the fact that u is continuous and increasing gives
(3.10) U' (x) dx = sup u - i if u.

I.; I
Conversely, assume that (3.10) holds. Then u' is Lebesgue integrable. More-
over, by Exercise 1.39, u is continuous in I. Fix c E R and define
W (x) := c + f u' (t) dt,

inf I
x E I.
As in the previous step we have that u - w is increasing (and bounded)

and that (3.9) holds for all inf I < x < y < sup I. Letting x - (inf I)+
and y - (sup I)- in (3.9) and using the Lebesgue monotone convergence
theorem, the monotonicity and the continuity of u and to, we obtain that
supI
lim u (x) - lim u (x) u' (x) dx
r-4 (sup I)(inf f )+ fi. f I
lim W (X) - lim w W,
X--+ (sup I) x-+(inf I)+
and so, since u - w is increasing and continuous,

sup (u (x) - w (x)) = urn I) _ (u (x) - w (x))
XE'r
lim (u (x) - w (x))
a--.(inf I)+
_ inf (u (x) -w(x)),

xE1
which implies as before that u - w must be constant. By choosing c appro-

priately, we have that u = w, and so u belongs to AC (I), since w does (see
Lemma 3.31).
Since a function with bounded pointwise variation is the difference of two

bounded monotone functions, the previous corollary implies the following
result.
Theorem 3.39 (Tonelli). Let I C R be an interval, let u r= BPYOC (I), and
let [a, b] C I. Then u belongs to AC ([a, bJ) if and only if
frb
(3.11) lu' I dx = Var(Q,b] u.
a
In addition, if u belongs to BFV (I), then u belongs to AC (I) if and only if
(3.12)
I lull dx = Var u.
Proof. Step 1: Let V be the increasing function defined in (2.2). By

(2.12),
(3.13) b lull dx < J b IV'I dx < V (b) - V (a) = Var1d,b1 U.

Ja a
Hence, if
jb
. Jul I dx = Var[a,b] u,
d
then all the previous inequalities are equalities, and so
f IV'I dx=V(b)-V(a).
Since V is increasing, it follows by Corollary 3.38 that the function V be-
longs to AC ([a, b)). In view of (2.3),
Iu(bk) - u(ak)I < > IV (bk) - V (ak)I,
k k
and so u E AC ([a, b]).

Conversely, if u E AC ([a, bJ), then by Theorem 3.30 for every partition

of [a,b],
xi px; b
E Iu (xi) - u (xi-1)I =
i=1 i=1
f `-1
4s1 dx <_
i=1
J sc-i
u'I dx =
Ja
u' dx.
Taking the supremum over all partitions, we get
b
Var[a,b1 u < lu'I dx,
a
which, together with (3.13) yields the desired equality.
Step 2: Assume that u E BPV (I). Then by (2.10),
lu'(x)I dx < IV'(x)I dx <supV -inf V = Varu,

I, JI F
and so if (3.12) holds, then
IV'(x) I dx=supV - inf V.

I. I I
In turn, by the previous corollary, V is absolutely continuous. As in the
previous step we conclude that u is absolutely continuous.
Conversely, if u E AC (I), then by the previous step (3.11) holds for
every [a, b] C I. If inf I E I, define an := inf I, and otherwise construct a
sequence a, \ inf I. Similarly, if sup I E I, define b,, :- sup I, and otherwise
construct a sequence bf, / sup I. It suffices to apply the previous step in
[a1z, b,,) and then to let n -- oo using Proposition 2.6 and the Lebesgue
monotone convergence theorem. 0
Remark 3.40. From the previous proof it follows that if I C R is an
interval, (a, b) C I, and u E BPV0, (I) (respectively, BPV (I)), then u E
AC ([a, bJ) (respectively, AC (1)) if and only if V E AC ([a, b]) (respectively,
V E AC (I)).
As a consequence of Tonelli's theorem we can prove the converse of
Corollary 3.24.
Corollary 3.41. Let I C R be an interval and let u : I -+ R. Then u
belongs to AC (1) if and only if
(ii) u is differentiable .C1-a.e. in I, and u' belongs to L'10i (I) and is
equi-integrable,
u maps sets of Lebesgue measure zero into sets of Lebesgue measure
zero.
Proof. In view of Theorem 3.12 and of Corollary 3.24, it remains to show

that if u E AC (I), then u' is equi-integrable. By Exercise 3.7 we may
assume, without loss of regularity, that I is closed. Fix s > 0 and let 6 > 0
be as in Definition 3.1. Consider a Lebesgue measurable set E C 1, with
L1 (E) < '6. By the outer regularity of the Lebesgue measure we may find an
open set A D E such that Ll (A) < J. Decompose A into a countable family
{Jk} of pairwise disjoint intervals. By replacing each JA.' with Jk fl I, we may
assume that Jk C I. Let Wk = [ak, bk]. Using the fact that C1 (A) < 6, we
have that
1: Ibk - ak] < d.
k
Consider a partition Pk = xOk), ... , x '.k } of [ak, bk] . Since
k i=1
x(k) - x`kll k
=>Ibk-ak] <8,
it follows from the fact that u e AC (I) that
r
k
»rZk
i=1 lu
u l xik i) < e.
Taking the supremuln over every partition Pk of [ak, bk] for each k, we have
that
V [ak,bk] u < s.
Hence, by Tonelli's theorem applied to each interval [ak, bk],
E
lu'I dx < f
A
luÌ dx =
k
f
[ak,bk]
lu'I d x =
k
Var[ak,bk] u < - r-
This concludes the proof. D
In the discussion before Exercise 3.7 we have shown that an absolutely

continuous function defined in an unbounded interval may not have bounded
pointwise variation. As a corollary of the previous theorem we can now char-
acterize the absolutely continuous functions that have bounded pointwise
variation.
Corollary 3.42. Let I C R be an interval and let u E ACID, (I). Then u
belongs to BPV (I) if and only if u' belongs to Li (I). In this case u belongs
to AC (I).
Proof. In view of Corollary 2.23, it remains to show that if u' is Lebesgue

integrable, then u belongs to BPV (I). By Proposition 3.8 we have that
u r= BPVOC (I). Hence by the Theorem 3.39, for every [a, b] C I,

fpb
I2a' I dx = Var[a,bi U.
a
Taking a and b as in Step 2 of the proof of Theorem 3.39 and using
Proposition 2.6 (note that in that proposition the function u is completely
arbitrary), Exercise 2.8, and the Lebesgue monotone convergence theorem,
we have that
Ii/I dx = Var1 u.
Since u' is Lebesgue integrable, it follows that Var j u < 00.
The last statement follows from Corollary 3.26.
Exercise 3.43. Let p > 1 and let AC, ([a, b]) be the class of all functions
u : [a, b] -+ R such that for every e > 0 there exists 5 > 0 such that
g 1/p
(Iu(bk) - u (ak.)IZ' <E
k=1
for every finite number of nonoverlapping intervals (ak, bk), k
with [ak, bk] C I and
1/p
((bi._ak)9) < d.
k=1
(1) Prove that if u E ACp ([a, b]), then Varp u < oo (see Exercise 2.29).
(ii) Prove that the function
00
1
u (x) = E /p
cos 2 irx, x E [0,1] ,
n=0
is such that Varp u < oo, but it does not belong to ACp (10, 11).
3.2. Chain Rule and Change of Variables

Next we discuss the validity of the chain rule and of the change of variables
for absolutely continuous functions. The next result establishes the validity
of the chain rule under very weak hypotheses.
Theorem 3.44 (Chain rule). Let I, J C R be two intervals and let f : J
R and u : I -> J be such that f, u, and f o u are differentiable G1-a.e. in
their respective domains. If f maps sets of Lebesgue measure zero into sets
of Lebesgue measure zero, then for G1-a.e. x E I,
(3.14) (f o u)' (x) = f (u (x)) u' (x) ,
where f' (u (x)) u' (x) is interpreted to be zero whenever n' (x) = 0 (even if
f is not differentiable at u (x)).
3.2. Chain Rule and Change of Variables 95
In the proof we will show that (f o u)' (x) = 0 and u' (x) = 0 for £1-a.e.
x E I such that f is not differentiable at u (x).
To prove Theorem 3.44, we need an auxiliary result, which is a converse
of Corollary 3.14.
Lemma 3.45. Let I C l[t be an interval and let u : I -p R. Assume
that u has derivative (finite or infinite) on a set E C I (not necessarily
measurable), with £1(u (E)) = 0. Then u' (x) = 0 for C1-a.e. X E E.
Proof. Let E* := {x E E : Iu' (x) I > 0}. We claim that Ll (E') = 0. For
every integer k E N let
Ek:= {xEE*: Iu(x)-u(y)I? Ixkvl for all yE (x-k,x+ I)nI}.

Noting that
00
E*=UEl,
k=1
we fix k and we let F:= J fl Ek, where J is an interval of length less than
To prove that £1(E") = 0, it suffices to show that ,C' (F) = 0. Since
C1(u (E)) = 0 and F C E, for every e > 0 we may find a sequence of
intervals { Jn} such that
00 00
u(F) C U Jn, E V (.fin) <

n=1 n=1
Let E. := u-1(Jn) n F. Since {En} covers F, we have
00 00
Go (F) E 40 (En) C E sup Ix - T!I

n=1 n=1 x,yEE.
00
k sup Iu(x) -u(y)I =:I,
n=1 x,yEE
where we have used the fact that En c J n E. Since u (En) C Jn, we have
sup Iu (x) - u (y) I <_ L' (Jn) ,
x,yE E,,
and so 00
I<k ,C1 (Jn) < ke.
n=1
It now suffices to let a - 0+.
Corollary 3.46. Let I C R be an interval and let u : I -+ R, v : I -* R.
Assume that there ea,*£sts a set E C I such that u and v are differentiable for
all x E E and u (x) = v (x) for all x. E E. Then u' (x) = v' (x) for G1-a.e.
xEE.
Proof. Let to := u - v. Then w (E) = {0}, and so Gl (w (E)) = 0. By the

previous lemma, u' (x) - v' (x) = w' (x) = 0 for £'-a.e. x E E.
We turn to the proof of Theorem 3.44.
Proof of Theorem 3.44. Let
G {z E J : f is not differentiable at z} ,
F {x E I : u or f o u is not differentiable at x} .
By hypothesis £1 (G) = ,C' (F) = 0. Let
E:={xEI°\F: u(x)EG}.
Since u (E) C G, we have C' (u (E)) = 0, and since f maps sets of Lebesgue
measure zero into sets of Lebesgue measure zero, we obtain that
C1((fou)(E))=0.
By Lemma 3.45 applied to u and to f o u, we conclude that
u'(x)=(fou)'(x)=0
for L1-a.e. x e E.
On the other hand, if x E I° \ F and u (x) % G, then we may apply
the standard chain rule to conclude that f o u is differentiable at x with
(f o u)' (x) = f' (u (x)) u' (x).
The next example shows the importance of the (N) property.
Example 3.47. Let u : [0,1] -+ ]Il; be a strictly increasing function such that
u' (x) = 0 for C1-a.e. X E [0, 1] (see Theorem 1.47) and let f := u-1. Note
that f is strictly increasing, and so by Lebesgue's theorem it is differentiable
for G1-a.e. x E [0, 1], despite the fact that u' (x) = 0 for ,C1-a.e. x E [0, 1].
Moreover, (f o u) (x) = x for all x E [0, 11, and so (f o u)' (x) = 1 for all
x E 10, 11, while f' (u (x)) if (x) = 0 for G1-a.e. x E [0, 11, since if (x) = 0 for
G1-a.e. x E [0,11.
Corollary 3.48. Let I, J C R be two intervals and let f : J - k and
u : I - J be such that f and u are differentiable G1-a. e. in their respective
domains. Suppose that if is zero at most on a set of Lebesgue measure zero.
Then f o u is differentiable G1-a.e. in I and the chain rule (9.14) holds.
Proof. Let G and F be as in the proof of Theorem 3.44 and let
E:={xEI°: u(x)EG}.
Since u (E) C G, we have G1 (u (E)) = 0, and so by Lemma 3.45 we conclude
that u' (x) = 0 for ,C1-a.e. x E E. But then, according to our assumption
that u' is zero at most on a set of Lebesgue measure zero, E must have
Lebesgue measure zero. If x E I° \ E, then f is differentiable at u (x), and

so the chain rule (3.14) holds.C1-a.e. in I° \ E.
Corollary 3.49. Let 1, J C K be two intervals and let f : J -+ R and
u : I - J be such that u and f o u are differentiable £1-a.e. in their
respective domains. If f E ACIoc (J), then the chain rule (3.14) holds.
Proof. In view of Theorem 3.12, all the hypotheses of Theorem 3.44 are
satisfied.
A less trivial consequence of Theorem 3.44 is the following result.

Corollary 3.50. Let I, J C R be two intervals, let f E ACi0 (J), and let
u : 1 - J be monotone. Then f o u is differentiable £1-a.e. in I and the
chain rule (3.14) holds.
Proof. Note that the composite f o u belongs to BPYOC (I) by Exercise

2.21, and so by Corollary 2.23, f o u is differentiable L 1-a.e. in I. We are
now in a position to apply the previous corollary.
Exercise 3.51. Let I, J C P be two intervals, let f E AC1oc (J), and let
u : I -> J be monotone and AC1, (I). Prove that f o u belongs to ACro, (I).
Corollary 3.52. Let 1, J C R be two intervals, let f : J -, H be locally
Lipschitz, and let u E BPVIOC (I). Then f o u is differentiable G1-a.e. in I
and the chain rule (8.14) holds.
Proof. By Theorem 2.31, we have that f o u c- BPVI c (1). Hence we can

apply Corollary 2.23 to conclude that f o u is differentiable G1-a.e. in I.
Since f is locally Lipschitz, it is locally absolutely continuous, and so the
result follows from Corollary 3.49.
Before moving to the next topic, we observe that while all the results
proved before Theorem 3.44 continue to hold in AC (I; Rd) (respectively,
AC1oc (I; Rd)) (see Chapter 4), this is not the case for Theorem 3.44 and its
corollaries. Indeed, if f : Rd - R is a Lipschitz continuous function with
d > 1 and if u : I -r Rd is absolutely continuous, then f o u E AC (1) (see
Step 1 of the proof of Theorem 3.68 below), but the analog of (3.14), which
is
d
(3.15) (f o t)I (x) _ u (u' (xW)'ud (x)
where - (u (x)) ui (x) is interpreted to be zero whenever ui (x) = 0, may

fail. This is illustrated by the next example.
Example 3.53. Let d = 2, and consider the functions

f (z) = f (zl, z2) := max {z1, Z21, z E R2,
and u (x) := (x, x) for x E R. Then v (x) := (f o u) (x) = x so that v' (x) _
1, while the right-hand side of (3.15) is nowhere defined, since u' (x) = (1, 1).
We will discuss this problem in more detail at the end of Section 4.3.
As a corollary of Theorem 3.44 we have the following change of variables
formula.
Theorem 3.54 (Change of variables). Let g : [c, d] -p R be an integrable
function and let u : [a, b] - [c, d] be differentiable £'-a. e. in [a,b]. Then
(g o u) u' is ir&tegrable and the change of variables
(6)
(3.16) J g (t) dt g (u (x)) u' (x) dx
holds for all a, f3 E [a, b] if and only if the function f ou belongs to AC ([a, b]),
where
f (z) := f z 9 (t) dt, z E [c, d] .
c
Proof. If f o it e AC ([a, b]), then since f is absolutely continuous (see

Lemma 3.31), we can apply Corollary 3.49 to obtain the chain rule formula
(3.17) (f o u)' (x) = g (u (x)) u' (x)
for G1-a.e. x E [a, b]. Since f o u E AC ([a, b] ), it follows from Corollary 3.9
and (3.17) that (g o u) u' is integrable, and by the fundamental theorem of
calculus (see Theorem 3.30), for all a, 0 E [a, b],
-(0)
4u(«) g (t) dt = (f o u) (f3) - (f o u) (a)

= 1 (f o u)' (x) dx = J 9 (u (x)) u' (x) dx.
Q
Conversely, if (g o u) u' is integrable and the identity
(f o u) (f3) - (f o u) (a) = f R
a
g (u (x)) u' (x) dx
holds for all a, (3 E I, then, since the right-hand side is absolutely continuous
by Lemma 3.31, it follows that f o u is absolutely continuous. 0
Remark 3.55. The previous proof shows, in particular, that the function
x E I -- g (u (x)) u' (x) is measurable (see also Exercise 1.41), since it is the
derivative of the function f o u, but this does not imply that the function
x E I'- g (u (x)) is measurable (see the next exercise).
Exercise 3.56. Let I, J C l1. be intervals. Prove that there exist a con-
tinuous increasing function u : I -> J and a Lebesgue measurable function
g : J -p R such that g o u = I -, R is not Lebesgue measurable. Hint: See
Exercise 1.45.
Corollary 3.57. Assume that g : Jc, dJ - R is an integrable function and
that u : [a, b] --+ [c, d] is monotone and absolutely continuous. Then (g o u) u'
is integrable and the change of variables formula (3.16) holds.
Exercise 3.58. Prove that under the hypotheses of the previous corollary
the function f o u is absolutely continuous and then prove the corollary.
Corollary 3.59. Assume that g : [c, d] --> R is a measurable, bounded func-
tion and that u : [a, b] - [c, ci] is absolutely continuous. Then (g o u) u' is
integrable and the change of variables formula (3.16) holds.
Exercise 3.60. Prove that under the hypotheses of the previous corollary
the function f o u is absolutely continuous and then prove the corollary.
Corollary 3.61. Assume that g : [c, d] - R is an integrable function, that
u : [a, b] - [c, d] is absolutely continuous, and that (g o u) u' is integrable.
Then the change of variables formula (3.16) holds.
Proof. Let
n if g (z) > n,
gn (z) := g (z) if - n < g (z) < n,
I -n if g (z) < -n.
Applying the Lebesgue dominated convergence theorem and the previous
corollary, we obtain
fUW) rn
g (z) dz = lim gn (z) dz
(") ' '°° Ju(Q)
r
= slim f a
gn (u (x)) u' (x) dx = Ja (u (x)) u.' (x) dx.
0
To extend the previous results to arbitrary intervals, we consider two
functions g : J R and u : I J and we assume that there exist in J the
limits
Urn U (X) = P, lim u (x) = L.
x-(inf I)+ X--+ (sup 1)
In this case, the analog of (3.16) becomes
(3.18) L g (z) dz = f g (u (x)) u' (x) dx.

dt l
Indeed, we have the following result.
Theorem 3.62. Let I, J C R be two intervals, let g : J -> R be an integrable

function, and let is : I - J be differentiable G1-a.e. in I and such that there
exist in R the limits
(3.19) lim u (x) = Q, lim u (x) = L.
x-(inf I)+ x-'(sup I)-
Then (g o u) u' is integrable on I and the changes of variables (8.16) and
(3.18) hold for all [a, /3] C I if and only if the function f o u belongs to
AC (I) fl BPV (I), where
rf
f(z):= Jmz J g(t)dt, zEJ.
Proof. Assume that f o is E AC (I) fl BPV (I). Then, we can proceed as in

the proof of Theorem 3.54 to show that (3.16) holds for all [a, 0] C I. Since
f o is E BPV (I), by Corollary 2.23 and (3.17) its derivative (g o u) u' is
integrable on I. Hence, by taking limits as a and 6 approach the endpoints
of I and using (3.19) and the Lebesgue dominated convergence theorem, we
conclude that (3.18) holds.
Conversely, if (g o u) u' is integrable and (3.16) and (3.18) hold for all
[a, $] C I, then
(f o u) (/j) - (f o u) W= g (u (x)) u' (x) dx

J
for all a,# E I. As in Theorem 3.54 we deduce that fou E ACI0c {I). In turn,
by Corollaries 3.41 and 3.42, it follows that f o is r: AC (I) fl BPV (1). 0
Closely related to the change of variables formula is the area formula,

which will be discussed next.
Definition 3.63. Let X be a nonempty set and let 0 : X - [0, oo] be a
function. We define the infinite sum of i!i over X as
/ (t) := sup 4' (t) : Y C X finite .
SEX tEY
Exercise 3.64. Let X be a nonempty set and let 4' : X -' [0, oo] be a
function. Prove that if EtEX 0 (t) < oo, then the set
{tEX:4'(t)>0}
is countable.
Theorem 3.65 (Area formula). Let I C R be an interval, let 0 : I - [0, oo]
be a Borel function, and let u : I - R be differentiable LI-a.e. in 1 and
such that u maps sets of Lebesgue measure zero into sets of Lebesgue measure
zero. Then
(3.20)
dddR
E 1) (t) dy =
tEu-1({y})
fI 0 (x) lu' (x)I dx.
Proof. Step 1: Assume first that I = (a, b) and that u E C' (I). Con-
sider the open set A :_ {x E I : u' (x) 01 and let {(ak,bk)} be the count-
able family of connected components of A. If u' > 0 in (ak, bk) and 0 E
Loo ((ak, bk)), then by Corollary 3.59 (applied in (ak, bk) to the functions u
and g o v, where v (ttI(Okbk))') we get
bk u(bk) 1
ll
(3.21) j tb (x) u' (x) dx = fu(ak) + ((1LI(O,b)) (y)) dy.
k
O n the other hand, since ul(ak bk)

is strictly decreasing and continuous, for
every y E (u (ak) , u (bk)) there is one and only one t E (ak, bk) such that
u (t) = y, so that (ak, bk) n u-' ({y}) = {t}, while, if y E ]R \ (u (ak) , u (bk)),
then (ak, bk) n u-1 ({y}) _ 0. This shows that
f 1 tE(ak,bk)n*a-1({y})
(t) dy = f
u(bk)
u(a,,) tE(ak,bk)nu-1({y})
(t) dy
=f
'++(bk)
( ak )
i ((u) (y)) 1
dy.
Combining this equality with (3.21) gives

fk
(3.22) 0 (x) ta' (x) dx = 0 (t) dy.

k tE(ak,bk)nu 1{{y))
To remove the additional assumption that 10 E LO0 ((ak, bk)), it suffices

to apply (3.22) to 0,, := min {0, n} and to use the Lebesgue monotone
convergence theorem.
A similar argument shows that if u' < 0 in (ak, bk), then
bk
ftb(x)Iu'(x)Idx=J 1: tP (t) dy.

k
tE(ak,bk)nu-1({3l})
Adding over k, we obtain
fA
i/i (x) I u' (x) I dx = f tC-Anu-1 Q )
(t) dy
Since u' (x) = 0 in I \ A, by Corollary 3.14, G1 (u (I \ A)) = 0. Hence, the

previous equality can be rewritten as
J iP (x) Iu' (x) I dx = J dy.

1u(I\A) tEAlu-1({y}) (t)
On the other hand, if y E R \ u (I \ A), then

u-1({y}) _ (An u -I ({y})) u ((I \ A) flu 1({y}))
= A fl u 1({y}),
and so
(t) dy = fflt\u(1\A) i (t) dy

L\u(l\A) tEAflu -1((y}) tEu -1({y))
(t) dy,
tEu (W)1
where in the last equality we have used the fact that G1 (u (I \ A)) = 0 once
more.
This shows that (3.20) holds.
Step 2: Assume next that I = (a, b), that there exists a compact set K C I
such that i{' = 0 on I \ K, that u is differentiable for all x in K, and that
u (y) (x) = u' (x)
inn -u uniformly for x E K.
yEK,y-'x l/-x
Then by Exercise 3.66 below there exists a function v E Q1 (I) such that
v = u and v' = u' on K. Applying the previous step to v and withi
replaced by XK',, we obtain
fKh1 dx = f XK (x) V) (x) I v' (x) I dx
E XK (t)(t)
fftEKrW-I([yj) dy
tEv-1((y))
, (t) 1: ti (t) dy.

R tEKnu-1({y})
Since 0 on I \ K, we have that (3.20) holds.
Step 3: Assume that I = (a, b). Since u is differentiable G1-a.e. in I, the
sequence of functions
I u (y) - u {x) - u' (x)I , x E I,
un (x) sup
Y-X
converges to 0 for G1-a.e. x E I. It follows by Egoroff's theorem that there

exists an increasing sequence of compact sets {Kj} C I such that
,C1
(o) =0
and such that {u'} converges to zero uniformly in Kj for every j E W. In

particular,
u (g) - u (x) = u' (x)
lim uniformly as x E Kj
&oEKj,y--w y-x
for all j E N. By the previous step with h 0 replaced by 'XK;,
ii (x) lu' (x) I dx = J -0 (t) dy.

tEKjnu '({y})
Letting j -> oo, it follows by the Lebesgue monotone convergence theorem
that
IU, 1
Ki
ik(x) lu'(x)I dx = f E
tEU,°;°_, Kjnu- I ({y})
ip (f) dy.
Since G1 (I \ U;°_1 Kj) = 0, by hypothesis we have that

00
,C1 (.u (r\ I Kj = 0,
j=1
and so we obtain (3.20).
Step 4: If I is an arbitrary interval, let (a.,, b,) C I be such that a,=
(inf I)+, b. -, (sup 1) -. By the previous step, (3.20) holds in each (an, ba).
Formula (3.20) now follows in I0 from the Lebesgue monotone convergence
theorem. If one or both endpoints of I belong to I, we can proceed as in
last part of Step I to show that (3.20) holds in 1.
Choosing tfi (x) := g (u (x)) in (3.20), where g : R -> 10, ooj is a Borel
function, yields
JRg(y)N.(y;1)
dy=
J(u(x))It/(x)I dx,
where, we recall, N. I) is the Banach indicatrix of u. In particular, for
g = 1, we get the analog of Banach's theorem (see (2.48)), that is,
JR N (y; I) dy J u'(x)I dx.

Exercise 3.66. Let K C (a, b) be a compact set and let u : K - R be such

that u is differentiable on K and
lim
yEK,y-yz
-
u (p)
y-x
u (x)
= u' (x) uniformly for x E K.
Prove that there exists a function v : (a, b) -t R, with v E C1 ((a, b)), such
that v = u and v' = u' on K. Hint: On each connected component (at., bk)
of (a, b) \ K define v to be a suitable third-order polynomial.
We conclude this section by discussing the analog of Theorem 2.31. The
following exercise (see Exercise 2.30) shows that the composition of abso-
lutely continuous functions is not absolutely continuous (see however Exer-
cise 3.51).
Exercise 3.67. Let f : R --+ R be defined by
1 ifz<-1,
f (z) := IzI if - 1 < z < 1,
1 ifz > 1,
and let u : [-1, 1] - R be the function
U (X) .-_ r x2 sin

i
0
if x # 0,
if x = 0.
Prove that f and u are absolutely continuous but their composition f o u is
not.
The next result gives necessary and sufficient conditions on f : R - R

for f o u to be absolutely continuous for all absolutely continuous functions
u : [a, b] - R.
Theorem 3.68 (Superposition). Let I C R be an interval and let f : R -
R. Then f o u E ACIoc (I) for all functions u E ACI,v (I) if and only if f is
locally Lipschitz. In particular, if f is locally Lipschitz and u E ACI0, (I),
then the chain rule (3.14) holds.
Proof. Step 1: Assume that f is locally Lipschitz and let u E ACtoc (I).
Fix an interval [a, b]. In particular, Iul is bounded in [a, b] by some constant
e, and so there exists L > 0 such that
(3.23) If (zi) - f (z2)1:5 L Izl - z2I
for all zl, z2 G [-I, UJ. We claim that f o t is absolutely continuous in [a, b].
Indeed, since u E AC ([a, b] ), for every e > 0 there exists b > 0 such that
> Iu (bk) - u (ak) I <

k
for every finite number of nonoverlapping intervals (ak, bk) C [a, b], with
E(bk - ak) < S.
k
Hence, by (3.23),
1: I(fou)(bk)-(f ou)(ak)I <LEIu(bk) - u(ak)I < e,
k k
which proves the claim.
The validity of the chain rule follows from Corollary 3.52.
Step 2: Assume that f o u E ACID, (I) for all functions u E ACI,,c (1). We
claim that f is locally Lipschitz. The proof follows closely that of Theorem
2.31, with the only difference that instead of discontinuous functions u (see
(2.30), (2.35)) we will use piecewise afi ne functions. Fix [a, b] C I. We begin
by showing that f is locally bounded. Consider an interval [-r, r], where
r > 0. We claim that f is bounded in [-r, r]. Indeed, for every zo E [-r, r]
consider the function
I zo+x-e ifxE[a,b],
u (x) := zo - 2n if x < a,
zo+2 ifx>b.
Since u E ACID, (I), by hypothesis (f o u) E AC ([a, b]). In particular, it is
bounded in (a, b]. Thus, there exists a constant M,, = M,,, (a, b) > 0 such
that
If( zo+x-a2b)ICMto
for all x E [a, b], which implies that
if (z)I < MV6
for all z E (zo - j, zo + 2a) . A compactness argument shows that f is
as
bounded in [-r, r] by some constant M,. > 0.

Next we claim that f is Lipschitz in (-r, r]. Indeed, assume by con-
tradiction that this is not the case. Then we may find two sequences
{a,:} , {tn} C [-r, r] such that s # t,, and
(3.24)
If (sn) - f N) I > 2(n 2 + n)
Isn - tnI
for all n E N. Since {sn} is bounded, we may extract a subsequence (not
relabeled) such that sn -+ s.. Take a further subsequence (not relabeled)
such that (3.24) continues to hold and
(3.25) Ian - soo I < 1

1)2
(n+
106 1 Absolutely Continuous Functions
Since f is bounded in (-r, rJ by M,., by (3.24) for all n E N we have
(3.26) 2Mr >- If (sn) - f (tn) I > 2 (n2 + n) Is. - tnI.
Hence,
Isn - tnl(b - a) (b - a)
0<bn:=
2k1,
For every n E N, we divide the interval Ia + ,+ ii , a + na] into subintervals

of length O,a. Thus, let
(3.27) e,L :=
diam In - b-a - 2AI,. >2
(n2
8n do (n2 + n) Isn - tnI + n)
and set m, := max I j E No : j < en}. Since en > 2, we have
(3.28)
In<mn<
2
b-a , a+ bn"] given by

Consider the partition Pn of [a+ n+r
xo , . . , 02mn+1
We now define the piecewise affine function u : I - R in the following way.

Set so := s1. Define u (x) s, if x < a, u (x) := so if x > b, while in each
interval [a+,a+a),nEN,8et
(3.29)
2(s, -tn + to ifx(2;}1 <x<x2i
(x - x(n)
2i-1) 1<i<mn-1,
U (X) := 2(t-3) n l x - x(n)\ + 3 if x2; < x < x2;+1?
\\ 2i n 0<i<m, -1,
Aft)
Sn-1-tn
x2mn- 1
(n)
'2mn-l
(n)
x - x2mn _1 + to if x2mn-1 - X C x2ma+1
-
Note that . < x2"mn+l x2, ,-1 < 26, . We claim that u E AC (1). Since
sn - see and to - s,o, we have that u is continuous at x = a. Hence, the
function u is continuous and differentiable except for a countable number of
points, and so, in view of Exercise 3.23, to prove that it is locally absolutely
continuous in I, it remains to show that u' is integrable. By (3.25), (3.26),
3.3. Singular Functions 107
and (3.28) we have

00
fb
I Iu'I dx = J 00
lu'I dx C E (2m,, ISn - tnl + Itn - s,11)
n=1
E(2enIsn-tnI+Itn-SnI+Isn-Soot+Isoo-Sn-1I)
n=1
00
M Al',
+
2 °°2M+2 < oo.
n=1
n2+n+n2+n n2
n=1
n2
Since the series E°O 1 n converges, we have that u' is integrable in I.

On the other hand, by (3.26)-(3.28),
i=1
f \X'n)
((n)))
1
-f ) I
rrU
(
11
> 2m. If (sn) - f (t, )I
> 2en (n2 + n) Isn - tnI = 41vl',-,

and so for every n E N by Remark 2.7 we obtain that
n
Var[a,bJ (f o u) > Val k (f o u) 4M,.n - 00
k=1
as n -p oo. Hence, we have obtained a contradiction. 0
Remark 3.69. Note that in the necessity part of the theorem we have
actually proved a much stronger result, namely that if f : R - R is such
that f o u E BPYOC (I) for all functions u E AC (I) (z ACIOC (I), then f is
locally Lipschitz.
Remark 3.70. Note that the previous proof continues to hold if f : Rd + R;
namely f o u belongs to ACi0 (I) for all functions u E ACIOC (I; Rd) if and
only if f is locally Lipschitz.
3.3. Singular Functions

In this section we prove that every function of bounded pointwise variation
may be decomposed into the sum of an absolutely continuous function and
a singular function.
Definition 3.71. Let I C R be an interval. A nonconstant function u : I ->
R is said to be singular if it is differentiable at,C1-a.e. x E I with u' (x) = 0
for C1-a.e. x E I.
The jump function uj of a function u E BPVIOC (I) is an example of a
singular function. Another example is the Cantor function or the function
given in Theorem 1.47.
The following theorem provides a characterization of singular functions.

Theorem 3.72 (Singular functions). Let I C R be an interval and let
u : I - R be a nonconstant function such that u' (x) exists (possibly infinite)
for,C' -a. e. x E I. Then u is a singular function if and only if there exists a
Lebesgue measurable set E C I such that C' (I \ E) = 0 and Ll (u (E)) = 0.
Proof. Assume that u is singular and let E := {x E I : u' (x) = 0}. Then
G'(I\ E) = 0. By Corollary 3.14 we have that G1 (u (E)) = 0. Con-
versely, assume that there exists a Lebesgue measurable set E C I such that
I' (I \ E) = 0 and £' (u (E)) = 0. Then by Lemma 3.45, u' (x) = 0 for
£1-a.e. X E E. Since G1 (I, E) = 0, we have that u' (x) = 0 for ,C1-a.e.
As an application of Lemma 3.31 we obtain the standard decomposition

of a monotone function into an absolutely continuous monotone function
and a singular monotone function.
Theorem 3.73. Let I C ]R be an interval and let u : I -p R be an increasing
function. Then u may be decomposed as the sum of three increasing functions
(3.30) u= uAC+uc+uJ,
where uAC E ACioc (I), uc is continuous and singular, and uj is the jump
function of u.
Proof. Define v := u - uj. By Exercises 1.5 and 1.50 we have that v is

increasing, continuous, and v' (x) = u' (x) for L1-a.e. x E I. Fix x0 E I and
for every x E I define
(3.31) uAC (x) := x v' (t) dt = J x u' (t) dt, uc (x) := v (x) - uAC (x).
so ..11 xo
Then the decomposition (3.30) holds. Moreover by Lemma 3.31 we have

(x) = 0 for 1.'-a.e. X E I. It remains to show that uC is increasing. Let
x, y E I, with x < y. By Corollary 1.37,
uAC (Y) - uAC (x) = I v v' (t) dt < v (y) - v (x),
and so uc (y) > uc (x) by (3.31)2. O
The function uC is called the Cantor part of u.

Since every function with bounded pointwise variation may be written
as a difference of two increasing functions, an analogous result holds for
functions of bounded pointwise variation.
Corollary 3.74. Let I C ][8 be an interval and let u E BPVoc (I). Then u
may be decomposed as the sum of three functions in BPVI,, (I), i.e.,
(3.32) u=uAC+uC+uJ,
where uAC E ACID, (I), uc is continuous and singular, and
(3.33) uJ (x) := E (u+ (y) - u_ (y)) + u (x) - u_ (x) .
gE 1, g<s
Moreover for every interval [a, b] C I,
(3.34) Varla,bl u = Varla,bl uAC + Varla,bl uc + Var1a,b) uJ,
where
b
( 3.3) Varies bl uAC = Iu' (x)
Ia
(3.36) Varlatbl uJ = (Iu+ (x) - u (x)I + Iu (x) - u_ (x)I)
xe(a,b)
+Iu(a)-u+(a)I+Iu(b) -u_(b)I.
If, in addition, u E BPV (I), then
Var it = Var tAC + Var tic + Var uJ
=J Jul(x)I dx+Varuc+F(Iu+(x)-u(x)I+Iu(x)-u-(x)I),
aEI
where u- (inf I) := u (inf I) if inf I E I and u+ (sup I) := u (sup I) if sup I E
I.
Proof. The decomposition (3.32) follows either by modifying the proof of

the previous theorem or by writing u as a difference of two increasing func-
tions (see Theorem 2.18) and applying the previous theorem to each increas-
ing function. We leave the details as an exercise.
By (2.7) for every interval J C I we have
Vary u < Vary uAC + Vari uc + Varj uJ.
Thus, to prove (3.34), it remains to show
(3.37) Varlafbl u > Varla,bl UAC + Varla,bl uc + Varla,b) uJ.
We divide the proof of (3.37) into five steps.
Step 1: Assume first that u is continuous, so that uJ = 0. We claim that
for every interval [a,,61 C I,
(3.38) Var1Qr,sl it > Varl,,,,,,l UAC + Iuc (Q) - tic (a)I
To see this, let
E := {xE(a,,3): uc(x)=0}.
Fix e > 0 and let d > 0 be as in Definition 3.1 for the absolutely continuous
function uAC. Using the definition of differentiability, for every x E E
we may find an interval (ax, br) C [a,,31 such that ax and bx are rational
numbers, and if ax < xi < x < x2 < bzj then
EaJx2-x11
(3.39) IuC(x2)-uC(xi)I<0 .
Since, G1 (E) = /3-a, from the countable cover {(ax, bz)}ZEE we may choose
a finite subcollection such that
n
G1
(3.40) E (ax{, bx=)
s=1
By relabeling the points, if necessary, we may assume that
XI < x2 < ... < xn,
and, by shortening the intervals where necessary, that b,,,-, :5 a.,, for all
i = 2, ... , n. For simplicity of notation we write ai := axf, b1 := bxf for all
i = 1, ... , n , bo := a, and a,s+i := /3. Consider now the partition
P = {b0, 0,17 bb ... , an, bn, an+i}
of By Remark 2.7,
n n+l
(3.41) Var[Q,,l u = Varla;,bj u + Varlbb_,,a1 u-
i=1 i=1
By Corollary 2.23, the fact that (uAC)' = u' 41-a.e. in I, and Theorem
3.39, in this order,
n n
(3.42) Varla;,b;l U > luÌ dx
cF
i=1 i=1
_ I (uAC)' I dx = Va [,,,,b j uAC-

i=1 J i=1
Using (2.7), we obtain that
Var[b,-,,,,] u > Varjb,_,,ail uc - Var]b,_,,,,, UAC
>- Iuc (ai) - uc (b;-i)I - Vary_,,,,) uAC,
which, together with (3.41) and (3.42), yields
n n+l
(3.43) Var1«,A1 U> Varla;tbsj uAC + E Iuc (ai) - uc (bi-1) I
i=1 icl
n+1
- Varlb{_, a4j ''AC-
i-1
By (3.40) we have
n+l n
(ai-bi-1) = a- (bi - ai) < S.
i=1 i=1
Hence (see the proof of Corollary 3.41),

n+1
(3.44) Var[b;-i,0,j UAC < E
i=1
On the other hand, by (3.39),
n+1 n
Iuc (ai) - uc (bi-1) I ? Iuc (3) - uc (a) I - Iuc (bi) - uc (ai)I
i=1 i=1
n
E
(3.45) ? Iuc (i3) - uc (a)I - (bi - ai)
3
> Iuc (3) - uc (a)I - e.
Combining (3.43), (3.44), and (3.45) and using Remark 2.7 for UAC, we
obtain
u > Var[Q,31 uAC + Iuc (3) - uc (a)I - 3e.
By letting e -' 0+, we obtain (3.38).
Step 2: Fix an interval [a, b] C I and consider a partition P of [a, b], with
a=YO <yl<".<ym=b.
Applying (3.38) in each interval [yi-1, yi] and using Proposition 2.6 yields
m
Var[a,,b] u = Var46
i=1
m m
> Va [yt-j,31t) uAC + Iuc (yi) - uC (Vi-i)I
i=1 i=1
= Var[a.,b] uAC + M IhC (vi) - uc (yi-1)I

i=1
Taking the supremum over all partitions of [a, b] gives

Var[a,bJ u > Varj.,b[ uAC + Varia,bj uc.
Thus, we have proved that (3.37) holds if u is continuous.
Step 3: Assume that u has a finite number of discontinuity points in (a, b),
say
a<tl <... <tp<b.
Let to := a, tl+l := b and fix d > 0 so small that
0<8<min{ti-ti_l: i= 1,...,8+1}.
Using Remark 2.7, we have
l+l 1+1
Var(a,b) u = Var1ti_1+o.t,-a) U + VarIt.-6,t,+6]n[a,b1 u
i=1 i=O
t+1
> E Variti_1+a,ti-a) U
i=1
I
+E(Iu(ti+a)-u(ti)J+lu(ti)-u(ti-a)1)
i=1
+Iu(a+b)-u(a)J+Iu(b)-u(b-b)[
l+l
(Vaft;-1+6,ti-a) UAC + Var[tf_,+a,t,-oI UC)
i=1
I
+ (Iu(ti+6)-u(ti)I+Iu(ti)-u(ti-5)I)
i=1
+ lu(a+E) - u(a)J + Iu(b) - u(b -a)[,
where we have used the previous step together with the fact that in each
interval [ti_i + b, ti - b] the jump function u,j is constant, and so the varia-
tion of u in those intervals reduces to the one of uc + uAC. Letting 8 0+
in the previous inequality and using Remark 2.7 and Exercise 2.8 yields
t+1
Var[a,bJ U > (Var[t{-l,t=) UAC + Var[ti-1,&] tC)
i=1
t
+ (I U00 - 001 + 100 - U-001)
i=1
+Iu+(a)-u(a)I+Iu(b)-u-(b)I
= Var(a,bj uAC + Var[a,b, uC + Var(a,bl Uj.
Step 4: Finally, if u has an infinite number of discontinuity points in (a, b),

say {ti}, consider the saltus function uJ,k corresponding to the points ti with
i < k. For each k E N and x E [a, b] define
uk (x) := uAC (x) + uC (x) + UJ,k.

Since the discontinuity points of uk in (a) b) are {ti, ... , tk}, by the previous
step
Var1a,b1 Uk = Var[a,bl uAC + Var1a,b] uC
k
+ E (I u+ (ti) -00 I + I U (ti) - u_ (ti) D)

i=1
+Iu+(a)-u(a)I+Iu(b)-u-(b)I-
Since
Var[a,bl uk = Var1a,61 (uk - u + u) < Var]a,b1 (ui. - u) + Varla,bl u

00
E (Iu+ (ti) - u (ti) I + Iu(ti) - u- (ti) I) + V&r]a,b] U,

i=k
by the previous equality we have
k
Var[a,b] UAC + V&r[a,b] uC + (Iu+ (ti) - u (ti)I + Iu (ti) - U- (ti) 1)
i=1
+ Iu+ (a) - U W1 + Iu (b) - u_ (b) I
00
(lu+ (ti) - u (ti) I + Iu (ti) - u- (ti) 1) + Var]a,b] u.

i=k
Letting k - oo, we obtain (3.37).
Step 5: If, in addition, u E BPV (1), taking an. and bn as in Step 2 of the
proof of Theorem 3.39, we apply (3.34) in [a,,, and use Proposition 2.6
and the Lebesgue monotone convergence theorem.
Chapter 4
Curves
Undergradese, IV: "Are you going to have office hours today?"
Ranslation: "Can I do my homework in your office?"
-Jorge Cham, www.phdcomics.coui
While the concept of monotonicity is strictly tied to the total order relation
of the real line, it is possible to extend the notion of pointwise variation
to functions with values in Euclidean spaces and, more generally, in metric
spaces. This brings us to the notion of rectifiable curves. In this chapter
we will consider functions u : I --> Rd. We refer to 1111 for the case of
metric-valued functions. We begin by introducing curves in W1.
4.1. Rectifiable Curves and Arclength

In the literature there are many different definitions of curves. Let I C R be
an interval and let u : I - Rd be a (possibly discontinuous) function. As the
parameter t traverses 1, u (t) traverses a curve in Rd. Rather than calling
u a curve, it is better to regard any vector function v obtained from u by
a suitable change of parameter as representing the same curve as u. Thus,
one should define a curve as an equivalence class of equivalent parametric
representations.
Definition 4.1. Given two intervals I, J C R and two functions u : I - Rd
and v : J -* Rd, we say that they are (Lebesgue) equivalent if there exists a
continuous, bijective function 0! I -, J such that
u (t) = v (<t (t))
for all t E I. We write u " v and we call u and v parametric representations
and the function 0 a parameter change.
Note that in view of Theorem 1.7, 0-1 : J - I is also continuous.
Exercise 4.2. Prove that , is an equivalence relation.
115
116 4. Curves
Definition 4.3. A curve y is an equivalence class of parametric represen-

tations. The curve y is said to be continuous if one (and so all) of its
parametric representations is continuous.
By requiring parametric representations and parameter changes to be

differentiable Gl-a.e., or Lipschitz, or of class Cn, n E No, etc., we may
define curves y that are differentiable G1-a.e., or Lipschitz, or of class Cn,
n E No, respectively.
Given a curve y with parametric representation u : I -+ Rd, where I C R
is an interval, the multiplicity of a point y E Rd is the (possibly infinite)
number of points t E I such that u (t) = V. Note that the multiplicity of a
curve can also be expressed in terms of the Banach indicatrix. Since every
parameter change 0 : I -p J is bijective, the multiplicity of a point does not
depend on the particular parametric representation. The range of y is the
set of points of Rd with positive multiplicity, that is, u (I). A point in the
range of y with multiplicity one is called a simple point. If every point of
the range is simple, then y is called a simple arc.
If I = [a, b] and u (a) = u (b), then the curve y is called a closed curve.
A closed curve is called simple if every point of the range is simple, with the
exception of u (a), which has multiplicity two.
Example 4.4. The curves y, with parametric representations u,s : [0, ]-
1R2, given by
irl
u (t) :_ (sine rat, 0) , t E [a, 2
n E N, all have the same range, but are different curves. Indeed, y covers
n times the segment of endpoints (0, 0) and (1, 0).
The next result shows that the class of continuous curves is somehow
too large for our intuitive idea of curve. Indeed, we construct a continuous
curve that fills the unit square in R2. The first example of this type was
given by Peano in 1890 [136]. We present here another example given by
Hilbert [90]. The proof is taken from [125].
Theorem 4.5 (Hilbert). There exists a continuous function u : [0,1] -> R2
such that u ([0,11) = [0,1]2.
Proof. For every n r= N divide the interval [0, 1] into 4'h closed intervals
Ik,n, k = 1, ... , 4n, of length aL and the square [0, 1] 2 into 4n closed squares
Qk,,,, k = 1, ... , 4n, of side length 1. Construct a bijective correspondence
between the 4'z intervals IA-,,n and the 41 squares Qk,,, in such a way that
(see Figure 1)
(i) to two adjacent intervals there correspond adjacent squares,
4.1. Rectifiable Curves and Arclength 117
Figure 1. Peano's curve.
(ii) to the four intervals of length a contained in some interval IA,,,,

there correspond the four squares of side length 2 -TT contained in
the square corresponding to Ik,,,.
By relabeling the squares, if necessary, we will assume that the square
Qk,n corresponds to the interval Ik,n. Let
.F {Ik,,, : n E N, k = 1, ... , 4n} ,
9: = Qk,n: nEN,k=1,. .,4"}.
By the axiom of continuity of the reals, if {Jj} C F is any infinite sequence of
intervals such that Jj+1 C Jj for all j E N and {R1} C 9 is the corresponding
sequence of squares, then there exist unique t E [0, 1] and (x, y) E [0,1]2 such
that 00 00
{t} = n Jj, {(x, y)} = n Rj.
j=1 j=1
We set the point t and the point (x, y) in correspondence.
We claim that this correspondence defines a continuous function u
[0, 1] R2 with all the desired properties. Indeed, a point t E 10, 1J that is
not an endpoint of any interval determines uniquely a sequence {Jj} C F
to which it belongs and hence a point (x, y) belonging to the corresponding
sequence {Rj } C 9. The same is true for t = 0 and t = 1. A point t that
is common to two different intervals Ik,,,n and Ik,,,,, for some m E N is also
common to t w o different intervals Ik,n, k = 1, ... , 41, for all n > m. Hence,
it belongs to two different sequences {J1}, {J?} C F. Since the squares Rj
and R'j, corresponding to Jj and Jj, respectively, are adjacent by property
(i), it follows that
00 00
nRj=n ki.
j=1 j=1
Thus, to every t E [0, 1J there corresponds a unique (x, y) E [0,1]2 that we

denote u (t).
118 4. Curves
Since every (x, y) E [0,1]2 belongs to one, two, three, or four sequences
{R, } C 9, there exists one, two, three, or four t E [0, 1J such that u (t) _
(x, y). Hence, u ([0,1]) = [0,1]2.
To prove that u is continuous, write u (t) = (x (t) , y (t)), t E [0,1]. By
conditions (i) and (ii) we have that
Ix (ti) - x 001 < 2!_
2n
Iy (ti) - y (t2)I < 22n
1
for all ti, t2 E [0, 11, with It1 - t2I < 41 . This proves the uniform continuity
of U.
In view of the previous result, to recover the intuitive idea of a curve, we

restrict the class of continuous curves to those with finite or cr-finite length.
Definition 4.6. Given a curve y, let u : I -+ W' be a parametric rep-
resentation of y, where I C R is an interval. We define the length of y
as
L (y) := Var u = sup E Iu (ti) - u (ti-1)I

i-=.1
where the supremum is taken over all partitions P := {xa,... , xn} of 1,

n E N. We say that the curve y is rectifiable if L (y) < oo.
Remark 4.7. Many authors define the notion of length only for continuous
curves. This is motivated by the fact that if y is a curve with parametric
representation u : I Rd, where I C R is an interval and u is discontinuous
at t r= I, then the length of -y also measures the length of the segment joining
the points u (t) and u_ (t), as well as the length of the segment joining the
points u (t) and u+ (t) (see Corollary 4.19 below), although these segments
may not belong to the curve. However, see Theorems 4.25 and 4.35.
Given a curve y, with parametric representation u : I Rd, where

I C R is an interval, we say that y is locally rectifiable, or that it has a-finite
length, if Var1Q,bl u < oo for every interval [a, b] C I.
Note that a function u : I -r 1 d belongs to BPV (I; Rd) (respectively,
BPVioc (I; Rd)) if and only if each component ui : I - R, i = 1, ..., d,
belongs to BPV (I) (respectively, BPYOC (I)). Indeed, for all i = 1, ... , d
and for every interval J C I we have
(4.1) ud.
Given a locally rectifiable curve 'y, with parametric representation u :

I -+ Rd, where I C R is an interval, by Corollary 2.23, the function u is
differentiable for G1-a.e. t E I. Fix a point to E I such that u is differentiable

at to and u' (to) # 0. The straight line parametrized by
w (t) := u (to) + u' (to) (t - to), t E R,
is called a tangent line to -y at the point u (to), and the vector u' (to) is called
a tangent vector to 7 at the point u (to). Note that if y is a simple arc, then
the tangent line at a point y of the range IF of y, if it exists, is unique, while
if the curve is self-intersecting at some point y e r, then there could be
more than one tangent line at y.
Exercise 4.8. Prove that if two parametric representations u : I -, Rd and
v : J - Rd are equivalent, then Varl u = Varj v. Hence, the definitions
of rectifiability and of length of a curve do not depend on the particular
parametric representation.
Exercise 4.9. Let -y be a continuous curve, with parametric representation
u : [a, b] Rd.
(1) Prove that if u E BPV (I; Rd). then
b
L (y) > (' () I dt.
f
(ii) Let g : [a,,$] -> Rd be a continuous function. Prove that if to E
[a, 0], then
I f p g (t) dt >_ J
l
R Ig (t) l dt - 2 J'8 Ig (t) - g (to) I dt.
(iii) Using part (ii), prove that if u is of class Cl ([a, b] ; Rd), then 'y is
rectifiable and
b
L (y) = f Iu' (t) I dt.

a
(iv) Prove that if each component of u is absolutely continuous, then

fb
L (7) = (u' (t) I dt.

a
Remark 4.10. If f : [a, b] - R is absolutely continuous, then by the

previous exercise we have that the curve y with parametric representation
u (t) :_ (t, f (t)), t E [a, 6], is rectifiable and
L('Y)= jIi
b
+I f'(t)Iadt.
120 4. Curves
Exercise 4.11. Given a continuous convex function f : [a, b] - R, prove

that the curve -y of parametric representation a (t) :_ (t, f (t)), t E [a, b], is
rectifiable and that
L(y) < f (a) -min f + f (b) -mi f + b - a.
la,
We prove that the length of a curve is lower semicontinuous.

Proposition 4.12. Let ry, yk, k E N, be curves with parametric represen-
tations u, uk : I -* R", k E N, respectively, where I C ][8 is an interval.
If
(4.2) u (t) = klim Uk (t)
for all t E I, then
(4.3) L (y) < 1 m f L (yk) .
Proof. The proof is the same as that of Proposition 2.38. 0

Remark 4.13. As in Remark 2.39, if u is continuous, then it is enough to
assume that (4.2) holds for all t in a dense set E of I.
The next exercise shows that the equality sign does not necessarily hold
in (4.3).
Exercise 4.14. For t E [0,1], let u (t) :_ (t, 0) and uk (t) := (t, "sin 27rk't),
k E N, r > 0. Let y and -yk be the corresponding curves.
(i) Estimate L (yk) for all k E N and r > 0.
(ii) Prove that if r = 2, then
L (y) _ ?lim
-000
L (y23) .
(iii) Prove that for r = 1 or r = 2 we have strict inequality in (4.3).

In the special case of graphs of absolutely continuous functions, equality
in (4.3) implies convergence in L' of {u4}. Indeed, we have the following
result.
Theorem 4.15. Let u,'uk : [a, b] -> R, k E N, be absolutely continuous
functions such that
(4.4) u (t) = lim uk (t)
for all t E [a, b] and
(4.5) lim / b
k->oo Q a
Then
b
kl'n°1°J 1+IukI2-
a
and
lim
k-roo
Zb Iuk-u'I dt=0.
fk (t) 1 + lu' (t)12 + 1 + luk (t) I2 - 2 1 + 2 (u' (t) + uk (t)) I .
Since the function y 1 + y2 is strictly convex, we have that fk (t) > 0

unless u' (t) = uk (t). Consider the sequence
u(t)+uk(t),
Vk(t) tE [a,b].
2
By hypothesis, vi. (t) -+ u (t) for every t E [a, b], and so, by Exercise 4.9 and
the previous proposition applied to the sequence {vk},
1m fJ1bt/1+
V
which, together with (4.5), implies that

fb
2 (u'+uk)2dt>_
jb
fb
1 +u'n
limsupJ fkdt= lim 1+I I2 dt
k->oo k-,oo
n
fb I21 2
-2lim f uk)) dt<0.
Since fk > 0, we have that fk - 0 in L' ([a, b]). Extract a subsequence
{ fk1 } of { fk} such that fkj (t) -> 0 for Gl-a.e. t E [a, b]. Let E be the set of
t E [a, b] for which A. (t) -> 0.
We claim that ukj (t) -> u' (t) for all t E E. Indeed, assume by contra-
diction that this is not true. Then there exist to E E and a subsequence
(not relabeled) such that either ukj (to) -' e E R, with e # u' (to), or
I - oo. In the first case, we have that
It kj (to)
2
fkj(to)-
1+Iu'(to)I2+ 1+e2-2 1+I2(u'(to)+t)I >0,
which contradicts the fact that fkj (to) -> 0. Thus, assume that Hki (to) I
oo. Fix y, z e R, and consider the function
g (s) := 1 1Iy + szI2, s E (0, oo) .

122 4. Curves
Since g is convex and differentiable, the function s E (0, oo) H g (s) - 2g ( )

is increasing. To see this, it suffices to differentiate and use the fact that g'
is an increasing function. Using this fact with y = u' (to) and z = u' (to) -
u' (to), we have that for all 0 < s < 1,
f k; (to) = 1 + lu' (to) I2 + 9 (1) - 2g (2
> 1+Iul(to)I2+g(s) -2g( .)

I
1+lu'(tp)l2+
u'(to)+8(ukf(to)-u,'(t0))12
1+
12 f
-2 1 + Jul
2 R(to)
- u' (to)) .
i
Taking s := Ini (to) - u' (to) I E (0, 1) for all j sufficiently large, we have
that
2
fk, (to) ? 1 + lie (to)12 + V+
1 Iu' (ta) + k,12 - 2 V1+ I U, (to) + I
V+tj
where j .- ukf(to)_'
(to)
Since k I = 1, we may find a subsequence (not
relabeled) such that (kJ with 1. Letting j -r oo in the previous
inequality yields
o=3 m fk,(to)? 1+Iu'(to)I2+

2
-2 V1+Ju'(to)+ 1 >0,
where the last inequality follows from the fact that # 0. Thus, we have
reached a contradiction even in this case, and so the claim is proved.
Next we show that
lim
j +00
lb I V- --
+
l+lu'12 at = 0.
Using the fact that 1181 - 18 - rll c Irl for all s, r E R, we have
1+Iuk7I2- 1+luk?I2- 1+lu'l2 < V1+I4,

RI
and thus, by the Lebesgue dominated convergence theorem and the fact that
uki (t) --# u' (t) for ,C1-a.e. t E [a, b],
hm
f 1+ u'kp
2 2
1+lu'I2 dt
+ luk1) -
=
+ dt,
Ia
which, together with (4.5), implies (4.6).

Finally, we prove that
slim b Iuki I dt = b lull dt.

J J
By Fatou's lemma,
1b11 b
1im i dt > lull dt.
J
Thus, if (4.7) fails, then there is a subsequence (not relabeled) and n > 0
such that
fiu"i dt + 3rl (b - a) < fb

I
dt
for all j E N. Since fa 1 + lu'I2 dt < oo, we may find E = E (rl) > 0 such
that
(4.9) f/1+Iui2dt<,(b_a)
for every Lebesgue measurable set F C I, with Gl (F) < E. By Egoroff's

theorem there is a Lebesgue measurable set EE C [a, b], with £' (EE) < e,
such that U''j } converges uniformly in [a, b] \ E. Hence, we may find an
integer j, E N such that luk; (t) I < Jul (t) I + n for all t E [a, b] \ EE and for
all j > jE. In turn, by (4.8) for all j > jj,
flull dt+3rd(b-a) < Ja

rb
lukil
lull
dt=J
dt+rl(b-a)+
(Ee
f
lukjl dt+ J
Vl
L4 I dt
2
dt.
e
124 4. Curves
It follows that
2r7(b-a)<
E.
< JEc
F li4Jl dt
2
l+lukJl2- l+1u'I2 dt
<,(b-a)+ Jb 1+lukjIZ- 1+]u'I2 dt
for all j > j,, where we have fused the triangle inequality and (4.9). Letting
j -> oo and using (4.6), we obtain a contradiction. Hence, (4.7) holds, and
in turn, reasoning as in the proof of (4.6), we have that
fbIte
(4.10) lim k9 -u'I dt=0.
1'400
To conclude, we observe that, by the uniqueness of the limit, (4.6) and (4.10)
actually hold for the whole sequence (why?).
Exercise 4.16. Let g : R -' [0, oo) be strictly convex.
(i) Prove that if g (a) - oo as Isl -> oo, then there exist c > 0 and
S>0such that g(s)>cI al forall]a]>S.
Prove that if u, uk : [a, b] --+ R, k E N, are absolutely continuous
functions such that
u (t) = slim uk (t)
for all t E [a, b] and
lim j g (uk (t)) dt = Ia g (u' (t)) dt < oo,

k--.oo a
then
/'b
lim J Ig (uk (t)) - g (u (t)) I dt = 0.
(You may use the fact that by (4.4),
lim inf z bg (uk (t)) dt > Jo (u' (t)) dt;
see [8] and see also the proof of (13.24) in Chapter 13).
Prove that if in part (ii) we also assume that g (s) oo as ]s[ -i oo,
then
b
lim
k-'oo
u'k-u'Idt=0.
fa
Next we introduce the notion of arclength of a rectifiable curve. Given

a rectifiable curve y, let u : I - Rd be a parametric representation, where
I C R is an interval. For every t E I, let s (t) denote the length of the curve
of parametric representation ulin(..,tl With a slight abuse of notation, we
will denote this curve by We observe that the function s : I -*
[0, L (-y)] is increasing, although it may not be strictly increasing, in general.
We call s a length function for y.
Remark 4.17. Given a rectifiable curve y, let u : I -. Rd be a parametric
representation, where I C R is an interval. For every interval [ti, t2] C I,
the difference s (t2) - s (tl) is the length of the curve lilt,,t2l and by (4.1)
we have
d
(4.11) V1 (t2) - Vi (t1) < s (t2) - s (t1) < E (Vj (t2) - Y j (ti)) ,
j-1
(4.12) 1ui(t2) -uY(t1)] < Iu(t2) -u(tl)] C S(t2) -s(ti),
for all i = 1,...,d, where,
Vi (t) := Varin(-oo,t] ui, t E I.
In particular, if u is continuous at some to E I, then by Exercise 2.14 and
(4.11), the length function a is continuous at to f=- I. Conversely, in view of
(4.12), ifs is continuous at to E I, then so is u. Thus, u and s have the same
set of discontinuity points. Moreover, by (4.11), s E AC (I) if and only if
Vi E AC (I) f o r all i = 1 , . ,dd,, and hence, by Remark 3.40, if and only if
ui E AC (I) for all i= 1,...,d.
The next result is the vectorial version of Theorem 3.39.
Theorem 4.18 (Tonelli). Given a rectifiable curve y with parametric rep-
resentation u : I Rd, where I C R is an interval, then
(4.13) s' (t) = lu' (t) I
for C1-a.e. t E I and
r
(4.14) lu' (t) I dt < L (-y) .
J
The equality holds in (4.14) if and only if ui E AC (I) for all i = 1, ... , d.
Proof. By (4.1), ui E BPV (I) for all i = 1, ... , d, and so by Corollary 2.23
the derivative u' (t) exists for ,C1-a.e. t E I and is integrable. Similarly, since
s : I - [0, L (y)] is increasing, we have that s' (t) exists for £1-a.e. t r= I
and is integrable.
Since for all 4, t2 E I, with t1 < t2,
(4.15) 8 (t2)-8 (tl)> Iu(t2)-u(tl)i,

126 4. Curves
it follows that
s' (t) > Jul (t) I
whenever all the derivatives involved exist at t, i.e., for L1-a.e. t E I. Let
E := It E I : s' (t) and Iu1(t)I exist and s' (t) > Iu te(tI.
For every k E N, let Ek be the set of all points t E E such that
s (t2) - s (ti) > Iu (t2) - u (t1) I + 1
(4.16)
t2 - tl t2 tl k
for all intervals [tl, t2] such that t E [tl, t2] and 0 < t2 -11 < . Since
00
E = U Ek
k=1
to prove (4.13), it suffices to show that L1(Ek) = 0. Let e > 0 and consider
a partition P :_ {to, ... , t,a} of I such that
(4.17) Iu (ti) - u (ti-i)I > L (y) - E.

i=1
By adding more points to the partition, without loss of generality, we may
assume that I ti - ti-1 I < for all i = 1, ... , n. Fix i E (1,.. . , n-}. We
distinguish two cases. If the interval [ti_ 1, ti] contains points of Ek, then
multiplying (4.16) by ti - ti_1 yields
(ti) - (ti-1) (ti) - u + ti - ti-1
a 8 Iu (4-01 k
while if [ti-1, ti] does not intersect Ek, then
8(t1) -a(t4-1) Iu(ti) -u(ti-1)I
by (4.15). Summing these two inequalities and using (4.17) gives
n n 1
L(7) _ (a (ti) -a(ti-1)) Iu(ti) -u(ti-1)I+ it,(E,)

i=1 i=1
L(y)-E+Lo(Ek),
which implies that Lo (Ek) ke. Given the arbitrariness of e > 0, we
conclude that L1 (Ek) = 0. This proves (4.13).
It now follows from (4.13) and Corollary 1.37 applied to a that
Iu'(t)I dt= f 1(t) dt <sups - infs= L (y).

1,
Assume next that p
J I u' (t) I dt = L (-y)
I
Then
J s' (t) di = s jp 8 - inf s,
I
and so by Theorem 3.39, s belongs to AC (I). In turn, by Remark 4.17,
u, E AC (I) for all i = 1, ... , d.
Conversely, assume that us E AC (I) for all i = 1, ... , d. Then by
Theorem 3.30, for every partition P = {t0,... , tn} of I we have
n n t
Iu (ta) - u (t _i)I = n' (t) dt
j=1 9=1
tf-1
tf
<
fti_1
lu.' (t) I dt < JIu'(t)I dt.
By taking the supremum over all partitions P, we obtain that

L (-y) < f Iu' (t) I dt,
which, together with the first part of the theorem, shows that equality holds.
O
Given a rectifiable curve 7 with parametric representation u : I -> Rd,

as in Corollary 3.74, we may decompose each component ui, i = 1,... , d,
into an absolutely continuous part, a Cantor part, and a jump part. Thus,
we obtain
u = UAC + ttc + uJ,
where for a fixed to E I and for all t E I,
t
UAC (t) := f u' (8) ds,
to
u, (t) := (u+ (g) - u_ (y)) + u (t) - u_ (t) ,

y<t
and uC := u - UAc - uJ is continuous, with uC (t) = 0 for G1-a.e. t E I. As
usual, we set u_ (inf I) u (inf I) if inf I E I, and u+ (sup I) := u (sup I) if
sup I E I.
Let 7AC, 7c, and -yj be the rectifiable curves with parametric represen-
tations UAC, uc, and UJ, respectively. Then we have the following result.
Corollary 4.19. Given a. rectifiable curve y with parametric representation
u : I -> Rd, where I C R is an interval, then
L(7) = Lj(7AC) + L (7c) + L(3)
= J lu'(t)I
tEl
128 4. Curves
where u_ (inf I) := u (inf I) if inf I E I and u+ (sup I) := u (sup I) if sup I E

1.
Proof. The proof follows exactly as in the proof of Corollary 3.74.

Remark 4.20. If f E BPV ([a, b] ), then its graph is given by the curve y
with parametric representation
u:[a,b]->R2,
t --p (t, f (t))
Thus, if we decompose f = fAC + f c + f j as in Corollary 3.74, we have that
UAC (t) _ (t, AC (t)) and tic (t) _ (0, fc (t)) for all t E [a, b]. Thus,
jb1
L( Grf)=L(y)+If '(t)I2dt+Varfc
+ (If+ (t) - f MI + If (t) - f_ (t) I) .
tEfa,b]
In particular, if f is continuous and increasing and if f' (x) = 0 for G1-a.e.

x E [a, b], then f = fc, and so by Proposition 2.10,
rb
L(Grf) = J 1 dt + Var fc = b - a + f (b) - f (a).
a
Hence, if we consider the Cantor function f : 10, 1] i R defined in Example
1.43, then L (Gr f) = 2.
Definition 4.21. Given a rectifiable curve y, we say that y is parametrized
by arclength if it admits a parametrization v : J -> Rd, where J is an
interval of endpoints 0 and L (-y), such that v is Lipschitz continuous, for
every r E J the length of v : J fl [0,,r] -> Rd is exactly r, and Iv' (T) I = 1 for
G'-a.e. r E J.
Note that, if y is parametrized by arclength, then by Tonelli's theorem,
Iv'(T)I
Given a rectifiable curve y with parametric representation u : I - Rd,

where I C R is an interval, by Remark 4.17 the length function s : I -+
[0, L (y)] corresponding to u is increasing. Moreover, if y (or equivalently
u) is continuous, then so is a (again by Remark 4.17). It follows from the
intermediate value theorem that s (l) is an interval. However, s may not
be injective. Indeed, s is constant on any interval [tl, t2] if and only if u
is constant in the same interval. Hence, if we also assume that every point
of the curve is simple, so that y is a continuous rectifiable simple arc, then
s : I -, s (I) becomes a continuous bijection (see Theorem 1.7). In turn, the

function v : s (I) - Rd, defined by
(4.18) v (T) := u (s 1 (T)) , T E s (I) ,
is equivalent to u. In this case we say that y is parametrized by arclength.
Theorem 4.22 (Arclength, I). If y is a continuous rectifiable simple arc,
then y can be parametrized by arclength.
Proof. It suffices to consider the case L (y) > 0. Let u : I -' Rd, where
I C R is an interval, be any continuous parametric representation of y. By
the discussion preceding the theorem, the function v defined in (4.18) is a
parametric representation of y. Set J := s (I). Then, for all T, T-' E J, with
,r <,rl, by (4.12) we have
(4.19) Iv (r') - v (T) I = lu (s 1 (T1)) - u (s ' (T)) I
a (s-1 (T'))
- 8 (8-1 (T)) = T - T.
Thus, v is Lipschitz continuous with Lipschitz constant less than or equal
to 1. In particular, v is absolutely continuous, and so by Remark 4.17 and
Theorem 4.18,
,C1 (J) = L (y) = Var v = jIv'(i-)I CIT.

Since
0 = ,1r1 (J) - f Iv' (T) I dT = / (1 - It/ (r)I) dT
and I v' (T)I < 1 for G1-a.e. T E J, necessarily Iv' (T)I = 1 for G1-a.e. r E J
and the proof is complete.
Remark 4.23. Note that if the interval I in the proof of the previous
proposition is closed, then
(4.20) s (I) = 10,L(-y)],
and so we may take J = to, L (y)]. On the other hand, if one of the endpoints
of I is finite and not in I, then by (2.9), we can extend u continuously to this
endpoint in such a way that the pointwise variation of u does not change.
Hence, in the previous theorem we may assume that I is closed.
Remark 4.24. Under the hypotheses of the previous theorem, we have that
Iv' (T)I = 1 for 41-a.e. T E J. Thus, at G1-a.e. r E J the curve y admits a
tangent line to -t at the point v (T) and the vector v'(7-) is a unit tangent
vector.
By modifying the previous proof, we can show that if a simple are y is
not continuous, then the range of the curve y is contained in the range of a
curve parametrized by arclength and with the same length.
130 4. Curves
Theorem 4.25. Given a rectifiable simple arc -y with L (y) > 0, there exists
a curve parametrized by arclength whose range contains the range of IF and
whose length is L (y).
Proof. Let u : I -* Rd be a parametric representation of y, where I C R is

an interval. Since -y may be discontinuous, the length function s : I -+ s (I)
is still strictly increasing and invertible, but it may be discontinuous. More
precisely, in view of Remark 4.17, u and s have the same set of discontinuity
points. In particular s (I) may not be an interval. Let v be the function
defined in (4.18). Then (4.19) continues to hold. Hence, the function v is
continuous in a (I), and so it may be uniquely extended to s (I) by continuity.
Let {(a,,, b,,)} be the family of connected components of (0, L (y)) \ s (I).
Let to E I be a discontinuity point of u. Then by Corollary 3.74,
(4.21) s (to) - s_ (to) = lu (to) - u_ (to)( ,
(4.22) 8- (to) - s (to) = Iu (to) - u+ (to)( .
If s (to) - s_ (to) > 0, then there exists an interval (a,,, such that
(4.23) an = s_ (to), bn = s (to).
Hence, v (a,,) = u- (to) and v u (to). In this case, we extend the
function v to be affine in the interval (an, b,,). More precisely, we set
(T) u (to) - qb_ (to) (T
V - an) + u- (to), T E (a., b.) .
bn - an
Then v is continuous in [a1L, b,,] and (v' (T)I = 1 in (an,, b,,) by (4.21) and
(4.23).
Similarly, if s+ (to) - s (to) > 0, then there exists an interval (am, bra)
such that a,, = s (to) and b,n = s+ (to), and we define
v(T) 'u+(to)-u(to) (T-a.)+u(to), T E (ara,bra)
bra - ara
Thus, we have extended v to (0, L (-y)] in such a way that v is Lipschitz
continuous with Lipschitz constant less than or equal to 1 and (v'(T)( = 1
for 41-a.e. T E (0, L (y)]. The curve y with parametric representation v :
[0, L (y)] - Rd has length L (y), and its range contains the range of y.
4.2. Frechet Curves

To extend the previous results to rectifiable curves that are not simple arcs,
we need to modify the definition of a curve by giving a more general concept
of equivalence.
4.2. Frechet Curves 131
Definition 4.26. Given two intervals I, J C R and two functions u : I - Rd

and v : J -> Rd, we say that they are &F chet equivalent if for every e > 0
there exists a continuous, bijective function ¢ : I -* J such that
Iu(t) - v(0(t))I < e
for all t E I. We write u N V.
Exercise 4.27. Prove that N is an equivalence relation.
F
A Frdchet curve y is an equivalence class (with respect to ) of paramet-
ric representations. We say that y is continuous (respectively, rectifiable), if
it has a representative u that is continuous (respectively, of bounded point-
wise variation).
Exercise 4.28. Prove that if a Frechet curve y has a continuous represen-
tative, then all its representative are continuous.
The next exercise shows that two functions u : I - Rd and v : J -+ R'
may be Frechet equivalent but not (Lebesgue) equivalent.
Exercise 4.29. For t, T E 10, 1] let u (t) :_ (t, 0) and
/(37-,0) if 0 < T < I,
V(T):= 12,0) if. CTCg
(1+ (T-1),0) if 'S <T-5 1.
Prove that u and v are Fr6chet equivalent but not (Lebesgue) equivalent.
The next result shows that for a Frechet curve we may still define its
length as the variation Varu of any element in its equivalence class.
Proposition 4.30. Assume given two intervals I, J C R and two functions
u : I J+ Rd and v : J -+ lad. If u and v are Fr chet equivalent, then
Var, j u = Var,r v.
Proof. For every n E N there exists a continuous, bijective function 0n :

I - J such that
1
IV' (t) - v (On (t))I < n
for all t E I. Hence,
lim v (0,,. (t)) = u (t)
n "m
for all t E I. Define va (t) := v (On (t)), t E I. Then by Proposition 4.12,
Varl u < lim inf Varl vn.
On the other hand, since vn is (Lebesgue) equivalent to v, by Exercise 4.8
we have that Varj vn = Varj v for all n E N. Thus Var j u < Van J v. By
interchanging the roles of u and v, we obtain the desired result.
132 4. Curves
We are ready to prove that a continuous rectifiable Frechet curve y

always has a Lipschitz representative. Since the curve reduces to a point
when L (y) = 0, we will assume that L (y) > 0.
Theorem 4.31 (Arclength, II). If y is a continuous rectifiable Frechet curve
with L (-y) > 0, then y can be paramettrized by an length.
Proof. Let u : I -> Rd be a parametric representation of y, where I C R
is an interval. By Remark 4.17 and (4.20) the length function s : I - s (I)
corresponding to u is continuous, increasing, and onto. Moreover J := s (I)
is an interval. Note that the function s is constant on an interval if and only
if u is constant there. Hence, for every T E J there exists either a single
point tr such that s (tr) = r or there exists a maximal interval of endpoints
a, and 3, such that s (t) = r for all t E [a,, 0,.] n I. In the latter case, we
let t, be any element in [rncT, /3T] n I. For T E J define
v (r) := u (t,).
Note that by construction
(4.24) v (s (t)) = u (t)
for all t E I. We claim that v is Lipschitz continuous with Lipschitz constant
less than or equal to 1. To see this, note that for all r, T' E J, with r < T,
we have
Iv(r') - v(T)I = Iv(tom)-u(t,)I:9(tom)-8(tr) =r'-r,
by (4.12) and the facts that a (t,.) = T' and 8 (t,) = T. Thus, v is Lipschitz
continuous with Lipschitz constant less than or equal to 1.
To prove that v is Frechet equivalent to u, construct a sequence {an} of
strictly increasing continuous functions s, : I -> [0, L (y)] such that
Is. (t) -a (t)I < n

for all t E I and n e N. Then {v o s,z) converges uniformly to {v o 8} in I
(why?); i.e., for every e > 0 there exists N E N such that
-v(8(t))1 <S
for all t r= I and n > N, or, equivalently (see (4.24)),
Iv (sn (t)) - u (t)I <e
for all t E I and n > N, which shows that v is Fr4chet equivalent to u.
Finally, we can proceed as in the last part of the proof of Theorem 4.22
to conclude that
L (7) = Var v = JIv'(T)I dT
and that Iv' (T) I = 1 for G1-a.e. T E J.
4.2. Frechet Curves 133
Remark 4.32. Under the hypotheses of the previous theorem, we have that
]v' (T)] = 1 for C1-a.e. T E J. Thus, at G1-a.e. T E J the curve y admits a
tangent line to y at the point v (r) and the vector v' (T) is a unit tangent
vector.
Remark 4.33. The main reason for the introduction of Frechet curves is
to allow a nonsimple continuous curve to be "parametrized by arclength".
An alternative approach would be to weaken the request that changes of
parameters be bijective. Namely given two intervals I, J C R and two
continuous functions u : I - Rd and v : J - Rd, an admissible parameter
change could be an increasing function (possibly nonstrictly increasing) 0:
I -* J such that 0 (I) = J and for every discontinuity point of t E I of 0,
the interval [0_ (t), 0+ (t)] is contained in an interval [Ti, Ti] C J on which
v is constant. This point of view is taken, e.g., in [77].
Exercise 4.34. Given two intervals I, J C R and two continuous functions
u : I -> Rd and v : J -, Rd, we say that u s v if there exists an admissible
parameter change (in the sense of the previous remark).
(i) Prove that . is an equivalence relation.
(ii) Given a continuous function u : I -> Rd of bounded pointwise
variation, prove that the inverse function s-1 : J - I (properly
defined) satisfies the conditions for an admissible parameter change
and that the function
v (T) := t6 (a-1 (T)) , T E J,
is Lipschitz continuous.
Reasoning exactly as in the proof of Theorem 4.25, we can prove the
following result;
Theorem 4.35. Given a rectifiable FHchet curve y, there exista a curve
parametrized by arclength whose range contains the range of r and whose
length is L (y).
Using Theorem 4.31, we may prove the existence of a geodesic curve.

Given a set E C W', an interval [a, b] C R, and two points zl, z2 E E,
consider the family F of Frechet curves y that admit a parametric represen-
tation u : [a, b] -> Rd such that u is continuous, u (a) = z1, u (b) = z2, and
u ([a, b]) C E. We are interested in finding a curve of minimal length, that
is, a solution of the problem
(4.25) inf {L (y) : y E TI.
Any solution (if it exists) of the previous minimization problem is called a
geodesic joining zl, z2.
134 4. Curves
Exercise 4.36. Prove that the value of the infimum in (4.25) does not
depend on the choice of the interval [a, b].
Theorem 4.37 (Existence of geodesics). Let C C Rd be a closed set, let
zl, z2 E C, and let F be the family of &echet curves y that admit a para-
metric representation u : 10, 1] -p Rd such that u is continuous, u (0) = zl,
u (1) = z2, and u ([0,1]) C C. If the family F is nonempty, then problem
(4.25) admits a solution.
Proof. Let
L := inf {L (y) : -y E F).
If L = oo, then any -y E F will do, while if L = 0, then z1 = z2 and the
problem becomes trivial. Thus, assume that 0 < L < oo and let {'yn} CT
be a family of Frechet curves such that
lim L (yn) = L.
n-co
By Theorem 4.31, for each n E N there is a representative vn : [0, L (yn)]
Rd of yn such that vn is Lipschitz continuous and Iv,,,(T)l = 1 for L1-a.e.
T E [0,L(yn)]. Define
wn (s) vn (sL (yn)) , s E [0,1] .
Then w : 10,1] -, Rd is another representative of yn with Iw; (s)I = L
for Ll-a.e. s E [0,1]. In particular, w,, is still Lipschitz continuous. Since
wn (0) = zl and Var wn = L (yn) C L + 1 for all n sufficiently large, we
can apply the Helly selection theorem (one component at a time) to find
a function w : [0,1] --+ Rd and a subsequence (not relabeled) such that
wn (a) w (a) as n -+ oo for all a E [0, 1]. Using the facts that
I wn (81)- W. (82)1:5 L (yn) I 81 -821
for all 81, 82 E [0, 1] and that L (yn) - L, letting n - cc, we obtain that
w is Lipschitz continuous with Lipschitz constant at most L. Moreover,
w (0) = z1, w (1) = z2i and w ([0,1]) C C, since C is closed. Thus, the curve
y parametrized by w belongs to F, and so L (-y) > L. On the other hand,
by Proposition 4.12,
L (y) < lim inf L (yn) = lim L (yn) = L,
n-poo noo
and so L (y) = L and the proof is concluded.
4.3. Curves and Hausdorff Measure

In this section we study the relation between the length of a curve and the
Hausdorff measure N1 and then we characterize continua.
4.3. Curves and Hausdorff Measure 135
In what follows, given two points z1, z2 E Rd, we denote by z zl the

segment joining them, that is,
z1 == {tz1 + (1 - t) Z2 : t E [0, 1]} .
Theorem 4.38. If y is a continuous simple are -y with range F C Rd, then
W' (r) = L ('y) .
In particular, y is rectifiable if and only if its range has finite 1-l1 measure.
Lemma 4.39. Let u : [a, b] -> Rd be a continuous function. Then
(4.26) Iu (b) - u (a)I < ii' (u ([a, b])) < Var(Q,bl u.
Proof. Let proj : Rd -.. Rd be the orthogonal projection from R.d onto the
line through u (a) and u (b). Then
(proj z1 - proj z2I <_ Iz1 - z2I
for all z1, z2 E Rd. Hence proj is a Lipschitz map. By Proposition C.40 in
Appendix C,
U' (u ([a, bl)) ? ?i' (proj (u ([a, bl))) ? W1 (u (a) u ) = In (b) - u (a) I ,
where in the last inequality we have used the fact that proj (u([a,b])) D
u(a)u(b).
To prove the other inequality, we can assume that Var1n,bj u < oo. Hence,
the curve y with parametric representation u is rectifiable. By Theorem 4.22
we can find a representative v : J - Rd, where J := [0, L (-y)], such that v is
Lipschitz continuous, for every T E J the length of v : [0, T] -f Rd is exactly
T, and Iv' (T)I = 1 for C1-a.e. 7- E J. By Proposition C.40 and Exercise
C.47,
x1(P)=f'(v(J))<_N1(J)=C'(J)=L(.7).
Proof of Theorem 4.38. Let u : I -, Rd be a continuous parametric rep-
resentation of y, where I C R is an interval. We claim that
f1(I')?L(y).
Fix a partition P :_ {to,... , t,,} of I. Since the curve y is simple and
fl' ({z}) = 0 for all z E Rd, by the first inequality in (4.26) we have that
n
it, (P) = it1 (u (I)) ? '(1 (u ([to, t-1)) = it, U u ([ti-i, til)
i=1
n n
(u ([ti-1, til)) ? Iu (ti) - u (ti-1)I
i=1 i=1
136 4. Curves
Taking the supremum over all partitions P of I proves the claim. The oppo-
site inequality follows exactly as in the second part of the second inequality
in (4.26). This concludes the proof.
Remark 4.40. It follows from the previous result that the Hausdorff di-
mension of a rectifiable curve is one. This is in sharp contrast to the Peano
curve whose Hausdorff dimension is two.
Exercise 4.41. Given a rectifiable simple are -y parametrized by arclength,
let v : J -> Rd be as in Theorem 4.22. Prove that if E is a Lebesgue
measurable set of J, then v (E) is an fl1-measurable subset of 11d and
N,(v(E)) _'c1(E).
Deduce that a simple arc admits a tangent line at 7d1-a.e. point of the range
of y.
If the continuous curve y is not a simple are, then the second part of the
previous proof continues to hold so that
(4.27) fl1(I') < L (y) ,
but the opposite inequality is no longer true. Indeed, it is enough to consider

the curve y given in Example 4.4. The natural extension in this case is the
following generalization of Banach's theorem (see Theorem 2.47), due to
Federer [57].
Theorem 4.42 (Federer). Given a continuous curare -y with parYametric rep-
resentation u : I - Rd, where I C R is an interval, then Nu I) is a Borel
function and
(4.28) Nu (y; I) d7-l' (y) = Var u = L (y)
In particular, y is rectifiable if and only if N,, I) is Lebesgue integr'able

with respect to 7d1.
Proof. The proof is very similar to the one of Theorem 2.47 and we only
indicate the main changes. In Step 1 define .F, as before. By Theorem 2.46,
with µ given by 7{1, we have that
J N. (y; [a,b]) d7l1(y) = "lim°° it 1 (U (j))

d
JEFr,
By (4.26),
Iu (sup J) - u (inf J) 1 < E 7{1 (u (J)) G E Var j u = Var[a,bj u,
JEF., JEF., JE.F..
where in the last equality we have used Remark 2.7. Letting n oo and
using Lemma 2.48 (which continues to hold with no changes for continuous
functions u : [a, b] -> Rd) gives the desired result in the case I = [a, b].
Step 2 of the proof is the same as that for Theorem 2.47 and we omit
it.
Since for a simple arc -f we have that N., (y; I) = 1 for all y in the range
of it, Theorem 4.38 is a special case of the previous theorem.
Next we study compact connected sets with finite V measure.
Definition 4.43. A set E C Rd is
(i) a continuum if it is compact and connected,
(ii) pathwise connected if for all zi, z2 E E there exists a continuous
curve joining zl and z2 and with range contained in E.
Exercise 4.44. Let E C Rd.
(i) Prove that if E is pathwise connected, then E is connected.
(ii) Prove that the set E = El U E2 of R2, where
El := {(0,x2) : -1 < x2 < 11, E2 := { X1, sin x ) : xl > 0
\ 1/// JJJ
is connected but not pathwise connected.

(iii) Assume that E is open and connected, fix zo r= E, and consider the
sets
A :_ {z E E : there exists a continuous curve
joining z and zo and with range contained in E}
and B := E \ A. Prove that A and B are open and conclude that
E is pathwise connected.
Exercise 4.45. Let K C Rd be a continuum and let z, w E K. Prove that
for every e > 0 there exists a chain of points (yo,.. ., C K, with yo := z
and y,,:= w, such that Iy, - yz_1I < E for all i = 1,... , n.
Theorem 4.46. Let K C Rd be a continuum with J(1 (K) < oo. Then K
is pathwise connected.
Lemma 4.47. Let K C Rd be a continuum and let zo, wo E K. Then
W1 (K n B (zo, Izo - woI)) ? Izo - wol .
Proof. Let r := Izo - wo I. Consider the function f : Rd -> (0, oo) defined
by f (y) := Izo - yI, y E Rd. Then f is Lipschitz continuous with Lipschitz
constant 1. We claim that the set f (K fl B (zo, r)) contains the interval
138 4. Curves
[0, r]. Indeed, if not, then there would exist 0 < p < r such that p 0
f (K fl B (zo, r)) . But then we could write K as the union of the two
nonempty disjoint closed sets K fl B (zo, p) and K \ B (zo, p), which would
contradict the fact that K is connected. Hence the claim holds.
Since f is Lipschitz with Lip f = 1, by Proposition C.40 in Appendix C
and what we just proved,
l1 (KflB(zo,r)) 2: 7 1 (f (KriB(zo,r))) >?J1([O,rJ)=r.
0
Proof of Theorem 4.46. Fix two distinct points z, w E K. By the pre-
vious exercise for every 0 < e < [z - wI there exists a chain of points
{yo, ... , C K with yo := z and y := w such that [yi - Vi-11 < s
for all i = 1, ... , n. By deleting some of the points, if necessary, we may
assume that Iii - y1I > e for all Ii - jI > 2. This implies that no point of Rd
lies in more than two balls B (yi, ), i = 1'...,n, and so, by the previous
lemma
2f1(K)>E7dKf1B yip2 >n2.
i=1
Let y£ be the polygonal curve obtained by joining yo,..., yy.. Using the fact
that Iyi - y3I > s for all [i - j[ > 2, we have that yE is a simple arc, with
n
L(76) = 1: Iyi - yi-I[ < nE <4W(K).
i=1
Hence, we may find a subsequence sn - 0+ such that, setting yn := yFn,
we have lim, L (yn) = L. We may now proceed exactly as in the proof
of Theorem 4.31 to find a parametrization wn : [0, 1] -> Rd of -In with
Iw' (s)I = L (y,) for f-1-a.e. s E [0, 11 and a function w : [0,1] -. Rd such
that, up to a subsequence, wn (8) -> w (a) as n -> oo for all s E [0, 1] and
[w (81) - w (82)1:5 L 181 - 82l
for all 81, 82 E (0, L). Moreover, w (0) = z, w (1) = w. Since L (yn) L,
it follows that {wn} converges to w uniformly. To conclude the proof, it
remains to show that w ([0,1]) C K. Fix 6 > 0 and let y E w (10, 11). Then
there exists a E [0,1) such that w (s) = y. Since wn (s) - w (s) = y as
n -, oo, there exists naa r= N such that
Iwn (s) - y[ < 2

for all n > ns,a. By taking n > na,a sufficiently large, we have that Fn < .
From the construction of -yE we may find an endpoint yi E K of one of the
segments of -yr. such that Iw7z (s) - yi, I < en < .2, and so
IYi,. - yl <- Iwn. (s) - yI + Iwn (s) - y_,. I <8
for all n > n,,6 sufficiently large. Since Yin E K and K is compact, it follows
that y E K, and the proof is complete.
Theorem 4.48. Let K C Rd be a continuum with f' (K) < oo. Then K
is given by the union of a countable number of Lipschitz curves and a set of
V-measure zero.
Proof. Step 1: We construct by induction a countable family of Lipschitz
curves {ryn} C K. Since K is compact, there exist zo, wo E K such that
do := Izo - wol = diem K.
By the previous theorem there exists a continuous rectifiable curve 'Yo joining
to and wo, with range ro contained in K and such that
f' (ro) > do,
by Lemma 4.47. Assume by induction that the continuous rectifiable curves
yi, ... , yn have been constructed in such a way that their ranges rl,... , r,
are contained in K, that for every i = 1, ... , n, the set
rin (;c:ri)
consists of a single point, and that
U' (ri) > di,
where
d, := max disc
zEK
(zSJr2).
.9--O
n
do+1 :- maxdist z, U ri
zEK
i=0
n
K=Uri
i=o
and the proof is completed. If do+1 > 0, let z,,+l E K and E Lli!--O ri
be such that Izn+1 - w.+1I = do+,. Using the previous theorem once more,
we may find a continuous rectifiable curve i'n+1 joining z,+1 and wn+l, with
range f n+1 contained in K. Let un+1 : [0, Rd be a continuous
140 4. Curves
parametric representation of ')'n+1 with u,,+1 (0) = zn+1 and un+1 (+) _
W,+1. Let
bn+1 := min t E [0, bn+l] : iin+1(t) E U r, .
==o
Let un+1 be the restriction of tis,,+1 to the interval (0, brs+1J, let yn+1 be the
corresponding curve, and let r,+, be its range. Then the set
(4.30) rn+1 n Or3)

=o
consists of a single point. Note that by Lemma 4.47,
xl (rn+1) 2 d,1.
Thus, we have constructed by induction a countable family of curves C
K. It remains to show that if 4 > 0 for all n E N, then
nl (K\ Urn = 0.
00
(4.31) K= Urn.
n=o
Indeed, let z E K and assume by contradiction that
d := diet (zOrn) > 0.

n=o
Since
00 00
E dn <_ E W1(rn) < n' (K) < oo,

n=0 n=0
we have that do - 0 as n -> oo. Let n E N be so large that d < d. This
contradicts the maximality of 4, since z could have been chosen as the
endpoint of ryn+1 Thus, the claim holds.
Step 3: We claim that for every m r: N, if z r= K \=o rn and
m
(4.32) B (z, r) n U rn = Q1,
n=0
then
00
(4.33) 1f' (B(zr)fl U rn >r.
n=*n+1
To see this, note that since z E K, by (4.31) there exist a subsequence nk

and a sequence of points zk E rnk such that zk -> z. Let k1 E N be so large
that jzk - zI < r for all k > k1. Then by (4.32) it follows that nk. > m + 1
for all k > k1. Define
nA;
Kk:= Urn.
n=O
It follows by (4.30) that Kk is a continuum. Fix 0 < r < r'. Since zk -, z,
if k > k1 is sufficiently large, say k > k2, we have that B (z, r) D B (zk, r'),
and
00 o0
(4.34) xl B (y, r) n U r = W1 B (z, r) n U I'n

.=m+1 n=0
>711(B(zk,r')nKk)
where in the first equality we have used (4.32). Fix k > k2. Then B (z, r) J
B (zk, r'), and so by (4.32), the set Kk contains points outside B (zk, r').
Since Kk is a continuum, it follows by Lemma 4.47 that
xl (K&. n B (z&., r')) > r',
which, together with (4.34), implies that
00
B(z,r)n U rn >r'.
n=n,+1
Letting r' / r proves (4.33).
Step 4: Fix m E N. We want to construct a fine cover of closed balls
centered at K \ U 0 I'f,. Fix e > 0. By the definition of '1 there exists
6 > 0 such that
(4. 35) 'HI (K\Ur) < n , (K\Ura) + e.

n=0 n=0
Let
Tn
Y, {zir:
B z E K 1 Urn,
n=0
0<r<2S, B(z,r) n Urn= .

n=0
Note that if z E K \ U,=O F,, and 0 < r < a min (d,,,+1, d}, then B (z, r) E
.F,,, by (4.29). Moreover, if r > dm+1, then B (z, r) Thus, F,,, is a
fine cover of K \ U' 0 r,,, and
sup {diam B : B E Fn 1 C dm+1
142 4. Curves
Hence, we are in a position to apply the Vitali-Besicovitch covering theorem

(see Theorem B.118 in Appendix B) to the finite measure
µ(E):=f1(EnK), EEB(R),
to find a disjoint sequence {B (zi, ri) } C of closed balls such that
m
7H1 ((K \ U r \ U B (zi, ri)
n=0
m
=µ K\ Urn \UB(z;,ri} =0.
n=0 b
In turn, 74 ((K \ Un= 0 rn) \ Ui B (zi, ri)) = 0, and so, since W,1, is an outer
measure, by (4.35),
m m
N1 K\ UO r,, <_xa K\ n=o
U rn +E
m
nb K\ rn ,UB(zi,ri) + (B(zi,r1)) +,E
n=0 i i
- 7.16 (T(-ziri)) +E <2alri+E,

i i
where in the last inequality we have used the fact that ri < 46, and so
B (zi, r=) is admissible in the definition of fl}. It now follows from (4.33)
that
o0
It' K \ U r < 2a1 E xl B (zi, ri) n U r,, +
n=0 i n=m+1
00
< 2aiflh U rn +E.
n=m+1
Letting m -, oo and using the facts that 11' (K) < oo and rn c K, it
follows from the properties of measures that
(icr)nn=0
<E.
The proof is concluded, by the arbitrariness of e > 0. 0

The next result shows that the Lipschitz curves in the previous theorem
can be taken to be simple area.
Proposition 4.49. Given a continuous curve -y with parametric represen-

tation u : [a, b] --+ Rd, where u (a) # u (b), there exists a continuous simple
are with range contained in u ([a, b]) and joining u (a) and u (b).
Proof. Given a point z E u ([a, b]) with multiplicity N,, (z; [a, b]) greater
than one, let I., be the largest closed interval [tl, t2] C [a, b] such that u (ti) =
u (t2) = z. Let I be the collection of all such closed intervals I, that are
contained in no other. Then any two intervals of Z must be disjoint and I
is countable (why?). Construct an increasing function f : [a, b] --+ [0,1] such
that f (a) = 0, f (b) = 1 and with the property that f (ti) = f (t2) if and
only if ti and t2 belong to the same interval in Z. Define v : 10, 11 -r Rd by
Jz if f-1({r})=1, for some 17 E1,
v (r) ) u (f ({T})) otherwise.
By construction v is injective and continuous, and, since u (a) # u (b),
v (0) = u (a) and v (1) = u (b).
In view of Theorem 4.48 we have the following definitions.

Definition 4.50. A set E C W' is called fl-rectifiable if there exists a
sequence of Lipschitz functions u,, : R -' Rd such that
7l1 (E\U(R)) = 0.
n=1
A set E C Rd is purely nl-unrectifiable if
xi(E n u(R)) = 0
for every Lipschitz function u : R RN.
Exercise 4.51. Let E be purely N'-unrectifiable. Prove that for every
interval I C R and for all u E AC (I; Rd),
N1(E n u(I)) = 0.
A useful characterization of purely N'-unrectifiable sets is given by the

following result.
Theorem 4.52. Let E be a set of Rd. Then the following properties are
equivalent:
(i) E is purely xl -unrectifiable.
(ii) For every interval I C R and for all u E AC (I; Rd),

(4.36) u' (x) = 0 for G1-a.e. x E u -'(E).
144 4. Curves
Proof. Step 1: Assume that E is purely 711-unrectifiable, let I C R be an

interval, and consider a function u E AC (I; W). By the previous exercise,
7-11(Enu(I)) = 0.
Let F := u 1(Enu(I)). Since the projection on every coordinate axis in Rd
is Lipschitz continuous, it follows from Proposition C.40 and Exercise C.47
that for all j = 1, ..., d,
Cl (uu (F)) = 7-l' (ua (F)) < N1(E n u(I)) = 0.
Hence, by Lemma 3.45,
u?(x)=0 forL1-a.e. xEF
for all j = 1, ... , d, which gives (ii).
Step 2: Assume that (ii) holds. We claim that E is purely W-unrectifiable.
Indeed, assume by contradiction that there exists a Lipschitz function w :

R --i. Rd such that
(4.37) fl'(Enw(R))>0.
Then
lint ?-ll(E n w([-n, n))) = fl(E n w(R)) > 0.
n-400
Fix n E N so large that
?l'(Enw([-n,n])) > 0.
Since w is Lipschitz, 1t1 (w([-n, nj)) < oo. Let ' be the continuous rectifi-
able F rechet curve parametrized by w : [-n, n] -* Rd. In view of Theorem
4.31 there exists a representative v : [0, L (y)] - Rd such that v is Lipschitz
continuous, for every r E J the length of v : 10, 'T] - Rd is exactly T, and
Iv' (r) I = 1 for G1-a.e. r E [0, L (y)].
By property (ii) we have that v' (T) = 0 for 41-a.e. T E v-1(E). Since
Iv' (7-)I = 1 for G1-a.e. T E [0, L (y)], it follows that the set
0:= Jr E v-1(E) : v is differentiable at r and v'(7-) = 01
has Lebesgue measure zero. Hence, 41 (v-1(E)) = 0. Since v is Lipschitz,
it follows from Proposition C.40 that
f'(E n w([-n, n])) = xl (v (v-1(E))) <_ (Lipv) Gl (v 1(E)) = 0,
which is a contradiction. 0
Remark 4.53. (i) If I C R is an interval and u, v E ACID, (I; Rd) are such
that u (x) = v (x) for 41-a.e. x E E C I, then by the previous
result u' (x) = v' (x) for G1-a.e. x E E.
(ii) When d = 1, condition (i) can be replaced by the equivalent con-
dition that £' (E) = 0.
As a consequence of the previous theorem, we can prove a chain rule in

AC1oc (I; Rd). We recall (see the discussion above (3.15)) that if f : Rd - R
is a Lipschitz continuous function with d > 1 and if u : I -r Rd is absolutely
continuous, then f o u E AC (I), but then the chain rule formula, that is,
d
(f 0u) ' (x) _ of (u (x)) u4 (x)
where (u (x)) u'i (x) is interpreted to be zero whenever ui (x) = 0, may

fail (see Example 3.53). The problem lies in the fact that for a Lipschitz
function f the set
Ef {14 E Rd : f is not differentiable at u}
has Gd-measure zero by Rademacher's theorem (see Theorem 11.49), but

for d > 2 it is easy to construct a set of 44-measure zero that contains
the range of an absolutely continuous curve (see Example 3.53). Thus, to
recover (3.15), stronger restrictions on the set Ef are needed. The following
theorem is due to Marcus and Mizel [117.
Theorem 4.54 (Chain rule). Let f : Rd -r R be a locally Lipschitz contin-
uous function and let I C R be an interval. Then f o u E ACloc (I) for every
u e ACir (I;Rd) . Moreover, if the set Ef is purely 11-unrectifiable, then
d
(4.38) (f 0 u)' (x) (u (x)) u; (x)
forG1-a.e. x E I, where (u (x)) ui (x) is interpreted to be zero whenever

(x) = 0.
Proof. The fact that f o U. E ACto, (I) follows as in Step 1 of the proof of
Theorem 3.68. By Theorem 3.12, we have that u and f o u are differentiable
for G1-a.e. x E I. Thus, it suffices to prove (4.38) for G1-a.e. x E I such
that f o u and u are differentiable at x. If at any of these points x E I,
u (x) E Rd \ Ef, then f is differentiable at u (x), and so (4.38) follows by the
classical chain rule.
Thus, it remains to consider those x E I such that x E u 1(Ef) and
f o u and u are differentiable at x. By Theorem 4.52, we have that
u' (x) = 0 for G1-a.e. x e u 1(Ef ).
Fix X E I° such that x E u-1(Ef ), u' (x) = 0, and f o u and u are differen-
tiable at x. To conclude the proof, we need to show that (f o u)' (x) = 0.
Since u is bounded in [x - 6, x + S] C I, let LL be the Lipschitz constant of
146 4. Curves
f in the ball containing u ([x - 5, x + 91). Then, for all 0 < Ih1 < 6,
I (f ou)(x+h)-(f ou)(x)I <Ll u(x+h)-u(x)I
--Ll Iu'(x)I =0
as h - 0. This concludes the proof. 0
Remark 4.55. Necessary and sufficient conditions for the validity of the
chain rule (4.38) have been proved in [1061 and 1126]. If f . R -, R is
only assumed to be a locally Lipschitz continuous function, then in place of
(4.38) it is still possible to prove a weaker form of the chain rule. This has
been established by Ambrosio and Dal Maso in [9].
4.4. Jordan's Curve Theorem

We conclude this chapter with the Jordan curve theorem. We recall that a
pathwise connected set is connected, but the converse is not true in general
(see Exercise 4.44). However, if a set is open, then it is connected if and only
if it is pathwise connected. In what follows, we will use this fact without
further notice. In this section we use the notation z = (x, y) for a generic
point of R2.
Theorem 4.56 (Jordan's curve theorem). Given a continuous closed sim-
pie curve y in R2 with range r, the set R2 \ r consists of two connected
components.
We call the unbounded connected component the exterior component of

y and the other one the interior component of y.
We divide the proof into four lemmas. We begin by proving that the
Jordan curve theorem holds for polygonal curves. We say that a curve -y
is a continuous polygonal curve if it admits a continuous parametric rep-
resentation u : [a, b] --+ R2 that is piecewise afline; that is, there exists a
partition
such that on each interval [ti-1, ti1, i = is... , n, the function u is affine,
namely,
u (t) = (cit+di,got+fi), t E [ti_1,ti],
for some constants ci, di, gi, fz E R, i = 1,. .. , n. The points u (ti), i =
1, ... , n, are called vertices and the segments u ([t;_ 1, til ), i = I.... , n, are
called edges.
Lemma 4.57. Given a continuous closed simple polygonal curve y in R2
with range r, the set R2 \ r consists of two components.
4.4. Jordan's Curve Theorem 147
Figure 2. The parity of zo.
Proof. Step 1: Let E1,. .. , E and v1, ... , vn be the edges and the vertices
of the curve, respectively. Set E,+1 := El, Eo := En, Vn+1 := vi, to := vvn.
To prove that R2 \r has at least two connected components, we partition
R2 \ r into "odd" and "even" points and prove that no continuous curve
connects an odd point to an even point. By changing the coordinate system,
we can assume that the x-coordinates of all vertices vi are all different; i.e.,
if vi = (X;7 yi) and v3 = (x3, y3), where i, j E { 1, ... , n}, with i # j, then
x; j x3. For every zo = (xo, yo) E R21 r, let m (zo) be the number of points
in which the upward vertical ray from zo, that is,
{(xo,y)ER2: y>yo},
meets r, with the exception that if one of these points is a vertex vi (and
hence only one by our assumption that the x-coordinates of all vertices vi
are different), then it is not counted if vi-1 and vi+1 lie to the same side of
the vertical through zo. We say that zo is even (respectively, odd) if m (zo)
is even (respectively, odd) (see Figure 2).
Consider the function
ir :R2\r->{0,1},
defined by
1 0 if m (z) is even,
(z) I if m (z) is odd.
We claim that it is continuous. To see this, it suffices to show that for
every zo = (xo, yo) E R2 \ r there exists 6 > 0 such that it (z) _ 7r (zo) for
all z E R2 \ r with I z - zo I < 6. There are two cases. If xo xi for all
i = 1,... n, then by continuity the same property will hold for all z E R2\ r
sufficiently close to zo, and so we actually have that m (z) = m (zo) for all
z E It21r sufficiently close to zo. If, say, xo = x1, then we need to distinguish
a few cases. If v1 lies below zo (so that the upward vertical ray from zo does
148 4. Curves
not meet v1) or (x - xl) (x2 - xl) < 0 (so that v2 and v,, lie on opposite
sides of the vertical through zo), then by continuity the same property will
hold for all z E R2 \ r sufficiently close to zo, and so we actually have that
m (z) = m (zo) for all z r= 1R2 \ P sufficiently close to zo.
Finally, if v1 is not below zo (so that the upward vertical ray from zo
meets v1) and (x,t - x1) (x2 - xi) > 0 (so that v2 and v a lie on the same side
of the vertical through zo, both to the left of z), then for all z = (x, y) E R2\P
sufficiently close to zo one has m (z) = m (zo) if x > x1 and m (z) = m (z8)+2
if x < x1. This proves the claim.
Since it is continuous, it follows that it is constant on each connected
component of R2\P. In particular, no continuous curve with range contained
in R2 \ r connects an odd point to an even point.
Step 2: Next we show that R2 \ r has at least two connected components.
Consider an edge, say E1, and choose a point zo = (xo,1lo) E El such that
xo # x1, x.,,. This can be done, since E1 is not vertical. Let
r:=diet (zoCiE1).
i=2
Note that r > 0, since zo is not one of the vertices of El. Consider the vertical
line x = xo- Since E1 is not vertical, we can choose two points zi = (xo, yi)
and z2 = (xo, y2) in (R2 \ r) n B (zo, r), but on opposite sides of El. By
construction In (z1) - m (z2)I = 1, and so we have that it (zr) # it (z2). This
proves that R2 \ r has at least two connected components.
Step 3: To conclude the proof, it remains to show that two even (respec-
tively, odd) points in R2 \ r can be joined by a continuous curve with range
contained in R2 \ P. Thus, let zi, x2 E R2 \ P be such that yr (zi) = lr (z2). If
the segment joining zi and z2 does not intersect r, then we are done. Thus,
assume that the segment Ti-z2' intersects r and let wl and w2 be the first
and last intersections of this segment with r, respectively. By relabeling
the edges, if necessary, we may assume that wl E El and that 2x12 E E. for
some 1<m<n.
Consider the sets
Ni = (E,)6 := J z E R2 : dist (z, Ei) < 8), i = 1'... , n,
where
S:=min{dist(Ei,Ej): 1<j-i<n-1,i,j=1,...,n}>0.
Then Ni n r C E1_1 U Ei U E,+1 and Ni \ P consists of two connected
components, N, and Ni", where we may assume that
Nil nNil 100, Nil' nNi+z #0, i= 1,...,m-1.
Hence, Nl U ... U N,,, and N1" U ... U N; are connected sets in R2 \ r. Since
the segment x zlx contains wl E El, it must intersects Ni U N1". Assume
that it enters first in Ni and let wi be a point of the segment in Ni. Since
Ni U -UN,,, is open and connected, we can construct a continuous polygonal
curve yl with range contained in N11 U ... U N,' joining wi with a point
of N. Note that for all z along this path we must have it (z) = Tr (z1).
Moreover, since N,;,, C R21 t is connected, we must have it (z) = it (zi) for
all z E N. Reasoning as in Step 2 (with E1 replaced by E»,), it follows
that v (z) # (zl) = 7r (z2) for all z E N;n. Since the segment zz contains
W2 E E2, it must intersect N,' U N,",. If z z2 intersects N," last, then we
would have a contradiction, since N' C 1211' is connected and 7r (z) it (z2)
for all z E N. Thus, zj z2 intersects N,,, last, and so we can extend yl to
a continuous polygonal curve arriving at z2 and with range contained in
R21 r. This completes the proof.
The next lemma shows that every continuous closed simple curve can be
approximated by a continuous closed simple polygonal curve.
Given a continuous closed simple curve y in R2 with parametric repre-
sentation u : [a, b] -> R2, since u (a) = u (b), without loss of generality, we
may assume that u : S1 -> R2, where Sl is the unit circle of
Lemma 4.58. Given a continuous closed simple curve -y in R2 with para-
metric representation u : S1 -R2, for every e > 0 there exists a continuous
closed simple polygonal curve with parametric representation v : S1 - I12
such that
(4.39) ]u (T) - v (T)j< e for alt T E Sl.
Proof. By the uniform continuity of u we may find 61 > 0 such that
(4.40) Iu(Ti) - u(r2)I < 2
for all Ti, 72 E S1 with I ri - r21:5 61. Also using the fact that u is injective,
there exists el > 0 such that if
(4.41) Iu(7-1) - u("2)1:5 el
for some Ti, T2 E S1, then ITl - T2 I < min {d1i v}. Let F2 := min { 2, e1
Since the range of -y is a compact set, it meets only finitely many of the
squares
-eg
{ (x, y) E II82 : Ix - E2
2
<f,
L21
I 2E2
I - r2 j
where k, l E Z. Call Sl,... , S these squares. Since diam S1 <_ e2 < El, by
(4.41) the set u-1 (Si) has diameter less than f, and thus it is contained
in a unique minimal are Al shorter than T.
150 4. Curves
We now replace u in Al with a segment joining u (al) and u (bl ), where

al, bl E S1 are the endpoints of the are A1. Let yi be the new curve
and ul : S' --+ R2 its parametric representation. By construction and the
fact that y is a continuous closed simple curve, it follows that yl is still a
continuous closed simple curve.
Note that if i > 2, the (possibly empty) set ui 1(Si) is contained in
u-1(Si), and thus, again by (4.41), it has diameter less than xF3. In par-
ticular, if u-11 (S2) is nonempty, then it is contained in a unique minimal
arc A2 shorter than s . We now replace u2 in A2 with a segment joining
U1 (a2) and U1 02), where a2, b2 E S' are the endpoints of the arc A2. Let
y2 be the new curve and u2 : S1 - R2 its parametric representation. If
ui 1 (S2) is empty, we set y2 := yl and u2 Ul. Continuing in this fashion,
we construct a continuous closed simple polygonal curve y,z with parametric
representation v := u,z : S1 -+ R2.
To conclude the proof, it remains to show (4.39). Let T E S1 be such
that u (T) # v (T). Then we may find i = 1, ... , n such that v (T) = ui (T) #
UL-1 (T) (uo := u). By construction r belongs to the are Ai whose endpoints
are ai, bi E S1. Since, again by construction, ui (ai) = u (ai) and ui (b,) _
u (bi), we have
(4.42) l u (T) - v (T) I = Iu ('r) - u (ai) + ui (ai) - ui ('r) l
< I'u (T) - u (ai) I + E2 :5- J u (T) - u (ai) I +
2$
where we have used the fact that ui (ai) and ui (T) belong to the square Si
whose diameter is E2. Since
Iu (bi) - u (ai)I E2 < E1,
it follows from (4.41) that

Ir - aiI < Ibi - aiI < S1,
and so by (4.40), In (T) - u (ai)I < E, which, together with (4.42), completes
the proof.
Lemma 4.59. Given a closed simple continuous polygonal curve y in R2
with parnmetric representation u : S1 -, R2 and with range r, the interior
component of R2 \ I' contains an open ball, on whose boundary there are two
points u (T1) and u ('r2), rl, T2 E S1, such that ITl - T2I ? V3-.
Proof. Construct an open ball B contained in the interior component of

R2 \r touching r in at least two points a (ri) and u (T2), Tl, n E S1, and with
the property that the distance ITl - r2I is maximal. Assume by contradiction
that In - T2 I < f. Then ri, r2 are the endpoints of an are A C S1 of length
greater than air. Note that by the maximality of ITi -raI, the boundary of
B cannot meet u (A) \ {u (rl) , u (T2) }, since
(4.43) max {ITl -71, I7'2 - TI} > Iri - 721
for every T E A\ {Ti, r2}. Let u u (a,,,) be the vertices of'' in u (A),
as met moving along the curve y when the parameter T goes from Ti to T2.
If al _ Tl and a,,, T2, then a circle touching the segments u (ri) u (ai)
and u (o,,, very close to u (Ti) and u (T2), in points u (Ti) and u (ri),
-
will meet r only at those points. Since In' r2I > Irl - r21, we obtain a
contradiction.
If, say, al 36 Ti and a,n = T2, then a circle touching the segments
u (Ti) u (al) very close to u (rl) and passing through u (T2) will give a con-
tradiction by (4.43).
Finally, if ai = ri and a. = r2, consider a circle through u (ri) and u (T2)
whose center c moves from the center of B into the domain D bounded by
the radii through u (Ti) and u (T2) together with u (A) (note that this domain
D exist in view of Lemma 4.57). Eventually the ball either meets u (A) at
points other than u (71) and u (r2) or becomes tangent to one of the segments
u (Ti) u (a,) and u (o,n) u (r2). In both cases we have reached a contradiction
by (4.43) and the proof is complete. O
Consider a continuous closed simple polygonal curve ry in R2 with range

r and two points zi and z2 belonging to the same connected component D
of R2 \ r. For every chord C, contained in D except for its endpoints, D \ C
consists of two connected components (this follows from the proof of Lemma
4.57). Let the distance between r and {zi, z2} be at least 1 and assume that
for every chord C of length less than 2 and contained in D except for its
endpoints, zi and z2 are in the same connected component of D \ C. Then
we have
Lemma 4.60. Under the previous assumptions there exists a continuous

curve 71 from zi to z2 with range ri such that dist (r, rl) > 1.
Proof. We first observe that if zi is any point of R2, connected to zl by a

continuous curve with range r, and such that dist (r, 1") > 1, then the pair
zi and z2 satisfy the same conditions of zi and z2. Indeed, for every chord
C of length less than 2 and contained in D except for its endpoints, since
C does not meet r, (since dist (r, v) > 1), we have that the points zi and
z1 are in the same connected component of D \ C, and so are zi and z2 by
hypothesis.
152 4. Curves
Hence, by first moving zl and then z2, without loss of generality, we may
assume that
dist (zl, r) = list (z2, r) = 1.
Let rl, r2 E S1 be such that lzl - u (Tl)I = 1z2 - u (T2)I = l and consider an
open ball of radius 1 and moving center c initially placed in zl. The desired
curve yl will be the curve described by the center c as the boundary of the
ball B (c, 1) (confined to D U r) rolls along r starting at u (TI) until c falls
in z2.
We first claim that B (c, 1) arrives at least at u (T2). If not, then for
some c, the ball B (c, 1) and r will have a common chord C = u (al) u (0,2)
of length less than 2. Then D \ C consists of two connected components
D1 and D2, with, say, the center of the ball c in D1 and u (T2) on the
boundary of D2, somewhere on r, strictly between u (ol) and u (02). Since
by construction the center of the ball is in the same connected component
of zl, by hypothesis zl and z2 are both in D1. Moreover z2 and c are on the
same side of the line through the chord C.
Consider the ball B (z2,1) and its radius toward u (T2). This radius
starts in Dl and then goes to D2 until it meets r at u (r2). Hence, it crosses
the chord C. Since B (z2, 1) does not contain either u (al) or u (a2) in its
interior (recall that disc (z2, r) = 1), B (z2, 1) must intersect the chord C
at two points. But since c and z2 are on the same side of C and the balls
B (c, 1) and B (z2, 1) have both radius 1, we get a contradiction.
Thus the claim is proved, and so there is c in D such that B (c, 1) touches
u (T2)-
Next we claim that c reaches z2. If u (1-2) is not a vertex, then since
disc (z2, r) = 1, necessarily c = z2.
If u (T2) is a vertex, then we claim that even in this case c reaches
z2. Indeed, the only problem is if B (c, 1) and r have a common chord C
of length less than 2, with u (T2) as one endpoint, and pointing into the
angle cu (T2) z2. In this case, however, c and z2 are in different connected
components of D \ C, contrary to the hypothesis (c and z1 are in the same
connected component of D \ C). This completes the proof.
We now turn to the proof of the Jordan curve theorem.
Proof of Jordan's curve theorem. Step 1: We claim R2 \r has at least

two connected components. Since r is compact, its complement has an
unbounded connected component. To prove the existence of a bounded
connected component of R2 \ r, consider a ball B (0, ra) that contains r.
Let u : S1 - R2 be a parametric representation of -y and apply Lemma 4.58
to construct a sequence {yn} of continuous closed simple polygonal curves
with parametric representations vn : S1 -+ R2 such that
(4.44) Iu (T) - v,L (T)I < ! for all r E S1 and n E N.

Since dist (8B (0, ro) , r) > 0, we have that the range I`,, of -y,,, is contained
in B (0, ro) for all n sufficiently large. By Lemma 4.58 for every n E N the
bounded connected component of R2 \ r,, contains an open ball B (zn, rn)
on whose boundary there are two points un (T,3) and u (a,,.), T,,, a E S
such that I rn - an I > v f3-. Passing to a subsequence, we may assume that
z,, -* z E B(0,ro).
Since u is uniformly continuous and injective, we may finds > 0 such
that if
Iu(TI)-u(T2)I <E,
for some Tl, n E S1, then ITl - T2I < -/3-. Hence Iu (Tn) - u (an) I > s, and so
Iun (T,.) - u (a,,.) I > a for all n sufficiently large by (4.44). In turn, 2rn > z
and dist (zn, Pn) > . It follows that for all n large the points z and zn are
in the same connected component of R2 \ r,, (and also of R2 \ r).
Assume by contradiction that z is in the unbounded connected com-
ponent of R2 \ IF. Then there exists a continuous curve with parametric
representation v : 10,11 -' Rd such that its range is contained in R2 \ r,
v (O) = z, and v(1) E 11:2 \ B (0, ro). Let d := dirt (v ([0,1]) , r) > 0. Then
for all n sufficiently large dist (v ([0,1]) , r,,) > 7, which shows that for all
n large the points z and z,= are in the unbounded connected component of
R2 \ .rn. This contradiction proves the claim.
Step 2: To prove that R2 \ r has at most two connected components,
assume by contradiction that there exist more than two, and let zl, z2, and
z3 be points from three distinct connected components of R2 \ r. Define
co := dist ({zl, z2, z3 } , I') > 0. Construct {yn} as in the previous step.
Then dist ({zl, z2, z3 1, r) > f" for all n sufficiently large and by Lemma
4.57 two of the three points have to be in the same connected component
Dn of R2 \ r,,. Passing to a subsequence, we may assume that zj and z2 are
in D for all n E N.
There are now two cases. Assume first that there exist 6 E (0, eo) and
infinitely many n such that zl is connected to z2 by a continuous curve
with range r,, such that dist (rn, r,) > 6. Then dist (I ;L, r) > for all n
sufficiently large, which would imply that zl and z2 are in the same2connected
component of R2 \ r, which is a contradiction.
If no such 6 exists, then the hypotheses of Lemma 4.60 (with 1 replaced
by 6) must be violated, and so there exist a sequence of chords {Ck } and
an increasing sequence {nk} such that z1 and z2 are in different connected
components of Ck, u., (Tk) - u,,, (ak) -> 0 as k - oo, where u, (Tk)
154 4. Curves
and (ak) are the endpoints of Ck. It follows from (4.44) that u (Tk) -
u (ak) - 0 as k - oo, which implies that 1k - ok -> 0 as k - oo, since u
is uniformly continuous and injective. Then for infinitely many k, say, zi
belongs to the connected components of D,ak \ Ch bounded by Ck and by
u,,, (Ak), where Ak is the small are on S' with endpoints Tk and ak. Since
Tk - ak -* 0, again by (4.44),
diem un.; (Ak) - 0,
so that diam ufzk (Ak) < co for all k sufficiently large. In particular, we have
IZi - u (ak)I < CO
for all k sufficiently large, which contradicts the definition of EO and com-
pletes the proof.
Chapter 5
Lebesgue-Stieltjes
Measures
Prospective Grad Students, I: "Will my teachers take personal
interest in my learning, or will I be spending all-nighters working
on problem sets made by frustrated faculty who would rather be
doing research instead?"
In the previous chapter we have extended the notion of pointwise variation to

vector-valued functions u : I -r Rd, where I C R. The next natural question
is the possibility of extending this notion to functions u : R -p Rd, where
now R C R is a rectangle of RN. In the literature there have been several
attempts in this direction, but they have never been quite satisfactory. As we
will see in the next chapters, a more successful approach is to give a different
characterization of functions of bounded pointwise variation, namely as the
class of functions whose "derivative" is a finite measure. We will make
this concept more precise in the Chapter 7. In this chapter we describe
the correspondence between functions of bounded pointwise variation and
Radon measures. We will start with increasing functions. We will show that
there is a one-to-one correspondence between increasing, right continuous
functions and (positive) Radon measures. In this chapter
I C R is an open interval.
We recall that a Radon measure p : B (I) -+ 10, oo] is a Borel measure finite
on compact sets contained in I.
5.1. Radon Measures Versus Increasing Functions

The next result shows that every (positive) Radon measure gives rise to a
right (or left) continuous increasing function.
155
156 5. Lebesgue-Stieltjes Measures
Theorem 5.1. Let I C R be an open interval and let p : ,B (I) -> [0, ooj be a
Radon measure. Then for every a E I and y E R, the function uµ : I -> R,
defined by
if X >- a a,
(5.1) uj, (x) := y + j -pA ((x,
((a, XD
a]) if x <
is increasing and right continuos and
(5.2) uµ (b) - up (a) = p ((a, b])
for all a, b E I, with a < b.
Proof. By the properties of measures, if E C F C B (I), we have that
p(E)<p(F),and so,if a<x<y,then
uµ (x) = y + p ((a, x]) y + p ((a, yJ) uµ (y) ,
=
while if x < y C a, then p ((x, al) > p ((y, a]), and so
up (x) = y - p ((x, a]) : 'Y - p ((y, aJ) = uµ (y) .
Finally, if x < a < y, then u,, (x) < y < uµ (y). Hence, u14 is increasing.
To prove that u.. is right continuous, fix x E I and let xn -> x+. Since
UP is increasing, it suffices to assume that {xn} is decreasing. There are
two cases. If x > a, then, since p ((a, oo, by Proposition B.9(ii) in
Appendix B we have that
Urn U ((a, x-]) = p = p ((a, xD

n,oo
n.1
while if x < a, then by Proposition B.9(i),
00
A ((xn, a]) = A U (.T" a] = IL ((x, aJ) -

n=1
Thus, uµ is right continuous.
Property (5.2) follows from the definition of up. 0
Remark 5.2. (i) Note that if we work with intervals of the type (a, b), then
the function u. defined correspondingly is left continuous.
(ii) If p : ,B (I) -- 10, oo) is a finite measure, then we could work with
the simpler function
u (x) := p (I fl (-oo, xJ), x r= I.
(iii) Note that for every x E I we have that (uu)_ (x) < u, (x) if and
only if p ({x}) > 0, i.e., the set of discontinuity points of uµ coin-
cides with the set of atoms of p. In particular, if p is monatomic,
then up is continuous.
5.1. Radon Measures Versus Increasing Functions 157
Next we prove the converse of Theorem 5.1; that is, we show that to
every increasing function we may associate a unique Radon measure.
Theorem 5.3. Let I C R be an open interval and let u : I -> R be an
increasing function. Then there exists a unique Radon measure pu : B (I) -
[0, oo] such that
(5.3) A. ((a, b]) = u+ (b) -u+ (a)
for all a, b E I, with a < b. Moreover,
(5.4) ; (I) = sup u - inf U.
I
In particular, it,, is finite if and only if u is bounded.
The measure pu given by the previous theorem is called the Lebesgue-

Stieltjes measure generated by u.
To construct p,., we begin by constructing an outer measure. We use
Proposition B.3 in Appendix B, taking 9 to be the family of all intervals
(a, b), where a, b E I, with a < b, and defining p : G - [0, oo) by
p ((a, b)) := u (b) - u (a).
The outer measure p ; : 2 (I) - [0, oo], given by
(5.5)
00 00
P* (E) := inf L
n=1
p ((an, b,)) : an, bn E I, an < bn, E C U (an, bn)
n=1
for E C I, is called the Lebesgue-Stieltje8 outer measure generated by u.
Exercise 5.4. Let I C R be an open interval and let u : I -> R be an
increasing function. Prove that p* is a metric outer measure.
It follows from the previous exercise, Carathhodory's theorem (see The-

orem B.13), and Proposition B.19 that the restriction of p* to the Borel
a-algebra B (I) is a Borel measure. We define pu to be the restriction of pu
to B (I). It follows from the definition of p* that for every interval (a, b) C I,
where a, b E I, with a < b,
(5.6) A. ((a, b)) < p ((a, b)) .
In the next lemma we will show that strict inequality occurs, unless u is
right continuous.
Note that if [a', b'] C I, then, since I is open, u is bounded on an interval
[a, b) C I such that (a', b'] C (a, b), and so (5.6) implies that A. is finite on
closed intervals [a', b'] C I.
Lemma 5.5. Let I C R be an open interval, let u : I -> R be incr'+easing,

and let pu : B (I) - [0, oo] be the Lebesgue-Stieltjes measure generated by
u. Then for all a, b E I, with a < b,
(5.7) µu ([a, b]) = u+ (b) - u_ (a).
Moreover, if u is bounded, then iau is finite with
µu (I) = sup u - inf u.
I I
Proof. To prove (5.7), fix a, b E I, with a < b. Since I is open, there
exists an integer no E N such that (a - ) b + 1) C I. Hence, the interval
(a - ,b + is an admissible cover of [a, b] for n no. By (5.5) we have
m)
p.([a,b]) <u(b+11
n) -u(a-1).
n
Letting n - oo gives
M. ([a, b]) < u+ (b) - u- (a).
To prove the opposite inequality, consider a sequence of intervals {(an, bn)}
such that [a, b] C U°_1 (an, b ). Since U ;_1 (an, bn) is open, we may find
e > 0 such that [a - e, b + e] C Un 1(an, bn). We claim that the set
00
U [u (an) , u {bn)]
n=1
covers (u (a - e) , u (b + e)). Indeed, if t E (u (a - e) , u (b + e)), then there
exists x E [a - E, b + E] such that t E [u_ (x), u+ (a)]. Since [a - e, b + e] C
U'_1 (an, bn), there exists n E N such that x E (an, bn). Hence,
u (an) < u_ (x) < t < u+ (x) G1 U [u (an) , u (bn)]
n=1
G' ((u(a-e),u(b+e)))
=u(b+e)-u(a-e)_u+(b)-u_(a).
Taking the supremum over all admissible sequences {(an, bn)} and using
(5.5), we obtain that
i ([a, b]) > u+ (b) - u_ (a).
Thus, (5.7) holds.
5.1. Radon Measures Versus Increasing Functions 159
Finally, if u is bounded, then letting a , inf I and b / sup I in (5.7)

and using Proposition B.9(i) gives (5.8).
Remark 5.6. Note that under the hypotheses of the previous lemma, taking
a = b E I in (5.7) gives
(5.9) A. ({a}) = u+ (a) - u- (a) .
Hence, also by (5.7), if a, b E I, with a < b, then
yu ((a, bJ) = FLu. ([a, b)) - i`, ({a}) = u+ (b) - u+ (a) ,
Itu ((a, b)) = pu. ((a, b)) - µu ({b}) = u- (b) - u+ (a).
Proof of Theorem 5.3. Let Pu be the restriction to B (I) of the outer

measure u* defined in (5.5). By the preceding discussions, p is a Radon
measure and by Remark 5.6, (5.3) holds. To prove (5.4), it is enough to let
a \ inf I and b / sup I in (5.3) and to use Proposition B.9(i).
Uniqueness follows from Corollary B.16. This concludes the proof.
Remark 5.7. (i) If I c R is an open interval and u, v : I -* R are two
increasing functions, then by the uniqueness established in the pre-
vious theorem,
Au+v = 11u + Pt,
(ii) If the interval I is not open, then it contains one of its endpoints,
say a := inf I. In this case, if u : I -> R is increasing, then we can
extend u to (-co, a) by setting u (x) := u (a) for all x < a. Thus,
we can construct the Lebesgue-Stieltjes measure of the extension of
u defined on the Borel a-algebra of some open interval containing
I and then consider its restriction to B (I).
(iii) If it : B (I) --+ [0, oo] is a Radon measure and uµ : I -y l is
the function defined by (5.1), then by the uniqueness proved in
the previous theorem, it follows that p is the Lebesgue-Stieltjes
measure generated by u1, that is, Au,, = p,.
Exercise 5.8. Construct the Lebesgue-Stieltjes outer measures correspond-
ing to
ul (x)
- ` (.xJ forx > 0, forx>0,
l0 forx < 0, for x < 0,
where LxJ is the integer part of x.
The following is an important property of icu.

Proposition 5.9. Let I C R be an open interval and let u : I --+ R be an

increasing function. Then
.Co (u (E)) < A* (E)
for every set E C I. Moreover, if E C I is such that u is continuous at all
points of E, then
(5.12) Co (u (E)) = µu (E)
Proof. Step 1: Fix e > 0 and let an, bn E I, a,,. < bn, be such that
00
E C U (a1,f b7,) and
00
(u (bn) - u (an)) < p, (E) + e.
n=1
Then the set U°=1 [u (an.) , u (bn)J covers u (E), and so
00 00
.C (u (E)) < ,C1 U [u (an) , u (bn)] < E C' ([u (an) , u (bn)J)
(n=1 n=1
00
_ (u (b,,,) -u(an)) <14u(E) + e.

n=1
Letting e --+ 0 gives C1 (u (E)) IAu (E).
Step 2: Let E C I be a set such that u is continuous at all points of E.
Consider an open interval J C R and let F :_ {x E E : u (x) E J}. We
claim that
(5.13) µY (F) < L' (J) .
If J is unbounded, then there is nothing to prove. Thus, assume that
J = (a, $) and let a := inf F and b ;= sup F. Then F C [a, b]. Since
u (x) E (a, f3) for all x E F, it follows that u_ (b) < a and u+ (a) > a.
Note that since u is continuous in F, if a E F, then lau ({a}) = 0 by (5.9).
Similarly, if b E F, then /4 ({b}) = 0. Thus, by (5.11),
µu (F) < pu ((a, b)) = u_ (b) - u+ (a) < (3 - a.
This proves (5.13).
Step 3: Let E C I be a set such that u is continuous at all points of E.
To prove that pu (E) < L, (u (E)), fix E > 0 and find a sequence of open
intervals {Jk} such that u (E) C U Jk and
k
EL1(Jk) <.C (u(E))+e.

k
5.2. Signed Borel Measures Versus BPV (1) 161
For each k set Ek := {x E E : u (x) E Jk}. By (5.13),

14(E) 5 E 4u (Ek) < >2 G1(Jk) < Go (u (E)) +S'
k k
and so, letting E -p 0+, we obtain the desired inequality.

Remark 5.10. Note that in general (5.12) does not hold if u is not contin-
uous at all points of E. Indeed, let x be a discontinuity point of u. Take
E = {x}. Then
co({u(x)})=0<u+(x)-u-(x)=14({x}),
where we have used (5.9).
5.2. Signed Borel Measures Versus BPV (I)

Next we extend Theorem 5.1 to differences of positive measures.
Theorem 5.11. Let I C R be an open interval and let it, v : B (I) -> [0, oo]
be two Radon measures. Then for every a E I and -y E R, the function
uP,,, : I - R, defined by
(5.14) (x) := ry + { (A - v) ((a, x]) if x > a,

-(i-v)((x,a]) ifx<a,
is right continuous and belongs to BPV1QC (I) and
(5.15) u,,,,, (b) - u,,,, (a) = (M - v) ((a, b))
for all a, b E I, with a < b. Moreover, for all a, b E I,
(5.16) Var[a,q uu,,, < Ip - vI ([a, b]).
Proof. The first part of the proof follows from Theorems 2.18 and 5.1. To
prove (5.16), consider a partition
a = xo < xi < ... < xn = b.
By (5.15) we have
n
(xi) - uµ,. (xi-i)I = E I(i - v) ((xi-i,xi-1D1 <- Iµ - vI ((a,b]),
and so (5.16) follows.
Remark 5.12. (i) If in the previous theorem both {t and v are finite, then
we can work with the simpler function
(x} := y + (µ - v) (I fl (-oo, x]) , x E I.
(ii) If A : B (I) - (-oo, oo) is a signed Radon measure, then by the

Jordan decomposition theorem (see Theorem B.72) we can write it
as the difference of two (positive) Radon measures A+ and )T, one
of which is finite. Thus, by applying the previous theorem with
µ = A+ and v = A-, we obtain that for every a E I and -y E R, the
function uA : I -* ][l, defined by
a ((a, x]) if x > a,
(5.17) U,\ (x) (x) = y +
-A ((x, a]) if x < a,
is right continuous and belongs to BPVOC (I) and
ua(b)-uA(a) = A((a,b])
for all a, b E I, with a < b. Moreover, for all a, b E I,
Var(a,b] ua <- IAI ([a, b]) .
Next we discuss the converse of the previous theorem, namely the analog
of Theorem 5.3. The main difficulty here is the fact that we cannot define
(t - v) (E) when is (E) = v (E) = oo. Indeed, by Definition B.70, the
difference of two (positive) measures is a signed measure if and only if one
of them is finite.
Theorem 5.13. Let I C R be an open interval and let u E BPYOC (I)
be such that I (V + u) or 1 (V - u) is bounded, where V is the function
defined in (2.2). Then there exists a unique signed Radon measure Au
B (I) - [-oc, oo] such that
(5.18) A. ((a, b]) = u+ (b) - u+ (a)
for all a, b E I, with a < b. Moreover, IAu1 < ILv. In particular, if u E
BPV (I), then )i, is finite and
1A0I (I) C Varu.
Finally, if u is right continuous, then 1A,, I = Icy, so that A is finite if
and only if u E BPV (I).
The signed measure A. given by the previous theorem is called the
Lebesgue-Stieltjes signed measure generated by u.
Proof. Step 1: By Theorem 2.18, we may write

u=2(V+u)-2(V-u)
and the functions (V + u) and } (V - u) are increasing. Let u (y+u) and
be the Lebesgue-Stieltjes measures generated by (Va + u) and
2
z (V - u), respectively (see Theorem 5.3). Since, by hypothesis, (V + u)
2
or ff' (V - u) is bounded, by Theorem 5.3 one of the two measures µ.,i (v+u)
and p (v-u) is finite, and thus we may define the signed measure au
13
(I) - [-oo, oo] as
(5.19) \.:= fat(y+u) -µa
By Theorems 2.18 and 5.3 for all a, b E I, with a < b,
A ((a, b]) = IA.L(v+u) ((a, b]) - l (V-u) ((a, b])
= [((V+u))(b)_((v+u))(a)]
1
2 2
- I(2(V-u))+(b)-
- u+ (a).
(1 (V-u)lJJ1+(a)]
= u+ (b)
To prove uniqueness, let A : B (I) -p [-oo, oo] be a signed Radon measure
such that
A ((a, b]) = u+ (b) - u+ (a)
for all a, b E I, with a < b. If Au = (au)+ - (Au) - and A = A+ - A- are
their Jordan decompositions (see Theorem B.72), then by Theorem 5.1 the
functions u(Au)+, u(au)-, ua+, ua- defined in (5.1) are increasing and (since
they are all zero in a)
u(a.)+ - u(,\Y)_ = ua+ - ua- .
This implies that
u(au)+ + U,\- = ua+ + u
By Remark 5.7, we have that
(5.20) (A.)+ + )l- = a+ + (au)- .
Since one of (A.)+ and (An)- is finite, say (,\u)+, and one of A+ and A- is
finite, then from (5.20), h+ is finite, and so we can write
(au)+ - ()1u) = A+ - A ,
that is, Au = A.
Step 2: We prove that IAu1 < ,iv. Fix a, b E I, with a < b, and let
a < x < b < y < sup I. It follows from (2.5) that
lu(y)-u(x)I <-V(y)-V(x).
Letting x \ a and y \ b, by Corollary 2.23 and the fact that V is increasing,
we get
Iu+ (b) - u+ (a) I < V+ (b) - V+ (a),
or, equivalently, by (5.18),
(5.21) Iau ((a, b])I : pv ((a, b]) .
Since every open set contained in I may be written as the disjoint union of
intervals (a, b], we have that
IA (A)I < µv (A)
for all open sets A C I. This implies that (why?)
Iau (B)I < yv (B)
for all Borel sets B C I, and hence IAJ < i v. In particular, if u E BPV (I),
then
IauI (I) < pv(I) = sup V - inf V = Varu,
I I
where we have used Theorem 5.1 and (2.3).
Step 3: Assume that u is right continuous. We claim that JAuI ='iv. Fix
a, b E I, with a < b, and consider a partition
a=xo<xi <...<xn=b
of I. By (5.18) and the fact that u is right continuous we have
n n
Iu (xi) - u (x=-J)I = Iau ((xi-1, xi-11)I <- Iaul ((a, b]),
and so
Var(a,b) u < IAuI ((a, b])
In view of Exercise 2.14, (5.3), and (2.3), in this order, we obtain that
(5.22) µv ((a, bJ) = V (b) - V (a) = Var[Q,b) u < JA, I ((a, bI) .
Reasoning as in the previous step, we conclude that y v < IaQ,I, which,
together with Step 2, gives IAUI = J.Lv 0
Remark 5.14. (i) If p, v : B (I) -* [0, oo] are two Radon measures with one
of them finite and if uj,,,, : I -> R is the function defined by (5.14),
then by the uniqueness proved in the previous theorem, it follows
that A := µ - i is the Lebesgue-Stieltjes measure generated by
uu,,,, that is, AUA.v = A. In particular, if A : B (I) - [-oo, oo] is a
signed Radon measure and u,\ is the function defined in (5.17), then
aua = A. Moreover, again by the previous theorem, ua belongs to
BPV (1) if and only if A is finite, and in this case Varua = IAI (I).
(ii) If I C R is an open interval and u, v : I --+ R are two functions
in BPV (1), then by the uniqueness established in the previous
theorem,
AU+V = a + A.
Exercise 5.15. Let xo E R and let u := X(z0}. Find A and pv and show
that in general the inequality Iaul c pv may be strict.
Exercise 5.16. Let I C ][8 be an open interval and let u E BPV (I). Prove
that
f-.' (u (E)) C l4 (E)
for every set E C I.
Remark 5.17. If neither i (V + u) nor " (V - u) is bounded, then we can
still define Au as before on each interval [a, b] C I. Thus, by applying the
previous theorem with I replaced by any interval (a, b) CC I, we can obtain
a local version of the previous theorem. We leave the details to the interested
reader.
As a corollary of the previous theorem we can show that

A (V+u) and (Au)- = u {v-u)
Corollary 5.18. Let I C R be an open interval and let u E BPVOC (I) be
a right continuous function such that (V + u) or (V - u) is bounded,
where V is the function defined in (2.2). Then
(Au)+ _ A,(V+u), (Au) - P!6(V-u).
Proof. Let xo E I be the number given in (2.2). Since the functions u and
u - u (xo) generate the same Lebesgue-Stieltjes signed measure by (5.18),
without loss of generality, we may assume that u (xo) = 0. By Proposition
B.71, (Au)+ and (Au)- are (positive) Radon measures with
Au = (Au)+ - (Au)- , IAuI =
(Au)+
+ (Au)- .
Hence, by Theorem 5.1 we may find two right continuous increasing func-
tions v : I - R and to : I -- R, with v (xo) = w (xo) = 0, such that
(,\.)+ = i and (Au)- = µ,,o. By Remark 5.7 and the previous theorem we
have that
P'V = IAuI = i + PW = /-'2j+U
Since V (xo) = v (xo) = w (xo) = 0, it follows from (5.2) that
(5.23) V = v + w.
Similarly, since
A. = (Au)+ - (Au) = !1'v -'U'.
by (5.18) and the fact that u (xo) = 0 we obtain that
(5.24) u=v-w.
The identities (5.23) and (5.24) imply that v = 2 (V + u) and that to
(V - u). This completes the proof.
The next theorem establishes the relationship between absolute conti-
nuity for functions and absolute continuity for signed measures.
Theorem 5.19. Let I C ] be an open interval and let u E BPV,C (I)

be such that 1(V + u) or 1(V - u) is bounded. Let A, be the Lebesgue-
Stieltjes signed measure generated by u. Then u E ACI,, (I) if and only if
the signed measure A is absolutely continuous with respect to the Lebesgue
measure, that is, Au (E) = 0 for all Bored sets E C I such that L1 (E) = 0.
Proof. Assume that u E ACio, (I) and let E C I be a Borel set such that
L' (E) = 0. By Remark 3.40, the function V belongs to ACI,, (I). Hence,
by Proposition 5.9 (applied to V) and Theorem 5.13 we obtain
IAu (E) I < IAuI (E) = jv (E) = La (V (E)) = 0,
where the last equality follows from the facts that 41 (E) = 0 and V has
the Lusin (N) property (see Theorem 3.12).
Conversely, assume that A. is absolutely continuous with respect to
the Lebesgue measure. Since L1 ({x}) = 0 for all x E I, it follows that
A. ({x}) = 0 for all x E I. Thus, by (5.9) (which continues to hold for Au by
(5.19)) we have that u is continuous. In turn, V is continuous by Exercise
2.14. We claim that V maps Borel sets of Lebesgue measure zero into sets
of Lebesgue measure zero. To see this, let E C I be a Borel set such that
L1 (E) = 0. Since A. is absolutely continuous with respect to the Lebesgue
measure, we have that IA, (E) = 0. By Theorem 5.13, IAuI = Isv, and so
pv (E) = 0. Using Proposition 5.9, we get
G0' (V(E))=pv(E)=0,
which proves the claim. Thus, by Theorem 3.12 and Remark 3.18 the func-
tion V belongs to AC1,, (I) and, by Remark 3.40, so does u. This completes
the proof.
Remark 5.20. By Remark 3.40, if u r= AC,,, (I), then so is V, and thus,
by the previous theorem, µV is absolutely continuous with respect to the
Lebesgue measure.
Exercise 5.21. Let I C R be an open interval, let u E ACID, (I), and let
[a) b) C I. Prove that for every Borel setf E C [a, b),
Au (E) = J u` dx
E
and
IA.I(E)= Lit/I dx.
5.3. Decomposition of Measures

In Corollary 3.74 we have shown that every function in BPVj,c (I) can be
decomposed as the sum of three functions in BPV,C (I), a locally absolutely
5.3. Decomposition of Measures 167
continuous function, a continuous singular function, and a saltus function.

In this section we prove that the corresponding Lebesgue-Stieltjes measures
are mutually singular. For simplicity we consider the case that u E BPV (I),
although the extension of all the results of this section to the case u E
BPVIOC (I), with I (V +u) or 1(V - u) bounded, is straightforward. The
general case in which both (V + u) and (V - u) may be unbounded can
2 must be taken
also be treated, but some care 2 in avoiding situations of the
type oo - oo. We leave the details to the interested reader.
Let I C R be an open interval and let u E BPV (I). By Corollary 3.74,
u may be decomposed as the sum of three functions in BPV (I),
U=uAC+uC+UJ,
where uAC E AC (I), uC is continuous and uC (x) = 0 for £1-a.e. x E I, and
uJ is the jump function of u, that is,
(5.25) uJ (x) := E (u+ (y) - u_ (p)) + u (x) - u- (x), x E I.
YE1, y<x
Let Au1 ALAC, Auc, Au, be the Lebesgue-Stieltjes measures generated by u,
UAC, UC, UJ, respectively. Using Remark 5.14, we have that
(5.26) Au = AUAC +Auc+Au,.
Moreover, again by Corollary 3.74,
(5.27) V = V,AC + VUO + VUJ,
where for a function v : I -* R we denote by V the function defined in
(2.2) with v in place of u. Hence, by Remark 5.7,
(5.28) t4V = IAv,AC + PVu0 + /Av.,J.
We want to prove that the measures AuAC, Auc, Au, (respectively, i v,.AC
µv ) are mutually singular. Since UAC and uc are continuous by
Corollary 3.74, it follows from Theorem 5.13 that
(5.29) I ûACI = I'V,AC7 IAuCI = AV.C
We begin by proving that the measures AuJ and are concentrated on
the set
Idi5 := {x E I : u is discontinuous at x} I.
Theorem 5.22. Let I C R be an open interval and let u r= BPV (I). Then
for every Borel set E C I,
Au., (E) = E (u+ (x) - u- (x)) , PI(E) = E Iu+ (x) - u- (x) I ,
xEE xEE
µv,,, (E) = (Iu+ (x) - u (x) l + Iu (x) - u- (x) I) .
WEE
168 5. Lebesgue StieItjes Measures
In particular,
Iau, I (I 1 Id;.) = ITV,., (I \ Idi) = lau,,c I (Idis) = lain I (Idi.) = 0.

Moreover,
(5.30) IA I (E) = ILV (E)

for every Bored set E C I \ Id;,,.
Proof. Step 1: If xo E I, then by (5.25),
(uJ)+ (xo) = (u+ (y) - u- (y)),

yE I, V:5--o
(UJ)- (x0) = E (u+ (i!) - U- (y)),

yEI, y<xo
where we have used the fact that

lim (u (x) - u- (x)) = 0.
x--,xo
Hence, also by (5.9),

(5.31) A ({x0}) = (u&)+ (xo) - (ua)_ (xo) = u+ (xo) - u_ (x0).
On the other hand, taking x1, x2 E I \ Idi, such that xl < xo < x2, by (2.2)
and (3.36) we obtain
Vu, (x2) - Vua (xi) = Var1xlx,1 Uj
E (lu+(x)-u(x)I+lu(x)-u-(x)I).
zE (xl ,x2 )
Letting xl / xo and x2 \ xo, by (5.9) we get
12V,,, ({xo}) _ (VUJ)+ (xo) - (V,J)- (xo)

= lu+ (xo) - u (xo) I + lu (xo) - u- (xo) I .
Hence, if [a, b] C I is an interval with endpoints in I \ Id s, then, since Idis is

countable,
I v., ([a, b] r1 Idi.) _ PV.,, ({XD})

xoE(a,b)f Id,.
E
zoE(a,b)lld;.
(I U+ (xo) - u (x0)1 + Iu (x0) - u- (x0) I)
On the other hand, by (5.7), Exercise 2.14, (2.2), and (3.36),

AV., ([a, b]) _ (V.,) - (a) - (V )+ (b) = (V,j) (a) - (V .j) (b)
= Var(a,61 Uj
_E xoE(a,b)r1Id,,
(I U+ (xo) - u (xa)I + Iu (x0) - u- (x0) I) ,
and since µv,,, (Ia, bJ) < oo, we get

W., (Ia, bJ \ Idj) = 0,
which implies that AV., (I \ Id1,) = 0. It follows by Theorem 5.13 that
IAu, I (I \ Id1e) = 0. Using the fact once more that Idi. is countable, by (5.31)
for every Borel set E C I we have
Au, (E) = Au., (E n Idis) (u+ (x) - u- (x)) ,
xEEnidi,
from which we derive that
IAu, I (E) _ Iu+ (x) - u- (x)I .
ZEE
By (5.9) and the fact that uAC and uC are continuous in Id16f it follows that
IAtACI (Idis) = IAucI (Idie) = 0.
Step 2: Fix a Borel set E C I \ Idis. By the previous step and the fact that
IA., I (E) < pvuJ (E) (see Theorem 5.13) for every Borel subset F C E, we
have that
Aut (F) = 0, (E) = 0,
and so by (5.26) and (5.28),
Au (F) = (A-AC + Ac) (F) , AV (E) = (vAC + pv..c ) (E),
which implies that
1'\ -I (E) = IAUAC + Ac I (E).
Since the function uAC+uc is continuous, applying Theorem 5.13 and (5.27)
to uAC + uC, we get
IA,I (E) = IAuAC+udI (E) = AVUAC+ (E) = /vuAC+Vuc (E) = AV (E) .
0
The previous theorem shows that Auwc and Au, (respectively, and
µv.,) are mutually singular and also that Auc and Au, (respectively, 1Av,.c
and are mutually singular.
Next we prove that Aunc and Auc are mutually singular. Note that this
is equivalent to proving that IA,AC I and IAuc I are mutually singular, or,
equivalently, by (5.29), that and lAvC are mutually singular.
Theorem 5.2$. Let I C R be an open interval and let u E BPV (I). Then
A.,, and Auc are mutually singular.
Lemma 5.24. Let I C R be an open interval and let u E BPV (I). Assume
that theme exist a Borel set E C I and L E R such that u' (x) exists (possibly
infinite) and u' (x) > L for all x E E (respectively, u' (x) < L). Then
au (E) > LIC1(E) (respectively, au (E) < LL1 (E)). In particular, if there
exists u' on a Borel set E C I such that either GL (E) = 0 or u' (x) = 0 for
all x E E, then 1,\.l (E) = 0.
Proof. The proof is very similar to the one of Lemma 3.13 and we indicate
only the main changes.
Step 1: Assume that E C (a,,(3) CC I. Fix e > 0 and for each n E N let
En be the set of points x E E such that
(5.32) u (b) - u (a) > (L - E) (b - a)
for all intervals (a, b) C I such that x E (a, b) and 0 < b - a < n. Note that
E. C En+1. Reasoning as in the proof of Lemma 3.13, we have that
00
E = U E.n.
n=1
Using (5.5) for the function V defined in (2.2), we may find an open set U.
such that Un D En,
(5.33) 1a`v (Un) < t4, (En) + E.
By the outer regularity of Go, taking U,, smaller if necessary, we may also
assume that
(5.34) C' (Un) <_ Co (En) + E.
Finally, since En C En+l C (a,#), we may suppose that
(5.35) Un C Un+1 C (Cr, (3) .
Decompose Un as a countable family {Jn,J of pairwise disjoint intervals

with 0 < diam 1Jknl) < . Without loss of generality, we may assume that
the endpoints a.T6l and b(n) of each J(n) are continuity points of u, so that
1\u ({a}) _ n ({bj'}) = 0 by (5.9). Define
In := {k : JA:) n E,b
and
k ET,.
Note that if k E T,, then by (5.18) and (5.32),

J( " )) > (L - e) Gi (J,(n)) ,
and so
G1
A A. U Jk(") _ au J(;n)) > (L - E) (i")
kEZ, kEx, kEZZ
U Jx _(L-e)Go(Un),
kEZ
where we have used the fact that the intervals J(7) are pairwise disjoint.
Define
U1:= U Un.
1
Then by (5.35), letting n - oo in the previous inequality and using Propo-

sition B.9(i) and Theorem B.72 yields
(5.36) au (U') >- (L - e) Go (U') .
On the other hand, by (5.35), (5.33), and Proposition B.105, we get
v (u') = lim
n-+oo
pv (U.) <- n-lim00icy (En) + e = lpv (E) + e.
Hence, by Theorem 5.13,
(U'
(5.37) 1A.I \ E) :!5 1zv (u' 1 E) = AV (U') - iv (E) < E.
Similarly, by (5.34),
(5.38) Co (U' \ E) <E.
Combining (5.36), (5.37), and (5.38), we obtain
) (E) > (L L-e) G' (E) - e - IL - ele.
It now suffices to let a - 0+ to get A (E) >- LG1(E).
Step 2: To remove the additional assumption that E C (a"13) CC I, we
apply the previous result to E f1 (an, b,J, where a,,, b,b E I, an < b,,, and
then let a,, \ inf I, bn / sup I and use Proposition B.9(i) and Theorem
B.72.
Step 3: To prove the final part of the statement, assume that u is differ-
entiable on a Borel set E C I with C1 (E) = 0. Let F C E be measurable.
Since
F= U Fk, Fk:= {xEF: k<u'(x) <k+1},
kEZ
we get
0 = kC' (Fk) S A. (Fk) < (k + 1) £1(Fk) = 0,
and so A,, (Fk) = 0 for all k E Z, which implies that A. (F) = 0.
If instead u' (x) = 0 for all x E E, then the same holds in F C E, where
F is measurable. We can now take L = 0 in the previous steps to obtain
A. (F) > 0 and the opposite inequality follows similarly.
Thus, in both cases we have shown that A,, (F) = 0 for every measurable
subset F C E. Hence, IAI (F) = 0.
Proof of Theorem 5.23. Let

F := {x E I \ Ii;. : uC is differentiable at x and u4 (x) = 0} .
By Corollary 3.74, uC (x) = 0 for ,C1-a.e. x E I, and so £1 (1 \ F) = 0.

Since by Theorem 5.19, '\-AC is absolutely continuous with respect to the
Lebesgue measure, we get that is zero on every Borel set contained in
I\F.
By Theorem 5.22, it remains to show that IA,,, I (F) = 0. Since uc _
0 in F, it follows by Lemma 5.24 that IA, (F) = 0, and the proof is
completed.
Remark 5.25. An alternative proof of the fact that IA, I (F) = 0 would
be to use Lemma 3.13 to conclude that ,C1(uC (F)) = 0 and then Lemma
5.34 below to obtain that iv,.C (F) = 0.
By combining Theorems 5.22 and 5.23, we obtain the result mentioned
at the beginning of this section.
Theorem 5.26. Let I C R be an open interval and let u E BPV (I). Then
the measures AuAC, Au, (respectively, 'AV-AC , µvc, lava,) are mutually
singular.
Remark 5.27. An alternative proof of Theorem 5.26 is to use the Lebesgue
decomposition theorem to decompose A. into the sums of three mutually
singular measures: a measure absolutely continuous with respect to the
Lebesgue measure, a nonatomic measure singular with respect to the Lebes-
gue measure, and a purely atomic measure. Then one can use the Radon-
Nikodym theorem and the Vitali-Besicovitch differentiation theorem to show
that the absolutely continuous measure with respect to the Lebesgue mea-
sure takes the form
u' dx.
is
This approach is taken up in [145). Here, we arrived at the same conclusion
using instead the decomposition of u proved in Corollary 3.74.
The following theorem, which is known as the De la Vallee Poussin

decomposition theorem, is the central result of this section.
Theorem 5.28 (De in Vallee Poussin). Let I C R be an open interval, let
u E BPV (I), and let
Id1,, {x E I u is discontinuous at x) ,
loo {x c I : u is continuous at x and there exists u' (x) = oo} ,
I_00 {x E I : u is continuous at x and there exists u' (x) = -oo}.
Then for every Borel set E C I \ Idis,
(5.39) A,, (E) = ju'dx+A,,(En1.) +Au(EnI_.),
(5.40) jiv (E) = IAuI (E) = f l u'l dx + Au (E n 100) + IA,,. (E n I_00)I.
Moreover, there exists a Borel set I$ C I\ Id;g, with £1(196) = i'v (I0) = 0,
such that V' (x) = Iu' (x) I for all x r= I \ (Idi. U I,&).
Remark 5.29. In particular, if I C R is an open interval and u E BPV (I) n
C (1), then by (5.40) and (5.8) (applied to V) we get
x
Varu= J lu'l dx+A.(I.)+[AuI
=Jinfle>o) Urdx+A,,(Io)- J
In(u'<o}
=A..({u'>0})-Au ({u'<0}).
To prove the De la Vallee Poussin theorem, we begin by showing that
the set of points at which u is continuous but the derivative does not exist
has IA,,I-measure zero.
Theorem 5.30. Let I C R be an open interval, let u E BPV (I), and let
Inoder {x E I : u is continuous at x and
u' (x) does not exist in [-co, oo] } .
Then
IAuI (Inoder) = ILV (Inoder) = 0.
Proof. Since the result is local, we may assume that I is bounded. Con-
sider the curve -y of parametric representation U : I -' R2, where U (x) :=
(x, u (x)), x E 1. For every x E I, let a (x) be the length of the curve of para-
metric representation U IIn(-oo,xJ Since s is strictly increasing, the function
a : I -p s (I) is invertible. For every r E a (I) define
8-1
X(r) := (T) , Y(r) := u (X (T)) = u (8-1 (r)) ,
and let W (T) :_ (X (7), Y (T)). As in the proof of Theorem 4.25 we may
extend W to a function W : J -> R2 such that IW' (r)I = 1 for L'-a.e.
T E J. In particular, the set H of points T E J such that either one of the
derivatives X' (T) or Y' (T) does not exist in R or both exist and vanish has
Since X is strictly increasing, if T E a (I) \ H, then for all h :/ 0 suffi-
ciently small we may write
Y(T+h)-Y(T) u(X(T+h))-u(X(T))X(T+h)-X(T)
h X (T + h) -X(T) h
or, equivalently,
Y(T+h)-Y(T) h u(X(T+h))-u(X(T))
h X (T + h) - X (T) X (T + h) - X (T)
If u is continuous at X (T), then, since X' (T) and Y' (T) exist, at most one
of them does vanish, u is continuous at X (T), and X is strictly increasing
(and continuous at r), letting h -+ 0, it follows that at the point x = X (T)
the derivative u' (x) exists and
Y' (T) /X' (T) if X' (T) 0,
u'(x) 00 if X'(T)=0and Y'(T)>0,
-co if X' (T) = 0 and Y' (T) < 0.
Therefore, Inoder c X (s (I) fl H), or, equivalently, 8 (Inodr) C s (I) fl H,
and hence C1 (8 (Inoder)) = 0.
It follows by (4.11) with i = 2 that for all a, b E I, with a < b,
V (a) - V (b) < a (b) - a (a) ,
and so, by (5.5),
(5.41) AV <i8.
Since by Exercise 2.14, the function a is continuous at every point at which
the function u is continuous, by (5.41) and Proposition 5.9 (applied to s),
we obtain that
.C1
AV (Inoder) : As (Inoder) = (8 (Inoder)) = 0.
To conclude the proof, it remains to use Theorem 5.13 to obtain that
IAuI (Inoder) C /LV (Inoder) = 0.
We are now ready for the proof of the De la Vallee Poussin theorem.
Proof of Theorem 5.28. Step 1: Set

F := {x E I \ Id1B : there exists tac (x) = 0} , Ic := I \ F.
In the proof of Theorem 5.23 we have shown that C' (IC) = 0 and lain I (F) =
0. By (5.26), Theorem 5.22, and Exercise 5.21, for every Borel set E C
1 \ ldi5,
A.(E)= A. (EnF)+A,, (Enlc) =' AC(EnF)+)u(EnIc)
= JI u'dx+A.(EnIC),
and so
P
(5.42) A, (E) u'dx+au.(Enlc).
E
In view of Theorem 5.30, we may assume that
Ic C { x E I : u is continuous at x and u' (x) exists in [-oo, oo] } .
We claim that we can further assume that

IC C I_co U I .
Indeed, let
El := {x E Ic : u is differentiable at x} .
Since £' (Ic) = 0, by Lemma 5.24 we have that IA,,l (El) = 0. On the other
hand, since £' (I_ U I+00) = 0, it follows from (5.42) that for every Borel
set E C (I_ U Ic we have A. (E) = 0. Hence
IA.I (V-00 U I+00) \ Ic) = 0,
which implies that, without loss of generality, we may take IC = I-. U I..
This proves (5.39).
Step 2: Fix a Borel set E C I \ Id16. By Lemma 5.24 with L = 0,
we have that au (Fn I..) > 0 and au (Fn I-00) < 0 for every Borel set
F C E. Hence, IAuI (En A, (E n 100) > 0 and laul (E n I-00) _
-A.u (E n From P(5.39) it follows that
IAuI (E) = 1 Iu'I dx + IAul (E n IC)

E
= f Iuldx+IAuI(Enioo)+IA)(Eni-,,)
= LIuhI (En
To obtain (5.40), it suffices to recall (5.30).
Step 3: Let 10 C I be the set of x E I such that u is continuous at x
and one of the two derivatives u' (x) and V' (x) does not exist or they both
exist but V' (x) # lu' (x)I. Note that II n It = 0, since if u' (x) = ±oo,
then V' (x) = oo (why?), and so V' (x) = lu' (x)I. Since by Exercise 2.25
or Theorem 4.18 (with d = 1), V' (x) = lu' (x)I for L1-a.e. X E I, it follows
that G1 (I0) = 0. Hence, by (5.39) we have that Iau) (I96) = 0. In turn, by

(5.30), we obtain that pv (I$) = 0. This concludes the proof.
Remark 5.31. It follows from the De la Vallee Poussin theorem that if
I C R is an open interval and u E BPV (I) is continuous, then (.1u)+
and (A,,.)- are concentrated on the sets {u' E [0, oo]} and {u' E [-co, 0)
respectively.
As a corollary of the De la Vallee Poussin theorem we can prove that

A, is concentrated on the set in which u is continuous and the derivative
of u' exists and is either o0 or -oo.
Corollary 5.32. Let I C R be an open interval, let u E BPV (1), and let
Ic :_ {x E I : u is continuous at x and there exists u' (x) = oc or - oo } .
Then
1,\-CI (I \ Ic) = 0, IauACI (Ic) = 0.
Proof. This result follows from Theorem 5.28 and the fact that A,AC is
absolutely continuous with respect to V.
Another consequence of the De la Vallee Poussin theorem is the following
result, due to Cater [29J, which characterizes when the variation is additive.
Theorem 5.33. Let I C R be an open interval, let u, v E BPV (I) n C (I),
and let
I+,- {x E I : there exist u' (x) E (0, oo] and v' (x) E [-oo, 0)),
I_,+ {x E I : there exist u' (x) E [-oo, 0) and v' (x) E (0, oo] } .
Then a necessary and sufficient condition for
(5.43) Varu+Varu=Var(u+v)
to hold is that there exist two Borel sets F,, C I and Fy C I such that
(5.44) I+,_ U I_,+ = Fu U F,,, G1 (u (Fu)) = G1 (v 0.
Moreover, a necessary condition for (5.48) to hold is that
(5.45) Z, (I+,- UI-,+)=0.
Roughly speaking, (5.43) holds if there are not "too many" points in
which one function increases and the other decreases.
Lemma 5.34. Let I C R be an open interval, let u E BPV (I) n c (I), and
let E C I be such that ,C1 (u (E)) = 0. Then C1 (V (E)) = ptr (E) = 0,
where V is the function defined in (2.2) and pv is the Lebesgue-Stieltjes
measure generated by V.
Proof. Without loss of generality we may assume that I is bounded. By

Banach's theorem, the continuity of V (see Exercise 2.14), and (2.3), for
every interval (a, b) C I,
JNu(Y;(ab)) d= Var(a,b)u= V (b) -V (a)

= £' (V ((a, b))) .
Since N,, (-; I) is integrable and Gi (u (E)) = 0, for every e > 0 we may find
an open set A such that u (E) C A and
N.(y;I) dy<e.
JA
Let {A,} be the family of all connected components of the open set I f1
U-1 (A). Then
1: Nu (y; A.) -5 N. (y; I)
n
and
L1 V (UAn)) >G'(V(An))=E JNii(;An)dy

= f
R n
N,, (y; An) dy < f N. (y; I) dy < e.
A
Since E C Un An, it follows that

'C' (V (E)) < e.
Given the arbitrariness of e, we conclude that £' (V (E)) = 0.
In turn, by Proposition 5.9, we have that uv (E) = 0.
Lemma 5.35. Let I C R be an interval and let u : I -> R. Assume that
u' (x) exists in (0, oo] (respectively, in [-oo, 0)) for all x in a set E C I (not
necessarily measurable), with £1(u (E)) = 0. Then £1 (E) = 0.
Proof. By Lemma 3.45, we have that u' (x) = 0 for C'-a.e. x E E. Hence,
L,(E)=0.
We are now ready for the proof of Theorem 5.33.
Proof of Theorem 5.33. Step 1: Assume that there exist two Borel sets
F. and F such that (5.44) holds. By Lemma 5.34,
(5.46) p vu (Fu) = p v. 0-
For simplicity of notation, we abbreviate sets of the type
{x E I : there exists u` (x) E (0,00]}
by {u' > 0}. We note that by (5.44),

(5.47) ({u'>o}\ F,)n({v'<o}\F.)=I+,-\ (F uF,,)=0,
(5.48) ({tit <a}\Fu)n({v'>o}\F.,)=I_,+\(F,,uFv)=0.
Hence, also by Theorem 5.13,
Var (u + v) _ Iau+vI (I)
> (({u' > 0} \ Fu) U ({v' >
IAu+uI (({u < 0} \ Fu) U ({v' < 0} \ F.))
=.Z+ZZ.
By Remark 5.14 and (5.47), we may rewrite.T as
Z= au+yI(({u >0,v'>0}\F,,)U(lie >0,v'>0}1F.,))
+IAu+Az,I({u'>0,v'<0}\FF)
+IA.,, ({u' <0, v'> 0}\F,)
I1 + 12 + 13
By Remark 5.14 we have that
=Au
A.({u'>0,v'?0})+xVQt >-0,v'>0}},
where we have used (5.46) and Theorem 5.13. On the other hand, since
{u' > 0, v' < 0} \ Fu C F,, by (5.44), by (5.46)2 we have that Au (F) = 0 for
every Borel set F contained in {u' > 0, v' < 0} \ F.u, and so
12 IauI({u'>0, /<0}\F,,) >Xu({u'>0,v'<0}\Fu)
au({u'>0,v'<o}),
where we have used (5.46)1 in the last equality. Similarly,
Combining the estimates for Tl,12, and 13, we get that

Z>AU
In view of (5.48), analogous estimates show that
11 > -au ({u' < o}) - A. ({v' < o}) ,
and so we have proved that

Var(u+v)>Au({u'>0})-Au({u'<o})
+A,, fi >o})-A,,({v'<0})
= Var u + Var v,
by Remark 5.29. The opposite inequality follows from (2.7).
Step 2: Assume that (5.43) holds. Then by Remark 5.29,
(5.49) Var (u + v) = Var u + Var v = A. ({u'>0))-) ({u'<0})
0}) <0}).
Let
I+ = {(u + v)' > 0}' I- := I \ I+.
In view of the De la Vallee Poussin theorem and Remark 5.31, for every
Borel set E C I+, Au+q, (E) > 0, while for every Borel set E C I-,
Au+v (E) = A.+,,, (En {(u+v)' <0}) <0.
Fix a Borel set Fo C {u' > 0} n {v' < 0} n I-. By Lemma 5.24, for
every Borel set E C FO we have that Au (E) > 0, and so we can define the
(positive) measure p : B (I) -+ [0, oo) as
FE(E) := Au(EnFo), E E 13(I).
Since u is continuous, it follows from (5.9) that p ({x}) = 0. By Theorem 5.1
there exists an increasing continuous function to : I R such that p, = p.
By Lemma 5.24, for every E E 13 (I) we have that
=0 ifECFo,
(Au-pu,)(E) >0 ifEC{u'>0},
:50 ifEC{u'<0},
while again by Lemma 5.24 and the fact that Au+v < 0 in I-, for every
E E B (I) we have that
=Au+v (E)<0 ifECFo,
(Ad + A.) (E) 0 if E C (v' < 0),
>0 ifEC{v'>0},
where for the second inequality we have used the fact that if E C {v < 0},
then
(A,,,+p,)(E) = (Av+Au)(EnFo)+Aq,(E\Fo)
= Au+, (EnFo)+A4,(E\Fo) <0
by Lemma 5.24 and the facts that (u + v)' < 0 and v' < 0. Hence, by (2.7),
the continuity of 2a, v, and to, Theorem 5.13, and Remark 5.14,
Var(u+v) = Var(ufw+v) < Var(u - w) + Var(v+w)
= IAu-/-'w1(I)+IA.+YWI(I) :5 (Au-Ate,)({u'>0}\Fo)
-(Au -A.) ({u' < 0}) - (FO)
=AU ({u'>0}\F0)-Au
Var (u + v) - 2pu, (Fo),

where we have used (5.49), Theorem 5.30, and the fact that p,o is concen-
trated in Fo C Jul > 0} n {v' < 0}. This implies that ,a,, (Fo) = Au (Fo) = 0.
Given the arbitrariness of the Borel set Fo in {u' > 01 n {v' < 0} n r-, it
follows that
(5.50) IA,I (Jul > o} n {v' < 0} n I-) = 0.
Similarly, we can prove that
(5.51) IAv1({u'>0}nIV <0}ni+)=0.
Let
Si := (Jul > 0} n {v' < 0} n I-) U Jul does not exist),
52:= ({u'>0}n{v'<0}nI+)U{v' does not exist}.
By Theorem 5.30, we have that I A, (Si) = 0 and 1 A 1(52) = 0, and
I+,- = {u`>0}n{v' <o} C SiUS2.
Likewise there exist Borel sets S3 and S4 such that IAu1 (S3) = 0, IAv1(S4) _
0, and I_,+ C S3 U S4. Define Gu := S1 U S3 and G,, := S2 U S4. Then
I+,_ U 1-,+ C G,, U G,,. By Proposition 5.9, the continuity of u and v, and
Theorem 5.13, we have that
V (V.(G.))=/ v.,(G.)= IAuI(G.u)=0,
C'
In turn, by Exercise 5.16, G1 (u (G,,)) = 0, G1 (v (G,)) = 0. It now suffices
to define
Fu := (I+,- U I_,+) n Gu, F := (I+,_ U I_,+) n G,,.
Step 3: We prove that (5.45) is a necessary condition for (5.43) to hold.
Thus, assume that (5.43) holds. Since £1 (u (F,)) = G1 (v (F,,)) = 0, by
5.4. Integration by Parts and Change of Variables 181
Lemma 5.35,
G1(Fu n I+,-) = L1(Fu n 1-,+) = 0,
C1 (Fv n i+,-) ='1(,, n i-,+) = 0,
and so by (5.44), G1 (I+,_) = C1(I_,+) = 0, that is, (5.45) holds.
Exercise 5.36. Prove that condition (5.45) is not sufficient for (5.43) to
hold.
Note that if u and v are both increasing, then (5.43) holds.

Exercise 5.37. Prove that there exists a strictly increasing function u and
a strictly decreasing function u for which (5.43) holds.
Exercise 5.38. Let 1 C R be a bounded open interval and let u, v E AC (I).
Without using the previous theorem, prove that (5.43) holds if and only if
u'v' > 0 for 41-a.e. X E I.
5.4. Integration by Parts and Change of Variables

Next we prove a formula of integration by parts for Lebesgue-Stieltjes inte-
grals.
Proposition 5.39. Let p : B ((a, b)) -+ (0, oo) and v : B ((a, b)) -> [0, oo) be
two finite Bored measures, and for x E (a, b) define
1 1
f (x) := (p ((a, x]) + p ((a, x))) , g (x) (v ((a, x]) + v ((a, x))) .
Then 2
km f dv+kgdp= FA((a,b))v((a,b)).
Proof. Since the functions f and g are increasing, nonnegative, and bound-
ed, they are Borel measurable and Lebesgue integrable. Let
E := { (x, y) E (a, b) x (a, b) : x >_ y),
and for every x, y E (a, b) let
E. {y E (a, b) : (x, y) E E} ,
Ey{xE(a,b): (x,y)EE}.
By Tonelli's theorem,
f ,a(Ey) dv(y) = v(Ex) dp(x),

a,b) (a,b)
or, equivalently,
(5.52) A([y, b)) dv (y) = v ((a, xJ) dA(x) .

J(a,b) J(a,b)
Since (a, b) = (a, y) U [y, b) for y E (a, b), the left-hand side of the previous
identity can be written as
f {a,b}
t ([y, b)) dv (y) = f {a,b}
p ((a, b)) dv (y) - f(a,b)
p ((a, y)) dv (y)
= !L ((a, b)) v ((a, b)) - f(a,b)

IL ((a, y)) dv (y) .
Combining this identity with (5.52), we have
1(a,b)
y ((a, y)) dv (y) + f ab) v ((a, x]) dp (x) = p ((a, b)) v ((a, b)) .
Interchanging the roles of µ and v, we can also write
f a,b)
A ((a, y]) dr. (y) +
J(a,b} v ((a, x)) 4 (x) = p ((a, b)) v ((a, b))
To complete the proof, it suffices to add the last two identities and divide
by 2.
Corollary 5.40 (Integration by parts). Let I C R be an open interval and
let u, v E BPV0, (I). Then for every [a, b] C I,
u+ u_ v+ v
da +
J a,b)
+2
k' b)
+
2
dAu = u_ (b) v_ (b) - v+ (a) u+ (a).
In particular, if there are no points in (a, b) at which both u and v are

discontinuous, then
f(a,b) udA,+ f(a,b) vdau=u- (b)v-(b)-v+ (a) u+(a).
P roof. Since u and v are differences of increasing functions, by (5.19) it

suffices to assume that u and v are increasing. Then by Proposition 5.39
and (5.3),
1 (u+ (x) - u+ (a) + u- (x) - u+ (a)) dµ (x)

f(a,b) 2
+ f 1 (v+ (x) - v+ (a) + v_ (x) - v+ (a)) dpu

(a,b) 2
= (u_ (b) - u+ (a)) (v- (b) - v+ (a)) ,

or, equivalently,
1(u++u-) d,t + J
f a,b)
2
= u_ (b) v_ (b) - v+ (a) u+ (a).
(a,b)
12 (v++v-) dµu
Assume next that there are no points in (a, b) at which both u and v are
discontinuous. By (5.9), we have that E.,6 ({x}) > 0 if and only if v is
discontinuous at x. By hypothesis, if x E (a, b) is such that u+ (x) > u- (x),

then µ ({x}) = 0, and so using the fact that the set S of discontinuity
points of u in (a, b) is countable, we have that p., (S) = 0. Hence,
1 (u+ + u-) 1 (u+ + u-) dpv
k (a ,b) 2 km\s 2
=f J (a,b)\S
udµv=J
(a,b)
udl4'v,
and, similarly,
11(v+ + v-) dµu = v dµ.,
(a,b) 2 J (a,b)
which completes the proof.
Corollary 5.41. Let I C R be an open interval and let U E BPVo, (I).
Then for every cp E Cc, (I),
(5.53)
I
ucp' dx = - J cp dAu.
Proof. Let [a, bI C I be such that supp cp C (a, b). Since cp_ (b) = cp+ (a) _
0, applying the previous corollary, with v = cp, we get
f ud) +J,b) WdAu.=0.

a b) (a
Using the fact that (see Exercise 5.21)
AS(E)=IE cp'dx
for all Borel sets E C I, by a standard argument in measure theory (first
taking u to be a characteristic function, then a simple function, etc.) we
conclude that r
u dA9, _ ( u dx.
4,b) J(a,b)
Since cp = cp' = 0 outside (a, b), the proof is concluded. 0
The following change of variables formula transforms a Lebesgue-Stieltjes
integral into an integral with respect to the Lebesgue measure.
Theorem 5.42. Let I C II8 be an open interval bounded from below, let
u : I -p R be a right continuous increasing function, and let f : I ---). [0, oo)
be a Borel function. Then for every a, b r= I, with a < b,
(5.54) J
p
J(a,bJ
f (x) dµu (x) = / u(b)
u(a)
f (v (1!)) dy,
where pu is the Lebesgue-Stieltjes measure generated by u and v : J -> R is

the inverse of u defined as in Theorem 1.7.
Proof. Step 1: We claim that if a, /3 E I, with a < /3, then a < v (g) < /3
if and only if u (a) < y : u (/3). Indeed, if a < v (y), then by the definition
of v (see (1.1)) we have that u (a) < y. On the other hand, if v (y) < 0, let
s > 0 be so small that /3 + e E I. Again by the definition of v and the fact
that u is increasing we have that a (/3 + s) >- y. Lettings -+ 0+ and using
the fact that u is right continuous gives u (/3) > y. Thus, if a < v (y) < (3,
then u (a) < y <- a (/3).
Conversely, if u (a) < y, using the fact that a is right continuous, we
may find x > a such that u (x) < y. Hence, v (y) > x > a by the definition
of v. Finally, if a (/3) > y, then v (y) < /3, again by the definition of v. This
shows that if a (a) < y <- u (/3), then a < v (y) :5,6- Thus, the claim holds.
Step 2: Assume that f = X(a,.6), where a, /3 E I, with a < 6. There are
now two cases. If (a, p] n (a, b] = 0, then the integral on the left-hand side
of (5.54) is zero. On the other hand, by Step 1, if y E (u (a), u (b)], then
v (y) E (a, b], and so X(a,Q) (v (y)) = 0, since (a, /3] n (a, b] _ 0. Thus, the
integral on the right-hand side of (5.54) is zero also.
If (a, /3] n (a, b] # 0, then (a, /3] n (a, b] = (s, t], where s max {a, a}
and t := min {,(3, b}. Thus,
f
a,bJ
X(a, 3) (x) (x) = f X(s,t] (X) dpu (x)
I
= A. ((s, t]) = u (t) - a (8),
where we have used Remark 5.6 and the fact that u is right continuous. On
the other hand, again by Step 1, v (y) E (a, /3] if and only if y E (u (a), u (p)].
Thus,
cu(b)
.1u(a}
X(a,61 (v (U)) dy = J X(u(a),u(b)1(V) X(u(or),u(P)) (ty) dy
= min {a (a) , u (/3) } - max {u (a) , u (b)}

=u(t)-u(s),
where in the last equality we have used the fact that a is increasing. This
proves (5.54) in the case that f = X(a,pj
Step 3: For every Borel set B C I, define
u(b)
IL1 (B) XB (x) duu (x) , (42 (B) (a} XB (v (y)) dy.
J(a b fU
Note that if a inf I and b,a / sup I, then for all n sufficiently large,
(a, b) C (as, b,yJ, and so by the previous step
<oo.
Then iai : B (I) [0, ooJ and µ2 : B (I) - (0, 001 are two Radon measures
that coincide on intervals of the form (a, fJ. It follows from Corollary B.16
that yj = µ2. This shows that (5.54) holds in the case that f = XU, where
B C I is a Borel set.
A standard argument (using simple functions and the Lebesgue mono-
tone convergence theorem) shows that (5.54) holds for a Borel function.
Remark 5.43. A similar result holds if u is right continuous and decreasing.
Chapter 6
Decreasing
Rearrangement
Prospective Grad Students, 11: "When you look at me, do you see
a young, creative mind, or a series of potential journal papers?"
In this chapter we introduce the notion of decreasing rearrangement u* of a

Lebesgue measurable function u : E - [0, oo], where E C R is a Lebesgue
measurable set. Roughly speaking, u* is a function defined on the interval
[0, C1 (E)), which is obtained from u by rearranging the superlevel sets
{x E E : u (x) > s} in such a way that u* becomes a decreasing function.
For more information on this topics we refer to the monographs of Kawohl
[97] and Kesavan [98]. For simplicity, in this chapter we deal only with
nonnegative functions, although the theory can also be carried out for real-
valued functions.
6.1. Definition and First Properties

Let E C R be a Lebesgue measurable set and let u : E -> [0, oo] be a
Lebesgue measurable function. The distribution function of u is the function
Pu : [0, oo) -p [0,. ' (E)], defined by
Qu (s) := 'C' QT E E : u (x) > s}), s > 0.
The function u is said to vanish at infinity if it is Lebesgue measurable and

pu (s) < oo for every s > 0. Note that for a function u vanishing at infinity
the value o,,(0) could be infinite. For example, if E has infinite measure
187
188 6. Decreasing Rearrangement
and u is everywhere positive, then Pu (0) = oo. Moreover,

(6.1) Lou (s) = 0 for all s >_ esssup u,
E
(6.2) Pu (s) = G1(E) for all s < essinf u.
Note that if E has infinite measure and u : E - [0, oo] vanishes at infinity,
then essinfE U = 0.
Some important properties of Lou are summarized in the next proposition.
Proposition 6.1. Let E C R be a Lebesgue measurable set and let u, v, un :
E -+ 10, oo], n E N, be Lebesgue measurable functions. Then the following
properties hold:
(i) The function Pu : [0, oo) -> [0,,Cl (E)] is decreasing and right con-
tinuous.
(ii) If it vanishes at infinity, then
lim Pu (s) = 0
e-poo
and Pu is continuous at s > 0 if and only if
£'({xE E: u(x) = s})=0.
(iii) If u (x) < v (x) for ,C1-a.e. x E E, then p,,, :5 at,. In particular, if
u (x) = v (x) for G1-a.e. x E E, then Lou = P,,.
(iv) If un (x) / u (x) for G1-a.e. x E E, then Pu / Lou.
Proof. In what follows, for s >_ 0 we set
(6.3) E. := {x E E : u (x) > s} .
(i) If 0 <_ s : r, then E,. C E8, and so Lou (r) <_ Lou (s), which shows that
Lou is decreasing.
To prove that Lou is right continuous at s > 0, consider a decreasing
sequence s -+ 8+. Then E,,, C E,,,+, and
cc
UEn =Ix EE: u(x)>s}=E
n=1
and so by Proposition B.9(i) we have that
00
G1
lien Pu (Sn) = liIn (E,n) = 'Cl Ean = Pu (S) -
n-+o0
Since Pu is decreasing,
(Pu)+ (s0) = n Pu Pu (s) ,

which shows that Vu is right continuous.
6.1. Definition and First Properties 189
(ii) Assume that u vanishes at infinity. Since Qu is decreasing, there

exists
s info (s) ,
Q" (s) = 8>0
and thus, to evaluate it, it suffices to consider the sequence s = n oo.
Then En ) E,,,+1 and
00
n1E =O.
Since 41 (En) < 00, it follows by Proposition B.9(ii) that
litn Qu(sn)= lim C1(En)=C1((b)=0.
n-,00
Similarly, if s > 0, consider an increasing sequence {sn} such that sn -> S--
Then E8, D E..+, and
00
u(x)>s}.
n=1
Since L1 oo, we conclude as before that
(6.4) (ou)_ (so) _ m p. ,C 1 ({x E E : u (x) >_ 8})
= Lou (s) + L1({xEE : u (x) = s}).

Hence, Lou is continuous at s if and only if C1 ({x E E : u (x) = s}) = 0.
(iii) For every s >_ 0,
{xEE: u(x)>s}C{xEE: v(x)>s}UF,
where L1 (F) = 0, and so Qu (s) < ov (s).
(iv) In view of part (iii), by modifying each un on a set of measure zero,
we can assume that un (x) / u (x) for all x r= E. For every s > 0 and n E N
set En := {x E E : un (x) > s}. Since un < uri+1, we have that E C En+1
for all n E N, and since un (x) - u (x) for all x E E, it follows that
00
UEn={xEE: u(x)>s}.
n=1
Hence, again by Proposition B.9(i),
(6.5) Limo ou,, (e) = lim (En) = C1 ({x E E : u (x) > 8}) = Lou (a).
Exercise 6.2. Give an example of a function u not vanishing at infinity for

which o, is not left continuous.
Let E C R be a Lebesgue measurable set and let u : E - (0, oo) be

a Lebesgue measurable function. Since by the previous proposition the
distribution function e. : [0, oo) -> [0, oo] is decreasing, it admits a left
inverse u* : 10, oo) - (0, oo) (see Theorem 1.7 and Remark 1.10), called the
decreasing rearrangement of u. Precisely, for t > 0 we set
(6.6) u* (t) := inf {s E [0, 00) : gu (a) < t} .
Note that if u vanishes at infinity, then 8u (s) -, 0 as s -> oo by the previous
proposition, and so for t > 0 the set
{s E [0, oo) : LOU (a) < t}
is nonempty. Thus, if (t) < oo for all t > 0, while u* (0) could be infinite.
Observe that if G1 (E) < oo, then it follows from the definition of u*
that
(6.7) u*(t)=0 for all t >V (E).
In what follows, for every Lebesgue measurable set F C R we define
(6.8) F* := [0, L1(F)) .
Note that if G1 (F) = oo, then F* = (0, oo).
In view of Proposition 6.1 we have the following result.
Proposition 6.3. Let E C R be a Lebesgue measurable set and let u : E -
(0, ooJ be a Lebesgue measurable function. Then the following properties hold:
(i) The function u* : (0, oo) -> (0, oc] is decreasing and right continu-
ous,
u' (0) = esssup u,
E
and
u'(t)>essiinfu forallt<L1(E).
(ii) Assume that u vanishes at infinity. Then u* jumps at some point
to E (0, G1 (E)) if and only if Lou (s) - to for all s in some interval
(81i 82) C [0, 00), with al < 82. Moreover,
u' (Au (a)) < 8 for every s > 0,
with strict inequality holding if and only if pu is constant on some
interval (s', s] C [0, oo), with s< < s, while u* (t) = so for all tin
some interval (tl,t2) C J, with tl < t2i and for some so > 0 if and
only if
G1({xEE: u(x)=so})>0
and (tl, t2) C (Au (so) , (Au)- (so)) .
(iii) For all a, t > 0, u* (t) > s if and only if pu (s) > t.
(iv) The functions u and u* are equi-measurable; that is, for all s > 0,
£'({tEE*: u*(t)>s})=,£1({xEE: u(x)>s}).
In particular, if u vanishes at infinity, then so does u*.
(v) cl ({t E E* : u* (t) = 0}) < V ({x E E : u (x) = 0}) with equality
holding if and only if either
£' ({x E E : u (x) > 0}) < oo
or
G1({xEE: u(x)>0})=0o and £'({xEE: u(x)=0})=0.
If£1({xEE: u(x)>0})=oo, then {tEE*: u*(t)=0} is
empty.
Proof. (i) If 0 < tl < t2, then

18E[0,oo): Au(s)<_tl}C {8E 10,00): Ou(s)St2},
and so
u' (ti) = inf IS E [0, 00) : 8u (s) < tl }
> inf Is E [0, 00) : Au (s) < t2 } = u* (t2) .
Thus, u* is decreasing.
To prove that u* right continuous, fix to > 0. If u* (to) = 0, then,
since u* is decreasing, we have that u* (t) = 0 for all t > to and there is
nothing to prove. Thus, assume that u* (to) > 0 and fix 0 < so < u* (to).
It follows from (6.6) that 8u (so) > to. Hence, we can find 6 > 0 such that
e. (so) > to + 6. Using (6.6) once more, we have that u* (t) > so for all
t E [to, to + 6], and so
so < (u*)+ (to) < u* (to) .
Letting so - u* (to) proves that u* is right continuous. Note that if o,, were
finite, then we could have applied Remark 1.10.
Next we claim that
(6.9) ta' (0) = (u*)+ (0) = esssupu.
E
We begin by showing that
(6.10) 0 < u* (t) < esssup u for all t > 0.
E
If esssupE u = oo, then there is nothing to prove. Thus, assume that
esssupE u < oo. Then pu (esssupE u) = 0 by (6.1). Hence, (6.10) holds
by (6.6).
It follows from (6.10) that if esssupE u = 0, then u* = 0, and so (6.6)
follows. Thus, assume that esssupE u > 0 and fix any 0 < so < esssupE u.
By the definition of essential supremum there exists a Lebesgue measurable

subset F C E, with to :_ ,C1 (F) > 0, such that 'u (x) > so for all x E F.
Hence pu (so) > to. In turn, by (6.6), for all 0 < t < to we have that
u* (t) > so, which shows that
so < (u`)+ (0) < U* (0) < esssup U.
E
Letting 80 -, esssupE u, we conclude that (6.9) holds.
On the other hand, if essinfE u > 0, then pu (s) = Gl (E) for all s <
essinfE u by (6.1), and so if t < £' (E), then u* (t) > essinfE u by (6.6).
(ii) The first two statements follow from Remark 1.10 and the last from
Remark 1.10 and Proposition 6.1.
(iii) Assume that u* (t) > s for some s, t > 0. Then pu (s) > t by (6.6).
Conversely, assume that pu (s) > t. Since Lou is right continuous, we have
that ou (r) > t for all r E is, s + d] for some 6 > 0. Hence u* (t) > s by (6.6).
(iv) By part (iii) for a >_ 0, we have that u* (t) > s for t > 0 if and only
if pu (s) > t, and so
{t > 0 : u* (t) > s} = It > 0 : pu (s) > t} = [0, pu (s)) .
Hence,
G1({t>0: u*(t)>s})=Lou(s)_,C1({xEE: u(x)>s})
by the definition of ou. The result now follows from (6.7) and (6.8).
(v) If ,C1({x E E : u (x) > 0)) < oo, then by part (iv) and (6.8),
Gl ({x E E : u (x) = 0}) = G1(E) -V ({x E E : u (x) > 0})
= C1(E*) - C' ({s E E* : u* (s) > 0})
=G1({sEE*: u*(a)=0}).
On the other hand, if G1 ({x E E : u (x) > 0}) = oo, then by part (iv),
us (t)>0}) C1({xEE: u(x)>0})=oo.
Since u* is decreasing, it follows that u"` (t) > 0 for all t > 0. Hence, the set
it E E* : u* (t) = 0} is empty. 0
Remark 6.4. Note that parts (iv) and (v) of the previous proposition imply,
in particular, that (6.7) can be strengthened as follows. Let E C R be a
Lebesgue measurable set and let u : E -+ [0, co] be a Lebesgue measurable
function. Recall that
Lou (0) = G1({x E E : u (x) > 0}) .
If pu (0) = oo, then u* (t) > 0 for all t > 0, while if Lou (0) < oo, then
u* (t) > 0 for all t E [0, ou (0)) and u* (t) = 0 for all t > Lou (0).
Exercise 6.5. What happens to part (ii) of the previous proposition if we

remove the assumption that u vanishes at infinity?
Corollary 6.6. Let E C R be a Lebesgue measurable set and let u E LOO (E)
be nonnegative. Then u* belongs to LOO (E*) and
IIt IIuIIL-(E)
Proof. By Proposition 6.3 we have that
IIu*IIL-(E*) = u* (0) = IIuIIL-(E) < °O
Exercise 6.7. Let E C R be a Lebesgue measurable set, let u : E -*

(0, oo) be a function vanishing at infinity, and let : 10, oo) -+ [0, oo) be an
increasing function. Prove that (W a u)* = TI o u*.
defined by
Find u*.
it (x)
1
Exercise 6.8. Let a > 0 and b E R and consider the function u : R
(b- ++a)
0
ifx<b,
otherwise.
R,
Corollary 6.9. Let I C R be an interval and let u : I --+ [0, oo) be a

continuous function vanishing at infinity. Then u* is continuous in I*.
Proof. By part (i) of the previous proposition, u* jumps at some point to E
(0, LL (I)) if and only if Pu (s) - to for all s in some interval (81, 32) C [0, oo),
with sl < 82. In view of (6.1) we have that
es jinf u < sl < s2 < esssupu.
I
By replacing the interval (81,82) with a smaller one, we can assume that
Pu (31) = Au (32) = to. Hence,
L1({yEI: s1 <u(y)<s2})=0.
On the other hand, since it is continuous, we have that it (I) is an interval
containing (essinf1 it, esssupl u). In particular, it (I) contains (s1, 32), which
is a contradiction.
The next proposition shows that decreasing rearrangement preserves in-
equalities between functions and behaves well with respect to monotone
convergence.
Proposition 6.10. Let E C R be a Lebesgue measurable set and let it, v, u., :
E -4 [0, oo[, n E N, be Lebesgue measurable functions.
(i) If u(x) < v(x) for ,C1-a.e. T E E, then u* < v*. In particular, if
u (x) = v (x) for G1-a.e. x E E, then u* = v*.
(ii) If un (x) / u (x) for G1-a.e. x E E, then un / u*.
Proof. (i) By Proposition 6.1(iii), for every t > 0,
{a E 10, 00) : Az (s) < t} C {s E [0, co) : Qu (a) < t}
and hence u* (t) < v* (t).
(ii) By part (i) we have that un < un+l < u* for all n E N. Hence,
(6.11) lim un (t) < u* (t)
n- oo
for all t > 0. Suppose that u* (t) > 0 for some t > 0 and fix a E 10, u* (t)). By
Proposition 6.3(iii), gu (s) > t. Hence, by Proposition 6.1(iv) there exists
k E N such that put (s) > t. Again by Proposition 6.3(iii) we have that
u* (t) > s and since u,*, < un+l < u* for all n E N, it follows that
urn un (t) > a.
n-+oo
Letting s / u* (t), we conclude that lim u,,*, (t) > u* (t), which, together
n--too
with (6.11), implies that
lim u, (t) = u* (t)
n-oo
for all t > 0.
Remark 6.11. It follows from part (1) of Proposition 6.10 that modifying
a nonnegative Lebesgue measurable function on a set of measure zero does
not change its decreasing rearrangement. In what follows, we will use this
fact without further mention. For the same reason, we can replace the set
E with a measurable subset F C E such that G1 (E \ F) = 0.
The next exercise shows that the decreasing rearrangement of a simple
function is still a simple function.
Exercise 6.12. Let E C R be a Lebesgue measurable set and let u . E -
[0, oo) be a simple function vanishing at infinity (see Figure 1); that is,
k
u = E cjXE;,
i=o
where co > > ck > 0, Ei C E are pairwise disjoint Lebesgue measurable
sets with 0 < V (Ei) < oo, i = 1, ... , k. For every i = 1, ... , k set
i
Fi = U E?.
a=o
CO
Cl
C2
E2 x
Co
C1
C2
r2 -t
Figure 1. The graphs of u and u*.
(i) Let ri £' (F1), i = 1, ... , k. Prove that

k i
OU _ C1 (Ei) X[Cj+I1cf)l
i=0 j=0
where ck+1 := 0, and that
L.
U* = CiX[ri-,,r&
i=o
where r_1 := 0.
(ii) Let {po, ... , pk}, {qo,... , qk} C ][t and prove that
k k
pigi =
f
PPQi>
i=0 i=0
i
where Pi := pi -Pi+1 for i = 0, ... , k -1, Pk := pk, and Qi = > q1

2=0
fori=0,...,k.
(iii) Prove that
(6.12) U= aiXFf,
i=0
where ai := ci - ci+1, i = I,-, k, and that
'u _ aiXFi .
Using the previous exercise, it is possible to give a simple proof of a

classical result of Hardy and Littlewood.
Theorem 6.13 (Hardy-Littlewood's inequality). Let E C R be a Lebesgue

measurable set and let u, v : E - 10, oo) be Lebesgue measurable functions.
Then
L
Proof. Step 1: Assume first that u, v : E i [0, oo) are simple functions
vanishing at infinity and, using the notation (6.12), write
k I
U = E aiXF,, V = E QjXGj,
i=0 j=0
so that by part (iii) of the previous exercise,
k k I
V* = E I3jXG f .
us = aiXF' '
i=0 j=0
Then
k I
f f
uv dx = cri$j J XF{XG, (fix
JE i=0 j=0 E
k I k I
_ 1: 1: ai$jLI ( Fi n Gj) <_ >> aiQj min {L1(Fi) , L' (0j)

i=0 j=0 i= j=0
while
rk I
fu*v*dt=aif3,JET XF, XGs dt
i--O j=0
k
_ E ai$jLI (F' n G.')

i=0 j=0
k
_ ai$jmin{L1
i--O j=0
k
E E ai,3j min {L1 (Fi), L1 (GA) ,
i=0 j=0
where we have used (6.8) and the fact that
L1 min{L1(F,1*),L1 (G3)},
since both sets are half-open intervals of the form [0, a) for some a > 0.
Step 2: Now let u, v : E -* [0, oo) be two Lebesgue measurable functions
and construct two increasing sequences fu j and {v..,} of nonnegative simple
functions vanishing at infinity, below u and v, and converging pointwise to
u and v, respectively (see Corollary B.37). By Proposition 6.10 we have
that unv; < for all n E N and that {un*vn} converges pointwise to
u*v*. By Step 1, for each n E N we have
u vtt dt
L
and the result follows by the Lebesgue monotone convergence theorem. 0
Exercise 6.14. Let E C a be a Lebesgue measurable set and let u, v : E -
[0, oo) be Lebesgue measurable functions. Prove that for every r > 0,
u* (t) X{vim<r} (t) dt.

L u (z') Xtv<r} (x) dx > jE
Hint: Assume first that u is integrable.
We now turn to one of the most important properties of decreasing

rearrangement.
Theorem 6.15. Let E C R be a Lebesgue measurable set, let u : E - (0, oo)
be a function vanishing at infinity, and let f : [0, oo) -- [0, 00) be a Borel
function. Then
(6.13)
f f (u" (t)) dt :5
fE
f (u (x)) dx,
with equality holding if f (0) = 0 or G1({x E E : u (x) > 0}) < oo or
(6.14) C1({xEE: u(x)>0})=oo and 41({xEE: u(x)=0})=0.

In particular, for any p > 0,
f (u* (t))1' dt = JE (u (x))' dx.
Proof. Step 1: We claim that

(6.15) £' ({x E E : u (x) E B}) =,C1 (It E E* : u" (t) E B})
for all Borel sets B C (0, oo). Define the measures
µ(B):=C1({xEE: u(x)EB}),
v (B) := C' (it E E* : u* (t) E BI),
where B belongs to the Borel o-algebra B ((0, oo)). Since
{xEE: u(x)E(O,oo)}= U Ix EE: u(x)> ! },

n_1 J
{tEE*: n*(t)E(0,00)}= U{tEE*: u*(t)> n

JJ
U= 1 111
and both u and u* vanish at infinity (see Proposition 6.3(iv)), it follows that
lc and v are a-finite. By Proposition 6.3(iv), lc and v coincide on all intervals
(a, oo), where a > 0. Since the family of these intervals generates the Borel
a-algebra 8 ((0, oo)), it follows by Corollary B.16 and Remark B.17 that ,s
and v coincide on B ((0, oo)).
f u>O}
f (u (x)) dx =
J
f (u" (t)) dt.
Let f be the restriction of f to (0, oo) and construct an increasing sequence

If,,, } of nonnegative Borel simple functions defined on (0, oo) and converging
pointwise to 1. Since each f,1 may be written as
kn
fte - Ci XB{n)
i=0
where cinl # c(") for i # j and the Borel sets Btnl C (0, oo) are pairwise
disjoint, by applying Step 1, we conclude that
B,(n)
f. (u (x)) dx = c{nl C' (lx E E : u (x) E
J {u>0} J/
i=0
E
i=0
({tE E*
: u* (t) E Bi(n)}}!
!
f (u' (t)) dt.
The claim now follows by the Lebesgue monotone convergence theorem.
Step 3: Write
(6.16) f (u (x)) dx
JE
f u>o}
f (u (x)) dx + f (0) L' ({x E E : u (x) = 01),
where f (0),C' ({x re E : u (x) = 0}) is understood to be zero if f (0) = 0,

independently of the value of L1 ({x E E : u(x) = 0}). Similarly,
(6.17) j f (u* (t)) dt

E
f (u* (t)) dt + f (0),C' (It E E* : u* (t) = 0)).
Hence, it follows from the previous step, (6.16), (6.17), and Proposition
6.3(v) that (6.13) holds.
Moreover, if f (0) = 0 or f (0) > 0 and
L, (It E E' : u* (t) = 0}) = 'C' ({x E E : u (x) = 0)),
then
r
(6.18) f f (u (x)) dx = fE. f (u* (t)) dt.
Thus, the result now follows by ProposProposition 6.3(v) once more.
Remark 6.16. It follows from the previous proof that equality holds in
(6.13) if and only if one of the following conditions holds:
(i) f{.>0} f (u (x)) dx = oo.
(ii) f{n>o} f (u (x)) dx < oo and f (0) = 0.
(iii) f f (0) > 0, and £' ({x E E : u (x) > 0}) <
00.
(iv) f{u>o} f (u (x)) dx < oo, f (0) > 0, and (6.14) holds.
Exercise 6.17. Let u(x) = e-'x1o,.) (x) and let f = X{o} Find u* and
prove directly that
0 = j f (u* (t)) dt < jf(u(x)) dx = oo.
The previous theorem shows that the operator u +- u"' preserves the
norm in LP for 1 10, oo) be a convex function such that P (0) _
0, let E C ][i; be a Lebesgue measurable set, and let u, v : E -' [0, oo) be two
functions vanishing at infinity. Then
(6.19) L.*1t) - v* (t)) dt < - v (x)) dx.
fE
In particular,
fL. Iu* (t) - v* (t)lp dt < f lu (x) - v(x)Ip dx
E
for all 1 0, (s) if8<0,
+ (s) '= 0 otherwise, 0 otherwise.
Then 'I++ and W_ are still convex (why?) and %P _ W+ + IP_. Thus, to
prove (6.19), it suffices to prove it for'I'+ and 1P - separately. We only prove
(6.19) for IY+, since the proof of (6.19) for 'I'_ is very similar. By Exercise
3.36, the right derivative (IQ+)+ of 1+ exists in R and is increasing and for
every s E IR,
a
'I'+ (s) = f (''+)i. (r) dr,

where we have used the fact that W+ (0) = 0. Hence, for x E E,
'I'+ (u (x) - v (x)) = f0

U(=)-V(X)
u(s)
(W+)+ (r) dr
('I)+ (u (x) - r) dr
v (x)
00
=f (IF+)+ (u (x) - r) X{v<z} (x) dr,

where in the second equality we have used the change of variable r = u (x)-r
and in the third equality we have used the facts that (IQ+)+ (a) = 0 for s < 0
and that v > 0. Integrating both sides over E and using Tonelli's theorem,
we get
(6.20)
u x- v x dx - (1R u x- r) (x) dxdr.
Similarly,
(6.21)
JE*
1F+ (u* (t) - v' (t)) dt = J
!
0
' Jf
E"
('P+)+ (u* (t) - r) X{v*<r} (t} dtdr.
Since for every fixed t the function g (s) :_ (%k +)+ (s - t) is increasing, by
Exercise 6.7 we have that (g o u)* = g o u*, and so, also by Exercise 6.14,
(6.22)
+}+ (u (x) - t) X{v<r} (x) dx > JE (IF+)+ (u.* (t) - r) X{v=<r} (t) dt.
E(
The result now follows by combining (6.20), (6.21), and (6.22). 0
In the next exercise we present an alternative proof in the case in which
is even.
Exercise 6.19. Let ' : [0, oo) - [0, oo) be a convex function such that
' (0) = 0, let E C R be a Lebesgue measurable set, and let u, v : E -> 10, oo)
be two functions vanishing at infinity.
(i) Prove that if ri > r2 ? 0 and s1 > g2 > 0, then
IF (I ri-$i1)+T(1r2-821) SW(Ir1-821) +T([r2-811)
(ii) Prove that ifri > r2 >- ... >-r,, >0, s1 > 82 > >s, 2:0,
nEN, and if
f :{1,...,n}-+{1,...,n}, g:{1,...,n}-+{1,...,n}
are two bijections, then
n n
i=1
(Iri - sil) <
i=1
'F (I rf(i) - 8g(i)
(iii) Prove that if ta, v : E - 10, oo) are simple functions of the form
n n
(6.23) u=EaiXE;, V=>QiXEs,
i=0 i=0
where £' (Ei) = k for all i = 1, ... then
(6.24) JE* T (t) - v* (t)I) dt < JET (tu(x) -v(x) I) dx.

(iv) Prove that if u, v : E -+ [0, oo) are simple functions of the form
(6.23), where C1(E2) = r; E Q n 10, oo) for all i = 1, ... , n, then
(6.24) holds.
(v) Prove that (6.24) holds for arbitrary u, v : E -> [0, oo) vanishing at
infinity.
6.2. Absolute Continuity of u*

In this section we prove that if u is absolutely continuous (respectively,
singular), then so is u*. We first show that if u has the Lusin (N) property,
then so does u*. Indeed, we prove that there exists a measure-preserving
transformation connecting u with u*.
Definition 6.20. Let E C RN and F C [-oo, oo] be two Lebesgue measur-
able sets. A Lebesgue measurable function V : E -* F is called measure-
preserving if
LN
(W-1 (G)) = G1 (G)
for every Lebesgue measurable set G C F.
Exercise 6.21. Let E C R be a Lebesgue measurable set with L' (E) < 00
and let a > 0. Prove that the function yo : E -p [a, a + C1(E)] , defined by
W(x) := a + C1(E n (-oo, x]) , x E E,
is measure-preserving.
Exercise 6.22. Given a sequence of measure-preserving functions cp,,
E7, -* Fn, where {En}, {Fn} C R are two sequences of pairwise disjoint
Lebesgue measurable sets, prove that the function
00 00
W : U En _4 U Fn
n=1 n=1
defined by
W (x) := V. (X) if x E E,,,
is measure-preserving. Prove that the result continues to hold if the sets
Fn are only assumed to be pairwise disjoint up to sets of Lebesgue measure
zero.
Theorem 6.23. Let E C R be a Lebesgue measurable set and let u : E -
(0, oo) be a Lebesgue measurable function such that
(6.25) L' ({x c- E : u (x) > 0}) < oo.
Then there exists a measure-preserving function W : E -' [0, oo) n [0, C1(E)]
such that for C1-a.e. x E E,
(6.26) u* (gyp (x)) = u (x) .
6.2. Absolute Continuity of u* 203
Proof. Step 1: Assume first that £' (E) < oo. In view of Remark 6.11
and Corollary B.124, without loss of generality we may assume that every
point of E has density one. Let cp : E -* [0, t' (E)] be defined by
(6.27) V (x) := LO. (u (x)) +.C1 ({yEE : y < x, u (y) = u (x)}) .
We claim that cp is Lebesgue measurable. Since P,,, is decreasing, it is Borel

measurable, and so p o u is Lebesgue measurable. It remains to prove that
the second function on the right-hand side of (6.27) is Lebesgue measurable.
Since 41 (E) < oo, by Proposition B.12 we have that
G1({yEE E. U (Y) = s}) = 0
for all s > 0 except at most a countable number. Let {sk}k C [0, co) be the
set of all s > 0 such that the set {y E E : u (y) = s} has positive measure
and define
(6.28) Ek:={yEE: u(y)=sh}.
Then the second function on the right-hand side of (6.27) may be written
as
E XEk (x)
k JEn(-oo,z] XE,, (Y) dy,
which is a Lebesgue measurable function.
Step 2: Let 0 < or < ,C1 (E). We claim that there exist two extended real
numbers xo E [-oo, oo[ and so E 10, oo) such that
(6.29) R.(so)+-C1({yEE: ycxo,u(,)=ao})=a
and
(6.30) p,s(s)+G1({yEE: y<x,u(y)=s})>a
if either x E E, with x > xo, and s = so, or x E E is arbitrary and
0 < s < so. To see this, let
(6.31) so := u` (a) = inf Is > 0 : p,s (s) < al.
Note that if s < so, then p,, (a) > a by the definition of so. Since Lou is right
continuous, we have that
(6.32) pu (so) = (Lu)+ (so) < a < (Au)- (so) .
There are now two cases. If pu (so) = a, then we take
(6.33) xo:=sup{xEE: C1({yEE: y<x,u(y)=so})=0}
and the claim is proved. If Au (so) < a, then by (6.4) and (6.32),
u(y)?so}),
and so C1({y E E : u(y) = so)) > 0. In this case, we take
xo:=sup{xEE: C'({yEE: y<x,u(y)=so})<a-p,,(so)}.
Then
(6.34) pU(so)+G'({yEE: y<xo,u(y)=so})<a
and (6.30) holds. It remains to show that the previous inequality is actually
an equality. To see this, assume by contradiction that the inequality (6.34)
is strict. There are two cases. If xo so})<a.
But then, since
(p0)_(so)=,C'({yEE: u(y)>so})<a
by (6.4), there would be 0 < s < so for which Au. (s) < a and this would
contradict the definition of so.
We treat a = 0 only when esssupE u < oo. In this case we take so
u* (0) = esssupE u in (6.31), define xo as in (6.33), and continue as before
to prove that (6.29) and (6.30) hold.
Step 3: Let a, xo, and so be as in the previous step. We claim that
(6.35)
{xEE: cp(x)<a}={xEE: u(x)>so}U{xEE: x<xo,u(x)=so}.
Indeed, if x E E is such that cp (x) < a, then by (6.27),
p., (u (x)) +,C' ({y E E : y < x, u (y) = u (x)}) < a.
By (6.30) this implies that either u (x) > so or u (x) = so and x <_ xo, so
that x belongs to the set on the right-hand side of (6.35). Conversely, if x
belongs to the set on the right-hand side of (6.35), then either u (x) > so or
u (x) = so and x <_ xo. If u (x) > so, then since Au (so) < a by (6.32) and
P,, is decreasing by Proposition 6.1, it follows that Pu (s) < a for all s > so,
and thus by (6.4),
G' ({y E E : u (y) > u (x)}) =
8-lim La. (s) < a,
cp (x) < a. On the other hand, if u (x) = so and x < xo,

)u(s)-which implies that
then cp (x) < a by (6.29). This concludes the proof of (6.35).
Step 4: We are ready to prove that cp is measure-preserving. Consider the
measure p : B ([0, . ' (E)]) - 10, oo], defined by
p (B) :_ .C' (co 1(B)) , B E 13([0,,C1(E)]) .
We claim that for every 0 < a < ,C1 (E) we have that
(6.36) p ([0, a]) _ £1 ((p-' (10, a])) = V ({x E E : cp (x.) < a}) = a.
If a > 0 or a = 0 and esssupE u < oo, then the claim follows by (6.29)
and (6.35). If a = 0 and esssupE u = oo, then we claim that the set
{x E E : W (x) = 0} is empty. Indeed, if <a (x) = 0 for some x E E, then
by (6.27) it follows that u (y) 
esssupE u = oo, which contradicts the fact that u is real-valued. Thus, the
set {x E E : cp (x) = 0} is empty, and so even in this case
p({0}) = L1({xE E: cp(x)=0}) = 0.
Thus, we have shown that p and L1 coincide on all intervals [0, a] contained
in [0,,C' (E)].
Note that the family of these intervals generates the Borel o-algebra
([O,L1(E)]).
B
Let {au} C (0, oo) be an increasing sequence such that a. / G1(E).
By Proposition B.9(i),
p([0,L1(E)]) =slim it([0,an]).
Since p ([0, an]) = an < oo by (6.36), we have that p is a-finite.
Thus, we are in a position to apply Corollary B.16 and Remark B.17 to
conclude that p and G1 coincide on B ([0, L1 (E)] ).
Step 5: We prove that (6.26) holds. Assume first that u (x) = 0. Note that
by (6.25), 8u (0) < oo. By Remark 6.4 we have that u* (Pu (0)) = 0 and
since u* is decreasing and cp (x) > Qu (0), it follows that 0 < u* (cp (x)) <
u* (9, (0)) = 0. Thus, it remains to show that (6.26) holds for L1-a.e. x E E
such that u (x) > 0.
We first prove that (6.26) holds L1-a.e. in the sets Ek defined in (6.28).
If x E Ek and sk > 0, write
P (x) = Ate. (8k) + L1 ({y E E : y < x, u (y) = 8k}) .
Since L1 (Ek) > 0, it follows from Proposition 6.3 and the fact that u* is
right continuous that u* (t) = ak for all /t E [Nu (sk), (pu)_ (8k)). Since
(Qu)- (sk) = Au (8k) + L1 ({yEE : u (y) = 8k})
by (6.4) and
L1({yEE: y<x,u(y)=sk})<L1({yEE: u(y)=sk})
for all points x of density one of Ek, we have that cp (x) E [Qu (8k) , (Ou)_ (sk))
for L1-a.e. x E Ek, and so u' (cp (x)) = sk = u (x) for L1-a.e. x E Ek.
Next we prove that (6.26) holds L1-a.e. in E \ Uk Ek. If (a, b) C [0, oo)
is an interval such that
(6.37) L1 ({x E E : a <,u (x) < b}) = 0,
we will assume that (a, b) is maximal. Let {(u,,, be the family of all
such maximal intervals (if any exist).
Let x r= E\UkEk. Then u(y)=u(x)}) = 0, and so
cp (x) = pu (u (x)). Assume first that cp (x) > 0. By Proposition 6.3,
u* (Lo,, (s)) < s for every s > 0, with strict inequality holding if and only
if A, is constant on some interval 18', s] C [0, oo), with s' < s. Hence,
u* (Lou (u (x))) < u (x) if and only if Lou is constant on some interval [s', u (x)].
Since,
g. (W) _ Lou(u(x))+C1 ({yEE: s'<u(y) <u(x)}),
it follows that
,C1 ({yE E: s'<u(y) <u(x)}) =0.
This implies that s' must belong to a maximal interval [an, b a). Moreover,
u (x) < b,, by the maximality of (an, b1,).
This shows that if x E E \ Uk Ek, cp (x) > 0, and u* (Lo. (u (x))) 0, and u (x) = bn for some n, then
by construction of Ek, we must have that C1({y E E : u(y) = bn}) = 0.
Together with (6.37), this implies that the set of x E E \ Uk Ek such that
cp (x) > 0 and u* (Lou (u (x))) esssupE u. Since
C1( y E E: u(y)>esssupu1)= 0,
l E
we c an assume that u (x) = esssupE u. On the other hand, since x E E ,
Uk Ek, we have that esssupE u is not one of the values sk, and so
41QVEE: u(y)=esssupu} } 0.
=
Hence, the set of x E E \ Uk E, such that go (x) = 0 has r1-measure zero.
Step 6: Assume next that C1 (E) = oo. Define
Eo:={sEE: u(x)=0}, Fo:={tEE*: u*(x)=0}.
By Proposition 6.3(v) and (6.25) we have that C' (Eo) =V (Fo). Partition
Eo into a sequence {G..} of disjoint sets of finite measure,
Gn:={xEEo: n-1<IxJ <n}.
For x E Gn define
n-1
n (x) eu (0) + L1 U G, + L1 (Gn n (-oo, xJ)
k=1
fL-1
=L ((E\)uUGk)
k=1
By Exercise 6.21,
n-1 n
(Pn:G.- L1 ((E \ EO)U UGk "Cl
(E\Eo)U U
k=1 k=1
is measure-preserving. On the other hand, if x E E \ Eo, define
ip(x):=L1({yEE\Eo: u(y)>u(x)})
+L1({yEE\Eo: y<x,u(y)=u(x)}).
Note that since u = 0 in Eo, for all a > 0 we have that
Au(s)=L1({xEE\Eo: u(x)>s}),
and so u* = *. Since L1 (E \ Eo) < oo, by Steps 1-4 with E
\uIE\Eo!
replaced by E \ Eo, we have that the function co : E \ Eo -, [0,41 (E \ Eo)]
is measure-preserving. Hence, cP : E --+ [0, oo) is measure-preserving by
Exercise 6.22.
The fact that (6.26) holds follows exactly as in Step 5 in E \ E0, while
in E0 it follows from Remark 6.4.
In the proof of Proposition 6.3(v) we have shown that if

Au (0)=L1({xEE: u(x)>0})=oo,
then u* > 0. Thus, when (6.25) fails and
L1({xEE : u (x) = 0}) > 0,
we cannot expect (6.26) to hold G1-a.e. in the set {x E E : u (x) = 0}.
However, we have the following result.
Corollary 6.24. Let E C R be a Lebeague measurable set, let u E -> [0, oo)
be a function vanishing at infinity, and let
(6.38) E>:={xEE: u(x)>0}, F> :={tEE*: u*(t)>0}.
Then there exists a measure-preserving function cP : E> -> F> such that
(6.39) u* (cp (x)) = u (x)
for L1-a.e. x E E>.
Proof. In view of the previous theorem, it suffices to treat the case

(6.40) L1 ({x E E : u (x) > 0}) = oo.
Note that this implies that u* > 0 by Proposition 6.3(v).
For x E E> we define cp (x) as in (6.27). Repeat the previous proof word
for word with the following exceptions:
Since u* > 0, it follows that the number so defined in (6.33) must be
strictly positive. This allows us to replace E with E> in Steps 2-6. In Step
5 and 6 we skip the first part.
Corollary 6.25 (Lusin (N) property). Let I C R be an interval, let u :
I -> 10, oo) be a function vanishing at infinity. If u maps sets of Lebesgue
measure zero into sets of Lebesgue measure zero, then so does u*.
Proof. Let G C 1* he a Lebesgue measurable set with L1 (G) = 0. Let I>

and F> be defined as in the previous corollary (with E replaced by I). Since
cp : I> --+ F> is measure-preserving by the previous corollary, we have that
L 1 (cp 1(G n F>)) = 0. It follows by hypothesis that
'Cl (u(cp 1(GnF>))) = o.
By the previous corollary,
u (gyp-1(G n F>)) = u* (G n F>),
and so L1(u* (G n F>)) = 0. On the other hand,
G\F>={tEG:u*(t)=0},
andso C (u*(G\F>))=L1({O})=0. Thus, L' (u* (0)) = 0. 11
As a corollary we have the following result.

Corollary 6.26 (Absolute continuity). Let I C R be an interval and let
u : I - [0, oo) be a function vanishing at infinity. If u belongs to ACIOC (I),
then u* belongs to ACI°C ((I*)°)
Proof. By Theorem 3.12 the function u is continuous and has the (N)
property. By Corollary 6.9 and the previous corollary we have that u* is
continuous in (I*)° and has the (N) property. Since u' is decreasing by
Proposition 6.3, by Proposition 2.10 we have that u* E BPY°C ((I*)°). We
are now in a position to apply Corollary 3.27 to conclude that u* belongs to
ACi° . ((I*)°).
Remark 6.27. If u is bounded, then by Proposition 6.3, u* (0) < oo and

u* is right continuous at 0. Thus, in the previous corollary we may replace
(I*)° with I*.
6.3. Derivative of u* 209
6.3. Derivative of u*
Since u* is decreasing, by the Lebesgue theorem it is differentiable V-a.e.
in I*. The next result shows that if u is differentiable G1-a.e. in I and
u' E LP(I), then the same holds for (u*)'.
Theorem 6.28. Let I C R be an interval and let u : I 10, oo) be a
function vanishing at infinity. If u is differentiable .C1-a. e. in I, then for
any p > 0,
(6.41) f (u)' (t)P dt < ju' (x) Ip dx.

Proof. Since u* is decreasing by Proposition 6.3, it follows from the Lebes-
gue theorem that u* is differentiable V-a.e. in I*. Moreover, by Lemma
3.45 we have that (u*)' (t) = 0 for C'-a.e. t E I* such that u* (t) = 0. Thus,
(6.41) will follow if we can show that
(6.42) I(u*)' (t)Idt and F> are defined as in (6.38) (with I in place of E).
By Corollary 6.24 there exists a measure-preserving function cp : I>
F> such that
(6.43) u* (cp (x)) = u (x)
for C'-a.e. x E I>. By replacing I> with a smaller set, without loss of
generality, we assume that (6.43) holds for all x E I>.
Let Idi ff C I> be the set of all x E I> such that u is differentiable at x
and u* is differentiable at cp (x). Since u* is differentiable G1-a.e. in I*, the
set
Go := {t E F> : u* is not differentiable at t}

has Lebesgue measure zero. Since cp is measure-preserving, we have that
G' (cp-i (Go)) = 0. Hence, C' (I> \ Idiff) = 0.
By Corollary B.124 and Corollary 6.24, by replacing Idiff with a smaller
set, without loss of generality we may assume that every point of Idiff has
density one.
Step 1: We prove that if u is differentiable at xo E I> and u' (xo) # 0, then
there exists 8 > 0 such that rp (x) cp (xo) for all x E I> f1(xo - 6, xo + 6).
Assume that u' (xp) > 0. Then we may find 6 > 0 such that
u (x) - u (xo) > 0
x - xo
for all x E I> n (xo - S, xo + S), x # xo. If for any such x we have that
cp (x) = cp (xo), then by (6.43),
u (x) = u* (rp (x)) = u* (W (xo)) = u (xo) .
This is a contradiction. A similar argument holds for the case u' (xo) < 0.
Step 2: We claim that if cpj jells is differentiable at xo E Idiff, that is, if there
exists in R the limit
B := lim P (x) cP (xo)
x - xp
then 111 > 1. Assume, by contradiction, that jil < 1. Then we can find
A< land J>Osuchthat
(6.44) <\Ix-xol
for all x r: Idiff with 0 < Ix - xoI < 6. Since xo is a point of density one for
Idiff, by taking b smaller, if necessary, we may assume that
(6.45) tad < C' (Idiff n (xo - S, xo + 6)).
On the other hand, by (6.44), the image of the set Idiff n (xo - S, xo + S)
through cp is contained in the set
0 :_ (gyp (xo) - AS, V (xo) + AS) n [0, oo) .
By Remark 6.4,
F> _ [0,,C' (I>))
and since cp (xo) E F> (since xo E Idiff c I> ), by taking b > 0 even
smaller, if necessary, we can assume that G C F>. Note that the mea-
sure of G is less than or equal to tad. However, since Sp is measure-
preserving, the set 9-1 (G) has measure leas than or equal to tab and con-
tains Idiff n (xo - b, x0 + b), which is in contradiction to (6.45).
Step 3: We claim that if xo E Idiff is such that (u*)' (cp (xo)) 0, then
u' (xo) 0 0 and cpjId,, is continuous at xo. To see this, assume first, by con-
tradiction, that Vlla,rr is discontinuous at xo. Then there exists a sequence
{xn} C Id;$ such that x,t -* xo and {cp (xn)} does not converge to cp (xo).
Passing to a subsequence (not relabeled), we may assume that either
(i) cp (xn) -r L # L for all n E N
or
(ii) cp (xn) - L # < (xo) and cp (xn) < L for all n E N.
In both cases, since u is continuous at xo E Idiff and {xn} C Idiff, we
have
(6.46) u* (xn)) = t (x,) - tc (xo) = u* (cP (xo))
By Proposition 6.3 we have that u* is decreasing and right continuous.

Hence, (u*)_ (L) > u* (L) = (u*)+ (L). In case (i) we have that p (x,,) -,.
L+ and so by (6.46) and the fact that u* is right continuous, it follows
that u* (L) = u* (tp (xa)). On the other hand, in case (ii) we have that
co (x,,) -p L-, and so by (6.46), (u`)_ (L) = u* (cp (xo)). Since L ip (xo),
in both cases we have that cp (xo) lies in or at the end of an interval of con-
stancy of u*. Since (u*)' exists at cp (xo), then, necessarily, (u*)' (gyp (xo)) = 0,
which is a contradiction.
Next we consider the case in which API rd,ff is continuous at xo but u' (xo) _
0. Let {x,,} C Iduff be such that xn -+ xo and cp (x,,) # c (xo) for all n E N
(note that since xa is a point of density one for Idiff and (p is measure-
preserving, it cannot map sets of positive measure onto a single point, and
so there are plenty of such sequences). Then
u* (rp (xn)) - u* (W (xo)) a (xn) - tp (xo) _ u u (xa)
SP(xn)-cp(xo) xn-x0 xn-x0
If (u* )' (rp (xo)) 74 0, then
(6.47) lim `p (xn) - W (xo) = 0.

n-+oo xn - xo
On the other hand, if (p (x,,) = p(xo), then (6.47) still holds. This shows
that
lim (x) -' (.To) = 0T
x-x0
which contradicts the previous step.
Step 4: Let xo E Idiff be such that (u*)' ((p (xo)) 0 0. Then by Step 3,
u' (xo) 0 0 and p : Id;ff --> R is continuous at xo. By Step 1, for all x E Id;ff
sufficiently close to x0 we may write
u* (cp (x)) - u* (_P (xo)) V (x) - _ (x) u (x) - u (.To)

cp(x)-cp(xo) x-xo x - xo
Letting x - xo, we obtain that `plydiff is differentiable at xa E Id;ff with
(6.48) (u*), (T (xo)) (Ild,ft)'(xo) = u' (xo) .
By Step 2 we have that (wIJdIff) (xo) > 1. Hence, if
El :_ {x E Iduff : (u*)' (ip (x)) 0 0 } ,

then by (6.48),
IJj. I I
(u*)' (cp (x))I P dx < fE, (x)) (I1dIff)xr dx
= I Iu' (x)Ip dx <- f Iu' (x)Ip dx.
Since (u*)' (tp (x)) = 0 in Iduff \ El and £' (I> \ 'duff) = 0, we have that
j I (u«)' (x)) IP dx < f Iu' (x) Ip dx.

,
Finally, using the fact that cp : I> - F> is measure-preserving (see Corollary
6.24), we obtain that
IF> I(u*)'(t)IP dt= f I(u*)'(V(x))Ip dx <- f Iu'(x)Ip dx,
which completes the proof.
The next exercise shows that decreasing rearrangement does not preserve
higher-order regularity.
Exercise 6.29. Consider the function )u2: [0, 2] [0, oo) defined by
u(x):=3+(x-2 x2)4
Prove that (u*)' is discontinuous.
We refer to the papers of Cianchi [35] and Dahlberg [43] for more in-
formation on the regularity of (u*)'.
Corollary 6.30 (Singular functions). Let I C R be an interval and let
u : I -> (0, oo) be a function vanishing at infinity and differentiable f- 1 -a. e.
in I. Then u is a singular function if and only if u* : (I*)* [0, oo) is a
singular function.
Proof. If u is singular, then u' (x) = 0 for G1-a.e. x E I, and so by (6.41)
we have that
f
. I(u*)' (t) I dt s f Iu' (x) I dx = 0,
which implies that (u*)' (t) = 0 for £1-a.e. t E I*. Conversely, assume
that u* : (I*)O -> 10, oo) is singular. Then by Theorem 3.72, there exists
a Lebesgue measurable set Fo C (I*)* such that C1((I*)' \ Fo) = 0 and
,C' (u* (Fo)) = 0.
Let I> and F> be the sets defined in (6.38) (with I in place of E).
By Corollary 6.24 the function W : I> --+ F> is measure-preserving and
u* (go (x)) = u (x) for ,C'-a.e. X E I>.
Define Go :_ (I \ I>) U cp-1 (Fo n F>). We claim that C (I \ Go) = 0

and .C1(u (Go)) = 0. To see this, note that since u = 0 in I \ I>, we have
that G1 (u (I \ I>)) = 0. Moreover,
£1 (u (cp-1(Fo n F>))) = C1(u` (Fo n F>)) = 0.
Thus, G1 (u (Go)) = 0. On the other hand,
1(I \ Go) = c1 (I> \ cp-1(Fo n F>)) = C1 (co 1(F>) \ cP-1(Fo n F>))
='C (,p-' (F> \Fo)) = C' (F> \Fo) = 0.
This proves that the claim holds. We are now in a position to apply Theorem
3.72 to conclude that u is singular. 0
Chapter 7
Variation and Sobolev
Functions
Prospective Grad Students, III: "Will your qualifying exams pro-
cedure utterly destroy my dignity and sense of self-respect?"
- Jorge Chain, www.plidcomics.com
In Chapter 5 we have seen that to every function u of bounded pointwise

variation we may associate a signed measure A, for which the integration
by parts formula (5.53) holds. From the distributional point of view (see
Chapter 9), this implies that the distributional or weak derivative of u is
the signed measure A,,. In the following section we will see that this leads
us to an "alternative" characterization of the space of functions of bounded
pointwise variation, which has the advantage of carrying over to functions
defined in RN
7.1. BV (Q) Versus BPV (Q)

Definition 7.1. Given an open set Q C R, the space of functions of bounded
variation BV (1k) is defined as the space of all functions u E Ll (Sl) for which
there exists a finite signed Radon measure A : B (I)) - 1[8 such that
ud dx = - J ip dA
in
for all W E C' (1k). The measure A is called the weak or distributional
derivative of u and is denoted Du.
The next result establishes the relationship between functions of bounded

variation and functions of bounded pointwise variation.
215
216 7. Functions of Bounded Variation and Sobolev Functions
Theorem 7.2. Let 0 C IR be an open set. If u : £1-> R is integrable and if

it belongs to BPV (Q), then u E BV (S1) and
IDul (S2) < Varu.
Conversely, if u E BV (Q), then u admits a right continuous representative
la in BPV (0) such that
Var u = IDul (fl) .
We begin with an auxiliary result.
Lemma 7.3. Given an open interval I C R, let u E L10 (I) be such that
I ucp'dx=0
for all cp E Cr' (I). Then there exists a constant c E R such that u (x) = c
for L1-a.e. X E I.
Proof. Step 1: The proof is quite simple in the case in which u E L' (I)
and I = (a, b), and thus we begin with this case. A density argument shows
that
b
( 7.1) urp' dx = 0
L
for all 9 E C1 ([a, b]) with cp (a) = v (b) = 0. We claim that
b
A
for all w E C ([a, b]) with fQ w dt = 0. To we this, fix any such w and define
the function
:= jw(t) dt, x E I.
Since cp (a) = 0 and rp (b) = fb w (t) dt = 0, we have that cp is admissible in

(7.1), and so the claim holds.
Let now w E C ([a, b]). Taking w - 4 fQ w dt in (7.2), we get
1.
bu(w - blaJbwdt) do;=0,a
which can be written as
I wlu-b-a Ja udt dx=0.
b (( 1 rb
Since this is true for all w E C ([a, b)), again by density we obtain that
!abXE(u_baLit) 1
dx=0
7.1. BV (S2) Versus BPV (S2) 217
for all Lebesgue measurable sets E C (a, b). This implies that (why?)
fb
u(x)-b1a J udt=0
a
for G1-a.e. x E I.
Step 2: In the general case, fI u dx may not be defined. To circumvent this
problem, we fix a function 0 E CC (I) such that LO dx = 1. We will prove
that
U (X) - j (u &) dt = 0
for G1-a.e. x E I.
For every function w E CC (I) we can find a function cp E CC (I) such
that
gyp' (x) = w (x) - (if w ds) % (x) , x E I.
/
Indeed, find an interval [a, b] C I such that supp w U supp'r& C [a, b] and
define the function
W (x) .- T I Lw (t) - (fwds) .0 (t)1 dt, x E I.
a
Since +p (a) = 0 and W' (x) = 0 in (inf I, a], we have that p = 0 in (inf I, a].
Similarly, since
V (b) =
Ja
b 1W (t) - (f) (tJ dt
= J [W (t) - ( w ds) +1i (t)] dt = 0
and cp' (x) = 0 in [b, sup I), we have that W = 0 in [b, sup I). Thus rp E C,1 (I)
and so, by hypothesis,
j[_ (jwds)1] dx=0,
or, equivalently,
J to [u - (utP) ds] dx = 0
JJJI JI
for all to E CC (I). Using a density rargument, it follows that
f XE IU - J (ut)
I I
dig] dx = 0
for all Lebesgue measurable sets E C I with finite measure. As before, this
implies that
u (x) - 1(W) ds =
for G1-a.e. x E I.
Proof of Theorem 7.2. By working on each connected component of fl,

we may assume that f = I, with I C ]R an open interval.
Assume that u : I -> R is integrable and that it belongs to BPV (I).
Let A,, be defined as in (5.19). It follows by Theorem 5.13 that 1At,l is finite
with
1,\. I (I) < Var u.
Moreover, by Corollary 5.41 we have that
1
for all cpEQ1 (I). Hence, n E BV (I).
Conversely, if u E BV (I), let A : B (I) -+ R be the finite signed Radon
measure given in Definition 7.1. Then
ucp' dx = - J pd,\
for all cp E C- (I). Define ua as in (5.17), where a E I is a Lebesgue point of
u and -y = u (a). Then by Remark 5.12, the function ua is right continuous
and has bounded pointwise variation and Var u.\ = JA I (I). Moreover, by
Corollary 5.41,
uacp'dx = -J cpdA
1, J
for all VECc' (I). It follows that
(u-ua)cp'dx = 0
J.
for all cp E C' (I). By the previous lemma, this implies that u-u,\ is constant
for G1-a.e. x E I. Since a E I is a Lebesgue point of u and ua (a) = u (a),
we have that u (x) = ua (x) for £'-a.e. x E I, and so ua is a representative
of U. 0
Remark 7.4. Since a function of bounded pointwise variation is bounded
(see Corollary 2.23), if I is bounded, then u is integrable, and so in the first
part of the statement of Theorem 7.2 the hypothesis that u is integrable is
redundant. However, when I is unbounded, the function u - 1 has bounded
pointwise variation, but it is not integrable and thus does not belong to
BV (I).
An alternative proof of the first part of the previous theorem is given by

the next exercise.
Exercise 7.5. Let U E BVP ((a, b)).
7.1. BV (S2) Versus BPV (fl) 219
(i) Prove that u is Riemann integrable and that for every cp E C' (a, b)
the Riemann integral
Jab u(p' dx
is well-defined.
(ii) Prove that for every .p E C' (a, b) and for every e > 0 there exists
a partition of [a, b],
xo:=a<xl <...<xn:=b,
such that
jb
< u (xi) co' (xi) (xi - xi-1) + S.
i-1
(iii) Prove that the partition in part (ii) may be chosen so that
n n
u (xi) w' (xi) (xi - xi-1) !5 u (xi) [W (xi) - V (xi-1)I + C.
i=1 i=1
(iv) Prove that for every cp E CC (a, b),
t' dx S sup 191 Var(a,b) u.

a [a,bJ
(v) Prove that the functional

--+ R
11W'dx
d
is linear and that it can be extended uniquely to a linear continuous
functional L : Co (a, b) - R, with
IILII(Co(a,b)) < Var(a,b) U.
Exercise 7.6. Let St C R be an open set. Prove that the space BV (92) is
a Banach space with the norm
IIUIIBV(n) := IIUIIL'(n) + IDuI (SZ)
Next we introduce a notion of pointwise variation that does not change

if we change the representative of a function u E L' (I).
Definition 7.7. Let f l C 1 be an open set and let u : f2 -+ 1 be a locally
integrable function. The essential variation of u is defined as
essVar u := inf {Var v : v : 0 -, R, v (x) = u (x) for ,C'-a.e. x E fZ } .
It follows from the definition that if S2 C R is an open set and u : 92 R

is a locally integrable function, then for every function v : 92 --> R that
coincides with u except on a set of Lebesgue measure zero,

essVar u = essVar v.
Theorem 7.8. Let Il c R be an open set and let u E L1(Il) . Then

essVar u < oo if and only if u belongs to BV (S2). Moreover,
I Dul (12) = essVar u.
Proof. Assume that essVar u < oo. Then for every e > 0 there exists a
representative v of u such that
Varv <essVaru+s < 00.
By Theorem 7.2, it follows that v (and hence u) belongs to BV (S2) and
I Dul (1) < Var v < essVar u + e.
Given the arbitrariness of E > 0, we conclude that I Dul (fl) < essVar u.
Conversely, assume that u E BV (Il). Then by Theorem 7.2, u admits
a right continuous representative U, which has bounded pointwise variation
and
VarU = IDul (0).
In particular,
essVar u <_ Var V = I Dul (St) .

Exercise 7.9. Let I C R be an open interval and let u E BV (I). Prove
that
n
essVarr u = sup E Iu (x;) - u (xi-1)1
i=1
where the supremum is taken over all partitions P :_ {xo,... , xn} of I such
that each xz is a Lebesgue point of u, i = 1, ... , n, n E N.
In the remainder of this section we extend some of the previous results to

functions that have only locally bounded variation. The space of functions
of locally bounded variation BV., (S2) is defined as the space of all functions
u E I.i C (fl) such that u E BV (n') for all open sets Cl' Cc Cl. Note that for
a function u E BVbc, (Cl), the distributional derivative Du may not be a finite
signed measure, but it may be defined as the difference of two nonnegative
Radon measures.
7.1. BV (12) Versus BPV (St) 221
Proposition 7.10. Let St C R be an open set and Let u E BV]", (St). Then
there exist two Radon measures µ : ,B (ft) - [0, co] and v : B (ft) - [0, co]
such that
j f cp d1.t - f cp dv
for all cp E Q' (Q).
Proof. Let ftn be an increasing sequence of open sets such that 0, cc ft

and
00
UOn=f1.
n=1
Since u E BV (ftn), there exists a finite signed Radon measure A(n)
8 (Stn) - R such that
ucp' dx = - Ion A()
L cp d
for all cp E C' (1l, ). We claim that the restriction of A(7h+1) to B (On)
coincides with A("). Indeed, since every cp E C' (SZn) can be extended to
zero outside On so that it belongs to C' for every cp E we
have
-r (p
dA(n+1) = -J 'pdA(n+1) = fnn4-1 ucp'dx
nn nn+1
f
=f ucp' dx = - cp dA(n),
n Jnn
and so
cod - A(n)) = 0.
1J
Since A(':+1) and A(n) are finite signed measures, a density argument yields
that
,pd (A('+') -A(n)) = 0
ff2.
for all cp E CC (Stn), which implies that A(n+1) restricted to B (Stn) coincides
with A(n). Thus, if cp E Cc (fl), letting n be so large that supp cp C Stn, we
may define
L (cp) :_ fscdA().
The functional L is well-defined, linear, and locally bounded. By the Riesz
representation theorem (see Theorem B.115) there exist two Radon measures
/i (St) -' [0, oo] and v : 5 (SZ) --+jcodu_/codv
[0, oo] such that
L (cp) =
for all cp E CC (2). Moreover, for every cp E CC (12),
fwP'dx= - f cp dl- J cp dy.

l n st
0
In view of Corollary 5.41 we have the following theorem.
Theorem 7.11. Let 12 C R be an open set. If u : fl -+ R has locally bounded
pointwise variation, then u has locally bounded variation. Conversely, if
u E L10C (0) has locally bounded variation, then u admits a right continuous
representative that has locally bounded pointwise variation.
Proof. The proof is very similar to the one of Theorem 7.2 and is left as an
exercise.
7.2. Sobolev Functions Versus Absolutely Continuous

Functions
In this section we introduce the notion of Sobolev functions and study their
relation to absolutely continuous functions.
Definition 7.12. Given an open set fl C R and 1 < p < oo, the Sobolev
space W 1-P (S2) is the space of all functions u r= L' (0) for which there exists
a function v E LP (S2) such that
ucp' dx = - J vcp dx
L n
for all cp E C' (S2). The function v is called the weak or distributional
derivative of u and is denoted u'.
The space IV, "P (S2) is defined as the space of all functions u E Ll 42)
such that u e W 1,P (S2') for all open sets 12' cc S2.
Note that W1"1(1) C BV (S2). Indeed, if u E W1,1 (fl), then in the
definition of BV (0), we can take the signed measure
A(E):=u'dx, EC8(12).
We will show that there is a very close relation between Sobolev functions
and absolutely continuous functions. We begin by studying the case 1 < p <
00.
Theorem 7.13. Let S2 C R be an open set, let u : S2 - R, and let 1 <_
p < oo. Then u E W" (12) if and only if it admits an absolutely continuous
representative u : f2 -+ R such that u and its classical derivative u' belong to
LP (S2). Moreover, if p > 1, then z is Holder continuous of exponent 1/p'.
7.2. Sobolev Functions Versus Absolutely Continuous Functions 223
Proof. By working on each connected component of fl, we may assume that

SZ = I, with I C R an open interval. If fA : I - R is absolutely continuous,
then by Corollary 3.37,
juip'dx= - J u dx
for all p E C1 (I). Since R E L" (I) and 2b' E 1]' (I), it follows that u' is the
weak derivative of u, and so u E W 1,P (1) -
Conversely, assume that u E W 1,P (I) and let v be its weak derivative.
Fix a Lebesgue point xo E I of u and define
(7.3) u (x) := u (xo) + dt, x E I.
o
Since v E I' (fZ), we have that v is locally integrable, and thus, by applying
Lemma 3.31 to closed intervals [a, b] C fI, we have that -a is locally absolutely
continuous, with u' (x) = v (x) for G1-a.e. x E I, and, in turn, by Corollary
3.26 we have that u is actually absolutely continuous in I. Using Corollary
3.37, we get
juc'dx= - u'cp dx = - J vV dx
J
for all cp E CC (I). Hence, we have that
(u-u)rp'dx=0
for all cp E C' (I). By Lemma 7.3 it follows that u - u is constant L1-a.e.
in I, and since xo E I is a Lebesgue point of u and u (xo) = u (xo), we have
that u = u G1-a.e. in I. This shows that u has an absolutely continuous
representative.
To prove that u. is Holder continuous of exponent 1/p', let x, y r: I, with
x < y. By Theorem 3.30,
u (x) - u (y) = v (t) dt,
and so, by Holder's inequality,

x r rx lIp
(7.4) Iu (x) - u (y)1 <- Iv (t)I dt < (x - y)1IP, Iv (t) IP dt)
v `J v
11P
< (x - y)1/P'
Jo Iv (t)1" dt)
which shows that u is Holder continuous of exponent 1/p'. 0

Corollary 7.14. Let fl C R be an open bounded set and let u : Il -> R. Then
u E W1,1 (f) if and only if it admits an absolutely continuous representative
Proof. If u : SZ - R is absolutely continuous, then by Corollary 3.9, u is

bounded, and so integrable, and u' is integrable. We are now in a position
to apply the previous theorem.
Corollary 7.15. Let tZ C R be an open bounded set, let u : 0 -' R, and
let 1 R such that its classical derivative u`
belongs to LP (Q).
Proof. Since for sets of finite measure I? (f') C L' (0), we have that
W 1,P (52) C W1,1 (Sl). Thus, the result follows from Corollary 7.14.
The next exercise gives an example of an absolutely continuous function

in L' (R) \ W1'1 (R).
Exercise 7.16. Let
1 if xE
n (n-1+2k ,n-1+2-j mEN,0<k<n,
n if xE 411-1n-1+2 nEN,0<k<n,
and let
fog (t) dt if x > O,
U(X) '_ I u (-x)
if X < 0.
(i) Prove that u is absolutely continuous.
(ii) Prove that u E L' (R).
(iii) Prove that u' E ne>o L1+-- (R) \ L' (R).
Finally, we consider the case p = oo.
Theorem 7.17. Let I C R be an open interval. Then u E Wi,00 (I) if and
only if it admits a bounded, Lipschitz continuous representative u : I - R.
Proof. If u : I -, R is Lipschitz continuous, then it is absolutely continuous,
and so, as in the proof of Theorem 7.13, we conclude that u E W1"1 (I).
Conversely, assume that u E W1,°° (I) and define the function u as in
(7.3). Since v E L00 (I), we have that v is Lipschitz continuous and locally
integrable, and thus we may proceed as in the proof of Theorem 7.13 to
conclude that u = u G1-a.e. in 1.
Exercise 7.18. Let St C R be an open set and let 1 < p < oo. Prove that
the space W' ' (St) is a Banach space with the norm
IIUIIwl.Ptn) IIUIILP() + IIT'IILP(n)
Hint: Use the Ascoli-Arzela theorem.

Exercise 7.19. Let St C R be an open set and let 1 < p < oo. Prove that
the space W 1,P (SZ) is a separable space.
Exercise 7.20. Consider the function

u(x):=xlog!, xE(0,1).
Prove that for every 0 < a < 1 the function u is Holder continuous of
exponent 0 < a < 1 but not Lipschitz. Is u absolutely continuous?
Theorem 7.21 (Poincare's inequality). Let I = (a, b) and let 1 < p < oo.
Then
fb 2 r
(7.5) J Iu (x) - uj Ip dx < (b - a) P b lu' (x) Ip dx
J
for all is r= W1,P ((a, b)), where
b
1
ur' b-aJ u(x)dx.
a
Proof. Fix is E W ',P ((a, b) ). By Corollaries 7.14 and 7.15 there exists an
absolutely continuous representative of is, u : (a, b) - R, such that u' belong
to LP ((a, b)). By Exercise 3.7 we may extend fs to [a, b] in such a way that
the extension is still absolutely continuous. Since u is continuous, by the
mean value theorem there exists xp E (a, b) such that
ra
uj= b 1 aJ ii (x) dx=u(xo).
a
By Theorem 3.30, for all x E (a, b),
u (x) - ul = u' (t) dt,

xo
and so as in (7.4),
b 1/p
I u (x) - nil < [x -X01 l/p `f I u' (t) I' dt)
jb
dx j6/'
Raising both sides to exponent p and integrating in x gives
rs
dx
J
lu' (t) Ip da
< (b - a)p lu'(t)I' dt,

P J
where we have used the fact that = p - 1. 0
Exercise 7.22. Let is E AC ((a, b)).
(i) Prove that for all x E (a, b),
l f 1
R (X) - ui = b 1 a f (s - a) u' (s) ds - f b (b - s) u' (a) ds]
LLL Ja JJJ
(ii) Prove that

4a)x
m a a ($-a) (b-8) = (b
(iii) Prove that
f b Iu (x) - uiI dx < b - a f b It/ (x) I dz.

a 2 a
(iv) Prove that the constant b-a is sharp.
We conclude this section with a weighted Poincare's inequality, which
will be used to prove Poincar6's inequality in convex domains (see Theorem
12.30).
Proposition 7.23 (Weighted Poincar4's inequality). Let g : [0, d] - [0, oo),
g 0, be increasing in [0, c] and decreasing in [c, d] for some 0 < c < d and
let 1 0 depending only on p
such that
(7.6) fiu (x) -:s(o,d) p g (x) dx < CPd& J
d a I u' (x) Ip g (x) dx
for all u E W 1-P ((0, d)), where
u(o'd) fog (x) dx f u (x) g (x) dx.
Proof. If g = 0 on some interval [0, b] (respectively, [b, d]), then all the
integrals involved reduce to integrals over [b, d] (respectively, (0, b)). Thus, we
can assume that g is strictly positive in (0, d). Also, by a scaling argument,
it is enough to prove the result for d = 1. Finally, by dividing the inequality
(7.6) by fag (x) dx, we may assume that
I
A
By Corollaries 7.14 and 7.15, without loss of generality we may assume that
Lf
u is absolutely continuous. By' Theorem 3.30 and (7.7),
u (x) - u(o,l) = u (x) - J 1u (t) g (t) dt = fo 1 [u (x) - u (t)] g (t) dt
f Jf=
0
u' (a) g (t) dsdt
= JJu'(8)9(t) d8dt - J fx
d8 dt
= fo u' (s)1 g (t) dtds -

o
f x
u' (s) J g (t) dtds,
e
where in the last equality we have used F ubini's theorem. Hence,
Iu (x) - u(o.l) I < f I u' (s) I

J
s
g (t) dtds +
1
J lu' (s) I
1
! g (t) dtds.
Raising both sides to the power p, multiplying by g (x), and integrating over
(0,1] gives
IP
Iu (x) - ZL(0,1) 9 (x) d x < f 1 ( f z Iu' (s) I 0g (t) dtds
Jo
P g
+ f 1 Jul (s) I f g (t) dtds j (x) dx
x 8
(JZ
< 2P-1 fl Jul (s) I 8 g (t) dtds I P g (x) dx
J
+ 2P-1 f 1 l J 1 Jul (s) I j 1 g (t) dtds ]Pg (x) dx
a \z S
=:Z+2Z,
where in the second inequality we have used the inequality
n P n
sail
< nP-1: ap,
i=1 i=1
where a; E R, i = 1, ... , n, which follows from the convexity of the function

f (t) :_ ItIP, t E R.
We estimate 1. If 0 C t < s < c, then by hypothesis g (t) < g (s), so for
0<x<cwehave that
/ rx
I Jo I u' (s) I
pa `P
/ g (t) dtds I < fs u' (s) I [9 (s)] p J , a 1
[g (t)] P dtds
P
(jau(8)g(8)]*
< ds IP
< f ' Iu'(s)IPg(s) ds,
where we have used Holder's inequality twice and (7.7). On the other hand,
if c < s < x < 1, then by hypothesis g (s) > g (x), and so for c < x < 1 we
have that
(LX Iu' (s) I f9(t) dtds) g (x)
_ J c I u' (s) I r g (t) dtds + J y I u' (8) I f g (t) dtds) p g (x)
< 2p-1 (J C Its' (s) I f " g (t) dtd8) P g (x) + 2p-1 (fx Iu' (8)1 ds)
g (x)
< 2p-1 (J 1 ju' (s) Ip

g (s) ds) g(x) + 2p-1 (j Iu' (s)I
Ig (8))'
ds)P
< 2p-1 r ! I,u' (8) I p

g (8) d8 J g (x) + 2"1 (j Iu' (8)lpg (8) d8
again by Holder's inequality and (7.7). Thus, for all0 < x < 1,
Joz Iu' (s) I f e g (t) dsds) g (x)
2p-1 (f I,u'
(s) I p g (s) ds) (g (x) + 1),
and, in turn, using (7.7) once more,
1 < C (p) 1 1 Iu (s)Ipg (s) ds Jol (g (x) + 1) dx

r1
= 2C (p)
l 0
I1' (8) I' g (8) ds.
A similar estimate holds for 22, thus giving the desired result for p > 1.
The proof in the case p = 1 is simpler, since there is no need to use Holder's
inequality.
Part 2
Functions of Several
Variables
Chapter 8
Absolutely Continuous
Functions and Change
of Variables
Prospective Grad Students, IV. "Can you really live comfortably
in this major metropolitan area with that stipend, or will I find
myself living out of a closet working part time as a shoe sales-
man?"
- Jorge Cham, www.phdcomics.com
In this chapter we extend some of the concepts and results of Chapter 3 to

functions of several variables, including the notion of absolute continuity,
the Lusin (N) property, and some change of variables formulas.
8.1. The Euclidean Space RI

In the remainder of this book the implicit space is the Euclidean space RN.
The elements of RN are N-tuples of real numbers x = (Si, ... , xN).1 Given
x = (x1, ... , XN) E RN and y = (yl, ... , YN) E RN, the Euclidean inner
product of x and y is the real number defined by
N
x'y xiq
ili7
i=1
iWhen there is no possibility of confusion, we will also use xl,z2, etc., to denote different
points of RN. Thus, depending on the context, z; is either a point of RN or the ith coordinate of
the point z E RN.
231
232 S. Absolutely Continuous Functions and Change of Variables
while the Euclidean norm of x is the number

N
IxI:= txz.
When working with Euclidean spaces of different dimension, we will some-
time use the notation IxI N for Ixl. We will often use the Cauchy's inequality:
Ix - V1 <_ ixl lyI

for all x, y E RN. The unit vectors
el := (1,0,...,0),
e2:= (0,1,0,...,0)
eN := (0,.. ., 0, 1)
form the standard, or canonical, orthonormal basis of RN. For each x E RN
we have
N
X = (xl, ... , XN) xiei.
W e will refer to x = (x1, ... , rN) as background coordinates. We will call lo-
cal coordinates y = (yl, ..., yN) at a point x = xo new coordinates related to
background coordinates by a rigid motion, that is, an affine transformation
of the form
(8.1) y := Lxo (x) = Rxo (x - xo) , (L0)1 (y) = xa + (R0)-1 y,
where R,,. is an orthogonal N x N matrix.
Given x = (X 1, ... , xN) E RN, for every i = 1, ... , N we denote by xs the
(N - 1)-dimensional vector obtained by removing the ith component from
x and with an abuse of notation we write
(8.2) x = (xs, xi) E RN-1 X R.
When i = N, we will also use the simpler notation
(8.3) x = (x', x v) E R'-' x R.
Given x E RN and r > 0, the open ball of center x and radius r is the
set
B(x,r):= {yERN: Ix-9!I <r},

while the open cube of center x and side length r is the set
}N RN
Q (x, r) := x + l- 2' )
i = {y E : iyi - xi, IBM is the differentiable
at some interior point xo E E° if there exists a linear transformation L
RN - RM depending on xo such that
IP (x) - 'P (xo) - L (x - xo)Int = 0.
lim
x-tx° Ix-xp1N
The linear transformation L is called the differential of 4< at xo and is
denoted d4' (xe). It may be shown that if i is differentiable at xo, then
(i) qP is continuous at xo,
(ii) 41 admits all partial derivatives
091 4< {xo + to } - (xo)
(8.4)
ax, (xo) := m
at xo,
(iii) 4< admits all directional derivatives
01Q Q (xo + ty) - (MO)
v E SN-1,
av (xo) :- l ta t
at xo,
(iv) for all v = (vl, ... , vN) E SN-,
N
av (xo) = E ax (x0) vi,

i=1
(v) for all v = (v1, ... , vN) E SN-1,
alp
dW(xo)(v).
8v (fro) =
Exercise 8.1. Construct a transformation P : RIV -p IBM that satisfies
properties (i)-(iv) at some xo r= RN but which is not differentiable at xo.
Compare the previous exercise with Exercise 11.48.
Given a set E C RN and a transformation T : E -> IBM, the gradient of
4< = ('P 1, . . . ,'L) at some interior point xo E E°, whenever it exists, is the
M x N matrix
Vi I (xo)
VIP (xo)
VTM (xo)
where V%Pi (xo) .= (1(xo),...,.(xo)),i=1,...,M. When M = N,
VW (xo) is an N x N square matrix and its determinant is called the Jacobian
234 8. Absolutely Continuous Functions and Change of Variables
of'P at xo and is denoted by JT (xo). Thus,

`
JW(xo):=detVT(xo)=detI O!'(xo)I
exi
Another common notation for the Jacobian of at xo is
('Q I, TN) (xo).
8 (xl, , XN)
For more information on differentiability of functions of several variables,
we refer the reader to the books of Bartle 1151 and Fleming [621.
8.2. Absolutely Continuous Functions of Several Variables

Before introducing the notion of absolute continuity for functions of several
variables, we begin by proving some results on differentiable transformations.
In what follows, 1 C RN is an open set, possibly unbounded.
The first result of this section, which is the analog of Corollary 3.14,
implies, in particular, that every differentiable transformation IF : tZ -p RN
has the Lusin (N) property; that is, it maps sets of 'CN-measure zero into
sets of £N-measure zero.
Proposition 8.2. Let 92 C RN be an open set and let T : fI - RN. Assume
that there exists a set E C S2 of Lebesgue measure zero such that 9 is
differentiable for all x E E. Then GN ('P (E)) = 0.
Proof. For every n, k E N let .,,,k be the set of all points x E E for which
dirt (x, 00) > and
IT (x) -'f` (v)I < k 12., - VI
for all y E fl such that [x - yI < n. Since %F is differentiable on E, it follows
that
00
E = U En,k,
n,k=1
and so it suffices to show that £N ('P (En,k)) = 0. To see this, fix n, k E N
and e > 0. Since .CN (En,k) = 0, there exists a sequence {Q (xi, ri)} of cubes
with center xi and side length ri < 2 1Nn such that
En,k C UQ(Xi,ri)
i
and
rv <6.
8.2. Absolutely Continuous Functions of Several Variables 235
If x E En,k n Q (x47 ri), then Ix - xil < riv 1Y <- 1 and, since dist (x, 8.Q) >
,, it follows that xi c 12. By the definition of E7z,k we have that
JtW (x) - W (xi)I S k Ix - xil < krivlY

for all x E E,,,k nQ (xi, ri). Thus, P (E,,,k n Q (xi, ri)) is contained in a cube
of center I& (x4) and side length kriV, and so
Lo (IF (E,,,k n Q (xi, ri))) <_ kNrNN

Summing over i, we get
Go (W (E,,,k)) < L (W (E,s,k n Q (xi, ri)))

i
< kNN 2 > rN < kNN h E.
i
Given the arbitrariness of E > 0, we obtain that GN (' (Ef,k)) = 0.
Corollary 8.3. Let i C RN be any open set and let W : ft -, RN be a
differentiable transformation. Then 'I' has the Lusin (N) property; that is,
GN (IF (E)) = 0 for every Lebesgue measurable set E C 5t with tCN (E) = 0.
Using Proposition 8.2, we can prove the following result, which extends
Lemma 3.13.
Theorem 8.4. Let it C RN be any open set and let T : SZ -f RN. Assume
that there exist a set E C 1 (not necessarily measurable) and M >_ 0 such
that IF is differentiable for all x E E and
I JW (x) I < M for all x E E.
Then
Go (IP (E)) < MLO (E).
To prove the theorem, we need some auxiliary results. The first is a

special case of the change of variables formula for multiple integrals.
Lemma 8.5. Let L : RN -> RN be an invertible linear transformation.
Then the change of variables formula
r
(8.5) u (y) dy = Ides LI J N u (L (x)) dx
holds for every Lebesgue integrable function u : RN R.

Proof. Any invertible linear transformation can be written as a composition

of linear invertible transformations of three basic types:
to (x) (8x1, x2, ... , XN),

a(x)
8ij (x) = Sij (XI,...,xi,...)xj,...,XN) := (x1,...,xj,...,xi,...,xN)
for x = (x1, x2, ... , xN) E RN and where s e R \ {0}. Since the determinant
of a composition of two invertible linear transformations is the product of
their determinants, it suffices to verify the result for these three special types
of transformations.
By Fubini's theorem and the one-dimensional change of variables
v (yl) dyl = 181 v (8x1) dx 1,

JR
which holds for all Lebesgue integrable functions v : R -i R, we have
Idet tsl I (t8 (x)) dx

RN
RI
= ISI J
f JU
RN-1JR
(Sx1) x2, ... , XN) dxldx2 ... d IN
RN.1
Ju(Y1x2i...xN)dY1dx2...dxN
= u (y) dy.
AN
Similarly, again by Fubini's theorem and the one-dimensional change of vari-
ables
v (y1) dyl = f v (xi + s) dx1,

JR R
which holds for all Lebesgue integrable functions v : R -4R and all s E R,
we have
Ju(a(x)) dx = J N_1 .1R 2(x1+x2,x2,...,XN)
Ju(Y1x2...xN)dv1dx2...dxN
RN -1 -1
= f RN
u (y) dy.
Finally,
f N
n (sij (x)) dx
= fR ... fR u(xlxj) xi, xN) dxl...dxj...dxq...dxN
= fR - - - fR U (xl, ... xi, ... , xj.... , xN) dxl ... dxi ... dxj ... dxN
u (y) dy,
=
J fN
again by Fubini's theorem. 0

Remark 8.6. By taking u = XE in (8.5), where E C RN is a Lebesgue
measurable set with finite measure, we get
LN (L (E)) = Idet LI LN (E) .
In particular, if L is a rigid motion, then Idet LI = 1, and so LN (L (E)) _

LN (E).
In the following lemma for every set F C RN and every e > 0 we use
the notation
Z. :_ {x E RN : dist (x, F) < e}.
Lemma 8.7. Let L : RN RN be a linear transformation and let F
L (Q(xo,r)), where xo E RN and r > 0. Then for every e > 0,
LN (Fir) <_ LN \Q (xo, r)) (Idet LI -I- C (N) (IILII + E)N-1 E)
Proof. Step 1: Let E C RN be a Lebesgue measurable set contained in

the intersection of a hyperplane H with a closed ball B (yo, r), where yo E E
and r > 0. We claim that for every e > 0,
2N(r+e)N-1e.
LN(Es) !5
In view of the previous remark, by applying a rigid motion, we may assume
that yo = 0 and that H = {xN = 0}. It follows that Ee is contained in the
rectangular parallelepiped R (-e - r, E + r)N-1 x (-e, e), and so
LN (Ea) C LN (E) = 2Ne (e +r) N-1
This proves the claim.

Step 2: To prove the lemma, assume first that det L = 0. In this case F is
contained in a hyperplane H. Taking yo := L (xo), for all x E Q (xo, r) we
have
IL (x) -yoI = IL(x - xo)I S IILII Ix - xol < 2 IILIIr,
and so we may apply the previous step (with s and r replaced by sr and
'C IILII r, respectively) to conclude that
N-i
E)N-i
LN (F&r) < 2Ner 2 IILII r + Er < C (N) rN (IILII +
Suppose next that det L j 0. Applying the previous lemma with u

XF, we have that
LN (F) = L"" (L (Q(xo,r))) = Idet LI LN (Q(xo,r)) = Idet LI rN,

and so it remains to show that the open set FEr\F has measure not exceeding
C (N) rN (IILII + E)N-i E. Since F is compact, for each y E FFr \ F there
exists x E OF such that Iy - xI = dist (y, F). Since OF is the image by L
of the boundary of Q (xo, r), it is enough to prove that if F' is a face of
Q (xo, r) and G := L (F'), then
+e)N-iE.
LN(GEr) <C'(N)rN(IILII
To prove this, observe that L (F') is contained in a hyperplane. Choosing
yo to be the image of the center xo of F', for all x E F' we have
IL (x) - yoI = IL (x - xo)I <- IILII Ix - xol <- 2-1 IILII r,

and so we may apply the previous step (with e and r replaced by sr and
' IILII r, respectively) to conclude that
N-i
LN (GEr) < 2Nr (er + II LII r
2
s)N-i
< C (N) LN (Q (x-o, r)) (IILII + E.

Proof of Theorem 8.4. Without loss of generality, we may assume that

,Co (E) < oo. Fix e > 0 and choose an open subset A C f such that E C A
and
(8.6) Vv (A) < Lo (E) + e.
We claim that for every xo E E there exists r 0 > 0 such that Q (xo, r) C A
and
(8.7) Lo (41 (Q(xo,r))) < (M + e) LN (Q(xor))
for all 0 < r < r,,,. Since 'I' is differentiable at xo, for every 8 > 0 there
exists rya > 0 such that for all 0 < r < rx0 we have that Q (so, rxo) C A and
I'p(x)-'p(xo)-V'I'(xo)(x-xo)I <6Ix-xo1 <dvfN-r

for all x E Q (xo, r). This inequality expresses the fact that for all 0 <
r < rxo the point 'I' (x) - 'P (xo) + VT (xo) xo of the translate -'I' (xo) +
VT (xo) xo + T (Q(xc,r)) of 'I' (Q(xc,r)) is at a distance less than WNr
from the point V t (xo) x. It follows that this translate of t (Q (xo, r)) is
contained in the set Fa#r, where F := L OTOI r)) and L : RN -> RN is
the linear transformation
L (x) := VIP (xo) x, x E ]RN.
Hence, by Lemma 8.7, for all 0 < r < rxo,
LQ ('p (Q(xo,r))) = Go (-'I' (xo) + V p (X,)) X,, +'I' (Q(xo,r)))

(8.8) < GN (F,,.....)
< LN (Q (xo, r)) (Idet LI + C (N) (IILII + 6)rr-1 b)
Since, by hypothesis,
IdetLI = Idet V'I' (xo)I = IJ'I' (xo)I < M
and IILII = IV'I' (xo)I, taking b > 0 so small that

6)N-1
C (N) (I VT (xo)I + b < s,
we have proved the claim.
Let F be the family of all closed cubes contained in A that are centered
at x E E and satisfy (8.7). By the Vitali-Besicovitch covering theorem
(see Theorem B.118) there exists a countable family {Q,,} C F of pairwise
disjoint cubes such that
Lrv E\UQ,, 0.
Let F:=E\U,LQ,,. Then
,Co (10 (E)) <Z (irs (UQn)) +Lo (ID (F)).

>L
By Proposition 8.2 we have that ,rCN ('W (F)) = 0, while by Lemma 8.7, the
fact that the cubes are disjoint and contained in A, and (8.6),
£o (u)) C E
n
Qn
n
CN
(w
.
(Q ))
: 5 (M + E) E'LN
(en)
<(M+s)RCN(A)<(M+e)('Ca
The result now follows from the arbitrariness of e > 0.
Remark 8.8. In Chapter 3 we used Lemma 3.13 to prove Corollary 3.14.
Here we do the opposite: We first prove Proposition 8.2 and then use it to
prove Theorem 8.4. Also, the proof of Theorem 8.4 is significantly more
involved than in the one-dimensional case. Note that by mimicking the one-
dimensional proof of Lemma 3.13, one can prove only the weaker conclusion
that if T is differentiable for all x E E and
IVT(x)I <M for all xEE,
then
Go (W (E)) < MLQ (E).
In what follows, it is of importance to control the Jacobian rather than the
gradient of IF.
Remark 8.9. By taking M = 0 in Theorem 8.4, it follows that if fl C P.N
is an open set, T : SZ - RN and if E C 1 is a Lebesgue measurable set on
which 11 is differentiable and JW = 0, then RCN (11 (E)) = 0. This result is
closely related to a theorem of Said [149], where a similar result is proved
for smooth functions 'P : SZ -, R1.
As a consequence of the previous theorem, we can prove that Lemma
3.16 continues to hold in RN.
Theorem 8.10 (Varberg). Let ft C RN be any open set, let 11 : S1 RN,
and let E C f2 be a Lebesgue measurable set on which T is differentiable.
Then T (E) is Lebesgue measurable and
GN
('I' (E)) <_ fE IJ'P (x) I dx.
Proof. Step 1: Assume first that E has finite measure. We first prove that
F (E) is Lebesgue measurable. Write E = E. U Eo, where E. is an F, set
and Eo is a set of Lebesgue measure zero. Then T (E) _'P (E00) U' (Eo).
By Proposition 8.2 the set IQ (Eo) has Lebesgue measure zero, and so it is
Lebesgue measurable by the completeness of the Lebesgue measure, while
by the continuity of IQ the set T (EOO) is Lebesgue measurable.
Fix e > 0 and for every k E N write
Ek:={xEE; (k-1)e<IJ'P(x)I<ks}.
Then Ek is Lebesgue measurable (why?), and so is ' (E1). By Theorem

8.4,
j(k
£N ('p (E)) < [-` jN (T (.)) keN (Ek)
- 1) eGN (E") + e ,CN (E'-)

k k
f
JE* I J1/ (x) I dx + sGN (E) = IJk (x)I dx + eCN (E)
J
and it suffices to let s - 0+.
Step 2: If E has infinite measure, for every n r= N write
E := EnB(0,n).
By the previous step applied to E. we have that IF (En) is Lebesgue mea-
surable, and so P (E) is Lebesgue measurable, since it is a countable union
of Lebesgue measurable sets. Moreover, again by the previous step,
,CN (1, (En)) < fs. IJW (x)l dx < JE IJW (x)I dx.
S ince ID (En) C 'k (E,,+1), letting n oo, it follows by Proposition B.9 that
lim GN (T (En)) = GN
n-4oo
U T (En) _ RCN ('p (E)) ,
n
and so the proof is complete.
As in the one-dimensional case, the previous theorem allows us to prove
several important results for absolutely continuous transformations.
Definition 8.11. Let St C R' be an open set. A bounded continuous
function ' : SZ -, RN is said to be absolutely continuous if for every e > 0
there exists 6 > 0 such that if Q1 i ... , Qe are cubes, with pairwise disjoint
interior contained in f? and such that
GN (Qn) < d,
then
I
E Co (W (Qn)) < e.
n=1
The next result is a partial analog of Theorem 3.12.

Theorem 8.12. Let SZ C RN be an open set and let W : fl --4 RN. Assume
the following.
(i) T is bounded and continuous on fl.

(ii) ' is differentiable CN-a.e. in fl and JT is Lebesgue integrable.
(iii) T has the (N) property; that is, it maps sets of Lebesgue measure
zero into sets of Lebesgue measure zero.
Then IQ is absolutely continuous.
Proof. Let Q1i ... , Qr be cubes with pairwise disjoint interior contained in
fl and f o r each n = 1, ... , e let En be the subset of Qn n fl where T is
differentiable. Then the set En is Lebesgue measurable, and, by Theorem
8.10, so is the set it (E.n). Moreover, using properties (ii) and (iii),
t Q e
E,CN ('p (Q, , )) < EJ
f
1JW (x)I dx
,
_ >2JCN (,p (Q , i ))
.
n=1 n=1 n=1 En
_
n=1 fQ nU Q+.
IJQ (x) I dx
n-,
Jk (x) I dx.
Since JW is Lebesgue integrable, the right-hand side can be made arbitrarily

e
small provided L CN (Qn) is sufficiently small.
n=1
Exercise 8.13. Let fl C RN be an open set and let 'P : fl - RN be bounded

and continuous on fl and differentiable for all but a countable subset of 12 and
such that J'P is Lebesgue integrable. Prove that T is absolutely continuous.
Remark 8.14. We will see later on that if the open set fl is sufficiently reg-
ular, then every function if : fl -+ RN in the Sobolev space W'P (fl; RN),
with p > N, has an absolutely continuous representative (respectively, lo-
cally absolutely continuous if fl C RN is an arbitrary open set). Another
important class of absolutely continuous functions is given by Lipschitz con-
tinuous functions' : 1-> RN.
8.3. Change of Variables for Multiple Integrals

In this section we prove a change of variables formula for multiple integrals.
The proof will make use of Brouwer's fixed point theorem [261.
Theorem 8.15 (Brouwer's fixed point theorem). Let K C RN be a non-
empty compact convex set and let IT : K -> K be a continuous transforma-
tion. Then there exists x E K such that IQ (x) = x.
The proof that we present here is due to Lax (1041 and makes use of an
interesting change of variables formula (see Theorem 8.17 below).
8.3. Change of Variables for Multiple Integrals 243
Exercise 8.16. Let W : RN RN be of class C2 and let Ml,..., MN be

the cofactors of the first row of the Jacobian matrix J9.2
(i) Prove that E can be written symbolically as
i=1
V
V",2
det
OWN
(ii) Let N = 2. Using part (i), prove that
0M1 0.412
8x1
+ ax2 = o
(iii) Let N > 2 and prove that
V'P2 N V'P2
det = E det
k=2
OWN VWN
where the subscript k means that the differential operator V in the
first row acts only on the kth row.
(iv) Prove that
V
0'Q2
det = 0
WN k
for all k = 2, ... , N and conclude that
N 8n'it
o.
Theorem 8.17 (Lax). Let W E C2 (RN; RN) be such that W is the identity
outside some sphere, say, the unit sphere:
+l; (x) = x for Jxj > 1.
2If A = (a;f)j 9=j... N is an N x N matrix, the cofactor of the entry a{j is defined by
Mr1:_(-1):+?detCj,
i,7=1,...,N,
where Cj is the (N - 1) x (N - 1) matrix obtained from A by removing the ith row and the jtb
column.
Then the following change of variables formula holds for every function u E
C'I (EN):
(8.9) jen u (y) dy = LN u (W (x)) J'P (x) dx.
Proof. We use notation (8.2). Define
(8.10) v (y) = v (y'i, yi) J-700 u (yi, t) dt, y E RN.
Then v is differentiable and by the fundamental theorem of calculus, = U.

We claim that Z
V(VOW)
VW2
(8.11) (u o T) JT = det
V'N
By the chain rule, for all x E RIV,
IV
Ov
v (v o 1Y) (x) i (W (x)) VWi (x)
= i-1
F, .
Thus, the vector V (v o 41) can be written as a linear combination of the

vectors v W 1, ... , V'F jv. The last N - 1 of these vectors are the last N - 1
rows of the matrix on the right-hand side of (8.11), and therefore these can
be subtracted from V (v o') without altering the value of the determinant
(8.11). This leaves us with
2 (V0W)VW;
b I O W) VW1
let v'P2 = let \\ 0q'2
VWN 1
= (i-oW) J'k ( noI)JW,

where in the second identity we have factored out the scalar 7g o W. Hence,
(8.11) holds.
Since u has compact support, there exists r > 0 such that u - 0 outside
the cube Q (0, r). Without loss of generality, we may take r > 2, so that
Q (0, r) contains the unit ball. Since is the identity outside the unit
sphere, it suffices to restrict the integrals in (8.9) to Q (0, r). By expanding
the determinant on the right-hand side of (8.11) according to the first row,
we get
(8.12) (uo')J = Mla(v°T)

axl
+
axN
+MNa(yo11),
where All, ... , MN are the cofactors of the first row of the Jacobian matrix
JW. By Fubini's theorem and a one-dimensional integration by parts, for
all i = 2, ... , N,
Q(OMi 8 {v o } a(voty) ,
(x) (x) dx = j r lbli (x) axe { e} dxidx;
,r) axi J( -a,2)
rr N-`
2
(8.13)
(v o') (x) aMi (x) dx
Q(O,r) (9xi
+ ( rr N_1 ri (xi, xi) (v o ) (xi dx4

2'2)
Since W is the identity on 8Q (0, r) and u - 0 outside the cube Q (0, r), for
all i=2,...,Nwe have (see 8.10)
v(W(x,± )) -v\xi'±2/ =0
N-1.
for all x; E (- 2 , Hence, (8.13) reduces to
2)
a(u 0 T) aM
(8.14) 4% (x) (x) dx = - (v o W) (x) (x) dx
Q(o,r) ) 0-Ti JQ(O,r) 8xi
for alli=2,...,N.
On the other hand, for i = 1 we have
v \ \xl' 2I11I = v r\x21}

rr f-00 u (xi, t) dt,
while
r 1l1l
v(11 (x''-2/I =v-2/ _J0o u(xi,t) dt=0, (XI,
where we have used the fact that u 0 outside Q (0, r). Since Ml (x) = 1
when IF (x) = x, again by Fubini's theorem we have that
l (X' X1) (v O `Y) (xl>xl) I "2 ,

r r
\-a 2 )
r r%
( 22 J oo u (xi, t) dt dx1 = JQ(O,r) U (X) dx,

and so (8.13) for i = 1 becomes

dx = - f rQ(O,r) (voW) 8Ml j
I
1bi18(yoT)
dx+ J udx.
Q(O,r) 8x1 8x1 Q(O,r)
Summing this identity together with the N - 1 ones in (8.14) and using the
previous exercise and (8.12) yields
N
Mya(y0T)dx
i=1 Q(O,r)
8xi
J
(O,r)
(v o T) E L-
8xi
dx + J
Q(O,r)
4
i=1
u dx.
This proves the result.

Exercise 8.18. Using mollifiers (see Appendix C) prove that the previous
theorem continues to hold if E C1 (RN; RN) is the identity outside some
sphere and u E CC (RN).
Although the transformation T in the previous theorem (and more gen-

erally in the previous exercise) is not assumed to be one-to-one or onto, it
actually turns out that 12 is onto.
Corollary 8.19. Let 11 E C' (]RN; RN) be the identity outside the unit ball.
Then 1F is onto.
Proof. Assume that there exists a point yo E RN \ %p (RN). Since 19 is

the identity outside B (0, 1), it follows that yo E B (0, 1). By the continuity
of 'P we have that the set 91 (B (0,1)) is closed, and thus we may find a
ball B (yo, ro) C B (0, 1) that does not intersect IF (B (0, 1)) (and, in turn,
T (RN) either). Let 0 < r < ro and define
if y E B (yo, r) ,
U(Y)
to otherwise.
Note that supp u C B (yo, r) , and so it does not intersect 'P (RN). Thus
u o 91 = 0. On the other hand, fRN a (y) dy > 0 and this contradicts the
previous theorem.
We now turn to the proof of Brouwer's fixed point theorem.
Proof of Theorem 8.15. Step 1: Assume that K = B (0, 1) and let
IF E C (B (0,1); RN) be the identity on the unit sphere. We claim that
T (.(o 1)) D B (0, 1). Extend W to be the identity outside B (0, 1). Us-
ing standard mollifiers, we may construct a sequence of transformations
{'P.} C C1 (RN; RN) such that Pn is the identity outside B (0, 1 + and
Wn -4 'P uniformly on compact sets. By the previous corollary (which con-
tinues to hold when the unit ball is replaced by any ball) we have that each
'Pn is onto, and so B (0,1) C'Pn (B (0,1 + n)} . Hence, for each y E B (0,1)
there is x E B (0, 1 + such that (x,) = y. Let {xnk} be a subse-
quence of {x} such that xnk - x E B (0, 1). By uniform convergence in
B (0, 2) we have that
v = T.k (xTk } 1 'f` (x)
as k --> oo. It follows that 19 (x) = y.
Step 2: Let W : B (0, 1) -t B (0,1) be a continuous transformation. Assume
by contradiction that T has no fixed point, that is, that ' (x) x for all
x E B (0, 1). Define 4P : B (0,1) -> SN-1 as follows. For each x E B (0,1)
let 41> (x) be the intersection with the sphere SN-1 of the ray from ' (x) to
x, precisely3,
-b (x):=x+F(x)(x-*(x)),
where
x (x) - I X12 + (x) - Ix1212 -I- Ix -'P (x)12
IT -'P(x)I
Then fi E C (B (0,1); RN), <D is the identity on the unit sphere, and its
image lies in SN-1. This contradicts the previous step.
Step 3: Let K = B (0, R) for some R > 0 and let 'P : B (0, R) -, B (0, R)
be a continuous transformation. To obtain a fixed point, it suffices to apply
the previous step to the resealed function
TR (x) := R9 (Rx) , x E B (0, 1).
Step 4: Let K C RN be a nonempty compact convex set and let' : K -> K

be a continuous transformation. Find R > 0 such that K C B (0, R) and
3To obtain F, we consider the line
t1Y (x) + (1 - t) z, t E R,
through the distinct points II' (x) and x and then find t E R such that
+(1-f)n12
= tt Ix - T (x)l2 + 2t (z %Y (x) - 1x12) + 1x12 .
It suffices to solve for t.

for each x E B (0, R) consider the continuous transformation

(x) :_ ' (II (x)) x E B (0, R),
where I1 : RN -+ K is the projection onto the convex set K. Note that
-P (K) C K C B (0, R), and so by the continuity of II we have that I :
B (0, R) -i B (0, R) is continuous. By the previous step there exists x E
B (0, R) such that
x=c(x)=W(II (x)).
On the other hand, since 11) (K) C K, we have that x E K, and so II (x) = x.
Thus, the previous identity reduces to x = %P (x) and the proof is completed.
17
As a corollary of Brouwer's fixed point theorem we have the following

result, which will be needed in the proof of the change of variables formula
below.
Corollary 8.20. Let T E C (B (0,1); RN) be such that
14, (x) - xI < e
for all x E SN-1, where 0 < e < 1. Then IF (B (0,1)) J B (0,1- e).
Proof. Assume by contradiction that there exists a point yo E B (0, 1 - e) 1
IF (B (0,1)). By hypothesis IW (x) I > 1 - E if x E SN-1. Thus, yo
T (SN-1), and therefore W (x) # yo for all x E B (0, 1). Define : B (0, 1) -
SN-1 by
yo-%F(x)
Iyo - W (x)I'
Then W is continuous. To reach a contradiction in view of Brouwer's fixed
point theorem, it remains to show that has no fixed points. Since
sN-1,
(0,1)) C
(B
the only possible fixed points lie on the unit sphere. On the other hand, if
xE
SN-1, then
x 4 (x) < 0. Hence, c cannot have fixed points in SN-1,
which is a contradiction and completes the proof.

We are now ready to prove the change of variables formula for multiple
integrals.
Theorem 8.21 (Change of variables for multiple integrals). Let n C 1R'
be an open set and let W : n -> RN be continuous. Assume that there exist
two Lebesgue measurable sets F, G C n on which W is differentiable and
one-to-one, respectively. If
(i) GN (SZ F) = 0,
(ii)
£N \
(W (IZ 1 F)) = 0,
(iii) LN (,p (S \ G)) = 0,
then the change of variables formula
I (E)
u (y) dy = fE u (I (x)) I J (x) I dx
holds for every Lebesgue measurable set E C f2 and for every Lebesgue mea-
surable function u : ID (E) - [-oo, oo], which is either Lebesgue integrable
or has a sign.
Proof. Step 1: We begin by showing that IV maps Lebesgue measurable

subsets of F into Lebesgue measurable sets. Let E C S l be a Lebesgue mea-
surable set. In view of property (ii) and the completeness of the Lebesgue
measure, it suffices to show that E n F is Lebesgue measurable. But this
follows from Theorem 8.10.
Step 2: For every Lebesgue measurable set E C RN define
µ(E):=CN(IF (EnFnG)).
Since CN is countably additive and IV is one-to-one on G, it follows that
µ is a Borel measure. Moreover, since IQ is continuous, it maps compact
sets into compact sets, and so µ is finite on compact sets. Thus, is is a
Radon measure. Moreover, p. is absolutely continuous with respect to the
Lebesgue measure. Indeed, if E C RN is such that CN (E) = 0, then by
Proposition 8.2 the set T (E n F n G) has Lebesgue measure zero. Thus, by
the Radon-Nilcodym theorem (see Theorem B.65) there exists a nonnegative
locally integrable function :
RN 10, ooj such that
dGN
A (E) (x) dx
= fE dLN
for all Lebesgue measurable sets E C IR'. In particular, if E C SZ is a
Lebesgue measurable set, then
T (E) =' (EnFnG) U IF (E\ F)u'P (E\G).
By (ii) and (iii) we get that
(8.15) CN(,p (E))=,CN('(EnFnG))
dx
= (E) = JE dCN (x)
for every Lebesgue measurable set E C S1.
Let now H be a Borel set in 19 (fl) with finite measure. Since ' is
continuous, the set E := W-1 (H) is Lebesgue measurable, and so by (8.15),
(8.16) 401) XH (H) dy = GN (H) = GN (q, (E))
= Jb) dx = fy XH ('I' (x)) (x) dx,

where we have used the fact that XE (x) = XH (I' (x)) for all x E 1. On
the other hand, if H is only a Lebesgue measurable set in W (12) with finite
measure, then '-1 (H) may not be Lebesgue measurable (see Exercise 3.56).
In this case find two Borel subsets B1 and B2 of (St) such that B1 C H C
B2 and
GN (Bi) = GN (H) = GN (B2) < oo
(see Proposition C.3). Then by (8.16),
dx = j XB2 OF (x)) fly (x) dx < 001

and since
XB, ('IP (x))
dG
N (x) <_ XH (Ì' (x))
dG N (x) 5 XB, ('I' (x))
dGN (x) ,
it follows that the three functions coincide Vv-a.e. In particular, the middle
function is Lebesgue measurable and we have that
(8.17) 40) XH (v) dy = fn XH ('P (x)) d N (x) dx.
Note that we do not assert here that the function XH ('P (x)) is Lebesgue
measurable, since this would imply that W-1 (H) is Lebesgue measurable.
In view of (8.17), for every Lebesgue measurable simple function s
' (fl) -, [0, oo) vanishing outside a set of finite measure, we have
fl,(ft) s (y) dy = (T
fn a
(x)) dGN (x) dx,
and Corollary B.37, together with the Lebesgue monotone convergence the-
orem, allows us to conclude that
(Y) dy = fn u (q, (x)) dCN (x) dx
fir(n) u
for every Lebesgue measurable function u : 'P (0) -+ 10, oo]. The latter
identity implies in particular that if u is integrable over T (fl), then so is
(u o F) dLN over Cl. Using this fact, we conclude that
(8-18) u (I!) dy = / u ('P (x)) (x) dx

fl M
for every integrable function u : T (Q) -- R.

To replace Sl with a Lebesgue measurable set E C fl in (8.18), we first
prove that
(8.19) W) dGN (x) = XE (x) dGN (x)
for ,CN-a.e. x E RN. To see this, let Mo be the set of all x E RN for which
the previous equality fails. Since 'I' is one-to-one in G, we have that
' (Mo) C >y (fl \ G) .
It follows by (iii) that LN (q, (A,If)) = 0. By (8.15) we have that _WA (x) = 0
for ,CN-a.e. z E Mo. Hence, (8.19) holds, and so, replacing u (y) with
u (y) XW(E) (y), (8.18) becomes
u (y) dy = U OF {x)) Xww(E) ('t (x)) JN (x) dx

L(E) J
jE u (IF (x)) dCN (x) d
for every integrable function u : J (E) - R.

Finally, to conclude the proof, it remains to show that
dGN (x) = I JT (x)I

for LN-a.e. x E fl. By the Besicovitch derivation theorem (see Theorem
B.119) there exists a Borel set M C tZ, with LN (M) = 0, such that for
every xo E f \ M,
d1l i (Q (xo, r)) _ LN ('_ (Q (xo, r))) E R,
(8.20) (x0) = lira Um
dLN r---)O+ £N (Q (xo, r)) -
r-.o+ LN (Q (xo, r))
where in the second equality we have used (8.15). Later on in the proof we
will use the fact that we can also consider balls B (xo, r) in place of cubes
Q (xo, r) in (8.20).
By Lemma 8.7 for all 8 > 0 we may find r,,,, > 0 such that
RCN ('I' (Q (xo, r)))
6)N-1 6)
< £N (Q (xo, r)) (i'i' (xo)I + C (N) (IV9 (xo)I +
for all 0 < r < rxo. Dividing by rN and letting r -> 0+, it follows that
dIA 5)N-1
< IJW (xo)I + C (N) (I VIP (xo)I + J.
dLN (xo)
Given the arbitrariness of d, we obtain that
0 < GN (.TO) < IJl (xo)I
To prove the converse inequality, it suffices to consider the case J%P (xo) # 0.
Let r,,o > 0 be so small that B (xo, rx°) C 92 and for V E B (0, rxo) define
`(y) := (VW (--o))-' ('I' (y + .TO) -'I' (xo)) .

Note that c (0) = 0. Moreover, since %P is differentiable at xo, we have that
4) is differentiable at 0 with
V (0) = (oW (xO))-n (V (xa)) = IN,

where IN is the identity matrix. Hence, for every 0 < e < 1 there exists
0 < 8 < r,o such that
I4D (ii) -yl <elyl
for all 0 < ly) < 8. Let 0 < r < 8. Then by Corollary 8.20 applied to B (0, r)
in place of B (0, 1), we obtain that (B (0, r)) 3 B (0, (1 - E) r). Hence,
(1 - e)N CN (B (xo, r)) = (1 - e)N JN (B (0, r)) < LN (4' (B (0, r)))
= IJW (xo)I-i £N (Ì' (B (xo, r))) ,
where we have used the translation invariance of the Lebesgue measure and
Lemma 8.5. This implies that
(1-e) 1JT (xo)I < GNN12 (B (xo,r)))

Nr
,C (B (xo, r))
for all 0 < r < 8. Letting r - 0+ (and using (8.20) with balls in place of
cubes), we obtain that
(1 - e)N IJ1 (xo)I < (XO)

d,CN
/4
and given the arbitrariness of e, we conclude the proof.
Remark 8.22. (i) The hypothesis that f is open may be replaced by the
hypothesis that fI is any set whose boundary has Lebesgue measure
zero. Indeed, in this case we have that LN (n \ St°) = 0, while by
(8.15) we have LN (W (11 \ fZ°)) = 0. It is now enough to apply the
theorem to W.
(ii) Note that under the hypotheses of the previous theorem we obtain,
as a by-product, that I JW I is a locally integrable function such that
JEJJT(x),dx<oo
for every Lebesgue measurable set E C ft for which CN (, (E)) <

00.
(iii) Brouwer's fixed point theorem was used in the previous proof to
guarantee the validity of Corollary 8.20. Its use can be avoided
if W : fl -r RN satisfies additional regularity conditions (see, e.g.,
[15]).
As a consequence of the previous theorem and of Proposition 8.2 we

obtain some classical changes of variables.
Corollary 8.23. Let fZ C RN be an open set and let q : SZ -' kN be
differentiable. Assume that there exists a Lebesgue measurable set F C St,
with,CN (ti \ F) = 0, on which' is one-to-one. Then the change of variables
formula
f(E) u (y) dy =
AY
fE
u (11 (x)) IJP (x)I dx
holds for every Lebesgue measurable set E C IZ and for every Lebesgue mea-
surable function u : 19 (E) -> [-oo, oo], which is either integrable or has a
sign.
We will see below that, under suitable regularity hypotheses on the open
set SZ, an important class of transformations satisfying the hypotheses of
Theorem 8.21 is given by transformations IF : f - RN belonging to the
Sobolev space W 1 ' (11; RN), p > N, and that are one-to-one except at
most on a set of Lebesgue measure zero. Another extremely useful class
of transformations is given by (locally) Lipschitz continuous functions T :
S2 - RN, which are again one-to-one except at most on a set of Lebesgue
measure zero.
Perhaps one of the most important applications of Theorem 8.21 and
Remark 8.22 is given by spherical coordinates in RN. We proceed by induc-
tion. For N = 2 we consider the standard polar coordinate system. Given
a point x = (x1, ... , xy.) E RN, let r Ixl, let 01 be the angle from the
positive x1-axis to x, precisely,
81 := cos 1 (21 } , 0<01 < ir,
r
and let (p, 02, ... , ON-1) be the spherical coordinates for xi = (r21 ... ) xN) E
RN-1, where p := IxIIN-1 = rsin01. The coordinates of x are
xl=rcosOi,
x2 = r sin 01 cos 02,
xN_1 = r sin 01 sin 02 sin ON-2 COS 8N-1

xN = r sin 01 sin 02 Sin ON-2 Sin 8N-1
This defines a coordinate system (r, 81i ... , 8N_1), which is invertible except
on a set of GN-measure zero. The Jacobian is
J'P (r, 81, ... , 8N-1) = rN-i sinN-3 02.. -sin ON-2
sinN-2
81
Example 8.24. Let u (x) = g (Ixl), where g : [r1, r2] --+ R is continuous and
0 < r1 < r2. Then
r2
9 (r) I.N-1 dr
f i <Ixl <r2
u (x) dx = AN
rl
To find fN, take g = 1. Then
Q. 1v (r2 - rN) = LN (B (0, r2)) - LN (B (0, ri)) = fN

N
where aN = GN (B (0, 1)), and so ON = NaN. It turns out that ON is the
N - 1 surface measure of SN-1 = 8B (0,1).
Chapter 9
Distributions
Prospective Grad Students, V. "Are your health-care plans af-
fordable, or will I end up going to a dentist that operates out of
a tnziler?"
-Jorge Chant, www.phdcomics.com
Throughout this chapter the implicit space is the Euclidean space RN and
1 C RN is an open set, not necessarily bounded. For a multi-index a =
(al, ... , aN) E (No)N we set
a° aikI
:= axi1 ... axN Ia l :- a1 + ... + aN,
TT
where x = (xl, ... , xN). Given two multi-indexes a = (al,... , aN) and
Q= ON), we write a <,3 if ai < $ for all i = 1,...,N.
For every nonnegative integer m E No we denote by Cm (fl) the vector
space of all functions that are continuous together with their partial deriva-
00
tives up to order m. We set C00 (fl) := nC' (St) and we define C,," (fl)
m=0
and C,,° (n) as the subspaces of Cm (fl) and C°° (Cl), respectively, consisting
of all functions that have compact support.
9.1. The Spaces DK (Cl), V (0), and V (Q)

In this section, given an open set Cl C RN, we construct a topology on
the space Cr (ft). We begin by considering the space of all functions with
support in a given compact set K C Q. In this subspace the topology
should be consistent with the natural notion of convergence, which is uniform
convergence of the functions and of all their partial derivatives of any order.
Consider an open set Cl C RN and fix a compact set K C Cl. Let DK (fl)
be the set of all functions in CC° (Cl) whose support is contained in K, that
255
256 9. Distributions
is,
V K (Sl) := {q E C C ° (Sl) : supp 0 C K}.

For each j E No define the norm II - IIKj on DK (Sl) by
I I J'
where the supremum is taken over all x E K and all multi-indices a with
j al < j. By Theorem A.25, the family of norms { II-IIK, }3 turns DK (fl)
into a locally convex space and a base for the topology rK is given by all
sets of the form
EDK(S1):IIOIIKj,< 1,..., II0IIKjk(0)<ek}

where ji, .. , jk E No and el,... , ek E N, k E N. Taking
j:= max{j1,...,jk}, t:= max{t1,...,ek},
it follows that
r
(9.1) VK,;,t E DK (S2) : II4IIKj <
c E DK (C) ; 11011 Kj, < 1, ... , II OII K,;k (0) < ek } ,
and so it suffices to consider as a local base for the topology rK the family
of sets VK,J,1, where j E No and £ E N.
Exercise 9.1. Let 0 C RN be an open set and let K C Sl be a compact
set. Define
(9.2) dK (0,0) := m 0, E DK (l) .

2a 1 lIKa.,
(i) Prove that dK is a metric.
(ii) Prove that the topology TK is determined by the metric dK.
(iii) Prove that DK (El) is complete.
To construct a topology on CC° (El), let Bo be the collection of all convex,

balanced' sets U C C°° (fl) such that
(9.3) U n DK (Sl) E TK
for every compact set K C E.
'We recall that a subset E of a vector space X is balanced if tx E E for all x E E and
t E [-1,1].
9.1. The Spaces DK (f2), D (0), and D' (fl) 257
Theorem 9.2. Let 0 C RN be an open set. The family

B:={4)+V:
is a base for a locally convex Hattsdorf topology r on C,,' (f2) that turns
C°° (ft) into a topological vector space.
Proof. Step 1: We first prove that Bo is nonempty. Indeed, for every

j E No and .£ E N define the norms
(9.4) sup
I1 11
la (x) 11
where the supremum is taken over all x E fZ and all multi-indices a with
Ial < j, and
(9.5) Vj.t0ECf (1k):110II3<
ll
Then
(9.6) Vj,t fl DK (12) E VK (n)IIOIIK,j < = VKj,I E TK
Q1
by (9.1), and so Vjt belongs to Bo.
Step 2: To prove that B is a base for a topology, it suffices to verify the
following two conditions:
(i) for every 0 E C°° (f2) there exists U E B such that 0 E U;
(ii) for every U1, U2 E B, with Ui fl U2 # 0, and for every 0 E U1 fl U2
there exists U3 E B such that 0 E U3 and u3 C U1 fl u2.
To prove (i), let 0 E C,,° (f2). Fix j E No and I E N and consider the set
Vj,1 defined in the previous step. Then Vjt E Bo, and so U :_ 0 + Vj,j E B.
To verify property (ii), let 01, 02 E C:°° (fl) and V1, V2 E Bp be such that
(01+Vi)n(¢2+V2)0 0
and fix 0 E (4)i + Vi) n (4)2 + V2). Since the supports of 01, 4)2i and 0 are
compact sets contained in 52, we may find a compact set K C 12 such that
K D supp ¢1 U supp 02 U supp 4).
Note that if (¢ - Oj) (x) 0 for some x E 12 and for some i E {1,2},
then necessarily x E supp Oi U supp ¢, and so ¢ - ¢i E DK (f2), i = 1, 2.
Since 0 - 4j E vi fl DK (fl) E 1 K, i = 1, 2, using the continuity of scalar
multiplication in VK (f2), we may find 0 E (0, 1) such that
4)-4) E (1-B)(V=fVK(ft))C(1-8)Vj
for i = 1, 2. By the convexity of the sets Vi we have that
0-Oi+9ViC(1-0)V +Ovi=Vi
for i = 1, 2, so that
o+B(V1f1V2) C (o1+vi)n(02+V2)
Thus, B is a base for a topology r given by all unions of members of B.
Step 3: Next we show that (C'° (S2) , T) is a topological vector space.
To prove the continuity of scalar multiplication at a point (to, 00) E
R x C,,° (S2), consider an (open) neighborhood U E T of to0o. Since B is a
base for the topology, we may find V E Bo such that to0o + V C U. Let
K := supp 00. Then 00 E DK (1) and since V fl DK (II) E TK, by the
continuity of scalar multiplication in VK (il) we may find b > 0 so small
that
600 E 2 (V nVK (ft)) C 2V.
Let
8:=
2(Itol+8)-
Then for every It - tol < b and ¢ E 00 + sV we have that
tai-tooo=t(0-0o)+(t-to)0oEtsV+2VC2V+2V=V,
where we have used the fact that V is convex and balanced. Hence, to r=
toOo + V C U for every It - t01 < b and every ¢ E Oo + sV, which proves
continuity of scalar multiplication at the point (to, Oo).
To prove the continuity of addition at a point (101, 02) E (SZ) X
CC° (St), consider a neighborhood U E T of 01 + 02. Since B is a base for the
topology, we may find V E B0 such that 01 + 02 + V C U. The convexity of
V E Bo implies that
ì1 + 2V) + (02 + 2V) = (¢1 +02)+ V.

By (9.3) for every compact set K C St we have that V fl DK (SZ) E TK, and
since the topology TK turns DK (f?) into a topological vector space, it also
follows that 71V fl DK (f) E TK. Thus, 1V E Bo and, in turn, fil + IV,
02+zVEB.
Step 4: Finally, to prove that (C,,'° (11) , T) is a Hausdorff topological vector
space, it suffices to show that singletons are closed. Let 01, 02 E Cc° (St) be
two distinct elements and define
V E 0C° ()) : sup 10 (X) I < sup 101 (x) - 02 (X) I I .

XEf xEn
In view of (9.5) the set V belongs to Bo and 01 0 ¢2 + V. Hence, toll is
closed and the proof is completed. 0
9.1. The Spaces DK (S2), D (0), and D' (fl) 259
The space C,,' (f') endowed with the topology T is denoted V (a) and
its elements are called testing functions.
A natural question is why we define T in such a convoluted way, instead
of directly considering the locally convex topology generated by the family
of norms (11-i11} defined in (9.4). The problem is that this topology
)EN0
would not be complete.
Exercise 9.3. Take N = 1, SZ = R, and consider a function ¢ E C°° (R)
with support in [0, 1] such that 0 > 0 in (0, 1). Prove that the sequence
(x)(x-1)+10(x-2)+---+1O(x-n), XER,
is a Cauchy sequence in the topology generated by the family of norms
{II-ii;} jENdefined in (9.4), but its limit does not have compact support,
0
and so it does not belong to C°° (R).
Exercise 9.4. Let S2 C RN be an open set. Let {K,b},SEN. C fl be an
increasing sequence of compact sets, with KO := 0, such that
dist (K., 8Kn+1) > 0
and
00
UKn=SZ.
n=1
Given two sequences m := {?7tn}nE1qO C No and a :_ C (0, oo),
with Mn - oo and an -+ 0, for every 0 E V (St) define
pm,a (01 := u
Esup
1 E I E(x)
n xs Kn an
(i) Prove that pm,a is a seminorm.

(ii) Prove that the family of seminorms {pn,,a}me, where m and a vary
among all sequences as above, generates the topology r defined in
Theorem 9.2.
We now show that the topology r, when restricted to DK (S2), for some
compact set K C fl, does not produce more open sets than the ones in TK.
Theorem 9.5. Let S1 C RK be an open set. Then for every compact set
K C f the topology TK coincides with the relative topology of DK (St) as a
subset of D (S2).
Proof. Fix a compact set K C Sl and let U E r. We claim that u fl DK (SZ)

belongs to TK. To see this, it suffices to consider the case in which Uf1DK (fl)
is nonempty. Let 0 E UfVK (fl). Since B is a base for T, there exists V E Bo

such that 0 + V C U. Hence,
o+ (v n VK (Sl)) c U n VK (n).
Since 0 E DK (Q) and VnVK (fl) E rK, we have that #+(V n DK (a)) E TK.
This shows that every point of U n VK (11) is an interior point with respect
to rK, and so U n DK (12) E TK.
Conversely, let U E rK. We claim that
(9.7) U = V n DK (f2)
for some V E T. Since the family of sets VK,j,r, where j E No and £ E N,

is a local base for the topology TIC (see (9.1)), for every ¢ E U we may find
ji E No and to E N such that
0 + VK,am.I C U.
Let V3,,,[,, be defined as in (9.5). By Step 1 of the proof of Theorem 9.2,
(o + n DK (11) = q + VKi,,e,, CU
and 0 + Vj.,,ld E B. In turn, the set
V := U (0+Vioto)
OEu
belongs to r and (9.7) holds. 0

Exercise 9.6. Let Il c RN be an open set. Prove that for every xo E fl,
for every compact set K C fl, and for every r > 0, the set
U := {0 E DK (S2) (xo) I < r}
is open with respect to TK.
Next we study topologically bounded sets in D (fl) (see Definition A.18).

The following result will be used to study convergence with respect to the
topology r.
Theorem 9.7. Let fl c RN be an open set and let W C V (fl) be a topo-
logically bounded set. Then there exists a compact set K C fl such that
W C VK (11). Moreover, for every j E No there exists a constant Mj > 0
such that
II0IIj<_M,
forall0EW.
9.1. The Spaces VK (Sl), V (fl), and D' (fl) 261
Proof. Assume by contradiction that W is not contained in VK (fl) for any

compact set K C Q. Let {Kn} C fl be an increasing sequence of compact
sets such that dist (K,,, 3K,+1) > 0 and
00
UKn=SI.
n=1
Then for each n E N we may find a function On E W and a point xn E
..+l \ Kn such(( that On (x,) # 0. Define
U:_ ED (Q): I0(xn)I < 1 Ion(xn)I for all nEN }.

ll n
Since each compact set K C fl contains only finitely many x,,, by the pre-
vious exercise we have that U n DK (fl) E TK, and so U E T. Using the
fact that the set W is topologically bounded, we may find t > 0 such that
W C W. Consider an integer n > t. Then 0. (xn) 0 and
t Ian(xn)I n lon(xn)I,
which implies that On V U, or, equivalently, that W, which is a

i that W C DK (Sl) for some compact set K C Sl.
contradiction. This shows
To prove the final part of the statement, note that by Theorem 9.5 the
set W = W n DK (fl) is bounded with respect to the topology TK, and so,
by Corollary A.26, for each j E No the set
{0E W}
is bounded in R.
We are now ready to characterize convergence with respect to the topol-

ogy T and to prove the completeness of D (Cl) (recall Exercise 9.3).
Theorem 9.8. Let Cl C R IV be an open set. Then the space D(fl) is com-
plete. Moreover, a sequence {4,j C V (Cl) convetges to E D (Cl) with
respect to r if and only if
(i) there exists a compact set K C Cl such that the support of every 0.
is contained in K,
a
0" 19 0 uniformly on K for every multi-index a.
'. 8xa
(ii) lim
= 8X=
Proof. Let Jon I C V (Cl) be a Cauchy sequence. By Proposition A.20, the
set {4 : n E N} is topologically bounded. Hence, we may apply Theorem
9.7 to find a compact set K C Sl such that {0n : n E N} C DK (Cl). In turn,
by Theorem 9.5, we have that {din} is a Cauchy sequence in DK (fl). Hence,

for all integers j E No and Q E N there exists an integer tT E N such that
1
on - O,, E VK,7,1 = E DK (f2) :
10 e
for all k, n > n; that is, for every multi-index a, with Ial < j, we have that
<
sup
.EK ax (x) - axa (x)
a
This implies that is a Cauchy sequence in the space of continuous
j axn
bounded functions, and so it converges uniformly in fl to a function iba
with support in K. In particular, taking a = 0, we have that (bn converges
uniformly in fZ to a function 9yo with support in K and 8x = lka for
every multi-index co, with lal < j (why?). Given the arbitrariness of j e No,
we conclude that ''o E DK (fZ) and that the sequence {fin} converges to
'/'o E V (f2) with respect to r.
Thus, D (f1) is complete.
Exercise 9.9. Let fl C RN be an open set.
(i) Prove that for every compact K C ft, the space DK (f2) is closed
and has empty interior in D (f2).
(ii) Prove that 1) (fl) is not metrizable.
In the previous exercise we have proved that V (fl) is not a metrizable
space. Despite this fact, we can still prove that linear functionals defined
on D (f2) are continuous if and only if they are sequentially continuous.
Precisely, the following result holds.
Theorem 9.10. Let ft C RN be an open set and let T : D (f2) --+ R be
linear. Then the following properties are equivalent:
(i) T is continuous.
(ii) T is bounded.
(iii) If {On} C D (fl) converges to 0 E V (fl) with respect to r, then
T to DK (fl) is continuous for every compact set

KCS2.
(v) For every compact set K C S2 there exist an integer j E No and a
constant CK > 0 such that
(9.8) IT (0) 1 CK IIOIIKJ
9.1. The Spaces DK (St), V (11), and D' (ft) 263
foraU0EVK(f?).
Proof. (i)=(ii) If T is continuous, then T is bounded by Theorem A.29.
Assume that T is bounded and let {q,,} C V (f') converge to
E V (12) with respect to r. Since D (St) is a topological vector space, by
replacing {¢n} with {0n - 0}, without loss of generality, we may assume
that {on} converges to 0 with respect to r. By Proposition A.20, the set
{0n : n E N} is topologically bounded. Since T is bounded, it follows that
the set IT (On) : n E N} is bounded.
By Theorem 9.8 there is a compact set K C Cl such that dDK (¢n, 0) - 0
as n - oo. Since VK (Cl) is metrizable, it follows by Theorem A.29 that
T (on) -- 0.
(iii)=(iv) Fix a compact set K C Cl and assume that {0n} c DK (Cl) is
such that dDK (0n, 0) -* 0 as n - oo. By Theorem 9.8 we have that {0n}
converges to 0 with respect to T. Hence, by property (iii),
lim
n-.oo
T(4 )=0.
Using Theorem A.29 once more, we get that the restriction of T to DK (Cl)
is continuous.
For every e > 0 and for every compact set K C Cl the restriction
of T to VK (Cl) is continuous at zero, and so
T-1((-e, e)) n VK (fl) E TK.
Hence, T'1 ((-6, e)) E r, which shows that T is continuous at zero and, by
linearity, everywhere.
(iv)q(v) Assume that (iv) holds and fix a compact set K C Cl. Since
T restricted to VK (Cl) is continuous at the origin, given E = 1 there exist
j E Na and I E N such that VKj,e C T-1 ((-1, 1)), that is,
IT(O)I<1
for all 0 E DK (Cl) with II#IIKj < I If 0 E VK (Cl) and 0 54 0, then
II 0II K.j 0 and
1 1
2e II0IIKj Kj 71
By the linearity of T it follows that

IT(O)I <2eII0IIA,
which gives (iv). Conversely, if (v) holds, then by taking a sufficiently large,
we have that IT(O)I < e for all E VKJ,I, which shows continuity of T
restricted to DK (Cl).
The dual of V (S2) is denoted D' (S2) and its elements are called distribu-
tions. We often use the duality notation (T, 0) to denote T (¢). The space
D' (S2) is given the weak star topology, so that a sequence {T.} C D' (S2)
converges to T E D' (1) if T,s (0) -. T (0) for every 0 E D (f2). In this case
we say that {T.j converges to T in the sense of distributions.
Exercise 9.11. Let SZ C RN be an open set and let T E V'(12).
(i) Prove that if 0,,0 E C00 (12), then for every multi-index fl the Leib-
nitz formula
8a (f) = e1-Q0 err
8x01 c°QOxa- Oxa
holds for some cap E R.

(ii) Prove that if ii E C°° (s2), then the linear functional OT : V (S2)
IR, defined by
(OT) (0) := T (,y4)) , 0 E D (11) ,
is a distribution.
9.2. Order of a Distribution

In this section we define the order of a distribution. We begin by observing
that the integer j E No in (9.8) may change with the compact set K C S2.
If the same integer will do for all compact sets K C 0, then the smallest
integer j E No for which (9.8) holds for all compact sets K C S2 is called the
order of the distribution T. If no such integer exists, then the distribution
T is said to have infinite order.
Example 9.12. Let 12 C RN be an open set.
(i) Let A be a signed Radon measure on ft. The functional
Ta (0) := f4)dA
is a distribution of order zero.
(ii) Fix xo E 0. The functional &, defined by 6. (4)) = 4) (xo), 4 E
V (0), is a distribution and is called the delta Dirac with mass at
x0. The distribution 8ro has order zero.
(iii) Let u E Li (52). The functional
T. (0) := f 4) (x) u (x) dx, 0 E D (1l) ,
is a distribution of order zero.

9.2. Order of a Distribution 265
Actually, it turns out that all distributions of order zero may be identified
with measures.
Theorem 9.13. Let 11 C RN be an open set and let T E D' (& ).
(i) If T is positive, that is, if T (0) > 0 for all nonnegative functions
0 E V (fl), then there exists a unique Radon measure µ : 13 (f2) ->
[0, oo] such that
r
T (0) = J 0dµ for all 0 E D (1l) .
s2
(ii) If T has order zero, then there exist two Radon measure 14,111
B (1) - [0, ool such that
r
T(0) = 0dµ1 - 0 dµ2 for all q E D (Q) .
Jif Jsa
Proof. (i) We claim that T has order zero. Fix a compact set K C f1 and
find an open set 01 such that
KC01CC11.
Construct a smooth cut-off function c E C°O (f) such that co - 1 on K,
supp cp C SZl, and 0 < Sp < 1 (see Exercise C.22). In particular, Sp E D (SZ).
Since 9 1 on K and rp > 0, for every 0 E DK (Il) we have that
10 W1 <- 11011 K,0 (P (x)
for all x E fl, and so
r(IIOIIK,oV-0) >>_0, T(0+II0IIK,oSp) ?0;
that is, by the linearity of T,
IT(0)I <- II0IIx,oT(W) for all 0 E DK(a),
which shows that T has order zero.
Let (Oil C fi be an increasing sequence of bounded open sets such that
ni CC tli+i and
o°
U SZ, = SZ.
i=1
We start by showing that for every fixed i E N the distribution T can be
extended in a unique way as a linear continuous map on CJ (Q1). Since
K1 := SZ, is a compact set contained in n and T has order zero, by what we
just proved there exists a constant C; > 0 such that
(9.9) IT (0)1 5 CGII0IIKi,o
for all 0 E DK; (0). If 0 E C, (Sts), then dist (supp 0, c( 1) > 0, and thus if
we consider 0n := gyp, *0, where cp are standard mollifiers (with a := 1) and
n n
n < dist (supp gyp, 8Sti), we have that {4,,a} C DK, (f2) and uniformly
on Ki. It follows by (9.9) that
IT(4,n.-41)1 !5 Cz110. -01IIK,,a--+ o
as 1, n -* oo. Hence, IT (4,,a)} is a Cauchy sequence, and therefore it con-
verges to a limit that we denote by T, (0). Moreover, if 4, > 0, then 0, > 0
also, and so Ti (0) > 0. Note that, again by (9.9), Ti (0) is independent of
the choice of the approximating sequence {4,,a}.
By the linearity of T it follows that Ti : CC (a,) - R is linear and
positive, while by (9.9) we have that
IT (0)I 5 Ci II4I1c,A)
for all 0 E C, (St,). Since Il, C St,+i, it follows that
T,+i (4') = T, (¢) for all 4' E CC (Sti) .
Thus {T,} defines a unique linear positive extension of T to the union of

all CC (SZi), which coincides with CC (0). The result now follows from the
Riesz representation theorem in CC (C') for positive linear functionals (see
Theorem B.115).
(ii) The second part of the proof of (i) continues to hold in this case. By
(9.9) and the fact that {(l,} covers St, we have that the extended functional
is locally bounded, and so the result now follows from the Riesz representa-
tion theorem in Cc (12) for locally bounded linear functionals (see Theorem
B.115). 0
9.3. Derivatives of Distributions and Distributions as
Derivatives
We now define the notion of a derivative of a distribution.
Definition 9.14. Let St C RN be an open set and let T E D' (S2). Given a
multi-index a, we define the ath derivative of T as
a
8z:a
(4,) = (-1)IaIT 0 E D(1Z).
For j E N the symbol D'T stands for the collection of all ath distributional
derivatives of T with I a I = j.
Remark 9.15. It can be verified that is still a distribution. Indeed, let
K C 12 be a compact set. By Theorem 9.10 there exist an integer j E No
and a constant CK > 0 such that
IT (0)1<-CKI10IIK,j
9.3. Derivatives of Distributions and Distributions as Derivatives 267
for all E VK (1Z). It follows that
la (O)I= IT(210-)I :SCKII

810'-IIKj `CKIIOIIK'j+j.j
for all E DK (fr), which shows that s E 1Y (St), again by Theorem 9.10.
In particular, if u E L1oc (Il) and a is a multi-index, then the ath weak,

or di8tributional, derivative of u is the distribution j''.
Example 9.16. Let SZ C RN be an open set and let u E Lj (0). The
Laplacian of u in the sense of distribution is the distribution
TAu :=
N a2Tu
a2x.
4
that is,
2
T
N 9}
axi
2 z s`
axs- l
d=1 i=1
N 2
dx
= i=1 s. uaxx, dx -
for all E D (St). So a function u E L10C (Q) is subharm.onic if "Au > 0",
that is,
Tau(0)=J uI4dx>0
for all 0 E V (Cl) with 0 > 0. By Theorem 9.13 there exists a unique
(positive) Radon measure µ : B (Cl) - [0, oo] such that
TDu (0) = in uA4 dx = 0 dµ for all E D (S2)

Jn
Thus, with an abuse of notation, we may write Au = ia.
Similarly, for U E Lic (Cl; RN) one can define the divergence of u in the
sense of distributions.
Definition 9.17. Let Cl C R v be an open set, let u E Li (Cl), and let a
be a multi-index. If there exists a function va E L je (Cl) such that
a
a u(0) for all 0ED(Cl),
then vQ is called the ath weak, or distributional, derivative of Tu. We write
8 .= Va.
Thus, a function va E Li°C (Q) is the nth weak derivative of u r= Ll (12)

if
F
(9.10) Ovcdx = (-1)I"I In uLO- dx
in
for all 0 E C'° (SZ).
Exercise 9.18. Let u : R -i R be defined as follows:
cos x if -7r <x <0,
u(x):= -
7r
if 0 <x <1r,
0 otherwise.
(i) Calculate the derivative of u in the sense of distributions and find
its order.
(ii) Let v be the restriction of u in the interval (-ir, 7r). Calculate
the first and second derivative of v in the sense of distributions in
(-7r, 7r) and find their orders.
(iii) Let w : l[8 -p R be differentiable in R \ {a} and assume that there
exist
lim w (x) E R, Jim w (x) E R.
z"a- x-"a+
Calculate the derivative of w in the sense of distributions. What can
you say about its order? Under what conditions can you conclude
that it has order zero?
Exercise 9.19. Assume that u E L' ((-oo, 6) U (6, oo)) for every 6 > 0 and
define the principal value integral
00 00
PV foo u (x) dx lim J u (x) dx + u (x) dxa-4o+
s
whenever it exists. For 0 E D (R) define
00
T (0) := ¢ (x) log IxI dx.
-CO
Prove that
r p
T' PV 0 0 (x) - dx,
00 T" (4) = - PV J 0 0 (x)
00 Z 0 (0) dx.
J
Exercise 9.20. Let fl C RN be an open set and let {Tn.} C D' (Sl) be such
that the limit
T (4) slim T.
#CO
exists in R for every 0 E D (fl).

(i) Prove that T E D' (Il).
(ii) Prove that for every multi-index a and for every E V (a),
In the next few theorems we characterize distributions as weak deriva-

tives of continuous functions.
Theorem 9.21. Let Q C RN be an open set and let T E D' (n). Then for
every compact set K C St theme exist a continuous function u : SZ - R and
a multi-index a such that
T j uaLO dx
lyy 8xa
forall0EDK(Q).
Proof. In what follows, we use the notation (E.2) in Appendix E. Without
loss of generality we may assume that K C Q 10,1]N. By the mean value
theorem, for every zfi E DQ (RN), for all i = 1, ..., N, and for all x E Q we
have
(9.11) Ivy (x)l = lip (x;, xi) -'(°)I
= 8Lo (x;, t) (xi - 0) Q 18 I .
For x r= Q set x
Q(x).={yEQ:0<_y4<_xi,i=1,...,N}.
Then for vy E DQ (RN) and x E Q we have
X1 alp
10 X2 0 (Yl, x2, ... , XN) dy1
8x1
r
JJJJffoxl
(t11, x2, ..., xN) dy1
8x1 y2 a2
r f
JO xi (yl, 0, x3, ... ) XN) + ! 8x18x2
(y1) X12, x3, ... , X N) dy2dy1
JXIL Jo
0 /fp
J O2 (y1, y2, x3, ... , XN) dy2dyl

8x (y) dy,
Xa
0 8x18x2 Q(X)
where fl := (1, ... 1), and so

a
(9.12) (x) = a 8xR' (y) dy
4(m)
for allxEQ.
Fix an integer j E No (to be determined later) and let a be a multi-index

with Jal < j. By repeated applications of (9.11) we obtain that
to+i lp1)A
( 9.13 ) maxi <max
axa I-
I
Q gxjp
<
I- f Q
a
dx{1+
TP
dy,
where j)3 = (j, .. , j) and where in the last inequality we have used (9.12).
By (9.12) the linear operator
D-6: DK P) DK (M
H aim
ax
is one-to-one, and hence so is the linear operator
L := D'1O : DK (1k) -t DK (f2)
aU+i),s0
8x(j+i)0
since
Dip= DIO
j times
Let Y := L (VK (fl)) and define the linear functional Tl : Y -> R as follows.
Given 0 E Y, there exists a unique 0 E DK (fl) such that
8u+i),so
Define
Ti('5):=T(O)
Since T E D' (11), by Theorem 9.10 there exist an integer j E No and a
constant CK > 0 such that for all 0 E VK (S2),
IT (0)I !5 CK II0IIK,j <_ CK fK dx,

exU+1)P
where in the last inequality we have used (9.13). It follows from the definition
of Tl that
IT1(b)I C CK L I-0I dxx
for all /i E Y, and thus we may apply the Hahn-Banach theorem (see
Theorem A.30) to extend Tl as a continuous linear functional defined in
L' (K). By the Riesz representation theorem in L' (K) (see Theorem B.95)
there exists a function v E L00 (K) such that
Ti (10 = jK uo dx
for all -i E L' (K). In particular, if 0 E DK (12), then

aU+000
T Tl dx.
(OX0+00) = JK V axU+1)O
Extend v by zero outside K and define
u (x) l ... 1 ON v (11) dyN ... dyl
J 00 f o0
Then u is continuous and by integrating by parts N times we have that for
all 0 E DK (a),
T N
(-1)
f
a(j+2)/3
dx.
.1 K
u gX(i+2)9
To complete the proof, we may define a := (j + 2)13 and, if needed, replace
u with -u.
If T has compact support, then the previous local result becomes global.
Definition 9.22 (Support of a distribution). Let 12 C RN be an open set
and let T E D' (12). If 12' C 0 is open, then we write that T = 0 in 12'
if T (0) = 0 for all 0 E D (S2'). The support of T is the complement of U
relative to fl, where U is the union of all open subsets 12' C S2 in which
T=O.
The support of T will be written as supp T.
Exercise 9.23. Let 12 C RN be an open set and let T E D' (12). Show that
a =0
T = 0 in the (possibly empty) open set 12 \ supp T. Prove also that TJF
in 12 \ suppT for every multi-index a.
We now prove a global version of Theorem 9.21 for distributions with
compact support.
Theorem 9.24. Let 12 C RN be an open set and let T E D' (12) be such that
supp T is a compact set of 12. Then
(i) there exist an integer j E No and a constant 0 > 0 such that
IT(0)1 <C110II;
for all 0 E V (12) (in particular, T has finite order t:5 j),
(ii) if U is an open set, with suppT C U C 12, then for each multi-
index a, with a < 3 := (,Q + 2, ... , 2 + 2), there exists a function
vQ E C (11), with supp ve C U, such that
iT Lo dx
T (4) _ a<A
axe (0) =
a
(-1) 10" i r 'aaxe
n
for all 0 E D (12).
Proof. (i) Consider an open set U, with supp T C U CC S2, and (see
Exercise C.22) construct a function 0 E D(St) such that 0 = 1 on U. Let
K := supp . We claim that ?PT = T. Indeed, if E D (cl), then since
z/1 = 1 on U, we have that 0 - = 0 on U, and so
supp (o - ''O) fl supp T = 0,
which implies that
T(0-tPO)=0,
or, equivalently,
T (4)) = T ( 4)) _ (')T) (0) .
Hence, the claim holds.
Since T E D` (cl), by Theorem 9.10 there exist an integer j E No and a
constant CK > 0 such that
IT (0)15 CK II0IIKj
for all 0 E DK (Il). On the other hand, if 0 E D (Il), then z'¢ E DK A,
and so, since OT = T,
IT (0)1 = IT(OO)I < CK IIt4)IIK,J
By the Leibnitz formula (see Exercise 9.11), II7P0II K j 5 C.'O II4II KJ) and so
IT (4))I <- CKC, II0IIKJ
which shows part (i).
(ii) Consider an open set A, with supp T C A CC U. By Theorem 9.21
with A in place of K there exists a continuous function u : f2 - R such that
T1)IPI j44dT
f o r all 0 E D A (n), where Q( t+2 , . . . , 1+2 ) . Consider an open set V,
with supp T C V CC A, and as in (i) construct a function ifi E V (S2) such
that iG = 1 on V and K := supp,0 C A. Then, by (i), for all 4)E D (1l) we
have that 00 E DA (0) and
T (4)) = T (-1)101 f u(9ON) dx

uaQ-a0 8-
_ ca,s dx
fn 8X$-a axa '
and so it suffices to take

va caQ
(-1)119-aI
ax.a-a
This concludes the proof. O

Finally, using partitions of unity, we have a similar representation for

every distribution.
Theorem 9.25. Let fl C 1[SN be an open set and let T E Di (S2). Then for
each multi-index a there exists a function va E C (S2) such that
(i) each compact set K C f2 intersects the supports of finitely many
Va,
(ii) for all 0 E V (f2)
,,, / 1N 0 T 11\ 1 Y IIQI
vQ ax.
a a Q axe
If T has finite order, then only finitely many vQ different from zero are
needed.
Proof. (i) Let S be a countable dense set in S2, e.g., S :_ {x e QN fl 0),

and consider the countable family F of open cubes
.F:={Q(x,r): rEQ,0<r<1,xES,Q(x,r)CSt}.
Since F is countable, we may write F = {Q (x., rn) By the density of
S and of the rational numbers we have that
00
S2 =
U Q(xn,r2n).
N ote that every compact set K C Q intersects only finitely many cubes
Q (xn, rn). For each n E N construct a function ¢n E D (1) such that
(b = 1 on Q (x.,1.) and supp On C Q (xn, Use this family to construct
a partition of unity {rJin} C D (fl) with supp 7yn C Q (x., rn) for each n E N
(see the proof of Theorem C.21). For each n E N the distribution ipnT has
support contained in Q (x,,, rn), and so it has finite order in. Hence, by the
previous theorem we may find finitely many functions {vE} C C (0), with
a < fl. + 2, ... , Qn + 2), with supp vin) C Q (xn, rn), such that
'qXa
for all , E V (ft). For every multi-index a for which a < pn fails define
v,(,n) :- 0. Thus,
1) 1`1 ( van) L o- dx
a J
forall0ED(fl).
Hence, for every multi-index a we may define

00
.=
V
n=1
Since each compact set intersects the support of only finitely many v&n), the
function va is continuous and (i) holds.
To prove (ii), let 0 E D (SZ). Since is a partition of unity, we have
that 00
=T, V)n0,
n-I
where the sum is actually finite since 0 has compact support. Since the sum
is finite and T is linear, we have that
00
T (cb) _ >2 T ( 00 n'1') (-1)1°I J fan)8xa dx

n=1 n=1 n=1 a
a
E
J 00 a 8xa
:a=1 a
Lo-
8xo
(.
This shows (ii).
Finally, if T has finite order $, then -O.T has finite order R. < Q, and so
it suffices to consider only multi-indices a < ,l3 := (f + 2, ... , e + 2).
Exercise 9.26. Let f2 C RN be an open set. Prove that every continu-
ous linear functional on C00 (1l) is of the form f H T (f), where T is a
distribution with compact support.
Exercise 9.27. Let 1 = (a1, bl) x ... x (aN, bN).
(i) Prove that 0 E V (0) is such that
1 O (x) dx = 0
if and only if
N
80s
Eax;
i=1
for some 01, ... , ON E V (SZ). Hint: Use induction on N and look
at Step 1 of the proof of Lemma 7.3.
(ii) Prove that if T E D' (12) is such that = 0 for all i = 1, ... , N,
then there exists a constant cin R such that
T (O) = c 0 ( x) dx
for all 0 E V (f2), i.e., T is constant.

9.4. Convolutions 275
(iii) Prove that if Q C RN is an open connected set and T E D' (fI) is

such that = 0 for all i = 1, ... , N, then T is constant.
9.4. Convolutions
In this section we work mostly with c = RN. We recall that given two func-
tions 0, cp E C°° (RN), one of which with compact support, their convolution
is the function 0 * cp defined by
(9.14) (sp * 0) (x) = j co (x - y) 0 (y) dy, x E RN.

11R N
Motivated by this formula, given T E D' (RN) and ¢ E V (RN), we define

the convolution of T and 0 by
(9.15) (T * 0) (x) := T x E RN,
where 4,X (y) (x - y), y E RN. Note that T * ¢ is a function.
In the special case in which T = Tp for some rp E CO° (RN), the two
formulas (9.14) and (9.15) agree.
Exercise 9.28. Let 0, cp E V (RN). For h > 0 define
uh (x) ._ $N tp (x - hy) c (hy) , x E RN.
YIEZN
Prove that {uh} converges uniformly to cp * . Hint: Use Riemann sums.

Theorem 9.29. Let T E D' (RN) and -0, ip E V (RN). Then
(i) T * 0 E Coo (RN),
(ii) supp (T * 0) C supp T + supp 4),
(iii) for every multi-index a,
Q10) =
a (T*4))=T* L /
Q *4)
(iv) (T*gyp)*4)=T*((p*O).
Proof. If xf,, --+ x in RN, then for every y E RN,
4) (y) = 4(xn.-y) - 4'(x-y) = 9x(y)
and conditions (i) and (ii) of Theorem 9.8 are satisfied. Hence, {pxn} con-
verges to 9 with respect to r, and so by Theorem 9.10,
(T * 0) (xn) = T
(9)
-* T (9) = (T * 4') (x)
which proves that T * 0 is a continuous function.
To prove (ii), note that if x E RN is such that
supp 4'X fl supp T = 01
then (T * 4)) (x) = 0. Thus,

supp (T * 4i) C (x E RN supp 4x fl supp T # 0)
= supp T + supp 0.
Next we prove (iii). Let e; be an element of the canonical basis of RN

and for every x E RN and h # 0 consider the function
4) (x + he; - y) - 0 (x - y), yE 1[$N.
Oa,h,i (y) :_ h
As h -* 0, we have that 0x.h,i (y) # (x - y) for all y E RN and conditions
(i) and (ii) of Theorem 9.8 are satisfied (why?). Hence, {4) converges
to (A. ) x with respect to r as h -p 0, and so, by the linearity of T and
Theorem 9.10,
(T * 4)) (x + he;) - (T * 4)) (x) T (8"
h T \ Ox:
as h -p 0, which proves that z = T *.
Moreover, since for all x, y E RN,
(ax )z (y) =
8x (x - y) = -a (x - y) av (y),
for all x RN we have
a * 4)/ (x) = a (4)x) _ -T &Yi

=TI _(
N-i
)= (T*-) ( x),
which, together with an inducti\on ar\gument, gi ves (iii).
Finally, to prove (iv), we approximate the function cp * 0 with the
Riemann sum
uh (x) := hN E Sp (x - hy) 0 (hy) , x E RN,
YEZN
where h > 0. Note that for every multi-index a,

a
(x. - hy) (hy) , x E IlBN.
8xh (x) = hN 1/E$N axa
Since { } converges uniformly to * 0 by the previous exercise and
*0_ &60*0)
8xa 0x°i
9.4. Convolutions 277
(why?), by Theorem 9.8 we have that {uh) converges to V*4) with respect to
r as h -> 0. It follows that for every x E RN, {(nh)'} converges to (cp * Of
with respect to r as h --+ 0. By the linearity of T and by Theorem 9.10 we
have that
(T * (tP * )) (x) = T ((co * Of) = lim T ((uhf) = lim (T * Uh) (x)
h-,0 h"O
= lim hN (T * gyp) (x - hy) 4) (hy)
h-,0
YEZN
_ ((T * 9) * 0) (x),
where we have used the previous exercise. This completes the proof. 0
As a consequence of the previous theorem, we can approximate convo-
lutions with C°° functions.
Theorem 9.30. Let T E V1(RN) and let {rpE} f, e > 0, be a family of stan-
dard mollifiers2. Then {T * cp} converges to T in the sense of distributions
as E -> 0+; that is,
sh 0
I N
(T * coe) (x) 0 (x) dx = T (0)
for every 0 E D (RN).
Proof. By Theorems C.19(i) and C.20 and Theorem 9.8 we have that for
every 0 r =D (RN) the sequence {ape * 4i} converges to 0 with respect to r as
For every 0 E D (RN) define

fi (x) 4) (-x) , xE RAr.
Then by Theorem 9.10,
T (0) = (T * ) (0) = T Jim T ((APE * )c)
= Urn (T * (cpE * )) (0) = Eli m ((T * we) * ) (0)
= lim f (T * cpe) (y) (0 - y) dy

e-.O+ f1,N
= lim f (TN * (pe) (y) 0 (y) dy,

e 4O+
where we have used Theorem 9.29(iv). O
Exercise 9.31. Let Il C RN be an open set and let T E D` (fl).
2See Appendix C.
(i) Prove that there exists a sequence {T,,} C V (ft) such that each
T, has support compactly contained in f and {T.} converges to T
in the sense of distributions.
(ii) Prove that CLOD (S2) is dense in D' (S2) with respect to the weak star
topology of V (ci).
Chapter 10
Sobolev Spaces
Newton's first law of gradrwtion: A grad student in procrastina-
tion tends to stay in procrastination unless an external force is
applied to it.
In this chapter we define Sobolev functions on domains of RN, N > 1, and

begin to study their properties.
10.1. Definition and Main Properties

Definition 10.1. Let ft C RN be an open set and let 1 < p < oo. The
Sobolev space W" (S2) is the space of all functions u E LP (Q) whose dis-
tributional first-order partial derivatives belong to V (0); that is, for all
i = 1, ... , N there exists a function gi E 1/ (S2) such that
(10.1) u-Lo- dx = - in gi4dx

in exi
for all 0 E CC° (S2). The function gi is called the weak, or distributional,
partial derivative of u with respect to xi and is denoted O.
In terms of distributions the previous definition means that = Ti

for all i = 1, . . . , N (see Definition 9.17).
Remark 10.2 (Important). Following the literature, we use the same no-
tation to indicate the weak and the classical (in the sense of (8.4)) partial
derivatives of a function. Unfortunately, this results in endless confusion
for students. In the remainder of this book, when u E W4(92), unless
otherwise specified, is the weak partial derivative of u.
279
280 10. Sobolev Spaces
For u E W1P (f2) we set

au au.
Vu :=
X_I' XN)
As usual, we define W 1,' (n; Rd) as the space of all functions u =
(ui,... , ud) such that u; E W 1°P (ff) for all i = 1, ... , d. Also,
1 (SZ) :_ {u E L, a (11): u E Wl,P (l?) for all open sets S)' CC fl).
Exercise 10.3. Let Il = B (0,1). Show that the function u : 0 R,
defined by
u (x) = u (XI, ... , xrv):=
1 ifxN>0,
0 if xN < 0,
does not belong to W1,P(1Z) for any 1 <p < oo.
Exercise 10.4. Let fZ C RN be an open bounded set, let xo E SZ, and
let 1 < p < oo. Prove that if u c C A n C1 (S2, {xo}) is such that the
(classical) gradient Vu belongs to LP (ft; RN), then u E W '-P (f2).
We now show that W1.P (ti) is a Banach space.
Theorem 10.5. Let ti C RN be an open set and let 1 < P:5 oo. Then
(i) the space W 1,p (ti) is a Banach space with the norm
IIUIIW1.p(n) IItIIL,P(f) + IIVUllLP(n;RN)
(ii) the space H1 (Q) := W1,2 (f2) is a Hilbert space with the inner prod-
uct
N
p
(u, v)Hi (n) := J uv dx +
n1 n J au av
a7adx.
Proof. We only prove part (i). Let {u,=} C W1.P (ft) be a Cauchy sequence;
that is,
O= urn Ilud -
lion (lIui
t,n-> 00
- unIIL'(n) + IIVui - Vu,,,IILP(n,RtN)) .
Since LP (f2) is a Banach space, there exist u, v1i ... , vN E LP (ft) such that
aax
Jim Thin - ulIL,(n) = 0, ,l a - Vi LP(a) = 0
for all i = 1, ... , N. Fix i = 1, ... , N. We claim that = v,. To see this,
let 0 E Cc' (fl) and note that
axi aEx = - Jn 28n a "

LU, 1P
clx.
,!
10.1. Definition and Main Properties 281
Letting n -> oo in the previous equality yields

8o
bv:dx = - u dx
in J8x;
for all 0 E (S2), which proves the claim. Thus, u E W' (n). This
completes the proof. 0
Remark 10.6. The previous theorem continues to hold if we consider the
equivalent norms
n au P -P
IIuIIWI.P() (IIuII() + OOLF))
or
IIUIIWI.p(S2) := IIUIIp() +
E-1 I8xiILP(cl)
for1<p<00,and
au au
IlullW'.-(O) := max {IIullL(s) Lo(O)
,
axi "11 8xN
forp=oo.
Exercise 10.7. Let SZ C RN be an open set and let 1 < p < oo.
(i) Prove that a subset of a separable metric space is separable.
(ii) Prove that W IM (S2) is separable. Hint: Consider the mapping
W1,P (n) - IF (St) X LP (!a; RIV)
u H (u, VU).
Exercise 10.8. Let 11 C RN be an open set. Prove that W"O° (Cl) is not
separable.
Exercise 10.9. Let Cl C RN be an open set, let k E N, with k >- 2, and let
1 < p < oo. Define by induction the Sobolev space WkP (Cl) as
Wk,P (S2) := {u E L" (Sa) : Vu E Wk-"P (Cl; RN)} .
Prove that W k,P (St) is a Banach space and that u E LP (fl) belongs to
Wk,P (Cl) if and only if for every multi-index a there exists a function gg E
LP (SZ) such that
f 9,,0dx
for all 0 E (SZ).
Let Q C RN be an open set and let 1 < p < oo. The space Wa'1' (S2) is
defined as the closure of the space CC° (Q) in W 1'Y' (f2) (with respect to the
topology of W1'P (12)).
Remark 10.10. It is important to observe that since uniform convergence
1
preserves continuity, functions in Wa'0° (fl) are necessarily of class C' (S2).
In particular, piecewise affine functions do not belong to W0'0O (S2). This is
the reason why some authors refer to Wa'0O (11) as the closure of the space
CC° (92) in W 1'°° (11) with respect to the weak star topology of W 1'°° (f2),
rather than the strong topology. These two definitions are not equivalent.
Thus, caution is needed when applying results for Wo'OO (S2).
We conclude this section by observing that in several applications in par-

tial differential equations and in the calculus of variations, when one works
with domains S2 of infinite measure, the Sobolev space W1'1' (0), 1 < p < oo,
may not be the right space to work with. Indeed, as the following exercise
shows, there exist solutions of the Dirichlet problem for the Laplacian with
the property that u r= Lj ° (0), Vu E LP (SZ; RN), but u does not belong to
W i,p (S2).
Exercise 10.11. Let 0 := {x E RN : IxI > 1) and let

u(x):= J 1- x12-N if N > 3 and x E fl,
logIxI ifN=2andxE0.
(i) Prove that u is a classical solution of the Dirichlet problem
©u=0 in fl,
u=0 on 852.
(ii) Prove that u E Li (St) for all 1 q < oo, but u LQ (0) for any
1<q<oo.
(iii) Prove that Du E L" (S2; RN) for all N 1 < p < oo.
(iv) Prove that E LP (0) for all 1 < p < oo.
To provide a functional setting for Dirichlet problems as in the previous

exercise, we introduce the space L1" (i).
Definition 10.12. Let 12 C RN be an open set and let 1 < p < oo. The
Sobolev space L1" (c) is the space of all functions u E Li o (S2) whose distri-
butional gradient Vu belongs to LP (S2; R"').
When 0 is connected, to define a norm in L1MT' (S2), fix a nonempty open

set 12' CC 0 and define
IItIILI.n(n) := II'IILI(n') + IIVuIILP(n;RN) .
10.2. Density of Smooth Functions 283
Exercise 10.13. Let 1 C RN be an open connected set and let 1 < p < oo.
Prove that L1,P (I) is a Banach space.
Note that the inclusion

W1"P(1)CLl,n(1)
holds. We will see later on that as a consequence of Poincare's inequality
for sufficiently regular domains of finite measure the spaces L1' (S2) and
W 1,p (f) actually coincide. However, for domains of infinite measure (see
Exercise 10.11) or irregular domains with finite measure (see Exercise 11.7)
this is not the case.
10.2. Density of Smooth Functions

The next exercise shows that Sobolev functions can behave quite badly.
Exercise 10.14. Let SZ := B (0,1) C RN.
(i) Consider the function
'L (x) Ila I x00,

where a > 0.
(a) Prove that the (classical) gradient Vu belongs to L jC (St; RN)
if and only if a+1<N.
(b) Let a + 1 < N and 1 N).
(ii) Let c fZ be a countable dense set and define
00
u(X):_E21x-1xnla xE01U{a:n},
n=1 n=1
where 0 < a < N - 1. Prove that u E W' ' (S2) if and only if
(a + 1) p < N, but u is unbounded in each open subset of Q. Thus,
functions with a weak derivative can be quite pathological.
Despite the previous example, we can prove the following result.

Theorem 10.15 (Meyers-Serrin). Let 12 C RN be an open set and let
1 < p < oo. Then the space 000 (SZ) fl W l,p (S2) is dense in W 1,P (n).
We begin with an auxiliary result. We use standard mollifiers (see Ap-

pendix C).
Lemma 10.16. Let ft C RN be an open set, let 1 0 define uE := V, * u in f2e, where cps is a
standard mollifier and
(10.2) Us :_ {x E f2: dist (x, aft) > e} .
Then
lim CL juE - uIPdxMA+(IVu_- -Vul''dx)p=0.

In particular, if SZ' C S2, with dist (f2', 8f2) > 0, then
Ilue - 0 as e - 0+.
Proof. By Theorem C.20 we have that ue E C°° (f2e) and for x E f2e and
1,...,N,
(x)
(x - y) u (y) dy = - (x - y) u (v) dl!
8xi Jsa
f
g 8xi 8yi
= ape (x - Y) avi (y) dy = (We * axi) (x)'

where we have used (10.1) and the fact that for each x E f2e the function
cp,, (x - ) belongs to C.° (1), since supp cps (x - -) C B (x, e) C f2. The
result now follows from Theorem C.19 applied to the functions u and ,
i = 1,...,N.
Remark 10.17. Note that if f2 = RN, then Sle = RN. Hence, u,, -> u in
W 1.P (RN).
Exercise 10.18. Let 0 C RN be an open set and let 1 < p < oo. Prove
that if u r= W 1,P (0) and cp E C' ° (RN), then 'pu E W1,P (l).
We now turn to the proof of the Meyers-Serrin theorem.
Proof of Theorem 10.15. Let f2z CC f2i+1 be such that

00
O= u i
i=1
and consider a smooth partition of unity F subordinated to the open cover
{f2i+1 \ f i-11, where f2_1 = f?.c := 0.1 For each i E N let /i be the sum
of all the finitely many 1i E T such that supp -0 C Hi+1 \ ?2i_ 1 and such
1Note that we do not work simply with {its+1 \? p, since, otherwise, O1 would not be
covered.
that they have not already been selected at previous steps j < i. Then
Wi E C,° (c +1 \7) and
00
(10.3) E bi = 1 in S2.
i=1
Fix 7? > 0. For each i E N we have that
(10.4) supp (Zit) C I +1 \ ni-1,
and so, by the previous lemma, we may find ei > 0 so small that
(10.5) supp (vliiu)£{ C ni+1 \ Ii-1
and
II(pit)f, -1AU11wt.P(n) < , - 77
where we have used the previous exercise.

Note that in view of (10.5), for every f1' c c fZ only finitely many ni+1
ni-1 cover flr, and so the function
CO
v (Oiu)£{
L=1
belongs to C0O (11). In particular, v E W1 v (Z).

For X E f2ei by (10.3), (10.4), and (10.5),
(10.6) u (x) = 1 (Piu) (x) , v (x) = (V)iu),(x) .

i=1 i=1
Hence,
re e
(10.7) IIu - VII W,.P(nj) C! 111piu)E, -1 2i < 7 .
i.1 L.1
Letting £ - oo, it follows from the Lebesgue monotone convergence theorem

that Iju - vIIw,.,(n) < tl. This also implies that u-v (and, in turn, v) belongs
to the space W1,r (f1).
Remark 10.19. We will see later on that if u e L1,r (ft) (see Definition
10.12), then u E Lpj,, (f2). Hence, we can adapt the proof of the Meyers-
Serrin theorem to show that if u E L1'31 (fl), then for every e > 0 there exists
a function v E C°° (fl) n L',P (Cl) such that
IIu - VIIwI.n(n) < F^,
despite the fact that neither u nor v need belong to W1' (f1).
Exercise 10.20. Prove that the function u (x) := IxI, x E (-1, 1), belongs
to W1i0O (-1, 1) but not to the closure of COO (-1, 1) n W1'00 (-1, 1).
The previous exercise shows that the Meyers-Serrin theorem is false

for p = oo. This is intuitively clear, since if n C RN is an open set and
c C00 (5)) fl W1'0° (5)) is such that Ilun - ullw,,,,(n) -' 0, then u E
Cl (5)) (why?). However, the following weaker version of the Meyers-Serrin
theorem holds.
Exercise 10.21. Let 5Z C RN be an open set with finite measure and let
u E W l,00 (52). Modify the proof of the Meyers-Serrin theorem to show that
there exists a sequence {utz} C COO (5)) fl W 10O (5t) such that as n -, oo,
Ilun - ulltm) - 0, IIVuuIIL.(n;RN) - IIVUIIL-(n;RN)
and Vu. (x) - Vu (x) for GN-a.e. x E 52.
We recall that given an open set fl C RN, the space COO () is defined
as the space of all functions in CO° (0) that can be extended to functions in
COO (RN) (see Appendix C).
Exercise 10.22. Let Sl = B (0, 1) \ {x E RN : XN = 0}. Show that the
function u : 5Z - R, defined by
1 ifxN>O,
u(x) = u(xi,...,xN) 0 if xN < 0,
belongs to W 1,P (5Z) for all 1 < p < oo, but it cannot be approximated by
functions in C°O (a) .
The previous exercise shows that in the Meyers-Serrin theorem for gen-
eral open sets 0 we may not replace C°° (5)) with C°O A. The problem is
that the domain lies on both sides of its boundary. This motivates the next
definition.
Definition 10.23. An open set St C RN satisfies the segment property if
for every x0 E 85Z there exist r > 0 and a vector v E RN \ {0} such that if
x E S2 fl B (xo, r), then x + Ov E 5 for all 0< 0 < 1.
It turns out that the segment property is related to the regularity of the
domain. Indeed, we have the following result.
Theorem 10.24. An open set SZ C RN satisfies the segment property if and
only if
(i) 85)=8(),
(ii) for each point x0 E 851 there exist a neighborhood A of xo, local
coordinates y = (y', tN) E RN-1 x R, with y = 0 at x = xo, and a
function f r= C (QN_1 (0,r)), r > 0, such that
00 fl A = { (y', f (y')) : y' E QN-1(0, r) } .
'Ib highlight the dependence of f on the point xO in (ii), we will some-

times write f = f xo).
The boundary 01) of an open set fl C RN satisfying properties (i) and
(ii) is called of class C.
Before proving the theorem, some remarks are in order. Without loss
of generality, in the definition of segment property one can replace the ball
B (xo, r) with any small (open) neighborhood of xo and, similarly, in part
(ii) the (N - 1)-dimensional cube QN-1 (0, r) can be replaced by any small
(open) neighborhood of 0 in RN-1. We will use this fact without further
notice.
We remark that in part (ii) background coordinates x = (x1.... , xN),
in terms of which ) is defined, and local coordinates y = (yl, ... , yN) at a
point x = xo are related by an affine transformation of the form
(10.8) y := Lxo (x) = R.. (x - xo) , (L..)-' (y) = xO + yr
where R,,,, is an orthogonal N x N matrix. Given xO E 851, t > 0, and a
function f = f xo) as in (ii), we define the sets
(10.9) V (xo, r, t):= {(I/, yN) : &I E QN-1 (00'), -t < YN - f (it) < t),
(10.10) U (xo, r, t) := (V (xo, r, t)).
Remark 10.25. Condition (i) ensures that the domain 1 does not lie on
both side of its boundary. Sets like
RN\{xERN: xN=O}
are excluded.
Exercise 10.26. Let n C R2 be a bounded open set satisfying condition
(ii) of the previous theorem. Prove that Oil = 8 (M. Hint: Prove that if
81) # 8 (T), then there exists a component r of 81) that is a closed curve
and such that R2 \ I' is connected. Prove that this violates the Jordan curve
theorem (see Theorem 4.56).
By the previous remark, by eventually changing the sign of yN, we can
always assume that
(10.11) 0 n A = {(y',YN)EflnA: y'EQN-1(0,r),1/N>f&)}
Proof of Theorem 10.24. Assume that 81) is of class C. Then for every
xo E 8St there exist a neighborhood A of xO, local coordinates y = (y', VN) E
RN-1 x R, with y = 0 at x = xo, and a function f E C (QN_1 (0, r)), r > 0,
such that
S)nA= {(y',yN) E0nA: y'EQN-1(0,r), yN> f (y')}.
By taking r > 0 smaller, if necessary, and t > 0 sufficiently small, we have

that the open set U (xo, r, t) defined in (10.10) is contained in A. Then the
neighborhood U (xo, r, ) of xo and the vector v :_ (L y0)-1 ((0, ... , 0, ) )
satisfy the definition of segment property.
Conversely, assume that f2 C RN satisfies the segment property. Fix
xo E 8f2 and find a neighborhood W of xo and a vector v E RN \ {0} such
that if x e S2 fl W, then x + 9v E fl for all 0 < 9 < 1. Take local coordinates
y = (y', yN) E RN-l x R. with y = 0 at x = xo and with y = eN at
x = xo +'. For x E U n W, let y := Ly0 (x). The segment
Leo({x+9v: 0<9<1})=y+{(0,0IvI): 0<9<1}
will be called the arrow from V.
From now on, for simplicity, we omit mention of Lx0, and thus we write
0 E 8f2, for example, in place of 0 E (8f2).
Consider the closed segment
S = {o} x [-77, q]
where 0 <,q < IvI is chosen so small that S C W. Note that the points of S
with yN > 0 are in 52 because they are on the arrow from 0 E 852, while the
points of S with yN < 0 are not in SZ because the arrows from them contain
0 that is not in 52. Let
Sl {0} x L-77, -1771 , Sm :_ {0} X I 271, 177]
1 L
S. {0} x 277,71
(here the subscripts stand for lower, middle, upper). Since SS, Sm, and S.
are compact sets, we may find finite open covers of cubes centered in S and
contained in (RN \ SZ) n w, w, and 52 n W, respectively. By taking r > 0
sufficiently small, we obtain that the union of all these cubes contains the
open set
V := QN-1 (0, r) X
that 1 := QN-1 (0,r) x (-77, -7177) C RN \?!, and that V,,!= QN-1(0, r) x
(271,71} C Q. Define f E QN-1 (0,r) -} R by
f inf {yN : (y', YN) E U n V } .
Note that -277 < f < 277 because V C RN \? and V. C f2, and the infimum
is attained because 52 is closed. Moreover, for every y = (y', yN) E V, if
yN > f (y'), then y E 12, since y is on the arrow from (y', f (y')) E 52, while
if yN < f (y'), then y E RN \ SZ by definition of f (y'). Thus, for every
y' E QN_1(0, r) the point (y', f (y')) belongs to 852 and is the only such
point in V.
It remains to prove that f is continuous. Let y' E QN_ 1 (0, r) and let
0 < e < 4r?. Define
y+ (y', f (y') + e) , y- (y', f (y') -5) .
By what we just proved and the bound If I <- q, we have that y+ E t2 f1 V
2
and y- E (RN \ ?7) fl V. Since these two sets are open, there exist cubes
QN (y+, d) C n fl v and QN (y-, d) C (RN 112) fl v. We claim that
If(y')-f(z')I <g
for all z' E QN (y', 8). Indeed, if f (z') > f (y') + s for some z' E QN
then (z', t) E QN (y+, b) C f fl V for every f (y') + e < t < f (z') and this
would contradict the minimum property of f (z'), while if f (z') < f (y') -E,
then the arrow from (z', f (z')) E St would contain points of QN (y_, $) C
RN \ ?Y, which is again a contradiction. This completes the proof.
Example 10.27. Let N = 2. The set
B(0,1)\{x=(x1ix2) ER2: 0<x1 <1,x2=0}
fails to satisfy both conditions (i) and (ii) of the previous theorem. In
particular, property (11) fails at the boundary points (0, 0) and (1, 0).
The following example shows that domains with continuous boundary

may have exponential cusps.
Exercise 10.28. Prove that the domain
f x= (xl,x2)ER2: 0<xl <1,-exp<x2
X1 /
<exp`
X1
is of class C and that the function f in (ii) of the previous theorem cannot
be taken of class C°'01 for any a > 0.
We now prove the density of functions C°° (RN) in W',P (fl) for domains
with continuous boundary.
Theorem 10.29. Let 1 C RN be an open set whose boundary is of class C.
Then the restriction to fl of functions in C°° (RN) is dense in W" (1Z) for
1<p<00.
Zb prove the theorem, we need an auxiliary result.
Lemma 10.30. Let 0 C RN be an open set, let 1 <_ p < oo, and let
u E L" (11). Extend u by zero outside fl. Then for every E > 0 there exists
8 > 0 such that
Iu (x + h) - u (x) Ip dx < E
is,
for ail h E R,Nwith IhI <- S.
Proof. Exercise.
Proof. By the Meyers-Serrin theorem, without loss of generality, we may

assume that u r= co O(S2) n W1,P (S2). For every xo E 80 there exist a
neighborhood A,,a of xo, local coordinates y = (y', yN) E RN-1 x R, with
y = 0 at x = xo, and a function f E C (QN_i (0, r)) , r > 0, such that
80 n Ayo = { (y', f (y')) = y' E QN-1 (0, 01,
and (see (10.11))
(10.12) c n A /1
(y ' , yN) E S2 n A ,, : y' E QN-1 (0, r), yN > f (y') } .
If the set 11 \ Uxeo Ax is nonempty, for every xo E SZ \ U.,Easa A, let A.,. be

any open ball centered at xp and contained in f2. The family {A.':}.Eye is an
open cover of S2. Let be a smooth partition of unity subordinated to
{A2 }.E-0 .
Fix n r= N and define i := uip E W1,P (Il) (see Exercise 10.18), where
we extend un to be zero outside supp'+bn. There are two cases.
If supp 0 is contained in n, then we set vn :_ Onu E C:° (RN). If
supp, i , is not contained in S2, then fix any x E 80 such that supp lpn C
A.,,. For t > 0, using local coordinates in Ay,,, define the function un,t
R by
tn,t (y', yN) := U. (y', yN + t) ,
where
At = { (y', YN) E RN : y' E QN-1 (0, r) , yN > f
Note that un,t is well-defined for t > 0 sufficiently small and that A D
n A.,,.
Fix 91 > 0. By the previous lemma there exists to > 0 so small that
supp'trn + B (0, tn) C A,,, and
(10.13) Ilun,tn 2n.
Construct a function 0,s E Coo (RN) such that 4n (y', yN) = 1 if y` E

QN-1(0, r) and yN > f (y') - and 0m (y', yN) = 0 if y' E QN-1 (0, r)
and yN < f (y') - 3+ and define
V.:= O.Un,t,,
Then v E C.° (RN) (provided we define un,t,. to be zero, whenever 0n is
zero) and supp v C A%. Note that v, = un,t,, in S1, and so (10.13) may be
rewritten as
(10.14) 2n
Define the function
00
V:_Evn.
n=1
Note that
00
supp v C U := U At.
n=1
Since for every open bounded set U' C U only finitely many A! cover U', it
follows that v E C°° (RN). In particular, v E W1 ' (St). Moreover, as in the
last part of the proof of the Meyers-Serrin theorem, for every open bounded
set fl' C fl we may find an e such that for every x E fl' we have
e t
U (x) _ >2 (1I u) (x) , v (x) _ E vn (x) -
n=1 n=1
Hence,
e It
1k' - VlIw1.pp) <- IIIPnu - Vnllw1.p(n) <_ E <_ 17.

4=1
2
Letting Ill / f2, it follows from the Lebesgue dominated convergence theo-
rem that ilu - vlIyy,,p(n) < 71. This also implies that u - v (and in turn v)
belongs to the space W1,P (fl).
Finally it suffices to approximate v with a function in C:° (RN).
Remark 10.31. Note that in view of Theorem 10.29 it follows that for all
1<p<00,
W' (RN) = Wi,P (RN) .
In Exercise 10.39 below we will show that there exists an open bounded
domain SZ C R2, with 812 = 8 (a), such that W 1,P (11) n C (i is not dense
in W 1,P (Sl), 1 < p < oo.
As a corollary of Theorem 10.29, we can prove that piecewise affine
functions are dense in W 1,P (12), whenever fI C 18N satisfies the segment
property.
Definition 10.32. An N-simplex 0 is the convex hull of N + 1 points
xi E RN (the vertices of A) that are not contained in a hyperplane, namely,
N+1 N+1
XER X , E93=1 ,
j=1 1=1
and foralliE{1,...,N+1},
{x3-xi:jG{1,...,N+1}\{i}} is a basis of RN.
Let PA be the family of all continuous functions u : RN - R for which
there exists a finite number of N-simplexes A 1, ... , Al with pairwise disjoint
interiors such that the restriction of u to each Ai is affine and u = 0 outside
e
UAi.
i=1
Theorem 10.33. Let S1 C RN be an open set whose boundary is of class
C. Then the restriction to Q of functions in PA is dense in W ',P (St) for
1<p<00.
Proof. Let U E W "P (11). In view of Theorem 10.29 we may assume, with-
out loss of generality, that u E C°° (RN). Let K := suppu and consider
B (0, R) D K. Fix a > 0 and construct N-simplexes 1, ... , At with pair-
wise disjoint interiors such that
t
KCUAiCB(0,R)
i=1
and
diem Ai >
4'i
for all i = 1, ... , t, where ri is the radius of the inscribed ball in Ai. Let v
be the continuous piecewise affine function that coincides with u in all the
vertices of the simplexes. Then by Taylor's formula
sup Iu (x) - v (x) I C Ch2 sup I V 2u (x) I < Ch2 sup I V2u (x) I ,
WEA; xEA, xERN
sup IVu(x) - Vv(x)I < Ch sup IV2u(x)I <Ch sup IV2u(x)I
xEA: xEa; xERN
for all i = where
h := max diam ii.
1<i<e
Thus,
t
f f f
f Ivu - 0vip da < f IQtb - vvIP dx = ( 1041 - 9JIp (fix
f SZ .ffRN f {
<C,h" G111 (Di)<CuhpGN(B(0,R)).

i=1
A similar estimate holds for fa Iu - vir dx. By choosing h sufficiently small
(and so increasing the number t of N-simplexes), we have the desired ap-
proximation.
10.3. Absolute Continuity on Lines 293
Remark 10.34. If f2 C PEN is an open set and u E W' -P (Sl) for 1 u in W 1,p (St). Construct a cut-off
function iI' E C° (Cl) such that ip = 1 in W. Since -Ov. E CC° (Cl), we may
extend iftfz to be zero outside Cl and then apply the previous theorem to
find u, E PA such that
Il-Ovn - U-11W..p(sz) <- n
Using the fact that ip = 1 in Cl', it follows that

IIu-unhIW1,p(n,)
<- Thin-umIIWI.p(n')
<_ Ilu - (Q) + 110n - ufhI Wl.P(SZ) -
It suffices to let n -> oo.
10.3. Absolute Continuity on Lines

The next theorem relates weak partial derivatives with the (classical) partial
derivatives. This result is the analog of Theorem 7.13.
In what follows, we use the notation (E.2) in Appendix E. Given x; E
RN-1 and a set E C IAN, we write
(10.15) E ._ (xi E R : E E).

Moreover, if v : Cl --+ R is Lebesgue integrable, with a slight abuse of nota-
tion, if fl, is empty, we set
I
sax,
v (x;, xi) dxi := 0,
{
so that by Fubini's theorem

(10.16) Jv(cc)dx=J N-1 fa v (x, xi) dxjdx.
,
Theorem 10.35 (Absolute continuity on lines). Let Cl C RN be an open set

and let 1 < p < oo. A function u E LP (Cl) belongs to the space W 1,P (Cl) if
and only if it has a representative i that is absolutely continuous on LN-1-
a.e. line segments of Cl that are parallel to the coordinate axes and whose
first-order (classical) partial derivatives belong to LP (Cl). Moreover the (clas-
sical) partial derivatives of u agree £N-a.e. with the weak derivatives of u.
Proof. Step 1: Assume that u E W 1°1' (Cl). Consider a sequence of stan-

dard mollifiers {cp£}E>o and for every E > 0 define uE := ii * cp£ in SZ£. By
Lemma 10.16,
Slim fad I vu, (x) - Vu (x) I" dx = 0.

Using (10.16), it follows by Fubini's theorem that for all i = 1, ... , N,
lim I Du£ (x;, x,) - Vu (xs, x,) I' dxi dxi = 0,
and so we may find a subsequence {Fm} such that for all i = 1,., -, N and
for GN-1-a.e. xi E RN-1,
(10.17) lim f vu, (xi, xi) - Vu (x;, xi)

I dxi = 0.
n-4oo (n }¢,
Set u,, := ue2 and
E:= {x E fZ : lim un (x) exists in 11I'} .
n+*
Note that for every x E 0 we have that x E 12,. for all n sufficiently large
(depending on x), and thus ia,, (x) is well-defined for all n sufficiently large.
In turn, the set E is well-defined.
Define
(x) - lim un (x) if x E E,
n-oo
0 otherwise.
Since {u,} converges pointwise to u at every Lebesgue point of u by Theorem
C.19, we have that E contains every Lebesgue point of u. Moreover, since
by Corollary B.122 the complement in ft of the set of Lebesgue points has
Lebesgue measure zero, it follows that LN (ft \ E) = 0. This shows that
the function I is a representative of u. It remains to prove that Ui has the
desired properties.
By Fubini's theorem for every i = 1, ... , N we have that
IVu (x;,xi)I'* dxi) dx; <00

RN-i
and
G1 (Ixi E ftx,
: (xi)xi) 0 E}} dxi = 0,
and so we may find a set Ni C RN-1, with GN-1(Ni) = 0, such that for all
x; E RN-1 \ Ni for which ge is nonempty, we have that
(10.18) / IVu dxi < oo,

s1z,
(10.17) holds for all i = 1, ... , N, and x,) E E for £1-a.e. x, E !Z .

Consider a closed rectangle

R:= [ai, b1] X ... X [aN, bN] C 11,
with ai and b1 rationals for all i = 1, ..., N. Since dist (R, 3) > 0, we
have that R C 1Z for e > 0 sufficiently small, and so by (10.17) for all
i = 1, ... , N and for all xs E R; \ Ni,
(10.19) iim 1 I V u£n (4 rj) - Vu (xi, xi) I" dxi = 0,

a
where, using the previous notation, R = Ri x jai, bi]. Define
v, (t) u,t (xi, t) , t E [ai, bi] .
Let to r: [ai, bi) be such that (x;, to) E E. Then v. (to) -> u (x;, to) E R.
Moreover, since v,s E C°° ([ai, bi]), we have that
t
v.. (t) = v.. (to) + v', (s) ds
J
for all t E [ai, bi], and thus by (10.19), for all t E [ai, bi] we have that there
exists the limit
lim v" (t) - ny+oo { V. (to) + ! vrt (a) dot

to
(x;, ftt C7Xi (xi, s) ds =: v (t)

o
Note that by the definitions of E and u, this implies, in particular, that
(10.20) {xz} x [ai,bi] C E
and that
rt
(10.21) u (x;, t) = v (t) = za (x;, to) + s) do
for all t E [ai, bi]. Hence, by Lemma 3.31, the function u is absolutely
continuous in [ai, bi] and 1 . (x;, t) t) for 41-a.e. t E [ai, bi].
Now if R = [al, bl] x . . . X [NN] is another rectangle contained
in fl and such that [ai, bi] rl [a3, bi] # 0, taking an x that is admissible
for both R and R and to E [a.i, bi] fl it follows from (10.20) and
(10.21) that v is absolutely continuous in jai, bi) U 6d. Since Sl can be
[ai,
written as a countable union of closed rectangles of this type and since the
union of countably many sets of,CN_1-measure zero still has 0_1-measure
zero, by (10.18), (10.21), and Corollary 3.26 we have that for RCN-1-a.e.
xi E RN-1 \ Ni for which n,,, is nonempty, the function v is absolutely
continuous on any connected component of Q.,.
Step 2: Assume that u admits a representative u that is absolutely con-

tinuous on .C1-1-a.e. line segments of S2 that are parallel to the coordinate
axes and whose first-order (classical) partial derivatives belong to IF (S)).
Fix i = 1, ... , N and let x; E RN-1 be such that u is absolutely con-
tinuous on the open set Slx' . Then for every function e C°° (0), by the
integration by parts formula for absolutely continuous functions, we have
e' (x;, t) dt = c`>-
s, t)
axi - Js, 8xi (x=, t)' (xq7 t) dt.
Since this holds for LN-1-a.e. x E RN-1 for which S2x is nonempty, inte-
grating over RN-1 and using Fubini's theorem yields
sl u (x) 8-0 (x) dT_ - J a (x) do (x) dx,
which implies that -- E L" (SZ) is the weak partial derivative of u with
respect to xi . This shows that u E W1,n (S2). 0
Remark 10.36. If instead of assuming that u c W 1-P (S2) we only assume
that u E L1' (1Z), then Step 1 of the previous proof still proves that u has a
representative u that is absolutely continuous on RCN-1-a.e. line segments of
f2 that are parallel to the coordinate axes and whose first-order (classical)
partial derivatives belong to L" (12).
As a consequence of Theorem 10.35 and of the properties of absolutely

continuous functions we have the following results.
Exercise 10.37. Let 12 C RN be an open set and let 1 < p < oo.
(i) (Chain rule) Let f : R -+ R be Lipschitz and let u E 147 1 (Q).
Assume that f (0) = 0 if St has infinite measure. Prove that f o u E
W l,P (S1) and that for all i = 1, ... , N and for LN-a.e. x E 12,
U)
0 (fexi0
(x) = f (u (x)) aU (T),
8u
where f (u (x)) ax (x) is interpreted to be zero whenever (x)
8xi
0. What can you say about the case p = oo?
(ii) (Product rule) Let u, v E Wl,p (12) fl L°O (St). Prove that uv E
W l,p (0) n L°° (0) for all i = 1, ... , N and that for CN-a.e. x E 0,
a v) (x) = v (x) ax (x) + u (x) (x) .
What can you say about the case p = oo?

(iii) (Reflection) Let 11 = R+ := {(x',XN) E RN-1

x R : XN > 0}
and let u E W 1,P (RN). Prove that the function
u(x) ifxN>0,
v (x) . t IL W, -XN) if xN < 0
belongs to W 1,P (RN) and that for all i = 1, ... , N and for CN-a.e.
xEIItN
8v 8 (x) ifxN>0,
(x)
axt (-1)61N 8u ifxN<0,
8xi (x', -XN)
where biN is the Kronecker delta, that is, SiN = 1 if i = N and
aiN = 0 otherwise.
(iv) Let E C R be such that G1 (E) = 0, let u E (1), and let u
be its precise representative given in Theorem 10.35. Prove that
Vu (x) = 0 for GN-a.e. x E (u)-1(E).
(v) Prove Exercise 10.14 using Theorem 10.35.
(vi) Prove analogous versions of parts (i)-(v) in the case in which the
functions u and v are in L1,P (f2).
Exercise 10.38. Let Q C RN be an open set and let 1 < p < oo. Let
f : Rd -' R be a Lipschitz function such that the set
EJ :_ f u E Rd : f is not differentiable at u}
is purely 7.11-unrectifiable. Assume that f (0) = 0 if fZ has infinite measure.

Prove that f o u E W1,P (SZ) for all u E W1.r (11; Rd) and that for all i =
1, ... , N and for GN-a.e. x E 0,
8 You) d
(x) = L..: of (u (x)) a ss (x) ,
/
i j=1 loui
where ; (u (x)) a j (x) is interpreted to be zero whenever i (x) = 0.
The next exercise shows that there exists an open bounded domain Il C
R2, with 8S2 = 8 (St), such that W 1,p (il) n C (St) is not dense in W 1,p (11),
1 < p < 00 (see Theorem 10.29).
Exercise 10.39. (i) Construct a sequence of open balls
{B ((t,,, 0), r,)} C Ilt2
with 0<t, < 1 and

Co
Er,z < Z,
n=1
in such a way that Un° 1 (tn - rn, to + rn.) is dense in (0,1) and
as2=a(N).
(ii) Let
00
52 B((1,0),1), U B((ts,0),rn)
n=1
and for (x1, x2) E i) define
1 for0<xl<z,x2>0,
2L (xl, x2) 0 for 0 < x1 < '1, x2 < 0,
anything convenient otherwise.
Prove that u E W11P (SZ) for all 1 < p < oo.
(iii) Let r be the set of x 1 E (4 , 2) with (x 1, 0) E M. Assume by
contradiction that there exists a sequence {un} C W1.P (cl) f1C (SZ)
that converges to u in W 1,P (52) and prove that for all n E N and
for all x2 E (0, 1),
f lu, (xl, x2) - un (xl, -xa)I dxl

Jr f X(-x2,z2)
"(xl,s) dxIds.
ax 2
(iv) Using Fubini's theorem, prove that there is a subsequence {unk } of
{u,} such that for ,C1-a.e. X2 E (0, ),
k r JI1nk(x1x2)_v1zk(x1_x2)I dr1 = J lu (1x2) - u (xl-x2)I dx1

r
and show that this is in contradiction to part (iii).
10.4. Duals and Weak Convergence

In this section we study the dual spaces of W1,P (fI) and Wo'P (52). We
begin with the case 1 < p < oo. The idea is to consider W1,P (Cl) as a closed
subspace of LP (Cl; RN+1) In this way any element of L E (W 1,p (Cl))' can
be extended by the Hahn-Banach theorem to an element of (LP (Cl; RN+1))'.
The Riesz representation theorem in LP (Cl; RN+1) will give a representation

for the extension of L and, in turn, for L.
10.4. Duals and Weak Convergence 299
In this section it will be convenient to consider in W 1,P (SZ) the equivalent

norm
N .ate
IILD(0) D
(10.22)
II
axi lip
We begin by observing that if p' is the Holder conjugate exponent of p and

fo, ... , fN E L/' (St), then the functional
(10.23)
N
L (u) :=
I fo (x) u (x) +
i=1
A (x) 8 i (x) &c, U E W" (n),
belongs to (W1,P (Il))'. Indeed, by Holder's inequality (for functions and for
finite sums) we have that
N P
IIBaxUi
IL(u)I IIfoIILP'(n) IIuIILP(n) + IIfiIILP`(0)

IILD(c)
p r
i-0
Ilfillp" ) IIuIILp(Q) + E Il
i=1
aU
axi II LD(S2}
for all u E W1,n (SZ), and thus by (10.22),

N
IL
(10.24) IILII(WI,P(n))' up 5 IlfiliLD,(0)
uEwsp sa a IIuIIWU)Ip
Note that in general we do not have equality in the previous inequality (see
Remark 10.42 below).
In view of the previous inequality, in the space LP (St; RN+1) we use the
equivalent norm
IV
II9IILD(C RM+1) IIg.IILP(c)

i=0
where 9 = (go, ... , gN). Similarly, in LI" (n.'; IAN}1) we take

N P,
II!IILn'(n;RN+1) E
i=o
Exercise 10.40. Let 1 < p < oo and let LP (1;1RN+l) and LPG (0; RN+1)
be equipped with the norms just defined. Using the Riesz representation
theorem in L' (0), prove that for every L E (LP (S2; RN+1))' there exists a
unique f = (fo, ... , fN) E LP' (a; RN+l) such that

N
L (g) = f E fi (x) 9i (x) dx for all g = (go, .. , 9N) E LP (ft; RN+1) .
1=0
Prove also that
N
llLII(LP(cy;RN+i))' = E
i=o
Theorem 10.41 (Riesz's representation theorem in W 1,P). Let 1 < p < 00

and let p, be its Holder conjugate exponent. Then for every bounded linear
functional L E (WI,P (ti))' there exist fo, ... , fN E 17' (ft) such that
f cN
(10.25) L (u) =
J fo (x) u (x) + L, fi (x) 8 (x) dx
i=1
for all u E W 1,P (ft) and
N
(10.26) IILIl(wl.P(fI))' = E llfillLP'(S2}
i=0
Proof. Consider the application

(10.27) T : W I,P ()) - LP (ft; RN+1)
au 8u
u'8x ,...,axN 1
The operator T is one-to-one and continuous and it preserves the norm; that
is,
IIT (u)IILP(SZ;DtI}1) = IIullW'.P(st)
for all u E W"P (ft). Hence, also by Theorem 10.5, the subspace Y
T (WI,P (11)) is closed in LP (ft; RN+1).
Given L E (W1°P (ft))', define the

functional
LI : Y R
(T-1((9o,
g = (go,... , 9N) ' - L ... , 9N))) .
Since T preserves the norm, we have that L1 is linear and continuous, with
IIL1IIY- = IILJJ(WI.P(st))'
By the Hahn-Banach theorem (see Theorem A.30) we may extend L1 as a
continuous linear operator
L1 : LP (fl; V*1+1) -> P.
10.4. Duals and Weak Convergence 301
in such a way that
IILIII (Lp(0AN+1)}- = IIL1IlY, = IILII(W=,P(n))'

Note that since Y is closed, it is not dense in LP (12; RN+1), and so the
extension will not be unique.
By the previous exercise there exist unique functions fo,... , fN E 1/ (S2)
such that
N
L1 (9) dx
= fn fo (x) 9o (x) + > fi (x) 9i (x)
i=1
for all g E LP (S2; RN+1) and
N j7
IILII(wl.P(n)}+ = IIL1II(Ln(.;eN+'))! _ Ilfzll '(n}
It follows that
N
L (u) =
r (foX)X)+f(X)X)) dx
Jsz i=1
for all u E W1'P (S2). 0

Remark 10.42. Note that the previous theorem does not imply that the
dual of W 1,P (0) is LP' (S2; Indeed, if f = Yo,..., fN) belongs to
RN+1).
LP' (c'; RN+1), then we have shown that the functional L defined in (10.23)
belongs to (W' P (9))' and that (10.24) holds. On the other hand, by Theo-
rem 10.41 there exists h = (ho, ... , hN) in LP' (S2; RN+1) (possibly different
from f) such that
N T
IILII(wl.n(n)}' IIhiII ., cz
i-0
Thus, we have that

N
IILII(wl.P(ca)' = min E IIhiiiLq-( h E L" (s2; RN+1)
i=0
such that (10.25) holds .
To explore the possible lack of uniqueness, assume that

h = (h4, ... , hN) E iY (S2; RN+1)
is such that
N
au " au
hou+Fh,a
(fou+fi.)ax dx J ax
for all u E W1' (Sl). In particular, we obtain that
J (fo+fi:) dx = J
i=1 i=1
rtx
for all E V (]ESN). If we rewrite this identity in the sense of distributions,

we get
N
8T n
Tfoxn (0) - a`y (10) = Thoxn ( )- 8 ; (ib)
i=1 i=1
for all ¢ E D (RN), or, equivalently,
foxn - div (FXn) = hoXa - div (Hxn)
for all 0 E D (RN), where F := (fl,..., fN) and H := (hl,..., hN).
Hence, we have shown that given f = (fo,..., fN) E LP' (fl; RN+'-), any
solution h = (ho,..., hN) E Z' (Q; RN+1) (in the sense of distributions) of
the partial differential equation
div (HXn) - hoX& = div (Fxn) - foxsa in RN
will give rise to a different representation in (10.25).
In view of Theorem 10.41, we can characterize weak convergence in

W''()).
Exercise 10.43. Let Il C RN be an open set, let 1 < p < oo, and let
{u, } C W 1,P (1k). Prove that u,a -s u in W 1.P (f) if and only if u, -s u in
LP (S2) and Vu,, - Vu in LP (fl; RN).
If SZ has additional properties, in the previous exercise one can replace

un - u in LP (1) with u, - u in LP (1) (see Exercise 11.14).
Theorem 10.44 (Compactness). Let 11 C RN be an open set and let 1 <
p < oo. Assume that {u,s} C W1"(fl) is bounded. Then there exist a
subsequence {ufk } of {u,,} and u E W 1.P (Cl) such that u, - u in W 1,P (11).
Proof. Since NO and {Vun} are bounded in the reflexive Banach spaces
L" (Cl) and LP (Cl; RN), respectively, we may select the subsequence {u., }
such that u,,,, -i u in LP (fl) and s vi in LP (1Z) for all t = 1, ... , N
10-4. Duals and Weak Convergence 303
and for some functions u, v1, ... , vN E LP (il). It remains to show that
u e W 1,P (SZ). For every ¢ E (0), i = 1, ... , N, and k E N we have
Jin unx a
20dx =-
J a k 0 dx.
Letting k -> oo in the previous equality yields
i
Ju±-dx
ax;
= vidx,
n
which shows that = vi. Hence, U E W1,P (a). 0
Remark 10.45. The previous result fails for p = 1. Indeed, in this case,
L' (SZ) is not reflexive (so we do not have weak sequential compactness of
bounded sequences) and it is not the dual of a separable space (so we do not
have weak star sequential compactness of bounded sequences). To recover
some compactness, we use the embedding
L1(SZ) -> Mb (1l)
U -' A. (E)
where
Au (E) := JE (x) dx, E E B (il) .
Note that (why?)

r
L Jul dx = IIAUIIMb(n)
Thus, given a bounded sequence {u.} C L1 (Q), one can only conclude that
there exist a subsequence {i } and A E Mb (f) such that A in
Mb (SZ). In particular, given a bounded sequence C W1,1 (11), one will
only recover some compactness in the space BV (a). See Theorem 13.35.
Exercise 10.46. Let SZ = B (0,1). Construct a bounded sequence {un} C
W1,1 (il) converging strongly in L1 (1Z) to the function given in Exercise 10.3.
Every functional L E (W 1'P (0))' is the extension of a distribution T E

D' (11). More precisely, if L has the form (10.25), then its restriction to
D (it) is given by
(10.28) T (0) := Tfo (0) for all 0 E D (SZ) .

e=1
Conversely, a distribution T E D' (SZ) of the form (10.28), where fo,... , fN E

LP' (fl), can be extended to an element of (W1,P (1k))', but this extension
may not be unique, unless W 1,p (SZ) = Wo'1' (SZ).
Definition 10.47. For 1 < p:5 oo let p' be its Holder conjugate exponent.
The dual space of TV0'r (SZ) is denoted by W-1,p (n).
Exercise 10.48. Let fZ C RN be an open set, let 1 < p < oo, and let
T E D' (fl) be of the form (10.28), where fo, ... , fN E L/ (1). Prove that
T may be uniquely extended to a functional L E W-1,p (a).
In view of the previous exercise we have the following characterization
of the dual of W3"P (S2).
Corollary 10.49 (Riesz's representation theorem in Let fl C RN be

an open set and let 1 < p < oo. Then W-1,P(fl) can be identified with the
subspace of distributions T of the form
N
T=Tfo_1: fir`,
i=1
where fo, ... , fN E LP' (fl).
Next we study the case p = oo. We endow W1,1 (1k) with the equivalent
norm
IIuIIW1,00(n) := max
IIUIIL-(sz)' II ax,
...
II aXN
By Theorem B.96 the dual of L°O (i]) can be identified with the space of
all bounded finitely additive signed measures that are absolutely continuous
with respect to the Lebesgue measure restricted to fl. Thus, if Ao, ... , AN
are any such measures, then the functional
N r
L(u):=, udAo+> J dAi, uEW1'OO(fl),
belongs to (W1" (S2))'. Indeed, since each Ao E (L°° (Il))', we have that
N
IL (u)j< IIAOII(L-(n))' IIUIIL-(n) + II
Max
0<i<N II II
(
L°O( n ))
X Max IIuIIL-(n)' IlaOU

IL(fl)
for all u E W '°° (i), and thus,

IL
IILII(wl -(n))' = sup IIUIIwu)(n) < O<i<N
uEW1.°O(iZ)\{0}
Reasoning exactly as in the proof of Theorem 10.41, we have the follow-

ing result.
10.5. A Characterization of W 1,P (1) 305
Theorem 10.50 (Riesz's representation theorem in W1,1). For every linear

continuous functional L E (W1"0° (fl))' there exist bounded finitely additive
signed measures AO,.. -, AN that are absolutely continuous with respect to the
Lebesgue measure GN restricted to fl such that
(10.29) L(u) = f udAo+FJaxi

_ dAj
,152
i=1 n
for all u E W1,0O (fl).
Exercise 10.51. Let fl C RN be an open set. Prove that un u in

W1,P (fl) if and only if un - u in LOO (1) and Vu,, - Vu in L°O (fl; RN).
The proofs of the next results are left as an exercise.

Corollary 10.52 (Riesz's representation theorem in W1'OO). The space
W-1.1 (fl) can be identified with the space of all distributions T of the form
N
T(u)=TA0(u)-EA
axi
(u),
i=1
where A0, ... , AN are bounded finitely additive measures that are absolutely
continuous with respect to the Lebesgue measure GN restricted to D.
Theorem 10.53 (Compactness). Let fl C RN be an open set. Assume that
{un} C W1'O° (fl) is bounded. Then there exist a subsequence {unk} of {un}
and u E W1"O° (fl) such that unk - u in W1"1 (fl).
10.5. A Characterization of Wl.n (fl)

In this section we give a characterization of W" (fl) in terms of difference
quotients. An analogous result has been given in Corollaries 2.17 and 2.43
for functions of bounded pointwise variation in one variable. As we already
mentioned, results of this type are often useful in the regularity theory for
partial differential equations (see, e.g., [24] and [531). Moreover, they pro-
vide characterizations that do not involve derivatives and thus they can be
used to extend the definition of Sobolev spaces to more abstract settings
(see, e.g., [11] and [81]).
Let SZ C RN be an open set and for every i =1, ... , N and h > 0, let
flh,i:={xEfl: x+teiEfl forall0<t<h}.
Exercise 10.54. (i) Prove that if 0 0.
(ii) Prove that if p > 1 and r > 0, then there exists a constant C =
C (E, p) > 0 such that
(a+b)p <(I+ E)aP+CbP
for all a, b > 0. Hint: Use the convexity of the function g (t) = ItJP,
tGR.
Theorem 10.55. Let 1 C RN be an open set and let u E W ',P (Il). 1 <-
p < oo. Then for every i = 1, ... , N and h > 0,
Iu (x + hei) - u (x)I P dx < 18u (x)IP
dx
fah'i hP J ax,
Iu (x + hei) - u (x)IP "

dx = (J 18u (x) Ip dx)
Jszh , hP si axi
Conversely, if u re L" (0), 1 < p < oo, is such that
Iu (x + he - u (x)IP
(10.32) lim inf dx A < o0
(foh'i
for every i = 1, ... , N, then u E W '.P (cl).
Proof. Step 1: Assume that u E c, (11) n W 1'p (Q) and fix a compact set
KCSZ. Let
d := min {dirt (K, 00) ,1 } .
By Taylor's formula there exists
2 a constant CK > 0 (depending on u) such
that
u (x + hei) - u (x) - a (x) hI < CKh2
for all x E K and 0 < h < d. Hence,
su
(x)Ih <_ Iu(x+he;)-u(x)I +CKh2
axi
for all x E K and 0 < h < d. By the previous exercise, for every 8 > 0 we
have
au
(x) hP < (1 + 6) Iu (x + hei) - u (x)IP + CK,rh2P
axi
for all x E K and 0 < h < d. Dividing by hP and integrating over K yields
ju (x + hei) - u (x) I P
(x) I P dx < (1 + 8) fK dx + CK,dZN (K) hP
I I axi
<(1+8)J hei) -u(x)IPdx+CK,aGN(K)hP.
10.5. A Characterization of W 1,P (SZ) 307
By the previous exercise,
P P
8u P Iu (x + hei) - u (x) I P
(x) dx < (1 + b) a dx
UK 18xi I ) Oh.; hP
+ (CK,oGN (K) hP) P .
Letting h - 0+, we obtain
8u P P 1 r Iu(x+hei) - u(x)IP P
U 8xi (x)I dx) < (1 + 8)P l h'O f

J.h,i
dx
If b - 0+ and K / SZ, by the Lebesgue monotone convergence theorem we

get
8u \a P Iu (x +hei) - u (x) I" P
18xi (x) dx J< 1im o f

I f hi hP dx
Un
Step 2: If u E W1.P (1), let SZ' cc fl and for 0 < e < dist (SZ', 8SZ) define
uE :_ APE * u, where W, is a standard mollifier. By Corollary B.83, for

0 < h < dist (SZ', OIl) - e,
IuE (x + hei) - uE (x)IP dx
< (f(")h,i I f dx) 1

(y)Iu(x+hei-y)-u(x-y)I
<_ f 'P, (Y) (h+i f

-y)-u(x-y)Idx
P
dy
< (fnh,i Iu (z + hei) - u (z) IP dz
where we have made the change of variables z = x - y and used the fact
I
that fRN APE dy = 1. Letting h - 0+ and using the previous step applied to
uE gives
(10.33)
`(x)Pdx P <limi f Iu(x+hei) -u(x)IPdx P
Cf I i (ki
Since a -, in LP (1') ass --+ 0+ by Lemma 10.16, we obtain

(10.34)
I
au
axi
(x) I
P 11 P
dx) < 1h- O nf ( f h,
lu (x + hei) -u(x)I"
lip
dx
By letting 11' / f2 and using the Lebesgue monotone convergence theorem,

we obtain
8u P \P lu(x+hei)-u(x)lP dx P
(10.35) (x) dx 1 <
IOxi hmo sth.: hl'
Step 3: To prove the converse inequality, we use the notation introduced

in Theorem 10.35. Let u be the representative of u given in Theorem 10.35.
For all h > 0 and for GN-1-a.e. x E RN-1 for which f2x{ is nonempty, by
the fundamental theorem of calculus we have
1
Iu (x;, xi + h) - u (xi, xi) I = I f th)) dtl

dt (u (x:, x1 +
"U
_< l hl fo, I axi (xi, xi + th) I dt.
Raising to the power p and integrating over 11h,i, by Holder's inequality we

get
I7L (x;, xi + h) - u (xi, xi) I P dx
(j1
<
lhlP
J1 h.i I a (xi, xi + th) I dt )P dx
(x1, xi + th) 1P dtdx

< l hI P Lh.Ii 1 I ate:
P
lhI + th) I dxdt

fo, Jna,jiOxi (x" xz
P
I axi (J) dy,
<- FLIP L I
I
where we have used Tonelli's theorem and the change of variables y _

(x;, xi + th). Hence,
lim sup
In (x + hei) - u (x) l P
dx
P < rIu (x) IP)
h-.O (foh,i hP st axi
which, together with the previous step, completes the proof of (10.31).
Step 4: To prove the final statement of the theorem, let u E L" (Cl), 1 <
p < oo, be such that (10.32) holds for every i = 1, ... , N. We claim that
10.5. A Characterization of W 1,P (11) 309
u E W1,P (S2). To see this, let S2' CC S2. Then reasoning as in Step 2, by
(10.33) we get
iA
f (' IP
sup lJ I(x)
O<e<diet(St',8 ) \ S2' 8xi
dx < 00
for every i = I,-, N. Since u£ - u in LP (W) by Theorem C.19, it follows

from Theorem 10.44 that u E W1,' (0') and that (10.34) holds for every
i = 1, ... , N. Given the arbitrariness of 0', taking a sequence 123 CC SZ
with S1, 92, we conclude that u E M ,111.f (S2). Since (10.34) holds for all 52j,
letting j -ti oo, we obtain (10.35), which shows that u E W 1,P (S2).
Exercise 10.56. Prove that for p = 1 the last part of the statement of the
theorem is false. Hint: It is enough to construct an example for N = 1.
Exercise 10.57. State and prove the analog of the previous result for
L1'P (S2).
Chapter 11
Sobolev Spaces:
Embeddings
Newton's second law of graduation: The age, a, of a doctoral
process is directly proportional to the flexibility, f, given by the
advisor and inversely proportional to the student's motivation,
M.
-Jorge Cham, www.phdoomics.com
In this chapter we are interested in finding an exponent q such that

(11.1) IIUIIL4(RN) <_ c IIVUIIL"(RNAN)
for all u in an appropriate subfamily of W1'p (RN) or L1' (RN).

Assume for simplicity that u E Q1 (RN) and for r > 0 define the resealed
function
tar (x) := u (rx) , x E RN.
If (11.1) holds for ur, we get
Q
Iu(rx)IQ dx J Iur (x)IQ dx) Q

(LN = (.LN
CC
U. Ivur (x) 1P dx
=C rP Ivu(rx)Ipdx ,
f.."
d)<c(rvfRNlvu(y)IPdy)
(rNLN
311
312 11. Sobolev Spaces: Embeddings
that is.
Q
erl-p+Q dy) a
J N
lu(y)14 dy < \J IVu(i,)Ip
.
If 1- L + 4 > 0, let r -* 0+ to conclude that u = 0, while if 1- N + N < 0,

let r -i oo to conclude again that u - 0. Hence, the only possible case is
when
N N - 1.
q p
So in order for q to be positive, we need p < N, in which case,
q=p*._ Np
N-p.
The number p* is called Sobolev critical exponent.
11.1. Embeddings: 1 < p < N

In this section we prove inequality (11.1).
Definition 11.1. Let E C RN be a Lebesgue measurable set and let u :
E - R be a Lebesgue measurable function. The function u is said to vanish
at infinity if for every t > 0,
(11.2) GN({xEE: Iu(x)I>t})<oo.
Note that the previous definition is automatically satisfied if E has finite
measure, while if E has infinite measure and u does not satisfy (11.2), then
it cannot belong to any LQ (E) for 1 < q < oo.
Theorem 11.2 (Sobolev-Gagliardo-Nirenberg's embedding theorem). Let
1 0 such that for
every function u E L1,n (RN) vanishing at infinity,
_ 1
(11.3) LM 1u (x)I* dx) Ivu(x)IP dx)

C (JM
In particular, W 1,P (RN) is continuously embedded in LQ (RN) for all p <
q < p*.
The proof makes use of the following result.

Exercise 11.3. Prove that if u E LP (R) for some 1 < p < 00, then for
every representative v of u,
lim i of Iv (x)I = 0, lim Iv (x)I = 0
and prove that in general one cannot replace the limit inferiors with actual
limits.
11.1. Embeddings: 1 2 and let ui E Lt"-1 (RN-1), i = 1,.. . , N. Then
the function
u (x) u1 (XI) u2 (x2) ... uN (x'N), x E RN,
belongs to L1 (RN) and
N
IIUIIL1(RN)
< rj IIuiIILN-1(RN-1)
i=1
Proof. The proof is by induction on N. If N = 2, then

u(x) Ui (x2) u2 (x1) , x = (X i, x2) E R2.
Integrating both sides with respect to x and using Tonelli's theorem, we get
I Iu (x)I dx = j 1U1 (X2)1 dx2 Iu2 (X01 dx1.

J
Assume next that the result is true for N and let us prove it for N + 1.
Let
u (x) := u1 (x1) U2 (x2) ... uN+1 (xN+1), x E RN+1,
where ui E LN (RN), i = 1, ... , N + 1. Fix xN+i E R. Integrating both
sides of the previous identity with respect to x1i ... , xN and using Holder's
inequality, we get
(11.4) JaN Iu (x) I dx1... dxN

N-1
N
dx1... dxN
< II uN+1II LN(RN) (LNlU(xaI .
For every i = 1, ... , N we denote by x;' the (N - 1)-dimensional vector

obtained by removing the last component from x; and with an abuse of
notation we write x'j = (xa',xN+1) E ISBN-1 X R. Since XN+1 is fixed, by the
induction hypothesis applied to the functions
N
Vi (xi) IN (xi, xN+1) I N-1 a xi E RN-1,
i = 1, ... , N, we obtain that

N N
JRNil lul (4)l NN_1
dx1 ... dXN < rj IIviIILN-1(RN-1)
i=1 i=1
In N n
IN (xi , xN+1) J 'V 7
RN-1
and so from (11.4),
f Iu (x)I dx1 "dXN

RN
N 1
< IIuN+1IILN(RN)
i=1 (JN1 I i (x,xN+1)I N dx.
Integrating both sides with respect to xN+1 and using the extended Holder
inequality (see the Exercise B.80(i)), with
1
+...+ 1
N
and Tonelli's theorem, we get
N+1
f V+I
lu (x)I dx1... dxN+1 <_ n IIuiIILN(RN)
i=1
which concludes the proof. 0
We now turn to the proof of the Sobolev-Gagliardo-Nirenberg embed-
ding theorem.
Proof of Theorem 11.2. Step 1: We prove (11.3) in the case p = 1

and under the additional hypothesis that it. E L1 (RN) n Cl (RN) with
Vi E L1 (RN; RN). Fix i = 1,.. . , N. By Fubini's theorem for Chr-1-a.e.
xa E RN-1 the function v (t) := u t), t E R, belongs to L (R)flC' (R)
and yr E L' (R). Fix any such x E R^'-1. By Exercise 11.3,
lim inf Iv (t) I = 0,
and so we may find a sequence tn -> -oo such that v On) - 0. Hence, for
every t E R we have that
t
v(t) =v(t,,.)+ ft. v' (s) do.
In turn,
IV MI <- Iv (tn)I + fR Iv' (s) I ds
for all t E R and u E N. Letting n - oo, we conclude that for each xi E JR
we have
1
Iu(xivxi)I < f Ix' (xi,yi)l dyi.

11.1. Embeddings: 1 < p < N 315
Hence, we have shown that for all i = 1, ... , N and for GN-a.e. x E RN we
have
Iu (x) I dFli.
S f I axi (xi, yi) I
Multiplying these N inequalities and raising to the power N1 1, we get

N7 N
l\ 1
Iu (x)I Nf 1 < 11(JR 18 (xi, Ii) dpi)

I =: II wi (xi)
i=1 ' // i=1
for £N-a.e. x E RN. We now apply the previous lemma to the function
N
w(x):=flwi(xi), xERN,
i=1
to obtain that
N
fRN lu(x)I dx < JRN Iw (x)I dx < H IIwiIILN-1(RN-1)
i =1
N( NI 1< N
N (x)I dx J dx)
J \JRN I Vu(x) I N1
where we have used Tonelli's theorem. This gives the desired inequality for
p=1.
Step 2: Assume next that 1 1, we have that v E C' (RN). Applying Step 1 to the
function v, we get
N-1 N-1
N N N
(LN = fRN
)/I IvI dxj 1J
:5f N Ivvl dx < q f RN

Iul4-1 IVul dx
A
< q (fRN Iul(q-i)d
YP
(LN I VulP dx,

where in the last inequality we have used Holder's inequality.
Since (q - 1) p' = p", if u 0, we obtain
dx\\
\\;j
Iul ) p (f.N IUI da]
f,tN
1
q f NIvulpdx)P
which proves the result.

Step 3: Next consider the case u r= LP* (RN) with distributional gradient
Vu E LP (RN; RN) for 1 < p < N. Define uF := u*cp£, where V, is a standard
mollifier. Then by Theorems C.19 and C.20 we have that u£ E LP* (RN) f1
C°° (R'V ), while, reasoning as in Lemma 10.16 and using Theorem C.19 once
more, we obtain that V ue E LP (RN; RN). Hence, by the previous two steps
}N
(IRN IueI "-Y [ NA < q (1r IVUElp dx

)
Letting s - 0+ and using Theorem C.19 and Lemma 10.16 one more time,
we obtain the same inequality for u.
Step 4: Finally we prove (11.3) in the general case. Assume that u E
L1,' (RN) vanishes at infinity. For n E N and x E RN define
lu (x) I - n if < lu(x)l < n,

vn (x) := 0 if Iu(x)I < ,s,
n-n if JU(X)l >n1.
By the chain rule (see Exercise 10.37(1) and (vi)) for LN-a.e. T E RN,
therwlsex)I < n,
Ivv,z(x)I = pvu(x)I
and so Vvn E LP (RN; RN), while
I Iv Idx = fi2i>} Ivldx

{
N fr
<f n-In £N({xE RN: Iu(x)I>-}} <oo,
11.1. Embeddings: 1 < p < N 317
since u is vanishing at infinity. Hence, by the previous step applied to vn,
j Iu (z) I 1 N
N
P
Np
f N [71,1 "Np
N-p
n N-D dx " (,fix) Np
f
` J
f R
1
f
1
n
IVulp
< IVvJ' dx) " = q l dx
q (JRN 1n<IuI<n}
(f1-L-
P.
<q IQulp dx
R.N
First letting n -' oo and using Fatou's lemma, we obtain the desired result.
Step 5: To prove the last part of the theorem, assume that u E W 11P (RN) .
Then by the previous steps we know that u E if (RN), and so we can
now use Exercise B.80(ii) to conclude that u E E4 (RN) for all p < q < p*
Indeed, assume that p < q < p"` and write
1 0 1-0
q p + p*
for some 0 < 8 < 1. Then
IIILIIL0(Rx) <- (IIUIILP(RN))° (IIuIILP(RN) + IIUIILP`(RN)
where we have used Young's inequality (see (B.17)) with exponents and
Hence,
IIUIIL-(RN) < IIUIILP(RN) + IIUIILn*(RN) < 1IuI6(RN) +CIIVuIILP(RN;RN)
<- (1 + C) IIlII W1.P(RN) ,
which shows that the immersion (or embedding)
W1" (RN) -> E4 (RN)
UIU
is a continuous linear operator.
Remark 11.5. (i) If 1 < p < N, then the best constant in (11.3) is given
by
1-p
1 1 p-1 r{1+ 2}r(N)
N-p
Ira NP 1r (p)rl1+N- P)
and equality holds in (11.3) if
11
U (X) _ a+ blxlP-1/
», x E 18N,
where a, b are positive constants (see [13J, [1651).
If p = 1 < N, then the best constant in (11.3) is given by

rr f/ }lN
C= zN{r11+ 2/
``sharp, inequality)))
} .
To see that this is it suffices to take

1 if IxI < 1,
un(x):= 1+n-nlxl if1<IxI<1+*,
0 if IxI > 1 + n,
which is a sequence of Lipschitz functions that converges to the
characteristic function of the unit ball. It is possible to show that
equality does not hold in (11.3) for functions in W1,1 (RN) but that
(11.3) still holds in BV (RN) (see Chapter 13), with the norm of
Vu in L' replaced by the total variation of the vectorial Radon
measure Du, and that equality holds for the characteristic function
of the unit ball.
(ii) In Steps 1 and 2 of the previous proof we could have used Theorem
10.35, and so avoid Step 3.
Exercise 11.6. Let k E N and 1 2 and kp < N.
Prove that
(i) Wk+jp (RN) is continuously embedded in W""4 (RN) for all j E N
and forallp-5 q< '
(ii) Wk,p (RN) is continuously embedded in LQ (RN) for all p < q <
NP
IV-kP.
Next we discuss the validity of the Sobolev-Gagliardo-Nirenberg em-
bedding theorem for arbitrary domains.
Exercise 11.7 (Rooms and passages). Let {hn} and {52n} be two sequences
of positive numbers such that
00
I: hn=I<oo, 0 < const. < h+1 < 1, 0 < b2n < h2n+1,
n=1 n
and for n E N let

n
Cn = hi.
i=1
Define Sl C R2 to be the union of all sets of the form
2h;m
Rj (c, - hj,cj) x (-2h3, J ,
P1+1 [cj, cj +' hj+i] x 2,

(_i+i5i+i)
1 1
,
11.1. Embeddings: 1 < p < N 319
R1 R5
Figure 1. Rooms and passages.
for j = 1, 3,5.... (see Figure 1).

(i) Prove that 8fl is the range of a rectifiable curve but that it is not
of class C.
(ii) Let
31 1
hn = 62n= 3,
nl n3
and for j = 1, 3, 5, ... define
3
Kj in R,,
log 2j
K,,+(K,+2-K,) in Pj+1.
hj+1
Prove that it E W1,2 (s)) but u 0 LQ (i)) for any q > 2.

(iii) Let p > 1, q > 1 (2p - 1),
1
h2n-1 = h2n := -, 52n 3pn2q+p,
and for n E N define
1
u (x1, x2) :=
1 in R2n-1
and
(n + 1)Q - n4
Vu (x1, x2) := 1
0 in Pen.
nP
Prove that Vu E L2 (Q; R2'c2) but it 0 L2 (1).
The previous exercise shows that Theorem 11.2 fails for general domains.
The problem is the regularity of the boundary.
Definition 11.8. Given 1 < p < oo, an open set St C RN is called an

extension domain for the Sobolev space W 1,P (S1) if there exists a continuous
linear operator
E : W 1,P (Q) - W1,P (RN)
with the property that for all u E W1,P (a), C (u) (x) = u (x) for CN-a.e.
xE1.
Note that the extension operator 6 strongly depends on p. In the next
chapter we will show that "nice" Lipschitz domains are extension domains
for all 1 0 such that
IIUIILQ(n) <_ C II UII W1,P(n)
for all p<q<p* anduEW1"P(Si).

Proof. Since i C RN is an extension domain for W1,P (0), there exists a
constant C = C (p, N, S2) > 0 such that
116 (u) II W 1.P(RN) < C IIuII W 1.P(n)
for all u E W 1,P (S2). On the other hand, by Theorem 11.2, for all p < q < p*
we have that
IIuIIL4(n) = IIE (u)IILQ(n) _< IIe (U)IILQ(RN) C1 IIe (u)IIW1.P(RN)
< C1C IIuIIw1.P(n) ,
where C1 = C1 (N, p) and we have used the fact that S (u) (x) = u (x) for
CN-a.e. x E SZ.
Next we show that if p < q < p* and Il is an extension domain for

W1,P (S2) with finite measure, then the embedding
W1,P (cZ) -' Lq (12)
u'-* u
is actually compact.
Theorem 11.10 (Rellich-Kondrachov). Let 1 < p < N and let S2 C RN be
an extension domain for W" (Il) with finite measure. Let {un} C W1,P (SZ)
be a bounded sequence. Then there exist a subsequence {un,, } of {un} and a
function u E LP' (St) such that un,r - u in Lq (S2) for all 1 < q < p*.
The proof makes use of the following auxiliary results.

11.1. Embeddings: 1 < p < N 321
Lemma 11.11. Let 1 < p < oo and let u E W1.p (RN). Then for all
hERN\{0},
f v
Iu (x + h) - ti (x)I" dx < IhIpf IVu (x) I'' dx.
N
Proof. Assume that u E W4 (RN) n C- (RN). For x E RN and h E

RN \ {0} by the fundamental theorem of calculus we have that
d
Iu (x + h) - u (x) l = I 1 (u (x + th)) dtl
fo dt
i
<- IhIJo IVu(x+th)I dt.

Raising to the power p and integrating over RN, by Holder's inequality we
get
JAN I u (x + h) - u (x)Idx < dt) dx
< fIN f'°ivux +th )Ip dtdx

1
= IhIPfa IVu(x+th)I" dxdt
= IhIpJJN IVu(y)Ip dy,

where we have used Tonelli's theorem and the change of variables y = x+th.
To remove the additional hypothesis that u E C°O (RN), it suffices to
apply the previous inequality to ue := cpe*u, where We is a standard mollifier,
and let e --+ 0+ (see Theorem C.19 and Lemma 10.16). 0
Lemma 11.12. Let 1 < p < oo and let u E W1,p (RN) . For k E N consider
standard mollilers of the form
cQk (x) = kNcp (kx) , x E RN,
where W is defined in (C.8). Then
f I(u * (0k) (x) - u(x)Il dx < C(N 'P) 1 N

IVu(x)Ip dx.
Proof. By Holder's inequality and (C.5) we have

(11.5) (x-y)Iu(y)-u(x)1pdy
I(u*'Pk)(x)-u(x)I'5 f
< C (N) kN Iu (x +h) - u (x) Ip A.
JB(o,k)
Hence,
(11.6)
JN (u. * Wk) (x) - u (x) I" dx
1B (0,) J
< C (N) kN Iu (x + h) - u (x) IP dxdh.
- N
In turn, by the previous lemma and Tonelli's theorem we getf
J I(u * Wk) (x) - u(x)IP dx < C (N) kN J IVu(x)I' dx J IhI'° dh

N N
B(04)
C (N, p) / N I V (x) I" dx.
We now turn to the proof of the Rellich-Kondrachov theorem.
Proof of Theorem 11.10. Since St is an extension domain for W1 (SZ),

we can extend each un to a function un E W'"P (RN) is such a way that
the sequence {un} remains bounded in W1,p (RN). It follows by Theorem
11.2 that the sequence {u'} is bounded in LP (RN). Since p* > 1, by the
LP*
reflexivity of (RN) (see Theorem B.91 and Corollary A.60) we may find
a subsequence {uk} of {un} such that
unk-u in LP*(W").
We claim that u-k -> u in LP (0).
For simplicity, for every v E LP (RN) we Set v(k) := u * Wk. By the
previous lemma and the fact that {ua} is bounded in W1.P (RN), we get
slip J
nEN RN
(nn)(k) - dx < C (N, p) sup f
nEN RN
dx 0. By (11.7) and Theorem C.19 there exists k depending only on e
such that for all k > k and all n E N the first and last terms in the previous
11.1. Embeddings: 1 k and all n E N. Hence, to complete the proof, it suffices to show
that
(11.9) ukn II(
un)k-
IILP(SZ)
Since un u in LP* (RN), it follows that for all x E RN,
(un)(k) (x) = vi (x - y) un (y) dy
(x - y) v (y) dy = u(L*) (x)
as n -+ oo. Moreover, by (11.5) (with u replaced by un) and the fact that
{u,} is bounded in 1'P (RN), we get
(u)(') (x)-u(k)(x)I'<ekN JJfB(0,1/k)

f Iu.(x+h)-u(x+h)Ipdh
< ckN
for all x E RN and all n E N. Since fl has finite measure, we are in a

position to apply the Lebesgue dominated convergence theorem to conclude
that (11.9) holds.
Hence, we have shown that u in U (Sl). Since {un.,, } is bounded in
LP (RN), by Vitali's convergence theorem (see Theorem B.101) this implies
that u,,,` - u in LQ (f2) for all 1 < q <p*. 0
Remark 11.13. Note that when p > 1 the function u belongs to W1'P(fl).
This follows from Theorem 10.44. On the other hand, when p = 1, we can
only conclude that u E BV (Il) (see Theorem 13.35).
Exercise 11.14. Prove that if n is an extension domain for W" (a), 1 <
p < N, with finite measure, then u, - u in W1 (S2) if and only if un u
in f' (fZ) and Vu - Vu in LP (); ISSN).
The following exercises show that compactness fails for q = ps even for
nice domains and that for general domains even the embedding
W" (SZ) LP (S2)
U U
may fail to be compact.

Exercise 11.15. Let n = B (0,1) C RN, let 1 1.
Prove that {u n} is bounded in W 1,P (fl) but that it does not admit any
subsequence strongly convergent in LP' (fl).
Exercise 11.16. In Exercise 11.7 take
(hem)a
62. ,
for some a > 3, and for j = 1, 3, 5, ..., consider functions uj : 0 --+ R such
that
uj (X1, x2) =
1hj in Rj,
0 in 0\(Pj_1URjUPj+1)
and
1
(hll_l,0) in P?_,,
Vuj (X1, r2) _
1
(-hjhj+l,0 J in Pj+1
Prove that the sequence {uj} is bounded in W1,2 (B (0, 1)) but that it does
not admit any subsequence strongly convergent in L2 (n).
The previous exercise shows that the embedding u E W1,P (fI) - LP (n)
fails to be compact for arbitrary open bounded sets. The following exercise
gives the only possible type of compactness that remains.
Exercise 11.17. Prove that if f1 C RN is an open set with finite measure
and 1 L4 (tI)
uHu
is compact for all 1 < q < p.
Exercise 11.18. Let fl C RN be an open set and let 1 n and IxI < n}.
11.1. Embeddings: 1 < p < N 325
The Rellich-Kondrachov theorem and its variations hold for special do-
mains with finite measure. The next two exercises show that if we restrict
our attention to the class of radial functions, then we have compactness in
the entire space RN for all N < q < p", but not for q = N or q = p".
Exercise 11.10 (Radial functions, I). Let N > 2, let f E C1(10, oo)), and
let
(11.10) u(x)f (IzI), -TERN .
(i) Let 1 0. Prove that for r > 0,
(r2a f2 (r)), (r))12 (r))2
< [(raf + (1,f
=r2a [(fi (r))2 + f2 (r)]
+ a (r2a-1 f2 (r))' - a (a - 1) r2a-2 f2 (r).
(iii) Prove that for every N E N with N > 3 and for all r > N - 1,
rN-1 f2 (r) < 2 r tN-1 [(f' (t))2 + (f (t))2] dt.
J0
(iv) Prove that for all r > 1,
00
r f 2 (r) < 2 t [(f' (t))2 + (f (t))2] dt.
Jr
(v) Prove that if the function u defined in (11.10) belongs to W1,2 (RN),
N > 2, then
C
It(x)I: iN) I
a
IIUIIw1.2(RN)
forallxERN,with IxI>N-1.
Exercise 11.20 (Radial functions, II). Let C W 1,2 (RN) n C' (RN)
be a sequence of radial functions with
sup IItIIw'.2(itN) < 00-
n
(i) Prove that
21
urn sup dx = 0.
R-oo a RN\B(o,R)
(ii) Prove that there exist a subsequence {u,yk} of and a function
u E W1.2 (RN) such that u in Lq (RN) for all 2 < q < N-2'
2N
(iii) Let V E C' (R) be such that supp cp C 10, 11, cp # 0, and define
u,3 (x) = an.cp (IxI - n), x E RN.
Find an in such a way that {u.} is bounded in W1"2 (RN) but does
not converge in L2 (RN).
(iv) Let cp be as in part (iii) and define
um (x)=a W(2'LIxI-1), xERN.
Find an in such a way that {un} is bounded in W1.2 (RN) but does
not converge in L2* (RN).
We conclude this section by showing that the Rellich-Kondrachov the-

orem continues to hold for bounded domains with boundary of class C.
Theorem 11.21. Let 1 < p < oo and let n C RN be a bounded domain
whose boundary is of class C. Then the embedding
W 1,P (0) -- LP (1)
is compact.
Proof. For every xo E M there exist a neighborhood Ax0 of xo, local

coordinates y = (y', yN) E RN-1 x R, with y = 0 at x = xo, and a function
f E C (QN_1 (0, r)), r > 0, such that
n fl Ayo = { (y', YN) E f n A.. : y' E QN-1 (0, r) , 1N > f (y') )

By taking r > 0 smaller, if necessary, and t > 0 sufficiently small, we have
that the open set U (xo, r, t) defined in (10.10) is contained in A.,a, so that,
by eventually replacing A,,, with U (xo, r, t), without loss of generality, we
may assume that
(11.11) nn Axa = { (Y1', Y!N) : 1/ E QN-1 (0, r) , f (Y1') < YIN <f (Y!') + t} .
Assume that u E CC ° (RN) . Fix y' E QN_ 1 (0, r) and let
f (y) < Y!N < f (y') + t, f (y') + 2 <'r < f (y') + t.

By the fundamental theorem of calculus we have that
T
/ (y', s) ds,
u (y', Y!N) = u (y', r)
JyN y!
11.1. Embeddings: 1 < p < N 327
and so by the convexity of g (t) = ItIP, t E R, and Holder's inequality,

f&)+t P
Iu(y,yN)IP<2p-1Iu(y',r)IP+2P-1
ayN(y,'s)I dS
LN I
f(y')+t 8u P
2P-1 j u (y', r) 1P + 2P-1tP (y', s) I ds.
YN OYN
By averaging in r over (f (y') + 2, f (y') + t), we obtain
J U (y', yN) I P < -t f(y')+1

Iu (y', r) IP dr
f (y ')+t au P
+ 2P-1 t
f (Y" s) I ds.
JyN I JN
Now we integrate in (y, yN) over QN-1 (0, r) x (f (y') , f (y') + b), where
0<6<t,toget
JQN_1(O,r)
j f (y')+s
I(y')
lu (y,YN) 1P dyNdy
2P5 f(y' )+ t
Iu(y',r)IP drdy'
t jQN-1(0,r) Jf(y')+2
f(y ')+t P
+ 21t
'QN -1(Q,r) f N
I ayN (y', s)
I dsdy'.
Since an c RN is compact, we can find xii ... , xM E an such that

M
an C U U (xi, ri, ti)
i=1
and (11.11) holds for each i = 1, ... , M. For every e > 0 let
SZf:={xE1Z: dist(x,81l)>e}.
By taking 0 < 6 < min1<i<M ti and e > 0 sufficiently small, we have that
M
n n
\ E, C U VrT (xi,
(
ri, 5),
i=1
where U (xi, ri, 6) is defined in (10.10). Hence, by (11.12) we get that
r
cd ju (x) IP dx < 'M' f Iu (x) IP dx
+ 2P-1Mt b you (x) IP dx,
J
where t_ := mine<i<1 ti and t+ := maxi<i«t ti.
Since the restriction to Sl of functions in Cr (RN) is dense in W",P (fl)

by Theorem 10.29, the previous inequality continues to hold for all u E
W" P (St). In particular,
l(x)l' dx < 2PM45 + 2p-' Mt 6 -> 0

sup
Ilullt,1l,p(n)« f
l\f,a t-
as S -> 0, and so the result follows from Exercise 11.18. 0
11.2. Embeddings: p = N
The heuristic argument at the beginning of the chapter shows that when
p > N, we cannot expect an inequality of the form
IIuIILs(RN) <_ C IIVtIILP(RN;RN).
However, we could still have embeddings of the type

W 1,P (RN) -> Lq (RN)
that is, inequalities of the type
IIUIILQ(IlCN) 5 CIIUIIwl.p(gN).
We now show that this is the case when p = N. We begin by observing

that when p / N, then p* / oo, and so one would be tempted to say
that if u E W1,N (RN), then u E LOO (RN). For N = 1 this is true since if
u E W1,1 (R), then a representative u is absolutely continuous in R so that
z
-C(x) = U (O) + jii(s) ds,
and since u = u' E Ll (R), we have that I is bounded and continuous. For
N > 1 this is not the case, as the next exercise shows.
Exercise 11.22. Let n = B (0,1) C RN, N > 1. Prove that the function
U (X) := log (log (1 + ICI )} ' x E B (O,1) \ {0} ,
belongs to W1,N (B (0, 1)) but not to L00 (B (0, 1)).
However, we have the following result.

Theorem 11.23. The space W1,N (RN) is continuously embedded in the
space Lq (RN) for all N < q < oo.
11.2. Embeddings: p = N 329
Proof. Let u E W1,N (RN). Define v := lult, where t > 1 will be deter-
mined so that v E W1,1 (RN) By Theorem 11.2 with p = 1 and Exercise
10.37(i),
N-1 N-1
N _1 ! N
fRN July dx IvI' r dx
(
< J lovl dxt j lult-1IVul dx
N RN
< t (j (t-1)N' dxl
N`
l ul \JRN I V UI N dx) '
where in the last inequality we have used Holder's inequality. Hence,

N-1 ! ` N-1 1
NE < tN N
U.. lul' dx} C(

lul(t_1)
dx) IVuIN dx ]
fR
N-1
`fRN ///
1
dx) N t=1 dx) N
(11.13) < C Us lul(t-1)N1
+ (JN
R IVUIN J
/
where we have used Young's inequality (see (B.17)) with exponents t and
tt1' Taking t = N yields
(LN lul N-1 dx)

=IV
< C [(J N IuIN dx) + (f N louIN dx)
so that u E LT (RN) with continuous embedding. Reasoning as in Step

5 of the proof of Theorem 11.2, we conclude that
IIUIIM(RIV) C IIuIIw1.N(RN)
for allN<q< .
IV2
Taking t = N + 1 < in (11.13) and using what we just proved gives
N(N+1) N-1
N-1 dx N N+1)
(JRNlul
1
hr4
=Nr A
IVtÌN
dx)
<C \fRN IulN--1 dx + (fRN
IIuIIw1,N(RN),
and so the embedding

W1'a (RN) -4 L4 (RN)
u I- u
is continuous for all N < q < N Nil . We proceed in this fashion taking
t = N + 2, N + 3, etc. 0
Exercise 11.24. Let k E N and 1 2 and kp = N.
Prove that
(i) Wk+,j,P (RN) is continuously embedded in W3"9 (RN) for all j E N
and for all p<q<oo,
(ii) Wk,P (RN) is continuously embedded in LQ (RN) for all p:5 q < oo.
Exercise 11.25. Prove that for every function u E WN,1 (RN),
aNu
IIUIILOQ(RN) 5 0X1 ...OXN IILN(RN)
Exercise 11.26. Let Q C RN be an extension domain for W1,N (S2)

(i) Prove that there is a constant C = C (N, n) > 0 such that
IIUIILq(n) !5 C IIUIIW1.n(n)
for allN<q<oo.
(ii) Prove that if f has finite measure, then the Rellich-Kondrachov
theorem (Theorem 11.10) continues to hold for p = N, that is, for
all 1 < q < oo the embedding
W 1'N (Q) - L9 (D)
is compact.
Note that in general, if u E W1,N (RN), we cannot conclude that u E

LQ (RN) for 1 < q < N. However, since u E Lq (RN) for all q > N, the
function u must decays faster than algebraically at infinity. Indeed, we will
show that it must have exponential decay. For every m E N consider the
function
00 m-1
(11.14) expm (s) := c 1n.s" = exp (s) - E 1n.sn,
1 1
s E R,
n=m n=0
and let
(11.15) 7N NQN ,
where, we recall, QN is the surface area of the unit sphere, that is,
N
HN-1 (SN-1) = 2w 2
ON
r(2)
The next theorem, which is due to Adachi and Tanaka [4], gives an embed-
ding of the space W1,N (RN) into the Orlicz space generated by the function
expN_1 (sN/(N-1)) We introduce the notion of Orkcz space.
Definition 11.27. Let E C RN be a Lebesgue measurable set and let

4) [0, oo) -i [0, oo] be a convex, lower semicontinuous function such that
:
4) (0) = 0 and 4) is not identically zero or infinity. The Orlicz space L" (E)
generated by the Orlicz function 4) is the space of all Lebesgue measurable
functions u : E - R such that
u (x)I l dx < oo
1 \ s /l
Ì
for some s > 0 (depending on u).
Exercise 11.28. Let E and 4) be as in the previous definition.
(i) Prove that Lt (E) is(ra normed space with the norm
(11.16) 11u04,:=inf{s>0: f
E
(Iu(x)P) dx<111JJ
(ii) Prove that L` (E) is a Banach space.

The following theorem is the main theorem of this section. To the au-
thor's knowledge the first result of this kind in bounded domains is due to
Trudinger [168] (see also [130] and see [107] for some recent results).
Theorem 11.29. Suppose N > 2. Then for every ry E (0, -tN) there exists
a constant C = C (N, -y) > 0 such that
(X)IN'
Iu x N)I
N expN_1 dx Cy
N
yIIVUIIN' ( xN ) < IIotLIILN(RN;RNxN)
for all u E W1,N (RN) \ {0}. In particular, if 4 (s) := expN_1 (ir'),

s > 0, then
(11.18) IItII4-, < II 'tIILN(RN;RNxN)
for all u E W 1,N (RN)

Remark 11.30. Note that the inequality (11.17) is scale invariant; that is,
if for r > 0 we define the rescaled function
ur (x) := u (rx) , x E RN,
then
IIurIILN(RN) rN IIuIILN(RN)' IIVtrIILN(RN;RNxN) = IIVUIILN(RN;RNxN)

and
Iu r (x)IN,
eXpN-1 '? IIV dx
R rI) j,N (RN.RNxN)
N'
= expN-1 ? N, dx.
TN RN IIVuIILN(RN;RNXN)
To prove Theorem 11.29, we use the notion of symmetric rearrangement

(see Chapter 16).
Proof of Theorem 11.29. Fix u E W 1,N (RN) \ {0} and define
v (x) := lu (x)I xERN.
IIVuIILN(RN;RNxN)'
Then IIVVIILN(RN;RNxN) = 1, and (11.17) reduces to
(11.19) jN eXpN-1 (-,v'" (x)) dx < C.1 IIvII N(RN) .
Let v* be the spherically symmetric rearrangement of v. Then v* (x) _

w (IxI), where w is nonnegative, decreasing, and locally absolutely continu-
ous by Theorem 16.17. Hence,
Vv* (x) = w (IxI) IxI
for GN-a.e. x E RN. Using spherical coordinates and Theorem 16.17, it

follows that
00
(11.20) /3N
Iw'(r)INrN-idr
= Ilov*II2 (R"' tNxN)
0
<_ IIvVII N(RN;RNxN) = 1.
Define
(11.21) ro:=inf{r>0: w (r) <_ 1}.
Since w (r) --+ 0 as r -# coo, we have that ro must be finite.
Using spherical coordinates and Theorem 16.10, we have that
expN-1 (v" (x)) dx = JRN eXpN-1 (.Y
(v*)N' (x)) dx
JN
(11.22) = ON f eXpN-1 (1N' (r)) 9.N-1 dr
a
To ,
= JON expN-1`(ryw ' (r)) rN-1 dr
o
+ I6N eXpN-1 (yw" (r)) rN-1 dr =: Z + 11.

J
To estimate Z, it is enough to consider the case that ro > 0, so that w (ro) =

1 by (11.21). Since w is locally absolutely continuous, by the fundamental
theorem of calculus (see Theorem 3.30), Holder's inequality, (11.20), and
(11.21), for 0 < r < ro we have that
w (r) = w (ro) -
Iro
w(r) dT <1 + f r
ro TN, dr
<1+ f o
Iw, (T)IN TN-l dr N (log r)
r
1 +'3 N N (log).
By the convexity of the function sN' for every e > 0 we may find a constant
C£ = C£ (N) > 0 such that
(1+s)N' < (1+e)sN'+C£
for all s > 0. Hence,
(11.23) wN' (r) 1 + e) QN N- 1 log o + C£ r

for all 0 < r < ro. Since -y < yN, we may take e so small that
y(1+e)<yN=NQN
and so y (1 + E)'3 NN-' < N. Hence, also by (11.23),
Pro
' log ro rN-1 dr 1
Z < QNeycr J exp y (1 + e) QNR

o r
(11.24) =
QNeroNjro rN-1-y(1+3N ' dr
&0c` ra =: C1 (N, y) r0
N-y(l+e)QN"--1
On the other hand, by the Lebesgue monotone convergence theorem and the
fact that w (r) < 1 for all r > ro by (11.21), we have that
or,
ZZ=QN " Jr.
n=N-1 W!
00
< 13N v' wN (r) rN-1
dr
n=N-1
yL. J°°
o
= ON (expN-1 y) fo
oo
wN (r) rN-1 dr.
Combining this estimate with (11.22) and (11.24), we get

(11.25)
JRN eXpN-1 (7vN' (x)) dx <C1(N,)r
0 rN-1
+ (expN-17) ON wN (r) dr.
Jrp
Using spherical coordinates and Theorem 16.10, we have that
00
rN-1
dr < J (v*)N (x) dx =
ON J
ro
wN (r)
RN JRN vN (x) dx.
Thus, to obtain (11.19), it remains to estimate ro in the case that ro > 0.
By (11.21) and the fact that w is decreasing, we have that w (r) > w (ro) = 1
if and only if 0 < r < ro. Hence,
{xERN: v'(x)> 1} ={xERN: w(Ixl)> 1}=B(0,ro).
By Proposition 16.6, weI have that
aNrp = GN ({x E RN : v* (x) > 1})
i1
=RCN({xER": v(x)>1}) <J vN(x)dx,

{v>1}
and so we have proved (11.19) and, in turn, (11.17).
By (11.17), the number s = IIVUIILN(RN;RNxN) is admissible in the defi-
nition of IIufl*, (see (11.16)), and so (11.18) follows. 0
The previous theorem is complemented by the following exercise, which
shows that (11.17) fails for all 7 > 7N.
Exercise 11.31. Suppose N > 2 and let r > 0.
(i) Construct a sequence C W1,N (RN) of nonnegative radial
functions such that supp u, C B (0, r),
IlovnllLN(RN;RNXN) = 1,
and
fRN expN-1 7N< (x) dx
-00.
IIvnIILN(RN)
(ii) Prove that for every open set 1 C RN and for every C > 0, the
inequality
N'
Iu (x) I IIUIILN(n) N
eXpN-1 7N dx < C (IIIILN(fl;RN))
IIVt IILN(Q;RN)
fails for some u E Wo'N (St) \ {0}.

11.3. Embeddings: p > N 335
Remark 11.32. The analog of this result for bounded domain can be found
in Exercise 12.20. See also Remark 12.21 for more references on this topics.
11.3. Embeddings: p > N

We recall that, given an open set SZ C RN, a function u : SZ -* R is Holder
continuous with exponent a > 0 if there exists a constant C > 0 such that
lu(r)-u(y)I <Cur - yl,
for all x, y E SZ. We define the space C°,a ( ) as the space of all bounded
functions that are Holder continuous with exponent a.
Exercise 11.33. Let 1 C RN be an open set and let a > 0.
(i) Prove that if a > 1 and if fZ is connected, then any function that
is Holder continuous with exponent a is constant.
(ii) Prove that the space C°'a R, 0 < a < 1, is a Banach space with
the norm
lu ( I
IIUIICO.a( } sup Iu (x) I +
su z, ysup#7J
- yl(01
Note that if SZ is bounded, then every function u : SZ -+ R that is Holder

continuous with exponent a > 0 is uniformly continuous and thus it can be
uniquely extended to a bounded continuous function on RN. Thus, in the
definition of CO,' (SZ) one can drop the requirement that the functions are
bounded.
The next theorem shows that if p > N, a function u E Wln (RN) has a
representative in the space C0,1 P (RN).
Theorem 11.34 (Morrey). Let N < p < oo. Then the space W1,p (RN) is
continuously embedded in C°"- a (RN). Moreover, if u E 1v'.P (RN) and u
is its representative in C°'1 p (RN), then
lim u (x) = 0.
jxI-'oo
Proof. Let u E W4 (RN) n C°° (RN) and let Qr be any cube with sides
of length r parallel to the axes. Fix x, y E Q,, and let
g(t):=u(tx+(1-t)y), 0<t<1.
By the fundamental theorem of calculus
u (x) -u(y) = g(1) -g(0) = g'(t) dt

fo
= J Vu(tx+(1-t)y).(x-y) dt.
0
Averaging in the x variable over Q, yields
uQr - u (y) = Vu (tx + (1 - t) y) (x - y) dtdx,

rN JQr J
where uQ,. is the integral average of u over Q, that is,
1
uQr := N
r Qr
u (x) dx.
Hence,
IuQr-u(y)I
s=1 J J lla (tx+(1-t)y)IIx1-ysi dtdx
Qr 0
N
- jjj r
ax (tx + (1 - t) y)I dx dt
:
N
r1 fo taxti
N
(1-t)y+Q,
where we have used the fact that I x; - y, I < r in Qr, Tonelli's theorem, and
(z)I dzdt,
the change of variables z = tx + (1 - t) y (so that dz = tNdx). By Holder's

inequality and the fact that (1 - t) y + Qt C Qr, we now have
N N
I
IuQr - u (y)l (tNa (z)p dz p dt
rN-1 Jp (1(1 -)
t + Qr= Oxi I
rrN-1
N- P tN- n
(11.26) < N IIVUIILP(Qr;RN) tN dt
Jo
= Np rl- p
_N N.
IIouIILp (QriR)
Since this is true for all y E Qr, if x, y E Qr, then

lu (x) - u (y)I <- Iu (x) - uQrl + IU (y) tQrl
p-2NpN rl N
< p
IIouIILp(Qr;RN)
Now if x, y E RN, consider a cube Qr containing x and y and of side length

r := 2 Ix - yl. Then the previous inequality yields
Np
(11.27) lu (x) - u (y)I <- C (N, p) Ix - yl' IloullLp(Qr;RN)
< C (N, p) Is - yl1 p

II7UIILp(RN;RN)
Hence, u is Holder continuous of exponent 1 - N . To prove that u E

N
C0.1- (IEBN), it remains to show that u is bounded. Let x E RN and
consider a cube Q1 containing x and of side length one. By (11.26) we get

(11.28)
lu (x)I s ItQI I + Iu (x) - tQ' 1:5 L1' (x) dx I + C (N, p)

L
S IItIIL,(Q,) + C (N,p) IIVuIIl (RN;RN) s C (N,p) IIuIIW,.p(RN) ,

where we have used Holder's inequality.
Next we remove the extra hypothesis that u E C' (RN). Given any u r=
W 1'P (R'V ), let x, y E RN be two Lebesgue points of u and let u£ := u * rp,,
where V£ is a standard mollifier. By (11.27) we have that
Iu£(x)-uE(y)I <C(N,p)Ix-yln p IIVuEIIL,(RN;RN)

Since {u£} converge at every Lebesgue point by Theorem C.19 and Vu,, _
(Vu), -* Vu in LP (RN; RN) by Theorems C.19 and C.20, letting a - 0+,
we get
(11.29) Iu (x) - u (y)I <_ C (N, p) Ix - yl' P IIVuIILp(RN;RN)
for all Lebesgue points x, y E RN of u. This implies that
u : {Lebesgue points of u} - R
can be uniquely extended to RN as a Holder continuous function u of ex-
ponent 1 - E in such a way that (11.29) holds for all x,y r= RN. With a
similar argument from (11.28) we conclude that
(11.30) Iu (x)I < C (N, p) IIuIIw1.p(RN)
for all x E RN. Hence,
IIull ,1_ p sup Ila (x)I + sup I (x) - ft (Y)

N
ly+ N
CO ) xERN x,YERN,xOyr Ix - VIl p
<- C (N, p) Ilu1I W1.p(RN)
Finally, we prove that ii (z) - 0 as IxI -> oo. Let {un} C C°° (RN) be any
sequence that converges to u in W1,P (RN). The inequality (11.30) implies,
in particular, that u E L°O (RN), with
IIUIIL-(RN) <_ C (N,p) Ilullwl.p(RN) .
Replacing u with u - u,, gives
IIu - UPIIL-(RN) < C (N,p) IIu - u.Ik v .p(RN) ,
and so IIu - unIIL°°(RN) -, 0 as n -+ oo. Fix e > 0 and find n E N such that
IIu - unIIL-(RN) << E
for all n > n. Since tin E C°° (RN), there exists Rn > 0 such that u,-, (x) = 0
for all IxI > Ra. Hence, for LN-a.e. X E RN with IxI > Ra we get
lu(x)I = I" (x) - ua(x)I < Ilu-u,LIIL'(RN) <_ E,
and, since u is continuous, we get that the previous inequality actually holds
for all x e RN with IxI > Rn.
Remark 11.35. The first part of the proof actually shows that if u E
L1"P (RN) for some N < p < oo, then a representative u of u is Holder
continuous with exponent 1 - N and
Iu(x) - u (y)I <- C (N,p) Ix - Yl' P Ilo'IIL"(RN;RN)

for all x, y E RN.
As a consequence of the previous theorem we obtain the following result.

Corollary 11.36. If u E W IM (RN), N < p < oo, and u is its represen-
tative in CO.1 P (RN), then u is differentiable at LN-a.e. x r= RN and the
weak partial derivatives of u coincide with the (classical) partial derivatives
of u LN-a.e. in RN.
Proof. Let xo E RN be a p-Lebesgue point for Vu (see Corollary B.123),
that is,
-4 fQ(xo,r) I VU (x) - Vu (xo) lP dx = 0,
rl im
where as usual Q (xo, r) := xo + (-,) N, and define

v(x) := i (x) - u (xo) - Vu (xo) (x - xo) , x E RN.
Reasoning as in the first part of the proof of Theorem 11.34, if x E RN and
r := 2 Ix - xpl, we obtain that
Iv (x) - v (xo)I <_ C (N,p) rl IIVVIILP(Q(xo,T)N)
or, equivalently,
Iu(x)-fl (xo) -Vu(xo) (x - xo)I
Ix - xol
P
C (N,p) N (j1q(z,r) I Vu (v) - Vu (xo)IP dy
r7 )'L
i
=C(N,p) rN f (zo,r) IVu(y)-Vu(xo)I'dy

P
-0
as x xo. This completes the proof. 0
Exercise 11.37. Let fZ C RN be an open set and let p > N. Prove that
if IQ is an extension domain for W 1'' (0), then the space W l,-' (f') can be
N
continuously embedded in C0,1- P (S2) and that if u E W i.p (1) and u is its
N
representative in CO,1- v (), then ii is differentiable at GN-a.e. X E fl and,
if Sl is unbounded,
lim u (x) = 0.
ZEU, IsH 00
Exercise 11.38. Let St C RN be an open set and let p > N. Prove

that if 11 is a bounded extension domain for W 1p (Ii), then the Rellich-
Kondrachov theorem (Theorem 11.10) continues to hold for p > N, that is,
for all 0 < a < 1 - n the embedding
W' (0) -' Co,a P)
is compact.
Exercise 11.39. Let Ii C RN be an open set and let p > N. Prove that if Il
is an extension domain for W 1,p (Ii) with finite measure, then the embedding
WI.P (a) -+ II' (ci)
is compact.
The following exercise shows that if u E W1,N (f2), where i C RN is

an open set, then one cannot have differentiability C,v-a.e. in i (if u E
W 1P (S2), with p > N, then this is true by Corollary 11.36).
Exercise 11.40 (Indian mystic's bed of nails). Let Q :_ (0,1)2 be the unit
cube in R2, subdivide it into 4" subcubes each having side length 2-k, and
let Ck {x(1),... , x(4k) } be th e set of centers of the subcubes. Define
e-2k
t+
1+e-2k
gk (t) in
e-2 k
, - t<1
0<< ,
I n e-2k
+
and
fk (x) _ {
gk
Ek
if Ix - ('n) ek for some x(n) E Ck ,
0 otherwise,
where 0 < ek < 4-k are chosen sufficiently small. Define

00
u(x):=F 2 fk(x), xEQ.

k=1
(i) Prove that u E W1,2 (Q) n C (Q).

(ii) Let X E Q be such that either fk (x) = 0 for all k or fk (x) = 0 for
all k sufficiently large. Prove that u is not differentiable at x.
(iii) Prove that if Ek is chosen sufficiently small, then u is not differen-
tiable on a set of positive measure.
The following result is another important consequence of Theorem 11.34.
Corollary 11.41. Let IF E W1,P (RN; RN), N 0 such that for every Lebesgue measurable set E C RN the set
T (E) is Lebesgue measurable and
GN (E)) < C (GN (E))- A (E;RNxN).
In particular, i has the (N) property; that is, it maps sets of LN-measure
zero into sets of £N-measure zero.
Proof. In the proof of Theorem 11.34, we have seen that for every cube Q
with sides parallel to the axes and for every x, y E Q,
NP
J (x) - Ì`4 (y) 1 < C (N,p) (diamQ)1 IIV'&=IILP(Q,;RN)
foralli=l,...,N. Hence,
(Q))N
(11.31) CN (1 (Q)) < 2N (diam 1
(diamQ)(1- p)N
< C (N, p) IIoTIIL (Q;RNxN)
Next, if E is an arbitrary Lebesgue measurable set, for every e > 0 find a

countable family {Q,,} of pairwise disjoint cubes such that
ECUQ,, =:E0
n
and
GN (Qn) <_ GN (E) + E.

n
11.4. Lipschitz Fbnctions 341
Then by (11.31) and Holder's inequality (which one?) we have

GQ (T (E)) c > GN (p (Q.))
n
C C(N,p) (diamQ,) 1 n N IIQWIILP(Qn;kNxN)

n
N N
<_ C (N, p) (diann)N

n
P
}n
(IIvII9P(Q,,;RNxN)
A
< C (N, p) (N(Qn) linT

V IL (Eo;W ')
Ti
< C (N, p) (L'V (E) + s)1 P

I I"T II t (Eo;IRN x N ) .
Letting e -> 0+ yields

( (E))
G; < C (GN (E))1- P IIo'PIIL (E;RNxN)
This inequality implies, in particular, that has the (N) property.

It remains to show that f (E) is Lebesgue measurable. This follows as
in the proof of Theorem 8.10. Assume first that E has finite measure and
write E = E U Eo, where E is an FF set and Eo is a set of Lebesgue
measure zero. Then T (E) = T (E.,) U'P (Eo). By the (N) property the set
I' (Eo) has Lebesgue measure zero, and so it is Lebesgue measurable by the
completeness of the Lebesgue measure, while by the continuity of T the set
T is Lebesgue measurable. If E is not bounded, we may write it as the
countable union of bounded Lebesgue measurable sets, and so by what we
just proved, the set ' (E) is Lebesgue measurable, since it may be written
as a countable union of Lebesgue measurable sets.
Remark 11.42. The previous corollary still holds if 'P E L1,P (P.5; PRN) for
some N <p < co.
Thus, from the previous corollary any such mapping can be used as a
change of variables. More precisely, we have the following.
Exercise 11.43. Let 11 C RN be an open set and let 11 : fL -- RN be one-
to-one on a set whose complement in S"t has Lebesgue measure zero. Prove
that if 'P E W "P (f'; RN), N < p < oo, then it has a representative lY for
which all the hypotheses of Theorem 8.21 are satisfied.
11.4. Lipschitz Functions

In this section we discuss some properties of Lipschitz functions and their
relation with W1T0O. The next exercise shows that a Lipschitz function can
342 11. Sobolev Spaces: Embedding's
always be extended to RN. We recall that if E C RN and u : E -+ R, then

u is Lipschitz continuous if
UI
Lip (u; E) = sup lu
IX
- (y)l < 00.
We usually write Lip u in place of Lip (u; E), whenever the underlying set is
clear.
Exercise 11.44. Let E C RN and let u : E - R be a Lipschitz function.
Define
v(x) := inf {u(y) + Lip (u; E) Ix - yl : y E E} , x E RN.
(i) Prove that v is Lipschitz with Lipschitz constant Lip (u; E).
(ii) Prove that v (x) = u (x) for all x E E.
(iii) Prove that there exists a function w : 1[8N --+ R with Lipschitz
constant at most Lip (u; E) such that w (x) = u (x) for all x E E
and
inf w=in u, supw=sup u.
]RN B ]RN
The next exercise shows that there exist functions that are in W1'00 (fl)
but are not Lipschitz continuous.
Exercise 11.45. Let SZ C JR2 be the open set defined in polar coordinates
by -7r 1. Prove that the function u = 8 belongs to
W 1°O0 (0) but that it is not Lipschitz continuous.
The relation between Lipschitz functions and functions in W 1>°O is dis-
cussed in the next exercise.
Exercise 11.46 (Lipschitz functions and W1"0°). (i) Given a function u r=
Li 0 (RN) prove that u has a representative is that is Lipschitz
continuous if and only if its distributional gradient Vu belongs to
L0° (RN; RN) .
(ii) Prove that a function u E L10 (RN) has a representative ft that is
bounded and Lipschitz continuous if and only if u E W1"1 (RN).
(iii) Let fl c RN be an open set and let u : fl -> R be bounded and
Lipschitz continuous. Prove that u E W"O° (11).
(iv) Let SZ C RN be an extension domain for W1"°° (Sl) and let u E
W1,00 (n). Prove that u has a representative u that is bounded
and Lipschitz continuous.
In view of the previous exercise and Corollary 11.36 we have the following
important result.
11.4. Lipschitz Functions 343
Exercise 11.47 (Rademacher). Let 11 C RN be an open set. Prove that

every Lipschitz function u : f2 -> R is differentiable at GN-a.e. x E Q.
Next we present a proof of Rademacher's theorem that does not make

use of Corollary 11.36 and of the theory of Sobolev spaces. We begin with
an auxiliary result.
Exercise 11.48. Let u : RN - R be a Lipschitz continuous function. Let
D C SN-1 be dense in SN-1 and let xo E RN be such that there exist all
partial derivatives 5OFu (xo), i = 1, ... , N, all directional derivatives 6u (xo)
for v E D, and
N
(xo) _ a (xo) Vi
{=1
for all v = (v1, ... , vN) E D. Prove that u is differentiable at xo.
Compare the previous exercise with Exercise 8.1.

Theorem 11.49 (Rademacher). Let u : RN R be a Lipschitz continuous
function. Then u is differentiable at LN-a.e. x E RN.
Proof. If N = 1, then u is absolutely continuous and the result follows from

Lebesgue's theorem (Theorem 1.21). Thus, assume that N > 2. For every
v E SN-1 let
E x E RN : there exists - (x)
and let H,, be the hyperplane orthogonal to v. For every xo E H,,, the
function
g(t) := u (xo + tv) , t E R,
is Lipschitz continuous and thus, by the result for N = 1, g is differentiable
for Gl-a.e. t E R. Hence, VO;u (xo + tv) exists for Gl-a.e. t E R. This shows
that xo + tv E E for Gl-a.e. t E R. Since the set E is a Borel set (why?),
it follows by Tonelli's theorem that
Next consider a countable set D C SN-1 dense in SN-1. By what we just

proved, for LN-a.e. x E RN there exist (x) for all v E D and (xo) for
alli=1,...,N.
We claim that
N
(11.32)
a (xo) = E a- (xo) vi
i.=1
for ,CN-a.e. x E RN and for all v E D. To see this, fix u E D and let
co E Q' (RN). Since u is Lipschitz, by the Lebesgue dominated convergence
theorem,
Urn fRN T6
(x + t - (X)
)
t->o+ U
( JAN [ (x) x) dx,
(
tll
r(
u (s) W (x - tvt - W l )
-I N 49V
(x) a (x) dx.
By using the change of variables y = x + tv on the left-hand side of the first

equality, we see that the two left-hand sides coincide. Hence,
Similarly,
I N au (x) P (x) dx = -J N
av (x) u (x) dx.
I au f aW
IV
N (9-Ti (xo) vzv (x) dx _ -
N N axe (xo) utu (x) dx.
Since the two right-hand sides coincide, we obtain that

N
(x) (x) dx = JRN E aX (xo) (x) dx
JRN au s_1
for all cp E Cc', (RN) . Given the arbitrariness of 'P E CG (RN), it follows that
(11.32) holds for GN-a.e. X E RN.
We are now in a position to apply Exercise 11.48 to obtain the desired
result.
As a corollary of Rademacher's theorem we can show the following result.
Theorem 11.50 (Stepanoff ). Every function u : RN --> R ie differentiable
at £ N-a.e. x in the (possibly empty) set
Eu x E RN . lim_sup Iu (ly) I(x) < oo}

-
_
Proof. Assume that E,, is nonempty. Let {B (x., rn)}n be the family of all
balls with xn E QN and r1 > 0, r. E Q, such that u : B (x, , rn) -* R is
bounded. It follows from the definition of Eu that
C 00
E,y U B (xn., rn) .
n=1
Set Bn := B (xn, N). For every x E Bn define
vn (x) := sup {v (x) : v : B,, -> R is Lipschitz,
Lip v < n, and v < uIB. }
11.4. Lipschitz Fbnctions 345
and
W. (x) := inf {w (x) : w : Bn -t R is Lipschitz,

Lip w < n, and to > ulBn } .
Then (exercise) Lip v < n, Lip wf, < n, and w,, < ul B. < vn.
By Exercise 11.44 and Rademacher's theorem, v,, and wn are differen-
tiable at GN-a.e. x E B. Define
Fn :_ {x E B,z : vn and wn are differentiable at x) .
Then LN (Bn \ Fn) = 0. By Exercise 10.37(iv) applied to v - wn, we have

that Vvn (x) = Vwn (x) for LN-a.e. x E Bn such that v,, (x) = wn (x). Set
C. := {x E F. : vn (x) = wn (x) and Vvn (x) 96 Vwn (x)} .
Then RCN (Gn) = 0. Hence, the set
w
E:= U
n=m
has Lebesgue measure zero.

We claim that u is differentiable at all x e R. \ E. To see this, fix
x E Et, \ E. By definition of Eu, there exist r > 0 and L > 0 such that
(11.33) ju (y) - u (x)I < L ly - xI
for all y E B (x, r). Let n > L be such that B C B (x, r) and x E B,,. Since
x 0 E, it follows that x E F. By definition of vn and wn and by (11.33) we
have that
u(x) - nly -xj < bu(y) :5 wn(y) tu(x)+nly-xj
for all y E B,,. In particular, for y = x we obtain v, (x) = u (x) = w (x).
Moreover, since x 0 Gn, we have that Vvn (x) = Vw (x) =: A. Hence,
using the previous inequality, together with the facts that vn and wn are
differentiable at x and v (x) = u (x) = w,s (x), it follows that
(y) - u (x) - A (y - x)
0 = lim vn (y) - u (x) - A (y - x) < lim
I
inf u
X y--s IV-X1
u (y) - u(x) - A (y - x)
limn sup < Jim = 0,
1Y-X1 v- ly - xl
which shows that u is differentiable at x. This concludes the proof.
The following change of variables formula for Sobolev functions is an-

other consequence of Rademacher's theorem.
Theorem 11.51 (Change of variables). Let Q, a' C RN be open sets, let

T : S2' - St be invertible, with IF and 19-1 Lipschitz functions, and let
u E W 11P (SZ), 1 < p < oo. Then u o 'P E Wi.p (SY) and for all i. = 1, ... , N
and for GN-a.e. y E St',
8 (a ) (y) = N_ (y) .
a (IF (y)) 8yz
j= I
Proof. Let Stn CC Qn+1 be such that

00
Van.
n=1
Fix n E N and for 0 < e < dist (Stn, 00) define u, := u * AE in Stn. Let
SZn :_ W(S2n) and for y E Stn set
(11.34) V. (y) := U. ('y (y)) .
By Rademacher's theorem the Lipschitz continuous function IF is differ-
entiable CN-a.e. in Sin. Since uE E C°° (Q,,), we conclude that for all
i = 1, ... , N and for RCN-a.e. V E f1n,
N
(11.35)
avE(y)=au£(Ì'(y))a'(y).
ON p=1 axj ayyt
Hence,
1:5 N
(y) 15 E Lip'P.i l op (y)) I ,
and so
or
IVve (y) I' dy <_ C f IVue (IF (y)) I' dy
<c IouE ('P (y)) I p I JIF (x) I dy

Jr-1(c,,)
=c f IouE (x)Ip dx,
where we have used the fact that I JW I is bounded from below by a positive
constant (since IF-1 is Lipschitz) and Theorem 8.21. Taking a sequence
e; - 0+, the previous inequality implies that
Jsr ' ve. (y) - %t (&) Ip dal C J0 IVue3 (y) - Vn (y) lp dx

for all j, d E N. Similarly,
f I vet (y) - ve, (y) Ip dy < c f an

Iue, (y) - uec (y) l p dx
11.4. Lipschitz l ctions 347
for all j, l E N. Since u,, -' u in W ',P (Stn), it follows that {v£j } is a Cauchy
sequence in W1,P (SZn), and so it converges to a function vin E W' ,P (Stn).
By extracting a subsequence, we can assume that v,, and Vv,, converge,
respectively, to v(n) and Vv(n) pointwise GN-a.e. in 1 ,. Since T-1 has the
(N) property and uff -> u and Vu,, -' Vu pointwise GN-a.e. in Stn, it
follows that uf, o 41 - u o IQ and (Vu) o %F pointwise GN-a.e.
in SYn. In view of (11.34) and (11.35), we conclude that v(n) (y) = u ('Y (y))
for GN-a.e. y E Stn and that for all i = 1, ... , N and for G1v-a.e. y E P 'n,
N
(11.36)
8 (u o ) 8u ;-
(y) _ C7xj
(T (y)) -, (y)
ON j=1 ON
Since u o T = v(") in SZn, it follows that u o %P E W1,P (Q') for all n E

N. Reasoning as in the first part of the proof, it follows from (11.36) and
Theorem 8.21 that
f , f -IA
IV (u o 41) (y)IP dy < C IVu (IF (y)) I" I J' (x) I dy
=Cf IVu (x)IP dx,
and similarly
f (uoW)(y)" dy Cf lu(x)Ipdx.
Since it o 4r E W1,P (ft;n) for all it E N, applying either Theorem 10.35 or the
definition of weak derivatives yields u o T E W1,P (St'). 0
Exercise 11.52. Let f : (0, R) -p R, where 0 < R < oo, and let 1 < p < oo.
Find necessary and sufficient conditions on f for the radial function
u(x) := f (IxI) , x E B (0, R) ,
to belong to W1,P (B (0, R)).
Chapter 1 2
Sobolev Spaces:
Farther Properties
Newton's third law of graduation: For every action towards grad-
uation there is an equal and opposite distraction.
12.1. Extension Domains

As we have seen in the previous chapter, several embeddings that are valid
for the entire space RN continue to hold for extension domains. The next
exercise shows that in general an arbitrary open set is not an extension
domain for W1'p. Thus, an important problem is to characterize the class
of domains that are extension domains for Wl-. To the author's knowledge
this problem is still open, with the exception of the case N = 2 and p = 2
(see the paper of Jones [921).
Exercise 12.1. Let 1 1, and let u : fl -> R be defined by
u(x) (x1)1-l3 ,
x E fl,
where
a+1
1<p2.
Next we show that extension domains strongly depend on p.
349
350 12. Sobolev Spaces: Further Properties
Exercise 12.2. Let Sl be as in the previous exercise, and using polar coor-
dinates (r, 9), let u /: R2 \ S2 - R be defined as
u (x1, x2) := r1-,6vl' (9) fo (r cos 9, r sin 9) ,
where # > 0, 0 E CO0 ([0, 2ir]), with 0 = 1 for 9 small and = 0 for
9 E [7r, 2-7r], and W E (R2) with cp = 1 for 0 < r < 1.
(i) Let 1 < p < oo and find for which values of 6 the function u belongs
to WI'P (R2 \?j) .
(ii) Prove that if 0 <# < is sufficiently close to 2, then u cannot be
extended to a function in W 1,P (R2).
(iii) For every function v E W1,1 (R2 with v = 0 for xi > Z, define
I v(x) ifx0f,
E4 (v) (x) v (x ) + ( v+ ( x) - v - (x )) if x E fl
where v- (x) := v (x1, -x2) and v+ (x) := v (x1, 2 (x 1)' - x2). Pro-
ve that Ea (v) E W 1,1 (R2) and that
I14 (v)IIw1.11R2) 5 C
lW1"1
(iv) Prove R2 \ SZ is an extension domain for Hint: Use cut-
off functions to reduce to part (iii) and away from the origin use
Theorem 12.15 below.
The previous exercise shows that R2 \N is an extension domain for W 1,I

but not for W1' with p > 1. We now prove that if 8 is sufficiently regular,
then it is possible to construct an extension operator C that works for all
Sobolev spaces W1,P (1). We begin with the important special case in which
11 := `(x', XN) E e-1 x R : x.Nr > f (x') } ,
where f : RN-1 -> R is a Lipschitz function.

Theorem 12.3. Let f : RN-1 - R be a Lipschitz function and let
(12.1) 0:= l(x', xN) E RN-1 x R : xN > f (xr)} .
Then for all 1 W 1P (RN)
such that for all u E W 1'' (a),
E (u) (x) = u (x) for EN-a.e. x r= St
and
(12.2) IIC(u)IIr,.(RN) = 2IlullLVfnl
(12.3) /
IIVC(u)Ilp'(mN;OtNxN) S (2+Lip f)IIVUlIr'(O;RNxN).
12.1. Extension Domains 351
Proof. The idea of the proof is to first flatten the boundary to reduce to
the case in which SZ = RN and then use a reflection argument (see Exercise
10.37). We only prove the case 1 < p < 00 and leave the easier case p = 00
as an exercise. Consider the transformation
IF :RN,RN
(z', ZN) '-' (z', zN + f (z')) .
Note that W is invertible, with inverse given by

tI,-1:RNRN
(X', xN) (x', xN - f (x')) .
Moreover, for all y, z E RN,
(J) (z) (V,YN + f (Y)) (z',zN + f (z'))
= I (F!' - z', f (J') - f (z') - YIN + Z.) I
< Iy'-z'I2+((Lipf)Iy'-z'I+IYN-zn.I)2
«Iy - zI,
which shows that' (and similarly T-1) is Lipschitz continuous. Since f is
Lipschitz, by Rademacher's theorem (see Theorem 11.49) it is differentiable
for LN'1-a.e. z' E RN-1, and so for any such z' E RN-1 and for all ZN E R
we have
VIQ (z) =
L(z') ...
which implies that det V ' (z) = 1. Note that t (RN) = Sl.
Given a function u E W1 ,p (St), 1 < p < oo, define the function
w(z):=u('P(z))=u(z',zN+f (z')), zER .
By Theorem 11.51 the function w belongs to W 1,P (RN) and the usual chain
rule formula for the partial derivatives holds. By Exercise 10.37 the function
w : RN R, defined by
V (x) :=
I w (z)
w (z', -ZN)
if ZN > 0,
if ZN < 0,
belongs to W 1,P (RN) and the usual chain rule formula for the partial deriva-
tives holds.
Define the function v : RN R by
(2) if
(12.4) v (x) :_ (w o T -1) (x) _ 1
u 2f (x') - XN) if XN < f (x') .
Again by Theorem 11.51, we have that v E W 1,P (RN) and the usual chain
rule formula for the partial derivatives holds.
Using Theorem 8.21 and the fact that det V W = det V' -1 = 1, we have
that
P
fRIV\-0 Iv (x)l" dx = fRN\-a Iu (x', 2f (x) - XN) I dx
= jIiiQai)IP dy.
t
Since for all i = 1, ... , N - 1 and for GN-a.e. x E RN
(9V
(12.5) (x) u (x', 2f (x') - XN) + 8xN (x', 2f (x') - X N) ax (x')
,8x; 8
again by Theorem 8.21 we have that
P P P P
r av I I
dx I (.T ' 2f (x) - xN) I dx
JmN\s1 8x (x} (fRN\?J exi
1
P
+Lipf fR N\ I-aXN (x',2f (x') - XN)

dy)P
(1 + Lipf) (j IVu(y)I'
Similarly, using the fact that for LN-a.e. X E RN 1 ,
8V N
8xN (x) (x', 2f (x') - X N) '
we obtain
a 1V (x) IP dx =
N n a N (x', 2f (x') -
I
xN) I p dx
flI Eltb
p
j IOXN (y) dtJ
Hence, the linear extension operator

u E W1'P (fl) '- 9 (u) := v E W1'P (R")
is continuous and satisfies (12.2) and (12.3). 0
Remark 12.4. Note that the operator E defined in the previous theorem
does not depend on p. However, it has the disadvantage that it cannot be
used for higher-order Sobolev spaces, unless one assumes that f is more
regular (see (12.5)).
In order to construct an extension operator that can be used for higher-

order Sobolev spaces, we need to introduce the notion of regularized dis-
tance.
Exercise 12.5 (Regularized distance). Let Q C RN be an open set, let
{Q (xn, r-)} be a Whitney decomposition of 11 (see Theorem C.26), and
let 0 < E < 4. Consider a nonnegative function cp E Ca' (RN) such that
cp (x) = 1 for all x E Q (0,1) and V (x) = 0 for all x E RN \ Q (0,1 + e) and
for each n set
x - xn1
X E RN
,
9n (x) := V
r,, l
Define the regularized distance
d,.eg (x) :_ diam Q (x, , rn)cpn (x) , x E RN.
n
(1) Prove that
C1 dist (x, RN \n) < dteg (x) < 02 dist (x, RN \ Q)
for all x E f and for some constants C1, C2 > 0 depending only on
N.
(ii) Prove that drag E C°° (0).
(iii) Prove that for every multi-index a,
OadQg
(x) < Ca (dist (x,RN \ ))1-lal
for all x E fl and for some constant C, > 0 depending only on N
and a.
Exercise 12.6. Let fl C RN be as in (12.1) and let d1eg be its regularized
distance. Prove that there exists a constant C = C (Lip f) > 0 such that
d1eg (x) ? C (f (2) - X N)
for all xERN \?I.
The next exercise gives another extension operator (see (1600.
Exercise 12.7 (Stein). Let n be as in (12.1) and let !i : [1, oo) - R be a
continuous function such that for every integer m E N,
lim 0 (t) = 0
t,oo tin
f(t) d=1,
and
jtb(t) dt=0.
For every u E W"P (fl), 1 < p < oo, define

I u (x) if x E 52,
El (u) (x)
dt if x E R N \ 11,
where d is the regularized distance.
(i) Prove that if u E W'M (St) n Cc° (RN), then E1 (u) is continuous.
(ii) Prove that if u E W"' (52) n C,1 (RN), then E1 (u) is differentiable
for GN-a.e. x E RN.
(iii) Prove that if u E W'M (0) n C°° (RN), then E1 (u) E W1" (RN)
with
IIEI (U)IIw1.n(RN) <_ C (N, Lip f) IIuIIwl.P(n).
(iv) Prove that E1 can be extended to a continuous linear operator from
W' (St) to W" (RN).
Remark 12.8. By constructing o with the additional property that
00
tmib (t) dt = 0
A
for all m E N, one can actually show that if u E Wm,P (11) for some k E N,
then E1 (u) E Wm'P (RN) and the operator El is continuous. We refer to the
book of Stein [160] for more details.
Next we extend Theorem 12.3 to more general domains.
Definition 12.9. The boundary 812 of an open set 52 C RN is locally Lip-
schitz if for each point xo E 8St there exist a neighborhood A of xo, local
coordinates y = (y', yN) E RN-1 x R, with y = 0 at x = xO, a Lipschitz
function f : RN-1 - R, and r > 0, such that
St n A = { (y', yN) E Q n A : y' E QN-1(0, r) , yN > .f (y') }l
If 812 is bounded, then we refer to locally Lipschitz boundaries simply
as Lipschitz.
Definition 12.10. The boundary Oft of an open set 52 C RN is uniformly
Lipschitz if there exist e, L > 0, M E N, and a locally finite countable open
cover {52n} of 8St such that
(i) if x E 852, then B (x, e) C Stn for some n E N,
(ii) no point of RN is contained in more than M of the Stn's,
(iii) for each n there exist local coordinates y = (y',yN) E RN-1 X R
and a Lipschitz function f : RN-1 - R (both depending on n),
with Lip f < L, such that
nn nfl =52nn{(y',yN) ERN-1 xR: yN> f(y')}.
Exercise 12.11. Let 12 C RN be an open set such that 812 is bounded.

Prove that 8S2 is uniformly Lipschitz if and only if it is Lipschitz.
Exercise 12.12. Let 11 C R be such that
Q = U In'
n
where the In are open intervals such that length I,, > S for all n E N and
dist(In,Ik)>Sfor all n,kENwith n k and for some 6 > 0.
(i) Prove that 812 is uniformly Lipschitz.
(ii) Prove that the condition length In > S for all n E N is necessary to
have an extension operator from W'-' (12) to W 'm (R).
(iii) Prove that the condition dist (In, Ik) > S for all n, k e N is neces-
sary to have an extension operator from W1'O° (12) to W1'O° (R).
In the next exercise, by a finite cone having vertex v E RN, length e,
and vertex angle 2a E (0, ir) we mean a set of the form Ki,,R := v + RK,
where R is an orthogonal N x N matrix and
K:_ {(x',XN) ERN-1
x R: xN>x1cota}flB(0,Q).
Exercise 12.13. Let S2 C RN be an open set whose boundary 812 is uni-
formly Lipschitz.
(i) Prove that for every x E 811 there exists a finite cone KK,R, with
vertex x, length e, and vertex angle depending on L, such that
KX,R \ {x} C S2.
(ii) Prove that if 12 is unbounded, then GN (ft) = oo.
The next theorem shows that domains with uniformly Lipschitz bound-
ary are extension domains for W1.P (S2) for all 1 < p < oo. In the proof we
will use the following exercise.
Exercise 12.14. Let wn : RN -' [0, oa] be a sequence of Lebesgue measur-
able functions and let
w(x):=Ewn(x), xERN.
n=1
Assume that there exists an integer M E N such that for every x E RN at
most M terms wn (x) are nonzero. Prove that for every 1 <_p<00,
00 p
IIVIILp(RN) < Ma IIwnhIPP(RN) ,
n=1
while
IIWIIW(RN) < MSUP IIwnIIL-(RN)
n
Theorem 12.15. Let Il C RN be an open set with uniformly Lipschitz

boundary. Then for all 1 < p< oc there exists a continuous linear operator
e : W"' (il) . W 1p (RN )
such that for all u E W1"" (0),
E (u) (x) = u (x) for GN-a.e. x E St
and
(12.6) 116 (u)IILD(nRN) < (1 + 2M) IIullLp(Q),
(12.7) We (u)IIL6(RN;RNxN) <- C (1 + M (1 + L))
x + IIouIIwl,P(n;,NxN) 1
e
for some constant C = C (N) > 0.
Proof. We only prove the case 1 0, we define
E' .={xERN: B(x,r)CE}.
We observe that ET C E and that condition (i) in Definition 12.10 reads
an C U nn.
n
Define the regularized functions
(12.8) On := ; Xfln /4,
where cps is a standard mollifier. Then
(12.9) suppOnC0n, On 1 in n,12
By Theorem C.20 we have that D¢,, = V`p: * Xu/4, and so for all x E Q.
we have that
(12.10) Io n (x)I I N I V O+ (y - x)I (y)I dy
£
IIL1(RN;RN)
Next consider the three open sets
no {x E RN : dist (x, fZ) < } ,
4
(12.11) S2+ (x E RN : dist (x, On) < 4
St- :_ {x E 0 : dist (x, on) > 4 } ,

and define the regularized functions

(12.12) /o {o * Xszo, 0± xn f.
Then Oo = 1 in N, 0+ (x) = 1 if x E RN and dist (x, M) < 2, and 0- (x) = 1
if x E SZ and dist (x, 8(i) > 2 . Moreover, the supports of Quo, 0+, and 0_ are
contained, respectively, in an neighborhood of fl, in an s neighborhood of
Bfl, and in f2. Finally, reasoning as in (12.10), we have that
(12.13) IIVOoll., IIVOtll. < e

Note that
(12.14) supp0oC{xERN: 0+(x)+0_(x)>1}.
Thus, with a slight abuse of notation, we may define
(12.15) 14+ = 00 + 0- 00
0++0-'
where we interpret the right-hand sides to be zero whenever 00 = 0. Again
by (12.14) we have that all the derivatives of ifif are bounded by !2. Also,
?p+ -}- (i_ = 1 in SZ and 0+ = _ = 0 outside an' neighborhood of Il.
We are finally ready to construct the linear extension operator. Given
a function u E W1P (n), 1 < p < oo, since supp (On.u) C SZ for each n by
(12.9), by condition (i) in Definition 12.10 and Theorem 12.3 we can extend
to a function vn E W1.P (RN) in such a way that
(12.16) IIvnIILP(RN) = 2IIOnuIILP(n. ),
IlovniIf,,(RN;BtNxN) (2 + L) IIv
Again with a slight abuse of notation we define
E On (x) vn (x)
(12.17) E (u) (x) (x) + t/'_ (x) u (x) , x E RN.
02k (x)
k
Note that if x E RN is such that dist (x, 80) < 2, then there exists an n
such that y E StnJ2, and so 0n (x) = 1 by (12.9). In particular, since all the
functions 0n are nonnegative, it follows that
(12.18) if x E supper+, then 0. (x) > 1,
n
and thus the first term on the right-hand side of (12.17) is well-defined,
provided we interpret it to be zero whenever 0+ = 0. Similarly, since
supp,0_ C supp O_ C 91, the term ifr_ (x) u (x) is well-defined, provided
we set it to be zero outside 1?.
358 12. Sobolev Spaces: Fbrther Properties
It remains to show that the linear operator .6 (u) is an extension operator

and that it is bounded. For the former, it suffices to observe that if x r= St,
then vn (x) = 0,b (x) u (x), and so
E (u) (x) = b+ (x) u (x) + ib- (x) u (x) = u (x)
by (12.15). To obtain the latter, we observe that by (12.17), condition (ii) in

Definition 12.10, the previous exercise, (12.18), the fact that 0 < 1,
and (12.16), in this order, we have
lie (u)II LD(.N) < M f Ivnlp dx) + IIUIILD(SI)

n n
i
A
<2M7 f LJuIPEi iPdx+IIUIILP 1)
(1 + 2M)
where in the last inequality we have used the fact that E I0ni < M.
To estimate II VC NxN), we use the fact that since {Stn} is
(u)IILA(RN.
locally finite, any bounded neighborhood of every point x E RN intersects

only finitely many Stn's. Hence, we can calculate
E Onvn E K V0. + On0un)

n
VC (u) _
k V. + I'+ Ek 02
k
r{ E unOnJ
1 (l E, iv4 J
- 2'P+
\ \ 2 // + u0IP- + 5-Vu.
k
Using (12.16)-(12.18), condition (ii) in Definition 12.10, the previous exer-

cise, and the facts that 0 <- 1, IV ±I , IDOnI <- and
(12.19) ME, EI0nlp<_M,

LIv4nIp<_M
Ii n n
12.2. Poincare Inequalities 359
we obtain
1
P
IvnIP + ivv, r dx
Iloe (U) II LP(RN;RNxN) < CM '
j,,
C
+ IIUIILP(n) + C IIVUIIW1.P(n;RNXN)
r P
< CM7 (1 + L) > IOnuiP + IV (Onu)I' dx
n J
C
+ s
IIlILP(n) + C IIouIIW1,P(n;RNXN)
< C (1 + M (1 + L)) 1 IIUIILP(n) + IIVUIIW1.P(n;RNXN)).
To conclude the proof, it suffices to observe that since {Sln} is locally finite,
in a neighborhood of every point the infinite sum in (12.17) is finite. Hence,
we can now invoke Theorem 10.35 and the previous estimates to conclude
that E (u) E W1"P (RN). 0
Remark 12.16. Using Poincare's inequality (see the next section), in the
case of bounded Lipschitz domains one can show that in the inequality (12.7)
it is possible to drop the term E IIuIILP(n). This was first proved by Tartar
(see [401 and Lemma 2.6 in [11).
12.2. Poincare Inequalities

The next result provides an equivalent norm in Wa'P (fZ) for a large class of
domains St.
Theorem 12.17 (Poincare's inequality in W)'' (fl)). Assume that the open
set fl C RN has finite width, that is, it lies between two parallel hyperplanes,
and let 1 < p < oo. Then for all u E Wo'P ([1),
jIu(xW' dx <_ jIVu(x)IP dx,

p
where d is the distance between the two hyperplanes.
Proof. Without loss of generality, up to a rotation and translation, we

may assume that St lies between the two parallel hyperplanes xN = 0 and
xN = d > 0. For u E C°° (S1), by the fundamental theorem of calculus and
Holder's inequality, we have

fxN
IU (4 xN)I = Iu (x',xN) - u (x', 0)I = (2, t) dtl
I
j aN
1
xN l J
r ON (x t) lp dt)
Raising to the power p and integrating over RN-1 x [0, d], by Tbnefi's the-
orem we get
I0 xN Id p
u (x', xN) I p dx < / (x', t) I dtdxNdx
lEN-i x [p,d] ON
fd
(11) Ip dy xN l dxN
= S2 I a N
(Plpp
_ ICI a (1)Ipdy.
Remark 12.18. Thus if the open set Sl C RN has finite width, then
the seminorm IIVul1Lp(nDtN) is actually an equivalent norm in the space
Wo,r
(n).
Exercise 12.19. Show that if the open set SZ C RN contains a sequence of
balls B (xn, where X. E RN and r,,, -* oo, then the previous Poincare's
inequality fails.
Exercise 12.20. Let ) C RN be an open bounded set and let yN be the
constant defined in (11.15).
(1) Prove that for every -y E (0, 7N) there exists a constant C., > 0
such that for every bounded open set
N1
(12.20) lu (x)I dx C"CN (a)
fn exp IIVuIILN(n;ItN)
for all uE Wo'N(St) \{0}.

(ii) Prove that the previous inequality fails if 7 > yN.
Remark 12.21. The inequality (12.20) was first established by Trudinger
in [168]. In (130], Moser proved that for bounded domains the inequality
(12.20) also holds for y = 7N. The proof is not immediate and we refer to
[130] for more details. See also the recent paper of Li and Ruf [107] and
the bibliography contained therein for some recent results on unbounded
domains.
Exercise 12.22. Assume that the open set fZ C RN has finite width and
let 1 <- p < oo. Prove that for every functional L E W-1"1 (f') there exist
fl, ... , fN E L1'' (fl) such that
L (u)
f N
A (x) (9xi (x) dx
a-1
for all u E Wo'p (S2).
Another form of Poincare's inequality is
Ivul' dx,
1 Iu (x) - uE I1 dx < C J S2
where E C SZ is a Lebesgue measurable set with finite positive measure and
(12.21) uE := GN (E) [ u(x) dx.

Theorem 12.23 (Poincar6's inequality in W1.n (SZ)). Let 1:5 p < oo and let
1 C RN be a connected extension domain for W 1'P (SZ) with finite measure.
Let E C SZ be a Lebesgue measurable set with positive measure. Then there
exists a constant C = C (p,1, E) > 0 such that for all u E W 1,P (SZ),
Iu(x) -uEIp dx < Cjnivu(x)I" dx.

fo
Proof. Assume by contradiction that the result is false. Then we may find
a sequence {u,,} C W 1'p (SZ) such that
in
lun (x) - (u )EIP dx > n I IVun (x)I" dx > 0.
Define
vn:_ Un - (un)E
Thin - (u+z)EIILP(n)
Then v,, E W1'P (91) and
IIVnIILp(n) =1, (un)E = 01 Ivtinlp dx < 1.

J
In n
By the Rellich-Kondrachov theorem (Theorem 11.10) and Exercises 11.26
and 11.37 there exists a subsequence {..k} } such that vnk -> v in LP (fl) for
some function v E Lp (S2) with
IIVIILP(f) = 1, uE = 0.
E C 1 (fZ) and i = 1, ... , N, by Holder's inequality
f
Jn
v f
Moreover, f o r every
axi
dx = lim
,0
loco fn
a dx. = lim
Oxi k-400
r sunk
8x{
dx
\ Jn jiff dxA
li o Un IVv,,kI dx J p y 0,
fl)
and so v r= W 1,' (f2) with Vv = 0. Since f2 is connected, this implies that v

is constant, but since vE = 0, then, necessarily, v = 0. This contradicts the
fact that IIyIILp(,) = 1 and completes the proof.
Exercise 12.24. Let 1 < p < N and let S2 C RN be a connected exten-
sion domain for W1' (f2) with finite measure. Let E C 0 be a Lebesgue
measurable set with positive measure. Prove that there exists a constant
C = C (p, f2, E) > 0 such that for all u E W 1,P (l),
(fIux) - uEI"" dxl

n
< (jIvu(x)I" dx)" .
C
Exercise 12.25. Prove that if 0 C RN is an open connected set with finite
measure, 1 < q 0 such
that for all u E W l,p (ft),
(L1u(x) -uEIq dx ° <C (jIvu(x)l"

dx)D .
Exercise 12.26. Let f2 c RN bean open connected set with finite measure
and let 1 l" (f?)
U'+U
is compact and prove that there exists a constant C = C (p, ft) > 0 such
that for all u E W 1,P (ft),
/ lu (x) - un Ip dx < C f I Vu (x) Ip dx.
Exercise 12.27. Let f2 C R3 be a connected bounded extension domain for

W 1,2 (f2) and consider the subset of W 1,2 (s2) given by
s:= {uEwh12(c): fu3(x)dx=0}.

(i) Prove there exists a constant C = C (f2) > 0 such that for all u E S,
2 2
(L1'I2 &)'i `C `fn ivu(x) 12 dx} .
(ii) What are the properties of the subset S that you used in the proof?
Corollary 12.28 (Poincare's inequality for continuous domains). Let 1 0 such that for all
u E W1"P (52),
Iu (x) - ur I' dx <C I Vu (x) I" dx.

fn J
Proof. In view of Theorem 11.21 we are in a position to apply Exercise
12.26. 0
In many applications it is of interest to have an estimate of the constant

C (p, S2, E). In the remainder of the chapter we study important special
classes of domains for which there are explicit bounds on the Poincare con-
stant C (p, 0, E).
We begin by considering rectangles.
Proposition 12.29 (Poincare's inequality for rectangles). Let 1 < p < 00

and let R = (0, al) x ... x (0, aN) C RN. Then for all u E W1"' (R),
lu(x) - uRI" dx < N" (max{al.... ,aN})pJ IVu(x)I" dx.

JR R
Proof. Without loss of generality, by Theorem 10.29 we may assume that

u E Coo (R), and, by eventually replacing u with v (y) := u (Ay), V E aR
for an appropriate A > 0, we may assume that
(12.22) max{a,,...,aN} = 1.
By the fundamental theorem of calculus, for all x, y E R,
Iu(x) - u(y)I <- Iu(x) -u(xl,...,xN-1,yN)I

+... + Iu(x1,y2,...,YN) - u(y)I
N
<
.;
I C7x
(xl,...,xy-l, t,yi+1,...,yN)I dt.
'
364 12. Sobolev Spaces: Fl irther Properties
By Holder's inequality, the convexity of the function g (t) = ItIP, and (12.22),
N P
lu(x) - u(y) IV < f' IDu(xl,...,xi-1, t,yi+l,...,YN)I dt
i=1
N (f,j i P
Y
< Iou(xl,...,xi-1, t,yi+1,...,YN)IP dt
N rat
< NP-1 E IVu (xl,... , xi-1, t, yi+1, ... , yN) IP dt.
i=1 J0
Hence, again by Holder's inequality,
1 Iu (x) - URIP dx
\P
lu (x) - u (y)I dy J dx
< ()CN (R))P JR \UR
< 1
(R))P-p
lu (x) - u (y) IV dydx
(/ N RR
Np-1 fJfJa*
< Vu (xl,...,xi-l,t,yi+1,...,yN)IP dtdydx
= NP-1
ai L IDu (z)IP dz < NP J IVu (z)IP dz,
i=1
where we have used the fact that p - Pr = 1, F1lbini's theorem, and (12.22).
Next we study convex domains. In the literature there are simpler proofs
(see, e.g., [73]). The present one gives a sharper constant and the approach
is quite interesting.
Theorem 12.30 (Poincare's inequality for convex sets). Let 1 0 such that
(12.23)
1 Iu (x) - uQI P dx < C (diam S2)P J IDu (x) IV dx
for all u E Wl,P (S2).
We begin with some preliminary results.

Exercise 12.31. Let D C RN be a convex set.
(i) Prove that the interior and the closure of D are convex.
(ii) Let u : D - R be a continuous function such that

u(xl)+u(x2)
u(X1 +x21 >
2 2
for all x1, x2 E D. Prove that u is concave.

Exercise 12.32. Given a set E C RN, prove that the distance function
d (x) = dirt (x, E) is Lipschitz continuous with Lipschitz constant at most
one.
Lemma 12.33. Let SZ C ][8N be an open bounded convex set. Then for every
small 6 > 0, the set
fla := {x E f2: diet (x, 8f2) > 6}
is a convex set with SZa C Q.
Proof. We begin by showing that the function d (x) := dist (x, 811) is con-
cave in Q. To see this, consider x1i x2 E SZ and let dl := d(x1) and
d2 := d (x2). Fix any direction v c SN'l and consider the trapezoid with
vertices x1, x2,1!1, y2, where y1 := xl+d1v and y2 := x2+d2v. Since the open
balls B (xi, di), i = 1, 2, are contained in fI by the definition of di, it follows
that Vi E art, i = 1, 2, and so the trapezoid also lies in N by the convexity of
I (see Exercise 12.31). In particular, if x := ZLIa and do := 4, then the
point y :_ 24a = x + dov lies on the edge of the trapezoid and therefore
also in U. As the vector v varies in SN-1, the corresponding point y fills the
surface of the ball B (x, do). Hence, B (x, do) C ?Z, and so d (x) >- do, that
is,
d (x1 + x21)
> d (xl) + d (x2)
2 2
Since d is Lipschitz continuous by the previous exercise, it follows from
Exercise 12.31 that d is concave.
Next we show that 11. is convex. Let X1, X2 E 1t and let 6 E (0, 1). By
the concavity of d,
d(9x1+(1 -9)x2) >- 8d(xi)+(1-8)d(x2) > S,
andso8x1+(1-8)x2Ef2o. 0
Lemma 12.34. Let fZ C RN be an open bounded convex set and let u E
L, (SZ) be such that
ju(x) dx=0 .
Then for every 6 > 0 there exists a decomposition of fl into a finite number
of pairwise disjoint convex domains fl,,, n = 1,...,4 such that
_ e
it = U fn) n=1 .... , $,

r&=1
1 u (x) dx = 0,
and each Sl,a is thin in all but one direction, that is, in an appropriate coor-
dinate system y = (y', yN) E RN-1 x R,
Sl C [0, b[ x ... x [0, b] x [0, diam ll] .
Proof. For each a E [0, 27r] there is a unique hyperplane H,, C RN with
normal (cos a, sin a, 0,. .. , 0) that divides it into two convex sets fl,, and f1
of equal volume. Let
I (a) := u (x) dx.
Ire.
S ince I (a) = -1 (a + zr), by continuity there exists ao such that I (ao) = 0.
Since
f u (x) dx = u (x) dx = 0,
f
&0 1.,00
we now apply the same reasoning to each of the sets cl"Pto and ft,1,1,0. Contin-
uing in this way, we can subdivide Cl into convex sets (L with the property
that each of these sets is contained between two hyperplanes with normal
of the form (cos p,,, sin Q,,, 0, ... , 0) and at distance 6 and the average of u
vanishes on each of these sets.
Fix any By a rotation we can assume that the normal of the two
hyperplanes is (1, 0, ... , 0). In these new coordinates we apply the same rea-
soning using hyperplanes with normals of the form (0, cos a, sin a, 0, ... , 0).
We continue in this way to obtain the desired conclusion.
Proof of Theorem 12.30. Step 1: We begin by showing that we may

assume u E C1 R. By Lemma 12.33 for every 6 > 0, the set f2i is convex
and
dist( ,8Sl)=S>0.
Consider a sequence of standard mollifiers {cps}E>O. For 0 < e < d define
us := u * cps in fl.. Then us E C00 (17a) by Theorem C.20, and so, if (12.23)
holds for the pair u£, SZa, we get
f,l,u,(x)-(,u,).,I'"dx<C(N,p)diamfl6f I Vu , (x) I" dx.

Letting e - 0+ and using Theorems C.19 and C.20 rwe obtain
I u (x) - Ip dx < C (N, p) diam clo J Iou (x)Ip dx

J a rna
< C (N, p) diam St in J Vu (x) I P dx.
It now suffices to let 8 -' 0+.

Step 2: By the previous step and by replacing u with u - un, we may
assume that u E C' (St) and that
u (x) dx=0.
By uniform continuity, given 0 < e < 1, there exists 8 > 0 such that
(12.24) IIu (xl)Ip - Iu (x2)lpl + Ilou (xl)I" - IVu (x2)IpI <- e,
(12.25) Iu(x1)-u(x2)I+IVu(x1)-Vu(x2)I <<e
for all xl, x2 E St with Ix1 - x21 < 8. By Lemma 12.34 we can decompose
St into a finite number of pairwise disjoint convex domains Stn, n = 1, ... , Q,
such that
P
(12.26) St = U Stn, fu(x)dx=On = 1, ... , t,

n=1 tn
and for every n there is an appropriate coordinate system y = (y', yN) E

RN-1 x R such that the projection of On into the yN-axis is (0, dn), where
do < diam St, and
(12.27) On C [o° x ... X [0,

N - 1] N - 1] x [0' dn]
In particular,
(12.28) (y', YN) - (0, yN) 15 8 for all (y', yN) E Stn.
Fix one such Stn. By (12.24), (12.25), (12.26), and (12.28),
(12.29) in u (y) dy -
n
fStn
u (0, YN) dy1 < erN (Stn) ,
Iu(y)I1 dy- fn Iu(O,yN)Ip dyl <.GN(Stn),

(12.30)
if n
(12.31) yN)lpdyl <eGN()

IfnlftN(y)Ipdy-fnlN
Let
9 (yN) fRN-1 Xn,, (Y, YN) dy'.
By Fubini's theorem,
dn
(12.32)
jrl u(0,YN) dy=1 o
u(O,YN)9(yN) dyN,
d
(12.33) f Iu(0,yN)IP dy = fo Iu(O,yN)I"9(!N) dyN,
in.
(12.34)
i n. I N
(O, YN)IP dy = f d . 1TYN
&U (0, YN) IP 9 (YN) dYN
By Minkowski's inequality with respect to the measure g (ypr) dyN we have

that
1
a4, dYN)p
Iu(O,YN)IP9(YN)
(10 /
rf ..nlu (0, 9N) -'l(o.a.) I p 9 (yN) dYN } p
77
(12.35) <_ l
\\JJ 1
ci `p
1P
9 (ON) dYN) 1+ 11,
+ (Jo I
where
fo u(O,yN)g(yN) d11N
d04 g (yN) dyN
Since the function gT is concave by Remark C.8, we are in a position to

apply Proposition 7.23 to conclude that
l1
P9(YN) Jp
Z<Cpd Uo I_(041N)I
N
d&N
J/
(12.36) = Cpd If I
'9U (O,
N
YN)IP
dye
u P
Cp diam i (?!) I 411 J p -I' FCN
(1 kYA /
where we have used (12.34), (12.31), the inequality
(12.37) (a + b)1/P < (a + b)1"P + (a + b)1"P for a,b > O,
and the fact that d,, < diam 1, in this order.

To estimate 11, we distinguish two cases. If " g (yN) dyN > ELN (ft,,.),
then by (12.26) and (12.29),
fd
fUJ 1
dyNI
(0,YN)9(VN) ( 9(yN) dyN0
d do -1+1a
u (0, YN) 9 (YN) dyN -
Jst., u (y) dy \ Jo l 1 g (yN) d11N 1
//
< sLN (nn) g (yN) dyN 1

`+P
(SZn))
(10 /I
while if f d" g (yN) dyN < C,CN (Stn), then
fd- u(0,yN)9(yN) dyN / p
1
ZZ 9(yN) dyNI
J0"9(1!N) dyN \Jo
<MUI 9 (YN) dyN) < M (ELN (Stn)) P,

` 0
where
M :=
a?F
Jul+maxlouI+1<oo,
since u E C' (12). Combining both cases, we have that
N
(12.38) ZZ < (1 + M) (ELN

It now follows from (12.35)-(12.38) that
1
< Cp diam 1
U an l u (0, YN) I p 9 (YN) dyN 11
un
+(Cpdiamft+1+M)
Set C:= max {Cp diam n + 1 + M, Cp}. We will change C from line to line.
By (12.30), (12.37), and the previous inequality,
i
(Lv,IuIp dy)p <_ (f A Iu(0,yN)1'9(yN) dyN)P + (eCN(an.))
<_ C diam St I au Ip dyl P + C (eCN (SIn))i
Un. 8yN //1
Using a discrete Minkowski inequality in the form

1 1
E P E p l p
n=1
(an+bn)p < 'aP + L
n=1 n-1
bP_)
where an, bn > 0, it follows by summing over all n that

1
(LutaY n=1
fnlulp dy
P p p P
<C diam 0 fEn I d y J P+ (efN (S2n)) P

16
n=1 NI
1 1
e
r P P
< C diem Sl I au l p dy + EP ,CN (SZn)
n=1 J JN n=1
< C (ciiam 0 I Vulp dy) P + CEa (,CN (0)) P

\J
Since C does not depend on c, it suffices to let e -+ 0+. 0
Remark 12.35. It can be shown that for p = 1 and p = 2 one can take
the constant C in (12.23) to be 1 and 1 , respectively (see [16] and [2],
respectively), and that there exist convex domains for which these constants
are optimal.
Next we consider star-shaped sets. We recall that a set E C RN is star-

shaped with respect to a point xo E E if Ox + (1 - 0) xo E E for all 0 E (0,1)
and for all x E E.
Theorem 12.36 (Poincare's inequality for star-shaped sets). Let 1 0. Then there exists a constant C = C (N) > 0 such that
for all u E W1"p (S2),
R ) N-1
I Iu (x) - of I" dx < CRP (
r
R
in lVu (x) Ip dx.
Proof. By the Meyers-Serrin theorem (Theorem 10.15), without loss of

generality, we may assume that u E COO (52) n W IM (Sl) and that xo = 0.
Hence, we may write
11={pyERN: yESN-1,OSp<f(y)},
where f : SN-1 - [0, oo) is the radial function of C), that is,
f(y) :=sup{p> 0: pyE 11}.
Note that for all y E SN-1 we have that f (y) y E Otl and 2r < f (y) < R
by (12.39).
Step 1: Assume that u vanishes in B (0, r). Since u (ry) = 0 for all y E
SN-1, using polar coordinates and the fundamental theorem of calculus, for
all r < p < f (y) we have that
P OP
U (P?I) = u (Py) - u (ry) = (ty) dt,
J
and so by Holder's inequality,
Iu (Py) r= (Jr,!±(y) I d t ) < p

P
llI
fu
r
P 1(ty) lp dt
<p Ipu (ty) I" dt.
r
Hence, by F ubini's theorem
f(3!) f('y) P
PN-1 dp pP,+N-1 I Vu (ty)I? dtdp
0 I u (py)I'' < fo
0 Ir.
ff (v) R
<IVu(ty)I' (i pr+N-2dp) dt
Ò
RP+N-1 1(y)
p+N-1 f jf(y)
N-1
Ipu {ty}Ip dt
< R" (R V u(ty)I"tN1 dt.
Integrating with respect to y over SN-1 and using spherical coordinates

yields
(R)N_l
f n
Iu(x)I" dx < R"
n r
IVu(x)I ate.
Step 2: Assume next that u r= COO (1k) n W1.P (1k) is such that uq(o,4r) = 0.
Then by Proposition 12.29,
r
(12.40) Iu (x)I" dx < CP(N) rP J IVu(x)I1 dx.
JJQ(0,4r)
Consider the function

0 if x E B (0, r) ,
x -' if x E B (0, 2r) \ B (O, r) ,
1 if x B (0, 2r)
and write
u=(1-p)u+qu=:ul+u2.
Since u2 vanishes in B (0, r), by the previous step

i N-1
dx ] D R (R} d2)
(in 'u D Ivu21p
N-1 1
D
IuVV + cpvuIP dx
in
N-1 1 1
(12.41) < R (r)

RD
f
rP Q(0,4r)
lx + (f Ivlp dx 12 //
N-1 1
D
RiR
< r
1
C (N) f ivulp dx) A,
where we have used Minkowski's inequality, the fact that Vco = 0 outside
B (0, 2r), and (12.40). On the other hand, since ul is zero outside Q (0, 4r).
1
1 11
12
Jul Ip
dx/
}
((O4r) lul lp j Q(0,4r)
Jul
± u2Ip
dx
D
f Iulpdx + IU21"dx
JQ(0,4r) (fQ(0,4r) )'L
IVulp dx
<<C(N)r fQ(0,4r)
NN-i 1
D C(N)(
+R(r)
N-1
A
l 1
<C(N)R[ dx) D
) fn IVulp ,
where we have used (12.40) and (12.41). Hence, by Minkowski's and Holder's
inequalities
-P
r/'
(L Iu - un Ip dx )
A
< 2 ( fn luip dx)
< 2 f Iullp dx) +2 (p Iu2IP dx) A

SZ SE
NI-1 1
<
(Rl D dx) D .
C (N) R (L IvuIP
Step 3: Finally, if u E C°O (n) n W (S2) is such that 'ttuQ(0,1r) # 0, apply

the previous step to the function u - uQ(0,4r) to conclude that
P dx) P
lu - unip dr)
D
lu - uQ(0.4r) - (u - UQ(0,4r))IlI )
(fa
N-1
!r 1
C(N)R(R) P (J IVu(x)IPdx)p.
0
For p > 1 the constant RR (R) N-1 can be significantly improved using
Muckenhoupt's weighted norm inequality for the maximal function.
Theorem 12.37 (Muckenhoupt). Let J C R be an interval, let 1 [0, oo) be a Lebesgue measurable function. Then there is a
constant C > 0 such that for all Lebesgue measurable functions u : J -> R,
(12.42) f((Miu)(x))PU(z) dx < C j Iu (x) I-' U (x) dx
if and only if there is a constant K > 0 such that for all intervals I C J,
P1
JU(x)dxIf 1 dx KJII.
(U (x)) P-1
Furthermore, if C and K are the least constants for which the previous
inequalities are true, then C< K < 2"K.
In the previous theorem,
(12.43) (M1 u) (x) := sup 1 fvlu(t)ldt, x E J.

yEJ\(v) y - x
The proof of this result is rather involved and goes beyond the purposes
of this book. We refer to [131] for more details.
Exercise 12.38. Let 0 < r < 2 and let
(12.44) U(t) := min {(r + 1t1)N-1 , RN-lJl , t E R.
Prove that for all 1 N.
Corollary 12.39. Let 1 0. Then there exists a constant C = C (N) > 0 such that
for all u E Wl,P (Sl),
Iu (x) - unIP dx < CR1'K (r, R, p, N) fn IVu (x)1' dx,
fn
when K is defined in (12.45).
Proof. The only change is in Step 1 of the proof of Theorem 12.36, where
instead of using Holder's inequality, we write
Iu (PY)I" = f a
I
a (t3!) I dt)
1P I
< R1' (p_rL
a(ty) I dt)P
< RP ((M1 g) (P))P,
where
g (P) (PY)I X(r,f(1l)) (P) , P > Of
Op
and M1 g is defined in (12.43). In turn, since u = 0 in B (0, r),
f
0
f (P)
Iu (PY)W P
PN-1 dp =
Jr
f (Y)
Iu (PY) PP
PN-1 dp
< RP f f(y) ((M1 g) PPPN-1

dp
RP rf(P) ((M1
< g) (p))p U (P) dp
r
rf{1r) su P
<RPK(r,R,p,N)J U(P)dp
r aP(py)
rAV) I au P PN-1
= RPK (r, R, p, N) ,f 8P (PY) dp
r I
where U and K (r, R, p, N) are defined in (12.44) and (12.45), respectively,

and we have used (12.42). Integrating with respect to y over SN-1 yields
fiu (x) IP dx <- RPK (r, R, p, N) I Vu (x) IP dx.
J
0
Exercise 12.40. Let 1 < p < 00, let f : QN-1(0, r) -' [0, oo) be a
lower semicontinuous function such that 0 < r < f (x') : R for all x' E
QN-1 (0, r), and let
n:= B (0, 2r) U {(x', xN) E QN-1 (0, r) x R : -a < xN < f (X')) .
Prove that for all u r= W 1,p (Q),
Iu(x) -univ dx <C(N,p)R"J IVu(x)I' dx.

J
Hint: Use rectangular coordinates in place of polar coordinates to obtain
the weight U = 1.
Chapter 13
Variation
Living with P.Q.S, I. What is PQS? "Post-Quals-Slump" or
PQS, affects 99% of all grad students. It is the #1 cause of
delayed graduation dates and contributes to the A.D. degree
drop rate.
In this chapter we introduce the space of functions of bounded variation in

domains of RN and study some of their basic properties. What is covered
here is just the tip of the iceberg. We refer the interested reader to the
monographs [10], [54], [58], [74], and [182] for more information on the
subject.
13.1. Definition and Main Properties

Definition 13.1. Let Q C RN be an open set. We define the space of
functions of bounded variation BV (f2) as the space of all functions u E
L' (1) whose distributional first-order partial derivatives are finite signed
Radon measures; that is, for all i = 1,.. . , N there exists a finite signed
measure Ai : B (fl) -> R such that
(13-1)
dx.bdA1
fn
for all 0 E C°° (Il). The measure A; is called the weak, or distributional,
partial derivative of u with respect to xi and is denoted Diu.
We define
BY0 (D) := {u r= L (Il) : u E BV (i') for all open sets Il' cc S2} .
377
378 13. Functions of Bounded Variation
For u E BV (92) we set

Du := (D1u,... , DNu).
Thus, if u E BV (S2), then Du E Mb (fl; RN), and so the total variation
measure of Du, defined by
00
(13.2) IDuI (E) := sup EIDu (En)I , E E B(S2) ,
n=1
where the supremum is taken over all partitions {En} C B (f2) of E, is a

finite Radon measure (see Proposition B.75). Moreover, since Mb (S2; RN)
may be identified with the dual of Co (SI; RN) (see Theorem B.114), we have
that
IDuI (n) = IIDuIIMbARtN)
N
= sup
i=1
f
J idD:u :
c
4- E Co (fl; RN) , RN) < 00.
Definition 13.2. Let Sl C RN be an open set and let u r= Ll (S2). The

variation of u in f is defined by
V (u, 12) := sup

t
-u dx : lb E CC° (s2; RN) , 111111 co(n;mN) <1
4=1 J axi
Exercise 13.3. Let 12 C RN be an open set and let u E L'10C (St). Prove the
following.
(i) If the distributional gradient Du of u belongs to Mb (St; RN), then
IDul (11) = V (u, St) .
(ii) If V (u, 12) < oo, then the distributional gradient Du of u belongs to
Mb (SZ; RN). In particular, if u E L1 (St), then u belongs to BV (SZ)
if and only if V (u, SI) < oo. Hint: Use the Riesz representation
theorem in Co (SZ; RN)
(iii) If {un} C Ll (fl) is a sequence of functions converging to u in
Li C
(S2), then
V (u, fl) < lim inf V (un, f2).
Exercise 13.4. Let SZ C RN be an open set. Prove that the space BV (SZ)
is a Banach space with the norm
IIuIIBV(fl) IIUIILI(u) + IDuI (12) .
13.1. Definition and Main Properties 379
It follows from the definition of BV (1Z) that

W1°1(SZ) C BV (fl) .
We have already seen that for N = 1 the inclusion is strict. Exercise 13.5
shows that this is also the case in higher dimensions.
Exercise 13.5. Let fl C RN be an open set and let E C RN, N > 2, be a
bounded set with C2 boundary.
(i) Prove that XE 0 W1" (Q)-
(H) Prove that
NN-1 (aE
I D (xE) I (a) <_ n Sl) .
Hint: Use Exercise 13.3(i).
(iii) Prove that the normal v to t9E may be extended to a function
C1 (RN. RAT )
(iv) Prove that

(13.3) ID (XE) I (0)= NN-1 (aE f1 1l) .
The previous example shows that characteristic functions of smooth sets

belong to BV (a). More generally, we have the following.
Definition 13.6. Let E C RN be a Lebesgue measurable set and let SZ C
RN be an open set. The perimeter of E in fl, denoted P (E, Sl), is the
variation of XE in 12, that is,
P (E, f2) == V (XE, H)
=Sup 2 i Cax : t e C 0; RN) , IID IIGo(n;R,v) < 1

s_1 E axi
The set E is said to have finite perimeter in fl if P (E, fl) < oo.
If SZ = RN, we write
P (E) := P (E, RN) .
Remark 13.7. In view of Exercise 13.3, if fl c RN is an open set and
E C RN is a Lebesgue measurable set with GN (E n fl) < oo, then XE
belongs to BV (1) if and only if P (E, 1) < oo.
Note that Exercise 13.5 shows that for smooth sets E the perimeter of
E in 11 is simply NN-1 (&E n S2). The next exercise shows that this fact no
longer holds if the boundary of the set E is not (sufficiently) smooth.
Exercise 13.8. Let QN = {xfl}FEN and let A C RN be the open set

00
A:= UB(xni2n
1).
Jn=t
(1) Prove that &'(A) < oo but C' (8A) = oo.
(ii) Prove that fN'1 (8A) = co.
(iii) Prove that A has finite perimeter. Hint: Define
»: 1
Am := U B n, 2 } , Um := XAm
///
n=1
and use Exercise 13.3(iii).
13.2. Approximation by Smooth Functions

Since every function u r: COO (0) n BV (tt) belongs to W 1.1(12) (why?) and
IDuI (0) = in IVul dx,
the closure of coo (St) fl BV (S2) in BV (t2) is W" (tZ). Thus, we cannot
expect the Meyers-Serrin theorem (see Theorem 10.15) to hold in BV (ti).
However, the following weaker version holds.
Theorem 13.9. Let SZ C RN be an open set and let u E BV (ti). Then there
exists a sequence {u,,} C C°O (St) n W1.1 (Il) such that u.,, -> u in L1 (ti) and
lim fn IVunl dx = IDuI (fl).

Lemma 13.10. Let tZ C RN be an open set and let u E BV (ti). For every
e > 0 define ue := cpe * u in 1ls, where We is a standard mollifaer and tl is
defined in (C.7). Then
(13.4) 6llim
+0+
/ e
IVUEl dx = IDuI (0) .
Moreover for every open set Cl' C Cl, with dist (SZ', O.Q) > 0 and IDul (8Si') _
0,
(13.5) lim L IvuEI dx = IDul (ci') .

e-' 0+
13.2. Approximation by Smooth Functions 381
Proof. Step 1: For every i = 1, ... , N, define ai := Diu E Mb (1). By

Theorem C.20, for every x E fZE we have
2u-£ r
(13.6)
8xi (x) = f naVE
axi
(x - y) u (y) dy
n hi (x - p) u (J) dy
= fnWe(x - y) dAi(y),
where we have used (13.1) and the fact that the function We (x - ) belongs
to C°° (1), since supp We (x - ) C B (x, c).
Let - E C°° (cle; RN) be such that II4IICo(n,;R^') : 1 and extend 4) to
be zero outside SZE. By (13.6) and an integration by parts, we have
f ,
U. (x) (x) dx
axi
' (x) `Fi (x) dx
a f, f 4)i(x)we(x-y) dai(y)dx
n n
_- fi2
(4)i)e (y) dAi (y) = J a (:i)e (y) u (v) dy,
if ON
where we have used Fubini's theorem and (13.1). Hence,
(13.7) JUEdiV4)dX=JUd1V4)edX.
Moreover, for each x E f2E, by Jensen's inequality and by the facts that
It 1S1and fo(x -y) dy = 1, we have
((4) )E)2 (x)

E (fn We (x - y) IN (y) dy M 2
N
(13.8) < W. (x - y) lb? (y) dy
= fnWe (x-y)It (Y)I2dy:5f We(x-y)dy=1,

and (since supp 41 C f1E)
(13.9) supp 4 ' e C {x E 1 : dist (x, supp -6) < e} C Q.
Thus, by (13.7) and Exercise 13.3,
fuediv4)dx=fudiv4)edx< IDuI (f2) .

Taking the supremum over all admissible 4) and using Exercise 13.3 once
more, this time applied to f2E, yields
(13.10) 1 DueI (fee) <_ 1 Dul (1) .
In particular, ug E BV (SZg) fl coo (nr). Letting e - 0+, we conclude that

(13.11) lim sup IDuEI (Or) < IDuI (St) .
E-*o+
To prove the converse inequality, fix an open set 0' C SZ with the prop-
erty that dist (S2', 81k) > 0. Since uE -r u in L1 (Il') as a -> 0+ (see Theorem
C.19), by Exercise 13.3,
(13.12) IDuI (cl') < limiinf IDuEI
Since 12E D 1' for all 0 < e < dist (Q', 8Q), it follows that
IDuI (SZ') < lim inf IDuEI (f2E) .
Letting 11' / SZ and using Proposition B.9 gives

(13.13) IDuI (SZ) < lim inf IDuEI (QE) ,
E--,O+
which, together with (13.11), gives (13.4).

Step 2: Fix an open set fl' C fl, with dist (fZ', On) > 0 and IDuI (8St') = 0.
In view of (13.12), it remains to show that
lim sup I Du, I (ii') < IDuI
o+
We proceed as in the previous step, with the only change that we now con-
sider E C,° (SZ'; RN) such that II-,D IICo(nr;mN) 5 1. If 0 < e < dist (SZ', 8t ),
then by (13.9),
supp,pF C (0')E := {x E SZ : dirt (x, St') < E } C SZ,
and so (13.10) should be replaced by
IDuEI (f') <_ IDuI ((12')E) .
Letting e -+ 0+ and using Proposition B.9, we conclude that
lim sup IDuE I (ci') C IDuI (?) = IDuI
Z__+04
since by hypothesis IDuI (80') = 0.

Remark 13.11. If SZ = RN, then Z = RN, and so u£ -r u in L1 (RN) and
by (13.5),
(13.14) lim J IDuEI dx = IDul (RN).
E-4o+ N
Note that the previous proof continues to hold if u E L'10C (RN) and its
distributional gradient Du belongs to Mb (RN; RN). The only difference is
that now u£ -> u in Li° (RN).
We observe that if u = XE, then (13.14) gives
lim IV (XE)EI dx = P (E).

a_.0+ N
This identity can be used to define the perimeter of a set. This approach was
taken by De Giorgi [46], [45], who considered a somewhat different family
of mollifiers.
Exercise 13.12. Let f1 C RN be an open set, let u E BV (0), and let

{u,,} C BV (11) be a sequence of functions converging in L L (Ii) to u and
such that
IDul (fl) n I Dun.I (s1) .
Prove that D2u j Diu in Mb (0) for all i = 1, ... , N and that
IDul (K') = n-oo
lien IDu,,l (n')
for every open set 11' C Il, with I DuI (as1' fl n) = 0.
Exercise 13.13. Let S1 C RN be an open set and let u E BV (fl). Fix
1<i<N.
(i) Prove that
IDauI (SZ) = sup {j OdDiu : 0 E C,, (0), II0IICo(a) <_ 1 y .

J
(ii) Prove that

IsueIdx<ID:ul(11)
J axz
for all e > 0, that
lim
e-'.O
faxi I dx = I D=uI (11)
1!2u-'-e
and that for every open set fl' C S1, with dist (S1', as1) > 0 and
ID:uI (an') = 0,
lin+ I axe I dx = l
o fn'
(iii) Prove that if u E Lt1'0 (RN) and its distributional gradient Du

belongs to Mb (RN; RN), then
aue
lim RN
f axi I I dx = IDsuI (RN).
e-0+
Exercise 13.14. Let Q C RN be an open set. Prove that if u E BV (f2)

and¢ECO°(f),then ¢uEBV(f)and
ID (Ou) I (n) <- IIfiIICo(c) IDul (a') + IIVOIIc0(c;RN) IIUIILI(01)
where n' C f2 is any open set such that supp 0 C n'.

Proof of Theorem 13.9. Since the measure IDul is finite,
lim IDul n {x e n : disc (x, ffl) >

j+00
1, IxI <j } = 0.
111 ///
Fix vi > 0 and let jo E N be so large that
(13.15) IDuI [ SZ \ {x E Q : dist(x,on) > , Ixl <j }} < n

E`
for all j > jo. For i N define
1
ni {x E n : dist (x, 8 )) > ?0 + ., IxI < jo + i} .
As in the proof of the Meyers-Serrin theorem, consider a smooth partition

of unity F subordinated to the open cover {ni+1 where n-1 =
no :_ 0. For each i E N let iii be the sum of all the finitely many 1; E F
such that supp O C S2i+1 \ iZi_ 1 and such that they have not already been
selected at previous steps j < i. For every i E N find ci > 0 so small that
supp (Aria),,{ C ni+1 \ ni-1 and
(13.16)
Jo
I('Oiu)e; - 4Piul dx < ,
jI(tV4/Ji)e. -u0(;I dx < 17
2i'
2
Define
00
vn (omeD
i=1
where we have extended each (i/iiu),, to be zero outside its support. As in

the Meyers-Serrin theorem we have that v,7 E C00 (St) and (see the proof of
(10.7))
vrl dx <r1.
in IT` -
Thus, v,t -+ u in L1(1?) as ri
Next we prove that
(13.17) lim sup IDunl (n) < IDul (n)
n- 00
Let ' E CC° (fl; RN) be such that II'(DIIco(n;RN) < 1. Since by the previous
exercise Oju E BV (St) for every i E N, by (13.7) with ib u in place of u we
have
in (,O u)E, div 4) dx = Oju div E; dx,
J
in
and so, using the facts that the support of is compact and that the par-
tition of unity is locally finit e, we have that
r
(13.18) jvidiv1Idx = 00 , di v 4) dx = Oc' J Pju div fiE, dx
00
u[div(
i=1
J s1
Since II1GiE; Ilco(s1;RN) < 1 by (13.8), it follows from Exercise 13.3 applied
to 1 and to SZi+1524_1
\judiv(tPiei)
(see also (10.5)) thatjudiv(tPie)
11 = dx + dx
i=2
00
< IDuI (52) + E IDuI (SZi+1 \ ii-1 -
i=2
Using telescopic series, the right-hand side of the previous inequality may
be bounded by
IDuI (52) + 3 IDuI (11 \ 01) < IDuI (fl) + 3,q
by (13.15), and so
(13.19) 11 < IDuI (1) + 371.
To estimate 12, note that by Fubini's theorem
00
12 (uVbi)E, . 41 dx = - > ( [(uV j)E; - uVt/, ] dx,
i=1 JJ i=1 J
00
where in the second identity we have used the fact that E VO, = 0 by
i=1
(10.3) and the local finiteness of the partition of unity. We now use (13.16)
and the fact that II"I IIco(s1;RN) : 1 to conclude that 12 < ri, which, together
with (13.18) and (13.19), yields
vi div dx < IDuI (5Z) + 3ri.

'ci
Taking the supremum over all admissible 0 and using Exercise 13.3 gives
IDv,7I (n) <- I DuI (sZ) + 3n.
It now suffices to let ri -> 0+ to obtain (13.17).
386 13. Rmctions of Bounded Variation
To prove the converse inequality, note that, since vn u in L' (Sl) as

17 - 0+, by Exercise 13.3,
I Dul (Sl) < lim inf I Dv,71(a) .

Remark 13.15. Note that the previous proof continues to hold if u E
Lip (Q) and its distributional gradient Du belongs to Mb (fl; RN). The
only difference is that now {un} C Coo (Sl)nWW (St) and ue - u in L oc (fl).
Exercise 13.16. Prove that the sequence constructed in Theorem 13.9 has
the property that
Oun
lim dx = ID2uI (11)
e-.o+ fn 8xi
for every i = 1, ... , N.
13.3. Bounded Pointwise Variation on Lines

In Theorem 10.35 we have seen that if a function u belongs to W1,P (Cl), then
it admits a representative that is absolutely continuous on GN-1-a.e. line
segments of Cl that are parallel to the coordinate axes and whose first-order
(classical) partial derivatives agree LN-a.e. with the weak derivatives of u.
In this section we prove a similar result for a function in BV (Cl). In
what follows, we use the notation (E.2) in Appendix E. Given an open
rectangle R C RN, i.e.,
R = (ai, bi) x ... x (aN, bN),
following (E.2), we consider the rectangle R to be the Cartesian product of
a rectangle RR C RN-1 of the variable x; and of an interval Ri C R in the
xi variable and we write
R=R,xRj.
Given x E RN-1 and a set E C RN, we write
(13.20) Exis ._ {xi E R : (xii, xi) E E} .
Moreover, if v is a real-valued function defined GN-a.e. on an open set fl C

RN, for all xi E RN-1 for which Cli. is nonempty we let essVarnx, v (x'j, )
be the essential pointwise variation of the function xi E Sle, '- v (xz, ) (see
Definition 7.7 and Exercise 7.9). If v is Lebesgue integrable in Cl, with a
slight abuse of notation, if is empty, we set
v (xi, xi) dxi := 0,

f2x1
13.3. Bounded Pointwise Variation on Lines 387
so that by Fubini's theorem
L
Finally, for every set F in some Euclidean space R" and for every e > 0
we set
(13.21) FF :_ {y E F : dist (y, 8F) > E} .
Let S2 C RN be an open set and let u E BV (1). Setting A := Du E

Mb (S2; RN), by Theorem B.77, the vectorial measure A can be expressed in
the form
(13.22) A (E) = f P (x) dx + \s (E)

E
for every Lebesgue measurable set E C RN, where T E Li (t1; R')measure. and A8
is a vector-valued measure singular with respect to the Lebesgue
Here IF is the Radon-Nikodym derivative dD u of the vectorial measure
Du with respect to the Lebesgue measure GN restricted to Q.
The following result shows the relation between the weak derivatives of a
function in BV (f2) and the (classical) partial derivatives of its representative
(when they exist).
Theorem 13.17. Let 11 C RN be an open set, let u E BV (11), and let

1 < i < N. If v is any function equivalent to u for which the (classical)
partial derivative (x) exists in R for GN-a.e. x E S2, then
ay
axi (x) (x)
for GN-a.e. x E fl, where I is the vectorial function given in (13.22).
Proof. Consider a convex function f : R -, 10, oo) such that
(13.23) f (e + t) :5 f (s) + ItI
for all a, t E R. We claim that for every rectangle R whose closure is con-
tained in fl,
(13.24) f (i!-) ,p+ JR, I\ axi

dx < lim inf Oadx.
JR xi
To begin with, for every function 0 E CO0 (R), for x = xi) E R and for
all It > 0 sufficiently small one has
f (0 (x;, xi + h) - p (x;, xi))JJ f f
(X!" R)
del
h i 8x1
xi+h ff
f ! ax. (x , s)JJ ds
L. ` s
by Jensen's inequality. Integrating this inequality along the interval (Rj)h

(see (13.21)) and using Tonelli's theorem yields
f (xi, xi + h) - 0 (214 -Ti) \ dxi
h
1
<_ s) ] dsdxi
Ia f(R,)h fxj f 8x1
(x;,
///
h R.; fa
fs
Ja-h axi\
axi, 8) duds
=
JR,
f (a8x1 (x , s)) ds.
Integrating over (RR)6 and using Tonelli's theorem, one then obtains
x+ h) - x)1
fRh' ( (xj, h JJ
<-
J R 8x1
.
Setting ue in the previous inequality, replacing R with R, and then

letting a 0+, we deduce from Fatou's lemma that
r f (iz(xx+ h) - u (x, xi))
Rh
!L,
dx < lim inf J f
h e- oJRe 8x1 J
dx. (!())
Since v is a representative of u, the previous inequality may be written as
f h f ((x))
a46s
dx.
J h
J
M dx < limanf
+ JJJ
Rs
If we now let h - 0+ and use Fatou's lemma, we obtain (13.24).

Next we prove that
(13.25) f (1) dx <

Rwhere jf (I') dx + i.i i (R),
IA is the total variation measure of A!. By (13.6) and (13.22) for

xERe we have
axi (x) =
jc(xv)'Iui(Y) dy + f Pe (x - y) deli (y) .
Therefore by virtue of (13.23) and Jensen's inequality
f \ a i (x)/ < f \JS coe (x - y) wi (Y) dY) + I f w.. (x -1l) dAl (Y)
5 f coe(x - y)f (Wi(y)) dIA I (y)
Integrating over RE and applying Tonelli's theorem yields (13.25).
Combining (13.24) and (13.25), we obtain
(13.26) ff (p-) dx < dx + JA (R) .
By Besicovitch's derivation theorem (see Theorem B.119)
lim Iii I (Q (xo, r)) = 0

r-+0+ rN
for GN-a.e. xo E Q. Let xo be any such point and assume that xo is also
a Lebesgue point for f (n-) and f (W2). By replacing R with Q (xo,r) in
(13.26), dividing by rN, and letting r - 0+, we obtain
(13.27)
f (8xi (xo)) 5 f (Ti (xo))
Now choose f to be the function
_ f et if t < 0,
f1(t). t+1 ift>0.
Since f1 is monotone increasing, it follows from (13.27) that - (x) < Ti (x)
for GN-a.e. x E Q. Similarly, setting f (t) := f1(-t), we find that (x) >
Wi (x) for GN-a.e. x E St.
Next we prove that Theorem 10.35 continues to hold for BV (St).

Definition 13.18. Let f2 C RN be an open set. A function u : St -- R is
called of bounded pointwise variation in the sense of Cesari if there exist
an equivalent function v defined GN-a.e. in 12 and N nonnegative functions
V1, , VN E Ll (RN-1) such that
(13.28) essVarQs, v (x:, ) < V (x=)

i -
for all xi E RN-1 for which Sty' is nonempty and for all 1 < i < N.
Theorem 13.19 (Serrin). Let ft C RN be an open set and let u E L' (St).
Then u E BV (St) if and only if u is of bounded pointwise variation in the
sense of Cesari. Moreover, if u E BV (ft), then u has a representative ii
that admits (classical) partial derivatives GN-a.e. in f2 and Vu (x) = IY (x)
for GN-a.e. x E St, where T is the vectorial function given in (13.22).
We begin with some preliminary results, which are of interest in them-

selves.
Lemma 13.20. Let R C RN be an open rectangle, let i E {1, ... , N}, and
let u : R -r R be a Lebesgue measurable function that is monotone on RCN-1-
a. e. line parallel to the xi axis. Then the (classical) partial derivative UX-i
exists and is finite LN-a.e. in R. Moreover, is Lebesgue measurable.
Proof. For x = xi) E R and n E N we define the upper right (respec-

tively, left) sequential derivative
t(x;,xzfn)-u(x;,xz)
D u (x) := lim sup
n
and the lower right (respectively, left) sequential derivative
u(x'- xi± n1) -u(xz,xi)
Dfu (x) .= lim inf
n-'ao
'' n
Then the four functions D±u and D±u are Lebesgue measurable. Moreover,
by Lebesgue's theorem (Theorem 1.21), for GN-1-a.e. x E R; we have that
a (xi, xi) exists and is finite for ,C1-a.e. xi E R. By Tonelli's theorem D±u
and Dfu are finite sCN-a.e. in R and
J I D±u (x) - Dtu (x) I dx
= I Dt. (x;, xi) - D±u (xi, xi) I dx;dxi = 0.

JR; Rf
It follows that both limits
lim
u(xi'xi+n)-u(xs,xi) , limn
u( 'x: n)-u(Xi'xi)
n-'oo n -n
exist in R and are equal LN-a.e. in R. Let v (x) be the common limit where it
exists; otherwise put v (x) := oo. Let E be the set of points x = (x'j, xi) E R
such that v (x) is finite and u (xy, ) is monotone. Note that Vv (R \ E) = 0.
If x = (x;, xi) E E, with, say, u (x=, ) increasing, and n1 < h < n, then
u x" xi + n+m ) - u (xi, xi) < u (x{, xi + h) - u (xi, xi)

n+1 h
< u(4xi+n) -u(xi,x,)

1
n+1
Since both the right- and left-hand sides of the above inequality tend to
v (x) as h - 0+, we conclude that
u (x, xi + h) - u (x;, xi)
lim = v (x) .
h-.0+ h
Similarly, we have that
u (xy, xi + h) - u (x;, xi)
lim = v (x)
h-.o- h
and so (x) = v (x), which shows that exists and is finite CN-a.e. in
R. Moreover, 4 is Lebesgue measurable.
Lemma 13.21. Let R C RN be an open rectangle and let u be a Lebesgue
integrable real-valued function defined LN-a.e. in R and such that for some
variable xi, 1 < i < N, and for all x'z- E R;,
(13.29) essVarR{ u (x4, ) < V (zO
for some nonnegative Lebesgue integrable function Vi defined in R. Then
there exist two Lebesgue integrable functions ul and u2 on R, each increasing
in the variable xi, such that
= ul (x) - u2 (x)
11
u (x1
for £N-a.e. x E R. In particular, the (classical) partial derivative exists
and is finite RCN-a.e. in R.
Proof. We construct a function v equivalent to u but with fewer disconti-

nuities. Let S' be the set of points x; E R' such that u (x'j, -) is defined for
G1-a.e. xi E R1 and Vi oo. By hypothesis GN-1(Rz \ S') = 0.
For every x E S',
essVarR{ u (2<, ) < 00
by (13.29) and the definition of S'. Hence, by Theorems 7.2 and 7.8 we may
find a right continuous function w such that
(13.30) w (x;, xi) = u (x;, xi) for G1-a.e. xi E Ri
and
VarR; w (x', -) = essVarR, u (x4, ) < 00-
For x = (x;, xi) E R define
w (x;, xi) if x; E S',
(13 . 31) v (x) :=
0 ot herwise .
Since £N-1 (Rt,
\ S') = 0, it follows by (13.30) and by Tonelli's theorem
that v (x) = u (x) for GN-a.e. x E R. By the completeness of the Lebesgue
measure, the function v is Lebesgue measurable.
Now let a E R, be such that
f,Iv(xa)Idx<oo
(such a point exists by Fubini's theorem), and for any fixed xi E R4 let
V (x;, xi) be the indefinite pointwise variation of the function xi E Ri -
v (4, xi), normalized so that V (xi, a) 0, that is (see (2.2)),
Var[a,x,j v xi) if xi ? a,
V (x,, x,) .
- V&r[xi,aj v (4, xi) if xi < a.
We claim that V is Lebesgue measurable. To see this, denote by Pk the
partition of the interval R, by k + 1 equally spaced points
tO<t1 < <tk
and for x = (xi, xi) E R define
Vk (x', xi) := Iv (xi, tj) - v (xi, tj-1) I sgn (tj - a),

where the sum is extended over all partition points tj which lie in the interval
of endpoints a and xi. Since v (x;, ) is right continuous, it follows by Exercise
2.49 that
V (xt, xi) = lira Vk (xi, xi)
for all x = (x;, xi) E R. Thus, to prove the measurability of V, it remains to
show that each Vk is Lebesgue measurable. This follows from the fact that,
for each x; fixed, the function Vk (x;, ) is a step function. More precisely,
for xi between any two consecutive points of Pk we have that
Vk (x'i,xi) = finite sum of Lebesgue measurable functions of 2.
Hence, we have shown that V is Lebesgue measurable. We can now define
(13.32) ul (x) := 2 [V (x) + v W), u2 (x) := 2 [V (x) - v (x)]
for x = (x;, xi) E R. The functions ul and u2 are Lebesgue measurable,
increasing in the variable xi, and u = ul - u2 GN-a.e. in R. Furthermore,
Iu1(x) I + Iul (x) I < (varRui
+ (VarJ, u2 (xi, .) +
2 Iv (xi, a)
= VarR, v (xi, ) + I v (xi, a) I < Vi (xi) + Iv (x2, a) I,
and so ul and u2 are Lebesgue integrable.
The last part of the statement follows by applying the previous lemma
to the functions ul and u2. 11
Remark 13.22. Note that by Exercise 2.20 for every E R,, for every
xi E Ri the functions u1 (x;, ) and u2 (e, -) defined in (13.32) cannot both
be discontinuous at xi.
Proof of Theorem 13.19. Step 1: We prove that if u is of locally bound-
ed pointwise variation in the sense of Cesari, then u E BVi0 (SZ).
Let v, V1,. .. , VN be as in Definition 13.18. For E Cc' (SZ) and for every
fixed i, 1 < i < N, set
L (0) := ju±dx.
axi
The functional L is linear. We claim that it is continuous with respect to
the topology of CO (fl). To see this, let us first observe that, since
essVara , v (x;, ) < Vi (XD
for all xi E RN-1 for which 1L is nonempty, for LN_ 1-a.e. x E RN-1 we
have that Vi (x4) (and, in turn, essVarR{ v (x=, )) is finite. Thus, by Theorem
7.8 for GN-1-a.e. xi E RN-1 for which f e is nonempty the function v (xi, )
belongs to BV (f ), and so there exists a measure a..,,, E Mt, (f) such
that _ .1., and
I I (i ,) = essVarcx, v V (x,) ,
again by Theorem 7.8. It follows that
L (0) - II u8xi dx = m"_, f u.- dxsdx`

dA dx,
RN-1 ,
and so
L ([/7) I < max 1,01 Vi dx;.
nJRN1
Since L is continuous on Co (SZ), by the Hahn-Banach theorem (see Theorem
A.30) it may be extended to a continuous linear functional on Co (f2). But
then by the Riesz representation theorem in Co (f') (see Theorem B.114)
there exists a finite Radon measure Ai E Mb (ti) such that
L (O) = - fn O dai
fn
and
jail (SI) = I1LlI(co(n))' <_ f N_, Vi (xt) dx=.
394 13. Fbnctions of Bounded Variation
This shows that u E BV (fl).

Step 2: Assume that u E BV., (fl). We prove that u is of bounded point-
wise variation in the sense of Cesari. Let {rpe}E>O be a sequence of standard
mollifiers and define uE := u * VE in StE. Set
(13.33) E x E fl : lim uE (x) exists in R

I
and
lim uE (x) if x E E,
(13.34) v (x) := E- O+
0 otherwise.
Since {uE} converges pointwise to u at every Lebesgue point of u by Theorem
C.19, we have that E contains every Lebesgue point of u. Moreover, since
by Corollary B.122 the complement in 1 of the set of Lebesgue points has
Lebesgue measure zero, it follows that GN (St \ E) = 0. This shows that the
function v is a representative of u.
Let i be a fixed integer, 1 < i < N. By Exercise 13.13 we get
(13.35) 6 dx < I Daul (fl) .

J
I
We now take e := n and for simplicity we set un := ui,,, (1j ) On

(c) En
, and so on.
For x; E RN-1 define
(13.36) Vi (xi) := lim f J

n-oo (n
."
axi
xi) dxi
I
if Sl., is nonempty and Vi (xt) := 0 otherwise. The function Vi is Lebesgue

measurable on RN-1. By Fatou's lemma,f(n.,).
Fubini's theorem, and (13.35),
I V (x2) dx'i < lim inf (x , xi) dxidx;

RN-i n-oo RN-1 J I I
=1nm fJ l aunldx<IDiul(1).
8xi
Stn
Hence,
(13.37) J N-i Vi dxZ < IDiul (Sl) .
Since LN (11 \ E) = 0, by Fubini's theorem

(13.38) G1(cu,\E1)=0
for
LN-1-a.e. x E RN-1 for which f2x' is nonempty. Fix any such x E RN-1
and let Ri C R be any maximal open interval such that {x } x Ri C fl; e.

We claim that
(13.39) essVarj, v (.,xi) < V (xi) .
By (13.38), (xi, xi) E E for G1-a.e. xi E Ri. Thus, to prove (13.39), it
is enough to consider partitions contained in EE' (see Definition 7.7 and
Exercise 7.9). Let
inf Ri < to < t1 < < tk < sup Ri,
where tj E Ex, for all j = 0, ... , k. Then [to, tk] C (Ri),t for all n sufficiently
large, and so, by the fundamental theorem of calculus,
t-au
In (x, tj) - un (x, tj-1) I <
j=1 J''
J
_
1
a (x, xi) dxj=1
Oxi
Letting n -' oo, by (13.33), (13.34), and (13.36) we get
k
IV (xi, ti) - v (xi, ti-1) I : V (xi) .

j=1
Taking the supremum over all admissible partitions yields (13.39). By even-
tually redefining Vi to be infinite on a set of LN-1-measure zero, we have
proved that (13.28) holds. This shows that u is of bounded pointwise vari-
ation in the sense of Cesari.
Step 3: We prove the last part of the theorem. Since the function v defined
in (13.34) satisfies the hypotheses of Lemma 13.21, we may find two Lebesgue
integrable functions vl and V2 on R, each increasing in the variable xi, such
that
v (x) = v1 (x) - v2 (x)
for CJ-a.e. x E R. Let S' be(( the set of points x; E R; such that
v1 (xi, xi) = EllM (vl )E (xi, xi) , v2 (xi, xi) = Ely0+ (v2), (xi, xi)
for G'-a.e. xi E Ri. Note that GN-1 (Ri \ S') = 0.
Fix (xa, xi) E S' x R1. We assert that if the limit lim (vi), (x;, xi) does
E0+
not exist, then the limit lim (v2)E (x;, xi) does exist. Indeed, since v1 (xi, )
E-0+
and (v1)E (x;, ) are increasing, if the limit lim (vi), (x;,xi) does not exist,
E0+
then (why?)
vj (xi, xi) < limEyO+
inf (vI )E (x;, xi) < lim -
sup (v1)E (X" xi) < vl (xi, x:)
C-O+
Thus, v1 (x;, ) is discontinuous at xi. But then by Remark 13.22, v2 (xs, )

must be continuous at xi, and hence
412 (xz1 xi) = eliO (V2) e (xi, xi)
We now define the function

u (x) := lim sup i (x)
E R. The function ti is a precise representative of u and is

independent of i. We also introduce the functions ul and t12 by means of
lim sup (vi (x;, xi) if x E S',
u1 (x) a-o+
V (x) otherwise,
l'im iuf (v2)e (x'i, xi) if xi E S',
U2 (x)
0 otherwise.
Then ill and 4i2 are equivalent to v1 and v2, respectively, and so they are
increasing on GN-1-a.e. lines parallel to the xi axis. Furthermore from the
identity
ue = (VI - V2)e = (vi),,. - (v2)e
and the assertion of the preceding paragraph it follows thatl

u (x) = ul (x) - u2 (x)
for all x E R. By Lemma 13.20 the partial derivatives s and a exist
and are finite £N-a.e. in R. The same is true for 0
Exercise 13.23. Let u E WO (R+) and v E W1,1 (RN). Prove that the
function uw . RN -> R, defined by
(x) U (x) if xpr > 0,
w
{ V (x) if xN < 0,
belongs to BV (RN).
Exercise 13.24. Let 0, 0' C RN be open sets, let' :1Z' --+ 0 be invertible,
with fi and (D-1 Lipschitz functions, and let u E BV (1k). Prove that uofi E
BV (V).
1The key point here is that given two sequences of real numbers {a_} and {b, ), in general
one can only conclude that
liim sup (a. + bn) < lim sup nn + Jim sup b. ,
n-oo ft-00 n-00
with the strict inequality possible. However, if one of the two sequences converges, say {an}, then
lim sup (a., + 84,) = lim an + lint sup b,,.
n-eo n-*o n-cc
13.4. Coarea Formula for BV Functions 397
13.4. Coarea Formula for BV Functions

In this section we prove the coarea formula for a function u E BV (a). This
formula relates the total variation measure IDul with the perimeter of its
superlevel sets {x E 12 : u (x) > t}.
Theorem 13.25 (Coarea formula). Let fI C RN be an open set and let

u E L10C (Sl). Then
V(u,1l)=J P({xE 1 : u(x)>t}, 12) dt.

R
In particular, if u E BV (Q), then the set {x E 12 : u (x) > t} has finite

perimeter in 12 for G1-a.e. t E R and
(13.40) IDul (1l) = J P ({x E 12 : u (x) > t}, 11) dt.

R
We begin by proving the theorem for linear functions.
Lemma 13.26. Let u : RN - R be an affine function of the form
xERN,
where a E R and b E ]RN. Then for every Lebesgue measurable set E C RN
the function
t E R - RN-1 (E n u 1({t}))
is Lebesgue measurable and
(13.41) IbI GN (E) = RN-1 (E n u-1({t})) dt.

J
Proof. If b = 0, then there is nothing to prove, since both sides of (13.41) are
zero. Thus, assume that b 54 0. Hence, u-1 ({t}) = {x E RN : a + b . x = t}
is the translate of a hyperplane in RN, and so the measure xN-1 restricted to
u-1 ({t}) coincides with the measure RCN-1. It follows by Tonelli's theorem
that the function
t E R f-, ?LN-1 (E n ul ({t}))
is Lebesgue measurable. Since GN and 7-1N-1 are both rotation invariant,

without loss of generality we may assume that n = e1. By the change of
variables t = JbI a + a we obtain

(En u-1 ({t})) dt = IbI futxN-1 (En u-1({jbI s + a})) ds
= IbI J %N-1 ({x E E : xl = s}) ds

R
= IbI J LN-1({x E E : xl = s}) de

R
_ JbI LN(E),
where in the last inequality we have used Tonelli's theorem.
Remark 13.27. Note that Vu - b.
Exercise 13.28. Let fl C RN be an open set and let u E LloC (Sl). Prove
that the function
u(x)>t},Q)
is Lebesgue measurable.
We are now ready to prove Theorem 13.25. In what follows, for t E R
we set
SZt:={xEft:u(x)>t}.
Proof of Theorem 13.25. Step 1: We claim that if {u,,} C LbC (St) con-
verges to u in Li C (f2), then there exists a subsequence (u,,,} of {u,,} such
that
P (flt, fZ) : lim inf P (S2t k, n)
k-*oo
f o r G1-a.e. t E R and
P ((Zt,11) dt <- lim inf J P (SZt k, f2) dt,
JR k-boo R
where Stt := {x E ft : un (x) > t}.
Indeed, for every x E SZ and u E N,
f IXn, (x) - Xn, (x) I dt = Jmin{u,.(s),u(x)} dt = Iun (x) -,u (x) I .
Hence, by Fubini's theorem, for every ft' CC f2,
jf ,
Ixn, (x) - xn, (--)I dxdt = fol IUn (x) - u (x)I dx -r 0.
By considering an increasing sequence fj' / ft, with fZj CC fl and using
a diagonal argument, we may find a subsequence of {u,, } such that
Xni k Xns in L'10i (11) for 1-a.e. t E R. It follows by Exercise 13.3 that
p (ftt, fZ} < lim inf p (SZi k, ft)
k-+oo
13.4. Coarea Formula for BV Functions 399
for G1-a.e. t E R. In turn, by Fatou's lemma,
JR
P (nt, Cl) dt < lim inf
k-1oo fR
P (f k, Z) dt.
Step 2: We prove that if u is piecewise affine in the sense of Definition

10.32, then
I. ID (xn,)I (f) dt = f Ivul dx.

To see this, let be N-simplexes with pairwise disjoint interiors
e
such that the restriction of u to each Ai is affine and u = 0 outside U a;,
1=1
O;, where asERand bi ERN. Then by the
previous lemma, applied to the affine function ui (x) = ai + bi x, x E RN,
f IDul dx =
i_1
Ibil £N (CZ n o;) _
a_1 fIR
1-IN-1 (fZn, 1nu-1 Qt})) dt.
Since by Exercise 13.5 (note that in Cl n a; the function u coincides with

the smooth function v (x) := a; + bi x, x E RN)
NN-1 (a n Ai n u-1 ({t})) ,
ID (xct)I (l n Di) =
we have
E jnN_1 () nt1nu 1({t})) dt= jlD(x)l(ni) dt

i=1
= L1D(x)1(c1) dt.
Step 3: We prove that if u E coo (CZ) n W,.',' (CZ), then
P A, fZ) dt < f lVul dx.

fit
It suffices to assume that fn Ioul dx < oo. Fix an open set Sl' CC Q. By
Remark 10.34 we may find a sequence C W1,1 (CZ') of piecewise affine
functions such that u,, -> u in W 1,1 (CZ'). By the previous two steps (with
f? replaced by CZ') we may find a subsequence (not relabeled) of {u,,} such
that
JR D 7rsa,) I (CZ') dt < lim j ID (% (n% } I {St') dt
oof
_ lim. f IVu,,l dx =
Sz,
f IVul dx < f IVul dx.
Since Xn= = Xn= in 12', we have that ID I (S2') = ID (Xn,)I (12'). Hence,
(X.,)
JID(xc)I (1') dt < f iVul dx.
By considering an increasing sequence fll J` 12, with 1 CC fl, in the

previous inequality and using the Lebesgue monotone convergence theorem,
we obtain the result.
Step 4: We prove that for u E Ll10 (Sl),
P (Slt, f2) dt < V (u, fl) .
JR
It suffices to assume that V (u, Sl) < oo. Hence, by Exercise 13.3 we have
that the distributional gradient Du of u belongs to Mb (S2; RN). By The-
orem 13.9 and Remark 13.15 there exists a sequence C COO (12) f1
W1 (Sl) such that u,, --+ u in Li0 (S2) and
lim
,n-+00 Q
f IVu,,I dx = IDuI (0).
By Step 1 and Step 3 applied to each function u,,,
f I D (xn,)I (0) dt < lim:°uf f ID (xn-) I (S1) dt
< nim f si
I VunI dx = IDuI (fl).
Step 5: We claim that for every E C, ° (12;RN) with II,(PIICo(n;RJv) < 1,
I u div -Z dx = J
JR n
f div 15 dxdt.
To see this, assume first that u > 0. Then for CN-a.e. x E 0,

00
U (X) = Xsa, (x) dt,
0
and so, by F ubini's theorem
00
u (x) div (x) dx = J°xa= (x) div (x) dtdx
r 00
=J f Xc, (x) div 415 (x) dxdt
= f fn
o
00
div ' (x) dxdt.
Similarly, if u < 0, then for £ "-a.e. x E Sl,
U (X) = f to
00
(xn, (x) -1) dt,
13.5. Embeddings and Isoperimetric Inequalities 401
and so
Ju(x)div4'(x) dx = f f°(x(x) -1) div 4' (x) dt dx

Z
l
= (X., (x) -1) div 4 (x) dxdt
J
0
=J div 4 (x) dxdt,
0o Izt
where we have used the fact that f. div 4' dx = 0 by the divergence theorem
and the fact that - E q° (fi; RN).
In the general case, write u = u+ - u-. Note that for t > 0,
Sit={xEf2: u(x)>t}={xE0: u+ (x)>t},
while for t < 0,
fit={xEfi: u(x)>t}= {xEfl: -u (x)>t}.
Hence,
u (x) div 4' (x) dx = / (u+ (x) - u (x)) div 4' (x) dx
If, r
= JR fl div 4) (x) dxdt,
which proves the claim.

Step 6: We show that for u E Lj (fi),
V (u, fi) < jP(fitfi) dt.
Let t r: C°° (0; RN) with II`'IIcc(n;RN) : 1. By the previous step and the
definition of the variation of the perimeter of fit in fl,
u div iDdx = j div 4' dxdt < j P (fit, f2) dt.

J SZ JR ae R
This concludes the proof. O
Remark 13.29. We refer to [54] for a different proof of Step 3, which does
not make use of piecewise affine functions.
13.5. Embeddings and Isoperimetric Inequalities

In this section we prove that the Sobolev-Gagliardo-Nirenberg theorem con-
tinues to hold for functions of bounded variation. We recall that for N > 2,
N
1* = N-1'
Theorem 13.30. Let u E LloC (RN), N > 2, be a function vanishing at

1
infinity such that its distributional gradient Du belongs to Mb (RN; RN)

Then them exists a constant C = C (N) > 0 such that
(LNIU(x)I' dx} <_ C IDUI (RN) .
In particular, BV (RN) is continuously embedded in Lq (RN) for all 1 <

q<1`.
Proof. Consider a sequence of standard mollifiers {ipJe>U and define uE
u * cpE. By Lemma 13.10 and Remark 13.11, uE -> u in L'10C (RN) and
lira J IVu6j dx = IDuI (RN).

e0+ RN
Applying the Sobolev-Gagliardo-Nirenberg embedding theorem to each u,,
we obtain
Jf IuE (x) 1'* dx' 1
f
< c JRN
RN
It now suffices to,flet s - 0+ and to use Fatou's lemma.
IpuE (x)I dx.
Definition 13.31. An open set fZ C RN is called an extension domain for

the space BV (11) if there exists a continuous linear operator
e:BV(fZ)- BV(RN)
such that
(1) for all u E BV (fl), E (u) (x) = u (x) for Vv-a.e. x E fl,
(ii) E (u) E 111.1 (RN) whenever u E W "1 (fl).
Next we prove that the Rellich-Kondrachov theorem continues to hold

in BV (0).
Theorem 13.32 (Rellich-Kondrachov). Let St C RN be an extension do-
main for BV (11) with finite measure. Let {un} C BV (fl) be a bounded
sequence. Then there exist a subsequence {u,,k } of {u,,} and a function
u E BV (fl) fl L1' (1) such that u,,, --> u in LQ (f1) for all 1 < q < 1'.
The proof is very similar to that of Theorem 11.10. The following result
is the analog of Lemma 11.11.
Lemma 13.33. Let u E BV (RN). Then for all h E RN \ {0},
JRN Iu (x + h) - u (x)I dx < IhI IDuI (RN).

Proof. Assume first that u E W1'1 (RN)f1C0o (RN). Then by Lemma 11.11
we have that forrallhCRN\{0},
f
JRN lu(x+h) -u(x)I dx < lhl J N IVu(x)Idx.
To remove the additional hypothesis that u E CO° (RN), it suffices to

apply the previous inequality to uE := cp,*u, where pE is a standard mollifier,
and to let e --+ 0 (see Theorem C.19 and Lemma 13.10). 0
The following result is the analog of Lemma 11.12.
Lemma 13.34. Let u e BV (RN). For k E N consider standard mollsf&evs
of the form
cpk (x) := kNcp (kx) , x E R"',
where cp is defined in (C.8). Then
JRN KU * cPk) (x) - u (x)l dx < C (k ) IDul (RN)
Proof. By Lemma 11.12 (see (11.6)) we have
N
IN * Wk) (x) - u (x) l dx
< C (N) kN B((ofRN ju (x + h) - u (x)l dxdh.

,k)
I n turn, by the previous lemma we get
fRS I(u * cok) (x) - u(x)I dx < C (N) kN IDul (RN) Br(0,) Ihl dh
C (N )
= k IDul (RN)
0
We now turn to the proof of the Rellich-Kondrachov theorem.
Proof of Theorem 13.32. The proof of the first statement is the same as
that for Theorem 11.10 with the only difference that we use the previous
lemma in place of Lemma 11.12. It remains to prove that u belongs to
BV (St). For all i = 1, ... , N and k E N define Ax') Dfunk. Then
Akb l(n)<00
sup I
for all i = 1, ... , N. Since Mb (fl) is the dual of Co (fl) and Co (ft) is
separable, we may select a further subsequence, not relabeled, such that for
each i = 1, ... , N,
Ank - Ai in Mb (H)
for some finite signed Radon measures )q,.. . , AN E Mb (fl). For every
n
f 8xi
unk dx = - a =k O dx.
Letting k -+ oo in the previous equality yields
fuiLdx - f 4 dAi,
which shows that - = Ai. Hence, u E BV (fl) and the proof is complete.
As a consequence of the previous theorem, we can prove a compactness

result in BV (n) (see Remark 10.45).
Theorem 13.35 (Compactness). Let Q C RN be an open set. Assume that
{un} C BV (fl) is bounded. Then there exist a subsequence {unk} of {un}
and u E BV (Sl) such that unk -+ u in Lioc (fl) and Diunk ` Diu in Mb (ft)
for all i = 1, ... , N.
Proof. Fix an open set fll cc fl. Construct a cut-off function 0 E C°° (ft)
such that 0 - 1 in fl1 and for every n E N define
:= r 0 (x) ui (x) if x E St,
vn (x) Sl 0 otherwise.
Since supp vn C supp 0 and the latter set is compact, we are in a position to
apply the Rellich-Kondrachov theorem to find a subsequence {vn,1} of
and a function u0) E BV (fl1) such that vn,1 -+ uM in L1 (a). Using the
fact that 0 - 1 in f11, it follows that un,1 -+ u(') in L' (fl1). By considering
an increasing sequence of open sets flj cc flj+l cc fl such that
00
S2= UHj
j=1
and using a diagonal argument (see, e.g., the proof of the Helly theorem),
we may find a subsequence {unk } and a function u E BV,,, (Sl) such that
unk u in L' (flj) as k -+ oo for every j E N.
By selecting a further subsequence, not relabeled, we may assume that
unk (x) u (x) for GN-a.e. x E I. Hence, by Fatou's lemma
Iu (x) I dx < lim inf j IUnk (x)p dx < oo,
JS2 k-'OO
which implies that u E L' (S2). Since u in Q (S1), it follows by

Exercise 13.3 that
V (u, 0) < lim inf V (u,,,,, f2) = lim inf I (f2) < oo,
k-too kyoo
which implies that u E BV (s1). D
Remark 13.36. In particular, if n C RN is an open set and {u,a} C
W 1,1(f2) is bounded, then it follows from the previous theorem that there
exist a subsequence {ufzk} of {uf,} and u E BV (fl) such that u,,, --+ u in
Li (S1) and n k 1 Dt-u in Mb (fl) for all i = 1, ... , N, where
C
A n y (E) := J 2! 7 k dx,
axi
E E 13 (SZ) .
E
Exercise 13.37. Let S2 C RN be an open set with uniformly Lipschitz
boundary. Prove that f2 C RN is an extension domain for BV (S2). Hint:
Use Theorems 12.15 and 13.9.
Exercise 13.38 (Poincare's inequality). Let f2 C RN be a connected ex-
tension domain for BV (1k) with finite measure. Let E C Sl be a Lebesgue
measurable set with positive measure. Prove that there exists a constant
C = C (S2, E) > 0 such that for all u E BV (f2),
/r
1 J ju (x) - uEl1* dx) < C IDul (Sl) ,
where, we recall,
uE JE u (x) dr..
LN (E)
Exercise 13.39 (Poincare's inequality for balls). Let Q = B (xo, R) C RN.
Prove that there exists a constant C = C (N) > 0 (independent of R and
xo) such that for all u E BV (S1),
(flux) - u&iI'* dx l 3 < C IDul (0).
As a corollary of Theorem 13.30 we can prove the following isoperimetric

inequality (see also Theorem C.13).
Theorem 13.40 (Isoperimetric inequality). Lei E C RN, N > 2, be a set
of finite perimeter. Then either E or RN \ E has finite Lebesgue measure
and
(13.42) min{LN(E),LN (Rv \E)} <CP(E)
for some constant C = C (N) > 0.
Proof. If LN (E) < oo, then XE E BV (RN), and so (13.42) follows from
Theorem 13.30 applied to xE. It remains to show that if E has finite perime-
ter, then either E or RN \ E has finite Lebesgue measure. Consider a ball
BR := B (0, R) and set u - XE- We claim that
min {LN (BR n E) , LN (BR \ E)} ? <- C (N) ID (XE)I (BR).

To see this, note that
_ 1 LN (BR n E)
UBR LN ,
(BR) JBR LN (BR)
and so
1CN
BR
Iu - ugR I1* = 1- BN
R)E) 11*
(BR(Bn
LN (BR n E)
/RCN (BR n E)\ 1* N

+ I\ LN (BR) \
11 (BR E)
If LN (BR n E) < LN (BR \ E), then
i L lz-
Iu - UBRI1* dx 1 > ) (LN (BR n E))
Uft LN (BR)
> l (CN (BR n E)) 1Z
= 2 min{LN(BRnE),LN(BR \E)}T".
The other case is analogous.
By applying Poincare's inequality for balls (see the previous exercise),
we get that the left-hand side of the previous inequality is bounded from
above by C (N) ID (XE)I (Bp), and so
2min{LN(BRnE),LN(BR\E)}1 <-C(N)ID(XE)I (BR)

<- C (N) ID (XE) I (RN) .
Hence, the claim is proved.
By letting R -> oo in the previous inequality and using Proposition B.9,
it follows that either E or RN \ E has finite Lebesgue measure. 0
Thus, we have shown that the Sobolev-Gagliardo-Nirenberg theorem
implies the isoperimetric inequality. Next we show that the opposite is also
true.
Theorem 13.41. Assume that the isoperimetric inequality (13.42) holds for
all sets with finite perimeter. Then there exists a constant C = C (N) > 0
such that
1W
(LNIU(x)11 , <ClDul(R')
dx)
for all u E BV (RN).
Proof. Assume first that u > 0 and that u E Coo (RN) n W""l (RN). For
t E R, define
At:={xERN: u(x)>t}.
Then by the coarea formula (13.40) and the isoperimetric inequality (13.42),
00
(13.43) IVul dx = P (At) dt > (GN (At))' T dt.
JRN J
For every t > 0, consider the function ut := min {u, t} and let
f (t) (x))1* dx
UN ( ut
1 .
Note that f is finite, since

J (u(x))dx < tl.-1 f u (x) dx + t1GN (A) < oo.
N {u<t}
Moreover, f is increasing in [0, oo) and by the Lebesgue monotone conver-
gence theorem,
(13.44) tlim f (t) = (JRN (u (x))' dx
while by the fact that 0 < (ut (x))" < (ul (x))' for all t E [0, 1], it follows
by the Lebesgue dominated convergence theorem that
(13.45) slim f (t) = 0 = f (0).
Furthermore, for h, t > 0, by Minkowski's inequality,
0< f(t+h)-f(t)<- (¼! dx) <h(GN(At))7,

-ut(x)l1.
Iut+h(xW
N
where in the last inequality we have used the facts that ut+h (x) = u (x) _
ut (x) if u (x) < t, while
lut+h(x)-ut(x)l =min{u(x),t+h}-t<t+h-t=h
if u (x) > t. Thus, the function f is locally Lipschitz in (0, oo), with
f' (t} < (GN (At))
408 13. F znctions of Bounded Variation
for £1-a.e. t > 0. It follows by the fundamental theorem of calculus, (13.45),

(13.43), and (13.44) that
r 00
(u (x))dxJ = im f (t) = f' (s) ds
(JRN i 00 Jo
(GN (A8))' ds < C f dx.
N
RN
The general case follows as in the proof of Theorem 13.30. 0
13.6. Density of Smooth Sets

In this section we prove that sets of finite perimeter can be approximated by
smooth sets. The proof makes use of a theorem of Sard (see [124], [1481).
Theorem 13.42 (Sard). Let S2 C RN be an open set, let u E C°° (S2), and
let
E:={xES2: Vu(x)=0}.
Then £' (u (E)) = 0.
The proof uses the following covering result (see Theorem 1.31).
Lemma 13.43 (Vitali). Let E C RN be the union of a finite number of
balls B (xi, ri), i = 1, ... , e. Then there exists a subset Z C {1, ... ,1} such
that the balls B (xi, ri) with i E I are pairuise disjoint and
E c U B (xi, 3ri).
iEZ
Proof. Without loss of generality we may assume that

rl>r2>...>rp.
Put it := 1 and discard all the balls that intersect B (xl, rl). Let i2 be the
first integer, if it exists, such that B (xi2, riz) does not intersect B (xi, ri).
If i2 does not exist, then set I :_ {i1}, while if i2 exists, discard all the
balls B (xi, ri), with i > i2, that intersect B (xiz, ri2). Let i3 > i2 be the
first integer, if it exists, such that B (xi3, ri3) does not intersect B (xiz, riz).
If i3 does not exist, then set I :_ {i1, i2}; if i3 exists, continue the process.
Since there are only a finite number of balls, the process stops after a finite
number of steps and we obtain the desired set I C {1, ... , e}.
By construction, the balls B (xi, ri) with i E I are pairwise disjoint. To
prove the last statement, let x E E. Then there exists i = 1, ... , e such that
x E B (xi, ri). If i E 1, then there is nothing to prove. If i V Z, then B (xi, ri)
is one of the balls that has been discarded and thus there exists j E Z such
13.6. Density of Smooth Sets 409
that rj >- ri and B (x3, r3) n B (xi, ri) # Ql. Let z E B (x3, rj) fl B (xi, ri).
Then
Ix - xjI <Ix-xil+Ixi-zI+Iz-xjI <ri+ri+rj <3rj,
and so x E B (x j, 3rj) and the proof is complete.
We are now ready to prove Theorem 13.42. We use the notation (E.3)
in Appendix E.
Proof of Theorem 13.42. Step 1: Assume that I is bounded and let

EN :_ {x E n : Vu (x) = 0, V2u (x) = 0'..., V NU (x) = 0} .
We claim that ,C' (U (EN)) = 0. To see this, fix e > 0 and let xo E EN. By
Taylor's formula centered at xc we have
N
u(x)= E Ira (xo)(x-xo)"+0(Ix-x0 I N)
1aJ=O `
= u (x0) '+' O (Ix - XOINI

as x -+ xO, and thus there exists rx0 > 0 such that
<eIx- xoIN
lu(x)-u(xo)I
for all x E B (x0, rx0) C fl. In particular, for all 0 < r < rxo,
(13.46) osc u:5 2erN.
B(xo,r)
Fix a compact set K C EN. Since {B (x, is an open cover for K,

we may find a finite subcover. By the previous lemma there exists a disjoint
finite subfamily { B (xi, ) ) 1, such that
n
K C U B (xi,
i=1
Hence,
L' (u (K)) < Gl (u (K fl B (xi, ri)))

i=1
C2e7'rNC62.3N aN(3)N
<62aNN,CN(n),
i=1 i=1
where we have used (13.46) and the fact that {B (xi,)) is a disjoint1
family. Given the arbitrariness of e > 0, we conclude that C' (u (K)) = 0.

Let now {K,z} be an increasing sequence of compact sets such that

00
12= UKn.
n=1
Then EN fl Kn is a compact set (since u is of class C°O (i))), and so, by what
we just proved,
C1 (u (EN fl Ku)) = 0
for every n E N. Thus, G1 (u (EN)) = 0.
Step 2: We now prove the theorem by induction on N. The previous step
shows that the result is true for N = 1. Thus we assume that the result is
true for dimension N - 1 and we prove it for dimension N. Again by the
previous step it remains to show that 41 (u (E \ EN)) = 0. If T E E \ EN,
then there exist a multi-index a, with l al < N, and i E { 1, ... , N} such
that
0 a ( 8,U (x) # 0.
(13.47)
a a (x) 0,
8xi a
Let Ea,i be the set of points x E E \ EN for which (13.47) holds. Since
E\EN = U Ea,i,
a multi-index, IaI<N,
iE{1,...,N}
to prove that G1 (u (E, EN)) = 0, it is enough to show that C1 (u (Ea,i)) =

0. Without loss of generality, we may assume that i = N. Fix xo r= Ea,N
and set v := 8 Q . Then v (xo) = 0 and TXT
(xo) # 0 and thus, by the
implicit function theorem, we may find a cube
Q r
x T) = QN-1 (20, r) X (zoN-,xoN+
r
Cn
(o, 2
and a function ip E C00 (QN-1 (x0, r)) such that
Ea,N n Q (.To, r) = {x E Q (xo, r) : v (x) = 0}
C {x' E QN-1 (xo, r) : xN = 'Pp (x') } .
The union of all these cubes as xo varies in Ea,N gives an open cover for
Ea,N. Since from this open cover we can always select a countable subcover
(why?), it suffices to prove that
C1 (u (Ea,N n Q (xo, r))) = 0.
For every x' E QN-1 (xQ, r) define the function
f (x') := u (x',ip (x'))
13.6. Density of Smooth Sets 411
and let E' {x' E QN_t (xo, r) 1(x')) E Ea,N fl Q (xo, r)}. Since
Vu = 0 in Ea,N, it follows by the chain rule and the definition of f that
px, f (x') = 0 for all x' E E. By the induction hypothesis
£l(f(E'))=0.
But
f (E') = { u (x', ? (x')) : (x', -0 (x')) E Ea,N fl Q (xo, r) }
= u (Ea,N f1 Q (xo, r))
and so £' (u (E,,,,= fl Q (xo, r))) = 0 and the proof is complete.
Exercise 13.44. What is the minimal regularity on u that is necessary to
carry out the previous proof?
The following result is an important consequence of the previous theo-
rem:
Corollary 13.45 (Sard). Let fi C RN be an open set and let u E C°° (St).
Then for £'-a.e. t E R the sets {x E St : u (x) = t} are C'-manifolds.
Proof. Let
E:={xESt: Vu(x)=0}.
By the previous theorem G1 (u (E)) = 0. Hence if t E R \ u (E), then by the
implicit function theorem {x E fl : u (x) = t} is a C°°-manifold.
We now present the density result mentioned at the beginning of this
section.
Theorem 13.46 (Density of smooth sets). Let E C RN, N > 2, be a set
of finite perimeter. Then there exists a sequence of sets {En} with smooth
boundary such that
GN (EnOE) -> 0 and P (En) - P (E).
Proof. By the isoperimetric inequality, either E or its complement have
finite Lebesgue measure. Since P (E) = P (RN \ E) (why?), without loss
of generality, we may assume that LN (E) < oo. Hence, XE E BV (RN).
For every e > 0 define uE := cpE * XE, where c°E is a standard mollifier. By
Lemma 13.10, ue -' XE in L' (RN) and
lim P (E).
IVuel dx = ID (XE)I (R"') =
e.0+ N
Note that since 0 < XE < 1, then 0 < ui,, < 1. By Step 1 of the proof of
Theorem 13.25 there exists a sequence en - 0+ such that
liminfP(A=) > P(At)
n-00
for Gl-a.e. t E R, where for t E R,

At:={xERN: XE(x)>t}, At:={xERN: ufn(x)>t}.
Since
At _ E ift<1,
0 if t > 1,
it follows that
(13.48) lim inf P (At) > P (E)
-oo
for £'-a.e. t E [0,1].
On the other hand, by the coarea formula, Fatou's lemma, and the fact
that 0 < uEn < 1,
r
P (E) = lim I VuEn I dx = lim 1 P (At) dt > lim inf P (At) dt.
n-oo J fo J
Together with (13.48), this implies that
lim inf P (A') = P (E)
n-oo
for Gl-a.e. t E [0, 1].
Since uEn E C°° (RN), it follows by Sard's theorem that the sets
{xERN: U",(x)=t}
are C°O-manifolds for Gi-a.e. t E [0, 1J. Hence, we may find t E (0,1) such
that
lim inf P (At) = P (E)
and the sets {x E RN : uEn (x) = t} are C°O-manifolds for all n E N.
Define En := Ant. It remains to show that GN (EnLE) - 0. To see this,
note that
UEn(x)-XE(x)>t
for X E En \ E, while
XE(x)-uen(x)>1-t
for x EE \ En. Hence,
f/
IUEn - XEI dx > IUEn - XEI dx+ fE\En IuEn - XEI dX
N JEn\E
2: tGN(En\E)+(1-t)GN(E\En),
which implies that CN (EnOE) -> 0, since 0 < t < 1. This concludes the
proof. 0
Exercise 13.47. Prove that in general we cannot approximate E with
smooth sets contained outside E (or inside). Hint: Consider the set A
given in Exercise 13.8.
13.7. A Characterization of BV (12) 413
13.7. A Characterization of BV (f2)

In this section we give a characterization of BV ((2) in terms of difference
quotients. This is the extension of Corollaries 2.17 and 2.43 in higher di-
mension. A similar characterization has been given in Section 10.5 for the
Sobolev space W1" (S2), 1 0, let
f1h,i:={xEf2: x+heiEf2}.
Theorem 13.48. Let Sl C RN be an open set and let u E BV (12). Then
for every i = N and h > 0,
lu (x + hei) - u (x)I dx < h IDiuI (R)

J
and
u (x + h h) - u (x)I dx = ID:uI
(13.49) lim
hli (11).
nh,t
Conversely, if u E L' (S2) is such that
r Iu(x+hei)-u(x)I
(13.50) liminf dx < 00
h-Of Jflh i h
for every i = 1, ... , N, then u E BV (S2).
Proof. The proof is very similar to the one of Theorem 10.55 and we only
indicate the main changes. Step 1 of that proof remains unchanged. In Step
2 we assume that 0' satisfies the additional hypothesis IDuI (Oil') = 0 and
we proceed as before to obtain (10.33), which now reads
r 8u£ Iu (x + hei) - u (x)
(13.51) (x) dx < limo f dx.
8xi Inh's
We are now in a position to apply Lemma 13.10 to obtain
j u (x + h ) - u (x) l
(13.52) I Diul (St') < dx.
hm inf h,
By letting 0' / S2 along a sequence and using Proposition B.9, we have that
Iu (x + h i) - u (x)I
(13.53) IDiuI (St) < liminf J dx,
h,s h
which completes Step 2.
Step 3: To prove the converse inequality, we follow the proof of Lemma
13.33 with the only exception that the vector h there should now be replaced
by the vector he;, where h > 0, and we use Exercise 13.16. Hence, we have
that
Iu xi + h) - u xi) I dx < h ID2uI (0) .
htlh,i
In turn,
lu (x + h - u (x) I
lim sup r h) dx < IDtuI (fl),
h-0+ JIZh,;
which, together with the previous step, completes the proof of (13.49).
Step 4: To prove the final statement of the theorem, let u E Ll (f2) be such
that (13.50) is true for every i = 1, ... , N. We claim that u E BV (0). To
see this, let 11' C :C 0. Then reasoning as in Step 2, by (13.51) we get
sup I (x)) dx < oo

0<e<dist(t1',81) t' 8xi
for every i = 1, ... , N. Since of -' u in Ll (f") by Theorem C.19, it follows
from Theorem 13.35 that u E BV (S2') and that (13.52) holds for every
i = 1, ... , N. Given the arbitrariness of 1?, taking a sequence Std CC 11
with Q, / 1, we conclude that u E BV,, (f'). Since (13.52) holds for all
f1j, letting j -> oo, we obtain (13.53), which shows that u E BV (12). 0
Exercise 13.49. Let St C R'' be an open set, let u E BV (fl), and let
f : R - R be a Lipschitz function with f (0) = 0 if GN (fl) = oo. Prove
that f o u E BV (el) and that
ID (f o u)I (92):5 (Lip f) IDuI (11)
Remark 13.50. One can actually show that a chain rule formula holds
in BV (11). We refer to the paper of Ambrosio and Dal Maso [9] (see also
[106] ).
Chapter .L4
Besov Spaces
Living with P.Q.S, II: What are the symptoms of PQS? Symp-
toms include: Inability to maintain interest in research area;
Advisor Avoidance; Increased web-surfing; Healthy sleeping-
pat-tern; Cynicism towards Academia.
In this chapter we introduce the Besov spaces BS'p'0. Besides their intrinsic
interest, these spaces will play a crucial role in characterizing the traces of
Sobolev functions of several variables (see Chapter 15). In the literature
there are several different approaches to Besov spaces. One of the most suc-
cessful is by interpolation. We refer to [7], [166], and [167]. Here we define
B',P,e by integration properties and in the proofs we use only the inequalities
of Hardy, Holder, and Young, together with some integral identities.
In what follows, we use the notation (E.2) in Appendix E.
14.1. Besov Spaces BB,P,e, 0 < s < 1

In this section we define the Besov spaces B',",9 (RN). Given a function
u : RN _ 1P, for every h E R, i = 1, ... , N, and x E RN, we define
(14.1) (x) := u (x + hei) - u (x) = u xa + h) - u (x;, xi) ,
where ei is the ith vector of the canonical basis in RN.
If N = 1, we write
Ohu :_ flu.
Definition 14.1. Let 1 < p, 0 < oo and 0 < a < 1. A function u E
Ll (RN) belongs to the Besov space B",AB (R') if
C
IIUIIB..r.e(RN) := IItLIILP(KN) +'UIB,.r.a(RN) < 00,
415
416 14. Besov Spaces
N
IuIBa.P.e(RN)
11A
s A ` 1
i
E (JO B tIILI(RN) hl+s9
N
IuIB.P.00(RN) := sup , III ulI
h>O
BQ,P (RN) := B"AP"P (R'v) .
In the sequel, we will often use the notation

(14.2) ipj (h) II,4UIILp(RN,'
where i = 1,... , N and h > 0.

Remark 14.2. (i) Given a function u E L10C (R"), to see that the seminorm
IUI B8.D.e(RN) is well-defined, consider a representative u of u that is
Borel measurable and for every i = 1, ... , N let wi : RN x (0, cc) ->
R be the function defined by
w' (x, h) := u (x + hes).
Then w' is a Borel function, since it is the composition of i with
the continuous function 9i : RN x (0, oo) - RN given by g` (x, h)
x + he;,
(ii) Observe that if 0 = p = oo, then a function u E Lj (RN) belongs
to B8,00,00 (RN) if and only if it has a representative in C0" (RN).
(iii) In the sequel we will often use the fact that if u E LP (RN), 1 0, i = I,-, N,
I '&.a ull(RN) < 2 IIIILP(RN) .
L-P
This follows from Minkowski's inequality and the change of vari-

ables y = x + hei.
Proposition 14.3 (Completeness). Let 1 < p, 8 < oo and 0 < s < 1. Then
the Besov space B",P.e (RN) is a Banach space.
Proof. We prove the result for 8 < oo. Let {ua} C B".P.e (RN) be a
Cauchy sequence. Then {un} is a Cauchy sequence of LP (RN) and for
14.1. Besov Spaces B',pe, 0 < s < 1 417
every i = 1, ... , N the sequence of functions vn R' x (0, oo) - I8, defined
by
v (x, h) $ a t un W,
is a Cauchy sequence in LP (RN x (0, co)), where p :_ (p, ... , p, 0) E II$N+1
(see Appendix Q.
By Theorem C.38 we may find u ELT' (RN) and v' E LP (RN x (0, co)),
i= 1,...,N,such that un - uinLP(RN) and v,.- v' in LP (RN X (0, 00)).
Extract a subsequence {u,,,; } of {u7,} such that u1,j, (x) -+ u (x) for LN-a.e.
x E RN and v;t (x, h) -> v' (x, h) for LN-a.e. x e RN and L1-a.e. h > 0,
i = 1, ... , N. It follows that for ,CN-a.e. x r= W' and LI-a.e. h > 0 the
function v' (x, h) coincides with the function
w1. (x, h) := 1 0, u (x) .
hB+s
Hence, u E Bs,P,e (RN) and IIt - ullBe.n.e(RN) -+ 0.
Exercise 14.4. Prove that Bs"°° (RN) is a Banach space.
Next we discuss the density of smooth functions in Bs,r,e (RN).
Proposition 14.5. Let 0 < s < 1, 1 0 and
olio IuEIBe.v..(RN) = IuIBs,D.e(RN)

(14.4)
Moreover, if p < oo, 0 < oo, and u E gs,n,e (RN), then

(14.5) lim
o+IuE - ulB,.P.e(RN) = 0.
In particular, if p < oo and 0 < oo, then Coo (R1') fl Bs,P,O (RN) is dense
in Bs,P,e (RN).
Proof. Since 4z uE _ E * / u, by Theorem C.19 we have that

(14.6) IIOs
IILP(RIN) <
for all h>Oande>Oand
(14.7) ue IIL-V(R.V) 11A- u 11LV(RN)
as a -> 0+ for all h > 0. It follows from (14.6) that (14.3) holds. In turn,
limSUP IuEIBs.v.B(RN) IulBs.v.9(RN)
6--,Q+
To prove the opposite inequality, assume first that 0 < oo. For h > 0
and e > 0 we define
fE (h)
h1+490
II2nuEIILP(RN)' f (h) h1+s8 FA'uIILP(RN)
Since fe (h) -> f (h) for every h > 0 by (14.7), by Fatou's lemma we have
that
00 00 00
f (h) dh = fo lim fe (h) dh < lim inf fe (h) dh.
10 t -«0+ a
Thus, (14.4) holds.
If 0 = oo, then since for all h > 0 by
(14.7), we have that
h$ III LP(RN} eEm h8

lim inf sup s Ilk cell N
4F-p0+ h>0 h LP(R )
for all h > 0. It follows that
sup
h>o h a I < lim inf sup
LP(RN) - e--'0+ h>0 h a 11'&
IIL-I(RN)
and so (14.4) is satisfied.

Assume next that p < oo, 0 < oo, and u E B',P,e (RN). By Theorem
C.19(iv),
(14.8) IIA4 ne - At uII -' 0.

LP(RN)
For h > 0 and e > 0 define the functions

1
ge (h) := h1+ 0 lohue - a, uIIe
L P(RN) '
g (h) == h1+ae I.
By hypothesis g E L' ((0, oo)), and by (14.6), Minkowski's inequality, and

the convexity of the function Iyle we have that
ge (h) 5 leg (h)

for all h>0. SincegE(h)->0forallh>0by(14.8),weareinapositionto
apply the Lebesgue dominated convergence theorem to conclude that (14.5)
holds.
14.2. Dependence of B',P,e on s 419
Exercise 14.6. Let f : R - R be a Lipschitz function and let u r= Ll

10
(RN)
be such that IUIB,,p,a(N) < oc for some 0 < 8 < 1, 1 < p < oo, and
1 < 0 < oo. Prove that
If o UIB5.P.e(RN) :5 (Lip f) I t6I B..p,o(RN)
14.2. Dependence of B',P,e on s

In this section we prove that for 0 < t < s < 1,
W1,P (RN) C Ba,P,O (RN) C Bt,P,e (1N)
Theorem 14.7. Let 0 < t < 8 < 1,11 0 such that
IUIBt.P.e(RN) IUIBa,P,B(RN) + C IIUIIL.(RN)
for all u E B',P,B (RN). In particular, Bs,P,e (RN) C Bt,P,e (RN).
Proof. Assume first that 1 < 0 < oo. Then by Exercise 10.54, the fact that
hs < ht for 0 < h < 1, and Remark 14.2, we have
r poo hdh \ a
r`J l+te 1
x
dh oo h g dh
(14.9)
I
h uJJO
LP(RN) h1+ts) + (/ h1+te}

6 00
1
< (J0 hl+ ) + 2 IIIIILP(RN) U h1+te dh)
This proves the desired inequality when 1 < 0 < oo. When 0 = cc, it is
enough to replace the integrals by suprema, precisely,
0 ht o<pl ht Il'ahullLnlRN) + >p ht

sup +2
0<h<1 hs
IIUIILP(RN) .
11'&#U11 LP(RN)

The proof of the embedding W1,P (RN) C Bs,P,9 (RN) is very similar.
Theorem 14.8. Let 0 < s < 1, 1 < p:5 oo, and 1 < 0 < oo. Then there
exists a constant C = C (a, 0) > 0 such that
IkIB+.P.a(RN) !5 C IIUIIW1.P(RN)
for all u E W 1,P (RN). In particular, W 1,P (RN) C B',P,e (RN).

420 1 4. Besov Spaces
Proof. If 1 < p < oo, then by Theorem 10.55,

h
(14.10) I1Ai UIILP(RN) < h 11
axi LP(RN) .
The same inequality holds for p = oo, since in this case u has a representative
u that is Lipschitz continuous by Exercise 11.46.
Assume first that 1 < 0 < oo. Reasoning as in (14.9), by (14.10) and
Remark 14.2, we have
(14.11)
dh
0
1 00 g
(8
II a IILN(RN) (L hl 1)9)
+ 2 11U16(RN)
\ Ji h1+8° dh1
1
+2 ( TO1 IIUIILP(RN)
= ((113) 0) 1 II ax
"U IILP(RN)
while if 0 = oo,
sup h8 0 ( RN ) 0<h<1 axi IILP(RN) h>1 sh11AhU l Lp(R N )
.9u
11 11 +2 IIUIILP(RN)
axi LP(RN)

For p = 1 we actually have the stronger result:
Theorem 14.9. Let 0 < s < 1 and 15 8 < oo. Then there exists a constant
C = C (s, 9) > 0 such that
IUIB$.i.a(RN)
<_ C II uII BU(RN)
for all u E BV (RN). In particular, BV (RN) C B8,l,e (RN)
Proof. The proof is exactly the same as that of the previous theorem, with
the only difference that we use Theorem 13.48 to conclude that
(14.12) I1Ahu11Ll(RN)
< h IDiuI (RN) .
0
14.3. The Limit of Be'p'0 ass -* 0+ and s 1- 421
14.3. The Limit of BS'"'e as s - 0+ and s -+ 1-

In the proof of Theorem 14.8 (see (14.11)) we have shown that if u E
W1P(RN), 1 <p<oo.then for all. 0<s<1and 1<0<00,
ie
f00IIz u11° dh
(s(1 -s}8}B 0 LP(RN) h1+'6
< 87
u + 2(1 - s) I IIUIILP(RN) .
aX LP(RN)
Hence,
lim sup 0+(s (1 - 8) 0) 2 11u16(RN)

a a MI' uIILP(RN)
while
1
JJt
lim sup (8 (1 - 8) 8) a f
\0
oo
tIIN d+- Lp(R )
a au
IIOXiIILp(gN)
In this section we prove that the opposite inequalities hold, so that the
norm in LP (RN) and the seminorm in W1'P (IAN) can be regarded as limits
of seminorms in Be'p'e (RN) as 8 - 0+ and s -t, 1-, respectively.
Theorem 14.10. Let u E L110C (RN) be a function vanishing at infinity
such that oo for some 0 < so < 1 and 1 < p, 0 < oo. Then
u E LP (RN) if and only if
lgmonf (s (1 - s) 0) A I uI B,,P,e(RN) < 00.
Moreover, if u E LP (RN), then
elli (s (1 - 8) 0) 9 IUIBa.P.e(RN) = 2N IIuIILP(RN) .
Let 0 < 8 < oo and s E (0,1) and for every nonnegative Lebesgue
measurable function g : (0, oo) - [0, oo) define
r r00 9e (h) a
II9IIa,8 := ` s (l - s) 8 J h1+&9 dh)
a
if0<ooand
II9IIa,ao := sup
Sh)
e
h>o
if0=00.
Lemma 14.11. Let 0 < 0 < oo and let g : [0, oo) - [0, oo) be a Lebesgue
measurable function such that 11911,0,8 < oo for some so E (0, 1). Then
(14.13) lim inf g (h) < lim inf II9II,,6 < lim sup 11911,,6 < lim sup g (h)
h-.oo s_.0+ s_.o+ h-oo
and
(h)
< lm sup g (h)
11911
(14.14) Jim inf g _< lim inf s6 < lim sup 11911,6
,
h-0+ h s-1- 8-1- h
Proof. We prove only part (14.13)1 and leave (14.13)2 and (14.14) as exer-
cises. Let f := lim infh.w g (h). Note that f E [0, oo]. If f = 0, then there
is nothing to prove. Thus, assume that f > 0 and fix any 0 < 11 < f. Then
there exists Al > 0 such that
(14.15) g(h)>fl
for all h > M. Write
Al e i+shedh+s(1-s)6 oo hei+.hedh=:2+22.
119116,8=s(1-s)e J1
fo
for all 0 < s < so,
6 _
Z < s (1 - s) g1+06 dh < sos
9M(SO-,)9 f (1-so)OM1sO-s)611911,0,6'
and so letting s 0+, we (obtain

lim Z=0.
On the other hand, by (14.15),
00
1 I
Z2> s(1-s)94 Im h1+sedh=(1-s)Mse el.
Hence,
liminf22 > fa.
Letting f, / f gives the desired result. 0
Exercise 14.12. Prove (14.13)2 and (14.14).
Exercise 14.13. Let g : [0, oo) - [0, oo) be a Lebesgue measurable function
such that IIgII,,,,. < oc for some so E (0, 1).
(i) Prove that if g is decreasing, then there exists
eli
o IIgLI,,L = him g (h).
What happens if we remove the hypothesis that g is decreasing?
14.3. The Limit of Ba.P,e as s - 0+ and s - 1- 423
(ii) Prove that if EfL is increasing, then there exists
lim II9Ila,oo lim g (h)

= h-o+ h
What happens if we remove the hypothesis that 2V is increasing?
Lemma 14.14. If u E LP (RN), 1 0 we may find a
function v E CC (RN) such that
(14.16) (LN lu (x ) - v (x)Idx) _< e.
Hence by Minkowski's inequality,

\P < IQhu(x)I P P
dx) dx )
(LN ltP (x) Ip (IRN
1
P
+ (I lu(xi,xi+h) -v(x2,xi+h)IP dx J
N
(14.17)
/r
+`J lu(x)-v(x)IPdx)v
l RN
<(LN I Ahu(x)IPdx)P+2e, 1
and, similarly,
(14.18) A; u (x) P dxl P < ( Iphv (x)IP dx) P + 2e.

(f
RIV
N
Next we write
(x)IPdx
Dv
JRN
_v
f (x)
x;+hI?IxdI
P dx + J
f
I/xj+hl<Ix.l
Ov (x) I P dx
= I Ohv (x) I P dx +J I Aby (y) I P dy

Iy,I<ly,-hI
=:I+11.
Since v E CC (RN), there exists R > 0 such that v (x) = 0 for all x =
(x;,xi) E RN-I x R such that IxzI + IxiI > R. Note that if Ixi+hi ? IxiI
and IxLI + kxiI > R, then IxsI + Ixi + hi > R, and so v (x;, xi + h) = 0. Hence
we may write
=J {Ixr+hI> k.I}n{ I,I+Ix,I<R}

1iv(x)" dx.
Since the set {Ixzl + Ixtl < R} has finite measure and Iisv (x)I < 2 IIvll0,
we may apply Lebesgue's dominated convergence theorem to conclude that
lim . = lim / I AA v (x) I' dx

h-+oo J{Ixi+hI>Ix,I}n{Ix
I+Ix,I<R}
4Jx'jl+jxjj<Rj
1v(x)I-dx= f RN
Iv(x)I"dx,
where we have used the facts that

{xERN. Ixil}/RN
and v (xi, xi + h) = 0 for all h sufficiently large (depending on x) due to the
fact that v E CC Similarly,
(RN).
fim T2= JRN Iv (x) 11 d,

and so
1 1
lim (I IZOv (x) Ip l D
lD
dx / =2 Iv (x) Ip dx .
h-000 N
Using (14.16)-(14.18), we obtain the// desired result.

Exercise 14.15. Let u E Lj (RN) be a function vanishing at infinity and
C
let 1 < p < oo. Prove that
hm inf
JRx
IhM' dx - f ,Y
lu (x) I," dx;.
Hint: Assume first that u E C, (RN), then that u E LP (RN), and then do
the general case.
Proof of Theorem 14.10. If u E L9 (RN), then by Lemma 14.11 (with

g (h) := II,&huIIL,(RN)) and Lemma 14.14,
lim (S (1 - 8) p6), 2N IIUIILP(RN) .
On the other hand, if

lim inf (a (1 - s) pO) I e(RN) < 00,
8->0+
14.4. Dependence of Bs,p,e on 0 425
then by Lemma 14.11 (with g (h) := II AhuII LP(RN)), Exercise 14.15, and the
fact that the limit inferior of a sum is greater than the sum of the limit
inferiors,
N
lim inf (s (1 - s) pO) 8 E lim f
(fRN I Ahu (x)
(p dx) P
J
i=1
ff P
>N JNIu(x)IPdx .
R
Thus, U E LP (RN).
Theorem 14.16. Let u E L1oc (RN) and let 1 < 9 < oo and 1 1, then the distributional gradient Vu belongs to LP (RNxN)
if and only if
lim inf (s (1 - s) 9) e I uI BS,P,e(RN) < 00.
s-1-
Moreover, if the distributional gradient Vu belongs to LP (RNXN),
then
N 1
P
hm (s (1 - 3) 9) 6 / \ dx I P
I uI Ba.p.9(RN)
(f. N I
ax=
(x) I
/
(ii) If p = 1, then the distributional gradient Du belongs to Mb (RN)
if and only if
liminf (s (1 - s) 9)1 IUIB8,1,8(RN) < 00-
"-1-
Moreover, if the distributional gradient Du belongs to Mb (RN),

then
N
(RN).
lim (s (1 - s) 9)8
s- 1- IUIBs,I,a(RN) _ IDiuI
Proof. We proceed exactly as in the proof of Theorem 14.10, with the only
difference that in place of Lemma 14.14 and Exercise 14.15 we use Theorems
10.55 and 13.48, respectively.
14.4. Dependence of B8,P0 B on 0

We study the relation between different Besov spaces Bs,P,e (RN) as 9 varies.
Theorem 14.17. Let 0 < s < 1, 1 0 such that
I uI BS.P.82(RN) :5 C (RN)
for all u E L10C (RN). In particular, B8,AOI (RN) C B8,p,e2 (RN).


Lemma 14.18. There exists a constant C > 0 such that for every u E
L" (IR), 1 < p< oo, and for all h > 0,
C h
II''uIILF(R) dry.
IIAhUIILP(iC) < h
Proof. Consider a function cp E C9° (R) such that supp cp C [0, 1J and
fR cp (y) dy = 1. For x E R and h > Owe write
u(x) = jra(y)u(x+hy) dy+JRco(y)[u(x+hy) -u(x)] dy
(14.19) = h f cp (z h
Ilt
') u (z) dz + fo cP Ahyu (x) dy
U (x, h) + V (x, h).
By Theorem C.20,
aU(x,h)
ax
-1
h hJ
l
rz -x u(z) dz
=
h2
1 JR cpl (z h x) [u (z) - u (x)] dz
fR cP' (y) [u (x + hy) - u (x)] dy
=--h f'W (y)ahyu(x) dy,
where we have used the fact that fR cp' ( ) dz = 0. By Theorem C.20, the
fundamental theorem of calculus, and Fubini's theorem,
(14.20) U (x + q, h) - U (x, h) = f - (x + s, h) d.9
_ -1 f j o
' (y) Vu (x + s) dsdy.
By (14.19) and (14.20) we obtain

!'u(x) = U(x+q,h) - U (x, h) + V (x + 17, h) -V(x,h)
1 11
= -1 J J gyp' (y) &4'u (x + s) dsdy

ho 0
Dux dy,
0
14.4. Dependence of B''P'0 on 0 427
and so, taking r) = h, we get

IAhU (x) I < j1 jh IAhyu (x + s) dsdy
h
+ C Jf 1 IOh&,Ahu (x) I dy.
We now take the norm in L" (R) on both sides and use Corollary B.83 to
get
II LP(R)
C
h
o1 Uh
s)II
LP(R)
dsdy
+ CJ 1 dy =:I+IT.
I LP(R)
First making the change of variables z = x + s and then 77 = by gives
I h f1 h IlAhYullL.(R)
dsdy = C I' 1 Il,AhyuIIL9(R) dy
=
C rh IID'UIIL,(R) d7j.
h J0
On the other hand, by Minkowski's inequality and a change of variables, we

have that
11 Al (u ( + h) - u (-)) IILP(R)
(14.21)
I M)
I(
2
+ h)IILa(R) +
IIAhYHIILa(R)'
IIAhYull(,,)
and so
jh
ZZ < C J0' Idy = 2 II'IIL'{R) d77,
where we have made the change of variables1 = hy. This concludes the
proof.
Corollary 14.19. There exists a constant C > 0 such that for every u E
LP (RN), 1 0,
h
11'&lUIL f Ila,UlI P(RN)
(RN) h
Proof. We only prove the case 1 < p < oo. By Fubini's theorem we have
that for RCN-1-a.e. x' E RN'' the function u (xz, -) belongs to LP (I8). Fix
any such x= E RN-i. Applying Lemma 14.18 to u(xi, ) gives
h
C
Ilahu (4, ) IILa(R) < h p 4
II' &7U (x, -)IILp(R) d77.
Taking the norm in LP (RN-1) on both sides in the variable x; and using
Corollary B.83 and Tonelli's theorem yields
1Jp
C
Il'&i u (xi, .) IILP(R) dldxi
II II LP C W (JRN-i p P
c 0
Jh
W IIazUIILP(RN) dal.
Exercise 14.20. Prove the case p = oo. Hint: Use the definition of essential
supremum and Fubini's theorem.
Exercise 14.21. Let 1 < 91 < 82 < oo.
(i) Given a sequence of nonnegative numbers, prove that
00 oo
Ean
n=1
Eany
(?z=I
(ii) Given an increasing function g : [0, r) 10, oo), r > 0, and q > 1,
prove that there exists a constant C > 0 independent of g, q, r, 81,
and 02 such that
(fr 62
dh
7 dh
<C
\hq} h J0 \hq) h
(iii) Using part (ii), prove that
r
e,
9 (h) \ B` dh
sup 9 (h) < C
o<h<z hq 0 hq J h
Proof of Theorem 14.17. Step 1: Assume first that 02 < co. For all
i = 1, ... , N, let iJii be the function defined in (14.2). By Corollary 14.19,
h
(14.22) 7yi (h) <_ 0Oi (11) dy
h
Fix r > 0. Using (14.22) and Exercise 14.21(ii), where the function g is the
increasing function
h
9(h):=J i(11)dy, hE[0,r],
14.5. Dependence of B''P'0 on s and p 429
and the change of variables y = hz, we obtain that

r 1 h lea
02
ih'+se2 (h))e' dh} <C (10 i {?/) dF/
(10 (10
r 1 h el
<Cf hl+(i+s)01 `10
V)s (y) dy)
=C
(jr
hi+e 1
l
(J1
ipj (hz) dz
ei
By Corollary B.83 and the change of variables = hz we get

11 (ff
{ i {hz}}ei dh/ 1 dz
h 1+B1
i
f1
x(jzri
=C
Jo 1+3e1
(04 4} 1
dz
m
<
By letting r -> coo, we obtain

([0 ``1
'r2
(r00 'r,
1
hi+sez
('i (h))e2 dh 1 <C 1ael (pi 4) .
Step 2: If 02 = oo, we proceed exactly as in the previous step, using Exercise

14.21(iii) in place of Exercise 14.21(ii), to conclude that
h
1
sup s i (h) < sup hl+s f ii (y) dy <Z.
0<h<r 0<h<r 0
Since the estimate for I is the same, we conclude as before.
14.5. Dependence of Bs,p°e on s and p

The next theorem shows that by lowering the regularity parameter s of
functions in Besov spaces, one can increase their integrability parameter p.
Theorem 14.22. Let u E Li L (R1) be such that IUIB,,P,e{RN) < oo for some
0 < s < 1, 1 0 such that
I1IB9.4.8(RN) !5 C IUIBa,P.e(RN) ,
where
+N=s+N.
P q
We divide the proof into a few lemmas.

Lemma 14.23. There exists a constant C > 0 such that for all u E Coo (R),
C fh
(14.23) Iu (xI ju (x + y)j dy
+C
J hJ£J _ 3 IA'?u (x + y)I dtldyde
forallxERandallh>0.
Proof. Consider a function cp E C'° (P.) such that supp cp C [0,11 and
fR cp (y) dy = 1. For x E R and h > 0 define the function
rh
U(x,h) := u(x+y)co (h)
Ja dy.
Since
hJoh'Plhl ds=1,
by the continuity of u we obtain
fh
liin U (x, h) =
h m
u (x + y) cP hdy = u x) .
By the fundamental theorem of calculus we get
Ph au (X, )
(14.24) u (x) = U (x, h) - dC.
We now compute au x'{ Since 9 = cp (1) = 0, by Theorem B.53 we

have
.
\/
aUa
f u(x+y) w'\ } dy
_ - 3 J u(x+y) [e,() +yco' (f)J dy
_-g f u (x + y)
ay (4Yc \ )) dy.
14.5. Dependence of B',P,O on s and p 431
Integrating by parts and using Fubini's theorem and again the fact that
cp (1) = 0, we obtain
OU((
2 f f u'(x+Y)mo ( ) dy
f'u,(X+Y)w ( ) Jo dr dy
where
T:= {(y,77) ER2: 0<r7<y, 0<y<.}.
Using the change of variables z := y - 17, integrating by parts, and using
again the fact that cp (1) = 0, we have
ff
19U (X, C) = C f-Z
u' (x + z + co z +'q) dgdz
2
I1
I- JC-Zu(x+z+n)cP'(z") dq
-u(x+z)cp (z)] dz
f f-Z
[u (x + z + 17) - u (x + z)] gyp' (z
\
JO JO
± ") d17dz,
where we have used the fundamental theorem of calculus. Hence, by (14.24),
u (x) = h f u (x + y) P (k) dy
h
0
f f-Z 1
h
+Jo Jo Jo 3
\
z+
C ")
l
dndzd,
0
which gives the desired estimate.
Remark 14.24. (i) From (14.23) we get
h
lit (x) I
h lu (x + y) l dy
h3 d h rh-v
+C
J0 j 0
IDu (x + )I dijdy
_
c fh
ju (x + y)l dy+ dndy
C2
h h-"
ff
for allxEJRandallh>0. Since 0<, <h - y,weobtainthat
1 1
T2 + y)2,
(rl
and so
c h
Jy IA(17+Y)2 )I dr1dy
(14.25) Iu(x)I <_ dy+C 1
h JohI u(x+v)I
(ii) Note that in the proof of Lemma 14.23 we have only used the fact
that y (1) = 0. Hence, the function
sv (x) .= 2 (1- x)
could have been used.
Lemma 14.25. Let 1 <- p < q oo and let u E C°O (R). Then for all
h>0,
C
IILIILQ(a) < IIuIIrfl(m) + C10 1+n II'&"UIILa(e) dr),
h--
where C=C(p,q)>0.
Proof. By Lemma 14.23, for all x E R and h > 0 we have
jh
Iu (x)I < - Iu (x + y)I dy
( 14.26) +Cf
0
j j jWu
0 0
(x + y) I drjdydc
f (x) + g (x) .
To estimate the norm of the function f in LQ, for all x E R we write

C
f (x) = fI x[o,h[ (y) Iu (x + y) I dy = fI X(o,h) (z - x) Iu (z) I dz,
where we have used the change of variableskz = x + y. Applying the general
form of Young's inequality (see Theorem C.16) with
:= 1
-fl
1
r p -1)
q
(note that the roles of q and r are exchanged here), we obtain
(14.27) Ilf IILQ(m}

h f m lu (x)Ip dx) p fR IX[°'h) (x)
I.
dx )
n dx) p
hpC qf1R Iu (x)I
Similarly, by Tonelli's theorem and the change of variables z = x + y,
h
g (x) = C f ff
£
3
X[°,EJ (z - x) Ia"14 (z) I dzdrjd.
14.5. Dependence of B*,P,e on s and p 433
Using Corollary B.83 twice and reasoning as in (14.27), we get
II9IIL4(R) <_ C ffh f1

- 11f X" (z - .) IA"u (z)I dzl)La
R)
drjdd
1-(I
/h f
< CJ
C
IIANILP(R) drjdl;
=Cfh f{ 1
2+1-4 IItgUIILP(R) drjde
By Tonelli's theorem we have that

/'h h
(14.28) T= IIi dij
CJo UIILP(R) f 2+1-q
C1 h
q1+p-4 IIL'UIILP(R) dn.
If we now combine (14.26), (14.27), and (14.28), we obtain the desired result.
Lemma 14.26. Assume that the vectors p = (pi.... 9PN), 4 = (q1, . . , qN)
and the real numbers 8, s, and t satisfy the relations 1 < 8 < oo, 1 < pi <
qi<oo,i=1,...,N,O<t<s<1,t=µs,where
(14.29) µ:=1-11
s
1Pi - i>0.
qi / i=1
Then for every u E C°° (RN) and j = 1, ... , N,
C f 00
h1+te IIAJUIILQ(RN) dh1$

N
< CE dh)
\f h1+8e VtuIILP(RN)
if 0 < oo, while

N SUP
SUP
ht OIILq(RN) < Ck IUIILP(RN)
h >O
k=1 h0 h8
if 9 = oo.
Proof. We recall that we are using the notation introduced in (E.2) in

Appendix E.
Step 1: Assume that q differs from p by only one component qk > pk. Let
v E C00 (RN) . We claim that
C
IIVIIL9(RN) _
h Pk Qk
IIVIILP(mN)
h
+Cf0 17
1+Pk1 - Qk1 IIAkVIILP(RN)
dt.
To see this, assume that 1 < k < N (the cases k = 1 and k = N are simpler)
and write
x= (yrxk, z) E RA;-1 X R X RN-k
and
PI _ (P1, ...,pk-1) , P, = (PN-k, ,PN)
RN-k
Note that p = (p', pk, p"), while q = (p', qk, p"). Fix z E and apply
the previous lemma to the function
u (xk) := IIv (', xk, z)IILP'(Rk-1) , xk E R,
to obtain
IIv (', ., z)IIL(P'.Qk)(Rk) <_ C
hPx
1
Qk
IIv (-'.'Z) IIL(P-.11)(Rk
h
+C ,+ 1 _ 1 IIAkv z) IIL(P'.Pk)(Rk) d`f'
0 7 pk 4k
We now take the norm in LI" (RN- k) in z on both sides and use Corollary
B.83 to obtain the claim.
Step 2: Assume that q differs from p by only one component qk > pk.
Take v := A4 u in the previous step. Then
(14.30) 1C L II&hUII LP(RN)

I Lq(RN) h. Pk Qk
oh
1 h
C nl+Pk_k
ll7f.
Reasoning as in (14.21), we have

(Ajhu) 2 IIAkuIILP(RI)
IIIk IILP(IE')
and so the previous inequality reduces to
Ci h
(14.31) II'&3u1I < IIu11 LP(RN)
La(RN)
j -L--
+
C j h 1
1+ 1 _ 1 II©kUIILP(RN) di7.
0 Pk Qk
14.5. Dependence of B'P'0 on s and p 435
We now distinguish two cases. If 0 < oo, by the change of variables 11 = hC

we have
II°3uIIL9(nv) t p q I4uIILp(R-)
C
+
h Pk
L1 qk 01 t1+ PkL_ 9kL I°uIILP(IRN)
dC-
S
By (14.29) and the fact that q differs from p by only one component qk > pr,,
we have that
t=has= s--+-,
1
Pk
1
qk
and so multiplying the previous inequality by 1+E and taking the norm in
>a
L9 ((0, oo)) in 0 on both sides, we get
dh)
(°°
JOh.l+w II ILq(EN)
1
< C (j°° dhJIh1+88

00
B e
+C
J 1
h1+80
j1 1 1 °h I LP(V')
d dh =:I+II.
O O CPk-k
By Corollary B.83 we have that
r
7.1
pl
J1+(J°°
1
uIILp(IRN) dh)
1
e
0
h1+88 II
lv
S
I
fjp 8
1+88
JO 1+ 4k JO
1
A
where in the first identity we have made the change of variables h = and
used the facts that dh = -14 dry and that s - PA;
-L + ek > 0 by (14.29). This
completes the proof in this case.
Assume next that 8 = oo and let A := sup,,>0 ,, II°xUIILP(RN). Multi-
plying both sides of (14.31) by , and using the fact that t + pk - - = s by
(14.29), we have that

1t c =1
d
` hC
=
LP(k ) + h
II°,u I N 77 k - kfa II°kUIILp (RN )
T La(RN} 0
C h Ak-
<
IHLP(RN) + 0 1 Ld
C II UiILv (RN ) + C sup

,>07s u°kuIILP(RN) .
Hence,
sup
h>a t 4>0 h II°UII LP(RN)
V81114(R-1 :5-Sup
+ Csup
n>0 7
1 II°kUIILP RN ) .
Step 3: If q and p now differ by more than one component, we introduce

the intermediate vectors
p() :_ (gi,...,gj-1,PjtPj+1,...)pN),
qu) (ql, , qj-1, gj,Pj+1, PN)
for j = 1,...,N and
8(1) s(j+l) := 8(i) - 1 + 1
Pi qj
for j = 1, ... , N - 1 and apply the previous step several times. O
Proof of Theorem 14.22. Step 1: Assume that u E COD (IAN). Since
µ:=1-N+q8>0,
ps
we are in a position to apply Lemma 14.26, with p :_ (p) ... j p)7 q
(q, ... , q), to obtain that
I1IBl,q.B(RN) !5 C I
Step 2: The additional assumption that u E C°O (RI) can be removed by

mollification. To see this, let ue := cpe * u, where SPe is a standard mollifier.
By the previous step,
I-EI$=.4.8(RN) C IueIBs.P.e(RN) .
It is now enough to apply Proposition 14.5 (see (14.4) and (14.3)).

14.6. Embedding of B,P,e into Lq 437
Remark 14.27. Under the hypotheses of the previous theorem we also have
IUIBt,9(RN) < C IUIB=.P(1! N)
where
N N
t+-=s+-.
p q
To see this, note that in view of Theorem 14.17 and the previous theorem,
C IUIBI,9.P(RN) <C
As a consequence of the previous theorem and of Theorem 14.17 we
obtain an extension of Morrey's embedding theorem to Besov spaces.
Corollary 14.28 (Morrey). Let u E L IC (RN) be such that I uI B..P,e(RN) <
oo for 0 < a < 1, p > s , and 1 < 0 < oo. Then a representative is of u is
Holder continuous with exponent s - and
(14.32) Iii (x)-ii (y)I <C(N,p,a,0)Ix-yId P IkIB,.P.a(RN)
for all x, y E RN.

Proof. By Theorem 14.17,
IUIB-,,,-SRN) <- C IUIB-.P.B(RN) < 00,
and by Theorem 14.22 with q = oo and t = s - p ,

IuIBs- P C IUIB..P,-(RN) < 00.
By the definition of the seminorm 1.1 - , it follows that u has a

B° P' (RN)
representative as satisfying (14.32). This concludes the proof.
14.6. Embedding of B',p'e into Lq

Next we extend the Sobolev-Gagliardo-Nirenberg theorem (Theorem 11.2)
to Besov spaces.
Theorem 14.29. Let u E L10C (RN) be a function vanishing at infinity such
that I uI Bs,F.e( N) < oo for some 0 < e < 1, 1 0 such that
N-s
"i'
Iu (x) I N-SP dx) -< C I
U.. uIB..P.s(RN)
In particular, Bd' '8 (W') is continuously embedded in Lq (RN) for all p <
q < N ep
Lemma 14.30. Let

00 00
f (x) := x E R,
0 o (z+1;) 2
where : [0, oo) x [0, oo) - [0, oo) is a Lebesgue measurable function. Then
1
00 f
(14.33) IIf IIL(R) C'
x p 4
(LI(z,r dz d4l
for all 1 0, where q' is the Holder conjugate exponent of q.
Define
(14.34) a:= +---

p
1
9
1 1
and
IF (y, 0 := g (x) 2 dx, y E R, e > 0.

T-00 (y-x+t)
By Tonelli's theorem, the change of variables y = x + z (so that dy = dz),
and Holder's inequality applied twice, we have that
f f (x) 9 (x) dx =
00
f f P (y, e) W (y, ) dydC

<_
Jo a III (', )IILn(R) °` III (', 0II&(R) dC
< IIk10 IID (', )IIII(R)IILB((o,00))
where with an abuse of notation the norms and

are taken with respect to the variable 1;. Since aO = 1 + 0 (.1
p
- 1), by
Proposition B.81, to prove (14.33), it suffices to show that
(14.35) 1:= IIIT 0I6'(R) IILa'((0,oo)) ` c II911L4'(R)
where p' and 9' are the Holder conjugate exponents of p and 9, respectively.
14.6. Embedding of BB,P,O into LQ 439
Step 2: Assume that p > 1 and 9' > p'. Hence, if 0 > 1, by Corollary B.83
(where the exponent p there is replaced here with 0' > 1) we have that
P
Z= dS
[r° UR Iba41 (y,c)IP' dy
)71;7
,
<
ff f 00
I caT (y, )I B' d
,fiSt
dy
J \ Jo
Since for 0 < x < y we have that ca < (y - x + c)*, it follows that
9 (x) dx.
c°` IW (Y'01:5 +)2-a
00 (y - x
Using Corollary B.83 once more (with the exponent p there replaced here
with 0') and (14.34), we obtain that
,
f
07
I
Y 00
1
Z<
JR oo 9 (x) (y - x + O2-°",
,
P P' W
9 x
=C x)1-'-p+Q
dx dy
R -oo (y -
when 0 > 1. If 0 = 1, then 0' = oo, and it is enough to replace the LB
integral norm in c with esssupg>0. Thus, in both cases we obtain
(JY P
9W
Z<C dx dy .
oo Ix - yIl-p+q
Since p > 1, we are in a position to apply Proposition C.31 (with N = 1

and where the numbers a, p in the proposition are replaced here with p - 4
and q') to conclude that the right-hand side of the previous inequality is
bounded by C II9II Lv' (R)
Step 3: If p = 1, then p' = oo, and so for every fixed t; > 0,
IIÌ' esssup
yER
f R
g (x) by (x) dx,
where
1
by (x) (x) x E R.
(y - x + b)2'
Let g* : [0, oo) - (0, oo) and h; : [0, oo) -> (0, oo) be the decreasing re-
arrangement of g and hy, respectively. Then
h; (z) = (z z > 0,
and so, by the Hardy-Littlewood inequality (see Theorem 6.13),
f
R
g (x) by (x) dx <
Jo
00
(z + W
dz.
Hence,
(14.36) 7< [a f1 }2 I dz11 Le,

cg+ W),00))
If 8 > 1, then, since for z, 6 > 0, < (z +we have that

T
([0 9* (z)
e'
JOO
= C II9IIL¢(R) ,
C II9RII1,4'((0,00))
where we have used (14.34), Proposition C.31 in the second inequality, and
dz
Theorem 6.15 in the last equality.
If 8 = 1, then by (114.36),
l
2 < esssup l 2- 9 9# (z) )2 ]
£>o dff o (z + dzJJ/
Y
<
(>O (
1
II9'IIq((0,Q)) (L°° (z )
C II9'IILQ'((0,00)) = C II9IILQ'(R)
dy
where we have used Holder's inequality and Theorem 6.15.
Step 4: Finally, if p > 1 and 8' < p', then
00
< Li0esssup (y, )I
(JR
(y)I" d)
r 7
f
00 oo 1
esssup {3r, )I d
VER
where in the second inequality we have used Holder's inequality with expo-
nent . and the fact that ()
14.6. Embedding of B",»,e into Lq 441
The first term on the right-hand side of the previous inequality can be
estimated as in the case p = 1 (see Step 3) while the second term can be
estimated as in the case p' = 0' (see Step 2). Thus, we get (14.35) even in
this case. D
Combining Lemmas 14.23, 14.30, and 14.26, we obtain the Sobolev-

Gagliardo-Nirenberg theorem.
Proof of Theorem 14.29. Step 1: Assume that N = 1 and that u E

COO (R) n L sP (R). By Holder's inequality
1
h 1
lu (x + y)I dy <
J h
i-( " IIUII L (R)
Hence, letting h -> oo in (14.25), we obtain
(14.37) lu (x) I -L 0 (x + 71)2

.
We may now apply Lemma 14.30 with q = i to obtain that
(14.38) Ilull Lr- (R) C JO

00
1
+se
UR
fp
IO u (z) I dz
B
p
dC
1
Step 2: Assume next that N > 1 and that u E COO (RN) n LN ep (RN).
Reasoning as in Step 1, we have
l u (x) I<
Fr
Jo Jo
00 I ONU (x', x
(z + h)2
+
z) I
dhdz,
where we are using the notation introduced in (E.3) in Appendix E. Let

q := 7 and let q' be its Holder's conjugate exponent. By Corollary B.83,
IIu (',xN)II
L (RN1)
ff
0 0 (z +1 h) 2 I
We now take the norm in Lq (R) in XN on both sides and apply Lemma
U xN + x) II N
' (RN-1)
dhdz.
14.30 to obtain
o° 1
Iu (x) I dx) < C (10 h1+pe dh) ,
(LN II NUII LQ(RN)
where
Np Np
( N - sp' 'N-spP
We are now in a position to apply Lemma 14.26 to the right-hand side of

the previous inequality. Indeed, letting
we have that
and so
R:=1-
(N-1)
s
- N - sp1
1
Np
= N'
1e
IIANUIILq(RN) dh M
{JO B hl+AO
< CE
=t
( 1 / 8
hl+so Ik*LII L P(Rx)

dh)
Step 3: To remove the hypothesis that u E C°O (RN), we apply Proposition

14.5. The case in which u E LjO0 (RN) is a function vanishing at infinity as
in the statement of the theorem is left as an exercise (see Exercise 14.6 and
Step 4 of the proof of Theorem 11.2).
As a corollary of Theorems 14.17, 14.22, and 14.29 we obtain the follow-
ing result.
Corollary 14.31. Let0<s<1 and1<p< If0<t<s and
t+ N = 8+ N ,
then Bt,q (RN) is continuously embedded in Be,p.q (RN) (and in B-,p (RN))
14.7. Embedding of W1' into

We now study the relation between Besov and Sobolev spaces.
Theorem 14.32. Let u E L'10o (RN) be such that its distributional gradient
Vu belongs to Lp (RN; RN) for some 1 2, p < q < oo,
0<t<1,q<e<oo,and
(14.39) t+N=1+ Q,
then there exists a constant C = C (N, p, q, 0) > 0 such that
(14.40) IUIBc.o.e(RN) C (hN IVu (x)I' dx 1J ' .

ie ///
In particular, W1'P (RN) is continuously embedded in Bt"Q (RN).

14.7. Embedding of W ',P into Bt,q 443
Lemma 14.33. andlet1 <p<q<r<oo, 0<1<t<1,

and1<0<oo be such that
(14.41) 1-1--+->0,1 1
ao:=
t-1-1+1 E (1t-1 1l
\\
P r i r
1-l-p+ 1
1-1 /
Then
(14.42) IUIB7,q.e(R) < C IIU IIL,P(R) Q(R) .
For 8 = oo the value ao = 1-1

1-7 is allowed.
Proof. We only prove the lemma in the case 0 < oo. In view of Theorem
14.17, to prove (14.42), it suffices to show that
(14.43) IuIBt,4,1(R) C Ilu IILP(R)
By (14.31) and (14.10) for all h > 0 we have
II°hU ll
L°(R) <-
ChpIi 1a I+C LP(R)
Ih
o
17
1+1-1
p q
h
d77
< Ch' P+Q Ilu IILP(R) + C IIU'IILP(R)

f 1
17P
1
1
q
dri
= Ch' P+Q Ilu IILP(R)
Hence,
II,&hUIILo
(14.44) < Ch-t P+Q IIhu
hl+t O
R IILP(R)
Let
1 1
(14.45) a- q
1
r
1
p r
Then = n + 1 T°`, and so by Exercise B.80, (14.44), and (14.10) once more,
for every
e A > 0,
100
dh
IIAhuII Lq(R) hI+t
f A
IIAhUIILq(R)
TI -+t + I II& t IIL4(nt) hl+t
A
h-t-? dh
C Ilu'IILP(R) j
IlAhUllLIP IIAh
IILI(R) hl+t
00
C1 AIt 1 + 1 beIILP(R) + IIu'IILP(R)
JA IIAhU 1-0) h1+tL a
P q
Note that 1 - t - 1P+ 19> 0, since a0 <1 by (14.41)2.

Using the fact that ao > i-i by (14.41)2, it follows that t-l-a (1 - 1) >
0, and thus we obtain that
h l-a dh 1 1-a dh
foo h
. III uIIL.(R)
hl+t-a - hi IuI
o0
hl+t-I-a(l-I)
1-a 1
BI-r-°°(R) Z hl+t-I-all-t) dh
t - I - a (1 - l) IkIBla°°(R)
Hence,
foo
IIAhUIILQ(R) h H
G,A1-t+!9-P
ilu'IIL-(R) + At-I all-I) Ilu'IILP(R) IUIBJ'aW(R)
CA'-t+9-'PA
+ At-I all-O AaBI-a.
Taking
-a
A :_ (BA)9P
and using (14.45) and (14.41)2, we obtain (14.43). This concludes the proof.
0
Exercise 14.34. Prove the case 8 = oo.
We turn to the proof of Theorem 14.32
14.7. Embedding of W ',P into Bt.q 445
Proof of Theorem 14.32. In view of Theorem 14.17 it suffices to prove

(14.40) for 8 = q.
Step 1: We claim that there exist I E (0, t) and r > q such that (14.41)
holds and p - apq > 0, or, equivalently,
11=I t-1 11=I t-1
(14.46) 1 - I - 1 + 1 > o, P P
p ql -t < r < ql
P q
To see this, note that by (14.39) we have that t = 1 - v + q > 1 - E..

Hence, we may choose I such that
(14.47) max{1-p N,0JJJJ}<I< t.

l
Since 1 - A < I, using (14.39), we have that lq tt - L- > 0. We claim that
(14.48)
1-1 _ t=I
tP < min
1-1
ql
_ " 1 1
qi - P
1P 1q
q
r:
Indeed, by (14.39) and the facts that N > 2 and p < q we have that
(14.49) 1-t-(P q)
(N-1)(p-9)>0,
and so
1-1 _ t-1 1-1 _ t.-t
(14.50) q P q P
1-t 0. First, observe that 1-1- + 1 > 0
by (14.49) and the fact that 1p< t. Next, by (14.39) and the fact that
p p<q
we have that
1+1-1>1-N+N=t,
q p p q
which implies that
1-1 t-1
q,
I
P
>I-1 +-,
p
1
P q
and so the claim holds.

To prove (14.46), it now suffices to choose a number r > r. > q so close

to r. that 1- l - p + ,1-, > O and such that
_ t=t
11-1
q P <-<-. 1 1
1-t r r.
Step 2: Here we use the notation introduced in (E.3) in Appendix E. We
recall that B = q. We begin by estimating ONu. By the previous lemma,
o0
1 I DNu (x', XN) Iq dxNdh
J hl+tq J
coq o0 1-ao
N (x', IILP(R) f IILr(R) ha+g)

.
<C 11
Integrating both sides in x' over IltN-1 and using Tonelli's theorem and
Holder's inequality with exponents -- and P ,
we get '
f hl+ II NuII Lq(RN) dh
<C
J
r
N-1 (x ')
coq
Lp(R) ( oo
h
(x ' )IIL*(R) h
1-ao
i
CII
a,NIILP(RN,
(1-a
(1-ap)P
P-aoq
dh) P-aoq =: Z.
(1 hl+tq IIGNU (x'' )IILr(R)
By Corollary B.83 (with p replaced with (1- ao) q), we obtain that
Z<C
00 1 (1-uo)P9
q -aoq
X
J0 hl+lq LN_1 II,&NU (x', .) IILr(R) ,
o0 1-ao
= C IIVuIIaL°P(RN) ( dh)
\Jo h1+lq
where r is the vector of components
r ifi=N,
r1:= 1-ao
ifi54N,
P-aoq
14.7. Embedding of W 1,P into B1,q 447
i= 11... , N. By Young's inequality (see (B.17) in Appendix B), we have

00
(14.52)
Oh1+ts IIANU 11L-1(RtN) dh
jjoujj,(P-N)
+s
< CE
J h1+tQ III'' IIL*(IN) dh.
Using (14.39) and (14.41), we have that
N
1- 1)
Q ri
N
= 1
tt +(p-aoq
t qN
1
t- ++(N-1)
r [p+p-tq-2 ]+1(q-p)
1
t q pq(1-t)-(q-p)
1
t - N + -1 + p-tq+(d-t )(q-p)
q q-p
t
t-tq+Z+p
t>0.
q q-p ///
Since the vectors q := (q... .. , q) and r and the real numbers i and t satisfy
the relations 1 <q<ri<oo,0<I<t<1,1=pt,we are in aposition to
apply Lemma 14.26 to conclude that (recall that 8 = q)
00 N II°hUIILe(RN)
dh <C J0 00 hi+tg
f 0 h1+lq I L"(RN)
i=1
dh,
and so, also from (14.52),

00
h1+=Q
1I$1U11q(N) dh
N 00 IIAhnIILa(RN)
CE IIVuIILp(RN) + EC E j hi+ dh.
i=1 0
A similar inequality holds with Oku in place of ONU (to see this, one can
either change the order of the variables or proceed somewhat as in Step 1
of the proof of Lemma 14.26).
Summing over all k yields

N fm hl' II'&UIILQ(RN) dh
+tq
< CE I I V u I I j,,. + EC UIILq(RA') A,

i=1
tq Ills
or, equivalently,
N
(I2
n UIILQ(RN) dh < 1
q
I
p /t1+tq SEC
where e > 0 is chosen so small that 1 - EC > 0.
Remark 14.35. The previous result continues to hold for N = 1 and p > 1
(see [191), but it fails if N = 1, p = 1. and 9 < oo.
Exercise 14.36. Construct a sequence of piecewise affine functions
bounded in W1'1 (R) such that
sup unI dx < oo,

nEN JIIC
but
IunlB1/Q,q.s(R) -> 00
asn-sooforevery q>1and9<oo.
Exercise 14.37. Let u E L (RN) be such that its distributional gradient
C
Du belongs to Mb (RN). Prove that if N > 2, 1 < q < oo, 0 < t < 1, and
t+N= 1+ N
q
then there exists a constant C = C (N, q) > 0 such that
IvIB,.q(RN) < C IDtal (RN) .
In particular, BV (RN) is continuously embedded in Bt,q (RN)
14.8. Besov Spaces and Fractional Sobolev Spaces

In this section we study the relation between Besov spaces and fractional
Sobolev spaces.
Definition 14.38. Let 1 < p < oo and 0 < s < 1. A function u E L" (RN)
belongs to the fractional Sobolev space W8' (RN) if
IIuIIL?(RN) + ItIwi.P(RN) < 00)
14.8. Besov Spaces and Fractional Sobolev Spaces 449
where
1/P
IIX
(x)- YIN
- u (Y) (p dxdy
IUI Wa.P(RN) := (LN JRN (y
The following proposition shows that in the range of exponents consid-

ered in this chapter, the fractional Sobolev space W''p (RN) coincides with
the Besov space B''p (RN).
Exercise 14.39. Let 1 0 and a > N21
f0 xN-2 1
f (x2 + a2)a
dx < ti' (a, N) a2a-(N-1)
(ii) Prove that for every u E B',p (RN),

IUIW..P(RN) <- C IUIBS.P(RN) ,
where the constant C depends only on p and s. Hint: Write

u(x) - u(Y) = [u(x1,x2,...,xN) - u(ylax21...,XN)]
+...+Iu(Yl,...,yN-1,xN)-u(Y1,..,YN)]
Proposition 14.40. Let 1 < p < oo and 0 < s < 1. Then the seminorms
I'Iwa,P(RN) and I'IB9,P(RN) are equivalent.
Proof. We use the notation (E.2) in Appendix E. In view of the previous

exercise it suffices to show that
ILIB9.P(RN) <- CIuIWa.P(RN)
for all u E W'"P (RN). Let u E C0° (RN). For every xi, y'1 E RN-1, xl E R,
and h > 0 we have
p
IDiu (x) = lu (xi + h, xi) - u (xi, xi) Ip
< 2p-1 Iu (x1 + h, xl) -u (xl + 2h, Yi) Ip
2p-1
+
Iu (xi + zh,y'1) - u (xi, x') 1P.
Integrating the previous inequality in y'1 over the (N - 1)-dimensional ball
centered at x1 and having radius 2h yields
Aiu(x)p<hN LN_l(X,)1u(z1+hxhl) -u(x i+,y)Idy
C
+ hN-1
LN_l(X) lu (x + - u (x1, x) dy'1
Hence,
00 P
f JN
JA (x) dxdh
00 Iul+h,x')-u(xl+yh ,)I<
O
J fBl(,*)
RN
00
+C Iu(xi+.,yi)-u(xl,x'i)I"dy`ldxdh
00 !R1JBNl(x) hsp+N
C(1-f-1T).
We estimate 1. By Tonelli's theorem and the change of variables zl = xl+h,
I may be written as
lu (xl + h, xi) - u (xl + . yi) IP
I((2
,
h*P+N dhdx 1
JRN-1 fOCO JBN-l(x1, ) JR dx 1 d yl
dzldyidhdxl 1I
- fR_l.fo LNl(X)J
_i> R hsP+N
Iu (zl) xi) - u (zl -

f LfRNl L
RN4
0O
Ixi-VLl U sP+ N
2, V11)
1P dhdyldzldxi
zl-Iii-y;I Iu(zl,xi) -u(yl,yi)IP

C dyldyldz dx 1
RN-1 fjN
-1 -00 (zi - y1) eP+N
1
where in the last identity we have made the change of variables yl = zl - z.

Since in the last integral zl - yl ? Ix'i - VII, we have that
I(zijxi) - (yi,yi)I < /2- (zl - yi),
and so
1 <CJ RN-1
J R LN -1 R IIu
(zl,(zi,x)
x') - (yl, Y,) 1,,,+N
Cf r I u (x) - u (y) I P dxdy.
JR"rJRN Ix-yIN+sP
The term 11 may be estimated in a similar way. Similar inequalities hold
for 0; u, i = 2, ... , N. We omit the details. 0
Chapter 15
Sobolev Spaces: Traces

Living with P.Q.S, III: How long does PQS last? PQS is incur-
able. With proper treatment, its main symptoms may last up to
5 years.
In this chapter we characterize the trace of a Sobolev function u E W 1,P (9),

namely, the "restriction" of u to the boundary 8SI. We begin with the
simplest case in which Sl is the half-space
R+ = {x= (x',XN) ERN-i xI8: xN>0}.
If U E Wi,P (iE) with p > N, using a reflection argument (see Exercise
10.37(iii)), we can extend u to W1,P (RN) and then apply Morrey's theorem
to conclude that u has a Holder continuous representative u. Thus, the
value of u on the boundary of ft, namely, on the hyperplane xN = 0, is
well-defined.
The situation is quite different when 1 < p : N (unless N = 1). Note
that in dimension N = 2, by Theorem 10.35 we know that there is a rep-
resentative a such that u x2) is absolutely continuous for C1-a.e. X2 E R,
but we do not know apriori if x2 = 0 is an admissible value, so that in
general the pointwise value of u 0) may not make sense. In what follows,
we need to distinguish the cases p = 1 and p > 1. We begin with p = 1.
15.1. Traces of Functions in W 1,1 (Q)

Theorem 15.1. Let N > 2 and let X be the family of all functions u E
L1,1 (iE) vanishing at infinity. Then there exists a linear operator
Tr:X-,L1(WN-1)
451
452 15. Sobolev Spaces: Traces
such that
(i) Tr (u) (x') = u (x', 0) for all x' E RN-1 and for all u E xnc (R+},
(ii) for all u E X,
la8u
(x')I dx' < jN (x) dx,
(15 1) RN-1
(iii) for all V; E CC (RN), u E X, and i = 1, ... , N,
(15-2) uOx dx = - %b_ dx + f ip Tr(u)vidx',

Je+ RN-1
where v = -eN .
Proof. Step 1: Assume first that u E LA11 (RN) n C' (RN) with Vu E
L1 (R)V;RN). Reasoning as in the first step of the proof of Theorem 11.2,
for every x' E we have that
R-1v-1
Iu (x', 0) I <_ r I axN (x', xN) I dZN.
Integrate both sides with respect to x' and use Tonelli's theorem to conclude
that
f l a&U (x) dx.
fRN-1 Iu (x', 0) I dx' <- RN I
Define Tr (u) (x') := u (x', 0). Then Tr is a linear operator satisfying (ii).
Moreover, classical integration by parts yields (15.2).
Step 2: To remove the additional assumption that u E LN' 1 (RN) n
C1 (RN) with Vu E Ll (RN; RN), note that given a function u E X, us-
ing reflection (see Exercise 10.37), we can extend u to a function u E
L1,1 (RN) vanishing at infinity. In turn, by Theorem 11.2, we have that
u E L N-1 11 (RN). Let uE :_ cpE * it, where tpE is a standard mollifier. As in
the proof of Lemma 10.16, we obtain that
lim 11U, - u11 = 0, lim 11DuE - VU 11 L, RN.RN 0.
C--+O+ L7 (RN)
Since, by Step 1,
(x) - axN (x) dx

J N-' Iu (x', 0} - ue' (x', 0) I dx' < JRN
I axN I
for all e,,-' > 0, we may extend Tr uniquely as a linear operator

TV : X -r L' (RN-1)
satisfying properties 0
The function Tr (u) is called the trace of it on xN = 0.
15.1. 'Daces of Functions in IV',' (l) 453
Remark 15.2. In particular, it follows from the previous theorem that the
linear operator
Tr : W1'1 (R+) - L' (RN-1)
is continuous and satisfies (i)-(iii).

Exercise 15.3. Adapt the previous proof to conclude that there exists a
linear operator
a : Wlo1-1c (R+r) --, Lloc (RN-1)
such that (i)-(iii) hold (with the obvious modifications).
Exercise 15.4. Let u, v E W1,1 (RN). Prove that for all i= 1'...,N
ua!dx=_ f va- dx+ fTr(u)Tr(v)v:dx',
f +8xi U( Ox{ RN-1
where v = -eN.
Exercise 15.5. Let u E (W1,1 (RN) and v E W1,1 (RN), where
RN RN-1 X R : xN < 01.
{ (x', XN) E
(i) Prove that the function w : RN - R, defined by
W (x) :_ ! v (x) if x E RN,

belongs to BV (RN).
(ii) Prove that the function w belongs to W1,1 (RN) if and only if
Tr (u) = Tr (v).
Next we prove that the operator Tr is onto.

Theorem 15.6 (Gagliardo). Let g E L1 (RN-1), N > 2. Then for every
0 < e < 1 there exists a function u E W 1'1 (R+) such that Tr (u) = g and
f+ Iu (x)I dx < e RN-1 I g (x+) I dx',
f IVu (x) I dz < (1 + e)

RN-1 Ig (x') I
&.,.
Proof. If g = 0, it suffices to take u = 0. Thus, assume that g ,-6 0. By

Theorem C.23 there exists a sequence {gn} C C:° (RN-1) such that gf1 -p g
in V (RN-1). For each k E N there exists N1. E N such that for all n >_ NA,,
C
11 9- - 9 IIL1 (RN-1) 5 II9IIL1(RN-1) .
2I
Let nk := max{Nk,Nk_1 + 1} and define hk := and ho := 0. The

sequence {hk} satisfies the inequalities
(15.3) IIhk+1- hkllL1(RN-1) < 2k IIgIILI(RN_1) for all k E N,

IIhkIIL1(RN-1) < (1 + E) II9IILI(RN-1) for all kEN0.
Construct a strictly decreasing sequence {ti.} C (0, 1), k E No, such that
tk->0and
II9IILI(RN-1) <e
(15.4) Itk+1 - tkI < k2 IIVx'hk+lIIL1 + IloilhkllL1 + 1
to
4
For x E RN define
0 ifxN>to,
(x) tk - xN hk+1 (x') + xN - tk+1
hk (x') if tk+1 C xN < tk.
tk - tk+1 tk - tk+1
Using Theorem 10.35, we show that u E W1,1 (1[$N) . Indeed, using the facts
that for tk+1 < xN < tk,
Iu (x)I < Ihk+1 (x') I + Ihk (x') I ,
(15.5) I
L
(x) to, by (15.3) and (15.4) we have that
X00
tk
r
JR+ Iul dx
fJJff
Ik0
+l JN-1 Iul dx+dN

00
C Itk+1 - t,I (lIhk+1IlLtN_1) + IIhkIILI(RN-1))
k=0
00
<- 4II9IIL1(RN_1) E Itk+1- tkl = 4t0 II9IIL1(RN-1)
k=0
<_ E II9IIL1(RN-1)
15.1. Traces of Functions in W1,1 (n) 455
Similarly, by (15.3) and (15.5),

00 tk
au
N +
dx
- Jtk+1 JRN-1 axN
dx dxN
00
- hk
E
< _0 L._1 Ih k+l
k
(s') I dxr
00
<- IIh1IIL1(RN-1) + IIhk+1- hkIIL1(RN-1)
k=1
<- (1 + 2e) II9IIL1(RN-1)
while for i = 1, ... , N -1,
0,44 'ix 00 11. 0
+ I V- I = >
k=O jN-1 ax=
dx'dXN
00
ahk+1 ahk
E Itk+1 - tkI (x') D dzr
k=0 LAr-1 8xi (x1) + axt
<E II9IIL1(RN-1)
by (15.4) and (15.5). Since u is locally absolutely continuous on GN-1-a.e.

lines of R that are parallel to the coordinate axes (why?), by Theorem
10.35 we have that u E W1"1 (R+).
It remains to show that Tr (u) = g. Reasoning as in the proof of Theorem
15.1, we have that
su
Iu (x', ZN) - Tr (u) (x') I dx' < xN xN (x) dx'dxN
J,aN1 J LN_l
for G1-a.e. xN > 0. Let E be the set of xN > 0 for which the previous
inequality holds. Then,
(15.6) lim u(x',ZN) -Tr(u)(x')I dx'=0.

ZN_,O+ RN-1
xNEE
On the other hand, by the definition of u we have that for tk+I < xN < tk,
Iu (x', ZN) - g (x') I
tk - xN (XI) -TN
P-i
l(hk+l - g (x')) + tk - j+11 (hk lx') g(am))
I tk - tk+ 1
<- Ihk+1(x') - g (x') I + Ihk (x') - 9 (x') I ,
and so, since hk - g in V (RN-1),
XN lim J N-1
O+
Iu (x'? ZN) - 9 (x') I dx' = 0,
which, together with (15.6), implies that Tr (u) (x') = g (x') for .£N-1-a.e.
x'ERN-1 p
Remark 15.7. (i) Note that from the proof we actually obtain a stronger
estimate than the one in the statement of the theorem, precisely,
r aU
I dx<(1+e) (x') I dx',
JN axnr RN-1 l
andfori=1,...,N-1,
8u
f ax;
d x <_ e
ieN-
l lg (x')( dx'.
Moreover, the function u is locally Lipschitz away from the bound-

ary.
Peetre [1371 has proved that there does not exist a bounded linear
operator
L :L1 (RN-1) -p w1,1 (RN)
9'-a L (g)
with the property that Tr (L (g)) = g.
Next we extend the previous theorem to special Lipschitz domains.
Theorem 15.8. Letl!f : RN-1 -> R be a Lipschitz function, N >- 2, and let
RN-1 X
(15.7) fl ;= `(x',xN) E R : XN > f (x')} .
There exists a continuous linear operator

flN-1)
TY : W1,1 (n) -> L1 (an,
such that
(i) Tr (u) = u on an for all u E W 1,1 (n) n c

(ii) for all u E W1,1 (n),
dN-1 < i + (Lip f I2 (x) l dx,
Jill IT (u) JS2 OXN I
(iii) for all hii E C'I (RN), u E W1,1 (n), and i = 1, ... , N,
fu2±dx=_f!.dx+f rJ
where v is the outward unit normal to an, that is, for RCN-1-a.e.
x' E RN-1
VIIf (x) -1
(15.8) v (x" f (x')) =
(VII-+ (x'F V11-+ Ivx-f (x')I2
15.1. paces of Functions in W1,1 (n) 457
Proof. Set
w(z) := u($(z))= u(z',zN+f (z')), z r= R+,
where 'Y : RN -> RN is defined by
FY (z) := (z', zN + f (z')) , z E RN.
As in the proof of Theorem 12.3 we have that is invertible, with inverse

given by
'P
-1: RN SRN
(x', XN) - (x', xN - f (x+) )
and that P and '-1 are Lipschitz, W (RN) = 0, and det V (z', zN) = 1
for GN-1-a.e. z' E RN-1 and for all ZN E R. Hence, by Exercise 10.37(iv),
we have that w r= W1,1 (RN), with
(15.9) (z) ''N + .f (z')) + 8xN (2, zN + f (z')) 8f (z') ,

ax{
T N(z)=
a (z',ZN+f (z'))
It follows by Theorem 15.1 and Exercise 15.4 that Tr (w) E L1 (RN-1)
(15.10) LN....l Tr (w) (2)1 dz' < f N

I
azN (z)
dz,
and for all v E W"' (RN) and i = 1, ... , N,
av aw
-dz= - v -dz+
(15.11)
fa+
w
8zi fut + 8 z; f N-i Tr(w)Tr(v)v1dz',
where v = -eN.
Note that u = w o'-1. Since P -1 (8SZ) = RN-1 x {0}, by identifying
RN-1 x {0} with RN-1, with a slight abuse of notation, for x = (x', f (x')) E
M we may define
Tr (u) (x', f (x')) := Tr (w) o'P -1 (x) = Tr (w) (x') .

Then by (15.10),
dHN-1
ITr 1 + IVz,f (x')I2 dx'
= JRN-1 I Tr (w) W)
'
.fm (u)I
1 + ILip/I2 .N-1 I Tr (w) (x') I dx'
< 1 f2 I (z) l
1R + 5ZN I
V1+
ILiP
f r f 18u (x) I d x,
OXN
where in the last equality we have used (15.9), Theorems 8.21 and 11.51,
and the fact that det VIP = det VIP-' = 1.
To prove part (ii), let tJ' E Cc' (RN) and define 0:= TlioW-1. By Theorem
11.51, ¢ E W1'1 (R+), and so (15.11) holds. Using (15.9) (for u and O) and
Theorems 8.21 and 11.51, we have that
(15.12) Rw 20 dz + 0 19W
dz = u dx + Tau dx,
N
+
19ZN fRN
+
49ZN fn OXN ff, axN
while
IRN-1 Tr (w) (z') 0 (z', 0) dz'
RN-1
(u) (x', f (x')) 0 (x', f (x')) dx'
Ivx f (x'}I2
=- (u) (x', f (X,)) 0 (x', f (x,)) 1+ dx'

fRll-1
'k (x')I
= f8
S'2 l
where we have used (15.8). Together with (15.11) and (15.12), this shows
that
(15.13) 1 u- dx + 4'x0' dx = ¢ Tr (u) vN dHN-1
J J J
N
15.1. Traces of Functions in W 1,1 (11) 459
On the other hand, if i = 1, ... , N -1, once more using (15.9) and Theorems
8.21 and 11.51 in (15.11), we get
o=f w (z) v' (z) dz + fl, + (z) az (z) dz
= fa u (x) 8x (x) dx + fn ¢ (x) ax (x) dx

f
+ n u (x) a N (x) a (xf) dx + fn 0
(x) axN (x) of (x') dx.
Hence,
1uadx+
axi
J ¢6audx
in 8x;
r
l_ O
(,l u O
sl
(&L
1
J dx + f. axN
af8xi} dx/
N
where
\.l is a mollification of A in RN-1. Define
'
oe (x) 0 (x) axi) (x') , x E RN.

a
Then ¢f E CC (W") and

80. L0 (x r
ax N axN (x} (OxIJE )
Hence, by (15.13),
JuP±dx+fdx
a1 exi
elo+ Un uaxN dx + fn dx
axN
El J Tr (u) vN dHN-1 = -1 OTr (,u) L VN N
To conclude the proof, it suffices to observe that by (15.8), for RCN-1-a.e.

RN-1
X' E
of (x')
- 8xi vN (x', If (x')) =
8x4
x
= Ui (x" f (x'))
Vi 10x, f (x') I
0
The previous theorem continues to hold with W 1,1(0) replaced with
L1,1 (S2).
Exercise 15.9. Let Il C RN be as in (15.7) and let it E W 1,1(11) and

£N-1-a
4) E Cc' (RN). Prove that for e. x' E RN-1,
Tr (u.4)) (x', f (x')) = 0 (x', f (X')) Tr (u) (x', f (x')) .
Finally, we extend the previous result to open sets f C RN with uni-

formly Lipschitz boundary.
Theorem 15.10. Let 0 C RN, N > 2, be an open set whose boundary O1
is uniformly Lipschitz. There exists a continuous linear operator
Tr : W1'1(f) -, L' (an,?-1N-1)
such that
(i) Tr (u) = u on c7S2 for all u E W 1"1(1) fl C (Sa),
(ii) for all ip r= C1 (RN), u E W 1-I (12), and i = 1,... , N,
r dx _- Ip
au dX ,
+f 0Tr(U)v'dhN-1,
n 8x1 8x1
where v is the outward unit normal to OIL
Proof. Let e, L > 0, M E N, and be given as in Definition 12.10.

We proceed exactly as in the proof of Theorem 12.15 and define 4)7L1 Ilo, Qt,
4)o, 4f, i/if as in (12.8), (12.11), (12.12), (12.15), respectively. Then for all
x E Cl we may write (see (12.17) )
'4)+ (x) 4)n (x)
(15.14) u (x) _ u (x) + t/i_ (x) u (x)
c 4)k (X)
u,z (x) + u_ (x) .

m
By (12.15) the support of 0_ is contained in ft Hence, we define

Tr (u_) ;= 0. We claim the function u_ satisfies (ii), that is
(15.15)
If, 8x1
for all E CI (RI"). To see this, construct a cut-off function 4) E C' (Il)
such that 0 = 1 on supp L. Then for every E CC (RN) we have that
0 E C' (Cl), and so, by the definition of weak derivative, for all i = 1, ... , N
we have
OW) dx = ¢ dx.
ia u_ ax{ n 8x1
Since 4) = 1 on supp t/i_, we have that = 0 on the support of u_, and so
the previous equality reduces to (15.15). This proves the claim.
15.1. 'Daces of Functions in IV1,1 (fl) 461
Next we study the functions un. Fix n. By property (iii) of Definition

12.10 there exist local coordinates y = (y', yN) E RN-1 x R and a Lipschitz
function f : RN-1 -> R (both depending on n), with Lip f < L, such that
fto n ft = fin rl An,
where
RN-1 X
A.:= {(Y',yN) E R: YN > f (%()I -
Since by (12.9) the support of un is contained in fln, we may extend un to be

zero in An \f2n. Thus, we are in a position to apply the previous theorem to
obtain a function Tr (un) E L1 (&A., 9`(N-1) such that (i)-(iii) of Theorem
15.8 hold (with An and un in place of ft and u). Since
k+ In
U. 02
it follows by Exercise 15.9 that
Tr (u.n) = 01I8An 11 ,,2 u

k
Since the support of On is contained in fLn C An, it follows that b,IOA,, = 0

on OA n fl f2. Hence, the same holds for Tr (un). This shows that
(15.16)
f n n"A n
1Tr (uva)I
dhN-1 <
1 + L2 J
A9"
IDunI dx
= 1 + L2 j I Vunl dx.
JJJ (2nS2n
Moreover, for all Vi E Cr' (RN) and i = 1, ... , N,
un Oxi dx +
ax
dx = u, e dx + fAn' - dx
Ja A.
0 Tr (un) vi dRN-1
JOAWn 1
dHN-1
R (un) vi
fannOA.,
Hence,
(15.17) un± dx = -J barn dx+ J 0Tr(un)vid7{N-1
J
in axi axi S2n&A,,
S2
Define
Tr (u) 'Ir (un)IannOAmn +'Ir (u_) = Tr (un) Iad2naA.n .
Then summing (15.15) and (15.17) for all n and using (15.14), we get
JuP-±dx= >2
Jin
u 8xiL dx + fin u_ ± dx
j
8xi 8xi
( sut
= - >2 92!1 d x - ,11
(fix + >2 1"'n&A:.. '1 Tr (Yin) vz dnN-1
n J axi 1I axi n
_
8xi
d2, +l ,h Tr l(u)1 vi dl.{N-1
ast
for all' E C' (RN) and i = 1, ... , N, where we have used the fact that the
support of 0 intersects only finitely many Stn, since {Stn} is locally finite.
On the other hand, from (15.16),
JITr(u)I dnN1
n n
< -+L 2 >2

Jana, IVunl dx.
1
n
To estimate the right-hand side of the previous inequality, we use the fact
that since {Stn} is locally finite, any bounded neighborhood of every point
x E RN intersects only finitely many Stn's. Hence, in 0 fl1 On, by (15.14),
4 } (0 VV;+ + 2vy+0.Von) -1;+.0n
s
VYSn = ' 2 u
(;:5)
+ '0+0n Vu.
E 02
k
k
Since 1, using (12.10), (12.13), and (12.19), we get that in On Sin,,
CM
Iounl < Iul + IVul .
Hence,
ITr(u)I dhN-1 < ITr (un)I a-HN-
Jan fan
n
CM
< 1 -+L-2 f Jul dx + 1 + L2 I Vul dx.
J
Remark 15.11. Note that by Exercise 12.13, if 1 C RN is an unbounded
open set whose boundary 80 is uniformly Lipschitz, then n has infinite
measure. On the other hand, if Si C RN is an unbounded open set with
15.1. 'Daces of Functions in W1,1 (fl) 463
finite measure, then 812 is unbounded. In this case the function 1 belongs
to W1°1(12), but its trace does not belong to L' (812,%N-1). Therefore in
this case, if, say, 811 is locally Lipschitz, then we can construct only a locally
bounded linear operator
Tr : W1'1 (C2) - L110 (811,?5tN-1)
Exercise 15.12 (Gagliardo). Let Cl C RN, N > 2, be an open set whose

boundary OC2 is uniformly Lipschitz. Prove that if g E Ll (On, NN-1), then
there exists a function ti E W1,1 42) and a constant C = C (Cl) > 0 such
that Tr (u) = gjIu(x)I
and
dx+IQIVu(x)I dx <Cf IgI dfN-1.
in
Exercise 15.13. Let f2 C RN, N > 2, be an open set whose boundary 812
W1,1 (RN 1
is uniformly Lipschitz and let u E W1,1 (11) and v r=
(i) Prove that the function zu : RN -r R, defined by
u (x) if x E 12,
fw(x)
v(x) ifxERN\I,
belongs to BV (RN).
(ii) Prove that the function w belongs to W1,1 (RN) if and only if
Tr (u) = Tr (v).
Exercise 15.14. Let Q,.= (0, 1)N-1
and Q = (0,1)N.
(i) Prove that if u E C' (RN) n W"1 (Q), then for all XN E (0, 1),
f 1u (x'+ 0) I dx' < f Iu (x', xN) ( dx'

+XN
+f J tIaN (Y,yN) dy'dyN.

QXN
(ii) Prove that if u E W1,1(Q), then for all e E (0, 1),
fq I'I (u) (x') I dx' < 11iu(y)I dy

eu
+f dy.
8XN (y) I
I
(iii) Prove that if C W1,1 (Q) converges weakly in Wl,l (Q) to a

function u E W 1,1 (Q), then T5r converges to Tr (u) in Ll (Q').
Hint: Use part (ii) and the Rellich-Kondrachov theorem.
(iv) Construct a sequence {u,} C W1'1 ((0, 1)) bounded in W1" ((0, 1))
such that u - 1 in L' ((0, 1)) and Tr (u,s) (0) -> 0. Why is this
not in contradiction to the previous part?
464 15. Sobolev Spaces: 7kaces
15.2. Traces of Functions in BV (1Z)

In this section we prove that every function in BV (fl) has a trace in
Ll (Bp, WN-1), provided Sl is sufficiently regular. As usual we begin with
the case in which Sl = R.
Theorem 15.15. Let N > 2. Then there exists a linear operator
Tr : BV (R+) -' Ll (RN-1)
such that
(i) Tr (u) (x') = u (x', 0) for all x' E RN-1 and for all u E BV (R+) n
c (R+),
(ii) for all u E BV (R+),
J N-1
ITr (u) (x') I dx' <_ IDul (R+) ,
(iii) for all t/ E C (RN), u ErBV (RN), and i = 1,...,N,
(15.18) Ju
where v = -eN.
Proof. By Theorem 13.9 for every u E BV (RN) there exists a sequence
{u,,} C Coo (R+) n W1'1 (R+)
such that u,, --+ u in Ll (R+), Vu, GN l R+ Du in the sense of measures
and
lim
n- fRN
oo RN dx = IDuI (R+) .
As in Exercise 15.14 for every E > 0 and n, m E N we have that
ITr (un - um) (x) I dx' <

J I (u, - um) (y) I dy
JNi N-1 X (O,e)
8 (uz
+ - un) (y) dy
JRN-1 x (a,c) 19xN
<- '1
E
I(un - u.) (y) I dy
N-1x(O,e)
+ I
(y) dy + fN-1x(O,E) I O'XN (y) dy. I

RN-1x(Q,E) 9 N R
Letting n, m ->roo, we obtain
lim sup ITr (un - urn) (x') I dx' < 2 IDul (RN-1 x (0,.
J
n,rn-oo RN-1
15.3. Traces of Functions in W 1,P (fl), p > 1 465
Letting a -> 0+ in the previous inequality, we have that {Tr (u a)} is a

Cauchy sequence in L1 (RN-1) and thus it converges to a function Tr (u) in
L' (RN-1).
Moreover, by (15.1) and (15.2) we have that for all n E N,
f v_1 IT (U-) (x') I dx' < J

N l
a
N (x)
dx,
and for all .0 E CC (RN) and it = 1, ... , N,

f
J un.a0dxb-
+ 8xi R+ Oxi
dx+ J RN-1 ipTY(un)v4dxl.
Letting n -+ oo gives (ii) and (iii).
Since W1"' (RN) C BV (R+), it follows from Theorem 15.6 that
Tr : BV (R+) - Ll (RN-')
is onto.
The analog of Theorem 15.10 is given by the following theorem. The
proof is very similar to the one of Theorem 15.10 and is left as an exercise.
Theorem 15.16. Let Q C RN, N > 2, be an open set whose boundary 8f1
is uniformly Lipschitz. There exists a continuous linear operator
Tr : BV (fZ) - L1 (8ft, xN-1)
such that
(i) Tr (u) = u on t7I for all u E BV (C2) n c (St),
(ii) for all V; E C' (RN), u E BV (0), and i = 1, ... , N,
-J ODiudx+ f bTr (u)VidfN-1
where v is the outward unit normal to O.Q.
15.3. Traces of Functions in Wl,P (0), p>1

In this section we study the trace of functions in bV'4r' (ft) for 1 < p < N.
We will see that the situation is quite different from the case p = 1.
Theorem 15.17. Let 1 0 such that 1
(i) Tr (u) (x') = u (x', 0) for all u E X. fl C

R
),
(ii) for all u E Xp,

N-y
I(x') I"('N -T,(.)
P
d.1//f AIN-1' <
1J
//p
J
RN
I Du()Ip
x dx
(iii) for all 'k E C' (RN), u E Xp, and i = 1, ... , N,

fE u! dx = _ f aU
dx + f 0a (u) vi dx
8xi g+ fix{ RN-1
where v = -eN.
Proof. Step 1: Assume first that u E LP' (RN) fl Cl (RN) with Vu E
LP (RN; RN). Reasoning as in the first step of the proof of Theorem 11.2,
for every x' E RN-1 and for r > 1 we have that
< rf Iu (x', XN) O

00
(x', 0) I' Ir-'
ju (x , xN) dxN.
OXN
Integrate both sides with respect to x' and use Tonelli's theorem to conclude
that
(15.19) Iu (x', 0) Ir dx' <- r fRN Iu (x)I'-1 dx
1
fN eu (x)P dx
1
< r (JR4N It,(x)I(r-1)

dx
R axN
where we have used Holder's inequality. Taking
p(N - 1)
N-p I
we have that (r -1) p' = ps, and so, by Theorem 11.2,
lu (x'? o) I
P( _)
N-p dx' < C
(INR u (x)Idx
1
1i +1
I OXN
P
1
<C if
IVu(x)IPdxIP
Note that + 1 = p1N p so that
rJJ/'
dx' C
-
PIN-1
N-D
P
N-
N-1
I Vu (x)IP dx 1J
P
1
u
(xO) I< (JR1
.
Step 2: To remove the additional assumption that u E LPG (RN) /nC1 (RN)
with Vu E LP (RN; RN), we proceed as in the proof of Theorem 15.1 by
15.3. Traces of Functions in W 1,P (l), p > 1 467
first extending a function u E X. to a function u E Ll.n (RN) vanishing at

infinity and such that
l1 1
/' y ou(x)IP dx
(JRN IVu(x)Ip dx y <C (fRRN
+
and then using mollifiers. We omit the details. U

Remark 15.18. In particular, it follows from the previous theorem that
the linear operator
1 r (RN-1)
T r: W ' (RN) LN
is continuous and satisfies (I)-(iii). Moreover, taking r = p in (15.19) yields
rRN-1 lu (x', 0) Ip dx' < p (fR' Iu (x) Ip dx

(fR4- N (x) dx
< p fR+ Iu (x)Ip dx + p 8 `

(x)
' dx,
where we have used Young's inequality (see (B.17) in Appendix B). Note
that this inequality actually holds for every 1 < p < oo. Hence, reasoning
as in the proof of Theorem 15.1, we conclude that
lp (x)IP dx + p fR+ 18XN (x)I dx,

JtN-' ITr (u) (x+) d2, < pfR+ Iu
for all u E W1,n (R+).
Exercise 15.19. Prove that if p = N, then for every N < q < oo there
exists a continuous linear operator
Tr: W 1'N (RN) --> Lq (RN-1)
such that (i)-(iii) of the previous theorem hold (with the obvious modifica-
tions).
Unlike the case p = 1, when 1 < p < oo, the trace operator
Tr : W1,P (R+) Lp (RN-1)
is not onto. We now show that if u E W1P (RN), 1 2. Then there exists a
constant C = C (p, N) > 0 such that for all u E L1.' (I8+),
(15.20) Imo' (uIBh1(RN_t) <_ C IVu (x)Ip dx .

f1R
Proof. Assume that u E L" (RN) n C°O (RN). For every x' E RN-1 and
xN>0Write
u (x', 0) = u (x', XN) - (u (X', ,TN) - u (x', 0)) = u (x', XN) - ANu (x', 0) ,
where we have used the notation of (14.1). Integrating in xN over the
interval (0, h), h > 0, yields
Iu (x', 0) I f h Iu (x', 2N) I dxN + J f h IAN u (x', 0) I dxN.

We now replace the function u with the function 1 u, where i = 1, ... 11F-1,
to obtain
1 Ih 1
jh
1, u (x', 0), < Ahu (x', XN) dxN + IAN Au ( , o) I dxN
<
h. J 0 h Iu(2;'N)IN
h(IAN
+If (x + IAN u(x',0)I) dxN,
where ej 0) E RN-1 x R. By the fundamental theorem of calculus and

Tonelli's theorem weff
have that
IXhu (x', 0) h
s
(x' +ddN
hf (x' + he" z) + I N (x', z) I) dzdxN
I
+ h J0 JO \ a N
1
rh fh
JJ
0 0
I a (x` + e xN) I dt dxN
+ f
o
h
l IB-N (x'+hey, z)I+1019XUN
(x',z) l) dz
By Corollary B.83 we get
o(., 0) IILP(K^`-1)
< h f fa1(')II
h h
l
dddxN
+Cf h II a N (. + hei, z) II dz
LP(RN-1) +IIaN ( x) II L
< Cf h
II8U
(-,xN)II , RN-1) + II O N
(',xN)IILP
]RN-1)
dxN.
15.3. Traces of Functions in W1,P (fl), p > 1 469
Fix e > 0 small and apply Holder's inequality to obtain
hP -Ep f hMN a
(l
Hence, o V
f 00 1
D;u(,0) KPOW-1) A - C j
00
hps-EP
J
h
aN
x
(1 a
00
(',XN)Ilp
LP(RN-1) +
P
Ir LP(.N-1)dxNdh
P
/_
F-9 xN
AN xN) + aXN
p axi LP{RN-'} \ II-'xN) IILP(RN_1))
00 1
x! it -rep
dhdxN
WN
8u p 8u P
Oxi LP(R+)
+ 1a IrNHLP(Rfl)
where we have used Tonelli's theorem.

To remove the extra assumption that u E C00 (RN), we first use a
reflection argument to extend every function u E L1,P (RN) to a function
u E L1,P (RN) and then consider a sequence of fuel, where uE := u * We
and the We are standard mollifiers. Since ue --+ u in L10 0 (RN), Vu5
Vu in L (RN; RN), and ue 0) - Tr (u) in L1 (RN-1),
by selecting a
subsequence, we may assume that u. (x', 0) -+ Tr (u) (x') for GN-i-a.e. x' E
RN-1. Hence, by Fatou's lemma,
ffR ITr (u) (x' + he;) - Tr (u) (x') Ip
dx'dh
N- 1 hp
< lim inf

s- 0+ J0
r°°
f
RN
Ius (x' + hei, 0) - uE (x', 0) I P
hP
dx dT
S C (N,p) Eli o+ fRRThis

IVuE (x)IP dx = C (N,p) f
N N IVu (x)IP dx.
concludes the proof. D
The previous result shows in particular that
Tr (W1,P (RN)) C B'-*` (RN-') l1 1!
We now prove the opposite inclusion.

Theorem 15.21. Let 1 2, and let g E B1-n'p (RN-1)
Then there exists a function u E W 1,P (R+) such that Tr (u) = g and
(15.21) II 4w1,P([N< C " 11 Bl-p."(RN-1\
t° 1
7
where C=C(N,p)>0.
Proof. Let cp E C' ° (RN-1) be such that supp V C BN_ 1(0,1) and
cp (x') dx' = 1.
LN-I
For x' G RN-1 and xN > 0 define
x ,_
xNpr
V (2, ZN) 1
xN-1 iP 9 (p) dp'-
N JIRN_1
By Theorem C.19 (with xN in place of E) we have that for all xN > 0,
(15.22)
f N-1
IV (x',xN)Ip do;' < J
N-1
Ig (x') I" dx'.
With a slight abuse of notation, for every i = 1, ... , N - 1 we write

x' = (x'i, xi) E RN-2
X It
By Theorem C.20 (where xN plays the role of E), for any i = 1, ... , N - 1
we have that
I RN8cp x' dpr
X
_, xai -
-IN g (VI)
19 aIP('N11l
1
. L (N) [g (x? - y') - g (xi' - y!', xi) ] dy',
xN JRN-i
where in the second equality we used the fact that
a x' - 8cp x - 3
R axi xN
g
(Vill,
xi) dyi = g (t!"$ xi) fJR axi xN I
1\
dz/i = 0
Since supp cp C BN_ 1 (0,1), we have that

(15.23)
av c
axi (x) I :5 N I g (xi' Vi", x; - fi) - 9 (Z - y"o xi) I dgf'.
xN BN-1(o,xN)
15.3. Traces of Functions in W1,P (n), p > 1 471
Raising both sides to the power p, integrating in x over R+, and using
Holder's inequality, we get
fr
JR+ C7xi
P
(x)I dx
C g (x_ y') - g (xi' _

y',xi) P
dx
Np I dy'
R+ xN B I
(N-1)(p-1)
XN (x'
<C
J xP
LN_I(O,XN) I g - y') - g (x- y', xi) IP dy'dx
kg (x' - ii) - (x- y'xi)Idydydx
< C RN
R+ f f
)xN 'r'N,-1
P+N
C2,
where in the last inequality we used Tonelli's theorem. Again by Tonelli's
theorem and the changes of variables z° = x'j' - y:" and zi = xi - yi we get
that
fxN
dz'dxdytdy'dxN
Z- 10"0
O J BN-2(O,xN)
oo N-2
f
x<C NJR fN-2 xN
O&'g (z') (P dz'dyidXN
1
Jo x1+N-1
N xN JRN- I
00
=C J
N
1 f f N-1 I Qv:g (z) I" dz'dyidXN =: CI'.
By Tonelli's theorem once more,
00
l
00
2= I QYig
(z) IP xp+1 dz'dyi
R!``-1 7/. N
=C I W) 1P dz' dyi .
LM....1 yip
Hence, we have shown that
(15.24)
jN+ a (x) I IP dx < C jwr
J J
N-1 I9 (x' g (x') I P
dx'dh
foralli=1,...,N-1.
To estimate YXN , we write
g (ii') - g (x')
N-1
_ (gh,
W ... , lip xi+1, ... , xN-1) - 9 (y1, ... yi-1, xi) ... 9 XN-01
i=1
Since fRN-1 cp (x') dx' = 1, we have that
1 ' -g
v (x', ZN) = : LN_l xN -1 xN
1
x [g(yl,...,yi,xi+1,...) xN-1) -g(y1,...,yi-1)xi,...,xN-1)] dy'

+g(x').
By Theorem B.53 we obtain that
av N-1 a 1 ey'
axN (x XN) = 4-1 fRE

N-i &N xN
N-1 xN
f
x [g(yl)...,yi,xi+,,...,xN-1) -g(yl)...,yi-1,xi,...,xN-1)] d!!
In turn,
ev ,
(x , xN)
axN
N-1 C,
N Ig(x1 -y1,...,xi-yi,xi+1,...,xN-1)
i=1 xN BN-i(O,XN)
i
-g (xl - y1, ... , xi-1 - yi-1, xi, ... , xN-1) I dy
We can now continue as before (see (15.23)) to conclude that
(15.25)
r In N-1
I9 (x' + he' - 9 (z' ' dx'dh.
a- (x) 41X < C J N-1
4-1 J
I
f RN
+
We are now ready to define the desired function u; precisely, for x =

(x', xN) E 1R we define
5A
u (x) := a-P V(x)-
By (15.22) and Tonelli's theorem we have
f+ I u (x)I n dx =
Je00-xN / N-1 Iv (x', xN) I" dX,dXN
Jf
<
j e--N dxN
JN.1
Ig (x')1i dx'
= LN_l
Ig (x')IP dx',
while for i = 1, ... , N - 1,
axi (x) I = ( e a (x) 1:5 1 a (x) I,

15.3. Traces of Functions in W1,P (fl), p > 1 473
and so, by (15.24), we obtain that the estimate (15.24) also holds for -.
On the other hand,
ou
8 (x) = e
2A
axN (x) -
-e 'v (x),
and so, again by (15.22) and (15.25),
IP
t I axN dX) < fRN I vxN I p dX) 1

t + fRN I -e
t Pvlp & D
(1001
N-1
I9 (z' + he) - g (z')Ip dz'dh)
hP / +C (fRN-1 I9I dx') .
Since u E C1 (R+) , we have shown that u E W lp (R+) and that (15.21)

holds. To conclude the proof, it remains to show that Tr (u) = g. By Propo-
sition 14.5 we may find a sequence {gn} C C°° (RN-1)nBl-a'p (RN-1) such
that
II 9 - R N-1)- 0.
Let
s
un (x) := e- P vn (x)
be the corresponding sequence. Reasoning as in the proof of Theorem
C.19(i), we have that vn E Co (R+), with vn (x', 0) = gn (x'). By (15.21)
we have that u,, - u in W 1,P (RN), and since
Tr : W1,P (R+) -> LP (RN-1)
is a continuous operator, we obtain that Tr (u) = g. 0
Exercise 15.22. Under the hypotheses of the previous theorem and using
the same notation, prove that v, E Co (R).
The analog of Theorem 15.10 is given by the following theorem. The

proof is very similar to the one of Theorem 15.10 (see also the proof of
Theorem 12.15 and Exercise 12.14) and is left as an exercise.
Theorem 15.23. Let St C RN, N > 2, be an open set whose boundary 8Sz
is uniformly Lipschitz and let 1 < p < oo. Then there exists a continuous
linear operator
Tr : W1,P (1) --+ LP (on, jjN-1)
such that
(i) Tr (u) = u on 8fl for all u E W1,P (cl) n C (0),
(ii) for all 0 E C (RN), u E W1,P (n), and i = 1,... , N,
- fn dx + f Tr' (u) vi d'HN-1,
where v is the outward unit normal to 811.
To characterize the traces of Sobolev functions in W 1,P (ft) when p > 1,

we need to extend the definition of Besov spaces to on. To give an intrinsic
definition that does not depend on local charts, it is convenient to use the
equivalent norm introduced in Section 14.8.
Definition 15.24. Let 1 C RN, N > 2, be an open set such that Oil
is locally Lipschitz and let 1 < p, 0 < oo and 0 < s < 1. A function
g E LP (8ft, NN-1) belongs to the Besov space Bs,P,e (On, xN-1) if
II9II B=.P.e(80,-{N-1) II9IIl.P(e9,7{N-1) + I9IB8,P.e(00,IHN-1) < 00,

where
I9I Ba.P.6(8n,fN-1)
B I
B
IgW-g(y)l P dW N-1 (x) P d71 N-1 (Y)

f (fan Ix - yI(N-1+88)P
For simplicity we write B",P,e (Oil) := BB,P,e (ail, xN-1) Moreover, if
8 = p, we set B$,P (on) := B8,RP (ail).
Exercise 15.25 (Gagliardo). Let fl C RN, N > 2, be an open set whose
boundary &St is uniformly Lipschitz and let 1 0 such that
III' (u)IIB1-p,P(8a) < C IItIIWI.P(n)
for all u E W1,P (f2).

(ii) Conversely, if 1 0.
As in Remark 15.11, if ft C RN is locally Lipschitz but aft is unbounded,

then the results in the previous exercise continue to hold locally.
15.4. A Characterization of WW (SZ) in Terms of Traces 475
Exercise 15.26. Let SZ C RN be an open set whose boundary 8f2 is uni-

formly Lipschitz and let u r= W l,p (f) and v r: W 1,P (RN \ Sl), 1 < p < 00.
Prove that the function
f u (x) if x E fl,
w (x)
v (x) if x r= RN \ SZ
belongs to W1,P (RN) if and only if Tr (u) = Tr (v).
Exercise 15.27. Let 1 C R2 and u E W 1,2 (0) be given as in Exercise
11.7. Prove that the trace of u on the line segment r :_ (0, t) x {0} is not
in Lq (I') for any q > 1.
Exercise 15.28. Let Q':= (0,1)N-1, Q = (0,1)N, and 1 < p < oo.
(i) Prove that if u E C1 (RN) fl W 1,p (Q), then for all xN E (0, 1),
fQ,lu(x',0)Ipdx'<C(p) flu(x',xv)Ip '
+ C (p) xnT 1
0
xN
f , axN au
(11', YN) lp dy'dyN
(ii) Prove that if u E W1,P (Q), then for all e E (0,1),

C (p)
(u) (x') l p dx' <
JQ,
I'1
f ' x (0,e)
Iu (p) 1,1 dy
+ C (p)
Ep-1
p
f I
8xN (y)
Ip
dy.
(iii) Prove that if {u.,,} C W',p (Q) converges weakly in W' (Q) to a
function u E W'P (Q), then Tr (u,) converges to Tr (u) in LP (Q').

Hint: Use the Rellich-Kondrachov theorem.
15.4. A Characterization of Wo'p (0) in Terms of Traces

In this section we show that if the domain 0 is sufficiently regular, then
we may characterize W0'" (fl) as the subspace of functions in W1,P (SZ) with
trace zero.
Theorem 15.29. Let f C RN, N > 2, be an open set whose boundary aft is
uniformly Lipschitz, let 1 < p < oo, and let u E W1,P (SZ). Then Tr (u) = 0
if and only if u E I VW'p (S1) .
Proof. If u E CC° (0), then Tr (u) = 0, and so, since WO"' (1) is the closure
of C°° (i)) with respect to the norm and the trace operator is
continuous with respect to strong convergence in W" (f?), it follows that
Tr (u) = 0 for all u E Wa'p (SZ).
'Ib prove the converse implication, let u E W 1,P (f') be such that Tr (as) =
0. Using partitions of unity and flattening out 811, we may assume that
SZ = RN and that u = 0 for all x E RN with I xI > R. For x E RN define
(a)
_ u (x) if xN > 0,
V(X)
0 if xN < 0.
By Theorems 15.1 and 15.17 and the fact that Tr (u) = 0, for all E
Q' (I8N) and i = 1, ... , N we have that
It N v Ox
=
JR
u ax dx f+ lox
)
which shows that v E W1,P (RN), with

8v r (x) if xN > 0,
Ox,
(x) = t0 if xN < 0,
i = I,-, N. We now translate v upwards. More precisely, for t > 0 and
x E RN define
Vt(x):=V(x,2N-t)
Note that the support of vt is a compact set contained in RN-1 x (2, oo).
For each 71 > 0, by Lemma 10.30 we may find t so small that
IIu - VIII 4 l.°(RN) <71-
It now suffices to consider a sequence of mollifications {(vt)s}E>o of vt. Find
0 < e < a so small that
II (vt)E - VIII 41.P(RN) <-11.
Since, for x E RN,
(vt)f(x) =
J 1RNpe(x-v) vi (y) dy = f _1
x (òo)
p(x-y) vt() dy
and suppV, C B (0, e), it follows that if 0 < xN < e, then (vt)E (x) = 0.
Thus ve E C'° (RN). This shows that u E W" (RN). O
Chapter 16
Sobolev Spaces:
Symmetrization
Living with P. Q.S, I V: How do 1 treat PQS? Experimental treat-
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tion (SIF), Lack-of-Savings-Realization (LSR) and "cocktails"
of these have known to cause a remission of the disease long
enough to at least defend a thesis. More severe treatments are
required to actually finish writing the thesis.
- Jorge Cham, www.phdcomics.com
In the proof of the embedding theorem for p = N (see Theorem 11.29) we

have used the notion of spherically symmetric rearrangement of a function.
In this chapter we introduce and study this concept. For more information
on this topics and on its applications to partial differential equations we
refer the reader to the monographs of Kawohl 1971 and Kesavan [98].
16.1. Symmetrization in 17 Spaces

As in Chapter 6, given a Lebesgue measurable set E C R' and a Lebesgue
measurable function u : E (0, oo], the distribution function of u is the
function gu : [0, oo) - [0, LN (E)], defined by
(16.1) qu(a):=CN({xEE: u(x)>s}), s>0.
Similarly, we define
(16.2) c (s) := RCN ({x E E : u (x) > s}) , s > 0.
We recall that u : E - [0, oo] vanishes at infinity if u is Lebesgue measurable
and g,, (s) coo for s > 0 (gu (0) can be infinite).
The proof of the following proposition is very similar to that of Propo-
sition 6.1 and is left as an exercise.
477
478 16. Sobolev Spaces: Symmetrization
Proposition 16.1. Let E C RN be a Lebesgue measurable set and let

u, v, u : E -, 10, oo], n G N, be Lebesgue measurable functions. Then
the following properties hold:
(i) The function gu : [0, oo) -> [0, RCN (E)] is decreasing and right
continuous, while cu : [0, oo) - [0,GN (E)] is decreasing.
(ii) If u vanishes at infinity, then cu is left continuous,
lim Su (s) = 0,
Iim Qu (s) = S-»oo
a+oo
and Vu and c are continuous at s > 0 if and only if
GN({xEE: u(x)=s})=0.
In particular, Su (s) = Lou (a) for all s > 0 except for at most a
countable number.
(iii) If u (x) < v (x) for LN-a.e. x E E, then Lou < p,,. In particular, if
u (x) = v (x) for GN-a.e. x E E, then pu = Q,,.
(iv) If u,b (x) / u (x) for LN-a.e. xEE, then p / Lou,
Let E C RN be a Lebesgue measurable set and let u : E - [0, oo] be a
Lebesgue measurable function. As in Chapter 6, the function u* : [0, oo) --
[0, ool, defined by
(16.3) u* (t) := inf {s E [0, oo) : Lou (8):5 t}, t > 0,
is the decreasing rearrangement of u.
Proposition 16.2. Let E C RN be a Lebesgue measurable set and let u :
E -, [0, ool be a measurable function. Then the following properties hold:
(i) The function u* is decreasing and right continuous and
(16.4) u* (0) = esssup U.
E
(ii) For all s, t > 0, u* (t) > s if and only if ou (s) > t.
(iii) If u vanishes at infinity, then for all 0 < t < pu (0), t < su (u* (t)).
(iv) If u vanishes at infinity, then for all t > 0, pu (u* (t)) < t, and if
Lou (u* (ti)) < ti for some tl > 0, then u* is constant on [to, t1J,
where
(16.5) to pu (u* (tl))
Proof. Properties (i) and (ii) follow as in the proof of Proposition 6.3.
(iii) If pu (0) > t > 0, then u* (t) > 0 by property (ii). Fix 0 < s < u* (t).
Then pu (s) > t by part (ii), and since pu cu, we have S. (s) > t. Using
the fact that Su is left continuous, letting s / u* (t), we get -;. (u* (t)) > t.
16.1. Symmetrization in LP Spaces 479
(iv) If u* (t) < s, then by part (ii), ou (s) < t. Taking s = u* (t) gives
Lou (u* (t)) < t.
Assume next that Lou (u* (t1)) < tl for some tl > 0 and let to be defined
as in (16.5). For to < t < tl we have Lou (u* (t1)) = to < t and hence u* (t1)
is an admissible s in the definition of u* (t), and so u* (t) < u* (t1). But
since u* is decreasing, this implies that u* (t) = u* (t1) in [to, ti]. 0
Remark 16.3. If in the previous proposition we assume that u is also
bounded, then by (16.4), u* (0) < oo. Hence, reasoning as in part (iv), we
have that ou (u* (0)) = 0.
Exercise 16.4. State and prove the analogous statement of part (iv) of
Proposition 16.2 for the function cu.
Definition 16.5. Let E C RN be a Lebesgue measurable set and let u : E -
[0, oo] be a Lebesgue measurable function. The function u# : RN -> [0, oo],
defined by
(16.6) u# (y) := u* (aN I yI N) = inf Is E [0, 00) : ou (s) <_ aN I yI N }
for y E RN, is the spherically symmetric rearrangement of u.
The function ul is also called the Schwarz symmetric rearrangement of u.

Note that if u vanishes at infinity, then by Proposition 16.1(ii), ul (y) < 00
for all y 40.
Given a Lebesgue measurable set F C RN, with 0 < GN (F) < oo,
we define the spherically symmetric rearrangement of the set F to be the
open ball centered at the origin and with the same measure of F, precisely
F1 := B (0, r), where
LN(F)11p
(16.7) r :=
aN/
where we recall that aN is the measure of the unit ball. If F has measure
zero, then we take FO to be the empty set, while if F has infinite measure,
then we take FO to be RN. Note that Fa is always open even if F is not.
The next proposition collects some elementary properties of symmetrizar
tion.
Proposition 16.6. Let E C RN be a Lebesgue measurable set and let u :
E -> [0, oo] be a measurable function. Then the following properties hold:
(i) For all s > 0,
{yERhh1:u(Y)>8}={xEE:u(x)>s}I.
(ii) For all s > 0,

(16.8) GN ({y E R'V : u# (y) > s}) = ,CN ({x E E : u(x) > s}) .
In particular, if u vanishes at infinity, then so does uo. Moreover,

LN ({y E E1t : ul (y) = 0}) < LN ({xEE : u (x) = 0})
with equality holding if and only if either
£N({xEE: u(x)>0})<oo
or
,CN({xEE: u(x)>0})=oo and ,CN({xEE: u(x)=0})=0.
(iii) The function ub is lower semicontinuous and
(16.9) up (0) = esssup u.
E
(iv) If v : E -r [0, oo] is another Lebesgue measurable function with
u < v ,CN-a.e. on E, then u# < v1 on RN.
(v) If {un} is an increasing sequence of nonnegative Lebesgue measur-
able functions u : E -r [0, oo] such that
u moo U,,, (x) = u (x)
for all x E E, then

lim t4 (y) = u# (y)
n-+oo
for all y E RN.
Proof. (i) For s > 0,
IV R : up (y) > s} = {y RN : u* (ON jY1N) > s}
By Proposition 16.2 we have that u* (ON I yI N) > a if and only if OU (s) >
ON IYIN, and so
N: p
YER N
aN
(Ou(s))
yERN : IyI <
CN({xEE: u(x.)>s}))N
ON
={xEE: u(x)>s}p,
where in the last equality we have used (16.7).
(ii) By part (i) the equality (16.8) holds for 0 a > 0. The second part
follows as in the proof of Proposition 6.3(v).
16.1. Symmetrization in L" Spaces 481
(iii) To prove that ui is lower semicontinuous, it suffices to show that

the set {y E RN : ul (y) > s} is open for all s E R. Ifs > 0, then by part
(i) the set {y E RN : ua (y) > s} is an open ball or empty or RN, while if
s<0,then {y E RN: uO(y)>s} = RN since uO > 0.
Properties (iv) and (v) follow as in the proof of Proposition 6.10(1) and
(ii), respectively.
Corollary 16.7. Let E C RN be a Lebesgue measurable set and let u E

LOO (E) be nonnegative. Then ul belongs to L°° (En) and
IIUIILOO(E)
Proof. By (16.6) and Propositions 16.2 and 16.6 we have that
up (0) = if (0) = IIUIIL-(E) < oo.

IIu'IIL-(EI) =
11
Exercise 16.8 (Uniqueness of Schwarz symmetrization). (i) Let fl, f2 :
(0, oo) - [0, oo] be two decreasing right continuous functions such
that
£N({xERN: fl (IxI)>s}) ='CN({xERN: f2 (IxI)>s})
for all s > 0. Prove that f, = f2.
(ii) Let u : RN -- [0, oo] be a function vanishing at infinity such that
u (x) = f (IxI)
for LN-a.e. x E RN for some decreasing function f : (0, 00) -+
[0, oo). Prove that there exists a unique function v : RN [0, 00]
vanishing at infinity such that
(a) v (x) = f (IxI) for all x E RN \ {0} for some decreasing right
continuous function f : (0, 00) - [0, 00),
(b) v (0) = clim f (t),
(c) u (x) = v (x) for CN-a.e. x E RN.
Prove also that the function v is lower semicontinuous.
(iii) Let u : RN [0, oo] be as in part (ii). Prove that u (x) = ul (x)
for GN-a.e. x E RN.
The proofs of the following results are very similar to the analogous ones
in Chapter 6 and are left as an exercise.
Theorem 16.9 (Hardy-Littlewood's inequality). Let E C RN be a Lebesgue

measurable set and let u, v : E -> [0, oo) be two Lebesgue measurable func-
tions. Then
IE u (x) v (x) dx < f u# (v) v# (y) dy.
Theorem 16.10. Let E C RN be a Lebesgue measurable set, let u : E ->

(0, oo) be a function vanishing at infinity, and let f : [0, oo) - [0, oo) be a
Borel function. Then
(16.10)
ff (uU (y)) dy < fE f (u (x)) dx,
with equality holding if f (0) = 0 or LP' ({x E E : u (x) > 0}) < oo or
CN({xEE: u(x)>0})=oo andCN({xEE: u(x)=0})=0.
In particular, for any p > 0,
L (UI (y)) P dy = L (u (x))" dx.

Theorem 16.11. Let Q : R -> [0, oo) be a convex function such that 41 (0) _
0, let E C RN be a Lebesgue measurable set, and let u, v : E - [0, oo) be
two functions vanishing at infinity. Then
(ul (l!) - vI (y)) dy < fE' (u (x) - v (x)) dx.

f
In particular,
T
f n
u# (y) - v
(y)I'
dy <
JE lu(x) - v(x)I' dx
for all 1 < p < oo and the operator u i- u# is a continuous operator from
12 (E) into LP (E#).
16.2. Symmetrization of Lipschitz Functions

In the next sections we prove that if u E W 1a' (RN) is nonnegative, 1 < p <
oo, then u# E W 1,P (RN) and
uvu III Lp(RN;RNXN) s IIVUIILP(RN;RNXN).

The proof is divided into several parts. The scheme is the following:
Prove (16.11) for nonnegative functions in W 1,co (RN) vanishing at infinity.
Prove (16.11) for nonnegative piecewise afilne functions in W1" (RN).
Prove the general case using density of piecewise affine functions.
We begin by considering Lipschitz functions.
16.2. Symmetrization of Lipschitz Functions 483
Proposition 16.12. Let u E W 1,00 (RN) be a nonnegative function vanish-

ing at infinity. Then u# : RN -p [0, oo) belongs to W1'00 (RN) and vanishes
at infinity and
IIVUIILOO(RN;RNxN) .
IIu#IIL=(RN) = IItIIL-(RN) , II'Lm(jj1NANxN)
Proof. By Corollary 16.7 we have that
IIuI LOO(RN) - IIuIIL-(RN) < 00.
Let yl,y2 E RN, with IFIII < Iy2I, and define L := IIVuIIL-(RN,RNXN). We
claim that
0:5 u1 (yi)-ul(y2)<L(Iy2I-Iy1I) <LIy2-yiI.
Since u# (y) = u* (ciIi IyIN), y E RN, where u* is decreasing, we have that
t):=up(y1)-u#(y2)>0.
Without loss of generality, we may assume that n > 0, since otherwise there
is nothing to prove.
If xo E u 1 ([u# (yl) , oo)) and x E B (xo, then, using the Lipschitz
L),
continuity of u (see Exercise 11.46), we have

u# (yl) u# (y1) - ?l = u# (YO,
that is, x E u 1 ((u# (y2), oo)). Hence,
\
u([u(yl) oo)) +B(0,) Cu ((u(y2)oo))
and so, by the Brunn-Minkowski inequality (see Theorem C.7),
( N (a-' ({u(yi) ,oo))))* (o!L)))*

+ (CNN (B
or, equivalently, by (16.1) and (16.2),
0 < 1) (y1) - u# (y2) = n <

L
5 (rN (_1 ([u#
Qu (u# (y2))
aN
(y1) , oo))
< (GN (a_-i ((U# (Y2),oo))))
)
}
R
LL
+ B (0, L)))
l
_ (cuut(Y1)))'
By Proposition 16.2(iii) and (iv), Remark 16.3, and (16.6) we have that the
right-hand side of the previous inequality is less than or equal to Iy2I - I.
This proves the claim. Using Exercise 11.46 once more, it follows that
ul E W',- (RN). Moreover, (why?)
livu III LoO(RN.RNxN) < IIVUIILOO(RN;RNxN)

Remark 16.13. Note that the previous proof also shows that u* : [0, oo) -
[0, oo) is Lipschitz continuous.
16.3. Symmetrization of Piecewise Affine Functions

We recall that PA is the family of all continuous functions u : RN --+ R for
which there exist N-simplexes A1, ... , At with pairwise disjoint interiors
e
such that the restriction of u to each Ai is affine and u = 0 outside U Ai.
i=1
Theorem 16.14. Let u E W""p (RN) n PA, 1 0

the set
{xERN: u(x)>s}
is the union of finitely many N-simplexes.
The proof of Theorem 16.14 will rely on the following version of the
isoperimetric inequality (see Theorem C.13).
Exercise 16.15. Prove that if E C RN is given by the union of finitely
many N-simplexes, then
N-I
Gn HN-1 (OE)
<
aN ON
Another important tool is given by the coarea formula (see Theorem

13.25 and Lemma 13.26).
Exercise 16.16. Let u E W1 ,P (]RN) n PA, let g : RN - [0, oo] be a Borel
function, and let E C RN be a Lebesgue measurable set. Prove that
dNN-1
(16.13)
JR J f1u-1({s})
g (y) (y) ds =
JE
g (x) IVu (x) I dx.
Hint: Use Lemma 13.26.

16.3. Symmetrization of Piecewise Afline Fbnctions 485
We now turn to the proof of Theorem 16.14. Without further notice,

in the proof we will use the fact that the Lebesgue-Stieltjes signed measure
A.- generated by u* is negative, since u* is decreasing (see Theorem 5.13).
Proof of Theorem 16.14. Since u G W1-1 (RN), it follows from Proposi-
tion 16.12 that u# belongs to W1,°° (RN). Moreover, ua belongs to LP (RN)
by Theorem 16.10. Thus, it remains to show that (16.12) holds.
Let 0 = yo < y1 < < it be the finite set of values assumed by u
on the vertices of the N-simplexes Al i ... , A . Since u# E W 1°O° (RN), it
follows that u E W1 (][8N). Hence, we are in a position to apply Exercise
10.37(iv) to conclude that Vu# (x) = 0 for GN-a.e. x E (ub)-1({yi}). Hence,
it suffices to show that
IVu# (y)1'
dy < f IDu(x)lP dx,
ua u,
where
Up:_ {yERN: yi-1 <u#(y)<yi}
Ui :_ {x E RN : rya-1 < u (x) < _Y}.
Since ul (y) := u` (CiN IyIN), y E RN, using spherical coordinates and the
fact that QN = NaN, we have that
Jb/aN
U, (y) I' dy = 3ni 1 I(u*)' (aNrN) IPr(N-1)(P+1) dr
'
IVU
=a r I (u*)' (T) IP l T ) ' N dT

a{ aN
N-1
(u*)/ (T) IP-1
N
= -YN JI +t ( a1v
r)P (u ")f (T) dr,
where in the second equality we have used the change of variables T = aNrN.
If p > 1, then by Remark 16.13 and Exercise 5.21 we have that
A. (B) = fB ( u*)' (t) dt
for every Borel set B C 10, oo), and so by Theorem 5.42 and Remark 5.43,
N-1
Lou S
IVu# (y) lp dy = pN J f (s) N ds
IN-1 N
where
P-1) N1
(16.14) f(S):= I(u')'(9u(8))I' 1 (-0,1(3))' sE(yi-lryi)
C(N
Note that f is a Borel function by Exercise 1.41 and Proposition 16.1(i) and
(ii). By Exercise 16.15 and Proposition 16.1 (ii), for s E (7s_1, -ti),
(Qu(8)'\l iN-1 (-1({}))
(16.15)
aN ON
and so by Exercise 16.16,
fy
f Uts IVu# (y) I' dy < ON 1 1 7i_1 f (a) ?jN-1 (u 1 l ds
({s}))
-ON 1 f (u (.T)) IVu(x)I dx-

fui
We now use Holder's inequality and Theorem 16.10 to conclude that
J©u() Idy < f3N 1 (fU, IVu (x)Id) \Ju{ If (u (x))l'

l dx)
{
'
P ())P'
dy
n
= aN 1 UU, Iou(x)IY (fu: If
We claim that
1
(16.16) f (u# (y)) < #N I"("

for GN-a.e. y E U;. By (16.6) and Proposition 16.2(iv) we have that
Lou (Ul (y)) = Au. (u* (aN IyIN)) <_ ON IyIN
for all y E U. We now distinguish two cases. If Au (u# (y)) = aN I YIN' then
by (16.14),
Au
f (u# ( y )) = I (u*)I ( Au ('a# ( y ))) I
aN l
Ip-1 _
aN 1 I Vup (x)
Iy1(N-1)
(u*)' (aNIVV") I 1
.
If Au (u# (y)) < aN IyIN, then by Proposition 16.2(iv), u* is constant on

[9u (u# (y)) aN IyIN] If u* is differentiable at eu (u# (y)), then
)
(a*)` (0- (u(y))) = 0,

and so
f (UN (y)) = 0 < 1
I Vul (x)
Ip-1 .
aN
Thus, we have proved (16.16).
16.4. Symmetrization in W '-P and BV 487
Hence,
f f P
J
f
(x)Ip
I Vu#
dx < (J Iou (x)lP dx)A IVua (x) Ip dx ,
\\ U U
which gives the desired inequality.
If p = 1, we proceed similarly to obtain
bt
t/ J (us)' (T) dT
l Nl
J Ua
Vu# (x) I dx = -0, J.aN
NN -1
r7i
={3NJ Au (a) ds
aN
xN-i u-1 s ds = I Vu (x) I dx,
U,
where we have again used Proposition 16.12, Theorem 5.42, Remark 5.43,
(16.15), and Exercise 16.16.
16.4. Symmetrization in W 1,P and BV

In this section we prove that the operator u H ul maps nonnegative func-
tions in Wl.p (RN), 1 < p < oo, into nonnegative functions in Wl,p (RN).
We begin with the case 1 < p < oo.
Theorem 16.17. Let U E W1,p (RN), 1 < p < oo, be a nonnegative func-
tion. Then ul E W1 'P (RN) and
(16.17) N Vu# (y)IP dy :5JRN IVu (x)Ip dx.

.
Proof. By Theorem 10.33 we can construct a sequence of piecewise affine

functions {un.} C W1,P (RN) with compact support such that u, - u in
W1'P (RN). Then by Theorem 16.14, un E Wisp (RN),
JRN lun 111) p dy = J1N Iun (x) Idx,
a nd
I
IIVunhILp(RNANxN) .
Thus, {um} is bounded in W1,P (RN). On the other hand, since U!" -+ u#
in LP (RN) by Theorem 16.11, it follows by Theorem 10.44 and the lower
semicontinuity of the norms that ua E W" (RN) with

IILp(RN.RNxN < lnm of
II
II DUIILpQtNANXN)
The previous proof in the case p = 1 only shows that u# E BV (RN).

Indeed, we have the following result.
Theorem 16.18. Let u E BV (RN) be a nonnegative function. Then ua E
BV (RN) and
(RN) < IDuI (RN) .
l
Proof. By Theorem 13.9 there exists a sequence

C COO (RN) n W1'1 (RN)
such that un -> u in L' (RN) and
DuI (RN)
fl-'
lim fRMN IVun (x)I dx
By Theorem 10.33 for every n E N there exists a piecewise affine function

v E W111 (RN) with compact support such that
1
IIV, - urallwl.l(RN) < n
Hence vn -), u in L1 (RN) and
lim lava (x)I dx = IDul (18N) .

n-4oo fRX
We now proceed as in the previous theorem. By Theorem 16.14, vn E

w1,1 (RN),
hN I() I dy = f N Ivn (x)I dx,

and
II'ILlNNxN) < IIVVnhIL1(RN;]RNxN) .
Thus, {v} is bounded in W1'1 (RN). On the other hand, since von -> u# in
L1 (RN) by Theorem 16.11, it follows by Theorem 13.35 and Exercise 13.3
that u# E BV (RN) with
(Dual (HN) C nm of I
(RN;R,vxx)
< inn f IIVvnhIL1(RNMNxN) = IDuI (RN).
16.4. Symmetrization in W '-P and BV 489
Since W"1 (RN) C BV (RN), the previous theorem shows that if it E

W 1°1 (RN), then ui E BV (RN). Next we show that ui E W" (RN). Since
ua (y) = u* (ow IVIN), V E RN, it is enough to show that u* is locally
absolutely continuous (why?).
Theorem 16.19. Let it E W" (RN) be a nonnegative function. Then
ug E W1'1 (RN) and
JRN Vua (y) I dy <

J N
IVu (x) I dx.
Exercise 16.20. Let it E W1,1 (RN)

(i) Prove that if N = 1, then
0
u(x)=Jii(x -t )dt
for Gl-a.e. x E R.
(ii) Prove that if N > 2, then for every z E SN-land for RCN-a.e.
x E RN,
U (x) = JVlt(x_tz).zdt.
(iii) Prove that if N 2:2, then for GN-a.e. X E RN
N
1 ! yz
u (x) = dy.
N i=1 JgN 8xi (x - y)
IYIN
We begin with a preliminary result that is of interest in and of itself.

Proposition 16.21. Let it E W1,1 (RN), N > 2. Then
sup
a
N-1
-
>oSN({xERN:u(x)_s})] v <a/N RIVu(x)Idx.
N
Proof. By the previous exercise and a change of variables, for RCN-a.e. x E

RN
Iu (x)I < NaN JRN Iou(y)I dy.

Ix - VIN-1
Let E8 := {x E RN : i(x) > s}. Integrating the previous inequality over
E. and using Tonelli's theorem yields
eGN (E'.):5
JE. u (x)I dx < NaN J N IVu (Y)I JEIx -SIN-1 dxdy.
Let r > 0 be such that £N (B (0, r)) = £N (Es). By the change of variables
z = y - x and the Hardy-Littlewood inequality (see Theorem 16.9),
JE. FX- YIN-1 - f y+E. Iz7N-1 dz (_y+EE)' I zIN-1

dz
= Naevr = NaN 1IN (f N

(Es))1'
which, together with the previous inequality, gives

1
s,CN (Es) :5 (CN (Es))1I N fRN IVu /(FIJI
1
dy.
IN
N
Hence,
81 N (Ea)1 7 IN fIVu (v)I dy-
It now suffices to take the supremum over all s > 0. 0

Proof of Theorem 16.19. Step 1: By Theorem 16.18 we have that ua E
BV (RN) with
IDuo I (RN) < I1ou1lL1(RN N) .
We claim that if N > 2, then for all 0 < a s2.
Since f is a Lipschitz function and If o ul < u, by the chain rule (see Exercise
10.37) the function v := f o u belongs to W 1,1 (RN) and for all i = 1, ... , N
and for ,CN-a.e. x E RN,
0 if u (x) c 81,
8u
(x) = f' (u (x)) 49 (a) = (x) if 81 s2.
Applying the previous proposition to v, we obtain
Ni
sups ECN ({x E RN. v(x)>s})] <a1/' fNIDvIdx

a>o
1 IVul dx.
aNN {sl<ve<sa}
16.4. Symmetrization in W 1,P and BV 491
Since
s ups[CN({xERN: u(x)>s})] N 1
>(s2-31)['CN ({xERN: u(x)>s2})] N

we get that
x-i 1
(s2 -Si) [,C" ({x E RN : u (x) > 92}) < 11N
Vudx.
N Jal<u<az}
Let 0 < a u* (a)})1
< JIN
1 J [ou (x)I dx .
C'N
Step 2: We show that the function u* is absolutely continuous on closed

subintervals of (O,oo). If N = 1, this follows from Corollary 6.26. Thus,
assume that N > 2. Let I = [a, b] c (0, oo) and fix e > 0. Since Vu E
L1 (RN; ISNXN), we may find 6 > 0 such that
(16.19)
1 IVu(x)I dx <ec a
I IN N-1
for every Lebesgue measurable set E C RN with GN (E) < 6. Consider

any finite number of nonoverlapping intervals (ak, bk), k = 1, ... , e, with
[ak, bk] C [a, b] and
(bk - ak) < 6.

k.1
By Proposition 16.2,
P
£N U {x E RN : u* (bk) Iu* (bk) - u* (ak)I < 11N N-1 r IDu (x)I dx < e.
k=1 aN aN- U {u*(bk)<u<u*(ak)}
k=1
This proves the absolute continuity of u*. 0
Appendix A
Functional Analysis
When probed under pressure, grad students will either blurt out
what they are doing (but won't know if it means anything), or
they will blurt out what they plan to do (but won't know how to
do it).
In this chapter we present without proofs all the results from functional
analysis used in the text.
A.I. Metric Spaces

Definition A.I. A metric on a set X is a map d : X x X -+ 10, oo) such
that
(i) d (x, y) < d (x, z) + d (x, y) for all x, If, x E X.
(ii) d (x, y) = d (y, x) for all x, y E X,
(iii) d (x, y) = 0 if and only if x = y.
A metric space (X, d) is a set X endowed with a metric d. When there

is no possibility of confusion, we abbreviate by saying that X is a metric
space.
If r > 0, the (open) ball of center xo E X and radius r is the set
B (xo, r) :_ {x E X : d (xo, x) < r).
If x E X and E C X, the distance of x from the set E is defined by
dist (x, E) := inf {d (x, y) : y E E} ,
while the distance between two sets El, E2 C X is defined by
dist (El, E2) := inf {d (x, y) : x E El, y E E2} .
493
494 A. Functional Analysis
A sequence {x,,} C X converges (strongly) to x r= X if

lira d (x,,, xe) = 0.
n-,oo
A Cauchy sequence in a metric space is a sequence {x,z} C X such that
lim d (xn, xm) = 0.
n,m-*oo
A metric space X is said to be complete if every Cauchy sequence is conver-
gent.
A.2. Topological Spaces

Definition A.2. Let X be a nonempty set. A collection r C P (X) is a
topology if the following hold.
(i) 0,XET.
(ii) IfUi Erfor i= 1,...,M,then U1fl...numEr.
(iii) If {U«}«Ef is an arbitrary collection of elements of r, then U«Ef U«
belongs to r.
Example A.3. Given a nonempty set X, the smallest topology consists of
{0, X}, while the largest topology contains all subsets as open sets.
The pair (X, 7) is called a topological apace and the elements of r are
open sets. For simplicity, we often apply the term topological space only to
X. A set C C X is closed if its complement X \ C is open. The closure E
of a set E C X is the smallest closed set that contains E. The anterior E°
of a set E C X is the union of all its open subsets. A point xo E X is an
accumulation point for a set E C X if for every open set U that contains x4
there exists x E E fl U, with x # xo.
A subset E of a topological space X is said to be dense if its closure is
the entire space, i.e., E = X. We say that a topological space is separable
if it contains a countable dense subset.
Given a point x E X, a neighborhood' of x is an open set U E T that
contains x. Given a set E C X, a neighborhood of E is an open set U E T
that contains E. A topological space is a Hausdorff space if for all x, y E X
with x y there exist two disjoint neighborhoods of x and y.
Given a topological space X and a sequence {x,a}, we say that {xn}
converges to a point x E X if for every neighborhood U of x we have that
x, E U for all n sufficiently large. Note that unless the space is Hausdorff,
the limit may not be unique.
1The reader should be warned that in some texts (e.g., [1441) the definition of neighborhood
is different.
A.2. Topological Spaces 495
A topological space is a normal space if for every pair of disjoint closed

sets C1, C2 C X there exist two disjoint neighborhoods of C1 and C2.
Definition A.4. Let X, Y be two topological spaces and let f : X -> Y.
We say that f is continuous if f -1(U) is open for every open set U C Y.
The space of all continuous functions f : X -> Y is denoted by C (X; Y).
If Y = i$, we write C (X) in place of C (X; R).
The next theorem gives an important characterization of normal spaces.
Theorem A.5 (Urysohn). A topological space X is normal if and only if
for all disjoint closed sets C1, C2 C X there exists a continuous function
f : X -, 10,1] such that f - 1 in C1 and f - 0 in C2.
We now introduce the notion of a base for a topology. Let (X, rr) be a
topological space. A family (3 of open sets of X is a base for the topology z
if every open set U E r may be written as the union of elements of Q. Given
a point x E X, a family fax of neighborhoods of x is a local base at x if every
neighborhood of x contains an element of 0..
Proposition A.6. Let X be a nonempty set and let f3 C P (X) be a family
of sets such that
(i) for every x E X there exists B E 0 such that x E B,
(ii) for every BI, B2 E fl, with B1 fl B2 0, and for every x E B1 fl B2
there exists B3 E (3 such that x E B3 and B3 C Bl f1 B2.
Then the collection r C P (X) of arbitrary unions of members of f3 is a
topology for which J3 is a base.
As we will see later on, the metrizability and the normability of a given
topology depend on the properties of a base (see Theorems A.14 and A.36
below).
Definition A.7. Let (X, r) be a topological space.
(i) The space X satisfies the first axiom of countability if every x E X
admits a countable base of open sets.
(ii) The space X satisfies the second axiom of countability if it has a
countable base.
In the text we use several notions of compactness.
Definition A.S. Let X be a topological space.
(i) A set K C X is compact if for every open cover of K, i.e., for every
collection {Ua} of elements of r such that U,, U. D K, there exists
a finite subcover (i.e., a finite subcollection of {U0} whose union
still contains K).
(ii) A set E C X is relatively compact (or precompact) if its closure E

is compact.
(iii) A set E C X is a-compact if it can be written as a countable union
of compact sets.
(iv) The topological space X is locally compact if every point x E X
has a neighborhood whose closure is compact.
Remark A.9. A closed subset of a compact topological space is compact.
On the other hand, a compact set of a Hausdorff space is closed.
If X is a topological space, we denote by C,, (X) the space of all contin-

uous functions u : X -+ R whose support is compact.
The next theorem is used to construct cut-off functions and partitions
of unity.
Theorem A.10. If X is a locally compact Hausdorff space and K C U C X,
with K compact and U open, then there exists W open such that W is
compact and KCWCWCU.
Corollary A.11. If X is a locally compact Hausdorf space and K C U C
X, with K compact and U open, then there exists a function cp E C, (X)
such that 0 < W :S 1, cp - 1 on K, and Sp - 0 on X \ U.
The function cp is usually referred to as a cut-off function.
To introduce partitions of unity, we need the notion of a locally finite
family.
Definition A.12. Let X be a topological space and let F be a collection
of subsets of X. Then
(i) F is locally finite if every x E X has a neighborhood meeting only
finitely many U E F,
(ii) F is a-locally finite if
00
F=U
n=1
where each I, is a locally finite collection in X.
We are now ready to introduce partitions of unity.
Definition A.13. If X is a topological space, a partition of unity on X is
a family {cpi}4EA of continuous functions (pi X -t 10,1] such that
E (x) = 1
iEA
A.3. Topological Vector Spaces 497
for all x E X. A partition of unity is locally finite if for every x E X there

exists a neighborhood U of x such that the set {i E A : U n supp cps 34 0} is
finite. If {U,}3E y is an open cover of X, a partition of unity subordinated to
the cover {U3}3E- is a partition of unity {cpq}jEA such that for every i E A,
supp Vi C U3 for some j E
A metric space (X, d) can always be turned into a topological space

(X, T) by taking as a base for the topology r the family of all open balls.
We then say that r is determined by d. Note that (X, r) is a Hausdorff
normal space.
A topological space X is metrizable if its topology can be determined
by a metric.
Theorem A.14. A topological space is metrizable if and only if the following
properties hold:
(i) Singletons are closed.
(ii) For every closed set C C X and for every x 0 C there exist disjoint
open neighborhoods of C and x.
(iii) X has a o--locally finite base.
A.3. Topological Vector Spaces

Let X be a vector space over R and let E C X. The set E is said to be
balanced if tx E E for all x E E and t E[-1,1]. We say that E C X is
absorbing if for every x E X there exists t > 0 such that sx E E for all
0<s<t.
Definition A.15. Given a vector space X over R endowed with a topology
r, the pair (X, r) is called a topological vector space if the functions
XxX -'X, and
R xX - X,
(x, y) i--> x + y (t, x) H tx
are continuous with respect to r.
Remark A.M. (i) In a topological vector space a set U is open if and only
if x + U is open for all x E X. Hence, to give a base, it is enough
to give a local base at the origin.
(ii) Using the continuity of addition and scalar multiplication, it is
possible to show that each neighborhood U of the origin is absorbing
and it contains a neighborhood W of zero such that W + W C U
and W C U, as well as a balanced neighborhood of zero.
As a corollary of Theorem A.14 we have the following:

Corollary A.17. A topological vector space X is metrixable if and only if

(i) singletons are closed,
(ii) X has a countable base.
Definition A.18. Let X be a topological vector space. A set E C X is
said to be topologically bounded if for each neighborhood U of 0 there exists
t > 0 such that E C W.
Note that when the topology r is generated by a metric d, sets bounded
in the topological sense and in the metric sense may be different. To see this,
it suffices to observe that the metric dl := i generates the same topology
as d, but since dl < 1, every set in X is bounded with respect to dl.
We now define Cauchy sequences in a topological vector space.
Definition A.19. Let X be a topological vector space. A sequence {x,, } C
X is called a Cauchy sequence if for every neighborhood U of the origin
there exists an integer W E N such that
xn - x,n E U
for all n, m > W. The space X is complete if every Cauchy sequence is
convergent.
Note that Cauchy (and hence convergent) sequences are bounded in the
topological sense.
Proposition A.20. Let X be a topological vector space and let {xn} C X
be a Cauchy sequence. Then the set {xn : n E N} is topologically bounded.
Topologically bounded sets play an important role in the normability of
locally convex topological vector spaces (see Theorem A.36 below).
Definition A.21. A topological vector space X is locally convex if every
point x E X has a neighborhood that is convex.
Proposition A.22. A locally convex topological vector space admits a local
base at the origin consisting of balanced convex neighborhoods of zero.
Let X be a vector space over R and let E C X. The function pE : X - R
defined by
pE (x) := inf {t > 0 : x E tE}, x E X,
is called the gauge or Minkowaki functional of E.
Definition A.23. Let X be a vector space over R. A function p : X -' R
is called a seminorm if
p (x + y) <_ p (x) + p (y)
for allx,yEXandp(tx)=Itip(x)forall xEXand tEPC
A.3. Topological Vector Spaces 499
Remark A.24. Let X be a vector space over R and let E C X. The gauge
PE of E is a seminorm if and only if E is balanced, absorbing, and convex.
Theorem A.25. If F is a balanced, convex local base of 0 for a locally
convex topological vector space X, then the family {pu : U E .F} is a family
of continuous seminorms. Conversely, given a family P of seminorms on a
vector space X, the collection of all finite intersections of sets of the form
V(p,n):={xEX: p(x)<n}, pEP,nEN,
is a balanced, convex local base of 0 for a )topology r that turns X into a
locally convex topological vector space such that each p is continuous with
respect to T.
We now give some necessary and sufficient conditions for the topology
T given in the previous theorem to be Hausdorff and for a set to be topo-
logically bounded.
Corollary A.26. Let P be a family of seminorms on a vector space X and
let r be the locally convex topology generated by P. Then
(i) T is Hausdorff if and only if p (x) = 0 for all p E P implies that
x = 0,
(ii) a set E C X is topologically bounded if and only if the set p (E) is
bounded in R forallpEP.
We now introduce the notion of dual space.
Definition A.27. Let X and Y be two vector spaces. A map L : X - Y
is called a linear operator if
(i) L (x + y) = L (x) + L (y) for all x, y E X,
(ii) L (tx) = t L (x) for all xEX and t E R.
If X and Y are topological vector spaces, then the vector space of all
continuous linear operators from X to Y is denoted by C (X; Y) . In the
special case Y = R, the space C(X;R) is called the (topological) dual space
of X and it is denoted by X'. The elements of X' are also called continuous
linear functionals.
The bilinear (i.e., linear in each variable) mapping
(A.1) X' x X -a
(L, x) i- L (x)
is called the duality pairing.
The dual space L (X'; R) of X' is called the bidual space of X and it is
denoted by X".
Definition A.28. Let X, Y be topological vector spaces. An operator

L : X -i, Y is bounded if it sends topologically bounded sets of X into
topologically bounded sets of Y.
Theorem A.29. Let X, Y be topological vector spaces and let L : X -, Y
be a linear operator. Consider the following properties:
(i) L is continuous.
(ii) L is bounded.
(iii) If {x.} C X and x. 0, then {L (xm)} is a topologically bounded
set.
(iv) If {xn} C X and x!, -+ 0, then L (x,z) - 0.
Then
(i) . (ii) (iii).
Moreover, if X is metrizable, then
(iii) (iv) (i)
so that all four properties are equivalent.

Theorem A.30 (Hahn-Banach's theorem, analytic form). Let X be a vec-
tor space, let Y be a subspace of X, and let p : X - R be a convex function.
Then for every linear functional L : Y -+ R such that
L (x) < p (x) for all x E Y
there exists a linear functional Ll : X -* R such that
L1(x) = L (x) for all x E Y
and
L(x) <p(x) forallxEX.
Theorem A.31 (Hahn-Banach's theorem, first geometric form). Let X be
a topological vector space and let E, F C X be nonempty disjoint convex
sets. Assume that E has an interior point. Then there exist a continuous
linear functional L : X , R, L # 0, and a number a E R such that
L(x)>a forallxEE and L(x)<a forallxEF.
Corollary A.32. Let X be a topological vector space. Then the dual X' of
X is not the null space if and only if X has a convex neighborhood of the
origin strictly contained in X.
In view of the previous corollary it is natural to restrict our attention to

locally convex topological vector spaces.
A.4. Normed Spaces 501
Theorem A.33 (Hahn-Banach's theorem, second geometric form). Let X

be a locally convex topological vector space and let C, K C X be nonempty
disjoint convex sets, with C closed and K compact. Then there exist a
continuous linear functional L : X --+ R and two numbers a E R and e > 0
such that
L (x) < a- E for all x E C and L (x) > a -}- a for all x E K.
A.4. Normed Spaces

Definition A.34. A norm on a vector space X is a map
X -> [0,00)
such that
(i) Iix + vII < iIxII + Ilyil for all x, y E X.
(ii) litxil = Iti lixII for all x E X and t E R,
(iii) IIxil = 0 implies x = 0.
A nonmed space (X, 11 Il) is a vector space X endowed with a norm

For simplicity, we often say that X is a normed space.
If for every x, y E X we define
d(x,y) := IIx - yll,
then (X, d) is a metric space. We say that a normed space X is a Banach
space if it is complete as a metric space.
Example A.35. Let X be a topological space and consider the space CC (X)
of all continuous functions u : X -y R whose support is compact. For
u E CC (X) define
iiulL0 := Ju (x)i
max
Then is a norm. In general C. (X) is not complete. We denote by
Co (X) the completion of CC (X) relative to the supremum norm 11-1100. if X
is compact, then
Co(X)=Cc (X)=C(X).
If X is a locally compact Hausdorff space, then it can be shown that u E
Co (X) if and only if u E C (X) and for every e > 0 there exists a compact
set K C X such that
Ju(x)l <E forallxEX\K.
We also define C,, (X; Rm) and Co (X; Rm) as the spaces of all functions
u : X -> RI whose components belong to Cc, (X) and Co (X), respectively.
A topological vector space is normable if its topology can be determined
by a norm.
Theorem A.36. A topological vector space X is normable if and only if it

is locally convex and it has a topologically bounded neighborhood of 0.
Two norms 1 1-1 11 and 11'112 are equivalent if there exists a positive constant
C > 0 such that
CIIxII1 <_ 11x112<_CII2II1 forallxEX.

Equivalent norms induce the same topology on X.
Proposition A.37. Let X and Y be normed spaces 4vith norms II-II. and
II. "Y, respectively.
(i) A linear operator L : X -* Y is continuous if and only if
II L (x) IlY
IILII,c(x;Y) := sup < 00.
IIxIIx
(ii) The mapping L E L (X; Y) H II LII C(x;Y) is a norm.
(iii) if Y is a Banach space, then so is C (X; Y). Conversely, if X 34 {0)
and L (X; Y) is a Banach space, then so is Y.
As a corollary of the Hahn-Banach theorem (Theorem A.30) one has

the following result.
Corollary A.38. Let X be a normed space. Then for all x E X,
IL(x)l
IIxIIx -=LEX',ILllr,<1
IIxIIx
Definition A.39. Let X and Y be normed spaces with norms II IIx and
".IIY. A continuous linear operator L E L (X; Y) is said to be compact if it
maps every bounded subset of X onto a relatively compact subset of Y.
In particular, if L is compact, then from every bounded sequence {x"} C

X we may extract a subsequence I such that {L (x,,,,)) converges in Y.
Definition A.40. We say that the normed space X is embedded in the
normed space Y and we write
XyY
if X is a vector subspace of Y and the immersion
i.X - Y
is continuous.
A.5. Weak Topologies 503
Note that since the immersion is linear, in view of Proposition A.37 the
continuity of i is equivalent to requiring the existence of a constant M > 0
such that
""xj'y SM""x'jx for all x E X.
We say that X is compactly embedded in Y if the immersion i is a compact
operator.
A.5. Weak Topologies

Given a locally convex topological vector space X, for each L E X' the
function PL : X - [0, oo) defined by
(A.2) pL (x) :_ L (x)I , x E X,
is a seminorm. In view of Theorem A.25, the family of seminorms U'L}LEx'
generates a locally convex topology a (X, X') on the space X, called the
weak topology, such that each PL is continuous with respect to or (X, X'). In
turn, this implies that every L E X' is a (X, X') continuous.
Theorem A.41. Let X be a locally convex topological vector space and let
E C X. Then
(i) E is bounded with respect to the (strong) topology if and only if it
is weakly bounded,
(ii) if E is convex, then E is closed if and only if it is weakly closed.
Definition A.42. Given a locally convex topological vector space X, a
sequence {x,} C X converges weakly to x E X if it converges to x with
respect to the weak topology a (X, X').
We write xn - x. In view of Theorem A.25 and (A.2), we have the
following result.
Proposition A.43. Let X be a locally convex topological vector space. A
sequence {x,z} C X converges weakly to x E X if and only if
lim L (x,,) = L (x)
n-Poo
for every LEX'.
Similarly, given a locally convex topological vector space X, for each
x E X the function p. : X' -* [0, oo) defined by
(A.3) pz (L) := IL (x) I , L E X',
is a seminorm. In view of Theorem A.25, the family of seminorms {px}.Ex
generates a locally convex topology a (X', X) on the space X', called the
weak star topology, such that each px is continuous with respect to a (X', X).
Definition A.44. Let X be a locally convex topological vector space. A

sequence {Ln} C X' is weak star convergent to L in X' if it converges to L
with respect to the weak star topology a(X',X).
We write L j L. In view of Theorem A.25 and (A.3), we have the
following result.
Proposition A.45. Let X be a locally convex topological vector space. A
sequence {L} C X' converges weak star to L E X' if and only if
lim L,a (x) = L (x)
a-loo
for every x E X.
Theorem A.46 (Banach-Alaoglu). If U is a neighborhood of 0 in a locally
convex topological vector space X, then
K :_ {L E X' : IL (x)l < 1 for every x E U}
is weak star compact.
Corollary A.47. If X is a nonmed space, then the closed unit ball of X',
{LEX': JILIIx,<1},
is weak star compact.
If X is separable, it actually turns out that weak star compact sets are
metrizable, and thus one can work with the friendlier notion of sequential
compactness.
Theorem A.48. Let X be a separable locally convex topological vector space
and let K C X' be weak star compact. Then (K, a (X', X)) is metrizable.
Hence, also in view of the Banach-Alaoglu theorem, we have the follow-
ing:
Corollary A.49. Let U be a neighborhood of 0 in a separable locally convex
topological vector space X and let {L,z} C X' be such that
ILn W1 C 1 for every x E U and for all n E N.
Then there exists a subsequence that is weak star convergent. In
particular, if X is a separable Banach space and {Ln} C X' is any bounded
sequence in X', then there exists a subsequence that is weak star convergent.
For Banach spaces the converse of Theorem A.48 holds:
Theorem A.50. Let X be a Banach space. Then the unit ball B (0; 1) in
X' endowed with the weak star topology is metrizable if and only if X is
separable.
A.5. Weak Topologies 505
Proposition A.51. Let X be a Banach space. If a sequence {Ln} C X'

converges weak star to L E X', then it is bounded and
IILIIx, <_ lim inf
-oo
IILnIIx,.
Proposition A.52. Let X be a Banach space. If X' is separable, then so

is X.
The converse is false in general (take, for example, the separable space
L' (RN) and its dual L°° (RN)).
We now study analogous results for the weak topology. An infinite-
dimensional Banach space when endowed with the weak topology is never
metrizable. However, we have the following:
Theorem A.53. Let X be a Banach space whose dual X' is separable. Then
the unit ball B (0; 1) endowed with the weak topology is metrizable.
Definition A.54. Let X be a locally convex topological vector space. A
set K C X is called sequentially weakly compact if every sequence {xn} C K
has a subsequence converging weakly to a point in K.
Theorem A.55. Let X be a Banach space. If K C X is weakly compact,
then it is weakly sequentially compact.
Using Banach-Alaoglu's theorem, one can prove the following theorem:

Theorem A.56 (Eberlein-gmulian). Let E be a subset of a Banach space
X. Then the weak closure of E is weakly compact if and only if for every
sequence {xn} C E there exists a subsequence weakly convergent to some
element of X.
As an immediate application of the Hahn-Banach theorem we have the

following:
Proposition A.57. Let X be a normed space and consider the linear oper-
ator mapping J : X - X" defined by
J (x) (L) := L (x) , L E X'.
Then IIJ (x)IIx,, = IIxIIx for all x E X. In particular, J is injective and
continuous.
Definition A.58. A normed space X is reflexive if J (X) = V.
In this case it is possible to identify X with its bidual X".
Theorem A.59 (Kakutani). A Banach space is reflexive if and only if the
closed unit ball {x E X : IIxil S 1} is weakly compact.
In view of the previous theorem and the Eberlein-Smulian theorem we

have the following corollary:
Corollary A.60. Let X be a reflexive Banach space and let C X be a
bounded sequence. Then there exists a subsequence that is weakly convergent.
Proposition A.61. A norm.ed space X is reflexive if and only if X' is
reflexive.
The following proposition is used throughout the text, sometimes with-

out mention.
Proposition A.62. Let X be a Banach space. If a sequence {x,z} C X
converges weakly to x E X, then it is bounded and
IIxII <_ limf IIxnII
A.6. Hilbert Spaces

Definition A.63. An inner product on a vector space X is a map
X x X -i R
such that
(i) (x, y) = (y, x) for all x, y E X,
(ii) (sx + ty, z) = s (x, z) + t (y, z) for all x, y, z E X and s, t E R,
(iii) (x, x) > 0 for every x E X and (x, x) = 0 if and only if x = 0.
If for every x E X we define
IIxII
(xx),
then X becomes a normed space. We say that a normed space X is a Hilbert
space if it is a Banach space.
Theorem A.64. Let (X, II'II) be a nonmed space. Then there exists an inner
product X x X - R such that IIxII = (xx) for all x E X if and
only if II' II satisfies the parallelogram law
IIx + y112 + IIx - tll2 = 2 IIx112 + 2 IIyhl2
for all x,yGE X.
Remark A.65. If 11.11 satisfies the parallelogram law, then the inner product
in the previous theorem is defined as
(x, y)
4
[llx+vfl2 - IIx - III2]
for all x,yEX.
Appendix B
Measures
ANOVA: Analysis of Value. Is your research worth anything?
Significance is determined by comparing one's research with the
Dull Hypothesis: Hp: /Al = p2? where Hp: the Dull Hy-
pothesis, is,: significance of your research, p2: significance of
a monkey typing randomly on a typewriter in a forest where no
one can hear it.
- Jorge Cham, www.phdcomic.com
In this chapter we present, without proofs, all the results in abstract measure
theory and Lebesgue integration that we used in the text. This chapter
draws upon [65], to which we refer for the proofs of all the results that
cannot be found in classical texts (such as [48], [54], [64], [1431). Here, we
prove only a few results that are used in this text and that cannot be found
in 1651 or in classical textbooks.
B.1. Outer Measures and Measures

Definition B. 1. Let X be a nonempty set. A map ps : P (X) -1, [0, oo] is
called an outer measure if
(i) (0) = 0,
(ii) (E) < p* (F) for all E C F C X,
(iii) p* (UO0 1 E.) < E° 1 µs (E.) for every countable collection {E}
of subsets of X.
Remark B.2. The reader should be warned that in several books (e.g.,
[54], 158]) outer measures are called measures.
To construct outer measures, we usually start with a family G of "ele-

mentary sets" (e.g., cubes in RN) for which we have an "elementary notion
of measure" p : 9 -> [0, oo] (i.e., in 1ll;N the volume of a cube Q (x, r) is rN).
507
508 B. Measures
Proposition B.3. Let X be a nonempty set and let 9 C P (X) be such that
0 E 9 and there exists {Xn} C c with X = U°°_1 Xn. Let p : G --f [0, oo] be
such that p (0) = 0. Then the map p.* : P (X) - [0, oo[, defined by
µ (E) := inf p (E.) : C Q, E C U E. E C X,

In=1 n=1
is an outer measure.
Remark B.4. Note that if E E 9, then taking E1 = E, E,z := 0 for all
n > 2, it follows from the definition of lc* that p* (E) < p (E), with the
strict inequality possible. However, if p is countably subadditive, that is, if
p (E) < 1: p(En)

n=1
for all ECU°D_1Enwith EE9and{E,,}C9,then µpons.

The main problem with outer measures is that they are not additive
on disjoint sets. To circumvent this problem, we restrict an outer measure
lc* : P (X) -, [0, oo] to a smaller class of subsets for which additivity of
disjoint sets holds.
Definition B.5. Let X be a nonempty set and let µ* : P (X) - [0, oo] be
an outer measure. A set E C X is said to be µ*-measurable if
µ*(F)=µ*(Ff1E)+AC*(F\E)
for all sets F C X.
We will see below in Theorem B.13 that the restriction of A* to the class
9X* :_ {E C X : E is p*-measurable}
is additive, actually countably additive, and that the class U1* has some
important properties; precisely, it is a o -algebra.
Definition B.6. Let X be a nonempty set. A collection 9)1 C P (X) is an
algebra if the following hold.
(i) 0 E 9}t.
(ii) IfEE9?t,then X\EEM.
(iii) If E1, E2 E WI, then E1 U E2 E WI.
fit is said to be a v-algebra if it satisfies (i)-(ii) and
(iii)l if {En} C 9)t, then U°n°_1 En E M.
B.I. Outer Measures and Measures 509
If 9A is a a-algebra, then the pair (X, WI) is called a measurable space.

Let X be a nonempty set. Given a subset F C P (X), the smallest (in
the sense of inclusion) c-algebra that contains.F is given by the intersection
of all a-algebras on X that contain F.
If X is a topological space, then the Borel a-algebra B (X) is the smallest
u-algebra containing all open subsets of X.
Definition B.7. Let X be a nonempty set and let 9.)I C P (X) be an algebra.
A map A. 9)1 --> 10, oo] is called a (positive) finitely additive measure if
p (0) = 0, p. (El U E2) _ p (El) + A (E2)
for all E1, E2EWIwith El fE2=0.
Definition B.8. Let X be a nonempty set, let WI C P (X) be a a-algebra.
A map p : 9)i -- (0, oo) is called a (positive) measure if
00 00
u 0, f U E. = E I (E.)
n=1 n=1
for every countable collection {En} C fit of pairwise disjoint sets. The triple
(X, fit, p) is said to be a measure space.
Given a measure space (X, fit, p), where X is a topological space, the
measure p is called a Borel measure if fii contains B (X).
One of the most important properties of measures is given in the next
proposition.
Proposition B.9. Let (X, MI, p) be a measure space.
W If {En} is an increasing sequence of subsets of 91, then
00
Fb U En = Ulim,
-400
p(En)
n=1
(ii) If {En} is a decreasing sequence of subsets of 911 and IA (El) < oo,
then
00
p I I
En = lim p (E,L).
n"oo
n=1
Definition B.10. Let (X, fit, p) be a measure space.
(i) The measure p is said to be complete if for every E E W with
p (E) = 0 it follows that every F C E belongs to fit.
(ii) A set E E fit has o-finite p-measure if it can be written as a
countable union of measurable sets of finite measure; p is said to
be a-finite if X has o-finite p-measure; Is is said to be finite if
p (X) < oo.
510 B. Measures
(iii) The measure µ : fit -> [0, oo] is said to have the finite subset prop-
erty, or to be semifinite, if for every E E fit, with p (E) > 0, there
exists F E 9)t, with F C E, such that 0 < µ (F) < oo.
(iv) A set E E fit of positive measure is said to be an atom if for every
F E fit, with F C E, either to (F) = 0 or to (F) = µ (E). The
measure µ is said to be nonatomic if there are no atoms, that is, if
for every set E E fit of positive measure there exists F E fit, with
F C E, such that 0 < it (F) < µ (E).
Analogous definitions can be given for finitely additive measures.
Remark B.11. Note that a o-finite measure has the finite subset property.
The Hausdorff measure 9-le (see Appendix C) is an example of a non-a-finite
measure with the finite subset property.
The following is a useful property of finite measures.

Proposition B.12. Let (X, fit, ti) be a measure space with p finite and let
{Ej }JEA C fit be an arbitrary family of pairwise disjoint subsets of X. Then
tc (Ej) = 0 for all but at most countably many j E A.
Theorem B.13 (Caratheodory). Let X be a nonempty set and let u*
P (X) - [0, oo] be an outer measure. Then
(B.1) fit* := {E C X : E is µ*-measurable}
is a a-algebra and µ* : fit* - [0, oo] is a complete measure.
FYom Proposition B.3 and Remark B.4 we have the following.
Corollary B.14. Let X be a nonempty set, let fit C P (X) be an algebra,
and let µ : fit - [0, oo] be a finitely additive measure. Let a* be the outer
measure defined in Proposition B.3 (with 9:= fit and p := µ). Then every
element of fit is p*-measurable. Moreover, if it is countably additive, then
µ* = p on fit.
Remark B.15. Note that the previous result implies that every countably
additive measure µ : fit - [0, oo] defined on an algebra fit may be extended
as a measure to a a-algebra that contains M. It actually turns out that
when p is a-finite, this extension is unique.
Corollary B.16. Let I C R be an interval and let µ, v : B (I) -> [0, oo] be
two measures such that
A ((a, b]) = v ((a, b]) < 00
for all intervals (a, b] C I. Then p = v.
B.2. Measurable and Integrable Functions 511
Proof. Let
fit := {E E B (I) : µ (E) = v (E)}.
Then fit is an algebra that contains all intervals (a, b] C I. Moreover,
µ, v : fit - [0, oo] are a-finite. Hence, by the previous remark, µ and v
coincide on the smallest a-algebra that contains all intervals (a, b] C I. This
a-algebra is B (I). 0
Remark B.17. In the previous corollary, we could have used any other
family (e.g., open, closed) of intervals that generates B (I).
Using Caratheodory's theorem, we have created a large class of com-

plete measures. The next problem is to understand the class fit* of the
µ*-measurable sets. To do this, we consider a special class of outer mea-
sures.
Definition B.18. Let X be a metric space and let u* : P (X) -, [0, oo] be
an outer measure. Then p* is said to be a metric outer measure if
p*(EUF) _!s*(E)+p*(F)
for all sets E, F C X, with
dist (E, F) := inf {d (x, y) : x E E, y E F} > 0.
Proposition B.19. Let X be a metric space and let µ* : P (X) -* [0, oo]
be a metric outer measure. Then every Borel set is µ*-measurable.
B.2. Measurable and Integrable Functions

In this section we introduce the notions of measurable and integrable func-
tions.
Definition B.20. Let X and Y be nonempty sets and let fit and 91 be
algebras on X and Y, respectively. A function u : X -' Y is said to be
measurable if u-' (F) E fit for every set F E 9!.
If X and Y are topological spaces, fit := B (X) and M := B (Y), then

a measurable function u : X --> Y will be called a Borel function, or Borel
measurable. If in a topological space (usually, RN, R, or [-oo, oo]) the a-
algebra is not specified, it is understood that we take the Borel a-algebra
B (X).
Proposition B.21. If fit is a a-algebra on a set X and 9! is the smallest a-
algebra that contains a given family G of subsets of a set Y, then u : X - Y
is measurable if and only if ul (F) E 9)! for every set F E G.
512 B. Measures
Remark B.22. In particular, if in the previous proposition Y is a topologi-

cal space and 91= B (Y), then it suffices to verify that u-1 (A) E fit for every
open set A C Y. Moreover, if Y = R (respectively, Y = [-oo, 001), then it
suffices to check that u1 ((a, oo)) E fit (respectively, u-1 ((a, oo]) E fit) for
every a E R.
Remark B.23. If X and Y are topological spaces, then, in view of the
previous remark, every continuous function u : X --> Y is a Borel function.
Proposition B.24. Let (X, M), (Y, 91), (Z, Q) be measurable spaces and let
u : X -> Y and v : Y --+ Z be two measurable functions. Then the function
v o u = X -> Z is measurable.
Corollary B.25. Let (X, fit) be a measurable space and let u : X -> R
(respectively, u : X - [-oo, oo]) be a measurable function. Then uz, lul,
u+, u , cu, where c E R, are measurable.
Remark B.26. If c = 0 and u : X [-oo, oo], the function cu is defined
to be identically equal to zero.
Given two measurable spaces (X, MI) and (Y, 92), we denote by MI 091 C
P (X x Y) the smallest a-algebra that contains all sets of the form E x F,
where E E fit, F E 7t. Then fit 091 is called the product a-algebra of fit
and 91.
Proposition B.27. Let (X, M?), (Y1, 911), ... , (Yn, 91..) be measurable spa-
ces and consider
(Yi x ... x Yt, 9T1 0 ... (9 9Tn) .
Then the vector-valued function u : X -+ Y1 x - x Yn is measurable if
and only if its components uu : X -> Yi are measurable functions for all
i= 1,...,n.
Corollary B.28. Let (X, fit) be a measurable space and let u : X -+ R
and v : X -). R be two measurable functions. Then u + v, uv, min {u, v},
max {u, v} are measurable.
Remark B.29. The previous corollary continues to hold if R is replaced by
[-oo, oo], provided u + v are well-defined, i.e., (u (x), v (x)) {± (oo, -oo)}
for all x E X. Concerning uv, we define (uv) (x) := 0 whenever u (x) or
v (x) is zero.
Proposition B.30. Let (X, WI) be a measurable space and let un : X -
[-oo, oo], n E N, be measurable functions. Then the functions
sup un, inf un, lim inf u,t, lim sup u,i
n n n-yoo
are measurable.
Remark B.31. The previous proposition uses in a crucial way the fact that
fit is a v-algebra.
Let (X, fit, µ) be a measure space. We will see later on that the Lebesgue
integration does not "see" sets of measure zero. Also, several properties
(existence of pointwise limit of a sequence of functions, convergence of a
series of functions) do not hold at every point x E X. Thus, it is important
to work with functions u that are defined only on X \ E with µ (E) = 0. For
this reason, we extend Definition B.20 to read as follows.
Definition B.32. Let (X, fit) and (Y, 91) be two measurable spaces and let
p : fit - [0, oo] be a measure. Given a function u : X \ E - Y where
p (E) = 0, u is said to be measurable over X if u-1 (F) E fit for every set
FE91.
In general, measurability of u on X \ E does not entail the measurability
of an arbitrary extension of u to X unless p is complete. However, if we
define
W (x)
U(X) ifxEX\E,
yi if x E E,
where yl E Y, then w is measurable. Hence, in general there are extensions
of u that are measurable and others that are not. The next result shows
that if the measure p is complete, then this cannot happen.
In what follows, if p is a measure, we write that a property holds µ-a.e.
on a measurable set E if there exists a measurable set F C E such that
p (F) = 0 and the property holds everywhere on the set E \ F.
Proposition B.33. Let (X, fit) and (Y, 91) be two measurable spaces and
let u : X -> Y be a measurable function. Let p : fit -> [0, oo] be a complete
measure. If v : X - Y is a function such that u (x) = v (x) for p-a.e.
x E X, then v is measurable.
Going back to the setting in which u : X \ E -+ Y with p (E) = 0, since
Lebesgue integration does not take into account sets of measure zero, we
will see that integration of u depends mostly on its measurability on X \ E.
Corollary B.34. Let (X, fit) be a measurable space and let u : X -
[-oo, oo], n E N, be measurable functions. Let p : fit -> [0, oo] be a complete
measure. If there exists limn_oo u (x) for p-a.e. x E X, then limn_oo u,, is
measurable.
We are now in a position to introduce the notion of integral.

Definition B.35. Let X be a nonempty set and let fit be an algebra on X.
A simple function is a measurable function s : X -- R whose range consists
of finitely many points.
514 B. Measures
If cl, ... , ee are the distinct values of s, then we write

t
s=EenXE"'
n=1
where 71 CE" is the characteristic function of the set
En:={xEX:8(x)=cn},
if x E En,
1
XE " (x) otherwise.
0
If µ is a finitely additive (positive) measure on X and s > 0, then for every
measurable set E E X12 we define the Lebesgue integral of s over E as
I
(B.2) ad/L>cnp(EnnE),
n=1
where if c = 0 and it (En n E) = oo, then we use the convention
c.A (E,, n E) := 0.
Theorem B.36. Let X be a nonempty set, let WI be an algebra on X, and
let u : X - [0, oo] be a measurable function. Then there exists a sequence
{sn} of simple functions such that
081(x) <s2(x) < C s,,(a')-*u(x)
for every x E X. The convergence is uniform on every set on which u is
bounded from above.
Corollary B.37. Let (X, 0, p) be a measure space and let u : X - [0, oo]
be a measurable function. If the set {x E X : u (x) > 01 has u-finite measure
and u is finite µ-a.e., then there exists a sequence of simple functions,
each of them bounded and vanishing outside a set of finite measure (depend-
ing on n), such that
0 'C 81 (x) < 82 (x) 'C ... < sn (x) -' u (x)
for every x C= X.
In the remainder of this section, WI is a c-algebra and U a (countably
IJJJ
additive) measure. In view of the previous theorem, if u : X -. [0, oo] is a
measurable function, then we define its (Lebesgue) integral over a measurable
set E as
IJE udu:=sup{ fE sdp: ssimple,0<s<u.
We list below some basic properties of Lebesgue integration for nonneg-
ative functions.
Proposition B.38. Let (X, fit, p) be a measure space and let u, v : X -

[-oo, oo] be two measurable functions.
(i) If 0 < u < v, then fE u dµ < fE v dp for every measurable set E.
(ii) If c E [0, oo], then fE cu dµ = c fE u dµ (here we set Ooo 0).
(iii) If E E fit and u (x) = 0 for µ-a. e. x E E, then fE u dµ = 0, even
if µ (E) = oo.
(iv) If E E fit and µ (E) = 0, then fE u dµ = 0, even if u =_ oo in E.
(v) fE u d1A = fx XEu dµ for every measurable set E.
The next results are central to the theory of integration of nonnegative

functions.
Theorem B.39 (Lebesgue's monotone convergence theorem). Let (X, WI, p)
be a measure space and let un : X -, [0, oo] be a sequence of measurable func-
tions such that
0<'u1(x):u2(x) :51 ... <u (x)-4u,(x)
for every x E X. Then u is measurable and
lim un d u= J u dµ.
n-.oo x
Remark B.40. The previous theorem continues to hold if we assume that
un (x) - u (x) for µ-a.e. x E X. Indeed, in view of Proposition B.38(iv), it
suffices to redefine un and u to be zero in the set of measure zero in which
there is no pointwise convergence.
Corollary B.41. Let (X, fit, µ) be a measure space and let u, v : X - [0, oo)
be two measurable functions. Then
Jx(u+v) dµ = udµ+fxvdµ.
JX
Corollary B.42. Let (X, fit, µ) be a measure space and let un : X - [0, oo]
be a sequence of measurable functions. Then
n=1
fx undp= f x n=1
>undp.
Example B.43. Given a doubly indexed sequence {ank}, with ank > 0 for
all n, k E N, we have
00 00 00 00
E E ank = > E ank'

n=1k=1 k=1n=1
516 B. Measures
To see this, it suffices to consider X = N with the counting measurer and to

define un : N - [0, oo] by un (k) := ank. Then
un dµ = E
00 ank,
JX k=1
and the result now follows from the previous corollary.
Lemma B.44 (Fatou's lemma). Let (X, fit, µ) be a measure space.
(i) If un X - [[0, oo] is a sequence of measurable functions, then
lim inf un dµ < lim inf u,1 dµ.
JX n- oo n-too X
(ii) If un X - [-oo, oo] is a sequence of measurable functions such
that
un<v
for some measurable function v : X - [0, oo] with fX v dµ < oo,
then
flim sup un dti > lim sup un dµ.
Jx n-oo n-oo JX
Corollary B.45. Let (X, fit, it) be a measure space and let u : X -' [0, oo]
be a measurable function. Then
Ix udtt=0
if and only if u (x) = 0 for µ-a. e. X E X X.
In order to extend the notion of integral to functions of arbitrary sign,

consider u : X - [-oo, oo]. Note that u = u+ - u- and Jul = u+ + u- and
that u is measurable if and only if u+ and u are measurable. Also, if u is
bounded, then so are u+ and u-, and in view of Theorem B.36, u is then
the uniform limit of a sequence of simple functions.
Definition B.46. Let (X, fit, Et) be a measure space and let u : X -
[-oo, oo] be a measurable function. Given a measurable set E E fit, if at
least one of the two integrals fE u+ dp and fE u- dµ is finite, then we define
the (Lebesgue) integral of u over the measurable set E by
:= dµ.
JE
fEU+dit
- fEu
'Given a set X, the counting measure u : 7, (X) - 10, ool is defined by

the number of elements of E if E is a finite set,
A(E):= 00 otherwise
for every E C X.
If both fE u+ dµ and fE u- dµ are finite, then u is said to be (Lebesgue)

integrable over the measurable set E.
A measurable function u : X -+ [-oo, oo] is Lebesgue integrable over
the measurable set E if and only if
1 Jul dµ<oo.
Remark B.47. If (X, 911, p) is a measure space and u : X -> [-oo, oo] is
Lebesgue integrable, then the set {x E X : In (x) I = oo} has measure zero,
while the set {x E X : In (x) I > 0} is a-finite.
If (X, 911, µ) is a measure space, with X a topological space, and if fit
contains B (X), then u : X - [-oo, oo] is said to be locally integrable if it is
Lebesgue integrable over every compact set.
Proposition B.48. Let (X, 9A,µ) be a measure space and let u, v : X
[-oo, oo] be two integrable functions.
(i) If a,,8 E R, then au +,Qv is integrable andr
J(+ dµ = a
Jx udµ + f3 xJ v d.
(ii) If u (x) = v (x) for µ--a.e. x E X, then
(B.3) fud/L=JvdIL(iii)
I fx udµl <_ fx Jul dµ.
Part (ii) of the previous proposition motivates the next definition.
Let (X, 97i, µ) be a measure space. If F E 911 is such that µ (F) = 0 and
u : X \ F - [-oo, oo] is a measurable function in the sense of Definition
B.32, then we define the (Lebesgue) integral of u over the measurable set E
as the Lebesgue integral of the function
V (x)
_ u(x) ifxEX\F,
0 otherwise,
provided fE v dµ is well-defined. Note that in this case
JEvdµ = JEVdµ,
where
v (x)
_ u(x) ifxEX\F,
1 w (x) otherwise
and w is an arbitrary measurable function defined on F. If the measure µ is
complete, then fE v dµ is well-defined if and only if fE\F u dµ is well-defined.
518 B. Measures
For functions of arbitrary sign we have the following convergence result.
Theorem B.49 (Lebesgue's dominated convergence theorem). Let (X, fit, p)

be a measure space and let un : X -p [-oo, oo] be a sequence of measurable
functions such that
mwu,b(xW =u(x)
for p-a.e. x E X. If there exists a Lebesgue integrable function v such that
lun(x)I <v(x)
for p-a.e. x E X and all n E N, then u is Lebesgue integrable and
lim j (Un - ul du = 0.
Jx
In particular,
lim fX un dp = udµ.
n-+o0 Jx
Corollary B.50. Let (X, fit, p) be a measure space and let un : X
[-oo, oo] be a sequence of measurable functions. If
ao
EJ IuIdt<oc,
n=1 x
then the series E0n0--1 u a (x) converges for u-a.e. x E X, the function
00
U (x) :_ E u.,t. (x)

n=1
defined for µ-a. e. x E X, is integrable, and
n=1
fxundy-Jx>u
r=i
dit.
Theorem B.51 (Jensen's inequality). Let V be a Banach space and let f :

V -1 be bounded from above in a neighborhood of a point. Then f is con-
vex if and only if for every measure space (X, 0, p), where X has at least two
distinct elements and u (X) = 1, and every function g E Li ((X, fit, p) ; V),
then
(B.4) dy) :5 f
f (f g f o g dµ.
B.3. Integrals Depending on a Parameter 519
B.3. Integrals Depending on a Parameter

In this section we study the continuity and the differentiability of functions
of the type
F(y)=ff(xv) dA (x), yEY.
We begin by studying continuity.
Theorem B.52. Let (X, 91I, p.) be a measure space, let Y be a metric space,
and let f : X x Y -' R be a function. Assume that for each fixed y E Y the
function x E X-+ f (x, y) is measurable and that there exists yo E Y such
that
lim f (x, y) = f (x, yo)
y-'No
for every x E X. Assume also that there exists an integrable function g
X -> [0, oo) such that
If (x,y)1<_9(x)
for p-a.e. x E X and for all y E Y. Then the function F : Y -' R, defined
by
F(y)=Jxf(x,y)dA(x), yEY,
is well-defined and is continuous at yo.
Next we study the differentiability of F.

Theorem B.53. Let Y be an interval of R and assume that for each fixed
x E X the function y E Y p-' f (x, y) is differentiable and that for each
fixed y E Y the functions x E X '-, f (x, y) and x E X '- X (x, y) are
measurable. Assume also that for some yo E Y the function x E X --
f (x, yo) is integrable and that there exists an integrable function h : X ->
[0, oo) such that
of (x,y)I < h(x)
for 14-a. e. x E X and for ally E Y. Then the function F : Y - R, defined
by
F (y) = Ix f (x, y) dA (x) , yEY,

is well-defined and differentiable, with
F' (y) = Ix d'+J (x, y) dµ (x) .
The next example shows that, without the integrability of g, Theorem

B.52 fails.
520 B. Measures
Exercise B.54. Consider the function
f (x, y) _ Y4
IIL- if IVI < IxI ,
0 if IyI ? IxI
Prove that the function
F (y) = ff(xu) dx, Y E R,
is well-defined and is not continuous at y = 0.
B.4. Product Spaces

We recall that, given two measurable spaces (X, 911) and (Y, 91), we denote
by 931 0 9Z C P (X x Y) the smallest a-algebra that contains all sets of the
form E x F, where E E 931, F E 97. Then 931 0 91 is called the product
or-algebra of 9R and 91.
Exercise B.55. Let X and Y be topological spaces and let B (X) and B (Y)
be their respective Borel a-algebras. Prove that
B(X)0B(Y) CB(X xY).
Show also that if X and Y are separable metric spaces, then
B(X)®B(Y)=B(X xY).
In particular, B (RN) = B (R) 0... ®B (R).
Let (X, 931, jc) and (Y, 91, v) be two measure spaces. For every E E X x Y
define
00
(B.5) (p x v)* (E) := inf p (F.) v (Gn) : {Fn} C 931, {G,,} C 91,
n=1
00
ECU (Fn X Gn) .
n=1
By Proposition B.3, (p x v)` : P (X) - [0, oo] is an outer measure, called
the product outer measure of ,a and v. By Caratheodory's theorem, the
restriction of (p x v)* to the a-algebra 911 x 91 of (p x v)*-measurable sets
is a complete measure, denoted by p x v and called the product measure of
It and v.
Note that 911 x 91 is, in general, larger than the product v-algebra 9'11®9.
Theorem B.56. Let (X, fit, p) and (Y, 97, v) be two measure spaces.
(i) If F E M and G E 91, then F x G is (,u x v)`-measurable and
(B.6) (pxv)(FxG)=p(F)v(G).
B.4. Product Spaces 521
(ii) If u and v are complete and E has a-finite (p x v)-measure, then

for u-a.e. x r: X the section
E,:_ {y e Y : (x, y) E E}
belongs to the cr-algebra 9 and for v-a.e. y E Y the section
Ey := {x E X : (x, y) E E}
belongs to the o-algebra fit. Moreover, the functions y u-r us (Ev)

and x v (E.,) are measurable and
(p x v) (E) = f(E) dv (y) _ Jv(Ex) dµ (x) .
The previous result is a particular case of Tonelli's theorem in the case

that u = XE
Theorem B.57 (Tonelli). Let (X, fit, u) and (Y, 97, v) be two measure spa-
ces. Assume that p. and v are complete and or-finite and let u : X x Y -
[0, ooj be an (9A x 91) -measurable function. Then for p-a. e. x E X the
function it (x, ) is measurable and the function fj, u y) dv (y) is measur-
able. Similarly, for v-a.e. y E Y the function it y) is measurable and the
function fX u (x, ) dA (x) is measurable. Moreover,
IXXY
u (x, y) d (u x v) (x, y)
fX \JY u (x, y) dv (y)) du (x)
=
f (f' ) dµ (x)) dv (y).
Throughout this book, for simplicity, we write
u (x7'll) dv (y) du (x) (x, y) dv (y)dp (x)

XY fX fy u
Exercise B.58. Prove that in the case that it : X x Y -+ [0, oo] is (91 0 T)-
measurable, then Tonelli's theorem still holds even if the measures p and
v are not complete, and the statements are satisfied for every x E X and
y E Y (as opposed to for p-a.e. xEXand for va.e. yEY).
Theorem B.59 (Fubini). Let (X, Wt, A) and (Y, 01, v) be two measure spa-
ces. Assume that u and v are complete and let u : X x Y -* [-oo, oo]
be (p x v)-integrable. Then for p-a.e. x E X the function is v-
integrable and the function fy u y) dv (y) is ,a-integrable.
522 B. Measures
Similarly, for v-a.e. y E Y the function u y) is µ-integrable and the

function fX u (x, ) dµ (x) is v-integrable. Moreover,
J xY u (x, y) d (µ x v) (x, y) = J X JY u (x,1!) dv (y) dA (x)

f
J u (x, y) dp (x) dv (y)
Exercise B.60. Prove that in the case that u : X x Y -' [-oo, oo] is
(9R (9 9t)-measurable, then Fubini's theorem still holds even if the measures
µ and v are not complete.
The following result is a simple consequence of Tonelli's theorem.
Theorem B.61. Let (X, 9Jt, µ) be a measure space and let u : X -' [0, oo]
be a measurable function. Then
00
(B.7) fud=j({xEX:u(x)>t})dt.
B.5. Radon-Nikodym's and Lebesgue's Decomposition
Theorems
Definition B.62. Let (X, sJJ) be a measurable space and let µ, v : 97t -
[0, oo] be two measures. The measure v is said to be absolutely continuous
with respect to µ, and we write v << µ, if for every E E fit with µ (E) = 0
we have v(E)=0.
Proposition B.63. Let (X, 9)t) be a measurable space and let µ, v : Wi -+
[0, oo] be two measures with v finite. Then v is absolutely continuous with
respect to µ if and only if for every e > 0 there exists 6 > 0 such that
(B.8) v (E) < e
for every measurable set E C X with µ (E) < 5.
Proposition B.64. Let (X, 9R) be a measurable space and let µ, v : Wi
[0, oo] be two measures. For every E E 91t define
(B.9) v( (E) := sup { J u dµ : u : X -' [0, oo] is measurable,

I E
fE' udµ < v(E) for allE'CE,E'E9Jt}.

1JJ
Then vac is a measure, with vas << µ, and for each E E fit the supremum
in the definition of vac is actually attained by a function u admissible for
va., (E). Moreover, if va, is a-finite, then u may be chosen independently of
the set E.
B.6. Signed Measures 523
Theorem B.65 (Radon-Nikodym). Let (X, fit) be a measurable space and

let it, v : fit - [0, oo] be two measures, with. is or-finite and v absolutely
continuous with respect to A. Then there exists a measurable function u :
X - [0, oo] such that
v(E)=JEudµ
for every E E fit. The function u is unique up to a set of u-measure zero.
The function u is called the Radon-Nikodym derivative of v with respect

to ic, and we write u = k .
Definition B.66. Let (X, fit) be a measurable space. Two measures it, v :
fit - [0, oo] are said to be mutually singular, and we write v 1 ,a, if there
exist two disjoint sets X., X,, E fit such that X = Xu U X and for every
EE9Awehave
µ(E) =it (EnXµ), v(E)
Proposition B.67. Let (X, fit) be a measurable space and let it, v : fit -
[0, oo] be two measures. For every E E fit define
(B.10) v, (E) := sup {v (F) : F C E, F E fit, µ (F) = 01.
Then v, is a measure and for each E E fit the supremum in the definition
of v, is actually attained by a measurable set.
Moreover, if v, is o -finite, then v, 1 µ.
Theorem B.68 (Lebesgue's decomposition theorem). Let (X, fit) be a mea-
surable space and let it, v : fit -+ [0, oo] be two measures, with u o -finite.
Then
(B.11) V = Vac + vs,
where va, and v, are defined in (B.9) and (B.10), respectively, and vac << It.
Moreover, if v is o -finite, then v, 1 µ and the decomposition (B.11) is
unique, that is, if
v = vac + I/a,
for some measures vac, v,, with vac << ib and v, 1 µ, then
vac =v.c and v,=v,.
B.6. Signed Measures
Definition B.69. Let X be a nonempty set and letW be an algebra on X.
A finitely additive signed measure is a function A : fit [-oo, oo] such that
(i) A (0) = 0,
524 B. Measures
(ii) A takes at most one of the two values oo and -oo, that is, either
A : W - (-oo, co] or A : W- [-oo, oo),
(iii) if El, E2 E W are disjoint sets, then
A(E1UEI) = A(E1)+A(E2).
Definition B.70. Let (X, fit) be a measurable space. A signed measure is
a function A : fit -* [-oo, oo] such that
(i) A(0)=0,
(ii) A takes at most one of the two values oo and -oo, that is, either
A: %1-4 (-oo,oo]or A:W->[-oo,oo),
(iii) for every countable collection {E2} C fit of pairwise disjoint sets,
00 00
A UEn =I:
» =1 n=
A(E.).
1
Proposition B.71. Let (X,0)1) be a measurable space and let A : fit ->
[-co, oo] be a signed measure. For every E E fit define
(B.12) A+ (E) : = sup {A (F) : F C E, F E DYR},
(B.13) A-(E) -inf{A(F): FC E, FE fit}
=sup{-A(F): FCE, FEfit}.
Then A+ and A- are measures. Moreover, if A : 9)1 -p I-oo, oo), then for
every E E WI we have
(B.14) A+(E)=sup{A(F): FCE,FEfit,A-(F)=0},
A+ is finite, and A = A+ - A- .
Theorem B.72 (Jordan's decomposition theorem). Let (X, fit) be a mea-
surable space and let A : fit -+ [-oo, oo] be a signed measure. Then there
exists a unique pair (A+, A-) of mutually singular (nonnegative) measures,
one of which is finite, such that A = A+ - A-.
The measures A+, A- are called, respectively, the upper and lower vari-
ation of A, while the measure
1,\I:=,\+ +x-
is called the total variation of A A. We say that A is bounded, or finite, if the
measure J A I is finite.
Proposition B.73. Let (X, fit) be a measurable space and let A : fit ->
[-oo, oo] be a signed measure. Then for every E E 9)1,
CO
IAI(E)=sup EIA(E.)I
n=1
B.6. Signed Measures 525
where the supremum is taken over all partitions { E } C 911 of E.

Definition B.74. Let (X, 9931) be a measurable space. A set function A =
(Al, ... , Am) : fit RI is a vectorial measure if each component A, : 9912 - R
is a signed measure, i = 1, . . . , m.
Proposition B.75. Let (X, 9931) be a measurable space and let A : fit -> R'"
be a signed measure. Then the function IAA :9N -p [0, oo], defined by
W
11\1(E):=sup E IA (En)d E E'931,
1n=1
where the supremum is taken over all partitions {En} C 9971 of E, is a mea-
sure.
Definition B.76. Let (X, 9912) be a measurable space, let p : fit - [0, oo]
be a measure, and let A :9931- [-oo, oo] be a signed measure.
(i) A is said to be absolutely continuous with respect to p, and we write
A«p,if A(E)=0whenever EE991Iand a(E)=0.
(ii) A and p are said to be mutually singular, and we write A 1 it, if
there exist two disjoint sets X, , Xa E 9932 such that X = X. U Xa
and for every E E 9932 we have
p(E)=p(EnX,,), A(E)=A(EnXA).
Note that if A << p, then A+ « p and A- « p.
Theorem B.77 (Lebesgue's decomposition theorem). Let (X, 9931) be a mea-
surable space, let A : M - [-oo, oo] be a signed measure, and let p :9912 -
[0, oo] be a a-finite (positive) measure. Then
A=Aac+A,
with Aac << p, and there exists a measurable function u : X -> [-oo, oo] such
that
A. (E) = dp
JE u
for all E E 9931. Moreover, if A is a -finite, then A, 1 it and the decomposition
is unique; that is, if
A = Aac + As,
for some signed measures aac, A,, with aac << p and a, 1 p, then
Aac = Aac and A, = A,.
It is implicit in the statement of the theorem that fE u dp is well-defined

for every E E 9931, which implies that u+ or u is Lebesgue integrable.
526 B. Measures
We call ) and A,, respectively, the absolutely continuous part and the
singular part of )A with respect to p, and often we write
dam
u=
du
B.7. LP Spaces
Let (X, WI, µ) be a measure space. Given two measurable functions n, v :
X - [-oo, oo], we say that u is equivalent to v and we write
(B.15) u - v if u(x) = v (x) for p a.e. x E X.
Note that N is an equivalence relation in the class of measurable functions.
With an abuse of notation, from now on we identify a measurable function
u : X -> [-oo, oo] with its equivalence class [u].
Definition B.78. Let (X, 9)1, p) be a measure space and let 1 [-oo, ool : u is measurable, IIiIIL-(x,srru) < 001
where IIUIIL-(x,tnt,..) is the essential supremum esssup Jul of the function Jul,
that is,
esssup Jul = inf {a E R ; Iu (x)l < a for p-a.e. x E X}.
For simplicity, and when there is no possibility of confusion, we de-
note the spaces L" (X, WI, µ) simply by U' (X, µ) or U' (X) and the norms
IIUIILI(X,M,) by IIUIIL9(x), IIUIILP, or Ilullp.
We denote by Lp (X, fit, lc; R) (or more simply by 17 (X; R)) the
space of all functions u : X - R' whose components are in LP (X, WI, µ).
We will endow L" (X, fit, µ;1P') with the norm
IIuIILP(X,r,p;ttm) IIuiIILp(X, ,w)

i=1
For 1 < p < oo sometimes it will be more convenient to use the equivalent
norm
1/p
IIuhIL'(x,tm,u;Rm) .- (Ix Jul" dµ)
B.7. LP Spaces 527
Given 1 < p < oo, the Holder conjugate exponent of p is the extended
real number p' E [1, oo], defined by
p1 if l < p < oo,

p` .= oo ifp = 1,
1 ifp=oo.
Note that, with an abuse of notation, we have
p+--=1.
Theorem B.79 (Holder's inequality). Let (X, fii, p) be a measure space,
let 1 < p < oo, and let p' be its Holder conjugate exponent. If u, v : X -'
[-oo, oo] are measurable functions, then
(B.16) IIUVIILI <- IILIILP IIVIILPI
In particular, if u E LP (X) and v E LP' (X), then uv E Ll (X).

The proof of Holder's inequality for 1 0 and whose proof is left as an exercise.
Exercise B.80. Let (X, fit, µ) be a measure space.
(i) Let 1 < p1 i ... , pn, p < oo, with »I + + pn = p, and ui E LP' (X ),
1 , . . . , n . Prove that
n n
1=1 <_ [J IIuiIILPl

i=1 LP i=1
(ii) Let u : X --+ R be a measurable function. Prove that

(IIuIILr)1-e
IIUIILq -< (IIuII LP)B
where 1<p< q< r<ooand1=p+*

Proposition B.81. Let (X, fit, µ) be a measure space, let 1 < p < oo, and
let p' be the Holder conjugate exponent of p. If p = oo, assume that µ has
the finite subset property. Then for every function u E LP (X),
(B.18)
max fx Iuvi dµ : v E LP( X), IIvIILP# < 11 if p < 00,
IIUIILP =
sup I fX Iuvl dµ : v E L' (X) , IIVIILI < 1 ifp = oo.
I
528 B. Measures
Proof. If u = 0, then both sides of (B.18) are zero, and so there is nothing to
prove. Hence, without loss of generality, we may suppose that 0 < IIullL' <
oo. By Holder's inequality, for every v E I?' (X) with IlvllLp < 1,
Ix Iuvl dµ s 1141' IIUIIP <_ IIUIILP ,
and so
sup f Ix Iuvl dla : v E V" (X), IIvIIL,,, 5 1} <_ IIullL. -
To prove the reverse inequality, assume first that 1 1, one has Iwlp' = lulp and if v := w, then IIvllLd = 1
and Iuvl du = IlullL,. On the other hand, if p = 1, then w E L°° (X),
Ix
11W I I L- = 1, and Ix l uw l dp = I IuII L' This proves the first equality in
(B.18).
Finally, when p = oo, let 0 < M < IIuII L- By the finite subset property
we can find a set F C X with 0 M for all
x E F. Define
µ F
1 ifXEF,
v (x) .=
0 ifx0F.
Then IIVIIL1 = 1 and
luvl dp
mess (F) IFL do M,
and so
sup { J Iuvldµ:vEL'(X),IIVIILI _ 1)>M.
l X
It now suffices to let M / IIuII L«> .
Corollary B.82. Let (X, )t, y) be a measure space, let 1 <_ p <_ oo, and
let p' be the Holder conjugate exponent of p. Assume that µ has the finite
subset property. Then for every measurable function u : X - R,
(B.19) IIUIILP = sup I fX Iuvl dp : v E L''' (X), IIvIILpI <_ 1}
Proof. Step 1: Assume that 1 n } .

JJJ
Since
{xEX: u(x):A 0}= UXn,
00
n=1
it remains to show that IL oo for all n E N. Assume by contradiction
that p (XI) = oc for some t E N and let
M:=sup {p(E): ECX1,EEfit,0<p(E)<oo}.
Since p has the finite subset property, there is at least one such set E.
Construct an increasing sequence of sets Ek C X1, Ek E fit, such that
0 < p (Ek) < oo and
lim 1p (Ek) = M.
kyoo
Let
co
Eoo:= UEk.
k=1
Then p (EE) = M. Note that M = oo. Indeed, if p (E.) < oo, then
p (X11 E,o) = oo, and so there exists a set G C XI \ E0,, G E fit, such that
0 C _ supIwvl dµ: vEL'(X), IIVILP, <1JJJ

I fx
On the other hand, taking
1
vh XE",
(µ
(Ek))1/p'
we have that vk E & (X) with IIvkIIL,' = 1, and so
C fx Iwvkl dp = 1
(1A (El.))
1
J Jul du
k
1 1
> ( (Ek))1 = n (p (Ek))n -, 00

as k - oo. This contradiction shows that the set {x E X : u (x) # 0} has
u-finite measure.
Step 2: We prove (B.19) in the case 1 < p < 00. In view of the previous
proposition, it remains to show that if tc 0 LP (X), then the right-hand side
530 B. Measures
of (B.19) is infinite. Thus, assume by contradiction that (B.20) holds. Let

{ u (x) if Iu (x)I < n and x E Xn,
vn (x) 0 otherwise,
where the Xn are the sets defined in (B.21). Then
Ix IunI" dA < n"p (Xn) < 00,

and so by the previous proposition we may find vn E LP' (X) such that
IIVnIILP' << 1 and
Iunvnl dµ -> IIunIILP(X) -1.
Since
fx IunvnI dµ ? IIunIILP(X) - 1
JX IuvnI dit >
and IIUnIILP(X) - IIUIILP(X) = oo as n -'oo, we obtain that C = 00.
This contradiction completes the proof in the case 1 I Unvn dx >- IIUnIILQQ(X) -1- 00
Ix
asn -oo.
As a corollary of Proposition B.81 we have the following result.

Corollary B.83 (Minkowski's inequality for integrals). Let (X, 9R,µ) and
(Y, IN, v) be two measure spaces. Assume that p and v are complete and
a-finite. Let u : X x Y - [0, oo] be an (9R x 9't)-measurable function and
let I < p < oo. Then
III Iu (x, )I <- IIU (X") IILP(Y,'AL) dµ (x)

X dµ (x)IILP(Y,ryt,v) JX
Proof. To simplify the notation, we write LP (Y) for LP (Y, 91, v). Define
v (y) Ix IU (x, y) I dµ (x) , y E Y.

B.7. LP Spaces 531
By Tonelli's theorem, Proposition B.81, and Remark B.11 we have that
II f lu (x, -)I dµ (x)ILP(Y) = IIVIILP(r)

X
{ fy Iv (y) w (y) I dv (y) : w E JY (Y) , II W IILP' =1 }

= sup
= sup {
fy
flu
X
(x, y) w (y) I dp (x) dv (y) : w E 1/ (Y) , IIw IIL' =1
= sup { fx f I u (x, y) w (y) I dv (y) dta (x) : w E &(Y), IIW IILP' = 1 }

l Y
5 fx sup UY Iu (.T, y) w (y) I dv (y)} : w E L" (Y) , II W IILP, dp (-T)

l
=f IIu (x, -) IILP dp. (x) .
0
We now turn to the relation between different LSD spaces.
Theorem B.84. Let (X, fit, la) be a measure apace. Suppose that 1 < p <
q < oo. Then
(i) LP (X) is not contained in LQ (X) if and only if X contains mea-
surable sets of arbitrarily small positive measure2,
(ii) Lq (X) is not contained in LP (X) if and only if X contains mea-
surable sets of arbitrarily large finite measure3.
Corollary B.85. Let (X, MZ, µ) be a measure space. Suppose that 1 [-oo, oa] be measurable functions. Then,
IIu + V16 <_ IIuIIrp + IIVIILP .
In particular, if u, v E LP (X), then u + v E LP (X).
By identifying functions with their equivalence classes [u], it follows from
Minkowski's inequality that II'IILn is a norm on LP (X).
Theorem B.87. Let (X, TI, p) be a measure space. Then 1/ (X) is a Ba-
nach space for 1 0 there is a measurable set of positive measure less than
C.
3By this we mean that for every M > 0 there is a measurable set of finite positive measure
greater than M.
532 B. Measures
Next we study some density results for LP (X) spaces.

Theorem B.88. Let (X, 99)1, µ) be a measure space. Then the family of all
simple functions in LP (X) is dense in LP (X) for 1 < p::5 oo.
The next result gives conditions on X and p. that ensure the density of
continuous functions in V (X).
Theorem B.89. Let (X, 9)1, p) be a measure space, with X a normal space
and p a Borel measure such that
p (E) = sup {p (C) : C is closed, C C E} = inf {p (A) : A is open, A D E}
for every set E E M with finite measure. Then LP (X) fl C, (X) is dense in
LP (X) forl <p<oo.
Definition B.90. Let (X, 9)1, p) be a measure space, with X a topological
space, p : fii -' [0, oo] a Borel measure, and 1 [-oo, oo] is said to belong to L10C (X) if u E LA (K) for
every compact set K C X. A sequence {un} C Lo,, (X) is said to converge
to u in L a (X) if u,, - u in LP (K) for every compact set K C X.
Theorem B.91 (R.iesz's representation theorem in LP). Let (X,9)1, p) be a
measure space, let 1 < p < oo, and let p' be its Holder conjugate exponent.
Then every bounded linear functional L : LP (X) R is represented by a
unique v E L'1 (X) in the sense that
(B.22) L (u) = f uv dp for every u E Lp (X) .

x
Moreover, the norm of L coincides with IIVIIL,y. Conversely, every func-
tional of the form (B.22), where v E V" (X), is a bounded linear functional
on Lp (X). Thus, the dual of LP (X) may be identified with &(X). In
particular, LP (X) is reflexive.
Definition B.92. Let (X, fit, p) be a measure space and let {EQ}QE J be a
family of measurable sets of X. A measurable set E,, is called the essential
supremum of the family {Ea}a.E J if the following hold.
(i) E. D Ea (up to a set of p-measure zero) for every a E J.
(ii) If E E 811 is such that E D E. (up to a set of p-measure zero) for
every a E J, then E,,,,, D E. (up to a set of p-measure zero).
Definition B.93. Let (X, M1, p) be a measure space. The measure p is said
to be localizable if every family of measurable sets admits an essential union.
Proposition B.94. Let (X, s9)1, p) be a measure space. If p is u-finite, then
it is localizable.
B.7. LA Spaces 533
Theorem B.95 (Riesz's representation theorem in L1). Let (X, fit, µ) be a

measure space. Then the dual of L' (X) may be identified with L°O (X) if
and only if the measure it is localizable and has the finite subset property.
In particular, if p is a-finite, then the dual of L1 (X) may be identified with
LOD (X).
The next result shows that L1 (X) is not reflexive, since in general its
bidual is larger than L' (X).
Let (X, WI, µ) be a measure space. The dual of LO0 (X) may be identified
with the space ba (X, 9)1, µ) of all bounded finitely additive signed measures
absolutely continuous with respect to µ, that is, all maps A : 9l? - R such
that
(i) A is a finitely additive signed measure,
(ii) A is bounded, that is, its total variation norm
l
IAI (X) := Sup E IA (En)I
1n=1
where the supremum is taken over all finite partitions {En}1 C
fit of X, I E N, is finite,
(iii) A (E) = 0 whenever E E 9R and µ (E) = 0.
Given a measure space (X, 9)t,µ), A E ba (X, fii, µ), and u E L°O (X), by
Theorem B.36 we may find a sequence {sk} C L' (X) of simple functions
that converges uniformly to u. For every E E fit, we define fE sk dA as in
(B.2) with A and sk in place of It and s, respectively. Then
I fE (sk - Sm) dal <_ 118k - Sm II L-(X) I AI (E)

for all k, m E N, and so there exists the limit
(B.23)
1 u dA :=k-+oo
lim ( sk dA.
E
It may be verified that the integral fE u dA does not depend on the particular
approximating sequence {sk}.
Theorem B.96 (Riesz's representation theorem in L°D). Let (X, 9971, µ) be
a measure space. Then every bounded linear functional L : L°O (X) - ]R is
represented by a unique A E ba (X, 9)i,µ) in the sense that
(B.24) L (u) = J u dA for every u E L°° (X) .
x
Moreover, the norm of L coincides with IIAII Conversely, every functional
of the form (B.24), where A E ba (X, M, p), is a bounded linear functional
on L°° (X).
534 B. Measures
B.S. Modes of Convergence

In this section we study different modes of convergence and their relation to
one another.
Definition B.97. Let (X, 931, p) be a measure space and let un, u : X -> R
be measurable functions.
(i) is said to converge to u pointwise fa-a.e. if there exists a set
E E fit such that p (E) = 0 and
lim u (x) = u (x)
n-4oo
for all xEX\E.
(ii) is said to converge to u almost uniformly if for every e > 0
there exists a set E E 931 such that p (E) < e and converges
to u uniformly in X \ E, that is,
lim sup Iu (x) - u(x)I = 0.
n oo TEX\E
(iii) {un) is said to converge to u in measure if for every e > 0,
nlim µ({xEX:Iun(x)-u(x)I>e})=0.
The next theorem relates the types of convergence introduced in Defini-
tion B.97 to convergence in LP (X).
Theorem B.98. Let (X, 931, p) be a measure space and let u,,, u.: X -* JR
be measurable functions.
(i) If {un} converges to u almost uniformly, then it converges to u in
measure and pointwise pi-a.e.
(ii) If {un} converges to u in measure, then them exists a subsequence
{un,, } such that {u,,k } converges to u almost uniformly (and hence
pointwise p-a.e.).
(iii) If {un} converges to u in LP (X), 1 < p < oo, then it converges to
u in measure and there exist a subsequence {un,, } and an integrable
function v such that fu. ,j converges to u almost uniformly (and
hence pointwise p-a.e.) and lung (x)Ip < v (x) for p-a.e. x E X
and/or ailk EN.
Theorem B.99 (Egoroff). Let (X, MI, p) be a measure space with p finite
and let u, : X -- R be measurable functions converging pointwise p-a.e.
Then converges almost uniformly (and hence in measure).
In order to characterize convergence in LP, we need to introduce the
notion of p-equi-integrability.
B.8. Modes of Convergence 535
Definition B.100. Let (X, 9A, p) be a measure space and let 1 0 there exists d > 0 such that
for all u E F and for every measurable set E C X with is (E) < S.
When p = 1, we refer to 1-equi-iniegrability simply as equi-integmbility.
Theorem B.101 (Vitali's convergence theorem). Let (X, fit, p) be a mea-
sure space, let 1 0 there exists E C X with E E D1 such that µ (E) <
0o and
IunIpdp<e
fx\E
for all n.
Remark B.102. Note that condition (iii) is automatically satisfied when
X has finite measure.
In view of Vitali's theorem it becomes important to understand equi-

integrability.
Theorem B.103. Let (X, VA, µ) be a measure space and let.F be a family of
integrable functions u : X - [-oo, oo]. Consider the following conditions:
(i) F is equi-integrable.
(ii)
(B.25) lim sup f Jul dA = 0.

t'OO uE.7 .!{xEX: jug>t}
(iii) (De la Vail& Poussin) There exists an increasing function y :

[0, oo) -> [0, ooI with
(B.26) lim y (t) = 00

t-4oo t
such that
f
(B.27) sup y (I ul) dji < oo.
ue7 JX
536 B. Measures
Then (ii) and (iii) are equivalent and either one implies (i). If in addi-
tion we assume that
sup J dp < oo,
uE.F IX
X
then (i) implies (ii) (and so all three conditions are equivalent in this case).
B.9. Radon Measures

Definition B.104. An outer measure µ* : P (X) -> [0, oo] is said to be
regular if for every set E C X there exists a µ*-measurable set F C X such
that E C F and µ* (E) = µ* (F).
An important property of regular outer measures is the fact that Propo-
sition B.9(i) continues to hold.
Proposition B.105. Let µ* : P (X) [0, oo] be a regular outer measure.
If {En} is an increasing sequence of subsets of X, then
00
* U En = lim µ* (En)
n-oo
n=1
Definition B.106. Let X be a topological space and let µ* : P (X) -+ [0, oo]
be an outer measure.
(i) A set E C X is said to be inner regular if
µ* (E) = sup {µ* (K) : K C E, K is compact},
and it is outer regular if
µ* (E) = inf {µ* (A) : A D E, A is open}.
(ii) A set E C X is said to be regular if it is both inner and outer
regular.
Definition B.107. Let X be a topological space and let µ* : P (X) --> [0, oo]
be an outer measure.
(i) µ* is said to be a Borel outer measure if every Borel set is µ*-
measurable.
(ii) µ* is said to be a Borel regular outer measure if µ* is a Borel outer
measure and for every set E C X there exists a Borel set F C X
such that E C F and µ* (E) = µ* (F).
Definition B.108. Let X be a topological space and let µ* : P (X) - [0, oo]
be an outer measure. Then µ* is said to be a Radon outer measure if
(i) is a Borel outer measure,
(ii) µ* (K) < oo for every compact set K C X,
B.9. Radon pleasures 537
(iii) every open set A C X is inner regular,

(iv) every set E C X is outer regular.
Remark B.109. Note that a Radon outer measure is always Borel regular.
We investigate the relation between Radon outer measures and Borel

regular measures.
Proposition B.110. Let X be a locally compact Hausdorff space such that
every open set is a-compact. Let p* : P (X) -> [0, ool be a Borel outer
measure such that p* (K) < oo for every compact set K C X. Then every
Borel set is inner regular and outer regular.
If, in addition, p* is a Borel regular outer measure, then it is a Radon
outer measure.
We now introduce analogous regularity properties for measures.

Definition B.111. Let (X, 931, p) be a measure space. If X is a topological
space, then the following hold.
(i) p is a Borel regular measure if it is a Borel measure and if for
every set E E 9)1 there exists a Borel set F such that E C F and
p (E) = it (F).
(ii) A Borel measure p : fit [0, oo] is a Radon measure if
(a) p (K) < oo for every compact set K C X,
(b) every open set A C X is inner regular,
(c) every set E E 9)1 is outer regular.
Hausdorff measures if, s > 0, represent an important class of regular

Borel measures that are not Radon measures.
Proposition B.112. Let X be a locally compact Hausdorff space such that
every open set is a-compact. Let it : B (X) -> [0, oo] be a measure finite on
compact sets. Then p is a Radon measure and every Borel set E is inner
regular.
Definition B.113. Let (X, 9R) be a measurable space and let A : 9)1
[-oo, oc] be a signed measure. If X is a topological space, then A is a signed
Radon measure if IAI : 932 [0, oo] is a Radon measure.
If X is a topological space, then Mb (X; R) is the space of all signed

finite Radon measures A : B (X) - R endowed with the total variation
norm. It can be verified that Mb (X; R) is a Banach space with the norm
II'IIMb(X;R) := IAI (X)

538 B. Measures
Similarly, if (X, fit) is a measurable space and X is a topological space, then

A : fit - R1 is a vectorial Radon measure if each component Ai : fit -, R is
a signed Radon measure.
The space Mb (X; Rm) of all vectorial Radon measures A : B (X) - R n
is a Banach space with the norm
IIAIIM4(x;Rm) = IAI (X)
Theorem B.114 (Riesz's representation theorem in CO). Let X be a locally
compact Hausdorff space. Then for every bounded linear functional L
Co (X; Rm) --+ R there exists a unique A E Mb (X; R'n) such that
(B.28) L (u) = J u dA for every u E CO (X; R).
Ix
Moreover, the norm of L coincides with IAI (X). Conversely, every func-
tional of the form (B.28), where A E Mb (X; R), is a bounded linear func-
tional on CO (X; Rfb).
Theorem B.115 (Riesz's representation theorem in Ce). Let X be a locally
compact Hausdorf space and let L : Cc (X) - ]R be a linear functional.
Then
(i) if L is positive, that is, L (v) > 0 for all v E CC (X), then there
exists a unique (positive) Radon measure µ : B (X) - [0, oo] such
that
L (u) = u dµ for every u E Cc (X) ,
fX
(ii) if L is locally bounded, that is, for every compact set K C X there
exists a constant CK > 0 such that
IL (u)1:5 CK IlvIlcc(x)
for all v E CC (X) with supp v C K, then there exist two (positive)
Radon measures Al, µ2 B (X) - [0, oo] such that
::
L (u) = J u dµ1 - Ix u dµ2 for every u E CC (X)

x
Note that since both µl and µ2 could have infinite measure, their dif-
ference is not defined in general, although on every compact set it is a
well-defined finite signed measure.
B.10. Covering Theorems in R"

Theorem B.116 (Besicovitch's covering theorem). There exists a constant
f, depending only on the dimension N of RN, such that for every collection
7 of (nondegenerate) closed balls with
(B.29) sup { diam B : B E F} < 00
B.10. Covering Theorems in Riv 539
there exist F1,. .. , .gyp C F such that each .7;,, n is a countable

family of disjoint balls in F and
I
EC UU
n=1 BEF'J
where E is the set of centers of balls in F.
Definition B.117. Given a set E C RN, a family.F of nonempty subsets
of RN is said to be
(i) a cover for E if
ECUF,
FEF
(ii) a fine cover for E if for every x E E there exists a subfamily .Fy C F
of sets containing x such that
(B.30) inf {diem F : F E .Fx} = 0.
The following result is an important consequence of the Besicovitch cov-
ering theorem.
Theorem B.118 (Vitali-Besicovitch's covering theorem). Let E C RN and
let .F be a family of closed balls such that each point of E is the center of
arbitrarily small balls, that is,
inf {r : B (x, r) E F} = 0 for every x E E.
Let A* : P (RN) - (0, ooj be a Radon outer measure. Then there exists a
countable family {B (xn, r,,)} C F of disjoint closed balls such that
µ* E 1 U B (xn, rn) = 0.
n
Theorem B.119 (Besicovitch's derivation theorem). Let
µ, v : 8 (RN) [0, oo]
be two Radon measures. Then there exists a Borel set M C RN, with
tc (M) = 0, such that for every x e RN \ M,
dv v (B (x, r)}
(B.31) °C (x) = lim E Ilt
IA(r(B -(T, r))
and
ve (.(z,r))
11m
r-r0+
- 0,
(B(x,r))
540 B. Measures
where
(B.32) v = vac + U3, Vac << µ, v8 1 A-
Remark B.120. In the previous theorems one can use closed cubes instead
of balls.
Theorem B.121. Let p : B (RN) --> [0, oo] be a Radon measure, let u :
RN -+ [-oo, oo] be a locally integrable function. Then there exists a Borel
set M C RN, with µ (M) = 0, such that
RN \ M C {x E R" : u (x) E R}
and for every x E RN \ M,
1
u(y)dpc(y)=u(x).
lim
r+ ( ,
r))\ J (z,r)
By enlarging the "bad" set M, we can strengthen the conclusion of the

previous theorem.
Corollary B.122. Let it : B (RN) - [0, oo] be a Radon measure and let
u : RN - [-oo, oo] be a locally integrable function. Then there exists a Borel
set M C RN, with tt (M) = 0, such that
RN\MC {xERN: u(x) ER}
(B.33) lim
r0+ 1
J Iu (y) - u (x) I dµ (y) = 0.
µ (ii (x, r)B(x,r)
A point x E RN for which (B.33) holds is called a Lebesgue point of u.
Corollary B.123. Let p : B (RN) - [0, oo] be a Radon measure, let 1 <
p < oo, and let u E L' (RN). Then there exists a Bored set M C RN, with
p (M) = 0, such that
RN \ M C {x E RN : u (x) E R},
(B.34) rlim+ 1
p (B (x, r))
f
B(x,r)
j u (y) - u (x) I P dp (y) = 0.
A point x E RN for which (B.34) holds is called a p-Lebesgue point of u.

By applying Theorem B.121 to XE, we obtain the following result.
B.10. Covering Theorems in RN 541
Corollary B.124. Let it : B (RN) - [0, oo] be a Radon measure and let
E C RN be a Borel set. Then there exists a Bored set M C RN, with
p (M) = 0, such that for every x E RN \ M,
lim p (B (x, r) f E) = XE (x)
r-0+ p (B (x, r))
A point x E E for which the previous limit is one is called a point of
density one for E. More generally, for any t E [0, 1] a point x E RN such
that
(x, r) n E) _ t
lim p (B
r-.0+ p (B (x, r))
is called a point of density t for E.
Appendix C
The Lebesgue and

Hausdorff Measures
The Analysis of Value must be used carefully to avoid the fol-
lowing two types of errors. Type I: You incorrectly believe your
research is not Dull. Type H. No conclusions can be made. Good
luck graduating.
C.1. The Lebesgue Measure

In the Euclidean space RN consider the family of elementary sets
9:= {Q (x, r) : x E RN, 0 < r < oo} U {0}
and define p (Q (x, r)) := rN and p (0) := 0, where
rrN
Q (r, r) := x + (-ii)
For each set E C RN define
0
,C (E) := inf (rn.)N : {Q (xn, rm)} C G, E C UQ
11t=1 n=1
By Proposition B.3, Lo is an outer measure, called the N-dimensional
Lebesgue outer measure. Using Remark B.4, it can be shown that
(C.i) Go (Q (x, r)) = p (Q (x, r)) = rN
and that Go is translation-invariant, i.e., Co (x + E) = Lo (E) for all x E
RN and all E C RN. The class of all Co -measurable subsets of RN is
called the a-algebra of Lebesgue measurable sets, and by Caratheodory's
theorem, Lp restricted to this a-algebra is a complete measure, called the
N-dimensional Lebesgue measure and denoted by LN. Since LN (RN) >
543
544 C. The Lebesgue and Hausdorff Measures
Go (Q (x, r)) = rN, by sending r oo, we conclude that GN is not a finite

measure. However, it is o--finite, since
00
RN
= U Q (0, n)
n=1
and GN (Q (0, n)) _ nN < oo.
Exercise C.1. Prove that for every b > 0 and for each set E C RN,
00 00
Go (E) = inf E (rn.)N : {Q (x,,, rn)} C 9, rn <,6, ECU Q (xn, rn) .
1n=1 n=1
Conclude that Go is a metric outer measure.
It follows from the previous exercise and Proposition B.19 that every
Borel subset of RN is Lebesgue measurable. It may be proved that there are
Lebesgue measurable sets that are not Borel sets (see Exercise 1.45). Hence,
GN : B (RN) -> 10, oo] is not a complete measure.
Using the axiom of choice, it is also possible to construct sets that are
not Lebesgue measurable.
Exercise C.2 (A non-Lebesgue measurable set). On the real line consider
the equivalence relation x - y if z - y E Q. By the axiom of choice we
may construct a set E C (0,1) that contains exactly one element from each
equivalence class. Let
F:= U (r + E) C (-1, 2).
re(-1,1)f1Q
(1) Prove that F D (0, 1).
(ii) Prove that if r, q E Q, with r # q, then (r + E) fl (q + E) _ 0.
(iii) Prove that E is not Lebesgue measurable.
We observe that the Lebesgue outer measure is a Radon outer measure.
Indeed, outer regularity of arbitrary sets follows from (C.1) and the defini-
tion of 'C' N' while inner regularity of open sets is an immediate consequence
of the fact that each open set can be written as a countable union of closed
cubes with pairwise disjoint interiors.
Proposition C.3. Go is a Radon outer measure. Moreover, every Lebesgue
measurable set E is the union of a Borel set and a set of Lebesgue measure
zero.
Using the notation introduced in Section B.4, we have

Proposition C.4. Let N = m+ k, where N, n, m E N. Then (,Cl x G"')"` _
GN.
0
C.2. The Brunn-Minkowski Inequality and Its Applications 545
If E C RN is a Lebesgue measurable set, fit is the a-algebra of all

Lebesgue measurable subsets of E, Y is a nonempty set, and 91 is an algebra
on Y, then a measurable function u : E --+ Y is called Lebesgue measurable.
Proposition C.5. Let E C RN be a Lebesgue measurable set and let u :

E -* R be a Lebesgue measurable function. Then there exists a Borel func-
tion v : E - R such that v (x) = u (x) for iN-a.e. x E E.
If E C RN is a Lebesgue measurable set and u : E -' J-oo, ooJ is a
Lebesgue measurable function, then, whenever it is well-defined, we denote
fE u simply by
u dx.
JE
If N = 1 and I is an interval of endpoints a and b, we also write fa u dx for
fr u dz.
C.2. The Brunn-Minkowski Inequality and Its Applications

We leave the following preliminary result as an exercise.
Exercise C.6. Let E, F C RN be two compact sets.
(i) Construct a decreasing sequence of sets {En} and {Fn} such that
00 00
E= n E,,,
En, F= n1'.,
n=1 n=1
and all E. and F,, consist of finite unions of rectangles with sides
parallel to the axes.
(ii) Prove that
LN(E" +Fn) LN(E+F)
as
Theorem C.7 (Brunn-Minkowski's inequality). Let E, F C RN be two
Lebesgue measurable sets such that
E+F:={x+y: xEE,yEF}
is also Lebesgue measurable. Then
(f-'v (E))"' + (LN(F))"' < (.CN(E+F))N .

Proof. Step 1: Assume that E and F are rectangles whose sides are par-
allel to the axes and let x; and yi, i = 1, ... , N, be their respective side
lengths. Then
N N N
GN (E) = fl xi, GN (F) = II yi, £ N (E + F) = fi (xi + yi)
i=1 i-1 i=1
By the arithmetic-geometric mean inequality
(n) N
xi + 3Ji +
NN
i_1 xi + tfi
which gives the Brunn-Minkowski inequality for rectangles.
N
N . 1 xi + yi +
1N
Ti + Vi lv
Step 2: We now suppose that E and F are finite unions of rectangles

as in Step 1. The proof is by induction on the sum of the numbers of
rectangles in E and in F. By interchanging E with F, if necessary, we may
assume that E has at least two rectangles. By translating E if necessary,
we may also assume that a coordinate hyperplane, say {XN = 01, separates
two rectangles in E. Let E+ and E- denote the union of the rectangles
formed by intersecting the rectangles in E with the half spaces {XN > 01
and {XN < 01, respectively. Translate F so that
GN (Et) _ GN (Ft)
GN (E) GN (F)
where F+ and F- are defined analogously to E+ and E-. Then E+ + F+ C
{xN > 0} and E- + F- C {xN < 0}, and the numbers of rectangles in
E+ U F+ and in E- U F- are both smaller than the number of rectangles
in E U F. By induction and Step 1 we obtain
GN (E +.F) > GN (E+ + F+) + GN (E- + F-)
N
((GN N (CN (F+)) x
> (E+)) +
+ ((CN (E-)) x +
(V"" (F-)) )
N + 1+ N
N
= GN (E+) 1+ (F)) 1 GN (E)
(GN (E)) 'W (GN (E)) N
N
= GN (E) 1+
(F)) A
= ((N(E))+(N(F))*)N
(
GN (E))A
Step 3: Assume next that E and F are compact sets. Let {E} and {Fn}
be as in the previous exercise. Then for all n E N
(,CN (E,)) *
+ (,CN (F'n)) <
77 (GN
(En + Fn)) *
It now suffices to let n - oo. Finally, if E and F are Lebesgue measurable
sets, with E + F measurable, fix two compact sets K1 C E, K2 C F. Then
K1 + K2 C E + F, and so
(,CN (,CN (,CN (KI + K2)) ' < (GN (E + F)) a
(Ki)) W + N'
(K2)) <
Using the inner regularity of the Lebesgue measure, we obtain the desired
result.
Remark C.8. (i) Note that the hypothesis that E+F is measurable cannot
be omitted. Indeed, Sierpinsky [154] constructed an example of two
Lebesgue measurable sets whose sum is not measurable. However,
if E and F are Borel sets, then E + F is an analytic set, and so it is
measurable. We refer to [65] for more information on this topics.
(ii) Fix 0 E (0,1). By replacing E with OE and F with (1 - 0) F and
using the N-homogeneity of the Lebesgue measure, we obtain that
0(GN(E))77 +(1-0) (GN(F))*
-L -L
= (GN(0E))N + (GN((1-0)F))N
(G^'(0E+(1-0)F))p.
Thus, the function f (t) := (GN (tE + (1 - t) F)) is concave in
717
[0,1]. In particular, if C C RN+1 is a convex set and E and F

are the intersections of C with the hyperplanes xl = 1 and xl = 0
(we write x = (x1i x2, ... , xN+1) E RN+1), then tE + (1 - t) F is
the intersection of the convex hull of E and F with the hyperplane
xl = t and is therefore contained in the intersection of C with the
hyperplane xl = t. Hence, the function giving the nth root of the
volumes of parallel hyperplane sections of an (n + 1)-dimensional
convex set is concave (see [711). We used this fact in the proof of
Poincare's inequality in convex domains (see Theorem 12.30).
Exercise C.S. Let
VX2 ll
C={xER3:
JJJJ
Prove that C is convex but the function

9 (xl) fR2 XE (x1, x2, x3) dx1dx2
is not concave (although its square root is by the previous remark).

Using the Minkowski inequality, we can prove the isodiametric inequal-

ity.
Theorem C.10 (Isodiametric inequality). Let E C RN be a Lebesgue mea-

surable set. Then
(diarnE)N
LN (E)
<
Proof. It is enough to prove the previous inequality for bounded sets, since
otherwise the right-hand side is infinite. If A > 0, we have that LN (AE) =
ANON (E) and (diam (AE))N = AN diam E, so without loss of generality we
may assume that diam E = 1. Let
F:={-x:xEE}
By the previous remark the function f (t) := (LN (tE + (1 - t) F)) N is
concave in [0,1], and so
(LN (LN
(E)) N + (F))'v < ( LN (2E + 2 F)) N .
\\
2 2
But LN (F) = LN (E), and so the previous inequality becomes
LN(E)=GN(F) <,CN (E+F).

If x, y E 4E + 4F, then x = x and y where x', x", y', y" E E.
Hence
2Ix-yI= Ix'-x"-(y' - y")I < Ix'-x"I+IV'-y"I 5 1+1,
since diam E < 1. This shows that diam (2 E + F) < 1.
Since E + 4F = { - Z
x, y E E} is symmetric with respect to the
origin, it follows that 12E + 4F C B (0, Hence,
D.
LN (E) < LN 2E + 2F < LN B t = 2N'
0
Remark C.11. Let r > 0. Since LN (B (x, r)) = oN rN for every x E RN,
the isodiametric inequality shows that the greatest volume among all sets
with given diameter 2r is given by the volume of the ball with radius r, that
is,
max {Lo (E). E C RN, diam E = 2r} = LN (B (x, r))
Definition C.12. Given a set E C RN and an integer 0:5 n < N, we define

the n-dimensional upper Minkowski content of E,
£N RN : dist(x,E) < e})
M*n (E) := lim sup ({x E
e"0+ aN-neN-n
and the n-dimensional lower Minkowski content of E,
cN ({x E RN : dist (x, E) < e})
M (E) := tun inf
e-+0+ aN-neN-n
When the n-dimensional upper and lower Minkowski contents of E coincide,

their common value is called the n-dimensional Minkowski content of E and
is denoted Mn (E).
Next we prove the isoperimetric inequality (see also Theorem 13.40)
Theorem C.13 (Isoperiinetric inequality). Let E C RN be a Lebesgue mea-
surable set with £N (E) < oo. Then
N-1
<M;-1(8E)
LYN AN
Proof. Since
{x E RN : dist(x,E) < s} _ + B(0,e),
by the Brunn-Minkowski inequality
£N ({x E RN : dist (x, E) < e}) > { (1.N (E-))7 + (.,) IL N e)

N-1 1
> GN (E) + N (C N ("J) N aNe,
where we have used the inequality (a + b)N > aN + NaN-lb for a, b > 0.
Hence,
(C.2) CN ({x E RN : 0 < dist (x, E) < e})
= GN ({x E RN : dist (x, E) < e}) - LN (E)
>N(CN( ))'a' C.
On the other hand,
E° ) {x E RN : dist (x, RN \ E) > e } + B (0, e) ,
and so, again by the Brunn-Minkowski inequality and reasoning as before,
LN (E0) LN ({x E RN : dist (x, RN \ E) e})
+N(fN({xERN: dirt(x,RN\E)>e})) N1c e.

550 C. The Lebesgue and Hausdor(f Measures
It follows that
GN({xERN: 0<dist(x,RN\E) <E})
(C.3) = GN (E°) - RCN ({x E RN : dist (X, RN 1 E) > e})
>N(GN({xERN. dist(x,RN\E) >E})) "' aNS.
Since the sets
{x E RN : 0 < dist (x, E) < E}
and
{x ERN : 0 < dist (x, R N \ E) <e}
are disjoint subsets of {x r= RN : dist (x, OE) < E}, combining the inequali-
ties (C.2) and (C.3), we obtain
GN ({x E RN : dist (x, 8E) < F})
N (GN (E)) aN
x-i 1
+N(.C"'({xERN: dist(x,RN\E) >E})) N aN.
Letting e -> 0+ and using the facts that al = 2 and
GN({xERN: dist(x,RN\E) >E})1GN(E°),
we deduce
£N ({x E RN : dist (x, 8E) < e})
2M; -' (8E) = lim inf
s-.0+ E
> NaN [(EN (y)) N1

+ (CN -
(E°)), NIJ
To conclude, we now observe that if MN-' (8E) < oo, then, necessarily,
GN (8E) = 0. O
Exercise C.14. Let Q' := (0,1)N-1, let f E C' (Q' , and let
E:= {(x'XN) EQ'xR: f (x') <xN< f (x)+1}.
Prove that MN-' (8E) < oo and give an explicit formula.
C.3. Convolutions
Given two measurable functions u : RN - R and v : RN -p R, the convolu-
tion of u and v is the function u * v defined by
(C.4) (u * v) (x) :_ IRN u (x - y) v (y) dy
for all x E RN for which the integral exists.

C.3. Convolutions 551
Theorem C.15 (Young's inequality). Let n E LP (R"), 1 < p < oo, and
v E L' (R'v). Then (u * v) (x) exacts for RCN-a.e. x c RN and
IIuc VIIL,(RN) <_ IIUIILD(RN) IIVIIL1(RN) .
Proof. Consider two Borel functions uo and vo such that ua (x) = u (x) and
vo (x) = v (x) for CN-a.e. X E RN. Since the integral in (C.4) is unchanged
if we replace u and v with uo and vo, respectively, in what follows, without
loss of generality we may assume that u and v are Borel functions.
Let w : RN x RN -+ R be the function defined by
w(x,y):=u(x-y), (x,y)ERNXRN.
Then w is a Borel function, since it is the composition of the Borel function
u with the continuous function g : RN x RN -, RN given by g (x, y) := x - y.
In turn, the function
(x, y) E 1$N x RN +--> u (x - y) v (y)
is Borel measurable. We are now in a position to apply Minkowski's in-
equality for integrals (see Corollary B.83) and Tonelli's theorem to conclude
that
IIU * VIILP(RN) = IIJRN lu ( - y) v (y)I dyIL(RN)

f
:s N Ilu ( - y) v (y)llf,(RN) dy
=f Iv (y)I IIu( - y)IILP(RN) dy

RN
= IIUIILP(RN) I N Iv (y)I dy,
where in the last equality we have used the fact that the Lebesgue measure
is translation invariant. Hence, u * v belongs to LP (RN), and so it is finite
GN-a.e. in RN. D
The following is the generalized form of the previous inequality.

Theorem C.16 (Young's inequality, general form). Let 1 < p < q < oo
and let u E L" (RN) and v E L4 (RN). Then (u * v) (x) exists for LN-a.e.
x E RN and
IIn * VIILP(RN) <_ IIUIILP(RN) IIVIILQ(RN),
where
1+1=1+1.
p q r
Proof. If r = oo, then q is the Holder conjugate exponent of p and the

result follows from Holder's inequality and the translation invariance of the
Lebesgue measure, while if p = 1, then r = q and the result follows from the
previous theorem (with u and v interchanged).
In the remaining cases, write
lu (x - y) v (?a) I = (lu (x - y) IP Iv (y) I,) Iu (x - ir) I r Iv (y) I

Define
pr qr
P1 := r, P2 :=
r-p , P3
r-q
Then - + in + = 1, and so by the extended Holder inequality (see Exercise
-I
B.80) and the translation invariance of the Lebesgue measure,
I(u * v) (x)I < f lu (x - y) v (y)I dy

RN
f N
Iu (x - y)I'° Iv(y)1'
dy)
r IlullLp(RN) IlvIl o(RN) .
Taking the norm in L' (IRN) on both sides, we get
* vIILr(RN) <_ (fRIu (x - y) Iv (y)14 dydv) IIuIIL!(RN) IIVIILQ(RN)

JRN
Applying the previous theorem (with p = 1), we get that the right-hand side
of the previous inequality is less than or equal to
I.
(IIIU1P11VPt-) III'IgIILI(RN)) r IIUIILA'(RN) IIhIILq RN) = II1IILP(RN) II4IILq(RN)

C.4. Mollifiers
Given a nonnegative bounded function cpr E L' (RN) with
(C.5) supp cp C B (0,1), I (x) dx = 1,

RN
for every e > 0 we define
(X), X E P.N.
The functions W. are called mollifiers. Note that supp We C B (0, e). Hence,
given an open set fl C Rv and a function u E Liar (Il), we may define
(C.6) De (x) = (2s * VC) (x) = fa we (x - Y) U (Y) dy

C.4. Mollifiers 553
for x E flet where the open set fl, is given by

(C.7) SfE :_ {x E fl : dist (x, Ofl) > e} .
The function uE : Sle - R is called a mollification of u.
Note that if x E Sl, then ue (x) is well-defined for all 0 < e < dist (x, 090).
Thus, it makes sense to talk about lime.0+ uE (x). We will use this fact
without further mention.
Remark C.17. Note that if n = RN, then S1E = RN; thus uE is defined in
the entire space RN.
Remark C.18. In the applications we will consider two important types of
mollifiers:
(i) cp is the (renormalized) characteristic function of the unit ball, that
is,
1
w (x) := aN XB(o,1) (x) , x E RN,
(ii) cp is the function of class C°° defined by
(C.8)
c exp (xI_1) if IxI < 1,
P (x)
0 if IxI > 1,
where we choose c > 0 so that (C.5) is satisfied. In this case, the
functions cpe are called standard mollifiers.
The following theorem is the first main result of this subsection.
Theorem C.19. Let S2 C RN be an open set, let W E Li (RN) be a nonneg-
ative bounded function satisfying (C.5), and let u E L (S). I
(i) If u E C (S2), then ue - u as e -- 0+ uniformly on compact subsets
of Q.
(ii) For every Lebesgue point x E 12 (and so for LN-a.e. x E fl),
as
(iii) If 1 0 and
(C.10) IIUEIILP(ne)
IItIILP(n) as a - 0+
(iv) If u E L" (Sl), 1 0, ue -
u in L" (fl').
Proof. (i) Let K C RN be a compact set. For any fixed

0 < rj < dist (K, M),
let
K,i :_ {x E RN : dist (x, K) < ,i}

so that K1 C 92. Note that fore > 0 sufficiently small we have that K,r C Q .
Since K., is compact and u is uniformly continuous on K,1, for every p > 0
there exists 5 = 5 (,, K, p) > 0 such that
1u(X) - u(y)I <_ P

aN (i +
for all x, y E K,7, with I x - yI < S. Let 0 < e < min {S, ii}. Then for all
x E K,
lug (x) - u (x)I = f(x_v)u(v) dy - u(x)I
(C.12) sv 1 B(x.a, (x E y) [u (y) - u (x)] dl!
<- Ik II00;1 f Iu (y) - u (x)I dy,

B{x,E}
where we have used (C.5) and the fact that supp cpe C B (0, e). It follows by
(C.11) that
Ius(x)-u(x)I SP
for all x E K, and so IIUE - uhIC(K) < P
(ii) Let x E f be a Lebesgue point of u; that is,
emO £N JS(x,E) Iu (y) - u (x) I dy = 0.
Then from (C.12) it follows that uE (x) -+ u (x) as e 0+.

(iii) To prove (C.9), it is enough to assume that u E I' (1k). If 1 <- p <
oo, then by Holder's inequality and (C.5) for all x E f2E,
lug
(x) I
Ifn (APE (x - y)) -Pr (co (x - y)) ; u (y) dyI
(C.13) <- (jex_) dy) (Jex_vIu(vh9 dr)

(f jog (x - O) Iu(y)Ip
1 dy 1
qq' 9I
P
7
CA Mollif ers 555
and so by Tonelli's theorem and (C.5) once more
nn=flu
f lue (x) Ip dx < f Jcoe(T-v)Iu(Y)rdydx
(y)Ip f We (x - y) dxdy
= jIlL(Y)IPd;.
On the other hand, if p = oo, then for every x E Q,
Iu.(x)I <fn cp£(x-Y)lu(V)I dy
<- IIiIIi-(n) f Pe (x - v) dy = IIUIIL-(fl)
again by (C.5), and so (C.9) holds for all 1 < p:5 oo.
In particular,
lien sup 11 U16(0.) <_ IIuIILP(n) -
To prove the opposite inequality, assume first that 1 0 sufficiently small. By part (ii),
uE (x) -, u (x) as e -i 0+ for V'-a.e. X E St, and so by Fatou's lemma
limo Iue (x) I" dx < limonf
fw lu (x) I" dx =
Jn f
n,
IuE (x) I' dx.
Letting 0' / Q, we obtain

lu (x) I" dx < liminf
5-40+
f
foe
Iuf (x) V' dx,
which implies that

IIUIILP(n) <- liiminf IIuEIILP(nr)
and so (C.10) is satisfied.

If p = oo, then again by part (ii), ue (x) - u (x) as a -- 0+ for CN-a.e.
x E fl. Hence,
lu(x)I = Jim lue (x)I <- limiinf 11U116-A)
for CN_a.e. X E Sl. It follows that
IIuIILX(Q) <_ limonf IIuEIIL-(0.)
Hence, (C.10) holds in this case also.

(iv) Fix p > 0 and find a function v E CC (ti) such that
IIU - VIILP(n) < -p.
Since K := supp v is compact, it follows from part (i) that for every 0 <
q < dist (K, M), the mollification vE of v converges to v uniformly in the
compact set
K,, := {xERN: dist(x,K)Ci?}.
Since ve=v=0in0t,\K,,for0<e<,,wehave that
f Ive - vip dx = f Ivr - vlp dx < (live - vII C(Kn)) I K,,I <- p,
,,
provided e > 0 is sufficiently small. By Minkowaki's inequality

Ilue - UIILD(n.) <_ Ilue - ueiILn(S2,) + Ilue - vIILn(n.) + Ilv - UIILp(n.)
< 2 IIu - VIILp(n) + Ilve - VIILp(sie) < 3p,
where we have used the previous inequality and (C.9) for the function u -
V. 0
More can be said about the regularity of u£ if we restrict our attention
to standard mollifiers.
Theorem C.20. Let St C RN be an open set, let y E L' (RN) be defined
as in (C.8), and let u E LiC (St). Then ue E COO (Re) for all 0 < E < 1, and
for every multi-index a,
(C.14) x= (u*!)(x)=f(z_v)u(v)dJ
for all x r= Ste.
Proof. Fix x E Qe and 0 < i < dist (x, act) - e. Let ei, i = 1, ... , N, be an
element of the canonical basis of RN and for every h E R, with 0 < Ihi < n,
consider
ue (x + hei) - ue (x)
h - fa axiWe (x - y) u (y) dy
_ fn= (x - }} u (y) dy
dt - axe (x - ?!) u (y) dv
1 J'J (x+,,) `( axi (x - y + te) -

axi
(x - u (y)
where we have used Fhbini's theorem and the fact that supp We C B (0, e).
Since We E C'° (RN), its partial derivatives are uniformly continuous.
Hence, for every p > 0 there exists 6 = S (ii, x, p, e) > 0 such that
aV, BtPe
axi (z) - 8xi (W) 1 + IIUIILI(B(x,e+n))
p
C.4. Mollifiers 557
for all z, y E B (x, c + i), with Iz - wi < 6. Then for 0 < IhI <_ min {ri, 5}
we have
uE (x + h) - of (x)
h - in axi (x - y) u (y) dyl <- P,
which shows that
8xi (x) = f ax; (x - y) u (y) dy.

Note that the only properties that we have used on the function cpc are that
cpE E C,,' (RN) with supp W f C B (0, e). Hence, the same proof carries over
if we replace V. with Oa :_ . Thus, by induction we may prove that for
every multi-index a there holds

,
(x) = 2b * (x) axaE (x - y) u (y) dy
8 aE
This completes the proof.
An important application of the theory of mollifiers is the existence of

smooth partitions of unity.
Theorem C.21 (Smooth partition of unity). Let fl C RN be an open set
and let {Ua}aEA be an open cover of Q. Then there exists a sequence C
C°° (Sl) of nonnegative functions such that
(i) each ikn has support in some Ua,
o°
(ii) E On (x) = 1 for all x E St,
n=1
(iii) for every compact set K C 11 there exists an integer e E N and an
open set U, with K C U C 1, such that
e
'On(x)=1
n=1
for alixE U.
Proof. Let S be a countable dense set in ft, e.g., S := {x E QN n fl}, and
consider the countable family .F of closed balls
(C.15) .F':={B(x,r): rEQ,O<r<1,xES,
B(x,r)CUaflflforsome aEA}.
Since F is countable, we may write F = {B (xn,rn)}. Since {Ua}aEA is an
open cover of 1, by the density of S and of the rational numbers we have
that
00
(C.16) fZ= UB(xn,
l
n=1
21
For each n E N consider
On := d * XB(xn,4rn)f
where the cpra are standard mollifiers (with a := 4 ). By Theorem C.20,
On E C°° (RN). Moreover, if x E B (xn, ), then
2
On (x) = f W rm (X - Y) XB(yn,grn) (V) dY
RN
4
(x - ?1) XB(yn,4rn) (y) dy
(x - y) dy= 1,
J a
where we have used (C.5) and the fact that if x E B (xn,
a), then
B (x,
4) C B (xn' 4rn)
Since 0 < XB(xn,4rn) < 1, a similar calculation shows that 0 < On < 1. On
the other hand, if x B (xn, rn), then
On (x) =
4 (x - y) XB(yn,4rn) (y) dy
W
JRN
= fB(z,!L) (x -?I) XB(xn,4rn) (y) dy = 0,
where we have used the fact that if x B (xn, rn), then
n B (Xni 4rn) 0.
B (x' 4)
In particular, on E C° ° (RN) and supp On C B (xn, rn). Note that in view
of the definition of F, supp On C Ua n f for some a E A.
Define 11 := 01 and
(C.17) '+Gn :_ (1 - (01) ... (1- On-0 On
for n > 2, n E N. Since 0 < Ok < 1 and supp ¢k C B (xk, rk) for all k E N,
we have that 0 < 'fin < 1 and supp?Pn C B (xn, rn). This gives (i). To prove
(ii), we prove by induction that
(C.18) Ijl+...+?Pn=1-(1-01)...(1-On)
C.4. Mollifiers 559
for all n E N. The relation (C.18) is true for n = 1, since 01 Assume

that (C.18) holds for n. Then by (C.17),
01 +...+On+'On+1 = 1 - (1 -01)...(1 -On)+tn+1
= 1 - (1 - 01)...(1 01)...(1
- On) + (1 -
= 1 - (1 - 01)...(1 - n+1)
Hence, (C.18) holds for all n E N.
Since cbk = 1 in B (xk, 2) for all k E N, it follows from (C.18) that
n
(C.19) forallxE UB xk, L2
.
k=1
Thus, in view of (C.16), property (ii) holds.
Finally, if K C S2 is compact, again by (C.16), we may find e E N so
large that
t
UB(xk, Lk-) DK,

k=1
and so (iii) follows by (C.19).
Exercise C.22 (Cut-off function). Let SZ C RN be an open set and let
K C St be a compact set. Prove that there exists a function cp E Cc°O (SZ)
such that 0<cp<1andcp=1onK.
The function cp constructed in the previous exercise is usually called a
cut-off function.
Finally, using mollifiers, it is possible to give the following density result
in LP spaces.
Theorem C.23. Let 11 C RN be an open set. Then the space C,,00 (fl) is
dense in LP (SZ) for 1 2 }.

Then Kn is compact, Kn C Kn+l, and
00
UKn=ci.
n=1
Define vn := uXKn and un := cp * vn, where the cp are standard mollifiers
n n
(with .1). Since supp<p C B (0, n), it follows that
(n
supp un C { x E RN : dist (x, Kn) < ! } C St.

Hence, by the previous theorem, u" E CC° (f?). Moreover, by Minkowski's

inequality
IIu,a - UIILp( )= Ilun - UIILP(ll N)
< I Vn * V- - Vn
* t1I
LP(RN) + 11(p1.-
* u - uIILP(RN)
< IIVf - uIILP(RN) + Ik'n * - IILP(RN)
= 114uXK.. - UIILP(RN) + n * u -UII IILP(RN)

}
where we have used (C.9). It now follows from the Lebesgue dominated
convergence theorem that
II UXK - UIILP(RN) -' 0
as n -} oo, while
IV2*U-UIILP(RN)
by Theorem C.19. This completes the proof.
C.5. Differentiable Functions on Arbitrary Sets

Let 51 C RN be an open set and let m E No. While the definitions of the
spaces Cm (SI) and C00 (C') are standard, in the literature (see, e.g., (7],
[24], 153], [54], [182]) there are different definitions of the spaces Cm A
and C°° (Th, and unfortunately these definitions do not coincide. Here, we
follow the point of view of Whitney [176].
Definition C.24. Let E C RN be an arbitrary set and let u : E -t R. Given
m E No, we say that u is of class C" in E and we write u E C"' (E) if for
every multi-index a, with 0 < lal < m, there exists a function ua : E -> R
satisfying the following property:
For every multi-index a, with 0 <_ lal < m, for every x0 E E, and for
every e > 0, there exists 6 > 0 such that
(C.20) IRa (x; y) 1 <- a Ix - yI'"-1C'1
for all x, y E B (xo, 5) fl E, where the function Ra : E x E -i R is defined by

uO (J)
(C.21) Ra (x; y) ua (x) - QI
(x y)0
$ multi-index, 1RI<m-IaI
for all x,yEEandwhere tiou.
We say that u is of class C°° in E and we write u E C°O (E) if u is of
class Cm in E for every m E N0.
C.5. Differentiable Functions on Arbitrary Sets 561
Several considerations are in order. If m = 0. then Ro (x; y) = u (x) -

u (y) for all x, y E E. Therefore, the previous definition reduces to the
definition of the continuity of u. More generally, if m E No, then all the
functions %, given in the previous definition are continuous (why?). Hence,
if u E Cm (E), then u E C' (E) for all I = 0,... , m (why?).
If xo E E is an isolated point, then (C.20) is automatically satisfied, no
matter how the functions ua are defined at xo.
If xo is an interior point of E and a is a multi-index with Ian < m, let
ei be an element of the canonical basis of RN. Note that ei can be regarded
as a multi-index. Taking x = xo + hei, where h E R is so small that x E E,
and y = xo in (C.21) gives
ua (xo + hei) = ua (x0) + h + O (h) ,
where we have used (C.20). Letting h -, 0, it follows that 0 (xo) exists and
equals u4+e, (xo). Thus, by an induction argument, we get that a (xo) _
uF (xo) for every multi-index /3 with 0 < 1,31 < m, and so (C.20), with a = 0
and y = xo, gives
!3
U(X) (xo)(x-xo)'+Ro(x;xo),
= a-U
0 M1 K, 10KI .
where Ro (x; xo) = o (Ix - xoI') as x -' xo, which is Taylor's formula of
order m at xo.
Since all the functions ug are continuous, this shows that u is of class
C'n in E° in the classical sense. On the other hand, if u is of class C"' in
the classical sense in some open set U that contains E, then by Taylor's
formula (applied to u and to all its partial derivatives of order less than or
equal to m), we get that u is of class Ctm in E in the sense of Definition
C.24. In particular, for open sets E the previous definition coincides with
the classical one.
We now restrict our attention to closed sets. By what we just remarked,
if E C RN is closed and if there exists an open set U that contains E such
that u e Cm (U), then u E C' (E). Whitney's theorem [176], which we
present here without proof, proves that the opposite is also true, namely,
that a function of class Cm in a closed set can be extended to a function of
class Cm in RN.
Theorem C.25 (Whitney). Let C C RN be a closed set, let u E Cm (C),
m E No U {oo}, and let ua : C -p R be functions given as in Definition C.24
for every multi-index a with 0 <- Ial <- m. Then there exists a function
v E Cm' (RN) (in the classical sense) such that v = it in C, 8 = ua, in C
for every mufti-index or, with 0 < 1a1 < m, and v is analytic in RN \ C.
Since the functions uQ in Definition C.24 are not uniquely defined (except
in the interior E°), the previous theorem gives a different extension of u for
every family of functions {uQ}a.
The long-standing problem of determining whether a function u : C -t R
defined on a compact set C C RN can be extended to a function of class
Cm (RN) has recently been solved by C. Fefferman (see [59]).
In view of the previous theorem, if f2 C RN is an open set and m E
NoU{oo }, then one could define the space C"` (SZ) as the space of all functions
u c- C'" (i2) that can be extended to Cm (RN).
Theorem C.25 is based on a decomposition of the open set RN \ C into a
particular family of cubes. We present the proof here, since it turned out to
be quite useful in extension theorems (see Exercises 12.5 and 12.6; see also
the paper of Jones [92] and the monograph of Stein [160]).
Theorem C.26. Given an open set 1 C RN, there exists a countable family
_{ rn) In of closed cubes such that
!Q(xn,
!
(1) f1 = Un Q (xn, rn),
(ii) Q (xn, rn) n Q (xm, rm) _ O for all n# n,
(iii) V iYr <_ dist (Q (xn, rn), 00) <_ 4y 1vr a,l
(iv) if Q (xn, rn) and Q (a'm, touch, then 4rn < rm < 4rn,
(v) for every fixed cube Q (x., rn) in F there are at most (12)N cubes
in F that touch Q (xn, rn),
(vi) for even fixed 0 < e < . and for every x E 11 there exist at most
(12)N cubes Q (xn, (1 + e) rn) that contain x.
Proof. Let go := {Q(x , 1) : x E zN}. The family co leads to a family

{JCk}kEz of collections of cubes with the property that each cube in the
family G,k. gives rise to 2N cubes in the family j9k+1 by bisecting the sides.
The cubes in the family 9k have side length 1 and, in turn, diameter -2;-
For k E Z define
Slk := x E 11 : 21 < dist (x, 8f2) < LN

2
.
Then
f2 = U Stk.
hez
1Note that V 1rr.. = diamQ(xn,r.,).

C.S. Differentiable Functions on Arbitrary Sets 563
Consider the family

Fo:=U{QEck:Qnnk00}.
kEZ
Since each family Gk is a partition of RN, we have that
(C.22) nCUQ.
QE.Fo
Next we claim that for every Q E .F'o,

(C.23) diamQ < dist (Q, 81) < 4 diam
Indeed, if Q E Fo, then E Gk for some kE Z, so that diamQ 2
Moreover, since Q n ilk # 0, there exists x E Q n Stk. Thus, also by the
definition of ilk,
dist (Q, Oil) < dist (x, On) < 4 2k

On the other hand,
dist (Q, On) > dist (x, Oil) - diamQ > 2k-i
- 2k - 2k ,
which proves (C.23).

Note that the first inequality in (C.23) shows, in particular, that every
Q E Fo is contained in il, so that also by (C.22),
SZ= U
iUEfo
Thus, properties (i) and (iii) are satisfied. To obtain (ii), we construct an
appropriate subfamily of F0. We begin by observing that if Q1 E ck, and
Q2 E 9k2 intersect, with k1 < k2i then, necessarily, Ql D Q2.
Start from any cube Q E Jco and consider the maximal cube Q' (with
respect to inclusion) in Fo that contains Q. Such a cube exists, since, by
(C.23), the diameter of any cube in F'o containing Q cannot exceed 4 diam Q.
Note that by the previous observation there is only one such maximal cube
Q'. Let F be the subfamily of maximal cubes in .F'o. Then (i)-(iii) hold.
To prove (iv), assume that Q1, Q2 E F touch. Then
diam Q2 < diet (Q2, Oil) < dist (Q1, ail) + diam Q1 < 5 diam Ql,
where we have used (C.23). On the other hand, since diam Q2 = 2k diam Q1
for some integer k E Z, then, necessarily, diam Q2 < 4 diam Q1. By reversing
the roles of Q1 and Q2, we obtain (iv).
Next we show that (v) holds. Fix a cube Q E F and let kE Z be such
that Q E ck. In the family Qk there are only 3N - 1 cubes that touch Q.
Each cube in 9k can contain at most 4N cubes of F with diameter greater

than or equal to diam Q. Hence (v) follows from (iv).
.1
Finally, we prove (vi). For every x E Il let Q E F be such that x E
We claim that if Q (x,,, E F, then Q (x,,, (1 + e) intersects Q
only if Q (x,,, r,,) touches Q. Indeed, consider the union of all the cubes
in F that touch Q. By (iv), the diameter of each of these cubes is greater
than or equal to 16 diam Q. Since 0 < e < a, the union of these cubes
contains Q (x,,, (1a+ e) r,.). By the maximality of the family F, it follows
that Q (x,,, must be one of these cubes and the claim is proved. Property
(vi) now follows from (v).
The family .F is called a Whitney decomposition of Q.
C.6. Maximal Functions

In this section we introduce the notion of maximal function and study its
properties. Throughout this section we consider LP spaces in the case that
the underlying measure is the Lebesgue measure.
Definition C.27. Let u e Li (RN). The (Hardy-Litttewood) maximal
C
function of u is defined by
sup JB(xr) Iu (y) I dy

M (u) (x) := IB (x, r) I
>p
for all xERN .
Exercise C.28. Prove that the sets
{x E RN : M (u) (x) > t}, {x E RN : MR (u) (x) > t}
are open (and so Lebesgue measurable).
Theorem C.29. Let u E LP (RN), 1 0,
I {x E RN : M (u) (x) > t}j <

3N IN 1 u(x)I dx,
(C.24)
t
(iii) if 1 < p:5 oo, then M (u) E LP (RN) and
IIM (U)IILP <_ C (N,p) IIUIILa .
Proof. We begin by proving (ii). Let

At := {xERN: M(u)(x)>t}
C.6. Maximal Functions 565
By the definition of M (u), for every x E At we can find a ball B (x, rx), with
rx > 0, such that
(C.25) 1 Iu (y)I dy > t.

IB (x, rx)I J B(=,r=)
Let K C At be a compact set. Since {B (x, rx)}ZEAt is an open cover for K,
we may find a finite subcover. By Lemma 13.43 there exists a disjoint finite
subfamily {B (xi, ri)}z 1, such that
n
KC UB(xi,3r;).
i=1
Hence, by (C.25),
n n
3t
I KI < 3N E I B (x., r )I <
1=1
2 fB(s.,r:) Jul dy <
a-1
3
t JN
Jul dy.
Using the inner regularity of the Lebesgue measure, together with Exercise
C.28, we obtain that
3N
{xERN: M(u)(x)>t}l < rNJul dy.
t
Note that this implies, in particular, that M (u) (x) < oo for LN-a.e. x E RN.
Thus (i) is proved for p = 1.
In order to prove (iii), it suffices to consider 1 0 define
ut (x) := {
u (x) if Iu (x)I >,
0 otherwise.
We claim that ut E L' (RN). Indeed,
J N
utdy = f{ SERN:Iu(x)I>Z}
\p-1
< IuIp dy < oo.
\ 2t J/ I{xERN: Iu(x)I>a }
Moreover, since Jul < jutI + 2, we have that M (u) < M (ut) + , and so
{xERN': M(u)(x)>t}C(xERN: M(ut)(x)>

Part (ii) applied to ut E L1 (RN) now yields

r
<3Nt2JANIutldy
(C.26) I{xER'V: M(u)(x)>t}I
3N2
t IIXEDv: lu(X)I> s } lul dy.
Hence, using Theorem B.61 and Tonelli's theorem, we obtain
IRN (M (u) x dx = f°°I{xER (M (u) x > sds

pfW
= o-1 I {x E RN : M (u) (x) > t} I dt
<p3N2 f00tp-2 f Iu(J)I dydt

2Iu(y)I
= p3N2 f Iu (F/)I f tp-2 dtdy
11N o
p3N2
= Iu(x)IP dx.
p-1 IRN
This proves (iii) and in turn (i) for p > 1. 0
Exercise C.30. Let f,g E L1 (RN). Assume that
Ig(x)I: h(x)
for GN-a.e. x E RN, where h E L' (Rg) has the form h(x) = hl (IxI) for
some nonnegative, decreasing function hl. Prove that
fRN f (x) g (x - 81) dy <- IIhIILI(mN) M (f) (x)
for GN-a.e. x E RN. Hint: Consider first the case in which hl = X1o,,.j for
some r > 0.
Using the previous exercise and Theorem C.29, we can prove the follow-
ing result.
Proposition C.31. Let 0 < a < N, 1 < p < QN. Then for every u E
LP (RN),
f
q
I
u
N dy d.<- C (a,p, N) IIUIILP(RN) ,
Ix YIN-
where
pN
' N - ap.
C.6. Maximal Functions 567
Proof. Define
hl (t) :=
if0<t<R,
0 otherwise.
Then by the previous exercise, for every R > 0 and for LN-a.e. X E RN we
have that
Jlu (Y)I
N-« dy < CRa M (u) (x),
B(ZIP) Ix - YI
and so
U (y) dy < f Iu(y)I

!RN Ix - YIN-« JB(x,R) Ix _YIN -« dy
.'
f lu (y)I
+ J \B(x,R) Ix - YIN-Q dy.
<CR'M(u)(x)
+ IIUIILv(RN) (fR" (N- «) dY

\B(x,R) Ix - YI
= CRa M (u) (x) + C IIUIILP(RJV) R«- P,
where we have used Holder's inequality. Taking
.__ IIuIILP(RA) "

R M(u)(x)+E
where e > 0, we get
U (y) dV N
YIN-« < C IIuIIL'(jtN) (M (u) (x) + E)1
RN Ix -
for GN-a.e. x E RN. Letting E -+ 0+ and taking the norm in L (RN) on

both sides yields
i
q 4
1
u (y) d
(fax -
uRN Ix y1N-«
dx C IIHII (RN
JAN
(M (u) (x))'" dx Q
<CIIuIIL WN),
where we have used Theorem C.29. 0

Exercise C.32. What happens if p = 1 or p = «N?
C.T. Anisotropic LP Spaces

For p = (p1, ... , pN), 1 < pi < oo, i = 1, ... , N, we denote by LP (RN) the
II JR
(JIlt
(jut lu (x)l' dxi) Pi dx2
1uIILp
space of all measurable functions u : RN -+ R such that IIuIILp < oo, where
... dXN
PX
I
If pi = oo for some i, then we can still define the space LP (RN) by replacing
the integral (fa I-Ip' dxi) of with esssupxfER in the definition of IIuIILp
Remark C.33. Note that the order in which the Lpf-norms are taken is
important.
If E C RN is a Lebesgue measurable set, we define LP (E) as the space
of all measurable functions u : E - R such that XEU E LP (RN), where we
define u (x) to be zero outside E. For simplicity of notation in what follows,
we will focus on the space LP (RN).
Given p = ( p i , . . . , PN)11 < pi < oo, i = I,-, N, the Holder conjugate
exponent of p is the vector p', defined by
where p'i is the Holder conjugate exponent of pi, i = 1,.. . , N.

Theorem C.34 (Holder's inequality). Let p = (pl, ... , pN), 1 < pi < 00,
i = 1'... , N, and let p' be its Holder conjugate exponent. If u, v : RN -: R
are measurable functions, then
(0.27) IIUVIILI < IIuIILp IIuIILp,
In particular, if u E LP (RN) and v G= LP( RN), then uv E L' (RN).
Proof. By Tonelli's theorem
IIuVIILI = fe... Iu(x)v(x)I dxldx2... dXN.

f fR
The result now follows by successive applications of Holder's inequality with
respect to each variable xi separately, starting from i = 1. 0
Exercise C.35. Let p = (pl,... , pN), 1 < pi < oo, i = 1,...,N, let
u : RN " R be a measurable function, and let {E } be an increasing
sequence of bounded Lebesgue measurable sets, with
C.7. Anisotropic LP Spaces 569
(i) Prove that

"M IIXE,uIILP
f2-400 = IIuIILP
Prove that if u E LP (RN) and 1 < pi < oo, i = 1, ... , N, then
urn IIXEnu - UIILP = 0.
(iii) Does part (ii) hold if some of the exponents pi are infinite?
(iv) Define u : RN R by
:_ a (x) if Iu (x)I < n and x E E,,,
u>z (x) otherwise.
0
Prove that
"M IIunhILP = IIuIILP
Corollary C.36. Let p = (P1,. .. , PN), 1 < pi < oo, i = 1, ... , N, and
let p' be its Holder conjugate exponent. ff u : RN -> R is a measurable
function, then
(C.28) IIIILP = sup I IuvI dx : v E &(R"), IIt'IILp < 1}

!RN
Proof. If u = 0, then both sides of (C.28) are zero, and so there is nothing
to prove. Hence, without loss of generality, we may suppose that IIuIILP > 0.
By Holder's inequality,
V Iuvl dx :5 IIVIILP, IIUIILP :5 IIuIILP

fR
for all v E LI' (RN) with I I V I I LP' < 1, and so
M := sup {LN IuvI d : v E L" (RN) , IIILP, !5 IIuIILP

I
To prove the reverse inequality, it suffices to consider the case that M < 00.
Let 0 < m < N be the number of indexes pi that are infinite.
Assume by contradiction that IIuIILP > M. Then there exists s > 0 so
small that
IIuIILP > M (1 + e)rn .
FornENdefine u,, : R-"' --,R by
u(x) if Iu(x)I <n and x E (-n,n)N,
u (x) 0 otherwise.
By the previous exercise we may find an integer n E N such that
(C.29) IIUnIILP > M (1 + 07z .
Set R = (-n, n)N. For every 1 < i < N write

R'-1 RN-',
x = (&/j, xi, zi') E xRx
Pi = (PI)...,Pi-1), P4' _ (pN-ii.. ,pN),
and
R=R;x(-n,n) xki'CR[ -' xRxRN-i
Note that p = (p;, pi, The cases i = 1 and i = N are simpler.

If 1 < pi < oO, define vi : R x RN-i _, R as
11U. (', xi, z')IILP:(Ri-1)
RN-i
vi (xi, Zi") := m -1 , (xi, 4) E R X ,
11
if I1 u z,') II L(;,i"") # 0, and vi := 0 otherwise. For i = 1 we would

(R`)
take instead
Iu'n(x1,zi)I
vi (xl, z) P1-1 , (xl, zl) E R X RN-1,
II IILP1(R))
If pi = oo, let
Ei,E := 1 (xi, 41) E R X PtN-i
(1+e) IMu II''nz,')II

and consider the section
(E:,e)z {xi E R : (xi, z,') E Ei,,t }
Define vi : R x RN-i l[2 as
1 XE,,, (xi, zz') if L1 ((Ei,E),1) , 0,

G1
vi (xi, z,') :=
0 otherwise.
One should replace I U"' xi, xs') II Lp: with I un (x 1, zi ) I for i = 1 in the
definition of the set E1,E.
Finally, set
N
V:_Evi.
i=1
We leave it as an exercise to check that v is zero outside a compact set,
v r= Li' (RN) n L00 (RN), IIVIILp, = 1, and
fgN IId (1+C) "+'IIfhILP>M,

C.7. Anisotropic LP Spaces 571
where in the last inequality we have used (C.29). On the other hand,
M> j IuvIdx> Jilt"

and so we have reached the desired contradiction. 0
Theorem C.3T (Minkowski's inequality). Let p = (PI, ... ,PN), 1 < pi <
00, i = 1, ... , N, and let u, v : RN - R be measurable functions. Then,
IIU + uIILP C II'IILP + IIvIILP
In particular, if u, v E LP (W'), then u + v E LP (RN).
Proof. The result now follows by successive applications of Minkowski's

inequality with respect to each variable x;, starting from i = 1. 0
By identifying functions with their equivalence classes [u], it follows from
Minkowski's inequality that is a norm on LP (RN).
Theorem C.38. Let p = (pi, ... , pN), 1 C p= < oo, i = 1, ... , N. Then
LP (RN) is a Banach space.
Proof. Let {u,,} c LP (RN) be a Cauchy sequence; that is,

(C.30) hm -4 IILp 0.
m,n->00 IIU
By Corollary C.36 for every 1, in, n E N,
IIUm - U,IILP = sup<1 I(Um - un) VI dx

JI
IIVIILP1t
1
IIXB(0,1) IILP' J (O,1)
I(um - un)I dx.
Thus, for every fixed I E N, letting in, n -p oo in the previous inequality and
using (C.30) shows that {XB(o,1)u.,b} is a Cauchy sequence in L1 (RN). Thus,
there exists a function u(i) E L1 (RN) such that XB(o,t)un u(t) in L1 (RN).
By the uniqueness of limits, we have that 0+1) (x) = u(i) (x) for GN-a.e.
x r= B (0,1). Hence, we may define a measurable function u as follows. For
every x E RN let l be so large that x E B (0, l) and set u (x) := u(t) (x).
Using a diagonal argument, we may find a subsequence {u,,,' } of {un}
such that (x) - u (x) for LN-a.e. x E RN.
Fix a> 0 and find n E N such that
Ilum - U-IILp < 6
for all m, n E N with m, n > n. Let v E LP' (RN), with IIVIILP, < 1, and let
m, k E N be such that m, uk > rt. Then by Corollary C.36,
NI(U,, - unk)vl dx <_ 11U. -'LRkIILP E-
Letting k -+ oo and using Fatou's lemma gives
f N I(um - u)vI dx <likminf f NI(Um - unk)vI dx <E
for all m E N such that m > r and all v E LP( R , with II V II LP, < 1.
Hence, by Corollary C.36 once more, we have that
ZIILP <_ S
for all m E N such that m > fi. Since V.,,, E LP (RN), it follows by
Minkowski's inequality that it e LP (RN). The previous inequality implies
that -u.,,, -> it in LP (RN). This concludes the proof. D
C.8. Hausdorff Measures

In this section we introduce the Hausdorff measure in RN. Loosely speaking,
the Hausdorff measure is a measure that is adapted to measure sets of lower
dimensions in RN , say, a curve in the plane or a surface in R3. It is also
used to measure fractals.
For 0 <,9 < oo define
r(2+1
where r (t) is the Euler Gamma function
r (t) := fo O0 e-xxt-ldx, 0< t< oo.

Note that r(n)= (ii-1)!forall nEN.
We remark that when N E N, then aN is the Lebesgue outer measure of
the unit ball in RN, so that £N (B (x, r)) = aNrN for every ball B (x, r) C
RN
For 0 < 6:5 oo consider the family of elementary sets
co:= {FCRN:diamF<b}
and for every F E Qa define the elementary measure
/diamF\8
P8(F):=as
2 J
C.S. Hausdorff Measures 573
For each set E C RN we define
(C.31) 7{a (E) := inf

fn=1
°O
ad
diam E
2
where, when s = 0, we sum only over those En # 0.

' 8 ao
: E C U E., dials E. < b
n=1
,
Exercise C.39. Prove that in the definition (C.31) it is possible to restrict

the class of admissible sets in the covers {En.} to closed and convex sets
(open and convex, respectively) and that the condition diam En < 8 can be
replaced by diam En < S, without changing the value of Ws' (E).
By Proposition B.3, 1-la is an outer measure. We next define the Haus-

dorff outer measure. Since for each set E C R-,V the function b'--t fa (E) is
decreasing, there exists
(C.32) N' (E) := ali m ft- (E) (E) .
= sup
60 xa
7{o is called the s-dimensional Hausdorff outer measure of E.
It follows from (C.31) and (C.32) that for all E C RN, x E RN, and
t > 0, we have
H (x + E) = xo (E), 7fo (tE) = en.- (E)
Another useful property of 1 is the following result whose proof is left
as an exercise.
Proposition C.40. Let E C RN and let $ : E - Rm be a Lipschitz
function. Prove that for all e > 0,2
7'10 (W (E)) < (Lip (E) .
Let's prove that 7-lo is actually an outer measure.

Proposition C.41. Let 0:5 s < oo. Then fo is an outer measure.
Proof. We prove only countable subadditivity. Let {En} C IIBN. Since fa
is an outer measure, we have that
00 00 00
We
U En xa(En) <EN-a(E)
n=1 n=1 n=1
where in the last inequality we have used (C.32). Letting 6 -> 0+ and using
(C.32) once more gives the desired inequality. O
2Hence, on the right-hand side we have the Hausdorff outer measure in 111m and on the
left-hand side we have the Hausdorff outer measure in 110. We use the same notation.
By Caratheodory's theorem, f; restricted to the a-algebra of all l0

measurable subsets of RN is a complete measure denoted 7{9 and called the
s-dimensional Hausdorff measure.
Using Proposition B.19 we have
Proposition C.42. For 0 < a < oo the outer measure W8 is a metric outer
measure, so that every Borel subset of RN is W,' -measurable.
Proof. Let E, F C RN, with dist (E, F) > 0, and fix 0 < S < dist (E, F).
Consider any sequence {En} C RN such that E U F C U0° 1 E7z and
diamEn < S for all n E N. Discard all the sets E. that do not intersect
E U F. Since diam E < S < dist (E, F), each remaining set E. intersects
either E or F (but not both). Thus
E diamEn' = E as (diamEn)s+ a diamEn
n=11 2 J E. nET9 2 E, 2
xa°(E)+'Ca(F).
Taking the infimum over all admissible sequences {En} yields
?V'
6 (E U F) > 7( 6(E) + 1-C6 (F) .
To conclude, it suffices to let S - 0+ and to use (C.32). O

Remark C.43. We remark that unlike W,",, 7-f6" is not a metric outer measure
for 0 < a < N. As an example, consider the outer measure 7H6, given by
00
(E) := inf 1 : E C U En, diam En < S E C RN.
E"'00 n=1
If we take E1 = {x} and E2 = {y}, where 0 < Ix - yi < b, then to cover
E1UE2 it is enough to consider one set, so Na (El U E2) = 1, while HO, (El) _
1, NO (E2) = 1.
6(ElUE2) = 1 <2 = Ra(El)+(E2).
M6
We now study the dependence of %o on the parameter a.

Theorem C.44. Let 0 <_ s < oo. Then
(i) 1Co is the counting measure,
(ii) x0N = IV,
(iii) -H,', 0 ifs > N.
Lemma C.45. The measure WN is absolutely continuous with respect to
r-N.
C.B. Hausdorff Measures 575
Proof. Fix b > 0. Given a cube Q (x, r), we have that

(V--r)N
aN
dram Q (x,Nr)aN =: CNrN
2
2
and so for each set E C RN, by (C.31) and Exercise C.1,

00 00
7j6 (E) := inf E 'IN ( diem En) N : E C U En, diam En 0. Hence, fl (E) = 0.
This implies that 71N is absolutely continuous with respect to GN. 0
We turn to the proof of the theorem.
Proof. (i) Since ao = 1, we have

00
7{0(E) := inf E 1: E C U En, diamEn < b .
EnOO n=1
If y := card E is finite and S is sufficiently small, then we need at least

y sets En to cover E. Thus 71a (E) = card E. On the other hand, if
card E is infinite, let En be a subset of E with exactly n elements. Then
(ii) Fix 5 > 0 and consider any sequence {En} C RN such that E C
UO_1 En and diam En < 8 for all n E N. Since diam En = diam En, without
loss of generality, we may assume that the sets En are closed and thus
Lebesgue measurable.
Using the monotonicity and subadditivity of Go together with the iso-
diametric inequality, we have
G0 (E) < L. U En <

00 00
GN (En) <
00
aN
( diam2 En ) N
n=1 n=1 n=1 \ J
Taking the infimum over all admissible sequences {En} gives
(C.33) Go (E) < 7{0 (E).

To prove the other inequality, fix e > 0 and 6 > 0 and by Exercise C.1 find
a sequence of cubes {Q (x., rn)} with diameter less than S such that
00
EGN(Q(xn,rn)) <L (E)+
U=1
For every n E N let F. be the family of all closed balls contained in
Q (x,a, rn). By the Vitali-Belsicovitch covering theorem there exists a count-
able family {B (zr, r{'L)) } C .Fn of disjoint closed balls such that
GN rin)
Q (xn, r) \ U B = 0.
By the previous lemma,

'Hd Q(xn,rn),UB(x(n)rr(n)1
i J
=
xN Q (xn, rn) , U B (x(n), r(.)) _ 0,
i
and so, since Na is an outer measure,
xN (E) <
00
nn[=1
W6
00
(Q (xn, rn)) = E Wg U B
n=1 [[i-
(xr))1n)
L
00
L RN (B xin)
rin)}
5 L [-
00
L aNri
n=1 i n=1 i
00 00
cN (B (x)rr))) L N (Q (xn, rn)) ,-o (E) + e.
n=1 i n=1
Letting 6 -> 0+ and then e -* 0+ gives the desired result.

IN
(iii) Subdivide the unit cube Q into MN cubes of side length
m and diameter . Let 6 :_ . Then
--+0
(Q) < M a8 2m
= aA
2
1
7no-N
-1
n=1
as m - oo, and so %o (Q) = 0 in view of (C.32). Since RN can be written
as a countable union of unit cubes, we have that to (RN) = 0, and so
1 - 0.
Remark C.46. In view of Theorem C.44, it follows that the Hausdorff
outer measures fo are of interest only when 0 < a < N.
Exercise C.47. Give a direct, simple proof of the fact that f00 = Ga. Hint-
=1. f o r a l l 0.
Proposition C.48. Let E C RN and let 0 < s < t < oo.

(i) If H' (E) = 0 for some 0 < 6:5 oo, then fl (E) = 0.
(ii) If 1{0 (E) < oo, then V,, (E) = 0.
(iii) If No (E) > 0, then ?{o (E) = oo.
Proof. (i) For s = 0 there is nothing to prove, so assume a > 0. Since

fa (E) = 0, for every e > 0 we may find a sequence {En} C RN such that
ECU, 1E,,,diamE.<5forallnEN,and
00 (diamEn)s
a8 <
c=1
1/a
It follows that diamE, < 2
l a I =: S! and so 11 (E) < e. Since St -, 0
as a -4 0+, it follows from (C.32) that If" (E) = 0.
(ii) Assume that f. (E) < oo, fix S > 0, and find a sequence {E,,} C R"
such that E C U°O_1 En, diamE < S for all n E N, and
(diamEfl)3 <x(E)+ 1 <1 (E)+1.
as
Then
(diamE,,lt < at (o\ t -6t.a8 (diamEn
x (E) < at 2 ag 2
n_1 n_1 2
<
(S\ I
t 8
(No (E) + 1) .
Letting S -> 0, it follows from (C.32) that 11. (E) = 0. 0

As a consequence of the previous proposition we have the following re-
sult.
Proposition C.49. Let 0 < s < N. Then the Hausdorff measure N" is not
u-finite.
Proof. Assume by contradiction that for some 0 < a < N there exists a
sequence of ?{o-measurable sets such that
00
R = UEn.
n=1
578 C. The Lebesgue and Hausdoiff Measures
and if (En) < oo for all n E N. By Proposition C.48(ii) and the fact that
8 < N, we have that
% (En)=0.
Hence, by Theorem C.44 (see (C.33)), Go 0, which is a contradiction,
since
00 00
00 = C0 (RN) = C0 U E. < >2'Co (En) = 0.

m_1 n=i
In view of Proposition C.48 the following definition makes sense.

Definition C.50. The Hausdorff dimension of a set E C RN is defined by
dimn(E):=inf{0<_s<oo: V(E)=0}.
Note that dimx may be any number in [0, oo], not necessarily an integer
number. We remark that Proposition C.48(ii) and Theorem C.44(iii) imply
that dim7i (E) < N for every set E C RN. Moreover, if t:= dime (E), then
by the previous proposition we have that Wa (E) = 0 for all s > t, while if
t>0, then W., (E) = 00 for all 0 < 8 < t.
Exercise C.51. Let f : RN-1 -p R be a Lipschitz function. Prove that the
graph of f,
Grf {(x', f (x')) : x' E RN-'} C RN
has Hausdorfi dimension N - 1 and that
Vv-1(Gr f) = surface area of Grf = J 1 V+ IVf (x')12 dx'.
N-
Prove that for every Borel set B' C RN-1,
xN-i ({(x',f (x')) : x' E B'}) = 15' 1+Ivf (x') dx'.
Throughout this text we use surface integrals over the boundary O) of
sufficiently regular open sets 12 C RN. We begin with the special case
(C.34) Q:= {(X1
)
xN) E RN-' X R : XN > f (2)} ,
where f : RN-1 --+ R is a Lipschitz function. In view of the previous
exercise, for every measurable function u : On -+ [0, oo] we have that the
surface integral of u over 00 is given by
N-1
(C.35)
J u =J N-1 1
u (x', f (x')) 1+ IV&f (x')12 &l.
If the boundary of the open set SZ C RN is now locally Lipschitz, for

every Xo E 8) there exist a neighborhood Ax0 of xo, local coordinates
y = (y', IN) E ][8N-1 x R, with y = 0 at x = x0, a Lipschitz function

fxo : RN-1 - R, and r > 0 such that
t) n A0 (y', yN) E Sl n Ax0 : y' E QN-1 (0, r) a yN > fxo (t') } .
Since
M C U Ax,
xE&-k
we may construct a smooth partition of unity {1ji} subordinated to the
family {Ax}XEBSt. For every measurable function u : &I -+ R we have that
for each n the function u, has support contained in some A.., and so by
(C.35) we have that
fan uzfin
a%N-1
'u (Y', f.- (y')) *T+ (l/, f'. (g')) 1 + I V fso (y') I2 dy'
QN-1(0,r)
Since En z1' = 1 and is locally finite, we have that
(C.36) U dHN-1 = r dhN-1
foS! ,b 0St
Remark C.52. Without using the Hausdorff measure VN-1, one could
define the surface integral as in (C.35) when fl has the form (C.34) and as
in (C.36) when SZ is locally Lipschitz. In this case one should prove that
the previous definition of surface integral is independent of the particular
partition of unity. This approach is taken up in the book of Fleming [621.
Exercise C.53. Let M C RN be a k-dimensional manifold of class C1,
1:k<N.
(i) Let rp be a local chart; that is, W : A -> M is a function of class
C' for some open set A C Rk such that V p has maximum rank k
in A. Define gz? where . is the inner product in RN.
Prove that cp (A) has Hausdorff dimension k and that
1k (cp (A)) = surface area of the manifold <p (A) = fA det g j (ly) dy.
(ii) Prove that M has Hausdorff dimension k and that Wk (M) is the
standard surface measure of M.
Appendix D
Notes
Deciphering Academnese, I. "To the best of the author's knowl-
edge" = "We were too lazy to do a real literature search. "
-Jorge Chain, www.phdcomics.coni
Chapters 1, 2, and 3 draw upon the book of van Rooij and Schikhof (171].1
Chapter 1: The first proof of Lebesgue's differentiation theorem is due
to Faure [561 (see also [21) for another proof). Lemma 1.24 (see 156)) is a
slight modification of Riesz's rising sun lemma (see [141] and [171]).
For more information and extensions on the Weierstrass function (see
Theorem 1.12) we refer to the paper of Hardy [82) and the recent paper of
Pinkus [138]. Exercises 1.18 and 1.19 and Proposition 1.20 are based on a
paper of Krantz [101]. See also the paper of Stein and Zygmund 11611 and
the monograph (160] for more information on the Zygmund space A1(R).
We refer to the paper of Dovgoshey, Martio, Ryazanov, and Vuorinen
(49] and the references contained therein for an extensive treatment of the
Cantor function. For Exercise 1.44 see [11]. For Exercise 1.46 see [94].
Theorem 1.47 is due to Tak.4cs [164] (see also [146] and [89]), while for
Exercise 1.51 see the paper of Freilich [67].
Chapter 2: Exercise 2.15 is due to Heuer [87]. For Exercise 2.22 see [17].
Theorem 2.26 is due to Katznelson and Stromberg (961. Exercise 2.29 is
based on a paper of Gehring [72]. Theorem 2.31 and Exercise 2.33 are due
to Josephy [93].
The proof of the Helly selection theorem (Theorem 2.35) follows [132].
For Exercises 2.41 and 2.42 see [5]. Corollary 2.43 is proved in [183].
'This is a really nice book that is not as well known as It should be. We highly recommend
it.
581
582 D. Notes
Theorem 2.47 is due to Banach (14], while Theorem 2.46 and Lemma
2.48 are due to Federer [57]. Exercise 2.50 is based on a paper of Wiener
[179].
Chapter 3: For Exercise 3.3 see [132]. The proofs of Theorem 3.12 and
Lemmas 3.13 and 3.16 are adapted from papers of Goffman [75], Van Vleck
[172], and Varberg [173]. For Exercises 3.20 and 3.21 see [132]. Exercise
3.28 is based on a paper of Lindner [109]. Exercise 3.34 is due to Botsko
[22].
The author would like to thank J. Ma1y for useful conversations on the
proof of Corollary 3.41.
Exercise 3.43 is based on a paper of Gehring [72]. Theorem 3.44 was
first proved by Krzyzewski [102] and then later independently by Serrin and
Varberg (153] (see also [76] for some extensions).
An alternative proof of Lemma 3.45 in the Sobolev setting due to A.
Ancona may be found in [20]. Theorem 3.54 and all its corollaries were
proved by Serrin and Varberg [153]. For Exercise 3.53 see the paper of
Marcus and Mizel [117].
For Theorem 3.65 see the monograph [11]. Theorem 3.68 is adapted
from a paper of Josephy 1931.
The proof of Corollary 3.74 uses some ideas of 1147). We refer also to the
papers of Morse [127] and of Kober [99] for more information on singular
functions.
Chapter 4: The first two sections of Chapter 4 draw upon the review
paper of Cesari [30]. Theorem 4.5 is due to Hilbert [90]. Our proof is due
to Moore [125].The first example of this type was given by Peano in 1890
[136]. Theorem 4.15 is due to Almgren and Lieb [8].
The first part of the proof of Theorem 4.18 follows [77]. For Theorem
4.37 see [11].
Section 4.3 draws upon the books of Ambrosio and Tilli [11] and of
Falconer [55]. Theorem 4.42 is due to Federer [57].
Theorem 4.54 is due to Marcus and Mizel [117] (see also [9], [106], and
[126]).
Our proof of the Jordan curve theorem (Theorem 4.56) is due to Tver-
berg [169] (see also the paper of Maehara [111] for a different proof based
on the Brouwer fixed point theorem).
Chapter 5: This chapter draws upon the book of Saks [145]. Theorem
5.33 is due to Cater [29]. Proposition 5.39 and Corollary 5.40 were proved
by Hewitt [88] to which we refer for extensions to the case of unbounded
intervals. For Theorem 5.42 see the paper of Winter [180].
D. Notes 583
Chapter 6: Theorem 6.15 and Exercise 6.17 follow [78]. For Theorem 6.18
see [108]. In the case in which %P is even, it was first proved independently
by Chiti [31] and by Crandall and Tartar [41]. We refer to the paper of
Hajaiej (79] for extensions to the case in which is real-valued. Exercise
6.19 is based on [31].
Theorem 6.23 is due to Ryff [142], who studied the case in which E _
[0, 1]. The present extension and parts of the proof follow the papers [36]
and [60]. Corollary 6.26 and Theorem 6.28 in this general form are also due
to Ryff [142] (see the work of Duff [50] for the case in which u is assumed
to be absolutely continuous).
Exercise 6.29 is based on a paper of Cianchi [35]. We refer to the papers
of Cianchi [35] and Dahlberg [43] for more information on the regularity of
(u`)'. Corollary 6.30 is due to Novak [134].
For more information on the topics of this chapter and for an extensive
bibliography we refer to the monographs of Kawohl [97] and Kesavan [98];
see also the book of Lieb and Loss [108].
Chapter 7 For more information on functions in BV (11) we refer to the
monographs of Ambrosio, Fusco, and Pallara [10], Evans and Gariepy [54],
and Ziemer [182].
The proof of Lemma 7.3 is adapted from [24]. For Exercise 7.5 see the
lecture notes of Dal Maso [44]. For more information on Sobolev functions
of one variable we refer to the monographs of Brezis [24] and Burenkov [28].
Exercise 7.16 is based on a paper of Helmberg [85]. Exercise 7.22 is due to
Lu and Wheeden [110]. Proposition 7.23 was proved by Chua and Wheeden
[33].
Chapter 8: Proposition 8.2 and Theorems 8.4 and 8.10 are due to Varberg
[174]. Lemma 8.7 was proved by Flett [63]. Lemma 8.5 may be found in a
paper of Schwartz (150].
In recent years there has been a renewed interest in absolutely continuous
functions of several variables and the Lusin (N) property. In [113], Maly
proposed an alternative definition. We refer to the papers of Csornyei [42]
and of Hencl and Maljr [86] for more information and references on this
topics.
Theorem 8.17 is due to Lax [104] to which we refer for some historical
background and references on the Brouwer fixed point theorem [26].
Theorem 8.21 is due to Varberg [175] (see also Rudin [143]). We refer
to the paper of Hajlasz [80] for significant improvements.
Chapter 9: The material from this chapter is based on [52], [144], and
[181]. For Exercise 9.4 see the lecture notes of Acquistapace [3].
584 D. Notes
Chapter 10: For more information on Sobolev functions we refer to the

monographs [7J, [281, [541, [120], and [1821.
Exercise 10.11 is based on a paper of Simader 1155]. Theorem 10.15 is
due to Meyers and Serrin [1221. Theorem 10.24 and Exercise 10.26 follow a
paper of Fraenkel 166] to which we refer for more information about different
definitions of regular domains (see also the monograph of Delfour and Zoldsio
[47]). Exercise 10.39 is due to Kolsrud [100]. For the proof of Theorem 10.33
see Hilden 1911.
The first step of the proof of Theorem 10.55 is due to Stein (see the
paper of Brezis [25] ). Theorem 10.55 is quite important for two different
reasons. This characterization is often used to prove higher regularity of
solutions of partial differential equations (see, e.g., [241, [531, and 1731}. It
is also important because it allows us to give a definition of Sobolev spaces
that does not involve derivatives. Such characterizations have been studied
extensively in recent years, since they can be used to define Sobolev spaces
on metric spaces. We refer to the books of Ambrosio and Tilli [111 and
Hajlasz and Koskela 1811 and to the recent survey paper of Heinonen [84]
for more details on this subject.
Chapter 11: Step 4 of the proof of the Sobolev-Gagliardo-Nirenberg em-
bedding theorem follows the paper of Maggi and Villani [112]. For a proof
of the results mentioned in Remark 11.5 we refer to the papers of Aubin [13]
and Talenti [165]. For sharp forms of the Sobolev-Gagliardo-Nirenberg in-
equality we refer to the recent work of Cianchi, Fusco, Maggi, and Pratelli
[38] and to the references contained therein.
Exercises 11.7 (i) and (ii) and 11.16 are based on 166]. For Exercise
11.7(iii) see [121.
The proof of the Rellich-Kondrachov theorem is adapted from a paper
of Serrin [152]. For Exercise 11.15 see (1521.
Exercise 11.19 and the first part of Exercise 11.20 are based on a paper
of Strauss [163], while the second part of Exercise 11.20 is based on a paper
of Ebihara and Schonbek [51]. The author would like to thank Bill Hrusa
for suggesting the reference [163].
Theorem 11.29 and Exercise 11.26 are due to Adachi and Tanaka [4].
The simplified proof of Theorem 11.29 is due to Francesco Maggi. To the
author's knowledge the first result of this kind in bounded domains is due
to Trudinger [168] (see also the work of Moser [130] and the recent paper
of Li and Ruf [107] for some recent results).
Corollary 11.36 and Exercise 11.40 follow a paper of Serrin [1511. Corol-
lary 11.41 follows a paper of Marcus and Mizel [1161.
For Exercise 11.45 see [166].
D. Notes 585
In [1151 Malt and Martio have constructed a continuous transformation

T E W 1,N (RN; RN) that does not satisfy the (N) property and whose
Jacobian is zero Vv-a.e. in RN.
Theorem 11.49 is due to Rademacher [140]. The proof presented here is
follows the lecture notes of Lang [103). Theorem 11.50 is due to Stepanoff
[162]. The proof presented here is due to Malt [114].
Chapter 12: A necessary and sufficient condition on the regularity of Oil
for the existence of an extension operator is still missing except in the two-
dimensional case (see the paper of Jones [92]). For Exercises 12.1 and 12.2
see the book of Maz'ja [120]. Exercises 12.5, 12.6, 12.7, 12.12, and 12.14
and the proof of Theorem 12.15 follow the book of Stein 1160).
Definition 12.10 is also from the book of Stein [160], but we added the
condition that {l,a} is locally finite, since we were not able to show that
conditions (i)-(iii) imply that is locally finite and we used this property
in the proof of Theorem 12.15.
We refer to the book of Ziemer [182] for an extensive treatment of
Poincare's inequality. Exercises 12.26 and 12.40, Proposition 12.29, and
Theorem 12.36 are due to Smith and Stegenga [156]. The author would like
to thank Bill Hrusa for suggesting Exercise 12.27.
Theorem 12.30 follows a paper of Chua and Wheeden [34]. The idea of
the proof comes from the paper of Bebendorf [16], who corrected a mistake
in the original paper of Payne and Weinberger [135] in the case p = 2. See
also the paper of Acosta and Duran [2] for the case p = 1.
Chapter 13: As we already mentioned at the beginning of Chapter 13, what
is covered here is just the tip of the iceberg. We refer the interested reader
to the monographs [10], [54], 1581, 174], and [182) for more information on
functions of bounded variation.
For Exercises 13.5 and 13.8 see the book of Giusti [74]. Section 13.3 is
based on a paper of Serrin [151].
Theorem 13.25 is due to Fleming and Rishel [61]. Theorem 13.42 is due
to Sard [148], and the proof follows the book of Milnor [124].
Chapter 14: This chapter draws upon the books of Besov, Vin, and
Nikol'skiT [18], [19].
Theorem 14.10 is due to Maz'ja and Shaposhnikova [121]. The present
proof is based on that of Karadzhov, Milman, and Xiao [95]. Theorem 14.16
was first proved by Bourgain, Brezis, and Mironescu [23] and by Ponce [139]
(see also the paper of Brezis [25)). The present proof is based on that of
Karadzhov, Milman, and Xiao [95].
586 D. Notes
Theorem 14.17 and Lemma 14.23 follow [19]. The proofs of Theorems
14.22, 14.29, and 14.32 are due to Solonnikov [158]. For Proposition 14.40
see [6].
Chapter 15: Theorems 15.6, 15.20, and 15.21 were first proved for bounded
Lipschitz domains by Gagliardo in [69]. The proof of Theorem 15.20 is due
to Solonnikov [157]. The proof of Theorem 15.21 is adapted from a paper
of Uspenskii [170]. Exercise 15.27 is based on [66].
Chapter 16: Exercise 16.8 is based on [78]. Theorems 16.17 and 16.19
were proved independently by Hilden [91] and Talenti [165]. We follow here
the approach of Hilden, although the proofs are significantly simpler due
to the results of Chiti [31] and Crandall and Tartar [41] on the continuity
of decreasing rearrangement in L" and to recent work of Martin, Milman,
and Pustylnik [119], to whom Proposition 16.21 and Step 1 of the proof of
Theorem 16.19 are due. Theorem 16.18 has been significantly extended by
Cianchi and Fusco [37].
For more information on the topics of this chapter and for an extensive
bibliography we refer to the monographs of Kawohl [97] and Kesavan [98];
see also the book of Lieb and Loss [108].
Appendix A: This chapter draws upon [65].
Appendix B: This chapter draws upon [65], to which we refer for the
proofs of all the results that cannot be found in classical texts (such as [48],
[54], [64], [143]).
Appendix C: The proof of the Brunn-Minkowski inequality (see Theorem
C.7) follows a survey paper of Gardner [71], to which we refer for more
information and an extensive bibliography. Exercise C.9 is based on a paper
of Bebendorf [16]. Theorem C.26 follows the book of Stein [160].
Exercise C.30 is due to L. Tartar. The proof of Proposition C.31 follows
a paper of Hedberg [83] but is presented here in a simplified form due L.
Tartar.
Section C.7 is based on the book of Besov, ll'in, and Nikol'skil [18].
Appendix E
Notation and List of

Symbols
Deciphering Academese, 11: "...remains an open question" _
'4we have no clue either."
Since the number of letters and symbols (and the author's imagination) are
limited, sometimes, and when there is no possibility of confusion, we use
the same letter or symbol for different objects (not in the same theorem, we
hope). For example, the letter C is used for constants, but also for closed
sets, while the letter a is used for multi-indices, but also as a real number.
A subscript on an equation number refers to that expression in the dis-
play. For example, given
(E.1) Expression 1, Expression 2,
(E.1)2 refers to Expression 2 in (E.1).

Constants
C, c: arbitrary constants that can change from line to line and that
can be computed in terms of known quantities.
Sets
X, Y: sets or spaces; card X: the cardinality of a set X; P (X): the
family of all subsets of a set X ; F, G: family of sets or of functions.
C: inclusion between two sets, with equality possible.
X LY = (X \ Y) U (Y \ X): symmetric difference between the sets
X and Y.
587
588 E. Notation and List of Symbols
Functional Analysis
A, U: open sets; K: a compact set; B: a Borel set; C: a closed or
convex set.
E, F, G: usually denote sets; 8E: boundary of E; E°: the interior
of E; E: the closure of E.
XE: characteristic function of the set E.
T: topology; 11.11: norm.
dist: distance; diam: diameter.
duality pairing.
weak convergence; weak star convergence.
C (X): space of all continuous functions; C,, (X): space of all con-
tinuous functions whose support is compact; Co (X): the closure of
CC (X) in the sup norm.
Measure Theory
9N, 91: algebras or a-algebras; Wi ® 01: product o-algebra of 9R and
01 (not to be confused with 0 x 91); B (X): Borel a-algebra.
p, v: (positive) finitely additive measures or (positive) measures;
v 1 it means that p, v are mutually singular measures; v << µ
means that the measure v is absolutely continuous with respect
to the measure p; dam: the Radon-Nikodym derivative of v with
respect to A; p*: outer measure.
A: a finitely additive signed measure or a signed measure; A+, A-,
IAI: the upper, lower, and total variation measures of A.
u, v, and w usually denote functions or variables.
f, g, gyp, Eli, 0 usually denote functions; supp f : support of the func-
tion f ; Lip f : Lipschitz constant of the function f ; osc (f ; E): os-
cillation of f on E; f * g: convolution of the functions f and g.
Mb (X; R): space of all signed finite Radon measures.
ba (X, M, µ): space of all bounded finitely additive signed measures
absolutely continuous with respect to A.
LP (X, M, /4), LP (X, p), LP (X) are various notations for LP spaces;
p': Holder conjugate exponent of p; IHILP(x), IIil[p'
or 11.11p are various notations for the norm in LP.
Functions of One Variable
N: the set of positive integers; No := N U {0}; Z: the integers; Q:
the rational numbers; R: the real line; R:= [-oo, oo]: the extended
real line; if x E R, then x+ := max {x, 0}, x- := max {-x, 0},
fix) := x+ + x-; LxJ: the integer part of x.
E. Notation and List of Symbols 589
I: an interval; ®: the Cantor set.

Go: the 1-dimensional Lebesgue outer measure; 41: the 1-dimen-
sional Lebesgue measure.
A1(R): the Zygmund space; BPV (I): the space of all functions of
bounded pointwise variation on I; AC (I): the space of all abso-
lutely continuous functions defined on I.
Given a function u, u+ (x) and u- (x) are the right and left limits
of u at a point x, uj is the jump function of u, uc is the Cantor part
of u, uAC is the absolutely continuous part of u, Var u is the point-
wise variation of u, V (or is the indefinite pointwise variation
of u, PVar u and NVar u are the positive and negative pointwise
variations of u, Vary u is the p-variation of u, essVar u is the essen-
tial variation of u, Nu E) is the Banach indicatrix (or counting
function) of u over a set E, and D u (x) , D_u (x) , D+u (x), and
D+u are the Dini's derivatives of u at x.
µu: the Lebesgue-Stieltjes measure generated by an increasing
function u; ) : the Lebesgue-Stieltjes signed measure generated
by a function u with bounded pointwise variation.
go,,.: the distribution function of a function u; u*: the decreasing
rearrangement of u.
L (-y): the length of a curve -y.
Functions of Several Variables
RN: the N-dimensional Euclidean space, N > 1, for x E RN, with
x = (x1, ... , xN)91
IxI := (xl )Z + ... + (x]1/)2.

Given x = (xl, ... , XN) E RN, for every i = 1, ... , N we denote
by x; the (N - 1)-dimensional vector obtained by removing the ith
component from x and with an abuse of notation we write
(E.2) x = (xa, xi) E RN-1 x R.
When i = N, we will also use the simpler notation
(E.3) x = (XI, XN) E RN-1
xR
1When there is no possibility of confusion, we will also use xl,x2, etc, to denote different
points of R"'. Thus, depending on the context, z; is either a point of RN or the ith coordinate of
the point z E RN.
590 E. Notation and List of Symbols
and
lt+ _ {x = (x', XN) E 1RN-1
x R : XN > 01,
RN = {x = (x', xN) E RN-i x R
: XN < 0} .
6ij: the Kronecker delta; that is, b_j := 1 if i = j and 5iN := 0
otherwise.
ei, i = 1, . . . , N,: the unit vectors of the standard (or canonical)
orthonormal basis of RN.
det: determinant of a matrix or a linear mapping.
1: an open set of RN (not necessarily bounded); v: the outward
unit normal to BfZ; BN (x, r) (or simply B (xo, r)): open ball in RN
of center xo and radius r;
N
QN (xo, r) := x0 + (- i,2 /\
(or simply Q (xo, r)); SN-1: unit sphere in RN.
L : the N-dimensional Lebesgue outer measure; GN: the N-
dimensional Lebesgue measure;
aN:=G^'(B(0,1)).
Given a Lebesgue measurable set E C RN, I EI = GN (E).
fo: the s-dimensional Hausdorff outer measure; H°: the s-dimen-
sional Hausdorff measure.
Given E C RN and' : E - RM, dW (xo) is the differential of W
at xo, Zcr- (xo) is the partial derivative of at xo with respect to
xi, (xo) is the directional derivative of ' at xo in the direction
v E SN-1, DAY (xo) is the gradient of it at xo, and J% (xo) is the
Jacobian of %F at xo (for N = M).
Cm (a): the space of all functions that are continuous together with
their partial derivatives up to order m E 1'4o,
00
C°°
(il) := fl Cm (n);
M=0
Cr (Sl) and C°° (f2): the subspaces of C"' (fl) and C°° (fl), respec-
tively, consisting of all functions with compact support.
For a multi-index a = (al, ... , aN) E (No)N,
c?" _ 8IaI
Ial := al + ... + aN.
8xa axi 1 ... 8xN
DK (f2): the set of all functions in CC° (fl) with support in the
compact set K; D (fI): the space C°° (ft) endowed with a particular
topology r; D' (C): the topological dual of D (C).
E. Notation and List of Symbols 591
In Chapter 9, T: a distribution (an element of D' (S2)); 55a: the

delta Dirac with mass at xo; L" T : the derivative of the distribution
T with respect to the multi-index a; suppT: the support of T;
T * 0: the convolution of T with the function 0.
W1"p (S2): a Sobolev space; the norm in W1,P (fl); for
u E W1,P (fl), TXT : the weak (or distributional) partial derivative
of u with respect to xi; Vu: the weak (or distributional) gradient
of U.
Hl (Il): the Hilbert space W1.2 (Sl); Wkp (i): a higher-order Sobo-
lev space; L1'P (S2): a Sobolev space; (W1,P (S2))': the topological
dual of W 1,P (12); Wo'P (S2): the closure of C°° (11) in W' ,P (0);
W-1,P' (fl): the topological dual of Wo'P (S2).
cp.: a standard mollifier; uE := We * u: the mollification of u; fl,:
the set {x E S2 : dist (x, 8S2) > e}.
PA: a particular family of continuous piecewise affine functions.
p* := N P: Sobolev critical exponent.
Ll (E): an Orlicz space; CO," (ii): the space of all bounded Holder
continuous functions with exponent a,
E : W 1,P (S2) -- W 1,P (RN) : an extension operator.
dreg: the regularized distance.
Given a function u and a set E, UE is the integral average of u over
a set E.
BV (12): the space of functions of bounded variation. Given u E
BV (11), Diu is the weak (or distributional) partial derivative of u
with respect to xi, Du is the weak (or distributional) gradient of
u, IDul is the total variation measure of the measure Du.
V (u, f2): the variation of a function u in Q.
P (E, fl): the perimeter of a set E in fl.
O'u (x) := u (x + he-j) - u (x).
Bs,P,e (RN): a Besov space; W8'P (RN): a fractional Sobolev space.
Tr (u): the trace of a Sobolev function.
uO: the spherically symmetric rearrangement (or Schwarz symmet-
ric rearrangement) of a function u.
M (u): maximal function of u.
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Index
absolute continuity Cauchy's inequality, 232

of u", 208 chain rule, 94, 145
of a function, 73, 241 change of variables, 98, 183, 346
of a measure, 522 for multiple integrals, 248
of a signed measure, 525 characteristic function, 514
absorbing set, 497 closed curve, 116
accumulation point, 494 simple, 116
algebra, 508 closed set, 494
arclength of a curve, 128, 132 closure of a set, 494
area formula, 100 coarea formula, 397
atom, 510 cofactor, 243
compact embedding, 320
background coordinates, 232 compact set, 495
balanced set, 256, 497 complete space, 494, 498
Banach indicatrix, 66 connected component, 14
Banach space, 501 exterior, 146
Banach-Alaoglu's theorem, 504 interior, 146
base for a topology, 495 connected set, 14
Besicovitch's covering theorem, 538 continuous function, 495
Besicovitch's derivation theorem, 539 continuum, 137
bidual space, 499 convergence
Borel function, 511 almost everywhere, 534
boundary almost uniform, 534
Lipschitz, 354 in measure, 534
locally Lipschitz, 354 in the sense of distributions, 264
of class C, 287 strong, 494
uniformly Lipschitz, 354 weak, 503
Brouwer's theorem, 242 weak star, 504
Brunn-Minkowski's inequality, 545 convergent sequence, 494
convolution, 275, 550
Cantor diagonal argument, 60 of a distribution, 275
Cantor function, 31 counting function, 66
Cantor part of a function, 108 cover, 539
Cantor set, 30 curve, 116
Carathdodory's theorem, 510 continuous, 116
Cauchy sequence, 494, 498 parameter change, 115
603
604 Index
parametric representation, 115 finite width, 359

cut-off function, 496, 559 first axiom of countability, 495
FYdchet curve, 131
De Is Vallee Poussin's theorem, 173, 535 Fubini's theorem, 35, 521
decreasing function, 3 function of bounded pointwise variation, 39
decreasing rearrangement, 190, 478 in the sense of Cesari, 389
delta Dirac, 264 function of bounded variation, 377
dense set, 494 function spaces
derivative, 8 ACv ((a, b]), 94
of a distribution, 266 AC(1), 73
differentiability, 8 Agac (1), 74
differentiable transformation, 233 AC (1; Rd), 74
differential, 233 B',P,e (R-), 415
Dini's derivatives, 20
B'-p-s (On), 474
directional derivative, 233
BV P (I; Rd), 40
disconnected set, 14
BV P (1), 39
diet-once, 493
BVP1OC (1), 40
distribution, 264
order BV ((2), 215, 377
infinite, 264 BVI, (fl), 220
distribution function, 187, 477 Co.- (f2), 335
distributional derivative, 215, 222, 267 C(X;Y), 495
distributional partial derivative, 279, 377 Co(X),501
doubling property, 22 C, (X), 501
dual space, 499 C°O (ft), 255
dual spaces C'° (il), 255
D' (ft), 284 Cm (E), 561
Mb (X;R), 537 C'" (f2), 256
of W - (ft), 299 C," (ft), 255
(l), 303 CC (X), 496
duality pairing, 499 D (cl), 259
DK (ft), 255
Eberlein-Smulian's theorem, 505 L1,P (fl), 282
edge of a polygonal curve, 146 LP (RN), 568
Egoroff's theorem, 534 L°O (X), 526
embedding, 502 LP (X), 526
compact, 503 LP,, 632
equi-integrability, 535 L'V (E), 331
equi-integrable function, 76 PA, 292
equivalent curves Al (1), 11
Frdchet, 131 W - (fl), 222
Lebesgue, 115 ylrs,P (RN), 44$
equivalent function, 526 Wt,P (0), 279
equivalent norms, 502 W," (ci), 282
essential supremum, 526, 532 function vanishing at infinity, 187, 312, 477
essential variation, 219 functional
Euclidean inner product, 231 locally bounded, 538
Euclidean norm, 232 positive, 538
extension domain fundamental theorem of calculus, 85
for BV (fl), 402
for W '-P (fd), 320
extension operator, 320 Gd set, 29
Gagliardo's theorem, 453
Fo set, 29 Gamma function, 572
Fatou's lemma, 516 gauge, 498
fine cover, 539 geodesic curve, 133
finite cone, 355 gradient, 233
Index 605
7{k-rectifiable set, 143 Lebesgue's dominated convergence

Hahn-Banach's theorem, analytic form, 500 theorem, 518
Hahn-Banach's theorem, first geometric Lebesgue's monotone convergence theorem,
form, 500 515
Hahn-Banach's theorem, second geometric Lebesgue's theorem, 13
form, 501 Lebesgue-Stieltjes measure, 157
Hamel basis, 12 Lebesgue-Stieltjes outer measure, 157
Hardy-Littlewood's inequality, 196, 482 Leibnitz formula, 264
Hausdorff dimension, 578 length function, 125
Hausdorff measure, 574 length of a curve, 118
Hausdorff outer measure, 573 o-finite, 118
Hausdorff space, 494 Lipschitz continuous function, 342
Helly's selection theorem, 59 local absolute continuity of a function, 74
Hilbert space, 506 local base for a topology, 495
Hilbert's theorem, 118 local coordinates, 232
Holder's conjugate exponent, 527, 568 locally bounded pointwise variation, 40
Holder continuous function, 335 locally compact space, 496
Holder's inequality, 527, 588 locally convex space, 498
locally finite, 496
immersion, 502 locally integrable function, 517
increasing function, 3 locally rectifiable curve, 118
indefinite pointwise variation, 44 lower variation of a measure, 524
infinite sum, 100 Lusin (N) property, 77, 208, 234, 340
inner product, 506
inner regular set, 536 It'-measurable set, 508
integrals depending on a parameter, 519 maximal function, 564
integration by parts, 89, 181 measurable function, 511, 513
interior of a set, 494 measurable space, 509
interval, 3 measure, 509
inverse of a monotone function, 6 v-finite, 509
isodiametric inequality, 548 absolutely continuous part, 526
isoperimetric inequality, 405, 549 Bore], 509
Borel regular, 537
Jacobian, 233 complete, 509
Jensen's inequality, 518 counting, 516
Jordan's curve theorem, 146 finite, 509
Jordan's decomposition theorem, 524 finitely additive, 509
Josephy's theorem, 55 localizable, 532
jump function, 5 nonatomic, 510
product, 520
Kakutani'a theorem, 505 Radon, 537
Katznelson-Stromberg's theorem, 50 semifinite, 510
signed Radon, 537
Laplacian, 267 singular part, 526
Lax's theorem, 243 with the finite subset property, 510
Lebesgue integrable function, 517 measure space, 509
Lebeegue integral measure-preserving function, 202
of a nonnegative function, 514 measures
of a simple function, 514 mutually singular, 523, 525
of a real-valued function, 516 metric, 493
Lebesgue measurable function, 545 metric space, 493
Lebeegue measurable eat, 543 metrizable space, 497
Lebesgue measure, 543 Meyers-Serrin's theorem, 283
Lebeegue outer measure, 543 Minkowski content
Lebesgue point, 540 lower, 549
Lebesgue's decomposition theorem, 523, upper, 549
525 Minkowski functional, 498
606 Index
Minkowski's inequality, 531, 571 point

for integrals, 530 of density one, 541
mollification, 553 of density t, 541
mollifier, 552 pointwise variation, 39
standard, 553 polygonal curve, 146
monotone function, 3 positive pointwise variation, 45
Morrey's theorem, 335, 437 precompact set, 496
Muckenhoupt's theorem, 373 principal value integral, 268
multi-index, 255 purely ?lk-unrectifiable set, 143
multiplicity of a point, 116
Rademacher's theorem, 343
N-simplex, 291 radial function of a star-shaped domain,
negative pointwise variation, 45 370
neighborhood, 494 Radon measure, 155
norm, 501 Radon-Nikodym's derivative, 523
normable space, 501 Radon-Nikodym's theorem, 523
normal space, 495 range of a curve, 116
normed space, 501 rectifiable curve, 118
reflexive space, 505
open ball, 232, 493 regular set, 536
open cube, 232 regularized distance, 358
open set, 494 relatively compact set, 496
operator Rellich-Kondrachov'a theorem, 320, 402
bounded,500 for continuous domains, 326
compact, 502 Riemann integration, 87
linear, 499 Riesz's representation theorem
order of a distribution, 264 in Cc, 538
orthonormal basis, 232 in Co, 538
outer measure, 507 in Lt, 533
Borel, 536 in L°0,533
Borel regular, 536 in V', 532
metric, 511 in W ,
product, 520 in W , 304
Radon, 536 in W
regular, 536 in Wo'OO, 305
outer regular set, 536 Riesz's rising sun lemma, 14
rigid motion, 232
p-equi-integrability, 535
p-Lebeague point, 540 o-algebra, 508
p-variation, 54 Borel, 509
parallelogram law, 506 product, 512, 520
parameter of a curve, 115 a-compact set, 496
partial derivative, 233 a-locally finite, 496
partition of an interval, 39 ealtus function, 5
partition of unity, 496 Sard's theorem, 408
locally finite, 497 Schwarz symmetric rearrangement, 479
smooth, 557 second axiom of countability, 495
subordinated to a cover, 497 section, 521
pat hwise connected set, 137 segment property, 286
Peano's theorem, 116 seminorm, 498
perimeter of a set, 379 separable space, 494
Poincar4's inequality, 225, 361, 405 sequentially weakly compact set, 505
for continuous domains, 363 Serrin's theorem, 389
for convex sets, 364 set of finite perimeter, 379
for rectangles, 363 sherically symmetric rearrangement, 479
for star-shaped sets, 3T0 signed Lebesgue-Stielties measure, 162
in W.'D, 359 signed measure, 524
Index 607
bounded, 524 Young's inequality, 527, 551

finitely additive, 523 Young's inequality, general form, 551
simple arc, 116
simple function, 513
simple point of a curve, 116
singular function, 107, 212
Sobolev critical exponent, 312
Sobolev function, 222
Sobolev-Gagliardo-Nirenberg's embedding
theorem, 312
spherical coordinates, 253
spherically symmetric rearrangement of a
set, 479
star-shaped set, 370
Stepanoff's theorem, 344
strictly decreasing function, 3
strictly increasing function, 3
subharmonic function, 267
superposition, 104
support of a distribution, 271
surface integral, 578
tangent line, 119

tangent vector, 119
testing function, 259
Tonelli's theorem, 91, 125, 521
topological space, 494
topological vector space, 497
topologically bounded set, 498
topology, 494
total variation measure, 378
total variation norm, 533
total variation of a measure, 524
trace of a function, 452
upper variation of a measure, 524

Urysohn's theorem, 495
vanishing at infinity, 312

Varberg's theorem, 240
variation, 378
vectorial measure, 525
Radon, 538
vertex of a polygonal curve, 146
vertex of a symplex, 291
Vitali's convergence theorem, 535
Vitali's covering theorem, 20, 408
Vitali-Besicovitch's covering theorem, 539
weak derivative, 215, 222, 267

weak partial derivative, 279, 377
weak star topology, 503
weak topology, 503
Weierstrass's theorem, 9
weighted Poincar6's inequality, 226
Whitney's decomposition, 564
Whitney's theorem, 561
Sobolev spaces are a fundamental tool in the modern study of
partial differential equations. In this book, Leoni takes a novel
approach to the theory by looking at Sobolev spaces as the
natural development of monotone, absolutely continuous, and
BV functions of one variable. In this way, the majority of the text e
wit hout t eh prerequisite o fa course in nctrona

can b a rea d 117.
I
analysis.
The first part of this text is devoted to studying functions of one

variable. Several of the topics treated occur in courses on real analysis or measure
theory. Here, the perspective emphasizes their applications to Sobolev functions,
giving a very different flavor to the treatment. This elementary start to the book
makes it suitable for advanced undergraduates or beginning graduate students.
Moreover, the one-variable part of the book helps to develop a solid background
that facilitates the reading and understanding of Sobolev functions of several vari-
ables.
The second part of the book is more classical, although it also contains some recent
results. Besides the standard results on Sobolev functions, this part of the book
includes chapters on BV functions, symmetric rearrangement, and Besov spaces.
The book contains over 200 exercises.
ISBN 978-0-8218-4768-8
9 78082111847688
GSM/ 105
I For additional information
and updates on this book, visit
www.ams.org/bookpages/gsm- I OS
www,arns.org

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A First Course

American Mathematical Society

American Mathematical Society

2000 Mathematics Subject Classification. Primary 46E35; Secondary 26A24, 26A27,

For additional information and updates on this book, visit

Library of Congress Cataloging-in-Publication Data

Part 1. Functions of One Variable

Chapter 2. Functions of Bounded Pointwise Variation 39

§2.3. The Space BPV (I) 59

Chapter 3. Absolutely Continuous Functions 73

§3.1. AC(I) Versus BPV(I) 73

§3.2. Chain Rule and Change of Variables 94

Chapter 4. Curves 115

§4.1. Rectifiable Curves and Arclength 115

§4.2. Frechet Curves 130

§4.3. Curves and Hausdorff Measure 134

§4.4. Jordan's Curve Theorem 146

Chapter 5. Lebesgue-Stieltjes Measures 155

Chapter 6. Decreasing Rearrangement 187

Chapter 7. Functions of Bounded Variation and Sobolev Functions 215

Part 2. Functions of Several Variables

Chapter 9. Distributions 255

Chapter 10. Sobolev Spaces 279

Chapter 11. Sobolev Spaces: Embeddings 311

§11.4. Lipschitz Functions 341

Chapter 12. Sobolev Spaces: Further Properties 349

Chapter 13. Functions of Bounded Variation

Appendix A. Functional Analysis

§A.2. Topological Spaces 494

Appendix E. Notation and List of Symbols 587

1BV functions are functions of bounded variation.

is that in recent years in calculus of variations there has been an increased

Chapter 13, the chapter on BV functions of several variables, is quite

In this chapter we study continuity and differentiability properties of mono-

Definition 1.1. Let E C R. A function u : E -p R is called

A monotone function is not continuous in general, so a natural question

En:= S(x) > ! },

let J C E. be any finite subset, and write

Note that un is discontinuous only at the point xn. Set

Then E un is continuous at xk while uk is not. Hence, u is discontinuous

By taking E :_ Q, we obtain the following result.

where u_ (inf I) := u (inf I) if inf I E I and u+ (sup I) := u (sup I) if sup I E

Exercise 1.6. Let I C R be an interval and let xo E I. Prove that every

Proof. (i) If y1, y2 E J, with yi < y2, then

(iii) Taking y = u (x) in the definition of v (y), yields v (u (x)) < x.

From now on we will write lima o in place of liznxEE, x_,xo .

+h a' [cos (bnir (x + h)) - cos (b'Lirx)]

Since Icos xl - cosx2I < Ixl - x21, we have that

and so, since b = 2p + 1 is odd, it follows that

III,nI = an [1 + cos (7rbn-mrm)] am [1 + cos (7rrm)] .

lim inf u (_) - U (x) < lim sup

Remark 1.15. It is actually possible to construct a continuous function

'We will see later on that a Lipschitz function is differentiable £1-a.e. in I.

Exercise 1.19. Prove that there exists a nowhere continuous function u :

It can be shown that the function u constructed in the previous exercise

2n-1v` 2n-1J -2"y(2n}I

Taking t 2m'h, by the previous inequality we get

m'2mh+ 2) <- IIUIIA,(I) (2ig2hlog h +4h)

<_ IIuII A, (I) (21g2 + 4) h (i-i- Ilog 11) ,

In contrast to the Weierstrass theorem, a monotone function is differen-

(L3) If A C R can be written as a countable disjoint union of intervals

Given a set E C RN, a connected component of E is a maximal connected

D_n (x) := lim sup u (y) - (x) > R

The proof relies on the following result, which is a slight modification of