Chapter 58

Sobolev spaces

Notations
Some notations about functional spaces:
(1) E pXq is the set of smooth functions on X also denoted by C 8 pXq,
(2) DpX; Kq is the subspace of E pXq of functions with support in K,
(3) DpXq is the union of all DpX; Kq when K runs over the compact subsets of X,
(4) Cc pXq compactly supported functions on X.
(5) Cc8 pXq smooth compactly supported functions on X.
(6) CF pEq is the set of continuous maps from E to F .
p0q
(7) D pXq is the set of continuous real functions with compact support in X,
prq
(8) Dp pX; Kq is the set of the differential p-forms of class C r on K when K is a compact
subset of the manifold X,
ppq
(9) EF pAq is the set of p times continuously differentiable functions A Ñ F ; if p is not
mentioned it means 8,
(10) S , the space of smooth rapidly decreasing Schwartz functions, page 2443.
Some distribution spaces:
(1) M pXq is the space of complex Borel measures on X, page 2447
(2) M0 pXq is the subspace of M pXq of compact supported measures, page 2447.
(3) RpGq is the dual of C 8 pGq. All element of this space are not measures.
When f and g are real function, we write f “ Opgq if there exists C § 8 such that f pxq § Cgpxq
for all x.

58.1 Distributions
Matter of this section is taken from [512, 513]
Let X be an open set in n . A distribution on X is a linear form on DpXq whose restriction
to DpX; Kq is continuous for each compact set K Ä X. We denote it by D 1 pXq. More generally,
if A is a space of function, we denote by A 1 the set of linear form on A whose are continuous on
each compact.
If T is a linear form on DpXq. For T to be a distribution, it is necessary and sufficient that
for all sequence pfk q P C 8 pXq with fk P DpX, Kq such that fk Ñ 0 in E pXq, the sequence pT fk q
converges to 0 in .
Let T be a distribution for which all the restrictions to DpX; Kq are continuous for the induced
topology from D prq pX; Kq. In this case, we say that T has order lesser than r. The order of T is
the smaller such r. If it doesn’t exist, then we say that T has order infinite.

2441
2442 CHAPTER 58. SOBOLEV SPACES

Proposition 58.1.
Let T be of order § r. Then T is the restriction to DpXq of a linear form T 1 on D prq pXq whose
restriction to each D prq pX; Kq is continuous. This T 1 is unique.

I only give the beginning of the proof 1 .

Proof. Let K be a compact in X and K 1 a compact neighbourhood of K in X. There exists a

function h P C 8 pXq such that h “ 1 in a compact neighbourhood of K and h “ 0 outside K 1 .
Consider a function g P D prq pX; Kq; there exists a sequence pfk P DpXqq Ñ g for the topology
of E prq . This is the C 8 approximation of C prq functions. Note that in general, g don’t belong to
DpX; Kq.
Now, the sequence phfk q which is contained in DpX; k 1 q converges to g in D prq pX; k 1 q. Then
the closure of DpX; K 1 q in E prq contains D prq pX; Kq and is contained in D prq pX; K 1 q.

58.1.1 Dirac distribution

The distribution ”a : Dp d q Ñ given by f Ñ f paq is the Dirac distribution at a. It was
already defined in 31.31.
We have a two-dimensional generalisation of that.

Lemme-définition 58.2.
Let C be a curve in 2 and a function f : 2 Ñ integrable on C. The formula
ª
f
x”C , „y “ f „. (58.1)
C

defines and element ”C

f
P D 1p 2 q.

Dp 2q
Proof. Let „n ›Ñ 0; we have
ª ª
f
|x”C , „n y| § |f „n | § }„n }8 |f |. (58.2)
C C
≥
Since f is integrable on C, we have a majoration C |f | § – for some – ° 0 and then
f
|x”C , „n y| § –}„n }8 . (58.3)
The definition of convergence in Dp 2q implies that }„n } Ñ 0.

The usual Dirac distribution is obtained with C “ t0u and f pxq “ 1 on C.

58.1.2 Distribution defined from functions

If f : X Ñ is an integrable function, we define the distribution Tf by
ª
Tj pgq “ f g.
X

If U Ä N , is open and K Ä U is compact, for all multi-index ‹, the map f Ñ D‹ f is continuous

from DpU; Kq to DpU; Kq. This leads us to define the derivative of the distribution T P D 1 pUq
by
pD‹ T qf “ p´1q|‹| T pD‹ f q. (58.4)
In particular, if T “ Tf , then
ª ª
pBi Tg qf “ ´ gBi f “ pBi gqf “ TBi g f. (58.5)

This relation explains the sign in definition (58.4). The boundary term which should appears in
the integral by part is zero because f P DpU; Kq has compact support.
1. Il faudra la completer
58.1. DISTRIBUTIONS 2443

58.1.3 Fourier transform and Schwartz functions

We∞consider te1 , . . .∞
, en u, a basis of N and te11 , . . . , e1n∞
u the dual basis defined by xe1i , ej y “ ”ij .
If x “ i xi ei and › “ j ›j ej , we write xx, ›y “ x›, xy “ i ›i xi .
1

The space S p N q of Schwartz functions is the space of C 8 functions Ï such that for all
polynomials P on N and all multi-index ‹, the quantity

|P pxqDx‹ Ïpxq| (58.6)

is bounded. The topology is given by seminorms

}Ï}P,‹ “ sup |P pxqDx‹ Ïpxq|. (58.7)

xP N

It is possible to prove that it is a Fréchet space in which all bounded and closed sets are compact;
the topology is independent of the basis. A function in this space has special property that its
integral is absolutely convergent: ª
|Ïpxq| § 8.
N

It is proved in [514] that on S p n q, the following families of seminorms are equivalent:

p–— pf q “ sup |x– B — f pxq| (58.8a)

xP n
ª
1
p–— pf q “ |x– B — f psq| ds (58.8b)
n
ˆª ˙1{2
2
p2–— pf q “ – —
|x B psq| ds . (58.8c)
n

Let › P p N q˚ and consider the function x Ñ e´2fiixx,›y Ïpxq which belongs to S p Nq as long
as Ï P S p N q. The Fourier transform of Ï P S p N q is the function Ï̂ : p N q˚ Ñ given by
ª
Ï̂p›q “ Ïpxqe´2fiixx,›y dx. (58.9)

Classical results are summarized in the following theorem (proof in the case of space S is given
in [512]):

Théorème 58.3.
The Fourier transform is a topological vector space isomorphism from S p Nq into S p Nq and
the inverse is given by formula ª
Ïpxq “ Ï̂p›qe2fiixx,›y d›.

Equalities of Parseval and Plancherel holds:

ª ª ª ª
„ “ „ˆÂ̂ and |„|2 “ |„|
ˆ2 (58.10)

where the bar denotes the usual complex conjugation. Left hand side integrals are taken on N

and right integrals over p N q˚ .

Corollaire 58.4. ` ˘
Fourier transform can be extended to an isometry L2 p Nq Ñ L2 p N q˚ .

58.1.4 Support of a distribution

Let U be an open set in X and K, a compact in U. The map DpX; Kq Ñ DpU; Kq given by
f Ñ fU is an isomorphism whose inverse is f Ñ f U where f U is just the prolongation of f with
zero outside U. For a distribution T on X, we consider T |U : DpU; Kq Ñ ,

T |U pf q “ T pf U q.
2444 CHAPTER 58. SOBOLEV SPACES

This is a distribution on U called the induced from T on U. A distribution on U is not always the
restriction of a distribution on X and when it is, the prolongation is not unique in general. There
exists a prolongation theorem in certain cases:

Théorème 58.5.
Let pU⁄ q⁄PL be an open covering of X and for each ⁄ P L, a distribution T⁄ on U⁄ . We suppose
that for all ⁄, µ P L, T⁄ |U⁄ XUµ “ Tµ |U⁄ XUµ . Then there exists an unique distribution T on X such
that for all ⁄ P L, T |U⁄ “ T⁄ .

Now if the restriction of T to each U⁄ is zero, then the restriction to the union is zero too
because the null distribution answers the theorem. So the union of all the open set on which T
is zero is an open on which T is zero. It is the largest open V Ä X on which T is zero. The
complementary S “ AV is the support of the distribution T . We note it SupppT q.
Let x P Supp T : there exists no open containing x on which T is zero. With other words, for
all neighbourhood V of x, there exists a function f P DpXq with support contained in V with
T pf q ‰ 0.

58.1.5 Duality
If L and M are algebras, the set HompL, M q contains all the maps f : L Ñ M such that
f pxyq “ f pxqf pyq. We are mainly interested in -algebras: algebras L endowed with a product
ˆ L Ñ L. Then we are leads to look at Hom pL, q, the subset of HompL, q of maps which
commutes with the latter product: A P Hom pL, q when A P HompL, q and Apzlq “ zAplq. We
denote.
L˚ “ Hom pL, q. (58.11)

This is defined when L is a -module.

We consider now a topological vector space: L is a topological group for addition and the map
ˆ L Ñ L, p⁄, xq Ñ ⁄x is continuous with respect to the two variables. We denote by L1 the
space of linear and continuous maps L Ñ ; this is the topological dual of L.
Elements of L˚ have no continuity condition. In the general case, L1 Ä L˚ , and in the finite
dimensional case, L1 “ L˚ . The space L˚ is the dual module of L while L1 is the topological
conjugate space of L. In both cases, we speak about dual space of L.

Proposition 58.6.
Dual space E 1 pXq is the space of distribution with compact support.

We can consider the sequence Cc8 Ä S Ä C 8 of inclusion with dense images. The transposition
of this gives the continuous inclusion sequence

E 1 Ä S 1 Ä D 1.

We say that an element of S 1 p Nq is a tempered distribution.

Proposition 58.7.
A distribution on N is tempered if and only if it is a finite sum of derivatives of continuous
functions which are bounded at infinity by a polynomial.

A continuous function is not necessarily derivable. By “derivative of a continuous function” we

mean a distribution of the form pTf q1 (derivative in the sense of distributions) which we write Tf 1
by abuse of notation. This notation is motivated by equation (58.5).

Proof of proposition 58.7 . Let us first proof that a distribution T is tempered if and only if the
map Ï Ñ T Ï is continuous on Cc8 for the topology induced from S . Let T̃ : Cc8 Ñ be the map
equals to T on Cc8 and not defined anywhere else. If O is open in , then T̃ ´1 pOq “ Cc8 XT ´1 pOq.
This is open in Cc8 (for the induced topology from S ) if and only T ´1 pOq is open in S .
58.2. MEASURE, DISTRIBUTION AND INTEGRAL 2445

Let f be continuous and T “ Tf 1 . We want Ï Ñ pTf Ïq1 to be continuous on S . We can write

it as ª
pTf q1 Ï “ ´Tf pÏ1 q “ f Ï1 .
N

The integral exists because Ï P S , so Ï1 is decreasing at infinity more rapidly than the inverse of
any polynomials, while f is bounded by a polynomial.
Let us now consider, a tempered distribution T . We have to prove that T “ Tf 1 for a certain
continuous function f bounded by a polynomial. Since T is linear, its continuity is assured by the
only continuity at zero. A neighbourhood of zero in S reads under the form

AP,Q,Á “ tÏ P S tel que sup |P pXqQpBx qÏpxq| † Áu

xP N

for a choice of polynomials P, Q and a Á ° 0. Let O be a neighbourhood of rayon Á around 0 in

; we have
T ´1 pOq “ tÏ P S tel que |T Ï| § Áu.
In order to be an open set, we have to find two polynomials P and Q (depending on Á but not on
Ï) such that
|T Ï| § sup |P pxqQpBx qÏpxq|.
xP N

The continuity of T gives the existence of reals m, h • 0 and C ° 0 such that

|T Ï| § sup sup |p1 ` |x|2 qh pBx qp Ïpxq|.

|p|§m xP N

Let us pose Ïh pxq “ p1 ` |x|2 qh Ïpxq. It still belongs to Cc8 and moreover, the map Ï Ñ Ïg is a
bijection on Cc8 . By induction on h, we see that
ÿ
|pBx qp Ïpxq| § Cp,h p1 ` |x|2 q´h |pBx qq Ïh pxq| (58.12)
q§p

where q § p means q1 § p1 , . . . , qn § pn . 2 .

The space of currents is the dual (with respect to ) space of the space of differential forms.
Current is the generalization of differential forms in the same sense that distributions are a gener-
alization of functions. An example of k-current is given by a pn ´ kq-form ‡ by setting
ª
C‡ pÊq “ ‡ ^ Ê.
M

58.2 Measure, distribution and integral

Do you know what is yellow and equivalent to the existence of non measurable functions?
Answer in the footnote 3 .
Most of links between measure theory and distribution are given in [515]. We will state a lot
of results without proof; they can be found in this reference. We always suppose that X is locally
compact.
Let D p0q pX; Kq be the set of continuous functions on X whose support is contained in a compact
K Ä X. A measure on X is a linear form µ : D p0q pXq Ñ such that for all compact K Ä X,
there exist a real aK • 0 for which for all f P D p0q pX; Kq

|µpf q| § aK }f }. (58.13)
2. je ne fais pas le reste de la démonstration
3. The Zorn lemon!
2446 CHAPTER 58. SOBOLEV SPACES

In this case, the restriction µ|D 8 pX; Kq is continuous for the induced topology from D p0q pX; Kq.
Indeed if O is open in , then

µ|´1 ´1
DpX;Kq pOq “ DpX, Kq X µ pOq (58.14)

but the continuity condition on µ : D p0q Ñ makes µ´1 pOq open in D p0q . Then expression (58.14)
describes an open set in DpX; Kq for the induced topology of D p0q pX; Kq.
The measures are exactly the distribution of order zero, confer page 2441.

58.2.1 Example: the Lebesgue measure

≥b
Let f P D≥ p q. For all a, b P≥ such that Supp f Ä ra, bs, the value of a f is the same and is
p0q

denoted by f . The map f Ñ f is a linear continuous function on Dp q. This is a measure

because if f P D p , Kq with K “ ra, bs, then
p0q

ª
| f | § pb ´ aq}f }

from the mean value theorem. We recognize the usual Lebesgue measure on .
p0q
The measure µ is positive when for all f • 0 P D , we have µpf q • 0. It is real if µpf q P
p0q
whenever f P D pXq. Since any function can be decomposed into f “ f ` ´ f ´ , a positive
measure is always real.
From now we only consider positive measures on a locally compact set.

Proposition 58.8.
p0q
If µ is a linear form on D pXq with µpf q • 0 when f • 0, then µ is a measure.

A function f : X Ñ is lower semicontinuous at x0 P X when for all – P such that

– † f px0 q, there exists a neighbourhood of x0 in which – † f . It is upper semicontinuous
when for all –1 ° f px0 q, we have –1 ° f on a neighbourhood.
We consider the set SpXq of lower semi continuous functions from X to which are minored
p0q
by a function of D pXq. In particular, if f P SpXq, one can define

µ˚ pf q “ sup µpgq (58.15)

p0q
gPD pXq
g§f

which is a well defined number in Y t`8u

Proposition 58.9.
Let pfn P Sq an increasing sequence and f “ supn fn . Then
(1) f exists and f P S
(2) µ˚ pf q “ supn µ˚ pfn q “ limnÑ8 µ˚ pfn q

If f : X Ñ is any function, a function h P SpXq with h • f always exists, so we can define

µ˚ pf q “ inf µ˚ phq. (58.16)

h•f
hPSpXq

This number µ˚ pf q P is the upper integral of f .

Proposition 58.10.
If pfn : X Ñ q is an increasing sequence with µ˚ pfn q ° ´8, then

µ˚ psup fn q “ sup µ˚ pfn q “ lim µ˚ pfn q.

n n nÑ8
58.2. MEASURE, DISTRIBUTION AND INTEGRAL 2447

Proposition 58.11.
For all sequence of functions pfn • 0q, we have
˜ ¸ ˜ ¸
ÿ8 8
ÿ
µ˚ fn § µ˚ pfn q .
n“1 n“1

Now, for a function f : X Ñ , we put

µ˚ pf q “ ´µ˚ p´f q (58.17)

and we call it the lower integral of f for the measure µ. It fulfils

µ˚ pf q § µ˚ pf q.

When the equality are true, we define µpAq for a subset A Ä X by

µpAq “ µ˚ p1A q “ µ˚ p1A q. (58.18)

We consider M pXq, the set of all the Borel measures on X: these are measure for which all
Borel sets are measurable. When a measure µ is countably additive, we define
8
ÿ
|µ|pEq “ sup |µpEk q| (58.19)
k“1

where the supremum is taken over all decomposition of E in disjoints sets Ek . It induces a norm
on M pGq by
}µ} “ |µ|pXq.
The subset M0 pXq contains the Borel regular measures with compact support. A measure is
regular when for all B Ä X such that µpBq exists, we have

µpBq “ suptµpKq tel que K Ñ B is compactu

(58.20)
“ inftµpAq tel que B Ñ A, A is openu

58.2.2 Integration on more general spaces

Let X be locally compact and µ, a measure on X. We define

}µ} “ sup |µpf q| P Y t`8u (58.21)

}f }§1
f PD p0q pXq

We say that the positive measure µ is bounded when µ˚ pXq “ µ˚ p1X q is a finite real. Properties
of }µ} are that
}µ} “ |µ|˚ p1X q (58.22)
and that }µ} is finite if and only if |µ| is bounded.

Proposition 58.12.
If µ is bounded, any bounded and measurable function f : X Ñ is integrable and
ˇª ˇ
ˇ ˇ
ˇ f dµˇ § }f }µpXq (58.23)
X

When
≥ µ is not positive, we say that it is bounded if }µ} is finite. Equation (58.23) shows that
f Ñ X f dµ is a continuous linear form on C 8 pXq. All continuous linear form on this space are
however not of the form (58.23).
2448 CHAPTER 58. SOBOLEV SPACES

58.2.3 Integration of vector valued functions

Let us consider E, a vector space of finite dimension and a function f : X Ñ E. The functions
fi are defined by
8
ÿ
f pxq “ fi pxqei
i“1

where tei u is a basis of E. We define

ª ÿª
f dµ “ r fi sei (58.24)

when all the integrals of the right hand side make sense. The fact for f to be integrable is equivalent
to the fact that x Ñ ›pf pxqq is integrable for all › P E 1 because › ˝ f is a linear combination of all
the fi .
Let I be a set and consider a map x Ñ FunpI, q, x Ñ fx . We say that this is scalar
integrable if for all – P I, the map x Ñ fx p–q is integrable.
The theorem which treat with infinite dimension is the following:

Théorème 58.13.
Let F be a Fréchet space and F 1 his dual. Let x Ñ fx be a map X Ñ F 1 such that for all
converging sequence pan P Fq, there exists a function g : X Ñ , g • 0 such that µ˚ pgq § 8 and
|fx pan q| § gpxq for all n. Then there exists one and only one › P F 1 such that
ª
›pzq “ fx pzq dµpxq. (58.25)
X

58.2.4 Weak integral

Let pX, µq be a measured space and f : X Ñ L a map from X to a locally convex space L. We
say that f is weakly integrable if for all ‰ P L1 , the map x Ñ ‰pf pxqq is integrable for the measure
µ, i.e. if µp‰ ˝ f q makes sense. The weak integral of f for with respect to the measure µ is
defined by the requirement ˆª ˙ ª
‰ f dµ “ p‰ ˝ f q dµ (58.26)
X X
≥
for all ‰ P L1 . The weak integral X f is an element of pL1 q˚ . In fact the left hand side of equation
(58.26) should better be noted
ˆª ˙
f dµ p‰q
X

We know that ≥ can be seen as a subset of L. It can be shown that if f is continuous and X
pL1 q˚
compact, then X f P L.

58.3 Distribution on groups

Most of this section comes from [514].
We immediately put the attention to the reader on the fact that p N , `q is a Lie group. Let
G be a Lie group, we define RpGq as the dual of C 8 pGq. This is the space of compact supported
distributions on G. The support of T P RpGq is the smallest compact K for which T p„q “ 0
prq
whenever „|K “ 0 for all r. When K is compact in G, we consider RpG, Kq, the subspace of RpGq
of distributions with support contained in K.
We focus on RpG, teuq: distributions in this space only depends on values of test functions
(and derivatives) at e. It should be possible to reconstruct this space from the only data of the
Lie algebra g instead of then whole group. We’ll see later that it is indeed possible.
58.3. DISTRIBUTION ON GROUPS 2449

58.3.1 Convolution product

The convolution of two distributions T1 and T2 in RpGq is given by

pT1 ‹ T2 qp„q “ T1 p„T2 q (58.27)

where „T2 : G Ñ is given by

„T2 pgq “ T2 pL´1
g „q (58.28)

and pLg „qpg 1 q “ „pg ´1 g 1 q or in a more convenient way, „‹ pgq “ ‹p„pg · qq.
Let us show that one retrieve the well know distribution convolution in the case of G “ p N , `q.
We consider Tf and Tg , the distributions defined from functions f and g on N . We have „Tg ptq “
t „q where pLt „qpxq “ „px ` tq. Then
Tg pL´1 ´1

ª ª
„Tg ptq “ gpxqpL´1
t „qpxq dx “ gpxq„px ` tq dx. (58.29)

A change of variable gives

ª ª
pTg ‹ Tg qp„q “ f ptq„tg ptq dt “ pf ‹ gqpuq„puq du “ Tf ‹g „ (58.30)

with the usual convolution product between function.

Remarque 58.14.
We see that the convolution operation of functions on N , which has remarkable properties in
experimental physics, naturally generalises to a convolution product on distribution which will give
a homomorphism between these distributions and the enveloping algebra of the group. Wonderful
isn’t?

Lemme 58.15.
The map  : G Ñ RpG, teuq given by ÂpX̃qf “ Xf is a homomorphism.

Proof. Let us prove that rÂpX̃q ‹ ÂpỸ qsf “ pX̃ Ỹ f qe . We have

` ˘
rÂpX̃q ‹ ÂpỸ qs “ ÂpX̃q cpÂpỸ q, „q
d” ı
“ cpÂpỸ q, „qX̃e ptq
dt t“0
d d ” ´1 ı
(58.31)
“ pLXptq „qpY psqq s“0
dt ds t“0
d d” ı
“ „pXptqY psqqq s“0 .
dt ds t“0

Now, Ỹ „ is a function from G to on which we can apply the vector X̃e “ X. We have:

pX̃ Ỹ qe „ “ X̃e pỸ „q

d” ı
“ pỸ „qpX̃e ptqq
dt t“0
d” ı
“ Ỹ „
dt Xptq t“0 (58.32)
d d” ` ˘ı
“ „ ỸXptq psq s“0
dt ds t“0
d d” ` ˘ı
“ „ XptqY ptq s“0 .
dt ds t“0
2450 CHAPTER 58. SOBOLEV SPACES

58.3.2 Representations
Let G be a locally compact metrisable Lie group and V , an Hausdorff topological vector space
on . We say that U : G Ñ End V is a linear continuous representation of G on V when
(1) U pghq “ U pgq ˝ U phq for all g, h P G,
(2) for each v P V , then map g Ñ U pgqv is continuous from G into V .
In most of cases, we want the representation to be unitary: for all g P G and for all v, w P V ,

xU pgqv, U pgqwy “ xv, wy. (58.33)

In particular, U pgq˚ “ U pgq´1 . Let v, w P V . The function G Ñ given by

g Ñ xU pgqv, wy

is continuous and bounded. The boundary comes from Schwartz and the fact that U pgq is an
isometry:
xU pgqv, wy § }U pgqv}}w} “ }v}}w}. (58.34)
Equation (58.26) then shows that it is an integrable function and that
ˇª ˇ
ˇ ˇ
ˇ xU pgqv, wy dµpgqˇ § }µ}}xU p · qv, wy} § }µ}}v}}w}. (58.35)
ˇ ˇ
G

58.3.3 Representation on a Hilbert space

Let H be a Hilbert space and v P H. The map „v : H Ñ ,

„v pwq “ xv, wy

is linear of norm }w} and then is bounded. This is an element of H 1 . A great theorem allows us
to identify H and H 1 by v Ñ „v .

Théorème 58.16 (Riesz-Fisher).

Let H be a Hilbert space and › P H 1 . Then there exists one and only one v P H such that

›pwq “ xv, wy

for all w P H. In particular, H 1 » H.

Let us now consider a continuous, linear and unitary representation U : G Ñ End H. For given
measure µ and vector v, we consider Tµ,v : H Ñ ,
ª
Tµ,v pwq “ xU pgqv, wy.
G

Equation (58.35) shows that it is continuous and Riesz-Fischer gives us a vector u such that
Tµ,v pwq “ xu, wy. The so defined vector u is written U pµqv:
ª
xU pgqv, wy dµpgq “ xU pµqv, wy (58.36)
G

is the definition of U pµq P End H. As notation principle, we write

ª
U pµq “ U pgq dµpgq.
G

Proposition 58.17.
This constructions gives a morphism between algebra of bounded measures (the algebra product is
the convolution) and End H:
U pµ ‹ ‹q “ U pµq ˝ U p‹q (58.37)
58.3. DISTRIBUTION ON GROUPS 2451

Proof. We have
ª
xU pµ ‹ ‹qv, wy “ xU pgqv, wydpµ ‹ ‹qpgq “ pµ ‹ ‹qxU p · qv, wy “ µpf‹ q (58.38)
G
≥
where f‹ pgq “ G xU pghqv, wyd‹phq. Then
ª ª
xU pµ ‹ ‹qv, wy “ xU phqv, U pgq˚ wy d‹phqdµpgq
ªG G
“ xU p‹qv, U pgq˚ wy dµpgq (58.39)
G
“ xU pgq ˝ U p‹qv, wy.

58.3.4 Slightly more general

4

Let µ P M0 pGq and a continuous representation T : G Ñ End V where V is locally convex 5 .

We can weakly integrate T on G for the measure µ by setting that
ª
` ˘˚
T pgq dµpgq P EndpV q1
G

such that for all ‰ P Endpvq1 ,

ª ª
x T pgq dµpgq, ‰y “ x‰, T pgqy dµpgq. (58.40)
G G

Since T is continuous and µ has compact support, one can see that
ª
T pgq dµpgq P EndpV q
G

in the sense of the usual embedding pEndpvq1 q˚ Ä EndpV q. This element is denoted by T pµq.

58.3.5 Representation of M0 pGq

6

Let T : G Ñ EndpV q, a representation, µ a compact supported measure on G. Then there

exists one and only one A P EndpV q such that for all ‰ P EndpV q1 , we have
ª
‰pAq “ ‰pT pgqq dµpgq, (58.41)
G

this A is denoted by T pµq. It fulfils

ª
‰pT pµqq “ ‰pT pgqq dµpgq. (58.42)
g

This way to define T : M0 pGq Ñ EndpV q is a representation. Indeed, T pµ ‹ ‹q is defined by

ª ª
‰pT pµ ‹ ‹qq “ pµ ‹ ‹qx‰, T p.qy “ x‰, T pghqy d‹phq dµpgq. (58.43)
G G

4. Tout ceci est á préciser.

5. Ce qui implique que EndpV q est locallement convexe pour la topologie forte, il semble que cela joue un rôle.
6. Ceci n’est pas complètement compris non plus
2452 CHAPTER 58. SOBOLEV SPACES

Let us suppose ‰pT pgq ˝ T phqq “ ‰pT pgqq‰pT phqq; in this case Fubini theorem gives
ª ª
pµ ‹ ‹qx‰, T p.qy “ x‰, T pgqydµpgqx‰, T phqyd‹phq
G G (58.44)
“ ‰pT pµqq‰pT p‹qq.

So for all such ‰, we have ` ˘ ` ˘

‰ T pµ ‹ ‹q “ ‰ T pµq ˝ T p‹q .
It is not sufficient to conclude that T pµ ‹ ‹q “ T pµq ˝ T p‹q because G is not abelian 7 .

58.4 A boundary aware Sobolev space

We want to define H01 p q as the subset of H 1 p q made of the functions vanishing on B . But
since the elements of H 1 p q are class of functions, and since B is of zero measure, such a definition
makes no sense. Instead we define

Définition 58.18.
The space H01 p q is the closure of Dp q in H 1 p q.

Notice that Dp q is included in H 1 p q, so that the definition makes sense.

58.19.
The intuitive setting of this definition is the following. If v P H01 p q, we have a sequence vi P Dp q
such that
}v ´ vi }H 1 p q Ñ 0. (58.45)
If one forgets about the classes, for each i one has vi pxq “ 0 when x P B , so with the limit v “ 0
on B .
Due to the class stuff, this is not the truth, but the motivation for the definition 58.18.

Lemme 58.20 ([516]).

The formula
˜ ˙ ¸1{2
d ª ˆ
ÿ Bu 2
|u|1, “ }Òu}L2 p q “ (58.46)
i“1
Bxi

is a norm 8 on H01 p q.

Proof. The condition |⁄u|1, “ |⁄||u|1, is immediate. The triangular inequality is shown in much
the same way as the one for the euclidian norm, see (8.61).
The point to be proven is that |u|1, “ 0 only if u “ 0 in the sense of the classes. Let |u|1, “ 0;
since each of the d integrals is positive we have
ª ˆ ˙
Bu 2
“0 (58.47)
Bxi

for every i “ 1, . . . , d. Since pBi uq2 • 0 we deduce Bi u “ 0 almost everywhere. Now, from a
dimensional generalization of proposition 27.77 we get the conclusion 9 .

So now we consider the metric space

` ˘
H01 p q, |.|1, . (58.48)

The norm on H 1 p q given by the inner product (32.37) can be written

}u}H 1 p q “ }u}L2 p q ` }Òu}L2 p q “ }u}L2 p q ` |u|1, . (58.49)

7. D’où le fait que je ne considère pas ceci comme bien compris.
8. Definition 6.88.
9. If you know a precise statement of the “dimensional generalization”, let me know.
58.4. A BOUNDARY AWARE SOBOLEV SPACE 2453

Lemme 58.21.
H1p q
Let vi P H01 p q satisfying vi ݄ v. Then
H1p q
(1) vi ݄
0
v
L2 p q
(2) vi ݄ v
(3) }vi }L2 Ñ }v}L2
(4) |vi |1, Ñ |v|1, .

Proof. By hypothesis we have

}vi ´ v}H 1 “ }vi ´ v}L2 ` |vi ´ v|1, Ñ 0. (58.50)

Since the two terms are positive, they separately converge to 0. Thus }vi ´ v}L2 Ñ 0 and |vi ´
L2 H1
v|1, Ñ 0. This means vi ›Ñ v and vi ›Ñ 0
v.
The two last statement about the norms are immediate consequences of the continuity of the
norm.

Théorème 58.22 (Poincaré inequality[516]).

Let be an open part of d which is bounded in at least one direction. There exists a constant C
(which can depend on ) such that

}v}L2 p q § C}v}1, (58.51)

for every v P H01 p q

Proof. Let us first consider v P Dp q and extend v with 0 outside . For the sake of notational
simplicity we suppose that is bounded in the direction x1 , that is Ä tx tel que x1 P sa, bru.
Since v has compact support in , we have vpa, x1 q “ 0 for every x1 P d´1 and we can write
ª x1
1
vpx1 , x q “ pB1 vqpt, x1 qdt “ x1, B1 vy 2 ` ˘, (58.52)
L sa,x1 r
a

so that

|vpx1 , x1 q|2 § x1, 1yxB1 v, B1 vy (58.53a)

ª x1
“ px1 ´ aq |B1 v|2 (58.53b)
a
ªb
§ pb ´ aq |B1 v|2 . (58.53c)
a

Let us integrate that inequality over x1 P d´1 :

ª ª ªb ª
1 2 2
1
|vpx1 , x q| dx § pb ´ aq |B1 v| “ pb ´ aq |B1 v|2 “ pb ´ aq}B1 v}2L2 p dq . (58.54)
d´1 d´1 a d

We used the Fubini theorem 15.239. This is allowed because v is compactly supported, so that
|B1 v| is integrable on d´1 ˆ sa, br.
We integrate with respect to x1 over sa, br. On the left we have
ªbª ª
|vpx1 , x1 q|2 dx1 dx1 “ |vpxq|2 dx, (58.55)
a d´1 d

And on the right the integration is a simple multiplication by pb ´ aq:

}v}2L2 p dq § pb ´ aq2 }B1 v}2L2 p dq . (58.56)

2454 CHAPTER 58. SOBOLEV SPACES

Now we have
d
ÿ
}v}2L2 § pb ´ aq2 }B1 v}2 § C }B1 v}2 “ C|v|1, (58.57)
i“1

where C is a majoration of pb ´ aq2 and 1.

The result is proved for v P Dp q.
Let now consider u P H01 p q. By definition, there exists a sequence vi P Dp q such that

H1p q
vi ݄ u. (58.58)

For each i we have }vi }2L2 p d q § C|vi |1, . Taking the limit and using the lemma 58.21 to enter the
limits inside the norms we get the result.

58.5 Smooth diffeomorphisms

We already defined the Sobolev spaces H s p d q in definition 32.13. Let U and V be open parts
of d and consider a C 8 diffeomorphism  : U Ñ V whose derivatives are bounded.
For u P C 8 pU q we write
Tu: V Ñ
(58.59)
x fiÑ pu ˝  ´1 qpxq.
A diffeomorphism  : U Ñ V applies to the functions by

 : FunpU q Ñ FunpV q
(58.60)
u fiÑ u ˝  ´1 .

Proposition-définition 58.23.
If T P D 1 pU q we define ÂT by

xÂT, ÏyV “ xT, J · pÏ ˝ ÂqyU (58.61)

for every Ï P D 1 pV q.
(1) This defines a distribution ÂT P D 1 pV q.
(2) The so defined map  : D 1 pU q Ñ D 1 pV q is bijective.
(3) The so defined map  : D 1 pU q Ñ D 1 pV q is continuous.
DpV q
Proof. We have to show that the map ÂT : DpV q Ñ is continuous or, in other words, if Ïn ›Ñ 0
we have to show that xÂT, Ïn yV Ñ 0 in .
In terms of the seminorms we have to prove that for every m P and every compact K Ä V
we have
` ˘
pK,m J · pÏn ˝ Âq Ñ 0 (58.62)
where J is the Jacobian of  and
ÿ
pK,m pf q “ }B – f }K,8 . (58.63)
|–|§m

By definition of ÂT and the fact that T is continuous we have equivalence of these three facts:

xÂT, Ïn yV ›Ñ 0 (58.64a)
xT, J · pÏn ˝ ÂqyU ›Ñ 0 (58.64b)
DpU q
J · pÏn ˝ Âq ›Ñ 0. (58.64c)
58.5. SMOOTH DIFFEOMORPHISMS 2455

We are going to prove the last one. The first step is to use Leibnitz formula and some obvious
notations like – ´ — where – and — are multiindex:
ÿ ÿ ÿ
}B – J · pÏn ˝ Âq}K “ } pB — Jq · B –´— pÏn ˝ Âq}K (58.65)
|–|§m |–|§m —§–

Since  is a diffeomorphism, J is bounded and from the fact that K is compact, each of the B “ J
is bounded. Thus we have
ÿ ÿ
pm,K pJ · pÏn ˝ Âqq § }c B — pÏn ˝ Âq}K (58.66)
|–|§m —§–

where the constant c depends on K and m.

DpV q
We show by induction on |—| that for every sequence pÏn q in DpV q with Ïn ›Ñ 0 we have
}B — pÏn ˝ Âq}K,8 Ñ 0. Starting with |—| “ 0 we have

}|Ïn ˝ Â|}K “ }Ïn }ÂpKq . (58.67)

Since ÂpKq is compact (proposition 6.74), the latter is one of the seminorms on V , so that
}Ïn }Â pKq Ñ 0. For the induction we compute
` ˘ ` ˘
Bi B — pÏn ˝ Âq “ B — Bi pÏn ˝ Âq (58.68a)
˜ ¸
ÿ BÏn ` ˘ BÂk
“B —
x fiÑ Âpxq pxq (58.68b)
k
Byk Bxi
˜ ¸
ÿ BÏn
§ cB —
˝Â (58.68c)
k
Byk

where we have done the majoration BÂ Bxi pxq § c which is legal because the function is continuous
k

on a compact and there is a finite number of couple pk, iq, so the bound can be taken uniformly
with respect to x, k and i in the same time. Now the function BÏ Byn is an element of DpV q and by
n

the induction hypothesis, ˜ ¸

ÿ BÏn
}B —
˝ Â }K Ñ 0. (58.69)
k
Byk

This finishes the proof of point (1). We pass to the points (2) and (3).
 : D 1 pU q Ñ D 1 pV q is surjective Let T2 P D 1 pV q. We define T1 on DpU q by T1 “  ´1 T2 ;
proposition 58.23 shows that T1 is a distribution over DpU q. Moreover ÂT1 “ T2 . So  is
surjective.
 : D 1 pU q Ñ D 1 pV q is injective Suppose ÂT1 “ 0, so

xÂT1 , „yV “ xT1 , J ˆ p„ ˝ ÂqyU “ 0 (58.70)

for every „ P DpV q. Since J is itself a C 8 function, in fact every element Ï P DpU q can be
written under the form J ˆ p„ ˝ Âq for some „ P DpV q. We deduce T1 “ 0.
D 1 pU q D 1 pV q
 : D 1 pU q Ñ D 1 pV q is continuous Let Tn ›Ñ O; we have to show that ÂTn ›Ñ 0. We use
the proposition 31.16: for „ P DpV q we have to show that pÂTn qp„q Ñ 0, that is:

xÂTn , „yV “ xTn , J ˆ p„ ˝ ÂqyU . (58.71)

Since Tn converges to zero in D 1 pU q, the limit of the right hand side is zero.
2456 CHAPTER 58. SOBOLEV SPACES

Lemme 58.24.
Let a smooth diffeomorphism  : U Ñ V and a smooth map u : U Ñ . We look at the composition
u ˝ Â ´1 : V Ñ . (58.72)
We denote by y the coordinates on V and by x the ones on U . Let – be a y-multiindex. Then
ÿ ` ˘
B – pu ˝  ´1 qpyq “ cI– pyqpB I uq  ´1 pyq (58.73)
|I|§|–|

for some bounded functions cI– .

Written under a compact form,
ÿ
B – pu ˝ Â ´1 q “ cI– pB I uq ˝ Â ´1 . (58.74)
|I|§|–|

Proof. To be clear: — is a x-mutiindex. For – of length 1 we have

B ` ˘ ÿ Bu ` ˘ BÂk´1
u ˝ Â ´1 pyq “ Â ´1 pyq pyq. (58.75)
Byi k
Bxk Byi

Then applying the Leibnitz rule we will have multi-derivatives of u with respect to x, always taken
at the point  ´1 pyq and then derivatives of the components of  ´1 with respect to y taken at the
point y. The derivatives on u are derivatives with respect to x, and each derivative with respect
to y on u ˝ Â ´1 will create derivatives on u with respect to all the components of x. Thus the sum
is over the x-multiindiex of size lower or equal to the number of y-derivatives on u ˝ Â ´1 .

Proposition 58.25 ([517]).

Let m P and a diffeomorphism  : U Ñ V such that all the derivatives of  and  ´1 are bounded.
We consider the map
 : FunpU q Ñ FunpV q
(58.76)
u fiÑ u ˝  ´1 .
(1) We have
 : L2 pU q Ñ L2 pV q (58.77)
surjectively.
(2) We have the diffeomorphisms
 : H m pU q Ñ H m pV q (58.78a)
Â: C08 pU q Ñ C08 pV q (58.78b)
 : D pU q Ñ D pV q.
1 1
(58.78c)
The last one is defined by
xÂT, ÏyV “ xT, J · pÏ ˝ ÂqyU . (58.79)

Proof. The hypothesis on  implies in particular that d and d ´1 are bounded.

 : L2 pU q Ñ L2 pV q is surjective We consider the operation  on the functions as explained
in equation (58.60). We know that x ބ |f pxq|2 is integrable on U . Thus the change of
variable theorem 2
` 15.232(3)
˘ 2 the function |f | ˝ Â ˆ |J| is integrable on V . That is the
´1

function y fiÑ |f  pyq | |J pyq|. Recall that

´1

JÂ paq “ detpdÂa q, (58.80)

and that by hypothesis, this is bounded. Also by hypothesis, the inverse is bounded. If c is
a majoration of |1{J|, then
|f ˝ Â|2 “ |f ˝ Â|2 ˆ |J| ˆ |1{J| § c|f ˝ Â|2 ˆ |J|. (58.81)
The right hand side is integrable, so we deduce that |f ˝ Â|2 is integrable. At the end of the
day, the function f P L2 pV q is the image by  of f ˝  ´1 which belongs to L2 pU q.
58.5. SMOOTH DIFFEOMORPHISMS 2457

 : DpU q Ñ DpV q is bijective and continuous The bijection is the fact that  itself is a bi-
jection of class C 8 , and that it transforms a compact into a compact. The continuity is
correct for topology of the norm }.}8 because  turns out to be an isometry.
 : D 1 pU q Ñ D 1 pV q is bijective and continuous That is the proposition 58.23.
 : H m pU q Ñ H m pV q We denote by y the coordinates on V and by x the ones on U . Let
u P H m pU q, let „ P DpV q and a y-multiindex – with |–| § m. By definition of the weak
derivative (and the fact that „ is compactly supported, so that it vanishes at the boundaries
of V ) we have

xu ˝ Â ´1 , B – „yV “ xu, |JÂ |B – „yV (58.82a)

ÿ
“ xu, ˜U
c–I B I „y (58.82b)
|I|§|–|
ÿ
“ ˜U
xu, c–I B I „y (58.82c)
|I|§|–|
ÿ
“ ˜U
xc̄–I u, B I „y (58.82d)
|I|§|–|
ÿ
“ ˜U
xB I pc–I uq, „y (58.82e)
|I|§|–|

Justifications:
— For (58.82a): the change of variable formula under the form (15.675).
— For (58.82b), we wrote „˜ “ „ ˝  and used the lemma 58.24 with B – pẪ ˝  ´1 q. We have
included the function |J| in the coefficients c–I .
— For (58.82e) we redefined c–I in order to include p´1q|I| and the complex conjugation.
Up to now we have ÿ
xu ˝ Â ´1 , B – „yV “ ˜U
xB I pc–I uq, „y (58.83)
|I|§|–|

where „˜ “ „ ˝  P DpU q and the coefficients (and all the derivatives) c–I are smooth and
bounded because they are combinations of derivatives of the Â’s components.
We can again use the Leibnitz rule on the derivative B I pc–I uq. We will get all the derivatives
B J u (J are sub-indices of I) with coefficients that are again derivatives of c–I . Thus we
write ÿ
B I pc–I uq “ c1–J B J u, (58.84)
J§I

and since J takes any value contained in I and I every values with length lower than |–|
we can as well write
ÿ ÿ
xu ˝ Â ´1 , B – „yV “ ˜U “
xB I pc–I uq, „y ˜ U.
xc1–I B I u, „y (58.85)
|I|§|–| |I|§|–|

We have |I| § |–| § m, so B I u P L2 pU q. Since c1–I is bounded, the product c1–I B I u belongs
to L2 pU q too. The integral change of variable formula (15.675) reads in our case:

xf, gyU “ xf ˝ Â ´1 , pg ˝ Â ´1 q|J ´1 |yV , (58.86)

with „˜ in the role of g:

xf, g̃y “ x|J ´1 |pf ˝ Â ´1 q, „yV (58.87)
∞
Now with |I|§|–| c1–I B I u in the role of f we have |J ´1 |pf ˝Â ´1 q P L2 pV q because of point (1)
and the fact that |J ´1 | is bounded, so that the product makes sense and we have shown
that the function ` ÿ 1 I ˘
f 1 “ |J ´1 | c–I B u ˝ Â ´1 (58.88)
|I|§|–|
2458 CHAPTER 58. SOBOLEV SPACES

is an element of L2 pV q satisfying

xu ˝ Â ´1 , B – „yV “ xf 1 , „yV (58.89)

for every „ P DpV q. This condition is the definition of p´1q– B – pu ˝ Â ´1 q. Thus we have

B – pu ˝ Â ´1 q “ p´1q– f 1 P L2 pV q. (58.90)

Notice that the fact that B – pu ˝ Â ´1 q exists is not a big deal: it always weakly exists. The
very point we shown is that the derivative is L2 pV q.
Since – is amultiindex of any size up to m we shown that u ˝ Â ´1 P H m pV q.
 : H m pU q Ñ H m pV q is continuous Let u P H m pU q and a smooth diffeomorphism  : U Ñ V ;
we consider Âu “ u ´1 and we want to prove an estimation like }Âu}H m pV q § C}u}H m pU q .
We use the proposition 10.51 with ⁄ “ 1, V “ L2 pV q and A “ DpV q:

}B – pÂuq}L2 pV q “ supt|xB – pÂuq, „yV | such that „ P DpV q and }„}L2 pV q § 1u. (58.91)

Using lemme 58.24 we have

ÿ ÿ
˙ “ xB – pÂuq, „yV “ xc–I pB I uq ˝ Â ´1 , „yV § C xpB I uq ˝ Â ´1 , „yV . (58.92)
|I|§|–| |I|§|–|

The first majoration is C “ supI,x c–I pxq. In the next lines, we will often modify C in order
to include other majorations. With the change of variable formula (15.675) and including
a majoration of |JÂ | in the constant C,
ÿ ÿ
˙“ xB I u, p„ ˝ Âq|JÂ |yU § C xB I u, „ ˝ ÂyU . (58.93)
|I|§|–| |I|§|–|

Now, again using the change of variable formula (but in the reverse sense) we have

}„ ˝ Â}2L2 puq “ x„ ˝ Â, „ ˝ ÂyU “ x„, „|J ´1 |yV § K}„}2L2 pV q (58.94)

where K is a majoration of |J ´1 |. We can continue the computation:

}B – pÂuq}L2 pV q “ supt|˙| such that „ P DpV q and }„}L2 pV q § 1u (58.95a)

ÿ
§ suptC| xB u, „ ˝ ÂyU | such that „ P DpV q and }„}L2 pV q § 1u
I

|I|§|–|
(58.95b)
ÿ
§C supt|xB u, ÏyU | such that Ï P DpU q and }Ï}L2 pU q § Ku
I

|I|§|–|
(58.95c)
ÿ
§C I
}B u}L2 pU q . (58.95d)
|I|§|–|

We have: ÿ
}B – pÂuq}L2 pV q § C }B I u}L2 pU q § C}u}H m pU q (58.96)
|I|§|–|

because of the expression (32.46) of the norm on H m pU q. Now we can conclude:

ÿ ÿ
}Âu}H m pV q “ }B – pÂuq}L2 pV q § C }u}H m pV q “ aC}u}H m pU q (58.97)
|–|§m |–|§m

where a is the number of terms in the sum.

58.6. RESTRICTION OPERATOR 2459

 : H m pU q Ñ H m pV q is a diffeomorphism Replacing  by  ´1 shows that  ´1 : H m pV q Ñ

H m pU q is continuous. Don’t forget to show that this is actually the inverse:

 ´1 pÂuq “ pÂuq ˝  ´1 “ u ˝  ˝  ´1 “ u. (58.98)

Notice that in the later equation, the symbol “” denotes sometimes the map  : U Ñ V
and sometimes the map  : FunpU q Ñ FunpV q.

Remarque 58.26.
The hypothesis on the fact that the derivatives of  are bounded is not a weak one. As an example,
the map
 : s0, 1r Ñ s0, 1r
(58.99)
x ބ x2
is a diffeomorphism with Jacobian given by JÂ pxq “ 2x, so that 1{J is not bounded on s0, 1r.

58.6 Restriction operator

Définition 58.27.
Let j “ 1, . . . , d and h P . We define the translation operator

·j,h : Funp d
q Ñ Funp d
q (58.100)

given by the formula

·j,h pf qpxq “ f px ´ hej q (58.101)

where ej is the canonical unit vector.

˚ : L2 p
The adjoint operator (definition 57.11) ·j,h dq Ñ L2 p dq is
˚
p·j,h uqpxq “ upx ` hej q. (58.102)

Indeed we have
ª ª
x· puq, vyL2 p dq “ upx ´ hej qvpxqdx “ ˚
upyqvpy ` hej qdy “ xu, ·j,h vyL2 p dq (58.103)
d d

by a simple change of variable y “ x ´ hej . We immediately see that ·j,h is an unitary operator of
L2 p d q.
If is an open part of d we define the restriction operator r by

r “ u| . (58.104)

We define
d
` “ tx P d
such that xn ° 0u, (58.105)

and the same for d´ . We denote by r˘ the restriction operator to d.

˘ The extension operator is
the extension by 0 outside : #
f pxq if x P
pe f qpxq “ (58.106)
0 else.

58.28. ` ˘
Do you believe that there is a difference between D d` and Dp d` q? Let us see with d “ 1.
Since the support is closed, a function in Dp ` q has to be zero on s´8, ”s with ” ° 0.
2460 CHAPTER 58. SOBOLEV SPACES

` ˘
On the other hand, a function in D d
` can be nonzero immediately after x “ 0:
$
’
’
’0 if x†0
’
&x if x P r0, 1s
f pxq “ (58.107)
’
’
’something if x P r1, 2s
’
%0 if x ° 2.

where “something” stands for something smooth.

Proposition 58.29 ([517]).

Some densities.
(1) The set Dp dq is dense in H m p dq for every integer m • 0.
(2) The set r` Dp dq is dense in H mp dq
` for every m • 0.

Théorème 58.30 ([517]).

There exists a linear continuous operator

ppmq : H m p d
`q Ñ H mp d
q (58.108)

such that
pr` ˝ ppmq qu “ u (58.109)
for every u P H m p d q.
`

Proof. The map r` a defined as r` : Funp d q Ñ Funp d q. Since the norms L2 p dq

` are majored
by the ones L2 p d q we have
r` : H m p d q Ñ H m p d` q. (58.110)
We initiate by defining the operator ppmq on a dense subset (see proposition 58.29). Let
u P r` Dp d q. More precisely we choose u0 P Dp d q and we write u “ r` u0 . We define
$
1
&upx , xd q
’ if xd ° 0
1
pppmq uqpx , xd q “ u0 px , 0q
1 if xd “ 0 (58.111)
’
%∞m´1
k“0 ak u0 px , ´⁄k xd q if xd † 0.
1

Here are some comments ont the definition.

— The value of ppmq u does not depend on the choice of u0 among all the elements in Dp d q
which restrict to u.
— The positivity of ⁄k makes that ´⁄k xd ° 0, so that the whole makes sense.
— The numbers ⁄0 , . . . , ⁄m´1 are strictly positive different reals that are arbitrarily chosen.
— The coefficients ak are the solution of the system
m´1
ÿ
⁄jk ak “ p´1qj (58.112)
k“0

for j “ 0, . . . , m ´ 1.
— The system (58.112) has an unique solution because its matrix is Akj “ ⁄jk whose determi-
nant is the non vanishing Vandermonde determinant 10.10.
Let us show that ppmq puq P C m´1 p d q. The derivatives of ppmq u with respect to the variables
x1 ,. . . , xd´1 do not create problems. Only the ones with respect to xd at xd “ 0 can be difficult.
Now we show by induction that

pBnl ppmq uqpx1 , 0q “ pBnl u0 qpx1 , 0q (58.113)

with several steps.

58.6. RESTRICTION OPERATOR 2461

First: pBn ppmq uqpx1 , 0q “ pBn u0 qpx1 , 0q On the one hand we have
pppmq uqpx1 , tq ´ ppp mquqpx1 , 0q u0 px1 , tq ´ u0 px1 , 0q
lim “ lim “ pBn u0 qpx1 , 0q. (58.114)
tÑ0` t tÑ0` t
The last equality comes from the fact that for u0 we know ∞m´1that the limits with t Ñ 0 and
`

t Ñ 0 are equal. On the other hand, we know that k“0 ak “ 1, so that

´
∞m´1
pppmq uqpx1 , tq ´ ppp mquqpx1 , 0q ak u0 px1 , ´⁄k tq ´ u0 px1 , 0q
lim “ lim k“0 (58.115a)
tÑ0´ t tÑ0` t
u0 px1 , ´⁄k tq ´ u0 px1 , 0q
m´1
ÿ
“ ak lim (58.115b)
k“0
tÑ0´ t
m´1
ÿ
“´ ak ⁄k pBn u0 qpx1 , 0q. (58.115c)
k“0
We made the change of variable t1 “ ´⁄k t to compute the limit.
Second: pBnl ppmq uqpx1 , xd q with xd † 0 In this case the computation is immediate:
m´1
ÿ
pBnl ppmq uqpx1 , xd q “ ak p´⁄k ql pBnl u0 qpx1 , ´⁄k xd q. (58.116)
k“0
Induction We are going to prove by induction over l that
pBnl ppmq uqpx1 , 0q “ pBnl u0 qpx1 , 0q. (58.117)
The case l “ 1 is already done. So we compute with l ` 1 assuming that (58.117) holds.
Once again we have to compute separately the limit with t Ñ 0` and t Ñ 0´ . We have
pBnl ppmq uqpx1 , tq ´ pBnl ppmq uqpx1 , 0q pB l u0 qpx1 , tq ´ pBnl u0 qpx1 , 0q
lim “ lim n (58.118a)
tÑ0` t tÑ0` t
“ pBn u0 qpx , 0q.
l`1 1
(58.118b)
Now, the limit with negative t. To be computed:
pBnl ppmq uqpx1 , tq ´ pBnl u0 qpx1 , 0q
lim . (58.119)
tÑ0´ t
The numerator can be expanded as
m´1
ÿ
p´1ql ak ⁄lk pBnl u0 qpx1 , ´⁄k tq ´ pBnl u0 qpx1 , 0q. (58.120)
k“0
∞
Since p´1ql m´1
k“0 ak ⁄k “ 1 we can multiply the second term by that and enter pBn u0 qpx , 0q
l l 1

in the sum. What we get is

m´1
ÿ ` ˘
p´1ql ak ⁄lk pBnl u0 qpx1 , ´⁄k tq ´ pBnl u0 qpx1 , 0q . (58.121)
k“0
Back to the limit (58.119) we permute the limit and the sum:
pBnl ppmq uqpx1 , tq ´ pBnl u0 qpx1 , 0q m´1
ÿ pB l u0 qpx1 , ´⁄k tq ´ pBnl u0 qpx1 , 0q
lim “ p´1ql
⁄lk lim n
tÑ0´ t k“0
tÑ0´ t
(58.122a)
pBnl u0 qpx1 , uq ´ pBnl u0 qpx1 , 0q
m´1
ÿ
“ p´1ql ⁄lk lim
k“0
tÑ0` ´u{⁄k
(58.122b)
m`1
ÿ
k pBn u0 qpx , 0q (58.122c)
1
“ p´1ql`1 ⁄l`1 l`1

k“0
“ pBnl`1 u0 qpx , 0q.
1
(58.122d)
2462 CHAPTER 58. SOBOLEV SPACES

The induction is finished.

We are now able to prove that ppmq u is C m´1 p d q. The only point is to show that pBnl uqq is
continuous at xd “ 0. The limit with xd ° 0 does not pone any problem. For xd † 0,
m´1
ÿ
lim pBnl ppmq uqpx1 , xd q “ ak p´⁄k ql lim pBnl u0 qpx1 , ´⁄k xd q (58.123a)
xd Ñ0´ xd Ñ0´
k“0
m´1
ÿ
“ ak p´⁄k ql pBnl u0 qpx1 , 0q (58.123b)
k“0
“ pBnl u0 qpx1 , 0q (58.123c)
“ pBnl ppmq uqpx1 , 0q. (58.123d)

When one tries to derive more than m ´ ∞1 times, we have a possible discontinuity at xd “ 0 since
we do not have any formula for the sum m´1k“0 k⁄k .
m

The function ppmq u is compactly supported and the derivatives up to the m ´ 1eare continuous.
The mederivatives is continuous on xd ° 0 and xd † 0. The whole makes

ppmq u P H m p d
q. (58.124)

We still have to prove that ppmq : r` Dp dq Ñ H mp dq is continuous and extends to H m p d q.

`
We start proving the inequality

}ppmq u}H m p dq § C}u}H m p dq (58.125)

`
∞
for some constant C that depend on the ⁄i ’s. By the definition 32.46, }v}H m p d q “ |–|§m }B – v}L2 p d q
and what happens on the hyperplane xd “ 0 is of no interest. Let’s consider a multiindex – con-
taining l times the index xd ; of xd † 0 we have
m´1
ÿ
pB – ppmq uqpx1 , xd q “ p´⁄k ql ak pB – uqpx1 , ´⁄k xd q. (58.126)
k“0

There is a finite number of combinations ⁄lk with k “ 0, . . . , d ´ 1 and l “ 0, . . . , m (and they are
all strictly positive). We majore them all by K. Taking the maximum of the numbers |ak | and
including it in the K we have

ˇ – ˇ m´1
ÿ
ˇpB ppmq uqpx1 , xd qˇ § K |pB – uqpx1 , ´⁄k xd q|. (58.127)
k“0

As far as the L2 p dq norm is concerned we have

ÿ ª
m´1 ˇ – ˇ
–
}B ppmq u}L2 p dq §K ˇpB uqpx1 , ´⁄k xd qˇ2 dx1 b dxd (58.128a)
´ d
k“0 ´

ÿ ª
m´1 ˇ ˇ2
“K ⁄k ˇpB – uqpx1 , yqˇ dx1 b dy (58.128b)
d
k“0 `
m´1
ÿ
“K ⁄k }B – u}L2 p dq (58.128c)
`
k“0
–
§ K}B u}L2 p dq . (58.128d)
`

We made the change of variable y “ ´⁄ xd (this is why a ⁄k appeared as Jacobian in (58.128b)).

∞km´1
In the last line we included the factor k“0 ⁄k into K.
From the definition we also have

}B – ppmq u}L2 p dq “ }B – u}L2 p dq . (58.129)

` `
58.7. BOUNDARIES 2463

Making the sum (and neglecting the integral over xd “ 0) and redefining K as maxt1, Ku,

}B – ppmq u}L2 p dq § K}B – u}L2 p dq ` }B – u}L2 p dq (58.130a)

` `

“ 2K}B u}L2 p
–
dq . (58.130b)
`

Taking once again the sum over the |–| § m we have the majoration

}ppmq u}H m p dq § C}u}H m p dq . (58.131)

`

We have continuity of the map

´ ¯ ´ ¯
ppmq : r` Dp d
q, }.}H m p dq Ñ H mp d
q, }.}H m p dq . (58.132)
`

Taking advantage of the fact that the Sobolev space are complete (thus Banach) and the density
of r` H m p d` q in H m p d` q we use the proposition 18.121 to build a continuous extension
´ ¯ ´ ¯
ppmq : H m p d` q, }.}H m p d q Ñ H m p d q, }.}H m p d q . (58.133)
`

58.7 Boundaries
We already made a small step in the world of boundaries and Sobolev space defining H01 p q
as the part of H 1 p q made from functions that vanishes on B (definition 58.18). This is far from
being the end of the story. The main point in studying Sobolev spaces and boundaries is that the
boundary has zero measure, so that the definitions of the usual functional spaces make no sense.
We need an integration theory on the boundary. Let a ° 0 (in ) and define

Qa “ tx P d
such that |xj | † a, @ju (58.134a)
Q1a “ tx P1 d´1
such that |x1j | † a, @j “ 1, . . . , d ´ 1u (58.134b)
Q`
a “ tx P Qa such that |xn | ° 0u. (58.134c)

Définition 58.31.
A smooth diffeomorphism Ï : A Ñ B is an invertible C 8 -map with C 8 inverse.

Définition 58.32 ([517]).

A open set Ä d is smooth if for every x0 P B there exists a neighbourhood U of x0 , a a ° 0
and a smooth diffeomorphism 10 Ï : Qa Ñ U such that
(1) ÏpQ`
aq“U X
(2) ÏpQ1a q “ U X B
(3) Ïp0q “ x0 .

The restriction Ï : Q1a Ñ U X B will be denoted by ⁄.

Définition 58.33.
A triple pÏ, U, Qa q is a local coordinates system for around x0 .

Lemme 58.34.
Let pÏ1 , U1 , Qa q and pÏ2 , U2 , Qa q be local coordinates system around x1 and x2 in B . The map

2 ˝ Ï1 : Ï1 pU1 X U2 q Ñ Ï2 pU1 X U2 q
Ï´1 (58.135)
´1 ´1

1 pU1 X U2 q with yn “ 0 we have

is a smooth diffeomorphism such that if y P Qa is an element of Ï´1

2 ˝ Ï1 qpyqn “ 0.
pÏ´1 (58.136)
10. Définition 58.31.
2464 CHAPTER 58. SOBOLEV SPACES

Proof. The fact that Ï´1 2 ˝ Ï1 is a smooth diffeomorphism is true by composition, and by the
careful choice of the domains.
If yn “ 0, we have y P Q1a and Ï1 pyq P U1 X B . In the same time, from the hypothesis,
Ï1 pyq P U1 X U2 , so that
Ï1 pyq P U1 X U2 X B . (58.137)
` ˘
In particular, Ï´1
2 Ï1 pyq P Q1a and pÏ´1
2 ˝ Ï1 qpyqn “ 0.

One can restate the lemma saying that Ï´1

2 ˝ Ï1 is a smooth diffeomorphism preserving the
property yn “ 0.

58.35.
We suppose that is bounded, so that B is bounded and closed, thus compact (Borel-Lebesgue,
theorem
î 7.7). If one has a local coordinate system pÏx , Ux , Qa q around each x P B , the union
xPB U x contains B . There exists a finite subcovering.
We conclude that when is bounded, we have a finite family of local coordinates pÏj , Uj , Qa q
î ¯
(j “ 1, . . . , . . . , N ). We also write U0 “ so that N
j“0 Uj covers .

As allowed by the corollary 49.24, we consider a partition of the unity for ¯ subordinated to
the open sets tUj uj“0,...,N . For each j “ 0, . . . , N we have Âj P DpUj q and we have

N
ÿ
Âj “ 1 (58.138)
j“0

on a neighbourhood of ¯ .
If u P F unp q we have
N
ÿ
u“ Âj u (58.139)
j“0

and if v P FunpB q we have

N
ÿ
b“ Âj v. (58.140)
j“1

The function Âj u : Uj Ñ can be send to a function on Q` a by a chart because the support of

Âj u is contained in the interior of Uj while Ïj pUj X q “ Qa .
´1 `

The diffeomorphism Ïj : Qa Ñ Uj induces a diffeomorphism

⁄j : Q1a Ñ Uj X B (58.141)

This is because by definition of a chart, Ïj : Uj X B Ñ Q1a is a bijection.

The following defines Lploc pB q with respect to a chart system. So this should be written
p
Lloc pB , tÏj uq.

Définition 58.36.
Let p • 1. The space Lploc pB q is the set of functions u P FunpB q such that the map

u ˝ ⁄j : Q1a Ñ (58.142)

belongs to Lploc pQ1a q for every j.

We prove that the set Lploc pB , tÏj uq does not depend on tÏj u.

Lemme 58.37.
The set defined in 58.36 does not depend on the choice of chart system.
58.8. OLDER WORK 2465

Proof. We consider two coordinates charts pUj , Ïj , Qa qjPJ and pV– , – , Qa a–PA q and we have to
show that when u is a Lploc function with respect to one chart system, it is Lploc for the other one.
We consider the restrictions
⁄j : Q1a Ñ Uj X B (58.143a)
‡– : Q1a Ñ V– X B . (58.143b)
So we suppose that u ˝ ⁄j P for every j and we have to show that u ˝ ‡– P
LplocpQ1 q forLploc pQ1a q
a
every – P A (from now on we fix some – P A). Let K be compact un Q1a and we have to show
that u ˝ ‡– P Lp pKq. î
Let Lj “ Uj X ‡– pKq; this is a compact part of d and we have ‡– pKq “ jPJ Lj . The latter
union is however not disjoint. We have
ª ª
|u ˝ ‡– |p “ |J‡– |p |u|p (58.144a)
K ‡–
ÿª
§ |Jomo
lo
p
‡– o|n |u|
p
(58.144b)
iPI Lj
§C
ÿª
§C |J⁄´1 | |u ˝ ⁄i |p (58.144c)
iPI ⁄´1
i pLi q
loomo
i on

§C 1

The integrals are finites because the integration domain are compacts while the integrand is
Lploc pQ1a q.

58.8 Older work

A lot of theory about Sobolev spaces can be found in [518, 519]. The Fourier transform of
a function Ï on n is defined by formulas
ª
pF Ïqppq “ Ï̂ppq “ e´2ifip · x Ïpxq dx (58.145a)
N
ª
Ïpxq “ e2ifi x · pÏ̂ppq dp (58.145b)
N

Main properties of Fourier transform are

pBj F Ïqppq “ ´2ifiF pxj Ïq (58.146a)
pF Bj Ïq “ 2ifipj pF Ïqppq (58.146b)
The associated formula for the delta Dirac “function” is
ª
e2ifik · x dx “ ”pxq. (58.147)

Proposition 58.38.
If Sˆ denote the set of functions Ï̂ with Ï P S , then Sˆ “ S .

Proof. No proof

We consider the Laplace operator, or Laplacian,

N
ÿ
“ Bj2 (58.148)
j“1

When k P , we consider the following norm on S p N q:

ª
}Ï}2H k “ Ïpxqr1 ´ p2fiq´2 sk Ïpxq dx (58.149)
N

The Sobolev space H2k p Nq is the completed of S for this norm.

2466 CHAPTER 58. SOBOLEV SPACES

Proposition 58.39.
These Sobolev spaces are Hilbert spaces

Proof. No proof

In order to define Sobolev spaces H k with k † 0, we have to find a definition for r´ ` 1s´l .
We define
S plq “ tr1 ´ p2fiq´2 sl Ï tel que Ï P S u

Lemme 58.40.
For each  P S plq , there exists one and only one Ï P S such that p´ ` 1ql Ï “ Â.

This unique function Ï is naturally denoted by p´ ` 1q´l

Proof. We give the proof with l “ 1, the other are induction. When  P S plq , existence is by
definition true and only unicity is non trivial. Let Ï1 and Ï2 in S such that

r1 ´ p2fiq´2 sÏ1 “ r1 ´ p2fiq´2 sÏ2 ,

the function f “ Ï1 ´ Ï2 fulfils p´ ` 1qf “ 0 and thus

ª
f pxqr1 ´ p2fiq´2 sf pxq dx “ 0.
N

Since f Ñ 0 at infinity rapidly, an integration by part of the term containing leads, up to some
constants, to ª ª ª ª
f f ´ f f “ |f |2 ` |Òf |2 “ 0.

This proves that f “ 0.

Now, the norm (58.149) can be used to define the Sobolev space H ´l . Elements of H k (k † 0)
which are not functions are distributions. When m • 0, formulas (58.146) give
` ˘ ´ ¯
F r1 ´ p2fiq´2 sm  ppq “ p1 ` p2 qm Â̂ ppq. (58.150)

Proposition 58.41.
When  P S pmq , equality (58.150) holds even for m † 0.

Let us point out that m keep integer; the general real case will be treated later.

Proof. Let m “ ´k † 0; from definition of the space S pmq , the function Ï “ r1 ´ p2fiq´2 s´k Â
exists; we have ´ ¯
Â̂ “ F r1 ´ p2fiq´2 sk Ï ppq “ pp2 ` 1qk Ï̂ppq, (58.151)

therefore Ï̂ppq “ pp2 ` 1q´k Â̂ppq. Replacing Ï by its definition,

´ ¯
F r1 ´ p2fiq´2 s´k  ppq “ pp2 ` 1q´k Â̂ppq. (58.152)

Proposition 58.42.
Let Ï P S . There exists a  P S such that

Ï “ r1 ´ p2fiq´2 sl Â

Proof. Let us prove it with l “ 1; other cases are obtained by iteration. We consider the function
 defined by the condition
Â̂ppq “ pp2 ` 1q´1 pF Ïqppq.
For this function we have r1 ´ p2fiq´2 s “ Ï
58.8. OLDER WORK 2467

The space Ĥ s p Nq is the completed of S for the norm

ª
}Ï}2Ĥ s “ pp2 ` 1q2 |Ïppq|2 dx (58.153)
N

where s is any positive real.

Théorème 58.43.
For each Ï P S and k P , we have

}F Ï}Ĥ k “ }Ï}H k ,

in other words, the Fourier transform in S is an isometry F : H k Ñ Ĥ k .

Proof. Using Parseval and equality (58.150),

ª ª
2
}Ï}H k “ Ïpxqr1 ´ p2fiq´2
s Ïpxq dx “ F Ïppqpp2 ` 1qk pF Ïqppq dp “ }Ï}2Ĥ k .
k
(58.154)
N

The space S is dense in H k and F is a bounded operator on S (because it is isometric). There-

fore it can be extended to an unique isometric homomorphism F : H k Ñ Ĥ k which is evidently
called Fourier transform.
In the same way, F ´1 is extended to an inverse of F and finally,

F : Hkp N
q Ñ Ĥ k p N
q

is an isometric isomorphism. For each s P , we define

}Ï}H s :“ }F Ï}Ĥ s , (58.155)

and the completed of S for this norm is the Sobolev space H s p N q.