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Morrey's inequality has no p=n endpoint

Statement refuted

Assume Countable Choice (The Axiom of Countable Choice (ACω)). Let n≥2 and let B=B(0,1). There are no constants α>0 and C with [u]C0,α(B)≤C∥u∥W1,n(B)for every u∈W1,n(B); that is, Morrey's inequality has no endpoint at p=n. The witness is f(x)=log⁡log⁡(1+1∣x∣)(x∈B∖{0}),f(0)=0, which lies in W1,n(B) but has no bounded representative. The hypothesis p>n in Morrey's inequality is therefore essential.

Facts & Assumptions

Given: Countable Choice; n≥2; the unit ball B=B(0,1); and the function f:B→R defined by f(x)=log⁡log⁡(1+1/∣x∣) for x≠0 and f(0)=0.

[F1]

Polar coordinates: for nonnegative Borel h, ∫Bh dλn=∫01∫Sn−1h(rω)rn−1dσ(ω)dr with 0<σ(Sn−1)<∞ (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma, The polar surface set function on the unit sphere).

[F2]

W1,n(B) consists of the Ln classes whose first weak derivatives exist as Ln classes; Ln consists of almost-everywhere classes (Integer-order Sobolev spaces and their norms, The space Lp(μ) as the quotient by null functions).

[F4]

Holder's inequality with conjugate exponents on R and Tonelli's theorem (Holder's inequality for integrals, including the endpoint cases); a function with finite global α-Holder seminorm on the bounded ball is bounded, since fixing y0∈B gives ∣v(x)∣≤∣v(y0)∣+[v]C0,α(B)diam⁡(B)α.

[F5]

Countable Choice is assumed; the fundamental theorem (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz) gives integration by parts on smooth one-dimensional sections, and Fubini (Tonelli and Fubini for the completed product, with only almost-everywhere section measurability) integrates those identities. Classical smooth derivatives are weak derivatives (Classical derivatives agree with weak derivatives).

Counterexample

technique · direct
1.1F1F2F4F5givenalgebra

Membership in W1,n. Off the origin f is smooth and radial with ∣Df(x)∣=1∣x∣(∣x∣+1)log⁡(1+1/∣x∣). For 0<r=∣x∣≤12, this is at most 1/(rlog⁡(1/r)), so polar coordinates [F1] give ∫B(0,1/2)∣Df∣n dx≤σ(Sn−1)∫01/2drr(log⁡(1/r))n=σ(Sn−1)∫log⁡2∞s−n ds<∞, where s=log⁡(1/r) and n≥2. On 1/2≤r<1, the exact derivative is bounded by 4/(3log⁡2), since r≥1/2, r+1≥3/2, and log⁡(1+1/r)≥log⁡2; hence its nth-power polar integral on this annulus is finite as well. Also ∫B∣f∣n dx<∞: near 0, log⁡log⁡(1+1/r)=O(r−1/2), so the radial Ln majorant is O(rn/2−1), which is integrable for n≥2, and f is bounded on 1/2≤r<1. To identify the weak gradient, fix a test φ∈Cc∞(B) and a coordinate i. For every transverse coordinate other than the zero vector, the coordinate line avoids the origin; its intersection with B is an interval on which f is smooth, and φ vanishes near the endpoints. The fundamental theorem applied to fφ gives ∫f∂iφ=−∫(∂if)φ on that line. The omitted transverse singleton is null because n−1≥1; both integrands are globally integrable since f,Df∈Ln(B)⊆L1(B). Fubini [F5] therefore integrates the section identities into the weak derivative identity. Thus Df is the weak gradient and f∈W1,n(B) by [F2].

1.2F2givenalgebra

No bounded representative. For every M>0 the set {x∈B∖{0}:f(x)>M} is a punctured neighbourhood of 0 (since f(x)→+∞ as x→0) and has positive measure; hence if a measurable g equals f almost everywhere on B, then for every ε>0 the set {x∈B(0,ε):g(x)>M} has positive measure, so g is unbounded on every neighbourhood of 0. In particular no representative of f is bounded, and a fortiori none is uniformly continuous or Holder on B.

2.1F4step 1.1step 1.2givenalgebra∎

Failure of every Holder bound. Suppose there were α>0 and C with [u]C0,α(B)≤C∥u∥W1,n(B) for every u∈W1,n(B). Applying this to the class of f would produce a representative f∗ with ∣f∗(x)−f∗(y)∣≤C∥f∥W1,n∣x−y∣α for all x,y∈B; such an f∗ is continuous and bounded on the bounded set B. But f∗ is a representative of f, contradicting step 1.2. Hence no such constants exist, Morrey's inequality has no p=n endpoint, and the hypothesis p>n in Morrey's inequality for p>n is essential.

Source notes

The witness is Hunter's Example 3.30 and Kinnunen's Remark 3.16(1), printed at p. 66 and p. 73: the double logarithm is the borderline function whose gradient just fails to be Ln-integrable when log⁡log⁡ is replaced by log⁡. The computation above records membership in W1,n by splitting at r=1/2: the logarithmic majorant is integrated only near the origin, and the exact derivative is bounded on the remaining annulus. It also records the absence of any bounded representative; the contradiction with a hypothetical Holder bound is then immediate because Holder functions on a bounded domain are bounded.

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