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Point evaluation is unbounded below the Sobolev continuity threshold

Sources

  • Juha Kinnunen, Sobolev Spaces, Chapter 1 §1.2, Examples 1.11–1.12, printed pp. 8–9. Example 1.11 proves existence of unbounded W1,p functions for 1≤p<n; Example 1.12 gives an unbounded W1,n function for n≥2. These examples motivate the exponent split but do not establish the test-function sequences or point-evaluation conclusion below. The exact smooth sequences and their norms are derived here.

Statement

Assume the Axiom of Countable Choice. Let n≥2, let Ω⊆Rn be open with 0∈Ω, let K∈{R,C}, and let 1≤p≤n. There is a sequence of real-valued (hence K-valued) functions um∈Cc∞(Ω;K) such that sup⁡m∥um∥W1,p(Ω;K)<∞,∣um(0)∣⟶∞. Thus evaluation at 0 is unbounded on smooth compactly supported functions in the W1,p norm. No bounded linear functional on W1,p(Ω;K) can agree with ordinary point evaluation at 0 on every member of Cc∞(Ω;K).

Facts & Assumptions

Given: Countable Choice, n≥2, an open set Ω⊆Rn containing 0, a scalar field K∈{R,C}, and 1≤p≤n.

[F1]

Countable Choice, written ACω, says that every sequence of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)).

[F2]

For finite p, ∥u∥W1,pp=∥u∥Lpp+∑j=1n∥Dju∥Lpp for u∈W1,p (Integer-order Sobolev spaces and their norms).

[F3]

Under Countable Choice, a smooth function's classical first partial derivatives are its weak derivatives (Classical derivatives agree with weak derivatives).

[F4]

A test function on an open set is smooth with compact support contained in that set, and the real-valued test functions are included in the convention for either scalar field (Test function space d of an open set).

[F5]

There is a smooth ϕ:Rn→[0,1] equal to 1 on B‾1/2(0) and with support contained in B3/4(0) (A smooth bump between concentric Euclidean balls).

[F6]

The Euclidean metric is d2(x,y)=∑j=1n(xj−yj)2; hence if Q(x)=∑j=1nxj2, then Q(x)=∣x∣2=d2(x,0)2, and ∣xj∣≤∣x∣ (Rn as the set of functions n→R, and d1, d2, d∞ are metrics on it).

[F9]

Continuous real functions on compact metric spaces are bounded and attain their extrema (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).

[F10]

Under Countable Choice, a box with side lengths bi−ai is measurable with measure ∏i(bi−ai); Lebesgue measure is monotone under inclusion (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included, Measures are monotone).

[F11]

For a nonnegative measurable function, integration is monotone and positively homogeneous; a constant on a measurable set integrates to that constant times its measure (Integral over a measurable subset, Monotonicity and nonnegative homogeneity of the nonnegative integral, The integral of a nonnegative simple function, The nonnegative integral agrees with the simple integral on simple functions).

[F12]

Continuous Euclidean functions are Borel measurable under Countable Choice, Borel sets (including open and closed sets) are Lebesgue measurable under Countable Choice, and the Lp norm for finite p is defined using the integral of ∣u∣p (Continuous functions on Euclidean spaces are Borel measurable, Assuming countable choice, every Borel subset of Rn is Lebesgue measurable, Complex Lp classes and Euclidean test-function conventions).

[F13]

The library standard smooth step is denoted by σ; write θ:=σ to distinguish it from the polar surface measure. Its formula is smooth across the endpoints because the flat function has all derivatives zero at zero, and it takes values in [0,1] from the positive formula on (0,1) and the constant values outside (The standard smooth step function, The standard flat function is smooth and flat at zero, The standard flat function, The exponential is positive and satisfies exp⁡(−x)=1/exp⁡(x)).

[F14]

The same step is 0 for t≤0 and 1 for t≥1 (The standard smooth step function).

[F15]

Coordinate chain, sum, and product rules hold; smoothness means all iterated coordinate derivatives exist and are continuous. For x>0, log⁡′(x)=1/x, and integer negative powers have their usual derivatives. Consequently Q is smooth, and the compositions with log⁡Q used below are smooth on Q>0: repeated differentiation uses the chain and product rules and derivatives of Q−j (Ck maps and multi-index derivative notation in Euclidean space, The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f∘g is differentiable at c with (f∘g)′(c)=f′(g(c)) g′(c), Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0, The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t, Integer powers am, For a natural n≥1 the function x↦xn is differentiable everywhere with derivative ι(n) x n−1; for n=0 it is the constant 1, with derivative 0; for a natural n≥1 the function x↦x−n is differentiable at every x≠0 with derivative −ι(n) x−n−1; consequently every polynomial function is differentiable at every real, with the derivative computed term by term).

[F18]

The natural numbers are unbounded in R, so any fixed real threshold is exceeded by an integer (Every complete ordered field is Archimedean).

[F19]

Under Countable Choice, polar coordinates integrate nonnegative Borel functions using rn−1dr dσ, where the sphere measure is finite (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma).

[F20]

Under Countable Choice, bounded Riemann integrable functions on compact intervals have equal Riemann and Lebesgue integrals. A monotone C1 substitution with nonzero derivative changes a one-dimensional Riemann integral by the absolute derivative; and the fundamental theorem evaluates the integrals used below (In one dimension the compact-Jordan formula is substitution over the unoriented image interval with the absolute derivative, A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral, The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a)).

[F21]

For each natural N and t>0, the defining exponential series has nonnegative terms and includes its N-th term, so exp⁡(t)≥tN/N!. This follows from the series definition and the fact that its sum bounds every partial sum (The real exponential function and the number e by a power series, The factorial n! and the falling factorial nk‾, defined by recursion in N, Canonical naturals are positive and strictly increasing, A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum). Consequently tn≤n!exp⁡(t) for t≥0

[F22]

For each natural degree n and real a>0, xn/exp⁡(ax)→0 as x→+∞ (The exponential dominates every fixed nonnegative integer power at +∞).

[F23]

A bounded linear operator T between normed spaces has a constant C≥0 with ∥Tx∥≤C∥x∥ for every x (A bounded linear operator between normed spaces).

Choice use. The exact assumption is ACω. It is needed by the Sobolev definition [F2], classical-derivative compatibility [F3], box measure formula [F10], continuous/Borel measurability and Lebesgue measurability [F12], polar coordinates [F19], and the Riemann-to-Lebesgue comparison [F20]. The constructions below make no arbitrary sequence of choices; the fixed integer cutoffs are obtained from [F18] and the pointwise estimate in [F21] and limit assertion in [F22].

Counterexample

technique · direct
1.1

The declared choice principle is exactly Countable Choice. [F1, given] Its uses are confined to the supplier hypotheses listed in the Choice use note [F2, F3, F10, F12, F19, F20]; the integer cutoffs below use the Archimedean property and the displayed limit, not additional choices.

1.2

Openness supplies a positive closed ball, and the common cutoff bound is finite. [F5, F7, F9, construct] Choose R>0 so that B‾R(0)⊆Ω, after taking an open ball about 0 and reducing its radius. Take ϕ from [F5] and let M=1+sup⁡B‾1(0)∣ϕ∣+max⁡1≤j≤nsup⁡B‾1(0)∣∂jϕ∣+sup⁡0≤t≤1∣θ′(t)∣. This is finite by [F9]. Also ϕ(0)=1 and supp⁡ϕ⊂B3/4(0).

2.1

For 1≤p<n, the scaled smooth bumps have supports shrinking to zero and values diverging there. [F4, F5, F8, F15, F17, F18, step 1.2, construct] By [F18] choose an integer q≥1 with q(n−p)>p, then choose an integer k0>max⁡(1,R−1). For each m≥1, put k=m+k0 and um(x)=kϕ(kqx). Since k≥k0>1 and q≥1, k−q≤k−1<R. The support of um, and of each of its first derivatives, lies in Bk−q(0)⊂BR(0); thus [F4] gives um∈Cc∞(Ω;R)⊂Cc∞(Ω;K). The chain rule gives ∂jum(x)=kq+1(∂jϕ)(kqx),um(0)=k⟶∞. The derivative support assertion follows because a smooth function is zero with all derivatives on the open complement of its support.

2.2

If p=n, the logarithmic radial cutoffs are smooth, supported, diverge at zero, and have the displayed gradient bound. [F4, F6, F8, F13, F14, F15, F16, F22, step 1.2, construct] By [F22], hnexp⁡(−nh2)→0 as integers h→∞: apply its limit assertion with x=h2, polynomial degree n, and a=n, and use hn≤h2n for h≥1 and [F16]. Choose an integer h0≥1 so that hnexp⁡(−nh2)≤1 for h≥h0. For each m≥1, set h=m+h0, L=h2, and rh=Rexp⁡(−L). Since L>0, [F16] gives 0<exp⁡(−L)<exp⁡(0)=1, so 0<rh<R. With Q(x)=∑j=1nxj2=∣x∣2 by [F6], define wh(x)={1,Q(x)≤rh2,θ ⁣(log⁡(R2/Q(x))2L),rh2<Q(x)<R2,0,Q(x)≥R2,um(x)=hwh(x). For rh<∣x∣<R, the scalar argument equals t=log⁡(R/∣x∣)/L∈(0,1), by [F16]. The polynomial Q and the composition with log⁡Q are smooth where Q>0, by [F15]; wh is constant near 0. Since θ is smooth and constant on both half-lines beyond [0,1], the pieces join smoothly at both radii. Its support lies in B‾R(0)⊆Ω, so [F4] gives um∈Cc∞(Ω;R), and um(0)=h→∞. On the annulus, differentiation gives ∣∂jum(x)∣=h∣θ′(t)∣∣xj∣L∣x∣2≤MhL∣x∣. Outside the annulus the derivatives vanish, including at the joining radii because the step is smooth and constant on the adjacent half-lines.

3.1

The subcritical construction has a uniform W1,p bound. [F2, F3, F5, F10, F11, F12, F17, step 1.2, step 2.1] The ball Bk−q(0) lies in a cube of measure (2k−q)n, by [F10]. The pointwise bounds from [F5] and step 1.2, measurability from [F12], and integral monotonicity and homogeneity [F11] give ∫Ω∣um∣p dx≤2nkp−qn,∫Ω∣∂jum∣p dx≤2nMpkp(q+1)−qn=2nMpkp−q(n−p). Both exponents are negative: p−q(n−p)<0 by the choice of q, and p−qn<0 follows since qn>q(n−p)>p. Thus [F17] makes both quantities uniformly bounded for k≥1. Since the classical derivatives are weak derivatives by [F3], [F2] now gives sup⁡m∥um∥W1,p<∞.

3.2

Polar integration gives a uniform Ln bound for each critical gradient term. [F16, F19, F20, step 2.2] For each j, ∫Ω∣∂jum∣n dx≤σ(Sn−1)(MhL)n∫rhRdrr. Since log⁡(R/rh)=L, [F16] and the fundamental theorem in [F20] give ∫rhRdr/r=L. Therefore ∫Ω∣∂jum∣n dx≤Mnσ(Sn−1)hnLn−1=Mnσ(Sn−1)h2−n, which is uniformly bounded because n≥2 and h≥1.

3.3

The core and annulus estimates give a uniform critical Ln bound for the function term. [F10, F11, F13, F14, F16, F17, F19, F20, F21, step 1.2, step 2.2] On the core B‾rh(0), [F10] bounds the measure by (2rh)n; hence ∫B‾rh∣um∣n dx≤(2R)nhnexp⁡(−nh2)≤(2R)n by the choice of h0. For the annulus, the mean value theorem and the derivative bound in step 1.2 imply 0≤θ(t)≤Mt for 0≤t≤1. The substitution r=Rexp⁡(−s) is decreasing: its oriented endpoints are L and 0, and reversing them gives the positive integral on [0,L] with Jacobian Rexp⁡(−s). Thus [F20] gives ∫rhR∣θ ⁣(log⁡(R/r)L)∣nrn−1 dr≤MnRnLn∫0Lsnexp⁡(−ns) ds≤MnRnn!Ln∫0Lexp⁡(−s) ds≤MnRnn!Ln. Here [F21] gives sn≤n!exp⁡(s); since n≥2, monotonicity of the exponential in [F16] gives exp⁡(−(n−1)s)≤exp⁡(−s), and [F20] evaluates ∫0Lexp⁡(−s)ds=1−exp⁡(−L)≤1. Applying [F19] to this radial annulus integral and multiplying by hn yields ∫BR∖B‾rh∣um∣n dx≤σ(Sn−1)MnRnn!hnLn=σ(Sn−1)MnRnn!h−n, also uniformly bounded.

4.1

These estimates bound the critical W1,n norm while the origin values diverge. [F2, F3, step 3.2, step 3.3] Steps 3.2 and 3.3 bound the function term and each of the n first derivative terms in [F2] uniformly in Ln. By [F3], the classical derivatives are the weak derivatives, so sup⁡m∥um∥W1,n<∞, while um(0)=h→∞.

5.1

Any bounded extension contradicts divergence of the corresponding test sequence at zero. [F23, step 3.1, step 4.1, assume-contra, discharge-contradiction] Suppose a bounded linear functional T:W1,p(Ω;K)→K agreed with ordinary point evaluation on all test functions. Boundedness would give a constant C such that, for the corresponding sequence, ∣um(0)∣=∣T([um])∣≤C∥um∥W1,p. The right side is uniformly bounded by step 3.1 or step 4.1, while the left side tends to infinity. This contradiction proves unboundedness and rules out the asserted bounded extension. ∎

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Sources