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Bounded Sobolev sequences have strongly convergent subsequences with the weak limit as limit

Statement

Assume the Axiom of Choice. Let n≥2, let Ω⊆Rn be a bounded extension domain, let 1≤p<n, p∗=npn−p, and let (uj) be bounded in W1,p(Ω) with uj⇀u weakly in W1,p(Ω). Then uj→u in Lq(Ω) for every 1≤q<p∗; the convergence is of the whole sequence, not merely of a subsequence.

Facts & Assumptions

Given: the Axiom of Choice, a bounded extension domain Ω⊆Rn, 1≤p<n, a bounded sequence (uj) with uj⇀u weakly in W1,p(Ω), and 1≤q<p∗.

[F1]

Rellich--Kondrachov. Every bounded sequence in W1,p(Ω) has a subsequence converging in Lq(Ω). (The Rellich--Kondrachov theorem for 1≤p<n on bounded extension domains, Sobolev extension domains and extension operators)

[F2]

Weak convergence tested against Lp′. For g∈Lp′(Ω) with 1/p+1/p′=1, the functional v↦∫Ωgv is bounded on W1,p(Ω), so ∫Ωguj→∫Ωgu. In particular ∫Auj→∫Au for every measurable A of finite measure. For complex-valued classes, these integral identities are read componentwise. (Weak convergence of nets and sequences, Holder's inequality for integrals, including the endpoint cases, The space Lp(μ) as the quotient by null functions)

[F3]

Strong convergence tested against Lq′. If vk→v in Lq(Ω) and g∈Lq′(Ω), then ∫gvk→∫gv by H"older's inequality. (Holder's inequality for integrals, including the endpoint cases)

Proof

Proof technique: every subsequence has a further Lq-convergent subsequence; identify its limit with the weak limit u by testing against finite-measure set indicators; conclude that the whole sequence converges.

1.1F1given

Let (ujk) be any subsequence. It is bounded in W1,p(Ω), so by [F1] it has a further subsequence (ujkr) converging in Lq(Ω) to some v.

2.1F2F3step 1.1algebra

For every measurable A⊆Ω of finite measure, [F2] applied to g=1A gives ∫Aujkr→∫Au, while [F3] applied to g=1A∈Lq′(Ω) gives ∫Aujkr→∫Av; hence ∫A(u−v)=0. For each m≥1, apply this to the sets where the real or imaginary part of u−v is greater than 1/m or less than −1/m, intersected with B(0,m). Each such set has measure zero, since the corresponding signed part of the integral has magnitude at least its measure divided by m. As Ω is bounded, these sets cover the nonzero real and imaginary parts, so u=v almost everywhere on Ω.

3.1F1step 2.1∎

Thus every subsequence of (uj) has a further subsequence converging in Lq(Ω) to the same limit u; in a metric space this forces the whole sequence to converge to u, because otherwise some ε>0 would admit a subsequence staying ε-away from u, and that subsequence would in turn have a further subsequence converging to u. The Axiom of Choice is inherited through [F1], and the weak topology is Hausdorff as recorded in Weak topology is hausdorff.

Remarks

The identification of the strong limit with the weak limit does not use the density of test functions in Lq′ for q=1: the finite-measure indicator test functions lie in Lp′∩Lq′ and separate almost-everywhere classes.

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