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One-dimensional W1,p functions have unique absolutely continuous representatives

Statement

Assume the Axiom of Choice for the ACL and absolutely-continuous fundamental-theorem interfaces. Let I⊆R be a nonempty open interval, let 1≤p≤∞, let K∈{R,C}, and let u∈W1,p(I;K), with weak derivative class Du. Then there is exactly one continuous representative u∗ of the class of u on I that is locally absolutely continuous, that is, absolutely continuous on every compact interval contained in I, and satisfies u∗(x)−u∗(y)=∫yxDu(t) dtfor every x,y∈I, where for x<y the right-hand side denotes −∫xyDu, equivalently u∗(y)−u∗(x)=∫xyDu whenever x≤y.

If I=(a,b) has finite endpoints, then Du∈L1(a,b), the representative u∗ extends uniquely to an absolutely continuous function on [a,b], and the extension satisfies u∗(x)=u∗(a)+∫axDu(t) dtfor every x∈[a,b].

The scalar field is arbitrary, p=1 and p=∞ are included, and the one-dimensional interval may be bounded or unbounded. The Axiom of Choice is used only through the Countable-Choice and Dependent-Choice hypotheses of the cited characterisation, fundamental-theorem and completeness interfaces.

Facts & Assumptions

Given: The Axiom of Choice; a nonempty open interval I⊆R; an exponent 1≤p≤∞; a field K∈{R,C}; and a class u∈W1,p(I;K) with weak derivative class Du=D1u.

[F1]

W1,p(I;K) consists of the classes u∈Lp(I;K) whose first weak derivative class Du exists in Lp(I;K) (Integer-order Sobolev spaces and their norms); for p=∞ the underlying measurable classes are the essentially bounded ones, L∞(μ)={f:f measurable and ∥f∥∞<∞} (The space L∞(μ) of essentially bounded measurable functions).

[F2]

Assume the Axiom of Choice. For an open set and 1≤p<∞, a class lies in W1,p exactly when it lies in Lp and has one measurable ACL representative u∗ whose classical coordinate derivative exists almost everywhere, is measurable and lies in Lp; in that case that derivative represents Du almost everywhere (The ACL characterisation of W1,p).

[F3]

For n=1 the ACL condition means that the representative is absolutely continuous on every compact interval contained in the open interval; for complex-valued functions absolute continuity means that real and imaginary parts are both absolutely continuous (Absolute continuity on almost every coordinate line).

[F4]

If v=Du weakly on I and J⊆I is open, then v∣J=D(u∣J) weakly on J (Linearity, locality, and commutation of weak derivatives).

[F5]

Assume Countable and Dependent Choice. A real function F:[c,d]→R is absolutely continuous if and only if F′ exists almost everywhere, F′∈L1[c,d], and F(x)−F(c)=∫cxF′ for every x∈[c,d] (Fundamental theorem of calculus for absolutely continuous functions).

[F6]

If two integrable functions agree almost everywhere, then their integrals over every measurable set agree; in particular the integral of a class over an interval is independent of the representative (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree).

[F7]

For f∈L1[c,d] the indefinite integral x↦∫cxf is absolutely continuous (The indefinite integral of an L1 function is absolutely continuous).

[F8]

Assume Countable Choice. If f∈L1[c,d] and F(x)=∫cxf, then F′=f almost everywhere on (c,d) (The indefinite integral of an L1 function is differentiable almost everywhere).

[F9]

On a finite-measure space, L∞ is contained in Lp for every 1≤p<∞, with ∥f∥p≤μ(X)1/p∥f∥∞ (Finite-measure Lr includes into Lp for p<r).

[F10]

Every box between its open and closed forms is Lebesgue measurable with measure the product of the side lengths; in one dimension an interval with endpoints c≤d has measure d−c (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included).

[F12]

If A⊆B are measurable sets, then λ(A)≤λ(B) (Measures are monotone).

[F13]

Holder's inequality gives ∫E∣fg∣≤∥f∥p∥g∥p′ for conjugate exponents, so an Lp class on a bounded interval is also in L1 (Holder's inequality for integrals, including the endpoint cases).

[F14]

∣∫f∣≤∫∣f∣ for every integrable f (The modulus of an integral is bounded by the integral of the modulus).

[F15]

For f∈L1(μ) and ε>0 there is δ>0 such that ∫E∣f∣<ε for every measurable E with μ(E)<δ (Absolute continuity of the integral).

[F16]

The complex integral is computed componentwise, ∫f=∫Re⁡f+i∫Im⁡f, and complex Lp classes use the modulus seminorm with f∼g meaning f=g almost everywhere (Complex Lp classes and Euclidean test-function conventions).

[F17]

If f∈L1(μ), the set function A↦∫Af:=∫fχA is countably additive on pairwise disjoint measurable families (The indefinite integral of an integrable function is countably additive on measurable sets).

[F19]

Continuity of an Rm-valued function on a metric space is the ε-δ condition with the Euclidean norm (Vector-valued functions f:A→Rm, their limits and continuity, with the dictionary to the metric notions).

[F20]

Under the identification C=R2 the modulus metric is the Euclidean metric, so continuity of complex-valued functions is metric continuity for dC (The Euclidean metric, convergence, Cauchy sequences, and continuity on the complex plane).

[F21]

In ZF the Axiom of Choice implies Countable Choice and the prescribed-start form of Dependent Choice (AC supplies the countable and dependent choices used in Banach integration).

[F22]

The Axiom of Choice asserts a choice function for every family of nonempty sets (The Axiom of Choice).

Proof

technique · direct
1.1F1F2F10F11F21F22given

By [F21] the given Axiom of Choice [F22] yields Countable and Dependent Choice, so the choice hypotheses of the ACL characterisation [F2], of the absolutely-continuous fundamental theorem [F5], of the first fundamental theorem [F8], of the measure [F11] and of the characterisation of Lebesgue measure on boxes [F10] are available. In particular Du is an Lp class by [F1], and it makes sense to integrate Du over intervals.

1.2F10F11F12algebragiven

Uniqueness claim on any nonempty open interval J⊆R. Suppose v and w are representatives of one and the same almost-everywhere class on J that are both absolutely continuous on every compact subinterval of J and both satisfy the displayed formula with the same weak derivative class: v(y)−v(x)=∫xyDu and w(y)−w(x)=∫xyDu for all x≤y in J. Then h:=v−w satisfies h(y)−h(x)=0 for all x≤y, so h is constant on J; and since v=w almost everywhere on J, that constant is zero: otherwise {h≠0}=J would be a null set, whereas J contains a compact interval [x,y] with x<y, whose measure y−x is positive by [F10] and which therefore has measure at most λ(J) by [F12] with λ the measure of [F11]. Hence v=w on J.

2.1F1F2F3F5F6F9F16step 1.1given

The finite-exponent case 1≤p<∞. By [F2] applied to the class u on the open interval I there is a measurable ACL representative u∗ whose classical derivative (u∗)′ exists almost everywhere, is measurable, lies in Lp(I), and represents Du almost everywhere. By [F3] the representative u∗ is absolutely continuous on every compact subinterval of I. Fix x≤y in I; the interval [x,y] is compact in I. For real scalars [F5] applied to u∗ on [x,y] gives u∗(y)−u∗(x)=∫xy(u∗)′, and (u∗)′=Du almost everywhere on [x,y], so [F6] replaces the integrand and yields u∗(y)−u∗(x)=∫xyDu. For complex scalars the same argument applied to the real and imaginary parts, which are absolutely continuous by [F3] and whose derivatives represent Re⁡Du and Im⁡Du almost everywhere, and the componentwise integration of [F16] give the same identity.

2.2F1F4F9F10F16step 1.1given

The case p=∞. Put Jn:=I∩(−n,n) for n≥1; each Jn is an open interval with union I, and for nonempty Jn the box measure formula [F10] gives λ(Jn)<∞. By [F1], u and Du are essentially bounded classes on I, hence on Jn; applying [F9] to the real measurable functions ∣u∣ and ∣Du∣ on the finite-measure space Jn shows that ∣u∣ and ∣Du∣ lie in L1(Jn), and the modulus convention of [F16] converts this into u∣Jn∈L1(Jn;K) and Du∣Jn∈L1(Jn;K). By [F4] the class Du∣Jn is the weak derivative of u∣Jn on Jn, so [F1] gives u∣Jn∈W1,1(Jn;K).

3.1F10step 1.2step 2.2givenchoose

The case p=∞, representatives. Fix n with Jn≠∅ and apply the finite-exponent result of step 2.1 with exponent 1 on the interval Jn to the class u∣Jn∈W1,1(Jn;K): there is a measurable representative un of that class, absolutely continuous on every compact subinterval of Jn, with un(y)−un(x)=∫xyDu for all x≤y in Jn. The class u∣Jn determines the set of admissible representatives un, and selecting one for each n≥1 is a countable selection, licensed by Countable Choice from step 1.1. If Jm∩Jn≠∅, then on that nonempty open interval the two representatives represent the same class and both satisfy the formula there, so step 1.2 gives um=un on Jm∩Jn. Define u∗(x):=un(x) for the least n with x∈Jn; the agreement on overlaps makes this well defined, and u∗∣Jn=un for every n. Every compact interval K⊆I is contained in some Jn: if K⊆[x,y] with x≤y in I, choose n with n>max⁡(∣x∣,∣y∣). Hence u∗ is absolutely continuous on every compact subinterval of I and satisfies u∗(y)−u∗(x)=∫xyDu for all x≤y in I.

4.1step 1.2step 2.1step 3.1given

Combining steps 2.1 and 3.1, in both the finite and the infinite case the class u has a representative u∗ that is absolutely continuous on every compact subinterval of I and satisfies u∗(y)−u∗(x)=∫xyDu for all x≤y in I; equivalently the displayed identity u∗(x)−u∗(y)=∫yxDu holds for all x,y∈I with the stated sign convention. Any other representative v with the same two properties satisfies the hypotheses of step 1.2 on the interval J:=I, so v=u∗. Thus u∗ is the unique representative of the class with these properties.

5.1F9F10F13F14F15F18F19F20step 4.1

The representative u∗ is continuous on I. Fix x∈I and ε>0, and choose c<x<d with [c,d]⊆I. On the compact interval [c,d] the class Du lies in L1: for finite p this is Holder [F13] applied to ∣Du∣ and the constant function 1, and for p=∞ it is [F9] on the finite-measure interval. So [F15] applied to Du on [c,d] gives δ>0 such that ∫E∣Du∣<ε for every measurable E⊆[c,d] with λ(E)<δ. If y∈[c,d] satisfies ∣y−x∣<δ, then after swapping x and y if necessary the interval [x,y]⊆[c,d] has measure ∣y−x∣<δ by [F10], and the formula of step 4.1 with [F14] gives ∣u∗(y)−u∗(x)∣=∣∫xyDu∣≤∫xy∣Du∣=∫[x,y]∣Du∣<ε. This is exactly the continuity condition at x: for real scalars [F18], and for complex scalars [F19] applied to R2 under the identification of [F20]. Hence u∗ is continuous on I.

6.1F5F6F7F8F16F17step 4.1givenchoose

The finite-endpoint extension. Assume I=(a,b) with −∞<a<b<∞. Then λ((a,b))=b−a<∞ by [F10], and Du∈L1(a,b) in the same way as in step 5.1; fix c0∈(a,b) and define H(x):=∫axDu for x∈[a,b] and the extension E:=H+u∗(c0)−H(c0) on [a,b]. By [F7] the function H is absolutely continuous on [a,b] (for complex scalars apply [F7] to Re⁡Du and Im⁡Du and use [F16]), and adding the constant u∗(c0)−H(c0) preserves absolute continuity, so E is absolutely continuous. The countable additivity of the integral over disjoint measurable sets [F17], together with the almost-everywhere agreement of the indicator of the union with the sum of the two indicators [F6], gives H(x)−H(c0)=∫c0xDu for every x∈[a,b]; hence E(x)=u∗(c0)+∫c0xDu=u∗(x) for x∈(a,b) by the formula of step 4.1, so E extends u∗. Also E(x)−E(a)=∫axDu for every x∈[a,b]. Finally, if F is any absolutely continuous function on [a,b] extending u∗, then [F5] gives F(x)−F(a)=∫axF′ for all x, and F′=E′=Du almost everywhere on (a,b) because F and E agree identically there; [F6] then gives F(x)−F(a)=∫axDu=E(x)−E(a), so F−E is constant on [a,b], and that constant is 0 because F=E on (a,b). Thus the extension is unique.

7.1F21step 2.1step 4.1step 5.1step 6.1given

Steps 2.1 to 3.1 produce the representative u∗, step 4.1 states that it is the unique representative that is locally absolutely continuous and satisfies the integral formula, and step 5.1 shows that it is continuous; together these prove the "exactly one continuous representative" assertion, including p=1 in step 2.1 and p=∞ through steps 2.2, 3.1 and 4.1. Step 6.1 proves the finite-endpoint extension and its uniqueness. If the interval is unbounded, no endpoint extension is claimed, and if the interval is a single point, the interval is not open and the statement does not apply; for the zero class u=0 the representative u∗=0 is locally absolutely continuous, the formula reads 0−0=0, and it is the unique one by step 4.1. The Axiom of Choice is used only through [F21], which supplies the Countable and Dependent Choice hypotheses of [F2], [F5], [F8], [F10] and [F11]; the intervals Jn are explicitly parameterised and the only countable selections are the representatives un of step 3.1, licensed by Countable Choice. □

Sources

  • Juha Kinnunen, Sobolev Spaces, Chapter 2 §2.6, Theorem 2.36 (Nikodym, ACL characterisation), and Chapter 1 for the one-dimensional picture: an W1,p class on an interval has an absolutely continuous representative whose classical derivative represents the weak derivative; the representative is unique because two absolutely continuous functions that agree almost everywhere agree everywhere.
  • Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Chapter 8 §8.2, which treats the one-dimensional Sobolev space W1,p(I): elements are represented by absolutely continuous functions, and the fundamental theorem of calculus for absolutely continuous functions converts weak differentiation into the integral formula used here. The n-dimensional statement is Chapter 9 §9.1.
  • The published interfaces used are the ACL characterisation The ACL characterisation of W1,p, the absolutely-continuous fundamental theorem Fundamental theorem of calculus for absolutely continuous functions, the ACL definition Absolute continuity on almost every coordinate line, and the absolute continuity of the indefinite integral The indefinite integral of an L1 function is absolutely continuous.

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