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The Sobolev space Wk,p is an algebra above the critical index

Statement

Assume the Axiom of Choice (The Axiom of Choice). Let n≥2, let Ω be a bounded Wk,p-extension domain, k≥1 and 1≤p<∞ with kp>n. Then there is C(n,p,k,Ω) with ∥uv∥Wk,p(Ω)≤C∥u∥Wk,p(Ω)∥v∥Wk,p(Ω)(u,v∈Wk,p(Ω)), so Wk,p(Ω) is a Banach algebra; the constants and the conclusion may depend on the choice of equivalent Sobolev norm only through C.

Facts & Assumptions

Given: The Axiom of Choice; n≥2; a bounded extension domain Ω; k≥1; 1≤p<∞ with kp>n; and classes u,v∈Wk,p(Ω;K).

[F1]

For w∈Wk,p(Ω) fix its bounded whole-space extension Ew and a ball B⊃Ω‾. By Weak partial derivatives lower the Sobolev order, Dγ(Ew)∣B∈Ws,p(B) with s=k−∣γ∣ and norm at most C∥w∥Wk,p(Ω). A ball is a Ws,p-extension domain for every integer s≥1 by Bounded C^k domains admit integer-order Sobolev extension. Apply Higher-order Sobolev embedding on B and restrict to Ω: Dγw is bounded if sp>n, lies in every finite Lq if sp=n, and lies in Lq for 1/q≥1/p−s/n if 0<sp<n. If s=0, use its original Lp bound. All norms are controlled by C∥w∥Wk,p; this needs only the fixed Wk,p extension of w, not extension operators for lower-order classes on Ω (Sobolev extension domains and extension operators, Integer-order Sobolev spaces and their norms).

[F2]

Meyers-Serrin density: for 1≤p<∞ the smooth functions in C∞(Ω)∩Wk,p(Ω) are dense in Wk,p(Ω) (Meyers–Serrin density on an arbitrary open set, whose Countable-Choice hypothesis is supplied by the Axiom of Choice assumed here; The space Lp(μ) as the quotient by null functions).

[F3]

Holder's inequality in its multi-factor form: for nonnegative measurable f,g with 1q1+1q2≤1p one has ∥fg∥Lp(Ω)≤C(Ω)∥f∥Lq1∥g∥Lq2 on the finite measure domain: apply Holder to ∣f∣p, ∣g∣p and 1 with reciprocal exponents p/q1, p/q2 and 1−p/q1−p/q2 (iterate the two-factor inequality; an exponent 0 means an L∞ factor). Taking p-th roots gives the displayed bound (Holder's inequality for integrals, including the endpoint cases).

[F4]

The weak derivative is characterized by the test-function identity: an Lp class gα is the weak α-derivative of w exactly when ∫Ωw ∂αφ=(−1)∣α∣∫Ωgαφ for every φ∈Cc∞(Ω) (Weak derivative of a locally integrable function, Integer-order Sobolev spaces and their norms). For smooth functions the classical derivatives are the weak derivatives (Classical derivatives agree with weak derivatives).

[F5]

Wk,p(Ω;K) is complete (Integer-order Sobolev spaces are Banach).

Proof

technique · direct
1.1F1F3givenalgebra

The product estimate for derivatives. Let w1,w2∈Wk,p(Ω;K) and let γ1,γ2 be multi-indices with ∣γ1∣+∣γ2∣≤k; put si:=k−∣γi∣≥0, so that s1+s2=2k−∣γ1∣−∣γ2∣≥k. By [F1] choose exponents qi∈[1,∞] with Dγiwi∈Lqi(Ω) and ∥Dγiwi∥Lqi≤C∥wi∥Wk,p(Ω) as follows: 1qi=0 when sip>n; 1qi=1p−sin when sip<n; and 1qi=12n when sip=n, which is available because the critical embedding supplies every finite exponent. In every case 1q1+1q2≤1p: for two subcritical exponents this is 2p−s1+s2n≤2p−kn<1p because kp>n; for one critical and one subcritical exponent it is 12n+1p−sn≤1p because s≥1; for two critical exponents it is 1n≤1p because p≤n (recall sip=n with si≥1 forces p≤n); and a supercritical exponent contributes 0. Hence by generalized Holder [F3], Dγ1w1 Dγ2w2∈Lp(Ω) with ∥Dγ1w1 Dγ2w2∥Lp≤C(n,p,k,Ω)∥w1∥Wk,p∥w2∥Wk,p.

2.1F2F4F5step 1.1givenalgebra∎

The Leibniz identity and the algebra bound. By [F2] choose uj,vj∈C∞(Ω)∩Wk,p(Ω) with uj→u and vj→v in Wk,p(Ω). Fix ∣α∣≤k; for the smooth factors, repeated classical differentiation gives the finite Leibniz formula, and [F4] identifies its classical derivatives with weak derivatives: Dα(ujvj)=∑β≤α(αβ)Dβuj Dα−βvj. Applying step 1.1 to the pairs (uj−u,vj) and (u,vj−v) with (γ1,γ2)=(β,α−β) shows that each summand converges in Lp(Ω) to Dβu Dα−βv, and the case α=0 gives ujvj→uv in Lp(Ω); therefore, for every test function φ∈Cc∞(Ω), ∫Ωuv ∂αφ=lim⁡j∫Ωujvj ∂αφ=(−1)∣α∣lim⁡j∫ΩDα(ujvj) φ=(−1)∣α∣∫Ωgαφ with gα:=∑β≤α(αβ)Dβu Dα−βv∈Lp(Ω). By the characterization [F4], gα is the weak α-derivative of uv for every ∣α∣≤k, so uv∈Wk,p(Ω), and ∥uv∥Wk,p(Ω)≤∑∣α∣≤k∥gα∥Lp≤C(n,p,k,Ω)∥u∥Wk,p∥v∥Wk,p by step 1.1, which is the asserted algebra inequality. Completeness [F5] makes it a Banach algebra with continuous multiplication (after an equivalent norm rescaling if a submultiplicative norm is required).

Source notes

The algebra property of Wk,p above the critical index is the standard consequence of the higher-order embedding and the Leibniz rule; Kinnunen's Morrey theorem and higher-order iteration, together with Hunter's first-order embedding, supply the context; the product estimate and weak Leibniz passage are reconstructed here. The proof above isolates the two ingredients: the product estimate 1.1, where the embedding either makes a factor bounded (when its remaining order exceeds n/p), supplies every finite exponent (at the critical order) or supplies the Sobolev exponent (below it), and Holder combines the two; and the Leibniz identity 2.1, which passes the classical formula for smooth approximations to the limit in Lp and identifies the limit through the test-function definition of the weak derivative.

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