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Subcritical compactness for W01,p on arbitrary bounded open sets

Statement

Assume the Axiom of Choice. Let n≥2, let Ω⊆Rn be a bounded open set with no boundary regularity assumed, let 1≤p<n and p∗=npn−p. For every 1≤q<p∗ the space W01,p(Ω) is compactly embedded in Lq(Ω): every sequence bounded in W01,p(Ω) has a subsequence converging in Lq(Ω).

Facts & Assumptions

Given: the Axiom of Choice, a bounded open set Ω⊆Rn, 1≤p<n, p∗=np/(n−p), a target exponent 1≤q<p∗, and a sequence (uj) with M:=sup⁡j∥uj∥W01,p(Ω)<∞.

[F2]

Sobolev inequality for W01,p of an arbitrary bounded open set. ∥v∥Lp∗(Ω)≤C∥Dv∥Lp(Ω) for all v∈W01,p(Ω), with C=C(n,p); the zero extensions of the uj therefore satisfy ∥uj∥Lp∗(Ω)≤CM. (The Sobolev inequality for zero-boundary Sobolev closures on open sets, Zero-boundary Sobolev space as a norm closure, Integer-order Sobolev spaces and their norms, The Sobolev conjugate exponent and the scaling identity)

[F5]

For p=1, supply the endpoint separately: the zero extension v of a zero-boundary class belongs to W1,1(Rn). Choose smooth compactly supported vj→v in W1,1 by Compactly supported smooth functions are dense in W^{k,p}(R^n). The endpoint The p=1 Gagliardo-Nirenberg-Sobolev inequality on differences makes (vj) Cauchy in Ln/(n−1); completeness and the almost-everywhere subsequence theorem identify this limit with v, since vj→v in L1 as well. Passing to the limit in the endpoint inequality gives ∥v∥n/(n−1)≤C∥Dv∥1, and restriction supplies the bound asserted in [F2]. (Riesz-Fischer completeness of Lp for 1≤p≤∞, Assuming Countable Choice, Lp-convergent sequences have almost-everywhere convergent subsequences)

[F3]

Lyapunov interpolation and H"older. For p≤b<p∗ and 1/b=θ/p+(1−θ)/p∗, ∥g∥b≤∥g∥pθ∥g∥p∗1−θ; for b≤p, ∥g∥Lb(Ω)≤∣Ω∣1/b−1/p∥g∥Lp(Ω). (Lyapunov interpolation inequality for Lp norms, Holder's inequality for integrals, including the endpoint cases, The space Lp(μ) as the quotient by null functions)

[F4]

Under Countable Choice, each Lq(Ω), 1≤q<∞, is complete. (Riesz-Fischer completeness of Lp for 1≤p≤∞)

Proof

technique · direct
1.1F1F2F5given

If Ω=∅, all classes are zero and the claim is immediate. Otherwise, by [F1] extract a subsequence converging in Lp(Ω); write wk:=ujk. By [F2] the differences satisfy ∥wk−wℓ∥Lp∗(Ω)≤2CM for all k,ℓ.

2.1F1F3F4step 1.1

Fix 1≤q<p∗. If q≤p, then [F3] gives ∥wk−wℓ∥Lq(Ω)≤∣Ω∣1/q−1/p∥wk−wℓ∥Lp(Ω)→0 by step 1.1; at q=p the factor is 1. If p<q<p∗, choose θ∈(0,1) with 1/q=θ/p+(1−θ)/p∗; [F3] gives ∥wk−wℓ∥Lq(Ω)≤∥wk−wℓ∥Lp(Ω)θ(2CM)1−θ→0 by step 1.1. In both cases (wk) is Cauchy in Lq(Ω), hence converges there by [F4].

3.1F1F2step 1.1step 2.1∎

Every bounded sequence in W01,p(Ω) therefore has a subsequence convergent in Lq(Ω), which is the asserted compact embedding; no property of ∂Ω was used. The Axiom of Choice is inherited through [F1] and the supplier [F2]; the extraction uses the Countable and Dependent Choice of [F1].

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