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Weak differentiation has a closed graph on its natural domains
Sources
- Juha Kinnunen, Sobolev Spaces, Chapter 1 §1.4, Theorem 1.15, printed pp. 11–13. Its completeness proof takes limits of the functions and all weak derivatives in Lp, then passes each test identity to the limit by Hölder's inequality for 1<p<∞. The text leaves the p=1 and p=∞ estimates as exercises. This item instead invokes the library's completed local weak-stability lemma, whose proof covers both endpoints.
- John K. Hunter, Notes on Partial Differential Equations, Chapter 3 §3.4, Theorem 3.20, printed p. 56. Its full proof characterizes a locally integrable weak derivative through local L1 limits of smooth functions and their derivatives. It does not state the global Lp closed-graph result or the failure for a single-coordinate restriction; those claims are derived here from the earlier local stability lemma and explicit sequences.
Statement
Assume the Axiom of Choice. Let , let be open, let , and let . For , define the maximal domain Give finite products of the maximum product norm. Then:
- The full weak gradient has a closed graph.
- Each maximal partial-derivative operator has a closed graph.
- If , then for every and every coordinate , the restriction need not have a closed graph. The proof gives a sequence witnessing this failure for every .
Here the full Axiom of Choice is used only through its consequence ; no stronger choice principle is spent.
Facts & Assumptions
Given: The Axiom of Choice, an open , , , , and the coordinate weak derivatives on .
The Axiom of Choice implies Countable Choice, (The Axiom of Choice, The Axiom of Countable Choice ()). The latter is the stated hypothesis of the Sobolev-space and weak-stability interfaces below.
consists of classes whose first weak derivatives are in ; the weak-derivative identity uses locally integrable representatives and gives a unique value class under (Integer-order Sobolev spaces and their norms, Weak derivative of a locally integrable function, Uniqueness of a weak derivative as an almost-everywhere class).
If in and weak derivatives in , then weakly; this stability statement includes and under (Weak derivatives persist under local Lp limits).
Weak differentiation is linear and restricts to open subsets, and its locally integrable value class is unique under (Linearity, locality, and commutation of weak derivatives, Uniqueness of a weak derivative as an almost-everywhere class). Real and complex classes are vector spaces with their quotient norms (The space as the quotient by null functions, Complex Lp classes and Euclidean test-function conventions, The norm descends to the quotient and makes a normed space for , Complex Holder, Minkowski, and the quotient norm, and are vector spaces for ).
A linear operator between normed spaces is closed when its graph is closed in the maximum product norm; normed spaces are metric spaces, and a set is closed exactly when it contains limits of all its convergent sequences under (The graph of a linear operator with a linear domain, The standard product norms on a finite product of normed spaces, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, Real and complex scalar conventions for normed spaces, A point lies in the closure of iff some sequence in converges to it, and a set is closed iff it is sequentially closed).
The box has finite measure under ; Hölder therefore sends each function to for every . Integrals over measurable sets are monotone, and an integral is absolutely continuous with respect to measure (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included, Holder's inequality for integrals, including the endpoint cases, Absolute continuity of the integral, Integral over a measurable subset, Monotonicity and nonnegative homogeneity of the nonnegative integral).
The standard smooth step is smooth, lies in , equals on , and equals on ; its derivative is bounded because it vanishes off a compact interval (The standard smooth step function, Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value). For finite , the dominated-convergence theorem gives convergence in from bounded pointwise-a.e. convergence on (Dominated convergence).
Smooth bumps exist that equal on a smaller closed ball and have compact support in a larger ball; Euclidean balls have positive finite measure under (A smooth bump between concentric Euclidean balls, Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure, The nonnegative integral agrees with the simple integral on simple functions). Completed-product Fubini factors integrals of the bounded product tests below, and the one-dimensional integral of a smooth derivative is given by Newton–Leibniz (The Euclidean Lebesgue measure is the completion of the product of the factor Lebesgue measures, Tonelli and Fubini for the completed product, with only almost-everywhere section measurability, Complex integration by parts on intervals and decaying lines, Test function space d of an open set).
On an open set where a function is , its classical derivative is its weak derivative under ; weak derivatives are unique almost everywhere. For , (Classical derivatives agree with weak derivatives, Uniqueness of a weak derivative as an almost-everywhere class, Continuity and derivatives of positive-base real powers, The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
Choice accounting: The statement assumes full AC, which is used only to obtain . That consequence is used by [F2]–[F6] and [F8]–[F9], including the sequential characterization of closed sets. The explicitly constructed sequences and fixed bump witnesses require no further choice.
Proof
By [F2] and [F4], weak-derivative value classes are unique and weak differentiation is linear. Thus and each maximal domain are linear subspaces of , and the full-gradient and partial-derivative graphs are well-defined linear graphs in the stated normed spaces
Suppose in the full-gradient graph converges to in with the maximum product norm. Each coordinate derivative converges in , hence locally in ; applying [F3] with and gives for every . Therefore and , so the graph contains every convergent limit
Fix and suppose in the maximal graph converges to in . The same local convergence and [F3] give weakly; because , and the limit pair is . Thus this graph is sequentially closed
If , the spaces in both graph assertions contain only the zero class; for any , the zero class has zero weak derivatives by the test identity. Hence both graphs contain their zero pairs and, on the empty domain, are closed
Suppose , choose distinct coordinates , and set
For finite , define and , using the coordinates and cube fixed in step 1.5. Each is smooth and bounded with bounded first partials for fixed , so it belongs to and . It converges pointwise to and is bounded by , so [F6] and [F7] give in ; consequently in the ambient graph space
For , put and for , using step 1.5. Each is smooth with bounded first partials for fixed and . Since , in and . If , then on the half-cube , [F4] and [F9] identify its weak th derivative with . For every , choose ; this derivative exceeds on the positive-measure box , by [F6]. Thus and the displayed limit point lies outside the restricted graph
For finite , the limit of step 2.1 is not in . If it had weak derivative , then [F6] gives . Choose a nonnegative smooth bump equal to on a smaller ball, with by [F8], and choose a smooth bump with and . The test is supported in for . Fubini and Newton–Leibniz [F8] give , so the weak identity forces . Its support lies in , whose measure tends to zero; [F6] gives , while . This contradiction proves and, with step 2.1, that the restricted graph is not closed for finite
The finite-p counterexample is established by steps 2.1 and 3.1, and the counterexample by step 2.2: for each and coordinate , the distinct fixed in step 1.5 gives a limit point outside , so the restricted graph is not closed. Steps 1.2 and 1.3 prove closedness of the full-gradient and maximal partial-derivative graphs. When , requires only the sole derivative , hence and the restricted graph is the maximal closed graph from step 1.3. Step 1.4 handles the zero pairs and empty domain; step 2.1 includes , and step 2.2 treats . There is no biconditional assertion.
Depends on
- The Axiom of Choice
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Integer-order Sobolev spaces and their norms
- Weak derivative of a locally integrable function
- Weak derivatives persist under local Lp limits
- Linearity, locality, and commutation of weak derivatives
- Uniqueness of a weak derivative as an almost-everywhere class
- The space $L^p(\mu)$ as the quotient by null functions
- Complex Lp classes and Euclidean test-function conventions
- The $L^p$ norm descends to the quotient and makes $L^p$ a normed space for $1 \le p \le \infty$
- Complex Holder, Minkowski, and the quotient norm
- $\mathcal{L}^p$ and $L^\infty$ are vector spaces for $p \ge 1$
- The graph of a linear operator with a linear domain
- The standard product norms on a finite product of normed spaces
- A norm on a real vector space, the induced metric, and the dictionary with the metric axioms
- Real and complex scalar conventions for normed spaces
- A point lies in the closure of $A$ iff some sequence in $A$ converges to it, and a set is closed iff it is sequentially closed
- Holder's inequality for integrals, including the endpoint cases
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- Dominated convergence
- The standard smooth step function
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- A smooth bump between concentric Euclidean balls
- The Euclidean Lebesgue measure is the completion of the product of the factor Lebesgue measures
- Tonelli and Fubini for the completed product, with only almost-everywhere section measurability
- Complex integration by parts on intervals and decaying lines
- Absolute continuity of the integral
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- The nonnegative integral agrees with the simple integral on simple functions
- Integral over a measurable subset
- Classical derivatives agree with weak derivatives
- Continuity and derivatives of positive-base real powers
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- Test function space d of an open set
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Sources
- Juha Kinnunen, Sobolev Spaces (Aalto University, 2026) (standard reference, not scraped)
- John K. Hunter, Notes on Partial Differential Equations (2014) (standard reference, not scraped)