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Compactness of a bounded W1,p sequence on an interval

Example

Assume the Axiom of Choice. Let I=(0,1) and 1<p≤∞, with the understanding 1−1/p=0 for p=1 excluded and 1−1/∞=1. Every bounded sequence (uj) in W1,p(I) admits a subsequence that converges uniformly on [0,1] and hence in Lq(I) for every finite q: the absolutely continuous representatives are uniformly bounded and share one H"older modulus of continuity.

At p=1 the representative argument fails. The estimates below still give ∥u∗∥∞≤C(∥u∥1+∥Du∥1) and ∣u∗(x)−u∗(y)∣≤∥Du∥L1 for every bounded (uj) in W1,1(I), but that second bound is not a continuity modulus, and equicontinuity can fail: uj(t):=min⁡{jt,1} has uj(0)=0, uj(1)=1 for every j≥1, is bounded in W1,1(I), and is not equicontinuous, so its representatives have no uniformly convergent subsequence. The example claims uniform convergence only for 1<p≤∞; the compactness of W1,1(I)↪L1(I) itself is delivered on the A page by the Rellich theorems.

Facts & Assumptions

Given: the Axiom of Choice, I=(0,1), 1<p≤∞, and a sequence (uj) bounded in W1,p(I), with M:=sup⁡j∥uj∥W1,p(I)<∞. For each j let uj∗ be the continuous absolutely continuous representative of One-dimensional W1,p functions have unique absolutely continuous representatives.

[F1]

One-dimensional ACL representatives. There is exactly one continuous representative uj∗ of uj that is absolutely continuous on [0,1], and uj∗(x)−uj∗(y)=∫yxDuj for all x,y∈[0,1]. (One-dimensional W1,p functions have unique absolutely continuous representatives, Absolute continuity on almost every coordinate line)

[F2]

H"older's inequality on an interval. For 1<p<∞, ∣∫yxDuj∣≤∣x−y∣1−1/p∥Duj∥Lp(I); for p=∞, ∣∫yxDuj∣≤∣x−y∣∥Duj∥L∞(I). (Holder's inequality for integrals, including the endpoint cases)

[F3]

The sup bound. Because I has measure 1, some point x0∈I has ∣uj∗(x0)∣≤∥uj∥Lp(I), and then [F1] and [F2] give ∥uj∗∥∞≤∥uj∥Lp(I)+∥Duj∥Lp(I). (Integer-order Sobolev spaces and their norms, The space Lp(μ) as the quotient by null functions)

[F4]

Arzel`a--Ascoli. A uniformly bounded equicontinuous family of real functions on a compact metric space has a uniformly convergent subsequence; for a complex-valued family apply this to the real and imaginary parts. (Arzelà--Ascoli for real C(K) under Countable Choice and Dependent Choice: compact closure iff equicontinuous and pointwise bounded, The space C(K,R) of continuous real-valued functions on a nonempty compact metric space)

[F5]

Uniform convergence gives Lq convergence. If gj→g uniformly on the finite-measure set I, then ∥gj−g∥Lq(I)≤∥gj−g∥∞∣I∣1/q→0 for every finite q. (Holder's inequality for integrals, including the endpoint cases, The space Lp(μ) as the quotient by null functions)

Verification

technique · direct
1.1F1F2F3given

By [F1] and [F2] every pair x,y∈[0,1] satisfies ∣uj∗(x)−uj∗(y)∣≤M∣x−y∣1−1/p (with exponent 1 when p=∞), a modulus independent of j; by [F3] also ∥uj∗∥∞≤2M. Hence {uj∗} is uniformly bounded and equicontinuous, and for 1<p≤∞ the exponent 1−1/p is positive, so the modulus tends to 0 with ∣x−y∣.

2.1F4F5step 1.1

By [F4] applied on the compact interval [0,1] to the real and imaginary parts, some subsequence of (uj∗) converges uniformly on [0,1]; by [F5] that same subsequence converges in Lq(I) for every finite q. The Axiom of Choice is inherited through the representative theorem [F1].

3.1givenalgebra∎

To verify the stated failure at p=1, write wj(t):=min⁡{jt,1} and take any subsequence (wjk) with jk→∞. At x=0 every term is 0; for each fixed x∈(0,1], eventually jkx≥1, so wjk(x)=1. Thus every such subsequence converges pointwise to w(0)=0 and w(x)=1 for x∈(0,1], which is discontinuous at 0. Since every wjk is continuous, a uniformly convergent subsequence would have a continuous limit, contradicting this pointwise limit.

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