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Radial powers approach the Morrey borderline exponent

Example

Assume the Axiom of Choice (The Axiom of Choice). Let n≥2, n<p<∞, α0=1−np∈(0,1), and for 0<δ<np define uδ(x)=∣x∣α0+δ on B=B(0,1), with uδ(0)=0. Then uδ∈W1,p(B) and ∥Duδ∥Lp(B)=(α0+δ)(σ(Sn−1)pδ)1/p. The function uδ is Holder of exponent α0+δ on B with [uδ]C0,α0+δ=1, and the local Morrey estimate holds on each B(0,r) with 2r<1; as δ↓0 the energy ∥Duδ∥Lp(B)p diverges like α0pσ(Sn−1)/(pδ), and the borderline function ∣x∣α0 is not in W1,p(B). The exponent α0=1−np is exactly the borderline produced by p>n.

Facts & Assumptions

Given: The Axiom of Choice; n≥2; n<p<∞; α0=1−n/p∈(0,1); 0<δ<n/p; and uδ(x)=∣x∣α0+δ on B=B(0,1), uδ(0)=0.

[F1]

Polar coordinates: for nonnegative Borel h, ∫Bh=∫01∫Sn−1h(rω)rn−1dσ(ω)dr with 0<σ(Sn−1)<∞ (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma, The polar surface set function on the unit sphere).

[F2]

For real β the function r↦rβ is differentiable on (0,∞) with derivative βrβ−1, so for β>−1 its antiderivative is rβ+1/(β+1); Newton-Leibniz on [ε,1] combined with monotone convergence as ε↓0 gives ∫01rβdr=1/(β+1) (Continuity and derivatives of positive-base real powers, Newton–Leibniz remains valid across finitely many exceptional interior points when the primitive is continuous, A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral, Monotone convergence for the integral).

[F3]

The radial derivative off the origin is Duδ(x)=(α0+δ)∣x∣α0+δ−2x, of modulus (α0+δ)∣x∣α0+δ−1; W1,p consists of Lp classes with weak gradient in Lp (Weak derivative of a locally integrable function, Integer-order Sobolev spaces and their norms, The space Lp(μ) as the quotient by null functions).

[F4]

For 0<α<1 and h≥0, the function t↦(t+h)α−tα decreases for t>0, since its derivative is α((t+h)α−1−tα−1)≤0. Continuity at t=0 gives (t+h)α−tα≤hα, hence ∣sα−tα∣≤∣s−t∣α for s,t≥0; the case α=1 is equality (Continuity and derivatives of positive-base real powers). The Holder seminorm is the supremum of the difference quotients (Local Hölder and scaled C-two-alpha norms on balls).

[F5]

Morrey gives [v]C0,α0(B(0,r))≤C(n,p)∥Dv∥Lp(B(0,2r)) for 2r<1 (Morrey's inequality for p>n).

[F6]

Countable Choice is assumed; the vector-valued fundamental theorem (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz) gives integration by parts for smooth products on intervals, and Fubini (Tonelli and Fubini for the completed product, with only almost-everywhere section measurability) integrates the section identities. Classical smooth derivatives are weak derivatives (Classical derivatives agree with weak derivatives).

Verification

technique · direct
1.1F1F2F3F6givenalgebra

The weak gradient and the energy. Off the origin uδ is smooth with radial derivative Duδ(x)=(α0+δ)∣x∣α0+δ−2x of modulus (α0+δ)∣x∣α0+δ−1. For α:=α0+δ>0, this gradient is in L1(B) because its radial exponent is n+α−2>−1, and uδ is bounded. Every coordinate line with nonzero transverse coordinate avoids the origin; apply the fundamental theorem to uδφ on its interval in B, with φ a compactly supported test. Since n≥2, the omitted transverse singleton is null, and Fubini [F6] gives the global weak derivative identity. With r=∣x∣ and β=p(α0+δ−1)+n−1, polar coordinates [F1] and the power integral [F2] give ∥Duδ∥Lp(B)p=σ(Sn−1)(α0+δ)p∫01rβdr=σ(Sn−1)(α0+δ)p/(β+1), and β+1=p(α0+δ)−p+n=pδ because pα0=p−n. Hence ∥Duδ∥Lp(B)=(α0+δ)(σ(Sn−1)/(pδ))1/p, and uδ∈W1,p(B) by [F3] since both uδ and this gradient are in Lp(B).

1.2F4givenalgebra

The Holder exponent. For x≠y in B, writing s=∣x∣, t=∣y∣ and using the elementary inequality of [F4] with α=α0+δ∈(0,1), ∣uδ(x)−uδ(y)∣=∣sα−tα∣≤∣s−t∣α≤∣x−y∣α, so [uδ]C0,α0+δ≤1; the value 1 is attained by the pair x=0, y with ∣y∣=t∈(0,1), where the ratio is tα/tα=1. Hence [uδ]C0,α0+δ=1.

2.1F2F5step 1.1step 1.2givenalgebra∎

The borderline. Morrey [F5] applies on every B(0,r) with 2r<1. The explicit function is also globally α0-Holder on B: step 1.2 gives [uδ]C0,α0≤2δ. Step 1.1 gives ∥Duδ∥pp=σ(Sn−1)(α0+δ)p/(pδ)∼σ(Sn−1)α0p/(pδ) as δ↓0. For δ=0 the same computation gives β+1=0, so ∫B∣D(∣x∣α0)∣p=σ(Sn−1)α0p∫01r−1dr=+∞ and ∣x∣α0∉W1,p(B); the failure is exactly the divergence of the energy at the origin.

Source notes

For the positive powers β>0 used here, the borderline computation is ∣x∣β∈W1,p(B) exactly when p(β−1)+n>0, that is β>1−n/p=α0, with the derivative energy equal to σ(Sn−1)(α0+δ)p/(pδ) at β=α0+δ. Kinnunen's discussion around Theorem 3.23 and Remarks 3.25 and Laugesen's Theorem 3.21 with its moral give the Morrey estimate used for context; the displayed radial energy is computed directly above. The denominator pδ is the exact value of p(β−1)+n at β=α0+δ; the energy diverges like 1/δ as δ↓0, so the Lp norm diverges like δ−1/p.

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