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Affine diffusion forms are well-defined on Bochner L2

Statement

For the model of Uniformly elliptic affine random diffusion model, let H=Lρ2(V). For U,W∈H, the scalar functions y↦ay(U(y),W(y)) and y↦F(y)(W(y)) have measurable integrable versions in the convention of Bochner L2 space for a finite product-law input, so A(U,W) and F(W) are well-defined on equivalence classes. They satisfy ∣A(U,W)∣≤a∗∥U∥H∥W∥H,A(U,U)≥a∗∥U∥H2, and ∣F(W)∣≤∥F∥Lρ2(V∗)∥W∥H<∞.

Facts & Assumptions

Given: A bounded-support product law, the affine coefficient and forcing, and the uniform coefficient bounds in Uniformly elliptic affine random diffusion model.

[F1]

For every y∈Γ, the pointwise form satisfies ∣ay(v,w)∣≤a∗∥v∥V∥w∥V and ay(v,v)≥a∗∥v∥V2; F(y)=f0+∑jyjfj is bounded and affine (Uniformly elliptic affine random diffusion model).

[F2]

Strongly measurable maps are almost-everywhere limits of measurable finite-valued simple maps (Strongly measurable Banach-valued function).

[F3]

The scalar integral Cauchy--Schwarz inequality is Cauchy-Schwarz inequality for L2.

[F4]

Bochner L2 space for a finite product-law input identifies H with strongly measurable square-integrable maps modulo almost-everywhere equality.

Proof

1.1F1F2givenalgebra

Choose finite-valued measurable simple maps Un,Wn converging respectively to U,W almost everywhere, using [F2]. On every intersection of their finite partition sets, y↦ay(Un(y),Wn(y)) is an affine continuous scalar function of y by the displayed coefficient formula in [F1]. It is therefore measurable. On the common full-measure set where both approximations converge, continuity of the bounded bilinear form gives convergence to ay(U(y),W(y)). Setting the scalar function to zero on the common measurable exceptional null set gives a measurable version; an arbitrary modification on that set need not be measurable. The integral uses this version, as in [F4].

1.2F1F2given

For a finite-valued simple Wn converging almost everywhere to W, the scalar function F(y)(Wn(y)) is measurable on each partition piece because F(y) is affine continuous into the finite-dimensional span of f0,…,fd. Its pointwise limit on the full-measure convergence set is F(y)(W(y)), so setting the limit to zero on the measurable exceptional null set gives a measurable version in the convention [F4]. Since ∣yj∣≤Rj, ∥F(y)∥V∗≤∥f0∥V∗+∑jRj∥fj∥V∗; hence F∈Lρ2(V∗).

2.1F1F3F4step 1.1

The pointwise bound [F1] gives ∣ay(U(y),W(y))∣≤a∗∥U(y)∥V∥W(y)∥V. Both norm functions are square-integrable, so [F3] makes this majorant integrable. The form integral is finite and depends only on the almost-everywhere classes by [F4].

2.2F3step 1.2

Pointwise duality gives ∣F(y)(W(y))∣≤∥F(y)∥V∗∥W(y)∥V. Apply [F3] to obtain the stated integrability and functional bound.

3.1F1F3F4step 2.1∎

Integrating the pointwise coercivity bound [F1] gives A(U,U)≥a∗∫∥U(y)∥V2 dρ=a∗∥U∥H2. Integrating the pointwise continuity bound and applying [F3] as in step 2.1 gives ∣A(U,W)∣≤a∗∥U∥H∥W∥H. These estimates prove the remaining assertions.

Depends on

Used by

Cited to discharge well-definedness by Uniformly elliptic affine random diffusion model.

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