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The integral of the divergence of an integrable C1 field vanishes
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and let (Divergence and curl of a vector field) satisfy (the meaning of vector integrability ) and , where is -dimensional Lebesgue measure (Lebesgue measurable sets, the family , and the restricted set function , The class of integrable functions). Then
Both integrability hypotheses are used: is what dominates the cutoff term , and is both the integrand whose integral is computed and its own dominating function. The conclusion fails if is dropped (a compactly supported function with has , so has but and ), and without the displayed integral need not be defined. No decay of the flux is asserted beyond the two stated integrabilities.
Facts & Assumptions
Given: The Axiom of Countable Choice ; an integer ; a field with (the meaning of vector integrability ) and .
Divergence theorem: for , a bounded domain and , , under . (Divergence on a bounded C1 Euclidean domain)
For every there is a smooth bump with on and . (A smooth bump between concentric Euclidean balls)
For fields and a scalar , the product rule holds. (Divergence and curl are linear and satisfy the scalar product rules)
Chain rule: for totally differentiable composites. (The chain rule for total derivatives: )
Dominated convergence: if almost everywhere and almost everywhere with , then . (Dominated convergence)
The second fundamental theorem: if is differentiable at every point of and is integrable, then (Darboux integral). (The second fundamental theorem: if is differentiable on with and is integrable, then )
On a closed bounded interval a bounded function is Darboux integrable exactly when it is Riemann integrable, with the same value. (The Darboux and Riemann definitions agree: a bounded on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below )
A bounded Borel Riemann integrable on a closed interval lies in and its Lebesgue and Riemann integrals over agree (under ). (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral)
The nonnegative Lebesgue integral is additive over a measurable decomposition of the domain. (Additivity of the nonnegative Lebesgue integral)
Closed bounded Euclidean sets are compact, and continuous real functions on nonempty compact sets are bounded. (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)
A continuous real function on a closed bounded interval is bounded and Darboux integrable. (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion)
Proof
Insert the cutoff: by [F2] with , choose smooth with on and outside ; for set , so that is with , on and outside ; the chain rule [F4] applied to the map gives , so with by [F10] on , since off that ball one has for every and every .
The cutoff divergence integrates to zero: fix ; the field is on and vanishes outside the compact set ; if , apply [F1] on the open ball , a bounded domain whose closure contains in its interior, where the boundary term vanishes because on , so that and hence, the integrand vanishing off , also ; if , put , so vanishes outside , and with , the derivative is continuous on , hence bounded and Darboux integrable, [F6] gives , [F7] makes this Darboux integral equal to the Riemann integral of over , [F8] applied on the box makes that Riemann integral equal to the Lebesgue integral , and on , so [F9] applied to the positive and negative parts gives ; in both cases .
Expand and let : by [F3] one has pointwise , and each of the three functions lies in , the left side because it is continuous with compact support, because , and because step 1.1 gives ; by linearity of the Lebesgue integral on , for every , with left-hand side by step 2.1; as through positive integers (so ), the functions converge pointwise to and are dominated by , while converge pointwise to and are dominated by , so [F5] gives and ; passing to the limit gives , which is the claim.
Remarks
The lemma supplies the vanishing flux integral in Conservation of total wave energy in three admissible settings(b).
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Divergence and curl of a $C^1$ vector field
- A smooth bump between concentric Euclidean balls
- Divergence and curl are linear and satisfy the scalar product rules
- Divergence on a bounded C1 Euclidean domain
- Dominated convergence
- The Lebesgue integral is linear on $L^1(\mu)$
- Additivity of the nonnegative Lebesgue integral
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The Darboux and Riemann definitions agree: a bounded $f$ on $[a,b]$ is Darboux integrable with integral $I$ if and only if for every real $\varepsilon > 0$ there is a real $\delta > 0$ such that $|S(f,P,\xi) - I| < \varepsilon$ for every tagged partition of mesh below $\delta$
- A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral
- The class $L^1(\mu)$ of integrable functions
- Lebesgue measurable sets, the family $\mathcal{L}(\mathbb{R}^n)$, and the restricted set function $\lambda_n$
- 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 continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
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Sources
- John K. Hunter, Notes on Partial Differential Equations (revised 18 June 2014, UC Davis) (standard reference, not scraped)
- Victor Ivrii, Partial Differential Equations (University of Toronto, 2018, CC BY-SA) (standard reference, not scraped)