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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 (ACω)). Let n≥1 and let F∈C1(Rn;Rn) (Divergence and curl of a C1 vector field) satisfy ∣F∣∈L1(λn) (the meaning of vector integrability F∈L1) and div⁡F∈L1(λn), where λn is n-dimensional Lebesgue measure (Lebesgue measurable sets, the family L(Rn), and the restricted set function λn, The class L1(μ) of integrable functions). Then

∫Rndiv⁡F dλn=0.

Both integrability hypotheses are used: F∈L1 is what dominates the cutoff term ⟨DχR,F⟩, and div⁡F∈L1 is both the integrand whose integral is computed and its own dominating function. The conclusion fails if F∈L1 is dropped (a compactly supported C1 function h with ∫h=1 has F(x)=∫−∞xh, so F∈C1 has F′=h∈L1 but F∉L1 and ∫RF′=1), and without div⁡F∈L1 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 ACω; an integer n≥1; a field F∈C1(Rn;Rn) with ∣F∣∈L1(λn) (the meaning of vector integrability F∈L1) and div⁡F∈L1(λn).

[F1]

Divergence theorem: for n≥2, a bounded C1 domain Ω and G∈C1(Ω‾;Rn), ∫Ωdiv⁡G dλn=∫∂ΩG⋅ν dS, under ACω. (Divergence on a bounded C1 Euclidean domain)

[F2]

For every 0<r<R there is a smooth bump ρ:Rn→[0,1] with ρ=1 on B‾r(0) and supp⁡ρ⊆BR(0). (A smooth bump between concentric Euclidean balls)

[F3]

For C1 fields F and a C1 scalar φ, the product rule div⁡(φF)=⟨∇φ,F⟩+φdiv⁡F holds. (Divergence and curl are linear and satisfy the scalar product rules)

[F4]

Chain rule: D(G∘φ)(a)=DG(φ(a))∘Dφ(a) for totally differentiable composites. (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a))

[F5]

Dominated convergence: if fk→f almost everywhere and ∣fk∣≤g almost everywhere with ∫g dμ<+∞, then ∫fk dμ→∫f dμ. (Dominated convergence)

[F6]

The second fundamental theorem: if G is differentiable at every point of [a,b] and G′ is integrable, then ∫abG′=G(b)−G(a) (Darboux integral). (The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a))

[F8]

A bounded Borel Riemann integrable f on a closed interval Q lies in L1(λ1∣Q) and its Lebesgue and Riemann integrals over Q agree (under ACω). (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral)

[F9]

The nonnegative Lebesgue integral is additive over a measurable decomposition of the domain. (Additivity of the nonnegative Lebesgue integral)

[F11]

A continuous real function on a closed bounded interval is bounded and Darboux integrable. (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion)

Proof

1.1chooseconstructF2F4F10

Insert the cutoff: by [F2] with r=1, R=2 choose χ:Rn→[0,1] smooth with χ=1 on B‾1(0) and χ=0 outside B2(0); for R>0 set χR(x):=χ(x/R), so that χR is C1 with 0≤χR≤1, χR=1 on B‾R(0) and χR=0 outside B2R(0); the chain rule [F4] applied to the map x↦x/R gives DχR(x)=R−1(Dχ)(x/R), so with Cχ:=sup⁡Rn∣Dχ∣<∞ by [F10] on B‾2(0), since Dχ=0 off that ball one has ∣DχR(x)∣≤Cχ/R for every x and every R>0.

2.1F1F6F7F8F9step 1.1F11

The cutoff divergence integrates to zero: fix R>0; the field χRF is C1 on Rn and vanishes outside the compact set B‾2R(0); if n≥2, apply [F1] on the open ball Ω=B3R(0), a bounded C1 domain whose closure contains supp⁡(χRF) in its interior, where the boundary term vanishes because χRF=0 on ∂Ω, so that ∫Ωdiv⁡(χRF) dλn=0 and hence, the integrand vanishing off Ω, also ∫Rndiv⁡(χRF) dλn=0; if n=1, put g:=χRF∈C1(R), so g vanishes outside (−2R,2R), and with a:=−3R, b:=3R the derivative g′ is continuous on [a,b], hence bounded and Darboux integrable, [F6] gives ∫abg′=g(b)−g(a)=0, [F7] makes this Darboux integral equal to the Riemann integral of g′ over [a,b], [F8] applied on the box Q=[a,b] makes that Riemann integral equal to the Lebesgue integral ∫[a,b]g′ dλ1, and g′=0 on R∖[a,b], so [F9] applied to the positive and negative parts gives ∫Rg′ dλ1=∫[a,b]g′ dλ1=0; in both cases ∫Rndiv⁡(χRF) dλn=0.

3.1step 1.1step 2.1F3F5∎

Expand and let R→∞: by [F3] one has pointwise div⁡(χRF)=⟨DχR,F⟩+χRdiv⁡F, and each of the three functions lies in L1(λn), the left side because it is continuous with compact support, χRdiv⁡F because ∣χRdiv⁡F∣≤∣div⁡F∣, and ⟨DχR,F⟩ because step 1.1 gives ∣⟨DχR,F⟩∣≤(Cχ/R)∣F∣; by linearity of the Lebesgue integral on L1(λn), ∫Rndiv⁡(χRF) dλn=∫RnχRdiv⁡F dλn+∫Rn⟨DχR,F⟩ dλn for every R>0, with left-hand side 0 by step 2.1; as R→∞ through positive integers (so R≥1), the functions χRdiv⁡F converge pointwise to div⁡F and are dominated by ∣div⁡F∣∈L1(λn), while ⟨DχR,F⟩ converge pointwise to 0 and are dominated by Cχ∣F∣∈L1(λn), so [F5] gives ∫RnχRdiv⁡F dλn→∫Rndiv⁡F dλn and ∫Rn⟨DχR,F⟩ dλn→0; passing to the limit gives 0=∫Rndiv⁡F dλn+0, which is the claim.

Remarks

The lemma supplies the vanishing flux integral in Conservation of total wave energy in three admissible settings(b).

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