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Mean-zero Poincare estimate on bounded connected extension domains below the dimension

Statement

Assume the Axiom of Choice (and hence Countable Choice and Dependent Choice). Let n≥2, 1<p<n, K∈{R,C}, and let Ω⊂Rn be a nonempty bounded connected W1,p-extension domain. Then there exists CP=CP(n,p,Ω,K) such that ∥u−uΩ∥Lp(Ω)≤CP∥Du∥Lp(Ω) for every u∈W1,p(Ω;K), where uΩ=∣Ω∣−1∫Ωu.

Facts & Assumptions

Given: The Axiom of Choice; integers n≥2; an exponent 1<p<n; a field K∈{R,C}; a nonempty bounded connected W1,p-extension domain Ω⊂Rn; a bounded linear extension operator E:W1,p(Ω;K)→W1,p(Rn;K) with (Eu)∣Ω=u and operator norm ∥E∥; a nonnegative unit-mass ρ∈Cc∞(Rn) with supp⁡ρ⊆B‾1(0) and radial mollifiers ρε.

[F1]

The Axiom of Choice is the statement that every family of nonempty sets has a choice function, and it implies Countable Choice (The Axiom of Choice, The Axiom of Countable Choice (ACω)).

[F2]

Dependent Choice is the statement that every entire relation on a nonempty set admits a sequence with prescribed first term (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain).

[F3]

W1,p(Ω;K) consists of the Lp classes with weak first derivatives in Lp, and Lp is the quotient by almost-everywhere null functions (Integer-order Sobolev spaces and their norms, The space Lp(μ) as the quotient by null functions).

[F4]

A W1,p-extension domain carries a bounded linear E with (Eu)∣Ω=u (Sobolev extension domains and extension operators).

[F5]

Weak Leibniz rule: for smooth η with bounded value and first derivatives and v∈W1,p the product ηv lies in W1,p and D(ηv)=(Dη)v+ηDv (Weak Leibniz rule with a smooth factor).

[F6]

For a compact K inside an open U there is a smooth χ with χ=1 on K and support in U (A Euclidean bump for a compact set inside an open set).

[F7]

Cc∞(Rn;K) is dense in W1,p(Rn;K) for 1≤p<∞ (Compactly supported smooth functions are dense in W^{k,p}(R^n)).

[F9]

Vector-valued fundamental theorem: for a differentiable f:[a,b]→Rm with integrable derivative, f(b)−f(a)=∫abf′ (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz).

[F10]

The family ρε(x)=ε−nρ(x/ε) is the radial mollifier family generated by ρ, with ρε≥0, ∫ρε=1 and supp⁡ρε⊆B‾ε(0) (A radial mollifier family in Rn).

[F11]

For locally integrable f the convolution f∗ρε is smooth with ∂α(f∗ρε)=f∗(∂αρε) (Convolution with a mollifier is smooth, and derivatives pass under the integral sign).

[F12]
[F13]

Minkowski's integral inequality: for a measurable F on a product with ∫Y∥F(⋅,y)∥Lp(X) dν(y)<∞, the function x↦∫Y∣F(x,y)∣ dν(y) lies in Lp(X) with norm at most ∫Y∥F(⋅,y)∥Lp(X) dν(y) (Minkowski's integral inequality).

[F14]

Arzela-Ascoli: for a nonempty compact metric space K, a subset of C(K,R) has compact closure in the supremum metric exactly when it is equicontinuous and pointwise bounded (Arzelà--Ascoli for real C(K) under Countable Choice and Dependent Choice: compact closure iff equicontinuous and pointwise bounded).

[F17]

Weak derivatives are unique almost everywhere, and the weak derivative is defined by the test-function identity (Uniqueness of a weak derivative as an almost-everywhere class, Weak derivative of a locally integrable function).

[F18]

If u∈Wloc1,p(Ω;K) has Diu=0 almost everywhere for every i, then u is almost everywhere constant on each connected component of Ω (Zero weak gradient gives componentwise constants).

[F19]

On a completed sigma-finite product, nonnegative measurable functions may be integrated in either order, and Tonelli-Fubini applies to measurable integrands of the form G(x,y) (Tonelli and Fubini for the completed product, with only almost-everywhere section measurability).

[F20]

Every Euclidean ball has positive finite Lebesgue measure (Euclidean balls have positive finite Lebesgue measure), λ is monotone under inclusion (Measures are monotone), and bounded subsets have finite outer measure (Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure).

[F21]

Under Countable Choice, Lebesgue measure is the completion of its Borel restriction (L(Rn) is exactly the completion of the restriction of λn to the Borel sets), and every completion-measurable real function has an almost-everywhere equal Borel representative (A function measurable for a completion is almost everywhere equal to one measurable for the original sigma-algebra); apply this to real and imaginary parts for complex functions.

Proof

technique · contradiction
1.1F1F3F20givenchoose

The contradiction setup. Because Ω is nonempty open and bounded, it contains a ball and 0<∣Ω∣<∞ by [F20], so the mean uΩ is defined for every u∈Lp(Ω;K). Suppose the asserted constant does not exist. Then for every j≥1 there is uj∈W1,p(Ω;K) with ∥uj−(uj)Ω∥Lp(Ω)>j∥Duj∥Lp(Ω); the left side is positive, and Countable Choice [F1] selects such a sequence. Put vj:=(uj−(uj)Ω)/∥uj−(uj)Ω∥Lp(Ω). Then vj∈W1,p(Ω;K), (vj)Ω=0, ∥vj∥Lp(Ω)=1 and ∥Dvj∥Lp(Ω)<1/j.

1.2F7F8F9F13algebra

Translation differences. Every W∈W1,p(Rn;K) and h∈Rn satisfy ∥W(⋅−h)−W∥Lp(Rn)≤∣h∣ ∥DW∥Lp(Rn). For smooth compactly supported φ the fundamental theorem [F9] applied to t↦φ(x−th) gives φ(x−h)−φ(x)=−∫01Dφ(x−th)h dt, so Minkowski [F13] and translation invariance [F8] give ∥φ(⋅−h)−φ∥p≤∣h∣∫01∥Dφ(⋅−th)∥p dt=∣h∣∥Dφ∥p. For general W, [F7] provides φk∈Cc∞ with φk→W in W1,p(Rn); applying the smooth bound to φk and letting k→∞, using translation invariance [F8] on the left and strong convergence on the right, gives the claim.

2.1F4F5F6step 1.1algebra

Extension and cutoff. Fix E as in [F4] and put M0:=∥E∥. The closure Ω‾ is compact. Choose a bounded open ball U containing it; [F6] gives a smooth χ equal to 1 on Ω‾ with closed support contained in U. That support is bounded and hence compact, so χ∈Cc∞(Rn); put K:=supp⁡χ, a compact set. Define Fj:=χ Evj. By [F5] each Fj lies in W1,p(Rn;K), has support in K, restricts to vj on Ω (because χ=1 there) and satisfies ∥Fj∥Lp(Rn)+∥DFj∥Lp(Rn)≤(n+1)(1+∥χ∥∞+∥Dχ∥∞)∥Evj∥W1,p(Rn)≤M with M:=(n+1)2(1+∥χ∥∞+∥Dχ∥∞)M0, using ∥vj∥W1,p≤n+1 and the elementary bound of the Euclidean gradient norm by the sum of its coordinate norms from step 1.1 and the operator bound of [F4].

3.1F10F11F12step 2.1algebra

Mollification and equicontinuity at one scale. Fix 0<ε≤1. By [F10] and [F11], Fj∗ρε is smooth on Rn with D(Fj∗ρε)=Fj∗Dρε and support in the compact set K′:=K+B‾1(0). Holder [F12] gives, uniformly in j and x, ∣(Fj∗ρε)(x)∣≤∥Fj∥Lp∥ρε∥Lp′≤M∥ρε∥Lp′ and ∣D(Fj∗ρε)(x)∣≤M∥Dρε∥Lp′, using step 2.1. The second bound makes the family {Fj∗ρε}j equicontinuous on the compact metric space K′ and the first makes it pointwise bounded.

3.2F10F13F19F21step 1.2step 2.1algebra

Uniform mollification error. By [F10], Fj∗ρε−Fj=∫ρε(y)(Fj(⋅−y)−Fj) dy on Rn. Choose finite-valued Borel representatives of each Fj using [F21], changing them to zero on a Borel null set and outside K. Then (x,y)↦Fj(x−y) and Fj(x) are Borel measurable, since subtraction and projection are continuous. The integrand is therefore product measurable, with measurable absolute section integrals by [F19]. Minkowski [F13], the translation bound of step 1.2 and supp⁡ρε⊆B‾ε(0) give ∥Fj∗ρε−Fj∥Lp(Rn)≤∫ρε(y)∥Fj(⋅−y)−Fj∥Lp dy≤ε∥DFj∥Lp≤εM, the last inequality by step 2.1.

4.1F14F15step 3.1given

One scale at a time. Fix 0<ε≤1. The family {Fj∗ρε}j is uniformly bounded and equicontinuous on the compact set K′ by step 3.1, so by Arzela-Ascoli [F14] its closure in C(K′;C)≅C(K′;R)2 is compact; applying [F14] to the real and imaginary parts componentwise and then the sequential compactness of [F15], there is a subsequence (jk)k and Gε∈C(K′;K) with Fjk∗ρε→Gε uniformly on K′.

5.1F2step 4.1chooseconstruct

Diagonalisation over the scales. Apply step 4.1 successively to the scales εm=2−m, each time to the previously selected subsequence, and select the m-th extracted subsequence at stage m in such a way that the diagonal sequence (jk), where jk is the k-th index of the k-th subsequence, is strictly increasing; Dependent Choice [F2] formalises the recursion. Then for every fixed m the tail (Fjk∗ρεm)k≥m is a subsequence of the m-th extracted subsequence, hence converges uniformly on K′ and in particular is Cauchy in Lp(K′).

6.1F16step 3.2step 5.1algebra

Cauchy and the Lp limit. For k,l≥m, step 3.2 applied at scale εm and the uniform convergence on K′ of step 5.1 give ∥Fjk−Fjl∥Lp(Rn)≤2Mεm+∥Fjk∗ρεm−Fjl∗ρεm∥Lp(K′). Given δ>0 choose m with 2M2−m<δ/2, then k,l large enough that the second term is below δ/2; hence (Fjk)k is Cauchy in Lp(Rn;K) and converges by [F16] to some F∈Lp(Rn;K).

7.1F3F12step 1.1step 2.1step 6.1algebra

Properties of the limit. Restrict v:=F∣Ω. Since Fjk∣Ω=vjk by step 2.1 and ∥v−vjk∥Lp(Ω)≤∥F−Fjk∥Lp(Rn)→0 by step 6.1, the limit of the norms gives ∥v∥Lp(Ω)=1, and Holder [F12] with ∣Ω∣<∞ gives ∣∫Ωv∣=lim⁡k∣∫Ωvjk∣=0 because every vjk has mean zero (step 1.1). Thus v∈Lp(Ω;K) has unit norm and mean zero.

8.1F3F12F17step 1.1step 7.1algebra

The weak gradient of the limit vanishes. Let φ∈Cc∞(Ω) and 1≤i≤n. Since vjk is the weak i-th derivative pair, ∫Ωvjk∂iφ=−∫ΩDivjkφ for every k by [F17]. Holder [F12] gives ∣∫ΩDivjkφ∣≤∥Divjk∥Lp∥φ∥Lp′≤jk−1∥φ∥Lp′→0, using step 1.1, and ∫Ωvjk∂iφ→∫Ωv ∂iφ by step 7.1 and Holder. Hence ∫Ωv ∂iφ=0 for every test function and every i, so the zero function is a weak i-th derivative of v; by uniqueness of weak derivatives [F17], Div=0 almost everywhere on Ω and v∈W1,p(Ω;K).

9.1F18step 7.1step 8.1givencontradiction∎

The contradiction. By step 8.1 the class v∈W1,p(Ω;K) has all weak derivatives zero almost everywhere, so [F18] and the connectedness of Ω give a constant c∈K with v=c almost everywhere on Ω. Step 7.1 gives 0=∫Ωv=c∣Ω∣, hence c=0 and v=0 almost everywhere, contradicting ∥v∥Lp(Ω)=1 from step 7.1. Therefore a constant CP=CP(n,p,Ω,K) with the asserted property exists.

Source notes

Kinnunen proves the mean-zero estimate as the inner step of Theorem 3.47 (printed pp. 90-91) using the Rellich-Kondrachov compactness theorem. The proof above replaces that compactness input by an internal argument: the extension operator of the definition of an extension domain, a fixed smooth cutoff, mollification at every scale, Arzela-Ascoli on a fixed compact set, a diagonal subsequence and the completeness of Lp. The weak derivative of the limit is obtained from the test-function identity rather than from strong convergence of gradients, so no compactness theorem from the later compactness page is used. The argument uses Countable Choice to select the minimising sequence and Dependent Choice for the nested subsequences; both are supplied by the Axiom of Choice assumed in the Statement.

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