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Measurable actions and inverse actions of parabolic forms

Statement

Assume Countable Choice. Let V be a separable real Hilbert space, let T>0, and let q∈L2(0,T;V∗). Suppose a(t;⋅,⋅) is real bilinear and t↦a(t;v,w) is measurable for each fixed v,w∈V. Assume there is one null set outside which ∣a(t;v,w)∣≤M∥v∥V∥w∥V,a(t;v,v)≥α∥v∥V2 for all v,w∈V, with M<∞ and α>0. For a.e. t outside that null set define A(t)v∈V∗ and A∗(t)v∈V∗ by ⟨A(t)v,w⟩=a(t;v,w),⟨A∗(t)v,w⟩=a(t;w,v). Then, for every u∈L2(0,T;V), both t↦A(t)u(t) and t↦A∗(t)u(t) are strongly measurable and belong to L2(0,T;V∗). For a.e. t, the two equations a(t;x(t),v)=⟨q(t),v⟩,a(t;v,x∗(t))=⟨q(t),v⟩(v∈V) have unique solutions. The solution functions x,x∗ are strongly measurable, belong to L2(0,T;V), and satisfy ∥x(t)∥V, ∥x∗(t)∥V≤α−1∥q(t)∥V∗a.e. On the exceptional null set set all operator actions and solutions to zero.

Facts & Assumptions

Given: A separable real Hilbert space V, an evolution triple containing V, the scalar-measurable bilinear form with its common uniform bound and coercivity constants, and q∈L2(0,T;V∗).

[F1]

L2 functions are strongly measurable equivalence classes, and an evolution triple embeds V continuously into H and then into V∗ (Evolution triples and the parabolic energy space).

[F2]

A bounded coercive real bilinear form is bounded by M and has a(v,v)≥α∥v∥V2; symmetry is not required (Bounded, coercive and symmetric sesquilinear forms).

[F3]

Under Countable Choice, a separable real Hilbert space and its continuous dual are isometric by the Riesz representation, so separability of V implies separability of V∗ (Riesz representation for Hilbert spaces).

[F4]

Under Countable Choice, a bounded coercive real bilinear form on a Hilbert space has a unique variational solution, with solution norm at most α−1 times the datum norm (The Lax--Milgram theorem).

[F5]

If measurable sets decrease inside a finite-measure set, their measures decrease to the measure of their intersection (Continuity from above when one set has finite measure).

[F6]

A countable union of measurable null sets is null (Finite and countable subadditivity of measures).

[A1]

Countable Choice is assumed by [F3] and [F4] (The Axiom of Countable Choice (ACω)).

Proof

1.1A1F2F3givenchoose

If V={0}, all spaces and maps in the claim are zero and the result holds. Otherwise choose countable dense sets in V and V∗, the latter available by [F3]. For fixed v∈V, the functional A(t)v has norm at most M∥v∥V. On a countable dense subset (wj) of the unit sphere, ∥A(t)v−r∥V∗=sup⁡j∣a(t;v,wj)−⟨r,wj⟩∣ for each fixed r∈V∗. Hence these norm distances are measurable. Approximating A(t)v by the first point of a countable dense subset of V∗ within 1/n gives a measurable countably-valued approximation.

1.2F2F4A1given

For a.e. fixed t outside the common null set, apply [F4] to a(t) and to its transpose a(t;w,v). Both forms have the same bounds and coercivity because their diagonal values agree. This gives the unique pointwise x(t) and x∗(t) solving the two equations.

1.3A1F2givenconstruct

Choose a countable linearly independent sequence (ej) whose linear span is dense in V; if V is finite-dimensional, use a finite basis and set Vn=V once it is exhausted. Let Vn=span⁡(e1,…,en). The Galerkin systems for xn(t),xn∗(t)∈Vn have measurable matrix entries and measurable right-hand sides. Their matrices are invertible: testing a homogeneous system by its trial vector and using coercivity forces that vector to be zero. Matrix inversion therefore makes the coefficient vectors, and hence xn,xn∗, strongly measurable.

2.1A1F2F3F5F6step 1.1construct

Truncate the nth countably-valued approximation after its first Nn values, replacing the tail by zero. By [F5], choose Nn so the tail set has measure at most 2−n. These truncations are finite-valued measurable functions; [F6] shows that outside a null set only finitely many tails occur, so they converge pointwise to A(t)v. Thus A(t)v is strongly measurable. Applying the same argument to the transposed form proves that A∗(t)v is strongly measurable for each fixed v.

2.2F2step 1.3algebra

For any zn∈Vn, Galerkin orthogonality and coercivity give α∥x(t)−xn(t)∥V2≤a(t;x−xn,x−xn)=a(t;x−xn,x−zn)≤M∥x−xn∥V∥x−zn∥V. Thus ∥x−xn∥V≤(M/α)inf⁡zn∈Vn∥x−zn∥V; the identical argument for the transposed form gives the same estimate for x∗. Density of ⋃nVn makes both Galerkin sequences converge pointwise to their unique solutions. Their limits are strongly measurable.

3.1F1F2step 2.1given

Approximate any strongly measurable u∈L2(0,T;V) pointwise a.e. by finite-valued simple functions un. For each n, A(t)un(t) and A∗(t)un(t) are strongly measurable by step 2.1. The uniform operator bounds give pointwise convergence to A(t)u(t) and A∗(t)u(t) off the common null set, and ∥A(t)u(t)∥V∗,∥A∗(t)u(t)∥V∗≤M∥u(t)∥V. This proves strong measurability and square integrability of both actions.

4.1F2step 1.2algebra∎

Testing each pointwise variational equation by its solution gives α∥x(t)∥V2≤∥q(t)∥V∗∥x(t)∥V and the same inequality for x∗(t). If a solution is zero the claimed bound is immediate; otherwise division by its norm yields the two pointwise estimates. Squaring and integrating proves x,x∗∈L2(0,T;V) with the asserted bounds.

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