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Weak compactness of bounded space-time Sobolev gradients

Statement

Assume the Axiom of Choice. Let Ω⊆Rd be bounded and open, d≥1, let 1<p<∞, and let 0<T<∞. Put V=W01,p(Ω;R) with gradient norm ∥v∥V=∥∇v∥Lp, and suppose V has a continuous inclusion in a real Hilbert space H. If uj is bounded in Lp(0,T;V) and its image in Lp(0,T;H) converges strongly to u, then a subsequence converges weakly in Lp(0,T;V) to some U, the image of U equals u, and ∇uj⇀∇U in Lp((0,T)×Ω;Rd).

Facts & Assumptions

Given: The Axiom of Choice; bounded open Ω, d≥1, 1<p<∞, 0<T<∞; the continuous inclusion V↪H; and a bounded sequence in Lp(0,T;V) converging strongly in Lp(0,T;H).

[F1]

W1,p(Ω) is Banach, W01,p(Ω) is its closed zero-boundary subspace, and Poincaré makes the gradient norm equivalent to the inherited Sobolev norm (Integer-order Sobolev spaces are Banach, Zero-boundary Sobolev space as a norm closure, A closed subspace of a Banach space is Banach, The Poincare inequality for zero-boundary Sobolev closures on domains bounded in one direction).

[F2]

For 1<p<∞, real scalar Lp over any measure space is reflexive under Countable Choice (Reflexivity of Lp for one less p less infinity).

[F3]

Under the ultrafilter lemma, Dependent Choice and Hahn–Banach, a real Banach space is reflexive exactly when every bounded sequence has a weakly convergent subsequence (Reflexivity is equivalent to weak subsequential compactness of bounded sequences, Reflexivity is surjectivity of the canonical map).

[F4]

Under Hahn–Banach, every closed linear subspace of a reflexive Banach space is reflexive (Closed subspaces of reflexive spaces are reflexive).

[F5]

The space Lp(0,T;V) is complete when V is Banach (Bochner Lp is complete for a Banach value space); the inclusion V→H induces a bounded linear map Lp(0,T;V)→Lp(0,T;H) by the same continuous embedding (Banach evolution triples and weak time derivatives).

[F6]

For X=Lp(Ω;Rd), finite-valued simple functions are dense in Bochner Lp(0,T;X). To see this, let sn→g almost everywhere be the simple sequence from strong measurability. For each integer m≥1, put Am={t:∥g(t)∥X≤m}; dominated convergence for indicators lets us choose nm so ∣{t∈Am:∥snm(t)−g(t)∥X>1/m}∣≤m−p−1. Restrict snm to the complementary good subset of Am and set it to zero elsewhere. This is an integrable simple function. Its pth-power error is at most Tm−p+m−1+∫{∥g∥X>m}∥g∥Xp, which tends to zero. For a simple g(t)=∑ℓ=1q1Eℓ(t)gℓ with disjoint measurable Eℓ, choose measurable representatives of each gℓ∈Lp(Ω;Rd) and set G(t,x)=∑ℓ=1q1Eℓ(t)gℓ(x). Each summand is product measurable: gℓ∘πΩ is measurable since the inverse image of a measurable set is (0,T) times that set, and 1Eℓ∘πT is measurable by the same rectangle argument; their product is measurable coordinatewise. The spaces are finite-measure Lebesgue spaces because T<∞ and Ω is bounded (Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure). Tonelli then gives ∥G∥Lp((0,T)×Ω)p=∑ℓ∣Eℓ∣∥gℓ∥Lp(Ω)p. Thus this correspondence extends by completeness to an isometric map into Lp((0,T)×Ω;Rd) (Banach evolution triples and weak time derivatives, Strongly measurable Banach-valued function, Bochner-integrable function, The product measure of two sigma-finite measure spaces, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, Dominated convergence, Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure).

Proof

1.1F1givenalgebra

If Ω=∅, the closure definition in [F1] gives V={0}, so every uj and its H image is zero. The assumed strong Lp(0,T;H) limit is therefore u=0 even when H is nonzero; taking U=0 proves all conclusions.

1.2A1F2F3given

Assume Ω≠∅, put Q=(0,T)×Ω, and give Y0=(Lp(Q;R))d its maximum product norm. Each scalar coordinate space is reflexive Banach by [F2], so Y0 is Banach: a Cauchy sequence converges in each coordinate and therefore in the maximum norm. A bounded sequence in Y0 has bounded coordinates; apply [F3] successively to the d coordinates to obtain one subsequence weakly converging in every coordinate. A bounded functional on Y0 is the sum of its restrictions to the coordinate embeddings, so this is weak convergence in Y0. The reverse implication in [F3] makes Y0 reflexive. The Euclidean-vector norm of Y=Lp(Q;Rd) and the Y0 product norm are equivalent because the Euclidean norm and the finite-dimensional ℓp norm on Rd are equivalent. Equivalent norms have the same continuous dual and weak convergence, so Y is reflexive as well.

1.3F1givenconstruct

The gradient map Γ:V→Lp(Ω;Rd), Γv=∇v, is an isometry for the chosen norm and has closed range: if ∇vn converges in Lp, then (vn) is Cauchy in V; [F1] gives a limit in V whose gradient is that limit.

1.4A1F2F4F5F6givenconstruct

For a finite-valued simple U(t)=∑ℓ=1q1Eℓ(t)vℓ with vℓ∈V and disjoint measurable Eℓ, apply [F6] to ΓU(t)=∑ℓ1Eℓ(t)∇vℓ. It supplies the space-time representative and equality of the Bochner and product Lp norms. Simple-function density from [F6] and completeness of Y from [F2] extend this map to an isometry Γp:Lp(0,T;V)→Y. Its range S is closed: if ΓpUn converges in Y, the isometry makes Un Cauchy in Lp(0,T;V); completeness [F5] gives Un→U, and then ΓpUn→ΓpU. Thus [F4] makes S a reflexive Banach space.

2.1A1F3step 1.4

The sequence Γpuj is bounded in S. Reflexivity of S and [F3] give a weakly convergent subsequence with limit G∈S. Since G=ΓpU for some U∈Lp(0,T;V) and Γp is an isometry, the same subsequence uj converges weakly to U in Lp(0,T;V); applying any bounded functional after Γp−1 verifies this assertion.

3.1F5F6step 2.1givenalgebra

The bounded inclusion in [F5] sends this weak convergence to weak convergence of the H-valued images to the image of U. By hypothesis those same images converge strongly, hence weakly, to u; Hahn–Banach separates distinct points, so u is the image of U. Weak convergence in S also implies weak convergence of gradients in Y, by restriction of Y∗ functionals to S.

4.1step 2.1step 3.1∎

The subsequence therefore has the asserted weak Lp(V) limit, that limit has H image u, and its space-time gradient is the weak limit G=∇U. This proves all conclusions.

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