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Weak compactness of bounded space-time Sobolev gradients
Statement
Assume the Axiom of Choice. Let be bounded and open, , let , and let . Put with gradient norm , and suppose has a continuous inclusion in a real Hilbert space . If is bounded in and its image in converges strongly to , then a subsequence converges weakly in to some , the image of equals , and in .
Facts & Assumptions
Given: The Axiom of Choice; bounded open , , , ; the continuous inclusion ; and a bounded sequence in converging strongly in .
is Banach, 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).
For , real scalar over any measure space is reflexive under Countable Choice (Reflexivity of Lp for one less p less infinity).
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).
Under Hahn–Banach, every closed linear subspace of a reflexive Banach space is reflexive (Closed subspaces of reflexive spaces are reflexive).
The space is complete when is Banach (Bochner Lp is complete for a Banach value space); the inclusion induces a bounded linear map by the same continuous embedding (Banach evolution triples and weak time derivatives).
For , finite-valued simple functions are dense in Bochner . To see this, let almost everywhere be the simple sequence from strong measurability. For each integer , put ; dominated convergence for indicators lets us choose so . Restrict to the complementary good subset of and set it to zero elsewhere. This is an integrable simple function. Its th-power error is at most , which tends to zero. For a simple with disjoint measurable , choose measurable representatives of each and set . Each summand is product measurable: is measurable since the inverse image of a measurable set is times that set, and is measurable by the same rectangle argument; their product is measurable coordinatewise. The spaces are finite-measure Lebesgue spaces because and is bounded (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure). Tonelli then gives . Thus this correspondence extends by completeness to an isometric map into (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 has finite outer measure).
Countable Choice is supplied by Dependent Choice. The weak subsequence argument uses the ultrafilter lemma, Dependent Choice and Hahn–Banach; all are supplied from the assumed Axiom of Choice (The Axiom of Choice, AC supplies the countable and dependent choices used in Banach integration, The ultrafilter lemma, from the Axiom of Choice: every filter extends to an ultrafilter, Hahn-Banach dominated extension theorem for real vector spaces, The ultrafilter extension principle (UL/BPI), The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain, The real dominated-extension principle as an additional hypothesis over ZF, Dependent choice implies countable choice, The Axiom of Countable Choice ()). The countable selections in [F6] use this same Countable Choice branch.
Proof
If , the closure definition in [F1] gives , so every and its image is zero. The assumed strong limit is therefore even when is nonzero; taking proves all conclusions.
Assume , put , and give its maximum product norm. Each scalar coordinate space is reflexive Banach by [F2], so is Banach: a Cauchy sequence converges in each coordinate and therefore in the maximum norm. A bounded sequence in has bounded coordinates; apply [F3] successively to the coordinates to obtain one subsequence weakly converging in every coordinate. A bounded functional on is the sum of its restrictions to the coordinate embeddings, so this is weak convergence in . The reverse implication in [F3] makes reflexive. The Euclidean-vector norm of and the product norm are equivalent because the Euclidean norm and the finite-dimensional norm on are equivalent. Equivalent norms have the same continuous dual and weak convergence, so is reflexive as well.
The gradient map , , is an isometry for the chosen norm and has closed range: if converges in , then is Cauchy in ; [F1] gives a limit in whose gradient is that limit.
For a finite-valued simple with and disjoint measurable , apply [F6] to . It supplies the space-time representative and equality of the Bochner and product norms. Simple-function density from [F6] and completeness of from [F2] extend this map to an isometry . Its range is closed: if converges in , the isometry makes Cauchy in ; completeness [F5] gives , and then . Thus [F4] makes a reflexive Banach space.
The sequence is bounded in . Reflexivity of and [F3] give a weakly convergent subsequence with limit . Since for some and is an isometry, the same subsequence converges weakly to in ; applying any bounded functional after verifies this assertion.
The bounded inclusion in [F5] sends this weak convergence to weak convergence of the -valued images to the image of . By hypothesis those same images converge strongly, hence weakly, to ; Hahn–Banach separates distinct points, so is the image of . Weak convergence in also implies weak convergence of gradients in , by restriction of functionals to .
The subsequence therefore has the asserted weak limit, that limit has image , and its space-time gradient is the weak limit . This proves all conclusions.
Depends on
- Integer-order Sobolev spaces and their norms
- Zero-boundary Sobolev space as a norm closure
- The Poincare inequality for zero-boundary Sobolev closures on domains bounded in one direction
- Integer-order Sobolev spaces are Banach
- A closed subspace of a Banach space is Banach
- Reflexivity of Lp for one less p less infinity
- Reflexivity is equivalent to weak subsequential compactness of bounded sequences
- Closed subspaces of reflexive spaces are reflexive
- Reflexivity is surjectivity of the canonical map
- The ultrafilter extension principle (UL/BPI)
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
- The real dominated-extension principle as an additional hypothesis over ZF
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Dependent choice implies countable choice
- Banach evolution triples and weak time derivatives
- Bochner Lp is complete for a Banach value space
- 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 $\mathbb{R}^n$ has finite outer measure
- The Axiom of Choice
- AC supplies the countable and dependent choices used in Banach integration
- The ultrafilter lemma, from the Axiom of Choice: every filter extends to an ultrafilter
- Hahn-Banach dominated extension theorem for real vector spaces
Used by
- Conditional monotone finite-volume parabolic limit identification Lemma
- Energy and computed-state compactness for hybrid mimetic backward Euler Lemma
- Conditional monotone finite-element convergence Theorem
- Discrete TPFA Rellich compactness and physical weak gradients Theorem
- MINI backward Euler converges subsequentially to a solenoidal energy weak velocity Theorem
Dependency tree · two levels
128 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer Universitext, 2011 (standard reference, not scraped)
- Tomáš Roubíček, Nonlinear Partial Differential Equations with Applications, 2nd ed., Birkhäuser, 2005 (standard reference, not scraped)