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The Sobolev norm descends to equivalence classes

Statement

Assume Countable Choice for the weak-derivative uniqueness interface. Let Ω⊆Rn be open, n≥1, k∈N0, and 1≤p≤∞. For either real or complex scalars, the displayed Wk,p(Ω) formula from Integer-order Sobolev spaces and their norms is independent of the representatives of its Sobolev and derivative classes and defines a norm: it is finite, absolutely homogeneous, subadditive, and zero exactly on the zero Lp class. This holds at p=1 and p=∞, and when k=0.

If Ω=∅, the only class is zero and the formula is zero.

Sources

  • Juha Kinnunen, Sobolev Spaces, Chapter 1 §1.2, Definition 1.8 and Remarks 1.9(1)–(3), printed pp. 4–6. Kinnunen uses the finite-p sum and the sum of derivative norms for p=∞, then notes that the maximum is an equivalent p=∞ norm. The present definition uses that maximum.
  • John K. Hunter, Notes on Partial Differential Equations, Chapter 3 §3.5, Definition 3.23, printed pp. 58–59. Hunter states the finite-p formula, the p=∞ maximum, and the almost-everywhere identification. These sources state the conventional formulas; the quotient and norm-axiom checks needed here are proved below.

Facts & Assumptions

Given: Countable Choice, an open Ω⊆Rn with n≥1, k∈N0, 1≤p≤∞, and real or complex Wk,p(Ω) classes.

[F1]

The index set Ak={α∈N0n:∣α∣≤k} is finite and nonempty; D0u=u; and the Sobolev formula is the finite-p sum or the p=∞ maximum over this set (Integer-order Sobolev spaces and their norms).

[F2]

The weak-derivative property is invariant under almost-everywhere changes to both its input and value classes (Weak differentiation ignores null-set changes).

[F3]

Under Countable Choice, each locally integrable weak derivative is unique as an almost-everywhere class (Uniqueness of a weak derivative as an almost-everywhere class).

[F4]

Weak differentiation is complex-linear wherever the derivatives exist (Linearity, locality, and commutation of weak derivatives).

[F5]

The real Lp quotient norm is well defined and gives a norm for every 1≤p≤∞ (The Lp norm descends to the quotient and makes Lp a normed space for 1≤p≤∞).

[F6]

For complex Lp classes, the quotient norm is well defined, homogeneous, separating, and satisfies Minkowski for every 1≤p≤∞ (Complex Holder, Minkowski, and the quotient norm).

[F7]

Real integral Minkowski holds on any measure space for 1≤p<∞; in particular it applies to a finite set with counting measure (Minkowski's inequality for integrals, including p=∞).

[F8]

Countable Choice is the assertion that every natural-number-indexed family of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)).

Proof

technique · direct
1.1F1given

The set Ak is finite because each coordinate of every α lies in {0,…,k}, and is nonempty because it contains 0. By [F1], every derivative class in the formula has finite Lp norm. If k=0, then A0={0} and D0u=u, so the expression is exactly ∥u∥Lp. If Ω=∅, [F1] says the only class is zero and the expression is zero.

1.2F1F2F3F5F6F8given

Under Countable Choice [F8], changing representatives of u does not change the weak-derivative property or its value classes by [F2]. If two locally integrable values represent the weak derivative of the same input, [F3] makes them equal almost everywhere. Thus each Dαu is intrinsic as an Lp class, and the real or complex quotient norm in [F5] or [F6] depends only on that class. Hence the formula is independent of all representative choices.

1.3F1F4F5F6given

For u,v∈Wk,p(Ω) and scalars a,b in the chosen field, [F4] gives Dα(au+bv)=aDαu+bDαv as weak-derivative classes for every α∈Ak. The right side is an Lp class by the vector-space properties in [F5] or [F6], so au+bv∈Wk,p(Ω). This covers a=0 or b=0 directly. Thus the usual operations make Wk,p(Ω) a real or complex vector space.

1.4F1F5F6given

For a scalar c and finite p, class homogeneity in [F5] or [F6] gives ∥cu∥Wk,pp=∑α∈Ak∥cDαu∥Lpp=∣c∣p∑α∈Ak∥Dαu∥Lpp=∣c∣p∥u∥Wk,pp; taking nonnegative pth roots proves absolute homogeneity. At p=∞, the maximum formula and ∥cf∥∞=∣c∣∥f∥∞ give the same conclusion. For c=0 both formulas give zero directly.

1.5F1F4F5F6F7given

Suppose 1≤p<∞ and put aα=∥Dαu∥Lp, bα=∥Dαv∥Lp. By [F4] and the componentwise Lp triangle inequality in [F5] or [F6], ∥Dα(u+v)∥Lp≤aα+bα for each α. Raising to p, summing, and taking the pth root bounds ∥u+v∥Wk,p by (∑α∈Ak(aα+bα)p)1/p. Give the finite set Ak its counting measure; the real sequences (aα) and (bα) belong to this Lp space, and their norms are the finite sums in [F1]. Applying [F7] yields (∑α∈Ak(aα+bα)p)1/p≤(∑α∈Akaαp)1/p+(∑α∈Akbαp)1/p=∥u∥Wk,p+∥v∥Wk,p. This proves subadditivity also at p=1.

1.6F1F4F5F6given

At p=∞, put aα=∥Dαu∥L∞ and bα=∥Dαv∥L∞. By [F4] and [F5] or [F6], ∥Dα(u+v)∥L∞≤aα+bα≤max⁡β∈Akaβ+max⁡β∈Akbβ. Taking the maximum over α and using [F1] gives ∥u+v∥Wk,∞≤∥u∥Wk,∞+∥v∥Wk,∞.

2.1F1F3F5F6F8givenstep 1.4step 1.5step 1.6∎

If the Sobolev expression is zero, then at finite p each nonnegative summand is zero, and at p=∞ every component norm is zero. Since 0∈Ak and D0u=u by [F1], in either case ∥u∥Lp=0. The real or complex Lp norm separates its quotient classes by [F5] or [F6], so u is the zero class. Conversely, if u=0 as an Lp class, zero is a weak derivative of zero at every order; uniqueness under [F8] and [F3] makes every Dαu the zero class, and [F1] gives ∥u∥Wk,p=0. Together with the homogeneity and triangle inequalities already proved, this establishes the norm and both directions of the zero equivalence for real and complex scalars and all endpoint exponents.

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Sources