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The difference-quotient test function and its commutators

Statement

Assume Countable Choice. Let Ω⊆Rn be open, n≥1, K∈{R,C}. (i) Let u∈H1(Ω), η∈Cc∞(Ω;R) and i∈{1,…,n}. For every 0<∣h∣<dist⁡(supp⁡η,∂Ω) the class v:=−δ−hi(η2 δhiu) (Difference quotients on a shrunken domain) is defined, has compact support in Ω, lies in H1(Ω) and therefore in H01(Ω) (Compactly supported Sobolev functions extend by zero in every integer order, Zero-boundary Sobolev space as a norm closure). It is an admissible test class in the weak equation of Local weak solutions of a divergence-form operator. (ii) Let H={xn>0} be the upper half-space, u∈H01(H;K) with supp⁡u⊆B1(0)∩H‾, j<n a tangential index, and η∈Cc∞(Rn;R). Then for every fixed small h≠0 the tangential class v:=−δ−hj(η2 δhju), read on H, lies in H01(H): for each fixed h the maps w↦η2w and w↦δ±hjw are bounded on H1(H) and carry Cc∞(H) into itself, so they preserve the closure that defines H01(H) (Zero-boundary Sobolev space as a norm closure). In particular v is admissible in a weak half-space problem whose datum defines a bounded functional on H01(H), including a datum in L2(H). (iii) Fix the quotient direction k (independent of the summed form indices i,j), put w=η2δhku and v=−δ−hkw. The principal pairing equals ∫η2aij(x+hek)δhkDjuδhkDiu‾+Ra,h, where, writing u+=u(x+hek) and using weak derivatives, Ra,h=∫η2(δhkaij)DjuδhkDiu‾+∫(aij(x+hek)δhkDju+(δhkaij)Dju)Di(η2)δhku‾. The full form adds the undifferentiated lower-order pairing ∫(biDiu+cu)v‾. All these integrals are finite for each fixed admissible h, since bounded coefficient quotients have magnitude at most 2Ma/∣h∣. If the principal coefficients have bounded first weak derivatives on the quotient neighbourhood, the principal remainder admits the usual Young bounds uniform in small h. No derivative or uniformly bounded difference quotient of b,c is asserted or needed. The integrals are over the supported interior patch in case (i), and over H in case (ii).

Facts & Assumptions

Given: Countable Choice; an open set Ω⊆Rn with n≥1; a scalar field K∈{R,C}; for (i) a class u∈H1(Ω) and η∈Cc∞(Ω;R) with 0<∣h∣<dist⁡(supp⁡η,∂Ω); for (ii) the upper half-space H={xn>0}, a class u∈H01(H) supported in B1(0)∩H‾, a tangential index j<n, η∈Cc∞(Rn;R), and a fixed small h≠0; and the coefficients and form of Uniformly elliptic divergence-form operators and their sesquilinear forms with bounds Ma,Mb,Mc.

[F1]

Difference-quotient calculus: on shrunken domains δhiw=(w(⋅+hei)−w)/h; the product rule δhi(wz)=(τ−heiw)δhiz+(δhiw)z holds for locally integrable factors with locally integrable product; weak derivatives commute with difference quotients, Dk(δhiw)=δhi(Dkw) whenever both sides are defined; and if f is compactly supported with ∣h∣<dist⁡(supp⁡f,∂Ω) then ∫Ωf δ−hig‾ dx=−∫Ωδhif g‾ dx for every g for which the integrals converge. (Difference-quotient calculus: integration by parts, product rule, commutation, Difference quotients on a shrunken domain)

[F2]

Smooth-factor Leibniz rule: for η∈Cc∞(Ω;R) and w∈H1(Ω), η2w∈H1(Ω) with Dk(η2w)=η2Dkw+Dk(η2)w almost everywhere; more generally a product of a smooth compactly supported factor and an H1 class is H1. (Weak Leibniz rule with a smooth factor, The cutoff difference-quotient commutator estimate)

[F3]

Compact support and zero boundary: a class in W1,2 of an open set whose support is a compact subset of that set extends by zero to W1,2(Rn) with norm-preserving derivative extensions, and a compactly supported class in H1(U) lies in H01(U); a compactly supported test class is therefore admissible in the local weak equation on a bounded inner open set containing its support. Testing against every H01(Ω) class requires a datum defining a bounded functional there, as holds for f∈L2(Ω). (Compactly supported Sobolev functions extend by zero in every integer order, The cutoff difference-quotient commutator estimate, Zero-boundary Sobolev space as a norm closure, Local weak solutions of a divergence-form operator)

[F4]

For fixed h≠0 the tangential quotient is bounded on H1(H): for w∈H1(H) one has Dk(δhjw)=δhj(Dkw) and ∥δhjw∥L2≤2∥w∥L2/∣h∣, with the same bound for δ−hj; tangential shifts preserve H and map Cc∞(H) into itself. (Difference quotients on a shrunken domain, the explicitly defined half-space H={xn>0}, A C^1 diffeomorphism satisfies the change-of-variables formula for L^1 functions)

[F6]

The form is bounded on H1: ∣a(w,z)∣≤(nMa+nMb+Mc)∥w∥H1∥z∥H1, so every pairing with H1 arguments is absolutely convergent, and a is linear in the first and conjugate-linear in the second slot. (The elliptic form is well defined and bounded on H1, Uniformly elliptic divergence-form operators and their sesquilinear forms)

Proof

technique · direct
1.1F1F2F3given

In the setting of (i) write w:=η2δhiu on Ωi,h. The class δhiu lies in H1(Ωi,h) with Dk(δhiu)=δhi(Dku) by [F1], so [F2] gives w∈H1(Ωi,h) with Dkw=η2 δhi(Dku)+Dk(η2) δhiu. Since ∣h∣<dist⁡(supp⁡η,∂Ω), the compact set supp⁡η lies in the interior of Ωi,h, so w is supported in a compact subset of Ωi,h and its zero extension lies in H1(Ω) with the same weak gradient; then form v=−δ−hiw using the whole-space zero extension of w. Its support lies in supp⁡η∪(supp⁡η+hei)⋐Ω, so its restriction lies in H1(Ω) by [F1], and hence v∈H01(Ω) by [F3].

1.2F2F3F4given

In the setting of (ii), for fixed h≠0 consider the operations T1w:=η2w and T2w:=δhjw, T3w:=δ−hjw on H1(H). Each is bounded: T1 by [F2] with the fixed smooth factor η and T2,T3 by [F4], and each carries Cc∞(H) into itself, since multiplication by a smooth compactly supported factor and tangential shifts preserve smoothness and compact support in H. If φk∈Cc∞(H) approximate u in H1(H), then vk:=−T3T1T2φk∈Cc∞(H) and vk→v in H1(H) by the boundedness, so v∈H01(H) by the definition of the closure; under the bounded-datum-functional hypothesis of (ii), [F3] makes v an admissible test class.

2.1F1step 1.1step 1.2

Principal pairing. Fix a quotient direction k and write w=η2δhku, v=−δ−hkw. Difference quotients commute with weak derivatives, and discrete integration by parts, applied to the compactly supported test factor in the interior case or by tangential translation on H, gives ∫aijDjuDiv‾=∫δhk(aijDju)Diw‾. The quotient direction k is fixed throughout and the form indices i,j are summed independently.

3.1F1F2step 2.1algebra

Product expansion. Insert Diw=η2δhkDiu+Di(η2)δhku and δhk(aijDju)=aij(x+hek)δhkDju+(δhkaij)Dju. Multiplication produces precisely the displayed shifted principal term and the three remainder terms in the Statement. This algebra uses the correct shifted product rule.

4.1F1F2F6step 3.1algebra

Bounds and lower-order terms. For fixed h, the coefficient quotient is bounded by 2Ma/∣h∣ and all translated first derivatives and quotient classes are L2 on the supported patches, so Cauchy--Schwarz makes every displayed remainder finite. If a∈W1,∞ there, its quotient is uniformly bounded by the corresponding weak gradient bound. Young's inequality then bounds each principal remainder by ε∥ηδhkDu∥22+Cε∥Du∥22, with norms on a slightly enlarged patch in the interior case. The drift and reaction pairings are simply ∫(biDiu+cu)v‾ and are finite by boundedness of b,c and v∈H1; they can be estimated directly without taking coefficient quotients.

5.1F6step 1.1step 1.2step 3.1step 4.1∎

Conclusion. Steps 1.1 and 1.2 establish the admissible test classes. Steps 2.1--3.1 establish the exact principal decomposition and finite full form pairing, distinguishing the principal commutators from the undifferentiated lower-order terms.

Source notes

Hunter (4.40)-(4.42) and the proof of Theorem 4.30 (printed pp. 112-115), Teschl's Lemma 10.18 (printed p. 242) and Simon's Lecture 9, Theorem 1 (printed pp. 88-90) all test the weak equation with a tangential second-difference expression of the form −δ−h(η2δhu) and then absorb the commutators. The scaffold said the operations in (ii) are bounded on H1(H) "uniformly in ∣h∣≤1"; for the closure argument only the boundedness at each fixed h is needed and true, since ∥δhjw∥L2≤2∥w∥L2/∣h∣, and the statement above records that repaired form. The exact principal remainder uses δhkaij; drift and reaction terms are left undifferentiated, so their mere boundedness suffices in the consuming estimates.

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