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Weak partial derivatives lower the Sobolev order

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)). Let Ω⊆Rn be open, k≥1, 1≤p≤∞ and u∈Wk,p(Ω;K). For every multi-index β with ∣β∣≤k the weak derivative Dβu, viewed as an Lp class, belongs to Wk−∣β∣,p(Ω), and Dα(Dβu)=Dα+βu a.e. whenever ∣α∣+∣β∣≤k.

Facts & Assumptions

Given: Countable Choice; an open Ω⊆Rn with n≥1; integers k≥1; an exponent 1≤p≤∞; a class u∈Wk,p(Ω;K); and multi-indices β,α with ∣β∣≤k and ∣α∣+∣β∣≤k.

[F1]

u∈Wk,p(Ω;K) means that u and all weak derivatives Dγu with ∣γ∣≤k have representatives in Lp(Ω;K) (Integer-order Sobolev spaces and their norms).

[F2]

A weak derivative is defined by the test-function integration-by-parts identity against Cc∞(Ω) test functions (Weak derivative of a locally integrable function).

[F3]

If Dαu and Dβu exist in Lloc1(Ω) and Dα+βu also exists in Lloc1(Ω), then Dα(Dβu) exists and equals Dα+βu almost everywhere (Linearity, locality, and commutation of weak derivatives).

[F4]

Weak derivatives in Lloc1 are unique as almost-everywhere classes (Uniqueness of a weak derivative as an almost-everywhere class).

[F5]

Countable Choice, assumed throughout (The Axiom of Countable Choice (ACω)).

Proof

technique · direct
1.1F1F2F5given

Regularity bookkeeping. Since u∈Wk,p(Ω;K) and ∣β∣,∣α+β∣≤k, the classes Dαu, Dβu and Dα+βu are defined and lie in Lp(Ω;K) by [F1]; representatives of Lp classes are locally integrable on the open set Ω, so both are classes in Lloc1(Ω;K) to which the weak-differentiation calculus of [F2] applies.

2.1F3step 1.1given

Commutation. With α,β as in the Given, the hypotheses of [F3] are met by step 1.1: Dαu, Dβu and Dα+βu exist in Lloc1(Ω), hence Dα(Dβu) exists and satisfies Dα(Dβu)=Dα+βu almost everywhere on Ω.

3.1F1F2F4step 1.1step 2.1algebra∎

Descent of the order. By step 2.1, for every multi-index α with ∣α∣≤k−∣β∣ the weak derivative Dα(Dβu) exists and equals Dα+βu, which lies in Lp(Ω;K) by step 1.1; also Dβu∈Lp(Ω;K). By [F1] this says exactly that the class Dβu belongs to Wk−∣β∣,p(Ω;K). The identity Dα(Dβu)=Dα+βu is an almost-everywhere identity of classes, and by uniqueness [F4] it is independent of the representatives chosen for Dβu and Dα+βu.

Source notes

The source records the commutation of weak partial derivatives as part of the elementary calculus of weak derivatives; the proof above isolates the two uses: existence of the higher derivative and uniqueness of the Lloc1 classes. No regularity of ∂Ω and no boundedness of Ω is needed.

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