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The first positive Neumann eigenvalue has the mean-zero Rayleigh characterisation
Statement
Assume the Axiom of Choice and Countable Choice. Let be a nonempty bounded connected extension domain (Sobolev extension domains and extension operators), put and , and let be the principal form with Hermitian uniformly elliptic coefficients (Uniformly elliptic divergence-form operators and their sesquilinear forms); for this is the Neumann form of the Laplacian. Then satisfies , the infimum is attained, and the minimisers are exactly the nonzero elements of the eigenspace . Since both sides of that identity vanish on constants, it actually holds for every , so is the smallest positive weak Neumann eigenvalue on the mean-zero space and no Neumann eigenvalue of a mean-zero eigenfunction lies in . Moreover , where the norm is that of the realization of the solution map , which is bounded, compact, self-adjoint and positive in that realization and is defined by for all . Connectedness supplies Poincare--Wirtinger, and the extension-domain hypothesis supplies that inequality and Rellich compactness; the conclusions are not asserted for arbitrary bounded connected open sets.
Facts & Assumptions
Given: the Axiom of Choice and Countable Choice; a nonempty bounded connected extension domain ; Hermitian uniformly elliptic coefficients with ellipticity constant ; the principal form ; the mean-zero spaces and .
Finiteness and closedness: boundedness of gives (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure), so is a bounded linear functional on and on , because by Cauchy--Schwarz (Cauchy–Schwarz: , with equality exactly for dependent pairs, Integer-order Sobolev spaces and their norms, The space as the quotient by null functions). The Hilbert structures are supplied by The Sobolev space is a Hilbert space and with the integral pairing is a Hilbert space. Hence and are closed Hilbert subspaces. The open nonempty set contains two disjoint positive-measure boxes by A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included; subtracting appropriately weighted indicators gives a nonzero element of .
Poincare--Wirtinger: there is with for all , so every satisfies (Poincare-Wirtinger on bounded connected extension domains by Rellich compactness).
The principal form: is sesquilinear on and bounded, is real for every , and by uniform ellipticity; consequently, for , and on the other hand (Uniformly elliptic divergence-form operators and their sesquilinear forms, The elliptic form is well defined and bounded on , Bounded, coercive and symmetric sesquilinear forms).
Lax--Milgram and the solution operator: for the functional is bounded and conjugate-linear on , so by [F3] and The Lax--Milgram theorem there is a unique with for all ; the map is linear and , using the coercivity constant and (Bounded, coercive and symmetric sesquilinear forms).
Self-adjointness, positivity, and injectivity: for , Hermitian symmetry and the defining identity give , while conjugating the identity for gives ; hence and is self-adjoint. Also . If , then for every . The density of in (Smooth compactly supported functions of an open set are dense in ) and boundedness of the mean imply that mean-zero functions are dense in : approximate by smooth compactly supported and replace each by . Thus , so is injective and positive definite.
Compactness: the inclusion is compact on the bounded extension domain (Compactness of on bounded extension domains), and is bounded by [F4], so the composition with the inclusion is compact (Compositions with a compact operator are compact, Compact linear operator).
Spectral data: for the compact self-adjoint operator the nonzero eigenvalues form a finite or countably infinite set of real numbers with finite multiplicities and no accumulation point other than , eigenspaces for distinct eigenvalues are orthogonal, and with the orthogonal projection onto one has and in norm (Spectral theorem for compact self adjoint operators, Eigenspaces of a self adjoint operator are orthogonal); hence and for every (Orthogonal decomposition by a closed subspace, Fourier expansion in a Hilbert space).
Norm and eigenvalues: all eigenvalues of are positive, and is the largest eigenvalue of (Norm point of a compact self adjoint operator is an eigenvalue up to sign, Compact linear operator).
Constants: the constant function lies in with zero weak gradient, its classical derivative being the weak derivative, so and the mean-zero condition reads for (Classical derivatives agree with weak derivatives, Integer-order Sobolev spaces and their norms, Zero weak gradient gives componentwise constants).
Proof
The space is closed in and is closed in by [F1]; on the form is bounded and satisfies for every by [F3]. The estimate of [F3] is exactly the coercivity statement for all , obtained from Poincare--Wirtinger and ellipticity.
Solution operator. For each the functional is bounded and conjugate-linear on by [F1], so by [F4] there is a unique with for every ; the assignment is linear and bounded with the explicit estimate , obtained by testing the defining identity at and using [F1]. By [F5] the operator is self-adjoint, positive definite and injective, and by [F6] it is compact.
Spectral decomposition. By [F7] and [F8] the nonzero eigenvalues of are positive real numbers of finite multiplicity with no accumulation point except ; enumerate the distinct eigenvalues in decreasing order as when the set is infinite (with ), and let be the orthogonal projection onto the eigenspace . Since is injective, [F7] gives with orthogonal summands, so for every the net of partial sums converges to in and . Every eigenspace lies in , because and for an eigenvector. Finally, for and every one has by definition of , that is .
Partial sums in the form. Fix and put as in step 3.1. Then step 3.1 gives, for every , ; taking and and using orthogonality of the projections, where the last identity is real. Hence by positivity of on , and therefore for every .
Form-norm expansion. The increasing partial sums of are bounded by , so the series converges; consequently, for , so is Cauchy for the inner product on . By the coercivity of step 1.1 it is Cauchy in , hence converges in to some (closedness of ). Since convergence implies convergence and in , we get ; continuity of in the norm then gives
Rayleigh characterisation. Put , so that by [F8] is the smallest of the and . For step 5.1 and give with equality precisely when for every with , that is . Hence is attained and the minimisers are exactly the nonzero elements of . Moreover satisfies for all by step 3.1; conversely, if satisfies for all , then the same expansion gives with all coefficients nonnegative, so whenever and . Thus the eigenspace equals , and no mean-zero weak Neumann eigenvalue exists, since it would give the same identity with a nonnegative combination vanishing.
Extension to and conclusions. Let . By [F9] the constant has and because ; writing an arbitrary as with , the identity for therefore extends to all , which is the weak Neumann eigenequation; the same argument extends the eigenspace description of step 6.1, showing that is the smallest positive weak Neumann eigenvalue on the mean-zero space. Together with from step 6.1 this proves all the assertions; connectedness is used only through Poincare--Wirtinger [F2] (a disconnected domain admits the componentwise constants in with , so the infimum would be ), and the extension-domain hypothesis is used only through [F2] and [F6].
Depends on
- The Axiom of Choice
- Bounded, coercive and symmetric sesquilinear forms
- Compact linear operator
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The Hilbert-space adjoint of a bounded operator
- The space $L^p(\mu)$ as the quotient by null functions
- Sobolev extension domains and extension operators
- Integer-order Sobolev spaces and their norms
- Uniformly elliptic divergence-form operators and their sesquilinear forms
- Classical derivatives agree with weak derivatives
- Compositions with a compact operator are compact
- Eigenspaces of a self adjoint operator are orthogonal
- The elliptic form is well defined and bounded on $H^1$
- Norm point of a compact self adjoint operator is an eigenvalue up to sign
- Smooth compactly supported functions of an open set are dense in $L^2$
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
- Fourier expansion in a Hilbert space
- The Lax--Milgram theorem
- Orthogonal decomposition by a closed subspace
- Poincare-Wirtinger on bounded connected extension domains by Rellich compactness
- Compactness of $W^{1,p}(\Omega)\hookrightarrow L^p(\Omega)$ on bounded extension domains
- Spectral theorem for compact self adjoint operators
- Zero weak gradient gives componentwise constants
- The Sobolev space $H^1$ is a Hilbert space
- $L^2$ with the integral pairing is a Hilbert space
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
Used by
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Sources
- Richard S. Laugesen, Linear Analysis and Partial Differential Equations (University of Illinois, 2020, complete 158-page graduate notes) (standard reference, not scraped)
- Richard S. Laugesen, Spectral Theory of Partial Differential Equations (University of Illinois lecture notes, arXiv:1203.2344, complete 120 pages) (standard reference, not scraped)
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations (Springer Universitext, 2011, complete 614-page text) (standard reference, not scraped)