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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 Ω⊆Rn be a nonempty bounded connected extension domain (Sobolev extension domains and extension operators), put V:={u∈H1(Ω):∫Ωu=0} and L02(Ω):={f∈L2(Ω):∫Ωf=0}, and let a(u,v)=∫ΩaijDjuDiv‾ dx be the principal form with Hermitian uniformly elliptic coefficients aij=aji‾ (Uniformly elliptic divergence-form operators and their sesquilinear forms); for aij=δij this is the Neumann form of the Laplacian. Then μ1:=inf⁡u∈V∖{0}a(u,u)∥u∥L22 satisfies μ1>0, the infimum is attained, and the minimisers are exactly the nonzero elements of the eigenspace {u∈V:a(u,v)=μ1(u,v)L2 ∀v∈V}. Since both sides of that identity vanish on constants, it actually holds for every v∈H1(Ω), so μ1 is the smallest positive weak Neumann eigenvalue on the mean-zero space and no Neumann eigenvalue of a mean-zero eigenfunction lies in (0,μ1). Moreover μ1=1/∥S∥, where the norm is that of the L02→L02 realization of the solution map S:L02(Ω)→V, which is bounded, compact, self-adjoint and positive in that realization and is defined by a(Sf,v)=(f,v)L2 for all v∈V. 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 Ω⊆Rn; Hermitian uniformly elliptic coefficients aij=aji‾ with ellipticity constant θ>0; the principal form a(u,v)=∫ΩaijDjuDiv‾ dx; the mean-zero spaces V⊆H1(Ω) and L02(Ω)⊆L2(Ω).

[F1]

Finiteness and closedness: boundedness of Ω gives ∣Ω∣<∞ (Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure), so u↦∫Ωu is a bounded linear functional on H1(Ω) and on L2(Ω), because ∣∫Ωu∣≤∣Ω∣1/2∥u∥L2≤∣Ω∣1/2∥u∥H1 by Cauchy--Schwarz (Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs, Integer-order Sobolev spaces and their norms, The space Lp(μ) as the quotient by null functions). The Hilbert structures are supplied by The Sobolev space H1 is a Hilbert space and L2 with the integral pairing is a Hilbert space. Hence V and L02 are closed Hilbert subspaces. The open nonempty set contains two disjoint positive-measure boxes by A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included; subtracting appropriately weighted indicators gives a nonzero element of L02.

[F2]

Poincare--Wirtinger: there is CW=CW(Ω,2) with ∥u−uΩ∥L2≤CW∥Du∥L2 for all u∈H1(Ω), so every u∈V satisfies ∥u∥L2≤CW∥Du∥L2 (Poincare-Wirtinger on bounded connected extension domains by Rellich compactness).

[F3]

The principal form: a is sesquilinear on H1(Ω) and bounded, a(u,u) is real for every u, and Re⁡a(u,u)=a(u,u)≥θ∥Du∥L22 by uniform ellipticity; consequently, for u∈V, a(u,u)≥θ∥Du∥L22 ≥ θ1+CW2∥u∥H12, and on the other hand a(u,u)≤(nMa)∥Du∥L22≤nMa∥u∥H12 (Uniformly elliptic divergence-form operators and their sesquilinear forms, The elliptic form is well defined and bounded on H1, Bounded, coercive and symmetric sesquilinear forms).

[F4]

Lax--Milgram and the solution operator: for f∈L02(Ω) the functional v↦(f,v)L2 is bounded and conjugate-linear on V, so by [F3] and The Lax--Milgram theorem there is a unique Sf∈V with a(Sf,v)=(f,v)L2 for all v∈V; the map S is linear and ∥Sf∥H1≤(1+CW2)θ−1∥f∥L2, using the coercivity constant α=θ/(1+CW2) and ∥(f,⋅)L2∥V∗≤∥f∥L2 (Bounded, coercive and symmetric sesquilinear forms).

[F5]

Self-adjointness, positivity, and injectivity: for f,g∈L02(Ω), Hermitian symmetry and the defining identity give a(Sf,Sg)=(f,Sg)L2, while conjugating the identity for a(Sg,Sf) gives a(Sf,Sg)=(Sf,g)L2; hence (Sf,g)L2=(f,Sg)L2 and S is self-adjoint. Also (Sf,f)L2=a(Sf,Sf)≥0. If Sf=0, then (f,v)L2=0 for every v∈V. The density of Cc∞(Ω) in L2(Ω) (Smooth compactly supported functions of an open set are dense in L2) and boundedness of the mean imply that mean-zero H1 functions are dense in L02: approximate f by smooth compactly supported φj and replace each by φj−(φj)Ω1. Thus f=0, so S is injective and positive definite.

[F6]

Compactness: the inclusion H1(Ω)↪L2(Ω) is compact on the bounded extension domain Ω (Compactness of W1,p(Ω)↪Lp(Ω) on bounded extension domains), and S:L02(Ω)→H1(Ω) is bounded by [F4], so the composition S:L02(Ω)→L02(Ω) with the inclusion is compact (Compositions with a compact operator are compact, Compact linear operator).

[F7]

Spectral data: for the compact self-adjoint operator S the nonzero eigenvalues form a finite or countably infinite set of real numbers with finite multiplicities and no accumulation point other than 0, eigenspaces for distinct eigenvalues are orthogonal, and with Pλ the orthogonal projection onto Eλ one has span⁡‾⋃λEλ=(ker⁡S)⊥=L02(Ω) and Sx=∑λλPλx in norm (Spectral theorem for compact self adjoint operators, Eigenspaces of a self adjoint operator are orthogonal); hence f=∑λPλf and ∥f∥L22=∑λ∥Pλf∥L22 for every f∈L02(Ω) (Orthogonal decomposition by a closed subspace, Fourier expansion in a Hilbert space).

[F8]

Norm and eigenvalues: all eigenvalues of S are positive, and ∥S∥ is the largest eigenvalue of S (Norm point of a compact self adjoint operator is an eigenvalue up to sign, Compact linear operator).

[F9]

Constants: the constant function 1 lies in H1(Ω) with zero weak gradient, its classical derivative being the weak derivative, so a(u,1)=0 and the mean-zero condition reads (u,1)L2=0 for u∈V (Classical derivatives agree with weak derivatives, Integer-order Sobolev spaces and their norms, Zero weak gradient gives componentwise constants).

Proof

technique · direct
1.1F1F2F3givenalgebra

The space V is closed in H1(Ω) and L02(Ω) is closed in L2(Ω) by [F1]; on V the form a is bounded and satisfies a(u,u)≥0 for every u∈V by [F3]. The estimate of [F3] is exactly the coercivity statement a(u,u) ≥ α∥u∥H12,α:=θ1+CW2>0, for all u∈V, obtained from Poincare--Wirtinger and ellipticity.

2.1F1F4F5F6step 1.1

Solution operator. For each f∈L02(Ω) the functional v↦(f,v)L2 is bounded and conjugate-linear on V by [F1], so by [F4] there is a unique Sf∈V with a(Sf,v)=(f,v)L2 for every v∈V; the assignment f↦Sf is linear and bounded with the explicit estimate ∥Sf∥H1≤α−1∥f∥L2=(1+CW2)θ−1∥f∥L2, obtained by testing the defining identity at v=Sf and using [F1]. By [F5] the operator S:L02(Ω)→L02(Ω) is self-adjoint, positive definite and injective, and by [F6] it is compact.

3.1F7F8step 2.1algebra

Spectral decomposition. By [F7] and [F8] the nonzero eigenvalues of S are positive real numbers of finite multiplicity with no accumulation point except 0; enumerate the distinct eigenvalues in decreasing order as ν1>ν2>⋯>0 when the set is infinite (with νk↓0), and let Pk be the orthogonal projection onto the eigenspace Eνk. Since S is injective, [F7] gives L02(Ω)=span⁡‾⋃kEνk with orthogonal summands, so for every f∈L02(Ω) the net of partial sums fn:=∑k≤nPkf converges to f in L2 and ∥f∥L22=∑k∥Pkf∥L22. Every eigenspace lies in V, because Sg∈V and g=ν−1Sg for an eigenvector. Finally, for g∈Eνk and every v∈V one has a(Sg,v)=(g,v)L2 by definition of S, that is a(g,v)=νk−1(g,v)L2.

4.1F7step 1.1step 3.1algebra

Partial sums in the form. Fix f∈V and put fn=∑k≤nPkf as in step 3.1. Then step 3.1 gives, for every v∈V, a(fn,v)=∑k≤nνk−1(Pkf,v)L2; taking v=fn and v=f and using orthogonality of the projections, a(fn,fn)=∑k≤nνk−1∥Pkf∥L22=a(fn,f), where the last identity is real. Hence a(f−fn,f−fn)=a(f,f)−a(fn,fn)≥0 by positivity of a on V, and therefore ∑k≤nνk−1∥Pkf∥L22≤a(f,f) for every n.

5.1F7step 1.1step 4.1algebra

Form-norm expansion. The increasing partial sums of ∑kνk−1∥Pkf∥L22 are bounded by a(f,f), so the series converges; consequently, for m<n, a(fn−fm,fn−fm)=∑m<k≤nνk−1∥Pkf∥L22⟶0, so (fn) is Cauchy for the inner product a on V. By the coercivity of step 1.1 it is Cauchy in H1(Ω), hence converges in H1 to some u∈V (closedness of V). Since H1 convergence implies L2 convergence and fn→f in L2, we get u=f; continuity of a in the H1 norm then gives a(f,f)=lim⁡na(fn,fn)=∑kνk−1∥Pkf∥L22.

6.1F8step 3.1step 5.1algebra

Rayleigh characterisation. Put μk:=νk−1, so that by [F8] μ1=ν1−1=1/∥S∥ is the smallest of the μk and μk>0. For f∈V∖{0} step 5.1 and ∥f∥L22=∑k∥Pkf∥L22 give a(f,f)∥f∥L22=∑kμk∥Pkf∥L22∑k∥Pkf∥L22 ≥ μ1, with equality precisely when Pkf=0 for every k with μk>μ1, that is f∈Eν1. Hence μ1>0 is attained and the minimisers are exactly the nonzero elements of Eν1. Moreover f∈Eν1∖{0} satisfies a(f,v)=μ1(f,v)L2 for all v∈V by step 3.1; conversely, if 0≠f∈V satisfies a(f,v)=μ1(f,v)L2 for all v∈V, then the same expansion gives ∑k(μk−μ1)∥Pkf∥L22=0 with all coefficients nonnegative, so Pkf=0 whenever μk>μ1 and f∈Eν1. Thus the eigenspace {u∈V:a(u,v)=μ1(u,v)L2 ∀v∈V} equals Eν1, and no mean-zero weak Neumann eigenvalue λ∈(0,μ1) exists, since it would give the same identity with a nonnegative combination vanishing.

7.1F2F6F9step 6.1givenalgebra∎

Extension to H1(Ω) and conclusions. Let e1∈Eν1∖{0}. By [F9] the constant 1 has a(e1,1)=0 and (e1,1)L2=0 because e1∈V; writing an arbitrary v∈H1(Ω) as v=(v−vΩ)+vΩ with v−vΩ∈V, the identity a(e1,w)=μ1(e1,w)L2 for w=v−vΩ therefore extends to all v∈H1(Ω), which is the weak Neumann eigenequation; the same argument extends the eigenspace description of step 6.1, showing that μ1 is the smallest positive weak Neumann eigenvalue on the mean-zero space. Together with μ1=1/∥S∥ 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 V with a=0, so the infimum would be 0), and the extension-domain hypothesis is used only through [F2] and [F6].

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