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Hk is a Hilbert space under the derivative-sum inner product

Statement

Assume the Axiom of Choice, used to invoke the published L2 completeness through the Banach-space theorem for Wk,2. Let Ω⊆Rn be open, n≥1, let k∈N0, and let K∈{R,C}. On Hk(Ω;K)=Wk,2(Ω;K), with Ak={α∈N0n:∣α∣≤k}, define ⟨u,v⟩Hk(Ω)=∑α∈Ak∫ΩDαu Dαv‾ dx. In the real case K=R the conjugation is the identity, so the summand is ∫ΩDαu Dαv dx.

Then this formula is representative-independent and finite and defines an inner product on the real or complex vector space Hk(Ω;K) that is linear in the first variable, conjugate-linear and conjugate-symmetric in the second (symmetric in the real case) and positive definite. Its induced norm is exactly the displayed Wk,2 norm of Integer-order Sobolev spaces and their norms, and consequently Hk(Ω;K) is a Hilbert space over K.

Both scalar fields are treated, the order k=0 is included, and Ω=∅ gives the zero space. The Axiom of Choice is spent only through the completeness interface of Integer-order Sobolev spaces are Banach and through the Countable-Choice conventions of the notation The notation Hk and the reserved zero-boundary symbol; the finite enumeration of Ak and the finitely many representative selections below are choice-free.

Facts & Assumptions

Given: The Axiom of Choice; an open Ω⊆Rn with n≥1; k∈N0; a scalar field K∈{R,C}; and classes u,v∈Hk(Ω;K).

[F1]

Hk(Ω;K):=Wk,2(Ω;K), the elements are the same almost-everywhere classes, and their weak derivatives and norm are exactly those already defined for Wk,2 (The notation Hk and the reserved zero-boundary symbol).

[F2]

Wk,p(Ω;K) consists of the classes u∈Lp(Ω;K) such that, for every α∈Ak, there is an Lp class with locally integrable representative satisfying the weak test identity; each such derivative determines one Lp class Dαu (Integer-order Sobolev spaces and their norms).

[F3]

Ak is finite and nonempty: every coordinate of a multi-index in it lies in {0,…,k}, and it contains the zero multi-index (Integer-order Sobolev spaces and their norms).

[F4]

For the zero multi-index D0u=u, and A0={0}, so W0,p(Ω;K)=Lp(Ω;K) (Integer-order Sobolev spaces and their norms).

[F5]

The displayed Wk,p norm is the finite-p root of the sum of the p-th powers of the derivative Lp norms for 1≤p<∞, and the maximum of those norms for p=∞ (Integer-order Sobolev spaces and their norms).

[F6]

On every measure space the pairing ⟨f,g⟩=∫fg‾ on complex L2 is representative-independent, linear in the first variable, conjugate-linear in the second, conjugate symmetric and positive definite, with ⟨f,f⟩=∥f∥22. For each finite m≥0 the same conclusions hold on tuples F=(fj)j<m, with B(F,G)=∑j<m⟨fj,gj⟩ and ∥F∥2=∑j<m∥fj∥22 (The complex L2 pairing is well-defined and satisfies Cauchy–Schwarz).

[F7]

Under the Axiom of Choice, Wk,p(Ω;K) with the displayed norm is a complete normed space over K; in particular it is a K-vector space (Integer-order Sobolev spaces are Banach).

[F8]

An inner product on an F-vector space V, F∈{R,C}, is a function ⟨⋅,⋅⟩:V×V→F that is linear in the first argument, satisfies ⟨u,v⟩=⟨v,u⟩‾, and has ⟨v,v⟩ real nonnegative and =0 exactly for v=0 (Real and complex inner product spaces, with the inner product linear in the first argument).

[F9]

The induced length of an inner-product space is ∥v∥:=⟨v,v⟩, the inner-product norm of the space (Real and complex inner-product spaces and their induced length).

[F10]

A real (respectively complex) Hilbert space is a real (respectively complex) inner-product space whose induced-length metric is complete: every Cauchy sequence for ∥v∥=⟨v,v⟩ converges in the space (Hilbert space).

[F11]

Holder's inequality holds for conjugate exponents; for p=q=2 measurable real f,g with f,g∈L2(μ) satisfy ∫∣fg∣ dμ≤∥f∥2∥g∥2<∞ (Holder's inequality for integrals, including the endpoint cases).

[F12]

The Lebesgue integral is complex-linear on L1(μ), so ∫(af+bg)=a∫f+b∫g for scalars a,b and integrable f,g (The Lebesgue integral is linear on L1(μ)).

[F13]

If f,g∈L1(μ) are equal almost everywhere, then ∫Af=∫Ag for every measurable A, in particular for A=X (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree).

[F14]

For a measurable h≥0, ∫h dμ=0 if and only if h=0 almost everywhere (A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere).

[F15]

For measurable real f and 1≤p<∞, ∥f∥p=(∫∣f∣p dμ)1/p, with value +∞ allowed when the integral is infinite (The function space Lp(μ) for 0<p<∞).

[F16]

For 1≤p<∞, the rule ∥[f]∥p:=∥f∥p is well defined on the quotient classes [f]∈Lp(μ), so the Lp norm of a class is the Lp seminorm of any representative (The Lp norm descends to the quotient and makes Lp a normed space for 1≤p≤∞).

[F17]

In ZF, the Axiom of Choice implies Countable Choice (AC supplies the countable and dependent choices used in Banach integration).

[F18]

The Axiom of Choice is the assertion that every family of nonempty sets has a choice function (The Axiom of Choice).

[F19]

Under Countable Choice, weak differentiation is complex-linear wherever the derivatives exist: if vj=Dαuj weakly for j=1,2 and a,b∈C, then av1+bv2=Dα(au1+bu2) weakly (Linearity, locality, and commutation of weak derivatives).

Proof

technique · direct
1.1F1F2F3F4F5F7F17F18given

By [F17] the given Axiom of Choice [F18] yields Countable Choice, so the Countable-Choice conventions under which [F1], [F2] and [F19] are stated are in force. Hence the notation Hk(Ω;K)=Wk,2(Ω;K) of [F1] is available; by [F2] every class of Hk(Ω;K) lies in L2(Ω;K) and each Dαu, α∈Ak, is again an L2(Ω;K) class; by [F3] the index set Ak is finite and nonempty, so it can be enumerated as α1,…,αm with m≥1; by [F4] D0u=u; by [F5] the displayed Wk,2 norm is the square root of ∑α∈Ak∥Dαu∥L2(Ω)2; and by [F7] Hk(Ω;K) with that norm is a complete normed space over K, in particular a K-vector space.

2.1F1F2F3F4F6F8F19step 1.1given

Assume first that K=C. Applying the finite-tuple clause of [F6] to the tuple F=(Dα1u,…,Dαmu) and G=(Dα1v,…,Dαmv) gives that B(u,v):=∑j=1m⟨Dαju,Dαjv⟩=∑α∈Ak∫ΩDαu Dαv‾ dx is representative-independent and finite, is linear in the first tuple slot, is conjugate-linear in the second, is conjugate-symmetric, and is positive definite, with B(u,u)=∑α∈Ak∥Dαu∥22. If w∈Hk(Ω;C) and a,b∈C, then [F19] applied coordinatewise gives Dα(au+bw)=aDαu+bDαw weakly for every α∈Ak; the right-hand side lies in L2(Ω;C), so it is the same class as Dα(au+bw) by [F2], and the tuple slot is complex-linear in the class. Therefore B is linear in the first variable and conjugate-linear in the second as a function on Hk(Ω;C)×Hk(Ω;C), and B(u,u)=0 forces Dαu=0 for every α by the positivity in [F6], in particular u=D0u=0 by [F4]. By the axiom list [F8] the pairing B is an inner product on the complex vector space Hk(Ω;C) of step 1.1, with B(u,u)=∑α∈Ak∥Dαu∥22.

2.2F1F2F4F8F11F12F13F14F15F16F19step 1.1given

Assume now that K=R. For each α∈Ak choose a measurable real representative fα of the class Dαu and hα of the class Dαv; this is a selection from finitely many nonempty sets, so it needs no choice principle. By [F11] with p=q=2 each product fαhα is integrable, and by [F13] the number ∫Ωfαhα depends only on the two almost-everywhere classes. Setting B(u,v):=∑α∈Ak∫ΩDαu Dαv dx therefore defines a finite, representative-independent pairing. If a,b∈R and w∈Hk(Ω;R) with representatives gα of Dαw, then [F19] makes afα+bgα a representative of Dα(au+bw), and [F12] yields ∫(afα+bgα)hα=a∫fαhα+b∫gαhα and likewise in the second variable; also ∫fαhα=∫hαfα. Hence B is bilinear and symmetric on Hk(Ω;R)×Hk(Ω;R). Since the fα are real, [F15] and [F16] give ∫Ωfα2=∥fα∥22=∥Dαu∥22≥0, so B(u,u)=∑α∈Ak∥Dαu∥22; if this is 0, then every fα vanishes almost everywhere by [F14], in particular u=D0u=0 by [F4], while u=0 plainly gives B(u,u)=0. By [F8] the pairing B is an inner product on the real vector space Hk(Ω;R) of step 1.1.

3.1F5F7F9F10step 2.1

In the complex case, [F9] says that the norm induced by the inner product B of step 2.1 is ∥u∥=B(u,u)=(∑α∈Ak∥Dαu∥22)1/2, which by [F5] is exactly the displayed Wk,2 norm of u for p=2. By [F7] with p=2 the space Wk,2(Ω;C) is complete for that displayed norm, so the induced-length metric of Hk(Ω;C) is complete, and [F10] makes Hk(Ω;C) a complex Hilbert space.

3.2F5F7F9F10step 2.2

In the real case the same computation with step 2.2 gives ∥u∥=(∑α∈Ak∥Dαu∥22)1/2 equal to the displayed Wk,2 norm by [F5], and [F7] with p=2 plus [F10] make Hk(Ω;R) a real Hilbert space.

4.1F4F5F7F10F17F18step 1.1step 3.1step 3.2

Combining steps 2.1 and 2.2, the single displayed formula defines an inner product on Hk(Ω;K), linear in the first variable, for each of the two scalar fields, and steps 3.1 and 3.2 identify its induced norm with the displayed Wk,2 norm and its induced-length metric as complete; hence Hk(Ω;K) is a Hilbert space over K in the sense of [F10]. At k=0 the sum has the single term α=0, so the pairing is the L2 pairing ∫Ωuv‾, the norm identity is the W0,2=L2 case of [F4] and [F5], and the completeness assertion is the p=2, k=0 case of [F7]; at k≥1 all finitely many summands are present. If Ω=∅, then by [F1] and [F4] the only class is zero and every summand vanishes, so Hk(∅;K)={0} is a Hilbert space. The only choice principle used is the given Axiom of Choice [F18], spent through Countable Choice obtained in step 1.1 by [F17] and through the completeness interface [F7]; the enumeration α1,…,αm of [F3] and the representative selections in step 2.2 are finite and choice-free, and no representative selection for infinitely many classes occurs. □

Sources

  • John K. Hunter, Notes on Partial Differential Equations, Chapter 3 §3.5, Definition 3.23, printed p. 59 (PDF p. 63): Hunter introduces Hk(Ω)=Wk,2(Ω) as notation for the integer-order Sobolev space.
  • Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Chapter 9 §9.1 (n-dimensional case; Chapter 8 §8.2 is the one-dimensional case): the Sobolev spaces Wm,p(Ω) are defined through weak derivatives and shown to be Banach spaces under the displayed norm; for p=2 the pairing ∑∣α∣≤m∫ΩDαu Dαv‾ is the standard inner product making Wm,2(Ω) a Hilbert space. The present item assembles that standard argument from the two published interfaces cited in the Facts block rather than importing it as a black box.
  • The complex L2 pairing interface is The complex L2 pairing is well-defined and satisfies Cauchy–Schwarz; the completeness interface is Integer-order Sobolev spaces are Banach; the complete normed space is made a Hilbert space by Hilbert space.

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