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The Rellich--Kondrachov theorem for 1≤p<n on bounded extension domains

Statement

Assume the Axiom of Choice. Let n≥2, let Ω⊆Rn be a bounded extension domain, let 1≤p<n and p∗=npn−p. Then for every 1≤q<p∗ the inclusion W1,p(Ω)↪Lq(Ω) is bounded and compact: every sequence bounded in W1,p(Ω) has a subsequence converging in Lq(Ω).

Facts & Assumptions

Given: the Axiom of Choice, a bounded extension domain Ω⊆Rn, 1≤p<n, p∗=np/(n−p), a target exponent 1≤q<p∗, and a sequence (uj) with M:=sup⁡j∥uj∥W1,p(Ω)<∞.

[F2]

Sobolev embedding on bounded extension domains. ∥v∥Lp∗(Ω)≤C∥v∥W1,p(Ω) for all v∈W1,p(Ω), C=C(n,p,Ω), hence ∥uj∥Lp∗(Ω)≤CM and ∥uk−uℓ∥Lp∗(Ω)≤2CM. (Sobolev embedding on bounded extension domains for p<n, The Sobolev conjugate exponent and the scaling identity, Integer-order Sobolev spaces and their norms)

[F5]

For p=1, supply the endpoint separately: take the given extension v=Eu∈W1,1(Rn) and smooth compactly supported vj→v in W1,1 by Compactly supported smooth functions are dense in W^{k,p}(R^n). The endpoint The p=1 Gagliardo-Nirenberg-Sobolev inequality on differences makes (vj) Cauchy in Ln/(n−1); completeness and almost-everywhere subsequences identify this limit with v, since vj→v in L1. Passing to the limit gives ∥v∥n/(n−1)≤C∥Dv∥1≤C∥E∥∥u∥W1,1, and restriction gives [F2]. (Riesz-Fischer completeness of Lp for 1≤p≤∞, Assuming Countable Choice, Lp-convergent sequences have almost-everywhere convergent subsequences)

[F3]

Interpolation and H"older. For p≤b<p∗, ∥g∥b≤∥g∥pθ∥g∥p∗1−θ with 1/b=θ/p+(1−θ)/p∗; for b≤p, ∥g∥Lb(Ω)≤∣Ω∣1/b−1/p∥g∥Lp(Ω). (Lyapunov interpolation inequality for Lp norms, Holder's inequality for integrals, including the endpoint cases, The space Lp(μ) as the quotient by null functions)

[F4]

Under Countable Choice, each Lq(Ω), 1≤q<∞, is complete. (Riesz-Fischer completeness of Lp for 1≤p≤∞)

Proof

technique · direct
1.1F1F2F5given

If Ω=∅, all classes are zero and the claim is immediate. Otherwise, by [F1] extract a subsequence converging in Lp(Ω) and write wk:=ujk; by [F2] the differences satisfy ∥wk−wℓ∥Lp∗(Ω)≤2CM.

2.1F1F3F4step 1.1

Fix 1≤q<p∗. If q≤p then ∥wk−wℓ∥Lq≤∣Ω∣1/q−1/p∥wk−wℓ∥Lp→0 by [F3] and step 1.1; if p<q<p∗ then [F3] gives ∥wk−wℓ∥Lq≤∥wk−wℓ∥Lpθ(2CM)1−θ→0. Completeness [F4] therefore makes (wk) converge in Lq(Ω).

3.1F1F2F3step 1.1step 2.1∎

Boundedness of the inclusion holds for every q≥p by [F2] and the interpolation bound of [F3], and for q<p by H"older's inequality of [F3]; compactness is the extraction just proved, so W1,p(Ω)⋐Lq(Ω) in the sense of Compactly embedded normed spaces. The Axiom of Choice is inherited through [F1] and the supplier [F2].

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