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Weak Neumann solvability on the mean-zero subspace

Statement

Assume the Axiom of Choice, inherited through the Poincaré supplier named below, together with Countable Choice. Let Ω⊆Rn, n≥1, be a nonempty bounded connected W1,2-extension domain (Sobolev extension domains and extension operators), let H1(Ω) carry the inner product of The Sobolev space H1 is a Hilbert space, and let F be a bounded conjugate-linear functional on H1(Ω) with F(1)=0,1 the constant function 1. Then there is a unique u∈H1(Ω) with ∫Ωu dx=0 and ∫Ω∇u⋅∇v‾ dx=F(v)for every v∈H1(Ω), the weak form of the homogeneous Neumann problem −Δu=F with ∂νu=0; the full solution set is {u+c1:c∈K}, and with CW the Poincar'e--Wirtinger constant of Poincare-Wirtinger on bounded connected extension domains by Rellich compactness, ∥u∥H1≤(1+CW2)∥F∥. The compatibility F(1)=0 is necessary: constants lie in the kernel of the form, so if F(1)≠0 no solution exists. On a disconnected bounded W1,2-extension domain there are finitely many connected components Ωk. Solvability is equivalent to F(1Ωk)=0 for each component, with a unique solution having zero mean on each component; steps 1.3 and 4.2 prove this extension separately from the connected-domain Poincar'e--Wirtinger supplier.

Facts & Assumptions

Given: The Axiom of Choice and Countable Choice; a bounded connected extension domain Ω⊆Rn, n≥1, with Ω≠∅; the Hilbert space H1(Ω) with inner product (u,v)H1=(u,v)L2+∑i(Diu,Div)L2; the form a(u,v)=∫Ω∇u⋅∇v‾ dx; a bounded conjugate-linear functional F on H1(Ω) with F(1)=0 for the constant class 1; and V:={v∈H1(Ω):∫Ωv dx=0}.

[F1]

H1(Ω) is a Hilbert space for the displayed inner product, whose induced norm is ∥v∥H12=∥v∥L22+∥Dv∥L22 with ∥Dv∥L22=∑i∥Div∥L22 (The Sobolev space H1 is a Hilbert space, Integer-order Sobolev spaces and their norms, The notation Hk and the reserved zero-boundary symbol).

[F2]

The linear functional ℓ(v)=∫Ωv dx is bounded on H1(Ω): ∣ℓ(v)∣≤∣Ω∣1/2∥v∥L2≤∣Ω∣1/2∥v∥H1 by H"older, and 0<∣Ω∣<∞ because Ω is nonempty, open and bounded (Holder's inequality for integrals, including the endpoint cases, Euclidean balls have positive finite Lebesgue measure, Integral over a measurable subset).

[F3]

Poincar'e--Wirtinger with constant CW:=C(Ω,2): ∥v∥L2≤CW∥Dv∥L2 for every v∈V (Poincare-Wirtinger on bounded connected extension domains by Rellich compactness, Sobolev extension domains and extension operators).

[F4]

The constant class 1 lies in H1(Ω) with weak gradient 0: its classical derivatives vanish and are its weak derivatives, and it is bounded on the finite-measure domain (Classical derivatives agree with weak derivatives, Complex Lp classes and Euclidean test-function conventions).

[F5]

Lax--Milgram: on a Hilbert space, a bounded coercive sesquilinear form with constant α and a bounded conjugate-linear functional have a unique solution u with a(u,v)=F(v) for all v, and α∥u∥≤∥F∥ (The Lax--Milgram theorem, A bounded linear operator between normed spaces, The dual space X^* of a normed space and its dual norm).

[F6]

Zero weak gradient implies componentwise constancy on each connected component; for the connected Ω this says ∇w=0 a.e. implies w is a constant class (Zero weak gradient gives componentwise constants).

[F8]

On a bounded W1,2-extension domain every H1-bounded sequence has an L2-convergent subsequence (Compactness of W1,p(Ω)↪Lp(Ω) on bounded extension domains). Components of an open Euclidean set are open, and their indicators are locally constant smooth functions with zero weak gradient (Every connected component of an open subset of Rn is open and polygonally connected, Classical derivatives agree with weak derivatives).

Proof

1.1F2F7

V is a closed subspace: V=ker⁡ℓ for the bounded linear functional ℓ of [F2], hence closed; being a linear subspace of the Hilbert space H1(Ω), it is itself a Hilbert space for the restricted inner product by [F7].

1.2F1F3algebra

Coercivity on V: for v∈V, Poincar'e--Wirtinger gives ∥v∥H12=∥v∥L22+∥Dv∥L22≤(1+CW2)∥Dv∥L22, so Re⁡a(v,v)=∥Dv∥L22≥11+CW2∥v∥H12; also ∣a(u,v)∣≤∥Du∥L2∥Dv∥L2≤∥u∥H1∥v∥H1, so a is bounded on V with bound 1.

1.3F1F2F6F8given

Finiteness of components in the disconnected case. For a nonempty bounded W1,2-extension domain, every component C has positive measure by [F2] and its indicator belongs to H1 with zero gradient by [F8]. If there were infinitely many components, AC would select distinct Cj, j≥1; the normalized indicators ej=∣Cj∣−1/21Cj have H1 norm 1 and pairwise L2 distance 2, contradicting [F8]. Hence the components are C1,…,Cm. On the closed subspace Vc={v:∫Ckv=0 for every k} there is a constant Cc with ∥v∥2≤Cc∥Dv∥2. Otherwise AC selects vj∈Vc, j≥1, with ∥vj∥2=1 and ∥Dvj∥2<1/j. By [F8] a subsequence converges in L2; it is Cauchy in H1, so [F1] gives an H1 limit v with Dv=0 and ∥v∥2=1. Each component integral passes to the limit by H"older, so v∈Vc; [F6] makes it constant on each component, hence zero by its componentwise mean, a contradiction.

2.1F5step 1.1step 1.2

Solution on V: the restriction F∣V is a bounded conjugate-linear functional on the Hilbert space V and a is bounded and coercive there with constant α:=1/(1+CW2); Lax--Milgram gives a unique u∈V with a(u,v)=F(v) for every v∈V, satisfying α∥u∥H1≤∥F∣V∥≤∥F∥.

3.1F4step 2.1algebra

Extension to all test functions: let v∈H1(Ω) and put c:=∣Ω∣−1∫Ωv dx and v0:=v−c1, so that ∫v0=0 and v0∈V, while 1∈H1 has zero weak gradient by [F4]. Then a(u,v)=a(u,v0)+a(u,c1)=a(u,v0), and conjugate-linearity of F together with F(1)=0 gives F(v)=F(v0)+c‾ F(1)=F(v0); hence a(u,v)=F(v) for every v∈H1(Ω).

3.2step 1.2step 2.1

Uniqueness in V: if u1,u2∈V both solve, then w:=u1−u2∈V satisfies a(w,v)=0 for all v∈V; testing v=w and using step 1.2 gives α∥w∥H12≤Re⁡a(w,w)=0, so w=0.

3.3F5step 2.1algebra

Estimate: from step 2.1, ∥u∥H1≤(1+CW2)∥F∣V∥≤(1+CW2)∥F∥, the last inequality because the supremum over the smaller set V is at most the supremum over H1(Ω).

4.1F1F6step 3.1algebra

Full solution set and necessity: if u′ is any solution of a(u′,v)=F(v) on H1(Ω), then w:=u′−u satisfies a(w,v)=0 for all v; testing v=w gives ∥Dw∥L22=0, so ∇w=0 a.e. and, Ω being connected, [F6] makes w a constant class; hence the solution set is u+K1, and conversely every u+c1 solves because 1 has zero weak gradient. Testing v=1 in the equation gives a(u,1)=0=F(1), so the compatibility F(1)=0 is necessary.

4.2F5F6F8step 1.3step 1.1step 1.2step 2.1step 3.1algebra

Componentwise solvability. The inequality of step 1.3 gives coercivity on Vc with constant 1/(1+Cc2), so the argument of steps 1.1–2.1 gives a unique u∈Vc solving there. Every v∈H1 decomposes as v=v0+∑kck1Ck, where ck=∣Ck∣−1∫Ckv and v0∈Vc. Thus if F(1Ck)=0 for every k, the equation extends to all tests as in step 3.1; conversely testing each indicator makes these conditions necessary. Testing the difference of two solutions with itself and using [F6] shows that all solutions differ by componentwise constants, so zero mean on each component specifies the unique normalized solution.

5.1step 4.1step 3.3step 1.3step 4.2∎

This proves the connected-domain assertion and its displayed estimate, and establishes the stated componentwise compatibility and normalization on disconnected bounded W1,2-extension domains.

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