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Zero weak gradient gives componentwise constants

Statement

Assume the Axiom of Choice. Let Ω⊆Rn be open, n≥1, 1≤p≤∞, and K∈{R,C}. If u∈Wloc1,p(Ω;K) and Diu=0almost everywhere on Ω(1≤i≤n), then for every connected component C of Ω there is a constant cC∈K such that u=cC almost everywhere on C. The empty domain has no components, so its conclusion is vacuous.

The proof assumes full AC as stated, but uses it only through Countable Choice for the Sobolev representative, Lebesgue, and mollification interfaces cited below. No full-AC selection is made in the ball propagation argument.

Sources

  • Juha Kinnunen, Sobolev Spaces, Chapter 2 §2.6, Remark 2.38(4), printed p. 59. The result is stated as an exercise using the ACL characterization; no proof is supplied at that locator.
  • MATH 712 Real Analysis Solutions to Take-home Midterm, Spring 2016, Part B, Exercises 1–2 (PDF pp. 3–4) and Exercise 7 (PDF p. 8). Exercise 1 gives the weak-derivative/mollification identity, and Exercise 7 proves the one-dimensional zero-derivative case before noting the higher-dimensional adaptation. Its local mollification passage is useful, but its final countable-union sentence does not spell out why the constants on the local sets agree. The proof below supplies that compatibility through overlap and connectedness, then combines exceptional sets over an explicit countable rational-ball cover.

Facts & Assumptions

Given: AC; an open Ω⊆Rn with n≥1; an exponent 1≤p≤∞; a scalar field K∈{R,C}; and u∈Wloc1,p(Ω;K) with every weak first partial derivative zero almost everywhere.

[F1]

AC immediately implies Countable Choice, which is the choice principle required by the Sobolev, Lebesgue, and mollifier interfaces (The Axiom of Choice, The Axiom of Countable Choice (ACω)).

[F2]

Local Sobolev membership means restriction to every open set with compact closure in Ω lies in W1,p; that definition supplies the Lp classes and their weak-derivative identities (Integer-order Sobolev spaces and their norms, Weak derivative of a locally integrable function). Closed bounded Euclidean sets are compact, so the closure of each bounded ball used below is compact (Heine-Borel in Rn: with the Euclidean metric a subset of Rn is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).

[F3]

A weak derivative restricts to an open subdomain, and its identity is independent of the chosen locally integrable representatives under Countable Choice (Linearity, locality, and commutation of weak derivatives, Weak differentiation ignores null-set changes).

[F4]

Complex Lp classes have measurable real and imaginary components; the integrability of both components is equivalent to integrability of the complex modulus (Complex Lp classes and Euclidean test-function conventions).

[F5]

On a finite-measure ball, Hölder with its indicator gives local L1 integrability for every 1≤p≤∞, including the conjugate endpoint pairs (Complex Holder, Minkowski, and the quotient norm).

[F6]

For compact K⊆Ω with Ω open, a smooth cutoff χ∈Cc∞(Ω) exists with 0≤χ≤1 and χ=1 near K (Test function cutoffs and euclidean localization).

[F7]

Every Euclidean ball has positive finite Lebesgue measure (Euclidean balls have positive finite Lebesgue measure).

[F8]

A unit-mass smooth bump defines the dilated family ρε(x)=ε−nρ(x/ε) (The mollifier family generated by a unit-mass smooth bump).

[F9]

Under Countable Choice, the dilates of a unit-mass smooth bump form an L1 approximate identity (A unit-mass smooth bump generates an L1 approximate identity).

[F10]

Convolution of an L1(Rn) function with an L1 approximate identity converges in L1 (Every L1 approximate identity converges to the identity in Lp for 1≤p<∞).

[F11]

Convolution with a real mollifier is smooth and its derivatives pass under the integral sign (Convolution with a mollifier is smooth, and derivatives pass under the integral sign).

[F12]

A smooth map with continuous first partial derivatives is totally differentiable, and a totally differentiable map with zero derivative on a connected open Euclidean set is constant (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative, A differentiable map on a connected open Euclidean set has zero derivative exactly when it is constant).

[F13]

For an integrable function, the modulus of its integral is at most the integral of its modulus; the integral is linear, and a nonnegative integral is zero exactly when its integrand vanishes almost everywhere (The modulus of an integral is bounded by the integral of the modulus, The Lebesgue integral is linear on L1(μ), A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere).

[F15]

Each connected component of an open Euclidean set is open (Every connected component of an open subset of Rn is open and polygonally connected).

[F18]

A finite union of measurable null sets is null by finite subadditivity (Finite and countable subadditivity of measures).

[F19]

A countable union of measurable null sets is null by countable subadditivity (Finite and countable subadditivity of measures).

Proof

technique · mollify on nested balls, identify compatible local constants, and combine a countable exceptional family
1.1F1F6F7algebra

Apply the cutoff lemma to K={0} inside B(0,1) to obtain χ∈Cc∞(B(0,1)) with 0≤χ≤1 and χ=1 on a neighborhood of 0. The ball-measure bound gives 0<a:=∫χ<∞; set ρ=χ/a. Then ρ is real, has mass one, and is supported in B(0,1). Under AC, Countable Choice is available for the cited approximation and integration interfaces.

1.2F2F3F4F5F7

Fix q∈Rn and r>0 with B(q,2r)‾⊂Ω, and write B=B(q,r) and B0=B(q,2r). The closure of B0 is compact by Heine–Borel, so [F2] places u∣B0 in W1,p(B0;K). The ball B0 has finite measure by [F7]; Hölder in [F5] shows that each real component of u has an L1(B0) representative, including p=1 and p=∞. Extend that representative by zero to F∈L1(Rn;R). The weak derivative of each component on B0 is zero: restrict the global identity using [F3], and replace its a.e.-zero value by the zero representative.

2.1F3F4F8F11step 1.2

For 0<ε<r define Fε=F∗ρε. By [F11] this convolution is smooth. If x∈B, then the test y↦ρε(x−y) is supported in B0. Differentiating under the integral and using ∂xiρε(x−y)=−∂yiρε(x−y), the weak identity on B0 gives ∂iFε(x)=−∫B0F(y) ∂yiρε(x−y) dy=∫B0DiF(y) ρε(x−y) dy=0. This applies separately to the real and imaginary components.

3.1F12F14step 2.1

The first partials of each smooth real component of Fε∣B are continuous and zero. By [F12] it is totally differentiable on B with zero derivative, and therefore constant there because B is connected and open. Hence each real mollified component is a constant on B.

4.1F4F7F9F10F13step 3.1

For either real component f of u, its zero extension F lies in L1(Rn). By [F9]–[F10], ∥F∗ρε−F∥L1(Rn)→0 as ε↓0. On B, the convolution uses only values in B0, so this is convergence to f in L1(B). Take εm=r/(m+1); write the constant value on B as am and set a=λ(B)−1∫Bf. Since 0<λ(B)<∞, [F7, F13] and linearity give λ(B)∣am−a∣=∣∫B(F∗ρεm−f)∣≤∫B∣F∗ρεm−f∣. Therefore ∫B∣f−a∣≤2∫B∣F∗ρεm−f∣⟶0, so [F10] gives f=a almost everywhere on B. Applying this to both components proves that u has one constant value almost everywhere on every such inner ball B.

5.1F7F18step 4.1

For each x∈Ω, choose an inner ball B(q,r) containing x with B(q,2r)‾⊂Ω; openness supplies one. Let κ(x) be the a.e.-constant value of u on that ball, which is unique because the ball has positive measure. If two admissible inner balls contain x, their intersection is a nonempty open set and contains a positive-measure ball. On that intersection both constants equal u almost everywhere. A finite union of null sets is null, so the positive-measure intersection forces the constants to agree. Thus κ is well defined, and it is constant on each admissible inner ball. In particular κ is locally constant on Ω.

6.1F15F16step 5.1

Let C be a connected component of Ω. By [F15], C is open and connected. For a fixed x0∈C, the set {x∈C:κ(x)=κ(x0)} and its complement are both open in C because κ is locally constant. The first set is nonempty, so connectedness gives κ(x)=κ(x0) for every x∈C; call this value cC.

7.1

Consider the countable family of all balls B(q,1/m) with q∈Qn, m≥1, and B(q,2/m)‾⊂C. It covers C: around any x∈C take B(x,δ)⊂C. By [F17], choose m≥1 with 3/m<δ and then q∈Qn with ∣q−x∣<1/m. Thus x∈B(q,1/m) and B(q,2/m)‾⊂B(x,δ)⊂C. By steps 4.1 and 6.1, u=cC almost everywhere on each such inner ball. The exceptional sets are measurable and null; by [F19] their countable union is null. Hence u=cC almost everywhere on all of C. If Ω=∅, there is no component to consider. [F4, F15, F17, F19, step 4.1, step 6.1] \square

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Sources