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Sobolev embedding on the torus: for , with continuous representatives
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()), as the Fourier-basis and measure-theoretic suppliers below do. Work with either the scalar spaces or the vector spaces and the weight family of Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection. In the scalar case replace by and vector norms by absolute values throughout. Let and .
- Continuous representative. The coefficient series converges absolutely, with as in Lattice ball and shell counts and weight sums on the frequency lattice, and converges uniformly on to a continuous field with the same Fourier coefficients, for all , which satisfies almost everywhere and
- Uniqueness of the continuous representative. In the scalar case replace by in the following formulas. If satisfy almost everywhere, then everywhere. Consequently the field is the only continuous field equal to almost everywhere, and if has a continuous representative then ; in particular for , .
- Higher order. If is an integer and , then the canonical representative , and its classical derivatives are the corresponding uniform series the series being absolutely and uniformly convergent, and
- Derivative bound for differentiable fields. If , and is continuous for some , then has continuous representative itself and
Facts & Assumptions
Given: The Axiom of Countable Choice, a real number , and a field with coefficient family .
For every and every family with finite weighted norm, ; and if is a multi-index with , then for a finite constant , by finite Cauchy–Schwarz followed by the supremum over finite frequency sets: , with finite first factor by the general weight-sum bound (Lattice ball and shell counts and weight sums on the frequency lattice).
If a sequence of continuous complex-valued functions on a compact space is bounded by a summable sequence of constants, then its series converges absolutely and uniformly, and the sum is continuous. The real M-test applies to real and imaginary coordinates (The Weierstrass M-test gives absolute pointwise convergence and uniform convergence of a function series, A series of real-valued functions and its pointwise and uniform convergence through its partial sums). The uniform-limit continuity argument of The uniform limit of continuous real-valued functions on a metric space is continuous also holds on this topological torus: for choose a partial sum with uniform error , then a neighborhood on which its variation is , and the limit varies by there.
The finite-subset-net partial sums of the Fourier expansion of converge to in , and (The Fourier basis and Parseval's identity on the finite torus); a field is determined up to equality almost everywhere by its coefficient family.
If is a finite measure space, pointwise almost everywhere and almost everywhere for one real , then (Bounded convergence on a finite measure space).
if and only if almost everywhere, for measurable (A nonnegative measurable function has integral exactly when it vanishes almost everywhere); if then and , for the integral over a measurable set (Monotonicity and nonnegative homogeneity of the nonnegative integral, Integral over a measurable subset).
The one-dimensional torus carries the quotient topology of and the measure (The one-dimensional torus and its normalized Haar integral, The quotient topology of a surjection, quotient maps, saturated sets, and the quotient of a space by an equivalence relation with its canonical projection); carries the product topology, for which a set is open exactly when its preimage under the product quotient map is open in (The product set of functions choosing a point in each factor, the projections, the box topology, and the product topology as the initial topology of the projections; the empty product is a one-point space). The product measure on is the threefold product of (The product measure of two sigma-finite measure spaces), and for a box in the Lebesgue measure is the product of the side lengths, so a nonempty product of nondegenerate intervals has positive measure (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included).
For smooth curves in , the integral of the derivative equals the endpoint difference (If is differentiable with integrable then ; and a bounded derivative makes Lipschitz, claim 1). The tagged-sum integral of a continuous complete-normed-space curve satisfies and linearity (Riemann integration of continuous curves in a complete normed space, with the fundamental theorem of calculus and coefficient functionals, claims 1 and 3).
Proof
Given: Countable choice, and with coefficient family .
By [F1] with , . For each the partial sum is continuous with . Applying [F2] componentwise to the series with dominating constants gives: converges uniformly on to a continuous field , and .
Nonempty open sets have positive measure. For nonempty open , its inverse image under the surjective quotient map is nonempty open by [F6]. Choose a point in it with no integer coordinate: such points meet every open box, because each coordinate interval contains a noninteger real. Translate by an integer vector to ; periodicity leaves . Openness gives a sufficiently small nonempty box about contained in . Its volume is positive, so by [F5] and [F6].
For each and every , the integrals equal by orthonormality of the characters; the sequence is uniformly bounded by and converges pointwise (indeed uniformly) to , so bounded convergence [F4] gives for every . Hence and have the same coefficient family; by [F3] they agree in , so almost everywhere.
A continuous field vanishing almost everywhere is zero. Let be a continuous scalar or vector field with almost everywhere. Then almost everywhere, so by [F5]. If for some , continuity (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement) gives a nonempty open neighborhood of on which ; that neighborhood is an open set of positive measure by step 1.2, whence by monotonicity [F5], a contradiction. Hence . Applying this to the difference of two continuous fields proves that fields equal almost everywhere are equal, proving claim 2.
Let and . For each multi-index with the family has -norm at most (because ), and , so by [F1] the series converges absolutely and uniformly with by the argument of step 1.1.
Termwise differentiation. We prove for every by induction on . Fix an index and a multi-index with , and assume . Put ; then uniformly by step 2.3, and uniformly. For fixed and small with , the componentwise fundamental theorem (If is differentiable with integrable then ; and a bounded derivative makes Lipschitz, claim 1), applied to the smooth real curve on , gives for each ; for continuous coordinate functions its integral agrees with the tagged-sum integral (upper/lower sums squeeze tagged sums by uniform continuity). The norm bound in Riemann integration of continuous curves in a complete normed space, with the fundamental theorem of calculus and coefficient functionals, claim 1, therefore allows passage to the uniform limit, giving , and continuity of gives as . Hence , which is the induction step; the base is the definition of , so all claimed identities hold and with the displayed sup bounds. This proves claim 3.
Claim 4: for with continuous, and the continuous field produced by steps 2.1-2.2 satisfies almost everywhere, hence everywhere by step 2.2; therefore , because by Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection.
Remarks
- Claim 2 is the only measure-theoretic input: it says that a continuous field is determined by its values almost everywhere, which is exactly what lets the Fourier representative and a smooth field be identified pointwise.
- Claims 1 and 3 recover, with explicit constants , the standard fact that for consists of continuous fields, with continuous derivatives once .
- The sup bound in claim 4 is the form used later for , : it avoids any elliptic regularity or bounded-domain Sobolev machinery.
Depends on
Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection
Lattice ball and shell counts and weight sums on the frequency lattice
The Axiom of Countable Choice ()
The Weierstrass M-test gives absolute pointwise convergence and uniform convergence of a function series
A series of real-valued functions and its pointwise and uniform convergence through its partial sums
The uniform limit of continuous real-valued functions on a metric space is continuous
The Fourier basis and Parseval's identity on the finite torus
Bounded convergence on a finite measure space
A nonnegative measurable function has integral exactly when it vanishes almost everywhere
Monotonicity and nonnegative homogeneity of the nonnegative integral
Integral over a measurable subset
Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point
The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
Open ball, closed ball and sphere in a metric space
The quotient topology of a surjection, quotient maps, saturated sets, and the quotient of a space by an equivalence relation with its canonical projection
The product set of functions choosing a point in each factor, the projections, the box topology, and the product topology as the initial topology of the projections; the empty product is a one-point space
The one-dimensional torus and its normalized Haar integral
The product measure of two sigma-finite measure spaces
A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included
Fubini's theorem for L^1 functions on a sigma-finite product
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz
Riemann integration of continuous curves in a complete normed space, with the fundamental theorem of calculus and coefficient functionals
Dependency tree · 2 levels
Sources
- E. Wiedemann (ed. J. Skipper), Lecture Notes: Navier-Stokes Equations (Universität Ulm, WS 2018/19), Section 2.1 (Fourier characterisation of Sobolev spaces on T^3; the absolutely convergent coefficient series and the embedding H^s(T^3)⊂C(T^3) for s>3/2) and Section 4.3 (Agmon's inequality via low/high frequency splitting)
- A. J. Majda and A. L. Bertozzi, Vorticity and Incompressible Flow (CUP 2002), Subsection 3.2.1 and the appendix to Chapter 3 (calculus inequalities in Sobolev spaces: the Banach-algebra property for H^s with s>N/2 and the Sobolev inequality (3.30))