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Sobolev embedding on the torus: Hσ⊆Cj for σ>j+3/2, with continuous representatives

Statement

Assume the Axiom of Countable Choice ACω (The Axiom of Countable Choice (ACω)), as the Fourier-basis and measure-theoretic suppliers below do. Work with either the scalar spaces Hs(T3;R) or the vector spaces Hs=Hs(T3;R3) and the weight family wk of Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection. In the scalar case replace R3 by R and vector norms by absolute values throughout. Let σ>3/2 and u∈Hσ.

  1. Continuous representative. The coefficient series converges absolutely, ∑k∣u^(k)∣2≤Wσ∥u∥Hσ with Wσ as in Lattice ball and shell counts and weight sums on the frequency lattice, and SM:=∑∣k∣∞≤Mu^(k)ek converges uniformly on T3 to a continuous field u~∈C(T3;R3) with the same Fourier coefficients, u~^(k)=u^(k) for all k, which satisfies u~=u almost everywhere and ∥u~∥L∞=sup⁡x∈T3∣u~(x)∣2  ≤  Wσ∥u∥Hσ.
  2. Uniqueness of the continuous representative. In the scalar case replace R3 by R in the following formulas. If f,g∈C(T3;R3) satisfy f=g almost everywhere, then f=g everywhere. Consequently the field u~ is the only continuous field equal to u almost everywhere, and if u has a continuous representative w then u~=w; in particular for u∈C(T3;R3), u~=u.
  3. Higher order. If j≥0 is an integer and σ>j+3/2, then the canonical representative u~∈Cj, and its classical derivatives are the corresponding uniform series ∂αu~=∑k∈Z3(2πik)αu^(k) ek(∣α∣≤j), the series being absolutely and uniformly convergent, and ∥u∥Cj:=max⁡∣α∣≤jsup⁡x∈T3∣∂αu~(x)∣2  ≤  Cσ,j∥u∥Hσ,Cσ,j:=max⁡∣α∣≤jWσ−∣α∣.
  4. Derivative bound for differentiable fields. If σ>3/2, u∈Hσ+1 and ∂ju is continuous for some j, then ∂ju∈Hσ has continuous representative ∂ju itself and sup⁡x∈T3∣∂ju(x)∣2  ≤  Wσ∥∂ju∥Hσ  ≤  Wσ∥u∥Hσ+1.

Facts & Assumptions

Given: The Axiom of Countable Choice, a real number σ>3/2, and a field u∈Hσ with coefficient family u^.

[F1]

For every σ′>3/2 and every family c with finite weighted norm, ∑k∣c(k)∣2≤Wσ′(∑kwk2σ′∣c(k)∣22)1/2; and if α is a multi-index with σ′−∣α∣>3/2, then ∑k∣2πk∣∞∣α∣∣c(k)∣2≤Wσ′,∣α∣′′(∑kwk2σ′∣c(k)∣22)1/2 for a finite constant W′′, by finite Cauchy–Schwarz followed by the supremum over finite frequency sets: ∑kwk∣α∣∣c(k)∣2≤(∑kwk−2(σ′−∣α∣))1/2∥c∥ℓσ′2=Wσ′−∣α∣∥c∥ℓσ′2, with finite first factor by the general weight-sum bound (Lattice ball and shell counts and weight sums on the frequency lattice).

[F2]

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 ϵ>0 choose a partial sum with uniform error <ϵ/3, then a neighborhood on which its variation is <ϵ/3, and the limit varies by <ϵ there.

[F3]

The finite-subset-net partial sums of the Fourier expansion of f∈L2(T3;C) converge to f in L2, and ⟨f,g⟩=∑kf^(k)g^(k)‾ (The Fourier basis and Parseval's identity on the finite torus); a field is determined up to equality almost everywhere by its coefficient family.

[F4]

If (X,A,μ) is a finite measure space, fn→f pointwise almost everywhere and ∣fn∣≤M almost everywhere for one real M, then ∫fn→∫f (Bounded convergence on a finite measure space).

[F5]

∫∣f∣2 dx=0 if and only if f=0 almost everywhere, for measurable f (A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere); if 0≤f≤g then ∫f≤∫g and 0≤∫f, for the integral over a measurable set (Monotonicity and nonnegative homogeneity of the nonnegative integral, Integral over a measurable subset).

[F6]

The one-dimensional torus carries the quotient topology of q:R→T and the measure mT(E)=λ1(q−1[E]∩[0,1)) (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); T3 carries the product topology, for which a set is open exactly when its preimage under the product quotient map is open in R3 (The product set ∏i∈IXi 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 dx on T3 is the threefold product of mT (The product measure of two sigma-finite measure spaces), and for a box ∏i(ai,bi] in R3 the Lebesgue measure is the product of the side lengths, so a nonempty product of nondegenerate intervals has positive measure (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included).

[F7]

For smooth curves in R3, the integral of the derivative equals the endpoint difference (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz, claim 1). The tagged-sum integral of a continuous complete-normed-space curve satisfies ∥∫abg∥≤(b−a)sup⁡∥g∥ 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

technique · direct; absolute convergence of the coefficient series gives a continuous representative by the Weierstrass test, coefficients are identified by bounded convergence, and the standard fact that a continuous function vanishing almost everywhere is identically zero is proved from the positive measure of nonempty open sets

Given: Countable choice, σ>3/2 and u∈Hσ with coefficient family u^.

1.1F1F2

By [F1] with σ′=σ, ∑k∣u^(k)∣2≤Wσ∥u∥Hσ<+∞. For each M the partial sum SM=∑∣k∣∞≤Mu^(k)ek is continuous with ∣SM(x)∣2≤∑∣k∣∞≤M∣u^(k)∣2≤Wσ∥u∥Hσ. Applying [F2] componentwise to the series with dominating constants ∣u^(k)∣2 gives: SM converges uniformly on T3 to a continuous field u~, and ∥u~∥L∞≤Wσ∥u∥Hσ.

1.2F5F6

Nonempty open sets have positive measure. For nonempty open U⊆T3, its inverse image under the surjective quotient map Q:R3→T3 is nonempty open by [F6]. Choose a point y in it with no integer coordinate: such points meet every open box, because each coordinate interval contains a noninteger real. Translate y by an integer vector to z∈(0,1)3; periodicity leaves z∈Q−1[U]. Openness gives a sufficiently small nonempty box I about z contained in Q−1[U]∩(0,1)3. Its volume is positive, so dx(U)=λ3(Q−1[U]∩[0,1)3)≥λ3(I)>0 by [F5] and [F6].

2.1step 1.1F3F4

For each m∈Z3 and every M≥∣m∣∞, the integrals ∫T3SMe−m dx equal u^(m) by orthonormality of the characters; the sequence SM is uniformly bounded by Wσ∥u∥Hσ and converges pointwise (indeed uniformly) to u~, so bounded convergence [F4] gives u~^(m)=∫u~ e−m dx=lim⁡M∫SMe−m dx=u^(m) for every m. Hence u and u~ have the same coefficient family; by [F3] they agree in L2, so u~=u almost everywhere.

2.2step 1.2F5

A continuous field vanishing almost everywhere is zero. Let f be a continuous scalar or vector field with f=0 almost everywhere. Then ∣f∣2=0 almost everywhere, so ∫∣f∣2=0 by [F5]. If f(x0)≠0 for some x0, continuity (Continuity of f:A→R at a point of A and on A: the ε-δ condition, its agreement with lim⁡x→cf(x)=f(c) 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 U of x0 on which ∣f∣2>∣f(x0)∣2/2>0; that neighborhood is an open set of positive measure by step 1.2, whence ∫∣f∣2≥(∣f(x0)∣2/2)2 dx(U)>0 by monotonicity [F5], a contradiction. Hence f=0. Applying this to the difference of two continuous fields proves that fields equal almost everywhere are equal, proving claim 2.

2.3step 1.1F1F2

Let j≥0 and σ>j+3/2. For each multi-index α with ∣α∣≤j the family cα(k):=(2πik)αu^(k) has Hσ−∣α∣-norm at most ∥u∥Hσ (because ∣(2πk)α∣≤wk∣α∣), and σ−∣α∣>3/2, so by [F1] the series fα:=∑k(2πik)αu^(k)ek converges absolutely and uniformly with ∥fα∥L∞≤Wσ−∣α∣∥u∥Hσ by the argument of step 1.1.

3.1step 2.3F7

Termwise differentiation. We prove ∂αu~=fα for every ∣α∣≤j by induction on ∣α∣. Fix an index i and a multi-index α with ∣α∣+1≤j, and assume ∂αu~=fα. Put vM:=∂αSM; then vM→fα uniformly by step 2.3, and ∂ivM=∑∣k∣∞≤M(2πik)α+eiu^(k)ek→fα+ei uniformly. For fixed x and small h with x+hei∈T3, the componentwise fundamental theorem (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz, claim 1), applied to the smooth real curve s↦vM(x+shei) on [0,1], gives vM(x+hei)−vM(x)=h∫01∂ivM(x+shei) ds for each M; 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 fα(x+hei)−fα(x)=h∫01fα+ei(x+shei) ds, and continuity of fα+ei gives (fα(x+hei)−fα(x))/h→fα+ei(x) as h→0. Hence ∂ifα=fα+ei, which is the induction step; the base ∣α∣=0 is the definition of u~, so all claimed identities hold and u~∈Cj with the displayed sup bounds. This proves claim 3.

4.1step 2.1step 2.2F1∎

Claim 4: for u∈Hσ+1 with ∂ju continuous, ∂ju∈Hσ and the continuous field w:=∑k∂ju^(k)ek produced by steps 2.1-2.2 satisfies w=∂ju almost everywhere, hence w=∂ju everywhere by step 2.2; therefore sup⁡∣∂ju∣2=∥w∥L∞≤Wσ∥∂ju∥Hσ≤Wσ∥u∥Hσ+1, because ∥∂ju∥Hσ≤∥u∥Hσ+1 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 Wσ−∣α∣, the standard fact that Hσ(T3) for σ>3/2 consists of continuous fields, with j continuous derivatives once σ>j+3/2.
  • The sup bound in claim 4 is the form used later for ∥∇v∥L∞≤Ws−1∥v∥Hs, s≥4: it avoids any elliptic regularity or bounded-domain Sobolev machinery.

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