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Integration by parts and the endpoint-vanishing space on intervals

Statement

Assume the Axioms of Choice, Countable Choice and Dependent Choice (The Axiom of Choice, The Axiom of Countable Choice (ACω), The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain). Use the spaces of One-dimensional Sobolev spaces on intervals and the absolutely continuous representatives supplied by Absolutely continuous representative of an L2 function with L2 weak derivative.

(a) Bounded intervals. Let 0<L<∞ and u,v∈H1(0,L). Then ∫0Lu v′‾=u∗(L)v∗(L)‾−u∗(0)v∗(0)‾−∫0Lu′ v‾.

(b) Endpoint-vanishing space. H01(0,L)={u∈H1(0,L):u∗(0)=u∗(L)=0}, with the traces u∗(0),u∗(L) of the continuous representative.

(c) Second-order identity. For u,v∈H2(0,L), ∫0L(u′′v‾−u v′′‾)=[u′∗v∗‾−u∗v′∗‾]0L, where the bracket denotes u′∗(L)v∗(L)‾−u∗(L)v′∗(L)‾−u′∗(0)v∗(0)‾+u∗(0)v′∗(0)‾.

(d) Half-line and line. If u,v∈H1(0,∞), then ∫0∞uv′‾=−u∗(0)v∗(0)‾−∫0∞u′v‾, both integrals being absolutely convergent. For u,v∈H1(R) one instead has ∫Ruv′‾=−∫Ru′v‾, with both integrals absolutely convergent.

Facts & Assumptions

[F1]

For F,G∈AC[a,b], ∫abFG′+∫abF′G=F(b)G(b)−F(a)G(a) (Integration by parts for absolutely continuous functions); products of absolutely continuous functions are absolutely continuous (The product of two absolutely continuous functions is absolutely continuous). Applying the real identity to the real and imaginary parts of complex-valued absolutely continuous F,G with L1 derivatives gives the complex form ∫abFG′‾+∫abF′G‾=F(b)G(b)‾−F(a)G(a)‾.

[F2]

An H1 class on a bounded interval has an absolutely continuous representative u∗ on the closed interval with u∗(x)−u∗(y)=∫yxu′ and ∣u∗(x)−u∗(y)∣≤∣x−y∣∥u′∥L2 (Absolutely continuous representative of an L2 function with L2 weak derivative); on (0,L) the trace bound ∣u∗(x)∣≤L−1/2∥u∥L2(0,L)+L1/2∥u′∥L2(0,L) holds for all x∈[0,L], and on the half-line ∣u∗(x)∣≤∥u∥L2(x,x+1)+∥u′∥L2(x,x+1) with u∗(x)→0 as x→∞ (Endpoint trace bound and decay of H1 functions).

[F3]

The standard smooth step σ of The standard smooth step function is smooth with σ=0 on (−∞,0], σ=1 on [1,∞) and 0≤σ≤1; its derivative is bounded with ∥σ′∥∞≤Cσ.

[F4]

Fix a real ρ∈Cc∞(R) with ∫ρ=1, for example ρ=σ′ from [F3], whose integral is σ(1)−σ(0)=1 by [F1]. Set ρδ(t)=δ−1ρ(t/δ). By Complex translation, convolution, approximate identities, and mollification, ∥ρδ∗g−g∥L2(R)→0 for g∈L2(R), and convolution maps compactly supported locally integrable inputs to smooth compactly supported functions with (ρδ∗g)′=ρδ′∗g. Step 1.2 proves the needed derivative commutation for its particular zero extension by integration by parts; classical derivatives of smooth functions are weak derivatives (Classical derivatives agree with weak derivatives).

[F5]

Dominated convergence (Dominated convergence): if ∣gε∣≤h with h integrable and gε→g pointwise almost everywhere, then ∫gε→∫g.

Proof

1.1F1F2

[Bounded integration by parts] Let u,v∈H1(0,L). By [F2], the products u∗v∗‾ and the derivative classes u′v‾ and uv′‾ are integrable; by [F1] in its complex form applied to F=u∗ and G=v∗ (whose real and imaginary parts are absolutely continuous with L1 derivatives), ∫0L(u′v‾+uv′‾)=u∗(L)v∗(L)‾−u∗(0)v∗(0)‾, which is exactly (a).

1.2F1F3F4givenconstruct

[Zero traces lie in H01] Let u∈H1(0,L) satisfy u∗(0)=u∗(L)=0. For 0<ε<L/4 put χε(x):=σ(2x/ε−1)σ(2(L−x)/ε−1) with σ as in [F3]. Then χε is smooth, 0≤χε≤1, equals one on [ε,L−ε], vanishes on [0,ε/2]∪[L−ε/2,L], and has ∣χε′∣≤4Cσ/ε, supported in Sε:=[0,ε]∪[L−ε,L]. The AC product rule [F1] gives uε:=χεu∈H1(0,L) with weak derivative χε′u+χεu′; its support lies in [ε/2,L−ε/2]. Extending by zero to R preserves this weak derivative because the product vanishes near both endpoints. Choose a finite R≥1 with supp⁡ρ⊆[−R,R]. For 0<δ<ε/(4R) the convolution uε,δ:=ρδ∗uε is smooth by [F4] and its support lies in [ε/2−Rδ,L−ε/2+Rδ]⊂(0,L), because the integrand vanishes outside the sum of the two supports. The zero extension of uε∗ is absolutely continuous on every bounded interval, with compact support and derivative uε′. For fixed x, apply [F1] on an interval containing that support to uε∗(t) and ρδ(x−t); the boundary term vanishes and ddtρδ(x−t)=−ρδ′(x−t), so (ρδ∗uε)′=ρδ′∗uε=ρδ∗uε′. Applying [F4] separately to the function and derivative proves uε,δ→uε in H1 as δ→0, with every such approximant in Cc∞(0,L).

2.1step 1.2F2F5algebra

[The cutoff converges to u] By [F5], ∥(χε−1)u∥2→0 and ∥(χε−1)u′∥2→0. The zero traces and the integral representative in [F2] give, for 0≤x≤ε, ∣u∗(x)∣2≤x∫0ε∣u′∣2, and for L−ε≤x≤L, ∣u∗(x)∣2≤(L−x)∫L−εL∣u′∣2. Thus the derivative term of step 1.2 satisfies ∥χε′u∥22≤(4Cσ/ε)2(ε2/2)∫Sε∣u′∣2=8Cσ2∫Sε∣u′∣2→0 by [F5], since ∣u′∣2 is integrable and the strip indicators tend to zero almost everywhere. Hence uε→u in H1; each uε lies in the H1 closure of Cc∞(0,L) by step 1.2, and that closure is closed, so u∈H01(0,L).

2.2step 1.1F1F2algebra

[Second-order identity] Let u,v∈H2(0,L). Applying (a) to the pair (u′,v) and to the pair (u,v′), both in H1(0,L), gives ∫0Lu′′v‾=[u′∗v∗‾]0L−∫0Lu′v′‾,∫0Luv′′‾=[u∗v′∗‾]0L−∫0Lu′v′‾. Subtracting the second identity from the first gives (c).

3.1step 2.1F2

[Traces of H01 classes vanish] Conversely let u∈H01(0,L); by definition there are un∈Cc∞(0,L) with un→u in H1. For each x∈[0,L] the trace bound of [F2] gives ∣un∗(x)−u∗(x)∣≤L−1/2∥un−u∥L2+L1/2∥un′−u′∥L2, so un∗→u∗ uniformly on [0,L]. Since un∗(0)=0=un∗(L), it follows that u∗(0)=0=u∗(L). Together with step 2.1 this proves (b).

4.1step 1.1F2F5algebra∎

[Half-line and line] Let u,v∈H1(0,∞). Step 1.1 on (0,R) gives ∫0Ruv′‾=u∗(R)v∗(R)‾−u∗(0)v∗(0)‾−∫0Ru′v‾. The boundary term at R tends to zero by [F2], while both integrals converge absolutely by Cauchy–Schwarz (or ∣uv′‾∣≤(∣u∣2+∣v′∣2)/2), so ∫0∞uv′‾=−u∗(0)v∗(0)‾−∫0∞u′v‾. For u,v∈H1(R), apply this identity to their positive-half-line restrictions and to the reflected negative-half-line restrictions u(−x),v(−x). Reflection reverses the derivative sign, so the negative-half-line identity has the opposite origin term +u∗(0)v∗(0)‾. The representatives on the two sides have the same trace at zero by [F2]; adding cancels the origin terms and gives the claimed whole-line identity.

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