Sobolev Spaces and the Finite Element Method
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Sobolev Spaces, Theory and Applications
Sobolev spaces, theory and applications Piotr Haj lasz1 Introduction These are the notes that I prepared for the participants of the Summer School in Mathematics in Jyv¨askyl¨a,August, 1998. I thank Pekka Koskela for his kind invitation. This is the second summer course that I delivere in Finland. Last August I delivered a similar course entitled Sobolev spaces and calculus of variations in Helsinki. The subject was similar, so it was not posible to avoid overlapping. However, the overlapping is little. I estimate it as 25%. While preparing the notes I used partially the notes that I prepared for the previous course. Moreover Lectures 9 and 10 are based on the text of my joint work with Pekka Koskela [33]. The notes probably will not cover all the material presented during the course and at the some time not all the material written here will be presented during the School. This is however, not so bad: if some of the results presented on lectures will go beyond the notes, then there will be some reasons to listen the course and at the same time if some of the results will be explained in more details in notes, then it might be worth to look at them. The notes were prepared in hurry and so there are many bugs and they are not complete. Some of the sections and theorems are unfinished. At the end of the notes I enclosed some references together with comments. This section was also prepared in hurry and so probably many of the authors who contributed to the subject were not mentioned. -
Elliptic Pdes
viii CHAPTER 4 Elliptic PDEs One of the main advantages of extending the class of solutions of a PDE from classical solutions with continuous derivatives to weak solutions with weak deriva- tives is that it is easier to prove the existence of weak solutions. Having estab- lished the existence of weak solutions, one may then study their properties, such as uniqueness and regularity, and perhaps prove under appropriate assumptions that the weak solutions are, in fact, classical solutions. There is often considerable freedom in how one defines a weak solution of a PDE; for example, the function space to which a solution is required to belong is not given a priori by the PDE itself. Typically, we look for a weak formulation that reduces to the classical formulation under appropriate smoothness assumptions and which is amenable to a mathematical analysis; the notion of solution and the spaces to which solutions belong are dictated by the available estimates and analysis. 4.1. Weak formulation of the Dirichlet problem Let us consider the Dirichlet problem for the Laplacian with homogeneous boundary conditions on a bounded domain Ω in Rn, (4.1) −∆u = f in Ω, (4.2) u =0 on ∂Ω. First, suppose that the boundary of Ω is smooth and u,f : Ω → R are smooth functions. Multiplying (4.1) by a test function φ, integrating the result over Ω, and using the divergence theorem, we get ∞ (4.3) Du · Dφ dx = fφ dx for all φ ∈ Cc (Ω). ZΩ ZΩ The boundary terms vanish because φ = 0 on the boundary. -
Elliptic Pdes
CHAPTER 4 Elliptic PDEs One of the main advantages of extending the class of solutions of a PDE from classical solutions with continuous derivatives to weak solutions with weak deriva- tives is that it is easier to prove the existence of weak solutions. Having estab- lished the existence of weak solutions, one may then study their properties, such as uniqueness and regularity, and perhaps prove under appropriate assumptions that the weak solutions are, in fact, classical solutions. There is often considerable freedom in how one defines a weak solution of a PDE; for example, the function space to which a solution is required to belong is not given a priori by the PDE itself. Typically, we look for a weak formulation that reduces to the classical formulation under appropriate smoothness assumptions and which is amenable to a mathematical analysis; the notion of solution and the spaces to which solutions belong are dictated by the available estimates and analysis. 4.1. Weak formulation of the Dirichlet problem Let us consider the Dirichlet problem for the Laplacian with homogeneous boundary conditions on a bounded domain Ω in Rn, (4.1) −∆u = f in Ω; (4.2) u = 0 on @Ω: First, suppose that the boundary of Ω is smooth and u; f : Ω ! R are smooth functions. Multiplying (4.1) by a test function φ, integrating the result over Ω, and using the divergence theorem, we get Z Z 1 (4.3) Du · Dφ dx = fφ dx for all φ 2 Cc (Ω): Ω Ω The boundary terms vanish because φ = 0 on the boundary. -
Introduction to Sobolev Spaces
Introduction to Sobolev Spaces Lecture Notes MM692 2018-2 Joa Weber UNICAMP December 23, 2018 Contents 1 Introduction1 1.1 Notation and conventions......................2 2 Lp-spaces5 2.1 Borel and Lebesgue measure space on Rn .............5 2.2 Definition...............................8 2.3 Basic properties............................ 11 3 Convolution 13 3.1 Convolution of functions....................... 13 3.2 Convolution of equivalence classes................. 15 3.3 Local Mollification.......................... 16 3.3.1 Locally integrable functions................. 16 3.3.2 Continuous functions..................... 17 3.4 Applications.............................. 18 4 Sobolev spaces 19 4.1 Weak derivatives of locally integrable functions.......... 19 1 4.1.1 The mother of all Sobolev spaces Lloc ........... 19 4.1.2 Examples........................... 20 4.1.3 ACL characterization.................... 21 4.1.4 Weak and partial derivatives................ 22 4.1.5 Approximation characterization............... 23 4.1.6 Bounded weakly differentiable means Lipschitz...... 24 4.1.7 Leibniz or product rule................... 24 4.1.8 Chain rule and change of coordinates............ 25 4.1.9 Equivalence classes of locally integrable functions..... 27 4.2 Definition and basic properties................... 27 4.2.1 The Sobolev spaces W k;p .................. 27 4.2.2 Difference quotient characterization of W 1;p ........ 29 k;p 4.2.3 The compact support Sobolev spaces W0 ........ 30 k;p 4.2.4 The local Sobolev spaces Wloc ............... 30 4.2.5 How the spaces relate.................... 31 4.2.6 Basic properties { products and coordinate change.... 31 i ii CONTENTS 5 Approximation and extension 33 5.1 Approximation............................ 33 5.1.1 Local approximation { any domain............. 33 5.1.2 Global approximation on bounded domains....... -
Advanced Partial Differential Equations Prof. Dr. Thomas
Advanced Partial Differential Equations Prof. Dr. Thomas Sørensen summer term 2015 Marcel Schaub July 2, 2015 1 Contents 0 Recall PDE 1 & Motivation 3 0.1 Recall PDE 1 . .3 1 Weak derivatives and Sobolev spaces 7 1.1 Sobolev spaces . .8 1.2 Approximation by smooth functions . 11 1.3 Extension of Sobolev functions . 13 1.4 Traces . 15 1.5 Sobolev inequalities . 17 2 Linear 2nd order elliptic PDE 25 2.1 Linear 2nd order elliptic partial differential operators . 25 2.2 Weak solutions . 26 2.3 Existence via Lax-Milgram . 28 2.4 Inhomogeneous bounday value problems . 35 2.5 The space H−1(U) ................................ 36 2.6 Regularity of weak solutions . 39 A Tutorials 58 A.1 Tutorial 1: Review of Integration . 58 A.2 Tutorial 2 . 59 A.3 Tutorial 3: Norms . 61 A.4 Tutorial 4 . 62 A.5 Tutorial 6 (Sheet 7) . 65 A.6 Tutorial 7 . 65 A.7 Tutorial 9 . 67 A.8 Tutorium 11 . 67 B Solutions of the problem sheets 70 B.1 Solution to Sheet 1 . 70 B.2 Solution to Sheet 2 . 71 B.3 Solution to Problem Sheet 3 . 73 B.4 Solution to Problem Sheet 4 . 76 B.5 Solution to Exercise Sheet 5 . 77 B.6 Solution to Exercise Sheet 7 . 81 B.7 Solution to problem sheet 8 . 84 B.8 Solution to Exercise Sheet 9 . 87 2 0 Recall PDE 1 & Motivation 0.1 Recall PDE 1 We mainly studied linear 2nd order equations – specifically, elliptic, parabolic and hyper- bolic equations. Concretely: • The Laplace equation ∆u = 0 (elliptic) • The Poisson equation −∆u = f (elliptic) • The Heat equation ut − ∆u = 0, ut − ∆u = f (parabolic) • The Wave equation utt − ∆u = 0, utt − ∆u = f (hyperbolic) We studied (“main motivation; goal”) well-posedness (à la Hadamard) 1. -
Using Functional Analysis and Sobolev Spaces to Solve Poisson’S Equation
USING FUNCTIONAL ANALYSIS AND SOBOLEV SPACES TO SOLVE POISSON'S EQUATION YI WANG Abstract. We study Banach and Hilbert spaces with an eye to- wards defining weak solutions to elliptic PDE. Using Lax-Milgram we prove that weak solutions to Poisson's equation exist under certain conditions. Contents 1. Introduction 1 2. Banach spaces 2 3. Weak topology, weak star topology and reflexivity 6 4. Lower semicontinuity 11 5. Hilbert spaces 13 6. Sobolev spaces 19 References 21 1. Introduction We will discuss the following problem in this paper: let Ω be an open and connected subset in R and f be an L2 function on Ω, is there a solution to Poisson's equation (1) −∆u = f? From elementary partial differential equations class, we know if Ω = R, we can solve Poisson's equation using the fundamental solution to Laplace's equation. However, if we just take Ω to be an open and connected set, the above method is no longer useful. In addition, for arbitrary Ω and f, a C2 solution does not always exist. Therefore, instead of finding a strong solution, i.e., a C2 function which satisfies (1), we integrate (1) against a test function φ (a test function is a Date: September 28, 2016. 1 2 YI WANG smooth function compactly supported in Ω), integrate by parts, and arrive at the equation Z Z 1 (2) rurφ = fφ, 8φ 2 Cc (Ω): Ω Ω So intuitively we want to find a function which satisfies (2) for all test functions and this is the place where Hilbert spaces come into play. -
Function Spaces Mikko Salo
Function spaces Lecture notes, Fall 2008 Mikko Salo Department of Mathematics and Statistics University of Helsinki Contents Chapter 1. Introduction 1 Chapter 2. Interpolation theory 5 2.1. Classical results 5 2.2. Abstract interpolation 13 2.3. Real interpolation 16 2.4. Interpolation of Lp spaces 20 Chapter 3. Fractional Sobolev spaces, Besov and Triebel spaces 27 3.1. Fourier analysis 28 3.2. Fractional Sobolev spaces 33 3.3. Littlewood-Paley theory 39 3.4. Besov and Triebel spaces 44 3.5. H¨olderand Zygmund spaces 54 3.6. Embedding theorems 60 Bibliography 63 v CHAPTER 1 Introduction In mathematical analysis one deals with functions which are dif- ferentiable (such as continuously differentiable) or integrable (such as square integrable or Lp). It is often natural to combine the smoothness and integrability requirements, which leads one to introduce various spaces of functions. This course will give a brief introduction to certain function spaces which are commonly encountered in analysis. This will include H¨older, Lipschitz, Zygmund, Sobolev, Besov, and Triebel-Lizorkin type spaces. We will try to highlight typical uses of these spaces, and will also give an account of interpolation theory which is an important tool in their study. The first part of the course covered integer order Sobolev spaces in domains in Rn, following Evans [4, Chapter 5]. These lecture notes contain the second part of the course. Here the emphasis is on Sobolev type spaces where the smoothness index may be any real number. This second part of the course is more or less self-contained, in that we will use the first part mainly as motivation. -
Delta Functions and Distributions
When functions have no value(s): Delta functions and distributions Steven G. Johnson, MIT course 18.303 notes Created October 2010, updated March 8, 2017. Abstract x = 0. That is, one would like the function δ(x) = 0 for all x 6= 0, but with R δ(x)dx = 1 for any in- These notes give a brief introduction to the mo- tegration region that includes x = 0; this concept tivations, concepts, and properties of distributions, is called a “Dirac delta function” or simply a “delta which generalize the notion of functions f(x) to al- function.” δ(x) is usually the simplest right-hand- low derivatives of discontinuities, “delta” functions, side for which to solve differential equations, yielding and other nice things. This generalization is in- a Green’s function. It is also the simplest way to creasingly important the more you work with linear consider physical effects that are concentrated within PDEs, as we do in 18.303. For example, Green’s func- very small volumes or times, for which you don’t ac- tions are extremely cumbersome if one does not al- tually want to worry about the microscopic details low delta functions. Moreover, solving PDEs with in this volume—for example, think of the concepts of functions that are not classically differentiable is of a “point charge,” a “point mass,” a force plucking a great practical importance (e.g. a plucked string with string at “one point,” a “kick” that “suddenly” imparts a triangle shape is not twice differentiable, making some momentum to an object, and so on. -
Fact Sheet Functional Analysis
Fact Sheet Functional Analysis Literature: Hackbusch, W.: Theorie und Numerik elliptischer Differentialgleichungen. Teubner, 1986. Knabner, P., Angermann, L.: Numerik partieller Differentialgleichungen. Springer, 2000. Triebel, H.: H¨ohere Analysis. Harri Deutsch, 1980. Dobrowolski, M.: Angewandte Funktionalanalysis, Springer, 2010. 1. Banach- and Hilbert spaces Let V be a real vector space. Normed space: A norm is a mapping k · k : V ! [0; 1), such that: kuk = 0 , u = 0; (definiteness) kαuk = jαj · kuk; α 2 R; u 2 V; (positive scalability) ku + vk ≤ kuk + kvk; u; v 2 V: (triangle inequality) The pairing (V; k · k) is called a normed space. Seminorm: In contrast to a norm there may be elements u 6= 0 such that kuk = 0. It still holds kuk = 0 if u = 0. Comparison of two norms: Two norms k · k1, k · k2 are called equivalent if there is a constant C such that: −1 C kuk1 ≤ kuk2 ≤ Ckuk1; u 2 V: If only one of these inequalities can be fulfilled, e.g. kuk2 ≤ Ckuk1; u 2 V; the norm k · k1 is called stronger than the norm k · k2. k · k2 is called weaker than k · k1. Topology: In every normed space a canonical topology can be defined. A subset U ⊂ V is called open if for every u 2 U there exists a " > 0 such that B"(u) = fv 2 V : ku − vk < "g ⊂ U: Convergence: A sequence vn converges to v w.r.t. the norm k · k if lim kvn − vk = 0: n!1 1 A sequence vn ⊂ V is called Cauchy sequence, if supfkvn − vmk : n; m ≥ kg ! 0 for k ! 1. -
Optimal Sobolev Embeddings and Function Spaces
Optimal Sobolev embeddings and Function Spaces Nadia Clavero Director: Javier Soria Tutor: Joan Cerd`a M´asteren Matem´aticaAvanzada y Profesional Especialidad Acad´emicaAvanzada Curso 2010/2011 U UNIVERSITAT DE BARCELONA B Contents 1 Introduction5 2 Preliminaries 11 2.1 The distribution function............................. 11 2.2 Decreasing rearrangements............................ 12 2.3 Rearrangement invariant Banach function spaces................ 16 2.4 Orlicz spaces................................... 18 2.5 Lorentz spaces................................... 22 2.6 Lorentz Zygmund spaces............................. 25 2.7 Interpolation spaces................................ 26 2.8 Weighted Hardy operators............................ 28 3 Sobolev spaces 35 3.1 Introduction.................................... 35 3.2 Definitions and basic properties......................... 35 3.3 Riesz potencials.................................. 38 3.4 Sobolev embedding theorem........................... 40 4 Orlicz spaces and Lorentz spaces 49 4.1 Introduction.................................... 49 4.2 Sobolev embeddings into Orlicz spaces..................... 50 4.3 Sobolev embeddings into Lorentz spaces.................... 52 4.4 Sobolev embeddings into Lorentz Zygmund spaces............... 56 5 Optimal Sobolev embeddings on rearrangement invariant spaces 59 5.1 Introduction.................................... 59 5.2 Reduction Theorem................................ 59 5.3 Optimal range and optimal domain of r.i. norms................ 70 5.4 Examples.................................... -
Sobolev-Type Spaces (Mainly Based on the Lp Norm) on Metric Spaces, and Newto- Nian Spaces in Particular, Have Been Under Intensive Study Since the Mid-"##$S
- ) . / 0 &/ . ! " # $" ! %&' '( ! ) *+, !"## $ "% ' ( &)*+) ,##(-./*01*2/ ,#3(+140+)01*)+0.*/0- %"52-)/ 6 7 %80$%6!"6#62-)/ i Abstract !is thesis consists of four papers and focuses on function spaces related to !rst- order analysis in abstract metric measure spaces. !e classical (i.e., Sobolev) theory in Euclidean spaces makes use of summability of distributional gradients, whose de!nition depends on the linear structure of Rn. In metric spaces, we can replace the distributional gradients by (weak) upper gradients that control the functions’ behav- ior along (almost) all recti!able curves, which gives rise to the so-called Newtonian spaces. !e summability condition, considered in the thesis, is expressed using a general Banach function lattice quasi-norm and so an extensive framework is built. Sobolev-type spaces (mainly based on the Lp norm) on metric spaces, and Newto- nian spaces in particular, have been under intensive study since the mid-"##$s. In Paper I, the elementary theory of Newtonian spaces based on quasi-Banach function lattices is built up. Standard tools such as moduli of curve families and the Sobolev capacity are developed and applied to study the basic properties of Newto- nian functions. Summability of a (weak) upper gradient of a function is shown to guarantee the function’s absolute continuity on almost all curves. Moreover, New- tonian spaces are proven complete in this general setting. Paper II investigates the set of all weak upper gradients of a Newtonian function. In particular, existence of minimal weak upper gradients is established. Validity of Lebesgue’s di%erentiation theorem for the underlying metric measure space ensures that a family of representation formulae for minimal weak upper gradients can be found. -
Topological Invariants for Discontinuous Mappings Differential Topology in Sobolev Spaces
Topological invariants for discontinuous mappings Differential topology in Sobolev spaces Paweł Goldstein [email protected] Kolokwium MIM, 7 listopada 2019 TOPOLOGICAL INVARIANTS FOR DISCONTINUOUS MAPPINGS 1/21 Two reasons: • natural: folding, breaking, changes of state; • technical: necessary because of the available mathematical tools. Introduction Why do we need • non-differentiable • discontinuous mappings in real-life applications? TOPOLOGICAL INVARIANTS FOR DISCONTINUOUS MAPPINGS 2/21 Introduction Why do we need • non-differentiable • discontinuous mappings in real-life applications? Two reasons: • natural: folding, breaking, changes of state; • technical: necessary because of the available mathematical tools. TOPOLOGICAL INVARIANTS FOR DISCONTINUOUS MAPPINGS 2/21 Minima of accumulative, i.e, integral quantities ) we measure distance to minimizer with integral expressions. Introduction Variational principles • Fermat’s principle (Hero of Alexandria, Pierre de Fermat): Light travels through media along paths of shortest time. • Extremal action principle (Euler, Maupertuis): Bodies travel along paths locally minimizing the reduced action (integral of the momentum). Other examples: Dirichlet’s principle for harmonic maps, Einstein-Hilbert action in general relativity etc. TOPOLOGICAL INVARIANTS FOR DISCONTINUOUS MAPPINGS 3/21 Introduction Variational principles • Fermat’s principle (Hero of Alexandria, Pierre de Fermat): Light travels through media along paths of shortest time. • Extremal action principle (Euler, Maupertuis):