Sobolev Spaces

Total Page:16

File Type:pdf, Size:1020Kb

Sobolev Spaces JUHA KINNUNEN Sobolev spaces Department of Mathematics, Aalto University 2021 Contents 1 SOBOLEV SPACES1 1.1 Weak derivatives .............................. 1 1.2 Sobolev spaces ............................... 4 1.3 Properties of weak derivatives ....................... 8 1.4 Completeness of Sobolev spaces .................... 9 1.5 Hilbert space structure ........................... 11 1.6 Approximation by smooth functions ................... 12 1.7 Local approximation in Sobolev spaces ................. 16 1.8 Global approximation in Sobolev spaces ................ 17 1.9 Sobolev spaces with zero boundary values ............... 18 1.10 Chain rule ................................... 21 1.11 Truncation ................................... 23 1.12 Weak convergence methods for Sobolev spaces ........... 25 1.13 Difference quotients ............................. 33 1.14 Absolute continuity on lines ........................ 36 2 SOBOLEV INEQUALITIES 42 2.1 Gagliardo-Nirenberg-Sobolev inequality ................ 43 2.2 Sobolev-Poincaré inequalities ....................... 49 2.3 Morrey’s inequality ............................. 55 1, 2.4 Lipschitz functions and W 1 ........................ 59 2.5 Summary of the Sobolev embeddings .................. 62 2.6 Direct methods in the calculus of variations .............. 62 3 MAXIMAL FUNCTION APPROACH TO SOBOLEV SPACES 70 3.1 Representation formulas and Riesz potentials ............. 71 3.2 Sobolev-Poincaré inequalities ....................... 78 3.3 Sobolev inequalities on domains ..................... 86 3.4 A maximal function characterization of Sobolev spaces ....... 89 3.5 Pointwise estimates ............................. 92 3.6 Approximation by Lipschitz functions ................... 97 3.7 Maximal operator on Sobolev spaces .................. 102 CONTENTS ii 4 POINTWISE BEHAVIOUR OF SOBOLEV FUNCTIONS 106 4.1 Sobolev capacity .............................. 106 4.2 Capacity and measure .......................... 109 4.3 Quasicontinuity ............................... 116 4.4 Lebesgue points of Sobolev functions .................. 119 4.5 Sobolev spaces with zero boundary values ............... 124 1 Sobolev spaces In this chapter we begin our study of Sobolev spaces. The Sobolev space is a vector space of functions that have weak derivatives. Motivation for studying these spaces is that solutions of partial differential equations, when they exist, belong naturally to Sobolev spaces. 1.1 Weak derivatives Notation. Let ­ Rn be open, f : ­ R and k 1,2,.... Then we use the following ½ ! Æ notations: C(­) {f : f continuous in ­} Æ supp f {x ­ : f (x) 0} the support of f Æ 2 6Æ Æ C0(­) {f C(­) : supp f is a compact subset of ­} Æ 2 Ck(­) {f C(­) : f is k times continuously diferentiable} Æ 2 k k C (­) C (­) C0(­) 0 Æ \ \1 k C1 C (­) smooth functions Æ k 1 Æ Æ C1(­) C1(­) C0(­) 0 Æ \ compactly supported smooth functions Æ test functions Æ ■ W A R N I N G : In general, supp f * ­. Examples 1.1: (1) Let u : B(0,1) R, u(x) 1 x . Then supp u B(0,1). ! Æ ¡ j j Æ 1 CHAPTER 1. SOBOLEV SPACES 2 (2) Let f : R R be ! 8 <x2, x 0, f (x) Ê Æ : x2, x 0. ¡ Ç Now f C1(R) \ C2(R) although the graph looks smooth. 2 (3) Let us define ' : Rn R, ! 8 1 <e x 2 1 , x B(0,1), '(x) j j ¡ 2 Æ :0, x Rn \ B(0,1). 2 n Now ' C1(R ) and supp' B(0,1) (exercise). 2 0 Æ Let us start with a motivation for definition of weak derivatives. Let ­ Rn 1 ½ be open, u C (­) and ' C1(­). Integration by parts gives 2 2 0 Ç' Çu u dx ' dx. ˆ­ Çx j Æ¡ˆ­ Çx j There is no boundary term, since ' has a compact support in ­ and thus vanishes near Ç­. k n Let then u C (­), k 1,2,..., and let ® (®1,®2,...,®n) N (we use the 2 Æ Æ 2 convention that 0 N) be a multi-index such that the order of multi-index ® 2 j j Æ ®1 ... ®n is at most k. We denote Å Å Ç ® u Ç®1 Ç®n D®u j j ... u. ®1 ®n ®1 ®n Æ Çx1 ...Çxn Æ Çx1 Çxn T HEMORAL : A coordinate of a multi-index indicates how many times a function is differentiated with respect to the corresponding variable. The order of a multi-index tells the total number of differentiations. Successive integration by parts gives ® ® ® uD ' dx ( 1)j j D u' dx. ˆ­ Æ ¡ ˆ­ Notice that the left-hand side makes sense even under the assumption u L1 (­). 2 loc Definition 1.2. Assume that u L1 (­) and let ® Nn be a multi-index. Then 2 loc 2 v L1 (­) is the ®th weak partial derivative of u, written D®u v, if 2 loc Æ ® ® u D ' dx ( 1)j j v' dx ˆ­ Æ ¡ ˆ­ 0 (0,...,0) for every test function ' C1(­). We denote D u D u. If ® 1, then 2 0 Æ Æ j j Æ Du (D1u,D2u...,Dnu) Æ is the weak gradient of u. Here Çu (0,...,1,...,0) D j u D u, j 1,..., n, Æ Çx j Æ Æ (the jth component is 1). CHAPTER 1. SOBOLEV SPACES 3 T HEMORAL : Classical derivatives are defined as pointwise limits of differ- ence quotients, but the weak derivatives are defined as a functions satisfying the integration by parts formula. Observe, that changing the function on a set of measure zero does not affect its weak derivatives. W ARNING We use the same notation for the weak and classical derivatives. It should be clear from the context which interpretation is used. Remarks 1.3: (1) If u Ck(­), then the classical partial derivatives up to order k are also 2 the corresponding weak derivatives of u. In this sense, weak derivatives generalize classical derivatives. (2) If u 0 almost everywhere in an open set, then D®u 0 almost everywhere Æ Æ in the same set. Lemma 1.4. A weak ®th partial derivative of u, if it exists, is uniquely defined up to a set of measure zero. Proof. Assume that v,v L1 (­) are both weak ®th partial derivatives of u, that e 2 loc is, ® ® ® uD ' dx ( 1)j j v' dx ( 1)j j ve' dx ˆ­ Æ ¡ ˆ­ Æ ¡ ˆ­ for every ' C1(­). This implies that 2 0 (v ve)' dx 0 for every ' C01(­). (1.1) ˆ­ ¡ Æ 2 Claim: v v almost everywhere in ­. Æ e Reason. Let ­0 b ­ (i.e. ­0 is open and ­0 is a compact subset of ­). The p space C01(­0) is dense in L (­0) (we shall return to this later). There exists a sequence of functions 'i C1(­0) such that 'i 2 in ­0 and 'i sgn(v v) 2 0 j j É ! ¡ e almost everywhere in ­0 as i . Here sgn is the signum function. ! 1 Identity (1.1) and the dominated convergence theorem, with the majorant 1 (v v)'i 2( v v ) L (­0), give j ¡ e j É j j Å jej 2 0 lim (v v)'i dx lim (v v)'i dx Æ i ˆ ¡ e Æ ˆ i ¡ e !1 ­0 ­0 !1 (v v)sgn(v v) dx v v dx Æ ˆ ¡ e ¡ e Æ ˆ j ¡ ej ­0 ­0 This implies that v v almost everywhere in ­0 for every ­0 ­. Thus v v Æ e b Æ e almost everywhere in ­. ■ From the proof we obtain a very useful corollary. CHAPTER 1. SOBOLEV SPACES 4 Corollary 1.5 (Fundamental lemma of the calculus of variations). If f L1 (­) 2 loc satisfies f ' dx 0 ˆ­ Æ for every ' C1(­), then f 0 almost everywhere in ­. 2 0 Æ T HEMORAL : This is an integral way to say that a function is zero almost everywhere. Example 1.6. Let n 1 and ­ (0,2). Consider Æ Æ 8 <x, 0 x 1, u(x) Ç Ç Æ :1, 1 x 2, É Ç and 8 <1, 0 x 1, v(x) Ç Ç Æ :0, 1 x 2. É Ç We claim that u0 v in the weak sense. To see this, we show that Æ 2 2 u'0 dx v' dx ˆ0 Æ¡ˆ0 for every ' C1((0,2)). 2 0 Reason. An integration by parts and the fundamental theorem of calculus give 2 1 2 u(x)'0(x) dx x'0(x) dx '0(x) dx ˆ0 Æ ˆ0 Å ˆ1 ¯1 1 ¯ x'(x)¯ '(x) dx '(2) '(1) Æ ¯0 ¡ˆ0 Å |{z}¡ | {z } 0 '(1) Æ Æ 1 2 '(x) dx v'(x) dx Æ¡ˆ0 Æ¡ˆ0 for every ' C01((0,2)). 2 ■ 1.2 Sobolev spaces Definition 1.7. Assume that ­ is an open subset of Rn. The Sobolev space W k,p(­) consists of functions u Lp(­) such that for every multi-index ® with 2 ® k, the weak derivative D®u exists and D®u Lp(­). Thus j j É 2 W k,p(­) {u Lp(­) : D®u Lp(­), ® k}. Æ 2 2 j j É CHAPTER 1. SOBOLEV SPACES 5 If u W k,p(­), we define its norm 2 1 à ! p X ® p u W k,p(­) D u dx , 1 p , k k Æ ® k ˆ­ j j É Ç 1 j |É and X ® u k, esssup D u . W 1(­) k k Æ ® k ­ j j j |É 0 (0,...,0) Notice that D u D u u. Assume that ­0 is an open subset of ­. We say Æ Æ that ­0 is compactly contained in ­, denoted ­0 b ­, if ­0 is a compact subset of k,p k,p ­. A function u W (­), if u W (­0) for every ­0 ­. 2 loc 2 b T HEMORAL : Thus Sobolev space W k,p(­) consists of functions in Lp(­) that have weak partial derivatives up to order k and they belong to Lp(­).
Recommended publications
  • 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.
    [Show full text]
  • Theory of Capacities Annales De L’Institut Fourier, Tome 5 (1954), P
    ANNALES DE L’INSTITUT FOURIER GUSTAVE CHOQUET Theory of capacities Annales de l’institut Fourier, tome 5 (1954), p. 131-295 <http://www.numdam.org/item?id=AIF_1954__5__131_0> © Annales de l’institut Fourier, 1954, tous droits réservés. L’accès aux archives de la revue « Annales de l’institut Fourier » (http://annalif.ujf-grenoble.fr/) implique l’accord avec les conditions gé- nérales d’utilisation (http://www.numdam.org/conditions). Toute utilisa- tion commerciale ou impression systématique est constitutive d’une in- fraction pénale. Toute copie ou impression de ce fichier doit conte- nir la présente mention de copyright. Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques http://www.numdam.org/ THEORY OF CAPACITIES (l) by Gustave CHOQUETOQ. INTRODUCTION This work originated from the following problem, whose significance had been emphasized by M. Brelot and H. Cartan : Is the interior Newtonian capacity of an arbitrary borelian subset X of the space R3 equal to the exterior Newtonian capacity of X ? For the solution of this problem, I first systematically studied the non-additive set-functions, and tried to extract from their totality certain particularly interesting classes, with a view to establishing for these a theory analogous to the classical theory of measurability. I succeeded later in showing that the classical Newtonian capacity f belongs to one of these classes, more precisely: if A and B are arbitrary compact subsets of R3, then AAU^+AAflB^/^+AB). It followed from this that every borelian, a^rid even every analytic set is capacitable with respect to the Newtonian capa- city, a result which can, moreover, be extended to the capa- (') This research was supported by the United States Air Force, throught the Office of Scientific Research of the Air Research and Development Command.
    [Show full text]
  • 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.......
    [Show full text]
  • The Dimension of Chaotic Attractors
    Physica 7D (1983) 153-180 North-Holland Publishing Company THE DIMENSION OF CHAOTIC ATTRACTORS J. Doyne FARMER Center for Nonlinear Studies and Theoretical Division, MS B258, Los Alamos National Laboratory, Los Alamos, New Mexico 87545, USA Edward OTT Laboratory of Plasma and Fusion Energy Studies, University of Maryland, College Park, Maryland, USA and James A. YORKE Institute for Physical Science and Technology and Department of Mathematics, University of Maryland, College Park, Maryland, USA Dimension is perhaps the most basic property of an attractor. In this paper we discuss a variety of different definitions of dimension, compute their values for a typical example, and review previous work on the dimension of chaotic attractors. The relevant definitions of dimension are of two general types, those that depend only on metric properties, and those that depend on the frequency with which a typical trajectory visits different regions of the attractor. Both our example and the previous work that we review support the conclusion that all of the frequency dependent dimensions take on the same value, which we call the "dimension of the natural measure", and all of the metric dimensions take on a common value, which we call the "fractal dimension". Furthermore, the dimension of the natural measure is typically equal to the Lyapunov dimension, which is defined in terms of Lyapunov numbers, and thus is usually far easier to calculate than any other definition. Because it is computable and more physically relevant, we feel that the dimension of the natural measure is more important than the fractal dimension. Table of contents 1.
    [Show full text]
  • Five Lectures on Optimal Transportation: Geometry, Regularity and Applications
    FIVE LECTURES ON OPTIMAL TRANSPORTATION: GEOMETRY, REGULARITY AND APPLICATIONS ROBERT J. MCCANN∗ AND NESTOR GUILLEN Abstract. In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x, y). Connections to geometry, inequalities, and partial differential equations will be discussed, focusing in particular on recent developments in the regularity theory for Monge-Amp`ere type equations. An ap- plication to microeconomics will also be described, which amounts to finding the equilibrium price distribution for a monopolist marketing a multidimensional line of products to a population of anonymous agents whose preferences are known only statistically. c 2010 by Robert J. McCann. All rights reserved. Contents Preamble 2 1. An introduction to optimal transportation 2 1.1. Monge-Kantorovich problem: transporting ore from mines to factories 2 1.2. Wasserstein distance and geometric applications 3 1.3. Brenier’s theorem and convex gradients 4 1.4. Fully-nonlinear degenerate-elliptic Monge-Amp`eretype PDE 4 1.5. Applications 5 1.6. Euclidean isoperimetric inequality 5 1.7. Kantorovich’s reformulation of Monge’s problem 6 2. Existence, uniqueness, and characterization of optimal maps 6 2.1. Linear programming duality 8 2.2. Game theory 8 2.3. Relevance to optimal transport: Kantorovich-Koopmans duality 9 2.4. Characterizing optimality by duality 9 2.5. Existence of optimal maps and uniqueness of optimal measures 10 3. Methods for obtaining regularity of optimal mappings 11 3.1. Rectifiability: differentiability almost everywhere 12 3.2. From regularity a.e.
    [Show full text]
  • 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.
    [Show full text]
  • 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.
    [Show full text]
  • Ends, Fundamental Tones, and Capacities of Minimal Submanifolds Via Extrinsic Comparison Theory
    ENDS, FUNDAMENTAL TONES, AND CAPACITIES OF MINIMAL SUBMANIFOLDS VIA EXTRINSIC COMPARISON THEORY VICENT GIMENO AND S. MARKVORSEN ABSTRACT. We study the volume of extrinsic balls and the capacity of extrinsic annuli in minimal submanifolds which are properly immersed with controlled radial sectional curvatures into an ambient manifold with a pole. The key results are concerned with the comparison of those volumes and capacities with the corresponding entities in a rotation- ally symmetric model manifold. Using the asymptotic behavior of the volumes and ca- pacities we then obtain upper bounds for the number of ends as well as estimates for the fundamental tone of the submanifolds in question. 1. INTRODUCTION Let M be a complete non-compact Riemannian manifold. Let K ⊂ M be a compact set with non-empty interior and smooth boundary. We denote by EK (M) the number of connected components E1; ··· ;EEK (M) of M n K with non-compact closure. Then M EK (M) has EK (M) ends fEigi=1 with respect to K (see e.g. [GSC09]), and the global number of ends E(M) is given by (1.1) E(M) = sup EK (M) ; K⊂M where K ranges on the compact sets of M with non-empty interior and smooth boundary. The number of ends of a manifold can be bounded by geometric restrictions. For ex- ample, in the particular setting of an m−dimensional minimal submanifold P which is properly immersed into Euclidean space Rn, the number of ends E(P ) is known to be re- lated to the extrinsic properties of the immersion.
    [Show full text]
  • L P and Sobolev Spaces
    NOTES ON Lp AND SOBOLEV SPACES STEVE SHKOLLER 1. Lp spaces 1.1. Definitions and basic properties. Definition 1.1. Let 0 < p < 1 and let (X; M; µ) denote a measure space. If f : X ! R is a measurable function, then we define 1 Z p p kfkLp(X) := jfj dx and kfkL1(X) := ess supx2X jf(x)j : X Note that kfkLp(X) may take the value 1. Definition 1.2. The space Lp(X) is the set p L (X) = ff : X ! R j kfkLp(X) < 1g : The space Lp(X) satisfies the following vector space properties: (1) For each α 2 R, if f 2 Lp(X) then αf 2 Lp(X); (2) If f; g 2 Lp(X), then jf + gjp ≤ 2p−1(jfjp + jgjp) ; so that f + g 2 Lp(X). (3) The triangle inequality is valid if p ≥ 1. The most interesting cases are p = 1; 2; 1, while all of the Lp arise often in nonlinear estimates. Definition 1.3. The space lp, called \little Lp", will be useful when we introduce Sobolev spaces on the torus and the Fourier series. For 1 ≤ p < 1, we set ( 1 ) p 1 X p l = fxngn=1 j jxnj < 1 : n=1 1.2. Basic inequalities. Lemma 1.4. For λ 2 (0; 1), xλ ≤ (1 − λ) + λx. Proof. Set f(x) = (1 − λ) + λx − xλ; hence, f 0(x) = λ − λxλ−1 = 0 if and only if λ(1 − xλ−1) = 0 so that x = 1 is the critical point of f. In particular, the minimum occurs at x = 1 with value f(1) = 0 ≤ (1 − λ) + λx − xλ : Lemma 1.5.
    [Show full text]
  • The Logarithmic Sobolev Inequality Along the Ricci Flow
    The Logarithmic Sobolev Inequality Along The Ricci Flow (revised version) Rugang Ye Department of Mathematics University of California, Santa Barbara July 20, 2007 1. Introduction 2. The Sobolev inequality 3. The logarithmic Sobolev inequality on a Riemannian manifold 4. The logarithmic Sobolev inequality along the Ricci flow 5. The Sobolev inequality along the Ricci flow 6. The κ-noncollapsing estimate Appendix A. The logarithmic Sobolev inequalities on the euclidean space Appendix B. The estimate of e−tH Appendix C. From the estimate for e−tH to the Sobolev inequality 1 Introduction Consider a compact manifold M of dimension n 3. Let g = g(t) be a smooth arXiv:0707.2424v4 [math.DG] 29 Aug 2007 solution of the Ricci flow ≥ ∂g = 2Ric (1.1) ∂t − on M [0, T ) for some (finite or infinite) T > 0 with a given initial metric g(0) = g . × 0 Theorem A For each σ > 0 and each t [0, T ) there holds ∈ R n σ u2 ln u2dvol σ ( u 2 + u2)dvol ln σ + A (t + )+ A (1.2) ≤ |∇ | 4 − 2 1 4 2 ZM ZM 1 for all u W 1,2(M) with u2dvol =1, where ∈ M R 4 A1 = 2 min Rg0 , ˜ 2 n − CS(M,g0) volg0 (M) n A = n ln C˜ (M,g )+ (ln n 1), 2 S 0 2 − and all geometric quantities are associated with the metric g(t) (e.g. the volume form dvol and the scalar curvature R), except the scalar curvature Rg0 , the modified Sobolev ˜ constant CS(M,g0) (see Section 2 for its definition) and the volume volg0 (M) which are those of the initial metric g0.
    [Show full text]
  • 27. Sobolev Inequalities 27.1
    ANALYSIS TOOLS WITH APPLICATIONS 493 27. Sobolev Inequalities 27.1. Morrey’s Inequality. d 1 d Notation 27.1. Let S − be the sphere of radius one centered at zero inside R . d 1 d For a set Γ S − ,x R , and r (0, ), let ⊂ ∈ ∈ ∞ Γx,r x + sω : ω Γ such that 0 s r . ≡ { ∈ ≤ ≤ } So Γx,r = x + Γ0,r where Γ0,r is a cone based on Γ, seeFigure49below. Γ Γ Figure 49. The cone Γ0,r. d 1 Notation 27.2. If Γ S − is a measurable set let Γ = σ(Γ) be the surface “area” of Γ. ⊂ | | Notation 27.3. If Ω Rd is a measurable set and f : Rd C is a measurable function let ⊂ → 1 fΩ := f(x)dx := f(x)dx. − m(Ω) Ω ZΩ Z By Theorem 8.35, r d 1 (27.1) f(y)dy = f(x + y)dy = dt t − f(x + tω) dσ(ω) Γx,r Γ0,r 0 Z Z Z ZΓ and letting f =1in this equation implies d (27.2) m(Γx,r)= Γ r /d. | | d 1 Lemma 27.4. Let Γ S − be a measurable set such that Γ > 0. For u 1 ⊂ | | ∈ C (Γx,r), 1 u(y) (27.3) u(y) u(x) dy |∇ d | 1 dy. − | − | ≤ Γ x y − ΓZx,r | |ΓZx,r | − | 494 BRUCE K. DRIVER† d 1 Proof. Write y = x + sω with ω S − , then by the fundamental theorem of calculus, ∈ s u(x + sω) u(x)= u(x + tω) ωdt − ∇ · Z0 and therefore, s u(x + sω) u(x) dσ(ω) u(x + tω) dσ(ω)dt | − | ≤ 0 Γ |∇ | ZΓ Z Z s d 1 u(x + tω) = t − dt |∇ d | 1 dσ(ω) 0 Γ x + tω x − Z Z | − | u(y) u(y) = |∇ d | 1 dy |∇ d | 1 dy, y x − ≤ x y − ΓZx,s | − | ΓZx,r | − | wherein the second equality we have used Eq.
    [Show full text]
  • 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.
    [Show full text]