Lecture Notes on Functional Analysis with Applications to Linear Partial Differential Equations
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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. -
Linear Differential Equations in N Th-Order ;
Ordinary Differential Equations Second Course Babylon University 2016-2017 Linear Differential Equations in n th-order ; An nth-order linear differential equation has the form ; …. (1) Where the coefficients ;(j=0,1,2,…,n-1) ,and depends solely on the variable (not on or any derivative of ) If then Eq.(1) is homogenous ,if not then is nonhomogeneous . …… 2 A linear differential equation has constant coefficients if all the coefficients are constants ,if one or more is not constant then has variable coefficients . Examples on linear differential equations ; first order nonhomogeneous second order homogeneous third order nonhomogeneous fifth order homogeneous second order nonhomogeneous Theorem 1: Consider the initial value problem given by the linear differential equation(1)and the n initial Conditions; … …(3) Define the differential operator L(y) by …. (4) Where ;(j=0,1,2,…,n-1) is continuous on some interval of interest then L(y) = and a linear homogeneous differential equation written as; L(y) =0 Definition: Linearly Independent Solution; A set of functions … is linearly dependent on if there exists constants … not all zero ,such that …. (5) on 1 Ordinary Differential Equations Second Course Babylon University 2016-2017 A set of functions is linearly dependent if there exists another set of constants not all zero, that is satisfy eq.(5). If the only solution to eq.(5) is ,then the set of functions is linearly independent on The functions are linearly independent Theorem 2: If the functions y1 ,y2, …, yn are solutions for differential -
The Wronskian
Jim Lambers MAT 285 Spring Semester 2012-13 Lecture 16 Notes These notes correspond to Section 3.2 in the text. The Wronskian Now that we know how to solve a linear second-order homogeneous ODE y00 + p(t)y0 + q(t)y = 0 in certain cases, we establish some theory about general equations of this form. First, we introduce some notation. We define a second-order linear differential operator L by L[y] = y00 + p(t)y0 + q(t)y: Then, a initial value problem with a second-order homogeneous linear ODE can be stated as 0 L[y] = 0; y(t0) = y0; y (t0) = z0: We state a result concerning existence and uniqueness of solutions to such ODE, analogous to the Existence-Uniqueness Theorem for first-order ODE. Theorem (Existence-Uniqueness) The initial value problem 00 0 0 L[y] = y + p(t)y + q(t)y = g(t); y(t0) = y0; y (t0) = z0 has a unique solution on an open interval I containing the point t0 if p, q and g are continuous on I. The solution is twice differentiable on I. Now, suppose that we have obtained two solutions y1 and y2 of the equation L[y] = 0. Then 00 0 00 0 y1 + p(t)y1 + q(t)y1 = 0; y2 + p(t)y2 + q(t)y2 = 0: Let y = c1y1 + c2y2, where c1 and c2 are constants. Then L[y] = L[c1y1 + c2y2] 00 0 = (c1y1 + c2y2) + p(t)(c1y1 + c2y2) + q(t)(c1y1 + c2y2) 00 00 0 0 = c1y1 + c2y2 + c1p(t)y1 + c2p(t)y2 + c1q(t)y1 + c2q(t)y2 00 0 00 0 = c1(y1 + p(t)y1 + q(t)y1) + c2(y2 + p(t)y2 + q(t)y2) = 0: We have just established the following theorem. -
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....... -
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. -
An Introduction to Pseudo-Differential Operators
An introduction to pseudo-differential operators Jean-Marc Bouclet1 Universit´ede Toulouse 3 Institut de Math´ematiquesde Toulouse [email protected] 2 Contents 1 Background on analysis on manifolds 7 2 The Weyl law: statement of the problem 13 3 Pseudodifferential calculus 19 3.1 The Fourier transform . 19 3.2 Definition of pseudo-differential operators . 21 3.3 Symbolic calculus . 24 3.4 Proofs . 27 4 Some tools of spectral theory 41 4.1 Hilbert-Schmidt operators . 41 4.2 Trace class operators . 44 4.3 Functional calculus via the Helffer-Sj¨ostrandformula . 50 5 L2 bounds for pseudo-differential operators 55 5.1 L2 estimates . 55 5.2 Hilbert-Schmidt estimates . 60 5.3 Trace class estimates . 61 6 Elliptic parametrix and applications 65 n 6.1 Parametrix on R ................................ 65 6.2 Localization of the parametrix . 71 7 Proof of the Weyl law 75 7.1 The resolvent of the Laplacian on a compact manifold . 75 7.2 Diagonalization of ∆g .............................. 78 7.3 Proof of the Weyl law . 81 A Proof of the Peetre Theorem 85 3 4 CONTENTS Introduction The spirit of these notes is to use the famous Weyl law (on the asymptotic distribution of eigenvalues of the Laplace operator on a compact manifold) as a case study to introduce and illustrate one of the many applications of the pseudo-differential calculus. The material presented here corresponds to a 24 hours course taught in Toulouse in 2012 and 2013. We introduce all tools required to give a complete proof of the Weyl law, mainly the semiclassical pseudo-differential calculus, and then of course prove it! The price to pay is that we avoid presenting many classical concepts or results which are not necessary for our purpose (such as Borel summations, principal symbols, invariance by diffeomorphism or the G˚ardinginequality). -
Linear Differential Operators
3 Linear Differential Operators Differential equations seem to be well suited as models for systems. Thus an understanding of differential equations is at least as important as an understanding of matrix equations. In Section 1.5 we inverted matrices and solved matrix equations. In this chapter we explore the analogous inversion and solution process for linear differential equations. Because of the presence of boundary conditions, the process of inverting a differential operator is somewhat more complex than the analogous matrix inversion. The notation ordinarily used for the study of differential equations is designed for easy handling of boundary conditions rather than for understanding of differential operators. As a consequence, the concept of the inverse of a differential operator is not widely understood among engineers. The approach we use in this chapter is one that draws a strong analogy between linear differential equations and matrix equations, thereby placing both these types of models in the same conceptual frame- work. The key concept is the Green’s function. It plays the same role for a linear differential equation as does the inverse matrix for a matrix equa- tion. There are both practical and theoretical reasons for examining the process of inverting differential operators. The inverse (or integral form) of a differential equation displays explicitly the input-output relationship of the system. Furthermore, integral operators are computationally and theoretically less troublesome than differential operators; for example, differentiation emphasizes data errors, whereas integration averages them. Consequently, the theoretical justification for applying many of the com- putational procedures of later chapters to differential systems is based on the inverse (or integral) description of the system. -
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. -
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. -
First Integrals of Differential Operators from SL(2, R) Symmetries
mathematics Article First Integrals of Differential Operators from SL(2, R) Symmetries Paola Morando 1 , Concepción Muriel 2,* and Adrián Ruiz 3 1 Dipartimento di Scienze Agrarie e Ambientali-Produzione, Territorio, Agroenergia, Università Degli Studi di Milano, 20133 Milano, Italy; [email protected] 2 Departamento de Matemáticas, Facultad de Ciencias, Universidad de Cádiz, 11510 Puerto Real, Spain 3 Departamento de Matemáticas, Escuela de Ingenierías Marina, Náutica y Radioelectrónica, Universidad de Cádiz, 11510 Puerto Real, Spain; [email protected] * Correspondence: [email protected] Received: 30 September 2020; Accepted: 27 November 2020; Published: 4 December 2020 Abstract: The construction of first integrals for SL(2, R)-invariant nth-order ordinary differential equations is a non-trivial problem due to the nonsolvability of the underlying symmetry algebra sl(2, R). Firstly, we provide for n = 2 an explicit expression for two non-constant first integrals through algebraic operations involving the symmetry generators of sl(2, R), and without any kind of integration. Moreover, although there are cases when the two first integrals are functionally independent, it is proved that a second functionally independent first integral arises by a single quadrature. This result is extended for n > 2, provided that a solvable structure for an integrable distribution generated by the differential operator associated to the equation and one of the prolonged symmetry generators of sl(2, R) is known. Several examples illustrate the procedures. Keywords: differential operator; first integral; solvable structure; integrable distribution 1. Introduction The study of nth-order ordinary differential equations admitting the unimodular Lie group SL(2, R) is a non-trivial problem due to the nonsolvability of the underlying symmetry algebra sl(2, R).