Professional Documents
Culture Documents
Contents
Course Description
A. Motivating Examples
i
i
iv
C. Tentative Plans
Chapter 1.
Preliminaries
1.1.
Banach Spaces
1.2.
1.3.
1.4.
1.5.
Chapter 2.
Sobolev Spaces
11
23
2.1.
23
2.2.
27
2.3.
39
2.4.
Equivalent Norms
47
Chapter 3.
51
3.1.
51
3.2.
54
3.3.
G
ardings Estimates and Existence Theory
55
3.4.
60
Chapter 4.
65
4.1.
Variational Problems
65
4.2.
66
4.3.
70
4.4.
72
4.5.
86
iii
iv
Contents
4.6.
Chapter 5.
90
95
5.1.
95
5.2.
Morreys Quasiconvexity
97
5.3.
102
5.4.
108
5.5.
116
5.6.
Relaxation Principles
118
Bibliography
123
Index
125
Course Description
This course is intended to give an introduction to some important variational methods for
certain problems in partial differential equations (PDE) and applications. The course is
suitable for graduate students with some knowledge of partial differential equations. Since
this is an introduction course meant to convey important ideas of the methods, the rigorous
proof will be kept minimum; some details may be left to students as homework or class
presentation. Attendance, class participation and some extra reading of the references may
be necessary to truly learn the material.
A. Motivating Examples
Variational methods provide a solid basis for the existence theory of PDE and other applied
problems. We use some examples to introduce the main content of the course.
Example 1 Dirichlets Principle. The starting example of variational method for
PDE is the Dirichlet principle for Laplaces equation:
u = 0,
u| = f,
among all smooth functions taking f on the boundary . Therefore, in order to solve the
problem, one tries to find a minimizer of the functional I among the mentioned class of
smooth functions. One of the most important methods for such a minimization problem
is the direct method of the calculus of variations, which originates from the Weierstrass
theorem. By, such a method, we take a minimizing sequence {uj } in the given class; i.e.,
lim I(uj ) = inf I(u);
the infimum here is taken over all u in the given class. If this infimum is finite, then we
know that each component of {uj } is a bounded sequence in L2 (). The weak convergence
i
ii
Course Description
theorem implies that there exist subsequence {ujk } and G = (g1 , , gn ) L2 () such
that
R
ujk * G weakly in L2 () and hence |G|2 dx inf I(u).
Now the question is whether G renders a function in the given class; that is, does there
exist a function u in the given class such that G = u? Since, in principle, G is only in
L2 (), it is not clear whether such a u should exist or not. For this problem, the smoothness
of uj or even the fact that uj converges strongly in L2 () to G (why?) would not help
much. The class in which we seek the minimizers plays an important role in guaranteeing
the existence of a minimizer. We need to have a larger class where I(u) is defined and a
minimizer can be found by this direct method. A minimizer in this larger class is only a
weak solution to the original Laplace equation. Is it smooth and a classical solution of the
Laplace equation? This is the regularity problem; we will not focus on such a problem in
this course. The extension of the admissible class leads use to the class of functions with
gradient in L2 () and such a class should be also complete (i.e., containing the limits of all
its Cauchy sequences). This motivates the study of Sobolev space H 1 () = W 1,2 () or the
general W m,p () spaces.
Example 2 Lax-Milgram Method. The second example is on the Hilbert space
method (energy method) for second-order linear elliptic equations in divergence form:
Lu = f in ,
u = 0 on ,
n
X
ij
(a (x)uxi )xj +
i,j=1
n
X
bi (x)uxi + c(x)u,
i=1
ji
a =a ;
n
X
i,j=1
v H,
Z
n
n
X
X
B[u, v] =
aij uxi vxj +
bi uxi v + cuv dx,
i,j=1
u, v H.
i=1
Note that f can also be assumed in the dual space H = H 1 (); in this case, (f, v)L2 ()
above is replaced by the pairing hf, vi between H and H. Note also that B[u, v] satisfies
the G
ardings estimates (energy estimates):
|B[u, v]| kukkvk,
where > 0, > 0 and 0 are constants (assuming aij , bi , c are L () functions). The
Lax-Milgram theorem says that if = 0 then for any f H 1 () there exists a unique
u H such that B[u, v] = hf, vi for all v H. If B is also symmetric then the Lax-Milgram
theorem is simply the Riesz representation theorem. We will not consider the case
when > 0; the problem in this case involves the Fredholm alternative theorem.
A. Motivating Examples
iii
Example 3 Mountain Pass Method. Our second example is the use of critical point
theory to find a nontrivial solution to the semilinear elliptic equations of the following type:
u + |u|p1 u = 0 in ,
u = 0 on ,
if kuk = r,
and there exists an element v H with kvk > r and I(v) 0. Note that I(0) = 0.
Therefore, both inside and outside the mountain range kuk = r there are points where I
takes a smaller value than it takes on the mountain range. Let be the set of all continuous
passes connecting the two lower points 0 and v. Let
c = inf max I(u).
g ug
Then the mountain pass theorem says that c is a critical point of I; that is, there exists
u H such that I(u) = c, I 0 (u) = 0. Note that c a and hence u 6= 0.
Example 4 Weak Lower Semicontinuity. The direct method also works for the
minimization problem for many other integral functionals of the type
Z
I(u) =
F (x, u(x), Du(x)) dx,
where u may be even a vector valued function. An important question in this regard is when
the functional I is lower semi-continuous with respect to weak convergence of W 1,p (); that
is, when we have
I(u) lim inf I(uj )
j
This will motivate the study of various notion of convexity conditions. In the scalar case,
the weak lower semicontinuity of I is equivalent to the convexity of function F (x, u, )
on the variable Rn . In the vectorial case (where, say, u : RN for some N 2), the
weak lower semicontinuity problem is a difficult problem and involves Morreys notion of
quasiconvexity, which will also be discussed in the course. But, a sufficient condition for the
semicontinuity will be given in terms of null-Lagrangians; this will be the polyconvexity.
The vectorial case is closely related to the problems in nonlinear elasticity, harmonic
maps, liquid crystals, and other physical problems.
iv
Course Description
where Du(x) = (ui /xj ) is the 3 3-matrix of deformation gradient and F is the stored
energy density function. here, adj A and det A denote the cofactor matrix and the determinant of matrix A. For elasticity problems, the constraint det Du(x) > 0 for a.e. x
is always assumed; this renders an additional difficulty for the variational problems. Also,
material property and frame-indifference often prevent the function F (x, u, A) from being
convex in A. Nevertheless, the density function sometime can be written as (or is often
assumed to be)
F (x, u, A) = W (x, u, A, adj A, det A),
where adj A and det A denote the cofactor matrix and the determinant of matrix A, and
W (x, u, A, B, t) is a convex function of (A, B, t). Exactly, this means F is polyconvex. For
incompressible materials, the constraint det Du(x) = 1 is assumed. The relationship between weak convergence and determinant involves the compensated compactness, and
we will discuss this using the null-Lagrangians under a higher regularity assumption.
Problem 2 Liquid Crystals. A liquid crystal is described by the orientation of the
line-like molecules. Such an orientation can be thought as a unit vector n(x) S 2 at each
material point x , the domain occupied by the liquid crystal. The total energy, based
on the Oseen-Frank model, is given by
Z
Z
I(n) =
WOF (n, Dn) dx =
(1 (div n)2 + 2 (n curl n)2 + 3 (n curl n)2 ) dx
Z
+
4 (tr((Dn)2 ) (div n)2 ) dx,
|m(x)|2 dx +
(m(x)) dx
H m(x) dx +
|F (z)|2 dz
I(m) =
2
2
N
C. Tentative Plans
L2 (RN ; RN )
|m(x)| = 1 a.e. x ,
div(F + m ) = 0 in RN .
Here > 0 is a material constant, is the density of anisotropy that is minimized along
preferred crystallographic directions, H is a given external applied field (typically constant),
and F is the induced magnetic field on the whole RN related to m via Maxwells equations
above. The first term in the energy I(m) is called the exchange energy, the second term
called the anisotropy energy, the third the external interaction energy, and the last term
called the magnetostatic energy.
For large domains, the -term of the energy can be dropped, which in any case makes the
problem similar to the liquid crystal problem. So we assume = 0. Also, we will restrict
attention to the two-dimensional case N = 2, although N = 3 is the most physical case.
We will show that the minimization in this simplified case can be reformulated as a minimization problem for nonconvex variational integral of the form
Z
Z
1
|u(x)|2 dx,
J(u) =
(u(x)) dx +
2 R2 \
where is a nonconvex function. Such a functional differs from what we considered above
since it is defined also on the complement of . If time permits, I will discuss some new
results including the relaxation principle for J(u).
C. Tentative Plans
1. Preliminaries. I plan to start with some preliminary results in functional analysis
using some materials of a lecture note by Professor Dunninger; most of the materials can
be found in any textbook on real and functional analysis (also in Appendix D of Evans
book, Partial Differential Equations, AMS Press).
2. Sobolev Spaces. I will do the Sobolev spaces using Evans book, Chapter 5, and sometime refer to the new book Sobolev Spaces, Academic Press, by Adams and Fournier.
3. Variational Methods for PDEs. I will follow mainly Chapters 6 and 8 of Evans
book on the variational methods discussed above, but will add some materials deemed to
be useful in understanding and developing the methods. If time permits, the maximum
principles and Sections 9.4.2 and 9.5.2 of Evans book may also be included.
4. Applications. I will briefly discuss the physical applied problems mentioned above
when a method can be applied to the problem. Some of the materials will come from several research articles, including my own.
If time permits, I will discuss the nonconvex variational problems and relaxation principle and the Young measure solutions to such problems; explicit example will be the
2-D micromagnetics problem.
Chapter 1
Preliminaries
and
x + (y + z) = (x + y) + z.
X contains a unique vector 0 (the zero vector or origin of X) such that x+0 = x
for every x X, and to each x X corresponds a unique vector x such that
x + (x) = 0.
(b) To every pair (, x), with R and x X, corresponds a vector x in such a
way that
1x = x,
(x) = ()x
( + )x = x + x
hold.
A nonempty subset M of a vector space X is called a subspace of X if x + y M
for all x, y M and all , R. A subset M of a vector space X is said to be convex if
tx + (1 t)y M whenever t (0, 1), x, y M . (Clearly, every subspace of X is convex.)
Let x1 , . . . , xn be elements of a vector space X. The set of all 1 x1 + + n xn , with
i R, is called the span of x1 , . . . , xn and is denoted by span{x1 , . . . , xn }. The elements
x1 , . . . , xn are said to be linearly independent if 1 x1 + +n xn = 0 implies that i = 0
for each i. If, on the other hand, 1 x1 + + n xn = 0 does not imply i = 0 for each
i, the elements x1 , . . . , xn are said to be linearly dependent . An arbitrary collection of
vectors is said to be linearly independent if every finite subset of distinct elements is linearly
independent.
The dimension of a vector space X, denoted by dim X, is either 0, a positive integer
or . If X = {0} then dim X = 0; if there exist linearly independent {u1 , . . . , un } such
1
1. Preliminaries
with
i R
then dim X = n and {u1 , . . . , un } is a basis for X; in all other cases dim X = .
1.1.2. Normed Spaces. A (real) vector space X is said to be a normed space if to
every x X there is associated a nonnegative real number kxk, called the norm of x, in
such a way that
(a) kx + yk kxk + kyk for all x and y in X (Triangle inequality)
(b) kxk = ||kxk for all x X and all R
(c) kxk > 0 if x 6= 0.
Note that (b) and (c) imply that kxk = 0 iff x = 0. Moreover, it easily follows from (a) that
|kxk kyk| kx yk for all
x, y X.
C() consists of those functions which are uniformly continuous on . Each such function
C0 () consists of those functions which are continuous
has a continuous extension to .
in and have compact support in . (The support of a function f defined on is the
closure of the set {x : f (x) 6= 0} and is denoted by supp(f ).) The latter two spaces are
clearly subspaces of C().
For each n-tuple = (1 , . . . , n ) of nonnegative integers, we denote by D the partial
derivative
D11 Dnn , Di = /xi
of order || = 1 + + n . If || = 0, then D0 = I(identity).
For integers m 0, let C m () be the collection of all f C() such that D f C()
for all with || m. We write f C () iff f C m () for all m 0. For
m 0, define C0m () = C0 () C m () and let C0 () = C0 () C (). The spaces
C m (), C (), C0m (), C0 () are all subspaces of the vector space C(). Similar defini etc.
tions can be given for C m ()
For m 0, define X to be the set of all f C m () for which
X
kf km,
sup |D f (x)| < .
||m
Then X is a Banach space with norm k km, . To prove, for example, the completeness
when m = 0, we let {fn } be a Cauchy sequence in X, i.e., assume for any > 0 there is a
number N () such that for all x
sup |fn (x) fm (x)| < if m, n > N ().
x
But this means that {fn (x)} is a uniformly Cauchy sequence of bounded continuous functions, and thus converges uniformly to a bounded continuous function f (x). Letting m
in the above inequality shows that kfn f km, 0.
Note that the same proof is valid for the set of bounded continuous scalar-valued functions defined on a nonempty subset of a normed space X.
Example 1.2. Let be a nonempty Lebesgue measurable set in Rn . For p [1, ), we
denote by Lp () the set of equivalence classes of Lebesgue measurable functions on for
which
Z
1
p
p
kf kp
|f (x)| dx
< .
(Two functions belong to the same equivalence class, i.e., are equivalent, if they differ
only on a set of measure 0.) Let L () denote the set of equivalence classes of Lebesgue
measurable functions on for which
kf k ess-supx |f (x)| < .
Then Lp (), 1 p , are Banach spaces with norms k kp . For p [1, ] we write
f Lploc () iff f Lp (K) for each compact set K .
For the sake of convenience, we will also consider Lp () as a set of functions. With this
convention in mind, we can assert that C0 () Lp (). In fact, if p [1, ), then as we shall
show later, C0 () is dense in Lp (). The space Lp () is also separable if p [1, ). This
follows easily, when is compact, from the last remark and the Weierstrass approximation
theorem.
Finally we recall that if p, q, r [1, ] with p1 + q 1 = r1 , then Holders inequality
implies that if f Lp () and g Lq (), then f g Lr () and
kf gkr kf kp kgkq .
Example 1.3. The Cartesian product X Y , of two vector spaces X and Y , is itself a
vector space under the following operations of addition and scalar multiplication:
[x1 , y1 ] + [x2 , y2 ] = [x1 + x2 , y1 + y2 ]
[x, y] = [x, y].
If in addition, X and Y are normed spaces with norms k kX , k kY respectively, then X Y
becomes a normed space under the norm
k[x, y]k = kxkX + kykY .
Moreover, under this norm, X Y becomes a Banach space provided X and Y are Banach
spaces.
1. Preliminaries
1.1.4. Hilbert Spaces. Let H be a real vector space. H is said to be an inner product
space if to every pair of vectors x and y in H there corresponds a real-valued function
(x, y), called the inner product of x and y, such that
(a) (x, y) = (y, x) for all x, y H
(b) (x + y, z) = (x, z) + (y, z) for all x, y, z H
(c) (x, y) = (x, y) for all x, y H, R
(d) (x, x) 0 for all x H, and (x, x) = 0 if and only if x = 0.
For x H we set
kxk = (x, x)1/2 .
(1.1)
Theorem 1.4. If H is an inner product space, then for all x and y in H, it follows that
(a) |(x, y)| kxk kyk
(Cauchy-Schwarz inequality);
yk2
+ kx
yk2
(Triangle inequality);
= 2(kxk2 + kyk2 )
(Parallelogram law).
Theorem 1.6. Every nonempty closed convex subset S of a Hilbert space H contains a
unique element of minimal norm.
Proof. Choose xn S so that kxn k d inf{kxk : x S}. Since (1/2)(xn + xm ) S,
we have kxn + xm k2 4d2 . Using the parallelogram law, we see that
(1.2)
and therefore {xn } is a Cauchy sequence in H. Since S is closed, {xn } converges to some
x S and kxk = d. If y S and kyk = d, then the parallelogram law implies, as in (1.2),
that x = y.
If (x, y) = 0, then x and y are said to be orthogonal, written sometimes as x y. For
M H, the orthogonal complement of M , denoted by M , is defined to be the set of
all x H such that (x, y) = 0 for all y M . It is easily seen that M is a closed subspace
of H. Moreover, if M is a dense subset of H and if x M , then in fact, x H which
implies x = 0.
Theorem 1.7. (Projection) Suppose M is a closed subspace of a Hilbert space H. Then
for each x H there exist unique y M , z M such that x = y + z. The element y is
called the projection of x onto M .
Proof. Let S = {x y : y M }. It is easy to see that S is convex and closed. Theorem 1.6
implies that there exists a y M such that kx yk kx wk for all w M . Let z = x y.
For an arbitrary w M , w 6= 0, let = (z, w)/kwk2 and note that
kzk2 kz wk2 = kzk2 |(z, w)/kwk|2
which implies (z, w) = 0. Therefore z M . If x = y 0 + z 0 for some y 0 M , z 0 M , then
y 0 y = z z 0 M M = {0}, which implies uniqueness.
Remark. In particular, if M is a proper closed subspace of H, then there is a nonzero
element in M . Indeed, for x H\M , let y be the projection of x on M . Then z = x y
is a nonzero element of M .
kT xk mkxk
for all
x X.
kT k =
kT xk =
sup
xX, kxk=1
sup
kT xk.
xX, kxk1
Theorem 1.8. If X and Y are normed spaces, then B(X, Y ) is a normed space with norm
defined by equation (1.4). If Y is a Banach space, then B(X, Y ) is also a Banach space.
Proof. It is easy to see that B(X, Y ) is a normed space. To prove completeness, assume
that {Tn } is a Cauchy sequence in B(X, Y ). Since
(1.5)
we see that, for fixed x X, {Tn x} is a Cauchy sequence in Y and therefore we can define
a linear operator T by
T x = lim Tn x for all x X.
n
If > 0, then the right side of (1.5) is smaller than kxk provided that m and n are large
enough. Thus, (letting n )
kT x Tm xk kxk
1. Preliminaries
Theorem 1.10. (Bounded Inverse) If X and Y are Banach spaces and if T B(X, Y )
is one-to-one and onto, then T 1 B(Y, X).
1.2.2. Dual Spaces and Reflexivity. When X is a (real) normed space, the Banach
space B(X, R) will be called the (normed) dual space of X and will be denoted by X*. Elements of X* are called bounded linear functionals or continuous linear functionals
on X. Frequently, we shall use the notation hf, xi to denote the value of f X* at x X.
Using this notation we note that |hf, xi| kf k kxk for all f X*, x X.
Example 1.11. Suppose 1 < p, q < satisfy 1/p + 1/q = 1 and let be a nonempty
Lebesgue measurable set in Rn . Then Lp () = Lq (). The case of p = is different. The
dual of L is much larger then L1 .
The following results can be found in [3].
Theorem 1.12. (Hahn-Banach) Let X be a normed space and Y a subspace of X. Assume f Y . Then there exists a bounded linear functional f X such that
hf, yi = hf, yi y Y, kfkX = kf kY .
Corollary 1.13. Let X be a normed space and x0 6= 0 in X. Then there exists f X
such that
kf k = 1, hf, x0 i = kx0 k.
The dual space X of X is called the second dual space of X and is again a Banach
space. Note that to each x X we can associate a unique Fx X by Fx (f ) = hf, xi for
all f X . From Corollary 1.13, one can also show that kFx k = kxk. Thus, the (canonical)
mapping J : X X**, given by Jx = Fx , is a linear isometry of X onto the subspace
J(X) of X . Since J is one-to-one, we can identify X with J(X).
A Banach space X is called reflexive if its canonical map J is onto X . For example,
all Lp spaces with 1 < p < are reflexive.
We shall need the following properties of reflexive spaces.
Theorem 1.14. Let X and Y be Banach spaces.
(a) X is reflexive iff X* is reflexive.
(b) If X is reflexive, then a closed subspace of X is reflexive.
(c) Let T : X Y be a linear bijective isometry. If Y is reflexive, then X is
reflexive.
1.2.3. Bounded Linear Functionals on a Hilbert Space.
Theorem 1.15. (Riesz Representation) If H is a Hilbert space and f H*, then there
exists a unique y H such that
f (x) = hf, xi = (x, y)
for all
x H.
Moreover, kf k = kyk.
Proof. If f (x) = 0 for all x, take y = 0. Otherwise, there is an element z N (f ) such
that kzk = 1. (Note that the linearity and continuity of f implies that N (f ) is a closed
subspace of H.) Put u = f (x)z f (z)x. Since f (u) = 0, we have u N (f ). Thus (u, z) = 0,
which implies
f (x) = f (x)(z, z) = f (z)(x, z) = (x, f (z)z) = (x, y),
where y = f (z)z. To prove uniqueness, suppose (x, y) = (x, y 0 ) for all x H. Then in
particular, (y y 0 , y y 0 ) = 0, which implies y = y 0 . From the Cauchy-Schwarz inequality
we get |f (x)| kxkkyk, which yields kf k kyk. The reverse inequality follows by choosing
x = y in the representation.
Corollary 1.16. H is reflexive.
Let T : H H be an operator on the Hilbert space H. We define the Hilbert space
adjoint T * : H H as follows:
(T x, y) = (x, T *y)
for all
x, y H.
We note that in a Hilbert space H, the Riesz representation theorem implies that xn * x
means (xn , y) (x, y) for all y H. Moreover, we have
(xn , yn ) (x, y) if xn * x, yn y.
This follows from the estimate
|(x, y) (xn , yn )| = |(x xn , y) (xn , yn y)| |(x xn , y)| + kxn kky yn k
and the fact that kxn k is bounded.
1. Preliminaries
implies
T xn * T x.
implies
T xn T x.
X
n=1
10
1. Preliminaries
Let T : D(T ) H H be a linear operator on the real Hilbert space H. The set (T )
of all scalars R for which (T I)1 B(H) is called the resolvent set of T . The
operator R() = (T I)1 is known as the resolvent of T . (T ) = R \ (T ) is called the
spectrum of T . It can be shown that (T ) is an open set and (T ) is a closed set. The
set of R for which there exists a nonzero x N (T I) is called the point spectrum
of T and is denoted by p (T ). The elements of p (T ) are called the eigenvalues of T and
the nonzero members of N (T I) are called the eigenvectors (or eigenfunctions if X
is a function space) of T .
If T is compact and 6= 0, then by the Fredholm alternative, either p (T ) or
(T ). Moreover, if H is infinite-dimensional, then 0 6 (T ); otherwise, T 1 B(H)
and T 1 T = I is compact. As a consequence, (T ) consists of the nonzero eigenvalues of T
together with the point 0. The next result shows that p (T ) is either finite or a countably
infinite sequence tending to zero.
Theorem 1.25. Let T : X X be a compact linear operator on the normed space X.
Then for each r > 0 there exist at most finitely many p (T ) for which || > r.
1.4.3. Symmetric Compact Operators. The next result implies that a symmetric compact operator on a Hilbert space has at least one eigenvalue. On the other hand, an arbitrary bounded, linear, symmetric operator need not have any eigenvalues. As an example,
let T : L2 (0, 1) L2 (0, 1) be defined by T u(x) = xu(x).
Theorem 1.26. Suppose T B(H) is symmetric, i.e., (T x, y) = (x, T y) for all x, y H.
Then
kT k = sup |(T x, x)|.
kxk=1
Hence, if T x 6= 0 and y =
11
kT x T yk kkx yk
x, y X.
for all
n+p
x0 T x0 k
n+p1
X
kT j+1 x0 T j x0 k
j=n
n+p1
X
k j kT x0 x0 k
j=n
kn
kT x0 x0 k.
1k
and thus x is the unique fixed point. Note that the fixed point x is independent of x0 since
x is a fixed point and fixed points are unique.
Our main existence result will be based upon the following so-called method of continuity or continuation method.
12
1. Preliminaries
(1.7)
Then R(T1 ) = Y if R(T0 ) = Y .
(1.8)
implies
[0, s + ] S.
(Note that any smaller works.) Since can be chosen independently of s, (1.8) applied
finitely many times gets us from 0 S to 1 S.
Let s S. For t = s + , Tt x = f is equivalent to the equation
Ts x = f + T0 x T1 x.
(1.9)
(1.10)
for all
u Lp ()
and
Z
(1.12)
hN u, vi =
f (x, u(x))v(x)dx
for all
u, v Lp ().
13
Z
const (|f (x, un0 (x))|q + |f (x, u(x))|q )dx
Z
const (|a(x)|q + |v(x)|p + |u(x)|p )dx.
By (ii), f (x, u (x)) f (x, u(x)) 0 as n for almost all x . The dominating
convergence theorem implies that kN un0 N ukq 0. By repeating this procedure for any
subsequence of un0 , it follows that kN un N ukq 0 which implies that N is continuous.
Since N u (Lp ())*, the integral representation (1.12) is clear.
n0
Remarks. (a) The following remarkable statement can be proved: If f satisfies (i) and (ii)
above and if the corresponding Nemytskii operator is such that N : Lp () Lq (), then
N is continuous, bounded and (iii) holds.
(b) If (iii) is replaced by
(iii)0 for all (x, ) R
|f (x, )| a(x) + b||p/r
where b is a fixed nonnegative number, a Lr () is nonnegative and 1 < p, r < , then
the above results are valid with q replaced by r. (i.e., N : Lp () Lr ().)
(c) We say that f satisfies the Caratheodory property, written f Car, if (i) and
(ii) above are met. If in addition (iii) is met, then we write f Car(p).
1.5.3. Differentiability. Let S be an open subset of the Banach space X. The functional
f : S X R is said to be Gateaux differentiable (G-diff) at a point u S if there
exists a functional g X* (often denoted by f 0 (u)) such that
d
f (u + tv) f (u)
f (u + tv)
= lim
= [f 0 (u)]v for all v X.
t0
dt
t
t=0
f 0 (u)
The functional
is called the Gateaux derivative of f at the point u S. If f is
G-diff at each point of S, the map f 0 : S X X* is called the Gateaux derivative of
f on S. In addition, if f 0 is continuous at u (in the operator norm), then we say that f
is C 1 at u. Note that in the case of a real-valued function of several real variables, the
Gateaux derivative is nothing more than the directional derivative of the function at u in
the direction v.
Let X, Y be Banach spaces and let A : S X Y be an arbitrary operator. A is
said to be Frechet differentiable (F-diff) at the point u S if there exists an operator
14
1. Preliminaries
kvk0
The operator B, often denoted by A0 (u), is called the Frechet derivative of A at u. Note
that if A is Frechet differentiable on S, then A0 : S B(X, Y ). In addition, if A0 is
continuous at u (in the operator norm), we say that A is C 1 at u.
Remark. If the functional f is F-diff at u S, then it is also G-diff at u, and the two
derivatives are equal. This follows easily from the definition of the Frechet derivative. The
converse is not always true as may be easily verified by simple examples from several variable
calculus. However, if the Gateaux derivative exists in a neighborhood of u and if f C 1 at
u, then the Frechet derivative exists at u, and the two derivatives are equal.
Example 1.31. (a) Let f () C(R). Then for k 0, the corresponding Nemytskii operator
C()
is bounded and continuous. If in addition f () C 1 (R), then N C 1
N : C k ()
and the Frechet derivative N 0 (u) is given by
[N 0 (u)v](x) = f 0 (u(x))v(x).
C ( ))
with
|N 0 (u)v|0 |f 0 (u)|0 |v|k and so N 0 (u) B(C k (),
Note that for u, v C k (),
0
0
0
k
f0
C k ()
(b) Let f () C k+1 (R), where k > n/2. Then we claim that the corresponding Nemytskii operator N : H k () H k () is of class C 1 with Frechet derivative given by
[N 0 (u)v](x) = f 0 (u(x))v(x).
Then N (u) C k ()
by the usual chain rule. If u H k (),
First, suppose u C k ().
k
with kum ukk,2 0. Since the imbedding H k () C()
is continuous,
let um C ()
0
0
um u uniformly, and thus f (um ) f (u) and f (um ) f (u) uniformly and hence in L2 .
Furthermore, Di f (um ) = f 0 (um )Di um f 0 (u)Di u in L1 . Consequently, by Theorem 2.10,
we have
Di f (u) = f 0 (u)Di u.
In a similar fashion we find
Dij f (u) = f 00 (u)Di uDj u + f 0 (u)Dij u
with corresponding formulas for higher derivatives.
1.5.4. Implicit Function Theorem. The following lemmas are needed in the proof of
the implicit function theorem.
15
Lemma 1.32. Let S be a closed nonempty subset of the Banach space X and let M be a
metric space. Suppose A(x, ) : S M S is continuous and there is a constant k < 1
such that, uniformly for all M
kA(x, ) A(y, )k kkx yk
for all
x, y S.
Then for each M, A(x, ) has a unique fixed point x() S and moreover, x()
depends continuously on .
Proof. The existence and uniqueness of the fixed point x() is of course a consequence of
the contraction mapping theorem. To prove continuity, suppose n . Then
kx(n ) x()k = kA(x(n ), n ) A(x(), )k
kA(x(n ), n ) A(x(), n )k + kA(x(), n ) A(x(), )k
kkx(n ) x()k + kA(x(), n ) A(x(), )k.
Therefore
1
kA(x(), n ) A(x(), )k.
1k
By the assumed continuity of A, the right side tends to zero as n , and therefore
x(n ) x().
kx(n ) x()k
Lemma 1.33. Suppose X, Y are Banach spaces. Let S X be convex and assume A :
S Y is Frechet differentiable at every point of S. Then
kAu Avk ku vk sup kA0 (w)k.
wS
In other words, A satisfies a Lipschitz condition with constant q = supwS kA0 (w)k.
Proof. For fixed u, v S, set g(t) = A(u + t(v u)), where t [0, 1]. Using the definition
of Frechet derivative, we have
A(u + (t + h)(v u)) A(u + t(v u))
0
g (t) = lim
h0
h
0
hA (u + t(v u))(v u) + kh(v u)kE
= lim
h0
h
0
= A (u + t(v u))(v u).
Hence
kg(0) g(1)k = kAu Avk sup kg 0 (t)k
t[0,1]
16
1. Preliminaries
We now consider operator equations of the form A(u, v) = 0, where A maps a subset
of X Y into Z. For a given [u0 , v0 ] X Y we denote the Frechet derivative of A (at
[u0 , v0 ]) with respect to the first (second) argument by Au (u0 , v0 ) (Av (u0 , v0 )).
Theorem 1.35. (Implicit Function) Let X, Y, Z be Banach spaces. For a given [u0 , v0 ]
X Y and a, b > 0, let S = {[u, v] : ku u0 k a, kv v0 k b}. Suppose A : S Z
satisfies the following:
(i) A is continuous.
(ii) Av (, ) exists and is continuous in S (in the operator norm)
(iii) A(u0 , v0 ) = 0.
(iv) [Av (u0 , v0 )]1 exists and belongs to B(Z, Y ).
Then there are neighborhoods U of u0 and V of v0 such that the equation A(u, v) = 0 has
exactly one solution v V for every u U . The solution v depends continuously on u.
Proof. If in S we define
B(u, v) = v [Av (u0 , v0 )]1 A(u, v)
it is clear that the solutions of A(u, v) = 0 and v = B(u, v) are identical. The theorem will
be proved by applying the contraction mapping theorem to B. Since
Bv (u, v) = I [Av (u0 , v0 )]1 Av (u, v)
Bv (, ) is continuous in the operator norm. Now Bv (u0 , v0 ) = 0, so for some > 0 there is
a q < 1 such that
kBv (u, v)k q
for ku u0 k , kv v0 k . By virtue of Lemma 1.33, B(u, ) is a contraction. Since
A is continuous, B is also continuous. Therefore, since B(u0 , v0 ) = v0 , there is an with
0 < such that
kB(u, v0 ) v0 k (1 q)
for ku u0 k . The existence of a unique fixed point in the closed ball B(v0 , ) follows
from Lemma 1.34 and the continuity from Lemma 1.32.
and consider the
Example 1.36. Let f () C 1, (R), f (0) = f 0 (0) = 0, g(x) C ()
boundary value problem
(1.13)
u + f (u) = g(x) in , u| = 0.
Y = {u C 2, ()
: u| = 0} and
Set X = Z = C (),
A(g, u) = u + N (u) g
where N is the Nemytskii operator corresponding to f . The operator A maps X Y into
the space Z. Clearly A(0, 0) = 0 (A is C 1 by earlier examples) and
Au (0, 0)v = v,
v Y.
It is easily checked that all the conditions of the implicit function theorem are met. In
particular, condition (iv) is a consequence of the bounded inverse theorem. Thus, for a
of sufficiently small norm (in the space C ())
there exists a unique
function g C ()
solution of (1.13) which lies near the zero function. There may, of course, be other solutions
which are not close to the zero function. (Note that the condition f 0 (0) = 0 rules out linear
functions.)
17
: u| = 0} would fail
Y = {u C 2 ()
Remark. Note that the choice of X = Z = C(),
above since the corresponding linear problem is not onto. An alternate approach would be
to use Sobolev spaces. In fact, if we take X = Z = W k2 (), Y = W k () H01 () with k
sufficiently large, and if f () C k+1 (R), then as above, we can conclude the existence of a
unique solution u W k () provided kgkk2,2 is sufficiently small. Hence, we get existence
for more general functions g; however, the solution u W k () is not a classical (i.e., C 2 )
solution in general.
1.5.5. Generalized Weierstrass Theorem. In its simplest form, the classical Weierstrass theorem can be stated as follows: Every continuous function defined on a closed ball
in Rn is bounded and attains both its maximum and minimum on this ball. The proof
makes essential use of the fact that the closed ball is compact.
The first difficulty in trying to extend this result to an arbitrary Banach space X is
that the closed ball in X is not compact if X is infinite dimensional. However, as we shall
show, a generalized Weierstrass theorem is possible if we require a stronger property for the
functional.
A set S X is said to be weakly closed if {un } S, un * u implies u S, i.e.,
S contains all its weak limits. A weakly closed set is clearly closed, but not conversely.
2
Indeed, the set {sin nx}
1 in L (0, ) has no limit point (because it cannot be Cauchy) so
it is closed, but zero is a weak limit that does not belong to the set. It can be shown that
every convex, closed set in a Banach space is weakly closed.
A functional f : S X R is weakly continuous at u0 S if for every sequence
{un } S with un * u0 it follows that f (un ) f (u0 ). Clearly, every functional f X*
is weakly continuous. A functional f : S X R is weakly lower semicontinuous(w.l.s.c.) at u0 S if for every sequence {un } S for which un * u0 it follows that
f (u0 ) lim inf n f (un ). According to Theorem 1.18, the norm on a Banach space is
w.l.s.c.. A functional f : S X R is weakly coercive on S if f (u) as kuk
on S.
Theorem 1.37. Let X be a reflexive Banach space and f : C X R be w.l.s.c. and
assume
(i) C is a nonempty bounded weakly closed set in X or
(ii) C is a nonempty weakly closed set in X and f is weakly coercive on C.
Then
(a) inf uC f (u) > ;
(b) there is at least one u0 C such that f (u0 ) = inf uC f (u).
Moreover, if u0 is an interior point of C and f is G-diff at u0 , then f 0 (u0 ) = 0.
Proof. Assume (i) and let {un } C be a minimizing sequence, i.e., limn f (un ) =
inf uC f (u). The existence of such a sequence follows from the definition of inf. Since X is
reflexive and C is bounded and weakly closed, there is a subsequence {un0 } and a u0 C
such that un0 * u0 . But f is w.l.s.c. and so f (u0 ) lim inf n f (un0 ) = inf uC f (u),
which proves (a). Since by definition, f (u0 ) inf uC f (u), we get (b).
Assume (ii) and fix u0 C. Since f is weakly coercive, there is a closed ball B(0, R) X
such that u0 B C and f (u) f (u0 ) outside B C. Since B C satisfies the conditions
of (i), there is a u1 B C such that f (u) f (u1 ) for all u B C and in particular for
u0 . Thus, f (u) f (u1 ) on all of C.
18
1. Preliminaries
To prove the last statement we set v (t) = f (u0 + tv). For fixed v X, v (t) has a
local minimum at t = 0, and therefore hf 0 (u0 ), vi = 0 for all v X.
The point u0 X is called a critical point of the functional f defined on X if f 0 (u0 )v =
0 for every v X.
Remark. Even though weakly continuous functionals on closed balls attain both their inf
and sup (which follows from the above theorem), the usual functionals that we encounter
are not weakly continuous, but are w.l.s.c.. Hence this explains why we seek the inf and
not the sup in variational problems.
1.5.5.1. Convex sets. A set C in the real normed space X is called convex if (1t)u+tv C
for all t [0, 1], u, v C. The following result is needed later (see, e.g., [32]).
Theorem 1.38. A closed convex set in a Banach space is weakly closed.
1.5.6. Monotone Operators and Convex Functionals. Let A : X X* be an operator on the real Banach space X.
A is monotone if
hAu Av, u vi 0
for all
u, v X.
A is strongly monotone if
hAu Av, u vi cku vkpX
for all
u, v X
Remark. A strongly monotone operator is coercive. This follows immediately from hAu, ui =
hAu A0, ui + hA0, ui ckukpX kA0kkukX .
Let C be a convex set in the real normed space X. A functional f : C X R is said
to be convex if
f ((1 t)u + tv) (1 t)f (u) + tf (v)
for all
t [0, 1], u, v C.
19
for all
u, v C
0<<1
i.e.,
f (v) f (u) + hf 0 (u), v ui for all
If un * u, then
hf 0 (u), un
u, v C.
ui 0 as n . Hence, f is w.l.s.c.
for all
u U (u0 ) Mc
f (u) f (u0 )
for all
u U (u0 ) Mc .
or
20
1. Preliminaries
In the first case we say that f is (local) maximal at u0 with respect to Mc , while in the
second case f is (local) minimal at u0 with respect to Mc . A point u0 Mc is called an
ordinary point of the manifold Mc if its F-derivative g 0 (u0 ) 6= 0.
Let u0 be an ordinary point of Mc . Then u0 is called a critical point of f with respect
to Mc if there exists a real number , called a Lagrange multiplier, such that
f 0 (u0 ) = g 0 (u0 ).
As we shall see, if u0 is an extremum of f with respect to Mc , and if u0 is an ordinary point,
then u0 is a critical point of f with respect to Mc . Note that if u0 is an extremum of f with
respect to X, then we can choose = 0, which implies the usual result.
Lemma 1.41. Let X be a Banach space. Suppose the following hold:
(i) f, g : X R are of class C 1
(ii) For u0 X, we can find v, w X such that
f 0 (u0 )v g 0 (u0 )w 6= f 0 (u0 )w g 0 (u0 )v.
(1.14)
Then f cannot have a local extremum with respect to the level set Mc at u0 .
Proof. Fix v, w X, and for s, t R consider the real-valued functions
F (s, t) = f (u0 + sv + tw), G(s, t) = g(u0 + sv + tw) c.
Then
F
F
(0, 0) = f 0 (u0 )v,
(0, 0) = f 0 (u0 )w
s
t
G
G
(0, 0) = g 0 (u0 )v,
(0, 0) = g 0 (u0 )w
s
t
so that condition (1.14) is simply that the Jacobian |(F, G)/(s, t)| is nonvanishing at
(s, t) = (0, 0). Since F, G C 1 on R2 , we may apply the implicit function theorem to
conclude that a local extremum cannot occur at u0 . More precisely, assume w.l.o.g. that
Gt (0, 0) 6= 0. Since G(0, 0) = 0, the implicit function theorem implies the existence of a C 1
function such that (0) = 0 and G(s, (s)) = 0 for sufficiently small s. Moreover,
0 (0) =
Gs (0, 0)
.
Gt (0, 0)
Set z(s) = F (s, (s)) = f (u0 + sv + (s)w) and note that g(u0 + sv + (s)w) = c. Hence,
if to the contrary f has an extremum at u0 , then z(s) has a local extremum at s = 0. But,
an easy computation shows that Gt (0, 0)z 0 (0) = f 0 (u0 )v g 0 (u0 )w f 0 (u0 )w g 0 (u0 )v 6= 0,
which is a contradiction.
Theorem 1.42. (Lagrange) Let X be a Banach space. Suppose the following hold:
(i) f, g : X R are of class C 1
(ii) g(u0 ) = c.
(iii) u0 is a local extremum of f with respect to the constraint Mc
Then either
(a) g 0 (u0 )v = 0 for all v X, or
(b) There exists R such that f 0 (u0 )v = g 0 (u0 )v for all v X.
21
Proof. If (a) does not hold, then fix w X with g 0 (u0 )w 6= 0. By hypothesis and the above
lemma, we must have
f 0 (u0 )v g 0 (u0 )w = f 0 (u0 )w g 0 (u0 )v
for all
v X.
(1.15)
i gi0 (u0 ) = 0.
i=0
22
1. Preliminaries
Assume that the imbedding X Y is compact and that the imbedding Y Z is continuous.
Then for each > 0, there is a constant c() such that
(1.16)
for all
u X.
Proof. If for a fixed > 0 the inequality is false, then there exists a sequence {un } such
that
(1.17)
for all
n.
Chapter 2
Sobolev Spaces
This chapter is devoted to a discussion of the necessary Sobolev function spaces which
permit a modern approach to the study of differential equations.
||
(2.1)
uD dx = (1)
vdx, || m
where v = D u. Motivated by (2.1), we now enlarge the class of functions for which the
notion of derivative can introduced.
Let u L1loc (). A function v L1loc () is called the th weak derivative of u if it
satisfies
Z
Z
||
||
(2.2)
uD dx = (1)
vdx for all C0 ().
It can be easily shown that weak derivatives are unique. Thus we write v = D u to indicate
that v is the th weak derivative of u. If a function u has an ordinary th derivative lying
in L1loc (), then it is clearly the th weak derivative.
In contrast to the corresponding classical derivative, the weak derivative D u is defined
globally on all of by (2.2). However, in every subregion 0 the function D u will
also be the weak derivative of u. It suffices to note that (2.2) holds for every function
||
C0 (0 ), and extended outside 0 by assigning to it the value zero. In particular, the
weak derivative (if it exists) of a function u having compact support in has itself compact
support in and thus belongs to L1 ().
We also note that in contrast to the classical derivative, the weak derivative D u is
defined at once for order || without assuming the existence of corresponding derivatives
of lower orders. In fact, the derivatives of lower orders may not exist as we will see in a
forthcoming exercise. However, in his book, Sobolev shows that if all weak derivatives exist
of a certain order, then all lower order weak derivatives exist.
23
24
2. Sobolev Spaces
Example 2.1. (a) The function u(x) = |x1 | has in the ball = B(0, 1) weak derivatives
ux1 = sgn x1 , uxi = 0, i = 2, . . . , n. In fact, we apply formula (2.2) as follows: For any
C01 ()
Z
Z
Z
x1 x1 dx
x1 x1 dx
|x1 |x1 dx =
where + = (x1 > 0), = (x1 < 0). Since x1 = 0 on and also for x1 = 0,
an application of the divergence theorem yields
Z
Z
Z
Z
dx = (sgn x1 )dx.
dx +
|x1 |x1 dx =
|x1 |xi = 0 for i = 2, . . . , n. Note that the function |x1 | has no classical derivative with
respect to x1 in .
(b) By the above computation, the function u(x) = |x| has a weak derivative u0 (x) =
sgn x on the interval = (1, 1). On the other hand, sgn x does not have a weak derivative
on due to the discontinuity at x = 0.
(c) Let = B(0, 1/2) R2 and define u(x) = ln(ln(2/r)), x , where r = |x| =
+ x22 )1/2 . Then u 6 L () because of the singularity at the origin. However, we will
show that u has weak first partial derivatives.
(x21
1/2
r[ln(ln(2/r))]2 dr d
and a simple application of Lhopitals rule shows that the integrand is bounded and thus
the integral is finite. Similarly, it is easy to check that the classical partial derivative
cos
, where x1 = r cos
r ln(2/r)
ux1 =
also belongs to L2 (). Now we show that the defining equation for the weak derivative is
met.
Let = {x : < r < 1/2} and choose C01 (). Then by the divergence theorem
and the absolute continuity of integrals
Z
Z
Z
Z
ux1 dx = lim
ux1 dx = lim
ux1 dx +
un1 ds
0
r=
as 0. Thus
Z
Z
ux1 dx =
ux1 dx.
The same analysis applies to ux2 . Thus u has weak first partial derivatives given by the
classical derivatives which are defined on \{0}.
25
(2.3)
Z
=(
|D u|p dx)1/p
||k
Since we shall be dealing mostly with these spaces in the sequel, we introduce the special
notation:
H k () = W k,2 (), H0k () = W0k,2 ().
Theorem 2.2. W k,p () is a Banach space under the norm (2.3). If 1 < p < , it is
reflexive and if 1 p < , it is separable.
Proof. We first prove that W k,p () is complete with respect to the norm (2.3).
Let {un } be a Cauchy sequence of elements in W k,p (), i.e.,
X Z
p
|D un D um |p dx 0 as m, n .
kun um kk,p =
||k
|un um |p dx 0.
Since Lp () is complete, it follows that there are functions u Lp (), || k such that
D un u (in Lp ()). Since each un (x) has weak derivatives (up to order k) belonging
to Lp (), a simple limit argument shows that u is the th weak derivative of u0 . In fact,
Z
Z
Z
Z
||
||
uD dx
un D dx = (1)
D un dx (1)
u dx.
Hence
u0
W k,p ()
and kun
u0 kk,p
W 1,p ()
0 as n .
T u = (u, D1 u, . . . , Dn u).
26
2. Sobolev Spaces
kvk = (
i=1
(Lp ())n+1 ,
(i) u is continuous on .
(ii) For some i, Di u is continuous on 1 , 2 , . . . , N , and can be extended contin 1,
2, . . . ,
N , respectively.
uously to
(iii) The surfaces of discontinuity are such that the divergence theorem applies.
Define wi (x) = Di u(x) if x N
i=1 i . Otherwise, wi can be arbitrary. We now claim
that wi Lp () is a weak partial derivative of u on .
Indeed, for all C01 (), the divergence theorem yields
Z
XZ
uDi dx =
uDi dx
X Z
uni dS
Di udx
j
Z
=
Di udx.
Note that the boundary terms either vanish, since has compact support, or cancel out
along the common boundaries, since u is continuous and the outer normals have opposite
and has piecewise continuous derivatives in of order
directions. Similarly, if u C k ()
k+1,p
k + 1, then u W
().
Remark. More generally, by using a partition of unity argument, we can show the following:
If O is a collection of nonempty open sets whose union is and if u L1loc () is such that
for some multi-index , the th weak derivative of u exists on each member of O, then the
th weak derivative of u exists on .
Exercise 1. Consider the function u(x) = sgnx1 + sgnx2 in the ball B(0, 1) R2 .
Show that the weak derivative ux1 does not exist, yet the weak derivative ux1 x2 does exist.
Exercise 2. (a) Let be the hemisphere of radius R < 1 in Rn :
r2
n
X
x2i R2 , xn 0 (n 3).
i=1
Show that
u = (r(n/21) `nr)1 H 1 ().
(b) Let B = B(0, 1) be the open unit ball in Rn , and let
u(x) = |x| , x B.
27
B(0,h)
where h is a mollifier.
There are two other forms in which uh can be represented, namely
Z
Z
(2.4)
uh (x) =
h (x y)u(y)dy =
h (x y)u(y)dy
Rn
B(x,h)
the latter equality being valid since h vanishes outside the (open) ball B(x, h). Thus
the values of uh (x) depend only on the values of u on the ball B(x, h). In particular, if
dist(x, supp(u)) h, then uh (x) = 0.
Theorem 2.4. Let be a nonempty open set in Rn . Then
(a) uh C (Rn ).
(b) If supp(u) is a compact subset of , then uh C0 () for all h sufficiently
small.
Proof. Since u is integrable and h C , the Lebesgue theorem on differentiating integrals
implies that for || <
Z
D uh (x) =
u(y)D h (x y)dy
i.e., uh C (Rn ). Statement (b) follows from the remark preceding the theorem.
With respect to a bounded set we construct another set (h) as follows: with each
point x as center, draw a ball of radius h; the union of these balls is then (h) . Clearly
(h) . Moreover, uh can be different from zero only in (h) .
Corollary 2.5. Let be a nonempty bounded open set in Rn and let h > 0 be any number.
Then there exists a function C (Rn ) such that
0 (x) 1; (x) = 1, x (h) ; (x) = 0, x ((3h) )c .
Such a function is called a cut-off function for .
28
2. Sobolev Spaces
Proof. Let (x) be the characteristic function of the set (2h) : (x) = 1 for x (2h) , (x) =
0 for x 6 (2h) and set
Z
(x) h (x) =
h (x y)(y)dy.
Rn
Then
h (x y)dy C (Rn ),
Z
h (x y)dy = 1,
0 (x)
(x) =
(2h)
Rn
and
(R
Z
h (x y)(y)dy =
(x) =
B(x,h)
B(x,h) h (x
y)dy = 1,
0,
x (h) ,
x ((3h) )c .
Proof. Choose a > 0 large enough so that is strictly contained in the ball B(0, a). Then
the function
u(x) if x ,
U (x) =
0
if x B(0, 2a) \
C(B(0,
2a)) which satisfies the
belongs to Lp (B(0, 2a)). For > 0, there is a function U
Since the function U is uniformly continuous in B(0, 2a), there is a > 0( < a) such that
(x + z) U
(x)kLp (B(0,2a)) /3 whenever |z| < . Hence for |z| < we easily see that
kU
ku(x + z) u(x)kLp () = kU (x + z) U (x)kLp (B(0,2a)) .
Theorem 2.8. Let be a nonempty open set in Rn . If u Lp () (1 p < ), then
(a) kuh kp kukp
(b) kuh ukp 0
as
h 0.
29
where
is compact, then
If u C k (),
(c) kuh ukC k ( 0 ) 0
h 0,
as
where 0 .
1/p 1/q
Proof. If 1 < p < , let q = p/(p 1). Then h = h h and Holders inequality
implies
Z
p/q
Z
p
p
|uh (x)|
h (x y)|u(y)| dy
h (x y)dy
h (x y)|u(y)|p dy
B(0,1)
Hence by H
olders inequality
p
Z
( |u(x hz) u(x)|p dx)dz.
B(0,1)
30
2. Sobolev Spaces
Remark. The following example shows that in (c) we cannot replace 0 by . Let u 1 for
R1
Rh
x [0, 1] and consider uh (x) = 0 h (x y)dy, where h (y) = h (y). Now h h (y)dy =
1 and so uh (0) = 1/2 for all h < 1. Thus uh (0) 1/2 6= 1 = u(0). Moreover, for x (0, 1)
R x+h
and h sufficiently small, (x h, x + h) (0, 1) and so uh (x) = xh h (x y)dy = 1 which
implies uh (x) 1 for all x (0, 1).
Corollary 2.9. Let be a nonempty open set in Rn . Then C0 () is dense in Lp () for
all 1 p < .
Proof. Suppose first that is bounded and let 0 . For a given u Lp () set
u(x), x 0
v(x) =
0,
x \0 .
Then
|u|p dx.
|u v| dx =
\0
By the absolute continuity of integrals, we can choose 0 so that the integral on the right
is arbitrarily small, i.e., ku vkp < /2.
Since supp(v) is a compact subset of , Theorems 2.4(b) and 2.8(b) imply that for h
sufficiently small, vh (x) C0 () with kv vh kp < /2, and therefore ku vh kp < .
If is unbounded, choose a ball B large enough so that
Z
|u|p dx < /2
\0
where 0 = B, and repeat the proof just given.
n
C (R ) for
Clearly, uh , vh
kuh ukL1 (00 ) 0.
00
Now we note that if x 0 and 0 < h < d/2, then h (x y) C0 (00 ). Thus by
Theorem 2.4 and the definition of weak derivative,
Z
Z
||
D uh (x) =
u(y)Dx h (x y)dy = (1)
u(y)Dy h (x y)dy
00
00
Z
=
h (x y) v(y)dy = vh (x).
00
Thus,
kD uh
vkL1 (S) 0.
||
31
(b) If u
W k,p ()
and v
C0k (),
prove that uv
W0k,p ().
32
2. Sobolev Spaces
Z
0
|D uh D u|dx
|f (uh )D uh f (u)D u|dx sup |f |
0
Z
|f 0 (uh ) f 0 (u)||D u|dx.
+
Since kuh ukL1 (0 ) 0, there exists a subsequence of {uh }, which we call {uh } again,
which converges a.e. in 0 to u. Moreover, since f 0 is continuous, {f 0 (uh )} converges to f 0 (u)
a.e. in 0 . Hence the last integral tends to zero by the dominated convergence theorem.
Consequently, the sequences {f (uh )}, {f 0 (uh )D uh } tend to f (u), f 0 (u)D u respectively,
and the first conclusion follows by an application of Theorem 2.10 again.
Since f (0) = 0, the mean value theorem implies |f (s)| M |s| for all s R. Thus,
|f (u(x))| M |u(x)| for all x and so f u Lp () if u Lp (). Similarly,
f 0 (u(x))D u Lp () if u W 1,p (), which shows that f u W 1,p ().
Corollary 2.15. Let be a bounded open set
D u, || = 1, then so does |u| and
D u
0
D |u| =
D u
i.e., D |u| = (sgn u)D u for u 6= 0. In particular, if u W 1,p (), then |u| W 1,p ().
Proof. The positive and negative parts of u are defined by
u+ = max{u, 0}, u = min{u, 0}.
If we can show that D u+ exists and that
D u if u > 0
+
D u =
0
if u 0
then the result for |u| follows easily from the relations |u| = u+ u and u = (u)+ .
Thus, for h > 0 define
1
(u2 + h2 ) 2 h if u > 0
fh (u) =
0
if u 0.
Clearly fh C 1 (R) and fh0 is bounded on R. By Theorem 2.14, fh (u) has a weak derivative,
and for any C01 ()
Z
Z
Z
uD u
1 dx.
u>0 (u2 + h2 ) 2
33
+
D udx = vdx
u D dx =
u>0
where
D u if u > 0
0
if u 0
+
which establishes the desired result for u .
v=
Lp ().
Since vn is absolutely continuous on any line segment in , its partial derivatives (which
exist almost everywhere) coincide almost everywhere with the weak derivatives. Moreover,
we see from above that |vn /xi | cn for 1 i n, and as is bounded, vn /xi Lp ().
Thus vn W 1,p () and has compact support, which implies vn W01,p (). From the
relation
|vn (x) f (u(x))| c|un (x) u(x)|
it follows that kvn f ukp 0. Furthermore, if ei is the standard ith basis vector in Rn ,
we have
|vn (x + hei ) vn (x)|
|un (x + hei ) un (x)|
c
|h|
|h|
and so
vn
un
lim sup k
kp c lim sup k
kp .
xi
xi
n
n
But, {un /xi } is a convergent sequence in Lp () and therefore {vn /xi } is bounded in
Lp () for each 1 i n. Since kvn k1,p is bounded and W01,p () is reflexive, a subsequence
of {vn } converges weakly in W 1,p (), and thus weakly in Lp () to some element of W01,p ().
Thus, f u W01,p ().
Remark. In terms of the trace operator (defined later) we have 0 (f u) = f 0 (u).
Corollary 2.18. Let u W01,p (). Then |u|, u+ , u W01,p ().
Proof. We apply the preceding theorem with f (t) = |t|. Thus |u| W01,p (). Now
u+ = (|u| + u)/2 and u = (u |u|)/2. Thus u+ , u W01,p ().
34
2. Sobolev Spaces
2.2.4. Extensions. If 0 , then any function u(x) C0k () has an obvious extension
U (x) C0k (0 ). From the definition of W0k,p () it follows that the function u(x) W0k,p ()
and extended as being equal to zero in 0 \ belongs to W0k,p (0 ). In general, a function
u W k,p () and extended by zero to 0 will not belong to W k,p (0 ). (Consider the function
u(x) 1 in .) However, if u W k,p () has compact support in , then u W0k,p () and
thus the obvious extension belongs to W0k,p (0 ).
We now consider a more general extension result.
Theorem 2.19. Let be a bounded open set in Rn with 0 and assume k 1.
(a) If C k , then any function u(x) W k,p () has an extension U (x)
W k,p (0 ) into 0 with compact support. Moreover,
kU kW k,p (0 ) ckukW k,p ()
where the constant c > 0 does not depend on u.
has an extension U (x) C k (0 )
(b) If C k , then any function u(x) C k ()
0
into 0 with compact support. Moreover,
kU kC k ( 0 ) ckukC k ()
, kU kW k,p (0 ) ckukW k,p ()
where the constant c > 0 does not depend on u.
(c) If C k , then any function u(x) C k () has an extension U (x) into
Moreover
which belongs to C k ().
kU kC k ()
ckukC k ()
where the constant c > 0 does not depend on u.
k+1
X
ci u
(y , yn /i), yn < 0
i=1
k+1
X
ci (1/i)m = 1, m = 0, 1, . . . , k.
i=1
Note that the determinant of the system (2.5) is nonzero since it is the Vandemonde deter is continuous with all derivatives
minant. One verifies readily that the extended function U
up to order k in G. For example,
(y) =
lim U
y(y 0 ,0)
k+1
X
i=1
ci u
(y 0 , 0) = u
(y 0 , 0)
35
y(y 0 ,0)
Finally
yn (y) =
lim U
y(y 0 ,0)
k+1
X
yn (y 0 , 0)
ci (1/i)
uyn (y 0 , 0) = u
i=1
G+
G+
Since a similar computation for the derivatives holds, it follows that there is a constant
c > 0, independent of u, such that
kwkC k (B
0 ) ckukC k ()
.
Now consider a finite covering of by balls Bi , i = 1, . . . , N , such as B in the
preceding, and let {wi } be the corresponding C k extensions. We may assume the balls Bi
0
are so small that their union with is contained in . Let 0 be such that 0 and
the balls Bi provide a finite open covering of . Let {i }, i = 1, . . . , N , be a partition of
unity subordinate to this covering and set
X
w = u0 +
wi i
0
36
2. Sobolev Spaces
2.2.5. Trace Theorem. Unless otherwise stated, will denote a bounded open connected
set in Rn , i.e., a bounded domain.
and has the representation
Let be a surface which lies in
xn = (x0 ), x0 = (x1 , . . . , xn1 )
. Here U is the projection of onto the coordinate
where (x0 ) is Lipschitz continuous in U
plane xn = 0. Let p 1. A function u defined on is said to belong to Lp () if
Z
1
kukLp () ( |u(x)|p dS) p <
where
Z
|u(x)|p dS =
n1
X
i=1
0 2 1 0
(x )) ] 2 dx .
xi
Thus
Lp ()
On the other hand, if we consider a function u defined a.e. in (i.e., functions are
considered equal if they coincide a.e.), then the values of u on are not uniquely determined
since meas() = 0. In particular, since has measure 0, there exist infinitely many
that are equal a.e. We shall therefore introduce the concept of trace for
extensions of u to
1,p
the new definition of trace reduces
functions in W () so that if in addition, u C(),
to the definition given above.
(2.6)
= (),
with the
C 0,1
function . Then there exists a > 0 such that all the points (, ) with
,
() ()
Let u C 1 ().
Then
belong to .
()
Z
u(, ()) =
u (, )d + u(, t)
t
where () t (). Applying the inequality (a + b)p 2p1 (ap + bp ) together with
Holders inequality we have
Z ()
p
p1 p1
|u(, ())| 2
|u (, )|p d + 2p1 |u(, t)|p .
()
()
()
37
38
2. Sobolev Spaces
W 1,p (),
n
X
i=1
j u
| , 0 j k 1.
nj
Each j can be extended by continuity to all of W k,p () and we obtain the following:
Theorem 2.22. (Trace) Suppose C k . Then there is a unique continuous linear
Q
k1j,p () such that for u C k ()
operator = (0 , 1 , . . . , k1 ) : W k,p () k1
j=0 W
j u
| , j = 1, . . . , k 1.
nj
Q
k1j,p ().
Moreover, N () = W0k,p () and R() = k1
j=0 W
0 u = u| , j u =
The Sobolev spaces W k1j,p (), which are defined over , can be defined locally.
2.2.6. Greens Identities. In this section we assume that p = 2.
Theorem 2.23. (Integration by Parts) Let u, v H 1 () and let C 1 . Then for
any i = 1, . . . , n
Z
Z
Z
(2.8)
vDi udx =
(0 u 0 v)ni dS
uDi vdx.
39
(b) If u, v H 2 () then
Z
Z
(vu uv)dx =
(0 v 1 u 0 u 1 v)dS (Greens 2nd identity).
Pn
i=1 Dii u
is the
Proof. If in (2.8) we replace u by Di u and sum from 1 to n, then Greens 1st identity is
obtained. Interchanging the roles of u, v in Greens 1st identity and subtracting the two
identities yields Greens 2nd identity.
Exercise 1. Establish the following one-dimensional version of the trace theorem: If
u W 1,p (), where = (a, b), then
kukLp () (|u(a)|p + |u(b)|p )1/p const kukW 1,p ()
where the constant is independent of u.
(2.10)
40
2. Sobolev Spaces
W k,p () C m, ()
is a continuous imbedding; the imbedding is compact if 0 < k m n/p.
Moreover,
kukC m, ()
CkukW k,p ()
(2.11)
(2.12)
for all u
C0 (Rn )?
We shall show that if such an inequality holds, then q must have a specific form. For
this choose any u C0 (Rn ), u 6 0, and define for > 0
(x Rn ).
u (x) u(x)
Now
Z
1
|u | dx =
|u(x)| dx = n
|u(y)|q dy
n
n
n
IR
IR
IR
and
Z
Z
Z
p
p
p
p
|u | dx =
|u(x)| dx = n
|u(y)|p dy.
IRn
IRn
IRn
Inserting these inequalities into (2.12) we find
q
1
n/q
kukLq (Rn ) C
n/p
kukLp (Rn )
and so
(2.13)
But then if 1 n/p + n/q > 0(< 0), we can upon sending to 0 () in (2.13) obtain a
contradiction (u = 0). Thus we must have q = p* where
np
(2.14)
p* =
np
is called the Sobolev conjugate of p. Note that then
1
1 1
(2.15)
= , p > p.
p
p n
Next we prove that the inequality (2.12) is in fact correct.
41
(2.16)
for all u C01 (Rn ).
Proof. First assume p = 1. Since u has compact support, for each i = 1, . . . , n we have
Z xi
uxi (x1 , . . . , xi1 , yi , xi+1 , . . . , xn )dyi
u(x) =
and so
Z
|u(x1 , . . . , yi , . . . , xn )|dyi
|u(x)|
(i = 1, . . . , n).
Consequently
|u(x)|
(2.17)
n
n1
n Z
Y
|u(x1 , . . . , yi , . . . , xn )|dyi
1
n1
i=1
|u(x)|
n
n1
dx1
n Z
Y
i=1
Z
1
n1
|u|dyi
dx1
1
n1
|u|dy1
Z
i=2
n Z
Y
1
n1
n Z
Y
|u|dy1
i=2
1
n1
|u|dyi
dx1
1
n1
|u|dx1 dyi
the last inequality resulting from the extended Holder inequality in the appendix.
We continue by integrating with respect to x2 , . . . , xn and applying the extended Holder
inequality to eventually find (pull out an integral at each step)
Z
|u(x)|
n
n1
dx
IRn
n Z
Y
i=1
Z
1
n1
n
n1
|u|dx
=
IRn
42
2. Sobolev Spaces
Z
|u(x)|
n
n1
n1
||u| |dx
dx
IRn
IRn
|u|1 |u|dx
=
IRn
Z
|u|
p(1)
p1
p1 Z
p
|u| dx
dx
IRn
1
IRn
We set
=
p(n 1)
>1
np
in which case
n
p( 1)
np
=
=
= p .
n1
p1
np
Thus, the above estimate becomes
Z
1
Z
1
p
p
p
p
|u| dx
C
|u| dx
.
IRn
IRn
Theorem 2.27. Let Rn be bounded and open, with C 1 . Assume 1 p < n, and
Moreover, since U has compact support, there exist mollified functions um C0 (Rn ) such
that um U in W 1,p (Rn ). Now according to Lemma 2.26,
kum ul kLp (Rn ) Ckum ul kLp (Rn )
for all l, m 1; whence um U in Lp (Rn ) as well. Since Lemma 2.26 also implies
kum kLp (Rn ) Ckum kLp (Rn )
we get in the limit that
kU kLp (Rn ) CkU kLp (Rn ) .
This inequality and (2.19) complete the proof.
Theorem 2.28. Let Rn be bounded and open. Assume 1 p < n, and u W01,p ().
Then u Lq () and
kukLq () CkukLp ()
for each q [1, p ], the constant C depending only on p,q,n and .
43
Proof. Since u W01,p (), there are functions um C0 () such that um u in W 1,p ().
and apply Lemma 2.26 to discover (as above)
We extend each function um to be 0 in Rn \
kukLp () CkukLp () .
Since || < , we furthermore have
kukLq () CkukLp ()
for every q [1, p ].
2.3.2. Morreys Inequality. We now turn to the case n < p < . The next result shows
that if u W 1,p (), then u is in fact Holder continuous, after possibly being redefined on
a set of measure zero.
Theorem 2.29. (Morreys Inequality) Assume n < p < . Then there exists a constant
C, depending only on p and n, such that
kuk
(2.20)
0,1 n
p
(Rn )
u C 1 (Rn ).
Proof. We first prove the following inequality: for all x Rn , r > 0 and all u C 1 (Rn ),
Z
Z
|Du(y)|
rn
dy.
(2.21)
|u(y) u(x)| dy
n B(x,r) |x y|n1
B(x,r)
To prove this, note that, for any w with |w| = 1 and 0 < s < r,
Z s
d
|u(x + sw) u(x)| =
u(x + tw)dt
dt
Z0 s
u(x + tw) wdt
=
Z 0s
|u(x + sw)| dt.
sZ
Z
=
B(x,s)
B(x,r)
|u(y)|
dy
|x y|n1
|u(y)|
dy.
|x y|n1
Multiply both sides by sn1 and integrate over s (0, r) and we obtain (2.21).
To establish the bound on kukC 0 (Rn ) , we observe that, by (2.21), for x Rn ,
Z
Z
1
1
|u(x)|
|u(y) u(x)| dy +
|u(y)| dy
|B(x, 1)| B(x,1)
|B(x, 1)| B(x,1)
! p1
Z
Z
1/p
|u(y)|p dy
C
Rn
|y x|
B(x,1)
(1n)p
p1
dy
+ CkukLp (Rn )
44
2. Sobolev Spaces
To establish the bound on the semi-norm [u] , = 1 np , take any two points x, y Rn .
Let r = |x y| and W = B(x, r) B(y, r). Then
Z
Z
1
1
|u(x) u(z)| dz +
|u(y) u(z)| dz.
(2.22)
|u(x) u(y)|
|W | W
|W | W
R
R
R
Note that |W | = rn , r = |x y| and W min{ B(x,r) , B(y,r) }. Hence, using (2.21), by
Holders inequality, we obtain
Z
Z
Z
rn
|u(x) u(z)| dz
|u(x) u(z)| dz
|Du(z)||x z|1n dz
n
B(x,r)
W
B(x,r)
!1/p Z
! p1
Z
p
(1n)p
rn
|u(z)|p dz
|z x| p1 dz
n
B(x,r)
B(x,r)
Z r
p1
p
(1n)p
n
n1
p1
C r kukLp (Rn )
s
ds
s
0
Cr
where = 1 np ; similarly,
Z
n+
kukLp (Rn ) ,
Hence, by (2.22),
|u(x) u(y)| C |x y| kukLp (Rn ) .
This inequality and the bound on kukC 0 above complete the proof.
Theorem 2.30. (Estimates for W 1,p , n < p ) Let Rn be bounded and open,
0,1 n
a.e. and
p ()
with C 1 . Assume n < p < , and u W 1,p (). Then u C
kuk
0,1 n
p
()
CkukW 1,p ()
Moreover, since U has compact support, there exist mollified functions um C0 (Rn ) such
that um U in W 1,p (Rn ) (and hence on compact subsets). Now according to Morreys
inequality,
kum ul kC 0,1n/p (Rn ) Ckum ul kW 1,p (Rn )
for all l, m 1; whence there is a function u C 0,1n/p (Rn ) such that um u in
C 0,1n/p (Rn ). Thus u = u a.e. in . Since we also have
kum kC 0,1n/p (Rn ) Ckum kW 1,p (Rn )
we get in the limit that
ku kC 0,1n/p (Rn ) CkU kW 1,p (Rn ) .
This inequality and (2.23) complete the proof.
45
2.3.3. General Cases. We can now concatenate the above estimates to obtain more complicated inequalities.
Assume kp < n and u W k,p (). Since D u Lp () for all || k, the SobolevNirenberg-Gagliardo inequality implies
kD ukLp () CkukW k,p ()
p
p
n
p n
Moreover, kukk2,p ckukk1,p . Continuing, we find after k steps that u W 0,q () =
Lq () for
1
1 k
= .
q
p n
The stated estimate (2.9) follows from combining the relevant estimates at each stage of
the above argument. In a similar manner the other estimates can be established.
2.3.4. Compactness. We now consider the compactness of the imbeddings. Before we
present the next result we recall some facts that will be needed. A subset S of a normed
space is said to be totally bounded if for each > 0 there is a finite set of open balls of
radius which cover S. Clearly, a totally bounded set is bounded, i.e., it is contained in a
sufficiently large ball. It is not difficult to see that a relatively compact subset of a normed
space is totally bounded, with the converse being true if the normed space is complete.
Moreover, a totally bounded subset of a normed space is separable.
Theorem 2.31. (Rellich-Kondrachov) Let Rn be bounded and open. Then for
1 p < n:
(a) The imbedding W01,p () Lq () is compact for each 1 q < np/(n p).
(b) Assuming C 1 , the imbedding W 1,p () Lq () is compact for each 1
q < np/(n p).
(c) Assuming C 1 , 0 : W 1,p () Lp () is compact.
If p > n, then
is compact for each 0
(d) Assuming C 1 , the imbedding W 1,p () C ()
< 1 (n/p).
Proof. We shall just give the proof for p = q = 2. The other cases are proved similarly.
(a) Since C01 () is dense in H01 (), it suffices to show that the imbedding C01 () L2 () is
compact. Thus, let S = {u C01 () : kuk1,2 1}. We now show that S is totally bounded
in L2 ().
For h > 0, let Sh = {uh : u S}, where uh is the mollified function for u. We claim
that Sh is totally bounded in L2 (). Indeed, for u S, we have
Z
|uh (x)|
h (z)|u(x z)|dz (sup h )kuk1 c1 (sup h )kuk1,2
B(0,h)
and
|Di uh (x)| c2 sup |Di h |kuk1,2 , i = 1, . . . , n
Thus by the Ascoli Theorem,
so that Sh is a bounded and equicontinuous subset of C().
Sh is relatively compact (and thus totally bounded) in C() and consequently also in L2 ().
46
2. Sobolev Spaces
and
2
Z Z 1
du(x tz)
|u(x z) u(x)| dx =
dt dx
dt
0
2
Z Z 1
(u(x tz) z)dt dx
=
0
Z
Z 1
2
2
|z|
|u(x tz)| dt dx |z|2 kuk21,2 .
Consequently, kuh uk2 h. Since we have shown above that Sh is totally bounded in
L2 () for all h > 0, it follows that S is also totally bounded in L2 () and hence relatively
compact.
(b) Suppose now that S is a bounded set in H 1 (). Each u S has an extension
U H01 (0 ) where 0 . Denote by S 0 the set of all such extensions of the functions
u S. Since kU kH 1 (0 ) ckuk1,2 , the set S 0 is bounded in H01 (0 ). By (a) S 0 is relatively
compact in L2 (0 ) and therefore S is relatively compact in L2 ().
the inequality (2.7) with
(c) Let S be a bounded set in H 1 (). For any u(x) C 1 (),
p = 2 yields
c1
(2.24)
kuk2L2 () kuk22 + c2 kuk21,2
Z
j
j+1
|fj |q +
k+1
|fk |q = 2aq
and so fi cannot have a convergent subsequence in Lq (R). Thus none of the imbeddings
W 1,p (R) Lq (R) can be compact. This example generalizes to n dimensional space and to
open sets like a half-space.
47
for all x X.
Note that the property of a set to be open, closed, compact, or complete in a normed space
is not affected if the norm is replaced by an equivalent norm. A seminorm q on a vector
space has all the properties of a norm except that q(u) = 0 need not imply u = 0.
2.4.1. Equivalent Norms of W 1,p (). The next result plays a crucial part in the next
chapter.
Theorem 2.32. Let C 1 and let 1 p < . Set
!1/p
Z X
n
kuk =
|Di u|p dx + (q(u))p
i=1
(2.25)
for all
u W 1,p ().
Suppose (2.25) is false. Then there exist un (x) W 1,p () such that (kun k1,p > nkun k. Set
vn = un /kun k1,p .)
kun k1,p = 1
(2.26)
and
1 > nkun k.
According to Theorem 2.31, there is a subsequence, call it again {un }, which converges to u
in Lp (). From (2.26) we have kun k 0 and therefore un u in W 1,p () and q(un ) 0.
Hence, kuk1,p = 1 and by continuity, q(u) = 0. However, since Di u = 0 a.e. in , u =
const., which must be zero by (ii) and this contradicts kuk1,p = 1.
Example 2.33. Let C 1 . Assume a(x) C(), (x) C() with a 0 (6 0),
0 (6 0). Then the following norms are equivalent to k k1,p on W 1,p ():
Z
p !1/p
Z X
n
R
(2.27)
kuk =
|Di u|p dx + udx
with q(u) = udx .
i=1
(2.28)
kuk =
Z X
n
i=1
(2.29)
kuk =
Z X
n
i=1
Z
p
|Di u| dx +
|Di u| dx +
p !1/p
0 udS
!1/p
p
|0 u| dS
R
with q(u) = 0 udS .
with q(u) =
|0 u|p dS
1/p
48
2. Sobolev Spaces
(2.30)
Z X
n
kuk =
|Di u| dx +
i=1
!1/p
a|u| dx
with q(u) =
1/p
p
.
a|u| dx
In order to verify condition (i) of Theorem 2.32, one uses the trace theorem in (2.28) and
(2.29).
R
2.4.2. Poincar
es Inequalities. If u has zero mean value, i.e., udx = 0, then from
(2.27) it follows that
Z
Z X
n
(2.31)
|u(x)|p dx c
|Di u|p dx, u W 1,p ()
i=1
W01,p ().
2.4.3. Fourier Transform Methods. For a function u L1 (Rn ), we define the Fourier
transform of u by
Z
1
eixy u(x) dx, y Rn ,
u
(y) =
(2)n/2 Rn
and the inverse Fourier tranform by
Z
1
u
(y) =
eixy u(x) dx,
(2)n/2 Rn
y Rn .
L2 (Rn ) and
k
ukL2 (Rn ) = k
ukL2 (Rn ) = kukL2 (Rn ) .
Since L1 (Rn ) L2 (Rn ) is dense in L2 (Rn ), we can use this result to extend the Fourier
transforms on to L2 (Rn ). We still use the same notations for them. Then we have
Theorem 2.35. (Property of Fourier Tranforms) Assume u, v L2 (Rn ). Then
R
R
v dx = Rn u
v
dy,
(i) Rn u
u(y) = (iy) u
d
(ii) D
(y) for each multiindex such that D u L2 (Rn ),
(iii) u = u
.
Next we use the Fourier transform to characterize the spaces H k (Rn ).
Theorem 2.36. Let k be a nonnegative integer. Then, a function u L2 (Rn ) belongs to
H k (Rn ) if and only if
(1 + |y|k )
u(y) L2 (Rn ).
In addition, there exists a constant C such that
C 1 kukH k (Rn ) k(1 + |y|k ) u
kL2 (Rn ) C kukH k (Rn )
for all u H k (Rn ).
49
Using the Fourier transform, we can also define fractional Sobolev spaces H s (Rn ) for
any 0 < s < as follows
H s (Rn ) = {u L2 (Rn ) | (1 + |y|s ) u
L2 (Rn )},
and define the norm by
kukH s (Rn ) = k(1 + |y|s ) u
kL2 (Rn ) .
From this we easily get the estimate
kukL (Rn ) k
ukL1 (Rn )
= k(1 + |y|s )
u (1 + |y|s )1 kL1 (Rn )
k(1 + |y|s )
ukL2 (Rn ) k(1 + |y|s )2 k2L1 (Rn )
C kukH s (Rn ) ,
where C = k(1 + |y|s )2 k2L1 (Rn ) < if and only if s > n2 . Therefore we have an easy
embedding, which is known valid for integers s by the previous Sobolev embedding theorem,
H s (Rn ) L (Rn )
if s > n2 .
Chapter 3
Lu = f in ,
u = 0 on .
Here f is a given function in L2 () (or more generally, an element in the dual space of
H01 ()) and L is a formal second-order differential operator in divergence form
given by
Lu
n
X
Di (aij (x)Dj u) +
i,j=1
n
X
bi (x)Di u + c(x)u
i=1
with real coefficients aij (x), bi (x) and c(x) only in L () and aij (x) = aji (x) (i, j =
1, . . . , n). Moreover, L is assumed to be uniformly elliptic in , i.e., there exists a
number > 0 such that for every x and every real vector = (1 , . . . , n ) Rn
n
X
(3.2)
aij (x)i j
i,j=1
n
X
|i |2 .
i=1
Z
Z
n
n
X
X
(3.3) B1 (u, v)
aij Dj uDi v + (
bi Di u + cu)v dx =
f vdx, v H01 ().
i,j=1
i=1
Much of the material in this chapter is devoted to proving the existence of weak solutions;
the regularity problem will not be studied. Other problems can also be formulated in the
weak sense as above.
51
52
Find the boundary value problem solved by u. What is the necessary condition for the
existence of such a u?
3.1.2. General Systems in Divergence Form. For N unknown functions, u1 , , uN ,
we can write u = (u1 , , uN ) and say u X(; RN ) if each uk X(), where X is a
symbol of any function spaces we learned. For example, if u W 1,p (; RN ) then we use
Du to denote the N n Jacobi matrix (uk /xi )1kN,1in .
The (Dirichlet) BVP for a most general system of partial differential equations in divergence form can be written as follows:
(3.4)
u = 0 on ,
where A(x, s, ) = (Aki (x, u, )), 1 i n, 1 k N, and b(x, s, ) = (bk (x, u, )),
1 k N, are given functions of (x, u, ) RN MN n satisfying some structural
conditions, and F = (f k ), 1 k N , with each f k being a given functional in the dual
space of W01,p (). The structural conditions will generally assure that both |A(x, u, Du)|
0
p
and |b(x, u, Du)| belong to Lp () for all u W 1,p (; RN ), where p0 = p1
.
A function u W01,p (; RN ) is then called a weak solution of (3.4) if the following
holds
#
Z "X
n
(3.5)
Aki (x, u, Du)Di + bk (x, u, Du) dx = hf k , i
i=1
l
akl
ij (x) Dj u
1lN, 1jn
b (x, u, Du) =
N
X
l
dkl
i (x) u ,
l=1
l
bkl
j (x) Dj u
1jn, 1lN
N
X
ckl (x) ul .
l=1
In this case, as above for single equations, we work in the Hilbert space H01 (; RN ), which
has the inner product defined by
Z
X
(u, v)
Di uk Di v k dx.
1in, 1kN
N
X
hf k , uk i
if F = (f k ) and u = (uk ).
k=1
Then a weak solution of linear system (3.4) is a function u H01 (; RN ) such that
Z
l
k
kl l
k
kl
l k
kl l k
(3.7)
B2 (u, v)
akl
D
u
D
v
+
d
u
D
v
+
b
D
u
v
+
c
u
v
dx = hF, vi
i
i
j
ij j
i
j
53
holds for all v H01 (; RN ). Here the conventional summation notation is used.
There are some ellipticity conditions for the system (3.5) in terms of the leading coefficients A(x, u, ). Assume A is smooth on and define
Akl
ij (x, u, ) =
Aki (x, u, )
,
jl
= (jl ).
The system (3.5) is said to satisfy the (uniform, strict) Legendre ellipticity condition
if there exists a > 0 such that, for all (x, s, ), it holds
(3.8)
n X
N
X
k l
2
Akl
ij (x, s, ) i j ||
i,j=1 k,l=1
n X
N
X
k l
2
2
Akl
ij (x, s, ) q q pi pj |p| |q|
p Rn , q RN .
i,j=1 k,l=1
Note that for systems with linear leading terms A given by (3.6), the Legendre condition
and Legendre-Hadamard condition become, respectively,
n X
N
X
(3.10)
k l
2
akl
ij (x) i j ||
i,j=1 k,l=1
n X
N
X
(3.11)
k l
2
2
akl
ij (x) q q pi pj |p| |q|
p, q.
i,j=1 k,l=1
Remark. The Legendre-Hadamard condition does not imply the Legendre ellipticity condition. For example, let n = N = 2 and define constants akl
ij by
2
X
k l
2
akl
ij i j det + || .
i,j,k,l=1
Since
2
X
k l
2
2 2
akl
ij pi pj q q = det(q p) + |q p| = |p| |q| ,
i,j,k,=1
the Legendre-Hadamard condition holds for all > 0. But, if 0 < < 1/2, then the Legendre
ellipticity condition fails.
Exercise 1. Prove that the Legendre condition holds for this system if and only if
> 1/2.
54
Remark. Let u = (v, w) and (x1 , x2 ) = (x, y). Then the system of differential equations
defined by akl
ij given above is
v + wxy = 0,
w vxy = 0.
This system reduces to two fourth-order equations for v, w (where f = fxx + fyy ):
2 2 v vxxyy = 0,
2 2 w + wxxyy = 0.
We can easily see that both equations are elliptic if and only if > 1/2.
Exercise 2. Formulate the biharmonic equation 2 u = f as a linear system and find
the appropriate B2 (u, v) in the definition of weak solutions.
v H.
kf k.
Proof. For each fixed u H, the functional v 7 B(u, v) is in H , and hence by the Riesz
Representation Theorem, there exists a unique element w = Au H such that
B(u, v) = (w, v) v H.
It can be easily shown that A : H H is linear. From (i), kAuk2 = B(u, Au) kukkAuk,
and hence kAuk kuk for all u H; that is, A is bounded. Furthermore, by (ii),
kuk2 B(u, u) = (Au, u) kAukkuk and hence kAuk kuk for all u H. By the
Riesz Representation Theorem again, we have a unique w0 H such that hf, vi = (w0 , v)
for all v H and kf k = kw0 k. We will show that the equation Au = w0 has a (unique)
solution. There are many different proofs for this, and here we use the Contraction Mapping
Theorem. Note that the solution u to equation Au = w0 is equivalent to the fixed-point
of the map T : H H defined by T (v) = v tAv + tw0 (v H) for any fixed t > 0. We
will show for t > 0 small enough T is a contraction. Note that for all v, w H we have
kT (v) T (w)k = k(I tA)(v w)k. We compute that for all u H
k(I tA)uk2 = kuk2 + t2 kAuk2 2t(Au, u)
kuk2 (1 + t2 2 2t).
3.3. G
ardings Estimates and Existence Theory
55
We now choose t such that 0 < t < 22 . Then the expression in parentheses is positive and
less than 1. Thus the map T : H H is a contraction on H and therefore has a fixed point.
This fixed point u solves Au = w0 and thus is the unique solution of (3.12); moreover, we
have kf k = kw0 k = kAuk kuk and hence kuk 1 kf k. The proof is complete.
For the bilinear forms B1 , B2 defined above, one can easily show the boundedness:
|Bj (u, v)| kukkvk
for all u, v in the respective Hilbert spaces H = H01 () or H = H01 (; RN ) for j = 1, 2.
The strong positivity (also called coercivity) for both B1 and B2 is not always guaranteed
and involves estimating on the quadratic form Bj (u, u); this is usually called G
ardings
estimates. We will derive these estimates for both of them and state the corresponding
existence theorems below.
3.3. G
ardings Estimates and Existence Theory
In the following, we assume all coefficients involved in the problems are in L ().
3.3.1. Theory for B1 .
Theorem 3.2. Assume the ellipticity condition (3.2) holds. Then, there are constants
> 0 and 0 such that
B1 (u, u) kuk2 kuk2L2 ()
(3.13)
for all u H = H01 ().
i=1
u = 0 on
56
Proof. Take from (3.13), let and define the bilinear form
B (u, v) B1 (u, v) + (u, v)2
for all
u, v H
which corresponds to the operator Lu + u. Then B (u, v) satisfies the hypotheses of the
Lax-Milgram Theorem.
Example 3.4. Consider the Neumann boundary value problem
u
(3.14)
u(x) = f (x) in ,
= 0 on .
Obviously,
taking v 1 H 1 (), a necessary condition to have a weak solution is
R
f (x) dx = 0. We show this is also a sufficient condition for existence of the weak solutions. Note that, if u is a weak solution, then u + c, for all constants c, is also a weak
solution. Therefore, to fix the constants, we consider the vector space
Z
H = u H 1 ()
u(x) dx = 0
(u, v)H =
By the theorem on equivalent norms, it follows that H with this inner product, is indeed a
Hilbert space, and (f, u)L2 () is a bounded linear functional on H:
|(f, u)L2 () | kf kL2 () kvkL2 () kf kL2 () kvkH .
Hence the Riesz Representation Theorem implies that there exists a unique u H such
that
(3.16)
w H.
It follows that u is a weak solutionR to the Neumann problem since for any Rv H 1 () we
1
take w = v c H, where c = ||
vdx, in (3.16) and obtain (3.15) using f dx = 0.
Example 3.5. Let us consider the nonhomogeneous Dirichlet boundary value problem
u = f in ,
(3.17)
u| =
where f L2 () and is the trace of a function w H 1 (). Note that it is not sufficient
to just require that L2 () since the trace operator is not onto. If, for example,
which is the desired w.
C 1 (), then has a C 1 extension to ,
The function u H 1 () is called a weak solution of (3.17) if u w H01 () and if
Z
Z
u vdx =
f vdx for all v H01 ().
Since the right hand side belongs to the dual space H01 () , the Lax-Milgram theorem yields
the existence of a unique z H01 () which satisfies (3.18). Hence (3.17) has a unique weak
solution u.
3.3. G
ardings Estimates and Existence Theory
57
Example 3.6. Now let us consider the boundary value (also called Dirichlet) problem for
the fourth order biharmonic operator:
2 u = f in ,
u| =
u
| = 0.
n
B(u, v) =
where f C().
satisfies the equation in (b), find the underlying BVP.
(c) If u C 2 ()
Exercise 2. Let Rn . Show that if u, v H02 (), then
Z
n Z
X
uvdx =
Dij uDij vdx.
i,j=1
Hence, deduce that kuk2 defines a norm on H02 () which is equivalent to the usual norm
on H02 ().
Exercise 3. Let = (1, +). Show that the BVP u00 = f L2 (), u H01 () does
not have a weak solution.
58
A(u, u) kuk2H ,
u H.
Proof. In the first case, the conclusion follows easily from the Legendre condition. We
prove the second case when Akl
ij are constants satisfying the Legendre-Hadamard condition
n X
N
X
k l
2 2
akl
ij q q pi pj |p| |q| ,
p Rn , q RN .
i,j=1 k,l=1
We prove
n X
N Z
X
A(u, u) =
l
k
akl
ij Dj u Di u dx
i,j=1 k,l=1
|Du|2 dx
for all u C0 (; RN ). For these test functions u, we extend them onto Rn by zero outside
and thus consider them as functions in C0 (Rn ; RN ). Define the Fourier transforms
for such functions u by
Z
n/2
u
(y) = (2)
ei yx u(x) dx; y Rn .
Rn
C0 (Rn ; RN ),
Z
Z
u(x) v(x) dx =
Rn
u
(y) v(y) dy,
Rn
ck
[
k
D
j u (y) = i yj u (y);
c
the last identity can also be written as Du(y)
= iu
(y) y. Now, using these identities, we
have
Z
Z
k
l
[k
[l
akl
D
u
(x)
D
u
(x)
dx
=
akl
i
j
ij
ij Di u (y) Dj u (y) dy
n
n
RZ
Z R
kl
kl
b
b
c
c
k
l
k
l
=
aij yi yj u (y) u (y) dy = Re
aij yi yj u (y) u (y) dy .
Rn
Rn
Write u
(y) = + i with , RN . Then
c
b
k
l
Re u (y) u (y) = k l + k l .
Therefore, by the Legendre-Hadamard condition,
n X
N
X
kl
c
b
k
l
Re
aij yi yj u (y) u (y) |y|2 (||2 + ||2 ) = |y|2 |
u(y)|2 .
i,j=1 k,l=1
Hence,
A(u, u) =
n X
N Z
X
n
i,j=1 k,l=1 R
k
l
akl
ij Di u (x) Dj u (x) dx
3.3. G
ardings Estimates and Existence Theory
n X
N Z
X
= Re
Rn
i,j=1 k,l=1
59
akl
ij yi yj
ck (y) ubl (y) dy
u
|i
u(y) y|2 dy
|y| |
u(y)| dy =
Rn
Z
=
Rn
2
c
|Du(y)|
dy =
ZR
|Du(x)|2 dx.
Rn
1) akl C(),
ij
p Rn , q RN .
kl
kl
3) bkl
i , c , di L ().
Then, there exist constants 0 > 0 and 1 0 such that
u H01 (; RN ).
kl
|x y| .
|akl
x, y ,
ij (x) aij (y)| ,
2
We claim
Z
Z
k
l
(3.19)
akl
(x)
D
u
D
u
dx
|Du(x)|2 dx
i
j
ij
2
for all test functions u C0 (; RN ) with the diameter of the support diam(supp u) .
To see this, we choose any point x0 supp u. Then
Z
Z
kl
k
l
k
l
aij (x) Di u Dj u dx =
akl
ij (x0 ) Di u Dj u dx
Z
kl
k
l
+
akl
ij (x) aij (x0 ) Di u Dj u dx
supp u
Z
Z
|Du(x)| dx
|Du(x)|2 dx,
2
PM
2
m=1 m (x)
m (x)
PM 2 1/2 ,
j=1 j (x)
m = 1, 2, ..., M.
k
l
akl
ij (x) Di u Dj u =
M
X
2
k
l
akl
ij (x) m Di u Dj u
m=1
60
l
k
k
l
k l
akl
(x)
u
D
u
+
u
D
u
+
D
u
u
.
m
i
m
i
m
i
m
j
i
m
j
m
ij
Since m u C0 ( B/2 (xm ); RN ) and diam( B/2 (xm )) , we have by (3.19)
Z
Z
k
l
akl
(x)
D
(
u
)
D
(
u
)
dx
2
The terms in B2 (u, u) involving b, c and d can be estimated by kukL2 kDukL2 and kuk2L2 .
Finally, by all of these estimates and the inequality
1 2
ab a2 +
b
4
we have B2 (u, u) 0 kuk2H 1 kuk2L2 for all u H01 (; RN ). This completes the proof.
Note that the bilinear form B (u, v) = B2 (u, v) + (u, v)L2 satisfies the condition of
the Lax-Milgram theorem on H = H01 (; RN ) for all 1 ; thus, by the Lax-Milgram
theorem, we easily obtain the following existence result.
Theorem 3.9. Under the hypotheses of the previous theorem, for 1 , the Dirichlet
problem for the linear system
(3.21)
u| = 0
H01 (; RN )
u H01 (; RN ),
61
Here akl
ij (x) and c(x) are given functions in L ().
Z
N X
n
X
l
k
dx,
(3.22)
B(u, v) =
akl
ij (x)Dj u Di v + c(x)u v
u, v H01 (; RN ).
k,l=1 i,j=1
In order for B to be symmetric on H01 (; RN ), that is, B(u, v) = B(v, u) for all u, v
H01 (; RN ), we need the following symmetry condition:
(3.23)
lk
akl
ij (x) = aji (x),
i, j = 1, 2, , n; k, l = 1, 2, , N.
u H01 (; RN ),
in ,
u| = 0.
By Theorem 3.9 and Corollary 3.10, this K is well defined and is a compact linear operator
on L2 (; RN ). Sometime, we write K = (L+I)1 . Here I denotes the identity on L2 (; RN )
and also the identity embedding of H01 (; RN ) into L2 (; RN ).
Theorem 3.11. K : L2 (; RN ) L2 (; RN ) is symmetric and positive; that is,
(KF, G)L2 = (KG, F )L2 ,
(KF, F )L2 0,
F, G L2 (; RN ).
H01 (; RN )
Finally, u
is a weak solution of Lu u = F if and only if Lu + u =
F + ( + )u, which is equivalent to the equation u = K[F + ( + )u] = KF + ( + )Ku;
that is, [I ( + )K]u = KF.
3.4.3. Orthogonality Conditions. From Theorem 3.11 above, the BVP
(3.26)
Lu = F,
u| = 0
62
where Gi = Kvi ; that is, Gi is the unique weak solution to the BVP: LGi + Gi = vi , in
H01 (; RN ).
3.4.4. Eigenvalue Problems. A number R is called a (Dirichlet) eigenvalue of
operator L if the BVP problem
Lu u = 0,
u| = 0
has nontrivial weak solutions in H01 (; RN ); these nontrivial solutions are called the eigenfunctions corresponding to eigenvalue .
From Theorem 3.11, we see that is an eigenvalue of L if and only if equation (I ( +
1
)K)u = 0 has nontrivial solutions u L2 (; RN ); this exactly says that 6= and +
is an eigenvalue of operator K. Since, by (3.25), K is strictly positive, all eigenvalues of K
consist of a countable set of positive numbers tending to zero and hence the eigenvalues of
L consist of a set of numbers {j }
j=1 with < 1 2 j .
Theorem 3.12. (Eigenvalue Theorem) Assume (3.23) and (3.24) with = 0. Then the
eigenvalues of L consist of a countable set = {k }
k=1 , where
0 < 1 2 3
and
lim k = .
1 =
min
B(u, u).
63
Remark. Why is the eigenvalue problem important? In one specific case, one can use
eigenvalues and eigenfunctions to study some evolution (i.e. time-dependent) problems. For
example, to solve the initial boundary value problem (IBVP) for the time-dependent
parabolic equation:
(3.28)
ut + Lu = 0,
u| = 0,
u(x, 0) = (x),
one can try to find the special solutions of the form: u(x, t) = et w(x); this reduces to the
eigen-problem: Lw = w. Therefore, for each pair (i , wi ) of eigenvalue and eigenfunction,
one obtains a special solution to the evolution equation given by ui (x, t) = ei t wi (x). Then
one proceeds to solve the IBVP (3.28) by finding the solution of the form
X
u(x, t) =
ai ei t wi (x),
i
However, this course does not study the parabolic or other time-dependent problems.
Chapter 4
Variational Methods
for PDEs
(4.1)
A[u] = 0
in , B[u] = 0
on ,
where A[u] denotes a given PDE for unknown u and B[u] is a given boundary value condition.
There is, of course, no general theory for solving such problems.
The Calculus of Variations identifies an important class of problems which can be solved
using relatively simple techniques from nonlinear functional analysis. This is the class of
variational problems, where the operator A[u] can be formulated as the first variation
(derivative) of an appropriate energy functional I(u) on a Banach space X; that is,
A[u] = I 0 (u). In this way, A : X X and the equation A[u] = 0 can be formulated weakly
as
hI 0 (u), vi = 0,
v X.
The advantage of this new formulation is that solving problem (4.1) (at least weakly) is
equivalent to finding the critical points of I on X. The minimization method for a
variational problem is to solve the problem by finding the minimizers of the related energy
functional. In this chapter and the next, we shall only study the variational problems on
the Sobolev space X = W 1,p (; RN ).
We should also mention that many of the physical laws in applications arise directly as
variational principles. However, although powerful, not all PDE problems can be formulated
as variational problems; there are lots of other (nonvariational) important methods for
studying PDEs.
65
66
R1
for all t
and
Then by taking derivative of I(u + t ) at t = 0 we see
that u satisfies
Z
(4.3)
Fk (x, u, Du) Di k (x) + Fsk (x, u, Du) k (x) dx = 0
for all C0 (; RN ). (Summation notation is used here.) The left-hand side is called
the first variation of I at u. Since this holds for all test functions, we conclude after
integration by parts:
div A(x, u, Du) + b(x, u, Du) = 0,
(4.4)
where A, b are defined by
(4.5)
The coupled differential system in divergence form for u is called the system of EulerLagrange equations for the functional I(u).
4.2.2. Second Variation and Legendre-Hadamard Conditions. If F, u are sufficiently smooth (e.g. of class C 2 ) then, at the minimizer u, we have
d2
I(u
+
t)
0.
dt2
t=0
This implies
(4.6)
Z h
i
Fk l (x, u, Du) Di k Dj l + 2Fk sl (x, u, Du) l Di k + Fsk sl (x, u, Du) k l dx 0
for all C0 (; RN ). The left-hand side of this inequality is called the second variation
of I at u.
We can extract useful information from (4.6). Note that routine approximation argument shows that (4.6) is also valid for all functions W01, (; RN ) (that is, all Lipschitz
functions vanishing on ). Let : R R be the periodic zig-zag function of period 1
defined by
(4.7)
(4.8)
(t + 1) = (t)
(t) = t
(t R),
if 0 t 12 ; (t) = 1 t
1
2 t 1.
W01, (; RN )
if
by
67
k
where C0 () is a given scalar test function. Note that Di k (x) = 0 ( xp
)pi q + O()
as 0+ . Substitute this into (4.6) and let 0+ and we obtain
Z
n X
N
X
Fk l (x, u, Du) pi pj q k q l 2 dx 0.
i
i,j=1 k,l=1
n X
N
X
Fk l (x, u, Du) pi pj q k q l 0,
i
x , p Rn , q RN .
i,j=1 k,l=1
Fk l (x, s, ) ik jl ||2
(4.11)
MN n ;
q RN , p Rn .
Obviously, (4.10) implies (4.11). We also have the following equivalent conditions.
Lemma 4.1. Let F be C 2 in . Then, the conditions (4.10) and (4.11) are equivalent to
the following conditions, respectively:
(4.12)
F (x, s, ) F (x, s, ) + Fk (x, s, ) (ik ik ) + | |2 ;
i
2
(4.13)
2 2
|p| |q|
2
Note that
f 0 (t) = Fk (x, s, + t) ik ,
i
f 00 (t) = Fk l (x, s, + t) ik jl .
i j
From this and the Taylor formula, inequalities (4.12) and (4.13) are equivalent to (4.10)
and (4.11), respectively.
A function F (x, s, ) is said to be convex in MN n if
F (x, s, t + (1 t)) tF (x, s, ) + (1 t)F (x, s, )
for all x, s, , and 0 t 1. While F (x, s, ) is said to be rank-one convex in if the
function f (t) = F (x, s, + t q p) is convex in t R1 for all x, s, and q RN , p Rn .
Obviously, a convex function is always rank-one convex.
We easily have the following result.
68
in , u = on ,
can be defined and studied in W 1,p (; RN ). These conditions are also sufficient for the
functional I to be Gateaux-differentiable on W 1,p (; RN ).
Standard Growth Conditions. We assume F (x, s, ) is C 1 in (s, ) and
c2 L1 ();
(4.15)
(4.16)
(4.17)
Z
0
d
F (x, u + sv, Du + sDv) ds.
ds
Clearly,
lim F t (x) = Fk (x, u, Du) Di v k (x) + Fsk (x, u, Du) v k (x) a.e.
t0
We also write
Z
i
1 th
Fk (x, u + sv, Du + sDv) Di v k (x) + Fsk (x, u + sv, Du + sDv) v k (x) ds.
F t (x) =
i
t 0
Using conditions (4.16), (4.17), and Youngs inequality: ab
obtain that, for all 0 < |t| 1,
ap
p
bq
q ,
where
1
p
C2 L1 ().
1
q
= 1, we
69
Dirichlet Classes. Given W 1,p (; RN ), we define the Dirichlet class of to be the set
D = {u W 1,p (; RN ) | u W01,p (; RN )}.
4.2.5. Weak Solutions of Euler-Lagrange Equations. Under the standard growth
conditions, we say u W 1,p (; RN ) is a weak solution to the BVP of Euler-Lagrange
equations (4.14) if u D and
Z
Fk (x, u, Du) Di v k (x) + Fsk (x, u, Du) v k (x) dx = 0
(4.19)
i
4.2.6. Minimality and Uniqueness of Weak Solutions. We study the weak solutions
of Euler-Lagrange equations under the hypotheses of convexity and certain growth conditions. For this purpose, we consider a simple case where F (x, s, ) = F (x, ) satisfies, for
some 1 < p < ,
(4.20)
x , MN n ,
C2
for all v W01,p (; RN ). The growth condition (4.20) implies Fk (x, Du) L p1 (). Now
i
(4.22)
F (x, ) F (x, ) + Fk (x, ) (ik ik ) + | |2 , , ,
i
2
70
where = 0 if F is only convex in and > 0 if F satisfies the Legendre condition. This
implies
Z
Z
Z
F (x, Dv) dx
F (x, Du) dx +
Fk (x, Du) Di (v k uk ) dx
i
+
|Du Dv|2 dx.
2
Since u is a weak solution, we have
Z
Fk (x, Du) Di (v k uk ) dx = 0.
(4.23)
W 1,p (; RN )
W01,p (; RN ).
for all v
with v u
This shows that u is a minimizer of I in
the Dirichlet class Du .
Now assume > 0 and v Du is another such minimizer of I. Then from (4.23) we easily
obtain Du = Dv in and hence v u since u v W01,p (; RN ). The proof is now
completed.
uC
Then the weak coercivity condition implies that {u } must be bounded in X. Since 1 <
p < and thus X = W 1,p (; RN ) is reflexive, there exists a subsequence of {u }, denoted
71
uC
n
X
Di (|u|p2 Di u) + f (x, u) = 0
in , u = 0
on ,
i=1
Z
F (x, s) =
f (x, t) dt
0
(4.26)
(4.27)
for all x and s R, where c1 , c4 , c6 are nonnegative constants, and c2 , c3 L1 (), and
p
c5 L p1 () are given functions. Note that (4.27) implies (4.26).
Theorem 4.7. Under these conditions, the functional I has a minimizer on X = W01,p ()
and hence (4.24) has a weak solution.
Proof. We only need to check I is w.l.s.c and weakly coercive on X. We write
Z
Z
1
I(u) = I1 (u) + I2 (u) =
|u|p dx +
F (x, u) dx.
p
Note that pI1 (u) = kukp1,p,0 on X which is w.l.s.c. And since the embedding X Lp ()
is always compact, by (4.26), we can show that I2 is in fact continuous under the weak
convergence. Hence I is w.l.s.c. on X. By (4.25), we have
1
1
I(u) kukp1,p,0 c1 kukL1 () C kukp1,p,0 ckuk1,p,0 C,
p
p
and hence I(u) if kukX = kuk1,p,0 . This proves the weak coercivity of I. The
result follows then from Theorem 4.6.
Exercise 1. Let n 3 and 2 p < n. Show the theorem is valid if (4.27) above is
replaced by
|f (x, s)| a(x) + b |s|q ,
72
where b 0 is a constant, a L
q+1
q
() and 1 q < p 1.
(4.29)
h(u(x)) = 0,
(4.30)
M (Du(x)) = 0,
a.e. x .
All these lead to some PDEs involving the Lagrange multipliers. For different types of
constraints, the Lagrange multiplier comes in significantly different ways.
4.4.1. Nonlinear Eigenvalue Problems. The following theorem was proved in the Preliminaries.
Theorem 4.8. Let X be a Banach space. Let f, g : X R be of class C 1 and g(u0 ) = c.
Assume u0 is a local extremum of f with respect to the constraint g(u) = c. Then either
g 0 (u0 )v = 0 for all v X, or there exists R such that f 0 (u0 )v = g 0 (u0 )v for all v X;
that is, u0 is a critical point of f g.
If u0 6= 0 then the corresponding is called an eigenvalue for the nonlinear eigenvalue
problem: f 0 (u) = g 0 (u) and u0 is the corresponding eigenfunction.
We have following applications.
with l(x) > 0 on .
Then, for each R (0, ), the
Theorem 4.9. Let k(x), l(x) C()
problem
(4.31)
u + k(x)u + l(x)|u| 1 u = 0 in , u| = 0
1
+1
+1 dx
l(x)|uR |
(1 < <
n+2
)
n2
= R.
|u| dx
||
|u| +1 dx
Z
||
l(x)|u| +1 dx Cg(u)
73
where = inf l(x). Hence kuk1 is uniformly bounded if g(u) const. Furthermore, by
Ehrlings inequality, for each > 0, there is an absolute constant c() > 0 such that
kuk22 kuk21,2,0 + c()kuk21
for all
u H01 ().
Thus
1
1
f (u) (1 max |k|)kuk21,2,0 c() max |k|kuk21 .
2
2
If we choose small enough so that 1 max |k| > 0, then f (u) as kuk1,2,0 with
g(u) const.
It easily follows that g 0 (u) = 0 iff u = 0. Moreover, since the range of the functional
g(u) is [0, ), we can apply Theorem 4.8 to conclude that for each R (0, ) there exists
a nontrivial weak solution (uR , R ) of (4.31) with g(uR ) = R. Moreover, if R = f (uR ) =
R
min f (u) subject to g(u) = R, then it is easily seen that R = (2
+1)R .
Corollary 4.10. For 1 < < (n + 2)/(n 2) there exists a nontrivial weak solution of
u + |u| 1 u = 0 in , u| = 0.
(4.32)
Remarks. (i) Another method to show the existence of nontrivial weak solution to (4.32) is
given later by the Mountain Pass Theorem.
(ii) The nonexistence of nontrivial classical solutions to problem (4.32) when
will be studied later for certain domains with simple topological property.
n+2
n2
(iii) For domains like annulus, problem (4.32) always has nontrivial solutions for all
> 1. See the following exercise.
Exercise 1. Let be the annulus 0 < a < r < b, r = |x| and suppose > 1. Prove
that the BVP
u + |u| 1 u = 0 in ,
u| = 0
H01 (a, b)
|u|
+1 n1
dr = 1 .
74
4.4.2. Harmonic Maps and Liquid Crystals. We now consider the Dirichlet energy
Z
1
I(u) =
|Du|2 dx
2
for u H 1 (; RN ) with point-wise constraint |u(x)| = 1 for almost every x . Let
C = {u D | |u(x)| = 1 a.e.},
where D is a Dirichlet class. We assume C is non-empty. Then C is weakly closed in
H 1 (; RN ). We have the following result.
Theorem 4.11. There exists u C satisfying
I(u) = min I(v).
vC
Moreover, u satisfies
Z
for each v
Z
Du Dv dx =
(4.33)
H01 (; RN )
L (; RN ).
|Du|2 u v dx
Remark. In this case, we see u is a weak solution to the harmonic map equation:
u = |Du|2 u in .
The Lagrange multiplier in this case is the function = |Du|2 , instead of a constant.
Proof. The existence of minimizers follows by the direct method as above. Given any
v H01 (; RN ) L (; RN ), let be such that ||kvkL () 12 . Define
w (x) =
u(x) + v(x)
,
|u(x) + v(x)|
h() = I(w ).
Note that w C and h(0) = I(u) = minC I h() for sufficiently small ; hence, h0 (0) = 0.
Computing this h0 (0) and using the fact (Du)T u = 0 (which follows from |u| = 1) yield the
weak form of harmonic equation (4.33).
Liquid Crystals. Let n = N = 3. Then the harmonic map Dirichlet energy can be considered
as a special case of the Oseen-Frank energy for liquid crystals defined earlier:
Z
Z
I(u) =
F (u, Du) dx =
(1 (div u)2 + 2 (u curl u)2 + 3 (u curl u)2 ) dx
Z
+
4 (tr((Du)2 ) (div u)2 ) dx,
R3 ,
75
If > 0, then it can be shown that the first part of F (u, ) is convex and quadratic in , and
hence the first part of the energy I is w.l.s.c. on H 1 (; R3 ) by Tonellis theorem (Theorem
5.1 of Chapter 5). By (4.34), one can easily obtain that
Z
|Du(x)|2 dx c0 I(u) + C , u D H 1 (; R3 ).
Therefore, by the direct method, we have established the following existence result for
minimizers.
Theorem 4.12. Let i > 0 for i = 1, 2, 3. If C = {u D | |u(x)| = 1 a.e.} 6= , then there
exists at least one u C such that
I(u) = min I(v).
vC
1
Remark. If all four i are
R equal2 to 2 , then I(u) reduces to the Dirichlet integral for har1
monic maps: I(u) = 2 |Du| dx.
4.4.3. Stokes Problem. Let R3 be open, bounded and simply connected. Given
f L2 (; R3 ), the Stokes problem
u = f p,
div u = 0
in ,
u=0
on ,
The suitable space to work in this case is W 1,p (; R3 ) with p 3. For further details, see
next chapter.
76
4.4.5. A Nonlocal Problem: Ferromagnetism. (See James & Kinderlehrer [23], and
Pedregal & Yan [34] for more results.)
We study a minimization problem in ferromagnetism which involves a constraint and
a nonlocal term. After some simplifications, the total energy I(m) in ferromagnetism is
given by
Z
Z
1
(m(x)) dx +
(4.35)
I(m) =
|u(x)|2 dx,
2
n
R
where is a bounded domain with C 1 boundary , m L (; Rn ) with |m(x)| = 1
a.e. x (that is, m L (; S n1 )), representing the magnetization of a ferromagnetic
material occupying the domain , is a given function representing the anisotropy of
the material, and u is the nonlocal stray energy potential determined by m over the whole
space Rn by the simplified Maxwell equation:
(4.36)
in Rn ,
div(u + m ) = 0
Note that any two weak solutions of (4.36) can only differ by a constant. Let B be a fixed
in Rn . We have the following result.
open ball containing
Theorem 4.13. For each m R L2 (; Rn ), there exists a unique weak solution u = T m
2
n
1
1 (Rn ) to (4.36) such that
Hloc
B u(x)dx = 0. Moreover, T : L (; R ) H (B) is linear
and bounded with
kT mkH 1 (B) C kmkL2 (;Rn ) ,
m L2 (; Rn ).
Proof. Let
X = {u
1
(Rn ) |
Hloc
u L (R ; R ),
u(x) dx = 0}.
B
u X.
We solve the minimization problem: inf uX J(u). Note that X is simply a nonempty set
of functions and has no topology defined. But we can always take a minimizing sequence
uk X such that
lim J(uk ) = inf J(u) < .
k
uX
Taking =
1
4
yields
Z
1
|u|2 dx C, u X.
4 Rn
Therefore {uk } is bounded in L2 (Rn ; Rn ) and hence, via a subsequence, converges weakly
to some F L2 (Rn ; Rn ); this F can be written as F =
u for a unique u X. (The
last fact needs a little more analysis; see the Hodge decompositions below!) Using this
J(u)
77
u =
(4.37)
Rn
1
n
H0 (R ).
Hence
k
ukL2 (B;Rn ) kmkL2 (;Rn ) .
Since
R
B
u
dx = 0, by Poincares inequality,
k
ukH 1 (B) C kmkL2 (;Rn ) .
1
I(m) =
(m) dx +
2
(4.38)
Z
m
u dx,
where u
= T m is defined in the theorem above. The following result is a special case of
some general theorem. We leave the easy proof to the student.
Lemma 4.14. Let T : L2 (; Rn ) H 1 (B) be defined above. Then T mk * T m weakly in
H 1 (B) whenever mk * m weakly in L2 (; Rn ).
Theorem 4.15. Assume (m) 0 on S n1 and the minimal set 1 (0) contains at least
{m0 }. Then
inf
I(m) = 0.
mL (;S n1 )
x ,
78
where is the unit outward normal on the boundary and the formula is valid on each piece
where mk is constant m0 or m0 ; hence div mk = 0 on each j . Moreover, mk = 0
j of
on j \ . Hence we have
Z
Z
mk uk dx
|uk (x)| dS ||1/2 kuk kL2 () 0 as k .
as k .
Theorem 4.16. Assume 1 (0) = {m0 }. Then there exists no minimizer of I(m) on
L (; S n1 ).
Proof. Suppose m
is a minimizer. Then I(m)
= inf I = 0 and hence (m(x))
= 0 and
Tm
= 0. Therefore,
m(x)
= E (x)m0 + (1 E (x))(m0 ),
div(m
) = 0,
where E = {x | m(x)
where f (x) = (x)[2E (x) 1] = 2E (x) (x). Let x = x0 + tm0 where x0 m0 and
write f (x) = g(x0 , t). In (4.39), by change of variables, we have
Z
g(x0 , t)t (x0 , t) dx0 dt = 0 C0 (Rn ).
Rn
This implies the weak derivative gt (x0 , t) 0 on Rn , and hence g(x0 , t) = h(x0 ) is independent of t. But h(x0 ) = f (x0 + tm0 ) vanishes for large t and hence h 0. So f 0 on Rn .
However f (x) {1} for x . This is a contradiction.
4.4.6. The Hodge Decompositions on Rn . We now present a short theory for Hodge
decompositions on Rn with elementary proofs. See [38] for some related results.
Let X = L2 (Rn ; Rn ) denote the Hilbert space with the inner product and norm defined
by
Z
1 1
n n
(u v + + u v ) dx =
(u, v) =
Rn
u v dx;
Rn
1,1
Note that, if u Wloc
(Rn ; Rn ), then div u = tr Du and curl u = Du (Du)T . In the case
n = 2 or n = 3, the operator curl u can be identified as follows:
(u3x2
u2x3 , u1x3
u3x1 , u2x1
u1x2 )
(n = 2);
(n = 3).
79
Note that in the sense of distribution, the Laplacian of m X (for each component of m)
can be written as
m = (div m) + div(curl m),
(4.40)
which means
i
m = xi (div m) +
n
X
xj (curl m)ij
i = 1, 2, , n.
j=1
80
The estimate (4.41b) in Theorem 4.18 above is not sharp as we will obtain some better
estimates later. However, the estimate (b) in both (4.41) and (4.42) does provide a way to
represent a curl-free v or divergence-free field w by some local function f or m, with f being
viewed as the potential function of v and m the velocity of w; initially, these local functions
have only been defined as the Schwartz distributions. The estimate (4.41b) also suggests
that we equip the space Y with the norm kf k defined by
Z
Z
1
2
2
(4.43)
kf k =
|f (x)| dx + sup n+2
|f (x)|2 dx.
R1 R
Rn
BR
Let Y1 be the subspace of Y defined by
1
Y1 = {f Hloc
(Rn ) | kf k < }.
It can be easily shown that Y1 is indeed a Banach space with the norm defined. We shall
try to find the minimal subspace Z of Y1 for which the gradient operator : Z Xcurl is
bijective. In fact such a Z can be completely determined when n 3.
Theorem 4.20. Let Y2 be the closure of C0 (Rn ) in Y1 . Then, for n 3,
2n
f Y2 ,
R2
Given any u X = L2 (Rn ; Rn ), for each R > 0, let BR = BR (0) and consider the
following minimization problem:
Z
(4.45)
inf
| u|2 dx.
H01 (BR ) BR
By the direct method, this problem has a unique solution, which we denote by R , also
extended by zero to all Rn . This sequence {R } is of course uniquely determined by u X.
It also satisfies the following properties:
R
1
(4.46)
Rn (R u) dx = 0 H0 (), BR ,
(4.47)
81
therefore, v = u if u Xcurl .
Proof. First of all, we claim R * v weakly in X as R . Let v 0 , v 00 be the weak
limits of any two subsequences {R0 } and {R00 }, where R0 , R00 are two sequences going
to . We would like to show v 0 = v 00 , which shows that R * v as R . Note that it
is easily seen that v 0 , v 00 Xcurl and, by (4.46) above,
Z
Z
(v 00 u) = 0 Rn , H01 ().
(v 0 u) =
(4.48)
Rn
Rn
div(v 0
div(v 00
This implies
u) =
u) = 0 and hence div(v 0 v 00 ) = 0; therefore, v 0 v 00
Xdiv Xcurl = {0} by Lemma 4.17 above. We denote this weak limit by v Xcurl . Note
that, by (4.48), div(v u) = 0. Hence if curl u = 0 then v u Xdiv Xcurl = {0}; hence
v = u. We now prove R v in X as R . Taking = R H01 (BR ) in (4.48) and
letting R we have
Z
(4.49)
(v u) v dx = 0.
Rn
Rn
L2 (Rn ; Rn ).
Rn
kv uk = 0 min kv 0 uk.
(4.50)
v Xcurl
v0
82
w Xdiv . Then 0 = (u, w) = (v, w) + |w|2 = |w|2 ; hence w = 0 and u = v Xcurl . This
. Similarly, it follows X
kf k Cn kvk.
Proof. The proof that Y1 is a Banach space follows directly by the definition and will not
be given here. We prove the rest of the theorem.
Given v Xcurl , let v = v be the smooth approximation of v. Then v Xcurl
C (Rn ; Rn ). Define
Z 1
v (tx) x dt.
f (x) =
0
= vj (x),
where we have used the condition xj v = vj since curl v = 0. This proves f (x) = v (x)
for all x Rn . Therefore, for all x, y Rn ,
Z 1
f (x + y) f (y) =
v (y + tx) x dt.
0
Hence
2
|f (x + y) f (y)|
Z
=
0
2
2
v (y + tx) x dt
Z
|x|
= R2
BR
1
= Rn+2
|v (z)|2 dz
tn dt
BtR (y)
Z
0
1
|BtR (y)|
Z
BtR (y)
!
|v (z)|2 dz
dt
83
where M(h) is the maximal function of h (see Stein [35]). Since |v |2 L1 (Rn ), it follows
that
Z
Z
5n
5n
n
2
2
m{y R | M(|v | )(y) > }
|v | dx
|v|2 dx.
Rn
Rn
Let
E = {y B1 | M(|v |2 )(y) 0 },
where we choose
2 5n
0 =
|B1 |
|v|2 dx.
Rn
Then it follows that |E | 12 |B1 | for all . Therefore, it is a simple exercise to show that
there exists a sequence k 0 and a point y0 B1 such that y0
k=1 Ek ; that is,
2 5n
kvk2 ,
|B1 |
M(|vk |2 )(y0 ) 0 =
k = 1, 2, .
B2R (y0 )
BR
2 5n
kvk2 .
|B1 |
By using diagonal subsequences, there exists a subsequence gkj and a function f L2loc (Rn )
such that gkj * f weakly as kj on all balls BR (0), R > 0. This function f must
satisfy f = v L2 (Rn ; Rn ) and
Z
Z
1
2
sup n+2
|f (x)| dx Cn
|v(x)|2 dx;
R1 R
BR
Rn
hence kf k Ckvk. This completes the proof.
x3
p (x, c) =
w2 (x1 , x2 , s) ds
Z
(4.52)
x2
q (x, c) =
x3
c [1, 1].
We now estimate
2
|x3 |+1
|x3 |1
Integrating this inequality over the cube QR (0) = {x R3 | |xi | < R, i = 1, 2, 3}, we obtain
Z
Z
2
2
(4.53)
|q (x, c)| dx 2R(R + 1)
|w1 (x)|2 dx.
QR (0)
R3
84
QR (0)
R2
R2
R3
Hence by (4.56)
Z
|f (x, c0 )| dx 4R
(4.57)
Z
R3
QR (0)
Using this c0 we define a new sequence uk (x) = mk (x, c0 ). Then we have wk = curl uk
and, for all R 1, by (4.53)-(4.56),
Z
(4.58)
|uk (x)|2 dx CR3 kwk2 .
QR (0)
By using diagonal subsequences, there exists a subsequence ukj and a function m L2loc (R3 )
such that ukj * m weakly as kj on all cubes |xi | < R, R > 0. This field m must
satisfy w = curl m L2 (R3 ; R3 ); hence m M. Moreover, by (4.58),
Z
Z
1
|m(x)|2 dx C
|w(x)|2 dx.
sup 3
R
3
R1
QR (0)
R
This completes the proof.
Proof of Theorem 4.20. Let n 3 and Y1 , Y2 be the spaces defined above, and define
2n
f Y2 .
85
Proof. Let f Y2 . Then there exists a sequence fj C0 (Rn ) such that kfj f k 0 as
j . Therefore kfj kL2 kf kL2 . By Sobolev-Galiardo-Nirenberg inequality,
kfj kL2 (Rn ) C kfj kL2 (Rn )
j.
Lemma 4.26. W Y2 .
Proof. Let f W. Define fj = f j , where j W 1, (Rn ) defined by j (x) = 1 on |x| j,
j (x) = 0 on |x| 2j and j (x) is linear in |x| for j |x| 2j. Then fj Y2 . It can be
easily shown that
lim kfj f k = 0,
j
R2
|(x)|2 dx
B1
for all H 1 (B1 ), where ()0 is the average value of on B1 ; that is,
Z
Z
1
()0 =
(x) dx = 2
(x)(x) dx.
B1
{|x|<1}
Given H 1 (R2 ), let (x) = ( |x|x2 ). Then H 1 (B1 ). Using the above Poincare
inequality for this , after change of variable, one obtains that
Z
Z
2
4
(4.62)
|(y) ()0 | |y| dy C
|(y)|2 dy,
{|y|>1}
{|y|>1}
where
()0 =
Z
(x) dx =
B1
Z
{|y|>1}
(y)|y|4 dy = 2
Z
(x)(x) dx.
{|x|>1}
86
(4.63)
sup
|f (x)|2 dx 2
R2
BR
Let
S = { hi | H 1 (R2 )}.
Then the previous lemma and (4.63) imply
Z
Z
Z
1
2
2
sup 4
|f | dx 2
|f | dx C
|f |2 dx
R
R1
BR
R2
R2
f S.
R2
R2
87
for all
u X,
(ii) (t, u) = u
for all
t [0, 1], u X,
for all
where K denotes the set of all continuous maps p : [0, 1] X with p(0) = u0 and p(1) = u1 .
Remark. Think of the graph of E as a landscape with a low spot at u0 , surrounded by a
ring of mountains. Beyond these mountains lies another low point at u1 . Note that every
path p connecting u0 to u1 has to cross the sphere {v : kv u0 k = R} since u1 lies outside
the sphere. Moreover, on this sphere the value of E is at least c0 . Hence the maximum
value of E(p(t)) for any such p is at least c0 . Hence c c0 . An important aspect of the
MPT is that the critical point u is distinct from u0 and u1 . Hence, if u0 already satisfies
E 0 (u0 ) = 0 by some other method, then u will be a second solution of E 0 (u) = 0.
Proof. Let c be as defined in (4.64). If it is not a critical value, then Kc = . Let and
be as in the deformation lemma. Now by condition (ii) of the theorem, we can choose
small enough so that 0 < < and E(u0 ), E(u1 ) 6 [c , c + ] (since c c0 ). Let p K
and define the path : [0, 1] X by
(t) = (1, p(t)).
Since p(0) = u0 and p(1) = u1 , it follows, by the choice of , that
(0) = (1, u0 ) = u0 , (1) = (1, u1 ) = u1
using condition (ii) of the lemma. Thus K. Now, we can choose p K such that
max E(p(t)) < c + .
t[0,1]
88
4.5.4. Saddle Point Solutions. In order to illustrate these ideas we apply the MPT to
the problem
(4.65)
u + f (x, u) = 0 in ,
u| = 0
F (x, u)dx.
The following lemma simplifies some of the technical details that follow.
Lemma 4.33. Let I and J be defined on H = H01 () as above. Then both I and J are of
C 1 on H and
(a) J 0 : H H is compact.
(b) If {un } is a bounded sequence in H such that I 0 (un ) 0 as n , then {un }
has a convergent subsequence.
R
Proof. The norm |u|2 dx is obviously of C on H. J is a Nemytskii operator with F
being C 1 in u, and hence is of C 1 on H with J 0 : H H given by
Z
0
hJ (u), vi =
f (x, u(x)) v(x) dx, u v H.
sup
vH, kvk1
u w H.
u, v H.
89
Since hI 0 (u), vi = hAu, vi hJ 0 (u), vi, and A1 exists and is bounded on H (by the LaxMilgram theorem), it follows that
A1 I 0 (u) = u A1 J 0 (u).
Let {un } be a bounded sequence in H with I 0 (un ) 0 as n . Since A1 is continuous
and J 0 is compact, by passing to a subsequence if necessary, we have un = A1 I 0 (un ) +
A1 J 0 (un ) converges.
Remark. From the above proof we see that the compactness of the embedding H = H01 ()
L +1 () is necessary for proving (PS).
Theorem 4.34. The boundary value problem (4.65) has at least one nontrivial solution
u H01 ().
Proof. Consider the C 1 functional I(u) above, which we rewrite as
R
1
I(u) = kuk21,2,0 J(u), where kuk21,2,0 = |u|2 dx,
2
1
for u H0 (). In order to apply MPT, we first choose u0 = 0. Clearly, I(u0 ) = 0. Now we
show that I|B(0,R) c0 for some R, c0 > 0. In view of the embedding H01 () L +1 (),
we have
Z
+1
.
J(u) A |u| +1 dx ckuk1,2,0
t2
kuk21,2,0 J(tu)
2
Z
t2
2
+1
|u| +1 dx
kuk1,2,0 at
2
< 0
R). Finally, we must verify
for t > 0 and sufficiently large. Moreover, v H01 ()verb|kB(0,
1
the Palais-Smale condition. Let {un } H0 () be a sequence such that |I(un )| c for all
n and I 0 (un ) 0. If we can show that {kun k1,2,0 } is bounded, then according to Lemma
4.33, I satisfies (PS). Thus, for the given sequence
Z
1
2
I(un ) = kun k1,2,0
F (x, un )dx
2
and
Z
0
2
hI (un ), un i = kun k1,2,0
un f (x, un )dx
I(v) =
and so
1
kun k21,2,0 I(un ) +
un f (x, un )dx
2
90
= u
|u|2 dx
Since u = 0 on , uudx +
= 0 and uxi = i un , i.e., u = un , which
combined with the above integral identity yields (4.66).
be a solution of the boundary value problem
Corollary 4.36. Let u C 2 ()
u + f (u) = 0 in , u| = 0.
Let F (u) =
(4.67)
Ru
0
Z
u(u x)dx = n
F (u)dx.
However, the second integral on the right is zero, as may be seen by applying the divergence
theorem and noting that F = 0 on since u is.
4.6.2. Star-shaped Domains. Let be an open set containing 0. We say is star the line segment {x : 0 1} lies in
shaped (with respect to 0) if, for each x ,
91
B = {x B | (x) = 0}.
(x0 )
Note that the outward unit normal at x0 is given by (x0 ) = |(x
. Let > 0 be
0 )|
B for all
sufficiently small so that x0 B and hence, from being star-shaped, x0
[1 , 1]. Consider h() = (x0 ) defined on [1 , 1]. Then h has the maximum 0
at right-end point 1 and hence
h0 (1 ) = (x0 ) x0 0.
This proves x0 (x0 ) 0 for all x0 .
(4.68)
( >
n+2
)
n2
(4.69)
n+2
)
n2
solution.
has no positive C 2 ()
solution of (4.68). Applying formula (4.67) with
Proof. Suppose u is a nontrivial C 2 ()
1
1
f (u) = |u| u (and thus F (u) = +1 |u| +1 ), and using Lemma 4.37, we obtain
Z
Z
Z
1
|u| +1
2n
2
(4.70)
u (x )dS = n
dx +
|u| +1 dx
2 n
+
1
2
Z
n
n2
+1
(4.71)
=
|u| dx 0,
+1
2
which yields
n
+1
n2
n+2
2 and hence a contradiction: n2 .
solution of (4.69) with = n+2 . Since
positive C 2 ()
n2
If u is a
u = 0 on , by a sharp
maximum principle (see Serrins Maximum Principle below), we have un on for a
positive number . By (4.71), we obtain
Z
Z
2
x dS
u2n (x ) dS = 0,
92
4.6.4. Radial Symmetry of Solutions on a Ball. Let = B be the open unit ball in
Rn . We shall study the nonlinear problem
(4.72)
u + f (u) = 0 in ,
u| = 0.
u
f (su(x))ds
0 s
u + cu
R1
for c(x) = 0 f 0 (su(x))ds. According to Lemma 4.39, u (x0 ) = u(x0 ) < 0. Since
u is parallel to on and n > 0, we conclude that uxn (x0 ) < 0, and thus uxn <
0 in near x0 .
We now apply the method of moving planes.
(i) If 0 1, set P {x Rn : xn = }.
(ii) Let x (x1 , . . . , xn1 , 2 xn ) denote the reflection of x in P .
(iii) Let E {x : < xn < 1}.
93
(r = |x|)
for all
x E .
According to Lemma 4.40, we see that this statement is valid for each < 1, sufficiently
close to 1. Set
0 inf{0 1 : (4.73) holds for each < 1}.
We will show that 0 = 0. If to the contrary 0 > 0, set
w(x) = u(x0 ) u(x)
(x E0 ).
Then
w = f (u(x0 )) f (u(x)) = cw in E0
for
Z
c(x) =
f 0 (su(x0 ) + (1 s)u(x))dx.
and
uxn < 0 on P0 .
(4.75)
u(xn ) < 0 on P0
for all
0 0
for all
0 0
for all
x + .
for all
x + .
Chapter 5
Weak Lower
Semicontinuity on
Sobolev Spaces
I(
u) lim inf I(u )
whenever u * u
weakly in W 1,p (; RN ).
96
, MN n .
Therefore, since F 0,
Z
I(u )
F (x, u , Du ) dx
K
Z h
i
F (x, u , Du) + Fk (x, u , Du) (Di uk Di uk )
i
ZK
Z
=
F (x, u , Du) +
Fk (x, u, Du) (Di uk Di uk )
i
K
K
Z
[Fk (x, u , Du) Fk (x, uk , Du)] (Di uk Di uk ).
+
Since F (x, s, ) is uniformly continuous on bounded sets and u (x) u(x) uniformly on K
we have
Z
Z
lim
F (x, u , Du) dx =
F (x, u, Du) dx,
K
(5.2)
we have
Z
lim inf I(u )
F (x, u, Du).
K
If F (x, u, Du) L1 (), i.e., I(u) < , then for any given > 0, we use Lebesgues absolute
continuity theorem to determine > 0 so that
Z
Z
F (x, u, Du)
F (x, u, Du) , E , | \ E| < .
E
On the other hand, if I(u) = then for any given large number M > 0 we choose > 0
so that
Z
F (x, u, Du) dx > M, E , | \ E| < .
E
97
5.1.2. Existence in the Convex Case. Using the theorem, we obtain the following
existence result for convex functionals.
Theorem 5.2. In addition to the hypotheses of the previous theorem, assume there exists
1 < p < such that
F (x, s, ) c ||p C(x),
where c > 0, C L1 () are given. If for some W 1,p (; RN ), I() < , then minimization problem inf uD I(u) has a minimizer in the Dirichlet class D .
Proof. This follows from the abstract existence Theorem 4.6 in the previous chapter.
Remark. Both theorems in this section hold for more general functions F (x, s, ). For example, we can replace the continuity condition by the Caratheodory condition.
with center x
Proof. Let Q be a fixed open cube containing
and side-length 2L. We
prove this theorem by several lemmas.
Lemma 5.4. Suppose
(5.4)
Z
F (x0 , s0 , 0 ) F (x0 , s0 , 0 + D(x)) dx
Q
98
Proof. For any W01, (; RN ), we extend by zero onto Q; then W01, (Q; RN ).
Inserting it into (5.4) yields (5.3).
In the following, let x0 , s0 RN , 0 MN n be given. Define u
(x) = s0 + 0
(x x0 ). Let also W01, (Q; RN ) be given. Assume Q0 is an arbitrarily given
cube containing x0 with side-length 2l. For any positive integer we divide each side of
Q0 into 2 intervals of equal length, each being equal to 2+1 l. This divides Q0 into 2n
small cubes {Qj } with j = 1, 2, ..., 2n . Denote the center of each cube Qj by x
j and define
a function u : RN as follows:
(
n
u
(x)
if x \ 2j=1 Qj ;
u (x) =
+ 2 l L (x x
j ) if x Qj , 1 j 2n .
u
(x) + 2 L l x
We easily see that u u
uniformly on . Moreover,
n
0
if x \ 2j=1 Qj ;
Du (x) =
j ) if x Qj , 1 j 2n .
0 + D x
+ 2 l L (x x
Therefore {Du } is uniformly bounded and, by definition, {u } converges to u
as
in the sense of Lipschitz convergence. Note that
Z
I(
u) =
F (x, u
(x), 0 ) dx
and that
Z
I(u ) =
F (x, u (x), Du ) dx
Z
F (x, u
, 0 ) dx +
F (x, u , Du ) dx.
Z
=
\Q0
Q0
Q0
Q0
From the uniform continuity of F (x, s, ) on bounded sets and the fact that u u
uniformly on we have
Z
Z
(5.6)
lim inf
F (x, u , Du ) dx = lim inf
F (x, u
, Du ) dx.
Q0
Q0
We now compute
Z
2n Z
X
F (x, u
, Du ) dx =
Q0
j=1
n
2 L
F x, u
, 0 + D x
+
(x x
j ) dx
l
Qj
Z
2
X
j=1
2 L
F x
j , u
(
xj ), 0 + D x
+
(x x
j ) dx + o(1)
l
Qj
n
n Z
2
X
l
=
F x
j , u
(
xj ), 0 + D(y) dy + o(1)
2 L
Q
j=1
(5.7)
2
X
j=1
F (
xj ) |Qj | + o(1),
99
Q0
Q0
Z
Q0
F (x, u
(x), 0 ) dx
F (x) dx.
Q0
W01, (; RN ).
for every
MN n .
k = 1, 2, ...
100
Define k = k zk . Then k W01, (Q; RN ) and we can use them as test functions in the
definition of quasiconvexity to obtain
Z
F ( + Dk (x)) dx
|Q| F ()
Q
F ( + k Dzk + zk Dk )
F ( + Dzk ) +
Q\Qk
Qk
Z
F ( + Dzk (x)) dx + k ,
=
Q
where
Z
[F ( + k Dzk + zk Dk u) F ( + Dzk (x))] dx.
k =
Q\Qk
We now prove the sufficiency of quasiconvexity for the lower semicontinuity of the functional
Z
I(u) =
For any given > 0, we choose finitely many disjoint cubes Qj contained in such that
Z
I(u)
F (x, u, Du) dx +
Qj
and
Z
I(u + zk )
F (x, u + zk , Du + Dzk ) dx ,
Qj
This, by (5.2), will certainly imply the conclusion of the theorem. To this end, for each
positive integer , we divide Q into small cubes {Qj } with center x
j as in the proof of
Theorem 5.3:
n
2[
Q=
Qj E, |E| = 0.
j=1
Define
101
Z
(u)j = u(x) dx,
Qj
and
Z
(Du)j = Du(x) dx,
U (x) =
2
X
Qj
(u)j
Qj (x),
2
X
M =
(Du)j Qj (x).
j=1
j=1
Note that
kU kL + kM kL kukW 1,
and that the sequences {U } and {M } converge almost everywhere to u and Du on Q as
, respectively. We now estimate IQ (u + zk ).
Z
F (x, u + zk , Du + Dzk ) = ak + bk + ck + d + IQ (u),
IQ (u + zk ) =
Q
where
Z
[F (x, u + zk , Du + Dzk ) F (x, u, Du + Dzk )] dx,
ak =
Q
bk
Z
2
X
j=1
Qj
[F (x, u, Du + Dzk ) F (
xj , (u)j , (Du)j + Dzk )] dx,
ck
Z
2
X
j=1
Qj
[F (
xj , (u)j , (Du)j + Dzk ) F (
xj , (u)j , (Du)j )] dx,
Z
2
X
j=1
Qj
[F (
xj , (u)j , (Du)j ) F (x, u, Du)] dx.
By the uniform continuity of F (x, s, ) on bounded sets and the pointwise convergence of
{U } and {M } we have
lim ak = 0, lim d = 0
102
W01, (G; RN ).
Proof. Let G Rn be any bounded open set with |G| = 0, and W01, (G; RN ).
Assume y G. For any x and > 0 let
G(x, ) = {z Rn | z = x + (y y) for some y G}.
Then there exists an x > 0 such that x G(x, ) for all x and 0 < < x . This
means the family
{G(x, ) x , 0 < < x }
covers in the sense of Vitali covering. Therefore, there exists a countable disjoint
subfamily {G(xj , j )} and a set E of measure zero such that
(5.11)
G(xj , j ) E.
j=1
x G(xj , j ).
F ( + D(x)) dx
Z
X
j=1
x xj
F + D y +
dx
j
G(xj ,j )
103
nj
F ( + D(y)) dy
G
j=1
Z
||
F ( + D(y)) dy,
|G| G
P
n
where the last equality follows since, by (5.11),
j=1 j = ||/|G|. We have thus proved
(5.10).
=
Note that
F ( + Dj (x)) dx.
Z
F ( + Dj (x)) dx =
F ( + D(jx)) dx
Z
= j n
F ( + D(y)) dy
j
j =
j
[
(
x + ),
=1
where x
are the left-lower corner points of the subcubes obtained by dividing the sides of
j into j-equal subintervals. Since D(x) is -periodic, we thus have
Z
Z
jn Z
X
n
F ( + D(y))dy =
F ( + D(y))dy = j
F ( + D(x))dx,
j
=1
x
+
and therefore
Z
F ()
F ( + D(x)) dx
104
G(A) G(F ) + lF (A F )
A RL .
Then G(h(x)) G(F ) + lF (h(x) F ) for all x E, and integrating over x E yields
Z
Z
G(h(x)) d G(F ) + lF (h(x) F ) d = G(F ),
E
(5.13)
which is equivalent to
F ( + aq p) + (1 )F ( + bq p),
F ()
(5.14)
where
k = 1, 2, .
105
Hence, by (5.8) and noting that Duk (x) and Dk (x) take only on finitely many values,
Z
F ( + Dk (x)) dx
F () lim
k G
Z
F ( + Duk (x)) dx
= lim
k G
= F ( + aq p) + (1 )F ( + bq p).
This completes the proof.
i j
Since the integral on the right-hand side takes only two values of {0, }, we only need to
prove the inequality when
Z
F ( + D(x)) dx = 0.
In this case, we must have + D(x) {A, B} for almost every x . We claim, in this
case, one must have {A, B} and hence (5.15) is valid. To prove this, let + D(x) =
E (x)A + (1 E (x))B, where E = {x | + D(x) = A}. Integrating this over yields
= A + (1 )B, where = |E| [0, 1]. Hence
D(x) {A , B } = {(1 )(A B), (A B)}
S n1 .
S n1
a.e.
x .
Let A B = q p with p
Let e
be a vector perpendicular to p. Then
D(x) e = 0 for almost every x . This implies (x + te) is independent of t as long as
106
with Akl
ij are constants. Note that the rank-one convexity is equivalent to the weak LegendreHadamard condition:
n X
N
X
k l
Akl
ij q q pi pj 0.
i,j=1 k,l=1
Also,
k l
kl l k
kl k l
F ( + ) = F () + Akl
ij i j + Aij j i + Aij i j .
(5.16)
k
l
Akl
ij Di (x)Dj (x) dx F (),
Fk l () pi pj q k q l 0,
i j
Fk l () pi pj q k q l 0.
i j
Therefore f (t) = F ( +tqp) is affine in t and hence F is rank-one affine. Consequently, the
result follows from the fact that a rank-one affine function must be a null-Lagrangian.
107
5.3.4. Sver
aks Example. The following example of Sver
problem raised by Morrey.
ak [36]). If n 2, N 3 then there exists a rank-one convex function
Theorem 5.18 (Sver
N
n
F: M
R which is not quasiconvex.
Proof. We only prove the theorem for n = 2, N = 3. Consider the periodic function
u : R2 R3 by
1
u(x) =
(sin 2x1 , sin 2x2 , sin 2(x1 + x2 )).
2
Then
cos 2x1
0
.
0
cos 2x2
Du(x) =
cos 2(x1 + x2 ) cos 2(x1 + x2 )
Let L be the linear subspace of M = M32 ; that is,
r 0
L = [r, s, t] 0 s r, s, t R .
t t
Note that a matrix = [r, s, t] L is of rank 1 if and only if at most one of {r, s, t} is
nonzero. Define g : L R by g([r, s, t]) = rst. Using formula 2 cos cos = cos( + ) +
cos( ), we easily obtain
1 1
g(Du(x)) =
sin 4(x1 + x2 ) + cos 4x1 + cos 4x2
4 4
and hence by a direct computation that
Z
Z 1Z 1
1
(5.18)
g(Du(x)) dx =
g(Du(x)) dx1 dx2 = .
4
0
0
We now extend g to the whole M. Let P : M L be the orthogonal projection onto L and
consider the fourth degree polynomials:
F,k () = g(P ) + (||2 + ||4 ) + k | P |2 .
(5.19)
Lemma 5.19. For each > 0 there exists a k = k > 0 such that F,k is rank-one convex.
Proof. We use contradiction method. Suppose otherwise; then there exists an 0 > 0 such
that F0 ,k is not rank-one for each k > 0. Hence there exist sequences k M, pk R2 , qk
R3 with |pk | = |qk | = 1 such that
(5.20)
2 F0 ,k (k )
i j
k = 1, 2, .
108
[P (
D2 g(P )
q p), P (
q p)] + 20 + 2j |P (
q p) q p | 0
This shows that F is not quasiconvex by Theorem 5.10 above. The theorem is now proved.
(5.22)
Di [(adj Du(x))ik ] = 0
(k = 1, 2, , n).
109
Proof. This result follows from a general result on null-Lagrangians later, but we present
a direct proof here. Note that by the identity above, we have (det )I = T (adj )T . For
= Du(x) this implies
(det Du(x)) ij =
n
X
i, j = 1, 2, , n.
k=1
k
ij (adj Du)m
k Dj (Dm u )
j,k,m=1
n
X
k,j=1
n
n
X
X
(Di uk )
Dj [(adj Du)jk ] = 0
k=1
(i = 1, 2, , n).
j=1
(5.23)
x .
Now, if det Du(x0 ) 6= 0 then by (5.23), div(adj Du(x0 ))T = 0. If instead det Du(x0 ) = 0,
we choose a sequence 0 such that det(Du(x0 ) + I) 6= 0 for all . Use (5.23) with
u
= u + x we have det D
u(x0 ) 6= 0 and hence
0 = div(adj D
u(x0 ))T = div(adj(Du(x0 ) + I))T = 0
for all 0. Hence div(adj(Du(x0 )))T = 0.
5.4.2. Subdeterminants. Let = min{n, N }. Given an integer k [1, ], for any two
ordered sequences of integers
1 i1 < i2 < < ik N,
k
Ji11i2 2i
k ()
k=1
Theorem 5.21. Let J () be defined as above, and let be the unit cube in Rn . Then it
follows that
Z
J + D(x) dx = J ()
for all
C0 (; RN )
and MN n .
x00 = (xk+1 , , xn )
if k + 1 n.
110
Let 0 , 00 be the unit cubes in x0 , x00 variables, respectively. Fix x00 00 , for t 0,
consider maps Vt , Ut : 0 Rk such that
Vti (x0 ) = txi + (x)i ,
We can choose t > 0 sufficiently large so that Vt , Ut are both diffeomorphisms on 0 , and
therefore
Z
Z
Z
Z
0
0
0
0
det(DUt (x )) dx =
dy =
dy =
det(DVt (x0 )) dx0 .
0
Ut (0 )
Vt (0 )
Since both sides are polynomials of t of degree k, it follows that this equality holds for all
t. When t = 0 this implies
Z
Z
0 00
0
(5.24)
Jk ( + D(x , x )) dx =
Jk () dx0 .
0
5.4.3. Polyconvex Functions. A function F () on MN n is called a polyconvex func such that F () = G(J ()) for all
tion if there exists a convex function G : RL R
N
n
N
n
M
; that is, F = G J on M
.
Remark. For a polyconvex function we may have different convex functions in its representation. For example, let n = N = 2 and F () = ||2 det . In this case, consider
J () = (, det ) R5 . Then we have
F () = G1 (J ()),
F () = G2 (J ()),
where
G1 (, t) = ||2 t,
G2 (, t) = (11 22 )2 + (12 + 21 )2 + t
By the theorem above, the left-hand side is G(J ()) = F () and therefore
Z
Z
Z
F ()
G(h(x)) dx =
G(J ( + D(x))) dx =
F ( + D(x)) dx,
111
5.4.4. Null-Lagrangians. A smooth function F : RN MN n R is called a nullLagrangian if the system of Euler-Lagrange equations (4.4) for the energy
Z
I(u) =
F (x, u, Du) dx
RN ), the equation
is satisfied by all smooth functions u : RN ; that is, for all u C 2 (;
n
X
Fk (u(x), Du(x)) =
[f (u(x)) (adj Du(x))ik ]
xi i
xi
i=1
i=1
n
X
i,j=1
n
X
j=1
where is any smooth bounded domain in Rn . Then the following conditions are equivalent:
(1) F is of C 2 and is a null-Lagrangian;
112
F (
Then, by (1),
f 0 (t) =
Hence f is a constant function; hence f (0) = f (1), which proves (3). The proof of that (2)
implies (1) will follow from several lemmas proved below.
Lemma 5.26. If F is of C 2 , then (2) implies (1).
Proof. Note that (2) implies
Z
F ( + D(x)) dx = F () ||
C0 (; RN ).
is constant and of
C 2.
f 0 (0)
Therefore,
= 0, which gives
Z
Fk (D(x)) Di k (x) dx = 0.
which, by the divergence theorem, shows the Euler-Lagrange equation for I is satisfied by
RN ), and hence F is a null-lagrangian.
u C 2 (;
We say F is rank-one affine if F ( + tq p) is affine in t for all MN n , q RN , p
Rn .
Lemma 5.27. If F satisfies (2) then F is rank-one affine.
113
Proof. Since (2) is equivalent to that F and F are rank-one convex, which is equivalent
to that F is rank-one affine.
We need some notation. Let i = ei e , where {ei } and {e } are the standard bases
of RN and Rn , respectively. For each 1 k = min{n, N } and 1 i1 , , ik N, 1
1 , , k n, we define, inductively,
Fi11 () = F ( + i11 ) F (),
i i
i i
1
1
k1
k1
ik
k
Fi11i
k () = F1 k1 ( + k ) F1 k1 ().
1
k
k
Fi11i
k () = F10 k0 ().
0
Proof. We use induction on k. Assume this is true for all k s 1. Let {10 , 20 , , s0 } be
a permutation of {1, 2, , s}. We need to show
i 0 i
s
1
s
Fi11i
s () = F10 s0 ().
(5.27)
By definition
i i
i i
1
s1
1
s1
is
s
Fi11i
s () = F1 s1 ( + s ) F1 s1 ().
i i 0 is0
(
s0 s0
1
s
s
Fi11i
s () = F1
+ iss ) F11 s
(where the m
means omitting m)
i i 0
(
s0
= F11 s
i i 0
(
s0
i i 0
(
s0
+ ss0 ) + F11 s
i i 0 is
(
s0 s
+ ss0 ) F11 s
F11 s
= F11 s
+ iss )
i i 0
()
s0
i i 0 is
(),
s0 s
i 0 i
i 0 i
k
Lemma 5.29. If F is rank-one affine, then all Fi11i
k are also rank-one affine. Moreover,
(5.28)
j
i1 ik j
i1 ik
k
Fi11i
k ( + t ) = F1 k () + t F1 k ().
114
N X
n
X
i i .
i=1 =1
Then a successive use of the previous lemma shows that F () is a polynomial of degree at
k
most nN in with coefficients determined by Fi11i
k (0).
Remark. The function F () = (tr )2 tr 2 is a null-Lagrangian on Mnn . To see this, note
n
n
n
n
P
P
P
P
ik ki =
Pik (), where Pik () = ii kk ki ik . For each
that F () = ( ii )(
kk )
i=1
i,k=1
k=1
i,k=1
for all
C0 ().
(u1 , u2 , , uk )
.
(x1 , x2 , , xk )
1 (1)
(5.29)
Jk (Du(x)) =
u
,
x
(x1 , , x , , xk )
=1
Jk1 (Du(x)) =
(1)+1 (u2 , , uk )
.
(x1 , , x , , xk )
=1
()
115
Corollary 5.32. Let Jk (Du) be any k k subdeterminant and p > k be a number. Let {uj }
be any sequence weakly convergent to u
in W 1,p (; RN ) as j . Then Jk (Duj ) * Jk (D
u)
p
k
weakly in L ().
p
Proof. Note that fj = Jk (Duj ) is bounded in L k () and hence, via a subsequence, fj * f
p
for some f weakly in L k (), which also implies fj f in distribution. Hence f Jk (Du)
p
and the whole sequence fj * Jk (Du) in L k ().
jr
Uj (|x|)
2 jr
uj (x) =
x, Uj (r) =
|x|
0
is a constant independent of j. This shows that {det Duj } is not equi-integrable in B, and
therefore it does not converges weakly in L1 (B), or in L1loc (B). Therefore, although uj * u
in W 1,k (; RN ), Jk (Duj ) Jk (D
u) in the sense of distribution, and {Jk (Duj )} is bounded
in L1 (), but it is not true that Jk (Duj ) * Jk (D
u) weakly in L1 ().
However, if we have det Duj (x) 0 a.e. in and uj u
weakly in W 1,n (; Rn ) then
1
uller [29]. We
det Duj * det D
u weakly in Lloc (). This is the well-known theorem of S. M
will not prove this result here, but will present an easier result which can be proved without
using M
ullers theorem and Theorem 5.31.
Theorem 5.34. Let uj D , the Dirichlet class of W 1,n (; Rn ). Assume uj * u
in
1,n
n
1
W (; R ) and det Duj (x) 0 a.e. in . Then det Duj * det D
u weakly in L ().
Proof. Note that, since det Duj is bounded in L1 (), the weak convergence is equivalent
to
Z
Z
(5.31)
lim
det Duj (x) dx =
det D
u(x) dx
j E
116
I(u) =
Z
det D
u(x) dx lim inf
(5.33)
Ec
Note that
Ec
Z
det Duj dx
det Duj dx =
Ec
Z
det D
u dx lim sup
j
R3
where
is a bounded smooth domain occupied by the hyperelastic material in the
reference configuration, and u : R3 is the deformation (u(x) representing displacement
of material point x in the deformed configuration).
The stored energy density function F (x, s, ) should satisfy several assumptions due to
continuum mechanics principles and material properties; some of these assumptions exclude
the possibility of F being convex in and almost all practical problems require that F (x, s, )
satisfy the following:
(5.35)
F (x, s, ) = if det 0,
lim
det 0+
F (x, s, ) = .
The first is due to the orientation-preserving assumption and the second is due to the
fact that infinite energy is needed to press a solid material into zero-volume.
Therefore, for nonlinear elasticity problems, we often need to consider extendedvalued energy functionals.
117
5.5.2. Polyconvex Energy Density Functions. We assume the energy density function
F (x, s, ) satisfies the following assumptions:
(1) F (x, s, ) = + if and only if det 0;
3 and polyconvex convex in M33 , det >
(3) F (x, s, ) c0 ||3 C(x) for all M33 , where c0 > 0 and C L1 () are given.
Note that these assumptions are compatible with the assumption (5.35) above.
5.5.3. Existence Theorem. Let I(u) be the energy functional defined by
Z
I(u) =
F (x, u(x), Du(x)) dx,
where F satisfies the previous assumptions. Let W 1,3 (; R3 ) be a given function such
that I() < . Then we have the following existence result.
Theorem 5.35. (Existence in Nonlinear Elasticity) There exists at least one minimizer u
D with det D
u(x) > 0 for almost every x such that
I(
u) = min I(u).
uD
Proof. Let {u } be a minimizing sequence in D . Since lim I(u ) = inf D I I() < ,
from Assumption (1), it follows that
det Du (x) > 0
a.e.
Now Assumption (3) implies that {|Du |} is bounded in L3 () and hence from the fixed
Dirichlet boundary condition, {u } is bounded in W 1,3 (; R3 ). Therefore, via a subsequence,
we assume u * u
in W 1,3 (; R3 ) as . Hence, by Corollary 5.32 and Theorem 5.34,
(5.36)
adj Du * adj D
u in L3/2 (),
det Du * det D
u in L1 ().
Let E = {x | det D
u(x) = 0}. Define
w(x) = lim inf det Du (x),
By Fatous lemma,
Z
Z
0
w(x)dx lim inf
E\{w=0}
E\{w=0}
x E.
Z
det Du (x)dx =
det D
u(x)dx = 0.
E\{w=0}
118
among all Lipschitz functions u satisfying boundary conditions u(0) = u(1) = 0. Let
1
[kx]
1
uk (x) =
x
,
2k
k
2k
where [a] stands for the integer part of a R. Then uk 0 in the Lipschitz convergence,
and I(uk ) 0 as k . Hence the infimum of I over all such u is 0. Note that I(0) = 1.
Hence
I(0) > lim inf I(uk ),
k
and so I is not lower semicontinuous in the Lipschitz convergence. Also I does not have
minimizers since I(u) = 0 would imply |u0 | = 1 a.e and u 0.
119
and minimize it over all Lipschitz functions u satisfying boundary conditions u(0) = 0, u(1) =
a. We show that this nonconvex problem has minimizers for all values of a; moreover, the
minimizer is unique if |a| 1 and there exist infinitely many minimizers if |a| < 1.
Proof. Let first of all |a| < 1. Then it can be easily seen that there are infinitely many
Lipschitz functions u such that u0 (x) {1, 1} with u(0) = 0 and u(1) = a; any of such
functions is a minimizer of I with minimum value zero. Now let |a| 1. Note that the
strict inequality
f () [f (a) + f 0 (a)( a)] > 0
holds for all 6= a if |a| > 1, or holds for all
/ {1, 1} if |a| = 1. Therefore, for all
Lipschitz functions u with u(0) = 0, u(1) = a it follows that
Z 1
Z 1
I(u) =
f (u0 (x)) dx f (a) +
f 0 (a)(u0 (x) a) dx = f (a);
0
with v(0) = 0 and v(1) = a. If a = 1 then since f (1) = 0 it must follow that v 0 (x) {1, 1}
R1
a.e. x (0, 1) and 0 (1v 0 (x)) dx = 0 and hence v 0 (x) = 1 on (0, 1). This implies v(x) = x.
Similarly if a = 1 then v(x) = x. Now assume |a| > 1. Since f ()f (a)f 0 (a)( a) > 0
for all 6= a, from
Z 1
[f (v 0 (x)) f (a) f 0 (a)(v 0 (x) a)] dx = 0,
0
it follows that
v 0 (x)
MN n .
120
Hence G() F qc () by the definition of F qc . It remains to prove that F qc is itself quasiconvex. We first observe that
Z
qc
F ( + D(x)) dx
(5.38)
F () =
inf
W01, (;RN )
for any open set Rn with || = 0. This can be proved by using the Vitali covering argument as before. We now claim that, for all piecewise affine Lipschitz continuous functions
W01, (; RN ), it follows that
Z
qc
F qc ( + D(x)) dx.
(5.39)
F ()
To see this, let = i i E be such that |E| = 0 and each i is an open set with |i | = 0
and such that W01, (; RN ) takes constant gradients D = Mi on each i . Let > 0
be given. By the above remark on the definition of F qc , there exists i W01, (i ; RN )
such that
Z
F qc ( + Mi ) F ( + Mi + Di (x)) dx .
i
P
With each i being extended to , we set = + i i . Then W01, (; RN ) and we
have
Z
X
F qc ( + D(x)) dx =
|i |F qc ( + Mi )
F ( + D(x)) dx F qc () ,
and the (5.39) follows. From this we can show F qc is rank-one convex (using sawtooth
like piecewise affine functions) and therefore is locally Lipschitz continuous (since it is
convex in each coordinate direction). Since piece-wise affine Lipschitz functions are dense
in W01,p (; RN ), (5.39) holds for all W01,p (; RN ), and hence F qc is quasiconvex. The
proof of the theorem is complete.
5.6.3. Weak Lower Semicontinuous Envelopes. Suppose F (x, s, ) is a Caratheodory
function and satisfies
x , s RN , MN n
on W 1,p (; RN )
for some 1 p < . We are interested in the largest w.l.s.c. functional I(u)
which is less than or equal to the functional
Z
I(u) =
F (x, u(x), Du(x)) dx.
0 F (x, s, ) C (||p + |s|p + 1)
I(u)
is given by the integral functional of the quasiconvexification of F with respect to .
I(u)
=
F qc (x, u(x), Du(x)) dx,
121
for any
W 1,p (; RN ),
uD
Remark. The passage from F to F qc is called relaxation. The relaxation principle above
seems too nice for the nonconvex variational problems since it replaces a nonconvex problem which may not have any solution by a quasiconvex problem that has solutions. But,
there are costs for this: we may lose some information about the minimizing sequences; a
minimizer so obtained for the relaxed problem may not characterize what seems more interesting in applications the finer and finer patterns of minimizing sequences. In the phase
transition problems for certain materials, it accounts for the loss of information about the
microstructures by a macroscopic effective processing (relaxation). For more information,
we refer to Ball & James [6], M
uller [30] and the references therein.
5.6.5. Existence of Minimizers for a Nonconvex Problem. Consider
Z
I(u) =
f (u(x)) dx
Rn ,
Rn }.
i=1
122
The following theorem is due to A. Cellina [10, 11]. We do not give a proof of this
theorem, but simply remark that even without convexity assumption the minimization may
still have solutions. However, the existence can not follow from the direct method, but has
to rely on different methods.
Theorem 5.41. Given Rn , the minimization problem
Z
f (u)dx
inf
uW 1,1 (), u|=x
and
qi=1 f (i ) 6= .
Remark. By the relaxation principle, any minimizer u of the above problem must be a
minimizer for the relaxed problem and satisfy
u(x) K = { Rn | f () = f # ()},
(5.41)
f#
a.e. x ,
where
is the convexification of f . The proof of Cellinas theorem relies on constructing
minimizers u of the relaxed problem satisfying the first-order partial differential relation
(5.41).
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Index
p-Laplace equations, 71
Acerbi-Fuscos Theorem Theorem, 101
adjugate matrix, 108
Ambrosetti-Rabinowitz Theorem, 87
Ascoli Theorem, 8
Banach space
reflexive, 6
separable, 2
Banach-Steinhaus Theorem, 5
Bessels inequality, 9
biharmonic, 57
bilinear form, 54
bounded, 54
strongly positive, 54
Bounded Inverse Theorem, 6
Caratheodory property, 13
Cartesian product, 3
Cauchy sequence, 2
Cauchy-Schwarz inequality, 4
characteristic function, 116
coercivity, 55
continuation method, 11
Contraction Mapping Theorem, 11
convex, 18, 67
convex hull, 121
convexification, 119, 122
critical point, 18, 20
critical points, 65
Deformation Lemma, 87
determinant, 108
differential operator
uniformly elliptic, 51
direct method, 70
Dirichlet class, 69
dual space, 6
second dual space, 6
Ehrlings inequality, 21
eigenfunctions, 10, 62
eigenspace, 62
eigenvalue, 62
Eigenvalue Theorem Theorem, 62
eigenvalues, 10
eigenvectors, 10
equicontinuous, 8
Estimates for W 1,p , n < p Theorem, 44
Euler-Lagrange equations, 66
Existence in Nonlinear Elasticity Theorem, 117
Existence of Minimizers Theorem, 70
extended-valued, 116
extreme, 19
maximal, 20
minimal, 20
ferromagnetism, 76
first variation, 65, 66
fixed point, 11
Fourier series, 9
Fourier transform, 48
Fourier transforms, 58
Frechet differentiable, 13
Fredholm Alternative Theorem, 9
function
cut-off function, 27
mollified function, 27
p-mean continuous, 28
support, 2
trace, 36, 37
functional
convex, 18
weakly coercive, 17, 70
weakly continuous, 17
weakly lower semicontinuous, 17
G
ardings estimates, 55
Gagliardo-Nirenberg-Sobolev Inequality Lemma, 41
Gateaux differentiable, 13
Gateaux-differentiable, 68
Greens 1st identity, 39
Greens 2nd identity, 39
Hahn-Banach Theorem, 6
harmonic map equation, 74
harmonic maps, 75
125
126
Hilbert space, 4
Hodge decomposition Theorem, 81
Hodge decomposition theorem, 81
Hodge decompositions, 76
hyperelastic material, 116
Implicit Function Theorem, 16
inner product, 4
inverse Fourier tranform, 48
Lagrange multiplier, 20
Lagrange multipliers, 72
Lagrange Theorem, 20
Lax-Milgram Theorem, 54
Lax-Milgram Theorem Theorem, 54
Legendre ellipticity condition, 53
Legendre-Hadamard, 106
Legendre-Hadamard condition, 53, 67
linear functionals
bounded linear functionals, 6
continuous linear functionals, 6
Lipschitz convergence, 97
liquid crystals, 74
Ljusternik Theorem, 21
method of continuity, 11
minimization method, 65
minimizer, 70
minimizing sequence, 70
Morreys Inequality Theorem, 43
Neumann boundary, 56
nonexistence, 73
nonlinear eigenvalue problem, 72
nonlinear functional analysis, 11
norm, 2
equivalent, 47
null-Lagrangian, 74, 111
null-Lagrangians, 106
operator
bounded, 5
compact, 8
contraction, 11
Hilbert space adjoint, 7
Laplace operator, 39
linear operator, 5
Nemytskii operator, 12
operator norm, 5
resolvent, 10
strongly continuous, 8
weakly continuous, 8
ordinary point, 20
orientation-preserving, 116
orthogonal, 4
orthogonal complement, 4
orthogonality condition, 61
orthonormal, 9
complete, 9
orthonormal basis, 62
Oseen-Frank energy, 74
Palais-Smale compactness condition, 86
Parallelogram law, 4
Partition of Unity Theorem, 28
Index