Test functions, distributions, and Sobolev’s lemma
1 Introduction
If is a topological vector space, we denote by the set of continuous linear functionals on . With the weak-* topology, is a locally convex space, whether or not is a locally convex space. (But in this note, we only talk about locally convex spaces.)
The purpose of this note is to collect the material given in Walter Rudin, Functional Analysis, second ed., chapters 6 and 7, involved in stating and proving Sobolev’s lemma.
2 Test functions
Suppose that is an open subset of . We denote by the set of all such that is a compact subset of . Elements of are called test functions. For and , write
where
For each compact subset of , we define
and define to be the locally convex topology on determined by the family of seminorms . One proves that with the topology is a Fréchet space. As sets,
Define to be the collection of all convex balanced subsets of such that for every compact subset of we have ; to say that is balanced means that if is a complex number with then . One proves that is a basis for a topology on , that is a local basis at for this topology, and that with the topology , is a locally convex space.11 1 Walter Rudin, Functional Analysis, second ed., p. 152, Theorem 6.4; cf. Helmut H. Schaefer, Topological Vector Spaces, p. 57. For each compact subset of , one proves that the topology is equal to the subspace topology on inherited from .22 2 Walter Rudin, Functional Analysis, second ed., p. 153, Theorem 6.5.
We write , and elements of are called distributions. With the weak-* topology, is a locally convex space.
It is a fact that a linear functional on is continuous if and only if for every compact subset of there is a nonnegative integer and a constant such that for all .33 3 Walter Rudin, Functional Analysis, second ed., p. 156, Theorem 6.8.
For and a multi-index, we define
Let be a compact subset of . As is continuous, there is a nonnegative integer and a constant such that for all . Then
which shows that .
The Leibniz formula is the statement that for all ,
where are multinomial coefficients.
For and , we define
this makes sense because when . It is apparent that is linear, and in the following lemma we prove that is continuous.44 4 Walter Rudin, Functional Analysis, second ed., p. 159, §6.15.
Lemma 1.
If and , then .
Proof.
Suppose that is a compact subset of . Because is continuous, there is some nonnegative integer and some constant such that
For , by the Leibniz formula, for all ,
Because , there is some such that for and for . Using for , the above statement of the Leibniz formula, and the inequality just obtained, it follows that there is some such that for all . This gives
the last equality is how we define , which is a maximum of finitely many and so finite. Then,
This bound shows that is continuous. ∎
The above lemma shows that when and . Therefore , and the following lemma, proved in Rudin, states that the Leibniz formula can be used with .55 5 Walter Rudin, Functional Analysis, second ed., p. 160, §6.15.
Lemma 2.
If and , then
If is locally integrable, define
For ,
from which it follows that is continuous. If is a complex Borel measure on or a positive Borel measure on that assigns finite measure to compact sets, define
For ,
from which it follows that is continuous. Thus, we can encode certain functions and measures as distributions. I will dare to say that we can encode most functions and measures that we care about as distributions.
If and is an open subset of , we say that in if for all .
Let and let be an open subset of . We say that vanishes on if for all . Taking to be the union of all open subsets of on which vanishes, we define the support of to be the set .
3 The Fourier transform
Let be the set of those continuous functions such that for every , there is some compact set such that for . With the supremum norm , is a Banach space.
Let be normalized Lebesgue measure on :
Using , we define
and
For , define by
The Fourier transform of is the function defined by
Using the dominated convergence theorem, one shows that is continuous.
For and a nonnegative integer, write
and let be the set of those such that for every nonnegative integer , . is a vector space, and with the locally convex topology determined by the family of seminorms it is a Fréchet space.66 6 Walter Rudin, Functional Analysis, second ed., p. 184, Theorem 7.4. Further, one proves that is a continuous linear map.77 7 Walter Rudin, Functional Analysis, second ed., p. 184, Theorem 7.4.
The Riemann-Lebesgue lemma is the statement that if , then .88 8 Walter Rudin, Functional Analysis, second ed., p. 185, Theorem 7.5.
The inversion theorem99 9 Walter Rudin, Functional Analysis, second ed., p. 186, Theorem 7.7. is the statement that if then
and that if and , and we define by
then for almost all . For , as , the function belongs to . The inversion theorem tells us that for all ,
and hence that . This shows that is onto. Using the inversion theorem, one checks that
and so for . It is a fact that is a dense subset of the Hilbert space , and it follows that there is a unique bounded linear operator , that is equal to on , and that is unitary. We denote this .
It is a fact that is a dense subset of and that the identity map is continuous.1010 10 Walter Rudin, Functional Analysis, second ed., p. 189, Theorem 7.10. If are distinct, then there is some such that , and as is dense in , there is a sequence with in . As
there is some with , and hence . This shows that is a one-to-one linear map . Elements of of the form for are called tempered distributions, and we denote the set of tempered distributions by . It is a fact that every distribution with compact support is tempered.1111 11 Walter Rudin, Functional Analysis, second ed., p. 190, Example 7.12 (a).
4 Sobolev’s lemma
Suppose that is an open subset of . We say that a measurable function is locally if for every compact subset of . We say that is locally if there is a function that is locally in such that for every .
The following proof of Sobolev’s lemma follows Rudin.1212 12 Walter Rudin, Functional Analysis, second ed., p. 202, Theorem 7.25.
Theorem 3 (Sobolev’s lemma).
Suppose that are integers, , , and
Suppose that is an open subset of , that is locally , and that the distribution derivatives are locally for , . Then there is some such that for almost all .
Proof.
To say that the distribution derivative is locally means that there is some that is locally such that
Suppose that is an open subset of whose closure is a compact subset of . There is some with for , and we define by
in particular, for we have , and for we have . Because is compact and is locally ,
and using the Cauchy-Schwarz inequality, , so
Then,
(1) |
Because in , the Leibniz formula tells us that in ,
hence, defining by
we have in . It is apparent that .
Let . There are with and , .1313 13 and are constructed using a partition of unity. See Walter Rudin, Functional Analysis, second ed., p. 162, Theorem 6.20. We have just established that . For , it is apparent that
and
Hence . It is apparent that has compact support, so are tempered distributions. Let , and take with . Then,
and
It follows that for all . But , so
(2) |
Using (1), (2), and the inequality
we get
Let be surface measure on , with . Using the Cauchy-Schwarz inequality and the change of variable , , ,
This integral is finite if and only if , and we have assumed that . Therefore,
from which we get that is in for .
Define
(Note that depends on .) so by the inversion theorem we have for almost all . . If , then we shall show that . Take to be the standard basis for . For and ,
But and belongs to (supposing ) so we can apply the dominated convergence theorem, which gives us
From the above expression, it is apparent that is continuous. This is true for all , so . If , then is in for any , and repeating the above argument we get . In this way, .
For all , , so for almost all . If is an open subset of whose closure is a compact subset of and , then satisfy for almost all and for almost all , so for almost all . Since are continuous, this implies that for all . Thus, it makes sense to define for . Because every point in has an open neighborhood of the kind and the restriction of to each belongs to , it follows that . ∎