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Fourier and Sobolev

Jorge Aar˜ao

June 2005

These notes are a companion to the lectures I will give in Las Cruces, preparatory for the CBMS conference lectures by Terry Tao. I will not cover all the material in these notes; in particular we will spend little time on sections 1–4. Please read these notes beforehand, concentrating on sections 5, 7, 8, 10, 11, 12, and 13. Most proofs are omitted from this text, since the objective here is to get you acquainted with this material from a user’s perspective. On the other hand, except for the proofs of the main theorems, most proofs are quite straightforward, and you may try your hand at them yourself. Or, consult any book on this subject; I recommend

 . Topics in functional analysis and applications, by S. Kesavan; . Partial diﬀerential equations, by L.C. Evans; . Analysis, by Lieb and Loss.

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1 Introduction

Relatively speaking, Algebra is a new branch of mathematics (as compared to Geometry, Analysis, and Number Theory), and since the emergence of Algebra mathematicians have tried to use its power to serve the other areas. It can be argued that the material we will cover here is part of that program, trying to view spaces of functions in a more algebraic way, in order to solve partial diﬀerential equations. Here is a parallel: we want to solve x 2 1 = 0, and the solutions are real numbers. But what of x 2 + 1 = 0? We have two options. We can declare that the equation has no solutions, or we can declare that the equation has solutions, only these solutions are not real numbers. With that we create a new number system, deﬁne its (algebraic) rules, and show that the old number system (R) is somehow included in the new one (C). Likewise with diﬀerential equations. Sometimes, when we take the Fourier transform of a diﬀerential equation, we may obtain that its solution u is such that, say, u = 1, an equation that is not satisﬁed by any function. We have two options. We can declare that the diﬀerential equation has no solutions, or we can declare that it has solutions, only those solutions are not functions anymore. It is then our job to provide a framework for that new space of solutions, complete with algebraic structure, and making explicit how to include the old structure into the new structure. We start from the beginning.

2 Smooth functions, and L p functions

We let Ω be a non-empty open set of R n ; K Ω will always denote a compact

, α n ) to be an n-tuple of non-

negative integers (n is the dimension of R n !). The order of α is the integer

|α| =

set.

We

deﬁne the multi-index α = (α 1 ,

α 1 + ··· + α n . If x = (x 1 ,

, x n ) R n , we write x α = x α 1

1

x

α

n

n

, and

D α =

|α|

∂x 1 α 1

∂x n α n .

A function u : Ω C is said to be smooth if all of its partial derivatives,

of any order, exist and are continuous. This space is denoted by C (Ω). A smooth function u : R n C is said to be in the Schwartz space S(R n ) if for any multi-indices α and β there is a constant C = C(u, α, β) such that

sup

xR n

x β D α u(x) < C.

Exercise 1 Show that f (x) = exp(−|x| 2 ) is in S(R n ).

A function f : Ω C is said to be compactly supported if there is

a compact K Ω (where K may depend on f ) such that f (x) = 0 for all

x \ K. The support of f is the intersection of all compact sets K as above, and is denoted by supp f . The set of all such smooth, compactly supported

functions (deﬁned over the same Ω) is denoted by C

(Ω).

c

2

Exercise 2 Show that C

(Ω) contains more than one function.

c

From now on, we let p be a real number with 1 p < ; on occasion we will allow p = as well. For 1 p < , the space L p (Ω) consists of those functions f : Ω C such that

( f p ) p = |f(x)| p dx < .

The equality deﬁnes the symbol f p , the norm of f in L p (Ω). The integral we used is the Lebesgue integral. If two functions f and g in L p (Ω) are such that f g p = 0, then we just identify f and g. In that situation it can be shown that there is a set A Ω, of measure zero, such that f (x) = g(x) for x \ A; in this case we say that f (x) = g(x) almost everywhere (a.e.). When p = we deﬁne the space L (Ω) as consisting of those functions f :

C which are equal almost everywhere to a bounded function g; equivalently there is a constant C = C(f ) and a set A of measure zero such that

f =

x\A |f(x)| < C.

sup

Exercise 3 Let be bounded, containing the origin; let 1 p < . Show that f(x) = |x| k is in L p (Ω) if and only if k > n/p.

Exercise 4 Show that if 1 p < , then C happens if p = ?

c

(Ω) is dense in L p (Ω). What

Exercise 5 Show that if 1 p ≤ ∞, then S(R n ) is contained in L p (R n ).

Exercise 6 Let 1 p < q ≤ ∞. Show that, in general, neither of L p (Ω) and L q (Ω) is contained in the other. On the other hand, show that if q < , then L p (Ω) L q (Ω) is dense in both. What happens if q = ?

Exercise 7 Suppose is bounded, and that 1 p < q < . Show that L q (Ω) is contained in L p (Ω). Let i(f ) = f be the inclusion map. Is it continuous? That is, is there a constant C (independent of f ) such that f p C f q ? Prove, or give counter-examples. What happens if q = ?

Each L p -space comes with a local version. Let 1 p < . We say that f

p (Ω) if for each compact K in Ω there is a constant C = C(K, f )

belongs to L loc

such that K |f(x)| p dx < C. Clearly L p (Ω) is contained in L loc p (Ω).

p

Exercise 8 If 1 p < q < , then L q loc (Ω) L loc

(Ω).

The above result shows that L loc

1 (Ω) is, in a sense, the most important of

the local integrability spaces. We will return to this space in the future.

1

Exercise 9 Is it true that p>1 L p loc (Ω) = L loc

3

(Ω)?

We have the following notions of convergence in L loc p (Ω): we say that f m converges strongly to f in L loc p (Ω) if and only if for every compact K in Ω we have that f m converges to f in L p (K) (in the usual L p sense). We say that f m converges weakly to f in L loc p (Ω) if and only if for every compact K in Ω f m converges to f weakly in L p (K). In practical terms, this means that if 1 < p, then

K f m ( x ) g ( x ) dx −→ K f (x) g(x) dx

for every g in L p (K) (where converges for every bounded g.

1 p +

1 = 1), and if p = 1, then the same integral

p

Exercise 10 Let f m (x) = sin(mx), f (x) 0. Show that f m converges weakly, but not strongly, to f in L loc (R).

2

3 Some tools of the trade

Let 1 < p < , and let p be the conjugate exponent of p, that is,

If f is in L p (Ω) and g is in L p (Ω), then fg is in L 1 (Ω), and we have H¨older’s

inequality

1 = 1.

1 p +

p

1

|f (x) g(x)| dx |f(x)| p dx p |g(x)| p dx

1

p

,

or simply fg 1 f p g p . If 1 p ≤ ∞, and both f and g are in L p (Ω), Minkowski’s inequality states that

f + g p f p + g p .

Now let Ω be R n , and let p and p be conjugate exponents. Let f be in

L p (R n ), and g be in L p (R n ). Note that, if x R n is ﬁxed, then the function

y

f (x y) is such

that f p = f(x − ·) p .

The convolution of f and g, given by

(f g)(x) = R n f (x y)g(y) dy,

is well-deﬁned, and by H¨older’s inequality we have f g Observe that f g = g f .

f p g p .

Exercise 11 Show that supp (f g) supp f + supp g, where the sum of two sets is deﬁned in the standard way. In particular, if f and g are compactly supported, then so is f g.

Exercise 12 Show that if f L p (R n ) and g L p (R n ), then f g is continuous. Is it true that lim |x| (f g)(x) = 0?

4

The convolution of f and g is deﬁned for every x R n under the above hypotheses. We may extend this deﬁnition in many ways, and pay only a small price.

Exercise 13

(f g)(x) is ﬁnite a.e. Is it true that lim |x| (f g)(x) = 0?

If f and g are in L 1 (R n ), then f g 1 f 1 g 1 . In particular,

And here is Young’s inequality:

Theorem 1

1

If f L p (R n ), g L q (R n ) and p + 1 q = 1 + 1 r , then

f g r f p g q

.

In particular, if q = 1 then f g p f p g 1 . One of the nice things about the convolution is that it inherits the good diﬀerentiability properties of f and g.

Exercise 14

C (R n ), and D α (f g) = f D α g.

D α (f g) = (D α f) g.

Let 1 p ≤ ∞.

If f L p (R n ) and

In

g ∈ S(R n ), then f g

addition, if D α f is in L p (R n ), then

An approximation of the identity, or molliﬁer, is a one-parameter fam- ily of functions φ t : R n R with the following properties:

1) For all t > 0 we have R n φ t (x) dx = 1; 2) For all δ > 0 φ t converges uniformly to zero outside a ball of radius δ centered at the origin, as t goes to zero; 3) φ t (x) 0 for all x. For example, if φ 0 is a radially symmetric function decaying to zero as x approaches inﬁnity, and with total area equal to 1, then φ t (x) = 1 n φ(x/t) is a molliﬁer. More speciﬁcally, we may take φ(x) = exp(−|x| 2 /2)/(2π) n/2 , and in

many cases we want to take φ to be in C

t

(Ω).

c

Theorem 2 Let 1 p < , let f belong to L p (R n ), and let φ t C (R n ) be a molliﬁer. Then f t = f φ t converges to f in L p (R n ), as t goes to zero.

The result in the above theorem is very useful; for instance, you might want to revisit some of the previous exercises in light of this theorem. On the other hand, approximation in L p in principle only tells us that for some sequence t m 0 we have f t m (x) f (x) a.e. It can be shown that more is true, namely that f t (x) f (x) a.e. (if the molliﬁer is nice), but we won’t do it here.

Exercise 15 Show that if f is continuous and bounded, then f t converges to f uniformly on compact sets, as t goes to zero. In particular f t (x) converges to f (x), for every x.

5

4 The Fourier Transform

Let f be a function in L 1 (R n ). The Fourier Transform of f is a function f : R n C, given by

f(ξ) = R n f(x) e 2πix·ξ dx.

Here x · ξ is the usual dot product in R n . Notice that f (ξ) is deﬁned for every ξ, and in fact f f 1 . So the Fourier Transform is a continuous operator from L 1 (R n ) to L (R n ).

Exercise 16 (Riemann-Lebesgue Lemma) If f L 1 (R n ), then f is con- tinuous, and lim |ξ| f(ξ) = 0.

Exercise 17 Let 1 [1,1] be the function that is equal to 1 if 1 x 1, and

1 [1,1] is not

zero otherwise. Compute its Fourier transform, and conclude that in L 1 (R).

Theorem 3 For t > 0 let g t (x) = exp(πt|x| 2 ), for x R n . t n/2 exp(π|ξ| 2 /t).

Then g t (ξ) =

Observe that g t in Theorem 3 is a molliﬁer.

Theorem 4 If f

Theorem 5 If f is in S(R n ), then

and g are in L 1 (R n ), then (f g)(ξ) = f(ξ) g (ξ).

D α f (ξ) = (2πi) |α| ξ α f(ξ),

D α f(ξ) = (2πi) |α| x α f(ξ).

As a consequence f is in S(R n ).

Theorem 6 (Fourier Inversion Theorem) If f is in S(R n ), then for all x

f(x) = R n f(ξ) e 2πiξ·x dξ.

Proof : With the same g t as in Theorem 3, and using the result of Exercise 15, we have

R n

f(ξ) e 2πix·ξ dξ = R n R n f(y) e 2πiξ·y dy e 2πix·ξ dξ

R n R n f(y) e 2πiξ·y dy e 2πix·ξ e πt|ξ| 2 dξ
+

= lim

t0

R n f(y) R n e πt|ξ| 2 e 2πi(yx)·ξ dy
+

= lim

t0

+ R n

= lim

t0

f(y)t n/2 e π|xy| 2 /t dy

= lim + (f g t )(x) = f (x).

t0

6

Exercise 18 (Fourier Inversion Theorem, 2) Show that if f is in L 1 (R n ), then for almost every x we have

f (x) =

+ R n

lim

t0

f(ξ) e 2πiξ·x e πt|ξ| 2 dξ.

Theorem 7 If f and g are in S(R n ), then

R n f (y) g(y) dy = R n f (y) g (y) dy.

In particular f 2 = f 2 .

Theorem 8 Let f m be a sequence in S (R n ), let f be in L 2 (R n ), and suppose that f m f 2 0. Then f m is a Cauchy sequence in L 2 (R n ), and therefore has a limit in L 2 (R n ). We extend the deﬁnition of the Fourier Transform to L 2 (R n ) by deﬁning f to be this limit. From the results of previous theorems and exercises the Fourier Transform is an invertible isometry from L 2 (R n ) to itself. Moreover

f (ξ) =

R→∞ |x|≤R f(x) e 2πix·ξ dx,

lim

f (x) =

R |ξ|≤R

lim

f(ξ) e 2πix·ξ dξ,

where both limits are in the L 2 sense.

It can be shown (but it is much harder) that the equations above hold for almost every x.

Exercise 19 Let 1 < p < 2.

Deﬁne

f = f 1 + f 2 . Show that f is well deﬁned (that is, its deﬁnition is independent of the particular way of splitting f into f 1 and f 2 ).

Show that any function f in L p (R n ) may be

written (non-uniquely) as f = f 1 + f 2 , with f j in L j (R n ), j = 1, 2.

The previous exercise shows that it is possible (and easy) to deﬁne the Fourier Transform over any L p (R n ), 1 p 2. It is possible to obtain a better (and harder) result, namely that the Fourier Transform maps L p (R n ) continuously into L p (R n ), where 1 p 2 and p is the conjugate exponent of p. What if p > 2? The following is a standard example.

Exercise 20 Let t = a + ib, with a > 0, and deﬁne g t (x) = exp(πt|x| 2 ). Show that if p > 2 and 1 < q < 2, then g t q / g t p is not bounded (in t).

As a consequence the Fourier Transform cannot map L p (R n ) boundedly into any L q (R n ), if 1 < q < 2 < p. As mentioned in the Introduction, we can give up

7

now, or we can try to enlarge the domain of deﬁnition of the Fourier Transform (and its range, as well).

Let’s look at an application of the Fourier Transform. Suppose f is smooth and compactly supported, and we want to solve the equation ∆u = f on R n ,

n 3. Assuming the solution u is a well-behaved function, we take the Fourier

Transform of both sides to obtain −|2πξ| 2 u = f , and so u = f/|2πξ| 2 . Because

f is in S(R n ), we know that f is also in S(R n ), and as a consequence the function

f/|2πξ| 2 is in L 1 (R n ) (n 3!). Consequently, we may now deﬁne u to be

u(x) = R n

f(ξ)

|2πξ| 2

e 2πiξ·x dξ,

and go on to show that this u indeed solves the problem ∆u = f . But let me

call your attention to Theorem 4. Since u = f/|2πξ| 2 , it is natural to think that the solution u will be given by u = f G, where G is a function such that

G = 1/|2πξ| 2 , except that G is not in any L p (R n ). Again, we can either give

up, or

5

Distributions

Here is what we want to accomplish: we want to enlarge the spaces L p (Ω) to include objects that are not necessarily in L p (Ω). We wrote ‘objects’ because in principle they may not even be functions – but we want our old L p -spaces to be naturally included in this new space. The motivation we presented in the last section was that this new space would allow us to broaden the deﬁnition of the Fourier Transform, but we will accomplish much more than that. Here is some extra motivation. Given any f in L 2 (Ω) the mapping φ φf dx is a bounded linear func- tional. The converse is true.

Theorem 9 (Riesz Representation) If T : L 2 (Ω) C is a bounded linear functional, then there is a unique f L 2 (Ω) such that

T(φ) = φ(x)f (x) dx

for every φ in L 2 (Ω).

So we can think of the bounded linear functionals on L 2 (Ω) as being exactly the very functions in L 2 (Ω).

Exercise 21 Take Ω = [0, 1] R. Show that if φ is in L 3 ([0, 1]), then it is in

L 2 ([0, 1]), and φ 2 φ 3 .

such that T (φ) =

Show that there is a function f not in L 2 ([0, 1])

1 φ(x)f (x) dx is a bounded linear functional on L 3 ([0, 1]).

0

8

What this exercise shows is that by restricting our function space (from L 2 to L 3 ), we enlarged our dual space (that is, the space of bounded linear functionals). But in any case this enlarged space of functionals still contained, in a sense, the original space L 2 . So here is the idea: we will restrict the function space as much as possible, and correspondingly enlarge the dual space. The elements of this enlarged dual will be our distributions. We give yet another example, then move to the theory itself.

Exercise 22 Let H = C

if φ is in H, then φ 2

(R n ) L 2 (R n ) be endowed with the following norm:

c

= |α|≤1 D α φ 2

2 . Show that there is a bounded linear

H

functional T on H (that is, |T φ| ≤ C φ H ) that is not representable by any function f in L 2 (R n ).

A function φ : Ω C will be called a test function if it belongs to C

c

(Ω).

We introduce a notion of convergence on this space: A sequence of test functions φ m will converge to a test function φ if and only if there is some ﬁxed compact set K in Ω such that the supports of all φ m and of φ are all contained in K, and moreover for every multi-index α we have that D α φ m converges uniformly (in K) to D α φ. With this notion of convergence, the space of test functions is denoted by D(Ω). Notice that D(Ω) is contained in every space L p (Ω), and moreover, if φ m converges to φ in D(Ω), then φ m converges to φ in L p (Ω) as well. (And all of

its derivatives converge in L p (Ω) as well, to the corresponding derivative of φ.) As a consequence we expect that, in some sense, all spaces L p (Ω) should be contained in the dual of D(Ω), and this inclusion map should be continuous. The (topological) dual of D(Ω) is the space of distributions, and is denoted by D (Ω). Its elements (the distributions themselves) are continuous linear functionals T : D(Ω) C; that is:

1)

2) T (λφ) = λ T (φ),

3) T (φ m ) T (φ) whenever φ m φ in D(Ω).

T (φ 1 + φ 2 ) = T(φ 1 ) + T(φ 2 ),

Exercise 23 (Dirac delta-function) If x 0 , show that δ x 0 (φ) = φ(x 0 ) is

distribution. Show that there is no function f in L loc (Ω) such that for all φ in D(Ω)

a

1

δ x 0 (φ) = φ(x) f (x) dx.

1

(Since L loc contains all other types of L p , we are saying that this distribution can’t be realized as an integrable function.) If x 0 = 0, we simply write δ = δ 0 .

Exercise 24 If x 0

is a distribution.

and α is any multi-index, show that T x 0 ,α (φ) = D α φ(x 0 )

1

Exercise 25 Let f be in L loc (Ω). Show that φ bution.

T f (φ) = fφ dx is a distri-

9

Theorem 10 If f and g are in L loc (Ω) and they determine the same distribu-

tions, then f (x) = g(x)

1

a.e.

1

Functions in L loc are not the most general objects that can be viewed as distributions.

Exercise 26 Let µ be a measure with bounded total variation. Then T µ (φ) = φ dµ deﬁnes a distribution.

We say that the distributions T m converge to a distribution T if for each φ in D(Ω) we have T m (φ) T (φ).

1

Exercise 27 Show that the map f T f from L loc (Ω) to D (Ω) is continuous, that is, if f m f weakly, then T f m T f .

Exercise 28 Let φ t be a molliﬁer. Show that T φ t converges to δ.

Next we deﬁne what we mean by the derivative of a distribution. deﬁnition is such that the formula for integration by parts is still valid.

Let T be a distribution, and α be a multi-index. The derivative D α T is itself a distribution, given by

The

(D α T )(φ) = (1) |α| T(D α φ).

The key to understanding this deﬁnition is to see that the integration by parts formula still works in some sense, as we pointed out before. So, for in- stance, if f is a locally integrable function such that f is also a locally integrable function, then for any φ in D(R) we have

R f φ dx = R f φ dx.

Now, if f is not locally integrable, the left hand side makes no sense, but the right hand side still does. So we extend the meaning of the left hand side:

instead of f we write (T f ) (the derivative of the distribution determined by f ), and the formula becomes

(T f ) (φ) = R f φ dx = T f (φ ).

Exercise 29 Let f be a smooth function on . Justify the equality

(1) |α| (D α φ) f dx = (D α f ) φ dx,

and thus verify that D α T f = T D α f .

Exercise 30 Show that D α T is indeed a distribution; that is, show it is linear and continuous.

10

(H is

called the Heaviside function.) Let T H be the distribution determined by H. Show that the derivative of the distribution T H is the delta function δ 0 .

From now on we will abandon the cumbersome notation T f to represent the distribution determined by the function f , and simply write f , unless it is imperative to distinguish between the two. We will also write distributional derivative to indicate that the derivative is being viewed as a distribution. The previous exercise, rephrased, says that the distributional derivative of H is δ 0 . Next we want to deﬁne the Fourier Transform of a distribution, but it turns out that not every distribution will have a Fourier Transform. The reason lies in the following result.

Exercise 32 If f and g are in S(R n ), then

Exercise 31 Working over R, let H(x) be 1 if x 0, and 0 if x < 0.

R n

f (z) g(z) dz = R n f (z) g

(z) dz.

Interpreted in terms of distributions determined by functions, this exercise wants to say that if f is a distribution, then f is a distribution given by

f(g) = f(g ).

This would indeed be the case, except for the fact that we can’t have both g and g in D(R n ) (by Heisenberg’s principle). So instead we look at distributions that are deﬁned on S(R n ); those will be called tempered distributions. Here is how it is done. Deﬁne the following notion of convergence in S(R n ): f m ∈ S(R n ) converges to f ∈ S(R n ) if and only if for any compact set K and any multi-index α the sequence D α f m converges uniformly to D α f in K. With this notion of convergence the inclusion D(R n ) → S(R n ) is continuous. We denote by S (R n ) the (topological) dual space of S(R n ), that is, continuous linear functionals f : S(R n ) C. The elements of S (R n ) are called tempered distributions; they are distributions since there is a continuous inclusion S (R n ) → D (R n ). Let T be a tempered distribution. We deﬁne the Fourier Transform of T as being the (tempered) distribution T given by

T(φ) = T( φ ),

for all φ in S(R n ).

Exercise 33 Show that T is a tempered distribution.

T f (φ) = T f ( φ), showing that the

deﬁnition of T f is compatible with the deﬁnition of f.

Exercise 34 Show that the delta function δ 0 is a tempered distribution, and

that δ 0 = 1 (the distribution determined by the constant function 1).

Thanks to Exercise 32, we know that

Also,

1 = δ 0 .

11

Exercise 35 Show that if f is locally integrable, and grows no faster than a polynomial at inﬁnity, then T f is a tempered distribution.

Exercise 36 Give an example of a distribution that is not a tempered distribu- tion.

Exercise 37 Show that if T is a tempered distribution, then D α T is a tempered distribution.

6 A bit of fun

In this short section let’s pretend we are Euler. Say f : R C is a 2π-periodic function (it is your job to put extra hypotheses here). Then

f(ξ) = R f(x) e 2πixξ dx.

Of course, the integral is not convergent, but that never stopped Euler, and it shouldn’t stop us. We compute

f(ξ)

=

=

=

j=−∞

2πj

2π(j+1)

f(x) e 2πixξ dx

j=−∞ 2π

2π

0

f(y) e 2πiyξ dy e 2πiξ(2πj)

j=−∞

e

2πiξ(2πj)

0

f(y) e 2πiyξ dy ·

= g(ξ) ·

j=−∞

e 2πiξ(2πj) .

Well, g is a function, and we want to know what that sum is. Writing η = 4π 2 ξ, we get

j=−∞

e iηj =

lim

r1

j=−∞

r |j| e iηj .

Since r approaches 1 from below, we can actually sum the last series (it is the sum of two convergent geometric series).

Exercise 38 Show that

j=−∞

r |j| e iηj =

1

r 2

1 2r cos η

+ r 2 = 2πP r (η),

where the last equality deﬁnes P r , the Poisson kernel. Show that P r has the following properties:

12

1. P r (η) 0;

2. P r is 2π-periodic in η;

3. π

4. For all ε (0, π), P r converges uniformly to zero on the set ε < |η| < π;

5. P r (0) → ∞ as r 1 .

π

P r (η) = 1;

In other words, as r goes to 1, P r behaves like an approximation of the identity on each interval of the form [2πj π, 2πj + π]. Therefore

Thus we obtain

e iηj = 2π

δ(η 2πj).

j=−∞

f(ξ) = 2π g(ξ)

j=−∞

δ(4π 2 ξ 2πj).

j=−∞

Using the inversion formula, we have

f(x) = R f(ξ) e 2πixξ

=

j=−∞ 2π R g(ξ)δ(4π 2 ξ 2πj) e 2πixξ

=

j=−∞

=

j=−∞

2π 1 g(j/2π) e ixj .

2π R g z + 2πj

1

4π 2

δ(z) e ixj e

ixz

2π

dz

In other words, we obtain the Fourier series expansion of f , by way of the Fourier transform of f , and distributions.

Exercise 39 Justify the steps above.

7 Sobolev Spaces

Some distributions are representable by functions, and when that happens the function is uniquely deﬁned a.e., as we saw. We are now concerned with func- tions whose distributional derivatives are representable by functions. Here is an example.

Exercise 40 On R, let f (x) = max{0, x}. Show that the distributional deriva- tive f is representable by the Heaviside function.

13

When a distributional derivative D α T is representable by a function in L p (Ω) we will simply write D α T L p (Ω), identifying the distribution with its repre- sentation, and denoting both by the same symbol. In this situation the symbol D α T p will denote the L p -norm of the function which represents D α T.

Let 1 p ≤ ∞. The Sobolev space W k,p (Ω) consists of those functions f in L p (Ω) such that all the distributional derivatives of f of order at least k are also in L p (Ω), or

W k,p (Ω) = {f

L p (Ω) ; D α f L p (Ω) for all |α| ≤ k }.

For 1 p < , we put the following norm on W k,p (Ω):

f W k,p (Ω) =

|α|≤k

D α f p

p

1/p

.

We have that D (Ω) W k,p (Ω) L p (Ω), and f p f W k,p () .

the ﬁrst inclusion (as well as the second) is continuous.

Moreover,

Exercise 41 (Alternative deﬁnition) Denote by H the subspace of L p (Ω)

consisting of smooth functions f such that for all multi-indices α we have D α f

also in L p (Ω).

that the completion of H in this norm is W k,p (Ω).

Endow H with the norm f H = ( |α|k D α f p

p ) 1/p . Show

k,p

We may also deﬁne local Sobolev spaces W

loc

(Ω); for these spaces we

have notions of convergence (both strong and weak), but not a norm.

For 1 p < , the space W k,p (Ω) has an important subspace, denoted by

(Ω). This space is the completion of D(Ω) in W k,p (Ω) with respect to the

(Ω) if and only if there is a

k,p

W

0

k,p

norm of W k,p (Ω). Hence f W k,p (Ω) is in W

0

sequence of functions f m in D(Ω) such that f m f W k,p () 0.

Exercise 42 If 1 p <

and

= R n , then W

0

k,p

(Ω) W k,p (Ω).

k,p

Theorem 11 If 1 p < , then W

0

(R n ) = W k,p (R n ).

Proof : We want to show that for any f W k,p (R n ) there is a sequence f m in D(R n ) such that f m f in W k,p (R n ). It is easy to obtain a sequence of smooth functions in L p with all the con- vergence properties we want, except that they are not compactly supported. Indeed, let φ t be a smooth molliﬁer; then φ t is in L 1 (R n ), and by Young’s in- equality f t = f φ t is in L p (R n ). Moreover, for all multi-indices α with |α| ≤ k we have D α f t = (D α f) φ t L p (R n ). Using standard properties of molliﬁers, f t f and D α