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TauCeti.Analysis.Sobolev.Embedding

The Sobolev embedding W^{1,p}_0(Ω) ↪ L^{p⋆}(Ω) #

This file proves the critical Sobolev embedding in the p < n regime on W^{1,p}_0(Ω): for a domain Ω ⊆ E in a finite-dimensional real inner product space of dimension n, an exponent 1 ≤ p and the Sobolev conjugate p⋆ determined by 1/p⋆ + 1/n = 1/p (so p < n),

‖u‖_{p⋆} ≤ C ‖∇u‖_p for every u ∈ W^{1,p}_0(Ω),

and it bundles the resulting map u ↦ u as a continuous linear map W^{1,p}_0(Ω) →L[ℝ] L^{p⋆}(Ω). This is the p < n half of Lane A.4 of TauCetiRoadmap/PDE/README.md; the Morrey regime p > n and the borderline p = n are not proved here.

Consuming Gagliardo--Nirenberg--Sobolev #

The inequality for a test function is Mathlib's MeasureTheory.eLpNorm_le_eLpNorm_fderiv_of_eq, with the explicit constant MeasureTheory.SNormLESNormFDerivOfEqConst; nothing is reproved here. What this file adds is the passage from test functions to their closure W^{1,p}_0(Ω), which is not formal: the two sides of the estimate live at different exponents, so, unlike the Poincaré inequality of TauCeti/Analysis/Sobolev/Poincare/W1p0.lean, the left-hand side is not a continuous function of the jet.

The fix is that it is still lower semicontinuous along Lᵖ convergence, which is what TauCeti.W1p.isClosed_setOf_eLpNorm_value_le records: convergence in W^{1,p}(Ω) gives convergence in measure of the values, hence an almost-everywhere convergent subsequence, and Fatou's lemma in the form MeasureTheory.Lp.eLpNorm_lim_le_liminf_eLpNorm passes the bound to the limit. With the set closed, TauCeti.w1p0Submodule_subset_of_isClosed finishes.

The estimate is stated for an arbitrary target exponent q and constant C in TauCeti.W1p.eLpNorm_value_le_of_forall_testFunction, so that any Gagliardo--Nirenberg--Sobolev variant proved for test functions transfers to W^{1,p}_0(Ω) by supplying it as a hypothesis.

The boundary condition is load-bearing #

No embedding of this shape holds on all of W^{1,p}(Ω) with ‖∇u‖_p alone on the right: a nonzero constant function on a bounded Ω has vanishing gradient. Membership in W^{1,p}_0(Ω) is exactly what rules this out, and it is carried as an explicit hypothesis throughout.

Main declarations #

References #

The p < n half of Lane A.4 of TauCetiRoadmap/PDE/README.md; L. C. Evans, Partial Differential Equations, Section 5.6.1; H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Corollary 9.9.

Sobolev estimates on a measurable support #

theorem TauCeti.one_sub_two_div_toReal_nonneg {q : ENNReal} (hq : 2 ≤ q) :
0 ≤ 1 - 2 / q.toReal

For q ≥ 2, the Hölder exponent 1 - 2/q is nonnegative (it is 1 at q = ∞).

theorem TauCeti.W1p.integral_value_sq_le_of_eLpNorm_le {E : Type u_1} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {q : ENNReal} (hq : 2 ≤ q) {S : NNReal} {v : ↥(W1p mu Omega 2)} (hS : MeasureTheory.eLpNorm (↑↑(value v)) q (mu.restrict ↑Omega) ≤ ↑S * ‖gradient v‖ₑ) {A : Set E} (hA : MeasurableSet A) (hAfin : mu (↑Omega ∩ A) ≠ ⊤) (hvA : ∀ᵐ (x : E) ∂mu.restrict ↑Omega, x ∉ A → ↑↑(value v) x = 0) :
∫ (x : E) in ↑Omega, ↑↑(value v) x ^ 2 ∂mu ≤ ↑S ^ 2 * ‖gradient v‖ ^ 2 * mu.real (↑Omega ∩ A) ^ (1 - 2 / q.toReal)

A Sobolev estimate ‖v‖_q ≤ S ‖∇v‖₂, combined with Hölder's inequality on a set A off which v vanishes, bounds ∫_Ω v² by S² ‖∇v‖₂² μ(Ω ∩ A)^{1 - 2/q}.

Transferring an estimate from test functions to W^{1,p}_0(Ω) #

The jets whose value has L^q norm at most C times the Lᵖ norm of their gradient form a closed set, for any exponent q and constant C.

Unlike the equal-exponent case, u ↦ ‖u‖_q is not continuous on W^{1,p}(Ω) when q ≠ p, so this is not a matter of composing continuous maps. It is instead the lower semicontinuity of ‖·‖_q: convergence in W^{1,p}(Ω) forces convergence in measure of the values, an almost-everywhere convergent subsequence, and then Fatou's lemma.

theorem TauCeti.W1p.eLpNorm_value_le_of_forall_testFunction {E : Type u_1} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 ≤ p)] {q : ENNReal} {C : NNReal} (h : ∀ (phi : TestFunction Omega ℝ ⊤), MeasureTheory.eLpNorm (⇑phi) q mu ≤ ↑C * MeasureTheory.eLpNorm (fderiv ℝ ⇑phi) p mu) {u : ↥(W1p mu Omega p)} (hu : u ∈ w1p0Submodule mu Omega p) :
MeasureTheory.eLpNorm (↑↑(value u)) q (mu.restrict ↑Omega) ≤ ↑C * ‖gradient u‖ₑ

Transfer of a Sobolev estimate to W^{1,p}_0(Ω). If every test function on Ω satisfies ‖φ‖_q ≤ C ‖Dφ‖_p, then so does every u ∈ W^{1,p}_0(Ω).

Only the closedness of the estimate is used, so the hypothesis may be any Gagliardo--Nirenberg--Sobolev variant available for test functions; the target exponent q is unrelated to p. Both norms in the hypothesis are taken with respect to the ambient measure, which is harmless for a test function because it vanishes outside Ω.

The Sobolev embedding at the critical exponent #

theorem TauCeti.one_le_of_inv_add_eq_inv {p : ENNReal} [Fact (1 ≤ p)] {pstar r : ENNReal} (hexp : pstar⁻¹ + r = p⁻¹) :
1 ≤ pstar

If 1 ≤ p and p⋆⁻¹ + r = p⁻¹ for some r, then 1 ≤ p⋆; nothing about the summand r is used beyond its being an element of ℝ≥0∞. Instantiated at r = (finrank ℝ E : ℝ≥0∞)⁻¹, it discharges the Fact (1 ≤ p⋆) instance that L^{p⋆} needs in order to be a normed space, and so it occurs in the type of TauCeti.W1p0.sobolevEmbeddingL.

The Gagliardo--Nirenberg--Sobolev inequality on W^{1,p}_0(Ω). If 1 ≤ p and the Sobolev conjugate p⋆ satisfies 1/p⋆ + 1/n = 1/p, where n = dim E, then every u ∈ W^{1,p}_0(Ω) obeys

‖u‖_{p⋆} ≤ C ‖∇u‖_p

with Mathlib's explicit constant MeasureTheory.SNormLESNormFDerivOfEqConst, which depends only on E, mu and p.

The hypothesis p⋆ ≠ ∞ is the subcritical regime p < n in disguise, and the remaining side conditions come free: p ≠ ∞, p⋆ ≠ 0 and 0 < n all follow from the exponent identity together with 1 ≤ p. No regularity, and no boundedness, of Ω is assumed.

Subcritical exponents on a bounded domain #

The subcritical Sobolev embedding on a bounded domain. For 1 ≤ p < n and any exponent q with 1/p - 1/n ≤ 1/q, a bounded Ω gives

‖u‖_q ≤ C ‖∇u‖_p for every u ∈ W^{1,p}_0(Ω),

with the constant MeasureTheory.eLpNormLESNormFDerivOfLeConst, which additionally depends on Ω through its measure. Taking q = p⋆ recovers TauCeti.W1p.eLpNorm_value_le_mul_enorm_gradient with a worse constant; the point of this form is the whole range q ≤ p⋆, where the estimate is obtained from the critical one by Hölder on a set of finite measure.

Boundedness of Ω is genuinely needed here, unlike at the critical exponent: the interpolation step needs finite measure, and on the whole space the scaling u ↦ u(λ ·) rules the estimate out for every q ≠ p⋆.

The embedding as a continuous linear map #

theorem TauCeti.W1p.memLp_value_of_mem_w1p0Submodule {E : Type u_1} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 ≤ p)] {pstar : ENNReal} (hpstar : pstar ≠ ⊤) (hexp : pstar⁻¹ + (↑(Module.finrank ℝ E))⁻¹ = p⁻¹) {u : ↥(W1p mu Omega p)} (hu : u ∈ w1p0Submodule mu Omega p) :
MeasureTheory.MemLp (↑↑(value u)) pstar (mu.restrict ↑Omega)

A function in W^{1,p}_0(Ω) is p⋆-integrable: this is what makes the Sobolev embedding a map into L^{p⋆}(Ω) rather than merely an estimate.

theorem TauCeti.W1p0.memLp_value {E : Type u_1} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 ≤ p)] {pstar : ENNReal} (hpstar : pstar ≠ ⊤) (hexp : pstar⁻¹ + (↑(Module.finrank ℝ E))⁻¹ = p⁻¹) (u : ↥(W1p0 mu Omega p)) :
MeasureTheory.MemLp (↑↑(W1p.value ↑u)) pstar (mu.restrict ↑Omega)

The p⋆-integrability of an element of W^{1,p}_0(Ω), packaged for the subtype.

noncomputable def TauCeti.W1p0.sobolevEmbeddingL {E : Type u_1} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 ≤ p)] {pstar : ENNReal} (hpstar : pstar ≠ ⊤) (hexp : pstar⁻¹ + (↑(Module.finrank ℝ E))⁻¹ = p⁻¹) :
↥(W1p0 mu Omega p) →L[ℝ] ↥(MeasureTheory.Lp ℝ pstar (mu.restrict ↑Omega))

The Sobolev embedding W^{1,p}_0(Ω) ↪ L^{p⋆}(Ω). For 1 ≤ p and 1/p⋆ + 1/n = 1/p, inclusion is a continuous linear map, bounded by Mathlib's Gagliardo--Nirenberg--Sobolev constant times the graph norm. The sharper bound by the gradient alone is TauCeti.W1p0.norm_sobolevEmbeddingL_le.

This is an embedding in the honest sense: TauCeti.W1p0.coeFn_sobolevEmbeddingL says the image of u is the function u itself, so nothing is being reinterpreted.

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Instances For
    theorem TauCeti.W1p0.coeFn_sobolevEmbeddingL {E : Type u_1} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 ≤ p)] {pstar : ENNReal} (hpstar : pstar ≠ ⊤) (hexp : pstar⁻¹ + (↑(Module.finrank ℝ E))⁻¹ = p⁻¹) (u : ↥(W1p0 mu Omega p)) :
    ↑↑((sobolevEmbeddingL hpstar hexp) u) =ᵐ[mu.restrict ↑Omega] ↑↑(W1p.value ↑u)

    The Sobolev embedding does not change the function: the image of u in L^{p⋆}(Ω) is u itself.

    The Sobolev embedding is injective.

    The image of u under the Sobolev embedding is bounded in L^{p⋆} by the Lᵖ norm of the gradient of u alone. This is the quantitative content of the embedding, sharper than the bound by the graph norm that TauCeti.W1p0.sobolevEmbeddingL records as its operator bound.