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TauCeti.Analysis.Sobolev.Wkp.Basic

Arbitrary-order weak Sobolev spaces #

This file constructs the real-valued Sobolev space W^{k,p}(Ω) for every natural number k, on an open subset of a finite-dimensional real inner product space. The first-order stage is TauCeti.W1p. Every successor stage applies TauCeti.WeakDerivStep to the highest weak derivative of the preceding stage. Thus an element of W^{k+1,p}(Ω) records an element of W^{k,p}(Ω) and an Lᵖ weak derivative of its order-k derivative.

The iterated derivative fields are basis-free. TauCeti.IteratedGradient E 0 is E, the weak gradient identified with a linear functional by the real inner product, and TauCeti.IteratedGradient E (j+1) adds one continuous-linear derivative direction on the left. Consequently the highest field of W^{k+1,p} has type Lᵖ(Ω; TauCeti.IteratedGradient E k).

Every stage is a closed weak-derivative graph, hence complete. No boundedness or boundary regularity of Ω is used. The norm of W^{1,p}(Ω) is that of TauCeti.W1p: the Lᵖ norm of the pointwise Euclidean norm of the value and the gradient. Each later stage takes the Euclidean product norm of its two components, so at every order k + 2 and for every p the squared norm is the sum of the squared norm of the one-order-lower component and the squared norm of the highest weak derivative. At order one this identity holds for p = 2 but not in general; it fails, for instance, for sin in W^{1,∞}(ℝ). The derivative fields above first order carry operator norms, so the norm of W^{k,2}(Ω) with k ≥ 2 need not be induced by an inner product: on Ω = (0,1)² ⊆ ℝ², for instance, x²/2 and y²/2 violate the parallelogram law. It is a Banach-space norm, not in general the Hilbert-space norm of H^k(Ω).

Implementation notes #

The bundled stage machinery TauCeti.SobolevStage, TauCeti.firstSobolevStage, TauCeti.SobolevStage.next, and TauCeti.sobolevStage is public on purpose: it is what indexes the type TauCeti.Wkp, so its normed, complete structure and the order 0 and 1 boundary cases are recovered by unfolding it rather than by transport. TauCeti.firstSobolevStage, TauCeti.SobolevStage.next, and TauCeti.Wkp are reducible. The recursion TauCeti.sobolevStage is exposed but semireducible, so that at a concrete order instance search stops at (sobolevStage j).Space and finds the TauCeti.SobolevStage shortcut instances keyed there. The shortcut instances are provided at both the bundled-stage and Wkp indexings so instance search need not rederive these structures through the recursion. The identifications of Wkp … 1 with TauCeti.W1p and of Wkp … (k + 2) with a TauCeti.WeakDerivStep are therefore definitional but not reducible, and rw and simp do not unfold TauCeti.sobolevStage to match across them in either direction: a lemma stated for TauCeti.W1p or TauCeti.WeakDerivStep applied to a Wkp … 1 or Wkp … (k + 2) term, and a Wkp-indexed lemma applied to a term typed as TauCeti.W1p or TauCeti.WeakDerivStep, must both be given their argument explicitly. The projections below are sealed instead, and are used through their characteristic equations TauCeti.Wkp.lowerOrder_zero, TauCeti.Wkp.lowerOrder_succ, TauCeti.Wkp.iteratedGradient_zero, TauCeti.Wkp.iteratedGradient_succ, TauCeti.Wkp.value_zero, and TauCeti.Wkp.value_succ.

Main declarations #

References #

The iterated weak-derivative definition and closed-graph completeness argument follow L. C. Evans, Partial Differential Equations, Chapter 5, §5.2.

The bundled data used to iterate weak-derivative graph spaces. Its jth stage carries the space of order j + 1 and its highest derivative projection.

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    @[reducible]

    The first stage of the arbitrary-order construction is W1p, whose highest-derivative projection is the weak gradient.

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      @[reducible]
      noncomputable def TauCeti.SobolevStage.next {E : Type u} [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)] {j : ℕ} (S : SobolevStage mu Omega p j) :
      SobolevStage mu Omega p (j + 1)

      Adjoin the weak derivative of a stage's highest derivative field.

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        The jth iterated weak-derivative stage, representing Sobolev order j + 1.

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          @[reducible]

          The arbitrary-order, real-valued weak Sobolev space W^{k,p}(Ω). At order zero this is Lᵖ(Ω); order one is W1p; every further order adjoins the weak derivative of the highest derivative field from the preceding order.

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            Every weak Sobolev space W^{k,p}(Ω) is complete in its iterated graph norm.

            noncomputable def TauCeti.Wkp.lowerOrderL {E : Type u} [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)] (k : ℕ) :
            Wkp mu Omega p (k + 1) →L[ℝ] Wkp mu Omega p k

            The continuous projection that forgets the highest weak derivative.

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              noncomputable def TauCeti.Wkp.lowerOrder {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) :
              Wkp mu Omega p k

              A positive-order Sobolev function regarded as a Sobolev function of one lower order.

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                Evaluating the continuous lower-order projection equals lowerOrder.

                The continuous projection to the first-order part of a positive-order Sobolev function.

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                  noncomputable def TauCeti.Wkp.firstOrder {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) :
                  ↥(W1p mu Omega p)

                  Forget the derivatives above first order in a higher-order Sobolev function.

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                    Evaluating the continuous first-order projection equals firstOrder.

                    @[simp]

                    The first-order part of a first-order Sobolev function is itself.

                    Forgetting one derivative before taking the first-order part has no effect.

                    The continuous projection to the highest weak derivative of a positive-order Sobolev function. For W^{k+1,p} its target is Lᵖ(Ω; IteratedGradient E k).

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                      noncomputable def TauCeti.Wkp.iteratedGradient {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) :
                      ↥(MeasureTheory.Lp (IteratedGradient E k) p (mu.restrict ↑Omega))

                      The highest weak derivative recorded by a positive-order Sobolev function.

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                        Evaluating the continuous highest-derivative projection equals iteratedGradient.

                        The continuous projection of a Sobolev function to its Lᵖ value component.

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                          noncomputable def TauCeti.Wkp.value {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p k) :
                          ↥(MeasureTheory.Lp ℝ p (mu.restrict ↑Omega))

                          The Lᵖ value component of an arbitrary-order Sobolev function.

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                            @[simp]

                            Evaluating the continuous value projection equals value.

                            @[simp]
                            theorem TauCeti.Wkp.value_add {E : Type u} [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)] (k : ℕ) (u v : Wkp mu Omega p k) :
                            value k (u + v) = value k u + value k v

                            The value component preserves addition.

                            @[simp]
                            theorem TauCeti.Wkp.value_smul {E : Type u} [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)] (k : ℕ) (c : ℝ) (u : Wkp mu Omega p k) :
                            value k (c • u) = c • value k u

                            The value component preserves scalar multiplication.

                            @[simp]

                            At order zero, the value component of a Sobolev function is the function itself.

                            theorem TauCeti.Wkp.value_succ {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) :
                            value (k + 1) u = value k (lowerOrder k u)

                            Taking the value component commutes with forgetting the highest derivative.

                            @[simp]

                            At first order, the generic lower-order projection is the W1p value projection.

                            @[simp]

                            At first order, the generic value projection is the W1p value projection.

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                            At first order, the generic highest derivative is the W1p weak gradient.

                            @[simp]

                            Forgetting higher derivatives preserves the Lᵖ value.

                            The highest derivative projection is the one stored in the corresponding recursive stage.

                            Above first order, the lower-order projection is the preceding-component projection of the generic weak-derivative graph step.

                            Above first order, the highest derivative is the derivative component of the generic weak-derivative graph step.

                            theorem TauCeti.Wkp.hasWeakFDerivOn_value {E : Type u} [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)] (u : Wkp mu Omega p 1) :
                            HasWeakFDerivOn mu Omega ↑↑(value 1 u) fun (x : E) => (innerSL ℝ) (↑↑(iteratedGradient 0 u) x)

                            The first weak derivative identity, with the gradient identified with a linear functional through the real inner product.

                            noncomputable def TauCeti.Wkp.mk {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) (D : ↥(MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict ↑Omega))) (h : HasWeakFDerivOn mu Omega ↑↑(iteratedGradient k u) ↑↑D) :
                            Wkp mu Omega p (k + 2)

                            Construct an order-k+2 Sobolev function from an order-k+1 function and a weak derivative of its highest derivative.

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                              @[simp]
                              theorem TauCeti.Wkp.lowerOrder_mk {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) (D : ↥(MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict ↑Omega))) (h : HasWeakFDerivOn mu Omega ↑↑(iteratedGradient k u) ↑↑D) :
                              lowerOrder (k + 1) (mk k u D h) = u

                              Forgetting the adjoined derivative of mk k u D h recovers u.

                              @[simp]
                              theorem TauCeti.Wkp.value_mk {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) (D : ↥(MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict ↑Omega))) (h : HasWeakFDerivOn mu Omega ↑↑(iteratedGradient k u) ↑↑D) :
                              value (k + 2) (mk k u D h) = value (k + 1) u

                              The value component of mk k u D h is the value component of u.

                              @[simp]
                              theorem TauCeti.Wkp.iteratedGradient_mk {E : Type u} [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)] (k : ℕ) (u : Wkp mu Omega p (k + 1)) (D : ↥(MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict ↑Omega))) (h : HasWeakFDerivOn mu Omega ↑↑(iteratedGradient k u) ↑↑D) :
                              iteratedGradient (k + 1) (mk k u D h) = D

                              The highest weak derivative of mk k u D h is the adjoined derivative D.

                              The highest derivative of an order-k+2 Sobolev function is the weak Fréchet derivative of the highest derivative of its order-k+1 projection.

                              theorem TauCeti.Wkp.ext_lowerOrder {E : Type u} [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)] (k : ℕ) {u v : Wkp mu Omega p (k + 1)} (h : lowerOrder k u = lowerOrder k v) :
                              u = v

                              Two positive-order Sobolev functions are equal when their lower-order components are equal; uniqueness of weak derivatives determines the highest components.

                              theorem TauCeti.Wkp.ext {E : Type u} [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)] (k : ℕ) {u v : Wkp mu Omega p k} :
                              value k u = value k v → u = v

                              Two arbitrary-order Sobolev functions are equal when their Lᵖ value components are equal. Successive uniqueness of weak derivatives determines every higher component.

                              The graph norm controls the one-order-lower Sobolev component.

                              The iterated graph norm controls the Lᵖ value component at every order.

                              The graph norm controls the highest weak derivative.

                              At order at least two, and for every exponent p, the squared graph norm is the sum of the squared norms of the lower-order component and the highest weak derivative.

                              At exponent two, the squared graph norm at every positive order is the sum of the squared norm of the lower-order component and the squared norm of the highest weak derivative. The exponent matters only at order one, where the norm is that of TauCeti.W1p; from order two on the identity holds for every p (TauCeti.Wkp.norm_sq_eq_norm_lowerOrder_sq_add_norm_iteratedGradient_sq_succ).

                              theorem TauCeti.Wkp.tendsto_iff_lowerOrder_iteratedGradient {E : Type u} [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)] (k : ℕ) {I : Type u_1} {l : Filter I} {v : I → Wkp mu Omega p (k + 1)} {u : Wkp mu Omega p (k + 1)} :
                              Filter.Tendsto v l (nhds u) ↔ Filter.Tendsto (fun (i : I) => lowerOrder k (v i)) l (nhds (lowerOrder k u)) ∧ Filter.Tendsto (fun (i : I) => iteratedGradient k (v i)) l (nhds (iteratedGradient k u))

                              Convergence in a positive-order Sobolev norm is equivalent to convergence of the preceding Sobolev component and the highest weak derivative.

                              theorem TauCeti.Wkp.continuous_iff_lowerOrder_iteratedGradient {E : Type u} [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)] (k : ℕ) {Y : Type u_1} [TopologicalSpace Y] {f : Y → Wkp mu Omega p (k + 1)} :
                              Continuous f ↔ (Continuous fun (y : Y) => lowerOrder k (f y)) ∧ Continuous fun (y : Y) => iteratedGradient k (f y)

                              A map into a positive-order Sobolev space is continuous if and only if its preceding Sobolev component and its highest weak derivative are continuous.