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Corollary 38.3.2 Suppose \( {mp} < n \) and \( U \) is an open set satisfying the segment condition which has a \( \left( {1, p}\right) \) extension operator for all \( p \) . Then \( \mathrm{{id}} \in \mathcal{L}\left( {{W}^{m, p}\left( U\right) ,{L}^{q}\left( U\right) }\right) \) where \( q = \frac{np}{n - {mp}} \) .
Proof: This is true if \( m = 1 \) according to Theorem 38.3.1. Suppose it is true for \( m - 1 \) where \( m > 1 \) . If \( u \in {W}^{m, p}\left( U\right) \) and \( \left| \alpha \right| \leq 1 \), then \( {D}^{\alpha }u \in {W}^{m - 1, p}\left( U\right) \) so by induction, for all such \( \alpha \) ,\n\n\[ \n{D}^{\a...
Yes
Corollary 38.3.3 Suppose \( m \geq 1 \) and \( j \) is a nonnegative integer satisfying \( {jp} < n \) . Also suppose \( U \) has a \( \left( {1, p}\right) \) extension operator for all \( p \geq 1 \) and satisfies the segment condition. Then\n\n\[ \mathrm{{id}} \in \mathcal{L}\left( {{W}^{m + j, p}\left( U\right) ,{W}...
Proof: If \( \left| \alpha \right| \leq m \), then \( {D}^{\alpha }u \in {W}^{j, p}\left( U\right) \) and so by Corollary 38.3.2, \( {D}^{\alpha }u \in \) \( {L}^{q}\left( U\right) \) where \( q \) is given above. Since \( U \) has the segment property, this means \( u \in {W}^{m, q}\left( U\right) \) . It remains to v...
Yes
Theorem 38.3.4 Let \( U \) be a bounded open set having a \( \left( {1, p}\right) \) extension operator and let \( p > n \) . Then \( \operatorname{id} : {W}^{1, p}\left( U\right) \rightarrow C\left( \bar{U}\right) \) is continuous and compact.
Proof: Theorem 38.1.3 on Page 38.1.3 implies \( {r}_{U} : {W}^{1, p}\left( {\mathbb{R}}^{n}\right) \rightarrow C\left( \bar{U}\right) \) is continuous and compact. Thus\n\n\[ \parallel u{\parallel }_{\infty, U} = \parallel {Eu}{\parallel }_{\infty, U} \leq C\parallel {Eu}{\parallel }_{1, p,{\mathbb{R}}^{n}} \leq C\para...
Yes
Corollary 38.3.5 Let \( p > n \), let \( U \) be a bounded open set having a \( \left( {1, p}\right) \) extension operator which also satisfies the segment condition, and let \( m \) be a nonnegative integer. Then \( \mathrm{{id}} : {W}^{m + 1, p}\left( U\right) \rightarrow {C}^{m,\lambda }\left( \bar{U}\right) \) is c...
Proof: Let \( {u}_{k} \rightarrow 0 \) in \( {W}^{m + 1, p}\left( U\right) \) . Then it follows that for each \( \left| \alpha \right| \leq m \) , \( {D}^{\alpha }{u}_{k} \rightarrow 0 \) in \( {W}^{1, p}\left( U\right) \) . Therefore,\n\n\[ E\left( {{D}^{\alpha }{u}_{k}}\right) \rightarrow 0\text{in}{W}^{1, p}\left( {...
Yes
Theorem 38.3.6 Suppose \( {jp} < n < \left( {j + 1}\right) p \) and let \( m \) be a positive integer. Let \( U \) be any bounded open set in \( {\mathbb{R}}^{n} \) which has a \( \left( {1, p}\right) \) extension operator for each \( p \geq 1 \) and the segment property. Then \( \mathrm{{id}} \in \mathcal{L}\left( {{W...
Proof: From Corollary \( {38.3.3}{W}^{m + j, p}\left( U\right) \subseteq {W}^{m, q}\left( U\right) \) where \( q \) is given by 38.3.34. Therefore,\n\n\[ \n\frac{np}{n - {jp}} > n \n\]\n\nand so by Corollary 38.3.5, \( {W}^{m, q}\left( U\right) \subseteq {C}^{m - 1,\lambda }\left( \bar{U}\right) \) for all \( \lambda \...
Yes
Lemma 38.4.1 Let \( {H}^{ - } \) be a half space as in 38.4.35. Let \( {H}^{ + } \) be the half space in which \( {y}_{n} < 0 \) is replaced with \( {y}_{n} > 0 \) . Also let \( \left( {{\mathbf{y}}^{\prime },{y}_{n}}\right) = \mathbf{y} \)\n\n\[ u\left( {{\mathbf{y}}^{\prime },{y}_{n}}\right) \equiv \left\{ {\begin{ar...
Proof: Consider the following for \( \phi \in {C}_{c}^{\infty }\left( {\mathbb{R}}^{n}\right) \) and \( \left| \alpha \right| \leq k \) .\n\n\[ {\left( -1\right) }^{\left| \alpha \right| }\left( {{\int }_{{\mathbb{R}}^{n - 1}}{\int }_{0}^{\infty }{u}^{ + }{D}^{\alpha }{\phi d}{y}_{n}d{y}^{\prime } + {\int }_{{\mathbb{R...
Yes
Lemma 38.4.2 Let \( {H}^{ - } \) be the half space in 38.4.35 and let \( u \in {C}^{\infty }\left( \overline{{H}^{ - }}\right) \) . Then there exists a mapping,\n\n\[ E : {C}^{\infty }\left( \overline{{H}^{ - }}\right) \rightarrow {W}^{k, p}\left( {\mathbb{R}}^{n}\right) \]\n\nand a constant, \( C \) which is independe...
Proof: Define\n\n\[ {Eu}\left( {{\mathbf{x}}^{\prime },{x}_{n}}\right) \equiv \left\{ \begin{array}{l} u\left( {{\mathbf{x}}^{\prime },{x}_{n}}\right) \text{ if }{x}_{n} < 0 \\ \mathop{\sum }\limits_{{j = 1}}^{k}{\lambda }_{j}u\left( {{\mathbf{x}}^{\prime }, - j{x}_{n}}\right) \text{ if }{x}_{n} \geq 0 \end{array}\righ...
Yes
Corollary 38.4.3 Let \( {H}^{ - } \) be the half space of 38.4.35. There exists \( E \) with the property that \( E : {W}^{l, p}\left( {H}^{ - }\right) \rightarrow {W}^{l, p}\left( {\mathbb{R}}^{n}\right) \) and is linear and continuous for each \( l \leq k \) .
Proof: This immediate from the density of \( {C}_{c}^{\infty }\left( \overline{{H}^{ - }}\right) \) in \( {W}^{k, p}\left( \overline{{H}^{ - }}\right) \) and Lemma 38.4.2.
Yes
Corollary 38.4.4 Let \( \\left\\{ {{k}_{1},\\cdots ,{k}_{r}}\\right\\} \\subseteq \\{ 1,\\cdots, n\\} \) where the \( {k}_{i} \) are distinct and let\n\n\[ \n{H}_{{k}_{1}\\cdots {k}_{r}}^{ - } \\equiv {H}_{{k}_{1}}^{ - } \\cap {H}_{{k}_{2}}^{ - } \\cap \\cdots \\cap {H}_{{k}_{r}}^{ - }.\n\]\n\n(38.4.37)\n\nThen there e...
Proof: Follow the above argument with minor modifications to first extend from \( {H}_{{k}_{1}\\cdots {k}_{r}}^{ - } \) to \( {H}_{{k}_{1}\\cdots {k}_{r - 1}}^{ - } \) and then from from \( {H}_{{k}_{1}\\cdots {k}_{r - 1}}^{ - } \) to \( {H}_{{k}_{1}\\cdots {k}_{r - 2}}^{ - } \) etc.\n\nThis easily implies the ability ...
Yes
Theorem 38.4.8 For \( u \in {W}_{0}^{m, p}\left( U\right) \), define\n\n\[ \n{Eu}\left( \mathbf{x}\right) \equiv \left\{ \begin{array}{l} u\left( \mathbf{x}\right) \;\text{ if }\mathbf{x} \in U \\ 0\;\text{ if }\mathbf{x} \notin U \end{array}\right. \n\]\n\nThen \( E \) is a strong \( \left( {k, p}\right) \) extension ...
Proof: Letting \( l \leq m \), it is clear that for \( \left| \alpha \right| \leq l \) ,\n\n\[ \n{D}^{\alpha }{Eu} = \left\{ {\begin{array}{l} {D}^{\alpha }u\text{ for }\mathbf{x} \in U \\ 0\text{ for }\mathbf{x} \notin U \end{array}.}\right. \n\]\n\nThis follows because, since \( {m}_{n}\left( {\partial U}\right) = 0 ...
Yes
Lemma 39.1.3 The Schwartz class, \( \mathfrak{S} \), is dense in \( {W}^{m, p}\left( {\mathbb{R}}^{n}\right) \) .
Proof: The set, \( {\mathbb{R}}^{n} \) satisfies the segment condition and so \( {C}_{c}^{\infty }\left( {\mathbb{R}}^{n}\right) \) is dense in \( {W}^{m, p}\left( {\mathbb{R}}^{n}\right) \) . However, \( {C}_{c}^{\infty }\left( {\mathbb{R}}^{n}\right) \subseteq \mathfrak{S} \) . This proves the lemma.
Yes
Theorem 39.1.8 Suppose \( U \) satisfies Assumption 39.1.2. Then for \( m \) a nonnegative integer, \( {H}^{m}\left( U\right) = {W}^{m,2}\left( U\right) \) and the two norms are equivalent.
Proof: Let \( u \in {H}^{m}\left( U\right) \) . Then there exists \( v \in {H}^{m}\left( {\mathbb{R}}^{n}\right) \) such that \( {\left. v\right| }_{U} = u \) . Hence \( v \in {W}^{k,2}\left( {\mathbb{R}}^{n}\right) \) and so all its weak derivatives up to order \( m \) are in \( {L}^{2}\left( {\mathbb{R}}^{n}\right) \...
Yes
Lemma 39.2.2 \( {H}^{m + s}\left( U\right) \) is a Banach space.
Proof: Just repeat the proof of Lemma 39.1.7.
No
Corollary 39.2.4 Let \( U \) be an open set and let \( {\left. \mathfrak{S}\right| }_{U} \) denote the restrictions of functions of \( \mathfrak{S} \) to \( U \) . Then \( {\left. \mathfrak{S}\right| }_{U} \) is dense in \( {H}^{t}\left( U\right) \) .
Proof: Let \( u \in {H}^{t}\left( U\right) \) and let \( v \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) such that \( {\left. v\right| }_{U} = u \) a.e. Then since \( \mathfrak{S} \) is dense in \( {H}^{t}\left( {\mathbb{R}}^{n}\right) \), there exists \( w \in \mathfrak{S} \) such that\n\n\[ \parallel w - v{\parallel }...
Yes
Lemma 39.2.5 Let \( 0 \leq r < s < t \) . Then if \( u \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) , \[ \parallel u{\parallel }_{{H}^{s}\left( {\mathbb{R}}^{n}\right) } \leq \parallel u{\parallel }_{{H}^{r}\left( {\mathbb{R}}^{n}\right) }^{\theta }\parallel u{\parallel }_{{H}^{t}\left( {\mathbb{R}}^{n}\right) }^{1 - \...
Proof: This follows from Holder’s inequality applied to the measure \( \mu \) given by \[ \mu \left( E\right) = {\int }_{E}{\left| Fu\right| }^{2}{dx} \] Thus \[ \int {\left( 1 + {\left| \mathbf{x}\right| }^{2}\right) }^{s}{\left| Fu\right| }^{2}{dx} \] \[ = \int {\left( 1 + {\left| \mathbf{x}\right| }^{2}\right) }^{r\...
Yes
Corollary 39.2.6 Let \( U \) be an open set satisfying Assumption 39.1.2 and let \( p < q \) where \( p, q \) are two nonnegative integers. Also let \( t \in \left( {p, q}\right) \) . Then exists a constant, \( C \) independent of \( u \in {H}^{q}\left( U\right) \) such that for all \( u \in {H}^{q}\left( U\right) \) ,...
Proof: Let \( E \in \mathcal{L}\left( {{H}^{q}\left( U\right) ,{H}^{q}\left( {\mathbb{R}}^{n}\right) }\right) \) such that for all positive integers, \( l \) less than or equal to \( q, E \in \mathcal{L}\left( {{H}^{l}\left( U\right) ,{H}^{l}\left( {\mathbb{R}}^{n}\right) }\right) \) . Then \( {\left. Eu\right| }_{U} =...
Yes
Theorem 39.2.7 Let \( \mathbf{h} : U \rightarrow V \) be one to one and onto where \( U \) and \( V \) are two open sets. Also suppose that \( {D}^{\alpha }\mathbf{h} \) and \( {D}^{\alpha }\left( {\mathbf{h}}^{-1}\right) \) exist and are Lipschitz continuous if \( \left| \alpha \right| \leq m - 1 \) for \( m \) a posi...
\[ {\mathbf{h}}^{ * } : {W}^{m, p}\left( V\right) \rightarrow {W}^{m, p}\left( U\right) \] is continuous, linear, one to one, and has an inverse with the same properties, the inverse being \( {\left( {\mathbf{h}}^{-1}\right) }^{ * } \) .
Yes
Theorem 39.3.1 Let \( s \in \left( {0,1}\right) \) and let \( m \) be a nonnegative integer. Then an equivalent norm for \( {H}^{m + s}\left( {\mathbb{R}}^{n}\right) \) is\n\n\[ \parallel \left| u\right| {\parallel }_{m + s}^{2} \equiv \parallel u{\parallel }_{m,2,{\mathbb{R}}^{n}}^{2} + \mathop{\sum }\limits_{{\left| ...
Proof: Let \( u \in \mathfrak{S} \) which is dense in \( {H}^{m + s}\left( {\mathbb{R}}^{n}\right) \) . The Fourier transform of the function, \( \mathbf{y} \rightarrow {D}^{\alpha }u\left( {\mathbf{x} + \mathbf{y}}\right) - {D}^{\alpha }u\left( \mathbf{y}\right) \) equals\n\n\[ \left( {{e}^{i\mathbf{x} \cdot \mathbf{z...
Yes
Lemma 39.3.3 Let \( \\mathbf{h}\\left( U\\right) \\subseteq V \) where \( U \) and \( V \) are open subsets of \( {\\mathbb{R}}^{n} \) and suppose that \( \\mathbf{h},{\\mathbf{h}}^{-1} : {\\mathbb{R}}^{n} \\rightarrow {\\mathbb{R}}^{n} \) are both functions in \( {C}^{m,1}\\left( {\\mathbb{R}}^{n}\\right) \) . Recall ...
Proof: Let \( u \\in {H}^{m + s}\\left( V\\right) \) and let \( v \\in {H}^{m + s}\\left( {\\mathbb{R}}^{n}\\right) \) such that \( {\\left. v\\right| }_{V} = u \) . Then from the above, \( {\\mathbf{h}}^{ * }v \\in {H}^{m + s}\\left( {\\mathbb{R}}^{n}\\right) \) and so \( {\\mathbf{h}}^{ * }u \\in {H}^{m + s}\\left( U...
Yes
Lemma 39.3.4 Let \( \phi \in {C}^{m,1}\left( {\mathbb{R}}^{n}\right) \) and suppose \( \operatorname{spt}\left( \phi \right) \) is compact. Then there exists a constant, \( {C}_{\phi } \) such that whenever \( u \in {H}^{m + s}\left( {\mathbb{R}}^{n}\right) \), \[ \parallel {\phi u}{\parallel }_{{H}^{m + s}\left( {\mat...
Proof: It is a routine exercise in the product rule to verify that \( \parallel {\phi u}{\parallel }_{{H}^{m}\left( {\mathbb{R}}^{n}\right) } \leq \) \( {C}_{\phi }\parallel u{\parallel }_{{H}^{m}\left( {\mathbb{R}}^{n}\right) } \). It only remains to consider the term involving the integral. A typical term is \[ \iint...
Yes
Corollary 39.3.5 Let \( t = m + s \) for \( s \in \lbrack 0,1) \) and let \( U, V \) be open sets. Let \( \phi \in {C}_{c}^{m,1}\left( V\right) \) . This means \( \operatorname{spt}\left( \phi \right) \subseteq V \) and \( \phi \in {C}^{m,1}\left( {\mathbb{R}}^{n}\right) \) . Then if \( u \in {H}^{t}\left( U\right) \) ...
Proof: Let \( {\left. v\right| }_{U} = u \) a.e. where \( v \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) . Then by Lemma 39.3.4, \( {\phi v} \in \) \( {H}^{t}\left( {\mathbb{R}}^{n}\right) \) and \( {\left. \phi v\right| }_{U \cap V} = {\phi u} \) a.e. Therefore, \( {\phi u} \in {H}^{t}\left( {U \cap V}\right) \) and\n...
Yes
Lemma 39.4.2 Let \( u \in \mathfrak{S} \) and let \( \frac{n}{2} + m < t \) . Then there exists \( C \) independent of \( u \) such that \[ \parallel u{\parallel }_{{C}_{b}^{m}\left( {\mathbb{R}}^{n}\right) } \leq C\parallel u{\parallel }_{{H}^{t}\left( {\mathbb{R}}^{n}\right) }.\]
Proof: Using the fact that the Fourier transform maps \( \mathfrak{S} \) to \( \mathfrak{S} \) and the definition of the Fourier transform, \[ \left| {{D}^{\alpha }u\left( \mathbf{x}\right) }\right| \leq C{\begin{Vmatrix}F{D}^{\alpha }u\end{Vmatrix}}_{{L}^{1}\left( {\mathbb{R}}^{n}\right) } \] \[ = C\int \left| {\mathb...
Yes
Corollary 39.4.3 Let \( u \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) where \( t > m + \frac{n}{2} \) . Then \( u \) is a.e. equal to a function of \( {C}_{b}^{m}\left( {\mathbb{R}}^{n}\right) \) still denoted by \( u \) . Furthermore, there exists a constant, \( C \) independent of \( u \) such that \[ \parallel u{\p...
Proof: This follows from the above lemma. Let \( \left\{ {u}_{k}\right\} \) be a sequence of functions of \( \mathfrak{S} \) which converges to \( u \) in \( {H}^{t} \) and a.e. Then by the inequality of the above lemma, this sequence is also Cauchy in \( {C}_{b}^{m}\left( {\mathbb{R}}^{n}\right) \) and taking the limi...
Yes
Corollary 39.4.4 Let \( t > m + \frac{n}{2} \) and let \( U \) be an open set with \( u \in {H}^{t}\left( U\right) \) . Then \( u \) is a.e. equal to a function of \( {C}^{m}\left( \bar{U}\right) \) still denoted by \( u \) . Furthermore, there exists a constant, \( C \) independent of \( u \) such that\n\n\[ \parallel...
Proof: Let \( u \in {H}^{t}\left( U\right) \) and let \( v \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) such that \( {\left. v\right| }_{U} = u \) . Then\n\n\[ \parallel u{\parallel }_{{C}^{m}\left( \bar{U}\right) } \leq \parallel v{\parallel }_{{C}_{b}^{m}\left( {\mathbb{R}}^{n}\right) } \leq C\parallel v{\parallel }_...
Yes
Lemma 39.5.2 Consider the integral, \[ {\int }_{\mathbb{R}}{\left( {a}^{2} + {x}^{2}\right) }^{-t}{dx} \] for \( a > 0 \) and \( t > 1/2 \) . Then this integral is no more than \( {C}_{t}{a}^{-{2t} + 1} \) where \( {C}_{t} \) is some constant which depends on \( t \) .
Proof: If \( t > 1/2 \) the integrand is in \( {L}^{1}\left( \mathbb{R}\right) \) . This is easily seen because it is of the form \( \frac{1}{{\left( {a}^{2} + {x}^{2}\right) }^{t}} \) . Now change the variable letting \( x = {au} \) and the result is obtained.
No
Lemma 39.5.3 Let \( u \in \mathfrak{S} \). Then there exists a constant, \( {C}_{n} \), depending on \( n \) but independent of \( u \in \mathfrak{S} \) such that\n\n\[ \n{F\gamma u}\left( {\mathbf{x}}^{\prime }\right) = {C}_{n}{\int }_{\mathbb{R}}{Fu}\left( {{\mathbf{x}}^{\prime },{x}_{n}}\right) d{x}_{n} \n\]
Proof: Using the dominated convergence theorem,\n\n\[ \n{\int }_{\mathbb{R}}{Fu}\left( {{\mathbf{x}}^{\prime },{x}_{n}}\right) d{x}_{n} \equiv \mathop{\lim }\limits_{{\varepsilon \rightarrow 0}}{\int }_{\mathbb{R}}{e}^{-{\left( \varepsilon {x}_{n}\right) }^{2}}{Fu}\left( {{\mathbf{x}}^{\prime },{x}_{n}}\right) d{x}_{n}...
Yes
Lemma 39.5.6 Suppose \( U \) is an open subset of \( {\mathbb{R}}^{n} \) of the form\n\n\[ U \equiv \left\{ {\mathbf{u} \in {\mathbb{R}}^{n} : {\mathbf{u}}^{\prime } \in {U}^{\prime }\text{ and }0 < {u}_{n} < \phi \left( {\mathbf{u}}^{\prime }\right) }\right\} \]\n\nwhere \( {U}^{\prime } \) is an open subset of \( {\m...
Proof: First consider the second claim. Let \( v \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) and let \( {v}_{k} \rightarrow v \) in \( {H}^{t}\left( {\mathbb{R}}^{n}\right) \) where \( {v}_{k} \in \mathfrak{S} \) . Then from Lemma 39.3.4 and Theorem 39.5.4\n\n\[ \parallel \gamma \left( {\phi v}\right) - {\gamma \phi \...
Yes
Theorem 39.5.7 Let \( t > 1/2 \) and let \( U \) be of the form\n\n\[ \left\{ {\mathbf{u} \in {\mathbb{R}}^{n} : {\mathbf{u}}^{\prime } \in {U}^{\prime }\text{ and }0 < {u}_{n} < \phi \left( {\mathbf{u}}^{\prime }\right) }\right\} \]\n\nwhere \( {U}^{\prime } \) is an open subset of \( {\mathbb{R}}^{n - 1} \) and \( \p...
Proof: Let \( u \in {H}^{t}\left( U\right) \) . Then \( {\left. u = v\right| }_{U} \) for some \( v \in {H}^{t}\left( {\mathbb{R}}^{n}\right) \) . Define\n\n\[ {\gamma u} \equiv {\left. \gamma v\right| }_{{U}^{\prime }} \]\n\nIs this well defined? The answer is yes because if \( {\left. {v}_{i}\right| }_{U} = u \) a.e....
Yes
Lemma 39.6.2 Let \( {\mathbf{g}}_{i},{\mathbf{h}}_{i},{U}_{i},{W}_{i} \), and \( {\Gamma }_{i} \) be as defined above. Then\n\n\[ \n{\mathbf{g}}_{i} \circ {\mathbf{h}}_{k} : {U}_{k} \cap {\mathbf{h}}_{k}^{-1}\left( {\Gamma }_{i}\right) \rightarrow {U}_{i} \cap {\mathbf{h}}_{i}^{-1}\left( {\Gamma }_{k}\right) \n\]\n\nis...
Proof: First it is well to show it does indeed map the given open sets. Let \( \mathbf{x} \in {U}_{k} \cap {\mathbf{h}}_{k}^{-1}\left( {\Gamma }_{i}\right) \) . Then \( {\mathbf{h}}_{k}\left( \mathbf{x}\right) \in {\Gamma }_{k} \cap {\Gamma }_{i} \) and so \( {\mathbf{g}}_{i}\left( {{\mathbf{h}}_{k}\left( \mathbf{x}\ri...
Yes
Theorem 40.1.2 (Lax Milgram) Let \( A \in \mathcal{L}\left( {V,{V}^{\prime }}\right) \) be coercive. Then \( A \) maps one to one and onto.
Proof: The proof that \( A \) is onto involves showing \( A\left( V\right) \) is both dense and closed.\n\nConsider first the claim that \( A\left( V\right) \) is closed. Let \( A{x}_{n} \rightarrow {y}^{ * } \in {V}^{\prime } \) . Then\n\n\[ \delta {\begin{Vmatrix}{x}_{n} - {x}_{m}\end{Vmatrix}}_{V}^{2} \leq {\begin{V...
Yes
Let \( U \) be an open subset of \( {\mathbb{R}}^{n} \) and let \( V \) be a closed subspace of \( {H}^{1}\left( U\right) \) . Let \( {\alpha }^{ij} \in {L}^{\infty }\left( U\right) \) for \( i, j = 1,2,\cdots, n \) . Now define \( A : V \rightarrow {V}^{\prime } \) by\n\n\[ A\left( u\right) \left( v\right) \equiv {\in...
Here is why. It is obvious that \( A \) is in \( \mathcal{L}\left( {V,{V}^{\prime }}\right) \) . It only remains to verify that it is coercive.\n\n\[ A\left( u\right) \left( u\right) \equiv {\int }_{U}\left( {{\alpha }^{ij}\left( \mathbf{x}\right) {u}_{, i}\left( \mathbf{x}\right) {u}_{, j}\left( \mathbf{x}\right) + u\...
Yes
Example 40.1.7 Let \( U \) be a bounded open connected subset of \( {\mathbb{R}}^{n} \) and let \( V \) be a closed subspace of \( {H}^{1}\left( U\right) \) defined by\n\n\[ V \equiv \left\{ {u \in {H}^{1}\left( U\right) : {\gamma u} = 0\text{ on }\Gamma }\right\} \]\n\nwhere the surface measure of \( \Gamma \) is posi...
This follows from Theorem 40.1.5 using the equivalent norm defined there. Define \( F \in {V}^{\prime } \) by\n\n\[ {\int }_{U}f\left( \mathbf{x}\right) v\left( \mathbf{x}\right) {dx} + {\int }_{\partial U \smallsetminus \Gamma }g\left( \mathbf{x}\right) {\gamma v}\left( \mathbf{x}\right) {dx} \]\n\nfor \( f \in {L}^{2...
Yes
Theorem 40.2.2 Suppose the conditions 40.2.8 - 40.2.10 hold. Then there exists a nonzero \( u \in {H}_{0}^{1}\left( U\right) \) such that\n\n\[- {\Delta u} = f\left( u\right)\]
One can verify that an example of such a function \( f\left( u\right) \) is\n\n\[f\left( u\right) = {\left| u\right| }^{p - 2}u\]\n\nThis is very exciting to a large number of people because it gives an interesting example of non uniqueness of a boundary value problem. It is clear that \( u = 0 \) works.
No
Lemma 41.1.2 Let \( {U}^{ - } \) denote the set,\n\n\[ \left\{ {\left( {\mathbf{x},{x}_{n}}\right) \in {\mathbb{R}}^{n} : {x}_{n} < g\left( \mathbf{x}\right) }\right\} \]\n\nwhere \( g : {\mathbb{R}}^{n - 1} \rightarrow \mathbb{R} \) is Lipschitz and denote by \( {U}^{ + } \) the set\n\n\[ \left\{ {\left( {\mathbf{x},{...
Proof: Let \( \phi \in {C}_{c}^{\infty }\left( {\mathbb{R}}^{n}\right) \) . Then,\n\n\[ {\int }_{{\mathbb{R}}^{n}}f\frac{\partial \phi }{\partial {x}_{n}}{dx} = {\int }_{{U}^{ + }}\frac{\partial \phi }{\partial {x}_{n}}\left\lbrack {-{3f}\left( {\mathbf{x},{2g}\left( \mathbf{x}\right) - {x}_{n}}\right) + {4f}\left( {\m...
Yes
Lemma 41.1.3 If \( f \in {L}^{2}\left( {\mathbb{R}}^{n}\right) \), then the following formula holds.
Proof: For \( \phi \in {C}_{c}^{\infty }\left( {\mathbb{R}}^{n}\right) \)\n\n\[ \parallel \phi {\parallel }_{1,2,{\mathbb{R}}^{n}} \equiv {\left( {\int }_{{\mathbb{R}}^{n}}\left( 1 + {\left| \mathbf{t}\right| }^{2}\right) {\left| F\phi \right| }^{2}dt\right) }^{1/2} \]\n\nis an equivalent norm to the usual Sobolev spac...
Yes
Theorem 41.2.1 (Korn’s second inequality) Let \( \Omega \) be any domain for which the conclusion of Theorem 41.1.1 holds. Then the two norms in 41.2.9 and 41.2.10 are equivalent.
Proof: Let \( \mathbf{u} \) be such that \( {u}_{i} \in {H}^{1}\left( \Omega \right) \) for each \( i = 1,\cdots, n \) . Note that\n\n\[ \frac{{\partial }^{2}{u}_{i}}{\partial {x}_{j},\partial {x}_{k}} = \frac{\partial }{\partial {x}_{j}}\left( {{\varepsilon }_{ik}\left( \mathbf{u}\right) }\right) + \frac{\partial }{\p...
Yes
Lemma 42.2.2 Let \( W \) be one of the sets described in the above definition and let \( m \geq 1 \) . Let \( {W}_{1} \subseteq \overline{{W}_{1}} \subseteq W \) where \( {W}_{1} \) is an open set. Suppose also that\n\n\[ u \in {H}^{1}\left( \Omega \right) \]\n\n\[ {\alpha }^{rs} \in {C}^{0,1}\left( \overline{\Omega }\...
Proof: Let\n\n\[ E \equiv \left\{ {v \in {H}^{1}\left( {\Omega \cap W}\right) : \operatorname{spt}\left( v\right) \subseteq W}\right\} \]\n\n\( u \) restricted to \( W \cap \Omega \) is in \( {H}^{1}\left( {\Omega \cap W}\right) \) and\n\n\[ {\int }_{\Omega \cap W}{a}^{ij}\left( \mathbf{x}\right) {u}_{, i}{v}_{, j}{dx}...
Yes
Theorem 42.2.3 Let \( \Omega \) be a bounded open set with \( {C}^{1,1} \) boundary as in Definition 42.2.1, let \( f \in {L}^{2}\left( \Omega \right) ,{h}_{k} \in {H}^{1}\left( \Omega \right) \), and suppose that for all \( \mathbf{x} \in \bar{\Omega } \) ,\n\n\[ \n{a}^{ij}\left( \mathbf{x}\right) {v}_{i}{v}_{j} \geq ...
Proof: Let the \( {W}_{i} \) for \( i = 1,\cdots, l \) be as described in Definition 42.2.1. Thus \( \partial \Omega \subseteq { \cup }_{j = 1}^{l}{W}_{j} \) . Then let \( {C}_{1} \equiv \partial \Omega \smallsetminus { \cup }_{i = 2}^{l}{W}_{i} \), a closed subset of \( {W}_{1} \) . Let \( {D}_{1} \) be an open set sa...
Yes
Lemma 42.2.5 Let \( W \) be one of the sets described in Definition 42.2.1 and let \( m \geq k \) . Let \( {W}_{1} \subseteq \overline{{W}_{1}} \subseteq W \) where \( {W}_{1} \) is an open set. Suppose also that\n\n\[ u \in {H}^{k}\left( \Omega \right) \]\n\n\[ {\alpha }^{rs} \in {C}^{k - 1,1}\left( \bar{\Omega }\righ...
Proof: Let\n\n\[ E \equiv \left\{ {v \in {H}^{k}\left( {\Omega \cap W}\right) : \operatorname{spt}\left( v\right) \subseteq W}\right\} \]\n\n\( u \) restricted to \( W \cap \Omega \) is in \( {H}^{k}\left( {\Omega \cap W}\right) \) and\n\n\[ {\int }_{\Omega \cap W}{a}^{ij}\left( \mathbf{x}\right) {u}_{, i}{v}_{, j}{dx}...
Yes
Theorem 42.2.6 Let \( \Omega \) be a bounded open set with \( {C}^{k,1} \) boundary as in Definition 42.2.1, let \( f \in {H}^{k - 1}\left( \Omega \right) ,{h}_{s} \in {H}^{k}\left( \Omega \right) \), and suppose that for all \( \mathbf{x} \in \bar{\Omega } \) ,\n\n\[ \n{a}^{ij}\left( \mathbf{x}\right) {v}_{i}{v}_{j} \...
Proof: Let the \( {W}_{i} \) for \( i = 1,\cdots, l \) be as described in Definition 42.2.1. Thus \( \partial \Omega \subseteq { \cup }_{j = 1}^{l}{W}_{j} \) . Then let \( {C}_{1} \equiv \partial \Omega \smallsetminus { \cup }_{i = 2}^{l}{W}_{i} \), a closed subset of \( {W}_{1} \) . Let \( {D}_{1} \) be an open set sa...
Yes
Lemma 43.1.4 Let \( \bar{f} \) be as defined in Definition 69.2.2. Then for \( f \in {L}^{p}\left( {a, b;X}\right) \) for \( p \in \lbrack 1,\infty ) \) , \[ \mathop{\lim }\limits_{{\delta \rightarrow 0}}{\int }_{a}^{b}\parallel \bar{f}\left( {t - \delta }\right) - f\left( t\right) {\parallel }_{X}^{p}{dt} = 0. \]
Proof: Regarding the measure space as \( \left( {a, b}\right) \) with Lebesgue measure, by Lemma 21.5.9 there exists \( g \in {C}_{c}\left( {a, b;X}\right) \) such that \( \parallel f - g{\parallel }_{p} < \varepsilon \) . Here the norm is the norm in \( {L}^{p}\left( {a, b;X}\right) \) . Therefore, \[ {\begin{Vmatrix}...
Yes
Lemma 43.1.6 The above definition is well defined.
Proof: Suppose both \( h \) and \( g \) work in the definition. Then for all \( \phi \in {C}_{c}^{\infty }\left( {a, b}\right) \) ,\n\n\[ \n{\int }_{a}^{b}\left( {h\left( t\right) - g\left( t\right) }\right) \phi \left( t\right) {dt} = 0. \n\]\n\nTherefore, by Lemma 43.1.1, \( h\left( t\right) - g\left( t\right) = 0 \)...
Yes
Lemma 43.1.8 Suppose \( f \in {L}^{1}\left( {a, b;X}\right) \) and for all \( \phi \in {C}_{c}^{\infty }\left( {a, b}\right) \) ,\n\n\[{\int }_{a}^{b}f\left( t\right) {\phi }^{\prime }\left( t\right) {dt} = 0\]\n\nThen there exists a constant, \( a \in X \) such that \( f\left( t\right) = a \) a.e.
Proof: Let \( {\phi }_{0} \in {C}_{c}^{\infty }\left( {a, b}\right) ,{\int }_{a}^{b}{\phi }_{0}\left( x\right) {dx} = 1 \) and define for \( \phi \in {C}_{c}^{\infty }\left( {a, b}\right) \)\n\n\[{\psi }_{\phi }\left( x\right) \equiv {\int }_{a}^{x}\left\lbrack {\phi \left( t\right) - \left( {{\int }_{a}^{b}\phi \left(...
Yes
Theorem 43.1.9 Suppose \( f,{f}^{\prime } \) both are in \( {L}^{1}\left( {a, b;X}\right) \) where the derivative is taken in the sense of \( X \) valued distributions. Then there exists a unique point of \( X \) , denoted by \( f\left( a\right) \) such that the following formula holds a.e. \( t \) .\n\n\[ f\left( t\ri...
Proof:\n\n\[ {\int }_{a}^{b}\left( {f\left( t\right) - {\int }_{a}^{t}{f}^{\prime }\left( s\right) {ds}}\right) {\phi }^{\prime }\left( t\right) {dt} = {\int }_{a}^{b}f\left( t\right) {\phi }^{\prime }\left( t\right) {dt} - {\int }_{a}^{b}{\int }_{a}^{t}{f}^{\prime }\left( s\right) {\phi }^{\prime }\left( t\right) {dsd...
Yes
Corollary 43.1.10 Suppose \( f,{f}^{\prime } \in {L}^{1}\left( {a, b;X}\right) \) and suppose \( \phi \in {C}^{1}\left( \left\lbrack {a, b}\right\rbrack \right) \) . Then the following integration by parts formula holds.
Proof: From Theorem 43.1.9\n\n\[{\int }_{a}^{b}f\left( t\right) {\phi }^{\prime }\left( t\right) {dt}\]\n\n\[= {\int }_{a}^{b}\left( {f\left( a\right) + {\int }_{a}^{t}{f}^{\prime }\left( s\right) {ds}}\right) {\phi }^{\prime }\left( t\right) {dt}\]\n\n\[= f\left( a\right) \left( {\phi \left( b\right) - \phi \left( a\r...
Yes
Proposition 43.1.12 Let \( f \in {H}^{1}\left( {0, T, X}\right) \) . Then \( f \in {C}^{0,\left( {1/2}\right) }\left( {\left\lbrack {0, T}\right\rbrack, X}\right) \) and the inclusion map is continuous.
Proof: First note that\n\n\[ f\left( t\right) - f\left( s\right) = {\int }_{s}^{t}{f}^{\prime }\left( r\right) {dr} \]\n\nand so\n\n\[ \parallel f\left( t\right) - f\left( s\right) {\parallel }_{X} \leq {\int }_{s}^{t}{\begin{Vmatrix}{f}^{\prime }\left( r\right) \end{Vmatrix}}_{X}{dr} \leq \parallel f{\parallel }_{{H}^...
Yes
Lemma 43.1.13 Let \( \bar{f} \) be given in Definition 43.1.2 and suppose \( f,{f}^{\prime } \in {L}^{1}\left( {a, b;X}\right) \) . Then \( \bar{f},{\bar{f}}^{\prime } \in {L}^{1}\left( {{2a} - b,{2b} - a;X}\right) \) also and\n\n\[{\bar{f}}^{\prime }\left( t\right) \equiv \left\{ \begin{array}{l} {f}^{\prime }\left( t...
Proof: It is clear from the definition of \( \bar{f} \) that \( \bar{f} \in {L}^{1}\left( {{2a} - b,{2b} - a;X}\right) \) and that in fact\n\n\[ \parallel \bar{f}{\parallel }_{{L}^{1}\left( {{2a} - b,{2b} - a;X}\right) } \leq 3\parallel f{\parallel }_{{L}^{1}\left( {a, b;X}\right) }.\]\n\n\( \left( {43.1.2}\right) \)\n...
Yes
Lemma 43.2.1 Let \( Y : \left\lbrack {0, T}\right\rbrack \rightarrow E \), be \( \mathcal{B}\left( \left\lbrack {0, T}\right\rbrack \right) \) measurable and suppose\n\n\[ Y \in {L}^{p}\left( {0, T;E}\right) \equiv K, p \geq 1 \]\n\nThen there exists a sequence of nested partitions, \( {\mathcal{P}}_{k} \subseteq {\mat...
Proof: For \( t \in \mathbb{R} \) let \( {\gamma }_{n}\left( t\right) \equiv k/{2}^{n},{\delta }_{n}\left( t\right) \equiv \left( {k + 1}\right) /{2}^{n} \), where \( t \in \left( {k/{2}^{n},\left( {k + 1}\right) /{2}^{n}}\right\rbrack \) , and \( {2}^{-n} < T/4 \) . Also suppose \( Y \) is defined to equal 0 on \( {\l...
Yes
Theorem 43.2.2 Let \( V \subseteq H = {H}^{\prime } \subseteq {V}^{\prime } \) be a Gelfand triple and suppose \( Y \in \) \( {L}^{{p}^{\prime }}\left( {0, T;{V}^{\prime }}\right) \equiv {K}^{\prime } \) and\n\n\[ X\left( t\right) = {X}_{0} + {\int }_{0}^{t}Y\left( s\right) {ds}\text{ in }{V}^{\prime } \]\n\nwhere \( {...
Proof: By Lemma 43.2.1, there exists a sequence of uniform partitions \( {\left\{ {t}_{k}^{n}\right\} }_{k = 0}^{{m}_{n}} = \) \( {\mathcal{P}}_{n},{\mathcal{P}}_{n} \subseteq {\mathcal{P}}_{n + 1} \), of \( \left\lbrack {0, T}\right\rbrack \) such that the step functions\n\n\[ \mathop{\sum }\limits_{{k = 0}}^{{{m}_{n}...
Yes
Lemma 43.2.3 Let \( s < t \) . Then for \( X, Y \) satisfying 43.2.8\n\n\[{\left| X\left( t\right) \right| }^{2} = {\left| X\left( s\right) \right| }^{2} + 2{\int }_{s}^{t}\langle Y\left( u\right), X\left( t\right) \rangle {du} - {\left| X\left( t\right) - X\left( s\right) \right| }^{2}\]\n\n\( \left( {43.2.9}\right) \...
Proof: It follows from the following computations\n\n\[X\left( t\right) - X\left( s\right) = {\int }_{s}^{t}Y\left( u\right) {du}\]\n\n\[- {\left| X\left( t\right) - X\left( s\right) \right| }^{2} = - {\left| X\left( t\right) \right| }^{2} + 2\left( {X\left( t\right), X\left( s\right) }\right) - {\left| X\left( s\right...
Yes
Lemma 43.2.4 In the above situation, \[ \mathop{\sup }\limits_{{t \in \left\lbrack {0, T}\right\rbrack }}{\left| X\left( t\right) \right| }_{H} \leq C\left( {\parallel Y{\parallel }_{{K}^{\prime }},\parallel X{\parallel }_{K}}\right) \] Also, \( t \rightarrow X\left( t\right) \) is weakly continuous with values in \( H...
Proof: From the above formula applied to the \( {k}^{\text{th }} \) partition of \( \left\lbrack {0, T}\right\rbrack \) described above, \[ {\left| X\left( {t}_{m}\right) \right| }^{2} - {\left| {X}_{0}\right| }^{2} = \mathop{\sum }\limits_{{j = 0}}^{{m - 1}}{\left| X\left( {t}_{j + 1}\right) \right| }^{2} - {\left| X\...
Yes
Theorem 43.3.2 Let \( V \subseteq W,{W}^{\prime } \subseteq {V}^{\prime } \) be separable Banach spaces, \( W \) a separable Hilbert space, and let \( Y \in {L}^{{p}^{\prime }}\left( {0, T;{V}^{\prime }}\right) \equiv {K}^{\prime } \) and\n\n\[ \n{BX}\left( t\right) = B{X}_{0} + {\int }_{0}^{t}Y\left( s\right) {ds}\tex...
Proof: By Lemma 43.2.1, there exists a sequence of uniform partitions \( {\left\{ {t}_{k}^{n}\right\} }_{k = 0}^{{m}_{n}} = \) \( {\mathcal{P}}_{n},{\mathcal{P}}_{n} \subseteq {\mathcal{P}}_{n + 1} \), of \( \left\lbrack {0, T}\right\rbrack \) such that the step functions\n\n\[ \n\mathop{\sum }\limits_{{k = 0}}^{{{m}_{...
Yes
Lemma 43.3.3 Let \( s < t \) . Then for \( X, Y \) satisfying 43.3.16\n\n\[ \langle {BX}\left( t\right), X\left( t\right) \rangle = \langle {BX}\left( s\right), X\left( s\right) \rangle \]\n\n\[ + 2{\int }_{s}^{t}\langle Y\left( u\right), X\left( t\right) \rangle {du} - \langle B\left( {X\left( t\right) - X\left( s\rig...
Proof: It follows from the following computations\n\n\[ B\left( {X\left( t\right) - X\left( s\right) }\right) = {\int }_{s}^{t}Y\left( u\right) {du} \]\n\nand so\n\n\[ 2{\int }_{s}^{t}\langle Y\left( u\right), X\left( t\right) \rangle {du} - \langle B\left( {X\left( t\right) - X\left( s\right) }\right) ,\left( {X\left(...
Yes
Theorem 43.4.2 Let \( L : D\left( L\right) \subseteq V \rightarrow {V}^{\prime } \) where \( D\left( L\right) \) is dense, \( L \) is monotone, \( L \) is closed, and \( {L}^{ * } \) is monotone, \( L \) a linear map. Let \( T : V \rightarrow \mathcal{P}\left( {V}^{\prime }\right) \) be \( L \) pseudomonotone, bounded,...
To apply this theorem, let \( B \) be as above and \( V \rightarrow \mathcal{V} \equiv {L}^{p}\left( {\left\lbrack {0, T}\right\rbrack, V}\right) \) . Letting \( {u}_{0} \in V \), let\n\n\[ T\left( u\right) \equiv A\left( {u + {u}_{0}}\right) \]\n\nwhere \( A : \mathcal{V} \rightarrow \mathcal{P}\left( {\mathcal{V}}^{\...
Yes
Theorem 43.5.2 Let \( E \subseteq W \subseteq X \) where the injection map is continuous from \( W \) to \( X \) and compact from \( E \) to \( W \) . Then for every \( \varepsilon > 0 \) there exists a constant, \( {C}_{\varepsilon } \) such that for all \( u \in E \) , \[ \parallel u{\parallel }_{W} \leq \varepsilon ...
Proof: Suppose not. Then there exists \( \varepsilon > 0 \) and for each \( n \in \mathbb{N},{u}_{n} \) such that \[ {\begin{Vmatrix}{u}_{n}\end{Vmatrix}}_{W} > \varepsilon {\begin{Vmatrix}{u}_{n}\end{Vmatrix}}_{E} + n{\begin{Vmatrix}{u}_{n}\end{Vmatrix}}_{X} \] Now let \( {v}_{n} = {u}_{n}/{\begin{Vmatrix}{u}_{n}\end{...
Yes
Theorem 43.6.4 \( {\left( {A}_{0},{A}_{1}\right) }_{\theta, q} \) is a normed linear space satisfying\n\n\[ \n{A}_{0} \cap {A}_{1} \subseteq {\left( {A}_{0},{A}_{1}\right) }_{\theta, q} \subseteq {A}_{0} + {A}_{1}, \]\n\n(43.6.26)\n\nwith the inclusion maps continuous, and\n\n\[ \n\left( {{\left( {A}_{0},{A}_{1}\right)...
Proof: Suppose first \( a \in {A}_{0} \cap {A}_{1} \) . Then\n\n\[ \n\parallel a{\parallel }_{\theta, q}^{q} \equiv {\int }_{0}^{r}{\left( {t}^{-\theta }K\left( t, a\right) \right) }^{q}\frac{dt}{t} + {\int }_{r}^{\infty }{\left( {t}^{-\theta }K\left( t, a\right) \right) }^{q}\frac{dt}{t} \]\n\n\( \left( {43.6.32}\righ...
Yes
Lemma 43.7.2 Suppose \( a \in {\left( {A}_{0},{A}_{1}\right) }_{\theta, q, J} \) and \( a = {\int }_{0}^{\infty }u\left( t\right) \frac{dt}{t} \) where \( u \) is described above. Then letting \( r > 1 \) , it follows that \( {\int }_{0}^{\infty }{u}_{r}\left( t\right) \frac{dt}{t} \in {A}_{0} \cap {A}_{1} \)
Proof: The integral equals \( {\int }_{1/r}^{r}u\left( t\right) \frac{dt}{t} \cdot {\int }_{1/r}^{r}\frac{1}{t}{dt} = 2\ln r < \infty \) . Now \( {u}_{r} \) is measurable in \( {A}_{0} \cap {A}_{1} \) and bounded. Therefore, there exists a sequence of measurable simple functions, \( \left\{ {s}_{n}\right\} \) having va...
Yes
Lemma 43.7.3 Suppose for \( a \in {A}_{0} + {A}_{1},\mathop{\lim }\limits_{{t \rightarrow 0 + }}K\left( {t, a}\right) = 0 \) and \( \mathop{\lim }\limits_{{t \rightarrow \infty }}\frac{K\left( {t, a}\right) }{t} = \) 0 . Then for any \( \varepsilon > 0 \), there is a representation,\n\n\[ \na = \mathop{\sum }\limits_{{...
Proof: For each \( i \), there exist \( {a}_{0, i} \in {A}_{0} \) and \( {a}_{1, i} \in {A}_{1} \) such that\n\n\[ \na = {a}_{0, i} + {a}_{1, i} \n\]\n\nand\n\n\[ \n\left( {1 + \varepsilon }\right) K\left( {{2}^{i}, a}\right) \geq {\begin{Vmatrix}{a}_{0, i}\end{Vmatrix}}_{{A}_{0}} + {2}^{i}{\begin{Vmatrix}{a}_{1, i}\en...
Yes
Lemma 43.7.4 If \( a \in {A}_{0} \cap {A}_{1} \), then \( K\left( {t, a}\right) \leq \min \left( {1,\frac{t}{s}}\right) J\left( {s, a}\right) \) .
Proof: If \( s \geq t \), then \( \min \left( {1,\frac{t}{s}}\right) = \frac{t}{s} \) and so\n\n\[ \min \left( {1,\frac{t}{s}}\right) J\left( {s, a}\right) = \frac{t}{s}\max \left( {\parallel a{\parallel }_{{A}_{0}}, s\parallel a{\parallel }_{{A}_{1}}}\right) \geq \left( \frac{t}{s}\right) s\parallel a{\parallel }_{{A}...
Yes
Lemma 43.8.3 Let \( f\left( t\right) \geq 0 \), and let \( f\left( t\right) = {\alpha }_{i} \) for \( t \in \left\lbrack {{2}^{i},{2}^{i + 1}}\right) \) where \( \alpha \in {\lambda }^{\theta, q} \). Then there exists a constant, \( C \), such that \[ {\left| \left| {t}^{-\theta }f\right| \right| }_{{L}^{q}\left( {0,\i...
Proof: Consider 43.8.59. \[ {\int }_{0}^{\infty }{\left( {t}^{-\theta }f\left( t\right) \right) }^{q}\frac{dt}{t} = \mathop{\sum }\limits_{i}{\int }_{{2}^{i}}^{{2}^{i + 1}}{t}^{-{\theta q}}{\alpha }_{i}^{q}\frac{dt}{t} \] \[ \leq \mathop{\sum }\limits_{i}{\int }_{{2}^{i}}^{{2}^{i + 1}}{\left( {2}^{-{i\theta }}{\alpha }...
Yes
Lemma 43.8.4 Let \( \theta \in \left( {0,1}\right) \) and let \( q \geq 1 \) . Then,\n\n\[{\left( {A}_{0},{A}_{1}\right) }_{\theta, q, J}^{\prime } \subseteq {\left( {A}_{1}^{\prime },{A}_{0}^{\prime }\right) }_{1 - \theta ,{q}^{\prime }}\]\n\nand the inclusion map is continuous.
Proof: Let \( {a}^{\prime } \in {\left( {A}_{0},{A}_{1}\right) }_{\theta, q, J}^{\prime } \) . Now\n\n\[{A}_{0} \cap {A}_{1} \subseteq {\left( {A}_{0},{A}_{1}\right) }_{\theta, q, J}\]\n\nand if\n\n\[a \in {\left( {A}_{0},{A}_{1}\right) }_{\theta, q, J},\]\n\nthen \( a \) has a representation of the form\n\n\[a = {\int...
Yes
Theorem 43.8.6 Suppose \( {A}_{0} \cap {A}_{1} \) is dense in \( {A}_{i} \) and \( {A}_{i} \) is reflexive. Then\n\n\[ \n{\left( {A}_{1}^{\prime },{A}_{0}^{\prime }\right) }_{1 - \theta ,{q}^{\prime }} = {\left( {A}_{0},{A}_{1}\right) }_{\theta, q}^{\prime }\n\]\n\nand the norms are equivalent.
Proof: By Theorem 43.7.5, and the last two lemmas,\n\n\[ \n{\left( {A}_{0},{A}_{1}\right) }_{\theta, q}^{\prime } = {\left( {A}_{0},{A}_{1}\right) }_{\theta, q, J}^{\prime } \subseteq {\left( {A}_{1}^{\prime },{A}_{0}^{\prime }\right) }_{1 - \theta ,{q}^{\prime }}\n\]\n\n\[ \n= {\left( {A}_{1}^{\prime },{A}_{0}^{\prime...
Yes
Lemma 44.1.2 \( {A}_{0} + {A}_{1} \) with the norm just described is a Banach space.
Proof: This was already explained in the treatment of the \( K \) method of interpolation. It is just \( K\left( {1, a}\right) \) .
No
Lemma 44.1.8 T is a Banach space with norm given by\n\n\[ \parallel a{\parallel }_{T} \equiv \inf \left\{ {\parallel f{\parallel }_{W} : f\left( 0\right) = a}\right\} .\n\]
Proof: Define a mapping, \( \psi : W/Z \rightarrow T \) by\n\n\[ \psi \left( \left\lbrack f\right\rbrack \right) \equiv {\gamma f} \]\n\nThen \( \psi \) is one to one and onto. Also\n\n\[ \left| \right| \left\lbrack f\right\rbrack \left| \right| \equiv \inf \left\{ {\left| \right| f + g\left| \right| : g \in Z}\right\}...
Yes
Theorem 44.1.10 Now suppose \( {A}_{0},{A}_{1} \) and \( {B}_{0},{B}_{1} \) are pairs of Banach spaces such that \( {A}_{i} \) embeds continuously into a topological vector space, \( X \) and \( {B}_{i} \) embeds continuously into a topological vector space, \( Y \) . Suppose also that \( L \in \mathcal{L}\left( {{A}_{...
Proof: To verify 44.1.11, let \( a \in {A}_{0} + {A}_{1} \) and pick \( {a}_{0} \in {A}_{0} \) and \( {a}_{1} \in {A}_{1} \) such that\n\n\[ \parallel a{\parallel }_{{A}_{0} + {A}_{1}} + \varepsilon > {\begin{Vmatrix}{a}_{0}\end{Vmatrix}}_{{A}_{0}} + {\begin{Vmatrix}{a}_{1}\end{Vmatrix}}_{{A}_{1}}. \]\n\nThen\n\n\[ \pa...
Yes
Lemma 45.1.2 Let \( \phi \in {C}^{\infty }\left( \overline{{\mathbb{R}}_{ + }^{n}}\right) \) . Then \( {\gamma \phi }\left( {\mathbf{x}}^{\prime }\right) \equiv \phi \left( {{\mathbf{x}}^{\prime },0}\right) \) . Then \( \gamma : {C}^{\infty }\left( \overline{{\mathbb{R}}_{ + }^{n}}\right) \rightarrow \) \( {L}^{p}\left...
Proof: We know\n\n\[ \phi \left( {{\mathbf{x}}^{\prime },{x}_{n}}\right) = {\gamma \phi }\left( {\mathbf{x}}^{\prime }\right) + {\int }_{0}^{{x}_{n}}\frac{\partial \phi \left( {{\mathbf{x}}^{\prime }, t}\right) }{\partial t}{dt} \]\n\nThen by Jensen's inequality,\n\n\[ {\int }_{{\mathbb{R}}^{n - 1}}{\left| \gamma \phi ...
Yes
Lemma 45.1.4 The trace map, \( \\gamma \), is a continuous map from \( {W}^{1, p}\\left( {\\mathbb{R}}_{ + }^{n}\\right) \) onto\n\n\[ {W}^{1 - \\frac{1}{p}, p}\\left( {\\mathbb{R}}^{n - 1}\\right) \\text{.} \]\n\nFurthermore, for \( f \\in {W}^{1, p}\\left( {\\mathbb{R}}_{ + }^{n}\\right) \) ,\n\n\[ {\\gamma f} = f\\l...
Proof: It remains to verify \( \\gamma \) is onto along with the displayed equation. But by definition, things in \( {W}^{1 - \\frac{1}{p}, p}\\left( {\\mathbb{R}}^{n - 1}\\right) \) are of the form \( \\mathop{\\lim }\\limits_{{t \\rightarrow 0 + }}f\\left( t\\right) \) where \( f \\in \) \( {L}^{p}\\left( {0,\\infty ...
Yes
Lemma 45.3.1 Let \( g = f * h \) where \( f \in {L}^{1}\left( \mathbb{R}\right), h \in {L}^{p}\left( \mathbb{R}\right) \), and \( f, h \) are all Borel measurable, \( p \geq 1 \) . Then \( g \in {L}^{p}\left( \mathbb{R}\right) \) and \[ \parallel g{\parallel }_{{L}^{p}\left( \mathbb{R}\right) } \leq \parallel f{\parall...
Proof: First of all it is good to show \( g \) is well defined. Using Minkowski’s inequality \[ {\left( \int {\left( \int \left| h\left( t - s\right) f\left( s\right) \right| ds\right) }^{p}dt\right) }^{1/p} \] \[ \leq \int {\left( \int {\left| h\left( t - s\right) \right| }^{p}{\left| f\left( s\right) \right| }^{p}dt\...
Yes
Lemma 45.3.2 Let \( f \) be a real valued function defined a.e. on \( \lbrack 0,\infty ) \) and let \( \alpha \in \left( {-\infty ,1}\right) \). For \( 1 \leq p < \infty \), prove the inequality:\n\n\[{\int }_{0}^{\infty }{t}^{\alpha p}{\left| g\left( t\right) \right| }^{p}\frac{dt}{t} \leq \frac{1}{{\left( 1 - \alpha ...
Proof: First it can be assumed the right side of 45.3.7 is finite since otherwise there is nothing to show. Changing the variables letting \( t = {e}^{\tau } \), the above inequality takes the form\n\n\[{\int }_{-\infty }^{\infty }{e}^{\tau p\alpha }{\left| g\left( {e}^{\tau }\right) \right| }^{p}{d\tau } \leq \frac{1}...
Yes
Lemma 45.3.3 Let \( {A}_{0} = D\left( \Lambda \right) \) as just described. Then for \( u \in {A}_{1} \)\n\n\[ \parallel u{\parallel }_{{A}_{1} + {A}_{0}} = \parallel u{\parallel }_{{A}_{1}} \]
Proof: \( D\left( \Lambda \right) \subseteq {A}_{1} \) . Now let \( u \in {A}_{1} \) .\n\n\[ \parallel u{\parallel }_{{A}_{0} + {A}_{1}} \equiv \inf \left\{ {{\begin{Vmatrix}{u}_{0}\end{Vmatrix}}_{{A}_{1}} + {\begin{Vmatrix}\Lambda {u}_{0}\end{Vmatrix}}_{{A}_{1}} + {\begin{Vmatrix}{u}_{1}\end{Vmatrix}}_{{A}_{1}} : u = ...
Yes
Lemma 45.3.9 Let \( t \neq 0 \) be a number. Then there is a constant \( C\left( {n,\theta, p}\right) \) depending on the indicated quantities such that\n\n\[{\int }_{{\mathbb{R}}^{n - 1}}\frac{1}{{\left( {t}^{2} + {\left| \mathbf{s}\right| }^{2}\right) }^{\frac{1}{2}\left( {n + {p\theta }}\right) }}{ds} = \frac{C\left...
Proof: Change the integral to polar coordinates. Thus the integral equals\n\n\[{\int }_{{S}^{n - 1}}{\int }_{0}^{\infty }\frac{{\rho }^{n - 2}}{{\left( {t}^{2} + {\rho }^{2}\right) }^{\frac{1}{2}\left( {n + {p\theta }}\right) }}{d\rho d\sigma }\]\n\nNow change the variables, \( \rho = \left| t\right| u \) . Then the ab...
Yes
Theorem 45.3.10 An equivalent norm for \( {W}^{\theta, p}\left( {\mathbb{R}}^{n}\right) \) is\n\n\[ \parallel u\parallel = \]\n\n\[ {\left( \parallel u{\parallel }_{{L}^{p}\left( {\mathbb{R}}^{n}\right) }^{p} + {\int }_{{\mathbb{R}}^{n}}{\int }_{{\mathbb{R}}^{n}}\frac{{\left| u\left( \mathbf{y}\right) - u\left( \mathbf...
Proof: It only remains to verify this is a norm. Recall the \( {l}_{p} \) norm on \( {\mathbb{R}}^{2} \) given by\n\n\[ {\left| \left( x, y\right) \right| }_{{l}_{p}} \equiv {\left( {\left| x\right| }^{p} + {\left| y\right| }^{p}\right) }^{1/p} \]\n\nFor \( u, v \in {W}^{\theta, p} \) denote by \( \rho \left( u\right) ...
Yes
Theorem 45.3.13 Let \( U \) be a bounded open set which has Lipschitz boundary and \( \theta \in \left( {0,1}\right) \) . Then \( {W}^{\theta, p}\left( U\right) = {W}^{\theta, p}\left( U\right) \) and the two norms are equivalent.
Proof: Let \( u \in \widetilde{{W}^{\theta, p}\left( U\right) } \) . Letting \( E \) be the extension operator of Lemma 45.3.12, there is a constant \( C \) such that\n\n\[ C\parallel u{\parallel }_{\widetilde{{W}^{\theta, p}\left( U\right) }} \geq \parallel {Eu}{\parallel }_{\widetilde{{W}^{\theta, p}\left( {\mathbb{R...
Yes
Corollary 45.3.14 Let \( U \) be a bounded open set with Lipschitz boundary. Then \( {W}^{\theta, p}\left( U\right) \) is reflexive.
Proof: From Proposition 45.3.12 and Theorem 45.3.13, there exists an extension operator \( E : {W}^{\theta, p}\left( U\right) \rightarrow {W}^{\theta, p}\left( {\mathbb{R}}^{n}\right) \) which is continuous. This operator is one to one and continuous. Furthermore, \( \parallel {Eu}{\parallel }_{{W}^{\theta, p}\left( {\...
Yes
Corollary 45.4.2 The space, \( {W}^{s, p}\left( \Omega \right) \) is a reflexive Banach space whenever \( p > 1 \) .
Proof: From the theory of interpolation spaces, \( {W}^{\sigma, p}\left( \Omega \right) \) is reflexive. This is because it is an iterpolation space for the two reflexive spaces, \( {L}^{p}\left( \Omega \right) \) and \( {W}^{1, p}\left( \Omega \right) \) . (Alternatively, you could use Corollary 45.3.14 in the case wh...
Yes
Theorem 45.4.3 The trace map, \( \gamma : {W}^{m, p}\left( {\mathbb{R}}_{ + }^{n}\right) \rightarrow {W}^{m - \frac{1}{p}, p}\left( {\mathbb{R}}^{n - 1}\right) \) is continuous.
Proof: Let \( f \in \mathfrak{S} \), the Schwartz class. Let \( \sigma = 1 - \frac{1}{p} \) so that \( m - \left( \frac{1}{p}\right) = m - 1 + \sigma \) . Then from the definition and using \( f \in \mathfrak{S} \) ,\n\n\[ \n\parallel {\gamma f}{\parallel }_{m - \frac{1}{p}, p,{\mathbb{R}}^{n - 1}} = {\left( \parallel ...
Yes
Theorem 45.4.4 Let \( \\mathbf{h} : U \rightarrow V \) where \( U \) and \( V \) are two open sets and suppose \( \\mathbf{h} \) is bilipschitz and that \( {D}^{\\alpha }\\mathbf{h} \) and \( {D}^{\\alpha }{\\mathbf{h}}^{-1} \) exist and are Lipschitz continuous if \( \\left| \\alpha \\right| \\leq m \) where \( m = 0,...
Proof: In case \( m = 0 \), the conclusion of the theorem is immediate from the general theory of trace spaces. Therefore, assume \( m \\geq 1 \) . It follows from the definition that\n\n\[ \n{\\begin{Vmatrix}{\\mathbf{h}}^{ * }u\\end{Vmatrix}}_{m + \\sigma, p, U} \\equiv {\\left\\lbrack {\\begin{Vmatrix}{\\mathbf{h}}^...
Yes
Theorem 45.4.5 Let \( \Omega \) be an open set in \( {\mathbb{R}}^{n} \) which has the segment property and let \( f \in {W}^{m + 1, p}\left( \Omega \right) \) and \( \sigma \in \left( {0,1}\right) \) . Then for some constant, \( C \), independent of \( f \) , \[ \parallel f{\parallel }_{m + \sigma, p,\Omega } \leq C\p...
Proof: Recall from above, \( {W}^{1 - \theta, p}\left( \Omega \right) \equiv T\left( {{W}^{1, p}\left( \Omega \right) ,{L}^{p}\left( \Omega \right), p,\theta }\right) \) . Therefore, from Theorem 44.1.9, if \( f \in {W}^{1, p}\left( \Omega \right) \) , \[ \parallel f{\parallel }_{1 - \theta, p,\Omega } \leq K\parallel ...
Yes
Lemma 46.1.2 \( {W}^{s, p}\left( \Gamma \right) \) as just described, is a Banach space. If \( p > 1 \) then it is reflexive.
Proof: Let \( L : {W}^{s, p}\left( \Gamma \right) \rightarrow \mathop{\prod }\limits_{{i = 1}}^{l}{W}^{s, p}\left( {U}_{i}\right) \) be defined by \( {\left( Lu\right) }_{i} \equiv {\mathbf{h}}_{i}^{ * }\left( {u{\psi }_{i}}\right) \) . Let \( {\left\{ {u}_{j}\right\} }_{j = 1}^{\infty } \) be a Cauchy sequence in \( {...
Yes
Theorem 47.0.2 Let \( \\left( {{X}_{i},{d}_{i}}\\right) \) denote a complete metric space and let \( X \\equiv \\mathop{\\prod }\\limits_{{i = 1}}^{\\infty }{X}_{i} \) . Then \( X \) is also a complete metric space with the metric\n\n\[ \n\\rho \\left( {\\mathbf{x},\\mathbf{y}}\\right) \\equiv \\mathop{\\sum }\\limits_...
Proof: It is clear from the above lemma that \( \\rho \) is a metric on \( X \) . We need to verify \( X \) is complete with this metric. Let \( \\left\{ {\\mathbf{x}}^{n}\\right\} \) be a Cauchy sequence in \( X \) . Then it is clear from the definition that \( \\left\{ {x}_{i}^{n}\\right\} \) is a Cauchy sequence for...
Yes
Theorem 47.0.4 Let \( X \) be a polish space. Then there exists \( f : {\mathbb{N}}^{\mathbb{N}} \rightarrow X \) which is onto and continuous. Here \( {\mathbb{N}}^{\mathbb{N}} \equiv \mathop{\prod }\limits_{{i = 1}}^{\infty }\mathbb{N} \) and a metric is given according to the above theorem. Thus for \( \mathbf{n},\m...
Proof: Since \( X \) is polish, there exists a countable covering of \( X \) by closed sets having diameters no larger than \( {2}^{-1},\{ B\left( i\right) {\} }_{i = 1}^{\infty } \) . Each of these closed sets is also a polish space and so there exists a countable covering of \( B\left( i\right) \) by a countable coll...
Yes
Corollary 47.0.6 \( X \) is a Suslin space, if and only if there exists a continuous mapping from \( {\mathbb{N}}^{\mathbb{N}} \) onto \( X \) .
Proof: We know there exists a polish space \( Z \) and a continuous function, \( h \) : \( Z \rightarrow X \) which is onto. By the above theorem there exists a continuous map, \( g : {\mathbb{N}}^{\mathbb{N}} \rightarrow Z \) which is onto. Then \( h \circ g \) is a continuous map from \( {\mathbb{N}}^{\mathbb{N}} \) ...
Yes
Lemma 47.0.8 Let \( \left( {\Omega ,\mathcal{F},\mu }\right) \) be a measure space and denote by \( {\mu }^{ * } \) the outer measure generated by \( \mu \) . Thus\n\n\[ \n{\mu }^{ * }\left( S\right) \equiv \inf \{ \mu \left( E\right) : E \supseteq S, E \in \mathcal{F}\} .\n\]\n\nThen \( {\mu }^{ * } \) is regular, mea...
Proof: First we verify that \( {\mu }^{ * } \) is regular. If \( {\mu }^{ * }\left( S\right) = \infty \), let \( E = \Omega \) . Then \( {\mu }^{ * }\left( S\right) = \mu \left( E\right) \) and \( E \supseteq S \) . On the other hand, if \( {\mu }^{ * }\left( S\right) < \infty \), then we can obtain \( {E}_{n} \in \mat...
Yes
Corollary 47.0.11 Let \( \Omega \) be a compact metric space and let \( A \) be a Suslin subset of \( \Omega \) . Then \( A \in \widehat{B\left( \Omega \right) } \) .
Proof: Let \( \mu \) be a finite measure defined on \( B\left( \Omega \right) \) . By Theorem 47.0.9 \( A \in \) \( B{\left( \Omega \right) }_{\mu } \) . Since this is true for every finite measure, \( \mu \), it follows \( A \in \widehat{B\left( \Omega \right) } \) as claimed. This proves the corollary.
Yes
Lemma 47.0.12 Let \( \mu \) be a finite measure on a \( \sigma \) algebra, \( \sum \) . Then \( A \in {\sum }_{\mu } \) if and only if there exists \( {A}_{1} \in \sum \) and \( {N}_{1} \) such that \( A = {A}_{1} \cup {N}_{1} \) where there exists \( N \in \sum \) such that \( \mu \left( N\right) = 0 \) and \( {N}_{1}...
Proof: Suppose first \( A = {A}_{1} \cup {N}_{1} \) where these sets are as described. Let \( S \in \mathcal{P}\left( \Omega \right) \) and let \( {\mu }^{ * } \) denote the outer measure determined by \( \mu \) . Then since \( {A}_{1} \in \) \( \sum \subseteq {\sum }_{\mu } \)\n\n\[{\mu }^{ * }\left( S\right) \leq {\m...
Yes
Lemma 47.0.14 Let \( \\left( {\\Omega ,\\sum }\\right) \) be separable. Then there exists \( E \\in \\{ 0,1{\\} }^{\\mathbb{N}} \) such that \( \\left( {\\Omega ,\\sum }\\right) \) and \( \\left( {E, B\\left( E\\right) }\\right) \) are isomorphic.
Proof: First we show \( \\left\\{ {A}_{n}\\right\\} \) separates the points. Here \( \\sigma \\left( \\left\\{ {A}_{n}\\right\\} \\right) = \\sum \) . We already know \( \\sum \) separates the points but now we show the smaller set does so also.\n\nIf this is not so, there exists \( \\omega ,{\\omega }_{1} \\in \\Omega...
Yes
Lemma 47.0.15 Let \( \phi : \left( {{\Omega }_{1},{\sum }_{1}}\right) \rightarrow \left( {{\Omega }_{2},{\sum }_{2}}\right) \) where \( {\phi }^{-1}\left( U\right) \in {\sum }_{1} \) for all \( U \in {\sum }_{2} \) . Then if \( F \in {\widehat{\sum }}_{2} \), it follows \( {\phi }^{-1}\left( F\right) \in {\widehat{\sum...
Proof: Let \( \mu \) be a finite measure on \( {\sum }_{1} \) and define a measure \( \phi \left( \mu \right) \) on \( {\sum }_{2} \) by the rule\n\n\[ \phi \left( \mu \right) \left( F\right) \equiv \mu \left( {{\phi }^{-1}\left( F\right) }\right) . \]\n\nNow let \( A \in {\sum }_{{2\phi }\left( \mu \right) } \) . Then...
Yes
Lemma 47.0.18 Let \( X \) be a Hausdorff space and let \( G \in \sum \times B\left( X\right) \) where \( \sum \) is \( {a\sigma } \) algebra of sets of \( \Omega \) . Then there exists \( {\sum }_{0} \subseteq \sum \) a countably generated \( \sigma \) algebra such that \( G \in {\sum }_{0} \times B\left( X\right) \) .
Proof: First suppose \( G \) is a measurable rectangle, \( G = A \times B \) where \( A \in \sum \) and \( B \in B\left( X\right) \) . Letting \( {\sum }_{0} \) be the finite \( \sigma \) algebra, \( \left\{ {\varnothing, A,{A}^{C},\Omega }\right\} \), we see that \( G \in {\sum }_{0} \times B\left( X\right) \) . Simil...
Yes
Theorem 48.1.2 The following are equivalent in case of a complete \( \sigma \) finite measure space. However 3 and 4 are equivalent for any measurable space consisting only of a set \( \Omega \) and a \( \sigma \) algebra \( \mathcal{C} \) .
Proof: It is obvious that 1.) \( \Rightarrow \) 2.). To see that 2.) \( \Rightarrow \) 3.) note that \( {\Gamma }^{ - }\left( {{ \cup }_{i = 1}^{\infty }{F}_{i}}\right) = \) \( { \cup }_{i = 1}^{\infty }{\Gamma }^{ - }\left( {F}_{i}\right) \) . Since any open set in \( X \) can be obtained as a countable union of close...
No
Proposition 48.1.4 Let \( X \) be a Polish space and let \( \Gamma : X \rightarrow \mathcal{P}\left( X\right) \) have compact values. Then \( \Gamma \) is measurable if and only if it is strongly measurable, the latter being the statement that \( {\Gamma }^{ - }\left( C\right) \) is measurable whenever \( C \) is close...
Let \( \Gamma \) be strongly measurable. Let \( \mathcal{G} \) be the sets \( G \) such that \( {\Gamma }^{ - }\left( G\right) \) and \( {\Gamma }^{ - }\left( {G}^{C}\right) \) are both in \( \mathcal{C} \) . Then clearly \( \mathcal{G} \) is closed with respect to complements. If \( G \in \mathcal{G} \) is \( {G}^{C} ...
Yes
Lemma 48.1.5 Suppose \( f : K\left( \omega \right) \times \Omega \rightarrow X, K \subseteq X \) . Here \( X \) is Polish space, separable complete metric space, and \( \left( {\Omega ,\mathcal{F}}\right) \) is a measurable space. Also \( \omega \rightarrow K\left( \omega \right) \) is a measurable multifunction as in ...
Proof: Let \( \left\{ {{x}_{n}\left( \omega \right) }\right\} \) be a countable dense subset of \( K\left( \omega \right) \), each \( {x}_{n} \) measurable. Then if \( U \) is open, \[ \{ \omega : \mathcal{K}\left( \omega \right) \cap U \neq \varnothing \} = { \cup }_{n = 1}^{\infty }f{\left( {x}_{n}\left( \cdot \right...
Yes
Corollary 48.2.3 Let \( K\left( \omega \right) \) be a compact subset of a separable metric space \( X \) and suppose \( {\left\{ {u}_{j}\left( \omega \right) \right\} }_{j = 1}^{\infty } \subseteq K\left( \omega \right) \) with each \( \omega \rightarrow {u}_{j}\left( \omega \right) \) measurable into \( X \) . Then t...
Proof: Define\n\n\[ \n{\Gamma }_{n}\left( \omega \right) = \overline{{ \cup }_{k \geq n}{u}_{k}\left( \omega \right) } \n\] \n\nThis is a nonempty compact subset of \( K\left( \omega \right) \subseteq X \) . I claim that \( \omega \rightarrow {\Gamma }_{n}\left( \omega \right) \) is a measurable multifunction into \( X...
Yes
Corollary 48.2.5 Let \( K \) be a closed convex bounded subset of \( {\mathbb{R}}^{n} \). Let \( \mathbf{f}\left( {\cdot ,\omega }\right) \) : \( K \rightarrow K \) be continuous for each \( \omega \) and \( \omega \rightarrow \mathbf{f}\left( {\mathbf{x},\omega }\right) \) is measurable, meaning inverse images of sets...
Proof: Let \( S \) be a large simplex containing \( K \) and let \( P \) be the projection map onto \( K \). Consider \( \mathbf{g}\left( {\mathbf{x},\omega }\right) \equiv \mathbf{f}\left( {P\left( \mathbf{x}\right) ,\omega }\right) \). Then \( \mathbf{g} \) satisfies the necessary conditions for Theorem 48.2.4 and so...
Yes
Theorem 48.2.6 Let \( E \) be a compact metric space and let \( \left( {\Omega ,\mathcal{F}}\right) \) be a measure space. Suppose \( \psi : E \times \Omega \rightarrow \mathbb{R} \) has the property that \( x \rightarrow \psi \left( {x,\omega }\right) \) is continuous and \( \omega \rightarrow \psi \left( {x,\omega }\...
Proof: Let \( C = {\left\{ {e}_{i}\right\} }_{i = 1}^{\infty } \) be a countable dense subset of \( E \) . For example, take the union of \( 1/{2}^{n} \) nets for all \( n \) . Let \( {C}_{n} \equiv \left\{ {{e}_{1},\ldots ,{e}_{n}}\right\} \) . Let \( \omega \rightarrow {f}_{n}\left( \omega \right) \) be measurable an...
Yes
Theorem 48.2.7 Let \( E\left( \omega \right) \) be a compact metric space in a separable metric space \( \left( {X, d}\right) \) and that \( \omega \rightarrow E\left( \omega \right) \) is a measurable multifunction where \( \left( {\Omega ,\mathcal{F}}\right) \) be a measure space. Suppose \( {\psi }_{\omega } : E\lef...
Proof: Let \( C\left( \omega \right) = {\left\{ {e}_{i}\left( \omega \right) \right\} }_{i = 1}^{\infty } \) be a countable dense subset of \( E\left( \omega \right) \) with each \( {e}_{i}\left( \omega \right) \) measurable. Since \( \omega \rightarrow E\left( \omega \right) \) is measurable, such a countable dense su...
Yes
Theorem 48.2.8 Let \( K \) be a closed convex bounded subset of \( {\mathbb{R}}^{n} \). Let \( \mathbf{f}\left( {\cdot ,\omega }\right) \) : \( K \rightarrow K \) be continuous for each \( \omega \) and \( \omega \rightarrow \mathbf{f}\left( {\mathbf{x},\omega }\right) \) is measurable, meaning inverse images of sets o...
Proof: Simply consider \( E = K \) and \( \psi \left( {\mathbf{x},\omega }\right) \equiv - \left| {\mathbf{x} - \mathbf{f}\left( {\mathbf{x},\omega }\right) }\right| \). It has a maximum \( \mathbf{x}\left( \omega \right) \) for each \( \omega \) thanks to continuity of \( \mathbf{f}\left( {\cdot ,\omega }\right) \). T...
Yes
Corollary 48.2.9 Let \( K\left( \omega \right) \) be a closed convex bounded subset of \( {\mathbb{R}}^{n} \) and let \( \omega \rightarrow \) \( K\left( \omega \right) \) be a measurable multifunction for \( \omega \in \Omega \) with \( \left( {\Omega ,\mathcal{F}}\right) \) a measurable space. Let \( {\mathbf{f}}_{\o...
Proof: Consider \( {\psi }_{\omega }\left( {\mathbf{x},\omega }\right) \equiv - \left| {{\mathbf{f}}_{\omega }\left( {\mathbf{x}\left( \omega \right) ,\omega }\right) - \mathbf{x}\left( \omega \right) }\right| \) . By the Brower fixed point theorem, the maximum for fixed \( \omega \) is 0 . Therefore, there exists such...
Yes
Lemma 48.2.11 Let \( f\left( {\cdot ,\omega }\right) \) be as above and \( f\left( {K\left( \omega \right) ,\omega }\right) \subseteq K\left( \omega \right) \) for \( K\left( \omega \right) \) convex and closed and \( \omega \rightarrow K\left( \omega \right) \) a measurable mutifunction. Suppose also that \( f\left( {...
Proof: Using the compactness of \( \overline{f\left( {K\left( \omega \right) ,\omega }\right) } \), Proposition 48.1.6 says there exist measurable functions \( {y}_{i}\left( \omega \right) \)\n\n\[ \n\left\{ {{y}_{1}\left( \omega \right) ,\cdots ,{y}_{n\left( \omega \right) }\left( \omega \right) }\right\} \subseteq \o...
Yes
Lemma 48.2.12 Let \( \overline{f\left( {K\left( \omega \right) ,\omega }\right) } \) be compact. For each \( r > 0 \), there exists \( {x}_{r}\left( \omega \right) \in \) convex hull of \( \overline{f\left( {K\left( \omega \right) ,\omega }\right) } \subseteq K\left( \omega \right) \) such that\n\n\[ \n{f}_{r}\left( {{...
Proof: The upper limit in the sum of the above lemma \( n\left( \omega \right) \) is a measurable function. One can partition the measure space according to the value of \( n\left( \omega \right) \) . This gives a countable set of disjoint measurable subsets \( {\left\{ {\Omega }_{n}\right\} }_{n = 1}^{\infty } \) in t...
Yes
Theorem 48.2.13 Let \( \omega \rightarrow K\left( \omega \right) \) be a measurable multifunction which has convex and closed values in a separable Banach space. Let \( f\left( {\cdot ,\omega }\right) : K\left( \omega \right) \rightarrow K\left( \omega \right) \) be continuous and \( \omega \rightarrow f\left( {x,\omeg...
Proof: Recall that \( f\left( {{x}_{r}\left( \omega \right) ,\omega }\right) - {f}_{r}\left( {{x}_{r}\left( \omega \right) ,\omega }\right) \in B\left( {0, r}\right) \) and \( {f}_{r}\left( {{x}_{r}\left( \omega \right) ,\omega }\right) = \) \( {x}_{r}\left( \omega \right) \) with \( {x}_{r}\left( \omega \right) \in \)...
Yes