:point_right: Here are some problems related to Sobolev spaces and weak solutions.


Problem 1. Consider the space l2l^2 of doubly infinite, square summable sequences a=(an)a= (a_n) of real numbers, with the norm

a2=n=+an2,\displaystyle \| a \|^2 = \sum_{n=-\infty}^{+\infty} a_n^2\, ,

and its subspace h1h^1 of sequences such that

ah12=n=+(1+n2)an2<+.\displaystyle % <![CDATA[ \| a \|_{h^1}^2 = \sum_{n=-\infty}^{+\infty} (1+n^2) a_n^2\, < +\infty. %]]>

Prove directly that a bounded sequence in h1h^1 has a subsequence which converges in l2l^2. (Hint: you might use Cantor’s diagonal method.)

What does this have to do with Rellich–Kondrashov’s compactness theorem?



In Problems 2 and 3 we assume that uW01,2(Ω)u\in W_0^{1,2}(\Omega) is an eigenfunction of the Dirichlet laplacian, i.e. a weak solution of Δu=λu-\Delta u=\lambda u for some λ>0\lambda >0.


Problem 2 (Caccioppoli inequality). Let Br=B(a,r)B_r = B(a,r) and BR=B(a,R)B_R=B(a,R) be two concentric balls contained in a domain ΩRn\Omega \subset \mathbb{R}^n. Prove that for some constant which depends on R,r,nR,r,n and λ\lambda we have

Bru2dxC0BRu2dx.\displaystyle \int_{B_r} |\nabla u|^2 \, dx \le C_0\int_{B_R} |u|^2\, dx\, .

Hint: Use the definition of a weak solution with a test function

φ=ζ2uW01,2(Ω),\displaystyle \varphi=\zeta^2 u\in W_0^{1,2}(\Omega),

where ζC0\zeta\in C^\infty_0 is such that ζ=1\zeta=1 on BrB_r, ζ=0\zeta = 0 on RnBR\mathbb{R}^n\setminus B_R and ζ0\zeta\ge 0.


Problem 3 (a bit more involved). Consider uε=uφεu_\varepsilon=u\ast\varphi_\varepsilon, where

φε=εnφ(x/ε)\displaystyle \varphi_\varepsilon = \varepsilon^{-n} \varphi (x/\varepsilon)

is a standard mollifier. Prove that for each compact set KΩK\Subset\Omega, each mNm\in \mathbb{N} and each multiindex α\alpha with α=m\vert\alpha\vert=m there is a number N>0N>0 such that

(Dαu1/j),j=N,N+1,N+2,\displaystyle \bigl(D^\alpha u_{1/j}\bigr), \qquad j=N, N+1,N+2,\ldots

is a Cauchy sequence in L2(K)L^2(K). Use this fact, the completeness of Wm,2W^{m,2}, and the Sobolev imbedding, to conclude that all eigefunctions of the Laplacian in a bounded domain Ω\Omega are smooth in the classical sense in the interior of Ω\Omega.

Hint: What equation and in which domain does uεu_\varepsilon satisfy? Do its derivatives satisfy the same equation? In which sense (weak or classical)? Once you answer these questions, try to use the result of Problem 2.