Chap 04
Chap 04
Chap 04
The dual space of a Sobolev space is not only composed of functions (defined
almost everywhere), but this space also contains more sophisticated objects
called distributions, which are defined by their action on smooth functions
with compact support. For instance the function x1 is not in L1 (0, 1), but the
R1
map ϕ 7→ 0 x1 ϕ(x) dx can be given a meaning for every smooth function
that vanishes at 0. Dual Sobolev spaces are useful to handle singularities
on the right-hand side of PDEs. They are also useful to give a meaning
to the tangential and the normal traces of Rd -valued fields that are not in
W s,p (D; Rd ) with sp > 1. The extension is done in this case by invoking
integration by parts formulas involving the curl or the divergence operators.
4.1 Distributions
The notion of distribution is a powerful tool that extends the concept of
integrable functions and weak derivatives. In particular we will see that every
distribution is differentiable in some reasonable sense.
Example 4.7 (Dirac measure on the unit sphere). (i) Let a ∈ Rd . Defi-
nition 4.4 implies that h∂ α δa , ϕi = (−1)|α| ∂ α ϕ(0). (ii) Let u : Rd → R be such
that u(x) := 1 if kxkℓ2 ≤ 1 and u(x) := 0 otherwise. Let B(0, 1) and S(0, 1)
d
be the unit ball and unit sphere in R R . We define the Dirac measure sup-
ported in S(0, 1) by hδS(0,1) , ϕi := S(0,1) ϕ ds. Let ei be one of the canonical
R R
unit vectors of Rd . Then h∂i u, ϕi = − B(0,1) ∂i ϕ dx = − B(0,1) ∇·(ϕei ) dx,
R
which proves that h∂i u, ϕi = − S(0,1) n·ei ϕ ds. Hence ∇u = −δS(0,1) n. ⊓ ⊔
Definition 4.8 (Distributional convergence). Let D be an open set in
Rd . We say that a sequence of distributions {Tn }n∈N converges in the sense
of distributions if one has limn→∞ hTn , ϕi = hT, ϕi for all ϕ ∈ C0∞ (D).
Example 4.9 (Oscillating functions). Let D := (0, 1) and fn (x) :=
sin(nx) for all n ≥ 1. This sequence does not converge in L1 (D), but
R1 R1
hTfn , ϕi = 0 sin(nx)ϕ dx = 0 n1 cos(nx)ϕ′ dx, so that limn→∞ hTfn , ϕi = 0
for all ϕ ∈ C0∞ (D), i.e., Tfn → 0 in the sense of distributions. Up to an
abuse of notation we say that fn converges to 0 in the sense of distribu-
tions. Likewise one can show that cos(nx) → 0 in the sense of distributions.
Let us now consider gn (x) := sin2 (nx) for all n ≥ 1. Using the identity
sin2 (nx) = 12 − 21 cos(2nx) and the above results, we conclude that gn → 12
in the sense of distributions. ⊓
⊔
|hT, wi|
kT kW −s,p(D) := sup . (4.3)
′
w∈W s,p (D)
kwkW s,p′ (D)
0
′
Identifying Lp (D) with the dual space of Lp (D) (see Theorem 1.37), we
infer that Lp (D) ֒→ W −s,p (D) (and both spaces coincide for s = 0 since
′ ′
W00,p (D) = Lp (D) by Theorem 1.34). Moreover any element T ∈ W −s,p (D)
is a distribution since, assuming s = m ∈ N, we have
1
m + d p′
1
|α|
|hT, ϕi| ≤ kT kW −m,p(D) |D| p′ max ℓD k∂ α ϕkL∞ (K) , (4.4)
d |α|≤m
for all ϕ ∈ C0∞ (D) with supp(ϕ) ⊂ K. The argument can be adapted to the
case where s = m + σ, σ ∈ (0, 1).
52 Chapter 4. Distributions and duality in Sobolev spaces
Example 4.11 (Dirac measure). Some of the objects in W −s,p (D) are not
functions but distributions. For instance the Dirac mass at a point a ∈ D is
in W −s,p (D) if sp′ > d. ⊓
⊔
Theorem 4.12 (W −1,p (D)). Let p ∈ (1, ∞). Let D be an open, bounded set
′
in Rd . For all f ∈ W −1,p (D), there are functions {gi }i∈{0: d} , all in Lp (D),
such that kf kW −1,p (D) = maxi∈{0: d} kgi kLp′ (D) and
Z X Z
hf, vi = g0 v dx + gi ∂i v dx, ∀v ∈ W01,p (D). (4.5)
D i∈{1: d} D
More
P generally for all m ∈ N, one has v ∈ W −m,p (D) if and only if v =
α p′
|α|≤m ∂ gα where gα ∈ L (D).
Proof. See Brezis [46, Prop. 9.20] for the case (m = 1) and Adams and
Fournier [3, Thm. 3.9]. ⊓
⊔
and for d =P3, the curl ∇×v is the column vector in R3 with components
(∇×v)i := j,k∈{1: 3} εijk ∂j vk for all i ∈ {1:3}, where εijk denotes the Levi-
Civita symbol (εijk := 0 if at least two indices take the same value, ε123 =
ε231 = ε312 := 1 (i.e., for even permutations), and ε132 = ε213 = ε321 := −1
(i.e., for odd permutations)). In component form we have
Recall also that the following integration by parts formulas hold true for all
v, w ∈ C 1 (D) and all q ∈ C 1 (D):
Z Z Z
(v×n)·w ds = v·∇×w dx − (∇×v)·w dx, (4.8a)
∂D
Z ZD Z D
(v·n)q ds = v·∇q dx + (∇·v)q dx. (4.8b)
∂D D D
For p = 2, we write
1 ′ ′
for all v ∈ Z c,p (D) and all l ∈ W p ,p
(∂D), where w(l) ∈ W 1,p (D) is such
that γ (w(l)) = l. Note that (4.8a) shows that γ c (v) = v|∂D ×n when v is
g
1 ′ ′
for all v ∈ Z d,p (D) and all l ∈ W p ,p (∂D), where q(l) ∈ W 1,p (D) is such that
1
γ g (q(l)) = l, and h·, ·i∂D now denotes the duality pairing between W − p ,p (∂D)
1 ′
and W p ,p (∂D). Reasoning as above, one can verify that: γ d (v) = v|∂D ·n
when v is smooth; the map γ d is bounded; the definition (4.12) is independent
of the choice of q(l).
Proof. Item (i) is a simple consequence of the definition of γ c and γ d . See [181,
Lem. 20.2] for item (ii) when p = 2. See Ern and Guermond [92, Thm. 4.7]
for item (iii) (see also Exercise 23.9). ⊓
⊔
1 ′ ′
for all v ∈ Z c,p (D) and all l ∈ W p ,p (∂D), where w(l) ∈ W 1,p (D) is such
that γ g (w(l)) = l. Here ∇⊥ v := (−∂2 v, ∂1 v)T and ∇×v := ∂1 v2 − ∂2 v1 . Note
that ∇⊥ v = R π2 (∇v) and ∇×v = −∇·(R π2 (v)) where R π2 is the rotation of
angle π2 in R2 (i.e., the matrix of R π2 relative to the canonical basis of R2 is
0 −1
c
1 0 ). Whenever v is smooth, we have γ (v) = v|∂D ·t where t := R 2 (n)
π
Exercises
Exercise 4.1 (Distributions). Let D be an open set in Rd . Let v be a
distribution in D. (i) Let ψ ∈ C ∞ (D). Show that the map C0∞ (D) ∋ ϕ 7→
hv, ψϕi defines a distribution in D (this distribution is usually denoted ψv).
(ii) Let α, β ∈ Nd . Prove that ∂ α (∂ β v) = ∂ β (∂ α v) in the distribution sense.
Exercise 4.3 (P.V. x1 ). Let D := (−1,R1). Prove that the linear map T :
C0∞ (D) → R defined by hT, ϕi := limǫ→0 |x|>|ǫ| x1 ϕ(x) dx is a distribution.
Exercise 4.5 (Definition (4.11)). Verify that the right-hand side of (4.11)
is independent of the choice of w(l). (Hint : consider two functions w1 , w2 ∈
′
W 1,p (D) s.t. γ g (w1 ) = γ g (w2 ) = l and use the density of C0∞ (D) in
′
W01,p (D).)
56 Chapter 4. Distributions and duality in Sobolev spaces
Solution to exercises
Exercise 4.1 (Distributions). (i) Let K be a compact subset of the open
set D. Since v is a distribution, there exist c ∈ R and p ∈ N (both depending
|α|
on K) such that |hv, ϕi| ≤ c max|α|≤p ℓD k∂ α ϕkL∞ (K) for all ϕ ∈ C0∞ (D)
(i.e., ϕ is a smooth function with compact support in K). Let ψ ∈ C ∞ (D)
and ϕ ∈ C0∞ (D). Since ψϕ ∈ C ∞ (D) and supp(ψϕ) ⊂ K, we have ψϕ ∈
C0∞ (D). The product rule implies that there exists c′ depending on p such
|β|
that k∂ α (ψϕ)kL∞ (K) ≤ c′ max|β|≤|α| ℓD k∂ β ψkL∞ (K) k∂ α ϕkL∞ (K) for all α
s.t. |α| ≤ p. For all ϕ ∈ C0∞ (D) we infer that
|α|
|hv, ψϕi| ≤ c max ℓD k∂ α (ψϕ)kL∞ (K)
|α|≤p
|β|
≤ c c′ max max ℓD k∂ β ψkL∞ (K) k∂ α ϕkL∞ (K)
|α|≤p |β|≤|α|
′ |β|
≤ c c max ℓD k∂ β ψkL∞ (K) max k∂ α ϕkL∞ (K) ,
|β|≤p |α|≤p
thereby proving that the linear map C0∞ (D) ∋ ϕ 7→ hv, ψϕi ∈ R is a distri-
bution.
(ii) Let α, β ∈ Nd . Let ϕ ∈ C0∞ (D). Using Clairaut’s theorem for ϕ, we infer
that
Hence we have proved that ∆ũ = ∆u f − δ∂D ∇u·n where δ∂D is the Dirac
measure whose support is ∂D. Note that the notation δ∂D (n·∇u) makes
sense owing to the result of Exercise 4.1(i).
1
Exercise 4.3 (P.V. x ). Let ǫ > 0. We have
Part I. Elements of functional analysis 57
Z Z −ǫ Z 1
1 1 1
ϕ(x) dx = ϕ(x) dx +
ϕ(x) dx
|x|>|ǫ| x −1 x ǫ x
Z −ǫ Z 1
=− ln(|x|)ϕ′ (x) dx + ϕ(−ǫ) ln(ǫ) − ln(x)ϕ′ (x) dx − ϕ(ǫ) ln(ǫ)
−1 ǫ
Z 1
= 1|(−1,−ǫ)∪(ǫ,1) ln(|x|)ϕ′ (x) dx + (ϕ(−ǫ) − ϕ(ǫ)) ln(ǫ),
−1
i.e., the limit process with respect to ǫ is well defined. Moreover we have
Z 1
|hT, ϕi| = x(ln(|x|) − 1)ϕ′′ (x) dx ≤ kϕ′′ (x)kL∞ (D) ,
−1
Exercise 4.4 (Integration by parts). The identity (4.8a) follows from the
divergence formula for φ by using φ = v×w (since ∇·(v×w) = (∇×v)·w −
v·∇×w) and φ·n = (v×w)×n = −(v×n)·w), whereas the identity (4.8b)
follows from the divergence formula for φ by using φ = vq (since ∇·(vq) =
v·∇q + (∇·v)q and φ·n = (v·n)q).
Exercise 4.5 (Definition (4.11)). Let v ∈ Z c,p (D). Following the hint let
′ ′
w1 , w2 ∈ W 1,p (D) be s.t. γ g (w1 ) = γ g (w2 ) = l. Then w1 − w2 ∈ W01,p (D).
Invoking a density argument, let (φn )n∈N be a sequence in C0∞ (D) converging
′
to w1 − w2 in W01,p (D). Then we have
Z Z
0= v·∇×φn dx − φn ·∇×v dx.
D D
c g c g
Hence hγ (v), γ (w1 )i∂D = hγ (v), γ (w2 )i∂D , which establishes the claim.