Page 45 - INTRODUCTION TO THE CALCULUS OF VARIATIONS
P. 45

32                                                        Preliminaries

                       Lemma 1.38 Let u ∈ W   1,p  (a, b), 1 ≤ p ≤∞. Then there exists a function
                                               u
                       e u ∈ C ([a, b]) such that u = e a.e. and
                                                     Z  x
                                                         0
                                       e u (x) − e(y)=  u (t) dt, ∀x, y ∈ [a, b] .
                                              u
                                                      y
                       Remark 1.39 (i) As already repeated, we will ignore the difference between u
                       and e and we will say that if u ∈ W 1,p  (a, b) then u ∈ C ([a, b]) and u is the
                           u
                       primitive of u , i.e.
                                   0
                                                           Z  x
                                             u (x) − u (y)=   u (t) dt .
                                                               0
                                                            y
                          (ii) Lemma 1.38 is a particular case of Sobolev imbedding theorem (cf. below).
                       It gives a non trivial result, in the sense that it is not, a priori, obvious that a
                       function u ∈ W 1,p  (a, b) is continuous. We can therefore say that

                                      1           1,p
                                     C ([a, b]) ⊂ W  (a, b) ⊂ C ([a, b]) , 1 ≤ p ≤∞ .

                          (iii) The inequality (1.12) in the proof of the lemma below shows that if
                       u ∈ W  1,p  (a, b), 1 <p < ∞,then u ∈ C 0,1/p 0  ([a, b]) and hence u is Hölder
                                                 0
                       continuous with exponent 1/p . We have already seen in Remark 1.37 that if
                       p = ∞,then C 0,1  ([a, b]) and W  1,∞  (a, b) can be identified.

                          Proof. We divide the proof into two steps.
                          Step 1.Let c ∈ (a, b) be fixed and define

                                                   Z  x
                                                       0
                                            v (x)=    u (t) dt, x ∈ [a, b] .           (1.10)
                                                    c
                       We will show that v ∈ C ([a, b]) and

                              Z  b               Z  b
                                       0              0                  ∞
                                 v (x) ϕ (x) dx = −  u (x) ϕ (x) dx, ∀ϕ ∈ C  (a, b) .  (1.11)
                                                                         0
                               a                   a
                       Indeed we have
                           b                    b   x
                         Z                    Z  µZ         ¶
                                  0
                            v (x) ϕ (x) dx =          u (t) dt ϕ (x) dx
                                                               0
                                                       0
                          a                    a    c
                                              Z  c  Z  x             Z  b  Z  x
                                                                               0
                                          =      dx    u (t) ϕ (x) dt +  dx   u (t) ϕ (x) dt
                                                        0
                                                                                    0
                                                             0
                                               a     c                c     c
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