Page 46 - INTRODUCTION TO THE CALCULUS OF VARIATIONS
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Sobolev spaces                                                     33

                which combined with Fubini theorem (which allows to permute the integrals),
                leads to
                   b                     c          t            b         b
                 Z                     Z          Z            Z         Z
                          0                 0         0            0         0
                    v (x) ϕ (x) dx = −     u (t) dt  ϕ (x) dx +   u (t) dt  ϕ (x) dx
                  a                     a          a            c         t
                                         c                b
                                       Z                Z
                                                            0
                                            0
                                  = −      u (t) ϕ (t) dt +  u (t)(−ϕ (t)) dt
                                        a                c
                                         b
                                       Z
                                            0
                                  = −     u (t) ϕ (t) dt
                                        a
                which is exactly (1.11). The fact that v is continuous follows from the observation
                that if x ≥ y,then
                                  Z  x         µZ  x        ¶ 1 µZ  x    ¶ 1
                                                              p
                                                         p            0   p 0
                                       0              0              p
                    |v (x) − v (y)| ≤  |u (t)| dt ≤  |u (t)| dt     1 dt
                                    y              y               y            (1.12)
                                                1
                                                     0
                                       ≤ |x − y|  p 0  ·ku k L p
                wherewehaveusedHölderinequality. If p =1, the inequality (1.12) does not
                imply that v is continuous; the continuity of v follows from classical results of
                Lebesgue integrals, see Exercise 1.3.7.
                   Step 2. We now are in a position to conclude. Since from (1.11), we have
                                Z  b         Z  b
                                      0          0            ∞
                                    vϕ dx = −   u ϕdx, ∀ϕ ∈ C 0  (a, b)
                                  a           a
                                                       R           R
                and we know that u ∈ W 1,p  (a, b) (and hence  uϕ dx = − u ϕdx), we deduce
                                                                      0
                                                           0
                                  Z  b
                                             0
                                     (v − u) ϕ dx =0, ∀ϕ ∈ C ∞  (a, b) .
                                                           0
                                   a
                Applying Exercise 1.3.6, we find that v − u = γ a.e., γ denoting a constant, and
                                               u
                since v is continuous, we have that e = v − γ has all the desired properties.
                   We are now in a position to state the main results concerning Sobolev spaces.
                They give some inclusions between these spaces, as well as some compact imbed-
                                              n
                dings. These results generalize to R what has already been seen in Lemma 1.38
                for the one dimensional case. Before stating these results we need to define what
                                                                               n
                kind of regularity will be assumed on the boundary of the domains Ω ⊂ R that
                we will consider. When Ω =(a, b) ⊂ R, there was no restriction. We will assume,
                                                n
                for the sake of simplicity, that Ω ⊂ R is bounded. The following definition ex-
                                                                                 k
                presses in precise terms the intuitive notion of regular boundary (C , C or
                                                                             ∞
                Lipschitz).
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