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Hitchhikers guide
to the fractional Sobolev spaces
Eleonora Di Nezzaa , Giampiero Palatuccia,b,1,, Enrico Valdinocia,c,2
a
Abstract
This paper deals with the fractional Sobolev spaces W s,p . We analyze the
relations among some of their possible definitions and their role in the trace
theory. We prove continuous and compact embeddings, investigating the
problem of the extension domains and other regularity results.
Most of the results we present here are probably well known to the experts, but we believe that our proofs are original and we do not make use
of any interpolation techniques nor pass through the theory of Besov spaces.
We also present some counterexamples in non-Lipschitz domains.
Keywords: Fractional Sobolev spaces, Gagliardo norm, fractional
Laplacian, nonlocal energy, Sobolev embeddings, Riesz potential
2010 MSC: Primary 46E35, Secondary 35S30, 35S05
Corresponding author
Email addresses: dinezza@mat.uniroma2.it (Eleonora Di Nezza),
giampiero.palatucci@unimes.fr (Giampiero Palatucci), enrico@math.utexas.edu
(Enrico Valdinoci)
1
Giampiero Palatucci has been supported by Istituto Nazionale di Alta Matematica
F. Severi (Indam) and by ERC grant 207573 Vectorial problems.
2
Enrico Valdinoci has been supported by the ERC grant Elliptic Pdes and Symmetry of Interfaces and Layers for Odd Nonlinearities and the FIRB project A&B Analysis and Beyond.
3
These notes grew out of a few lectures given in an undergraduate class held at the
Universit`a di Roma Tor Vergata. It is a pleasure to thank the students for their warm
interest, their sharp observations and their precious feedback.
Contents
1 Introduction
11
22
33
39
7 Compact embeddings
49
8 H
older regularity
54
59
References
65
1. Introduction
These pages are for students and young researchers of all ages who
may like to hitchhike their way from 1 to s (0, 1). To wit, for anybody
who, only endowed with some basic undergraduate analysis course (and
knowing where his towel is), would like to pick up some quick, crash and
essentially self-contained information on the fractional Sobolev spaces W s,p .
The reasons for such a hitchhiker to start this adventurous trip might
be of different kind: (s)he could be driven by mathematical curiosity,
or could be tempted by the many applications that fractional calculus
seems to have recently experienced. In a sense, fractional Sobolev spaces
have been a classical topic in functional and harmonic analysis all along,
and some important books, such as [59, 90] treat the topic in detail.
On the other hand, fractional spaces, and the corresponding nonlocal
equations, are now experiencing impressive applications in different subjects, such as, among others, the thin obstacle problem [87, 69], optimization [37], finance [26], phase transitions [2, 14, 88, 40, 45], stratified
materials [83, 23, 24], anomalous diffusion [68, 98, 65], crystal dislocation [92, 47, 8], soft thin films [57], semipermeable membranes and flame
propagation [15], conservation laws [9], ultra-relativistic limits of quantum mechanics [41], quasi-geostrophic flows [64, 27, 21], multiple scattering [36, 25, 50], minimal surfaces [16, 20], materials science [4], water
waves [81, 100, 99, 32, 29, 74, 33, 34, 31, 30, 42, 51, 75, 35], elliptic
problems with measure data [71, 54], non-uniformly elliptic problems [39],
gradient potential theory [72] and singular set of minima of variational
functionals [70, 56]. Dont panic, instead, see also [86, 87] for further
motivation.
For these reasons, we thought that it could be of some interest to write
down these notes or, more frankly, we wrote them just because if you
really want to understand something, the best way is to try and
explain it to someone else.
Some words may be needed to clarify the style of these pages have been
gathered. We made the effort of making a rigorous exposition, starting from
scratch, trying to use the least amount of technology and with the simplest,
low-profile language we could use since capital letters were always
the best way of dealing with things you didnt have a good answer
to.
Differently from many other references, we make no use of Besov spaces4
or interpolation techniques, in order to make the arguments as elementary
as possible and the exposition suitable for everybody, since when you are
a student or whatever, and you cant afford a car, or a plane fare,
or even a train fare, all you can do is hope that someone will stop
and pick you up, and its nice to think that one could, even here
and now, be whisked away just by hitchhiking.
Of course, by dropping fine technologies and powerful tools, we will miss
several very important features, and we apologize for this. So, we highly
4
About this, we would like to quote [53], according to which The paradox of Besov
spaces is that the very thing that makes them so successful also makes them very
difficult to present and to learn.
recommend all the excellent, classical books on the topic, such as [59, 90, 1,
93, 94, 101, 80, 91, 67, 60], and the many references given therein. Without
them, our reader would remain just a hitchhiker, losing the opportunity of
performing the next crucial step towards a full mastering of the subject
and becoming the captain of a spaceship.
In fact, compared to other Guides, this one is not definitive, and it
is a very evenly edited book and contains many passages that simply
seemed to its editors a good idea at the time. In any case, of course,
we know that we cannot solve any major problems just with potatoes
its fun to try and see how far one can get though.
In this sense, while most of the results we present here are probably well
known to the experts, we believe that the exposition is somewhat original.
These are the topics we cover. In Section 2, we define the fractional
Sobolev spaces W s,p via the Gagliardo approach and we investigate some
of their basic properties. In Section 3 we focus on the Hilbert case p = 2,
dealing with its relation with the fractional Laplacian, and letting the
principal value integral definition interplay with the definition in the Fourier
space. Then, in Section 4 we analyze the asymptotic behavior of the
constant factor that appears in the definition of the fractional Laplacian.
Section 5 is devoted to the extension problem of a function in W s,p()
to W s,p(Rn ): technically, this is slightly more complicated than the classical analogue for integer Sobolev spaces, since the extension interacts with
the values taken by the function in via the Gagliardo norm and the
computations have to take care of it.
Sobolev inequalities and continuous embeddings are dealt with in Section 6, while Section 7 is devoted to compact embeddings. Then, in Section 8, we point out that functions in W s,p are continuous when sp is large
enough.
In Section 9, we present some counterexamples in non-Lipschitz domains.
After that, we hope that our hitchhiker reader has enjoyed his trip from
the integer Sobolev spaces to the fractional ones, with the advantages
of being able to get more quickly from one place to another particularly when the place you arrived at had probably become, as
a result of this, very similar to the place you had left.
The above sentences written in old-fashioned fonts are Douglas
4
||N
u(y)|
Lp ( ) ;
(2.1)
W s,p () := u Lp () :
n
|x y| p +s
i.e, an intermediary Banach space between Lp () and W 1,p (), endowed
with the natural norm
Z
p1
Z Z
|u(x) u(y)|p
p
(2.2)
kukW s,p () :=
|u| dx +
dx dy ,
n+sp
|x y|
5
Z Z
|u(x) u(y)|p
dx dy
|x y|n+sp
p1
W s ,p () W s,p () .
Proof. First,
Z Z
|u(x)|p
dx dy
n+sp
{|xy|1} |x y|
Z Z
|z|1
1
|z|n+sp
dz |u(x)|p dx
C(n, s, p)kukpLp () ,
where we used the fact that the kernel 1/|z|n+sp is integrable since n+ sp >
n.
Taking into account the above estimate, it follows
Z Z
|u(x) u(y)|p
dx dy
n+sp
{|xy|1} |x y|
Z Z
|u(x)|p + |u(y)|p
p1
2
dx dy
|x y|n+sp
{|xy|1}
2p C(n, s, p)kukpLp () .
(2.3)
dx dy .
n+sp
n+sp
{|xy|<1} |x y|
{|xy|<1} |x y|
(2.4)
6
C(n, s, p)kukpLp ()
Z Z
|u(x) u(y)|p
dx dy
|x y|n+sp
Z Z
|u(x) u(y)|p
dx dy
|x y|n+sp
and so
kukpW s,p ()
2 C(n, s, p) + 1 kukpLp () +
p
which gives the desired estimate, up to relabeling the constant C(n, p, s).
We will show in the forthcoming Proposition 2.2 that the result in
Proposition 2.1 holds also in the limit case, namely when s = 1, but for
this we have to take into account the regularity of (see Example 9.1).
As usual, for any k N and (0, 1], we say that is of class C k, if
there exists M > 0 such that for any x there exists a ball B = Br (x),
r > 0, and an isomorphism T : Q B such that
T C k, (Q), T 1 C k,(B), T (Q+ ) = B , T (Q0 ) = B
and kT kC k, (Q) + kT 1 kC k, (B) M,
where
Q := x = (x , xn ) Rn1 R : |x | < 1 and |xn | < 1 ,
Q+ := x = (x , xn ) Rn1 R : |x | < 1 and 0 < xn < 1
and Q0 := {x Q : xn = 0} .
Proposition 2.2. Let p [1, +) and s (0, 1). Let be an open set
in Rn of class C 0,1 with bounded boundary and u : R be a measurable
function. Then
kukW s,p () CkukW 1,p ()
(2.5)
for some suitable positive constant C = C(n, s, p) 1. In particular,
W 1,p () W s,p() .
Proof. Let u W 1,p (). Thanks to the regularity assumptions on the
domain , we can extend u to a function u : Rn R such that u
W 1,p (Rn ) and k
ukW 1,p (Rn ) CkukW 1,p () for a suitable constant C (see,
e.g., [49, Theorem 7.25]).
Now, using the change of variable z = y x and the Holder inequality,
we have
Z Z
|u(x) u(y)|p
dx dy
n+sp
{|xy|<1} |x y|
Z Z
|u(x) u(z + x)|p
dz dx
|z|n+sp
B1
Z Z
|u(x) u(z + x)|p
1
=
dz dx
p
n+(s1)p
|z|
|z|
B1
!p
Z 1
Z Z
|u(x + tz)|
dt dz dx
n
|z| p +s1
B1
0
Z Z Z 1
|
u(x + tz)|p
dt dz dx
|z|n+p(s1)
Rn B1 0
Z Z 1 k
ukpLp (Rn )
dt dz
|z|n+p(s1)
B1 0
C1 (n, s, p)k
ukpLp (Rn )
C2 (n, s, p)kukpW 1,p() .
Also, by (2.3),
Z Z
|u(x) u(y)|p
dx dy C(n, s, p)kukpLp () .
n+sp
{|xy|1} |x y|
8
(2.6)
(2.7)
y|
y|
n
n
n
R
R
R
for a suitable positive constant C2 depending5 only on n and p.
For the sake of simplicity, in the definition of the fractional Sobolev spaces and those
of the corresponding norms in (2.1) and (2.2) we avoided any normalization constant.
In view of (2.8) and (2.9), it is worthing notice that, in order to recover the classical
W 1,p and Lp spaces, one may consider to add a factor C(n, p, s) s(1 s) in front of
the double integral in (2.2).
||=m
p1
kD ukpW ,p() .
(2.11)
W s ,p () W s,p().
Proof. We write s = k + and s = k + , with k, k integers and ,
(0, 1). In the case k = k, we can use Proposition 2.1 in order to conclude
W k + ,p () W k ,p () W k+1,p() W k+,p () .
The proof is complete.
As in the classic case with s being an integer, any function in the
fractional Sobolev space W s,p (Rn ) can be approximated by a sequence of
smooth functions with compact support.
Theorem 2.4. For any s > 0, the space C0 (Rn ) of smooth functions with
compact support is dense in W s,p(Rn ).
A proof can be found in [1, Theorem 7.38].
Let W0s,p () denote the closure of C0 () in the norm kkW s,p () defined
in (2.11). Note that, in view of Theorem 2.4, we have
W0s,p(Rn ) = W s,p (Rn ) ,
(2.12)
Remark 2.5. For s < 0 and p (1, ), we can define W s,p () as the dual
space of W0s,q () where 1/p + 1/q = 1. Notice that, in this case, the space
W s,p() is actually a space of distributions on , since it is the dual of a
space having C0 () as density subset.
Finally, it is worth noticing that the fractional Sobolev spaces play an
important role in the trace theory. Precisely, for any p (1, +), assume
that the open set Rn is sufficiently smooth, then the space of traces T u
on of u in W 1,p () is characterized by kT uk 1 p1 ,p
< + (see [43]).
W
()
11
Remark 3.1. Due to the singularity of the kernel, the right hand-side of
(3.1) is not well defined in general. In the case s (0, 1/2) the integral in
(3.1) is not really singular near x. Indeed, for any u S , we have
Z
|u(x) u(y)|
dy
n+2s
Rn |x y|
Z
Z
1
|x y|
dy + kukL (Rn )
dy
C
n+2s
n+2s
C BR |x y|
BR |x y|
Z
Z
1
1
=C
dy +
dy
n+2s1
n+2s
BR |x y|
C BR |x y|
Z R
Z +
1
1
d +
d < +
=C
2s
||2s+1
R
0 ||
where C is a positive constant depending only on the dimension and on
the L norm of u.
Now, we show that one may write the singular integral in (3.1) as a
weighted second order differential quotient.
Lemma 3.2. Let s (0, 1) and let ()s be the fractional Laplacian
operator defined by (3.1). Then, for any u S ,
Z
1
u(x + y) + u(x y) 2u(x)
s
() u(x) = C(n, s)
dy, x Rn .
n+2s
2
|y|
n
R
(3.3)
Proof. The equivalence of the definitions in (3.1) and (3.3) immediately
follows by the standard changing variable formula.
Indeed, by choosing z = y x, we have
Z
u(y) u(x)
s
dy
() u(x) = C(n, s) P.V.
n+2s
Rn |x y|
Z
u(x + z) u(x)
= C(n, s) P.V.
dz.
|z|n+2s
Rn
(3.4)
,
|y|n+2s
|y|n+2s2
which is integrable near 0 (for any fixed s (0, 1)). Therefore, since u S ,
one can get rid of the P.V. and write (3.3).
H (R ) = u L (R ) :
(1 + || )|F u()| d < +
(3.7)
Rn
and we observe that the above definition, unlike the ones via the Gagliardo
norm in (2.2), is valid also for any real s 1.
We may also use an analogous definition for the case s < 0 by setting
Z
s
n
n
2 s
2
H (R ) = u S (R ) :
(1 + || ) |F u()| d < + ,
Rn
13
Rn .
(3.8)
Proof. In view of Lemma 3.2, we may use the definition via the weighted
second order differential quotient in (3.3). We denote by L u the integral
in (3.3), that is
Z
1
u(x + y) + u(x y) 2u(x)
L u(x) = C(n, s)
dy,
2
|y|n+2s
Rn
(3.9)
S() = ||2s,
(3.10)
B1 (x)
C B1 (y)|y|2n2s(1 + |x|n+1 )1 + Rn \B1 (y)|y|n2s L1 (R2n ).
14
Consequently, by the Fubini-Tonellis Theorem, we can exchange the integral in y with the Fourier transform in x. Thus, we apply the Fourier
transform in the variable x in (3.9) and we obtain
S()(F u)() = F (L u)
1
= C(n, s)
2
Rn
Z
1
eiy + eiy 2
= C(n, s)
dy(F u)()
2
|y|n+2s
Rn
Z
1 cos( y)
dy(F u)().
= C(n, s)
|y|n+2s
Rn
Hence, in order to obtain (3.10), it suffices to show that
Z
1 cos( y)
dy = C(n, s)1 ||2s .
n+2s
|y|
n
R
(3.11)
(3.12)
n+2s
n+2s
n2+2s
||
||
||
near = 0. Thus,
Z
Rn
1 cos 1
d is finite and positive.
||n+2s
(3.13)
(3.14)
1 cos(1 )
d by (3.2).
||n+2s
Rn
Hence, we deduce (3.12) and then the proof is complete.
where we recall that C(n, s)
is equal to
Proposition 3.4. Let s (0, 1). Then the fractional Sobolev space H s (Rn )
s (Rn ) defined in (3.7). In particular,
defined in Section 2 coincides with H
for any u H s (Rn )
Z
2
1
||2s |F u()|2 d.
[u]H s (Rn ) = 2C(n, s)
Rn
16
we get
Z Z
Rn
Rn
Z Z
|u(x) u(y)|2
|u(z + y) u(y)|2
dx
dy
=
dz dy
|x y|n+2s
|z|n+2s
Rn Rn
!
Z
Z
u(z + y) u(y) 2
dy dz
=
|z|n/2+s
Rn
Rn
Z
u(z + ) u()
2
=
2 n dz
n/2+s
|z|
n
R
L (R )
2
Z
u(z + ) u()
=
F
2 n dz,
n/2+s
|z|
n
R
L (R )
(3.15)
1
C(n, s)[u]2H s (Rn ) .
2
Remark 3.7. In the same way as the fractional Laplacian ()s is related
to the space
W s,2 as its
R
Euler-Lagrange equation or from the formula
2
s
kukW s,2 = u() u dx , a more general integral operator can be defined
that is related to the space W s,p for any p (see the recent paper [52]).
Armed with the definition of H s (Rn ) via the Fourier transform, we
can easily analyze the traces of the Sobolev functions (see the forthcoming Proposition 3.8). We will follow Sections 13, 15 and 16 in [91].
Let Rn be an open set with continuous boundary . Denote by
T the trace operator, namely the linear operator defined by the uniformly
continuous extension of the operator of restriction to for functions
in D(), that is the space of functions C0 (Rn ) restricted6 to .
Now, for any x = (x , xn ) Rn and for any u S (Rn ), we denote by
v S (Rn1 ) the restriction of u on the hyperplane xn = 0, that is
v(x ) = u(x , 0)
x Rn1 .
(3.16)
Then, we have
F v( ) =
F u( , n ) dn
Rn1 ,
(3.17)
Notice that we cannot simply take T as the restriction operator to the boundary,
since the restriction to a set of measure 0 (like the set ) is not defined for functions
which are not smooth enough.
18
where, for the sake of simplicity, we keep the same symbol F for both the
Fourier transform in n 1 and in n variables.
To check (3.17), we write
1
F v( ) =
=
(2)
n1
2
1
(2)
n1
2
Z
Z
ei x v(x ) dx
Rn1
ei x u(x , 0) dx .
(3.18)
Rn1
=
=
1
n
(2) 2
Z
1
(2)
n1
2
1
(2)
n1
2
Rn
Rn1
Rn1
i x
"
1
1
(2) 2
Z Z
R R
ei x u(x , 0) dx ,
2
|F v( )|
(1 + || ) |F u( , n )| dn
. (3.20)
2 s
R
R (1 + || )
p
Using the changing of variable formula by setting n = t 1 + | |2 , we have
Z
dn
=
(1 + ||2 )s
1 + | |2
1/2
(1 + | |2 )(1 + t2 )
1 s
= C(s) 1 + | |2 2 ,
R
s dt =
1 s
1 + | | 2
dt
(1 + t2 )s
(3.21)
dt
< + since s > 1/2.
2 s
R (1 + t )
Combining (3.20) with (3.21) and integrating in Rn1 , we obtain
Z
s 1
1 + | |2 2 |F v( )|2 d
Rn1
Z
Z
s
C(s)
1 + ||2 |F u( , n )|2 dn d ,
where C(s) :=
Rn1
that is (3.19).
Now, we will prove the surjectivity of the trace operator T . For this,
1
we show that for any v H s 2 (Rn1 ) the function u defined by
!
1
n
p
F u( , n ) = F v( ) p
,
(3.22)
1 + | |2
1 + | |2
with
C0 (R)
and
Indeed,
we integrate (3.22) with respect to n R, we substitute n =
p
t 1 + | |2 and we obtain
!
Z
Z
1
n
p
F u( , n ) dn =
F v( ) p
dn
1 + | |2
1 + | |2
R
R
Z
=
F v( ) (t) dt = F v( )
(3.23)
R
20
s
n
=
dn
1 + ||2 |F v( )|2 p
1 + | |2 1 + | |2
R
1
= C 1 + | |2 )s 2 |F v( )|2 ,
(3.24)
p
where we used again the changingZof variable formula with n = t 1 + | |2
s
and the constant C is given by
1 + t2 |(t)|2 dt. Finally, we obtain
R
Remark 3.9. We conclude this section by recalling that the fractional Laplacian ()s , which is a nonlocal operator on functions defined in Rn , may
be reduced to a local, possibly singular or degenerate, operator on functions sitting in the higher dimensional half-space Rn+1
= Rn (0, +).
+
We have
s
12s U
() u(x) = C lim t
(x, t) ,
t0
t
where the function U : Rn+1
R solves div(t12s U) = 0 in Rn+1
and
+
+
U(x, 0) = u(x) in Rn .
This approach was pointed out by Caffarelli and Silvestre in [19]; see, in
particular, Section 3.2 there, where was also given an equivalent definition
of the H s (Rn )-norm:
Z
Z
2s
2
|| |F u| d = C
|U|2 t12s dx dt.
Rn+1
+
Rn
21
Z
Rn
1 cos(1 )
d
||n+2s
1
d =
n+2s d d1
n+2s
n+2s
2
2
||
|1|
(1 + | | /|1| ) 2
R Rn1
Rn
Z Z
1 cos(1 )
1
=
n+2s d d1
1+2s
2
|
|
n1
2
1
(1 + | | )
R R
=
A(n, s) B(s)
s(1 s)
where
A(n, s) =
Rn1
1
(1 +
and7
B(s) = s(1 s)
| |2 )
n+2s
2
1 cos t
dt.
|t|1+2s
(4.1)
(4.2)
Proposition 4.1. For any n > 1, let A and B be defined by (4.1) and (4.2)
respectively. The following statements hold:
7
Of course, when n = 1 (4.1) reduces to A(n, s) = 1, so we will just consider the case
n > 1.
22
n2
d < +;
n
(1 + 2 ) 2 +1
n2
n d < +;
(1 + 2 ) 2
1
(iii) lim B(s) = ;
s1
2
(iv) lim+ B(s) = 1,
s0
Z
n2
1
n2
.
n d
(1 + 2 ) 2
(4.4)
d
=
n2
n+2s
n+2s d.
(1 + 2 ) 2
0
Rn1 (1 + | |2 ) 2
Now, observe that for any s (0, 1) and any 0, we have
n2
(1 + 2 )
n+2s
2
n2
n
(1 + 2 ) 2
and the function in the right hand-side of the above inequality belongs
to L1 ((0, +)) for any n > 1.
Then, the Dominated Convergence Theorem yields
Z +
n2
lim A(n, s) = n2
d
n
s1
(1 + 2 ) 2 +1
0
and
lim+ A(n, s) = n2
s0
23
n2
n d.
(1 + 2 ) 2
1 cos t
0
dt 4
1+2s
|t|1 |t|
1
t1+2s
dt =
2
s
and
Z
|t|<1
1 cos t
dt
|t|1+2s
|t|<1
t2
dt C
2|t|1+2s
|t|<1
2C
|t|3
dt =
,
1+2s
|t|
3 2s
s1
|t|<1
1 cos t
dt = lim s(1 s)
s1
|t|1+2s
|t|<1
t2
dt.
2|t|1+2s
Hence, we get
lim B(s) = lim s(1 s)
s1
s1
Z
1
12s
t
0
1
s(1 s)
= .
dt = lim
s1 2(1 s)
2
s0
|t|<1
1 cos t
dt = 0.
|t|1+2s
24
t1+2s (t + )1+2s dt
2k
Z 2k+
(t + )1+2s t1+2s
dt
=
t1+2s (t + )1+2s
2k
Z
Z 2k+
1
2s
=
(1 + 2s)(t + ) d dt
t1+2s (t + )1+2s
2k
0
Z 2k+
3(t + )2s
dt
t1+2s (t + )1+2s
2k
Z 2k+
3
dt
t(t + )
2k
Z 2k+
C
3
dt
t2
k2
2k
As a consequence,
Z
+ Z
Z 2
X 2(k+1) cos t
cos t
1
dt
dt +
dt
1+2s
t1+2s
t
t
1
k=1 2k
log(2) +
+
X
C
C,
2
k
k=1
cos
t
cos
t
1
=
dt
dt
dt
1+2s
1+2s
1+2s
|t|1 |t|
|t|1 |t|
|t|1 |t|
Z +
cos t
dt C
= 2
t1+2s
1
25
and then
lim+ s(1 s)
s0
|t|1
1 cos t
dt = lim+ s(1 s)
s0
|t|1+2s
|t|1
|t|1+2s
dt.
s0
s0
= lim+ 2s(1 s)
s0
= lim+
s0
1
|t|1+2s
|t|1
Z +
dt
t12s dt
2s(1 s)
= 1.
2s
Finally, (4.3) and (4.4) easily follow combining the previous estimates
and recalling that
s(1 s)
.
C(n, s) =
A(n, s)B(s)
The proof is complete.
Corollary 4.2. For any n > 1, let C(n, s) be defined by (3.2).
following statements hold:
(i) lim
C(n, s)
4n
;
=
s(1 s)
n1
(ii) lim+
C(n, s)
2
=
.
s(1 s)
n1
s1
s0
The
26
=
+2 d
n1 0
(1 + 2 ) 2
En+2 ( + 2).
(4.5)
=
n1
Then, we set
In(1)
:= En (n + 2) =
and
In(0)
:= En (n) =
(1)
In
In+2 = En+2 (n + 4) =
+
0
+
0
n2
d
n
(1 + 2 ) 2 +1
n2
n d.
(1 + 2 ) 2
(0)
n 1 (1)
n1
En (n + 2) =
I
n+2
n+2 n
(4.6)
n1
n 1 (0)
En (n) =
In .
n
n
(4.7)
and
(0)
In+2 = En+2 (n + 2) =
Now we claim that
In(1) =
n1
2nn2
(4.8)
In(0) =
n1
.
2n2
(4.9)
and
1
1
(1)
(1)
d = ,
I3 =
I2 =
5 d =
2
2
(1 + )
4
3
(1 + 2 ) 2
0
0
27
and
(0)
I2
d = ,
2
(1 + )
2
(0)
I3
(1 + 2 ) 2
d = 1.
Now, using (4.6) and (4.7), respectively, it is clear that in order to check
the inductive steps, it suffices to verify that
n+1
n 1 n1
=
.
n
n n2
(4.10)
We claim that the above formula plainly follows from a classical recursive
formula on n , that is
2
n =
n2 .
(4.11)
n1
To prove this, let us denote by n the Lebesgue measure of the ndimensional unit ball and let us fix the notation x = (
x, x ) Rn2 R2 .
By integrating on Rn2 and then using polar coordinates in R2 , we see
that
Z
Z
Z
n =
dx =
d
x dx
|x|2 1
= n2
|
x|2 1|x |2
|x |1
1 |x |2
|x |1
= 2n2
1 2
0
(n2)
2
(n2)
2
dx
d =
n1 d =
0
2n2
.
n
n1
.
n
(4.12)
(4.13)
2n3
,
n2
Finally, using (4.8), (4.9) and Proposition 4.1 we can conclude that
lim
C(n, s)
2
4n
=
=
(1)
s(1 s)
n1
n2 In
lim+
1
2
C(n, s)
,
=
=
(0)
s(1 s)
n1
n2 In
s1
and
s0
as desired8 .
Remark 4.3. It is worth noticing that when p = 2 we recover the constants
C1 and C2 in (2.8) and (2.9), respectively. In fact, in this case it is known
that
Z
n Z
1
1 X
n1
2
|1 | d() =
|i |2 d() =
C1 =
2 S n1
2n i=1 S n1
2n
and C2 = n1 (see [11] and [66]). Then, by Proposition 3.15 and Corollary 4.2 it follows that
Z Z
|u(x) u(y)|2
dx dy
lim (1 s)
s1
|x y|n+2s
Rn Rn
= lim 2(1 s)C(n, s)1 k||sF uk2L2 (Rn )
s1
n1
kuk2L2 (Rn )
2n
= C1 kuk2H 1 (Rn )
and
lim+ s
s0
Rn
Rn
|u(x) u(y)|2
dx dy =
|x y|n+2s
s0+
= n1 kuk2L2 (Rn )
= C2 kuk2L2 (Rn ) .
8
29
We will conclude this section with the following proposition that one
could plainly deduce from Proposition 3.3. We prefer to provide a direct proof, based on Lemma 3.2, in order to show the consistency in the
definition of the constant C(n, s).
Proposition 4.4. Let n > 1. For any u C0 (Rn ) the following statements
hold:
(i) lims0+ ()s u = u;
(ii) lims1 ()s u = u.
Proof. Fix x Rn , R0 > 0 such that supp u BR0 and set R = R0 +|x|+1.
First,
Z
Z
|y|2
u(x
+
y)
+
u(x
y)
2u(x)
2 (Rn )
kuk
dy
dy
C
n+2s
|y|n+2s
BR |y|
BR
Z R
1
d
n1 kukC 2 (Rn )
2s1
0
=
(4.14)
n+2s
n+2s
2 Rn \BR
|y|
Rn \BR |y|
Z +
1
d
= n1u(x)
2s+1
R
n1R2s
=
u(x).
(4.15)
2s
Now, by (4.14) and Corollary 4.2, we have
Z
u(x + y) + u(x y) 2u(x)
C(n, s)
dy = 0
lim+
s0
2
|y|n+2s
BR
30
lim+
s0
where the last identities follow from (4.15) and again Corollary 4.2. This
proves (i).
Similarly, we can prove (ii). In this case, when s goes to 1, we have no
contribution outside the unit ball, as the following estimate shows
Z
u(x
+
y)
+
u(x
y)
2u(x)
dy
n
n+2s
|y|
R \B1
Z
1
4kukL (Rn )
dy
n+2s
Rn \B1 |y|
Z +
1
d
4n1 kukL (Rn )
2s+1
1
2n1
=
kukL (Rn ) .
s
As a consequence (recalling Corollary 4.2), we get
Z
C(n, s)
u(x + y) + u(x y) 2u(x)
lim
dy = 0.
s1
2
|y|n+2s
Rn \B1
On the other hand, we have
Z
u(x + y) + u(x y) 2u(x) D 2 u(x)y y
dy
|y|n+2s
B1
Z
kukC 3 (Rn )
(4.16)
|y|3
dy
n+2s
B1 |y|
Z 1
1
d
n1 kukC 3 (Rn )
2s2
0
=
31
n1 kukC 3 (Rn )
3 2s
B1
B1
ij2 u(x)
yi yj d
y,
(4.18)
B1
u(x)
dy
=
u(x)
dy
ii
ii
n+2s
n+2s
n+2s
B1 |y|
B1 |y|
B1 |y|
Z
n Z
yj2
ii2 u(x) X
ii2 u(x)
|y|2
=
dy
=
dy
n+2s
n
|y|n+2s
n
B1 |y|
j=1 B1
=
ii2 u(x) n1
.
2n(1 s)
(4.19)
Finally, combining (4.16), (4.17), (4.18), (4.19), Lemma 3.2 and Corollary 4.2, we can conclude
Z
C(n, s)
u(x + y) + u(x y) 2u(x)
s
lim () u = lim
dy
s1
s1
2
|y|n+2s
B1
Z
D 2 u(x)y y
C(n, s)
dy
= lim
s1
2
|y|n+2s
B1
n Z
C(n, s) X
ii2 u(x)yi2
= lim
dy
s1
2
|y|n+2s
i=1 B1
n
C(n, s)n1 X 2
u(x) = u(x).
= lim
s1
4n(1 s) i=1 ii
32
While revising this paper, we were informed that an answer to this question has
been given by Zhou, by analyzing the link between extension domains in W s,p and the
measure density condition (see [102]).
33
Rn \ |x y|
where the first term in the right hand-side of (5.2) is finite since u
W s,p(). Furthermore, for any y Rn \ K,
1
K (x)|u(x)|p
|u(x)|p
=
K (x)|u(x)|p sup
n+sp
n+sp
n+sp
|x y|
|x y|
xK |x y|
and so
Z Z
Rn \
|u(x)|p
dy
|x y|n+sp
dx
Rn \
1
dy kukpLp () . (5.3)
dist(y, K)n+sp
Note that the integral in (5.3) is finite since dist(, K) > 0 and
n + sp > n. Combining (5.2) with (5.3), we get
k
ukW s,p (Rn ) CkukW s,p ()
where C = C(n, s, p, K).
Lemma 5.2. Let be an open set in Rn , symmetric with respect to
the coordinate xn , and consider the sets + = {x : xn > 0} and
= {x : xn 0}. Let u be a function in W s,p (+ ), with s (0, 1)
and p [1, +). Define
(
u(x , xn )
xn 0 ,
(5.4)
u(x) =
u(x , xn ) xn < 0 .
Then u belongs to W s,p () and
k
ukW s,p () 4kukW s,p(+ ) .
34
dx dy
|x y|n+sp
|x y|n+sp
|xy|1
Z Z
|u(x)|p
dx dy
+
n+sp
|xy|1 |x y|
p
Ckuk
Lp () ,
(5.8)
j=1
36
u=
k
X
j u .
j=0
kg
0 ukW s,p (Rn ) C k0 ukW s,p () C kukW s,p () ,
(5.9)
where C = C(n, s, p, ) (possibly different step by step, see Lemma 5.1 and
Lemma 5.3).
For any j {1, ..., k}, let us consider u|Bj and set
vj (y) := u (Tj (y))
for any y Q+ ,
T
(y)|
Bj Bj
j
j
Z
Z
|u(x) u(y)|p
C
dx dy,
(5.10)
n+sp
Bj Bj |x y|
37
where (5.10) follows from the fact that Tj is bi-Lipschitz. Moreover, using
Lemma 5.2 we can extend vj to all Q so that the extension vj belongs to
W s,p(Q) and
k
vj kW s,p (Q) 4kvj kW s,p (Q+ ) .
We set
wj (x) := vj Tj1 (x)
for any x Bj .
k]
j wj kW s,p (Rn ) Ckj wj kW s,p (Bj ) C kwj kW s,p (Bj )
Ck
vj kW s,p (Q) Ckvj kW s,p (Q+ )
CkukW s,p (Bj ) ,
(5.11)
k
X
]
j wj
j=1
n+
38
Proof. The proof follows directly by Theorem 2.4 and Theorem 5.4.
y|
CE
for a suitable constant C = C(n, p, s) > 0.
Proof. We set
:=
and then it follows
|E|
n
n1
Therefore,
Z
CE
dy
=
|x y|n+sp
=
=
Z
dy
dy
+
n+sp
n+sp
(C E)B (x) |x y|
(C E)C B (x) |x y|
Z
Z
dy
dy
+
n+sp
n+sp
(C E)B (x)
(C E)C B (x) |x y|
Z
|(C E) B (x)|
dy
+
n+sp
n+sp
(C E)C B (x) |x y|
Z
|E C B (x)|
dy
+
n+sp
n+sp
(C E)C B (x) |x y|
Z
Z
dy
dy
+
n+sp
n+sp
EC B (x) |x y|
(C E)C B (x) |x y|
Z
dy
.
n+sp
C B (x) |x y|
(nsp)/n
ak
Tk C
kZ
sp/n
ak+1 ak
(6.1)
T k,
kZ
ak 6=0
kZ
ak 6=0
40
(6.2)
kZ
ak 6=0
Therefore, we may use the Holder inequality with exponents := n/sp and
:= n/(n sp) by arguing as follows.
1 X (nsp)/n k X (nsp)/n k
ak+1
T
a
T =
T kZ k
kZ
X (nsp)/n
=
ak+1
Tk
kZ
ak 6=0
X sp/(n)
1/ sp/(n) k/
ak
T k/ ak+1 ak
T
kZ
ak 6=0
X sp/(n)
k/
ak
T
kZ
(nsp)/n
ak
kZ
Tk
!1/
!sp/n
1/
X 1/ sp/(n) k/
ak+1 ak
T
kZ
ak 6=0
(nsp)/n
X
sp/n k
ak+1 ak
T
kZ
ak 6=0
We use the above tools to deal with the measure theoretic properties
of the level sets of the functions (see [84, Lemma 6]).
Lemma 6.3. Let s (0, 1) and p [1, +) such that sp < n. Let
f L (Rn ) be compactly supported.
For any k Z let
Then,
Rn
Rn
ak := {|f | > 2k }.
X
|f (x) f (y)|p
sp/n pk
dx
dy
C
ak+1 ak
2 ,
|x y|n+sp
kZ
ak 6=0
41
(6.3)
(6.4)
(6.6)
We define
Dk := Ak \ Ak+1 = {2k < f 2k+1 }
and
dk := |Dk |.
Notice that
dk and ak are bounded and they become zero when k is large enough,
(6.7)
thanks to (6.3). Also, we observe that the Dk s are disjoint, that
[
D = C Ak+1
(6.8)
Z
k
and that
D = Ak .
(6.9)
Z
k
(6.10)
Z
k
and so
dk = ak
Z
k+1
42
d .
(6.11)
sp/n
sp/n
iZ
ai1 6=0
X X
iZ
Z
i+1
sp/n
a
d 6=0
i1
sp/n
2pi ai1 d
Z
i+1
a1 6=0
X X
sp/n
2pi ai1 d
iZ
Z
a1 6=0 i1
X X
sp/n
2pi a1 d
Z
iZ
a1 6=0 i1
+
X X
Z
a1 6=0
sp/n
k=0
Dj
|x
y|n+sp
dy 2
p(i1)
X Z
jZ
ji2
= 2
p(i1)
C Ai1
43
Dj
dy
|x y|n+sp
dy
.
|x y|n+sp
This and Lemma 6.1 imply that, for any i Z and any x Di , we have
that
X Z |f (x) f (y)|p
sp/n
dy co 2pi ai1 ,
n+sp
|x
y|
Dj
jZ
ji2
y|
Di Dj
jZ
(6.15)
ji2
Z
X
X
|f (x) f (y)|p
pi sp/n
sp/n
dx
dy
c
2
a
a
2pi ai1 d .
o
i
i1
n+sp
|x
y|
Di Dj
jZ
Z
ji2
i+1
(6.16)
(6.17)
y|
D
D
i
j
iZ
jZ
ai1 6=0 ji2
X X
X pi sp/n
sp/n
2pi ai1 d
2 ai1 ai
co
iZ
ai1 6=0
iZ
Z
ai1 6=0 i+1
X pi sp/n
2 ai1 ai S
co
iZ
ai1 6=0
co
iZ
ai1 6=0
sp/n
2pi ai1 ai
X XZ
iZ
jZ
ai1 6=0 ji2
44
|f (x) f (y)|p
dx dy.
n+sp
Di Dj |x y|
That is, by taking the last term to the left hand side,
X XZ
X
|f (x) f (y)|p
sp/n
dx
dy
c
2pi ai1 ai ,
o
n+sp
|x y|
Di Dj
iZ
jZ
iZ
ai1 6=0 ji2
(6.18)
ai1 6=0
y|
D
D
i
j
i,jZ
XZ
|f (x) f (y)|p
2
dx dy
|x y|n+sp
Di Dj
i,jZ
j<i
X X Z
iZ
jZ
ai1 6=0 ji2
Di Dj
|f (x) f (y)|p
dx dy.
|x y|n+sp
(6.19)
Then, the desired result plainly follows from (6.18) and (6.19).
Lemma 6.4. Let q [1, ). Let f : Rn R be a measurable function.
For any N N, let
fN (x) := max min{f (x), N}, N x Rn .
(6.20)
Then
N +
N +
Z
Rn
|f |qN
q1
Z
|f |q
Rn
q1
= kf kLq (Rn ) .
The reverse inequality easily follows by the fact that |f |N (x) |f (x)| for
any x Rn .
45
Taking into account the previous lemmas, we are able to give an elementary proof of the Sobolev-type inequality stated in the following theorem.
Theorem 6.5. Let s (0, 1) and p [1, +) such that sp < n. Then
there exists a positive constant C = C(n, p, s) such that, for any measurable
and compactly supported function f : Rn R, we have
Z Z
|f (x) f (y)|p
p
kf kLp (Rn ) C
dx dy.
(6.21)
|x y|n+sp
Rn Rn
where p = p (n, s) is the so-called fractional critical exponent and it is
equal to np/(n sp).
Consequently, the space W s,p (Rn ) is continuously embedded in Lq (Rn )
for any q [p, p ].
Proof. First, we note that if the right hand side of (6.21) is unbounded
then the claim in the theorem plainly follows. Thus, we may suppose that
f is such that
Z Z
|f (x) f (y)|p
dx dy < +.
(6.22)
|x y|n+sp
Rn Rn
Moreover, we can suppose, without loss of generality, that
f L (Rn ).
(6.23)
Indeed, if (6.22) holds for bounded functions, then it holds also for the
function fN , obtained by any (possibly unbounded) f by cutting at levels
N and +N (see (6.20)). Therefore, by Lemma 6.4 and the fact that (6.22)
together with the Dominated Convergence Theorem imply
Z Z
Z Z
|f (x) f (y)|p
|fN (x) fN (y)|p
dx
dy
=
dx dy,
lim
N + Rn Rn
|x y|n+sp
|x y|n+sp
Rn Rn
we obtain estimate (6.21) for the function f .
Now, take ak and Ak defined by (6.4) and (6.5), respectively. We have
XZ
XZ
p
p
kf kLp (Rn ) =
|f (x)| dx
(2k+1 )p dx
kZ
Ak \Ak+1
kZ
2(k+1)p ak .
kZ
46
Ak \Ak+1
That is,
kf kpLp (Rn )
kZ
kp
ak
!p/p
(6.24)
(6.25)
kZ
kZ
ak 6=0
(6.26)
(6.27)
(6.28)
(6.29)
(6.30)
for any q [p, ); i.e., the space W s,p (Rn ) is continuously embedded in
Lq (Rn ) for any q [p, ).
Theorem 6.10. Let s (0, 1) and p [1, +) such that sp = n. Let
Rn be an extension domain for W s,p. Then there exists a positive
constant C = C(n, p, s, ) such that, for any f W s,p(), we have
kf kLq () Ckf kW s,p () ,
(6.31)
Proof. We want to show that T is totally bounded in Lq (), i.e., for any
(0, 1) there exist 1 , . . . , M Lq () such that for any f T there
exists j {1, . . . , M} such that
kf j kLq () .
49
(7.1)
f T
= :=
1
q
2Co n
n+sp
2p
!1s
Z Z
Q
|f(x) f(y)|p
dx dy,
|x y|n+sp
n
q
= :=
,
2
and
N
[
Qj .
j=1
(7.2)
1
|Qj(x) |
f(y) dy.
Qj(x)
Notice that
P (f + g) = P (f ) + P (g)
for any f, g T
To be precise, for this one needs to take (0, 1) arbitrarily small and such that
the ration between the side of Q and is integer.
50
kvkq :=
|vj |q
j=1
!1q
, for any v RN .
N Z
X
j=1
n
|P (f )(x)|q dx
Qj
N
X
|qj (f )|
kR(f )kqq
j=1
kR(f )kqq
.
n
(7.3)
N
X
n |qj (f )|q =
j=1
N Z
X
j=1
Qj
q
N Z
X
f (y) dy
Qj
n(q1) j=1
Z
q
|f(y)| dy =
|f(y)|q dy = kfkqLq (Q) .
Q
In particular,
sup kR(f )kqq Co ,
f T
that is, the set R(T ) is bounded in RN (with respect to the q-norm of
RN as well as to any equivalent norm of RN ) and so, since it is finite
dimensional, it is totally bounded. Therefore, there exist b1 , . . . , bM RN
such that
M
[
R(T )
B (bi ),
(7.4)
i=1
and so qj (i ) =
(7.5)
bi,j ; thus
R(i ) = bi .
(7.6)
P (f )kqLq ()
N Z
X
j=1
|f (x) P (f )(x)|q dx
Qj
q
Z
1
=
f (y) dy dx
f (x)
|Qj | Qj
j=1 Qj
q
Z
N Z
X
1
(y) dy dx
f
(x)
f
=
|Qj |q Qj
j=1 Qj
"Z
#q
N Z
1 X
|f (x) f(y)| dy dx.
nq
j=1 Qj Qj
N Z
X
(7.7)
Qj
=
nq/p
1
nq/p
n(
"Z
Qj
n(
n+sp
2
q
p
f (x) f(y)p dy
n+sp
2
) sq
q
p
)
"Z
52
q
(n+sp)
p
"Z
Qj
# pq
|f (x) f(y)|p
dy
|x y|n+sp
|f (x) f(y)|p
dy
|x y|n+sp
# pq
# pq
(7.8)
P (f )kqLq ()
n(
n+sp
2
q
p
) sq
Z "Z
Q
n(
n+sp
2
q
p
) sq
"Z Z
Q
# pq
|f(x) f(y)|p
dy
|x y|n+sp
|f(x) f(y)|p
dy dx
|x y|n+sp
dx
# pq
(7.9)
n+sp q
q
Co n( 2 ) p sq = q .
2
+
.
(7.10)
2
n/q
Now, given any f T , we recall (7.4) and (7.6) and we take j
{1, . . . , M} such that R(f ) B (bj ). Then, (7.5) and (7.10) give that
kf j kLq ()
kR(f ) bj kq
+ n/q = .
n/q
2
(7.11)
Z
|f j | |f j |
q(1)
Z
1/q
dx
/p Z
(1)/p
p
|f j | dx
|f j | dx
p
= kf j k1
Lp () kf j kLp ()
Ckf j k1
W s,p () kf j kLp () C ,
where the last inequalities comes directly from (7.11) and the continuos
embedding (see Theorem 6.7).
Remark 7.3. As well known in the classical case s = 1 (and, more generally,
when s is an integer), also in the fractional case the lack of compactness
for the critical embedding (q = p ) is not surprising, because of translation
and dilation invariance (see [76] for various results in this direction, for any
0 < s < n/2).
Notice that the regularity assumption on in Theorem 7.1 and Corollary 7.2 cannot be dropped (see Example 9.2 in Section 9).
8. H
older regularity
In this section we will show certain regularity properties for functions
in W s,p () when sp > n and is an extension domain for W s,p with no
external cusps. For instance, one may take any Lipschitz domain (recall
Theorem 5.4).
The main result is stated in the forthcoming Theorem 8.2. First, we
need a simple technical lemma, whose proof can be found in [46] (for
instance).
54
Lemma 8.1. ([46, Lemma 2.2]). Let p [1, +) and sp (n, n + p].
Let Rn be a domain with no external cusps and f be a function in
W s,p(). Then, for any x0 and R, R , with 0 < R < R < diam(), we
have
|hf iBR (x0 ) hf iBR (x0 ) | c [f ]p,sp |BR (x0 ) |(spn)/np
(8.1)
where
[f ]p,sp :=
sup
x0 >0
and
hf iB (x0 )
sp
!p1
|f (x) hf iB (x0 ) |p dx
B (x0 )
1
:=
|B (x0 ) |
f (x)dx.
B (x0 )
hf iU :=
f(x) dx.
|U| U
55
(2r)n+sp
|Br (xo )|
that implies
n+sp
Br (xo )
sp
Br (xo )
|B1 |
|f(x) f(y)|p
dx dy
|x y|n+sp
(8.3)
(8.4)
We can estimate the first and the third term of right hand-side of the
above inequality using Lemma 8.1. Indeed, getting the limit in (8.1) as
R 0 and writing 2R instead of R, for any x we get
|hfiB2R (x) f (x)| c [f ]p,sp|B2R (x)|(spn)/np C[f ]p,sp R(spn)/p
(8.5)
B2R (x)
B2R (y)
Furthermore, since BR (x) BR (y) B2R (x) B2R (y) , we have
|BR (x)| |B2R (x) B2R (y)| and |BR (y)| |B2R (x) B2R (y)|
and so
|hfiB2R (x) hfiB2R (y) |
1
|BR (x)|
1
+
|BR (y)|
57
B2R (x)
|BR (x)|
B2R (x)
|B2R (x)|(p1)/p
(2R)s [f ]p,sp
|BR (x)|
C [f ]p,sp R(spn)/p .
(8.6)
Analogously, we obtain
Z
1
|f(z) hfiB2R (y) | dz C [f ]p,sp R(spn)/p .
|BR (y)| B2R (y)
(8.7)
(8.8)
|f (x) f (y)|
|x y|
x,y
x6=y
C kf kLp () + [f ]p,sp
=
kf kL () + sup
Ckf kW s,p () .
for a suitable positive constant C.
58
(8.9)
Remark 8.3. The estimate in (8.3) says that f belongs to the Campanato
space L p,, with := sp, (see [22] and, e.g., [46, Definition 2.4]). Then,
the conclusion in the proof of Theorem 8.2 is actually an application of the
Campanato Isomorphism (see, for instance, [46, Theorem 2.9]).
Just for a matter of curiosity, we observe that, according to the definition (2.1), the fractional Sobolev space W s, () could be view as the
space of functions
|u(x) u(y)|
u L () :
L ( ) ,
|x y|s
but this space just boils down to C 0,s (), that is consistent with the
Holder embedding proved in this section; i.e., taking formally p =
in Theorem 8.2, the function u belongs to C 0,s ().
9. Some counterexamples in non-Lipschitz domains
When the domain is not Lipschitz, some interesting things happen,
as next examples show.
Example 9.1. Let s (0, 1). We will construct a function u in W 1,p () that
does not belong to W s,p (), providing a counterexample to Proposition 2.2
when the domain is not Lipschitz.
Take any
p (1/s, +).
Due to (9.1), we can fix
>
p+1
.
sp 1
(9.1)
(9.2)
59
We define the function u(x) := (x)(x) and the heart-shaped domain := (R2 \ C) B1 , with B1 being the unit ball centered in the
origin. Then, u W 1,p () \ W s,p().
To check this, we observe that
x1 = (2)1 x1 2 = (2)1 x1 (x21 + x22 ) =
and, in the same way,
x2 =
x1
x2
.
Accordingly,
1 = x1 x1 = x1 ( cos ) = x1 cos sin x1 =
= 1
x21
x2 x1
2
x22
x2 x1 .
2
That is
x1 =
x2
.
2
By exchanging the roles of x1 and x2 (with some care on the sign of the
derivatives of the trigonometric functions), one also obtains
x2 =
x1
.
2
Therefore,
x1 u = 1 (x1 x2 ) and x2 u = 1 (x2 + x1 )
and so
|u|2 = 2 + 1 2 + 1.
This shows that u W 1,p ().
On the other hand, let us fix r (0, 1), to be taken arbitrarily small
at the end, and let us define r0 := r and, for any j N, rj+1 := rj rj .
By induction, one sees that rj is strictly decreasing, that rj > 0 and
so rj (0, r) (0, 1). Accordingly, we can define
:= lim rj [0, 1].
j+
60
By construction
= lim rj+1 = lim rj rj = ,
j+
j+
hence = 0. As a consequence,
+
X
rj
j=0
lim
N +
N
X
rj
j=0
lim
N +
lim r0 rN +1 = r.
N
X
rj rj+1
j=0
(9.3)
N +
We define
Dj :=
(x, y) R2 R2 s.t. x1 , y1 (rj , rj+1 ),
x2 (|x1 | , 2|x1 | ) and y2 (|y1 | , 2|y1| ) .
We observe that
(x, y) R2 R2 s.t. x1 , y1 (r, 0),
x2 (|x1 | , 2|x1 | ) and y2 (|y1 | , 2|y1| )
+
[
Dj ,
j=0
rj
,
2
and
|x2 y2 | |x2 | + |y2 | 2|x1 | + 2|y1| 2+2|x1 | .
61
As a consequence, if (x, y) Dj ,
|x y| 2+3 |x1 | .
Notice also that, when (x, y) Dj , we have (x) /2 and (y) /2,
so
(x)
|x1 |
u(x) u(y) u(x)
.
2
2
As a consequence, for any (x, y) Dj ,
|u(x) u(y)|p
c|x1 |p(2+sp),
2+sp
|x y|
for some c > 0. Therefore,
ZZ
ZZ
|u(x) u(y)|p
dx dy
c|x1 |p(2+sp) dx dy
2+sp
|x
y|
Dj
Dj
Z rj+1
Z rj+1
Z 2|x1 |
Z |y1 |
=c
dx1
dy1
dx2
dy2|x1 |p(2+sp)
rj
rj+1
=c
rj
rj+1
dx1
rj
c2
c 2
=
|x1 |
2|y1 |
rj
rj+1
dx1
rj
rj+1
rj+1
rj
rj+1
dx1
rj
psp+2
c 2 rj
rj
= c 2 rj ,
with
:= (sp 1) p > 1,
(9.4)
thanks to (9.2).
In particular,
ZZ
Dj
|u(x) u(y)|p
dx dy c 2 r rj
|x y|2+sp
dx dy c 2 r 1 .
2+sp
2+sp
|x
y|
|x
y|
Dj
j=0
62
Bn
y|
|x
y|
\Bn Bn
XZ Z
a4
n
1
= 2
dx dy. (9.5)
|x
y|2+2s
k6=n Bk Bn
63
|an ak |
.
2
2
dx dy
2+2s
|x
y|
|a
ak |2+2s
n
Bk Bn
Bk Bn
a4k
2+2s 2
= 2
.
|an ak |2+2s
Also, if m j + 1 we have
aj am aj aj+1
1
1
1
= j j+1 = j
C
C
C
1
1
C
aj
.
2
3+2s
25+4s
6+4s
X
a4k
a4k
+
(ak an )2+2s k>n (an ak )2+2s
k<n
!
X a4
X a4
k
k
2+2s +
2+2s
a
a
k<n k
k>n n
a22s
k
= 2
6+4s
X
k6=n
k6=n
64
1
C 22s
k
(9.6)
(9.7)
< +.
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