Sobolev space

2025-07-09T01:35:00Z

2601:204:F181:9410:6153:6620:DA52:EFB3: /* One-dimensional case */ Added comma

{{Short description|Vector space of functions in mathematics}}
{{More footnotes needed|date=March 2025}}
In [[mathematics]], a '''Sobolev space''' is a [[vector space]] of functions equipped with a [[normed space|norm]] that is a combination of [[Lp norm|''Lp''-norms]] of the function together with its derivatives up to a given order. The derivatives are understood in a suitable [[weak derivative|weak sense]] to make the space [[Complete metric space|complete]], i.e. a [[Banach space]]. Intuitively, a Sobolev space is a space of functions possessing sufficiently many derivatives for some application domain, such as [[partial differential equation]]s, and equipped with a norm that measures both the size and regularity of a function.

Sobolev spaces are named after the Russian [[mathematician]] [[Sergei Lvovich Sobolev|Sergei Sobolev]]. Their importance comes from the fact that [[Weak solution|weak solutions]] of some important partial differential equations exist in appropriate Sobolev spaces, even when there are no strong solutions in spaces of [[continuous function]]s with the [[derivative]]s understood in the classical sense.

==Motivation==

In this section and throughout the article <math>\Omega</math> is an [[open subset]] of <math>\R^n.</math>

There are many criteria for smoothness of [[mathematical function]]s. The most basic criterion may be that of [[continuous function|continuity]]. A stronger notion of smoothness is that of [[differentiability]] (because functions that are differentiable are also continuous) and a yet stronger notion of smoothness is that the derivative also be continuous (these functions are said to be of class <math>C^1</math> — see [[Differentiability classes]]). Differentiable functions are important in many areas, and in particular for [[differential equation]]s. In the twentieth century, however, it was observed that the space <math>C^1</math> (or <math>C^2</math>, etc.) was not exactly the right space to study solutions of differential equations. The Sobolev spaces are the modern replacement for these spaces in which to look for solutions of partial differential equations.

Quantities or properties of the underlying model of the differential equation are usually expressed in terms of integral norms. A typical example is measuring the energy of a temperature or velocity distribution by an <math>L^2</math>-norm. It is therefore important to develop a tool for differentiating [[Lp space|Lebesgue space]] functions.

The [[integration by parts]] formula yields that for every <math>u\in C^k(\Omega)</math>, where <math>k</math> is a [[natural number]], and for all infinitely differentiable functions with [[compact support]] <math>\varphi \in C_c^{\infty}(\Omega),</math>

:<math> \int_\Omega u\,D^{\alpha\!}\varphi\,dx=(-1)^{|\alpha|}\int_\Omega \varphi\, D^{\alpha\!} u\,dx,</math>

where <math>\alpha = (\alpha_{1}, ..., \alpha_{n})</math> is a [[multi-index]] of order <math>|\alpha|=k</math> and we are using the notation:

:<math>D^{\alpha\!}f = \frac{\partial^{| \alpha |}\! f}{\partial x_{1}^{\alpha_{1}} \dots \partial x_{n}^{\alpha_{n}}}.</math>

The left-hand side of this equation still makes sense if we assume <math>u</math> to be only [[locally integrable]]. If there exists a locally integrable function <math>v</math>, such that

:<math> \int_\Omega u\,D^{\alpha\!}\varphi\;dx=(-1)^{|\alpha|}\int_\Omega \varphi \,v \;dx \qquad\text{for all }\varphi\in C_c^\infty(\Omega),</math>

then we call <math>v</math> the [[weak derivative|weak <math>\alpha</math>-th partial derivative]] of <math>u</math>. If there exists a weak <math>\alpha</math>-th partial derivative of <math>u</math>, then it is uniquely defined [[almost everywhere]], and thus it is uniquely determined as an element of a [[Lp space|Lebesgue space]]. On the other hand, if <math>u\in C^k(\Omega)</math>, then the classical and the weak derivative coincide. Thus, if <math>v</math> is a weak <math>\alpha</math>-th partial derivative of <math>u</math>, we may denote it by <math>D^\alpha u := v</math>.

For example, the function

:<math>u(x)=\begin{cases}
1+x & -1<x<0 \\
10 & x=0\\
1-x & 0<x<1\\
0 & \text{else}
\end{cases}</math>

is not continuous at zero, and not differentiable at −1, 0, or 1. Yet the function

:<math>v(x)=\begin{cases}
1 & -1<x<0 \\
-1 & 0<x<1\\
0 & \text{else}
\end{cases}</math>

satisfies the definition for being the weak derivative of <math>u(x),</math> which then qualifies as being in the Sobolev space <math>W^{1,p}</math> (for any allowed <math>p</math>, see definition below).

The Sobolev spaces <math>W^{k,p}(\Omega)</math> combine the concepts of weak differentiability and [[Lp norm|Lebesgue norms]].

==Sobolev spaces with integer ''k''==

===One-dimensional case===
In the one-dimensional case the Sobolev space <math>W^{k,p}(\R)</math> for <math>1 \le p \le \infty</math> is defined as the subset of functions <math>f</math> in [[Lp space|<math>L^p(\R)</math>]] such that <math>f</math> and its [[weak derivative]]s up to order <math>k</math> have a finite [[Lp norm|{{math|''Lp''}} norm]]. As mentioned above, some care must be taken to define derivatives in the proper sense. In the one-dimensional problem it is enough to assume that the <math>(k{-}1)</math>-th derivative <math>f^{(k-1)}</math> is differentiable almost everywhere and is equal almost everywhere to the [[Lebesgue integration|Lebesgue integral]] of its derivative (this excludes irrelevant examples such as [[Cantor function|Cantor's function]]).

With this definition, the Sobolev spaces admit a natural [[Normed vector space|norm]],

:<math>\|f\|_{k,p} = \left (\sum_{i=0}^k \left \|f^{(i)} \right \|_p^p \right)^{\frac{1}{p}} = \left (\sum_{i=0}^k \int \left |f^{(i)}(t) \right |^p\,dt \right )^{\frac{1}{p}}.</math>

One can extend this to the case <math> p = \infty </math>, with the norm then defined using the [[Essential supremum and essential infimum|essential supremum]] by

:<math>\|f\|_{k,\infty} = \max_{i=0,\ldots,k} \left \|f^{(i)} \right \|_\infty = \max_{i=0,\ldots,k} \left(\text{ess}\, \sup_t \left |f^{(i)}(t) \right |\right).</math>

Equipped with the norm <math>\|\cdot\|_{k,p}, W^{k,p}</math> becomes a [[Banach space]]. It turns out that it is enough to take only the first and last in the sequence, i.e., the norm defined by

:<math>\left \|f^{(k)} \right \|_p + \|f\|_p</math>

is equivalent to the norm above (i.e., the [[Normed vector space#Topological structure|induced topologies]] of the norms are the same).

====The case {{math|''p'' {{=}} 2}}====
Sobolev spaces with {{math|''p'' {{=}} 2}} are especially important because of their connection with [[Fourier series]] and because they form a [[Hilbert space]]. A special notation has arisen to cover this case, since the space is a Hilbert space:

:<math>H^k = W^{k,2}.</math>

The space <math>H^k</math> can be defined naturally in terms of [[Fourier series]] whose coefficients decay sufficiently rapidly, namely,

:<math>H^k(\mathbb{T}) = \Big \{ f\in L^2(\mathbb{T}) : \sum_{n=-\infty}^\infty \left (1+n^2 + n^4 + \dots + n^{2k} \right ) \left |\widehat{f}(n) \right |^2 < \infty \Big \},</math>

where <math>\widehat{f}</math> is the Fourier series of <math>f,</math> and <math>\mathbb{T}</math> denotes the 1-torus. As above, one can use the equivalent norm

:<math>\|f\|^2_{k,2}=\sum_{n=-\infty}^\infty \left (1 + |n|^{2} \right )^k \left |\widehat{f}(n) \right |^2.</math>

Both representations follow easily from [[Parseval's theorem]] and the fact that differentiation is equivalent to multiplying the Fourier coefficient by <math>in</math>.

Furthermore, the space <math>H^k</math> admits an [[inner product space|inner product]], like the space <math>H^0 = L^2.</math> In fact, the <math>H^k</math> inner product is defined in terms of the <math>L^2</math> inner product:

:<math>\langle u,v\rangle_{H^k} = \sum_{i=0}^k \left \langle D^i u,D^i v \right \rangle_{L^2}.</math>

The space <math>H^k</math> becomes a Hilbert space with this inner product.

====Other examples====
In one dimension, some other Sobolev spaces permit a simpler description. For example, <math>W^{1,1}(0,1)</math> is the space of [[absolute continuity|absolutely continuous functions]] on {{math|(0, 1)}} (or rather, equivalence classes of functions that are equal almost everywhere to such), while <math>W^{1,\infty}(I)</math> is the space of bounded [[Lipschitz continuity|Lipschitz functions]] on {{mvar|I}}, for every interval {{mvar|I}}. However, these properties are lost or not as simple for functions of more than one variable.

All spaces <math>W^{k,\infty}</math> are (normed) [[algebra over a field|algebra]]s, i.e. the product of two elements is once again a function of this Sobolev space, which is not the case for <math>p<\infty.</math> (E.g., functions behaving like |''x''|−1/3 at the origin are in <math>L^2,</math> but the product of two such functions is not in <math>L^2</math>).

===Multidimensional case===
The transition to multiple dimensions brings more difficulties, starting from the very definition. The requirement that <math>f^{(k-1)}</math> be the integral of <math>f^{(k)}</math> does not generalize, and the simplest solution is to consider derivatives in the sense of [[Distribution (mathematics)|distribution theory]].

A formal definition now follows. Let <math>k \in \N, 1 \leqslant p \leqslant \infty.</math> The Sobolev space <math>W^{k,p}(\Omega)</math> is defined to be the set of all functions <math>f</math> on <math>\Omega</math> such that for every [[multi-index]] <math>\alpha</math> with <math>|\alpha|\leqslant k,</math> the mixed [[partial derivative]]

:<math>f^{(\alpha)} = \frac{\partial^{| \alpha |\!} f}{\partial x_{1}^{\alpha_{1}} \dots \partial x_{n}^{\alpha_{n}}}</math>

exists in the [[weak derivative|weak]] sense and is in <math>L^p(\Omega),</math> i.e.

:<math>\left \|f^{(\alpha)} \right \|_{L^{p}} < \infty.</math>

That is, the Sobolev space <math>W^{k,p}(\Omega)</math> is defined as

:<math>W^{k,p}(\Omega) = \left \{ u \in L^p(\Omega) : D^{\alpha}u \in L^p(\Omega) \,\, \forall |\alpha| \leqslant k \right \}. </math>

The [[natural number]] <math>k</math> is called the order of the Sobolev space <math>W^{k,p}(\Omega).</math>

There are several choices for a norm for <math>W^{k,p}(\Omega).</math> The following two are common and are equivalent in the sense of [[Norm (mathematics)#Properties|equivalence of norms]]:

:<math>\| u \|_{W^{k, p}(\Omega)} := \begin{cases}
\left( \sum_{|\alpha | \leqslant k} \left \| D^{\alpha}u \right \|_{L^p(\Omega)}^p \right)^{\frac{1}{p}} & 1 \leqslant p < \infty; \\
\max_{| \alpha | \leqslant k} \left \| D^{\alpha}u \right \|_{L^{\infty}(\Omega)} & p = \infty;
\end{cases}</math>

and

:<math>\| u \|'_{W^{k, p}(\Omega)} := \begin{cases}
\sum_{| \alpha | \leqslant k} \left \| D^{\alpha}u \right \|_{L^{p}(\Omega)} & 1 \leqslant p < \infty; \\
\sum_{| \alpha | \leqslant k} \left \| D^{\alpha}u \right \|_{L^{\infty}(\Omega)} & p = \infty.
\end{cases}</math>

With respect to either of these norms, <math>W^{k,p}(\Omega)</math> is a Banach space. For <math>p<\infty, W^{k,p}(\Omega)</math> is also a [[separable space]]. It is conventional to denote <math>W^{k,2}(\Omega)</math> by <math>H^k(\Omega)</math> for it is a [[Hilbert space]] with the norm <math>\| \cdot \|_{W^{k, 2}(\Omega)}</math>.<ref>{{harvnb|Evans|2010|loc=Chapter 5.2}}</ref>

====Approximation by smooth functions====
It is rather hard to work with Sobolev spaces relying only on their definition. It is therefore interesting to know that by the [[Meyers–Serrin theorem]] a function <math>u \in W^{k,p}(\Omega)</math> can be approximated by [[smooth functions]]. This fact often allows us to translate properties of smooth functions to Sobolev functions. If <math>p</math> is finite and <math>\Omega</math> is open, then there exists for any <math>u \in W^{k,p}(\Omega)</math> an approximating sequence of functions <math>u_m \in C^{\infty}(\Omega)</math> such that:

:<math> \left \| u_m - u \right \|_{W^{k,p}(\Omega)} \to 0.</math>

If <math>\Omega</math> has [[Lipschitz boundary]], we may even assume that the <math>u_m</math> are the restriction of smooth functions with compact support on all of <math>\R^n.</math><ref name="Adams1975">{{harvnb|Adams|Fournier|2003}}</ref>

====Examples====

In higher dimensions, it is no longer true that, for example, <math>W^{1,1}</math> contains only continuous functions. For example, <math>|x|^{-1} \in W^{1,1}(\mathbb{B}^3)</math> where <math>\mathbb{B}^3</math> is the [[unit ball]] in three dimensions. For <math>k > n/p</math>, the space <math>W^{k,p}(\Omega)</math> will contain only continuous functions, but for which <math>k</math> this is already true depends both on <math>p</math> and on the dimension. For example, as can be easily checked using [[spherical polar coordinates]] for the function <math>f : \mathbb{B}^n \to \R \cup \{\infty \}</math> defined on the ''n''-dimensional unit ball we have:

:<math>f(x) = | x |^{-\alpha} \in W^{k,p}(\mathbb{B}^n) \Longleftrightarrow \alpha < \tfrac{n}{p} - k.</math>

Intuitively, the blow-up of ''f'' at 0 "counts for less" when ''n'' is large since the unit ball has "more outside and less inside" in higher dimensions.

====Absolutely continuous on lines (ACL) characterization of Sobolev functions====
Let <math>1\leqslant p \leqslant \infty.</math> If a function is in <math>W^{1,p}(\Omega),</math> then, possibly after modifying the function on a set of measure zero, the restriction to [[almost every]] line parallel to the coordinate directions in <math>\R^n</math> is [[absolutely continuous]]; what's more, the classical derivative along the lines that are parallel to the coordinate directions are in <math>L^p(\Omega).</math> Conversely, if the restriction of <math>f</math> to almost every line parallel to the coordinate directions is absolutely continuous, then the pointwise gradient <math>\nabla f</math> exists [[almost everywhere]], and <math>f</math> is in <math>W^{1,p}(\Omega)</math> provided <math>f, |\nabla f| \in L^p(\Omega).</math> In particular, in this case the weak partial derivatives of <math>f</math> and pointwise partial derivatives of <math>f</math> agree almost everywhere. The ACL characterization of the Sobolev spaces was established by [[Otto M. Nikodym]] ([[#CITEREFNikodym1933|1933]]); see {{harv|Maz'ya|2011|loc=§1.1.3}}.

A stronger result holds when <math>p>n.</math> A function in <math>W^{1,p}(\Omega)</math> is, after modifying on a set of measure zero, [[Hölder continuous]] of exponent <math>\gamma = 1 - \tfrac{n}{p},</math> by [[Sobolev inequality#Morrey's inequality|Morrey's inequality]]. In particular, if <math>p=\infty</math> and <math>\Omega</math> has Lipschitz boundary, then the function is [[Lipschitz continuous]].

==== Functions vanishing at the boundary ====
{{See also|Trace operator}}

The Sobolev space <math>W^{1,2}(\Omega)</math> is also denoted by <math>H^1\!(\Omega).</math> It is a Hilbert space, with an important subspace <math>H^1_0\!(\Omega)</math> defined to be the closure of the infinitely differentiable functions compactly supported in <math>\Omega</math> in <math>H^1\!(\Omega).</math> The Sobolev norm defined above reduces here to

:<math>\|f\|_{H^1} = \left ( \int_\Omega \! |f|^2 \!+\! |\nabla\! f|^2 \right)^{\!\frac12}.</math>

When <math>\Omega</math> has a regular boundary, <math>H^1_0\!(\Omega)</math> can be described as the space of functions in <math>H^1\!(\Omega)</math> that vanish at the boundary, in the sense of traces ([[#Extension by zero|see below]]). When <math>n=1,</math> if <math>\Omega = (a,b)</math> is a bounded interval, then <math>H^1_0(a,b)</math> consists of continuous functions on <math>[a,b]</math> of the form

:<math>f(x) = \int_a^x f'(t) \, \mathrm{d}t, \qquad x \in [a, b]</math>

where the generalized derivative <math>f'</math> is in <math>L^2(a,b)</math> and has 0 integral, so that <math>f(b) = f(a) = 0.</math>

When <math>\Omega</math> is bounded, the [[Poincaré inequality]] states that there is a constant <math>C= C(\Omega)</math> such that:

:<math>\int_\Omega | f|^2 \leqslant C^2 \int_\Omega |\nabla f|^2, \qquad f \in H^1_0(\Omega).</math>

When <math>\Omega</math> is bounded, the injection from <math>H^1_0\!(\Omega)</math> to <math>L^2\!(\Omega),</math> is [[Compact operator|compact]]. This fact plays a role in the study of the [[Dirichlet problem]], and in the fact that there exists an [[orthonormal basis]] of <math>L^2(\Omega)</math> consisting of eigenvectors of the [[Laplace operator]] (with [[Dirichlet boundary condition]]).

==Traces==
{{See also|Trace operator}}

Sobolev spaces are often considered when investigating partial differential equations. It is essential to consider boundary values of Sobolev functions. If <math>u\in C(\Omega)</math>, those boundary values are described by the restriction <math>u|_{\partial\Omega}.</math> However, it is not clear how to describe values at the boundary for <math>u\in W^{k,p}(\Omega),</math> as the ''n''-dimensional measure of the boundary is zero. The following theorem<ref name="Adams1975" /> resolves the problem:
{{math theorem | name = Trace theorem | math_statement = Assume Ω is bounded with [[Lipschitz boundary]]. Then there exists a bounded linear operator <math>T: W^{1,p}(\Omega)\to L^p(\partial\Omega)</math> such that
<math display="block">\begin{align}
Tu &= u|_{\partial\Omega} && u\in W^{1,p}(\Omega)\cap C(\overline{\Omega}) \\
\|Tu\|_{L^p(\partial\Omega)}&\leqslant c(p,\Omega)\|u\|_{W^{1,p}(\Omega)} && u\in W^{1,p}(\Omega).
\end{align}</math>}}

''Tu'' is called the trace of ''u''. Roughly speaking, this theorem extends the restriction operator to the Sobolev space <math>W^{1,p}(\Omega)</math> for well-behaved Ω. Note that the [[trace operator]] ''T'' is in general not surjective, but for 1 < ''p'' < ∞ it maps continuously onto the Sobolev–Slobodeckij space <math>W^{1-\frac{1}{p},p}(\partial\Omega).</math>

Intuitively, taking the trace costs 1/''p'' of a derivative. The functions ''u'' in ''W''1,p(Ω) with zero trace, i.e. ''Tu'' = 0, can be characterized by the equality

:<math> W_0^{1,p}(\Omega)= \left \{u\in W^{1,p}(\Omega): Tu=0 \right \},</math>

where

:<math> W_0^{1,p}(\Omega):= \left \{u\in W^{1,p}(\Omega): \exists \{u_m\}_{m=1}^\infty\subset C_c^\infty(\Omega), \ \text{such that} \ u_m\to u \ \textrm{in} \ W^{1,p}(\Omega) \right \}.</math>

In other words, for Ω bounded with Lipschitz boundary, trace-zero functions in <math>W^{1,p}(\Omega)</math> can be approximated by smooth functions with compact support.

==Sobolev spaces with non-integer ''k''==

===Bessel potential spaces===
For a natural number ''k'' and {{math|1 < ''p'' < ∞}} one can show (by using [[Multiplier (Fourier analysis)|Fourier multipliers]]<ref>{{harvnb|Bergh|Löfström|1976}}</ref><ref name="Triebel1995">{{harvnb|Triebel|1995}}</ref>) that the space <math>W^{k,p}(\R^n)</math> can equivalently be defined as

:<math> W^{k,p}(\R^n) = H^{k,p}(\R^n) := \Big \{f \in L^p(\R^n) : \mathcal{F}^{-1} \Big[\big(1 + |\xi|^2\big)^{\frac{k}{2}}\mathcal{F}f \Big] \in L^p(\R^n) \Big \},</math>

with the norm

:<math>\|f\|_{H^{k,p}(\R^n)} := \left\| \mathcal{F}^{-1} \Big[ \big(1 + |\xi|^2\big)^{\frac{k}{2}} \mathcal{F}f \Big] \right\|_{L^p(\R^n)}.</math>

This motivates Sobolev spaces with non-integer order since in the above definition we can replace ''k'' by any real number ''s''. The resulting spaces

:<math>H^{s,p}(\R^n) := \left \{f \in \mathcal S'(\R^n) : \mathcal{F}^{-1} \left [\big(1 + |\xi|^2 \big)^{\frac{s}{2}}\mathcal{F}f \right ] \in L^p(\R^n) \right \} </math>

are called Bessel potential spaces<ref>Bessel potential spaces with variable integrability have been independently introduced by Almeida & Samko (A. Almeida and S. Samko, "Characterization of [[Riesz potential|Riesz]] and [[Bessel potential]]s on variable [[Lp space|Lebesgue space]]s", J. Function Spaces Appl. 4 (2006), no. 2, 113–144) and Gurka, Harjulehto & Nekvinda (P. Gurka, P. Harjulehto and A. Nekvinda: "Bessel potential spaces with variable exponent", Math. Inequal. Appl. 10 (2007), no. 3, 661–676).</ref> (named after [[Friedrich Bessel]]). They are Banach spaces in general and Hilbert spaces in the special case ''p'' = 2.

For <math> s \geq 0, H^{s,p}(\Omega)</math> is the set of restrictions of functions from <math>H^{s,p}(\R^n)</math> to Ω equipped with the norm

:<math>\|f\|_{H^{s,p}(\Omega)} := \inf \left \{\|g\|_{H^{s,p}(\R^n)} : g \in H^{s,p}(\R^n), g|_{\Omega} = f \right \} .</math>

Again, ''Hs,p''(Ω) is a Banach space and in the case ''p'' = 2 a Hilbert space.

Using extension theorems for Sobolev spaces, it can be shown that also ''Wk,p''(Ω) = ''Hk,p''(Ω) holds in the sense of equivalent norms, if Ω is domain with uniform ''Ck''-boundary, ''k'' a natural number and {{math|1 < ''p'' < ∞}}. By the [[embedding]]s

:<math> H^{k+1,p}(\R^n) \hookrightarrow H^{s',p}(\R^n) \hookrightarrow H^{s,p}(\R^n) \hookrightarrow H^{k,p}(\R^n), \quad k \leqslant s \leqslant s' \leqslant k+1 </math>

the Bessel potential spaces <math>H^{s,p}(\R^n)</math> form a continuous scale between the Sobolev spaces <math>W^{k,p}(\R^n).</math> From an abstract point of view, the Bessel potential spaces occur as complex [[interpolation space]]s of Sobolev spaces, i.e. in the sense of equivalent norms it holds that
:<math> \left [ W^{k,p}(\R^n), W^{k+1,p}(\R^n) \right ]_\theta = H^{s,p}(\R^n),</math>
where:
:<math>1 \leqslant p \leqslant \infty, \ 0 < \theta < 1, \ s= (1-\theta)k + \theta (k+1)= k+\theta. </math>

===Sobolev–Slobodeckij spaces===

Another approach to define fractional order Sobolev spaces arises from the idea to generalize the [[Hölder condition]] to the ''Lp''-setting.<ref>{{harvnb|Lunardi|1995}}</ref> For <math>1 \leqslant p < \infty, \theta \in (0, 1)</math> and <math>f \in L^p(\Omega),</math> the '''Slobodeckij seminorm''' (roughly analogous to the Hölder seminorm) is defined by

:<math>[f]_{\theta, p, \Omega} :=\left(\int_{\Omega} \int_{\Omega} \frac{|f(x)-f(y)|^p}{|x-y|^{\theta p + n}} \; dx \; dy \right )^{\frac{1}{p}}.</math>

Let {{math|''s'' > 0}} be not an integer and set <math>\theta = s - \lfloor s \rfloor \in (0,1)</math>. Using the same idea as for the [[Holder space#H.C3.B6lder spaces|Hölder spaces]], the '''Sobolev–Slobodeckij space'''<ref>In the literature, fractional Sobolev-type spaces are also called ''Aronszajn spaces'', ''Gagliardo spaces'' or ''Slobodeckij spaces'', after the names of the mathematicians who introduced them in the 1950s: [[Nachman Aronszajn|N. Aronszajn]] ("Boundary values of functions with finite [[Dirichlet integral]]", Techn. Report of Univ. of Kansas 14 (1955), 77–94), E. Gagliardo ("Proprietà di alcune classi di funzioni in più variabili", ''Ricerche Mat.'' 7 (1958), 102–137), and L. N. Slobodeckij ("Generalized Sobolev spaces and their applications to boundary value problems of partial differential equations", Leningrad. ''Gos. Ped. Inst. Učep. Zap.'' 197 (1958), 54–112).</ref> <math>W^{s,p}(\Omega)</math> is defined as
:<math>W^{s,p}(\Omega) := \left\{f \in W^{\lfloor s \rfloor, p}(\Omega) : \sup_{|\alpha| = \lfloor s \rfloor} [D^\alpha f]_{\theta, p, \Omega} < \infty \right\}.</math>

It is a Banach space for the norm
:<math>\|f \| _{W^{s, p}(\Omega)} := \|f\|_{W^{\lfloor s \rfloor,p}(\Omega)} + \sup_{|\alpha| = \lfloor s \rfloor} [D^\alpha f]_{\theta, p, \Omega}.</math>

If <math>\Omega</math> is suitably regular in the sense that there exist certain extension operators, then also the Sobolev–Slobodeckij spaces form a scale of Banach spaces, i.e. one has the continuous injections or [[embedding]]s

:<math> W^{k+1,p}(\Omega) \hookrightarrow W^{s',p}(\Omega) \hookrightarrow W^{s,p}(\Omega) \hookrightarrow W^{k, p}(\Omega), \quad k \leqslant s \leqslant s' \leqslant k+1.</math>

There are examples of irregular Ω such that <math>W^{1,p}(\Omega)</math> is not even a vector subspace of <math>W^{s,p}(\Omega)</math> for 0 < ''s'' < 1 (see Example 9.1 of <ref>{{Cite journal |date=2012-07-01 | title=Hitchhikerʼs guide to the fractional Sobolev spaces| journal=Bulletin des Sciences Mathématiques |language=en|volume=136|issue=5| pages=521–573 | doi=10.1016/j.bulsci.2011.12.004| issn=0007-4497 |doi-access=free| last1=Di Nezza| first1=Eleonora| last2=Palatucci| first2=Giampiero| last3=Valdinoci| first3=Enrico| arxiv=1104.4345}}</ref>)

From an abstract point of view, the spaces <math>W^{s,p}(\Omega)</math> coincide with the real [[interpolation space]]s of Sobolev spaces, i.e. in the sense of equivalent norms the following holds:

:<math> W^{s,p}(\Omega) = \left (W^{k,p}(\Omega), W^{k+1,p}(\Omega) \right)_{\theta, p} , \quad k \in \N, s \in (k, k+1), \theta = s - \lfloor s \rfloor .</math>

Sobolev–Slobodeckij spaces play an important role in the study of traces of Sobolev functions. They are special cases of [[Besov space]]s.<ref name="Triebel1995" />

The constant arising in the characterization of the fractional Sobolev space <math>W^{s,p}(\Omega)</math> can be characterized through the Bourgain-Brezis-Mironescu formula:
:<math>
\lim_{s \nearrow 1} \; (1 - s)
\int_{\Omega} \int_{\Omega} \frac{|f(x)-f(y)|^p}{|x-y|^{s p + n}} \; dx \; dy
=
\frac{
2 \pi^{\frac{n - 1}{2}}
\Gamma (\frac{p + 1}{2})}
{p \Gamma (\frac{p + n}{2})}
\int_{\Omega} \vert \nabla f\vert^p;
</math>
and the condition
:<math>
\limsup_{s \nearrow 1}\; (1 - s)
\int_{\Omega} \int_{\Omega} \frac{|f(x)-f(y)|^p}{|x-y|^{s p + n}} \; dx \; dy < \infty
</math>
characterizes those functions of <math>L^p (\Omega)</math> that are in the first-order Sobolev space <math>W^{1,p} (\Omega)</math>.<ref>
{{cite book |last1=Bourgain |first1=Jean|author-link1=Jean Bourgain |last2=Brezis |first2=Haïm | author-link2=Haïm Brezis|last3=Mironescu |first3=Petru |date=2001 |editor-last=Menaldi |editor-first=José Luis |title=Optimal control and partial differential equations. In honour of Professor Alain Bensoussan's 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000|publisher=Amsterdam: IOS Press; Tokyo: Ohmsha |pages=439–455 |chapter=Another look at Sobolev spaces |isbn=978-1-58603-096-4}}</ref>

== Extension operators ==

If <math>\Omega</math> is a [[Domain (mathematical analysis)|domain]] whose boundary is not too poorly behaved (e.g., if its boundary is a manifold, or satisfies the more permissive "[[cone condition]]") then there is an operator ''A'' mapping functions of <math>\Omega</math> to functions of <math>\R^n</math> such that:

# ''Au''(''x'') = ''u''(''x'') for almost every ''x'' in <math>\Omega</math> and
# <math>A : W^{k,p}(\Omega) \to W^{k,p}(\R^n)</math> is continuous for any 1 ≤ ''p'' ≤ ∞ and integer ''k''.

We will call such an operator ''A'' an extension operator for <math>\Omega.</math>

===Case of ''p'' = 2===

Extension operators are the most natural way to define <math>H^s(\Omega)</math> for non-integer ''s'' (we cannot work directly on <math>\Omega</math> since taking [[Fourier transform]] is a global operation). We define <math>H^s(\Omega)</math> by saying that <math> u \in H^s(\Omega)</math> if and only if <math>Au \in H^s(\R^n).</math> Equivalently, complex interpolation yields the same <math>H^s(\Omega)</math> spaces so long as <math>\Omega</math> has an extension operator. If <math>\Omega</math> does not have an extension operator, complex interpolation is the only way to obtain the <math>H^s(\Omega)</math> spaces.

As a result, the interpolation inequality still holds.

=== Extension by zero ===

Like [[#Functions vanishing at the boundary|above]], we define <math>H^s_0(\Omega)</math> to be the closure in <math>H^s(\Omega)</math> of the space <math>C^\infty_c(\Omega)</math> of infinitely differentiable compactly supported functions. Given the definition of a trace, above, we may state the following

{{ math theorem | math_statement = Let <math>\Omega</math> be uniformly ''Cm'' regular, ''m'' ≥ ''s'' and let ''P'' be the linear map sending ''u'' in <math>H^s(\Omega)</math> to
<math display="block">\left.\left(u,\frac{du}{dn}, \dots, \frac{d^k u}{dn^k}\right)\right|_G</math>
where ''d/dn'' is the derivative normal to ''G'', and ''k'' is the largest integer less than ''s''. Then <math>H^s_0</math> is precisely the kernel of ''P''.}}

If <math>u\in H^s_0(\Omega)</math> we may define its '''extension by zero''' <math>\tilde u \in L^2(\R^n)</math> in the natural way, namely

:<math>\tilde u(x)= \begin{cases} u(x) & x \in \Omega \\ 0 & \text{else} \end{cases}</math>

{{math theorem | math_statement = Let <math>s > \tfrac{1}{2}.</math> The map <math>u \mapsto \tilde u</math> is continuous into <math>H^s(\R^n)</math> if and only if ''s'' is not of the form <math>n + \tfrac{1}{2}</math> for ''n'' an integer.}}

For {{math|''f'' ∈ ''Lp''(Ω)}} its extension by zero,

:<math>Ef := \begin{cases} f & \textrm{on} \ \Omega, \\ 0 & \textrm{otherwise} \end{cases}</math>

is an element of <math>L^p(\R^n).</math> Furthermore,

:<math> \| Ef \|_{L^p(\R^n)}= \| f \|_{L^p(\Omega)}.</math>

In the case of the Sobolev space ''W''1,p(Ω) for {{math|1 ≤ p ≤ ∞}}, extending a function ''u'' by zero will not necessarily yield an element of <math>W^{1,p}(\R^n).</math> But if Ω is bounded with Lipschitz boundary (e.g. ∂Ω is ''C''1), then for any bounded open set O such that Ω⊂⊂O (i.e. Ω is compactly contained in O), there exists a bounded linear operator<ref name="Adams1975" />

:<math> E: W^{1,p}(\Omega)\to W^{1,p}(\R^n),</math>

such that for each <math>u\in W^{1,p}(\Omega): Eu = u</math> a.e. on Ω, ''Eu'' has compact support within O, and there exists a constant ''C'' depending only on ''p'', Ω, O and the dimension ''n'', such that

:<math>\| Eu \|_{W^{1,p}(\R^n)}\leqslant C \|u\|_{W^{1,p}(\Omega)}.</math>

We call <math>Eu</math> an extension of <math>u</math> to <math>\R^n.</math>

==Sobolev embeddings==
{{Main|Sobolev inequality}}

It is a natural question to ask if a Sobolev function is continuous or even continuously differentiable. Roughly speaking, sufficiently many weak derivatives (i.e. large ''k'') result in a classical derivative. This idea is generalized and made precise in the [[Sobolev inequality|Sobolev embedding theorem]].

Write <math>W^{k,p}</math> for the Sobolev space of some compact [[Riemannian manifold]] of dimension ''n''. Here ''k'' can be any [[real number]], and 1 ≤ ''p'' ≤ ∞. (For ''p'' = ∞ the Sobolev space <math>W^{k,\infty}</math> is defined to be the [[Hölder space]] ''C''''n'',α where ''k'' = ''n'' + α and 0 < α ≤ 1.) The Sobolev embedding theorem states that if <math>k \geqslant m</math> and <math>k - \tfrac{n}{p} \geqslant m - \tfrac{n}{q}</math> then

:<math>W^{k,p}\subseteq W^{m,q}</math>

and the embedding is continuous. Moreover, if <math>k > m</math> and <math>k - \tfrac{n}{p} > m - \tfrac{n}{q}</math> then the embedding is completely continuous (this is sometimes called Kondrachov's theorem or the [[Rellich–Kondrachov theorem]]). Functions in <math>W^{m,\infty}</math> have all derivatives of order less than ''m'' continuous, so in particular this gives conditions on Sobolev spaces for various derivatives to be continuous. Informally these embeddings say that to convert an ''Lp'' estimate to a boundedness estimate costs 1/''p'' derivatives per dimension.

There are similar variations of the embedding theorem for non-compact manifolds such as <math>\R^n</math> {{harv|Stein|1970}}. Sobolev embeddings on <math>\R^n</math> that are not compact often have a related, but weaker, property of [[Cocompact embedding|cocompactness]].

== See also ==
*[[Sobolev mapping]]
*[[Souček space]]
*[[Besov space]]
*[[Triebel–Lizorkin space]]

==Notes==
{{reflist|30em}}

==References==
* {{cite book
| last1=Adams
| first1=Robert A.
| last2=Fournier
| first2=John
| title=Sobolev Spaces
| series=Pure and Applied Mathematics
| volume=140
| edition=2nd
| publisher=[[Academic Press]]
| location=Boston, MA
| isbn=978-0-12-044143-3
| year=2003
| orig-year=1975}}.
* {{Citation | last1=Aubin | first1=Thierry | title=Nonlinear analysis on manifolds. Monge-Ampère equations | publisher=[[Springer-Verlag]] | location=Berlin, New York | series=Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] | isbn=978-0-387-90704-8 |mr=681859 | year=1982 | volume=252 | doi=10.1007/978-1-4612-5734-9}}.
*{{citation
| last1 = Bergh
| first1 = Jöran
| last2= Löfström
| first2 = Jörgen
| title = Interpolation Spaces, An Introduction
| year = 1976
| publisher = Springer-Verlag
| series=Grundlehren der Mathematischen Wissenschaften
| volume = 223
| pages = X + 207
| mr = 0482275
| zbl = 0344.46071
| isbn = 978-7-5062-6011-4 }}
*{{cite book
| last=Evans
| first=Lawrence C.
| author-link=Lawrence C. Evans
| year=2010
| orig-year=1998
| title=Partial Differential Equations
| edition=2nd
| series=[[Graduate Studies in Mathematics]]
| volume=19
| pages=749
| isbn=978-0-8218-4974-3
| publisher=American Mathematical Society}}
*{{cite book
| last=Leoni
| first=Giovanni
| year=2009
| title=A First Course in Sobolev Spaces
| series=[[Graduate Studies in Mathematics]]
| volume=105
| pages=xvi+607
| isbn=978-0-8218-4768-8
| zbl=1180.46001
| publisher=American Mathematical Society
| mr=2527916}}
*{{Citation
| last = Maz'ja
| first = Vladimir G.
| author-link = Vladimir Maz'ya
| title = Sobolev Spaces
| publisher = [[Springer-Verlag]]
| place = Berlin–Heidelberg–New York
| series = Springer Series in Soviet Mathematics
| year = 1985
| pages = xix+486
| isbn=0-387-13589-8
| mr = 817985
| zbl = 0692.46023
| doi=10.1007/978-3-662-09922-3}}
*{{Citation
| last1 = Maz'ya
| first1 = Vladimir G.
| author-link = Vladimir Gilelevich Maz'ya
| last2 = Poborchi
| first2 = Sergei V.
| title = Differentiable Functions on Bad Domains
| publisher = [[World Scientific]]
| place = Singapore–New Jersey–London–Hong Kong
| year = 1997
| pages = xx+481
| url = https://books.google.com/books?id=ZeGwVyRtza4C
| isbn = 981-02-2767-1
| mr = 1643072
| zbl = 0918.46033
}}.
*{{Citation
| last = Maz'ya
| first = Vladimir G.
| author-link = Vladimir Maz'ya
| title = Sobolev Spaces. With Applications to Elliptic Partial Differential Equations
| place = Berlin–Heidelberg–New York
| publisher = [[Springer Verlag]]
| series = Grundlehren der Mathematischen Wissenschaften
| volume = 342
| orig-year = 1985
| year = 2011
| edition = 2nd revised and augmented
| pages = xxviii+866
| url = https://books.google.com/books?id=vNx2I5xu1AAC
| doi =10.1007/978-3-642-15564-2
| isbn = 978-3-642-15563-5
| mr = 2777530
| zbl = 1217.46002
}}.
*{{citation|last=Lunardi|first=Alessandra|author-link= Alessandra Lunardi |title= Analytic semigroups and optimal regularity in parabolic problems |publisher=[[Birkhäuser Verlag]]|location=Basel|year=1995}}.
*{{citation|first=Otto|last=Nikodym|author-link=Otto M. Nikodym|title=Sur une classe de fonctions considérée dans l'étude du problème de Dirichlet|journal=Fund. Math.|volume=21|year=1933|pages=129–150|doi=10.4064/fm-21-1-129-150|url=http://minidml.mathdoc.fr/cgi-bin/location?id=00113509|doi-access=free}}.
*{{SpringerEOM|id=Imbedding_theorems&oldid=14600|title=Imbedding theorems|first=S.M.|last= Nikol'skii}}.
*{{SpringerEOM|id=Sobolev_space&oldid=17396|title=Sobolev space|first=S.M.|last= Nikol'skii}}.
*{{citation|doi=10.1090/trans2/034/02|isbn=9780821817346 |chapter=On a theorem of functional analysis |title=Eleven Papers on Analysis |series=American Mathematical Society Translations: Series 2 |date=1963 |last1=Sobolev |first1=S. L. |volume=34 |pages=39–68 }}; translation of Mat. Sb., 4 (1938) pp. 471–497.
*{{citation|first=S.L.|last=Sobolev|title=Some applications of functional analysis in mathematical physics|publisher=Amer. Math. Soc.|year=1963}}.
*{{citation|last=Stein|first=E|title=Singular Integrals and Differentiability Properties of Functions|publisher=Princeton Univ. Press|year=1970|isbn=0-691-08079-8|url-access=registration|url=https://archive.org/details/singularintegral0000stei}}.
*{{citation|last=Triebel|first=H.|title= Interpolation Theory, Function Spaces, Differential Operators |publisher=Johann Ambrosius Barth|location=Heidelberg|year=1995}}.
*{{Citation | last1=Ziemer | first1=William P. | title=Weakly differentiable functions | publisher=[[Springer-Verlag]] | location=Berlin, New York | series=Graduate Texts in Mathematics | isbn=978-0-387-97017-2 |mr=1014685 | year=1989 | volume=120 | doi=10.1007/978-1-4612-1015-3| hdl=10338.dmlcz/143849 | hdl-access=free }}.

==External links==
* [https://arxiv.org/PS_cache/arxiv/pdf/1104/1104.4345v2.pdf Eleonora Di Nezza, Giampiero Palatucci, Enrico Valdinoci (2011). "Hitchhiker's guide to the fractional Sobolev spaces".]

{{Functional analysis}}
{{Banach spaces}}
{{Lp spaces}}

{{DEFAULTSORT:Sobolev Space}}
[[Category:Sobolev spaces| ]]
[[Category:Fourier analysis]]
[[Category:Fractional calculus]]
[[Category:Function spaces]]

Vero - Wikipedia - User contributions [en]

Sobolev space