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I'm studying Sobolev spaces using Evans' PDE book. I can't figure out this simple fact. Let $L$ be an operator in this form: $$Lu= \sum{D_i(a_{ij}D_j(u))+\sum{b_iD_i(u)+cu}}.$$

I can't understand why $L \in H^{-1}$, the dual space of $H_0^1$. I'm struggling because to me it would require that $u$ must have 2 derivatives so $u \in H^2$ to be well defined. Am I missing something? Thanks.

EDIT: My problem is about this identity $Lu=f$, $f \in L^2$, in $ \Omega$ plus some boundary conditions for example $u \in H_0^1$.I can define a weak solution as $u \in H_0^1$ such that $B[u,v]=(f,v) $ for all $v \in H_0^1$. Ok that's fine, but when i write $Lu=f $ what does it mean?

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  • $\begingroup$ Basically, this is just saying that you lose 2 derivatives, which is extremely plausible because $L$ is a second order differential operator. (You need assumptions on the coefficients, of course.) $\endgroup$ Commented Jul 7, 2015 at 16:43

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I assume $u\in H^1(\Omega)$ for some nice domain $\Omega\subset\mathbb R^n$, and you wonder why $Lu\in H^{-1}(\Omega)$. (Correct me if I'm wrong.) For any $v\in H^1_0$, formal integration by parts gives $$ \langle Lu,v\rangle = \int_\Omega -a_{ij}D_juD_iv+b_iD_iub+cuv. $$ This integral makes perfect sense since $u,v,\nabla u,\nabla v\in L^2(\Omega)$. This is actually how one should define $L$ as an operator $L:H^1\to H^{-1}$, and it should not be hard show that it is continuous if the weights $a,b,c$ are good enough. The reason for taking $v\in H^1_0$ instead of $H^1$ is that it's nice to have a formulation without boundary terms that agrees with the classical one for smooth functions.

Let me add explicitly that you can lose more derivatives than you have. If you have one derivative ($u\in H^1$), you lose two ($u\in H^{-1}$). You can define the operator $L$ between many spaces, not only $H^2\to H^0$. If you end up with $H^s$ with $s<0$, you just need to interpret the derivatives in a distributional sense.

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  • $\begingroup$ Thanks. Isn't this the bilinear form $B[u,v]$ associated with $L$? So what's the difference between $L$ and $B[u,v]$? $$ \langle Lu,v\rangle = \int_\Omega -a_{ij}D_juD_iv+b_iD_iuv+cuv. $$ $\endgroup$
    – user75795
    Commented Jul 7, 2015 at 16:40
  • $\begingroup$ @user75795, yes, that is the same thing. You can define $L$ using $B$ in this way. But you should check that it agrees with the classical definition for smooth functions. (I removed my earlier comment, which was a respond to an earlier version of your comment.) $\endgroup$ Commented Jul 7, 2015 at 16:44
  • $\begingroup$ So when i write $Lu=f$ with $ f \in L^2$ what does it mean? It means that they are the same operator, so they are the same element of $H^{-1}$? $\endgroup$
    – user75795
    Commented Jul 7, 2015 at 18:53
  • $\begingroup$ @user75795, yes, it means that they are the same element of $H^{-1}$. That means that they are the same when integrated against any function in $H^1_0$, which is the same as the usual weak definition. $\endgroup$ Commented Jul 7, 2015 at 19:07
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I can't comment yet so let me post as answer. Forget about the coefficients and just take $L=-\Delta$, the Dirichlet Laplacian. Then you are asking why $-\Delta u \in H^{-1}(\Omega)$ when $u \in H^1_0(\Omega)$. It is because the weak Laplacian is defined $$\langle -\Delta u, v \rangle_{H^{-1}, H^1_0} := \int_\Omega \nabla u \nabla v.$$ It is easy to verify that this operator $-\Delta u$ is a bounded linear functional belonging to the dual space of $H^1_0$.

So it seems incorrect in your OP to say " I can't figure out this simple fact." because it is a definition.


When you say that $-\Delta u =f$ holds as an equality in $H^{-1}$, it means exactly that $$\int_\Omega \nabla u \nabla v = \langle f, v \rangle_{H^{-1}, H^1_0}$$ holds for all $v \in H^1_0$. When you say that $-\Delta u =f$ holds as equality in $L^2$, you are saying that in fact $-\Delta u$ is in the subspace $L^2 \subset H^{-1}$, and therefore in addition to the above, $-\Delta u(x) = f(x)$ holds pointwise a.e. $x \in \Omega$.

I think this probably is not the meaning you intended (you probably meant the weak formulation holds but the right hand side becomes $\int_\Omega fv$ since $f \in L^2$) but you should be aware of it.

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  • $\begingroup$ Thanks. So, every operator $L$ in this form, BY DEFINITION, act in a particular way that doesn't count second derivaties? $\endgroup$
    – user75795
    Commented Jul 7, 2015 at 18:35
  • $\begingroup$ Yes, that is one of the whole points of using weak formulation: the solution is defined in a weaker way. Consider $-\Delta u = f$. A classical solution needs $u$ to be twice differentiable. But a weak formulation of this problem may be $\int_\Omega \nabla u \nabla v = \int_\Omega fv$ (holding for all $v \in H^1_0$) and this only needs one space derivative. You may ask: why is such a notion of solution good enough? For some answers see this thread. $\endgroup$
    – Upin
    Commented Jul 7, 2015 at 20:33

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