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Linear interpolation in weighted Sobolev spaces

I am reading a paper regarding the pricing of certain financial derivatives making use of the finite element method. In this paper the following weighted Sobolev spaces are introduced: $W_{0}$ = $ \{ ...
User76765's user avatar
3 votes
1 answer
1k views

Strong maximum principle for weak solutions

Suppose I have a linear parabolic equation with solutions in the Bochner-Sobolev spaces (eg. $L^2(0,T;H^1) \cap H^1(0,T;H^{-1})$). Is it possible to obtain a strong maximum principle with a proof that ...
LapLace's user avatar
  • 173
6 votes
1 answer
737 views

Tensor product of certain Sobolev spaces on non-compact manifolds

Let $M$ be a non-compact Riemannian manifold of bounded geometry (i.e., its injectivity radius is uniformly positive and the curvature tensor and all its covariant derivatives are bounded in sup-norm)....
AlexE's user avatar
  • 2,998
3 votes
0 answers
140 views

convergence of $e^{it\Delta}f$

I heard of a conjecture that $e^{it\Delta}f\rightarrow f$ a.e. as $t\rightarrow 0$ for $f\in H^{1/4+\epsilon}$ but couldn't find a proper reference.
user57563's user avatar
1 vote
1 answer
294 views

Weak solution of a heat equation is zero?

I work on a bounded domain in $\mathbb{R}^n$. Let $u \in H^1(0,T;H^{-1})\cap L^2(0,T;H^1)$ be a solution of the heat equation: $$\langle u', v \rangle + \int \nabla u \nabla v = 0$$ for each test ...
Ester's user avatar
  • 13
3 votes
2 answers
869 views

How do functions operate in a Sobolev space $H^{s}$?

Let $s>\frac{1}{2};$ and define a Sobolev space as follows: $$H^{s}(\mathbb R)=\{f\in L^{2}(\mathbb R):[\int_{\mathbb R} |\hat{f}(\xi)|^{2}(1+|\xi|^{2})^{s}d\xi]^{1/2}<\infty \}.$$ Fact: Let $m$ ...
Inquisitive's user avatar
  • 1,051
1 vote
0 answers
218 views

Compact embedding

Let $\Omega$ be a domain in $\mathbb{R}^d$ (not necessarily bounded, no regularity assumption) and $K \subset \Omega$ a compact. Is it true that the embedding $H^1_0(\Omega) \rightarrow L^2_K(\Omega)$...
incas's user avatar
  • 185
1 vote
1 answer
331 views

Weak convergence of a sequence

I have a sequence $(u_k) \in L^2_{loc}(\mathbb{R}^+; H^1_0(\Omega) )$ and $u \in L^2_{loc}(\mathbb{R}^+\times \Omega )$ such that for any $T >0$ and any compact $K \subset \Omega$ we have : $\int_{[...
incas's user avatar
  • 185
0 votes
1 answer
791 views

Pointwise (in time) convergence in $H^{-1}$ implies pointwise weak convergence in $L^q$, why?

Let $u_n \to u$ in $C^0([0,T];H^{-1}(\Omega))$ and suppose $\lVert u_n \rVert_{L^\infty(0,T;L^\infty(\Omega))} \leq C$ for all $n$. It follows that for almost all $t$, $u_n(t)$ is bounded in $L^\...
riem's user avatar
  • 266
0 votes
0 answers
200 views

Want to show rigorously $\frac{d}{dt}\int_{\Omega}|u(t)|^r = r\langle u_t(t), |u(t)|^{r-2}u(t)\rangle_{H^{-1}(\Omega), H^1(\Omega)}$

We have a bounded domain $\Omega$ of $\mathbb{R}^n$. Let $$u \in L^2((0,T);H^1(\Omega)) \cap H^1((0,T);H^{-1}(\Omega))\cap L^\infty((0,T);L^\infty(\Omega)).$$ I want to show for $r \geq 2$ that $$\...
delimit's user avatar
1 vote
1 answer
353 views

A question about PDE argument involving monotone convergence theorem and Sobolev space

I'm reading this paper. In it there is the following argument (see page 240). Firstly, what precisely does the author mean by the displayed equation after 66? The PDE in (65) only holds weakly.. $b(\...
riem's user avatar
  • 266
1 vote
0 answers
123 views

$L^p$ norm of solution to porous medium equation decreases in time: how to make formal calculation rigorous?

Let $u \in C^0([0,\infty);L^1(M)) \cap W^{1,1}_{\text{loc}}((0,\infty);L^1(M))$ with $u(t) \in H^1(M)$ for a.e. $t$ be the solution of the porous medium equation $\dot u = \Delta (u^m)$ on a compact (...
TomJoseph's user avatar
0 votes
1 answer
217 views

Decay of weak solutions to degenerate parabolic PDEs on manifolds without boundary [closed]

I'm interested in degenerate parabolic equations posed on compact manifolds without boundaries and in particular decay estimates of the weak solution of such equations of the form $$|u(t)|_{L^p} \leq ...
TomJoseph's user avatar
0 votes
0 answers
606 views

$b_n \rightharpoonup b$ in $L^q(Q) \forall q < \infty$, $b_n \to b$ in $C^0([0,T];H^{-1})$ implies $b_n(t) \rightharpoonup b(t)$ in $L^q(\Omega)$

This question stems from the proof of Theorem A.1 on page 425 of this paper. Let $Q=(0,T)\times \Omega$. Suppose $b_n \rightharpoonup b$ in $L^q(Q)$ for any $q < \infty$ and $b_n \to b$ in $C^0(...
riem's user avatar
  • 266
0 votes
1 answer
272 views

Getting existence for $L^1$ data given existence for $L^\infty$ data and $L^1$ continuous dependence result

Let $F:\mathbb{R} \to \mathbb{R}$ be locally Lipschitz, monotone and continuous. For the sake of concreteness only let us suppose it is of porous medium type (eg. $F(r) = r^{\frac 1m}$.) Let $\Omega \...
riem's user avatar
  • 266
8 votes
1 answer
2k views

Equivalent Norms for the Dual of Sobolev / Bessel Spaces

Using standard notation, we refer to $H^s(\mathbb R) = W^{s,2}(\mathbb R)$ to be the Sobolev Hilbert spaces. As is often the case, it's natural to then consider properties of functions in $H^s(\mathbb ...
user61038's user avatar
  • 289
0 votes
1 answer
254 views

Want to show $\lim_{\epsilon \to 0}\frac{1}{\epsilon} \int_0^T \langle u_t(t), T_\epsilon(u(t)) \rangle = \int_\Omega |u(T)| - \int_\Omega |u(0)|$

Let $\Omega \subset \mathbb{R}^n$ be a bounded domain and let $u \in L^2(0,T;H^1(\Omega))$ with $u_t \in L^2(0,T;H^{-1}(\Omega))$. Define the truncation function$$T_\epsilon(x) = \begin{cases} -\...
riem's user avatar
  • 266
1 vote
1 answer
367 views

Getting a comparison principle for parabolic equation when solution is not that smooth

Consider the solution $b(u) \in L^2(0,T;H^1)\cap H^1(0,T;H^{-1})$ with $u \in L^2(0,T;H^1)$ to $$\frac{\partial}{\partial t}b(u) - \Delta u = f$$ where $b$ is continuous, increasing and locally ...
mathias_l's user avatar
  • 145
10 votes
1 answer
2k views

Chain rule for distributional derivative

Let $V \subset H \subset V^*$ be a Gelfand triple (eg. $H^1 \subset L^2 \subset H^{-1}$). Let $u \in L^2(0,T;V)$ have a distributional derivative $u' \in L^2(0,T;V^*)$. So $\int_0^T u(t)\varphi'(t) = ...
mathias_l's user avatar
  • 145
4 votes
1 answer
1k views

$H^s(\mathbb T)$ is a Banach algebra for $s>1/2$

I have not managed to find a reference for the following fact: $H^s(\mathbb T)$ is a Banach algebra for $s>1/2$. In particular, I need reference for the following inequality: $$ \|uv\|_{H^s} \,\...
smyrlis's user avatar
  • 2,933
2 votes
1 answer
244 views

A bound in Sobolev spaces of negative order

Let's consider the domain $U=[-\pi,\pi]\times[-1,1]$. Assume that we have two functions $f\in H^2$ and $g\in H^{1/2}$. I wonder if the following bound is true: $$ \|f g_{x_1}\|_{H^{-0.5}(U)}\leq C(\...
guacho's user avatar
  • 843
2 votes
1 answer
220 views

Existence of solution with $u' \in L^2(0,T;L^2)$ to a nonlinear parabolic PDE

Consider the problem of finding $u \in L^2(0,T;H^1)$ with $u' \in L^2(0,T;L^2)$ such that $$\int_0^T \int_{\Omega}u'(t)\varphi(t) + \int_0^T \int_{\Omega}\nabla (F(u(t)))\nabla \varphi(t) = \int_0^T \...
markus's user avatar
  • 23
6 votes
0 answers
516 views

Which functions can be approximated by piecewise constant functions?

Let $\Omega \subset \mathbb{R}^d$ be a connected and bounded domain. We call a function $f\in L^\infty(\Omega)$ nice if for each $\epsilon>0$ there exist $n\in \mathbb{N}, a_1,\dots,a_n \in \mathbb{...
user35593's user avatar
  • 2,286
2 votes
0 answers
155 views

Showing a normal-derivative operator is a (sort of) contraction (related to Crandall-Liggett and PDEs)

Denote by $\mathbb{E}(g)$ the solution of the PDE $$\Delta v(x,y) = 0 \quad\text{in $\Omega$}$$ $$v(x,0) = g(x) \quad\text{on $\partial\Omega$}.$$ Let $X=L^1(\partial\Omega)$. Let $h(t)$ be a ...
TheBook's user avatar
  • 155
6 votes
2 answers
799 views

A question on density of Lipschitz functions in weighted Sobolev spaces

Recall that for a domain $\Omega\subset \mathbb{R}^n$, the weighted Sobolev space $W^{1,n}(\Omega,\mu)$ is defined as $f\in L^n(\Omega,\mu)$ and the weak derivative $Df\in L^n(\Omega,\mu)$. Let now $...
Changyu Guo's user avatar
  • 1,881
3 votes
1 answer
207 views

Coercivity for functional and complete orthonormal system

Consider with $\rho \in W^{1,2}([0,\pi])$ the following functional $$J(\rho)=\frac{1}{2}\int_{0}^{\pi}{\rho^2\,dx}$$ I know that in the $L^{2}([0,\pi])$ the coercivity condition is satisfied, but i'm ...
Giorgio's user avatar
  • 31
2 votes
1 answer
3k views

A comparison principle for parabolic equation

(Crossposted from https://math.stackexchange.com/questions/757672/how-to-prove-comparison-principle-for-parabolic-pde-nonlinear) Suppose $F:\mathbb{R} \to \mathbb{R}$ is smooth with $F(x) > 0$ for ...
riem's user avatar
  • 266
2 votes
1 answer
766 views

reference request: trace/lifting operator for $L^{\infty}$ data in bounded $\Omega\subset R^d$

I know the answer to my question must be somewhere in the literature. Probably in [Adams-Fournier], [Dautray-Lions] or something alike, but I don't have access to a library right now so I'll ask ...
leo monsaingeon's user avatar
5 votes
1 answer
237 views

Is $\partial^\alpha$ a map $H^{s,p}(\mathbb R^N,F)\to H^{s-|\alpha|,p}(\mathbb R^N,F)$?

More precisely, the question is formulated as follows. Let $F$ be an arbitrary Banach space, especially not having the UMD−property. Let $N\in\mathbb N$ and $s\in\mathbb R$ and $1\le p\le +\infty$ . ...
TaQ's user avatar
  • 3,584
33 votes
1 answer
2k views

For which maps $S^1\to S^1$ is the winding number defined?

There are two classes of maps $S^1\to S^1$ for which I know how to define the winding number: • Continuous maps: Using the unique path lifting property of the universal covering map $\mathbb R\to S^...
André Henriques's user avatar
1 vote
1 answer
191 views

Getting an a priori bound on a nonlinear gradient term in PDE; how to adapt trick from $L^2$ case to $H^{-1}$ case?

I have the PDE $$u_t(t) - \Delta f(u(t)) = 0$$ in $H^{-1}(\Omega)$ where $f$ is a nonlinear function. Define $F(s) = \int_0^s f(s)$. Note that if $u_t(t) \in L^2(\Omega)$, $$\frac{d}{dt}F(u(t)) = f(...
riem's user avatar
  • 266
14 votes
2 answers
536 views

Reference Request: Elliptic differential operators in the Fréchet setting

Normally the theory of (elliptic) differential operators between vector bundles (or $\mathbb{R}^n$) is presented in the language of Sobolev spaces. I'm searching for a book (or something similar) ...
Tobias Diez's user avatar
  • 5,824
3 votes
1 answer
302 views

Techniques to show existence for a PDE with dynamic boundary condition

Let $\Omega$ be a bounded domain. I am looking for techniques to show existence of solutions to dynamic boundary problems of the form $$\Delta u = 0 \quad\text{on}\quad \Omega \times (0,T)\\ \qquad\...
TheBook's user avatar
  • 155
5 votes
1 answer
287 views

Embeddings of Sobolev spaces

Let $s_1,s_2\in \mathbb R$ such that $-\frac12<s_1\le s_2$. There exists $C>0$ such that for all smooth functions $w$ , for all $r>0$, $$\operatorname{supp} w \subset(-r,r)\Longrightarrow \...
Bazin's user avatar
  • 16.2k
2 votes
0 answers
186 views

Changing the test function space in a weak formulation of parabolic PDE

Suppose we are interested in the existence of a $u \in L^2(0,T;V)$ with $u' \in L^2(0,T;V^*)$ such that $$(u(T),\varphi(t))_H -\int_0^T \langle \varphi'(t), u(t) \rangle_{V^*,V} + \int_0^T a(u(t),\...
TheBook's user avatar
  • 155
3 votes
1 answer
215 views

Checking initial data in parabolic PDE with no control on time derivative

It is possible to define a weak solution of a parabolic PDE $$u_t - Au = f$$ $$u(0) = u_0$$ as $u \in L^2(0,T;H^1)$ such that $$-\int_0^T\int_\Omega u(t)\varphi'(t) + \int_0^T\int_\Omega Au(t)\varphi(...
TheBook's user avatar
  • 155
4 votes
1 answer
442 views

Need a regularity result for parabolic PDE, want $u' \in L^\infty((0,T)\times \Omega)$

Let us assume $\Omega \subset \mathbb{R}^n$ is as nice as required. Let $f \in L^\infty((0,T)\times \Omega)$ and let $g \in L^\infty((0,T)\times \Omega)$ satisfy $$0 < a \leq g(x,t) \leq b < \...
student's user avatar
  • 183
2 votes
0 answers
231 views

A parabolic PDE with Lipschitz nonlinearity, how to obtain well-posedness?

Let $\Omega$ be a bounded smooth domain in $\mathbb{R}^n$ (or more generally a compact manifold). I'm interested in well-posedness (existence most importantly) of equations of the form $$u_t(t) - \...
student's user avatar
  • 183
13 votes
3 answers
2k views

Sobolev spaces and geometry

This is a very naive question, is there a way to geometrically understand Sobolev spaces without going through analysis and PDE's? To my knowledge, Sobolev spaces where created precisely to study PDE'...
Juan OS's user avatar
  • 947
2 votes
1 answer
997 views

Are smooth functions dense in the space $\{u \in H^1(Q) \text{ with } \Delta_\Gamma u \in L^2(Q)\}$?

Define $$Q = \bigcup_{t \in (0,T)}\Gamma \times \{t\}$$ where $\Gamma$ is a compact (without boundary) hypersurface. Assume whatever smoothness is required. Define $L^2(Q) := L^2(0,T;L^2(\Gamma))$ ...
student's user avatar
  • 183
4 votes
1 answer
393 views

Bounding $\lVert{u}\rVert_{C^0([0,T];V)} \leq C\left(\lVert{u}\rVert_{L^2(0,T;V)} + \lVert{u'}\rVert_{L^2(0,T;H)}\right)$?

Define $W(X,Y) = \{ u \in L^2(0,T;X) \mid u' \in L^2(0,T;Y)\}$ where $u'$ is the usual weak derivative. Let $V \subset H \subset V^*$ be a Hilbert triple. If $u \in W(V,V)$ (so $$u \in L^2(0,T;V) \...
maximumtag's user avatar
1 vote
1 answer
214 views

well-posedness of heat equation with Neumann BC and periodic data

On a domain $\Omega$ with $f \in L^2(0,T;H^{-1})$ such that $f(0) = f(T)$, consider $$u_t - \Delta u = f\quad\text{on $\Omega$}$$ $$\frac{\partial u}{\partial \nu} = 0\quad\text{on $\partial\Omega$}$$ ...
weasd's user avatar
  • 85
3 votes
1 answer
693 views

Equivalence of negative Sobolev norm of derivative to $L^2$-norm

Let $S:=(0,1)^2$ be the unit square in $\mathbb{R}^2$, and let $M:=\{u\in L^2(S)\mid \int_S u=0\}$ be the space of (real-valued) $L^2$-functions with mean value zero. On $M$ we can consider the $L^2(S)...
Florian's user avatar
  • 2,270
3 votes
1 answer
495 views

Inequality in the Sobolev space $H^1$

I've found the following inequality $$\int_{B_r}\vert u\vert^q\leq C \bigg(\int_{B_r}\vert\nabla u\vert^2\bigg)^{a}\bigg(\int_{B_r}\vert u\vert ^2\bigg)^{\frac{q}{2}-a}+\frac{c}{r^{2a}}\bigg(\int_{B_r}...
user avatar
1 vote
1 answer
236 views

A Poincaré-type inequality with logarithmic function

For any function $f(x)$ we denote $\bar{f}:=\frac{1}{\Omega}\int_\Omega f(x)\,dx$. Let $\Omega\subset \mathbb{R}^n$ be a bounded smooth domain and $u(x)> 0$ be a smooth function defined on $\Omega$....
user44565's user avatar
  • 103
5 votes
3 answers
1k views

Showing $H^1(\partial\Omega) \subset H^{\frac 12}(\partial\Omega)$ is continuous?

Let $\Omega\subset\mathbb R^n$ be a bounded Lipschitz domain. How does one prove that the inclusion $H^1(\partial\Omega) \subset H^{\frac 12}(\partial\Omega)$ is continuous? I define $H^{\frac 1 2}(\...
soup's user avatar
  • 307
3 votes
3 answers
228 views

References for well-posedness of weak solutions to Stefan problem

Can anyone recommend me any papers/texts that deal with the existence off weak solutions of the one-phase (or other) Stefan problem, or in general any sort of free boundary problem (for a beginner)? ...
soup's user avatar
  • 307
2 votes
1 answer
238 views

If $f \in H^{\frac 12}$ and $\varphi$ is Lipschitz, is $f\varphi \in H^{\frac 12}$ (on a Lipschitz hypersurface)?

Let $M$ be a bounded hypersurface. Let $f \in H^{\frac 12}(M)$ and let $\varphi\colon M \to \mathbb{R}$ be a Lipschitz function. When $M=\Omega \subset \mathbb{R}^n$ an open domain, we know that the ...
soup's user avatar
  • 307
5 votes
1 answer
359 views

Alternative representations of Sobolev space

Is there a way to represent a Sobolev space as the image of a fractional integral operator over an $L^p$ Lebesgue space? Yes, as it was comment, there is an answer for that in the book "Singular ...
Anibal Chicco's user avatar
2 votes
1 answer
330 views

functions of bounded variation and gradient vector measure

I want to prove a function of bounded variation on some domain $D\subset R^n$, $f\in BV(D)$, has the property that there is a constant $C$, such that $$ \lim_{r\rightarrow 0}\frac{C}{r^{n+1}} \int_{...
zong's user avatar
  • 21