Scribd
Upload
54 views4 pages

1 Dual Space of W (I)

1. The document discusses the dual space of Sobolev spaces and defines weak solutions to partial differential equations (PDEs). 2. It introduces the Lax-Milgram lemma, which guarantees the existence and uniqueness of weak solutions to PDEs given continuous bilinear forms. 3. As an example, it uses the Lax-Milgram lemma to show there exists a unique weak solution in Sobolev spaces to the PDE -u''+u=f with zero boundary conditions, even if f is not regular.

Uploaded by

Manuel Argomedo Salirrosas
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
54 views4 pages

1 Dual Space of W (I)

1. The document discusses the dual space of Sobolev spaces and defines weak solutions to partial differential equations (PDEs). 2. It introduces the Lax-Milgram lemma, which guarantees the existence and uniqueness of weak solutions to PDEs given continuous bilinear forms. 3. As an example, it uses the Lax-Milgram lemma to show there exists a unique weak solution in Sobolev spaces to the PDE -u''+u=f with zero boundary conditions, even if f is not regular.

Uploaded by

Manuel Argomedo Salirrosas
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

1 Dual Space of W01,p(I)

We denote by W 1,p (I) the dual space of W01,p (I), 1 p < and by H 1 (I) the
0

dual of H01 (I).


Remark: By identifying L2 (I) with its dual, we obtain
H01 (I) L2 (I) H 1 (I)
with continuous and dense embedding.
0 0
Theorem: Let F be in W 1,p (I). Then there exist f0 , f1 in Lp (I) such that
Z Z
hF, vi = f0 v + f1 v 0 , v W01,p (I).

Moreover, if I is bounded, f0 can be taken zero.


Proof : Define the Banach space E = Lp Lp equipped with the norm
khkE = kh0 kp + kh1 kp , h = (h0 , h1 ) E.
T : W01,p (I) E given by T (u) = (u, u0 ) is an isometry.
Let G = T (W01,p (I)) equipped with the norm of E. We define the linear form
: G IR by
(h) = hF, T 1 hi.
It is easy to see that is continuous. So, it can be extended to E by Hahn-Banach
theorem. Call the extension; hence kk = kk = kF k. So by Riesz Representation
0
Theorem, there exists f0 , f1 Lp (I), such that
Z
(h0 , h1 ) = f0 h0 + f1 h1 , (h0 , h1 ) E.

In particular, if u W01,p (I), then


F (u) = hF, T 1 (u, u0 )i
Z
= (u, u0 ) = f0 u + f1 u0 .

When I is bounded, W01,p (I) is equipped with the norm kukw1,p = ku0 kp . We then
repeat a similar reasoning with T : W01,p (I) Lp (I) given by T (u) = u0 .
Remark: f0 and f1 are not unique.
Remark: If v C0 (I), then
Z Z Z
hF, vi = f0 v + f1 v 0 = f0 v f10 v = (f0 f10 )v.

Therefore
F = f0 f10 in D0 (I).
Exercise: Verify that given in the above proof satisfies
kkE 0 = max{kf0 kp0 , kf1 kp0 }.

1
1.1 Bilinear forms and Lax-Milgram Lemma

Definition: Let B : H H IR be a bilinear form on a Hilbert space H. We say


that
1) B is continuous if there exists M > 0 such that

|B(u, v)| M kuk kvk.

2) B is coercive (or elliptic) if there exists > 0 such that

B(u, u) kuk2 , u H.

Theorem: (Lax-Milgram Lemma). Given a Hilbert space H, let B : H H IR be


a continuous and coercive bilinear form and g : h IR be a continuous (bdd) linear
form. Then there exists a unique u in H such that

g(v) = B(u, v), v H.

Application: Consider the problem


(
u00 + u = f in I = (0, 1)
(1.1)
u(0) = u(1) = 0.

For f smooth enough (continuous). This problem can be solved by standard calculus
methods. In this case the solution is of class C 2 (I). It is called a classical solution.
Suppose that f is not regular; say f L2 (I) or f H 1 (I) = dual of H01 (I). Is there
any solution for (1.1)?
Let C01 (I). Multiply by equation (1.1) and integrate over I, assuming u to
be regular, Z Z
1 1
u0 0 + u = f . (1.2)
0 0
Question; Is it possible to find u such that (1.2) is satisfied for all C01 (I)?
Answer: Define the bilinear form B : H01 (I) H01 (I) IR by
Z 1
B(u, v) = u0 v 0 + uv.
0

It is easy to verify that B is continuous and coercive. If f H 1 (I), we then define


the linear form
F : H01 (I) by F (v) = hf, vi.
This is continuous such that kF k = kf k1 . Lax-Milgram lemma guarantees the
existence of a unique u H01 (I) such that

B(u, v) = F (v), v H01 (I).

That is,
Z 1 Z 1
u0 v 0 + uv = hf, vi or f v, if f L2 (I) , v H01 (I).
0 0

2
Definition: We call the weak formulation of (1): find u in H01 (I):
Z 1
u0 v 0 + uv = hf, viH 1 H01 (I) , v H01 (I). (1.3)
0

Definition: We call u H01 (I) satisfying (1.3), the weak solution of (1).
Remark: Since u H01 (I), therefore u is in C(I); hence u(0) = u(1) = 0.
Proposition: If f L2 (I), then u00 = u f L2 (I). Thus u H 2 (I) H01 (I). So,
we have more regularity that is u C 1 (I ).
Proof : C01 (I) Z Z
1 1
u0 0 = (u f ),
0 0

so by definition, u0 has a weak derivative u f L2 (I) u0 H 1 (I), with u00 =


u f L2 (I).
u H01 (I) H 2 (I).
The embedding theorem gives u0 C(I); hence u C 1 (I).
Exercise: 1) Show that

u00 = in I = (1, 1),


u(1) = u(1) = 0

has a solution.
2) Solve

u00 + u = f in I = (0, 1)
u(0) = u(1) = .

for f L2 (I); , IR.

1.2 Neumann Problem


Consider the homogeneous Neumann-condition problem
(
u00 + u = f, 0<x<1
0 0 (1.4)
u (0) = u (1) = 0.

If u is a classical solution of (1.4), then for each v H 1 (I), we have


Z 1 Z 1
0 0
u v + uv = f v. (1.5)
0 0

Again by Lax-Millgram lemma, we have a solution u in H 1 (I).


If f L2 (I), then u is in H 2 (I) since, for each C01 (I), we have
Z 1 Z 1
0 0
u = (f u),
0 0

3
then u0 H 1 (I) with u00 = f u. From (1.5), we obtain
Z 1
(u00 + u f )v + u0 (1)v(1) u0 (0)v(0) = 0, v H 1. (1.6)
0

First, for v H01 (I), we have


Z 1
(u00 + u f )v = 0.
0

So u00 + u f = 0 in L2 (I), hence for almost each x I. Thus (1.6) is reduced to

u0 (1)v(1) u0 (0)v(0) = 0, v H 1 (I).

Since v is arbitrary, then u0 (1) = u0 (0) = 0.

You might also like